HARTFORD HLS SERIES FUND II INC

HARTFORD HLS SERIES FUND II, INC.

Date: September 3, 2020

/s/ James E. Davey

James E. Davey

President and Chief Executive Officer

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)

Registrant’s telephone number, including area code: (610) 386-4068

Date of fiscal year end: December 31

Date of reporting period: June 30, 2020

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.

LOGO

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, 2020 to June 30, 2020.

Market Review

During the six months ended June 30, 2020, U.S. stocks, as measured by the S&P 500 Index,¹ lost 3.08%. The uncertainty surrounding the ongoing coronavirus

(COVID-19) pandemic continued to whipsaw markets throughout the period. As world leaders grappled with a changed world of social distancing measures, business closures, and other mitigation efforts, investors endured alternating cycles of fear, guarded optimism, and renewed uncertainty.

In mid-March, investors fled equity and fixed-income markets as rising infection and unemployment rates spurred a global recession and an end to the longest bull market in U.S. economic history. Then, starting in late April 2020, U.S. markets staged a surprising recovery, as many investors seemed to think the worst of the pandemic had peaked. By mid-spring, many state and local governments began to gradually lift stay-at-home orders and allow shuttered businesses to re-open, all of which helped fuel the market comeback.

The mid-spring market bounce-back seemed supported, in no small part, by the unprecedented rescue efforts launched by central banks, including the U.S. Federal Reserve (Fed). In adopting a vigorous “whatever-it-takes” strategy, the Fed acted to inject liquidity into markets by reducing interest rates to near zero, and by pledging nearly $2.3 trillion in purchases of a wide range of U.S. securities.

On the fiscal side, the U.S. government unveiled a series of policy initiatives, including a $2 trillion economic stimulus package enacted on March 27, 2020. A multi-billion-dollar small-business loan program included within the package was quickly depleted by a crush of applicants, requiring a subsequent second round of small-business loan financing.

As the period ended, efforts by U.S. lawmakers to extend or expand fiscal stimulus support appeared to stall from a lack of consensus. For his part, Fed Chair Jerome Powell pledged continued central bank support, but his somewhat pessimistic year-end projection of 9.3% for the nation’s unemployment rate also weighed heavily on late-period market sentiment.

By late May, the U.S. passed the grim milestone of 100,000 coronavirus deaths, more than any other single nation. Racial injustice protests in the U.S. and abroad added to a sense of widespread civic unease. And a late June 2020 COVID-19 post- Memorial Day surge particularly in Latin America and across the U.S. Sun Belt states, triggered a return of market volatility.

With a COVID-19 vaccine still thought to be months away at best, and with a volatile U.S. presidential election looming, the road ahead may seem daunting. In these unprecedented times, it’s more important than ever to maintain a strong relationship with your 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.

LOGO

James Davey

President

Hartford HLS Funds

¹	S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.

Hartford HLS Funds

Table of Contents



Fund Overview			2

Benchmark Glossary			21

Expense Examples			23

Financial Statements:

Schedules of Investments:

Hartford Balanced HLS Fund			25

Hartford Capital Appreciation HLS Fund			34

Hartford Disciplined Equity HLS Fund			39

Hartford Dividend and Growth HLS Fund			41

Hartford Global Growth HLS Fund			43

Hartford Growth Opportunities HLS Fund			46

Hartford Healthcare HLS Fund			49

Hartford High Yield HLS Fund			51

Hartford International Opportunities HLS Fund			58

Hartford MidCap HLS Fund			61

Hartford MidCap Growth HLS Fund			64

Hartford MidCap Value HLS Fund			66

Hartford Small Cap Growth HLS Fund			68

Hartford Small Company HLS Fund			71

Hartford Stock HLS Fund			74

Hartford Total Return Bond HLS Fund			76

Hartford Ultrashort Bond HLS Fund			100

Hartford U.S. Government Securities HLS Fund			106

Hartford Value HLS Fund			111

Glossary			113

Statements of Assets and Liabilities			114

Statements of Operations			117

Statements of Changes in Net Assets			120

Financial Highlights			127

Notes to Financial Statements			136

Operation of the Liquidity Risk Management Program			168

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records			169

Quarterly Portfolio Holdings Information			169

Hartford Balanced HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-2.81%		5.18%		6.53%		9.43%
Class IB		-2.92%		4.88%		6.26%		9.16%
60% S&P 500 Index/ 35% Bloomberg Barclays Government/Credit Bond Index/ 5% ICE BofAML US 3-Month Treasury Bill Index²		1.06%		8.65%		8.41%		10.02%
S&P 500 Index		-3.08%		7.51%		10.73%		13.99%
Bloomberg Barclays Government/Credit Bond Index		7.21%		10.02%		4.74%		4.13%
ICE BofAML US 3-Month Treasury Bill Index		0.60%		1.64%		1.19%		0.64%

¹	Not Annualized

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 June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect historical or current waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

As shown in the Fund’s current prospectus, the gross expense ratios are as follows: 0.66% (Class IA) and 0.91% (Class IB). The net expense ratios as shown in the Fund’s current prospectus are as follows: 0.63% (Class IA) and 0.88% (Class IB). Gross expenses do not reflect fee waiver arrangements. Net expenses reflect such arrangements, which remain in effect until April 30, 2021 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •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 and economic 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 06/30/2020


Category	Percentage of Net Assets
Equity Securities
Common Stocks		67.4	%

Total		67.4	%

Fixed Income Securities
Asset & Commercial Mortgage-Backed Securities		2.7	%
Corporate Bonds		17.4
Foreign Government Obligations		0.5
Municipal Bonds		1.0
U.S. Government Agencies⁽²⁾		1.1
U.S. Government Securities		8.5

Total		31.2	%

Short-Term Investments		1.4
Other Assets & Liabilities		0.0	*

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, 2020.


		2

Hartford Capital Appreciation HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-3.47%		4.31%		8.07%		11.88%
Class IB		-3.58%		4.07%		7.80%		11.60%
Class IC		-3.70%		3.80%		7.54%		11.32%
Russell 3000 Index		-3.48%		6.53%		10.03%		13.72%
S&P 500 Index		-3.08%		7.51%		10.73%		13.99%

¹	Not Annualized

Class IC shares commenced operations on April 30, 2014. Class IC shares performance prior to that date reflects Class IA shares performance adjusted to reflect the 12b-1 fee of 0.25% and the administrative services fee of 0.25% applicable to Class IC shares. The performance after such date reflects actual Class IC shares performance.

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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund’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. •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 and economic developments. These risks are generally greater for investments in emerging markets. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		7.8	%
Consumer Discretionary		12.9
Consumer Staples		11.7
Energy		0.9
Financials		9.7
Health Care		15.2
Industrials		10.5
Information Technology		21.4
Materials		2.7
Real Estate		3.5
Utilities		1.4

Total		97.7	%

Short-Term Investments		2.2
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.


		3

Hartford Disciplined Equity HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-4.20%		7.20%		10.63%		14.96%
Class IB		-4.31%		6.91%		10.35%		14.67%
S&P 500 Index		-3.08%		7.51%		10.73%		13.99%

¹	Not Annualized

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.73% and 0.98%, respectively. 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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		8.5	%
Consumer Discretionary		9.5
Consumer Staples		10.8
Energy		0.7
Financials		10.8
Health Care		15.5
Industrials		9.1
Information Technology		26.9
Materials		1.7
Real Estate		2.3
Utilities		3.5

Total		99.3	%

Short-Term Investments		0.5
Other Assets & Liabilities		0.2

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		4

Hartford Dividend and Growth HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-11.23%		-1.22%		7.76%		11.77%
Class IB		-11.38%		-1.47%		7.49%		11.48%
S&P 500 Index		-3.08%		7.51%		10.73%		13.99%
Russell 1000 Value Index		-16.26%		-8.84%		4.64%		10.41%

¹	Not Annualized

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.68% and 0.93%, respectively. 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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •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 and economic developments.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		9.2	%
Consumer Discretionary		5.9
Consumer Staples		6.0
Energy		5.3
Financials		18.3
Health Care		16.0
Industrials		8.5
Information Technology		19.4
Materials		3.4
Real Estate		2.1
Utilities		3.8

Total		97.9	%

Short-Term Investments		1.5
Other Assets & Liabilities		0.6

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		5

Hartford Global Growth HLS Fund

Fund Overview

June 30, 2020 (Unaudited)

Inception 09/30/1998

Sub-advised by Wellington Management Company LLP

Investment objective – The Fund seeks growth of capital.

Average Annual Total Returns

for the Periods Ending 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		8.26%		16.97%		13.49%		15.04%
Class IB		8.14%		16.67%		13.20%		14.76%
MSCI World Growth Index (Net)		6.46%		17.50%		11.40%		12.88%

¹	Not Annualized

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.80% and 1.05%, respectively. 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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund’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 and economic developments. These risks may be greater for investments in emerging markets. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Country⁽¹⁾

as of 06/30/2020


Country	Percentage of Net Assets
Australia		0.5	%
Bermuda		1.3
Brazil		0.3
Canada		1.5
China		5.9
France		2.2
Hong Kong		0.5
Ireland		1.4
Italy		1.1
Japan		2.5
Netherlands		2.1
Russia		0.5
South Korea		0.5
Spain		1.6
Sweden		2.0
Switzerland		3.4
Taiwan		1.9
United Kingdom		2.2
United States		68.2
Short-Term Investments		0.8
Other Assets & Liabilities		(0.4	)

Total		100.0	%

⁽¹⁾	The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.


		6

Hartford Growth Opportunities HLS Fund

Fund Overview

June 30, 2020 (Unaudited)

Inception 03/24/1987

Sub-advised by Wellington Management Company LLP

Investment objective – The Fund seeks capital appreciation.

Average Annual Total Returns

for the Periods Ending 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		21.14%		23.14%		15.83%		18.18%
Class IB		20.97%		22.81%		15.54%		17.88%
Class IC		20.81%		22.51%		15.25%		17.59%
Russell 3000 Growth Index		8.98%		21.94%		15.23%		16.92%
Russell 1000 Growth Index		9.81%		23.28%		15.89%		17.23%

¹	Not Annualized

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.65%, 0.90% and 1.15%, respectively. 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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks 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. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		12.1	%
Consumer Discretionary		21.5
Consumer Staples		3.3
Financials		2.5
Health Care		16.4
Industrials		5.5
Information Technology		36.1
Real Estate		0.1

Total		97.5	%

Short-Term Investments		2.7
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.


		7

Hartford Healthcare HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		4.73%		20.73%		8.45%		17.49%
Class IB		4.61%		20.45%		8.19%		17.19%
S&P Composite 1500 Health Care Index		-0.62%		10.80%		8.43%		15.97%
S&P 500 Index		-3.08%		7.51%		10.73%		13.99%

¹	Not Annualized

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 0.92% and 1.17%, respectively. Gross and net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Risks of focusing investments on 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 and economic developments. These risks may be greater for investments in emerging markets.

Composition by Subsector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Biotechnology		22.4	%
Health Care Equipment & Supplies		21.3
Health Care Providers & Services		15.7
Health Care Technology		2.0
Life Sciences Tools & Services		9.8
Pharmaceuticals		26.6

Total		97.8	%

Short-Term Investments		2.3
Other Assets & Liabilities		(0.1	)

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.


		8

Hartford High Yield HLS Fund

Fund Overview

June 30, 2020 (Unaudited)

Inception 09/30/1998

Sub-advised by Wellington Management Company LLP

Investment objective – The Fund seeks to provide high current income, and long-term total return.

Average Annual Total Returns

for the Periods Ending 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-4.23%		0.12%		4.10%		6.11%
Class IB		-4.31%		-0.17%		3.84%		5.85%
Bloomberg Barclays U.S. Corporate High Yield Bond Index		-3.80%		0.03%		4.79%		6.68%

¹	Not Annualized

Performance information prior to March 5, 2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of March 5, 2012, HIMCO no longer served as the sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.78% and 1.03%, respectively. Gross and net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. •Investments in high-yield (“junk”) bonds involve greater risks of price volatility, illiquidity, and default than higher-rated debt securities. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Restricted securities may be more difficult to sell and price than other securities.

Composition by Security Type⁽¹⁾

as of 06/30/2020


Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.6	%
Escrows		0.8

Total		1.4	%

Fixed Income Securities
Convertible Bonds		3.7	%
Corporate Bonds		89.7
Senior Floating Rate Interests		1.8

Total		95.2	%

Short-Term Investments		1.5
Other Assets & Liabilities		1.9

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.


		9

Hartford International Opportunities HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-5.86%		0.22%		3.16%		6.86%
Class IB		-6.01%		-0.03%		2.91%		6.59%
MSCI ACWI ex USA Index (Net)		-11.00%		-4.80%		2.26%		4.97%

¹	Not Annualized

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 0.74% and 0.99%, 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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Mid-cap securities can have greater risks and volatility than large-cap securities. •The Fund’s focus on investments in particular sectors, geographic regions or countries may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		10.1	%
Consumer Discretionary		12.5
Consumer Staples		6.4
Energy		1.3
Financials		14.2
Health Care		12.2
Industrials		15.9
Information Technology		13.0
Materials		5.8
Real Estate		2.0
Utilities		4.8

Total		98.2	%

Short-Term Investments		2.4
Other Assets & Liabilities		(0.6	)

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		10

Hartford MidCap HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-5.06%		0.09%		9.38%		13.45%
Class IB		-5.18%		-0.17%		9.11%		13.16%
S&P MidCap 400 Index		-12.78%		-6.70%		5.22%		11.34%

¹	Not Annualized

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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks and volatility than large-cap securities. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		3.2	%
Consumer Discretionary		11.7
Consumer Staples		1.7
Energy		0.5
Financials		10.6
Health Care		19.6
Industrials		16.1
Information Technology		28.7
Materials		2.9
Real Estate		3.0
Utilities		2.0

Total		100.0	%

Short-Term Investments		1.7
Other Assets & Liabilities		(1.7	)

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.


		11

Hartford MidCap Growth HLS Fund

Fund Overview

June 30, 2020 (Unaudited)

Inception 05/01/1998

Sub-advised by Wellington Management Company LLP

Investment objective – The Fund seeks long-term growth of capital.

Average Annual Total Returns

for the Periods Ending 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		2.45%		12.10%		9.57%		13.35%
Class IB		2.22%		11.86%		9.27%		13.06%
Russell Midcap Growth Index		4.16%		11.91%		11.60%		15.09%

¹	Not Annualized

Performance information prior to June 4, 2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of June 4, 2012, HIMCO no longer served as the sub-adviser to the Fund.

Performance information prior to November 1, 2018, includes the Fund’s performance when it pursued different strategies. For more information, please see the Fund’s statutory prospectus.

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 0.92% 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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks 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 and economic developments. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		5.9	%
Consumer Discretionary		16.0
Consumer Staples		2.0
Financials		3.9
Health Care		18.0
Industrials		15.5
Information Technology		35.1
Real Estate		2.6

Total		99.0	%

Short-Term Investments		0.6
Other Assets & Liabilities		0.4

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		12

Hartford MidCap Value HLS Fund

Fund Overview

June 30, 2020 (Unaudited)

Inception 04/30/2001

Sub-advised by Wellington Management Company LLP

Investment objective – The Fund seeks long-term capital appreciation.

Average Annual Total Returns

for the Periods Ending 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-20.38%		-11.03%		1.48%		9.28%
Class IB		-20.41%		-11.13%		1.23%		9.02%
Russell Midcap Value Index		-18.09%		-11.81%		3.32%		10.29%

¹	Not Annualized

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 0.86% and 1.11%, 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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks 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 and economic developments. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		1.8	%
Consumer Discretionary		10.0
Consumer Staples		2.5
Energy		2.3
Financials		19.5
Health Care		12.0
Industrials		14.4
Information Technology		12.4
Materials		8.2
Real Estate		11.3
Utilities		5.4

Total		99.8	%

Short-Term Investments		0.3
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.


		13

Hartford Small Cap Growth HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-4.78%		4.52%		7.23%		14.29%
Class IB		-4.91%		4.22%		6.96%		14.00%
Russell 2000 Growth Index		-3.06%		3.48%		6.86%		12.92%

¹	Not Annualized

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information prior to July 21, 2010 represents performance of the Fund’s previous additional sub-adviser, Hartford Investment Management Company (“HIMCO”). As of July 21, 2010, HIMCO no longer serves as an additional sub-adviser to the Fund.

As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.66% and 0.91%, respectively. Gross and net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.

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 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. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		1.5	%
Consumer Discretionary		12.7
Consumer Staples		4.1
Financials		5.5
Health Care		33.9
Industrials		15.4
Information Technology		20.7
Materials		3.1
Real Estate		3.0

Total		99.9	%

Short-Term Investments		1.2
Other Assets & Liabilities		(1.1	)

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.


		14

Hartford Small Company HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		4.74%		12.09%		9.02%		13.71%
Class IB		4.56%		11.79%		8.75%		13.42%
Russell 2000 Growth Index		-3.06%		3.48%		6.86%		12.92%

¹	Not Annualized

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 0.79% and 1.04%, 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 June 30, 2020.

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 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 and economic developments. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		2.1	%
Consumer Discretionary		20.3
Consumer Staples		1.1
Financials		6.9
Health Care		29.1
Industrials		15.7
Information Technology		22.8
Materials		0.7
Real Estate		1.5

Total		100.2	%

Short-Term Investments		1.2
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.


		15

Hartford Stock HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-6.99%		0.95%		10.19%		12.92%
Class IB		-7.11%		0.70%		9.92%		12.64%
Russell 1000 Index		-2.81%		7.48%		10.47%		13.97%

¹	Not Annualized

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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •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 and economic developments.

Composition by Sector⁽¹⁾

as of 06/30/2020


Sector	Percentage of Net Assets
Equity Securities
Communication Services		1.0	%
Consumer Discretionary		12.4
Consumer Staples		16.4
Financials		9.9
Health Care		19.2
Industrials		19.9
Information Technology		10.2
Materials		5.4
Real Estate		3.8

Total		98.2	%

Short-Term Investments		1.2
Other Assets & Liabilities		0.6

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		16

Hartford Total Return Bond HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		5.42%		8.76%		4.85%		4.45%
Class IB		5.27%		8.53%		4.58%		4.19%
Bloomberg Barclays U.S. Aggregate Bond Index		6.14%		8.74%		4.30%		3.82%

¹	Not Annualized

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. •Fixed income security risks include credit, liquidity, call, duration, 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 additional price and counterparty risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •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.

Composition by Security Type⁽¹⁾

as of 06/30/2020


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		24.2	%
Convertible Bonds		0.0	*
Corporate Bonds		39.8
Foreign Government Obligations		2.4
Municipal Bonds		1.3
Senior Floating Rate Interests		2.4
U.S. Government Agencies⁽²⁾		48.6
U.S. Government Securities		5.9

Total		124.6	%

Short-Term Investments		4.2
Purchased Options		0.1
Other Assets & Liabilities		(29.0	)

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, 2020.


		17

Hartford Ultrashort Bond HLS Fund

Fund Overview

June 30, 2020 (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 06/30/2020


	Six Months¹		1 Year		5 Years		Since Inception²
Class IA		1.28%		2.40%		1.51%		1.17%
Class IB		1.18%		2.13%		1.25%		0.92%
Bloomberg Barclays Short Treasury 9-12 Month Index		1.57%		2.76%		1.56%		1.22%

¹	Not Annualized

²	On October 21, 2013, the Fund converted from a money market fund to an ultrashort bond fund. Since Inception returns are from conversion date (October 21, 2013) to June 30, 2020.

Prior to October 21, 2013, the Fund was managed as a money market fund. Accordingly, performance of the Fund prior to October 21, 2013 is not shown. Past performance information for when the Fund was managed as a money market fund is available upon request by calling 1-888-843-7824.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.45% and 0.70%, respectively. 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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk. •Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •Restricted securities may be more difficult to sell and price than other securities. •Repurchase agreements may increase the Fund’s risk and volatility.

Composition by Security Type⁽¹⁾

as of 06/30/2020


Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage-Backed Securities		38.7	%
Corporate Bonds		23.8
Municipal Bonds		0.5
U.S. Government Agencies⁽²⁾		3.6
U.S. Government Securities		25.4

Total		92.0	%

Short-Term Investments		8.4
Other Assets & Liabilities		(0.4	)

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, 2020.


		18

Hartford U.S. Government Securities HLS Fund

Fund Overview

June 30, 2020 (Unaudited)

Inception 03/24/1987

Sub-advised by Wellington Management Company LLP

Investment objective – The Fund seeks to maximize total return while providing shareholders with a high level of current income consistent with prudent investment risk.

Average Annual Total Returns

for the Periods Ending 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		5.33%		6.59%		2.93%		2.48%
Class IB		5.24%		6.30%		2.68%		2.23%
Bloomberg Barclays U.S. Intermediate Government Index		5.75%		7.01%		2.97%		2.51%

¹	Not Annualized

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. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •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. As interest rates rise, bond prices generally fall. •The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. •Restricted securities may be more difficult to sell and price than other securities.

Composition by Security Type⁽¹⁾

as of 06/30/2020


Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage-Backed Securities		15.7	%
U.S. Government Agencies⁽²⁾		47.3
U.S. Government Securities		33.8

Total		96.8	%

Short-Term Investments		5.5
Other Assets & Liabilities		(2.3	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

⁽²⁾	All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of June 30, 2020.


		19

Hartford Value HLS Fund

Fund Overview

June 30, 2020 (Unaudited)

Inception 04/30/2001

Sub-advised by Wellington Management Company LLP

Investment objective – The Fund seeks long-term total return.

Average Annual Total Returns

for the Periods Ending 06/30/2020


	Six Months¹		1 Year		5 Years		10 Years
Class IA		-15.53%		-7.44%		4.06%		9.87%
Class IB		-15.69%		-7.75%		3.79%		9.58%
Russell 1000 Value Index		-16.26%		-8.84%		4.64%		10.41%

¹	Not Annualized

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 0.72% and 0.97%, 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 June 30, 2020.

The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •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 and economic developments. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector⁽¹⁾

as of 06/30/2020



Sector	Percentage of Net Assets
Equity Securities
Communication Services		2.6	%
Consumer Discretionary		10.2
Consumer Staples		3.9
Energy		1.6
Financials		20.0
Health Care		18.4
Industrials		12.3
Information Technology		13.9
Materials		4.4
Real Estate		4.5
Utilities		7.1

Total		98.9	%

Short-Term Investments		0.9
Other Assets & Liabilities		0.2

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		20

Hartford HLS Funds

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.

Bloomberg Barclays U.S. Intermediate Government Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of government bonds with maturities of between one and ten years.

Bloomberg Barclays Short 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.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are Securities and Exchange Commission registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

Bloomberg Barclays U.S. Corporate High Yield Bond Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

ICE BofAML 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.

MSCI World Growth Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall growth style characteristics across developed markets.

Russell Midcap Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the mid-cap growth segment of the U.S. equity universe. It includes those Russell Midcap Index companies with higher price-to-book ratios and higher forecasted growth values.

Russell MidCap Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the mid-cap value segment of the U.S. equity universe. It includes those Russell MidCap Index companies with lower price-to-book ratios and lower forecasted growth values.

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 1000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 2000 Index companies with 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 3000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with 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.

S&P Composite 1500 Health Care Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS^®) health care sector.

S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index designed to measure the performance of 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.

BLOOMBERG^® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). BARCLAYS^® is a trademark and service mark of Barclays Bank Plc (collectively with its affiliates, “Barclays”), used under license. Bloomberg or Bloomberg’s licensors, including Barclays, own all proprietary rights in the Bloomberg Barclays Indices. Neither Bloomberg nor Barclays approves or endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.


		21

Hartford HLS Funds

Benchmark Glossary (Unaudited) – (continued)

Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent.


		22

Hartford HLS Funds

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, 2020 through June 30, 2020. 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 182/366 (to reflect the one-half year period).


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2020		Ending Account Value June 30, 2020		Expenses paid during the period January 1, 2020 through June 30, 2020		Beginning Account Value January 1, 2020		Ending Account Value June 30, 2020		Expenses paid during the period January 1, 2020 through June 30, 2020		Annualized expense ratio
Hartford Balanced HLS Fund

Class IA	$	1,000.00	$	971.90	$	3.09	$	1,000.00	$	1,021.73	$	3.17		0.63	%
Class IB	$	1,000.00	$	970.80	$	4.31	$	1,000.00	$	1,020.49	$	4.42		0.88	%

Hartford Capital Appreciation HLS Fund

Class IA	$	1,000.00	$	965.30	$	3.32	$	1,000.00	$	1,021.48	$	3.42		0.68	%
Class IB	$	1,000.00	$	964.20	$	4.54	$	1,000.00	$	1,020.24	$	4.67		0.93	%
Class IC	$	1,000.00	$	963.00	$	5.76	$	1,000.00	$	1,019.00	$	5.92		1.18	%

Hartford Disciplined Equity HLS Fund

Class IA	$	1,000.00	$	958.00	$	3.60	$	1,000.00	$	1,021.18	$	3.72		0.74	%
Class IB	$	1,000.00	$	956.90	$	4.82	$	1,000.00	$	1,019.94	$	4.97		0.99	%

Hartford Dividend and Growth HLS Fund

Class IA	$	1,000.00	$	887.70	$	3.24	$	1,000.00	$	1,021.43	$	3.47		0.69	%
Class IB	$	1,000.00	$	886.20	$	4.41	$	1,000.00	$	1,020.19	$	4.72		0.94	%

Hartford Global Growth HLS Fund

Class IA	$	1,000.00	$	1,082.60	$	4.19	$	1,000.00	$	1,020.84	$	4.07		0.81	%
Class IB	$	1,000.00	$	1,081.40	$	5.49	$	1,000.00	$	1,019.59	$	5.32		1.06	%

Hartford Growth Opportunities HLS Fund

Class IA	$	1,000.00	$	1,211.40	$	3.57	$	1,000.00	$	1,021.63	$	3.27		0.65	%
Class IB	$	1,000.00	$	1,209.70	$	4.94	$	1,000.00	$	1,020.39	$	4.52		0.90	%
Class IC	$	1,000.00	$	1,208.10	$	6.31	$	1,000.00	$	1,019.15	$	5.77		1.15	%

Hartford Healthcare HLS Fund

Class IA	$	1,000.00	$	1,047.30	$	4.63	$	1,000.00	$	1,020.34	$	4.57		0.91	%
Class IB	$	1,000.00	$	1,046.10	$	5.90	$	1,000.00	$	1,019.10	$	5.82		1.16	%


		23

Hartford HLS Funds

Expense Examples (Unaudited) – (continued)


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2020		Ending Account Value June 30, 2020		Expenses paid during the period January 1, 2020 through June 30, 2020		Beginning Account Value January 1, 2020		Ending Account Value June 30, 2020		Expenses paid during the period January 1, 2020 through June 30, 2020		Annualized expense ratio
Hartford High Yield HLS Fund

Class IA	$	1,000.00	$	957.70	$	3.65	$	1,000.00	$	1,021.13	$	3.77		0.75	%
Class IB	$	1,000.00	$	956.90	$	4.87	$	1,000.00	$	1,019.89	$	5.02		1.00	%

Hartford International Opportunities HLS Fund

Class IA	$	1,000.00	$	941.40	$	3.67	$	1,000.00	$	1,021.08	$	3.82		0.76	%
Class IB	$	1,000.00	$	939.90	$	4.87	$	1,000.00	$	1,019.84	$	5.07		1.01	%

Hartford MidCap HLS Fund

Class IA	$	1,000.00	$	949.40	$	3.39	$	1,000.00	$	1,021.38	$	3.52		0.70	%
Class IB	$	1,000.00	$	948.20	$	4.60	$	1,000.00	$	1,020.14	$	4.77		0.95	%

Hartford MidCap Growth HLS Fund

Class IA	$	1,000.00	$	1,024.50	$	4.63	$	1,000.00	$	1,020.29	$	4.62		0.92	%
Class IB	$	1,000.00	$	1,022.20	$	5.88	$	1,000.00	$	1,019.05	$	5.87		1.17	%

Hartford MidCap Value HLS Fund

Class IA	$	1,000.00	$	796.20	$	3.75	$	1,000.00	$	1,020.69	$	4.22		0.84	%
Class IB	$	1,000.00	$	795.90	$	4.87	$	1,000.00	$	1,019.44	$	5.47		1.09	%

Hartford Small Cap Growth HLS Fund

Class IA	$	1,000.00	$	952.20	$	3.11	$	1,000.00	$	1,021.68	$	3.22		0.64	%
Class IB	$	1,000.00	$	950.90	$	4.32	$	1,000.00	$	1,020.44	$	4.47		0.89	%

Hartford Small Company HLS Fund

Class IA	$	1,000.00	$	1,047.40	$	4.07	$	1,000.00	$	1,020.89	$	4.02		0.80	%
Class IB	$	1,000.00	$	1,045.60	$	5.39	$	1,000.00	$	1,019.59	$	5.32		1.06	%

Hartford Stock HLS Fund

Class IA	$	1,000.00	$	930.10	$	2.50	$	1,000.00	$	1,022.28	$	2.61		0.52	%
Class IB	$	1,000.00	$	928.90	$	3.69	$	1,000.00	$	1,021.03	$	3.87		0.77	%

Hartford Total Return Bond HLS Fund

Class IA	$	1,000.00	$	1,054.20	$	2.60	$	1,000.00	$	1,022.33	$	2.56		0.51	%
Class IB	$	1,000.00	$	1,052.70	$	3.88	$	1,000.00	$	1,021.08	$	3.82		0.76	%

Hartford Ultrashort Bond HLS Fund

Class IA	$	1,000.00	$	1,012.80	$	2.25	$	1,000.00	$	1,022.63	$	2.26		0.45	%
Class IB	$	1,000.00	$	1,011.80	$	3.50	$	1,000.00	$	1,021.38	$	3.52		0.70	%

Hartford U.S. Government Securities HLS Fund

Class IA	$	1,000.00	$	1,053.30	$	2.65	$	1,000.00	$	1,022.28	$	2.61		0.52	%
Class IB	$	1,000.00	$	1,052.40	$	3.93	$	1,000.00	$	1,021.03	$	3.87		0.77	%

Hartford Value HLS Fund

Class IA	$	1,000.00	$	844.70	$	3.35	$	1,000.00	$	1,021.23	$	3.67		0.73	%
Class IB	$	1,000.00	$	843.10	$	4.49	$	1,000.00	$	1,019.99	$	4.92		0.98	%


		24

Hartford Balanced HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 67.4%
		Automobiles & Components - 0.7%
	479,365	Gentex Corp.	$	12,353,236

		Banks - 4.7%
	1,062,668	Bank of America Corp.		25,238,365
	312,340	JP Morgan Chase & Co.		29,378,700
	148,397	PNC Financial Services Group, Inc.		15,612,848
	494,141	Truist Financial Corp.		18,554,995

				88,784,908

		Capital Goods - 6.5%
	102,621	Deere & Co.		16,126,890
	205,116	Fortune Brands Home & Security, Inc.		13,113,066
	105,032	General Dynamics Corp.		15,698,083
	92,134	L3Harris Technologies, Inc.		15,632,376
	49,557	Lockheed Martin Corp.		18,084,340
	727,883	nVent Electric plc		13,633,249
	264,376	Raytheon Technologies Corp.		16,290,849
	156,132	Trane Technologies plc		13,892,625

				122,471,478

		Consumer Durables & Apparel - 2.0%
	340,876	Lennar Corp. Class A		21,004,779
	270,451	VF Corp.		16,481,284

				37,486,063

		Consumer Services - 1.1%
	107,611	McDonald’s Corp.		19,851,001

		Diversified Financials - 1.6%
	25,903	BlackRock, Inc.		14,093,563
	289,988	Blackstone Group, Inc. Class A		16,430,720

				30,524,283

		Energy - 0.9%
	128,088	Concho Resources, Inc.		6,596,532
	99,031	Pioneer Natural Resources Co.		9,675,329

				16,271,861

		Food & Staples Retailing - 0.9%
	301,885	Sysco Corp.		16,501,034

		Food, Beverage & Tobacco - 1.5%
	454,322	Keurig Dr Pepper, Inc.⁽¹⁾		12,902,745
	308,878	Mondelez International, Inc. Class A		15,792,932

				28,695,677

		Health Care Equipment & Services - 5.8%
	86,189	Anthem, Inc.		22,665,983
	62,921	Becton Dickinson and Co.		15,055,108
	235,794	Centene Corp.*		14,984,709
	230,750	Medtronic plc		21,159,775
	123,768	UnitedHealth Group, Inc.		36,505,371

				110,370,946

		Insurance - 2.2%
	131,950	Assurant, Inc.		13,629,115
	76,772	Intact Financial Corp.		7,306,799
	263,380	Progressive Corp.		21,099,372

				42,035,286

		Materials - 2.5%
	199,341	Celanese Corp.		17,211,102
	167,602	FMC Corp.		16,696,511
	430,857	Sealed Air Corp.		14,153,653

				48,061,266

		Media & Entertainment - 7.1%
	43,607	Alphabet, Inc. Class C*		61,643,291
	707,643	Comcast Corp. Class A		27,583,924
	199,568	Facebook, Inc. Class A*		45,315,906

				134,543,121


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 67.4% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 6.8%
	386,635	AstraZeneca plc ADR	$	20,449,125
	31,250	Biogen, Inc.*		8,360,938
	132,134	Eli Lilly & Co.		21,693,760
	174,123	Novartis AG		15,169,772
	871,058	Pfizer, Inc.		28,483,597
	55,160	Roche Holding AG		19,110,156
	55,116	Vertex Pharmaceuticals, Inc.*		16,000,726

				129,268,074

		Real Estate - 0.8%
	95,700	Crown Castle International Corp. REIT		16,015,395

		Retailing - 3.2%
	11,702,200	Allstar Co.*^(2)(3)(4)		1,521,286
	7,881	Booking Holdings, Inc.*		12,549,231
	108,517	Home Depot, Inc.		27,184,594
	340,016	TJX Cos., Inc.		17,191,209
	67,006	Tory Burch LLC*^(2)(3)(4)		2,478,558

				60,924,878

		Semiconductors & Semiconductor Equipment - 4.4%
	161,007	Analog Devices, Inc.		19,745,898
	504,178	Intel Corp.		30,164,970
	86,802	KLA Corp.		16,881,253
	305,934	Micron Technology, Inc.^*		15,761,720

				82,553,841

		Software & Services - 9.4%
	59,076	Adobe, Inc.*		25,716,374
	243,150	Amdocs Ltd.		14,802,972
	111,906	Automatic Data Processing, Inc.		16,661,684
	130,561	Fidelity National Information Services, Inc.		17,506,924
	452,011	Microsoft Corp.		91,988,759
	75,100	VMware, Inc. Class A*		11,629,986

				178,306,699

		Technology Hardware & Equipment - 2.7%
	697,502	Cisco Systems, Inc.		32,531,494
	716,358	Corning, Inc.		18,553,672

				51,085,166

		Transportation - 1.8%
	315,828	Knight-Swift Transportation Holdings, Inc.		13,173,186
	124,589	Union Pacific Corp.		21,064,262

				34,237,448

		Utilities - 0.8%
	412,481	Exelon Corp.		14,968,936


		Total Common Stocks (cost $941,865,051)	$	1,275,310,597


ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.7%
		Asset-Backed - Automobile - 0.0%
$	1,229	ARI Fleet Lease Trust 1.91%, 04/15/2026⁽⁵⁾	$	1,230
		Chesapeake Funding LLC
	178,089	0.64%, 05/15/2029, 1 mo. USD LIBOR + 0.450%⁽⁵⁾⁽⁶⁾		177,761
	290,762	1.91%, 08/15/2029⁽⁵⁾		291,763
	112,055	Enterprise Fleet Financing LLC 2.13%, 05/22/2023⁽⁵⁾		112,368
	313	Securitized Term Auto Receivables Trust 2.04%, 04/26/2021⁽⁵⁾		313

				583,435

		Asset-Backed - Finance & Insurance - 1.4%
	1,853,278	Ajax Mortgage Loan Trust 3.16%, 09/25/2056⁽⁵⁾⁽⁷⁾		1,841,441
	3,480,000	Atlas Senior Loan Fund Ltd. 2.48%, 01/16/2030, 3 mo. USD LIBOR + 1.300%⁽⁵⁾⁽⁶⁾		3,403,165

The accompanying notes are an integral part of these financial statements.


		25

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.7% - (continued)
		Asset-Backed - Finance & Insurance - 1.4% - (continued)
		Bayview Koitere Fund Trust
$	801,403	3.50%, 07/28/2057⁽⁵⁾⁽⁷⁾	$	827,340
	419,303	4.00%, 11/28/2053⁽⁵⁾⁽⁷⁾		434,097
		Bayview Opportunity Master Fund Trust
	415,631	3.50%, 01/28/2055⁽⁵⁾⁽⁷⁾		423,657
	442,244	3.50%, 06/28/2057⁽⁵⁾⁽⁷⁾		455,650
	587,177	4.00%, 10/28/2064⁽⁵⁾⁽⁷⁾		608,433
	1,705,000	CIFC Funding Ltd. 2.07%, 04/24/2030, 3 mo. USD LIBOR + 1.050%⁽⁵⁾⁽⁶⁾		1,670,036
		DB Master Finance LLC
	312,638	3.79%, 05/20/2049⁽⁵⁾		322,639
	277,900	4.02%, 05/20/2049⁽⁵⁾		292,426
	505,000	Ford Credit Floorplan Master Owner Trust 2.44%, 09/15/2026		509,530
		GreatAmerica Leasing Receivables Funding LLC
	517,075	2.36%, 01/20/2023⁽⁵⁾		518,304
	176,882	2.60%, 06/15/2021⁽⁵⁾		177,606
	332,000	2.83%, 06/17/2024⁽⁵⁾		335,131
		Horizon Aircraft Finance Ltd.
	295,923	3.43%, 11/15/2039⁽⁵⁾		255,869
	236,272	3.72%, 07/15/2039⁽⁵⁾		207,831
	1,465,000	KKR CLO Ltd. 2.56%, 04/15/2029, 3 mo. USD LIBOR + 1.340%⁽⁵⁾⁽⁶⁾		1,441,318
	2,635,000	Madison Park Funding Ltd. 1.97%, 04/15/2029, 3 mo. USD LIBOR + 0.750%⁽⁵⁾⁽⁶⁾		2,570,635
	2,690,000	Magnetite VII Ltd. 2.02%, 01/15/2028, 3 mo. USD LIBOR + 0.800%⁽⁵⁾⁽⁶⁾		2,636,232
	1,615,000	Magnetite XVIII Ltd. 1.89%, 11/15/2028, 3 mo. USD LIBOR + 1.500%⁽⁵⁾⁽⁶⁾		1,573,504
		MMAF Equipment Finance LLC
	337,603	2.21%, 10/17/2022⁽⁵⁾		340,268
	1,000,000	2.21%, 12/15/2032⁽⁵⁾		1,023,919
	603,971	Springleaf Funding Trust 3.48%, 05/15/2028⁽⁵⁾		602,429
	2,635,000	Treman Park CLO Ltd. 2.21%, 10/20/2028, 3 mo. USD LIBOR + 1.070%⁽⁵⁾⁽⁶⁾		2,602,310
		Vantage Data Centers Issuer LLC
	337,167	3.19%, 07/15/2044⁽⁵⁾		342,316
	795,983	4.07%, 02/16/2043⁽⁵⁾		817,979

				26,234,065

		Commercial Mortgage - Backed Securities - 0.5%
	840,000	BAMLL Commercial Mortgage Securities Trust 4.23%, 08/10/2038⁽⁵⁾⁽⁷⁾		972,627
	2,220,000	CSMC Trust 2.76%, 04/05/2033⁽⁵⁾		2,211,934
		FREMF Mortgage Trust
	790,000	3.54%, 02/25/2052⁽⁵⁾⁽⁷⁾		850,982
	160,000	3.62%, 11/25/2045⁽⁵⁾⁽⁷⁾		166,037
	810,000	3.77%, 10/25/2052⁽⁵⁾⁽⁷⁾		885,504
	285,000	3.81%, 01/25/2048⁽⁵⁾⁽⁷⁾		303,381
	160,000	3.82%, 04/25/2048⁽⁵⁾⁽⁷⁾		170,748
	200,000	3.91%, 10/25/2048⁽⁵⁾⁽⁷⁾		213,901
	160,000	4.01%, 02/25/2050⁽⁵⁾⁽⁷⁾		167,631
	1,015,000	4.22%, 09/25/2025⁽⁵⁾⁽⁷⁾		1,090,088
	260,000	4.30%, 04/25/2049⁽⁵⁾⁽⁷⁾		280,265
	1,000,000	SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043⁽⁵⁾⁽⁷⁾		900,499

				8,213,597

		Other Asset - Backed Securities - 0.4%
	274,961	AASET Trust 3.84%, 05/15/2039⁽⁵⁾		248,430
	1,073,887	AASET U.S. Ltd. 4.45%, 11/18/2038⁽⁵⁾		957,622
	1,225,000	BlueMountain CLO Ltd. 1.83%, 11/20/2028, 3 mo. USD LIBOR + 1.450%⁽⁵⁾⁽⁶⁾		1,184,813
	526,716	Castlelake Aircraft Securitization Trust 3.97%, 04/15/2039⁽⁵⁾		460,738
	1,406,746	Hertz Fleet Lease Funding L.P. 2.70%, 01/10/2033⁽⁵⁾		1,414,844
	236,979	Mach I 3.47%, 10/15/2039⁽⁵⁾		195,731


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.7% - (continued)
		Other Asset Backed Securities - 0.4% - (continued)
$	225,646	MAPS Ltd. 4.46%, 03/15/2044⁽⁵⁾	$	198,533
	462,901	SoFi Consumer Loan Program Trust 3.54%, 11/26/2027⁽⁵⁾		467,585
		START Ireland
	229,115	3.54%, 11/15/2044⁽⁵⁾		188,573
	201,194	4.09%, 03/15/2044⁽⁵⁾		178,000
		Towd Point Mortgage Trust
	441,381	2.25%, 04/25/2056⁽⁵⁾⁽⁷⁾		443,894
	743,918	2.75%, 10/25/2056⁽⁵⁾⁽⁷⁾		761,184
	184,933	2.75%, 04/25/2057⁽⁵⁾⁽⁷⁾		188,184
	585,903	2.75%, 06/25/2057⁽⁵⁾⁽⁷⁾		603,170
	282,668	3.00%, 01/25/2058⁽⁵⁾⁽⁷⁾		292,810

				7,784,111

		Whole Loan Collateral CMO - 0.4%
		Angel Oak Mortgage Trust LLC
	500,961	2.62%, 11/25/2059⁽⁵⁾⁽⁷⁾		504,602
	98,199	2.71%, 11/25/2047⁽⁵⁾⁽⁷⁾		98,131
	209,784	3.63%, 03/25/2049⁽⁵⁾⁽⁷⁾		214,940
	191,168	COLT Mortgage Loan Trust 3.69%, 10/26/2048⁽⁵⁾⁽⁷⁾		194,711
		Deephaven Residential Mortgage Trust
	187,646	2.45%, 06/25/2047⁽⁵⁾⁽⁷⁾		187,511
	124,917	2.58%, 10/25/2047⁽⁵⁾⁽⁷⁾		126,145
	60,387	2.73%, 12/26/2046⁽⁵⁾⁽⁷⁾		60,209
	249,133	2.98%, 12/25/2057⁽⁵⁾⁽⁷⁾		251,529
	192,202	3.56%, 04/25/2059⁽⁵⁾⁽⁷⁾		192,897
	428,605	Fannie Mae Connecticut Avenue Securities 6.09%, 10/25/2028, 1 mo. USD LIBOR + 5.900%⁽⁶⁾		445,522
	570,562	MetLife Securitization Trust 3.00%, 04/25/2055⁽⁵⁾⁽⁷⁾		593,723
		Mill City Mortgage Loan Trust
	178,345	2.50%, 04/25/2057⁽⁵⁾⁽⁷⁾		180,406
	577,367	2.75%, 01/25/2061⁽⁵⁾⁽⁷⁾		590,733
	727,749	New Residential Mortgage Loan Trust 4.00%, 04/25/2057⁽⁵⁾⁽⁷⁾		778,344
		Seasoned Credit Risk Transfer Trust
	782,340	3.50%, 03/25/2058		849,358
	760,091	3.50%, 07/25/2058		827,204
	1,002,122	3.50%, 10/25/2058		1,083,281
	581,382	Verus Securitization Trust 3.21%, 05/25/2059⁽⁵⁾⁽⁷⁾		592,812

				7,772,058


		Total Asset & Commercial Mortgage-Backed Securities (cost $50,904,075)	$	50,587,266


CORPORATE BONDS - 17.4%
		Aerospace/Defense - 0.4%
$	850,000	BAE Systems Holdings, Inc. 3.85%, 12/15/2025⁽⁵⁾	$	941,196
	220,000	BAE Systems plc 3.40%, 04/15/2030⁽⁵⁾		239,617
		Boeing Co.
	540,000	2.70%, 02/01/2027		527,455
	289,000	2.95%, 02/01/2030		284,826
	911,000	3.25%, 03/01/2028		904,186
	375,000	3.45%, 11/01/2028		366,384
	400,000	3.95%, 08/01/2059		350,528
		Lockheed Martin Corp.
	500,000	4.07%, 12/15/2042		634,198
	256,000	4.50%, 05/15/2036		332,453
	560,000	4.85%, 09/15/2041		737,532
		United Technologies Corp.
	685,000	3.95%, 08/16/2025		779,420
	1,500,000	4.13%, 11/16/2028		1,766,826

				7,864,621

The accompanying notes are an integral part of these financial statements.


		26

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 17.4% - (continued)
		Agriculture - 0.5%
		Altria Group, Inc.
$	560,000	4.50%, 05/02/2043	$	603,295
	280,000	5.80%, 02/14/2039		346,267
	3,160,000	BAT Capital Corp. 3.56%, 08/15/2027		3,405,974
		BAT International Finance plc
	2,775,000	3.25%, 06/07/2022⁽⁵⁾		2,890,466
	290,000	3.50%, 06/15/2022⁽⁵⁾		304,026
	1,065,000	Imperial Brands Finance plc 3.75%, 07/21/2022⁽⁵⁾		1,111,509
	325,000	Philip Morris International, Inc. 4.88%, 11/15/2043		416,530

				9,078,067

		Airlines - 0.2%
	2,513,554	Continental Airlines, Inc. 5.98%, 10/19/2023		2,357,500
	1,201,444	Southwest Airlines Co. 6.15%, 02/01/2024		1,202,284
	148,096	United Airlines Class B Pass -Through Trust 4.60%, 09/01/2027		110,953

				3,670,737

		Apparel - 0.1%
		VF Corp.
	300,000	2.80%, 04/23/2027		317,574
	937,000	2.95%, 04/23/2030		1,001,873

				1,319,447

		Auto Manufacturers - 0.5%
	1,440,000	Daimler Finance North America LLC 2.30%, 02/12/2021⁽⁵⁾		1,449,974
	3,190,000	Ford Motor Credit Co. LLC 4.27%, 01/09/2027		2,973,678
		General Motors Financial Co., Inc.
	3,185,000	3.70%, 05/09/2023		3,273,160
	1,245,000	3.95%, 04/13/2024		1,287,955
	920,000	Volkswagen Group of America Finance LLC 3.35%, 05/13/2025⁽⁵⁾		981,857

				9,966,624

		Beverages - 0.3%
		Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
	310,000	4.70%, 02/01/2036		365,203
	280,000	4.90%, 02/01/2046		342,632
		Anheuser-Busch InBev Worldwide, Inc.
	1,125,000	3.50%, 01/12/2024		1,225,789
	220,000	4.38%, 04/15/2038		249,822
	535,000	4.60%, 04/15/2048		626,280
	580,000	4.60%, 06/01/2060		691,487
	275,000	Constellation Brands, Inc. 2.88%, 05/01/2030		291,372
	2,725,000	Molson Coors Brewing Co. 3.00%, 07/15/2026		2,835,000

				6,627,585

		Chemicals - 0.1%
	925,000	Syngenta Finance N.V. 5.18%, 04/24/2028⁽⁵⁾		986,694

		Commercial Banks - 4.1%
		Banco Santander S.A.
	1,200,000	3.13%, 02/23/2023		1,249,956
	600,000	3.85%, 04/12/2023		638,808
		Bank of America Corp.
	1,220,000	2.63%, 10/19/2020		1,228,292
	1,799,000	3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)⁽⁸⁾		2,003,820
	1,610,000	3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)⁽⁸⁾		1,804,538
	4,225,000	4.20%, 08/26/2024		4,690,588
	2,380,000	Bank of Nova Scotia 2.70%, 08/03/2026		2,602,985
		Barclays plc
	2,740,000	3.20%, 08/10/2021		2,800,938
	1,000,000	3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)⁽⁸⁾		1,080,369


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 17.4% - (continued)
		Commercial Banks - 4.1% - (continued)
		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⁾	$	869,207
	1,000,000	3.38%, 01/09/2025⁽⁵⁾		1,080,839
		BPCE S.A.
	2,225,000	5.15%, 07/21/2024⁽⁵⁾		2,483,106
	3,625,000	5.70%, 10/22/2023⁽⁵⁾		4,039,497
	1,875,000	Capital One Financial Corp. 3.75%, 04/24/2024		2,031,640
	290,000	Citigroup, Inc. 8.13%, 07/15/2039		502,227
	1,695,000	Citizens Bank NA 2.55%, 05/13/2021		1,722,729
		Credit Agricole S.A.
	1,025,000	3.25%, 10/04/2024⁽⁵⁾		1,100,534
	535,000	3.75%, 04/24/2023⁽⁵⁾		572,524
	790,000	4.38%, 03/17/2025⁽⁵⁾		872,960
		Credit Suisse Group AG
	530,000	3.57%, 01/09/2023⁽⁵⁾		549,775
	250,000	3.63%, 09/09/2024		276,146
		Credit Suisse Group Funding Guernsey Ltd.
	1,425,000	3.75%, 03/26/2025		1,570,838
	1,885,000	3.80%, 09/15/2022		2,002,750
		Danske Bank A/S
	775,000	3.88%, 09/12/2023⁽⁵⁾		821,503
	440,000	5.00%, 01/12/2022⁽⁵⁾		462,268
	575,000	5.38%, 01/12/2024⁽⁵⁾		639,873
	785,000	Deutsche Bank AG 4.25%, 10/14/2021		805,420
	825,000	Fifth Third Bancorp 2.55%, 05/05/2027		883,803
	1,600,000	Goldman Sachs Group, Inc. 6.25%, 02/01/2041		2,398,903
	2,625,000	HSBC Holdings plc 3.60%, 05/25/2023		2,817,057
		ING Groep N.V.
	345,000	3.15%, 03/29/2022		358,665
	1,100,000	3.95%, 03/29/2027		1,265,790
		JP Morgan Chase & Co.
	390,000	3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)⁽⁸⁾		421,235
	2,240,000	3.25%, 09/23/2022		2,365,340
	705,000	3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)⁽⁸⁾		809,862
	2,775,000	4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)⁽⁸⁾		3,323,356
	1,500,000	Macquarie Group Ltd. 4.15%, 03/27/2024, (4.15% fixed rate until 03/27/2023; 3 mo. USD LIBOR + 1.330% thereafter)⁽⁵⁾⁽⁸⁾		1,610,243
		Morgan Stanley
	1,450,000	3.13%, 07/27/2026		1,598,336
	1,095,000	3.63%, 01/20/2027		1,236,300
	1,000,000	3.70%, 10/23/2024		1,108,887
	4,905,000	NBK SPC Ltd. 2.75%, 05/30/2022⁽⁵⁾		5,001,923
	1,755,000	Santander Holdings USA, Inc. 3.40%, 01/18/2023		1,825,530
	1,660,000	Truist Financial Corp. 3.20%, 09/03/2021		1,710,309
		UBS Group Funding Switzerland AG
	1,665,000	2.95%, 09/24/2020⁽⁵⁾		1,674,347
	1,900,000	3.00%, 04/15/2021⁽⁵⁾		1,937,532
	4,344,000	Wells Fargo & Co. 4.48%, 01/16/2024		4,820,015

				77,671,563

		Commercial Services - 0.2%
		CommonSpirit Health
	1,854,000	2.95%, 11/01/2022		1,915,867
	245,000	4.35%, 11/01/2042		254,803
	1,500,000	ERAC USA Finance LLC 5.63%, 03/15/2042⁽⁵⁾		1,743,711

				3,914,381

The accompanying notes are an integral part of these financial statements.


		27

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 17.4% - (continued)
		Construction Materials - 0.1%
		Carrier Global Corp.
$	972,000	2.72%, 02/15/2030⁽⁵⁾	$	976,221
	370,000	3.38%, 04/05/2040⁽⁵⁾		361,269
	996,000	Johnson Controls International plc 4.95%, 07/02/2064⁽⁹⁾		1,182,182

				2,519,672

		Diversified Financial Services - 0.4%
	1,195,000	Charles Schwab Corp. 4.63%, 03/22/2030		1,491,035
	3,767,180	Postal Square L.P. 8.95%, 06/15/2022		4,145,533
	1,220,000	Societe Generale S.A. 3.25%, 01/12/2022⁽⁵⁾		1,256,187

				6,892,755

		Electric - 1.7%
		Cleco Corporate Holdings LLC
	650,000	3.38%, 09/15/2029⁽⁵⁾		676,583
	2,000,000	3.74%, 05/01/2026		2,118,620
	875,000	4.97%, 05/01/2046		923,643
	1,960,000	Cleveland Electric Illuminating Co. 3.50%, 04/01/2028⁽⁵⁾		2,147,007
		Dominion Energy South Carolina, Inc.
	1,180,000	6.05%, 01/15/2038		1,714,217
	360,000	6.63%, 02/01/2032		517,766
	1,200,000	Duke Energy Carolinas LLC 6.10%, 06/01/2037		1,712,117
	370,000	Evergy Metro, Inc. 2.25%, 06/01/2030		386,827
	500,000	FirstEnergy Corp. 3.90%, 07/15/2027		565,636
	2,405,000	Fortis, Inc. 3.06%, 10/04/2026		2,594,961
	245,000	Georgia Power Co. 4.75%, 09/01/2040		301,113
	1,275,000	Indianapolis Power and Light Co. 6.60%, 06/01/2037⁽⁵⁾		1,760,480
	315,000	Infraestructura Energetica Nova S.A.B. de C.V. 4.88%, 01/14/2048⁽⁵⁾		298,462
	1,445,000	ITC Holdings Corp. 2.95%, 05/14/2030⁽⁵⁾		1,539,031
		NextEra Energy Capital Holdings, Inc.
	2,400,000	2.25%, 06/01/2030		2,471,753
	215,000	3.25%, 04/01/2026		240,667
	335,000	3.50%, 04/01/2029		378,956
		Niagara Mohawk Power Corp.
	370,000	3.03%, 06/27/2050⁽⁵⁾		380,917
	645,000	4.28%, 12/15/2028⁽⁵⁾		751,462
	1,325,000	Oglethorpe Power Corp. 5.25%, 09/01/2050		1,544,810
		Oncor Electric Delivery Co. LLC
	385,000	2.95%, 04/01/2025		419,013
	1,185,000	4.10%, 06/01/2022		1,251,557
	165,000	PacifiCorp 4.13%, 01/15/2049		204,243
	2,300,000	PPL Capital Funding, Inc. 3.10%, 05/15/2026		2,489,941
		San Diego Gas & Electric Co.
	90,000	3.75%, 06/01/2047		103,839
	25,000	4.15%, 05/15/2048		30,177
		Southern California Edison Co.
	145,000	2.25%, 06/01/2030		146,406
	45,000	3.65%, 02/01/2050		49,385
	2,000,000	5.55%, 01/15/2037		2,535,764
		Southern Co.
	1,050,000	2.95%, 07/01/2023		1,109,569
	385,000	4.40%, 07/01/2046		456,880
	350,000	Tucson Electric Power Co. 4.00%, 06/15/2050		408,402
	248,000	Union Electric Co. 4.00%, 04/01/2048		303,534

				32,533,738

		Electronics - 0.1%
	1,270,000	Fortive Corp. 4.30%, 06/15/2046		1,430,429

		Engineering & Construction - 0.1%
		SBA Tower Trust
	1,235,000	2.88%, 07/15/2046⁽⁵⁾		1,237,036
	225,000	3.45%, 03/15/2048⁽⁵⁾		234,045

				1,471,081


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 17.4% - (continued)
		Environmental Control - 0.1%
$	1,480,000	Republic Services, Inc. 2.30%, 03/01/2030	$	1,543,425

		Food - 0.2%
		Conagra Brands, Inc.
	455,000	4.60%, 11/01/2025		524,452
	510,000	5.30%, 11/01/2038		666,934
	1,255,000	Danone S.A. 2.95%, 11/02/2026(5)		1,375,071
	1,065,000	Kroger Co. 4.00%, 02/01/2024		1,175,218
	285,000	McCormick & Co., Inc. 2.50%, 04/15/2030		297,302
	480,000	Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026⁽⁵⁾		503,995

				4,542,972

		Gas - 0.1%
	330,000	Boston Gas Co. 3.15%, 08/01/2027⁽⁵⁾		360,066
	1,870,000	KeySpan Gas East Corp. 2.74%, 08/15/2026⁽⁵⁾		1,998,933
	350,000	Sempra Energy 3.40%, 02/01/2028		382,908

				2,741,907

		Healthcare-Products - 0.2%
	2,725,000	Alcon Finance Corp. 3.00%, 09/23/2029⁽⁵⁾		2,880,230
	135,000	Boston Scientific Corp. 4.00%, 03/01/2029		154,471
	835,000	Zimmer Biomet Holdings, Inc. 3.05%, 01/15/2026		897,216

				3,931,917

		Healthcare-Services - 0.7%
		Anthem, Inc.
	1,510,000	2.25%, 05/15/2030		1,549,090
	421,000	3.30%, 01/15/2023		448,295
		CommonSpirit Health
	125,000	4.19%, 10/01/2049		127,301
	590,000	4.20%, 08/01/2023		628,977
	280,000	Cottage Health Obligated Group 3.30%, 11/01/2049		306,795
		Dignity Health
	714,000	3.81%, 11/01/2024		750,123
	1,353,000	4.50%, 11/01/2042⁽¹⁾		1,408,550
	425,000	HCA, Inc. 5.25%, 06/15/2049		509,178
	420,000	Memorial Sloan-Kettering Cancer Center 2.96%, 01/01/2050		450,951
		Mercy Health
	1,400,000	3.56%, 08/01/2027		1,555,829
	1,210,000	4.30%, 07/01/2028		1,426,699
		Toledo Hospital
	900,000	5.33%, 11/15/2028		963,690
	330,000	5.75%, 11/15/2038		385,460
		UnitedHealth Group, Inc.
	355,000	2.00%, 05/15/2030		371,660
	125,000	2.90%, 05/15/2050		132,003
	1,440,000	3.75%, 07/15/2025		1,640,630

				12,655,231

		Household Products - 0.1%
	1,529,088	Procter & Gamble - Esop 9.36%, 01/01/2021		1,555,012

		Insurance - 0.4%
	420,000	AIA Group Ltd. 3.38%, 04/07/2030⁽⁵⁾		456,634
	840,000	Chubb INA Holdings, Inc. 3.35%, 05/15/2024		923,368
	200,000	Five Corners Funding Trust 4.42%, 11/15/2023⁽⁵⁾		222,794
		Liberty Mutual Group, Inc.
	122,000	4.25%, 06/15/2023⁽⁵⁾		132,420
	428,000	4.57%, 02/01/2029⁽⁵⁾		501,331
	705,000	Marsh & McLennan Cos., Inc. 4.38%, 03/15/2029		839,455
	605,000	Massachusetts Mutual Life Insurance Co. 3.38%, 04/15/2050⁽⁵⁾		621,981
	1,000,000	MetLife, Inc. 3.60%, 04/10/2024		1,108,897
	132,000	Northwestern Mutual Life Insurance Co. 3.63%, 09/30/2059⁽⁵⁾		146,028
	870,000	Prudential plc 3.13%, 04/14/2030		935,512
	2,220,000	Trinity Acquisition plc 4.40%, 03/15/2026		2,528,982

				8,417,402

The accompanying notes are an integral part of these financial statements.


		28

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 17.4% - (continued)
		Internet - 0.2%
$	1,020,000	Amazon.com, Inc. 4.80%, 12/05/2034	$	1,397,108
		Tencent Holdings Ltd.
	1,095,000	3.60%, 01/19/2028⁽⁵⁾		1,193,512
	470,000	3.98%, 04/11/2029⁽⁵⁾		526,802

				3,117,422

		IT Services - 0.3%
		Apple, Inc.
	546,000	3.25%, 02/23/2026		611,557
	1,360,000	3.45%, 05/06/2024		1,500,608
		International Business Machines Corp.
	2,260,000	1.95%, 05/15/2030		2,311,627
	1,675,000	3.30%, 05/15/2026		1,882,150

				6,305,942

		Machinery-Diversified - 0.1%
		Otis Worldwide Corp.
	140,000	2.57%, 02/15/2030⁽⁵⁾		147,093
	295,000	3.11%, 02/15/2040⁽⁵⁾		300,613
	525,000	3.36%, 02/15/2050⁽¹⁾⁽⁵⁾		555,957

				1,003,663

		Media - 0.8%
		Comcast Corp.
	1,140,000	3.95%, 10/15/2025		1,306,380
	1,500,000	4.40%, 08/15/2035		1,857,427
	585,000	4.60%, 10/15/2038		743,913
	2,000,000	Cox Communications, Inc. 4.80%, 02/01/2035⁽⁵⁾		2,515,624
	585,000	Discovery Communications LLC 4.65%, 05/15/2050		667,463
	365,000	Fox Corp. 4.03%, 01/25/2024		404,585
	2,386,000	Sky Ltd. 3.75%, 09/16/2024⁽⁵⁾		2,656,857
		Time Warner Cable LLC
	395,000	6.55%, 05/01/2037		519,638
	250,000	7.30%, 07/01/2038		344,111
	130,000	Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023		152,330
		Walt Disney Co.
	2,575,000	2.65%, 01/13/2031		2,728,621
	385,000	4.00%, 10/01/2023		421,328

				14,318,277

		Mining - 0.1%
	1,575,000	Glencore Finance Canada Ltd. 4.25%, 10/25/2022⁽⁵⁾		1,665,011

		Oil & Gas - 0.8%
	1,545,000	Aker BP ASA 3.75%, 01/15/2030⁽⁵⁾		1,451,101
	1,200,000	BG Energy Capital plc 4.00%, 10/15/2021⁽⁵⁾		1,244,205
	2,380,000	BP Capital Markets plc 4.88%, 03/22/2030, (4.88% fixed rate until 03/22/2030; 5 year USD CMT + 4.398% thereafter)^(8)(10)		2,457,350
	2,080,000	Cimarex Energy Co. 4.38%, 06/01/2024		2,194,140
	100,000	ConocoPhillips Co. 4.95%, 03/15/2026		119,928
		Equinor ASA
	160,000	2.45%, 01/17/2023		167,350
	2,470,000	3.00%, 04/06/2027		2,714,924
	210,000	3.25%, 11/10/2024		233,054
	1,290,000	Hess Corp. 7.30%, 08/15/2031		1,503,928
	1,326,000	Occidental Petroleum Corp. 4.85%, 03/15/2021		1,316,055
	615,000	Saudi Arabian Oil Co. 3.50%, 04/16/2029⁽⁵⁾		663,426
	1,375,000	Total Capital International S.A. 2.70%, 01/25/2023		1,447,520

				15,512,981

		Pharmaceuticals - 0.9%
		AbbVie, Inc.
	645,000	3.45%, 03/15/2022⁽⁵⁾		670,839
	975,000	3.80%, 03/15/2025⁽⁵⁾		1,081,778
	845,000	4.45%, 05/14/2046		1,031,092
	600,000	4.85%, 06/15/2044⁽⁵⁾		748,206
	800,000	5.00%, 12/15/2021⁽⁵⁾		840,481
	955,000	Bayer U.S. Finance LLC 3.38%, 10/08/2024⁽⁵⁾		1,041,606


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 17.4% - (continued)
		Pharmaceuticals - 0.9% - (continued)
$	770,000	Bristol-Myers Squibb Co. 3.55%, 08/15/2022⁽⁵⁾	$	817,605
	955,000	Cigna Corp. 4.38%, 10/15/2028		1,130,232
		CVS Health Corp.
	3,130,000	4.10%, 03/25/2025		3,539,849
	511,000	4.30%, 03/25/2028		597,650
	2,015,000	EMD Finance LLC 2.95%, 03/19/2022⁽⁵⁾		2,079,619
	1,175,000	Merck & Co., Inc. 2.80%, 05/18/2023		1,252,010
	410,000	Pfizer, Inc. 1.70%, 05/28/2030		416,777
		Takeda Pharmaceutical Co., Ltd.
	520,000	3.03%, 07/09/2040		523,828
	650,000	3.18%, 07/09/2050		647,891
	820,000	Upjohn, Inc. 3.85%, 06/22/2040⁽⁵⁾		881,217

				17,300,680

		Pipelines - 0.6%
		Energy Transfer Operating L.P.
	125,000	5.00%, 05/15/2050		118,720
	872,000	7.60%, 02/01/2024		995,680
	375,000	Energy Transfer Partners L.P. 4.50%, 11/01/2023		402,586
		Enterprise Products Operating LLC
	100,000	3.70%, 01/31/2051		104,736
	145,000	3.95%, 01/31/2060		149,423
		MPLX L.P.
	485,000	4.00%, 03/15/2028		511,088
	1,280,000	4.13%, 03/01/2027		1,363,483
	2,425,000	Phillips 66 Partners L.P. 3.61%, 02/15/2025		2,588,193
		Sunoco Logistics Partners Operations L.P.
	509,000	4.40%, 04/01/2021		518,957
	1,075,000	5.35%, 05/15/2045		1,052,907
	425,000	TransCanada PipeLines Ltd. 4.10%, 04/15/2030		484,008
	2,470,000	Western Midstream Operating L.P. 4.00%, 07/01/2022		2,462,096

				10,751,877

		Real Estate - 0.1%
	1,170,000	WEA Finance LLC 4.13%, 09/20/2028⁽⁵⁾		1,187,009
	1,400,000	WEA Finance LLC / Westfield UK & Europe Finance plc 3.25%, 10/05/2020⁽⁵⁾		1,401,792

				2,588,801

		Real Estate Investment Trusts - 0.5%
		American Tower Corp.
	975,000	3.45%, 09/15/2021		1,008,700
	375,000	4.40%, 02/15/2026		433,175
	400,000	5.00%, 02/15/2024		456,178
	1,950,000	Brandywine Operating Partnership L.P. 3.95%, 11/15/2027		2,002,206
	985,000	Equinix, Inc. 3.00%, 07/15/2050		953,884
		Healthpeak Properties, Inc.
	980,000	3.00%, 01/15/2030		1,024,366
	2,000,000	4.00%, 06/01/2025		2,215,019
	470,000	SBA Tower Trust 2.84%, 01/15/2025⁽⁵⁾		484,584
	500,000	Simon Property Group L.P. 2.45%, 09/13/2029		494,250
	780,000	VEREIT Operating Partnership L.P. 3.40%, 01/15/2028		786,020

				9,858,382

		Retail - 0.3%
	1,000,000	AutoZone, Inc. 3.25%, 04/15/2025		1,090,185
		CVS Health Corp.
	2,100,000	4.00%, 12/05/2023		2,303,536
	685,000	4.88%, 07/20/2035		865,439
	355,000	Lowe’s Cos., Inc. 4.55%, 04/05/2049		446,766
	350,000	McDonald’s Corp. 3.63%, 09/01/2049		384,032
	315,000	Starbucks Corp. 3.35%, 03/12/2050		320,819
	340,000	TJX Cos., Inc. 4.50%, 04/15/2050		436,908

				5,847,685

The accompanying notes are an integral part of these financial statements.


		29

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 17.4% - (continued)
		Semiconductors - 0.3%
$	625,000	Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027	$	675,385
		Broadcom, Inc.
	1,952,000	4.11%, 09/15/2028⁽⁵⁾		2,126,750
	110,000	4.25%, 04/15/2026⁽⁵⁾		122,419
	2,430,000	4.70%, 04/15/2025⁽⁵⁾		2,738,062

				5,662,616

		Software - 0.3%
	1,820,000	Fiserv, Inc. 3.20%, 07/01/2026		2,014,394
		Microsoft Corp.
	1,605,000	2.40%, 08/08/2026		1,751,783
	1,000,000	3.70%, 08/08/2046		1,245,285
	510,000	Oracle Corp. 3.60%, 04/01/2050		567,569

				5,579,031

		Telecommunications - 1.1%
		AT&T, Inc.
	1,865,000	2.30%, 06/01/2027		1,930,779
	2,325,000	3.60%, 07/15/2025		2,582,789
	2,185,000	4.45%, 04/01/2024		2,454,897
	1,125,000	British Telecommunications plc 3.25%, 11/08/2029⁽⁵⁾		1,226,651
		Deutsche Telekom International Finance B.V.
	450,000	3.60%, 01/19/2027⁽⁵⁾		503,689
	665,000	4.38%, 06/21/2028⁽⁵⁾		788,261
	576,000	Orange S.A. 9.00%, 03/01/2031		939,739
	2,440,000	Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%, 09/20/2029⁽⁵⁾		2,647,937
	2,535,000	T-Mobile USA, Inc. 2.05%, 02/15/2028⁽⁵⁾		2,536,192
		Telefonica Emisiones S.A.
	1,035,000	5.21%, 03/08/2047		1,289,121
	300,000	5.52%, 03/01/2049		394,541
		Verizon Communications, Inc.
	781,000	4.52%, 09/15/2048		1,033,115
	222,000	4.67%, 03/15/2055		301,783
	715,000	4.75%, 11/01/2041		945,324
	283,000	4.81%, 03/15/2039		369,676

				19,944,494

		Transportation - 0.4%
		FedEx Corp.
	62,000	4.05%, 02/15/2048		63,719
	155,000	4.10%, 02/01/2045		157,505
	211,000	4.55%, 04/01/2046		227,486
	425,000	4.75%, 11/15/2045		468,606
	397,000	4.95%, 10/17/2048		460,606
		Penske Truck Leasing Co. L.P. / PTL Finance Corp.
	155,000	2.70%, 11/01/2024⁽⁵⁾		159,467
	1,100,000	3.38%, 02/01/2022⁽⁵⁾		1,128,411
	2,850,000	3.95%, 03/10/2025⁽⁵⁾		3,089,229
		Union Pacific Corp.
	795,000	3.25%, 02/05/2050		871,001
	465,000	3.75%, 02/05/2070		517,967

				7,143,997

		Water - 0.0%
	625,000	American Water Capital Corp. 2.95%, 09/01/2027		688,114


		Total Corporate Bonds (cost $304,663,220)	$	328,624,233


FOREIGN GOVERNMENT OBLIGATIONS - 0.5%
		Qatar - 0.5%
		Qatar Government International Bond
$	4,990,000	2.38%, 06/02/2021⁽⁵⁾	$	5,049,880
	1,260,000	3.75%, 04/16/2030⁽⁵⁾		1,434,752


Shares or Principal Amount			Market Value^†
FOREIGN GOVERNMENT OBLIGATIONS - 0.5% - (continued)
		Qatar - 0.5% - (continued)
$	1,680,000	3.88%, 04/23/2023⁽⁵⁾	$	1,801,565
	636,000	4.00%, 03/14/2029⁽⁵⁾		731,325

				9,017,522

		Saudi Arabia - 0.0%
	800,000	Saudi Government International Bond 2.88%, 03/04/2023⁽⁵⁾		834,029


		Total Foreign Government Obligations (cost $9,318,805)	$	9,851,551


MUNICIPAL BONDS - 1.0%
		Airport - 0.0%
$	190,000	Broward County, FL, Airport System Rev 3.48%, 10/01/2043	$	189,671

		Education - 0.0%
	310,000	Massachusetts School Building Auth 3.40%, 10/15/2040		316,184

		General - 0.4%
		Chicago, IL, Transit Auth
	140,000	6.30%, 12/01/2021		145,387
	1,000,000	6.90%, 12/01/2040		1,377,130
	365,000	City of Sacramento, CA 6.42%, 08/01/2023		413,746
	375,000	Metropolitan Transportation Auth, NY, Rev 6.67%, 11/15/2039		481,552
	1,485,000	New York State Urban Dev Corp. Rev 2.10%, 03/15/2022		1,502,761
	1,250,000	Philadelphia, PA, Auth for Industrial Dev 6.55%, 10/15/2028		1,615,625
	1,335,000	Sales Tax Securitization Corp., IL 4.79%, 01/01/2048		1,646,389

				7,182,590

		General Obligation - 0.2%
		California State, GO Taxable
	420,000	7.35%, 11/01/2039		706,511
	5,000	7.55%, 04/01/2039⁽¹⁾		8,904
	685,000	Chicago, IL, Metropolitan Water Reclamation Dist, GO 5.72%, 12/01/2038		989,791
	1,180,000	State of Illinois, GO 5.10%, 06/01/2033		1,197,051

				2,902,257

		Higher Education - 0.0%
	245,000	Pennsylvania State University 2.84%, 09/01/2050		255,366

		Power - 0.0%
	485,000	New York Utility Debt Securitization Auth 3.44%, 12/15/2025		505,714

		Transportation - 0.2%
	225,000	Bay Area Toll Auth, CA 2.57%, 04/01/2031		242,057
		Foothill-Eastern Transportation Corridor Agency, CA
	705,000	3.92%, 01/15/2053		738,276
	95,000	4.09%, 01/15/2049		97,546
	875,000	Illinois State Toll Highway Auth 6.18%, 01/01/2034		1,254,041
		Metropolitan Transportation Auth
	640,000	5.18%, 11/15/2049		746,573
	35,000	6.20%, 11/15/2026		39,956
	570,000	New York and New Jersey Port Auth, Taxable Rev 6.04%, 12/01/2029		772,128

				3,890,577

		Utility - Electric - 0.2%
	785,000	Illinois Municipal Electric Agency 6.83%, 02/01/2035		1,072,318
		Municipal Electric Auth, GA
	1,580,000	6.64%, 04/01/2057		2,297,762

The accompanying notes are an integral part of these financial statements.


		30

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
MUNICIPAL BONDS - 1.0% - (continued)
		Utility - Electric - 0.2% - (continued)
$	408,000	6.66%, 04/01/2057	$	597,949

				3,968,029


		Total Municipal Bonds (cost $16,622,426)	$	19,210,388


U.S. GOVERNMENT AGENCIES - 1.1%
		Mortgage-Backed Agencies - 1.1%
		FHLMC - 0.0%
$	570,000	2.28%, 07/25/2026	$	616,676
	13,368	3.80%, 04/01/2029, 12 mo. USD CMT + 2.253%⁽⁶⁾		13,499
	24,204	4.00%, 03/01/2041		26,527

				656,702

		FNMA - 0.4%
	387,160	1.12%, 10/25/2024, 1 mo. USD LIBOR + 0.400%⁽⁶⁾		386,163
	650,000	2.78%, 06/01/2026		711,715
	1,414,127	3.00%, 03/25/2053		1,470,677
	325,000	3.07%, 02/01/2025		355,338
	2,978,791	3.50%, 06/25/2059		3,311,883
	29,971	4.50%, 11/01/2023		32,146
	97,118	4.50%, 03/01/2038		107,086
	54,013	4.50%, 11/01/2039		60,052
	33,903	4.50%, 04/01/2040		37,410
	75,296	4.50%, 08/01/2040		83,222
	31,235	4.50%, 02/01/2041		34,768
	416,851	4.50%, 04/01/2041		460,526
	301,613	4.50%, 06/01/2041		335,570
	367,699	4.50%, 07/01/2041		408,853
	96,085	4.50%, 09/01/2041		105,301
	58,317	4.50%, 07/01/2044		63,371

				7,964,081

		GNMA - 0.2%
	68,377	5.00%, 07/15/2037		78,152
	6,122	6.00%, 06/15/2024		6,796
	3,908	6.00%, 07/15/2026		4,338
	1,588	6.00%, 01/15/2028		1,763
	1,600	6.00%, 03/15/2028		1,802
	27,337	6.00%, 04/15/2028		30,427
	57,622	6.00%, 05/15/2028		64,031
	16,634	6.00%, 06/15/2028		18,481
	35,275	6.00%, 07/15/2028		39,232
	10,678	6.00%, 08/15/2028		11,866
	38,890	6.00%, 09/15/2028		43,212
	82,151	6.00%, 10/15/2028		91,305
	69,419	6.00%, 11/15/2028		77,101
	77,592	6.00%, 12/15/2028		86,222
	1,880	6.00%, 12/15/2031		2,167
	18,509	6.00%, 09/15/2032		21,847
	7,337	6.00%, 11/15/2032		8,452
	1,835	6.00%, 04/15/2033		2,041
	75,564	6.00%, 06/15/2033		86,715
	25,777	6.00%, 10/15/2033		30,721
	3,215	6.00%, 11/15/2033		3,764
	48,910	6.00%, 10/15/2034		55,096
	54,721	6.00%, 01/15/2035		61,163
	6,818	6.00%, 05/15/2035		7,581
	10,782	6.00%, 06/15/2035		12,184
	435	6.50%, 03/15/2026		478
	3,513	6.50%, 01/15/2028		3,867
	30,521	6.50%, 03/15/2028		33,595
	87,991	6.50%, 04/15/2028		96,867
	26,343	6.50%, 05/15/2028		28,997
	127,374	6.50%, 06/15/2028		140,332
	5,935	6.50%, 10/15/2028		6,587


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 1.1% - (continued)

		Mortgage-Backed Agencies - 1.1% - (continued)
		GNMA - 0.2% - (continued)
$	2,165	6.50%, 02/15/2035	$	2,541
	11,226	7.00%, 11/15/2031		12,646
	5,644	7.00%, 03/15/2032		6,372
	908,767	7.00%, 11/15/2032		1,101,145
	119,677	7.00%, 01/15/2033		142,067
	127,827	7.00%, 05/15/2033		150,953
	21,137	7.00%, 07/15/2033		24,601
	148,077	7.00%, 11/15/2033		175,553
	58,835	7.50%, 09/16/2035		68,217
	105	8.00%, 09/15/2026		116
	39	8.00%, 11/15/2026		40
	6,492	8.00%, 12/15/2026		7,436
	104	8.00%, 09/15/2027		108
	4,194	8.00%, 07/15/2029		4,905
	8,511	8.00%, 12/15/2029		8,857
	3,731	8.00%, 01/15/2030		3,860
	3,381	8.00%, 02/15/2030		3,411
	798	8.00%, 03/15/2030		810
	19,821	8.00%, 04/15/2030		20,058
	4,160	8.00%, 05/15/2030		4,344
	31,973	8.00%, 06/15/2030		33,475
	1,971	8.00%, 07/15/2030		2,063
	57,233	8.00%, 08/15/2030		59,117
	14,219	8.00%, 09/15/2030		14,695
	6,398	8.00%, 11/15/2030		6,485
	88,017	8.00%, 12/15/2030		99,851

				3,110,908

		UMBS - 0.5%
	4,600,000	2.50%, 07/14/2050⁽¹¹⁾		4,795,500
	4,500,000	2.50%, 08/13/2050⁽¹¹⁾		4,683,955

				9,479,455


		Total U.S. Government Agencies (cost $20,342,242)	$	21,211,146


U.S. GOVERNMENT SECURITIES - 8.5%
		U.S. Treasury Securities - 8.5%
		U.S. Treasury Bonds - 5.3%
$	3,385,000	1.25%, 05/15/2050	$	3,252,377
	1,450,000	2.00%, 02/15/2050		1,660,590
	19,250,000	2.50%, 02/15/2045⁽¹²⁾		23,745,176
	6,214,000	2.75%, 11/15/2047		8,130,145
	9,735,800	2.88%, 05/15/2043		12,718,530
	1,030,000	3.00%, 08/15/2048		1,416,491
	7,895,000	3.13%, 08/15/2044		10,765,264
	4,630,000	3.38%, 05/15/2044		6,548,556
	21,300,000	4.38%, 02/15/2038		33,107,356

				101,344,485

		U.S. Treasury Notes - 3.2%
	7,155,000	0.13%, 05/31/2022		7,149,690
	4,260,000	0.13%, 06/30/2022		4,257,338
	1,715,000	0.13%, 05/15/2023		1,712,454
	18,525,000	0.25%, 05/31/2025		18,502,567
	2,415,000	0.63%, 05/15/2030		2,408,302
	2,730,000	1.13%, 02/28/2025		2,839,413
	2,505,000	1.50%, 02/15/2030		2,707,944
	8,520,000	1.63%, 10/31/2026		9,151,345
	1,300,000	1.63%, 08/15/2029		1,418,473
	1,420,000	1.75%, 11/15/2029		1,567,769
	8,205,000	2.13%, 03/31/2024		8,790,888

The accompanying notes are an integral part of these financial statements.


		31

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
U.S. GOVERNMENT SECURITIES - 8.5% - (continued)
		U.S. Treasury Securities - 8.5% - (continued)
		U.S. Treasury Notes - 3.2% - (continued)
$	80,000	2.38%, 05/15/2029	$	92,325

				60,598,508


		Total U.S. Government Securities (cost $131,033,613)	$	161,942,993


		Total Long-Term Investments (cost $1,474,749,432)	$	1,866,738,174


SHORT-TERM INVESTMENTS - 1.4%
		Repurchase Agreements - 1.4%
	25,462,280	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $25,462,322; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $25,971,590	$	25,462,280

		Securities Lending Collateral - 0.0%
	34,288	Citibank NA DDCA, 0.08%, 07/01/2020⁽¹³⁾		34,288
	251,010	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%⁽¹³⁾		251,010
	400,462	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽¹³⁾		400,462

				685,760


		Total Short-Term Investments (cost $26,148,040)	$	26,148,040



Total Investments (cost $1,500,897,472)	100.0	%	$	1,892,886,214
Other Assets and Liabilities	0.0	%		(295,597	)

Total Net Assets	100.0	%	$	1,892,590,617

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.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

⁽²⁾	Investment valued using significant unobservable inputs.

⁽³⁾

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2020, the aggregate fair value of these securities was $3,999,844, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁴⁾	Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $3,999,844 or 0.2% of net assets.


Period Acquired		Security Name	Shares/ Par Value		Base Total Cost		Base Market Value
	08/2011	Allstar Co.		11,702,200	$	5,090,681	$	1,521,286
	11/2013	Tory Burch LLC		67,006		5,251,707		2,478,558

					$	10,342,388	$	3,999,844

⁽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, 2020, the aggregate value of these securities was $153,129,291, representing 8.1% of net assets.

⁽⁶⁾	Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2020. 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, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

⁽⁹⁾	Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽¹⁰⁾	Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽¹¹⁾	Represents or includes a TBA transaction.

⁽¹²⁾	All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2020, the market value of securities pledged was $684,601.

⁽¹³⁾	Current yield as of period end.

The accompanying notes are an integral part of these financial statements.


		32

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Futures Contracts Outstanding at June 30, 2020
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 5-Year Note Future		33		09/30/2020	$	4,149,492	$	7,216

Short position contracts:
U.S. Treasury 10-Year Note Future		18		09/21/2020	$	2,505,094	$	(9,017	)
U.S. Treasury Long Bond Future		20		09/21/2020		3,571,250		(53,162	)

Total							$	(62,179	)

Total futures contracts							$	(54,963	)

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total			Level 1			Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	12,353,236		$	12,353,236		$	—	$	—
Banks		88,784,908			88,784,908			—		—
Capital Goods		122,471,478			122,471,478			—		—
Consumer Durables & Apparel		37,486,063			37,486,063			—		—
Consumer Services		19,851,001			19,851,001			—		—
Diversified Financials		30,524,283			30,524,283			—		—
Energy		16,271,861			16,271,861			—		—
Food & Staples Retailing		16,501,034			16,501,034			—		—
Food, Beverage & Tobacco		28,695,677			28,695,677			—		—
Health Care Equipment & Services		110,370,946			110,370,946			—		—
Insurance		42,035,286			42,035,286			—		—
Materials		48,061,266			48,061,266			—		—
Media & Entertainment		134,543,121			134,543,121			—		—
Pharmaceuticals, Biotechnology & Life Sciences		129,268,074			94,988,146			34,279,928		—
Real Estate		16,015,395			16,015,395			—		—
Retailing		60,924,878			56,925,034			—		3,999,844
Semiconductors & Semiconductor Equipment		82,553,841			82,553,841			—		—
Software & Services		178,306,699			178,306,699			—		—
Technology Hardware & Equipment		51,085,166			51,085,166			—		—
Transportation		34,237,448			34,237,448			—		—
Utilities		14,968,936			14,968,936			—		—
Asset & Commercial Mortgage-Backed Securities		50,587,266			—			50,587,266		—
Corporate Bonds		328,624,233			—			328,624,233		—
Foreign Government Obligations		9,851,551			—			9,851,551		—
Municipal Bonds		19,210,388			—			19,210,388		—
U.S. Government Agencies		21,211,146			—			21,211,146		—
U.S. Government Securities		161,942,993			—			161,942,993		—
Short-Term Investments		26,148,040			685,760			25,462,280		—
Futures Contracts⁽²⁾		7,216			7,216			—		—

Total	$	1,892,893,430		$	1,237,723,801		$	651,169,785	$	3,999,844

Liabilities
Futures Contracts⁽²⁾	$	(62,179	)	$	(62,179	)	$	—	$	—

Total	$	(62,179	)	$	(62,179	)	$	—	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, 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, 2020 is not presented.

The accompanying notes are an integral part of these financial statements.


		33

Hartford Capital Appreciation HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.9%
		Automobiles & Components - 0.7%
	17,273	Ferrari N.V.	$	2,958,782
	567,101	General Motors Co.		14,347,656
	4,909	Tesla, Inc.*		5,300,787
	27,736	Thor Industries, Inc.		2,954,716

				25,561,941

		Banks - 1.4%
	222,477	Atlantic Union Bankshares Corp.		5,152,567
	619,306	Bank of America Corp.		14,708,517
	323,872	Bank OZK		7,601,276
	106,216	BNP Paribas S.A.*		4,243,754
	120,341	Citizens Financial Group, Inc.		3,037,407
	109,695	PNC Financial Services Group, Inc.		11,541,011
	247,190	Zions Bancorp NA		8,404,460

				54,688,992

		Capital Goods - 5.4%
	109,910	3M Co.		17,144,861
	147,839	A.O. Smith Corp.		6,966,174
	101,517	Airbus SE*		7,274,078
	108,745	Deere & Co.		17,089,277
	111,475	Dover Corp.		10,764,026
	271,056	Emerson Electric Co.		16,813,604
	97,100	Fortive Corp.		6,569,786
	174,063	General Dynamics Corp.		26,015,456
	350,600	HF Global, Inc.^(1)(2)(3)		5,017,086
	223,557	Johnson Controls International plc		7,632,236
	43,859	Lockheed Martin Corp.		16,005,026
	124,512	Middleby Corp.*		9,828,977
	43,932	Northrop Grumman Corp.		13,506,454
	146,150	Pentair plc		5,552,238
	170,331	Raytheon Technologies Corp.		10,495,796
	11,821	Rockwell Automation, Inc.		2,517,873
	17,354	Safran S.A.*		1,745,661
	851,330	Sanwa Holdings Corp.		7,650,554
	119,777	Trane Technologies plc		10,657,757
	246,540	Westinghouse Air Brake Technologies Corp.		14,193,308

				213,440,228

		Commercial & Professional Services - 2.3%
	350,466	Copart, Inc.*		29,183,304
	46,891	CoStar Group, Inc.*		33,324,027
	14,940	Equifax, Inc.		2,567,887
	190,679	Herman Miller, Inc.		4,501,931
	95,810	Recruit Holdings Co., Ltd.		3,294,922
	64,599	TransUnion		5,622,697
	119,946	Waste Connections, Inc.		11,249,736

				89,744,504

		Consumer Durables & Apparel - 3.1%
	14,768	adidas AG*		3,893,606
	234,952	Carter’s, Inc.		18,960,626
	399,328	NIKE, Inc. Class B		39,154,110
	196,509	Peloton Interactive, Inc. Class A*		11,352,325
	84,673	Polaris Industries, Inc.		7,836,486
	241,692	Steven Madden Ltd.		5,967,376
	575,393	VF Corp.		35,064,449

				122,228,978

		Consumer Services - 2.4%
	304,736	Aramark		6,877,891
	585,251	Compass Group plc		8,052,152
	7,774	Domino’s Pizza, Inc.		2,872,027
	159,022	DraftKings, Inc.*⁽²⁾⁽³⁾		5,126,869
	2,703	DraftKings, Inc. Class A*		89,902
	167,907	Las Vegas Sands Corp.		7,646,485
	241,134	McDonald’s Corp.		44,481,989


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.9% - (continued)
		Consumer Services - 2.4% - (continued)
	16,301	New Oriental Education & Technology Group, Inc. ADR*	$	2,122,879
	44,307	Vail Resorts, Inc.		8,070,520
	99,504	Yum! Brands, Inc.		8,647,893

				93,988,607

		Diversified Financials - 3.9%
	351,229	American Express Co.		33,437,001
	489,795	Bank of New York Mellon Corp.		18,930,577
	23,951	BlackRock, Inc.		13,031,500
	205,626	Blackstone Group, Inc. Class A		11,650,769
	61,788	Brookfield Asset Management, Inc. Class A		2,033,506
	304,539	Charles Schwab Corp.		10,275,146
	335,874	Equitable Holdings, Inc.		6,479,009
	53,974	London Stock Exchange Group plc		5,613,035
	278,939	Raymond James Financial, Inc.		19,199,371
	1,224,068	SLM Corp.		8,605,198
	393,163	TD Ameritrade Holding Corp.		14,303,270
	195,340	Voya Financial, Inc.		9,112,611

				152,670,993

		Energy - 0.9%
	674,349	Canadian Natural Resources Ltd.		11,753,903
	162,941	Concho Resources, Inc.		8,391,462
	172,198	Diamondback Energy, Inc.		7,201,320
	320,917	Halliburton Co.		4,165,503
	305,841	Tenaris S.A. ADR		3,954,524

				35,466,712

		Food & Staples Retailing - 1.2%
	317,533	Sysco Corp.		17,356,354
	232,992	Walmart, Inc.		27,907,782

				45,264,136

		Food, Beverage & Tobacco - 8.0%
	797,363	Altria Group, Inc.		31,296,498
	211,303	Archer-Daniels-Midland Co.		8,430,990
	138,327	Campbell Soup Co.		6,865,169
	845,019	Coca-Cola Co.		37,755,449
	89,954	Constellation Brands, Inc. Class A		15,737,452
	846,504	Diageo plc		28,135,546
	327,345	General Mills, Inc.		20,180,819
	139,067	JM Smucker Co.		14,714,679
	154,177	Kellogg Co.		10,184,933
	684,341	Keurig Dr Pepper, Inc.⁽⁴⁾		19,435,284
	330,968	Mondelez International, Inc. Class A		16,922,394
	494,730	Monster Beverage Corp.*		34,294,684
	265,484	PepsiCo., Inc.		35,112,914
	353,965	Philip Morris International, Inc.		24,798,788
	217,574	Tyson Foods, Inc. Class A		12,991,343

				316,856,942

		Health Care Equipment & Services - 9.5%
	47,929	ABIOMED, Inc.*		11,577,729
	11,100	Align Technology, Inc.*		3,046,284
	25,896	Anthem, Inc.		6,810,130
	221,865	Baxter International, Inc.		19,102,576
	314,649	Centene Corp.*		19,995,944
	434,726	CVS Health Corp.		28,244,148
	220,861	Danaher Corp.		39,054,851
	344,860	Dentsply Sirona, Inc.		15,194,532
	44,990	DexCom, Inc.*		18,238,946
	180,997	Insulet Corp.*		35,160,477
	57,891	Intuitive Surgical, Inc.*		32,988,029
	476,080	Medtronic plc		43,656,536
	71,175	Quest Diagnostics, Inc.		8,111,103
	56,311	Teleflex, Inc.		20,496,078

The accompanying notes are an integral part of these financial statements.


		34

Hartford Capital Appreciation HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.9% - (continued)
		Health Care Equipment & Services - 9.5% - (continued)
	166,167	UnitedHealth Group, Inc.	$	49,010,957
	96,046	Veeva Systems, Inc. Class A*		22,515,103

				373,203,423

		Household & Personal Products - 2.5%
	49,660	Clorox Co.		10,893,914
	526,971	Colgate-Palmolive Co.		38,605,895
	228,612	Kimberly-Clark Corp.		32,314,306
	130,252	Procter & Gamble Co.		15,574,232

				97,388,347

		Insurance - 3.8%
	919,754	Aflac, Inc.		33,138,737
	133,079	American International Group, Inc.		4,149,403
	353,729	Athene Holding Ltd. Class A*		11,032,807
	321,829	Chubb Ltd.		40,749,988
	614,754	CNO Financial Group, Inc.		9,571,720
	104,290	Globe Life, Inc.		7,741,447
	197,204	Marsh & McLennan Cos., Inc.		21,173,793
	485,690	MetLife, Inc.		17,737,399
	271,935	Unum Group		4,511,402

				149,806,696

		Materials - 2.7%
	120,255	Celanese Corp.		10,382,817
	228,035	CRH plc		7,825,569
	85,249	Ecolab, Inc.		16,960,289
	192,867	FMC Corp.		19,213,411
	159,640	Linde plc		33,861,240
	124,612	Nutrien Ltd.		4,003,812
	144,613	Reliance Steel & Aluminum Co.		13,728,112

				105,975,250

		Media & Entertainment - 6.6%
	298,052	Activision Blizzard, Inc.		22,622,147
	7,213	Alphabet, Inc. Class A*		10,228,395
	4,166	Charter Communications, Inc. Class A*		2,124,827
	878,556	Comcast Corp. Class A		34,246,113
	60,569	Electronic Arts, Inc.*		7,998,136
	110,703	Facebook, Inc. Class A*		25,137,330
	35,642	Live Nation Entertainment, Inc.*		1,580,010
	196,281	Match Group, Inc.*⁽⁴⁾		21,011,881
	51,850	Match Group, Inc.*		5,550,542
	70,645	Netflix, Inc.*		32,146,301
	406,807	Omnicom Group, Inc.		22,211,662
	768,370	Pinterest, Inc. Class A*		17,034,763
	165,912	Roku, Inc.*		19,333,725
	393,454	Snap, Inc. Class A*		9,242,234
	63,582	Spotify Technology S.A.*		16,416,237
	88,547	Tencent Holdings Ltd.		5,673,903
	72,735	Walt Disney Co.		8,110,680

				260,668,886

		Pharmaceuticals, Biotechnology & Life Sciences - 5.7%
	130,923	Alnylam Pharmaceuticals, Inc.*		19,391,005
	291,039	AstraZeneca plc ADR		15,393,053
	98,853	Bristol-Myers Squibb Co.		5,812,556
	40,927	ChemoCentryx, Inc.*		2,354,940
	310,773	Elanco Animal Health, Inc.*		6,666,081
	29,851	Eli Lilly & Co.		4,900,937
	135,454	Exact Sciences Corp.*		11,776,371
	1,181	Galapagos N.V. ADR*⁽⁴⁾		232,999
	42,840	Galapagos N.V.*		8,455,656
	7,266	Illumina, Inc.*		2,690,963
	276,853	Johnson & Johnson		38,933,837
	22,540	Mettler-Toledo International, Inc.*		18,157,097


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.9% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 5.7% - (continued)
	155,744	Pfizer, Inc.	$	5,092,829
	106,724	PTC Therapeutics, Inc.*		5,415,176
	46,707	Regeneron Pharmaceuticals, Inc.*		29,128,821
	115,679	Seattle Genetics, Inc.*		19,656,176
	52,717	Thermo Fisher Scientific, Inc.		19,101,478
	48,856	Waters Corp.*		8,813,622
	165,427	Wuxi Biologics Cayman, Inc.*⁽⁵⁾		3,036,512

				225,010,109

		Real Estate - 3.5%
	91,646	Alexandria Real Estate Equities, Inc. REIT		14,869,564
	55,984	American Tower Corp. REIT		14,474,103
	461,568	Americold Realty Trust REIT		16,754,918
	82,062	Camden Property Trust REIT		7,485,696
	60,213	Crown Castle International Corp. REIT		10,076,646
	73,336	Digital Realty Trust, Inc. REIT		10,421,779
	34,801	Equinix, Inc. REIT		24,440,742
	119,604	Prologis, Inc. REIT		11,162,641
	76,234	Public Storage REIT		14,628,542
	751,530	VICI Properties, Inc. REIT		15,173,391

				139,488,022

		Retailing - 6.6%
	112,939	Alibaba Group Holding Ltd. ADR*		24,360,942
	8,451,700	Allstar Co.*^(1)(2)(3)		1,098,721
	29,589	Amazon.com, Inc.*		81,630,725
	8,986	AutoZone, Inc.*		10,137,286
	10,336	Booking Holdings, Inc.*		16,458,426
	56,184	Dollar General Corp.		10,703,614
	179,850	Dollar Tree, Inc.*		16,668,498
	87,619	Expedia Group, Inc.		7,202,282
	159,807	Lowe’s Cos., Inc.		21,593,122
	101,000	Meituan Dianping Class B*		2,256,982
	1,264,019	TJX Cos., Inc.		63,908,801
	115,140	Tory Burch LLC*^(1)(2)(3)		4,259,017

				260,278,416

		Semiconductors & Semiconductor Equipment - 3.6%
	365,178	Advanced Micro Devices, Inc.*		19,212,015
	10,217	ASML Holding N.V.		3,737,510
	48,244	Broadcom, Inc.		15,226,289
	127,212	Infineon Technologies AG		2,980,854
	386,364	Intel Corp.		23,116,158
	56,033	KLA Corp.		10,897,298
	455,131	Marvell Technology Group Ltd.		15,956,893
	235,164	Micron Technology, Inc.*		12,115,649
	98,731	NVIDIA Corp.		37,508,894

				140,751,560

		Software & Services - 13.7%
	107,811	Accenture plc Class A		23,149,178
	136,100	Amdocs Ltd.		8,285,768
	170,377	CDK Global, Inc.		7,057,015
	45,327	Citrix Systems, Inc.		6,704,317
	12,161	DocuSign, Inc.*		2,094,246
	16,880	Fair Isaac Corp.*		7,056,515
	31,411	Fidelity National Information Services, Inc.		4,211,901
	120,567	FleetCor Technologies, Inc.*		30,326,217
	839,938	Genpact Ltd.		30,674,536
	172,480	Global Payments, Inc.		29,256,058
	458,000	GoDaddy, Inc. Class A*		33,585,140
	137,086	Guidewire Software, Inc.*		15,195,983
	350,255	International Business Machines Corp.		42,300,296
	11,363	Intuit, Inc.		3,365,607
	56,269	Leidos Holdings, Inc.		5,270,717
	182,363	Microsoft Corp.		37,112,694
	610,156	Oracle Corp.		33,723,322

The accompanying notes are an integral part of these financial statements.


		35

Hartford Capital Appreciation HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.9% - (continued)
		Software & Services - 13.7% - (continued)
	4,737	Paycom Software, Inc.*	$	1,467,191
	154,225	PayPal Holdings, Inc.*		26,870,622
	14,488	RingCentral, Inc. Class A*		4,129,225
	18,795	salesforce.com, Inc.*		3,520,867
	26,018	ServiceNow, Inc.*		10,538,851
	605,948	Slack Technologies, Inc. Class A*⁽⁴⁾		18,838,923
	126,967	Splunk, Inc.*		25,228,343
	271,088	Square, Inc. Class A*		28,447,975
	90,469	VeriSign, Inc.*		18,711,703
	78,874	Visa, Inc. Class A		15,236,091
	69,631	VMware, Inc. Class A*⁽⁴⁾		10,783,057
	122,072	WEX, Inc.*		20,143,101
	180,039	Workday, Inc. Class A*		33,732,107
	43,112	Worldline S.A.*⁽⁵⁾		3,758,911

				540,776,477

		Technology Hardware & Equipment - 4.0%
	203,910	Apple, Inc.		74,386,368
	158,089	CDW Corp.		18,366,780
	390,939	Cisco Systems, Inc.		18,233,395
	57,349	Coherent, Inc.*		7,511,572
	9,170	Keyence Corp.		3,842,795
	175,712	Lumentum Holdings, Inc.*		14,308,228
	22,330	Motorola Solutions, Inc.		3,129,103
	276,160	Samsung Electronics Co., Ltd.		12,224,949
	122,028	Western Digital Corp.		5,387,536

				157,390,726

		Telecommunication Services - 1.2%
	52,086	Cellnex Telecom S.A.⁽⁵⁾		3,181,295
	124,900	KDDI Corp.		3,726,659
	307,014	T-Mobile U.S., Inc.*		31,975,508
	170,923	Verizon Communications, Inc.		9,422,985

				48,306,447

		Transportation - 2.8%
	269,216	Canadian National Railway Co.		23,818,160
	28,774	J.B. Hunt Transport Services, Inc.		3,462,663
	314,200	Localiza Rent a Car S.A.		2,363,679
	267,233	Southwest Airlines Co.		9,134,024
	706,321	Uber Technologies, Inc.*		21,952,457
	177,816	Union Pacific Corp.		30,063,351
	179,263	United Parcel Service, Inc. Class B		19,930,460

				110,724,794

		Utilities - 1.4%
	105,464	Consolidated Edison, Inc.		7,586,026
	103,641	Duke Energy Corp.		8,279,879
	496,687	Exelon Corp.		18,024,771
	1,339,445	Iberdrola S.A.		15,637,591
	89,859	Pinnacle West Capital Corp.		6,585,766

				56,114,033


		Total Common Stocks (cost $3,249,513,748)	$	3,815,795,219


EXCHANGE-TRADED FUNDS - 0.6%
		Other Investment Pools & Funds - 0.6%
	119,376	iShares Russell 1000 Growth ETF	$	22,914,223


		Total Exchange-Traded Funds (cost $20,020,754)	$	22,914,223


CONVERTIBLE PREFERRED STOCKS - 0.2%
		Consumer Services - 0.0%
	16,619	Airbnb, Inc. Series E*^(1)(2)(3)	$	1,260,551


Shares or Principal Amount			Market Value^†
CONVERTIBLE PREFERRED STOCKS - 0.2% - (continued)
		Diversified Financials - 0.0%
	85,350	Social Finance, Inc. Series F*^(1)(2)(3)	$	1,310,966

		Retailing - 0.1%
	40,566	Honest Co., Inc. Series C*^(1)(2)(3)		1,384,112

		Software & Services - 0.1%
	50,200	Nanigans, Inc. Series D*^(1)(2)(3)		29,116
	20,891	Sharecare, Inc. Series B2*^(1)(2)(3)		4,607,093
	29,504	Magic Leap, Inc. Series C*^(1)(2)(3)		339,886

				4,976,095


		Total Convertible Preferred Stocks (cost $10,438,958)	$	8,931,724


ESCROWS - 0.0%⁽⁶⁾
		Consumer Durables & Apparel - 0.0%
	127,917	One Kings Lane, Inc.*^(1)(2)(3)	$	20,467


		Total Escrows (cost $—)	$	20,467


WARRANTS - 0.0%
		Consumer Services - 0.0%
	1,115	DraftKings, Inc. Expires 04/23/25*⁽²⁾⁽³⁾	$	23,515


		Total Warrants (cost $—)	$	23,515


		Total Long-Term Investments (cost $3,279,973,460)	$	3,847,685,148


SHORT-TERM INVESTMENTS - 2.2%
		Repurchase Agreements - 0.9%
	36,448,414	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $36,448,475; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $37,177,504	$	36,448,414

		Securities Lending Collateral - 1.3%
	2,415,316	Citibank NA DDCA, 0.08%, 07/01/2020⁽⁷⁾		2,415,316
	17,681,660	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%⁽⁷⁾		17,681,660
	28,209,334	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽⁷⁾		28,209,334

				48,306,310


		Total Short-Term Investments (cost $84,754,724)	$	84,754,724



Total Investments (cost $3,364,728,184)	99.9	%	$	3,932,439,872
Other Assets and Liabilities	0.1	%		5,385,838

Total Net Assets	100.0	%	$	3,937,825,710

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

The accompanying notes are an integral part of these financial statements.


		36

Hartford Capital Appreciation HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (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.

*	Non-income producing.

⁽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, 2020, the aggregate fair value of these securities was $24,477,399, 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 $24,477,399 or 0.6% of net assets.


Period Acquired		Security Name	Shares/ Par Value		Base Total Cost		Base Market Value
	06/2015	Airbnb, Inc. Series E Convertible Preferred		16,619	$	1,547,136	$	1,260,551
	08/2011	Allstar Co.		8,451,700		3,676,649		1,098,721
	07/2015	DraftKings, Inc.		159,022		1,671,692		5,126,869
	04/2020	DraftKings, Inc. Warrants		1,115		—		23,515
	06/2015	HF Global, Inc.		350,600		4,713,607		5,017,086
	08/2014	Honest Co., Inc. Series C Convertible Preferred		40,566		1,097,606		1,384,112


Period Acquired		Security Name	Shares/ Par Value		Base Total Cost		Base Market Value
	12/2015	Magic Leap, Inc. Series C Convertible Preferred		29,504	$	679,566	$	339,886
	03/2015	Nanigans, Inc. Series D Convertible Preferred		50,200		548,109		29,116
	01/2014	One Kings Lane, Inc.		127,917		—		20,467
	03/2015	Sharecare, Inc. Series B2 Convertible Preferred		20,891		5,220,034		4,607,093
	09/2015	Social Finance, Inc. Series F Convertible Preferred		85,350		1,346,507		1,310,966
	11/2013	Tory Burch LLC		115,140		9,024,247		4,259,017

					$	29,525,153	$	24,477,399

⁽⁴⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

⁽⁵⁾

⁽⁶⁾	Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

⁽⁷⁾	Current yield as of period end.


Futures Contracts Outstanding at June 30, 2020
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future		141		09/18/2020	$	21,785,910	$	(75,947	)

Total futures contracts							$	(75,947)

^†	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.


		37

Hartford Capital Appreciation HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total			Level 1			Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	25,561,941		$	22,603,159		$	2,958,782	$	—
Banks		54,688,992			50,445,238			4,243,754		—
Capital Goods		213,440,228			191,752,849			16,670,293		5,017,086
Commercial & Professional Services		89,744,504			86,449,582			3,294,922		—
Consumer Durables & Apparel		122,228,978			118,335,372			3,893,606		—
Consumer Services		93,988,607			80,809,586			13,179,021		—
Diversified Financials		152,670,993			147,057,958			5,613,035		—
Energy		35,466,712			35,466,712			—		—
Food & Staples Retailing		45,264,136			45,264,136			—		—
Food, Beverage & Tobacco		316,856,942			288,721,396			28,135,546		—
Health Care Equipment & Services		373,203,423			373,203,423			—		—
Household & Personal Products		97,388,347			97,388,347			—		—
Insurance		149,806,696			149,806,696			—		—
Materials		105,975,250			98,149,681			7,825,569		—
Media & Entertainment		260,668,886			249,444,441			11,224,445		—
Pharmaceuticals, Biotechnology & Life Sciences		225,010,109			213,517,941			11,492,168		—
Real Estate		139,488,022			139,488,022			—		—
Retailing		260,278,416			252,663,696			2,256,982		5,357,738
Semiconductors & Semiconductor Equipment		140,751,560			134,033,196			6,718,364		—
Software & Services		540,776,477			537,017,566			3,758,911		—
Technology Hardware & Equipment		157,390,726			141,322,982			16,067,744		—
Telecommunication Services		48,306,447			41,398,493			6,907,954		—
Transportation		110,724,794			110,724,794			—		—
Utilities		56,114,033			40,476,442			15,637,591		—
Exchange-Traded Funds		22,914,223			22,914,223			—		—
Convertible Preferred Stocks		8,931,724			—			—		8,931,724
Escrows		20,467			—			—		20,467
Warrants		23,515			—			23,515		—
Short-Term Investments		84,754,724			48,306,310			36,448,414		—

Total	$	3,932,439,872		$	3,716,762,241		$	196,350,616	$	19,327,015

Liabilities
Futures Contracts⁽²⁾	$	(75,947	)	$	(75,947	)	$	—	$	—

Total	$	(75,947	)	$	(75,947	)	$	—	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, investments valued at $1,760,386 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 in to 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.


		38

Hartford Disciplined Equity HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3%
		Banks - 5.1%
	458,006	Bank of America Corp.	$	10,877,642
	124,614	JP Morgan Chase & Co.		11,721,193
	67,661	PNC Financial Services Group, Inc.		7,118,614

				29,717,449

		Capital Goods - 5.6%
	74,530	AMETEK, Inc.		6,660,746
	101,881	Fortune Brands Home & Security, Inc.		6,513,252
	31,104	IDEX Corp.		4,915,676
	46,202	Illinois Tool Works, Inc.		8,078,420
	101,524	Raytheon Technologies Corp.		6,255,909

				32,424,003

		Commercial & Professional Services - 2.1%
	35,459	Equifax, Inc.		6,094,693
	74,533	Republic Services, Inc.		6,115,433

				12,210,126

		Consumer Durables & Apparel - 2.1%
	68,775	NIKE, Inc. Class B		6,743,389
	90,238	VF Corp.		5,499,103

				12,242,492

		Consumer Services - 1.5%
	47,806	McDonald’s Corp.		8,818,773

		Diversified Financials - 3.3%
	65,981	American Express Co.		6,281,391
	11,346	BlackRock, Inc.		6,173,245
	139,385	Morgan Stanley		6,732,296

				19,186,932

		Energy - 0.7%
	76,922	EOG Resources, Inc.		3,896,869

		Food & Staples Retailing - 3.0%
	26,703	Costco Wholesale Corp.		8,096,617
	80,467	Walmart, Inc.		9,638,337

				17,734,954

		Food, Beverage & Tobacco - 3.8%
	46,045	Constellation Brands, Inc. Class A		8,055,573
	105,126	Kellogg Co.		6,944,623
	100,581	Monster Beverage Corp.*		6,972,275

				21,972,471

		Health Care Equipment & Services - 9.6%
	55,491	Abbott Laboratories		5,073,542
	101,204	Baxter International, Inc.		8,713,664
	24,662	Becton Dickinson and Co.		5,900,877
	41,821	Danaher Corp.		7,395,208
	118,771	Hologic, Inc.*		6,769,947
	28,237	Laboratory Corp. of America Holdings*		4,690,448
	57,712	Medtronic plc		5,292,190
	41,121	UnitedHealth Group, Inc.		12,128,639

				55,964,515

		Household & Personal Products - 4.0%
	120,998	Colgate-Palmolive Co.		8,864,314
	119,311	Procter & Gamble Co.		14,266,016

				23,130,330

		Insurance - 2.4%
	56,214	Allstate Corp.		5,452,196
	93,966	Athene Holding Ltd. Class A*		2,930,800
	44,002	Chubb Ltd.		5,571,533

				13,954,529


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Materials - 1.7%
	20,701	Ecolab, Inc.	$	4,118,464
	55,007	PPG Industries, Inc.		5,834,042

				9,952,506

		Media & Entertainment - 6.9%
	11,742	Alphabet, Inc. Class A*		16,650,743
	66,051	Facebook, Inc. Class A*		14,998,201
	76,354	Walt Disney Co.		8,514,234

				40,163,178

		Pharmaceuticals, Biotechnology & Life Sciences - 5.9%
	79,981	Eli Lilly & Co.		13,131,280
	30,174	Incyte Corp.*		3,137,191
	104,107	Merck & Co., Inc.		8,050,594
	27,493	Thermo Fisher Scientific, Inc.		9,961,814

				34,280,879

		Real Estate - 2.3%
	32,322	American Tower Corp. REIT		8,356,530
	54,753	Boston Properties, Inc. REIT		4,948,576

				13,305,106

		Retailing - 5.9%
	9,802	Amazon.com, Inc.*		27,041,954
	148,127	TJX Cos., Inc.		7,489,301

				34,531,255

		Semiconductors & Semiconductor Equipment - 5.5%
	29,630	KLA Corp.		5,762,443
	96,056	Micron Technology, Inc.*		4,948,805
	56,910	QUALCOMM, Inc.		5,190,761
	94,483	Teradyne, Inc.		7,984,758
	65,996	Texas Instruments, Inc.		8,379,512

				32,266,279

		Software & Services - 13.6%
	43,568	Fidelity National Information Services, Inc.		5,842,033
	40,291	Global Payments, Inc.		6,834,160
	56,113	GoDaddy, Inc. Class A*		4,114,766
	79,625	Leidos Holdings, Inc.		7,458,474
	37,511	Mastercard, Inc. Class A		11,092,003
	124,337	Microsoft Corp.		25,303,823
	51,725	salesforce.com, Inc.*		9,689,644
	69,582	SS&C Technologies Holdings, Inc.		3,929,991
	26,342	Workday, Inc. Class A*		4,935,437

				79,200,331

		Technology Hardware & Equipment - 7.8%
	76,008	Apple, Inc.		27,727,718
	41,108	CDW Corp.		4,775,928
	241,508	Corning, Inc.		6,255,057
	50,035	Motorola Solutions, Inc.		7,011,405

				45,770,108

		Telecommunication Services - 1.6%
	166,815	Verizon Communications, Inc.		9,196,511

		Transportation - 1.4%
	31,964	Norfolk Southern Corp.		5,611,919
	83,872	Uber Technologies, Inc.*		2,606,742

				8,218,661

		Utilities - 3.5%
	107,524	American Electric Power Co., Inc.		8,563,211
	48,242	NextEra Energy, Inc.		11,586,281

				20,149,492


		Total Common Stocks (cost $385,276,820)	$	578,287,749

The accompanying notes are an integral part of these financial statements.


		39

Hartford Disciplined Equity HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 0.5%
		Repurchase Agreements - 0.5%
	3,113,991	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $3,113,996; collateralized by U.S. Treasury Bond at 1.875%, maturing 07/31/2026, with a market value of $3,176,303	$	3,113,991

		Total Short-Term Investments (cost $3,113,991)	$	3,113,991



Total Investments (cost $388,390,811)	99.8	%	$	581,401,740
Other Assets and Liabilities	0.2	%		1,198,821

Total Net Assets	100.0	%	$	582,600,561

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Banks	$	29,717,449	$	29,717,449	$	—	$	—
Capital Goods		32,424,003		32,424,003		—		—
Commercial & Professional Services		12,210,126		12,210,126		—		—
Consumer Durables & Apparel		12,242,492		12,242,492		—		—
Consumer Services		8,818,773		8,818,773		—		—
Diversified Financials		19,186,932		19,186,932		—		—
Energy		3,896,869		3,896,869		—		—
Food & Staples Retailing		17,734,954		17,734,954		—		—
Food, Beverage & Tobacco		21,972,471		21,972,471		—		—
Health Care Equipment & Services		55,964,515		55,964,515		—		—
Household & Personal Products		23,130,330		23,130,330		—		—
Insurance		13,954,529		13,954,529		—		—
Materials		9,952,506		9,952,506		—		—
Media & Entertainment		40,163,178		40,163,178		—		—
Pharmaceuticals, Biotechnology & Life Sciences		34,280,879		34,280,879		—		—
Real Estate		13,305,106		13,305,106		—		—
Retailing		34,531,255		34,531,255		—		—
Semiconductors & Semiconductor Equipment		32,266,279		32,266,279		—		—
Software & Services		79,200,331		79,200,331		—		—
Technology Hardware & Equipment		45,770,108		45,770,108		—		—
Telecommunication Services		9,196,511		9,196,511		—		—
Transportation		8,218,661		8,218,661		—		—
Utilities		20,149,492		20,149,492		—		—
Short-Term Investments		3,113,991		—		3,113,991		—

Total	$	581,401,740	$	578,287,749	$	3,113,991	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		40

Hartford Dividend and Growth HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 97.9%
		Banks - 9.6%
	3,733,913	Bank of America Corp.	$	88,680,434
	398,287	Bank of Nova Scotia		16,425,356
	659,155	Citigroup, Inc.		33,682,821
	1,023,771	JP Morgan Chase & Co.		96,295,900
	330,725	PNC Financial Services Group, Inc.		34,795,577

				269,880,088

		Capital Goods - 7.1%
	232,449	Deere & Co.		36,529,360
	138,917	Eaton Corp. plc		12,152,459
	129,816	General Dynamics Corp.		19,402,299
	449,520	Ingersoll Rand, Inc.*		12,640,503
	1,204,898	Johnson Controls International plc		41,135,218
	62,423	Lockheed Martin Corp.		22,779,401
	286,490	Otis Worldwide Corp.		16,289,822
	604,231	Raytheon Technologies Corp.		37,232,714

				198,161,776

		Consumer Services - 1.8%
	305,714	Hilton Worldwide Holdings, Inc.⁽¹⁾		22,454,693
	145,270	McDonald’s Corp.		26,797,957

				49,252,650

		Diversified Financials - 4.5%
	387,185	American Express Co.		36,860,012
	73,760	BlackRock, Inc.		40,132,078
	630,947	Charles Schwab Corp.		21,288,152
	340,818	Northern Trust Corp.		27,040,500

				125,320,742

		Energy - 5.3%
	606,122	Chevron Corp.		54,084,266
	919,490	ConocoPhillips		38,636,970
	342,983	Hess Corp.		17,769,949
	556,281	Marathon Petroleum Corp.		20,793,784
	473,077	Total S.A. ADR		18,194,541

				149,479,510

		Food & Staples Retailing - 2.6%
	507,374	Sysco Corp.		27,733,063
	385,068	Walmart, Inc.		46,123,445

				73,856,508

		Food, Beverage & Tobacco - 3.4%
	951,985	Coca-Cola Co.		42,534,690
	414,619	Kellogg Co.		27,389,731
	184,493	PepsiCo., Inc.		24,401,044

				94,325,465

		Health Care Equipment & Services - 7.6%
	262,765	Abbott Laboratories		24,024,604
	138,424	Becton Dickinson and Co.		33,120,710
	319,940	CVS Health Corp.		20,786,502
	278,543	HCA Healthcare, Inc.		27,035,384
	446,802	Medtronic plc		40,971,743
	230,578	UnitedHealth Group, Inc.		68,008,981

				213,947,924

		Insurance - 4.2%
	803,207	American International Group, Inc.		25,043,994
	214,125	Chubb Ltd.		27,112,508
	633,559	Principal Financial Group, Inc.		26,318,041
	616,598	Prudential Financial, Inc.		37,550,818

				116,025,361

		Materials - 3.4%
	340,551	Celanese Corp.		29,403,173
	253,929	FMC Corp.		25,296,407


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 97.9% - (continued)
		Materials - 3.4% - (continued)
	608,291	International Paper Co.	$	21,417,926
	183,527	PPG Industries, Inc.		19,464,874

				95,582,380

		Media & Entertainment - 5.7%
	64,830	Alphabet, Inc. Class A*		91,932,181
	1,720,611	Comcast Corp. Class A		67,069,417

				159,001,598

		Pharmaceuticals, Biotechnology & Life Sciences - 8.4%
	290,786	Agilent Technologies, Inc.		25,696,759
	854,631	AstraZeneca plc ADR		45,201,433
	320,968	Bristol-Myers Squibb Co.		18,872,918
	534,285	Merck & Co., Inc.		41,316,259
	399,585	Novartis AG ADR		34,899,754
	2,132,651	Pfizer, Inc.		69,737,688

				235,724,811

		Real Estate - 2.1%
	121,036	American Tower Corp. REIT		31,292,647
	1,243,002	Host Hotels & Resorts, Inc. REIT		13,411,992
	75,623	Public Storage REIT		14,511,297

				59,215,936

		Retailing - 4.1%
	174,548	Home Depot, Inc.		43,726,020
	312,505	Lowe’s Cos., Inc.		42,225,676
	562,549	TJX Cos., Inc.		28,442,477

				114,394,173

		Semiconductors & Semiconductor Equipment - 5.3%
	154,640	Broadcom, Inc.		48,805,931
	703,778	Intel Corp.		42,107,038
	78,690	KLA Corp.		15,303,631
	265,173	Micron Technology, Inc.*		13,661,713
	231,291	Texas Instruments, Inc.		29,367,018

				149,245,331

		Software & Services - 6.8%
	113,150	Accenture plc Class A		24,295,568
	112,336	International Business Machines Corp.		13,566,819
	748,281	Microsoft Corp.		152,282,666

				190,145,053

		Technology Hardware & Equipment - 7.3%
	196,771	Apple, Inc.		71,782,061
	1,190,742	Cisco Systems, Inc.		55,536,207
	1,176,635	Corning, Inc.		30,474,846
	1,730,195	HP, Inc.		30,157,299
	107,562	Motorola Solutions, Inc.		15,072,663

				203,023,076

		Telecommunication Services - 3.5%
	1,789,114	Verizon Communications, Inc.		98,633,855

		Transportation - 1.4%
	227,540	Union Pacific Corp.		38,470,188

		Utilities - 3.8%
	514,536	Dominion Energy, Inc.		41,770,033
	874,246	Exelon Corp.		31,726,387
	278,026	Sempra Energy		32,592,988

				106,089,408


		Total Common Stocks (cost $2,077,477,165)	$	2,739,775,833

The accompanying notes are an integral part of these financial statements.


		41

Hartford Dividend and Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 1.5%
		Repurchase Agreements - 1.5%
	41,527,930	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $41,527,999; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $42,358,553	$	41,527,930

		Securities Lending Collateral - 0.0%
	62,385	Citibank NA DDCA, 0.08%, 07/01/2020⁽²⁾		62,385
	456,695	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%⁽²⁾		456,695
	728,612	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽²⁾		728,612

				1,247,692


		Total Short-Term Investments (cost $42,775,622)	$	42,775,622


Total Investments (cost $2,120,252,787)	99.4	%	$	2,782,551,455
Other Assets and Liabilities	0.6	%		17,780,839

Total Net Assets	100.0	%	$	2,800,332,294

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

⁽²⁾	Current yield as of period end.

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Banks	$	269,880,088	$	269,880,088	$	—	$	—
Capital Goods		198,161,776		198,161,776		—		—
Consumer Services		49,252,650		49,252,650		—		—
Diversified Financials		125,320,742		125,320,742		—		—
Energy		149,479,510		149,479,510		—		—
Food & Staples Retailing		73,856,508		73,856,508		—		—
Food, Beverage & Tobacco		94,325,465		94,325,465		—		—
Health Care Equipment & Services		213,947,924		213,947,924		—		—
Insurance		116,025,361		116,025,361		—		—
Materials		95,582,380		95,582,380		—		—
Media & Entertainment		159,001,598		159,001,598		—		—
Pharmaceuticals, Biotechnology & Life Sciences		235,724,811		235,724,811		—		—
Real Estate		59,215,936		59,215,936		—		—
Retailing		114,394,173		114,394,173		—		—
Semiconductors & Semiconductor Equipment		149,245,331		149,245,331		—		—
Software & Services		190,145,053		190,145,053		—		—
Technology Hardware & Equipment		203,023,076		203,023,076		—		—
Telecommunication Services		98,633,855		98,633,855		—		—
Transportation		38,470,188		38,470,188		—		—
Utilities		106,089,408		106,089,408		—		—
Short-Term Investments		42,775,622		1,247,692		41,527,930		—

Total	$	2,782,551,455	$	2,741,023,525	$	41,527,930	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		42

Hartford Global Growth HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6%
		Automobiles & Components - 1.1%
	18,592	Ferrari N.V.	$	3,184,720
	2,422	Tesla, Inc.*		2,615,300

				5,800,020

		Capital Goods - 5.5%
	39,253	Airbus SE*		2,812,626
	115,966	Assa Abloy AB Class B		2,373,532
	51,138	Atlas Copco AB Class A		2,177,734
	19,101	Lockheed Martin Corp.		6,970,337
	10,185	Northrop Grumman Corp.		3,131,276
	130,987	Sandvik AB*		2,465,929
	29,684	Schneider Electric SE		3,301,947
	10,900	SMC Corp.		5,601,738

				28,835,119

		Commercial & Professional Services - 0.5%
	80,062	Experian plc		2,810,084

		Consumer Durables & Apparel - 0.9%
	272,000	ANTA Sports Products Ltd.		2,420,004
	33,227	Sony Corp.		2,293,664

				4,713,668

		Consumer Services - 1.0%
	604,886	Sands China Ltd.		2,382,789
	39,193	TAL Education Group ADR*		2,680,018

				5,062,807

		Diversified Financials - 4.0%
	36,159	American Express Co.		3,442,337
	64,206	Ares Management Corp. Class A		2,548,978
	115,757	Blackstone Group, Inc. Class A		6,558,791
	54,817	Julius Baer Group Ltd.		2,302,181
	32,285	LPL Financial Holdings, Inc.		2,531,144
	3,600	Partners Group Holding AG		3,278,494

				20,661,925

		Food, Beverage & Tobacco - 4.6%
	18,399	Constellation Brands, Inc. Class A		3,218,905
	286,259	Davide Campari-Milano S.p.A.⁽¹⁾		2,420,879
	89,191	Diageo plc		2,964,472
	33,080	Heineken N.V.		3,049,790
	12,900	Kweichow Moutai Co., Ltd. Class A		2,678,911
	45,963	Monster Beverage Corp.*		3,186,155
	57,712	Nestle S.A.		6,398,565

				23,917,677

		Health Care Equipment & Services - 4.2%
	21,022	Anthem, Inc.		5,528,366
	32,020	Baxter International, Inc.		2,756,922
	37,473	Edwards Lifesciences Corp.*		2,589,759
	6,538	IDEXX Laboratories, Inc.*		2,158,586
	5,417	Intuitive Surgical, Inc.*		3,086,769
	19,962	UnitedHealth Group, Inc.		5,887,792

				22,008,194

		Insurance - 1.1%
	224,750	Ping An Insurance Group Co., of China Ltd. Class H		2,240,530
	39,745	Progressive Corp.		3,183,972

				5,424,502

		Materials - 1.0%
	26,364	FMC Corp.		2,626,382
	22,724	Shin-Etsu Chemical Co., Ltd.		2,666,922

				5,293,304

		Media & Entertainment - 11.2%
	10,589	Alphabet, Inc. Class C*		14,968,716
	6,480	Charter Communications, Inc. Class A*		3,305,059


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		Media & Entertainment - 11.2% - (continued)
	25,985	Electronic Arts, Inc.*	$	3,431,319
	70,287	Facebook, Inc. Class A*		15,960,069
	7,698	Netflix, Inc.*		3,502,898
	13,169	Spotify Technology S.A.*		3,400,104
	124,114	Tencent Holdings Ltd.		7,952,961
	28,065	Walt Disney Co.		3,129,528
	48,895	Yandex N.V. Class A*		2,445,728

				58,096,382

		Pharmaceuticals, Biotechnology & Life Sciences - 7.0%
	34,209	Agilent Technologies, Inc.		3,023,049
	80,594	AstraZeneca plc		8,387,773
	10,251	Biogen, Inc.*		2,742,655
	1,435,702	CSPC Pharmaceutical Group Ltd.		2,719,055
	29,100	Eli Lilly & Co.		4,777,638
	15,402	ICON plc*		2,594,621
	70,652	Novartis AG		6,155,274
	14,466	Seattle Genetics, Inc.*		2,458,063
	11,884	Vertex Pharmaceuticals, Inc.*		3,450,044

				36,308,172

		Real Estate - 2.5%
	32,180	American Tower Corp. REIT		8,319,817
	260,324	Goodman Group REIT		2,686,082
	21,108	Prologis, Inc. REIT		1,970,010

				12,975,909

		Retailing - 12.0%
	33,513	Alibaba Group Holding Ltd. ADR*		7,228,754
	11,565	Amazon.com, Inc.*		31,905,754
	157,009	Dollarama, Inc.		5,222,839
	25,377	Home Depot, Inc.		6,357,192
	98,186	Industria de Diseno Textil S.A.		2,605,213
	33,726	Ross Stores, Inc.		2,874,804
	124,736	TJX Cos., Inc.		6,306,652

				62,501,208

		Semiconductors & Semiconductor Equipment - 7.9%
	72,398	Advanced Micro Devices, Inc.*		3,808,859
	20,760	ASML Holding N.V.		7,594,274
	15,726	KLA Corp.		3,058,392
	190,445	Marvell Technology Group Ltd.		6,677,002
	332,095	MediaTek, Inc.		6,565,724
	27,087	Microchip Technology, Inc.		2,852,532
	298,000	Taiwan Semiconductor Manufacturing Co., Ltd.		3,182,495
	40,403	Teradyne, Inc.		3,414,458
	30,759	Texas Instruments, Inc.		3,905,470

				41,059,206

		Software & Services - 22.2%
	16,313	Accenture plc Class A		3,502,727
	21,043	Adobe, Inc.*		9,160,228
	10,333	DocuSign, Inc.*		1,779,446
	59,750	Edenred⁽¹⁾		2,620,522
	23,673	Fidelity National Information Services, Inc.		3,174,313
	13,396	FleetCor Technologies, Inc.*		3,369,496
	18,400	Global Payments, Inc.		3,121,008
	11,382	Intuit, Inc.		3,371,235
	34,515	Mastercard, Inc. Class A		10,206,086
	163,532	Microsoft Corp.		33,280,397
	40,974	Pagseguro Digital Ltd. Class A*		1,448,021
	63,230	PayPal Holdings, Inc.*		11,016,563
	53,977	salesforce.com, Inc.*		10,111,511
	8,133	ServiceNow, Inc.*		3,294,353
	103,543	Slack Technologies, Inc. Class A*⁽¹⁾		3,219,152
	19,878	Splunk, Inc.*		3,949,759
	32,705	Visa, Inc. Class A		6,317,625

The accompanying notes are an integral part of these financial statements.


		43

Hartford Global Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		Software & Services - 22.2% - (continued)
	32,733	Worldline S.A.*⁽²⁾	$	2,853,972

				115,796,414

		Technology Hardware & Equipment - 8.5%
	92,004	Apple, Inc.		33,563,059
	25,567	CDW Corp.		2,970,374
	6,500	Keyence Corp.		2,723,900
	58,544	Samsung Electronics Co., Ltd.		2,591,605
	149,364	Sunny Optical Technology Group Co., Ltd.		2,403,936

				44,252,874

		Telecommunication Services - 2.2%
	96,831	Cellnex Telecom S.A.⁽²⁾		5,914,219
	53,175	T-Mobile U.S., Inc.*		5,538,176

				11,452,395

		Transportation - 2.2%
	30,698	Canadian National Railway Co.		2,715,923
	28,636	J.B. Hunt Transport Services, Inc.		3,446,056
	34,580	Ryanair Holdings plc ADR*		2,294,037
	99,375	Uber Technologies, Inc.*		3,088,575

				11,544,591

		Total Common Stocks (cost $345,496,530)	$	518,514,451


RIGHTS - 0.0%
		Telecommunication Services - 0.0%
	53,175	T-Mobile U.S., Inc.*	$	8,934


		Total Rights (cost $19,675)	$	8,934


		Total Long-Term Investments (cost $345,516,205)	$	518,523,385


SHORT-TERM INVESTMENTS - 0.8%
		Repurchase Agreements - 0.0%
	150,878	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $150,878; collateralized by U.S. Treasury Bond at 2,875%, maturing 11/15/2046, with a market value of $153,988	$	150,878

		Securities Lending Collateral - 0.8%
	212,932	Citibank NA DDCA, 0.08%, 07/01/2020⁽³⁾		212,932
	1,558,802	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.90%⁽³⁾		1,558,802
	2,486,914	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽³⁾		2,486,914

				4,258,648


		Total Short-Term Investments (cost $4,409,526)	$	4,409,526



Total Investments (cost $349,925,731)	100.4	%	$	522,932,911
Other Assets and Liabilities	(0.4	)%		(2,255,717	)

Total Net Assets	100.0	%	$	520,677,194

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

⁽²⁾

⁽³⁾	Current yield as of period end.

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.


		44

Hartford Global Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	5,800,020	$	2,615,300	$	3,184,720	$	—
Capital Goods		28,835,119		10,101,613		18,733,506		—
Commercial & Professional Services		2,810,084		—		2,810,084		—
Consumer Durables & Apparel		4,713,668		—		4,713,668		—
Consumer Services		5,062,807		2,680,018		2,382,789		—
Diversified Financials		20,661,925		15,081,250		5,580,675		—
Food, Beverage & Tobacco		23,917,677		9,454,850		14,462,827		—
Health Care Equipment & Services		22,008,194		22,008,194		—		—
Insurance		5,424,502		3,183,972		2,240,530		—
Materials		5,293,304		2,626,382		2,666,922		—
Media & Entertainment		58,096,382		50,143,421		7,952,961		—
Pharmaceuticals, Biotechnology & Life Sciences		36,308,172		19,046,070		17,262,102		—
Real Estate		12,975,909		10,289,827		2,686,082		—
Retailing		62,501,208		59,895,995		2,605,213		—
Semiconductors & Semiconductor Equipment		41,059,206		23,716,713		17,342,493		—
Software & Services		115,796,414		110,321,920		5,474,494		—
Technology Hardware & Equipment		44,252,874		36,533,433		7,719,441		—
Telecommunication Services		11,452,395		5,538,176		5,914,219		—
Transportation		11,544,591		11,544,591		—		—
Rights		8,934		8,934		—		—
Short-Term Investments		4,409,526		4,258,648		150,878		—

Total	$	522,932,911	$	399,049,307	$	123,883,604	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		45

Hartford Growth Opportunities HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 94.4%
		Automobiles & Components - 1.2%
	15,009	Tesla, Inc.*	$	16,206,868
	57,600	Thor Industries, Inc.		6,136,128

				22,342,996

		Capital Goods - 1.8%
	213,609	Fortive Corp.		14,452,785
	200,026	Trane Technologies plc		17,798,313

				32,251,098

		Commercial & Professional Services - 3.1%
	198,962	Copart, Inc.*		16,567,566
	49,530	CoStar Group, Inc.*		35,199,485
	18,785	Klarna Holding AB^(1)(2)(3)		4,981,406

				56,748,457

		Consumer Durables & Apparel - 2.3%
	440,487	Peloton Interactive, Inc. Class A*		25,446,934
	186,682	Polaris Industries, Inc.		17,277,419

				42,724,353

		Consumer Services - 2.7%
	672,993	Aramark		15,189,452
	481,177	DraftKings, Inc.*⁽²⁾⁽³⁾		15,513,147
	8,179	DraftKings, Inc. Class A*		272,034
	96,563	Vail Resorts, Inc.		17,588,950

				48,563,583

		Diversified Financials - 1.0%
	327,583	Blackstone Group, Inc. Class A		18,560,853

		Food, Beverage & Tobacco - 3.3%
	198,033	Constellation Brands, Inc. Class A		34,645,873
	367,984	Monster Beverage Corp.*		25,508,651

				60,154,524

		Health Care Equipment & Services - 9.2%
	89,916	ABIOMED, Inc.*		21,720,109
	21,000	Align Technology, Inc.*		5,763,240
	155,164	Danaher Corp.		27,437,650
	86,236	DexCom, Inc.*		34,960,074
	171,545	Insulet Corp.*		33,324,332
	59,238	Intuitive Surgical, Inc.*		33,755,590
	194,198	Novocure Ltd.*		11,515,941

				168,476,936

		Media & Entertainment - 12.0%
	92,525	Activision Blizzard, Inc.		7,022,647
	187,257	Facebook, Inc. Class A*		42,520,447
	78,885	Live Nation Entertainment, Inc.*		3,496,972
	85,516	Match Group, Inc.*		9,154,488
	208,377	Match Group, Inc.*⁽⁴⁾		22,306,758
	147,281	Netflix, Inc.*		67,018,746
	789,820	Snap, Inc. Class A*		18,552,872
	132,078	Spotify Technology S.A.*		34,101,219
	141,026	Walt Disney Co.		15,725,809

				219,899,958

		Pharmaceuticals, Biotechnology & Life Sciences - 7.2%
	54,429	Argenx SE ADR*		12,259,044
	54,568	Ascendis Pharma A/S ADR*		8,070,607
	34,783	Biogen, Inc.*		9,306,192
	689,886	Elanco Animal Health, Inc.*		14,798,055
	302,711	Exact Sciences Corp.*		26,317,694
	104,872	Galapagos N.V.*		20,699,382
	5,016	Galapagos N.V. ADR*⁽⁴⁾		989,606
	39,988	Reata Pharmaceuticals, Inc. Class A*		6,238,928
	93,061	Thermo Fisher Scientific, Inc.		33,719,723

				132,399,231


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 94.4% - (continued)
		Real Estate - 0.0%
	10,657	We Co. Class A*^(1)(2)(3)	$	54,351

		Retailing - 14.1%
	58,160	Amazon.com, Inc.*		160,452,971
	19,911	Booking Holdings, Inc.*		31,705,082
	41,578	JAND, Inc. Class A^(1)(2)(3)		682,711
	291,220	Lowe’s Cos., Inc.		39,349,646
	468,950	TJX Cos., Inc.		23,710,112
	38,805	Tory Burch LLC*^(1)(2)(3)		1,435,398

				257,335,920

		Semiconductors & Semiconductor Equipment - 7.4%
	686,716	Advanced Micro Devices, Inc.*		36,128,129
	790,035	Marvell Technology Group Ltd.		27,698,627
	186,192	NVIDIA Corp.		70,736,203

				134,562,959

		Software & Services - 20.1%
	296,529	2U, Inc.*		11,256,241
	36,795	Fair Isaac Corp.*		15,381,782
	420,280	GoDaddy, Inc. Class A*		30,819,132
	240,245	Guidewire Software, Inc.*		26,631,158
	123,864	Leidos Holdings, Inc.		11,602,341
	10,500	Paycom Software, Inc.*		3,252,165
	343,481	PayPal Holdings, Inc.*		59,844,694
	32,269	RingCentral, Inc. Class A*		9,196,988
	53,694	ServiceNow, Inc.*		21,749,292
	282,377	Splunk, Inc.*		56,108,310
	600,843	Square, Inc. Class A*		63,052,464
	315,897	Workday, Inc. Class A*		59,186,462

				368,081,029

		Technology Hardware & Equipment - 8.0%
	403,615	Apple, Inc.		147,238,752

		Telecommunication Services - 0.1%
	182,167	Digital Landscape Group, Inc.*		1,344,392

		Transportation - 0.9%
	510,694	Uber Technologies, Inc.*		15,872,370


		Total Common Stocks (cost $1,254,936,525)	$	1,726,611,762


EXCHANGE-TRADED FUNDS - 1.5%
		Other Investment Pools & Funds - 1.5%
	136,238	iShares Russell 1000 Growth ETF	$	26,150,884


		Total Exchange-Traded Funds (cost $23,506,671)	$	26,150,884


CONVERTIBLE PREFERRED STOCKS - 1.6%
		Real Estate - 0.1%
	145,709	We Co. Series D1*^(1)(2)(3)	$	1,137,987
	114,486	We Co. Series D2*^(1)(2)(3)		894,136

				2,032,123

		Retailing - 0.9%
	1,605,750	Coupang LLC*^(1)(2)(3)		11,914,665
	102,040	Honest Co., Inc. Series C*^(1)(2)(3)		3,481,605
	92,843	JAND, Inc. Series D*^(1)(2)(3)		1,572,760

				16,969,030

		Software & Services - 0.6%
	1,871,878	Essence Group Holdings Corp. Series 3*^(1)(2)(3)		4,735,851
	287,204	Lookout, Inc. Series F*^(1)(2)(3)		2,438,362
	366,944	MarkLogic Corp. Series F*^(1)(2)(3)		3,408,910

				10,583,123


		Total Convertible Preferred Stocks (cost $23,661,221)	$	29,584,276

The accompanying notes are an integral part of these financial statements.


		46

Hartford Growth Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
ESCROWS - 0.0%⁽⁵⁾
		Software & Services - 0.0%
	210,735	Veracode, Inc.*^(1)(2)(3)	$	114,640


		Total Escrows (cost $—)	$	114,640


WARRANTS - 0.0%
		Consumer Services - 0.0%
	3,374	DraftKings, Inc. Expires 04/23/25*⁽²⁾⁽³⁾	$	71,158

		Diversified Financials - 0.0%
	516,400	Digital Landscape Group, Inc. Expires 02/10/23*		77,460


		Total Warrants (cost $5,164)	$	148,618


		Total Long-Term Investments (cost $1,302,109,581)	$	1,782,610,180


SHORT-TERM INVESTMENTS - 2.7%
		Repurchase Agreements - 1.4%
	26,064,953	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $26,064,996; collateralized by U.S. Treasury Note at 1.875%, maturing 07/31/2026, with a market value of $26,586,326	$	26,064,953

		Securities Lending Collateral - 1.3%
	1,164,669	Citibank NA DDCA, 0.08%, 07/01/2020⁽⁶⁾		1,164,669
	8,526,124	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%⁽⁶⁾		8,526,123
	13,602,584	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽⁶⁾		13,602,584

				23,293,376


		Total Short-Term Investments (cost $49,358,329)	$	49,358,329



Total Investments (cost $1,351,467,910)	100.2	%	$	1,831,968,509
Other Assets and Liabilities	(0.2	)%		(3,481,337	)

Total Net Assets	100.0	%	$	1,828,487,172

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾	Investment valued using significant unobservable inputs.

⁽²⁾	Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $52,437,087 or 2.9% of net assets.


Period Acquired		Security Name	Shares/ Par Value		Base Total Cost		Base Market Value
	11/2014	Coupang LLC Convertible Preferred		1,605,750	$	4,998,894	$	11,914,665
	12/2014	DraftKings, Inc.		481,177		1,959,283		15,513,147
	04/2020	DraftKings, Inc. Warrants		3,374		—		71,158
	05/2014	Essence Group Holdings Corp. Series 3 Convertible Preferred		1,871,878		2,960,001		4,735,851
	08/2014	Honest Co., Inc. Series C Convertible Preferred		102,040		2,760,927		3,481,605
	04/2015	JAND, Inc. Class A		41,578		477,536		682,711
	04/2015	JAND, Inc. Series D Convertible Preferred		92,843		1,066,330		1,572,760
	08/2015	Klarna Holding AB		18,785		2,060,349		4,981,406
	07/2014	Lookout, Inc. Series F Convertible Preferred		287,204		3,280,760		2,438,362
	04/2015	MarkLogic Corp. Series F Convertible Preferred		366,944		4,261,761		3,408,910
	11/2013	Tory Burch LLC		38,805		3,041,403		1,435,398
	04/2017	Veracode, Inc.		210,735		—		114,640
	12/2014	We Co. Class A		10,657		177,451		54,351
	12/2014	We Co. Series D1 Convertible Preferred		145,709		2,426,224		1,137,987
	12/2014	We Co. Series D2 Convertible Preferred		114,486		1,906,324		894,136

					$	31,377,243	$	52,437,087

⁽³⁾

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2020, the aggregate fair value of these securities was $52,437,087, which represented 2.9% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁴⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

⁽⁵⁾	Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

⁽⁶⁾	Current yield as of period end.

†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.


		47

Hartford Growth Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	22,342,996	$	22,342,996	$	—	$	—
Capital Goods		32,251,098		32,251,098		—		—
Commercial & Professional Services		56,748,457		51,767,051		—		4,981,406
Consumer Durables & Apparel		42,724,353		42,724,353		—		—
Consumer Services		48,563,583		33,050,436		15,513,147		—
Diversified Financials		18,560,853		18,560,853		—		—
Food, Beverage & Tobacco		60,154,524		60,154,524		—		—
Health Care Equipment & Services		168,476,936		168,476,936		—		—
Media & Entertainment		219,899,958		210,745,470		9,154,488		—
Pharmaceuticals, Biotechnology & Life Sciences		132,399,231		111,699,849		20,699,382		—
Real Estate		54,351		—		—		54,351
Retailing		257,335,920		255,217,811		—		2,118,109
Semiconductors & Semiconductor Equipment		134,562,959		134,562,959		—		—
Software & Services		368,081,029		368,081,029		—		—
Technology Hardware & Equipment		147,238,752		147,238,752		—		—
Telecommunication Services		1,344,392		1,344,392		—		—
Transportation		15,872,370		15,872,370		—		—
Exchange-Traded Funds		26,150,884		26,150,884		—		—
Convertible Preferred Stocks		29,584,276		—		—		29,584,276
Escrows		114,640		—		—		114,640
Warrants		148,618		77,460		71,158		—
Short-Term Investments		49,358,329		23,293,376		26,064,953		—

Total	$	1,831,968,509	$	1,723,612,599	$	71,503,128	$	36,852,782

⁽¹⁾	For the six-month period ended June 30, 2020, investments valued at $5,326,671 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. There were no transfers into Level 3.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended June 30, 2020:


	Common Stocks			Convertible Preferred Stocks		Escrows			Warrants			Total
Beginning balance	$	28,496,099		$	28,498,506	$	129,224		$	25,820		$	57,149,649
Conversions		—			—		—			(5,164	)		(5,164	)
Purchases		—			—		—			—			—
Sales		(11,795,723	)		—		(11,183	)		—			(11,806,906	)
Total realized gain/(loss)		(25,942	)		—		11,183			—			(14,759	)
Net change in unrealized appreciation/depreciation		(4,193,897	)		1,085,770		(14,584	)		(20,656	)		(3,143,367	)
Transfers into Level 3		—			—		—			—			—
Transfers out of Level 3		(5,326,671	)		—		—			—			(5,326,671	)

Ending balance	$	7,153,866		$	29,584,276	$	114,640		$	—		$	36,852,782

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at June 30, 2020 was $372,145.

The accompanying notes are an integral part of these financial statements.


		48

Hartford Healthcare HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 97.8%
		Biotechnology - 22.4%
	18,193	89bio, Inc.*	$	362,587
	12,379	Aimmune Therapeutics, Inc.*⁽¹⁾		206,853
	4,500	Akouos, Inc.*		101,250
	110,527	Alkermes plc*		2,144,776
	16,387	Alnylam Pharmaceuticals, Inc.*		2,427,079
	44,427	Apellis Pharmaceuticals, Inc.*		1,450,986
	27,982	Arena Pharmaceuticals, Inc.*		1,761,467
	2,750	Argenx SE ADR*		619,383
	25,276	Assembly Biosciences, Inc.*		589,436
	12,400	Avidity Biosciences, Inc.*		350,424
	20,395	Biohaven Pharmaceutical Holding Co., Ltd.*		1,491,078
	6,843	Black Diamond Therapeutics, Inc.*		288,501
	38,927	Coherus Biosciences, Inc.*		695,236
	27,346	Constellation Pharmaceuticals, Inc.*		821,747
	32,990	Cytokinetics, Inc.*		777,574
	8,500	Forma Therapeutics Holdings, Inc.*		395,165
	50,636	G1 Therapeutics, Inc.*		1,228,429
	5,162	Galapagos N.V.*		1,018,863
	8,000	Generation Bio Co.*		168,000
	6,093	Genmab A/S*		2,054,517
	22,931	Genus plc		1,003,812
	29,309	Global Blood Therapeutics, Inc.*		1,850,277
	60,237	GlycoMimetics, Inc.*		226,491
	151,544	ImmunoGen, Inc.*		697,102
	146,426	Ironwood Pharmaceuticals, Inc.*		1,511,116
	14,268	Kodiak Sciences, Inc.*⁽¹⁾		772,184
	4,900	Legend Biotech Corp. ADR*		208,544
	12,806	Madrigal Pharmaceuticals, Inc.*		1,450,280
	88,437	Momenta Pharmaceuticals, Inc.*		2,942,299
	33,150	Myovant Sciences Ltd.*		683,553
	26,700	Oyster Point Pharma, Inc.*		771,096
	89,149	PhaseBio Pharmaceuticals, Inc.*⁽¹⁾		410,085
	20,238	Radius Health, Inc.*		275,844
	2,887	Regeneron Pharmaceuticals, Inc.*		1,800,478
	264,953	Rigel Pharmaceuticals, Inc.*		484,864
	18,562	Seattle Genetics, Inc.*		3,154,055
	135,757	Syndax Pharmaceuticals, Inc.*		2,011,919
	14,737	Turning Point Therapeutics, Inc.*		951,863
	20,152	Twist Bioscience Corp.*		912,886
	33,240	UroGen Pharma Ltd.*		868,229
	12,683	Vertex Pharmaceuticals, Inc.*		3,682,002
	31,072	Zai Lab Ltd. ADR*		2,551,943
	9,372	Zealand Pharma A/S ADR*⁽¹⁾		328,020

				48,502,293

		Health Care Equipment - 20.8%
	70,070	Abbott Laboratories		6,406,500
	45,190	Baxter International, Inc.		3,890,859
	7,100	Becton Dickinson and Co.		1,698,817
	152,787	Boston Scientific Corp.*		5,364,352
	38,468	Danaher Corp.		6,802,296
	73,728	Edwards Lifesciences Corp.*		5,095,342
	8,825	Hill-Rom Holdings, Inc.		968,809
	33,800	Hologic, Inc.*		1,926,600
	6,924	Integer Holdings Corp.*		505,798
	6,368	Intuitive Surgical, Inc.*		3,628,677
	15,000	Kangji Medical Holdings Ltd.*		57,674
	3,209	Masimo Corp.*		731,620
	18,825	NuVasive, Inc.*		1,047,800
	23,437	Shockwave Medical, Inc.*		1,110,211
	126,433	Smith & Nephew plc		2,355,906
	9,042	Teleflex, Inc.		3,291,107

				44,882,368

		Health Care Facilities - 2.5%
	44,096	Acadia Healthcare Co., Inc.*		1,107,691
	26,746	Encompass Health Corp.		1,656,380


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 97.8% - (continued)
		Health Care Facilities - 2.5% - (continued)
	27,909	HCA Healthcare, Inc.	$	2,708,848

				5,472,919

		Health Care Services - 1.8%
	5,957	Amedisys, Inc.*		1,182,703
	22,670	Fresenius SE & Co. KGaA		1,126,763
	5,500	LHC Group, Inc.*		958,760
	60,147	R1 RCM, Inc.*		670,639

				3,938,865

		Health Care Supplies - 0.5%
	453,964	ConvaTec Group plc⁽²⁾		1,096,366

		Health Care Technology - 2.0%
	190,000	Alibaba Health Information Technology Ltd.*		558,729
	45,537	HMS Holdings Corp.*		1,474,943
	26,000	Omnicell, Inc.*		1,836,120
	2,615	Teladoc Health, Inc.*		499,047

				4,368,839

		Life Sciences Tools & Services - 9.8%
	6,040	Bio-Techne Corp.		1,594,983
	11,725	ICON plc*		1,975,193
	30,748	NanoString Technologies, Inc.*		902,454
	90,562	PPD, Inc.*		2,427,062
	19,521	PRA Health Sciences, Inc.*		1,899,198
	6,500	Repligen Corp.*		803,465
	4,205	Tecan Group AG		1,490,292
	22,414	Thermo Fisher Scientific, Inc.		8,121,489
	89,462	WuXi AppTec Co., Ltd. Class H⁽²⁾		1,168,343
	42,500	Wuxi Biologics Cayman, Inc.*⁽²⁾		780,113

				21,162,592

		Managed Health Care - 11.4%
	36,165	Centene Corp.*		2,298,286
	9,056	Humana, Inc.		3,511,464
	6,132	Molina Healthcare, Inc.*		1,091,373
	72,100	Notre Dame Intermedica Participacoes S.A.		901,698
	56,995	UnitedHealth Group, Inc.		16,810,675

				24,613,496

		Pharmaceuticals - 26.6%
	77,733	Amneal Pharmaceuticals, Inc.*		370,009
	110,241	AstraZeneca plc ADR		5,830,646
	137,890	Bristol-Myers Squibb Co.		8,107,932
	26,985	Chugai Pharmaceutical Co., Ltd.		1,444,775
	28,645	Daiichi Sankyo Co., Ltd.		2,342,921
	34,009	Eisai Co., Ltd.		2,701,977
	42,481	Elanco Animal Health, Inc.*		911,217
	54,193	Eli Lilly & Co.		8,897,407
	7,221	Hikma Pharmaceuticals plc		198,152
	15,994	Hutchison China MediTech Ltd. ADR*		441,115
	18,318	Laboratorios Farmaceuticos Rovi S.A.		520,681
	87,244	Mylan N.V.*		1,402,883
	18,463	MyoKardia, Inc.*		1,783,895
	13,299	Novartis AG		1,158,622
	39,526	Odonate Therapeutics, Inc.*		1,673,531
	41,576	Ono Pharmaceutical Co., Ltd.		1,213,459
	356,808	Pfizer, Inc.		11,667,622
	39,305	Revance Therapeutics, Inc.*		959,828
	21,420	Royalty Pharma plc Class A*		1,039,941
	18,752	Satsuma Pharmaceuticals, Inc.*		539,308
	10,919	Takeda Pharmaceutical Co., Ltd.		392,297
	28,163	Theravance Biopharma, Inc.*		591,141
	35,279	Tricida, Inc.*		969,467
	16,381	UCB S.A.		1,900,956
	31,061	WaVe Life Sciences Ltd.*⁽¹⁾		323,345

				57,383,127


		Total Common Stocks (cost $162,980,282)	$	211,420,865

The accompanying notes are an integral part of these financial statements.


		49

Hartford Healthcare HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
RIGHTS - 0.0%
		Pharmaceuticals, Biotechnology & Life Sciences - 0.0%
	11,725	Clementia Pharmaceuticals, Inc.*⁽³⁾⁽⁴⁾	$	12,546


		Total Rights (cost $15,829)	$	12,546


		Total Long-Term Investments (cost $162,996,111)	$	211,433,411


SHORT-TERM INVESTMENTS - 2.3%
		Repurchase Agreements - 1.8%
	3,868,920	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $3,868,926; collateralized by U.S. Treasury Note at 1.875%, maturing 07/31/2026, with a market value of $3,946,313	$	3,868,920

		Securities Lending Collateral - 0.5%
	51,900	Citibank NA DDCA, 0.08%, 07/01/2020⁽⁵⁾		51,900
	379,943	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%⁽⁵⁾		379,943
	606,162	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽⁵⁾		606,162

				1,038,005


		Total Short-Term Investments (cost $4,906,925)	$	4,906,925



Total Investments (cost $167,903,036)	100.1	%	$	216,340,336
Other Assets and Liabilities	(0.1	)%		(136,435	)

Total Net Assets	100.0	%	$	216,203,901

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

⁽²⁾

⁽³⁾	Investment valued using significant unobservable inputs.

⁽⁴⁾

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2020, the aggregate fair value of this security was $12,546, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁵⁾	Current yield as of period end.

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Biotechnology	$	48,502,293	$	44,425,101	$	4,077,192	$	—
Health Care Equipment		44,882,368		42,526,462		2,355,906		—
Health Care Facilities		5,472,919		5,472,919		—		—
Health Care Services		3,938,865		2,812,102		1,126,763		—
Health Care Supplies		1,096,366		—		1,096,366		—
Health Care Technology		4,368,839		3,810,110		558,729		—
Life Sciences Tools & Services		21,162,592		17,723,844		3,438,748		—
Managed Health Care		24,613,496		24,613,496		—		—
Pharmaceuticals		57,383,127		46,029,968		11,353,159		—
Rights		12,546		—		—		12,546
Short-Term Investments		4,906,925		1,038,005		3,868,920		—

Total	$	216,340,336	$	188,452,007	$	27,875,783	$	12,546

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		50

Hartford High Yield HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 0.6%
		Consumer Services - 0.3%
	58,800	Caesars Entertainment Corp.*	$	713,244

		Energy - 0.3%
	206,275,142	KCA Deutag*^(1)(2)(3)		546,835


		Total Common Stocks (cost $3,582,392)	$	1,260,079


CORPORATE BONDS - 89.7%
		Advertising - 0.4%
$	325,000	Lamar Media Corp. 3.75%, 02/15/2028⁽⁴⁾	$	306,410
	630,000	Outfront Media Capital LLC 4.63%, 03/15/2030⁽⁴⁾		570,150

				876,560

		Aerospace/Defense - 2.0%
		DAE Funding LLC
	370,000	4.50%, 08/01/2022⁽⁴⁾		352,425
	760,000	5.00%, 08/01/2024⁽⁴⁾		712,500
		TransDigm, Inc.
	1,265,000	5.50%, 11/15/2027		1,103,965
	2,205,000	6.25%, 03/15/2026⁽⁴⁾		2,199,532

				4,368,422

		Airlines - 0.9%
		Bombardier, Inc.
	2,025,000	6.13%, 01/15/2023⁽⁴⁾		1,392,795
	1,095,000	7.88%, 04/15/2027⁽⁴⁾		717,225

				2,110,020

		Auto Manufacturers - 2.7%
		Ford Motor Co.
	1,595,000	4.75%, 01/15/2043		1,256,541
	550,000	8.50%, 04/21/2023		581,625
	550,000	9.00%, 04/22/2025		595,210
		Ford Motor Credit Co. LLC
	2,865,000	4.54%, 08/01/2026		2,714,587
	575,000	5.13%, 06/16/2025		575,230
		General Motors Co.
	200,000	6.13%, 10/01/2025		224,737
	145,000	6.80%, 10/01/2027		168,963

				6,116,893

		Auto Parts & Equipment - 0.9%
		Adient Global Holdings Ltd.
EUR	950,000	3.50%, 08/15/2024⁽⁵⁾		942,245
$	400,000	4.88%, 08/15/2026⁽⁴⁾		327,920
	625,000	Clarios Global L.P. / Clarios U.S. Finance Co. 8.50%, 05/15/2027⁽⁴⁾		628,094
	170,000	Dana, Inc. 5.63%, 06/15/2028		168,759

				2,067,018

		Chemicals - 0.5%
		CF Industries, Inc.
	140,000	4.95%, 06/01/2043		150,892
	767,000	5.15%, 03/15/2034		820,161
	220,000	5.38%, 03/15/2044		237,886

				1,208,939

		Coal - 0.0%
	1,520,000	Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023⁽⁴⁾⁽⁶⁾		1,900

		Commercial Banks - 1.2%
EUR	400,000	Banco de Sabadell S.A. 6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414% thereafter)^(5)(7)(8)		367,204


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 89.7% - (continued)
		Commercial Banks - 1.2% - (continued)
$	2,135,000	Credit Suisse Group AG 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)^(5)(7)(8)	$	2,223,987

				2,591,191

		Commercial Services - 2.5%
		APX Group, Inc.
	640,000	7.63%, 09/01/2023		588,800
	647,000	7.88%, 12/01/2022		643,765
	1,190,000	Ashtead Capital, Inc. 4.00%, 05/01/2028⁽⁴⁾		1,184,050
	75,000	Cardtronics, Inc. / Cardtronics USA, Inc. 5.50%, 05/01/2025⁽⁴⁾		72,750
	1,240,000	Herc Holdings, Inc. 5.50%, 07/15/2027⁽⁴⁾		1,242,666
	140,000	Jaguar Holding Co. 5.00%, 06/15/2028⁽⁴⁾		143,325
		Service Corp. International
	385,000	4.63%, 12/15/2027		401,363
	270,000	5.13%, 06/01/2029		290,520
		United Rentals North America, Inc.
	440,000	4.63%, 10/15/2025		442,200
	555,000	5.88%, 09/15/2026		581,640

				5,591,079

		Construction Materials - 1.2%
	440,000	Builders FirstSource, Inc. 5.00%, 03/01/2030⁽⁴⁾		413,600
	615,000	Norbord, Inc. 5.75%, 07/15/2027⁽⁴⁾		627,300
	1,605,000	Standard Industries, Inc. 5.38%, 11/15/2024⁽⁴⁾		1,649,138

				2,690,038

		Distribution/Wholesale - 1.1%
	853,000	American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028⁽⁴⁾		828,920
	735,000	Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK) 8.63%, 09/15/2024⁽⁴⁾⁽⁹⁾		736,176
	465,000	IAA, Inc. 5.50%, 06/15/2027⁽⁴⁾		479,703
	395,000	Performance Food Group, Inc. 5.50%, 10/15/2027⁽⁴⁾		381,175

				2,425,974

		Diversified Financial Services - 3.4%
		AerCap Ireland Capital DAC / AerCap Global Aviation Trust
	245,000	4.50%, 09/15/2023		245,029
	685,000	6.50%, 07/15/2025		718,226
		Credit Acceptance Corp.
	685,000	5.13%, 12/31/2024⁽⁴⁾		661,504
	655,000	6.63%, 03/15/2026		657,653
	840,000	Fly Leasing Ltd. 5.25%, 10/15/2024		680,400
	935,000	goeasy Ltd. 5.38%, 12/01/2024⁽⁴⁾		906,950
	740,000	Navient Corp. 6.50%, 06/15/2022		727,050
		Springleaf Finance Corp.
	625,000	5.38%, 11/15/2029		584,375
	300,000	6.13%, 03/15/2024		304,875
	410,000	6.88%, 03/15/2025		420,634
	315,000	8.25%, 12/15/2020		325,395
	1,260,000	Tempo Acquisition LLC / Tempo Acquisition Finance Corp. 6.75%, 06/01/2025⁽⁴⁾		1,275,750

				7,507,841

The accompanying notes are an integral part of these financial statements.


		51

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 89.7% - (continued)
		Electric - 0.6%
$	555,000	Clearway Energy Operating LLC 4.75%, 03/15/2028⁽⁴⁾	$	566,067
	700,000	NextEra Energy Operating Partners L.P. 4.25%, 07/15/2024⁽⁴⁾		707,875

				1,273,942

		Entertainment - 3.2%
	895,000	Caesars Resort Collection LLC / CRC Finco, Inc. 5.25%, 10/15/2025⁽⁴⁾		778,650
		Colt Merger Sub, Inc.
	295,000	5.75%, 07/01/2025⁽⁴⁾		296,682
	890,000	6.25%, 07/01/2025⁽⁴⁾		884,438
	640,000	8.13%, 07/01/2027⁽⁴⁾		618,400
		Eldorado Resorts, Inc.
	1,090,000	6.00%, 04/01/2025		1,140,140
	195,000	6.00%, 09/15/2026		210,662
	1,655,000	Jacobs Entertainment, Inc. 7.88%, 02/01/2024⁽⁴⁾		1,458,055
	1,880,000	Penn National Gaming, Inc. 5.63%, 01/15/2027⁽⁴⁾		1,753,814

				7,140,841

		Environmental Control - 0.9%
	745,000	Stericycle, Inc. 5.38%, 07/15/2024⁽⁴⁾		763,625
	1,512,000	Tervita Corp. 7.63%, 12/01/2021⁽⁴⁾		1,186,920

				1,950,545

		Food - 3.1%
	535,000	B&G Foods, Inc. 5.25%, 09/15/2027		536,338
		Kraft Heinz Foods Co.
	610,000	3.75%, 04/01/2030⁽⁴⁾		629,866
	830,000	4.25%, 03/01/2031⁽⁴⁾		880,043
		Post Holdings, Inc.
	270,000	4.63%, 04/15/2030⁽⁴⁾		264,276
	1,705,000	5.00%, 08/15/2026⁽⁴⁾		1,711,394
	1,151,000	5.63%, 01/15/2028⁽⁴⁾		1,191,285
	660,000	5.75%, 03/01/2027⁽⁴⁾		681,450
	1,115,000	TreeHouse Foods, Inc. 4.88%, 03/15/2022		1,115,000

				7,009,652

		Food Service - 0.4%
		Aramark Services, Inc.
	305,000	5.00%, 04/01/2025⁽⁴⁾		300,425
	670,000	5.00%, 02/01/2028⁽⁴⁾		636,500

				936,925

		Gas - 0.9%
		AmeriGas Partners L.P. / AmeriGas Finance Corp.
	307,000	5.50%, 05/20/2025		316,210
	364,000	5.75%, 05/20/2027		384,930
	1,219,000	5.88%, 08/20/2026		1,286,045

				1,987,185

		Healthcare-Products - 0.8%
	1,080,000	Avantor, Inc. 6.00%, 10/01/2024⁽⁴⁾		1,128,600
	750,000	Hill-Rom Holdings, Inc. 4.38%, 09/15/2027⁽⁴⁾		767,813

				1,896,413

		Healthcare-Services - 4.1%
	195,000	Catalent Pharma Solutions, Inc. 5.00%, 07/15/2027⁽⁴⁾		202,435


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 89.7% - (continued)
		Healthcare-Services - 4.1% - (continued)
		Centene Corp.
$	655,000	3.38%, 02/15/2030	$	661,360
	340,000	4.25%, 12/15/2027		350,850
		CHS/Community Health Systems, Inc.
	1,465,000	6.63%, 02/15/2025⁽⁴⁾		1,377,100
	270,000	6.88%, 02/01/2022		216,000
	1,175,000	8.13%, 06/30/2024⁽⁴⁾		787,250
		HCA, Inc.
	1,415,000	3.50%, 09/01/2030		1,362,888
	670,000	5.25%, 06/15/2026		774,066
	1,085,000	5.38%, 02/01/2025		1,162,306
	1,275,000	5.38%, 09/01/2026		1,388,156
	130,000	5.63%, 09/01/2028		145,113
	105,000	5.88%, 02/01/2029		118,817
	474,000	7.50%, 11/15/2095		556,950

				9,103,291

		Home Builders - 1.6%
	200,000	Adams Homes, Inc. 7.50%, 02/15/2025⁽⁴⁾		196,500
	875,000	Ashton Woods USA LLC / Ashton Woods Finance Co. 6.63%, 01/15/2028⁽⁴⁾		859,687
	290,000	KB Home 4.80%, 11/15/2029		284,925
		M/I Homes, Inc.
	785,000	4.95%, 02/01/2028		780,094
	150,000	5.63%, 08/01/2025		151,500
	1,325,000	Taylor Morrison Communities, Inc. 5.75%, 01/15/2028⁽⁴⁾		1,364,750

				3,637,456

		Household Products/Wares - 0.8%
EUR	1,320,000	Diamond (BC) B.V. 5.63%, 08/15/2025⁽⁵⁾		1,397,004
$	465,000	Prestige Brands, Inc. 5.13%, 01/15/2028⁽⁴⁾		458,025

				1,855,029

		Insurance - 2.1%
		Acrisure LLC / Acrisure Finance, Inc.
	1,625,000	7.00%, 11/15/2025⁽⁴⁾		1,553,906
	724,000	8.13%, 02/15/2024⁽⁴⁾		752,743
	415,000	10.13%, 08/01/2026⁽⁴⁾		446,125
		Genworth Holdings, Inc.
	110,000	4.80%, 02/15/2024		87,725
	770,000	4.90%, 08/15/2023		616,000
	500,000	6.50%, 06/15/2034		362,500
	440,000	7.20%, 02/15/2021		411,400
	245,000	7.63%, 09/24/2021		229,406
	285,000	NMI Holdings, Inc. 7.38%, 06/01/2025⁽⁴⁾		298,218

				4,758,023

		Internet - 0.7%
		Booking Holdings, Inc.
	570,000	4.50%, 04/13/2027		654,682
	725,000	4.63%, 04/13/2030		855,732

				1,510,414

		Iron/Steel - 0.1%
	230,000	Steel Dynamics, Inc. 4.13%, 09/15/2025		235,232

		IT Services - 0.6%
		Presidio Holdings, Inc.
	745,000	4.88%, 02/01/2027⁽⁴⁾		728,238
	590,000	8.25%, 02/01/2028⁽⁴⁾		590,000

				1,318,238

The accompanying notes are an integral part of these financial statements.


		52

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 89.7% - (continued)
		Leisure Time - 0.7%
$	1,065,000	Carnival Corp. 11.50%, 04/01/2023⁽⁴⁾	$	1,155,525
	375,000	Royal Caribbean Cruises Ltd. 9.13%, 06/15/2023⁽⁴⁾		371,716

				1,527,241

		Lodging - 3.4%
		Boyd Gaming Corp.
	105,000	4.75%, 12/01/2027⁽⁴⁾		90,300
	790,000	6.00%, 08/15/2026		738,413
	645,000	6.38%, 04/01/2026		612,750
	1,935,000	FelCor Lodging L.P. 6.00%, 06/01/2025		1,876,950
		Hilton Domestic Operating Co., Inc.
	1,587,000	4.25%, 09/01/2024		1,539,708
	125,000	5.38%, 05/01/2025⁽⁴⁾		125,000
	365,000	Marriott International, Inc. 5.75%, 05/01/2025		396,520
	1,210,000	Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025⁽⁴⁾		1,179,750
	1,025,000	Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.50%, 03/01/2025⁽⁴⁾		937,875

				7,497,266

		Media - 9.6%
		Altice Financing S.A.
	990,000	5.00%, 01/15/2028⁽⁴⁾		983,426
	1,725,000	7.50%, 05/15/2026⁽⁴⁾		1,806,937
		CCO Holdings LLC / CCO Holdings Capital Corp.
	340,000	4.50%, 08/15/2030⁽⁴⁾		346,800
	395,000	4.50%, 05/01/2032⁽⁴⁾		399,938
	3,200,000	5.75%, 02/15/2026⁽⁴⁾		3,309,888
		CSC Holdings LLC
	415,000	4.13%, 12/01/2030⁽⁴⁾		411,369
	1,195,000	5.25%, 06/01/2024		1,257,737
	585,000	5.50%, 04/15/2027⁽⁴⁾		608,693
	1,490,000	6.50%, 02/01/2029⁽⁴⁾		1,629,687
		DISH DBS Corp.
	905,000	5.00%, 03/15/2023		902,828
	595,000	5.88%, 07/15/2022		604,996
	435,000	5.88%, 11/15/2024		432,825
	670,000	6.75%, 06/01/2021		682,563
	835,000	7.38%, 07/01/2028⁽⁴⁾		833,956
	380,000	7.75%, 07/01/2026		402,800
		Gray Television, Inc.
	1,255,000	5.13%, 10/15/2024⁽⁴⁾		1,255,000
	380,000	5.88%, 07/15/2026⁽⁴⁾		378,241
	520,000	Sirius XM Radio, Inc. 4.63%, 07/15/2024⁽⁴⁾		533,000
	550,000	Vertical U.S Newco, Inc. 5.25%, 07/15/2027		550,000
	1,510,000	Virgin Media Secured Finance plc 4.50%, 08/15/2030⁽⁴⁾		1,511,887
	817,000	WMG Acquisition Corp. 5.50%, 04/15/2026⁽⁴⁾		845,350
	1,644,000	Ziggo B.V. 5.50%, 01/15/2027⁽⁴⁾		1,664,649

				21,352,570

		Metal Fabricate/Hardware - 0.7%
	215,000	Advanced Drainage Systems, Inc. 5.00%, 09/30/2027⁽⁴⁾		216,612
		Novelis Corp.
	745,000	4.75%, 01/30/2030⁽⁴⁾		711,475
	605,000	5.88%, 09/30/2026⁽⁴⁾		604,244

				1,532,331


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 89.7% - (continued)
		Mining - 0.2%
$	520,000	Constellium SE 5.88%, 02/15/2026⁽⁴⁾	$	521,388

		Office/Business Equipment - 1.1%
	360,000	CDW LLC / CDW Finance Corp. 4.13%, 05/01/2025		360,450
		Xerox Corp.
	1,600,000	4.13%, 03/15/2023		1,597,600
	65,000	4.80%, 03/01/2035		60,599
	525,000	6.75%, 12/15/2039		544,162

				2,562,811

		Oil & Gas - 7.7%
	1,300,000	Apache Corp. 4.38%, 10/15/2028		1,147,979
	725,000	Centennial Resource Production LLC 5.38%, 01/15/2026⁽⁴⁾		384,250
	2,041,000	Chesapeake Energy Corp. 11.50%, 01/01/2025⁽⁴⁾⁽⁶⁾		233,082
		Continental Resources, Inc.
	1,560,000	4.38%, 01/15/2028		1,373,143
	350,000	4.90%, 06/01/2044		278,688
	1,205,000	EQT Corp. 3.90%, 10/01/2027		978,810
	1,355,000	Jagged Peak Energy LLC 5.88%, 05/01/2026		1,314,350
	1,120,000	Matador Resources Co. 5.88%, 09/15/2026		828,800
	750,000	Noble Holding International Ltd. 7.88%, 02/01/2026⁽⁴⁾		195,000
		Occidental Petroleum Corp.
	780,000	3.00%, 02/15/2027		604,656
	270,000	3.40%, 04/15/2026		219,375
	2,587,000	4.20%, 03/15/2048		1,751,916
	448,000	4.40%, 04/15/2046		312,489
		Parsley Energy LLC / Parsley Finance Corp.
	330,000	4.13%, 02/15/2028⁽⁴⁾		298,650
	139,000	5.38%, 01/15/2025⁽⁴⁾		135,219
		QEP Resources, Inc.
	1,895,000	5.25%, 05/01/2023		1,250,700
	205,000	5.38%, 10/01/2022		155,800
	150,000	5.63%, 03/01/2026		95,250
		SM Energy Co.
	1,340,000	5.00%, 01/15/2024		723,600
	275,000	5.63%, 06/01/2025		145,750
	240,000	6.13%, 11/15/2022		175,200
	420,000	6.63%, 01/15/2027		205,800
	945,000	Sunoco L.P. / Sunoco Finance Corp. 6.00%, 04/15/2027		935,550
	2,570,000	Transocean, Inc. 6.80%, 03/15/2038		738,721
	1,275,000	Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023⁽⁴⁾		765,000
		WPX Energy, Inc.
	1,225,000	5.25%, 09/15/2024		1,206,625
	355,000	5.88%, 06/15/2028		341,137
	295,000	8.25%, 08/01/2023		327,450

				17,122,990

		Packaging & Containers - 4.3%
	1,450,000	ARD Finance S.A. (6.50% Cash, 7.25% PIK) 6.50%, 06/30/2027⁽⁴⁾⁽⁹⁾		1,434,594
		Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
	495,000	4.13%, 08/15/2026⁽⁴⁾		487,006
	200,000	5.25%, 04/30/2025⁽⁴⁾		204,998
	1,840,000	5.25%, 08/15/2027⁽⁴⁾		1,807,579

The accompanying notes are an integral part of these financial statements.


		53

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 89.7% - (continued)
		Packaging & Containers - 4.3% - (continued)
		Berry Global, Inc.
$	305,000	5.63%, 07/15/2027⁽⁴⁾	$	312,625
	633,000	6.00%, 10/15/2022		634,582
	1,015,000	Crown Americas LLC / Crown Americas Capital Corp. 4.75%, 02/01/2026		1,034,315
		Flex Acquisition Co., Inc.
	1,270,000	6.88%, 01/15/2025⁽⁴⁾		1,225,550
	575,000	7.88%, 07/15/2026⁽⁴⁾		557,750
	535,000	OI European Group B.V. 4.00%, 03/15/2023⁽⁴⁾		526,938
	590,000	Owens-Brockway Glass Container, Inc. 6.63%, 05/13/2027⁽⁴⁾		613,600
EUR	515,000	Silgan Holdings, Inc. 2.25%, 06/01/2028⁽⁴⁾		555,111
$	200,000	Trivium Packaging Finance B.V. 5.50%, 08/15/2026⁽⁴⁾		201,750

				9,596,398

		Pharmaceuticals - 3.8%
		Bausch Health Cos., Inc.
	1,340,000	5.00%, 01/30/2028⁽⁴⁾		1,261,596
	518,000	5.50%, 03/01/2023⁽⁴⁾		518,000
	214,000	5.88%, 05/15/2023⁽⁴⁾		213,465
	700,000	6.13%, 04/15/2025⁽⁴⁾		709,989
	1,225,000	7.00%, 01/15/2028⁽⁴⁾		1,261,750
	280,000	Catalent Pharma Solutions, Inc. 4.88%, 01/15/2026⁽⁴⁾		284,256
		Endo Dac / Endo Finance LLC / Endo Finco, Inc.
	1,454,000	6.00%, 06/30/2028⁽⁴⁾		937,830
	997,000	9.50%, 07/31/2027⁽⁴⁾		1,054,527
	406,000	Par Pharmaceutical, Inc. 7.50%, 04/01/2027⁽⁴⁾		416,637
		Teva Pharmaceutical Finance Netherlands B.V.
	860,000	3.15%, 10/01/2026		767,877
	900,000	6.75%, 03/01/2028		951,192

				8,377,119

		Pipelines - 5.4%
	1,260,000	Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.75%, 01/15/2028⁽⁴⁾		995,400
		Buckeye Partners L.P.
	430,000	4.13%, 03/01/2025⁽⁴⁾		412,486
	435,000	4.50%, 03/01/2028⁽⁴⁾		406,725
	1,034,000	Cheniere Corpus Christi Holdings LLC 5.13%, 06/30/2027		1,136,233
	1,660,000	DCP Midstream Operating L.P. 5.38%, 07/15/2025		1,647,550
		EQM Midstream Partners L.P.
	295,000	6.00%, 07/01/2025⁽⁴⁾		298,811
	300,000	6.50%, 07/01/2027⁽⁴⁾		307,266
	620,000	6.50%, 07/15/2048		565,936
		Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.
	765,000	4.75%, 10/01/2023⁽⁴⁾		703,800
	870,000	6.00%, 03/01/2027⁽⁴⁾		772,125
	2,280,000	Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.50%, 07/15/2027		2,285,700
		Western Midstream Operating L.P.
	2,025,000	4.05%, 02/01/2030		1,949,245
	625,000	5.25%, 02/01/2050		540,812

				12,022,089

		Real Estate Investment Trusts - 1.3%
	1,735,000	Iron Mountain, Inc. 4.88%, 09/15/2029⁽⁴⁾		1,687,287


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 89.7% - (continued)
		Real Estate Investment Trusts - 1.3% - (continued)
		VICI Properties L.P. / VICI Note Co., Inc.
$	125,000	3.50%, 02/15/2025⁽⁴⁾	$	117,500
	85,000	3.75%, 02/15/2027⁽⁴⁾		79,900
	545,000	4.25%, 12/01/2026⁽⁴⁾		521,838
	455,000	4.63%, 12/01/2029⁽⁴⁾		443,625

				2,850,150

		Retail - 3.2%
		1011778 BC ULC / New Red Finance, Inc.
	90,000	3.88%, 01/15/2028⁽⁴⁾		87,315
	450,000	4.38%, 01/15/2028⁽⁴⁾		441,086
	2,885,000	5.00%, 10/15/2025⁽⁴⁾		2,868,007
		Asbury Automotive Group, Inc.
	67,000	4.50%, 03/01/2028⁽⁴⁾		64,990
	69,000	4.75%, 03/01/2030⁽⁴⁾		67,275
		KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC
	620,000	4.75%, 06/01/2027⁽⁴⁾		635,500
	750,000	5.25%, 06/01/2026⁽⁴⁾		768,750
	75,000	L Brands, Inc. 6.88%, 07/01/2025⁽⁴⁾		77,438
	620,000	Lithia Motors, Inc. 4.63%, 12/15/2027⁽⁴⁾		613,800
	590,000	Party City Holdings, Inc. 6.63%, 08/01/2026⁽⁴⁾		118,000
	415,000	PetSmart, Inc. 5.88%, 06/01/2025⁽⁴⁾		415,778
	590,000	United Rentals North America, Inc. 4.88%, 01/15/2028		604,750
	300,000	Yum! Brands, Inc. 4.75%, 01/15/2030⁽⁴⁾		304,500

				7,067,189

		Semiconductors - 2.8%
	1,345,000	Entegris, Inc. 4.63%, 02/10/2026⁽⁴⁾		1,365,175
	910,000	Micron Technology, Inc. 4.98%, 02/06/2026		1,044,088
		Qorvo, Inc.
	795,000	4.38%, 10/15/2029⁽⁴⁾		814,144
	1,400,000	5.50%, 07/15/2026		1,456,000
		Sensata Technologies B.V.
	1,221,000	5.00%, 10/01/2025⁽⁴⁾		1,299,999
	235,000	5.63%, 11/01/2024⁽⁴⁾		249,100

				6,228,506

		Software - 3.2%
	595,000	CDK Global, Inc. 5.25%, 05/15/2029⁽⁴⁾		617,860
	750,000	Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%, 03/01/2025⁽⁴⁾		740,625
		IQVIA, Inc.
EUR	390,000	2.25%, 01/15/2028⁽⁴⁾		420,112
$	680,000	5.00%, 05/15/2027⁽⁴⁾		696,787
	1,460,000	MSCI, Inc. 4.00%, 11/15/2029⁽⁴⁾		1,489,200
	800,000	Open Text Corp. 3.88%, 02/15/2028⁽⁴⁾		770,248
	685,000	Open Text Holdings, Inc. 4.13%, 02/15/2030⁽⁴⁾		673,013
		PTC, Inc.
	160,000	3.63%, 02/15/2025⁽⁴⁾		158,800
	175,000	4.00%, 02/15/2028⁽⁴⁾		173,271
	1,370,000	SS&C Technologies, Inc. 5.50%, 09/30/2027⁽⁴⁾		1,390,057

				7,129,973

The accompanying notes are an integral part of these financial statements.


		54

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 89.7% - (continued)
		Telecommunications - 4.3%
EUR	545,000	Altice France Holding S.A. 8.00%, 05/15/2027⁽⁴⁾	$	645,292
		Altice France S.A.
$	215,000	5.50%, 01/15/2028⁽⁴⁾		217,150
	2,370,000	7.38%, 05/01/2026⁽⁴⁾		2,471,436
	1,040,000	8.13%, 02/01/2027⁽⁴⁾		1,137,500
	855,000	Embarq Corp. 8.00%, 06/01/2036		960,165
		Frontier Communications Corp.
	940,000	6.88%, 01/15/2025⁽⁶⁾		279,847
	1,110,000	8.50%, 04/01/2026⁽⁴⁾		1,048,950
	570,000	10.50%, 09/15/2022⁽⁶⁾		196,650
	550,000	Sprint Capital Corp. 8.75%, 03/15/2032		787,187
		Sprint Corp.
	10,000	7.63%, 02/15/2025		11,538
	1,307,000	7.88%, 09/15/2023		1,472,009
	380,000	Telecom Italia Capital S.A. 7.20%, 07/18/2036		452,200

				9,679,924

		Toys/Games/Hobbies - 0.8%
		Mattel, Inc.
	420,000	5.88%, 12/15/2027⁽⁴⁾		432,600
	1,250,000	6.75%, 12/31/2025⁽⁴⁾		1,296,875

				1,729,475

		Trucking & Leasing - 0.5%
		Avolon Holdings Funding Ltd.
	335,000	3.95%, 07/01/2024⁽⁴⁾		291,054
	945,000	5.25%, 05/15/2024⁽⁴⁾		862,822

				1,153,876


		Total Corporate Bonds (cost $207,345,129)	$	200,120,357


SENIOR FLOATING RATE INTERESTS - 1.8%⁽¹⁰⁾
		Auto Parts & Equipment - 0.3%
$	784,075	Panther BF Aggregator L.P. 3.68%, 04/30/2026, 1 mo. USD LIBOR + 3.500%	$	744,871

		Commercial Services - 0.9%
	2,119,688	Dun & Bradstreet Corp. 4.18%, 02/06/2026, 1 mo. USD LIBOR + 4.000%		2,061,396

		Food Service - 0.1%
	100,000	Froneri International plc 5.93%, 01/31/2028, 1 mo. USD LIBOR + 5.750%		94,750

		Household Products - 0.2%
	468,000	Diamond (BC) B.V. 3.76%, 09/06/2024, 2 mo. USD LIBOR + 3.000%		429,002

		Insurance - 0.3%
	774,200	Hub International Ltd. 4.02%, 04/25/2025, 2 mo. USD LIBOR + 3.000%		734,847


		Total Senior Floating Rate Interests (cost $4,219,750)	$	4,064,866


CONVERTIBLE BONDS - 3.7%
		Commercial Services - 0.3%
$	575,000	Square, Inc. 0.13%, 03/01/2025⁽⁴⁾	$	651,379

		Engineering & Construction - 0.4%
EUR	400,000	Cellnex Telecom S.A. 1.50%, 01/16/2026⁽⁵⁾		759,842

		Healthcare-Products - 0.4%
$	454,000	Integra LifeSciences Holdings Corp. 0.50%, 08/15/2025⁽⁴⁾		412,718


Shares or Principal Amount			Market Value^†

CONVERTIBLE BONDS - 3.7% - (continued)
		Healthcare-Products - 0.4% - (continued)
$	620,000	NuVasive, Inc. 0.38%, 03/15/2025⁽⁴⁾	$	542,840

				955,558

		Leisure Time - 0.0%
	26,000	Royal Caribbean Cruises Ltd. 4.25%, 06/15/2023⁽⁴⁾		24,180

		Media - 0.4%
	985,000	Scripps Escrow, Inc. 5.88%, 07/15/2027⁽⁴⁾		933,288

		Oil & Gas - 0.4%
	675,000	Pioneer Natural Resources Co. 0.25%, 05/15/2025⁽⁴⁾		796,356

		Pipelines - 0.2%
	530,000	Cheniere Energy, Inc. 4.88%, 05/28/2021⁽⁴⁾⁽⁹⁾		535,141

		Semiconductors - 0.3%
	440,000	Microchip Technology, Inc. 2.25%, 02/15/2037		641,090

		Software - 1.3%
	1,052,000	Western Digital Corp. 1.50%, 02/01/2024		988,916
	240,000	Splunk, Inc. 1.13%, 09/15/2025		352,589
	331,000	1.13%, 06/15/2027⁽⁴⁾		352,632
	855,000	Workday, Inc. 0.25%, 10/01/2022		1,175,186

				2,869,323


		Total Convertible Bonds (cost $7,945,538)	$	8,166,157


ESCROWS - 0.8%⁽¹¹⁾
		Media - 0.8%
$	1,785,000	Nexstar Broadcasting, Inc. 5.63%, 07/15/2027*⁽⁴⁾	$	1,771,720


		Total Escrows (cost $1,829,513)	$	1,771,720


		Total Long-Term Investments (cost $224,922,322)	$	215,383,179


SHORT-TERM INVESTMENTS - 1.5%
		Repurchase Agreements - 1.5%
	3,277,092	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $3,277,097; collateralized by U.S. Treasury Bond at 2.875%, maturing 11/15/2046, with a market value of $3,342,716	$	3,277,092


		Total Short-Term Investments (cost $3,277,092)	$	3,277,092



Total Investments (cost $228,199,414)	98.1	%	$	218,660,271
Other Assets and Liabilities	1.9	%		4,303,062

Total Net Assets	100.0	%	$	222,963,333

The accompanying notes are an integral part of these financial statements.


		55

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾	Investment valued using significant unobservable inputs.

⁽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, 2020, the aggregate fair value of this security was $546,835, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽³⁾	Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $546,835 or 0.2% of net assets.


Period Acquired		Security Name	Shares/ Par Value		Base Total Cost		Base Market Value
	03/2011	KCA Deutag		206,275,142	$	2,795,441	$	546,835

⁽⁴⁾

⁽⁵⁾

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $5,690,282, representing 2.6% of net assets.

⁽⁶⁾	Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁷⁾	Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁸⁾	Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

⁽⁹⁾	Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽¹⁰⁾

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. 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, 2020.

⁽¹¹⁾	Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.


Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2020
Reference Entity	Notional Amount^(a)			(Pay)/Receive Fixed Rate			Expiration Date		Periodic Payment Frequency		Cost Basis			Value^†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Sell protection:
CDX.NA.HY.34.V6		USD	2,161,250		5.00	%		06/20/25		Quarterly	$	(109,902	)	$	(13,042	)	$	96,860

Total centrally cleared credit default swap contracts											$	(109,902	)	$	(13,042	)	$	96,860

^(a)	The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

Foreign Currency Contracts Outstanding at June 30, 2020

Amount and Description of
Currency to be Purchased

Amount and Description of
Currency to be Sold

Counterparty

Settlement
Date

Appreciation

Depreciation

4,166,147

USD

3,685,000

EUR

SSG

07/31/20

23,177

—

^†	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.


		56

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Consumer Services	$	713,244	$	713,244	$	—	$	—
Energy		546,835		—		—		546,835
Corporate Bonds		200,120,357		—		200,120,357		—
Senior Floating Rate Interests		4,064,866		—		4,064,866		—
Convertible Bonds		8,166,157		—		8,166,157		—
Escrows		1,771,720		—		1,771,720		—
Short-Term Investments		3,277,092		—		3,277,092		—
Foreign Currency Contracts⁽²⁾		23,177		—		23,177		—
Swaps - Credit Default⁽²⁾		96,860		—		96,860		—

Total	$	218,780,308	$	713,244	$	217,520,229	$	546,835

⁽¹⁾	For the six-month period ended June 30, 2020, 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.


		57

Hartford International Opportunities HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 97.9%
		Argentina - 0.8%
	7,887	MercadoLibre, Inc.*	$	7,774,768

		Australia - 1.7%
	550,745	Australia & New Zealand Banking Group Ltd.		7,145,998
	2,678,694	Sydney Airport		10,571,704

				17,717,702

		Belgium - 1.2%
	71,035	KBC Group N.V.		4,081,045
	68,063	UCB S.A.		7,898,466

				11,979,511

		Brazil - 1.2%
	1,142,312	Localiza Rent a Car S.A.		8,593,440
	95,717	XP, Inc. Class A*		4,021,071

				12,614,511

		Canada - 3.9%
	336,796	Alimentation Couche-Tard, Inc. Class B		10,560,847
	397,093	Barrick Gold Corp.		10,684,890
	296,929	Brookfield Asset Management, Inc. Class A		9,772,236
	107,303	Canadian National Railway Co.		9,493,344

				40,511,317

		China - 16.2%
	155,597	Alibaba Group Holding Ltd. ADR*		33,562,273
	157,900	Autobio Diagnostics Co., Ltd. Class A		3,626,203
	326,200	China International Travel Service Corp. Ltd. Class A		7,149,098
	1,076,626	ENN Energy Holdings Ltd.		12,166,392
	989,800	Han’s Laser Technology Industry Group Co., Ltd. Class A		5,062,391
	377,420	Hangzhou Tigermed Consulting Co., Ltd. Class A		5,432,919
	821,200	Hualan Biological Engineering, Inc. Class A		5,832,084
	3,683,993	Kingdee International Software Group Co., Ltd.*		8,620,109
	381,000	Meituan Dianping Class B*		8,513,962
	72,374	New Oriental Education & Technology Group, Inc. ADR*		9,425,266
	842,500	Shanghai International Airport Co., Ltd. Class A		8,602,428
	229,800	Shenzhen Kangtai Biological Products Co., Ltd. Class A		5,269,583
	69,848	TAL Education Group ADR*		4,776,206
	646,565	Tencent Holdings Ltd.		41,430,507
	209,045	WuXi AppTec Co., Ltd. Class H⁽¹⁾		2,730,057
	286,000	Wuxi Biologics Cayman, Inc.*⁽¹⁾		5,249,703

				167,449,181

		Denmark - 2.1%
	85,231	DSV Panalpina A/S		10,469,342
	58,738	Orsted A/S⁽¹⁾		6,778,449
	39,592	Vestas Wind Systems A/S		4,054,330

				21,302,121

		France - 12.1%
	224,418	Airbus SE^*		16,080,400
	733,019	AXA S.A.⁽²⁾		15,424,858
	212,251	BNP Paribas S.A.*		8,480,276
	813,630	Engie S.A.*		10,090,577
	46,135	L’Oreal S.A.*		14,889,903
	75,538	Safran S.A.*		7,598,463
	90,145	Schneider Electric SE		10,027,424
	346,732	Total S.A.⁽²⁾		13,369,434
	128,943	Vinci S.A.		11,956,009
	203,640	Worldline S.A.*⁽¹⁾⁽²⁾		17,755,256

				125,672,600


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 97.9% - (continued)
		Germany - 6.5%
	66,044	adidas AG*	$	17,412,601
	95,620	Allianz SE		19,539,207
	777,842	Infineon Technologies AG		18,226,534
	176,309	Zalando SE^*(1)		12,507,447

				67,685,789

		Hong Kong - 3.3%
	1,492,577	AIA Group Ltd.		13,966,939
	832,341	Link REIT		6,833,654
	1,354,181	Techtronic Industries Co., Ltd.		13,399,009

				34,199,602

		Ireland - 1.8%
	309,041	CRH plc		10,605,485
	219,131	Experian plc		7,691,247

				18,296,732

		Italy - 1.1%
	69,205	Ferrari N.V.		11,854,485

		Japan - 13.5%
	50,500	Daiichi Sankyo Co., Ltd.		4,130,476
	42,925	Daikin Industries Ltd.		6,945,264
	78,600	Eisai Co., Ltd.		6,244,681
	391,000	KDDI Corp.		11,666,323
	47,302	Keyence Corp.		19,822,449
	430,640	Nexon Co., Ltd.		9,713,701
	61,800	Oriental Land Co., Ltd.		8,166,624
	381,815	Recruit Holdings Co., Ltd.		13,130,683
	59,753	Shiseido Co., Ltd.		3,807,498
	230,400	SoftBank Group Corp.		11,618,532
	90,987	Sysmex Corp.		6,984,315
	118,750	Terumo Corp.		4,519,954
	392,446	Tokio Marine Holdings, Inc.		17,178,540
	38,800	Tokyo Electron Ltd.		9,573,659
	164,200	Unicharm Corp.		6,734,250

				140,236,949

		Netherlands - 2.7%
	221,673	AerCap Holdings N.V.*		6,827,529
	58,327	ASML Holding N.V.		21,336,765

				28,164,294

		Russia - 0.7%
	140,127	Yandex N.V. Class A*		7,009,153

		South Korea - 1.3%
	314,996	Samsung Electronics Co., Ltd.		13,944,127

		Spain - 4.6%
	4,813,491	CaixaBank S.A.		10,297,439
	277,590	Cellnex Telecom S.A.⁽¹⁾		16,954,569
	1,704,356	Iberdrola S.A.		19,897,810

				47,149,818

		Sweden - 1.6%
	580,536	Sandvik AB^*		10,929,026
	23,821	Spotify Technology S.A.*		6,150,344

				17,079,370

		Switzerland - 6.6%
	24,450	Lonza Group AG		12,951,098
	132,108	Nestle S.A.		14,646,896
	219,566	Novartis AG		19,128,813
	8,248	Partners Group Holding AG		7,511,394
	41,196	Roche Holding AG		14,272,335

				68,510,536

The accompanying notes are an integral part of these financial statements.


		58

Hartford International Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 97.9% - (continued)
		Taiwan - 2.7%
	600,585	MediaTek, Inc.	$	11,873,938
	1,515,144	Taiwan Semiconductor Manufacturing Co., Ltd.		16,180,998

				28,054,936

		United Kingdom - 12.0%
	980,809	Anglo American plc		22,610,794
	172,228	AstraZeneca plc		17,924,527
	6,430,072	Barclays plc		9,071,539
	153,786	Berkeley Group Holdings plc		7,920,011
	506,114	Diageo plc		16,821,886
	329,025	Intermediate Capital Group plc		5,249,204
	51,689	Intertek Group plc		3,481,309
	109,459	London Stock Exchange Group plc		11,383,206
	293,156	Rio Tinto plc		16,497,809
	1,224,222	Segro plc REIT		13,539,877

				124,500,162

		United States - 0.3%
	53,670	Royalty Pharma plc Class A*		2,605,678


		Total Common Stocks (cost $845,365,954)	$	1,014,313,342


PREFERRED STOCKS - 0.3%
		Brazil - 0.3%
	696,900	Itau Unibanco Holding S.A.*	$	3,261,453


		Total Preferred Stocks (cost $3,206,587)	$	3,261,453


		Total Long-Term Investments (cost $848,572,541)	$	1,017,574,795


SHORT-TERM INVESTMENTS - 2.4%
		Repurchase Agreements - 1.0%
	10,404,232	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $10,404,249; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $10,612,348	$	10,404,232

		Securities Lending Collateral - 1.4%
	719,448	Citibank NA DDCA, 0.08%, 07/01/2020⁽³⁾		719,448
	5,266,823	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%⁽³⁾		5,266,823
	8,402,694	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽³⁾		8,402,694

				14,388,965


		Total Short-Term Investments (cost $24,793,197)	$	24,793,197



Total Investments (cost $873,365,738)	100.6	%	$	1,042,367,992
Other Assets and Liabilities	(0.6	)%		(5,897,852	)

Total Net Assets	100.0	%	$	1,036,470,140

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾

⁽²⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

⁽³⁾	Current yield as of period end.

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.


		59

Hartford International Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Argentina	$	7,774,768	$	7,774,768	$	—	$	—
Australia		17,717,702		—		17,717,702		—
Belgium		11,979,511		—		11,979,511		—
Brazil		12,614,511		12,614,511		—		—
Canada		40,511,317		40,511,317		—		—
China		167,449,181		47,763,745		119,685,436		—
Denmark		21,302,121		6,778,449		14,523,672		—
France		125,672,600		—		125,672,600		—
Germany		67,685,789		—		67,685,789		—
Hong Kong		34,199,602		—		34,199,602		—
Ireland		18,296,732		—		18,296,732		—
Italy		11,854,485		—		11,854,485		—
Japan		140,236,949		—		140,236,949		—
Netherlands		28,164,294		6,827,529		21,336,765		—
Russia		7,009,153		7,009,153		—		—
South Korea		13,944,127		—		13,944,127		—
Spain		47,149,818		—		47,149,818		—
Sweden		17,079,370		6,150,344		10,929,026		—
Switzerland		68,510,536		—		68,510,536		—
Taiwan		28,054,936		—		28,054,936		—
United Kingdom		124,500,162		—		124,500,162		—
United States		2,605,678		2,605,678		—		—
Preferred Stocks		3,261,453		3,261,453		—		—
Short-Term Investments		24,793,197		14,388,965		10,404,232		—

Total	$	1,042,367,992	$	155,685,912	$	886,682,080	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		60

Hartford MidCap HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 100.0%
		Banks - 4.7%
	197,471	Cullen/Frost Bankers, Inc.⁽¹⁾	$	14,753,058
	31,297	First Citizens BancShares, Inc. Class A		12,675,911
	203,780	First Republic Bank		21,598,642
	114,844	M&T Bank Corp.		11,940,331
	271,442	Prosperity Bancshares, Inc.		16,118,226
	184,631	South State Corp.		8,799,514

				85,885,682

		Capital Goods - 10.2%
	181,242	Axon Enterprise, Inc.*		17,785,278
	485,156	Fastenal Co.		20,784,083
	119,581	HEICO Corp. Class A		9,714,760
	189,146	IDEX Corp.		29,892,634
	1,135,191	Ingersoll Rand, Inc.*		31,921,571
	116,422	Lennox International, Inc.		27,125,162
	221,721	Lincoln Electric Holdings, Inc.		18,677,777
	202,311	PACCAR, Inc.		15,142,978
	82,539	Watsco, Inc.		14,667,180

				185,711,423

		Commercial & Professional Services - 4.1%
	15,686	CoStar Group, Inc.*		11,147,570
	718,049	GFL Environmental, Inc.⁽¹⁾		13,477,780
	378,516	Healthcare Services Group, Inc.		9,258,501
	518,573	IAA, Inc.*		20,001,360
	1,495,704	KAR Auction Services, Inc.		20,580,887

				74,466,098

		Consumer Durables & Apparel - 5.5%
	217,072	Carter’s, Inc.		17,517,710
	8,657	NVR, Inc.*		28,210,999
	431,083	PVH Corp.		20,713,538
	802,991	Under Armour, Inc. Class C*		7,098,440
	630,646	YETI Holdings, Inc.*		26,947,504

				100,488,191

		Consumer Services - 2.5%
	311,054	Choice Hotels International, Inc.		24,542,160
	137,675	Hyatt Hotels Corp. Class A		6,923,676
	356,828	Service Corp. International		13,877,041

				45,342,877

		Diversified Financials - 1.6%
	55,155	Credit Acceptance Corp.*⁽¹⁾		23,110,497
	15,166	FactSet Research Systems, Inc.		4,981,576
	24,763	Hamilton Lane, Inc. Class A		1,668,283

				29,760,356

		Energy - 0.5%
	483,777	Cabot Oil & Gas Corp.		8,311,289

		Food & Staples Retailing - 1.0%
	618,860	Performance Food Group Co.*		18,033,580

		Food, Beverage & Tobacco - 0.7%
	200,347	Lamb Weston Holdings, Inc.		12,808,184

		Health Care Equipment & Services - 11.3%
	36,238	Amedisys, Inc.*		7,194,693
	385,282	Encompass Health Corp.		23,860,514
	280,937	Hill-Rom Holdings, Inc.		30,841,264
	419,626	Integra LifeSciences Holdings Corp.*		19,718,226
	10,633	LHC Group, Inc.*		1,853,545
	78,338	Masimo Corp.*		17,860,281
	89,753	Molina Healthcare, Inc.*		15,974,239
	357,875	NuVasive, Inc.*		19,919,322
	17,703	STERIS plc		2,716,348
	232,050	Tandem Diabetes Care, Inc.*		22,954,386


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 100.0% - (continued)
		Health Care Equipment & Services - 11.3% - (continued)
	49,089	Teleflex, Inc.	$	17,867,414
	204,712	Varian Medical Systems, Inc.*		25,081,314

				205,841,546

		Insurance - 4.3%
	18,943	Alleghany Corp.		9,265,779
	48,691	Erie Indemnity Co. Class A		9,343,803
	320,706	Fidelity National Financial, Inc.		9,832,846
	27,160	Markel Corp.*		25,073,297
	14,965	White Mountains Insurance Group Ltd.		13,288,471
	188,950	WR Berkley Corp.		10,824,946

				77,629,142

		Materials - 2.9%
	255,119	Ball Corp.		17,728,219
	794,758	Element Solutions, Inc.*		8,623,124
	142,651	Packaging Corp. of America		14,236,570
	376,633	Silgan Holdings, Inc.		12,199,143

				52,787,056

		Media & Entertainment - 3.2%
	14,200	Cable One, Inc.		25,202,870
	457,161	Cargurus, Inc.*		11,589,031
	156,586	Roku, Inc.*		18,246,967
	421,511	Zynga, Inc. Class A*		4,021,215

				59,060,083

		Pharmaceuticals, Biotechnology & Life Sciences - 8.3%
	357,071	Apellis Pharmaceuticals, Inc.*⁽¹⁾		11,661,939
	69,514	Bio-Techne Corp.		18,356,562
	292,792	ChemoCentryx, Inc.*		16,847,252
	154,875	Ionis Pharmaceuticals, Inc.*		9,131,430
	14,787	Mettler-Toledo International, Inc.*		11,911,668
	231,785	PRA Health Sciences, Inc.*		22,550,362
	469,789	PTC Therapeutics, Inc.*		23,837,094
	167,120	Reata Pharmaceuticals, Inc. Class A*		26,074,062
	90,362	Repligen Corp.*		11,169,647

				151,540,016

		Real Estate - 3.0%
	360,091	Douglas Emmett, Inc. REIT		11,040,390
	408,172	Equity Commonwealth REIT		13,143,138
	40,195	PS Business Parks, Inc. REIT		5,321,818
	610,389	Redfin Corp.*		25,581,403

				55,086,749

		Retailing - 3.7%
	196,814	CarMax, Inc.*		17,624,693
	316,091	Etsy, Inc.*		33,578,347
	85,190	Wayfair, Inc. Class A*		16,834,396

				68,037,436

		Semiconductors & Semiconductor Equipment - 5.8%
	440,455	First Solar, Inc.*		21,802,522
	246,249	MKS Instruments, Inc.		27,885,237
	141,120	Monolithic Power Systems, Inc.		33,445,440
	225,354	Silicon Laboratories, Inc.*		22,596,246

				105,729,445

		Software & Services - 11.8%
	136,194	Aspen Technology, Inc.*		14,111,061
	237,495	Black Knight, Inc.*		17,232,637
	270,887	Blackbaud, Inc.		15,462,230
	4,176	EPAM Systems, Inc.*		1,052,394
	63,104	Fair Isaac Corp.*		26,379,996
	1,116,466	Genpact Ltd.		40,773,338

The accompanying notes are an integral part of these financial statements.


		61

Hartford MidCap HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 100.0% - (continued)
		Software & Services - 11.8% - (continued)
	210,266	Guidewire Software, Inc.*	$	23,307,986
	224,810	Q2 Holdings, Inc.*		19,286,450
	986,976	Teradata Corp.*		20,529,101
	229,907	WEX, Inc.*		37,936,954

				216,072,147

		Technology Hardware & Equipment - 11.1%
	174,525	CDW Corp.		20,276,315
	201,009	Coherent, Inc.*		26,328,159
	1,915,640	CommScope Holding Co., Inc.*		15,957,281
	179,036	F5 Networks, Inc.*		24,971,941
	2,069,760	Flex Ltd.*		21,215,040
	835,279	II-VI, Inc.*		39,441,874
	404,712	Lumentum Holdings, Inc.*		32,955,698
	544,090	National Instruments Corp.		21,061,724

				202,208,032

		Transportation - 1.8%
	48,603	AMERCO		14,687,341
	440,210	Knight-Swift Transportation Holdings, Inc.		18,361,159

				33,048,500

		Utilities - 2.0%
	140,792	Black Hills Corp.		7,977,275
	268,697	NiSource, Inc.		6,110,170
	725,917	UGI Corp.		23,084,160

				37,171,605


		Total Common Stocks (cost $1,497,680,152)	$	1,825,019,437


SHORT-TERM INVESTMENTS - 1.7%
		Repurchase Agreements - 0.1%
	2,170,378	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $2,170,381; collateralized by U.S. Treasury Bond at 0.125%, maturing 07/15/2026, with a market value of $2,213,866	$	2,170,378

		Securities Lending Collateral - 1.6%
	1,432,399	Citibank NA DDCA, 0.08%, 7/1/2020⁽²⁾		1,432,399
	10,486,077	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%⁽²⁾		10,486,077
	16,729,496	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽²⁾		16,729,496

				28,647,972


		Total Short-Term Investments (cost $30,818,350)	$	30,818,350



Total Investments (cost $1,528,498,502)	101.7	%	$	1,855,837,787
Other Assets and Liabilities	(1.7	)%		(30,639,948	)

Total Net Assets	100.0	%	$	1,825,197,839

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. 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.


		62

Hartford MidCap HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Banks	$	85,885,682	$	85,885,682	$	—	$	—
Capital Goods		185,711,423		185,711,423		—		—
Commercial & Professional Services		74,466,098		74,466,098		—		—
Consumer Durables & Apparel		100,488,191		100,488,191		—		—
Consumer Services		45,342,877		45,342,877		—		—
Diversified Financials		29,760,356		29,760,356		—		—
Energy		8,311,289		8,311,289		—		—
Food & Staples Retailing		18,033,580		18,033,580		—		—
Food, Beverage & Tobacco		12,808,184		12,808,184		—		—
Health Care Equipment & Services		205,841,546		205,841,546		—		—
Insurance		77,629,142		77,629,142		—		—
Materials		52,787,056		52,787,056		—		—
Media & Entertainment		59,060,083		59,060,083		—		—
Pharmaceuticals, Biotechnology & Life Sciences		151,540,016		151,540,016		—		—
Real Estate		55,086,749		55,086,749		—		—
Retailing		68,037,436		68,037,436		—		—
Semiconductors & Semiconductor Equipment		105,729,445		105,729,445		—		—
Software & Services		216,072,147		216,072,147		—		—
Technology Hardware & Equipment		202,208,032		202,208,032		—		—
Transportation		33,048,500		33,048,500		—		—
Utilities		37,171,605		37,171,605		—		—
Short-Term Investments		30,818,350		28,647,972		2,170,378		—

Total	$	1,855,837,787	$	1,853,667,409	$	2,170,378	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		63

Hartford MidCap Growth HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0%
		Capital Goods - 8.8%
	18,628	Albany International Corp. Class A	$	1,093,650
	48,701	BWX Technologies, Inc.		2,758,425
	47,079	Hexcel Corp.		2,128,912
	8,056	IDEX Corp.		1,273,170
	13,967	Lincoln Electric Holdings, Inc.		1,176,580

				8,430,737

		Commercial & Professional Services - 3.8%
	21,965	Copart, Inc.*		1,829,025
	20,694	TransUnion		1,801,206

				3,630,231

		Consumer Durables & Apparel - 2.6%
	59,273	YETI Holdings, Inc.*		2,532,735

		Consumer Services - 8.7%
	77,561	Aramark		1,750,552
	15,673	Bright Horizons Family Solutions, Inc.*		1,836,876
	3,473	Domino’s Pizza, Inc.		1,283,065
	16,312	Grand Canyon Education, Inc.*		1,476,725
	10,925	Vail Resorts, Inc.		1,989,989

				8,337,207

		Diversified Financials - 3.9%
	30,514	Hamilton Lane, Inc. Class A		2,055,728
	2,150	MarketAxess Holdings, Inc.		1,076,978
	1,767	MSCI, Inc.		589,860

				3,722,566

		Food & Staples Retailing - 1.2%
	39,170	Performance Food Group Co.*		1,141,414

		Food, Beverage & Tobacco - 0.8%
	8,908	Freshpet, Inc.*		745,243

		Health Care Equipment & Services - 7.7%
	7,938	ABIOMED, Inc.*		1,917,503
	12,182	IDEXX Laboratories, Inc.*		4,022,009
	7,996	Penumbra, Inc.*		1,429,845

				7,369,357

		Media & Entertainment - 5.9%
	11,426	Electronic Arts, Inc.*		1,508,803
	11,657	Roku, Inc.*		1,358,390
	19,566	Take-Two Interactive Software, Inc.*		2,730,827

				5,598,020

		Pharmaceuticals, Biotechnology & Life Sciences - 10.3%
	27,618	Bluebird Bio, Inc.*		1,685,803
	11,987	ICON plc*		2,019,330
	16,847	Incyte Corp.*		1,751,583
	3,510	Mettler-Toledo International, Inc.*		2,827,480
	9,316	Seattle Genetics, Inc.*		1,582,975

				9,867,171

		Real Estate - 2.6%
	8,221	SBA Communications Corp. REIT		2,449,200

		Retailing - 4.7%
	12,347	Burlington Stores, Inc.*		2,431,495
	12,826	Etsy, Inc.*		1,362,506
	1,744	O’Reilly Automotive, Inc.*		735,392

				4,529,393

		Semiconductors & Semiconductor Equipment - 8.3%
	16,553	First Solar, Inc.*		819,374
	14,662	KLA Corp.		2,851,466
	7,771	Microchip Technology, Inc.		818,364


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0% - (continued)
		Semiconductors & Semiconductor Equipment - 8.3% - (continued)
	7,758	Monolithic Power Systems, Inc.	$	1,838,646
	18,993	Teradyne, Inc.		1,605,098

				7,932,948

		Software & Services - 23.0%
	12,664	Avalara, Inc.*		1,685,452
	22,898	Black Knight, Inc.*		1,661,479
	19,620	Blackbaud, Inc.		1,119,910
	21,469	Ceridian HCM Holding, Inc.*		1,701,848
	8,386	DocuSign, Inc.*		1,444,153
	2,541	FleetCor Technologies, Inc.*		639,138
	27,856	GoDaddy, Inc. Class A*		2,042,680
	19,695	Guidewire Software, Inc.*		2,183,191
	39,505	Slack Technologies, Inc. Class A*		1,228,210
	11,597	Splunk, Inc.*		2,304,324
	15,811	Square, Inc. Class A*		1,659,206
	47,271	SS&C Technologies Holdings, Inc.		2,669,866
	4,919	Tyler Technologies, Inc.*		1,706,303

				22,045,760

		Technology Hardware & Equipment - 3.8%
	16,720	CDW Corp.		1,942,530
	7,081	Coherent, Inc.*		927,469
	10,975	Itron, Inc.*		727,094

				3,597,093

		Transportation - 2.9%
	23,433	J.B. Hunt Transport Services, Inc.		2,819,927


		Total Common Stocks (cost $75,684,634)	$	94,749,002


SHORT-TERM INVESTMENTS - 0.6%
		Repurchase Agreements - 0.6%
	629,937	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $629,938; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $642,547	$	629,937


		Total Short-Term Investments (cost $629,937)	$	629,937



Total Investments (cost $76,314,571)	99.6	%	$	95,378,939
Other Assets and Liabilities	0.4	%		345,755

Total Net Assets	100.0	%	$	95,724,694

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

^†	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.


		64

Hartford MidCap Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Capital Goods	$	8,430,737	$	8,430,737	$	—	$	—
Commercial & Professional Services		3,630,231		3,630,231		—		—
Consumer Durables & Apparel		2,532,735		2,532,735		—		—
Consumer Services		8,337,207		8,337,207		—		—
Diversified Financials		3,722,566		3,722,566		—		—
Food & Staples Retailing		1,141,414		1,141,414		—		—
Food, Beverage & Tobacco		745,243		745,243		—		—
Health Care Equipment & Services		7,369,357		7,369,357		—		—
Media & Entertainment		5,598,020		5,598,020		—		—
Pharmaceuticals, Biotechnology & Life Sciences		9,867,171		9,867,171		—		—
Real Estate		2,449,200		2,449,200		—		—
Retailing		4,529,393		4,529,393		—		—
Semiconductors & Semiconductor Equipment		7,932,948		7,932,948		—		—
Software & Services		22,045,760		22,045,760		—		—
Technology Hardware & Equipment		3,597,093		3,597,093		—		—
Transportation		2,819,927		2,819,927		—		—
Short-Term Investments		629,937		—		629,937		—

Total	$	95,378,939	$	94,749,002	$	629,937	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		65

Hartford MidCap Value HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8%
		Automobiles & Components - 1.0%
	91,013	Gentex Corp.	$	2,345,405

		Banks - 7.0%
	30,730	M&T Bank Corp.		3,194,998
	39,891	South State Corp.		1,901,205
	250,527	Sterling Bancorp		2,936,177
	118,178	Synovus Financial Corp.		2,426,194
	89,203	Western Alliance Bancorp		3,378,118
	87,321	Zions Bancorp NA		2,968,914

				16,805,606

		Capital Goods - 12.6%
	140,240	Colfax Corp.*		3,912,696
	33,558	EnerSys		2,160,464
	61,294	Fortune Brands Home & Security, Inc.		3,918,526
	169,208	Ingersoll Rand, Inc.*		4,758,129
	112,112	JELD-WEN Holding, Inc.*		1,806,124
	20,011	L3Harris Technologies, Inc.		3,395,266
	27,525	Moog, Inc. Class A		1,458,275
	98,455	Rexnord Corp.		2,869,963
	77,889	SPX FLOW, Inc.*		2,916,164
	53,392	Westinghouse Air Brake Technologies Corp.		3,073,778

				30,269,385

		Commercial & Professional Services - 1.8%
	73,098	Clean Harbors, Inc.*		4,384,418

		Consumer Durables & Apparel - 5.5%
	37,028	Carter’s, Inc.		2,988,160
	38,487	Columbia Sportswear Co.		3,101,282
	56,048	Lennar Corp. Class A		3,453,678
	151,506	Steven Madden Ltd.		3,740,683

				13,283,803

		Consumer Services - 1.4%
	78,845	Wyndham Hotels & Resorts, Inc.		3,360,374

		Diversified Financials - 2.8%
	332,352	SLM Corp.		2,336,435
	93,959	Voya Financial, Inc.		4,383,187

				6,719,622

		Energy - 2.3%
	86,582	Delek U.S. Holdings, Inc.		1,507,393
	75,411	Diamondback Energy, Inc.		3,153,688
	74,478	Viper Energy Partners L.P.		771,592

				5,432,673

		Food & Staples Retailing - 1.5%
	182,289	U.S. Foods Holding Corp.*		3,594,739

		Food, Beverage & Tobacco - 1.0%
	27,594	Post Holdings, Inc.*		2,417,786

		Health Care Equipment & Services - 12.0%
	66,177	Acadia Healthcare Co., Inc.*		1,662,366
	93,595	Centene Corp.*		5,947,962
	88,979	Dentsply Sirona, Inc.		3,920,415
	54,746	Encompass Health Corp.		3,390,420
	26,941	Hill-Rom Holdings, Inc.		2,957,583
	53,011	Hologic, Inc.*		3,021,627
	20,744	Molina Healthcare, Inc.*		3,692,017
	35,375	Zimmer Biomet Holdings, Inc.		4,222,360

				28,814,750

		Insurance - 9.7%
	44,298	Arthur J Gallagher & Co.		4,318,612
	36,744	Assurant, Inc.		3,795,288
	210,271	CNO Financial Group, Inc.		3,273,919


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Insurance - 9.7% - (continued)
	37,749	Hanover Insurance Group, Inc.	$	3,825,106
	52,413	Kemper Corp.		3,800,991
	207,254	Lancashire Holdings Ltd.		2,078,302
	13,472	RenaissanceRe Holdings Ltd.		2,304,116

				23,396,334

		Materials - 8.2%
	67,278	Buzzi Unicem S.p.A.		1,453,723
	65,710	Carpenter Technology Corp.		1,595,439
	56,953	Celanese Corp.		4,917,322
	61,744	Crown Holdings, Inc.*		4,021,386
	35,240	FMC Corp.		3,510,609
	43,160	Reliance Steel & Aluminum Co.		4,097,179

				19,595,658

		Media & Entertainment - 1.8%
	18,872	Electronic Arts, Inc.*		2,492,047
	164,740	TEGNA, Inc.		1,835,204

				4,327,251

		Real Estate - 11.3%
	58,813	American Campus Communities, Inc. REIT		2,056,103
	50,257	Americold Realty Trust REIT		1,824,329
	34,806	Boston Properties, Inc. REIT		3,145,766
	114,551	Corporate Office Properties Trust REIT		2,902,722
	68,788	First Industrial Realty Trust, Inc. REIT		2,644,211
	129,339	Gaming and Leisure Properties, Inc. REIT		4,475,130
	83,716	Highwoods Properties, Inc. REIT		3,125,118
	150,467	Host Hotels & Resorts, Inc. REIT		1,623,539
	32,039	Life Storage, Inc. REIT		3,042,103
	125,141	Physicians Realty Trust REIT		2,192,470

				27,031,491

		Retailing - 2.1%
	36,894	Dollar Tree, Inc.*		3,419,336
	21,229	Expedia Group, Inc.		1,745,024

				5,164,360

		Semiconductors & Semiconductor Equipment - 3.4%
	7,544	KLA Corp.		1,467,157
	7,203	Lam Research Corp.		2,329,882
	38,161	MKS Instruments, Inc.		4,321,352

				8,118,391

		Software & Services - 3.2%
	52,023	Amdocs Ltd.		3,167,160
	31,892	Leidos Holdings, Inc.		2,987,324
	27,640	SS&C Technologies Holdings, Inc.		1,561,107

				7,715,591

		Technology Hardware & Equipment - 5.8%
	46,715	Ciena Corp.*		2,530,085
	17,342	Coherent, Inc.*		2,271,455
	6,079	F5 Networks, Inc.*		847,899
	54,531	Lumentum Holdings, Inc.*		4,440,459
	13,107	Rogers Corp.*		1,633,132
	51,996	Western Digital Corp.		2,295,623

				14,018,653

		Utilities - 5.4%
	75,814	Alliant Energy Corp.		3,626,942
	46,471	Evergy, Inc.		2,755,265
	61,300	Portland General Electric Co.		2,562,953
	33,926	Sempra Energy		3,977,145

				12,922,305


		Total Common Stocks (cost $235,665,378)	$	239,718,595

The accompanying notes are an integral part of these financial statements.


		66

Hartford MidCap Value HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 0.3%
		Repurchase Agreements - 0.3%
	813,155	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $813,156; collateralized by U.S. Treasury Note at 1.875%, maturing 07/31/2026, with a market value of $829,435	$	813,155


		Total Short-Term Investments (cost $813,155)	$	813,155



Total Investments (cost $236,478,533)	100.1	%	$	240,531,750
Other Assets and Liabilities	(0.1	)%		(337,473	)

Total Net Assets	100.0	%	$	240,194,277

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	2,345,405	$	2,345,405	$	—	$	—
Banks		16,805,606		16,805,606		—		—
Capital Goods		30,269,385		30,269,385		—		—
Commercial & Professional Services		4,384,418		4,384,418		—		—
Consumer Durables & Apparel		13,283,803		13,283,803		—		—
Consumer Services		3,360,374		3,360,374		—		—
Diversified Financials		6,719,622		6,719,622		—		—
Energy		5,432,673		5,432,673		—		—
Food & Staples Retailing		3,594,739		3,594,739		—		—
Food, Beverage & Tobacco		2,417,786		2,417,786		—		—
Health Care Equipment & Services		28,814,750		28,814,750		—		—
Insurance		23,396,334		21,318,032		2,078,302		—
Materials		19,595,658		18,141,935		1,453,723		—
Media & Entertainment		4,327,251		4,327,251		—		—
Real Estate		27,031,491		27,031,491		—		—
Retailing		5,164,360		5,164,360		—		—
Semiconductors & Semiconductor Equipment		8,118,391		8,118,391		—		—
Software & Services		7,715,591		7,715,591		—		—
Technology Hardware & Equipment		14,018,653		14,018,653		—		—
Utilities		12,922,305		12,922,305		—		—
Short-Term Investments		813,155		—		813,155		—

Total	$	240,531,750	$	236,186,570	$	4,345,180	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		67

Hartford Small Cap Growth HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9%
		Automobiles & Components - 1.6%
	103,581	Fox Factory Holding Corp.*	$	8,556,826
	101,920	Thor Industries, Inc.		10,857,538

				19,414,364

		Banks - 2.7%
	269,394	First Hawaiian, Inc.		4,644,353
	827,764	MGIC Investment Corp.		6,779,387
	84,509	Seacoast Banking Corp. of Florida*		1,723,984
	423,702	Sterling Bancorp		4,965,787
	236,706	Synovus Financial Corp.		4,859,574
	219,125	Triumph Bancorp, Inc.*		5,318,164
	127,452	Western Alliance Bancorp		4,826,607

				33,117,856

		Capital Goods - 11.1%
	237,734	Aerojet Rocketdyne Holdings, Inc.*		9,423,776
	189,438	Altra Industrial Motion Corp.		6,035,494
	182,942	Applied Industrial Technologies, Inc.		11,413,751
	66,429	Armstrong World Industries, Inc.		5,178,805
	66,057	Axon Enterprise, Inc.*		6,482,173
	161,345	BWX Technologies, Inc.		9,138,581
	59,906	Curtiss-Wright Corp.		5,348,408
	108,123	EnerSys		6,960,959
	129,832	Hexcel Corp.		5,871,003
	152,152	ITT, Inc.		8,937,408
	133,035	John Bean Technologies Corp.		11,443,671
	96,538	Mercury Systems, Inc.*		7,593,679
	179,136	Patrick Industries, Inc.		10,972,080
	283,445	Rexnord Corp.		8,262,422
	232,839	SPX Corp.*		9,581,325
	185,063	SPX FLOW, Inc.*		6,928,759
	46,522	Trex Co., Inc.*		6,051,116

				135,623,410

		Commercial & Professional Services - 3.8%
	153,141	ASGN, Inc.*		10,211,442
	123,648	Clean Harbors, Inc.*		7,416,407
	158,077	Exponent, Inc.		12,793,172
	86,118	Huron Consulting Group, Inc.*		3,810,721
	99,984	Insperity, Inc.		6,471,964
	52,124	MSA Safety, Inc.		5,965,071

				46,668,777

		Consumer Durables & Apparel - 6.6%
	68,944	Carter’s, Inc.		5,563,781
	64,347	Deckers Outdoor Corp.*		12,637,107
	131,854	PVH Corp.		6,335,585
	340,460	Smith & Wesson Brands, Inc.*		7,326,699
	345,901	Steven Madden Ltd.		8,540,296
	123,005	TopBuild Corp.*		13,994,279
	772,552	Under Armour, Inc. Class C*		6,829,360
	346,447	Wolverine World Wide, Inc.		8,248,903
	257,746	YETI Holdings, Inc.*		11,013,486

				80,489,496

		Consumer Services - 3.1%
	80,781	Churchill Downs, Inc.		10,755,990
	91,350	Dunkin’ Brands Group, Inc.		5,958,760
	245,077	Penn National Gaming, Inc.*		7,484,652
	95,176	Wingstop, Inc.		13,226,609

				37,426,011

		Diversified Financials - 1.3%
	141,150	OneMain Holdings, Inc.		3,463,821
	903,195	SLM Corp.		6,349,461
	129,474	Stifel Financial Corp.		6,140,952

				15,954,234


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9% - (continued)
		Food & Staples Retailing - 0.8%
	321,459	Performance Food Group Co.*	$	9,367,315

		Food, Beverage & Tobacco - 2.8%
	15,283	Boston Beer Co., Inc. Class A*		8,201,622
	127,396	Freshpet, Inc.*		10,657,949
	681,332	Hostess Brands, Inc.*		8,325,877
	353,808	Simply Good Foods Co.*		6,573,753

				33,759,201

		Health Care Equipment & Services - 12.3%
	71,360	Addus HomeCare Corp.*		6,605,082
	25,500	Akouos, Inc.*		573,750
	36,290	Amedisys, Inc.*		7,205,017
	163,268	AtriCure, Inc.*		7,338,897
	153,623	Cardiovascular Systems, Inc.*		4,846,806
	223,834	Globus Medical, Inc. Class A*		10,679,120
	65,945	Haemonetics Corp.*		5,906,034
	345,208	HMS Holdings Corp.*		11,181,287
	18,450	ICU Medical, Inc.*		3,400,520
	140,894	Integer Holdings Corp.*		10,292,307
	155,295	Integra LifeSciences Holdings Corp.*		7,297,312
	55,587	iRhythm Technologies, Inc.*		6,441,977
	73,241	LHC Group, Inc.*		12,767,371
	117,736	NuVasive, Inc.*		6,553,186
	197,236	Omnicell, Inc.*		13,928,806
	347,725	OraSure Technologies, Inc.*		4,044,042
	113,985	Providence Service Corp.*		8,994,556
	881,409	R1 RCM, Inc.*		9,827,710
	124,945	Tandem Diabetes Care, Inc.*		12,359,559

				150,243,339

		Household & Personal Products - 0.5%
	320,533	BellRing Brands, Inc. Class A*		6,391,428

		Insurance - 1.5%
	223,003	James River Group Holdings Ltd.		10,035,135
	112,681	Kemper Corp.		8,171,626

				18,206,761

		Materials - 3.1%
	274,723	Axalta Coating Systems Ltd.*		6,195,004
	207,823	Boise Cascade Co.		7,816,223
	587,480	Graphic Packaging Holding Co.		8,218,845
	114,473	Ingevity Corp.*		6,017,845
	344,961	Louisiana-Pacific Corp.		8,848,250

				37,096,167

		Media & Entertainment - 1.1%
	141,892	Cardlytics, Inc.*		9,929,602
	152,891	Cargurus, Inc.*		3,875,787

				13,805,389

		Pharmaceuticals, Biotechnology & Life Sciences - 21.6%
	100,192	ACADIA Pharmaceuticals, Inc.*		4,856,306
	32,735	Acceleron Pharma, Inc.*		3,118,663
	242,687	Adverum Biotechnologies, Inc.*		5,067,305
	525,222	Akebia Therapeutics, Inc.*		7,132,515
	99,448	Allakos, Inc.*⁽¹⁾		7,146,333
	668,446	Amicus Therapeutics, Inc.*		10,080,166
	204,812	Apellis Pharmaceuticals, Inc.*		6,689,160
	79,014	Arena Pharmaceuticals, Inc.*		4,973,931
	132,255	Biohaven Pharmaceutical Holding Co., Ltd.*		9,669,163
	42,548	Blueprint Medicines Corp.*		3,318,744
	147,702	ChemoCentryx, Inc.*		8,498,773
	177,555	Constellation Pharmaceuticals, Inc.*		5,335,528
	271,023	Cytokinetics, Inc.*		6,388,012
	327,304	Dicerna Pharmaceuticals, Inc.*		8,313,522
	66,992	Emergent BioSolutions, Inc.*		5,297,727

The accompanying notes are an integral part of these financial statements.


		68

Hartford Small Cap Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 21.6% - (continued)
	49,100	Forma Therapeutics Holdings, Inc.*	$	2,282,659
	45,500	Generation Bio Co.*		955,500
	15,648	Global Blood Therapeutics, Inc.*		987,858
	361,134	Heron Therapeutics, Inc.*⁽¹⁾		5,312,281
	454,320	ImmunoGen, Inc.*		2,089,872
	304,613	Karyopharm Therapeutics, Inc.*		5,769,370
	112,307	Kodiak Sciences, Inc.*⁽¹⁾		6,078,055
	42,005	Madrigal Pharmaceuticals, Inc.*⁽¹⁾		4,757,066
	189,975	Mersana Therapeutics, Inc.*		4,445,415
	92,551	Mirati Therapeutics, Inc.*		10,566,548
	292,092	Momenta Pharmaceuticals, Inc.*		9,717,901
	112,203	MyoKardia, Inc.*		10,841,054
	204,366	NanoString Technologies, Inc.*		5,998,142
	108,210	Oyster Point Pharma, Inc.*		3,125,105
	105,050	Pacira BioSciences, Inc.*		5,511,973
	120,030	Principia Biopharma, Inc.*		7,176,594
	183,423	PTC Therapeutics, Inc.*		9,306,883
	287,321	Radius Health, Inc.*		3,916,185
	159,444	RAPT Therapeutics, Inc.*		4,627,065
	31,347	Reata Pharmaceuticals, Inc. Class A*		4,890,759
	87,114	REGENXBIO, Inc.*		3,208,409
	52,562	Repligen Corp.*		6,497,189
	250,037	Revance Therapeutics, Inc.*		6,105,903
	228,667	Rhythm Pharmaceuticals, Inc.*		5,099,274
	274,692	Theravance Biopharma, Inc.*		5,765,785
	170,816	Tricida, Inc.*		4,694,024
	104,939	Turning Point Therapeutics, Inc.*		6,778,010
	81,883	Ultragenyx Pharmaceutical, Inc.*		6,404,069
	266,423	Veracyte, Inc.*		6,900,356
	167,628	Y-mAbs Therapeutics, Inc.*		7,241,530

				262,936,682

		Real Estate - 3.0%
	298,772	Columbia Property Trust, Inc. REIT		3,925,864
	61,454	Coresite Realty Corp. REIT		7,439,621
	227,697	Corporate Office Properties Trust REIT		5,769,842
	348,807	Essential Properties Realty Trust, Inc. REIT		5,176,296
	562,905	Independence Realty Trust, Inc. REIT		6,467,779
	57,121	PS Business Parks, Inc. REIT		7,562,820

				36,342,222

		Retailing - 1.4%
	30,080	Core-Mark Holding Co., Inc.		750,646
	174,964	Floor & Decor Holdings, Inc. Class A*		10,086,675
	220,213	Foot Locker, Inc.		6,421,411

				17,258,732

		Semiconductors & Semiconductor Equipment - 4.1%
	307,228	Cohu, Inc.		5,327,334
	113,802	Entegris, Inc.		6,720,008
	193,366	First Solar, Inc.*		9,571,617
	323,404	FormFactor, Inc.*		9,485,439
	53,083	MKS Instruments, Inc.		6,011,119
	178,645	Onto Innovation, Inc.*		6,081,076
	58,349	Power Integrations, Inc.		6,892,767

				50,089,360

		Software & Services - 13.6%
	110,973	Blackbaud, Inc.		6,334,339
	36,912	CACI International, Inc. Class A*		8,005,475
	93,148	Everbridge, Inc.*		12,887,957
	98,423	ExlService Holdings, Inc.*		6,240,018
	133,916	Five9, Inc.*		14,820,484
	182,347	LiveRamp Holdings, Inc.*		7,744,277
	80,088	Manhattan Associates, Inc.*		7,544,290
	364,640	Medallia, Inc.*		9,203,514
	259,018	Mimecast Ltd.*		10,790,690


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9% - (continued)
		Software & Services - 13.6% - (continued)
	42,496	Paylocity Holding Corp.*	$	6,199,741
	70,742	Pegasystems, Inc.		7,156,968
	259,839	Perficient, Inc.*		9,297,039
	141,704	Q2 Holdings, Inc.*		12,156,786
	220,517	Rapid7, Inc.*		11,250,777
	159,152	Science Applications International Corp.		12,362,927
	123,554	Sprout Social, Inc. Class A*⁽¹⁾		3,335,958
	609,403	SVMK, Inc.*		14,345,347
	584,832	Verra Mobility Corp.*		6,012,073

				165,688,660

		Technology Hardware & Equipment - 3.0%
	258,470	CTS Corp.		5,179,739
	144,800	Itron, Inc.*		9,593,000
	129,950	Lumentum Holdings, Inc.*		10,581,829
	320,692	Pure Storage, Inc. Class A*		5,557,592
	48,852	Rogers Corp.*		6,086,959

				36,999,119

		Telecommunication Services - 0.4%
	33,546	Bandwidth, Inc. Class A*		4,260,342

		Transportation - 0.5%
	231,828	Marten Transport Ltd.		5,832,792


		Total Common Stocks (cost $1,016,022,607)	$	1,216,971,657


SHORT-TERM INVESTMENTS - 1.2%
		Repurchase Agreements - 0.7%
	8,766,096	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $8,766,111; collateralized by U.S. Treasury Note at 1.875%, maturing 07/31/2026, with a market value of $8,941,452	$	8,766,096

		Securities Lending Collateral - 0.5%
	290,725	Citibank NA DDCA, 0.08%, 07/01/2020⁽²⁾		290,725
	2,128,297	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%⁽²⁾		2,128,297
	3,395,486	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽²⁾		3,395,486

				5,814,508


		Total Short-Term Investments (cost $14,580,604)	$	14,580,604



Total Investments (cost $1,030,603,211)	101.1	%	$	1,231,552,261
Other Assets and Liabilities	(1.1	)%		(13,600,801	)

Total Net Assets	100.0	%	$	1,217,951,460

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

The accompanying notes are an integral part of these financial statements.


		69

Hartford Small Cap Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

⁽²⁾	Current yield as of period end.

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	19,414,364	$	19,414,364	$	—	$	—
Banks		33,117,856		33,117,856		—		—
Capital Goods		135,623,410		135,623,410		—		—
Commercial & Professional Services		46,668,777		46,668,777		—		—
Consumer Durables & Apparel		80,489,496		80,489,496		—		—
Consumer Services		37,426,011		37,426,011		—		—
Diversified Financials		15,954,234		15,954,234		—		—
Food & Staples Retailing		9,367,315		9,367,315		—		—
Food, Beverage & Tobacco		33,759,201		33,759,201		—		—
Health Care Equipment & Services		150,243,339		150,243,339		—		—
Household & Personal Products		6,391,428		6,391,428		—		—
Insurance		18,206,761		18,206,761		—		—
Materials		37,096,167		37,096,167		—		—
Media & Entertainment		13,805,389		13,805,389		—		—
Pharmaceuticals, Biotechnology & Life Sciences		262,936,682		262,936,682		—		—
Real Estate		36,342,222		36,342,222		—		—
Retailing		17,258,732		17,258,732		—		—
Semiconductors & Semiconductor Equipment		50,089,360		50,089,360		—		—
Software & Services		165,688,660		165,688,660		—		—
Technology Hardware & Equipment		36,999,119		36,999,119		—		—
Telecommunication Services		4,260,342		4,260,342		—		—
Transportation		5,832,792		5,832,792		—		—
Short-Term Investments		14,580,604		5,814,508		8,766,096		—

Total	$	1,231,552,261	$	1,222,786,165	$	8,766,096	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		70

Hartford Small Company HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.6%
		Automobiles & Components - 2.4%
	77,954	Fox Factory Holding Corp.*	$	6,439,780
	38,469	Thor Industries, Inc.		4,098,103

				10,537,883

		Banks - 3.1%
	68,188	Ameris Bancorp		1,608,555
	77,798	BancorpSouth Bank		1,769,127
	384,060	Sterling Bancorp		4,501,183
	140,676	Western Alliance Bancorp		5,327,400

				13,206,265

		Capital Goods - 11.8%
	136,150	Advanced Drainage Systems, Inc.		6,725,810
	90,218	Argan, Inc.		4,274,529
	27,068	Axon Enterprise, Inc.*		2,656,183
	170,480	BMC Stock Holdings, Inc.*		4,285,867
	47,800	Chart Industries, Inc.*		2,317,822
	112,158	Comfort Systems USA, Inc.		4,570,438
	73,643	Curtiss-Wright Corp.		6,574,847
	113,869	ITT, Inc.		6,688,665
	103,305	Kennametal, Inc.		2,965,887
	245,970	Rexnord Corp.		7,170,025
	64,952	Rush Enterprises, Inc. Class A		2,692,910

				50,922,983

		Commercial & Professional Services - 2.8%
	55,691	Tetra Tech, Inc.		4,406,272
	123,943	TriNet Group, Inc.*		7,553,086

				11,959,358

		Consumer Durables & Apparel - 8.3%
	134,377	BRP, Inc.		5,731,017
	27,210	Cavco Industries, Inc.*		5,247,448
	34,302	Polaris Industries, Inc.		3,174,650
	212,575	Skyline Champion Corp.*		5,174,076
	157,299	Steven Madden Ltd.		3,883,712
	252,771	Wolverine World Wide, Inc.		6,018,478
	151,758	YETI Holdings, Inc.*		6,484,619

				35,714,000

		Consumer Services - 5.1%
	118,924	Chegg, Inc.*		7,998,828
	281,225	DraftKings, Inc.*⁽¹⁾⁽²⁾		9,066,694
	81,100	Penn National Gaming, Inc.*		2,476,794
	43,407	Planet Fitness, Inc. Class A*		2,629,162

				22,171,478

		Diversified Financials - 2.9%
	100,714	Ares Management Corp. Class A		3,998,346
	28,910	Hamilton Lane, Inc. Class A		1,947,667
	104,173	Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT		2,964,763
	91,791	PRA Group, Inc.*		3,548,640

				12,459,416

		Food, Beverage & Tobacco - 1.1%
	8,571	Boston Beer Co., Inc. Class A*		4,599,627

		Health Care Equipment & Services - 11.7%
	67,734	1Life Healthcare, Inc.*⁽³⁾		2,460,099
	84,620	Globus Medical, Inc. Class A*		4,037,220
	130,852	Health Catalyst, Inc.		3,816,953
	27,997	Hill-Rom Holdings, Inc.		3,073,511
	22,754	Insulet Corp.*		4,420,192
	30,300	Kangji Medical Holdings Ltd.*		116,501
	32,768	LHC Group, Inc.*		5,712,118
	121,374	Livongo Health, Inc.*⁽³⁾		9,126,111
	55,304	Novocure Ltd.*		3,279,527


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.6% - (continued)
		Health Care Equipment & Services - 11.7% - (continued)
	85,675	Omnicell, Inc.*	$	6,050,368
	86,158	Tandem Diabetes Care, Inc.*		8,522,749

				50,615,349

		Insurance - 0.9%
	83,133	James River Group Holdings Ltd.		3,740,985

		Materials - 0.7%
	57,948	Ingevity Corp.*		3,046,326

		Media & Entertainment - 0.8%
	47,363	Cardlytics, Inc.*		3,314,463

		Pharmaceuticals, Biotechnology & Life Sciences - 17.4%
	61,858	ACADIA Pharmaceuticals, Inc.*		2,998,257
	37,414	Acceleron Pharma, Inc.*		3,564,432
	28,139	Allakos, Inc.*		2,022,069
	293,053	Amicus Therapeutics, Inc.*		4,419,239
	58,857	Apellis Pharmaceuticals, Inc.*		1,922,270
	79,312	Arena Pharmaceuticals, Inc.*		4,992,690
	10,274	Ascendis Pharma A/S ADR*		1,519,525
	60,026	Blueprint Medicines Corp.*		4,682,028
	42,902	ChemoCentryx, Inc.*		2,468,581
	46,682	Constellation Pharmaceuticals, Inc.*		1,402,794
	27,401	CRISPR Therapeutics AG*		2,013,699
	37,886	Global Blood Therapeutics, Inc.*		2,391,743
	133,958	Heron Therapeutics, Inc.*⁽³⁾		1,970,522
	458,162	ImmunoGen, Inc.*		2,107,545
	82,266	Iovance Biotherapeutics, Inc.*		2,258,202
	104,825	Karyopharm Therapeutics, Inc.*		1,985,386
	35,843	Kodiak Sciences, Inc.*		1,939,823
	105,488	Mersana Therapeutics, Inc.*		2,468,419
	37,010	Mirati Therapeutics, Inc.*		4,225,432
	46,990	MyoKardia, Inc.*		4,540,174
	69,855	NanoString Technologies, Inc.*		2,050,244
	26,885	Principia Biopharma, Inc.*		1,607,454
	65,244	PTC Therapeutics, Inc.*		3,310,481
	41,944	RAPT Therapeutics, Inc.*⁽³⁾		1,217,215
	13,572	Reata Pharmaceuticals, Inc. Class A*		2,117,503
	123,569	Revance Therapeutics, Inc.*		3,017,555
	67,732	UroGen Pharma Ltd.*⁽³⁾		1,769,160
	92,815	Y-mAbs Therapeutics, Inc.*		4,009,608

				74,992,050

		Real Estate - 1.5%
	189,911	Essential Properties Realty Trust, Inc. REIT		2,818,279
	88,350	Redfin Corp.*		3,702,749

				6,521,028

		Retailing - 3.9%
	5,016,400	Allstar Co.*^(1)(2)(4)		652,132
	47,737	Five Below, Inc.*		5,103,563
	97,568	Floor & Decor Holdings, Inc. Class A*		5,624,795
	41,573	Ollie’s Bargain Outlet Holdings, Inc.*		4,059,604
	43,094	Tory Burch LLC*^(1)(2)(4)		1,594,048

				17,034,142

		Semiconductors & Semiconductor Equipment - 5.2%
	56,446	ACM Research, Inc. Class A*		3,519,973
	65,082	Entegris, Inc.		3,843,092
	92,664	First Solar, Inc.*		4,586,868
	29,343	MKS Instruments, Inc.		3,322,801
	374,257	Tower Semiconductor Ltd.*		7,144,566

				22,417,300

		Software & Services - 13.6%
	118,132	2U, Inc.*		4,484,291
	23,548	Avalara, Inc.*		3,134,003
	54,873	Endava plc ADR*		2,650,366

The accompanying notes are an integral part of these financial statements.


		71

Hartford Small Company HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.6% - (continued)
		Software & Services - 13.6% - (continued)
	37,645	Five9, Inc.*	$	4,166,172
	19,775	HubSpot, Inc.*		4,436,521
	41,779	j2 Global, Inc.		2,640,851
	122,609	LiveRamp Holdings, Inc.*		5,207,204
	55,057	Manhattan Associates, Inc.*		5,186,369
	79,279	Mimecast Ltd.*		3,302,763
	173,101	PagerDuty, Inc.*⁽³⁾		4,954,151
	35,327	Paylocity Holding Corp.*		5,153,856
	95,491	Perficient, Inc.*		3,416,668
	46,530	Q2 Holdings, Inc.*		3,991,809
	117,950	Rapid7, Inc.*		6,017,809

				58,742,833

		Technology Hardware & Equipment - 3.1%
	100,461	II-VI, Inc.*		4,743,768
	27,151	Lumentum Holdings, Inc.*		2,210,906
	58,440	Novanta, Inc.*		6,239,639

				13,194,313

		Telecommunication Services - 1.3%
	45,925	Bandwidth, Inc. Class A*		5,832,475

		Transportation - 1.0%
	42,600	Saia, Inc.*		4,736,269

		Total Common Stocks (cost $351,993,196)	$	425,758,543


CONVERTIBLE PREFERRED STOCKS - 1.6%
		Retailing - 0.7%
	74,004	Honest Co., Inc. Series E*^(1)(2)(4)	$	2,986,801

		Software & Services - 0.9%
	410,300	MarkLogic Corp. Series F*^(1)(2)(4)		3,811,687

		Total Convertible Preferred Stocks (cost $8,151,359)	$	6,798,488


WARRANTS - 0.0%
		Consumer Services - 0.0%
	1,972	DraftKings, Inc. Expires 4/23/25*⁽¹⁾⁽²⁾	$	41,590


ESCROWS - 0.0%⁽⁵⁾
		Software & Services - 0.0%
	157,023	Veracode, Inc.*^(1)(2)(4)	$	85,420


		Total Escrows (cost $—)	$	85,420


		Total Long-Term Investments (cost $360,144,555)	$	432,684,041


SHORT-TERM INVESTMENTS - 1.2%
		Securities Lending Collateral - 1.2%
	265,981	Citibank NA DDCA, 0.08%, 7/1/2020⁽⁶⁾	$	265,981
	1,947,149	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%⁽⁶⁾		1,947,149
	3,106,483	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽⁶⁾		3,106,483

				5,319,613


		Total Short-Term Investments (cost $5,319,613)	$	5,319,613



Total Investments (cost $365,464,168)	101.4	%	$	438,003,654
Other Assets and Liabilities	(1.4	)%		(6,344,695	)

Total Net Assets	100.0	%	$	431,658,959

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾

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, 2020, the aggregate fair value of these securities was $18,238,372, which represented 4.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽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 $18,238,372 or 4.2% of net assets.


Period Acquired		Security Name	Shares/ Par Value		Base Total Cost		Base Market Value
	08/2011	Allstar Co.		5,016,400	$	2,182,229	$	652,132
	07/2015	DraftKings, Inc.		281,225		2,958,837		9,066,694
	04/2020	DraftKings, Inc. Warrants		1,972		—		41,590
	08/2015	Honest Co., Inc. Series E Convertible Preferred		74,004		3,386,053		2,986,801
	04/2015	MarkLogic Corp. Series F Convertible Preferred		410,300		4,765,306		3,811,687
	11/2013	Tory Burch LLC		43,094		3,377,559		1,594,048
	04/2017	Veracode, Inc.		157,023		—		85,420

					$	16,669,984	$	18,238,372

⁽³⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

⁽⁴⁾	Investment valued using significant unobservable inputs.

⁽⁵⁾	Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

⁽⁶⁾	Current yield as of period end.

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.


		72

Hartford Small Company HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	10,537,883	$	10,537,883	$	—	$	—
Banks		13,206,265		13,206,265		—		—
Capital Goods		50,922,983		50,922,983		—		—
Commercial & Professional Services		11,959,358		11,959,358		—		—
Consumer Durables & Apparel		35,714,000		35,714,000		—		—
Consumer Services		22,171,478		13,104,784		9,066,694		—
Diversified Financials		12,459,416		12,459,416		—		—
Food, Beverage & Tobacco		4,599,627		4,599,627		—		—
Health Care Equipment & Services		50,615,349		50,615,349		—		—
Insurance		3,740,985		3,740,985		—		—
Materials		3,046,326		3,046,326		—		—
Media & Entertainment		3,314,463		3,314,463		—		—
Pharmaceuticals, Biotechnology & Life Sciences		74,992,050		74,992,050		—		—
Real Estate		6,521,028		6,521,028		—		—
Retailing		17,034,142		14,787,962		—		2,246,180
Semiconductors & Semiconductor Equipment		22,417,300		22,417,300		—		—
Software & Services		58,742,833		58,742,833		—		—
Technology Hardware & Equipment		13,194,313		13,194,313		—		—
Telecommunication Services		5,832,475		5,832,475		—		—
Transportation		4,736,269		4,736,269		—		—
Convertible Preferred Stocks		6,798,488		—		—		6,798,488
Warrants		41,590		—		41,590		—
Escrows		85,420		—		—		85,420
Short-Term Investments		5,319,613		5,319,613		—		—

Total	$	438,003,654	$	419,765,282	$	9,108,284	$	9,130,088

⁽¹⁾	For the six-month period ended June 30, 2020, investments valued at $3,113,195 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 in to Level 3.


	Common Stocks			Convertible Preferred Stocks			Escrows		Total
Beginning balance	$	7,916,558		$	6,811,247		$	85,420	$	14,813,225
Purchases		—			—			—		—
Sales		—			—			—		—
Accrued discounts/(premiums)		—			—			—		—
Total realized gain/(loss)		—			—			—		—
Net change in unrealized appreciation/depreciation		(2,557,183	)		(12,759	)		—		(2,569,942	)
Transfers into Level 3		—			—			—		—
Transfers out of Level 3		(3,113,195	)		—			—		(3,113,195	)

Ending balance	$	2,246,180		$	6,798,488		$	85,420	$	9,130,088

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at June 30, 2020 was $(2,569,941).

The accompanying notes are an integral part of these financial statements.


		73

Hartford Stock HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.2%
		Banks - 1.8%
	220,276	PNC Financial Services Group, Inc.	$	23,175,238

		Capital Goods - 12.2%
	132,880	3M Co.		20,727,951
	139,396	Deere & Co.		21,906,081
	211,959	General Dynamics Corp.		31,679,392
	189,581	Honeywell International, Inc.		27,411,517
	66,889	Lockheed Martin Corp.		24,409,134
	75,024	Northrop Grumman Corp.		23,065,379
	198,730	Raytheon Technologies Corp.		12,245,743

				161,445,197

		Consumer Durables & Apparel - 3.2%
	429,165	NIKE, Inc. Class B		42,079,628

		Consumer Services - 3.9%
	276,661	McDonald’s Corp.		51,035,655

		Diversified Financials - 2.8%
	394,922	American Express Co.		37,596,574

		Food & Staples Retailing - 1.4%
	61,745	Costco Wholesale Corp.		18,721,701

		Food, Beverage & Tobacco - 8.5%
	1,030,920	Coca-Cola Co.		46,061,505
	964,173	Diageo plc		32,046,552
	262,227	PepsiCo., Inc.		34,682,143

				112,790,200

		Health Care Equipment & Services - 11.4%
	313,364	Baxter International, Inc.		26,980,640
	180,324	Danaher Corp.		31,886,693
	426,824	Medtronic plc		39,139,761
	179,325	UnitedHealth Group, Inc.		52,891,909

				150,899,003

		Household & Personal Products - 6.5%
	579,716	Colgate-Palmolive Co.		42,469,994
	358,958	Procter & Gamble Co.		42,920,608

				85,390,602

		Insurance - 5.3%
	261,643	Chubb Ltd.		33,129,237
	339,579	Marsh & McLennan Cos., Inc.		36,460,597

				69,589,834

		Materials - 5.4%
	181,518	Ecolab, Inc.		36,113,006
	169,295	Linde plc		35,909,163

				72,022,169

		Media & Entertainment - 1.0%
	339,143	Comcast Corp. Class A		13,219,794

		Pharmaceuticals, Biotechnology & Life Sciences - 7.8%
	96,284	Amgen, Inc.		22,709,544
	306,696	Johnson & Johnson		43,130,658
	474,535	Merck & Co., Inc.		36,695,792

				102,535,994

		Real Estate - 3.8%
	100,211	American Tower Corp. REIT		25,908,552
	130,105	Public Storage REIT		24,965,848

				50,874,400

		Retailing - 5.3%
	9,440,100	Allstar Co.*^(1)(2)(3)		1,227,213
	124,417	Home Depot, Inc.		31,167,703
	747,234	TJX Cos., Inc.		37,780,151

				70,175,067


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.2% - (continued)
		Software & Services - 10.2%
	147,173	Accenture plc Class A	$	31,600,986
	146,394	Automatic Data Processing, Inc.		21,796,603
	238,302	Microsoft Corp.		48,496,840
	172,146	Visa, Inc. Class A		33,253,443

				135,147,872

		Transportation - 7.7%
	371,297	Canadian National Railway Co.		32,849,501
	238,453	Union Pacific Corp.		40,315,249
	251,306	United Parcel Service, Inc. Class B		27,940,201


				101,104,951

		Total Common Stocks (cost $933,148,385)	$	1,297,803,879


SHORT-TERM INVESTMENTS - 1.2%
		Repurchase Agreements - 1.2%
$	15,731,492	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $15,731,518; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $16,046,170	$	15,731,492


		Total Short-Term Investments (cost $15,731,492)	$	15,731,492



Total Investments (cost $948,879,877)	99.4	%	$	1,313,535,371
Other Assets and Liabilities	0.6	%		7,848,157

Total Net Assets	100.0	%	$	1,321,383,528

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾	Investment valued using significant unobservable inputs.

⁽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, 2020, the aggregate fair value of this security was $1,227,213, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

The accompanying notes are an integral part of these financial statements.


		74

Hartford Stock HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

⁽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 $1,227,213 or 0.1% of net assets.


Period Acquired		Security Name	Shares/ Par Value		Base Total Cost		Base Market Value
	08/2011	Allstar Co.		9,440,100	$	4,106,619	$	1,227,213

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Banks	$	23,175,238	$	23,175,238	$	—	$	—
Capital Goods		161,445,197		161,445,197		—		—
Consumer Durables & Apparel		42,079,628		42,079,628		—		—
Consumer Services		51,035,655		51,035,655		—		—
Diversified Financials		37,596,574		37,596,574		—		—
Food & Staples Retailing		18,721,701		18,721,701		—		—
Food, Beverage & Tobacco		112,790,200		80,743,648		32,046,552		—
Health Care Equipment & Services		150,899,003		150,899,003		—		—
Household & Personal Products		85,390,602		85,390,602		—		—
Insurance		69,589,834		69,589,834		—		—
Materials		72,022,169		72,022,169		—		—
Media & Entertainment		13,219,794		13,219,794		—		—
Pharmaceuticals, Biotechnology & Life Sciences		102,535,994		102,535,994		—		—
Real Estate		50,874,400		50,874,400		—		—
Retailing		70,175,067		68,947,854		—		1,227,213
Software & Services		135,147,872		135,147,872		—		—
Transportation		101,104,951		101,104,951		—		—
Short-Term Investments		15,731,492		—		15,731,492		—

Total	$	1,313,535,371	$	1,264,530,114	$	47,778,044	$	1,227,213

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		75

Hartford Total Return Bond HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2%
		Asset-Backed - Automobile - 0.9%
$	2,375,000	AmeriCredit Automobile Receivables Trust 2.58%, 09/18/2025	$	2,359,423
	67,465	CIG Automobile Receivables Trust 2.71%, 05/15/2023⁽¹⁾		67,581
	683,382	Credit Acceptance Auto Loan Trust 2.65%, 06/15/2026⁽¹⁾		685,306
	2,045,000	Drive Auto Receivables Trust 2.70%, 02/16/2027		2,049,397
		Exeter Automobile Receivables Trust
	4,595,000	2.58%, 09/15/2025⁽¹⁾		4,583,795
	1,390,000	2.73%, 12/15/2025⁽¹⁾		1,388,202
		Westlake Automobile Receivables Trust
	3,365,000	2.72%, 11/15/2024⁽¹⁾		3,373,277
	4,810,000	3.28%, 12/15/2022⁽¹⁾		4,858,549

				19,365,530

		Asset-Backed - Finance & Insurance - 4.4%
	2,166,660	Avery Point CLO Ltd. 2.09%, 04/25/2026, 3 mo. USD LIBOR + 1.100%⁽¹⁾⁽²⁾		2,155,041
	224,832	Babson CLO Ltd. 2.29%, 07/20/2025, 3 mo. USD LIBOR + 1.150%⁽¹⁾⁽²⁾		224,052
		Bayview Koitere Fund Trust
	4,512,802	3.50%, 07/28/2057⁽¹⁾⁽³⁾		4,658,857
	1,811,086	4.00%, 11/28/2053⁽¹⁾⁽³⁾		1,874,987
	3,078,883	Bayview Mortgage Fund Trust 3.50%, 01/28/2058⁽¹⁾⁽³⁾		3,114,537
		Bayview Opportunity Master Fund Trust
	1,983,913	3.50%, 01/28/2055⁽¹⁾⁽³⁾		2,022,221
	2,359,474	3.50%, 06/28/2057⁽¹⁾⁽³⁾		2,430,996
	3,648,702	4.00%, 10/28/2064⁽¹⁾⁽³⁾		3,780,784
	404,837	Bellemeade Re Ltd. 1.29%, 07/25/2029, 1 mo. USD LIBOR + 1.100%⁽¹⁾⁽²⁾		403,344
	6,185,282	Carlyle Global Market Strategies CLO Ltd. 1.77%, 04/27/2027, 3 mo. USD LIBOR + 0.780%⁽¹⁾⁽²⁾		6,116,471
	4,175,000	Cirrus Funding Ltd. 4.80%, 01/25/2037⁽¹⁾		4,423,304
	3,217,688	Domino’s Pizza Master Issuer LLC 4.12%, 07/25/2048⁽¹⁾		3,425,357
	1,015,179	Eagle RE Ltd. 1.89%, 11/25/2028, 1 mo. USD LIBOR + 1.700%⁽¹⁾⁽²⁾		982,319
	1,124,539	Fieldstone Mortgage Investment Trust 0.46%, 05/25/2036, 1 mo. USD LIBOR + 0.270%⁽²⁾		839,384
	3,267,261	First Franklin Mortgage Loan Trust 0.43%, 04/25/2036, 1 mo. USD LIBOR + 0.240%⁽²⁾		2,676,283
	3,170,685	GSAMP Trust 0.28%, 01/25/2037, 1 mo. USD LIBOR + 0.090%⁽²⁾		1,981,105
	2,339,302	Madison Park Funding Ltd. 2.40%, 07/20/2026, 3 mo. USD LIBOR + 1.260%⁽¹⁾⁽²⁾		2,337,407
	3,426,399	MFA Trust 3.35%, 11/25/2047⁽¹⁾⁽⁴⁾		3,432,447
		NRZ Excess Spread-Collateralized Notes
	2,998,165	3.19%, 01/25/2023⁽¹⁾		3,014,832
	1,895,217	3.27%, 02/25/2023⁽¹⁾		1,906,013
	2,602,592	OCP CLO Ltd. 1.99%, 04/17/2027, 3 mo. USD LIBOR + 0.850%⁽¹⁾⁽²⁾		2,578,380
	3,601,968	OneMain Financial Issuance Trust 2.37%, 09/14/2032⁽¹⁾		3,612,627
		Pretium Mortgage Credit Partners LLC
	2,806,764	3.72%, 01/25/2059⁽¹⁾⁽⁴⁾		2,782,900
	598,567	3.72%, 02/27/2060⁽¹⁾⁽⁴⁾		599,147
	1,095,105	Seasoned Credit Risk Transfer Trust 3.50%, 08/25/2058		1,260,203
	412,250	Securitized Asset-Backed Receivables LLC Trust 0.28%, 07/25/2036, 1 mo. USD LIBOR + 0.090%⁽²⁾		187,007


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued)
		Asset-Backed - Finance & Insurance - 4.5% - (continued)
		SoFi Consumer Loan Program LLC
$	421,953	2.50%, 05/26/2026⁽¹⁾	$	425,996
	196,426	2.77%, 05/25/2026⁽¹⁾		197,583
	71,622	3.05%, 12/26/2025⁽¹⁾		71,699
	93,155	3.09%, 10/27/2025⁽¹⁾		93,322
	198,311	3.28%, 01/26/2026⁽¹⁾		199,023
	8,130,000	Springleaf Funding Trust 2.68%, 07/15/2030⁽¹⁾		8,122,665
	7,467,351	Symphony CLO Ltd. 2.26%, 07/14/2026, 3 mo. USD LIBOR + 0.950%⁽¹⁾⁽²⁾		7,382,455
	7,550,000	Voya CLO Ltd. 2.04%, 01/18/2029, 3 mo. USD LIBOR + 0.900%⁽¹⁾⁽²⁾		7,417,807
	2,028,000	Wendy’s Funding LLC 3.88%, 03/15/2048⁽¹⁾		2,141,893
	1,791,900	Wingstop Funding LLC 4.97%, 12/05/2048⁽¹⁾		1,867,877

				90,740,325

		Asset-Backed - Home Equity - 1.2%
	2,780,000	CPT Mortgage Trust 2.87%, 11/13/2039⁽¹⁾		3,025,760
		GSAA Home Equity Trust
	5,357,086	0.27%, 02/25/2037, 1 mo. USD LIBOR + 0.080%⁽²⁾		2,220,872
	2,340,296	0.37%, 11/25/2036, 1 mo. USD LIBOR + 0.180%⁽²⁾		892,570
	586,975	5.99%, 06/25/2036⁽³⁾		240,933
		Legacy Mortgage Asset Trust
	3,498,286	3.00%, 06/25/2059⁽¹⁾⁽⁴⁾		3,495,671
	4,366,516	3.25%, 11/25/2059⁽¹⁾⁽⁴⁾		4,343,027
	6,758,939	4.00%, 03/25/2058⁽¹⁾⁽⁴⁾		6,923,817
	81,009	Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 0.34%, 06/25/2036, 1 mo. USD LIBOR + 0.150%⁽²⁾		68,753
	1,370,730	Morgan Stanley Mortgage Loan Trust 0.36%, 11/25/2036, 1 mo. USD LIBOR + 0.170%⁽²⁾		535,546
		Soundview Home Loan Trust
	2,488,875	0.37%, 07/25/2037, 1 mo. USD LIBOR + 0.180%⁽²⁾		2,296,193
	435,000	0.44%, 11/25/2036, 1 mo. USD LIBOR + 0.250%⁽²⁾		383,096

				24,426,238

		Commercial Mortgage - Backed Securities - 5.9%
		Banc of America Commercial Mortgage Trust
	39,679,267	0.88%, 11/15/2050⁽³⁾⁽⁵⁾		1,700,800
	4,661,812	0.95%, 11/15/2054⁽³⁾⁽⁵⁾		211,853
		BBCMS Mortgage Trust
	8,553,000	1.04%, 08/15/2036, 1 mo. USD LIBOR + 0.850%⁽¹⁾⁽²⁾		8,167,644
	28,515,798	1.66%, 02/15/2050⁽³⁾⁽⁵⁾		1,822,770
		Benchmark Mortgage Trust
	11,934,045	0.66%, 01/15/2051⁽³⁾⁽⁵⁾		357,398
	20,204,033	0.69%, 07/15/2051⁽³⁾⁽⁵⁾		606,547
	8,969,204	1.21%, 08/15/2052⁽³⁾⁽⁵⁾		589,687
	5,068,400	BX Commercial Mortgage Trust 1.11%, 10/15/2036, 1 mo. USD LIBOR + 0.920%⁽¹⁾⁽²⁾		5,029,821
	2,920,000	CAMB Commercial Mortgage Trust 2.74%, 12/15/2037, 1 mo. USD LIBOR + 2.550%⁽¹⁾⁽²⁾		2,759,984
	3,855,000	CD Commercial Mortgage Trust 2.46%, 08/10/2049		4,021,358
		Citigroup Commercial Mortgage Trust
	19,965,440	1.09%, 07/10/2047⁽³⁾⁽⁵⁾		635,177
	21,764,910	1.19%, 04/10/2048⁽³⁾⁽⁵⁾		909,593
		Commercial Mortgage Trust
	7,138,842	0.73%, 02/10/2047⁽³⁾⁽⁵⁾		127,173
	3,934,414	0.82%, 08/10/2046⁽³⁾⁽⁵⁾		70,707

The accompanying notes are an integral part of these financial statements.


		76

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued)
		Commercial Mortgage - Backed Securities - 5.9% - (continued)
$	4,475,000	1.09%, 10/15/2036, 1 mo. USD LIBOR + 0.900%⁽¹⁾⁽²⁾	$	4,371,719
	519,192	1.85%, 07/10/2046^(1)(3)(5)		23
	948,544	2.82%, 10/15/2045		964,341
	1,659,863	2.85%, 10/15/2045		1,692,407
	1,145,000	3.10%, 03/10/2046		1,174,479
	568,061	3.21%, 03/10/2046		591,613
	6,780,000	3.42%, 03/10/2031⁽¹⁾		7,203,530
	1,260,000	3.61%, 06/10/2046⁽³⁾		1,336,265
	1,032,661	4.02%, 07/10/2045		1,094,317
	630,000	4.07%, 02/10/2047⁽³⁾		686,013
	1,045,000	4.21%, 08/10/2046⁽³⁾		1,130,747
	535,000	4.24%, 02/10/2047⁽³⁾		580,713
	615,085	4.36%, 07/10/2045⁽³⁾		656,713
	720,000	4.75%, 10/15/2045⁽¹⁾⁽³⁾		36,000
	1,920,000	4.75%, 10/15/2045⁽¹⁾⁽³⁾		1,019,078
	47,661	Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037		46,441
		CSAIL Commercial Mortgage Trust
	59,114,040	0.89%, 06/15/2057⁽³⁾⁽⁵⁾		1,665,047
	3,230,929	1.07%, 11/15/2048⁽³⁾⁽⁵⁾		103,927
	8,690,183	2.06%, 01/15/2049⁽³⁾⁽⁵⁾		644,858
	4,637,261	DBUBS Mortgage Trust 0.87%, 11/10/2046^(1)(3)(5)		583
	2,904,211	Four Times Square Trust Commercial Mortgage Pass-Through Certificates 5.40%, 12/13/2028⁽¹⁾		2,930,087
	4,340,000	GS Mortgage Securities Corp. 2.95%, 11/05/2034⁽¹⁾		4,313,847
		GS Mortgage Securities Trust
	44,165,973	0.11%, 07/10/2046⁽³⁾⁽⁵⁾		103,609
	6,262,910	1.49%, 08/10/2044^(1)(3)(5)		58,859
	1,580,166	3.67%, 04/10/2047⁽¹⁾		559,695
	785,121	4.07%, 01/10/2047		848,361
	2,215,000	5.13%, 04/10/2047⁽¹⁾⁽³⁾		1,750,803
		JP Morgan Chase Commercial Mortgage Securities Trust
	2,185,000	2.73%, 10/15/2045⁽¹⁾⁽³⁾		1,140,483
	1,400,000	2.81%, 01/16/2037⁽¹⁾		1,422,593
	608,397	2.84%, 12/15/2047		623,344
	1,290,924	4.57%, 12/15/2047⁽¹⁾⁽³⁾		983,715
		JPMBB Commercial Mortgage Securities Trust
	20,611,234	0.78%, 09/15/2047⁽³⁾⁽⁵⁾		434,458
	5,615,877	0.84%, 05/15/2048⁽³⁾⁽⁵⁾		129,969
	855,054	3.36%, 07/15/2045		893,100
		Morgan Stanley Bank of America Merrill Lynch Trust
	10,881,974	1.15%, 12/15/2047⁽³⁾⁽⁵⁾		362,568
	1,500,885	1.17%, 10/15/2048⁽³⁾⁽⁵⁾		60,030
	1,530,000	3.13%, 12/15/2048		1,581,833
	1,320,000	3.18%, 08/15/2045		1,349,146
	795,172	4.26%, 10/15/2046⁽³⁾		850,983
		Morgan Stanley Capital Trust
	9,933,044	0.65%, 09/15/2047^(1)(3)(5)		3,806
	8,118,507	1.59%, 06/15/2050⁽³⁾⁽⁵⁾		518,451
	4,920,000	3.47%, 08/11/2033⁽¹⁾		5,029,822
	1,460,000	5.42%, 07/15/2049⁽¹⁾⁽³⁾		921,245
	82,680	5.77%, 10/12/2052⁽¹⁾⁽³⁾		18,630
	2,475,000	MTRO Commercial Mortgage Trust 1.99%, 12/15/2033, 1 mo. USD LIBOR + 1.800%⁽¹⁾⁽²⁾		2,332,575
	1,370,000	Natixis Commercial Mortgage Securities Trust 2.91%, 10/15/2036⁽¹⁾		1,337,239
	791,098	Oaktown Re II Ltd. 1.74%, 07/25/2028, 1 mo. USD LIBOR + 1.550%⁽¹⁾⁽²⁾		787,096
	790,000	SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043⁽¹⁾⁽³⁾		845,089


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued)
		Commercial Mortgage - Backed Securities - 5.9% - (continued)
$	5,410,000	SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037⁽¹⁾	$	5,413,679
	5,750,228	Stanwich Mortgage Loan Trust 3.48%, 11/16/2024⁽¹⁾⁽⁴⁾		5,771,251
	4,611,958	UBS Commercial Mortgage Trust 1.23%, 08/15/2050⁽³⁾⁽⁵⁾		259,689
		UBS-Barclays Commercial Mortgage Trust
	790,000	2.85%, 12/10/2045		812,788
	2,260,736	3.09%, 08/10/2049		2,329,729
	2,065,000	3.19%, 03/10/2046		2,138,069
	775,000	3.24%, 04/10/2046		804,297
		Wells Fargo Commercial Mortgage Trust
	16,709,361	1.25%, 05/15/2048⁽³⁾⁽⁵⁾		679,337
	1,036,612	2.92%, 10/15/2045		1,065,846
	3,085,000	2.94%, 10/15/2049		3,311,568
	430,000	4.30%, 05/15/2048⁽³⁾		334,323
		Wells Fargo N.A.
	20,134,482	0.72%, 11/15/2062⁽³⁾⁽⁵⁾		944,186
	9,813,031	0.77%, 11/15/2062⁽³⁾⁽⁵⁾		479,614
	35,540,132	0.89%, 01/15/2063⁽³⁾⁽⁵⁾		2,306,242
	19,828,343	0.96%, 09/15/2062⁽³⁾⁽⁵⁾		1,258,356
	12,813,436	1.05%, 05/15/2062⁽³⁾⁽⁵⁾		839,115
		WF-RBS Commercial Mortgage Trust
	255,115	2.88%, 12/15/2045		261,574
	1,215,000	3.00%, 08/15/2045		1,237,516
	1,150,000	3.07%, 03/15/2045		1,188,554
	450,000	3.35%, 05/15/2045		460,034
	977,717	3.72%, 05/15/2047		1,034,266
	230,000	4.05%, 03/15/2047		247,393
	1,095,000	4.15%, 08/15/2046⁽³⁾		1,158,719
	710,000	5.00%, 06/15/2044⁽¹⁾⁽³⁾		348,254
	790,000	5.77%, 04/15/2045⁽¹⁾⁽³⁾		764,765

				119,649,926

		Other Asset - Backed Securities - 3.2%
	946,434	AASET Trust 3.35%, 01/16/2040⁽¹⁾		833,645
	1,442,750	Domino’s Pizza Master Issuer LLC 3.67%, 10/25/2049⁽¹⁾		1,511,411
	5,615,424	Galaxy CLO Ltd. 1.18%, 11/15/2026, 3 mo. USD LIBOR + 0.790%⁽¹⁾⁽²⁾		5,521,562
	2,976,704	OnDeck Asset Securitization Trust LLC 2.65%, 11/18/2024⁽¹⁾		2,977,394
		Pretium Mortgage Credit Partners LLC
	4,415,152	2.86%, 05/27/2059⁽¹⁾⁽⁴⁾		4,342,271
	3,457,508	3.11%, 07/27/2059⁽¹⁾⁽⁴⁾		3,436,283
	583,117	Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040⁽¹⁾		482,111
	5,527,329	Seasoned Credit Risk Transfer Trust 3.50%, 03/25/2058		6,255,879
		Towd Point Mortgage Trust
	4,164,834	0.79%, 02/25/2057, 1 mo. USD LIBOR + 0.600%⁽¹⁾⁽²⁾		4,127,420
	2,134,086	2.25%, 04/25/2056⁽¹⁾⁽³⁾		2,146,234
	480,402	2.75%, 02/25/2055⁽¹⁾⁽³⁾		486,103
	2,047,041	2.75%, 08/25/2055⁽¹⁾⁽³⁾		2,094,099
	5,564,863	2.75%, 10/25/2056⁽¹⁾⁽³⁾		5,694,025
	1,420,523	2.75%, 04/25/2057⁽¹⁾⁽³⁾		1,445,495
	4,176,422	2.75%, 06/25/2057⁽¹⁾⁽³⁾		4,299,502
	2,734,692	2.75%, 07/25/2057⁽¹⁾⁽³⁾		2,799,943
	272,830	3.00%, 03/25/2054⁽¹⁾⁽³⁾		274,887
	2,148,865	Vericrest Opportunity Loan Trust 3.35%, 08/25/2049⁽¹⁾⁽⁴⁾		2,149,269
	2,230,732	VOLT LXIV LLC 3.38%, 10/25/2047⁽¹⁾⁽⁴⁾		2,229,389
	4,178,070	VOLT LXXX LLC 3.23%, 10/25/2049⁽¹⁾⁽⁴⁾		4,158,590
	1,723,731	VOLT LXXXIII LLC 3.33%, 11/26/2049⁽¹⁾⁽⁴⁾		1,720,693
	5,963,660	VOLT LXXXIV LLC 3.43%, 12/27/2049⁽¹⁾⁽⁴⁾		5,947,675

				64,933,880

The accompanying notes are an integral part of these financial statements.


		77

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued)
		Whole Loan Collateral CMO - 8.6%
		Alternative Loan Trust
$	880,401	0.51%, 11/25/2035, 1 mo. USD LIBOR + 0.320%⁽²⁾	$	750,178
	198,364	0.73%, 01/25/2036, 1 mo. USD LIBOR + 0.540%⁽²⁾		184,200
	847,076	5.75%, 05/25/2036		583,183
	1,140,943	Angel Oak Mortgage Trust LLC 3.63%, 03/25/2049⁽¹⁾⁽³⁾		1,168,981
	5,567,221	Arroyo Mortgage Trust 3.35%, 04/25/2049⁽¹⁾⁽³⁾		5,697,955
		Banc of America Funding Trust
	1,055,429	0.49%, 05/20/2047, 1 mo. USD LIBOR + 0.300%⁽²⁾		1,074,526
	3,369,904	5.77%, 05/25/2037⁽³⁾		3,276,440
	132,885	5.85%, 01/25/2037⁽⁴⁾		137,289
	813,520	BCAP LLC Trust 0.37%, 03/25/2037, 1 mo. USD LIBOR + 0.180%⁽²⁾		725,309
	246,130	Bear Stearns Adjustable Rate Mortgage Trust 4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%⁽²⁾		242,494
	935,330	Bear Stearns Alt-A Trust 0.69%, 01/25/2036, 1 mo. USD LIBOR + 0.500%⁽²⁾		1,068,630
	379,006	Bear Stearns Mortgage Funding Trust 0.37%, 10/25/2036, 1 mo. USD LIBOR + 0.180%⁽²⁾		338,234
		Bellemeade Re Ltd.
	210,576	1.49%, 03/25/2029, 1 mo. USD LIBOR + 1.300%⁽¹⁾⁽²⁾		209,703
	1,851,116	1.59%, 10/25/2029, 1 mo. USD LIBOR + 1.400%⁽¹⁾⁽²⁾		1,844,732
		CHL Mortgage Pass-Through Trust
	432,219	3.40%, 11/20/2035⁽³⁾		358,411
	1,719,825	3.77%, 09/25/2047⁽³⁾		1,555,387
	4,024,849	CIM Trust 3.00%, 04/25/2057⁽¹⁾⁽³⁾		4,087,370
	1,696,043	Citigroup Mortgage Loan Trust 3.23%, 11/25/2070⁽¹⁾⁽⁴⁾		1,700,039
	4,485,000	Colombia Cent CLO Ltd. 2.14%, 10/25/2028, 3 mo. USD LIBOR + 1.150%⁽¹⁾⁽²⁾		4,424,466
	1,884,048	COLT Mortgage Loan Trust 3.34%, 05/25/2049⁽¹⁾⁽³⁾		1,906,318
		Connecticut Avenue Securities Trust
	2,409,494	2.19%, 07/25/2039, 1 mo. USD LIBOR + 2.000%⁽¹⁾⁽²⁾		2,356,683
	2,767,645	2.29%, 06/25/2039, 1 mo. USD LIBOR + 2.100%⁽¹⁾⁽²⁾		2,686,797
	1,555,510	2.34%, 09/25/2031, 1 mo. USD LIBOR + 2.150%⁽¹⁾⁽²⁾		1,536,012
	1,335,374	2.34%, 11/25/2039, 1 mo. USD LIBOR + 2.150%⁽¹⁾⁽²⁾		1,223,202
	1,615,435	2.49%, 08/25/2031, 1 mo. USD LIBOR + 2.300%⁽¹⁾⁽²⁾		1,591,135
	1,678,753	Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035		1,556,594
	2,200,325	CSMC Trust 3.25%, 04/25/2047⁽¹⁾⁽³⁾		2,268,326
	585,124	Deephaven Residential Mortgage Trust 2.45%, 06/25/2047⁽¹⁾⁽³⁾		584,702
		Fannie Mae Connecticut Avenue Securities
	1,776,808	3.74%, 07/25/2029, 1 mo. USD LIBOR + 3.550%⁽²⁾		1,806,428
	2,696,278	4.54%, 05/25/2029, 1 mo. USD LIBOR + 4.350%⁽²⁾		2,789,230
	1,001,402	5.09%, 11/25/2024, 1 mo. USD LIBOR + 4.900%⁽²⁾		1,028,323
	500,076	5.89%, 04/25/2028, 1 mo. USD LIBOR + 5.700%⁽²⁾		525,546
	409,704	6.19%, 09/25/2028, 1 mo. USD LIBOR + 6.000%⁽²⁾		424,849


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued)
		Whole Loan Collateral CMO - 8.6% - (continued)
$	25,347	GMACM Mortgage Loan Trust 3.74%, 04/19/2036⁽³⁾	$	21,377
		GSR Mortgage Loan Trust
	1,032,502	0.49%, 01/25/2037, 1 mo. USD LIBOR + 0.300%⁽²⁾		322,491
	1,527,549	3.85%, 01/25/2036⁽³⁾		1,480,197
		HarborView Mortgage Loan Trust
	931,504	0.38%, 01/19/2038, 1 mo. USD LIBOR + 0.190%⁽²⁾		818,770
	3,209,100	0.43%, 12/19/2036, 1 mo. USD LIBOR + 0.240%⁽²⁾		2,851,527
	905,561	Home Re Ltd. 1.79%, 10/25/2028, 1 mo. USD LIBOR + 1.600%⁽¹⁾⁽²⁾		902,938
	1,057,409	IndyMac Index Mortgage Loan Trust 3.50%, 03/25/2036⁽³⁾		893,594
	223,985	JP Morgan Mortgage Trust 3.94%, 04/25/2037⁽³⁾		196,384
	2,735,000	LCM XX L.P. 2.18%, 10/20/2027, 3 mo. USD LIBOR + 1.040%⁽¹⁾⁽²⁾		2,693,031
	1,045,800	Lehman XS Trust 0.40%, 07/25/2046, 1 mo. USD LIBOR + 0.210%⁽²⁾		989,160
		LSTAR Securities Investment Ltd.
	1,881,274	1.67%, 04/01/2024, 1 mo. USD LIBOR + 1.500%⁽¹⁾⁽²⁾		1,789,115
	4,414,849	1.67%, 05/01/2024, 1 mo. USD LIBOR + 1.500%⁽¹⁾⁽²⁾		4,071,920
		LSTAR Securities Investment Trust
	590,497	1.67%, 04/01/2024, 1 mo. USD LIBOR + 1.500%⁽¹⁾⁽²⁾		580,784
	1,954,660	1.87%, 03/01/2024, 1 mo. USD LIBOR + 1.700%⁽¹⁾⁽²⁾		1,946,806
	320,331	MASTR Adjustable Rate Mortgages Trust 4.09%, 11/21/2034⁽³⁾		319,900
	879,454	MFA Trust 2.59%, 02/25/2057⁽¹⁾⁽³⁾		885,389
	3,363,000	Mortgage Insurance-Linked Notes 2.09%, 11/26/2029, 1 mo. USD LIBOR + 1.900%⁽¹⁾⁽²⁾		3,275,360
	4,995,000	New Residential Advance Receivables Trust 2.33%, 10/15/2051⁽¹⁾		4,930,680
		New Residential Mortgage Loan Trust
	4,252,610	0.94%, 01/25/2048, 1 mo. USD LIBOR + 0.750%⁽¹⁾⁽²⁾		4,208,836
	3,644,439	1.69%, 06/25/2057, 1 mo. USD LIBOR + 1.500%⁽¹⁾⁽²⁾		3,649,658
	1,940,683	2.49%, 09/25/2059⁽¹⁾⁽³⁾		1,953,981
	3,167,282	3.50%, 08/25/2059⁽¹⁾⁽³⁾		3,299,578
	3,481,340	3.75%, 11/26/2035⁽¹⁾⁽³⁾		3,718,662
	3,133,424	3.75%, 11/25/2056⁽¹⁾⁽³⁾		3,330,256
	5,648,216	4.00%, 02/25/2057⁽¹⁾⁽³⁾		6,048,113
	5,719,277	4.00%, 03/25/2057⁽¹⁾⁽³⁾		6,144,561
	4,426,887	4.00%, 04/25/2057⁽¹⁾⁽³⁾		4,734,659
	3,500,610	4.00%, 05/25/2057⁽¹⁾⁽³⁾		3,755,981
	4,881,636	4.00%, 08/27/2057⁽¹⁾⁽³⁾		5,205,291
	2,081,974	4.00%, 12/25/2057⁽¹⁾⁽³⁾		2,206,143
	267,669	Oaktown Re III Ltd. 1.57%, 07/25/2029, 1 mo. USD LIBOR + 1.400%⁽¹⁾⁽²⁾		267,669
	7,485,000	OZLM Ltd. 1.81%, 04/30/2027, 3 mo. USD LIBOR + 1.050%⁽¹⁾⁽²⁾		7,410,420
	2,715,729	PMT Credit Risk Transfer Trust 2.18%, 03/27/2024, 1 mo. USD LIBOR + 2.000%⁽¹⁾⁽²⁾		2,673,144
	1,543,731	Preston Ridge Partners Mortgage Trust LLC 3.50%, 10/25/2024⁽¹⁾⁽³⁾		1,531,542
	1,069,128	RBSGC Mortgage Loan Trust 6.25%, 01/25/2037		1,043,838
	708,791	Residential Accredit Loans, Inc. 6.00%, 12/25/2035		688,726

The accompanying notes are an integral part of these financial statements.


		78

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued)
		Whole Loan Collateral CMO - 8.6% - (continued)
		Seasoned Credit Risk Transfer Trust
$	3,314,560	2.50%, 08/25/2059	$	3,533,770
	2,080,065	3.50%, 11/25/2057		2,375,467
	5,523,331	3.50%, 07/25/2058		6,343,175
	5,776,881	3.50%, 10/25/2058		6,556,873
	743,512	Structured Agency Credit Risk Trust 1.84%, 04/25/2043, 1 mo. USD LIBOR + 1.650%⁽¹⁾⁽²⁾		734,746
		Vericrest Opportunity Loan Trust
	3,071,367	3.18%, 10/25/2049⁽¹⁾⁽⁴⁾		3,041,812
	4,258,823	3.28%, 11/25/2049⁽¹⁾⁽⁴⁾		4,254,009
		WaMu Mortgage Pass-Through Certificates Trust
	552,496	0.61%, 06/25/2044, 1 mo. USD LIBOR + 0.420%⁽²⁾		535,211
	2,758,977	2.51%, 12/25/2046, 12 mo. USD MTA + 0.820%⁽²⁾		2,391,742
	1,023,922	3.13%, 06/25/2037⁽³⁾		917,484
	36,399,868	Wells Fargo Commercial Mortgage Trust 1.22%, 09/15/2057⁽³⁾⁽⁵⁾		1,318,185

				174,554,627


		Total Asset & Commercial Mortgage-Backed Securities (cost $496,848,582)	$	493,670,526


CORPORATE BONDS - 39.8%
		Advertising - 0.0%
$	175,000	Lamar Media Corp. 3.75%, 02/15/2028⁽¹⁾	$	164,990

		Aerospace/Defense - 0.7%
		Boeing Co.
	3,740,000	5.04%, 05/01/2027		4,124,504
	1,390,000	5.15%, 05/01/2030		1,549,892
		L3Harris Technologies, Inc.
	2,405,000	2.90%, 12/15/2029		2,589,864
	2,127,000	3.85%, 06/15/2023		2,314,326
	595,000	Lockheed Martin Corp. 1.85%, 06/15/2030		611,598
		United Technologies Corp.
	32,000	3.65%, 08/16/2023		34,655
	1,565,000	3.95%, 08/16/2025		1,780,719
	1,220,000	4.45%, 11/16/2038		1,492,195
	400,000	4.63%, 11/16/2048		519,309

				15,017,062

		Agriculture - 0.7%
		Altria Group, Inc.
	405,000	2.63%, 09/16/2026		431,892
	975,000	3.40%, 05/06/2030		1,049,051
	765,000	3.88%, 09/16/2046		764,023
	810,000	4.40%, 02/14/2026		932,677
	1,135,000	4.80%, 02/14/2029		1,325,157
	1,605,000	5.38%, 01/31/2044		1,930,220
	310,000	5.80%, 02/14/2039		383,367
	680,000	5.95%, 02/14/2049		891,883
	895,000	Archer-Daniels-Midland Co. 3.25%, 03/27/2030		1,018,285
		BAT Capital Corp.
	2,395,000	2.79%, 09/06/2024		2,523,732
	455,000	4.39%, 08/15/2037		496,454
	1,760,000	Kernel Holding S.A. 6.50%, 10/17/2024⁽⁶⁾		1,742,400

				13,489,141

		Apparel - 0.0%
	240,000	Hanesbrands, Inc. 4.88%, 05/15/2026⁽¹⁾		241,800

		Auto Manufacturers - 0.1%
		General Motors Co.
	1,260,000	5.20%, 04/01/2045		1,220,409
	540,000	6.13%, 10/01/2025		606,790

				1,827,199


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Auto Parts & Equipment - 0.0%
$	140,000	Goodyear Tire & Rubber Co. 5.00%, 05/31/2026	$	130,410

		Beverages - 1.5%
		Anheuser-Busch InBev Worldwide, Inc.
	2,549,000	3.75%, 07/15/2042		2,728,365
	1,145,000	4.60%, 04/15/2048		1,340,356
	1,575,000	4.75%, 04/15/2058		1,902,216
	4,069,000	5.45%, 01/23/2039		5,141,129
	2,175,000	Coca-Cola Co. 1.65%, 06/01/2030		2,215,293
		Constellation Brands, Inc.
	1,275,000	2.65%, 11/07/2022		1,329,895
	420,000	2.88%, 05/01/2030		445,006
	1,897,000	3.15%, 08/01/2029		2,034,110
	2,681,000	3.60%, 02/15/2028		2,970,566
	590,000	4.65%, 11/15/2028		693,409
	3,688,000	Diageo Capital plc 2.00%, 04/29/2030		3,815,429
	440,000	Keurig Dr Pepper, Inc. 3.20%, 05/01/2030		489,490
	2,200,000	Molson Coors Brewing Co. 3.00%, 07/15/2026		2,288,807
	2,730,000	PepsiCo, Inc. 3.63%, 03/19/2050		3,285,846

				30,679,917

		Biotechnology - 0.5%
		Amgen, Inc.
	545,000	1.90%, 02/21/2025		568,588
	975,000	2.20%, 02/21/2027		1,028,203
	4,615,000	2.30%, 02/25/2031		4,829,600
	1,380,000	2.45%, 02/21/2030		1,459,126
	1,315,000	2.65%, 05/11/2022		1,361,646
	1,050,000	3.38%, 02/21/2050		1,170,853

				10,418,016

		Chemicals - 0.7%
		Air Products and Chemicals, Inc.
	295,000	1.50%, 10/15/2025		304,291
	560,000	1.85%, 05/15/2027		586,767
	1,490,000	Alpek S.A.B. de C.V. 4.25%, 09/18/2029⁽¹⁾		1,471,375
	290,000	Chemours Co. 5.38%, 05/15/2027		262,070
	516,000	Dow Chemical Co. 4.80%, 05/15/2049		612,346
	2,760,000	DuPont de Nemours, Inc. 4.21%, 11/15/2023		3,025,229
	185,000	Ecolab, Inc. 4.80%, 03/24/2030		234,428
	860,000	LYB International Finance LLC 2.88%, 05/01/2025		915,825
	290,000	Olin Corp. 5.13%, 09/15/2027		271,150
		Sherwin-Williams Co.
	720,000	2.30%, 05/15/2030		734,915
	1,200,000	2.95%, 08/15/2029		1,290,047
	525,000	3.30%, 05/15/2050		532,456
	460,000	4.50%, 06/01/2047		559,992
	1,810,000	Syngenta Finance N.V. 4.89%, 04/24/2025⁽¹⁾		1,902,875
	545,000	Westlake Chemical Corp. 3.38%, 06/15/2030		556,212

				13,259,978

		Commercial Banks - 6.5%
		Bank of America Corp.
	2,140,000	2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)⁽⁷⁾		2,248,194
	1,565,000	3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180% thereafter)⁽⁷⁾		1,727,614
	4,765,000	3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810% thereafter)⁽⁷⁾		5,204,301
	4,620,000	3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512% thereafter)⁽⁷⁾		5,222,289

The accompanying notes are an integral part of these financial statements.


		79

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Commercial Banks - 6.5% - (continued)
$	4,305,000	4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)⁽⁷⁾	$	5,394,429
	2,150,000	7.75%, 05/14/2038		3,514,859
	2,105,000	Bank of New York Mellon Corp. 2.10%, 10/24/2024		2,218,058
	1,940,000	BNP Paribas S.A. 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)⁽¹⁾⁽⁷⁾		1,986,591
	1,725,000	Capital One Financial Corp. 3.90%, 01/29/2024		1,875,910
		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)⁽⁷⁾		1,585,662
	3,275,000	3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)⁽⁷⁾		3,538,570
	3,515,000	3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)⁽⁷⁾		4,039,333
	1,250,000	4.41%, 03/31/2031, (4.41% fixed rate until 03/31/2030; 3 mo. USD SOFR + 3.914% thereafter)⁽⁷⁾		1,483,149
	940,000	4.45%, 09/29/2027		1,073,167
	3,285,000	Credit Suisse Group AG 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)^(1)(7)(8)		3,421,919
		Danske Bank A/S
	1,890,000	5.00%, 01/12/2022⁽¹⁾		1,985,653
	1,970,000	5.38%, 01/12/2024⁽¹⁾		2,192,260
	1,640,000	Fifth Third Bancorp 2.38%, 01/28/2025		1,730,772
		Goldman Sachs Group, Inc.
	965,000	2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)⁽⁷⁾		1,002,546
	920,000	3.69%, 06/05/2028, (3.69% fixed rate until 06/05/2027; 3 mo. USD LIBOR + 1.510% thereafter)⁽⁷⁾		1,030,594
	2,145,000	3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)⁽⁷⁾		2,424,822
	1,250,000	4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301% thereafter)⁽⁷⁾		1,454,359
	65,000	6.25%, 02/01/2041		97,455
	1,890,000	6.75%, 10/01/2037		2,751,581
		HSBC Holdings plc
	1,305,000	2.95%, 05/25/2021		1,332,313
	1,200,000	4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)⁽⁷⁾		1,386,385
	235,000	4.95%, 03/31/2030		282,368
		JP Morgan Chase & Co.
	390,000	2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)⁽⁷⁾		413,628
	930,000	3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)⁽⁷⁾		1,004,483
	1,250,000	3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)⁽⁷⁾		1,345,918
	2,160,000	3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)⁽⁷⁾		2,325,832


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Commercial Banks - 6.5% - (continued)
$	2,500,000	3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945% thereafter)⁽⁷⁾	$	2,792,553
	1,655,000	3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)⁽⁷⁾		1,901,164
	1,990,000	3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890% thereafter)⁽⁷⁾		2,158,711
	4,480,000	3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)⁽⁷⁾		5,102,932
	2,230,000	4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)⁽⁷⁾		2,573,223
	930,000	4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)⁽⁷⁾		1,024,761
	1,790,000	KeyCorp. 2.55%, 10/01/2029		1,852,865
GBP	2,035,000	Metro Bank plc 5.50%, 06/26/2028, (5.50% fixed rate until 06/26/2023; GUKG5 + 4.458% thereafter)⁽⁶⁾⁽⁷⁾		1,358,344
		Morgan Stanley
$	2,725,000	2.50%, 04/21/2021		2,770,628
	2,450,000	2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. USD SOFR + 1.143% thereafter)⁽⁷⁾		2,595,251
	100,000	2.75%, 05/19/2022		103,965
	3,640,000	3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)⁽⁷⁾		4,093,104
	720,000	3.63%, 01/20/2027		812,910
	2,775,000	4.00%, 07/23/2025		3,146,423
	750,000	4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628% thereafter)⁽⁷⁾		893,571
	600,000	PNC Bank NA 2.70%, 10/22/2029		640,923
		PNC Financial Services Group, Inc.
	835,000	2.20%, 11/01/2024		885,293
	2,870,000	2.55%, 01/22/2030		3,101,764
	1,435,000	Santander Holdings USA, Inc. 3.70%, 03/28/2022		1,477,847
		State Street Corp.
	150,000	2.35%, 11/01/2025, (2.35% fixed rate until 11/01/2024; 3 mo. USD SOFR + 0.940% thereafter)⁽⁷⁾		158,939
	1,065,000	2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)⁽¹⁾⁽⁷⁾		1,152,826
	195,000	3.15%, 03/30/2031, (3.15% fixed rate until 03/30/2030; 3 mo. USD SOFR + 2.650% thereafter)⁽¹⁾⁽⁷⁾		218,564
	4,440,000	Truist Bank 2.25%, 03/11/2030		4,481,558
	1,273,000	UBS Group AG 2.65%, 02/01/2022⁽¹⁾		1,310,925
	2,685,000	UniCredit S.p.A. 6.57%, 01/14/2022⁽¹⁾		2,836,878
		Wells Fargo & Co.
	3,075,000	2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825% thereafter)⁽⁷⁾		3,201,070
	1,655,000	3.00%, 04/22/2026		1,807,264
	665,000	3.00%, 10/23/2026		724,696
	4,800,000	3.07%, 01/24/2023		4,973,821
	1,840,000	3.75%, 01/24/2024		2,010,473
	155,000	4.90%, 11/17/2045		198,699
	765,000	5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD LIBOR + 4.240% thereafter)⁽⁷⁾		1,061,806

The accompanying notes are an integral part of these financial statements.


		80

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Commercial Banks - 6.5% - (continued)
$	645,000	5.61%, 01/15/2044	$	889,638

				131,608,403

		Commercial Services - 0.9%
		Ashtead Capital, Inc.
	200,000	4.13%, 08/15/2025⁽¹⁾		204,000
	5,190,000	4.38%, 08/15/2027⁽¹⁾		5,334,593
		Equifax, Inc.
	1,079,000	2.60%, 12/15/2025		1,149,377
	345,000	3.10%, 05/15/2030		368,016
		Global Payments, Inc.
	1,510,000	2.90%, 05/15/2030		1,584,526
	655,000	3.20%, 08/15/2029		701,661
	4,150,000	IHS Markit Ltd. 4.13%, 08/01/2023		4,537,651
	4,291,000	Service Corp. International 5.13%, 06/01/2029		4,617,116
		United Rentals North America, Inc.
	315,000	4.00%, 07/15/2030		304,677
	400,000	5.50%, 07/15/2025		410,500

				19,212,117

		Construction Materials - 0.2%
		Carrier Global Corp.
	775,000	2.49%, 02/15/2027⁽¹⁾		789,489
	1,490,000	2.70%, 02/15/2031⁽¹⁾		1,485,636
	695,000	2.72%, 02/15/2030⁽¹⁾		698,018
		Standard Industries, Inc.
	60,000	5.38%, 11/15/2024⁽¹⁾		61,650
	930,000	6.00%, 10/15/2025⁽¹⁾		957,221

				3,992,014

		Diversified Financial Services - 0.6%
	1,140,000	AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.88%, 01/23/2028		1,029,678
	3,860,000	BlackRock, Inc. 1.90%, 01/28/2031		3,941,302
	1,875,000	GE Capital Funding LLC 4.40%, 05/15/2030⁽¹⁾		1,951,134
	475,000	Mastercard, Inc. 3.35%, 03/26/2030		549,098
		Navient Corp.
	460,000	5.88%, 03/25/2021		451,950
	390,000	7.25%, 01/25/2022		390,975
	4,220,000	Power Finance Corp. Ltd. 3.95%, 04/23/2030⁽¹⁾		3,994,956

				12,309,093

		Electric - 3.4%
		AES Corp.
	1,415,000	3.30%, 07/15/2025⁽¹⁾		1,457,181
	50,000	5.13%, 09/01/2027		51,875
	875,000	Berkshire Hathaway Energy Co. 3.25%, 04/15/2028		989,568
	965,000	Centrais Eletricas Brasileiras S.A. 3.63%, 02/04/2025⁽¹⁾		943,288
		Cleco Corporate Holdings LLC
	1,130,000	3.38%, 09/15/2029⁽¹⁾		1,176,213
	457,000	3.74%, 05/01/2026		484,105
	75,000	4.97%, 05/01/2046		79,169
	1,420,000	Commonwealth Edison Co. 3.65%, 06/15/2046		1,666,725
	375,000	Connecticut Light & Power Co. 4.00%, 04/01/2048		457,396
	415,000	Dominion Energy South Carolina, Inc. 5.10%, 06/01/2065		611,464
	2,520,000	Dominion Energy, Inc. 3.38%, 04/01/2030		2,781,653
	1,525,000	Duke Energy Carolinas LLC 4.25%, 12/15/2041		1,878,589
	650,000	Duke Energy Indiana LLC 3.25%, 10/01/2049		718,230
	1,495,000	Duke Energy Progress LLC 4.38%, 03/30/2044		1,878,159
	590,000	Evergy Metro, Inc. 2.25%, 06/01/2030		616,832
		Evergy, Inc.
	730,000	2.45%, 09/15/2024		771,028
	1,940,000	2.90%, 09/15/2029		2,071,365


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Electric - 3.4% - (continued)
$	2,745,000	Exelon Corp. 3.95%, 06/15/2025	$	3,083,920
		FirstEnergy Corp.
	285,000	1.60%, 01/15/2026		287,514
	690,000	2.25%, 09/01/2030		693,791
	360,000	Florida Power & Light Co. 3.99%, 03/01/2049		462,667
		Georgia Power Co.
	4,525,000	2.10%, 07/30/2023		4,708,534
	1,835,000	4.30%, 03/15/2042		2,131,100
		IPALCO Enterprises, Inc.
	1,465,000	3.70%, 09/01/2024		1,566,230
	5,220,000	4.25%, 05/01/2030⁽¹⁾		5,655,238
	1,805,000	ITC Holdings Corp. 2.95%, 05/14/2030⁽¹⁾		1,922,457
		MidAmerican Energy Co.
	925,000	3.15%, 04/15/2050		1,049,735
	380,000	3.65%, 08/01/2048		450,098
	435,000	National Rural Utilities Cooperative Finance Corp. 3.40%, 02/07/2028		487,874
	3,025,000	NextEra Energy Capital Holdings, Inc. 2.25%, 06/01/2030		3,115,438
	395,000	Northern States Power Co. 2.90%, 03/01/2050		428,530
	1,130,000	Oglethorpe Power Corp. 5.05%, 10/01/2048		1,277,563
		Oncor Electric Delivery Co. LLC
	360,000	3.10%, 09/15/2049		396,887
	565,000	5.75%, 03/15/2029		740,690
	3,510,000	Pacific Gas and Electric Co. 2.50%, 02/01/2031		3,433,938
		PacifiCorp.
	306,000	4.13%, 01/15/2049		378,778
	360,000	4.15%, 02/15/2050		450,387
	395,000	Public Service Electric & Gas Co. 3.80%, 03/01/2046		475,158
	1,820,000	Public Service Enterprise Group, Inc. 2.88%, 06/15/2024		1,942,744
		Puget Energy, Inc.
	2,070,000	3.65%, 05/15/2025		2,211,599
	1,655,000	4.10%, 06/15/2030⁽¹⁾		1,827,166
	205,000	Sempra Energy 4.00%, 02/01/2048		226,283
		Southern California Edison Co.
	1,690,000	2.25%, 06/01/2030		1,706,391
	1,380,000	2.85%, 08/01/2029		1,458,325
	1,065,000	3.65%, 02/01/2050		1,168,786
	511,000	4.00%, 04/01/2047		582,307
		Southern Co.
	625,000	2.95%, 07/01/2023		660,457
	4,590,000	3.70%, 04/30/2030		5,205,666
	380,000	Union Electric Co. 4.00%, 04/01/2048		465,092
	700,000	Xcel Energy, Inc. 3.50%, 12/01/2049		775,034

				70,059,217

		Engineering & Construction - 0.6%
	4,250,000	International Airport Finance S.A. 12.00%, 03/15/2033⁽¹⁾		3,410,625
		SBA Tower Trust
	4,815,000	3.17%, 04/09/2047⁽¹⁾		4,863,244
	4,540,000	3.45%, 03/15/2048⁽¹⁾		4,722,505

				12,996,374

		Entertainment - 0.1%
		GLP Capital L.P. / GLP Financing II, Inc.
	1,025,000	5.30%, 01/15/2029		1,109,132
	275,000	5.38%, 04/15/2026		300,462
	265,000	WMG Acquisition Corp. 3.88%, 07/15/2030⁽¹⁾		267,663

				1,677,257

		Environmental Control - 0.3%
		Clean Harbors, Inc.
	5,214,000	4.88%, 07/15/2027⁽¹⁾		5,357,385

The accompanying notes are an integral part of these financial statements.


		81

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Environmental Control - 0.3% - (continued)
$	116,000	5.13%, 07/15/2029⁽¹⁾	$	120,311
	160,000	Waste Management, Inc. 4.15%, 07/15/2049		200,621

				5,678,317

		Food - 0.7%
		Conagra Brands, Inc.
	775,000	4.30%, 05/01/2024		857,137
	240,000	4.60%, 11/01/2025		276,634
	1,691,000	4.85%, 11/01/2028		2,030,230
	255,000	5.40%, 11/01/2048		352,102
	1,240,000	Kellogg Co. 3.40%, 11/15/2027		1,391,972
		Kraft Heinz Foods Co.
	45,000	3.75%, 04/01/2030⁽¹⁾		46,466
	95,000	4.25%, 03/01/2031⁽¹⁾		100,728
	5,000	4.63%, 01/30/2029		5,390
	2,090,000	Minerva Luxembourg S.A. 6.50%, 09/20/2026⁽⁶⁾		2,105,675
	3,070,000	NBM U.S. Holdings, Inc. 7.00%, 05/14/2026⁽¹⁾		3,075,557
	2,215,000	Philip Morris International, Inc. 2.10%, 05/01/2030		2,282,323
	905,000	Sysco Corp. 5.95%, 04/01/2030		1,136,776
	285,000	TreeHouse Foods, Inc. 6.00%, 02/15/2024⁽¹⁾		290,700

				13,951,690

		Food Service - 0.0%
	585,000	Aramark Services, Inc. 5.00%, 02/01/2028⁽¹⁾		555,750

		Forest Products & Paper - 0.2%
	4,120,000	Suzano Austria GmbH 5.00%, 01/15/2030		4,173,560

		Gas - 0.5%
		AmeriGas Partners L.P. / AmeriGas Finance Corp.
	70,000	5.63%, 05/20/2024		72,604
	375,000	5.88%, 08/20/2026		395,625
	2,000,000	Dominion Energy Gas Holdings LLC 2.50%, 11/15/2024		2,112,431
		NiSource, Inc.
	1,750,000	3.49%, 05/15/2027		1,979,027
	2,580,000	3.60%, 05/01/2030		2,955,162
		Sempra Energy
	1,615,000	3.40%, 02/01/2028		1,766,846
	720,000	3.80%, 02/01/2038		773,615

				10,055,310

		Healthcare-Products - 0.9%
		Alcon Finance Corp.
	230,000	2.60%, 05/27/2030⁽¹⁾		235,769
	1,739,000	2.75%, 09/23/2026⁽¹⁾		1,870,772
	1,145,000	3.00%, 09/23/2029⁽¹⁾		1,210,225
	940,000	Baxter International, Inc. 3.95%, 04/01/2030⁽¹⁾		1,113,533
	3,925,000	Becton Dickinson and Co. 3.36%, 06/06/2024		4,236,149
		Boston Scientific Corp.
	1,030,000	1.90%, 06/01/2025		1,067,453
	3,410,000	3.75%, 03/01/2026		3,872,135
	140,000	Hill-Rom Holdings, Inc. 4.38%, 09/15/2027⁽¹⁾		143,325
	30,000	Teleflex, Inc. 4.25%, 06/01/2028⁽¹⁾		30,750
	255,000	Thermo Fisher Scientific, Inc. 3.00%, 04/15/2023		270,213
	3,165,000	Zimmer Biomet Holdings, Inc. 3.05%, 01/15/2026		3,400,826

				17,451,150

		Healthcare-Services - 0.9%
		Anthem, Inc.
	1,030,000	2.25%, 05/15/2030		1,056,664
	1,780,000	2.88%, 09/15/2029		1,928,986
	1,960,000	3.50%, 08/15/2024		2,144,797
	285,000	4.38%, 12/01/2047		354,622
	410,000	4.63%, 05/15/2042		510,292


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Healthcare-Services - 0.9% - (continued)
		Centene Corp.
$	95,000	3.38%, 02/15/2030	$	95,923
	85,000	4.25%, 12/15/2027		87,712
	90,000	4.63%, 12/15/2029		94,950
	360,000	CommonSpirit Health 3.35%, 10/01/2029		370,295
	890,000	Quest Diagnostics, Inc. 2.80%, 06/30/2031		933,692
	5,265,000	Rede D’or Finance S.a.r.l. 4.50%, 01/22/2030⁽¹⁾		4,633,200
		UnitedHealth Group, Inc.
	1,420,000	2.00%, 05/15/2030		1,486,638
	1,420,000	2.38%, 08/15/2024		1,516,500
	1,205,000	2.88%, 08/15/2029		1,345,275
	830,000	3.50%, 08/15/2039		965,150
	405,000	4.75%, 07/15/2045		545,497

				18,070,193

		Home Builders - 0.3%
	595,000	Lennar Corp. 4.75%, 11/29/2027		645,575
	5,110,000	PulteGroup, Inc. 5.50%, 03/01/2026		5,572,966
	575,000	Toll Brothers Finance Corp. 4.88%, 11/15/2025		613,214

				6,831,755

		Insurance - 1.3%
	4,045,000	American International Group, Inc. 2.50%, 06/30/2025		4,282,004
	1,515,000	Aon Corp. 2.20%, 11/15/2022		1,570,846
	5,030,000	Brighthouse Financial, Inc. 5.63%, 05/15/2030		5,583,289
		Genworth Holdings, Inc.
	20,000	4.80%, 02/15/2024		15,950
	380,000	4.90%, 08/15/2023		304,000
		Marsh & McLennan Cos., Inc.
	1,480,000	3.88%, 03/15/2024		1,637,191
	1,035,000	4.75%, 03/15/2039		1,328,804
	415,000	Massachusetts Mutual Life Insurance Co. 3.73%, 10/15/2070⁽¹⁾		426,503
	345,000	MGIC Investment Corp. 5.75%, 08/15/2023		356,213
	2,600,000	New York Life Global Funding 2.00%, 01/22/2025⁽¹⁾		2,730,370
	1,250,000	Progressive Corp. 3.20%, 03/26/2030		1,421,944
		Unum Group
	640,000	4.00%, 06/15/2029		661,156
	1,325,000	4.50%, 03/15/2025		1,423,189
	1,215,000	4.50%, 12/15/2049		1,135,516
	35,000	Voya Financial, Inc. 4.80%, 06/15/2046		41,700
		Willis North America, Inc.
	740,000	2.95%, 09/15/2029		783,333
	1,035,000	3.60%, 05/15/2024		1,120,167
	1,340,000	4.50%, 09/15/2028		1,562,125

				26,384,300

		Internet - 1.1%
		Alibaba Group Holding Ltd.
	2,975,000	3.40%, 12/06/2027		3,305,097
	355,000	4.00%, 12/06/2037		412,272
		Amazon.com, Inc.
	2,580,000	1.50%, 06/03/2030		2,611,222
	2,245,000	3.88%, 08/22/2037		2,779,772
	4,415,000	NortonLifeLock, Inc. 5.00%, 04/15/2025⁽¹⁾		4,481,225
		Tencent Holdings Ltd.
	1,330,000	1.81%, 01/26/2026⁽¹⁾		1,344,923
	2,000,000	2.39%, 06/03/2030⁽¹⁾		1,997,529
	1,210,000	3.60%, 01/19/2028⁽¹⁾		1,318,858
	2,765,000	3.98%, 04/11/2029⁽¹⁾		3,099,165

				21,350,063

		Iron/Steel - 0.2%
	285,000	Commercial Metals Co. 5.38%, 07/15/2027		288,562
EUR	1,755,000	Metinvest B.V. 5.63%, 06/17/2025⁽¹⁾		1,774,568

The accompanying notes are an integral part of these financial statements.


		82

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Iron/Steel - 0.2% - (continued)
		Steel Dynamics, Inc.
$	1,653,000	2.80%, 12/15/2024	$	1,720,300
	130,000	3.25%, 01/15/2031		132,593

				3,916,023

		IT Services - 1.1%
		Apple, Inc.
	1,645,000	1.13%, 05/11/2025		1,679,699
	4,365,000	2.20%, 09/11/2029		4,677,301
	490,000	2.65%, 05/11/2050		513,262
	885,000	3.45%, 02/09/2045		1,032,866
		HP, Inc.
	1,115,000	2.20%, 06/17/2025		1,150,861
	1,115,000	3.00%, 06/17/2027		1,168,984
		International Business Machines Corp.
	5,500,000	1.95%, 05/15/2030		5,625,640
	2,005,000	3.00%, 05/15/2024		2,171,218
	2,885,000	3.50%, 05/15/2029		3,327,663
	210,000	4.25%, 05/15/2049		267,374
	1,070,000	Leidos, Inc. 3.63%, 05/15/2025⁽¹⁾		1,165,990

				22,780,858

		Lodging - 0.2%
		Hilton Domestic Operating Co., Inc.
	3,465,000	4.25%, 09/01/2024		3,361,743
	290,000	5.13%, 05/01/2026		288,733
	975,000	Las Vegas Sands Corp. 3.50%, 08/18/2026		972,237
		Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
	44,000	5.25%, 05/15/2027⁽¹⁾		38,038
	41,000	5.50%, 03/01/2025⁽¹⁾		37,515

				4,698,266

		Machinery-Diversified - 0.4%
		John Deere Capital Corp.
	660,000	1.20%, 04/06/2023		672,136
	745,000	1.75%, 03/09/2027		774,719
	7,115,000	Otis Worldwide Corp. 2.57%, 02/15/2030⁽¹⁾		7,475,469

				8,922,324

		Media - 2.5%
		CCO Holdings LLC / CCO Holdings Capital Corp.
	247,000	4.50%, 08/15/2030⁽¹⁾		251,940
	150,000	5.13%, 05/01/2027⁽¹⁾		155,190
	145,000	5.75%, 02/15/2026⁽¹⁾		149,979
		Charter Communications Operating LLC / Charter Communications Operating Capital
	1,455,000	2.80%, 04/01/2031		1,473,946
	1,245,000	5.13%, 07/01/2049		1,437,861
	3,185,000	6.48%, 10/23/2045		4,211,356
	380,000	6.83%, 10/23/2055		512,016
		Comcast Corp.
	2,560,000	1.95%, 01/15/2031		2,589,059
	490,000	3.20%, 07/15/2036		541,883
	2,055,000	3.25%, 11/01/2039		2,279,596
	745,000	3.40%, 04/01/2030		850,794
	285,000	3.40%, 07/15/2046		316,616
	95,000	4.05%, 11/01/2052		116,562
	70,000	4.25%, 10/15/2030		85,778
	645,000	4.60%, 10/15/2038		820,211
	190,000	4.75%, 03/01/2044		250,147
	655,000	4.95%, 10/15/2058		931,592
	3,952,000	Cox Communications, Inc. 3.15%, 08/15/2024⁽¹⁾		4,252,218
		CSC Holdings LLC
	200,000	4.13%, 12/01/2030⁽¹⁾		198,250
	430,000	5.50%, 04/15/2027⁽¹⁾		447,415
		Discovery Communications LLC
	840,000	3.80%, 03/13/2024		900,215


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Media - 2.5% - (continued)
$	19,000	3.95%, 06/15/2025	$	20,957
	855,000	3.95%, 03/20/2028		955,418
	16,000	5.00%, 09/20/2037		18,937
	826,000	5.30%, 05/15/2049		988,604
	1,470,000	6.35%, 06/01/2040		1,978,586
	555,000	DISH DBS Corp.5.88%, 11/15/2024		552,225
	1,500,000	NBCUniversal Media LLC5.95%, 04/01/2041		2,226,231
	395,000	Time Warner Cable LLC6.55%, 05/01/2037		519,638
	4,665,000	Time Warner Entertainment Co. L.P.8.38%, 07/15/2033		7,025,360
		ViacomCBS, Inc.
	1,480,000	4.25%, 09/01/2023		1,609,870
	1,220,000	4.75%, 05/15/2025		1,394,920
	5,845,000	4.95%, 01/15/2031		6,902,182
	55,000	5.88%, 02/28/2057, (5.88% fixed rate until 02/28/2022; 3 mo. USD LIBOR + 3.895% thereafter)⁽⁷⁾		54,203
	79,000	6.25%, 02/28/2057, (6.25% fixed rate until 02/28/2027; 3 mo. USD LIBOR + 3.899% thereafter)⁽⁷⁾		80,809
	550,000	Videotron Ltd.5.38%, 06/15/2024⁽¹⁾		585,750
	2,950,000	Walt Disney Co.2.65%, 01/13/2031		3,125,993

				50,812,307

		Mining - 0.3%
		Anglo American Capital plc
	945,000	4.50%, 03/15/2028⁽¹⁾		1,036,470
	850,000	4.75%, 04/10/2027⁽¹⁾		946,062
	1,945,000	4.88%, 05/14/2025⁽¹⁾		2,165,808
	600,000	5.63%, 04/01/2030⁽¹⁾		724,756
	280,000	Kaiser Aluminum Corp.4.63%, 03/01/2028⁽¹⁾		267,770

				5,140,866

		Miscellaneous Manufacturing - 0.2%
	1,750,000	General Electric Co.3.63%, 05/01/2030		1,751,979
	930,000	Ingersoll-Rand Global Holding Co., Ltd.2.90%, 02/21/2021		940,297
	340,000	Ingersoll-Rand Luxembourg Finance S.A.4.50%, 03/21/2049		406,729

				3,099,005

		Office/Business Equipment - 0.0%
	280,000	CDW LLC / CDW Finance Corp.4.25%, 04/01/2028		285,337

		Oil & Gas - 1.1%
	150,000	Aker BP ASA5.88%, 03/31/2025⁽¹⁾		152,453
		BP Capital Markets America, Inc.
	1,215,000	3.54%, 04/06/2027		1,345,501
	900,000	3.63%, 04/06/2030		1,021,245
	810,000	EOG Resources, Inc.4.38%, 04/15/2030		966,361
		Equinor ASA
	2,240,000	1.75%, 01/22/2026		2,294,421
	1,275,000	3.63%, 04/06/2040		1,430,833
	850,000	3.70%, 04/06/2050		971,638
		Exxon Mobil Corp.
	1,975,000	4.23%, 03/19/2040		2,372,093
	665,000	4.33%, 03/19/2050		829,421
		Hess Corp.
	442,000	7.13%, 03/15/2033		515,818
	860,000	7.30%, 08/15/2031		1,002,619
	2,245,000	Marathon Petroleum Corp.4.70%, 05/01/2025		2,513,185
	133,000	MEG Energy Corp.6.50%, 01/15/2025⁽¹⁾		124,105
		Phillips 66
	660,000	2.15%, 12/15/2030		640,665
	540,000	3.85%, 04/09/2025		598,543

The accompanying notes are an integral part of these financial statements.


		83

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Oil & Gas - 1.1% - (continued)
		QEP Resources, Inc.
$	385,000	5.25%, 05/01/2023	$	254,100
	10,000	5.38%, 10/01/2022		7,600
	814,000	Saudi Arabian Oil Co.2.88%, 04/16/2024⁽¹⁾		846,024
		SM Energy Co.
	255,000	6.13%, 11/15/2022⁽⁹⁾		186,150
	70,000	6.75%, 09/15/2026		35,202
	295,000	Sunoco L.P. / Sunoco Finance Corp.5.50%, 02/15/2026		286,150
	2,320,000	Tullow Oil plc7.00%, 03/01/2025⁽¹⁾		1,455,800
	790,000	Valero Energy Corp.4.00%, 04/01/2029⁽⁹⁾		878,773
	190,000	WPX Energy, Inc.5.25%, 09/15/2024		187,150
ARS	93,580,252	YPF S.A.16.50%, 05/09/2022⁽¹⁾		864,146

				21,779,996

		Oil & Gas Services - 0.0%
$	995,000	Halliburton Co.2.92%, 03/01/2030		943,758

		Packaging & Containers - 0.4%
	400,000	Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.4.13%, 08/15/2026⁽¹⁾		393,540
	4,650,000	Ball Corp.4.00%, 11/15/2023		4,824,375
	890,000	Mondelez International, Inc.1.50%, 05/04/2025		907,837
	695,000	Owens-Brockway Glass Container, Inc.5.88%, 08/15/2023⁽¹⁾		715,850
	295,000	Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu5.13%, 07/15/2023⁽¹⁾		297,239

				7,138,841

		Pharmaceuticals - 1.6%
		AbbVie, Inc.
	2,500,000	2.95%, 11/21/2026⁽¹⁾		2,719,121
	3,585,000	3.20%, 11/21/2029⁽¹⁾		3,944,903
	1,725,000	4.25%, 11/21/2049⁽¹⁾		2,090,992
	1,115,000	4.63%, 10/01/2042⁽¹⁾		1,356,182
	140,000	Bausch Health Cos., Inc. 7.00%, 03/15/2024⁽¹⁾		145,250
	95,000	Baxalta, Inc. 3.60%, 06/23/2022		100,013
	2,515,000	Bayer U.S. Finance LLC 4.25%, 12/15/2025⁽¹⁾		2,887,495
	1,025,000	Becton Dickinson and Co. 2.82%, 05/20/2030		1,084,562
	1,750,000	Cigna Corp. 4.38%, 10/15/2028		2,071,106
		CVS Health Corp.
	1,075,000	4.13%, 04/01/2040		1,268,962
	710,000	5.05%, 03/25/2048		930,024
	1,485,000	5.13%, 07/20/2045		1,913,421
	2,360,000	GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025		2,665,519
		Pfizer, Inc.
	1,590,000	1.70%, 05/28/2030		1,616,283
	720,000	2.63%, 04/01/2030		793,166
	1,525,000	Shire Acquisitions Investments Ireland DAC 2.40%, 09/23/2021		1,554,703
		Takeda Pharmaceutical Co., Ltd.
	850,000	2.05%, 03/31/2030		849,538
	435,000	3.18%, 07/09/2050		433,589
	2,965,000	Teva Pharmaceutical Finance Netherlands B.V. 3.15%, 10/01/2026		2,647,389
		Upjohn, Inc.
	700,000	1.65%, 06/22/2025⁽¹⁾		713,741
	555,000	2.30%, 06/22/2027⁽¹⁾		572,500

				32,358,459

		Pipelines - 1.1%
	280,000	Cheniere Corpus Christi Holdings LLC 5.88%, 03/31/2025		313,816
	215,000	DCP Midstream Operating L.P. 5.60%, 04/01/2044		172,000


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Pipelines - 1.1% - (continued)
		Energy Transfer Operating L.P.
$	855,000	3.75%, 05/15/2030	$	849,231
	650,000	4.50%, 04/15/2024		704,670
	1,205,000	4.95%, 06/15/2028		1,294,043
	135,000	5.00%, 05/15/2050		128,218
	1,390,000	5.25%, 04/15/2029		1,523,089
	2,385,000	6.13%, 12/15/2045		2,458,032
	45,000	EQM Midstream Partners L.P. 6.50%, 07/01/2027⁽¹⁾		46,090
	1,970,000	Kinder Morgan Energy Partners L.P. 3.50%, 03/01/2021		1,994,541
		MPLX L.P.
	695,000	4.13%, 03/01/2027		740,329
	1,120,000	4.25%, 12/01/2027		1,214,267
	1,135,000	4.70%, 04/15/2048		1,143,964
	325,000	5.20%, 03/01/2047		341,763
	155,000	5.50%, 02/15/2049		171,775
	211,000	6.25%, 10/15/2022		213,429
		ONEOK, Inc.
	285,000	2.20%, 09/15/2025		280,063
	255,000	3.10%, 03/15/2030		243,973
	175,000	4.00%, 07/13/2027		177,410
	860,000	4.45%, 09/01/2049		797,951
	1,005,000	5.85%, 01/15/2026		1,147,070
	1,640,000	Sabine Pass Liquefaction LLC 4.50%, 05/15/2030⁽¹⁾		1,820,735
		Sunoco Logistics Partners Operations L.P.
	175,000	5.30%, 04/01/2044		167,607
	180,000	5.35%, 05/15/2045		176,301
	785,000	Texas Eastern Transmission L.P. 2.80%, 10/15/2022⁽¹⁾		798,945
		TransCanada PipeLines Ltd.
	1,655,000	4.10%, 04/15/2030		1,884,784
	1,040,000	4.63%, 03/01/2034		1,195,396
	140,000	Western Midstream Operating L.P. 4.05%, 02/01/2030		134,763
		Williams Cos., Inc.
	72,000	4.90%, 01/15/2045		76,151
	135,000	5.10%, 09/15/2045		148,160
	265,000	5.80%, 11/15/2043		303,688
	243,000	6.30%, 04/15/2040		292,657

				22,954,911

		Real Estate Investment Trusts - 0.5%
		American Tower Corp.
	985,000	2.10%, 06/15/2030		987,423
	1,085,000	2.40%, 03/15/2025		1,145,452
	595,000	Brixmor Operating Partnership L.P. 4.05%, 07/01/2030		608,544
		Equinix, Inc.
	325,000	1.80%, 07/15/2027		324,828
	945,000	2.15%, 07/15/2030		936,712
	570,000	5.88%, 01/15/2026		599,868
		GLP Capital L.P. / GLP Financing II, Inc.
	1,460,000	4.00%, 01/15/2031		1,449,415
	1,105,000	5.75%, 06/01/2028		1,217,378
	2,240,000	SBA Tower Trust 2.84%, 01/15/2025⁽¹⁾		2,309,509
	465,000	VEREIT Operating Partnership L.P. 3.40%, 01/15/2028		468,589
	160,000	VICI Properties L.P. / VICI Note Co., Inc. 4.25%, 12/01/2026⁽¹⁾		153,200

				10,200,918

		Retail - 0.7%
	150,000	1011778 BC ULC / New Red Finance, Inc. 4.25%, 05/15/2024⁽¹⁾		150,266

The accompanying notes are an integral part of these financial statements.


		84

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Retail - 0.7% - (continued)
		Alimentation Couche-Tard, Inc.
$	570,000	2.95%, 01/25/2030⁽¹⁾	$	591,005
	885,000	3.80%, 01/25/2050⁽¹⁾		917,419
	1,755,000	AutoZone, Inc. 3.63%, 04/15/2025		1,957,002
		Lowe’s Cos., Inc.
	3,075,000	3.38%, 09/15/2025		3,444,393
	1,120,000	4.55%, 04/05/2049		1,409,516
		McDonald’s Corp.
	1,035,000	3.35%, 04/01/2023		1,109,289
	1,800,000	3.63%, 09/01/2049		1,975,023
	1,785,000	4.20%, 04/01/2050		2,164,188
	315,000	Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027		311,850
	445,000	United Rentals North America, Inc. 4.88%, 01/15/2028		456,125
	230,000	William Carter Co. 5.63%, 03/15/2027⁽¹⁾		236,900

				14,722,976

		Semiconductors - 1.3%
	170,000	Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027		183,705
		Broadcom, Inc.
	1,934,000	4.25%, 04/15/2026⁽¹⁾		2,152,358
	6,855,000	5.00%, 04/15/2030⁽¹⁾		7,878,951
		Entegris, Inc.
	460,000	4.38%, 04/15/2028⁽¹⁾		468,050
	272,000	4.63%, 02/10/2026⁽¹⁾		276,080
	1,365,000	Intel Corp. 3.10%, 02/15/2060		1,505,479
	885,000	Lam Research Corp. 1.90%, 06/15/2030		904,603
		Microchip Technology, Inc.
	2,015,000	2.67%, 09/01/2023⁽¹⁾		2,074,003
	95,000	4.25%, 09/01/2025⁽¹⁾		95,605
	1,565,000	NVIDIA Corp. 2.85%, 04/01/2030		1,741,045
		NXP B.V. / NXP Funding LLC
	625,000	4.63%, 06/01/2023⁽¹⁾		685,483
	3,042,000	4.88%, 03/01/2024⁽¹⁾		3,397,412
	786,000	5.35%, 03/01/2026⁽¹⁾		934,311
	735,000	5.55%, 12/01/2028⁽¹⁾		892,997
	860,000	NXP B.V. / NXP Funding LLC / NXP USA, Inc. 3.15%, 05/01/2027⁽¹⁾		911,670
	270,000	Qorvo, Inc. 5.50%, 07/15/2026		280,800
		Qualcomm, Inc.
	389,000	4.65%, 05/20/2035		517,057
	1,316,000	4.80%, 05/20/2045		1,720,788
	355,000	Sensata Technologies B.V. 5.00%, 10/01/2025⁽¹⁾		377,968
	310,000	Sensata Technologies UK Financing Co. plc 6.25%, 02/15/2026⁽¹⁾		321,625

				27,319,990

		Software - 1.4%
		CDK Global, Inc.
	150,000	4.88%, 06/01/2027		153,892
	30,000	5.88%, 06/15/2026		31,159
		Fidelity National Information Services, Inc.
	1,616,000	3.75%, 05/21/2029		1,893,518
	500,000	4.25%, 05/15/2028		590,216
		Fiserv, Inc.
	5,605,000	2.25%, 06/01/2027		5,861,117
	1,710,000	3.20%, 07/01/2026		1,892,645
	200,000	IQVIA, Inc. 5.00%, 05/15/2027⁽¹⁾		204,937
		Microsoft Corp.
	131,000	2.68%, 06/01/2060		136,283
	1,160,000	3.70%, 08/08/2046		1,444,531
	619,000	3.95%, 08/08/2056		795,585
		MSCI, Inc.
	10,000	3.63%, 09/01/2030⁽¹⁾		9,950


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Software - 1.4% - (continued)
$	140,000	3.88%, 02/15/2031⁽¹⁾	$	142,800
	4,590,000	5.38%, 05/15/2027⁽¹⁾		4,871,137
	260,000	Open Text Corp. 5.88%, 06/01/2026⁽¹⁾		269,779
		Oracle Corp.
	4,335,000	2.50%, 04/01/2025		4,642,881
	4,365,000	3.85%, 04/01/2060		5,109,115
	310,000	Western Digital Corp. 4.75%, 02/15/2026		320,369

				28,369,914

		Telecommunications - 3.3%
		AT&T, Inc.
	2,785,000	2.30%, 06/01/2027		2,883,228
	165,000	2.95%, 07/15/2026		179,577
	2,380,000	3.80%, 02/15/2027		2,680,525
	165,000	3.88%, 01/15/2026		185,898
	120,000	4.13%, 02/17/2026		136,752
	2,792,000	4.30%, 02/15/2030		3,272,081
	1,970,000	4.35%, 03/01/2029		2,296,936
	1,295,000	4.35%, 06/15/2045		1,457,313
	7,400,000	GTP Acquisition Partners LLC 3.48%, 06/15/2050⁽¹⁾		7,750,584
		Nokia Oyj
	5,000	4.38%, 06/12/2027		5,283
	575,000	6.63%, 05/15/2039		682,985
	4,375,000	SoftBank Group Corp. 6.00%, 07/19/2023, (6.00% fixed rate until 07/19/2023; 5 year USD ICE Swap + 4.226% thereafter)^(6)(7)(8)		3,985,625
	425,000	Sprint Corp. 7.13%, 06/15/2024		479,884
	2,375,000	Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 5.15%, 09/20/2029⁽¹⁾		2,731,250
		T-Mobile USA, Inc.
	2,835,000	2.05%, 02/15/2028⁽¹⁾		2,836,332
	2,745,000	3.50%, 04/15/2025⁽¹⁾		2,987,631
	3,400,000	3.88%, 04/15/2030⁽¹⁾		3,784,064
	1,195,000	4.50%, 04/15/2050⁽¹⁾		1,422,325
	5,071,000	6.50%, 01/15/2026		5,299,753
		Telecom Italia Capital S.A.
	265,000	6.00%, 09/30/2034		288,055
	160,000	7.72%, 06/04/2038		201,318
	3,085,000	Telefonica Celular del Paraguay S.A. 5.88%, 04/15/2027⁽¹⁾		3,208,400
		Telefonica Emisiones S.A.
	925,000	4.90%, 03/06/2048		1,115,727
	1,340,000	5.21%, 03/08/2047		1,669,007
	515,000	5.52%, 03/01/2049		677,295
		Verizon Communications, Inc.
	860,000	3.15%, 03/22/2030		964,680
	2,603,000	4.27%, 01/15/2036		3,219,102
	3,185,000	4.40%, 11/01/2034		3,965,702
	1,735,000	4.50%, 08/10/2033		2,161,204
	1,480,000	4.67%, 03/15/2055		2,011,883
	100,000	4.81%, 03/15/2039		130,628
	420,000	5.01%, 08/21/2054		610,121
	230,000	5.25%, 03/16/2037		307,915
	1,565,000	Vodafone Group plc 6.15%, 02/27/2037		2,191,021

				67,780,084

		Transportation - 0.7%
	1,400,000	CSX Corp. 3.25%, 06/01/2027		1,564,390
		FedEx Corp.
	730,000	3.30%, 03/15/2027		786,280
	2,020,000	3.80%, 05/15/2025		2,245,455
	2,020,000	4.25%, 05/15/2030		2,307,099
		Penske Truck Leasing Co. L.P. / PTL Finance Corp.
	2,115,000	2.70%, 11/01/2024⁽¹⁾		2,175,958

The accompanying notes are an integral part of these financial statements.


		85

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 39.8% - (continued)
		Transportation - 0.7% - (continued)
$	1,890,000	4.00%, 07/15/2025⁽¹⁾	$	2,067,202
	2,680,000	Union Pacific Corp. 4.38%, 09/10/2038		3,301,706

				14,448,090

		Water - 0.1%
		American Water Capital Corp.
	750,000	2.80%, 05/01/2030		817,028
	905,000	4.15%, 06/01/2049		1,121,532

				1,938,560


		Total Corporate Bonds (cost $760,189,467)	$	811,196,559


FOREIGN GOVERNMENT OBLIGATIONS - 2.4%
		Argentina - 0.0%
EUR	1,780,000	Argentine Republic Government International Bond 5.25%, 01/15/2028^(6)(10)	$	730,938

		Bahrain - 0.1%
$	1,055,000	Bahrain Government International Bond 7.38%, 05/14/2030⁽¹⁾		1,199,218

		Chile - 0.1%
	2,135,000	Chile Government International Bond 2.55%, 01/27/2032		2,222,535

		Dominican Republic - 0.2%
	4,890,000	Dominican Republic International Bond 6.40%, 06/05/2049⁽¹⁾		4,462,125

		Egypt - 0.1%
		Egypt Government International Bond
	840,000	7.63%, 05/29/2032⁽¹⁾		818,798
	720,000	8.50%, 01/31/2047⁽⁶⁾		702,000
	595,000	8.88%, 05/29/2050⁽¹⁾		587,063

				2,107,861

		Ghana - 0.2%
		Ghana Government International Bond
	2,125,000	6.38%, 02/11/2027⁽¹⁾		1,984,219
	2,135,000	7.63%, 05/16/2029⁽⁶⁾		2,009,889

				3,994,108

		Hungary - 0.1%
	710,000	Hungary Government International Bond 6.38%, 03/29/2021		738,386

		Indonesia - 0.1%
		Indonesia Government International Bond
EUR	240,000	2.15%, 07/18/2024⁽⁶⁾		277,392
	470,000	2.63%, 06/14/2023⁽⁶⁾		547,451
$	785,000	3.38%, 04/15/2023⁽⁶⁾		816,528

				1,641,371

		Macedonia - 0.1%
EUR	2,165,000	North Macedonia Government International Bond 3.68%, 06/03/2026⁽¹⁾		2,471,493

		Mexico - 0.1%
$	2,350,000	Mexico Government International Bond 4.75%, 04/27/2032		2,590,875

		Panama - 0.0%
	240,000	Panama Government International Bond 3.16%, 01/23/2030		257,880

		Peru - 0.0%
	540,000	Peruvian Government International Bond 2.39%, 01/23/2026		561,600

		Philippines - 0.0%
	455,000	Philippine Government International Bond 2.46%, 05/05/2030		476,635


Shares or Principal Amount			Market Value^†

FOREIGN GOVERNMENT OBLIGATIONS - 2.4% - (continued)
		Qatar - 0.3%
		Qatar Government International Bond
$	1,355,000	3.40%, 04/16/2025⁽¹⁾	$	1,473,573
	3,860,000	3.75%, 04/16/2030⁽¹⁾		4,395,351

				5,868,924

		Romania - 0.4%
		Romanian Government International Bond
EUR	1,115,000	3.62%, 05/26/2030⁽¹⁾		1,350,613
	3,241,000	4.63%, 04/03/2049⁽⁶⁾		4,160,506
$	1,176,000	6.13%, 01/22/2044⁽⁶⁾		1,540,560

				7,051,679

		Saudi Arabia - 0.1%
	1,980,000	Saudi Government International Bond 2.90%, 10/22/2025⁽¹⁾		2,099,592

		Senegal - 0.1%
	2,115,000	Senegal Government International Bond 6.25%, 05/23/2033⁽⁶⁾		2,152,182

		Supranational - 0.1%
MXN	44,875,000	Inter-American Development Bank 7.25%, 06/10/2021		1,975,519

		Tunisia - 0.1%
EUR	1,805,000	Banque Centrale de Tunisie International Bond 6.75%, 10/31/2023⁽¹⁾		1,916,422

		United Arab Emirates - 0.2%
		Abu Dhabi Government International Bond
$	2,260,000	3.13%, 04/16/2030⁽¹⁾		2,484,449
	1,925,000	3.88%, 04/16/2050⁽¹⁾		2,272,944

				4,757,393


		Total Foreign Government Obligations (cost $49,650,095)	$	49,276,736


MUNICIPAL BONDS - 1.3%
		Development - 0.4%
		California State, GO Taxable
$	110,000	7.30%, 10/01/2039	$	183,902
	175,000	7.63%, 03/01/2040		308,908
	6,770,000	New York Transportation Dev Corp. Rev 4.25%, 09/01/2035		7,378,962

				7,871,772

		Education - 0.2%
		Chicago, IL, Board of Education, GO
	365,000	6.04%, 12/01/2029		374,001
	1,115,000	6.14%, 12/01/2039		1,134,903
	1,750,000	6.32%, 11/01/2029		1,812,265

				3,321,169

		General - 0.3%
	5,445,000	Philadelphia, PA, Auth for Industrial Dev 6.55%, 10/15/2028		7,037,663

		General Obligation - 0.3%
	630,000	California State, GO Taxable 7.55%, 04/01/2039⁽⁹⁾		1,121,835
	170,000	State of Connecticut, GO 3.00%, 07/01/2021		173,655
		State of Illinois, GO
	2,717,945	4.95%, 06/01/2023⁽⁹⁾		2,745,614
	280,000	5.00%, 01/01/2023		275,780
	610,000	5.56%, 02/01/2021		613,770
	980,000	5.95%, 04/01/2022		1,042,024

				5,972,678

The accompanying notes are an integral part of these financial statements.


		86

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

MUNICIPAL BONDS - 1.3% - (continued)
		Utility - Electric - 0.1%
$	1,561,000	Municipal Electric Auth, GA 6.64%, 04/01/2057	$	2,270,131


		Total Municipal Bonds (cost $24,686,522)	$	26,473,413


SENIOR FLOATING RATE INTERESTS - 2.4%⁽¹¹⁾
		Advertising - 0.0%
$	307,675	Clear Channel Outdoor Holdings, Inc. 4.26%, 08/21/2026, 1 mo. USD LIBOR + 3.500%	$	278,138

		Aerospace/Defense - 0.0%
	565,106	TransDigm, Inc. 2.43%, 12/09/2025, 1 mo. USD LIBOR + 2.250%		506,979

		Airlines - 0.0%
	100,000	JetBlue Airways Corp.0.00%, 06/12/2024, 1 mo. USD LIBOR + 5.250%⁽¹²⁾		97,750
	180,000	Mileage Plus Holdings LLC0.00%, 06/25/2027, 1 mo. USD LIBOR + 5.250%⁽¹²⁾		178,574
	278,600	WestJet Airlines Ltd.4.00%, 12/11/2026, 1 mo. USD LIBOR + 3.000%		222,649

				498,973

		Auto Manufacturers - 0.0%
	151,513	Navistar International Corp.3.70%, 11/06/2024, 1 mo. USD LIBOR + 3.500%		143,116

		Auto Parts & Equipment - 0.1%
	232,650	Adient U.S. LLC4.25%, 05/06/2024, 1 mo. USD LIBOR + 4.000%		222,860
	194,776	Altra Industrial Motion Corp.2.18%, 10/01/2025, 1 mo. USD LIBOR + 2.000%		185,037
		Panther BF Aggregator L.P.
	471,438	3.68%, 04/30/2026, 1 mo. USD LIBOR + 3.500%		447,866
EUR	710,000	3.75%, 04/30/2026, 1 mo. EURIBOR + 3.750%		767,022

				1,622,785

		Chemicals - 0.1%
$	88,171	Cabot Microelectronics Corp.2.19%, 11/17/2025, 1 mo. USD LIBOR + 2.000%		85,306
EUR	185,986	CeramTec AcquiCo GmbH2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%		196,418
$	119,100	Hexion, Inc.4.94%, 07/01/2026, 1 mo. USD LIBOR + 3.500%		115,825
	122,813	LTI Holdings, Inc.3.68%, 09/06/2025, 1 mo. USD LIBOR + 3.500%		104,039
		Starfruit Finco B.V.
	96,465	3.19%, 10/01/2025, 1 mo. USD LIBOR + 3.000%		90,275
EUR	100,000	3.25%, 10/01/2025, 3 mo. EURIBOR + 3.250%		108,264
$	300,000	Tronox Finance LLC0.00%, 09/23/2024, 3 mo. USD LIBOR + 2.750%⁽¹²⁾		287,334
		Univar, Inc.
	99,500	2.18%, 07/01/2026, 1 mo. USD LIBOR + 2.000%		94,588
	307,694	2.43%, 07/01/2024, 1 mo. USD LIBOR + 2.250%		295,580

				1,377,629

		Coal - 0.0%
	686,686	Foresight Energy LLC0.00%, 03/28/2022, 3 mo. USD LIBOR + 5.750%^(10)(12)		41,201

		Commercial Services - 0.2%
	207,292	Allied Universal Holdco LLC4.43%, 07/10/2026, 3 mo. USD LIBOR + 4.250%		201,029


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 2.4%⁽¹¹⁾ - (continued)
		Commercial Services - 0.2% - (continued)
	275,809	APX Group, Inc.5.18%, 12/31/2025, 1 mo. USD LIBOR + 5.000%	$	255,553
	121,563	Ascend Learning LLC4.00%, 07/12/2024, 1 mo. USD LIBOR + 3.000%		115,409
	199,249	Belron Finance U.S. LLC3.26%, 10/30/2026, 3 mo. USD LIBOR + 2.500%		191,778
	373,262	Blackhawk Network Holdings, Inc.3.18%, 06/15/2025, 1 mo. USD LIBOR + 3.000%		342,777
	540,000	Deerfield Dakota Holding LLC4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%		523,800
	413,963	Dun & Bradstreet Corp.4.18%, 02/06/2026, 1 mo. USD LIBOR + 4.000%		402,579
	31,350	Energizer Holdings, Inc.2.44%, 12/17/2025, 1 mo. USD LIBOR + 2.250%		29,782
EUR	145,000	LGC Group Holdings Ltd.3.25%, 01/22/2027, 1 mo. USD LIBOR + 3.250%		156,106
$	602,740	Quikrete Holdings, Inc.2.68%, 02/01/2027, 1 mo. USD LIBOR + 2.500%		578,257
EUR	105,975	Techem Verwaltungsgesellschaft 675 mbH2.88%, 07/15/2025, 1 mo. EURIBOR + 2.875%		115,628
$	999,100	Tempo Acquisition LLC2.93%, 05/01/2024, 1 mo. USD LIBOR + 2.750%		946,647
EUR	235,000	Verisure Holding AB3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%		257,842
$	119,272	Weight Watchers International, Inc.5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%		116,813

				4,234,000

		Construction Materials - 0.0%
	265,950	Brookfield WEC Holdings, Inc.3.75%, 08/01/2025, 1 mo. USD LIBOR + 3.000%		256,254
	264,600	NCI Building Systems, Inc.3.94%, 04/12/2025, 3 mo. USD LIBOR + 3.750%		251,039

				507,293

		Distribution/Wholesale - 0.1%
	967,688	American Builders & Contractors Supply Co., Inc.2.18%, 01/15/2027, 1 mo. USD LIBOR + 2.000%		921,238
	174,125	SRS Distribution, Inc.5.57%, 05/23/2025, 1 mo. USD LIBOR + 4.500%		168,031

				1,089,269

		Diversified Financial Services - 0.1%
		AlixPartners LLP
EUR	98,750	3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%		107,709
$	454,725	3.50%, 04/04/2024, 3 mo. USD LIBOR + 2.500%		438,619
	152,675	Aretec Group, Inc.4.43%, 10/01/2025, 3 mo. USD LIBOR + 4.250%		139,698
		Crown Finance U.S., Inc.
EUR	33,102	2.09%, 02/28/2025, 1 mo. EURIBOR + 2.375%		29,455
$	182,719	3.32%, 02/28/2025, 1 mo. USD LIBOR + 2.250%		136,782
	138,250	Minotaur Acquisition, Inc.5.18%, 03/27/2026, 1 mo. USD LIBOR + 5.000%		127,190
EUR	185,208	Nets Holding A/S3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%		199,914
$	226,550	Refinitiv U.S. Holdings, Inc.3.43%, 10/01/2025, 1 mo. USD LIBOR + 3.250%		221,056

The accompanying notes are an integral part of these financial statements.


		87

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 2.4%⁽¹¹⁾ - (continued)
		Diversified Financial Services - 0.1% - (continued)
$	275,025	RP Crown Parent LLC3.75%, 10/12/2023, 1 mo. USD LIBOR + 2.750%	$	266,430
	98,972	UFC Holdings LLC4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%		94,353
	198,854	Victory Capital Holdings, Inc.3.94%, 07/01/2026, 1 mo. USD LIBOR + 2.500%		192,516

				1,953,722

		Electric - 0.0%
	318,277	Seadrill Partners Finco LLC7.00%, 02/21/2021, 3 mo. USD LIBOR + 6.000%		50,129

		Energy-Alternate Sources - 0.0%
	259,675	BCP Renaissance Parent LLC4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%		216,273
	97,500	Medallion Midland Acquisition LLC4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%		86,970

				303,243

		Engineering & Construction - 0.0%
	727,500	Brand Energy & Infrastructure Services, Inc.5.45%, 06/21/2024, 3 mo. USD LIBOR + 4.250%		663,844

		Entertainment - 0.0%
	145,000	Banijay Entertainment S.A.S0.00%, 03/04/2025, 1 mo. USD LIBOR + 3.750%⁽¹²⁾		137,025
	117,900	Wyndham Hotels & Resorts, Inc.1.93%, 05/30/2025, 1 mo. USD LIBOR + 1.750%		111,062

				248,087

		Food - 0.1%
	99,250	B&G Foods, Inc. 2.68%, 10/10/2026, 1 mo. USD LIBOR + 2.500%		97,761
		Froneri International Ltd.
	165,000	2.43%, 01/29/2027, 1 mo. USD LIBOR + 2.250%		154,791
EUR	170,000	2.63%, 01/29/2027, 1 mo. EURIBOR + 2.625%		183,689
$	488,473	Hostess Brands LLC 3.01%, 08/03/2025, 1 mo. USD LIBOR + 2.250%		470,400
	248,750	U.S. Foods, Inc. 3.07%, 09/13/2026, 1 mo. USD LIBOR + 2.000%		231,079

				1,137,720

		Food Service - 0.0%
	98,500	8th Avenue Food & Provisions, Inc. 3.69%, 10/01/2025, 3 mo. USD LIBOR + 3.500%		95,319
		Aramark Services, Inc.
	111,920	1.93%, 03/11/2025, 3 mo. USD LIBOR + 1.750%		105,484
	109,725	1.93%, 01/15/2027, 1 mo. USD LIBOR + 1.750%		103,074

				303,877

		Gas - 0.0%
	103,688	Messer Industries GmbH 2.81%, 03/01/2026, 1 mo. USD LIBOR + 2.500%		98,633

		Healthcare-Products - 0.0%
EUR	99,500	Grifols S.A. 2.25%, 11/15/2027, 1 mo. EURIBOR + 2.250%		109,285
$	201,375	Lifescan Global Corp. 7.18%, 10/01/2024, 3 mo. USD LIBOR + 6.000%		181,439


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 2.4%⁽¹¹⁾ - (continued)
		Healthcare-Products - 0.0% - (continued)
$	206,952	Parexel International Corp. 2.93%, 09/27/2024, 1 mo. USD LIBOR + 2.750%	$	195,700

				486,424

		Healthcare-Services - 0.2%
	353,437	CDRH Parent, Inc. 5.25%, 07/01/2021, 3 mo. USD LIBOR + 4.250%		217,562
	99,750	CPI Holdco LLC 4.43%, 11/04/2026, 1 mo. USD LIBOR + 4.250%		95,760
	129,551	DentalCorp Perfect Smile ULC 4.75%, 06/06/2025, 1 mo. USD LIBOR + 3.750%^(12)(13)		115,138
	270,875	Envision Healthcare Corp. 3.93%, 10/10/2025, 1 mo. USD LIBOR + 3.750%		176,746
		EyeCare Partners LLC
	47,297	3.75%, 02/18/2027, 1 mo. USD LIBOR + 0.500%^(12)(13)		42,461
	202,703	4.06%, 02/18/2027, 1 mo. USD LIBOR + 3.750%		181,976
	305,332	Global Medical Response, Inc. 4.25%, 04/28/2022, 1 mo. USD LIBOR + 3.250%		293,082
EUR	215,600	IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%		237,786
$	672,480	Jaguar Holding Co. 3.50%, 08/18/2022, 3 mo. USD LIBOR + 2.500%		663,442
		MED ParentCo L.P.
	59,859	4.50%, 08/31/2026, 1 mo. USD LIBOR + 4.250%^(12)(13)		54,022
	238,885	4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250%		215,594
	455,175	MPH Acquisition Holdings LLC 3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%		431,848
	200,000	Pathway Vet Alliance LLC 0.00%, 03/31/2027, 1 mo. USD LIBOR + 3.750%⁽¹²⁾		194,042
	100,000	Surf Holdings LLC 3.83%, 03/05/2027, 1 mo. USD LIBOR + 3.500%		95,643
	201,377	Syneos Health, Inc. 1.93%, 08/01/2024, 1 mo. USD LIBOR + 1.750%		193,322
	547,250	Zelis Healthcare Corp. 4.93%, 09/30/2026, 1 mo. USD LIBOR + 4.750%		535,621

				3,744,045

		Household Products - 0.0%
	287,625	Diamond (BC) B.V. 3.76%, 09/06/2024, 2 mo. USD LIBOR + 3.000%		263,657
	289,500	Revlon Consumer Products Corp. 3.86%, 09/07/2023, 1 mo. USD LIBOR + 3.500%		74,306
	99,750	Reynolds Consumer Products LLC 1.93%, 02/04/2027, 1 mo. USD LIBOR + 1.750%		95,956

				433,919

		Insurance - 0.1%
	174,563	Acrisure LLC 3.68%, 02/15/2027, 3 mo. USD LIBOR + 3.500%		164,525
		Asurion LLC
	731,188	3.18%, 08/04/2022, 1 mo. USD LIBOR + 3.000%		710,473
	545,673	3.18%, 11/03/2023, 1 mo. USD LIBOR + 3.000%		527,028
	375,000	6.68%, 08/04/2025, 1 mo. USD LIBOR + 6.500%		372,187
	220,500	Hub International Ltd. 4.02%, 04/25/2025, 2 mo. USD LIBOR + 3.000%		209,292

The accompanying notes are an integral part of these financial statements.


		88

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 2.4%⁽¹¹⁾ - (continued)
		Insurance - 0.1% - (continued)
		Sedgwick Claims Management Services, Inc.
$	280,725	3.43%, 12/31/2025, 1 mo. USD LIBOR + 3.250%	$	264,384
	544,500	4.18%, 09/03/2026, 1 mo. USD LIBOR + 4.000%		521,359

				2,769,248

		Leisure Time - 0.1%
		Caesars Resort Collection LLC
	170,000	0.00%, 06/19/2025, 1 mo. USD LIBOR + 4.500%⁽¹²⁾		159,482
	434,032	2.93%, 12/23/2024, 1 mo. USD LIBOR + 2.750%		384,796
	225,000	Carnival Corp. 0.00%, 06/30/2025, 1 mo. USD LIBOR + 7.500%⁽¹²⁾		216,562
	795,546	Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%		755,275
	733,400	Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%		660,669
	142,825	Penn National Gaming, Inc. 3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%		132,787

				2,309,571

		Lodging - 0.1%
	266,768	Boyd Gaming Corp. 2.36%, 09/15/2023, 1 Week USD LIBOR + 2.250%		250,178
	537,542	Caesars Entertainment Operating Co. 2.18%, 10/07/2024, 1 mo. USD LIBOR + 2.000%		534,687

				784,865

		Machinery - Construction & Mining - 0.0%
	81,651	Pike Corp. 4.25%, 07/24/2026, 1 mo. USD LIBOR + 3.250%		79,113

		Machinery-Diversified - 0.0%
	260,766	Gates Global LLC 3.75%, 04/01/2024, 3 mo. USD LIBOR + 2.750%		250,552

		Media - 0.3%
	190,125	Altice Financing S.A. 2.93%, 01/31/2026, 1 mo. USD LIBOR + 2.750%		179,035
	484,597	AVSC Holding Corp. 4.25%, 03/03/2025, 3 mo. USD LIBOR + 3.250%		346,487
	1,512,999	Charter Communications Operating LLC 1.93%, 02/01/2027, 3 mo. USD LIBOR + 1.750%		1,452,676
	400,000	Cineworld Ltd. 0.00%, 02/05/2027, 1 mo. USD LIBOR + 3.000%⁽¹²⁾		270,444
	441,144	CSC Holdings LLC 2.69%, 04/15/2027, 1 mo. USD LIBOR + 2.500%		417,592
	161,432	Gray Television, Inc. 2.67%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%		155,903
	268,125	Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%		250,027
	647,640	ION Media Networks, Inc. 3.81%, 12/18/2024, 1 mo. USD LIBOR + 3.000%		610,077
	264,104	MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%		252,468
	94,112	NASCAR Holdings, Inc. 2.93%, 10/19/2026, 1 mo. USD LIBOR + 2.750%		89,860
	278,581	Nexstar Broadcasting, Inc. 2.92%, 09/18/2026, 1 mo. USD LIBOR + 2.750%		264,404
	239,516	Shutterfly, Inc. 6.31%, 09/25/2026, 1 mo. USD LIBOR + 6.000%		218,388


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 2.4%⁽¹¹⁾ - (continued)
		Media - 0.3% - (continued)
$	186,094	Sinclair Television Group, Inc. 2.69%, 09/30/2026, 1 mo. USD LIBOR + 2.500%	$	176,789
	228,850	Terrier Media Buyer, Inc. 4.43%, 12/17/2026, 1 mo. USD LIBOR + 4.250%		217,790
	90,868	Web.com Group, Inc. 3.94%, 10/10/2025, 3 mo. USD LIBOR + 3.750%		85,718
	123,749	William Morris Endeavor Entertainment LLC 2.93%, 05/18/2025, 1 mo. USD LIBOR + 2.750%		100,501

				5,088,159

		Metal Fabricate/Hardware - 0.0%
	290,984	Circor International, Inc. 4.25%, 12/11/2024, 3 mo. USD LIBOR + 3.250%		272,434
	233,251	Rexnord LLC 1.94%, 08/21/2024, 1 mo. USD LIBOR + 1.750%		229,085

				501,519

		Miscellaneous Manufacturing - 0.1%
	120,292	H.B. Fuller Co. 2.19%, 10/20/2024, 1 mo. USD LIBOR + 2.000%		115,898
	284,288	Ingersoll-Rand Services Co. 1.93%, 03/01/2027, 1 mo. USD LIBOR + 1.750%		269,897
	274,307	Momentive Performance Materials, Inc. 3.43%, 05/15/2024, 3 mo. USD LIBOR + 3.250%		256,135
	99,250	Tamko Building Products LLC 3.43%, 06/01/2026, 1 mo. USD LIBOR + 3.250%		95,280
	520,288	USI, Inc. 3.31%, 05/16/2024, 3 mo. USD LIBOR + 3.000%		492,712

				1,229,922

		Oil & Gas - 0.1%
		BCP Raptor LLC
	113,850	4.93%, 11/03/2025, 1 mo. USD LIBOR + 4.750%		73,433
	153,972	5.25%, 06/24/2024, 2 mo. USD LIBOR + 4.250%		110,090
	455,000	California Resources Corp. 11.38%, 12/31/2021, 1 mo. USD LIBOR + 10.375%		20,475
	764,040	Fieldwood Energy LLC 6.25%, 04/11/2022, 1 mo. USD LIBOR + 5.250%		138,803
	310,984	NorthRiver Midstream Finance L.P. 4.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500%		292,909
	714,637	PES Holdings LLC 0.00%, 12/31/2022, 1 mo. USD LIBOR + 6.990%		153,647
	117,900	Traverse Midstream Partners LLC 5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%		97,710

				887,067

		Oil & Gas Services - 0.0%
	148,500	Lower Cadence Holdings LLC 4.18%, 05/22/2026, 1 mo. USD LIBOR + 4.000%		131,423
	529,650	UGI Energy Services LLC 3.93%, 08/13/2026, 1 mo. USD LIBOR + 3.750%		511,774

				643,197

		Packaging & Containers - 0.1%
	396,000	Berry Global, Inc. 2.18%, 07/01/2026, 1 mo. USD LIBOR + 2.000%		377,685
	361,864	Flex Acquisition Co., Inc. 4.43%, 12/29/2023, 3 mo. USD LIBOR + 3.000%		344,998

The accompanying notes are an integral part of these financial statements.


		89

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 2.4%⁽¹¹⁾ - (continued)
		Packaging & Containers - 0.1% - (continued)
$	198,337	Proampac PG Borrower LLC 4.37%, 11/20/2023, 1 mo. USD LIBOR + 3.500%	$	188,668
	535,357	Reynolds Group Holdings, Inc. 2.93%, 02/05/2023, 1 mo. USD LIBOR + 2.750%		510,142

				1,421,493

		Pharmaceuticals - 0.1%
	396,987	Bausch Health Cos., Inc. 3.19%, 06/02/2025, 1 mo. USD LIBOR + 3.000%		385,228
	113,563	Catalent Pharma Solutions, Inc. 3.25%, 05/18/2026, 1 mo. USD LIBOR + 2.250%		112,049
	370,000	Elanco Animal Health, Inc. 0.00%, 02/04/2027, 1 mo. USD LIBOR + 1.750%⁽¹²⁾		352,118
	795,400	Endo Luxembourg Finance Co., S.a r.l. 5.00%, 04/29/2024, 1 mo. USD LIBOR + 4.250%		749,664
	542,275	Sunshine Luxembourg S.a.r.l. 5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250%		518,100

				2,117,159

		Real Estate - 0.0%
EUR	185,000	Boels Topholding B.V. 0.00%, 02/05/2027, 1 mo. USD LIBOR + 4.000%⁽¹²⁾		199,404
$	286,364	VICI Properties LLC 1.94%, 12/20/2024, 1 mo. USD LIBOR + 1.750%		266,284

				465,688

		Retail - 0.1%
	651,575	Bass Pro Group LLC 6.07%, 09/25/2024, 1 mo. USD LIBOR + 5.000%		625,277
	386,437	Coty, Inc. 2.43%, 04/07/2025, 1 mo. USD LIBOR + 2.250%		345,861
	487,652	Harbor Freight Tools USA, Inc. 3.25%, 08/18/2023, 1 mo. USD LIBOR + 2.500%		468,453
	410,332	PetSmart, Inc. 0.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%⁽¹²⁾		404,317
	132,637	Rodan & Fields LLC 4.19%, 06/16/2025, 1 mo. USD LIBOR + 4.000%		65,821
	382,251	Staples, Inc. 5.69%, 04/16/2026, 3 mo. USD LIBOR + 5.000%		327,781
	493,125	U.S. Foods, Inc. 1.93%, 06/27/2023, 1 mo. USD LIBOR + 1.750%		462,394

				2,699,904

		Semiconductors - 0.0%
	119,466	Microchip Technology, Inc. 2.18%, 05/29/2025, 1 mo. USD LIBOR + 2.000%		115,023

		Software - 0.3%
	99,750	AI Convoy (Luxembourg) S.a.r.l. 4.65%, 01/17/2027, 1 mo. USD LIBOR + 3.500%		94,887
	323,333	CCC Information Services, Inc. 4.00%, 04/29/2024, 1 mo. USD LIBOR + 2.750%		311,881
	560,037	Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%		536,779
	284,288	DCert Buyer, Inc. 4.18%, 10/16/2026, 1 mo. USD LIBOR + 4.000%		273,982
	339,629	Epicor Software Corp. 3.43%, 06/01/2022, 1 mo. USD LIBOR + 3.250%		332,024
	507,951	Finastra USA, Inc. 4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%		442,841


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 2.4%⁽¹¹⁾ - (continued)
		Software - 0.3% - (continued)
$	800,432	Hyland Software, Inc. 4.00%, 07/01/2024, 1 mo. USD LIBOR + 3.250%	$	776,043
	380,250	Playtika Holding Corp. 7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%		379,299
	137,900	Quest Software U.S. Holdings, Inc. 5.01%, 05/16/2025, 3 mo. USD LIBOR + 4.250%		132,039
	54,608	SS&C Technologies Holdings Europe S.a.r.l. 1.93%, 04/16/2025, 1 mo. USD LIBOR + 1.750%		52,168
	401,890	SS&C Technologies, Inc. 1.93%, 04/16/2025, 1 mo. USD LIBOR + 1.750%		382,883
		Ultimate Software Group, Inc.
	205,000	0.00%, 05/04/2026, 1 mo. USD LIBOR + 4.000%⁽¹²⁾		202,214
	138,950	3.93%, 05/04/2026, 1 mo. USD LIBOR + 3.750%		134,387
	1,323,445	WEX, Inc. 2.43%, 05/15/2026, 1 mo. USD LIBOR + 2.250%		1,264,829

				5,316,256

		Telecommunications - 0.1%
	687,058	Altice France S.A. 3.87%, 01/31/2026, 3 mo. USD LIBOR + 3.688%		657,315
	169,150	CenturyLink, Inc. 2.43%, 03/15/2027, 1 mo. USD LIBOR + 2.250%		159,096
	135,000	LCPR Loan Financing LLC 5.19%, 10/15/2026, 1 mo. USD LIBOR + 5.000%		133,650
	202,397	Level 3 Financing, Inc. 1.93%, 03/01/2027, 1 mo. USD LIBOR + 1.750%		191,048
	180,000	T-Mobile USA, Inc. 3.18%, 04/01/2027, 1 mo. USD LIBOR + 3.000%		179,611
	320,000	Telenet Financing USD LLC 2.19%, 04/30/2028, 1 mo. USD LIBOR + 2.000%		301,200
	565,148	Univision Communications, Inc. 3.75%, 03/15/2024, 1 mo. USD LIBOR + 2.750%		521,349
	157,600	Zacapa LLC 4.81%, 07/02/2025, 1 mo. USD LIBOR + 4.500%		151,690
		Zayo Group Holdings, Inc.
	289,275	3.18%, 03/09/2027, 1 mo. USD LIBOR + 3.000%		273,920
EUR	99,750	3.25%, 03/09/2027, 1 mo. EURIBOR + 3.250%		107,755

				2,676,634


		Total Senior Floating Rate Interests (cost $54,769,408)	$	49,078,396


U.S. GOVERNMENT AGENCIES - 48.6%
		Mortgage-Backed Agencies - 48.6%
		FHLMC - 5.7%
$	108,278	0.00%, 11/15/2036^(14)(15)	$	103,634
	37,625,229	0.24%, 10/25/2020⁽³⁾⁽⁵⁾		75
	20,913,094	0.74%, 03/25/2027⁽³⁾⁽⁵⁾		740,472
	4,918,574	0.75%, 10/25/2026⁽³⁾⁽⁵⁾		168,693
	10,459,321	0.89%, 06/25/2027⁽³⁾⁽⁵⁾		464,430
	1,607,916	1.75%, 10/15/2042		1,643,207
	1,713,362	2.04%, 09/25/2049, 1 mo. USD LIBOR + 1.850%⁽¹⁾⁽²⁾		1,654,651
	635,436	2.50%, 05/15/2028⁽⁵⁾		41,489
	3,684,753	2.54%, 02/25/2049, 1 mo. USD LIBOR + 2.350%⁽¹⁾⁽²⁾		3,606,188

The accompanying notes are an integral part of these financial statements.


		90

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 48.6% - (continued)
		Mortgage-Backed Agencies - 48.6% - (continued)
		FHLMC - 5.7% - (continued)
$	780,302	2.64%, 03/25/2049, 1 mo. USD LIBOR + 2.450%⁽¹⁾⁽²⁾	$	769,101
	1,754,571	3.00%, 03/15/2028⁽⁵⁾		110,821
	1,877,930	3.00%, 08/01/2029		2,005,115
	783,703	3.00%, 05/15/2032⁽⁵⁾		41,958
	684,788	3.00%, 03/15/2033⁽⁵⁾		68,867
	4,639,330	3.00%, 04/01/2033		4,879,606
	4,631,239	3.00%, 11/01/2036		4,893,274
	3,091,416	3.00%, 01/01/2037		3,266,305
	4,225,000	3.00%, 08/15/2043		4,512,009
	1,073,302	3.00%, 05/15/2046		1,146,574
	7,720,362	3.00%, 11/01/2046		8,254,907
	2,045,295	3.00%, 12/01/2046		2,196,598
	931,297	3.25%, 11/15/2041		1,011,248
	754,457	3.50%, 06/15/2026⁽⁵⁾		26,544
	336,255	3.50%, 09/15/2026⁽⁵⁾		22,474
	526,553	3.50%, 03/15/2027⁽⁵⁾		32,772
	2,816,789	3.50%, 05/15/2034⁽⁵⁾		240,510
	3,804,220	3.50%, 08/01/2034		4,064,816
	2,351,602	3.50%, 03/15/2041⁽⁵⁾		146,490
	1,026,157	3.50%, 06/01/2046		1,093,763
	4,248,355	3.50%, 10/01/2047		4,498,678
	24,686,915	3.50%, 03/01/2048		26,217,078
	228,772	3.50%, 08/01/2048		243,744
	2,654,850	4.00%, 08/01/2025		2,807,623
	1,178,231	4.00%, 12/15/2026⁽⁵⁾		78,543
	1,997,024	4.00%, 07/15/2027⁽⁵⁾		128,775
	898,950	4.00%, 03/15/2028⁽⁵⁾		60,091
	502,353	4.00%, 06/15/2028⁽⁵⁾		37,219
	1,107,948	4.00%, 07/15/2030⁽⁵⁾		110,313
	3,509,409	4.00%, 05/25/2040⁽⁵⁾		411,943
	997,616	4.00%, 11/15/2040		1,150,524
	3,134,312	4.00%, 05/01/2042		3,436,590
	951,276	4.00%, 08/01/2042		1,045,283
	1,409,392	4.00%, 09/01/2042		1,548,682
	222,190	4.00%, 07/01/2044		240,477
	242,011	4.00%, 06/01/2045		262,269
	1,326,801	4.00%, 02/01/2046		1,434,552
	481,841	4.00%, 09/01/2048		511,275
	620,886	4.50%, 09/01/2044		682,457
	2,016,792	4.75%, 07/15/2039		2,300,917
	45,700	5.00%, 02/01/2023		49,834
	97,322	5.00%, 08/01/2023		106,125
	71,654	5.00%, 03/01/2028		78,186
	33,153	5.00%, 08/01/2029		37,130
	58,736	5.00%, 07/01/2030		65,859
	283,639	5.00%, 03/01/2031		318,116
	468,915	5.00%, 05/01/2031		525,919
	748,073	5.00%, 09/01/2031		819,316
	550,886	5.00%, 11/01/2031		615,041
	168,591	5.00%, 07/01/2032		188,767
	908,973	5.00%, 09/15/2033⁽⁵⁾		162,662
	16,150	5.00%, 12/01/2034		17,643
	14,749	5.00%, 11/01/2035		16,908
	32,956	5.00%, 03/01/2039		37,724
	295,634	5.00%, 08/01/2039		339,197
	12,495	5.00%, 09/01/2039		14,184
	12,977	5.00%, 12/01/2039		14,913
	11,099	5.00%, 04/01/2041		12,752
	31,189	5.00%, 04/01/2044		35,776
	15,652	5.00%, 05/01/2044		17,332
	28,003	5.00%, 05/01/2047		30,687
	1,167,323	5.00%, 02/15/2048⁽⁵⁾		203,956
	63,168	5.00%, 08/01/2048		69,073


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 48.6% - (continued)
		Mortgage-Backed Agencies - 48.6% - (continued)
		FHLMC - 5.7% - (continued)
$	20,665	5.00%, 11/01/2048	$	22,575
	105,948	5.00%, 01/01/2049		115,775
	755,778	5.00%, 02/01/2049		826,759
	3,086,738	5.00%, 03/01/2049		3,371,156
	33,582	5.50%, 03/01/2028		36,927
	82,612	5.50%, 04/01/2033		93,836
	755,463	5.50%, 05/01/2034		866,843
	869	5.50%, 11/01/2035		996
	15,372	5.50%, 05/01/2037		17,672
	39,209	5.50%, 11/01/2037		45,042
	69,428	5.50%, 02/01/2038		79,643
	28,185	5.50%, 04/01/2038		32,309
	37,102	5.50%, 06/01/2038		42,507
	3,998,978	5.50%, 08/01/2038		4,594,413
	401,422	5.50%, 09/01/2038		459,305
	7,979	5.50%, 12/01/2039		9,141
	103,119	5.50%, 02/01/2040		118,114
	335,267	5.50%, 05/01/2040		384,339
	330,796	5.50%, 08/01/2040		378,748
	1,482,261	5.50%, 06/01/2041		1,701,221
	1,407,308	5.50%, 10/15/2046⁽⁵⁾		302,184
	1,286	6.00%, 07/01/2029		1,431
	180,211	6.00%, 10/01/2032		209,861
	125,690	6.00%, 11/01/2032		139,881
	221,090	6.00%, 12/01/2032		256,862
	16,840	6.00%, 11/01/2033		19,658
	31,656	6.00%, 01/01/2034		36,910
	17,523	6.00%, 02/01/2034		20,459
	187,587	6.00%, 08/01/2034		219,034
	198,371	6.00%, 09/01/2034		231,491
	184,625	6.00%, 01/01/2035		206,318
	1,461,889	6.00%, 11/01/2037		1,707,148
	244	6.50%, 08/01/2032		279
	678,868	6.50%, 07/15/2036		787,665
	146,338	6.50%, 12/01/2037		165,006
	91	7.50%, 09/01/2029		99
	296	7.50%, 11/01/2031		300

				115,692,631

		FNMA - 19.2%
	113,696	0.00%, 03/25/2036^(14)(15)		103,630
	941,806	0.00%, 06/25/2036^(14)(15)		882,299
	8,833,923	0.35%, 01/25/2030⁽³⁾⁽⁵⁾		209,718
	11,857,505	1.57%, 05/25/2029⁽³⁾⁽⁵⁾		1,185,273
	1,952,632	1.75%, 12/25/2042		2,001,541
	20,000,000	2.00%, 07/16/2035⁽¹⁶⁾		20,690,625
	19,900,000	2.00%, 08/17/2035⁽¹⁶⁾		20,554,531
	1,472,103	2.00%, 09/25/2039		1,511,489
	877,362	2.00%, 08/25/2043		883,702
	4,140,000	2.00%, 07/14/2050⁽¹⁶⁾		4,236,708
	651,185	2.50%, 06/25/2028⁽⁵⁾		38,646
	15,900,000	2.50%, 07/16/2035⁽¹⁶⁾		16,646,555
	199,206	2.50%, 01/01/2043		208,784
	4,015,894	2.50%, 02/01/2043		4,253,324
	1,648,670	2.50%, 03/01/2043		1,746,140
	3,226,790	2.50%, 05/01/2043		3,417,577
	2,208,551	2.50%, 06/01/2043		2,338,837
	1,367,746	2.50%, 04/01/2045		1,448,646
	1,386,593	3.00%, 02/25/2027⁽⁵⁾		70,323
	564,431	3.00%, 09/25/2027⁽⁵⁾		37,262
	3,827,957	3.00%, 01/25/2028⁽⁵⁾		241,107
	7,821,259	3.00%, 04/25/2033⁽⁵⁾		537,866
	11,025,000	3.00%, 07/16/2035⁽¹⁶⁾		11,588,309
	3,061,718	3.00%, 03/01/2037		3,241,866

The accompanying notes are an integral part of these financial statements.


		91

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 48.6% - (continued)
		Mortgage-Backed Agencies - 48.6% - (continued)
		FNMA - 19.2% - (continued)
$	1,344,331	3.00%, 05/25/2047	$	1,391,521
	5,245,537	3.00%, 09/25/2047		5,615,946
	3,650,939	3.00%, 10/25/2048		3,943,091
	3,870,310	3.00%, 08/25/2049		4,152,062
	53,032,000	3.00%, 07/14/2050⁽¹⁶⁾		55,853,468
	2,085,429	3.02%, 08/25/2044⁽³⁾⁽⁵⁾		102,930
	2,565,803	3.04%, 05/25/2046⁽³⁾⁽⁵⁾		131,969
	2,568,172	3.06%, 04/25/2055⁽³⁾⁽⁵⁾		153,985
	1,796,209	3.19%, 06/25/2055⁽³⁾⁽⁵⁾		104,630
	467,617	3.24%, 12/01/2026		523,871
	632,996	3.50%, 05/25/2027⁽⁵⁾		44,922
	1,002,701	3.50%, 10/25/2027⁽⁵⁾		76,053
	1,177,616	3.50%, 05/25/2030⁽⁵⁾		100,899
	338,505	3.50%, 08/25/2030⁽⁵⁾		27,824
	695,763	3.50%, 02/25/2031⁽⁵⁾		45,418
	708,955	3.50%, 09/25/2035⁽⁵⁾		77,702
	5,300,194	3.50%, 11/25/2039⁽⁵⁾		563,060
	1,565,194	3.50%, 10/01/2044		1,710,919
	1,789,214	3.50%, 02/01/2045		1,917,649
	3,328,921	3.50%, 09/01/2046		3,538,258
	1,696,686	3.50%, 10/01/2046		1,806,558
	726,571	3.50%, 10/25/2046⁽⁵⁾		111,763
	1,183,620	3.50%, 11/01/2046		1,293,938
	1,104,997	3.50%, 09/01/2047		1,207,330
	4,206,774	3.50%, 11/25/2047		4,491,828
	836,356	3.50%, 12/01/2047		917,355
	4,605,655	3.50%, 01/01/2048		4,869,632
	810,065	3.50%, 02/01/2048		876,551
	1,111,061	3.50%, 02/25/2048		1,166,252
	41,794,000	3.50%, 07/14/2050⁽¹⁶⁾		43,957,166
	7,527,834	3.50%, 09/01/2057		8,187,051
	4,521,400	3.50%, 05/01/2058		4,917,337
	4,726,052	3.50%, 12/25/2058		5,200,996
	1,893,916	3.74%, 06/01/2026		2,137,603
	1,269,648	4.00%, 06/01/2025		1,342,763
	401,836	4.00%, 10/01/2025		425,223
	312,953	4.00%, 04/25/2032⁽⁵⁾		33,111
	3,249,842	4.00%, 10/01/2040		3,563,079
	1,473,697	4.00%, 11/01/2040		1,617,667
	1,089,336	4.00%, 12/01/2040		1,195,938
	529,778	4.00%, 02/01/2041		581,416
	1,257,781	4.00%, 03/01/2041		1,380,870
	3,102,974	4.00%, 06/01/2041		3,363,224
	487,036	4.00%, 03/25/2042⁽⁵⁾		49,357
	617,717	4.00%, 08/01/2042		678,568
	1,101,578	4.00%, 09/01/2042		1,210,084
	281,061	4.00%, 11/25/2042⁽⁵⁾		41,043
	219,246	4.00%, 03/01/2045		237,003
	1,028,228	4.00%, 07/01/2045		1,137,135
	483,533	4.00%, 05/01/2046		517,567
	1,252,977	4.00%, 06/01/2046		1,351,189
	1,208,956	4.00%, 04/01/2047		1,336,579
	5,133,282	4.00%, 10/01/2047		5,477,109
	3,837,322	4.00%, 05/01/2048		4,073,802
	6,261,640	4.00%, 07/01/2048		6,631,233
	3,038,013	4.00%, 09/01/2048		3,220,452
	10,400,000	4.00%, 07/14/2050⁽¹⁶⁾		11,020,953
	300,118	4.50%, 04/01/2025		317,272
	444,941	4.50%, 07/25/2027⁽⁵⁾		31,728
	862,226	4.50%, 09/01/2035		944,178
	3,081,599	4.50%, 08/01/2040		3,419,027
	2,853,961	4.50%, 10/01/2040		3,176,107
	1,289,555	4.50%, 10/01/2041		1,435,179
	2,853,852	4.50%, 08/25/2043⁽⁵⁾		448,720
	1,094,483	4.50%, 09/01/2043		1,217,487


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 48.6% - (continued)
		Mortgage-Backed Agencies - 48.6% - (continued)
		FNMA - 19.2% - (continued)
$	42,530,000	4.50%, 07/14/2050⁽¹⁶⁾	$	45,696,491
	5,913,525	4.50%, 01/01/2051		6,577,599
	284,513	5.00%, 06/01/2022		298,949
	155,324	5.00%, 06/01/2025		163,444
	443,735	5.00%, 04/25/2038		493,972
	2,698,116	5.00%, 02/01/2049		2,948,494
	328,820	5.00%, 03/01/2049		359,423
	209,564	5.47%, 05/25/2042⁽³⁾⁽⁵⁾		19,787
	53,961	5.50%, 06/01/2022		55,493
	180,294	5.50%, 06/01/2033		205,639
	143,287	5.50%, 08/01/2033		161,719
	901,534	5.50%, 09/01/2033		1,033,174
	886,827	5.50%, 12/01/2033		1,017,553
	618,641	5.50%, 01/01/2034		709,560
	3,178,190	5.50%, 11/01/2035		3,647,849
	916,508	5.50%, 04/01/2036		1,053,020
	707,408	5.50%, 09/01/2036		811,347
	57,028	5.50%, 01/01/2037		65,246
	510,285	5.50%, 04/25/2037		599,157
	2,931,939	5.50%, 11/25/2040⁽⁵⁾		503,865
	2,033,500	5.50%, 06/25/2042⁽⁵⁾		445,488
	2,417,093	5.50%, 08/25/2044⁽⁵⁾		507,494
	582	6.00%, 03/01/2022		584
	347,422	6.00%, 12/01/2032		394,257
	327,625	6.00%, 01/01/2033		372,582
	68,275	6.00%, 02/01/2033		75,991
	419,438	6.00%, 03/01/2033		481,561
	757,357	6.00%, 02/01/2037		882,232
	1,990,670	6.00%, 01/25/2042⁽⁵⁾		312,980
	1,434,957	6.00%, 09/25/2047⁽⁵⁾		330,879
	536	6.50%, 05/01/2031		596
	919	6.50%, 09/01/2031		1,043
	1,199	6.50%, 07/01/2032		1,379
	1,109	7.00%, 07/01/2029		1,289
	84	7.00%, 12/01/2030		86
	582	7.00%, 02/01/2032		621
	159	7.00%, 03/01/2032		187
	1,692	7.00%, 09/01/2032		1,835
	757	7.50%, 10/01/2022		799
	1,272	7.50%, 06/01/2027		1,477
	1,904	7.50%, 10/01/2029		1,951
	11,842	7.50%, 03/01/2030		13,601
	7,553	7.50%, 04/01/2030		8,182
	952	7.50%, 06/01/2030		1,119
	1,622	7.50%, 07/01/2030		1,878
	426	7.50%, 08/01/2030		497
	4,997	7.50%, 10/01/2030		5,059
	6,923	7.50%, 01/01/2031		7,093
	16,257	7.50%, 05/01/2031		18,848
	5,681	7.50%, 06/01/2031		5,893
	1,298	7.50%, 08/01/2031		1,497
	19,462	7.50%, 09/01/2031		19,743
	185	7.50%, 05/01/2032		222

				391,088,082

		GNMA - 16.6%
	1,497,584	1.75%, 09/20/2043		1,530,910
	1,428,929	2.00%, 01/20/2042		1,474,730
	1,375,036	2.50%, 12/16/2039		1,439,399
	2,141,170	2.50%, 07/20/2041		2,245,951
	50,235,000	2.50%, 07/21/2050⁽¹⁶⁾		52,880,187
	50,200,000	2.50%, 08/20/2050⁽¹⁶⁾		52,735,492
	708,203	3.00%, 09/20/2028⁽⁵⁾		51,726
	7,500,375	3.00%, 05/20/2035⁽⁵⁾		543,392
	506,566	3.00%, 02/16/2043⁽⁵⁾		66,179

The accompanying notes are an integral part of these financial statements.


		92

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 48.6% - (continued)
		Mortgage-Backed Agencies - 48.6% - (continued)
		GNMA - 16.6% - (continued)
$	4,600,149	3.00%, 03/15/2045	$	4,870,781
	284,252	3.00%, 04/15/2045		301,074
	3,438,094	3.00%, 07/15/2045		3,637,429
	77,957	3.00%, 08/15/2045		82,522
	1,269,173	3.00%, 10/20/2047		1,329,905
	27,749,500	3.00%, 01/20/2050		29,443,463
	6,867,965	3.00%, 07/20/2050		7,277,049
	34,139,000	3.00%, 07/21/2050⁽¹⁶⁾		36,170,004
	288,832	3.50%, 02/16/2027⁽⁵⁾		20,520
	736,755	3.50%, 03/20/2027⁽⁵⁾		58,848
	680,906	3.50%, 07/20/2040⁽⁵⁾		47,469
	1,067,474	3.50%, 02/20/2041⁽⁵⁾		66,651
	1,897,568	3.50%, 04/20/2042⁽⁵⁾		125,621
	2,980,872	3.50%, 10/20/2042⁽⁵⁾		455,098
	355,735	3.50%, 11/15/2042		385,557
	9,325	3.50%, 12/15/2042		9,983
	215,720	3.50%, 02/15/2043		231,848
	12,776	3.50%, 03/15/2043		13,731
	1,510,536	3.50%, 04/15/2043		1,623,303
	3,970,055	3.50%, 05/15/2043		4,259,364
	300,175	3.50%, 05/20/2043⁽⁵⁾		44,731
	1,542,841	3.50%, 07/20/2043⁽⁵⁾		173,303
	1,205,901	3.50%, 07/20/2046		1,290,211
	1,192,855	3.50%, 10/20/2046		1,278,119
	1,665,378	3.50%, 08/20/2047		1,773,006
	1,483,340	3.50%, 03/20/2048		1,578,076
	17,966,000	3.50%, 07/21/2050⁽¹⁶⁾		18,957,639
	17,900,000	3.50%, 08/20/2050⁽¹⁶⁾		18,885,199
	201,271	4.00%, 12/16/2026⁽⁵⁾		15,089
	2,967,279	4.00%, 05/20/2029⁽⁵⁾		230,385
	4,054,714	4.00%, 07/20/2040		4,469,373
	4,657,569	4.00%, 09/20/2040		5,134,061
	7,022,500	4.00%, 10/20/2040		7,743,006
	1,274,733	4.00%, 12/20/2040		1,429,282
	351,352	4.00%, 05/16/2042⁽⁵⁾		46,089
	559,950	4.00%, 03/20/2043⁽⁵⁾		90,369
	257,681	4.00%, 01/20/2044⁽⁵⁾		44,791
	2,282,532	4.00%, 01/16/2046⁽⁵⁾		395,257
	1,963,138	4.00%, 03/20/2047⁽⁵⁾		254,317
	933,737	4.00%, 11/20/2047		1,027,141
	3,920,031	4.00%, 03/20/2048		4,255,472
	21,271,000	4.00%, 07/21/2050⁽¹⁶⁾		22,550,999
	166,729	4.50%, 11/15/2039		184,884
	1,524,540	4.50%, 05/15/2040		1,717,118
	4,570,156	4.50%, 05/20/2040		5,019,576
	210,190	4.50%, 07/15/2041		234,411
	931,975	4.50%, 04/20/2045⁽⁵⁾		160,428
	3,999,395	4.50%, 08/20/2045		668,685
	404,070	4.50%, 01/20/2046		442,881
	3,692,457	4.50%, 01/20/2047⁽⁵⁾		392,941
	3,093,359	4.50%, 05/20/2048⁽⁵⁾		343,232
	13,095,000	4.50%, 07/21/2050⁽¹⁶⁾		13,986,074
	2,350,543	5.00%, 02/16/2040⁽⁵⁾		430,219
	494,276	5.00%, 05/20/2040		557,628
	1,229,741	5.00%, 06/15/2041		1,418,169
	1,370,059	5.00%, 10/16/2041⁽⁵⁾		238,327
	1,903,682	5.00%, 03/15/2044		2,195,129
	539,900	5.00%, 01/16/2047⁽⁵⁾		99,956
	4,400,000	5.00%, 07/21/2050⁽¹⁶⁾		4,807,000
	443,646	5.50%, 03/15/2033		505,620
	566,568	5.50%, 04/15/2033		647,745
	677,949	5.50%, 05/15/2033		787,106
	922,959	5.50%, 10/20/2034		1,062,000
	1,946,390	5.50%, 03/20/2039⁽⁵⁾		345,794
	1,671,853	5.50%, 02/16/2047⁽⁵⁾		300,892


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 48.6% - (continued)
		Mortgage-Backed Agencies - 48.6% - (continued)
		GNMA - 16.6% - (continued)
$	1,014,290	5.50%, 02/20/2047⁽⁵⁾	$	159,494
	1,155	6.00%, 12/15/2023		1,282
	948	6.00%, 01/15/2029		1,057
	971	6.00%, 04/15/2029		1,139
	40,976	6.00%, 12/15/2031		46,548
	777	6.00%, 10/15/2032		926
	16,616	6.00%, 06/15/2033		19,810
	1,136	6.00%, 03/15/2034		1,290
	43,443	6.00%, 08/15/2034		51,757
	57,324	6.00%, 09/15/2034		64,304
	38,404	6.00%, 02/15/2035		45,761
	213,093	6.00%, 12/15/2035		240,272
	24,346	6.00%, 02/15/2036		27,072
	163,593	6.00%, 03/15/2036		194,910
	16,701	6.00%, 04/15/2036		18,566
	80,968	6.00%, 05/15/2036		93,999
	162,881	6.00%, 06/15/2036		191,385
	61,558	6.00%, 07/15/2036		68,995
	18,613	6.00%, 08/15/2036		20,804
	141,932	6.00%, 02/15/2037		168,309
	499	6.00%, 05/15/2037		570
	298,627	6.00%, 06/15/2037		353,271
	238,578	6.00%, 07/15/2037		283,812
	57,175	6.00%, 08/15/2037		68,007
	75,339	6.00%, 10/15/2037		89,259
	43,613	6.00%, 11/15/2037		51,926
	68,141	6.00%, 12/15/2037		80,961
	144,142	6.00%, 01/15/2038		169,305
	10,476	6.00%, 02/15/2038		12,233
	17,541	6.00%, 05/15/2038		19,630
	6,164	6.00%, 06/15/2038		7,265
	27,229	6.00%, 08/15/2038		32,119
	90,185	6.00%, 09/15/2038		102,447
	106,314	6.00%, 10/15/2038		123,769
	208,880	6.00%, 11/15/2038		239,977
	66,641	6.00%, 12/15/2038		77,463
	1,264	6.00%, 01/15/2039		1,447
	34,821	6.00%, 08/15/2039		39,048
	54,224	6.00%, 11/15/2039		63,155
	13,388	6.00%, 02/15/2040		14,879
	702,022	6.00%, 06/15/2040		829,650
	130,308	6.00%, 07/15/2040		155,345
	1,556,801	6.00%, 09/20/2040⁽⁵⁾		290,082
	713,163	6.00%, 06/15/2041		847,610
	1,493,514	6.00%, 02/20/2046⁽⁵⁾		322,138
	20,153	6.50%, 06/15/2028		22,544
	435	6.50%, 07/15/2028		479
	1,627	6.50%, 08/15/2028		1,792
	13,603	6.50%, 09/15/2028		14,976
	836	6.50%, 10/15/2028		920
	2,658	6.50%, 11/15/2028		2,927
	4,386	6.50%, 12/15/2028		4,828
	5,106	6.50%, 01/15/2029		5,621
	19,375	6.50%, 02/15/2029		21,370
	138,345	6.50%, 03/15/2029		153,622
	28,484	6.50%, 04/15/2029		31,478
	15,212	6.50%, 05/15/2029		16,855
	144,738	6.50%, 06/15/2029		159,981
	5,664	6.50%, 07/15/2029		6,235
	124	6.50%, 03/15/2031		136
	174,538	6.50%, 04/15/2031		195,109
	38,793	6.50%, 05/15/2031		45,286
	7,185	6.50%, 06/15/2031		8,113
	160,970	6.50%, 07/15/2031		180,429
	57,947	6.50%, 08/15/2031		64,363

The accompanying notes are an integral part of these financial statements.


		93

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 48.6% - (continued)
		Mortgage-Backed Agencies - 48.6% - (continued)
		GNMA - 16.6% - (continued)
$	99,332	6.50%, 09/15/2031	$	109,964
	139,029	6.50%, 10/15/2031		157,954
	266,316	6.50%, 11/15/2031		300,390
	44,258	6.50%, 12/15/2031		48,717
	187,595	6.50%, 01/15/2032		211,970
	44,683	6.50%, 02/15/2032		51,724
	35,802	6.50%, 03/15/2032		40,521
	166,206	6.50%, 04/15/2032		193,497
	640	6.50%, 05/15/2032		724
	33,772	6.50%, 06/15/2032		38,534
	2,366	7.00%, 06/20/2030		2,477
	555	7.00%, 02/15/2031		631
	174	7.00%, 06/15/2031		189
	115	7.00%, 08/15/2031		131
	491	8.50%, 11/15/2024		493

				339,377,944

		UMBS - 7.1%
	56,960,000	2.50%, 07/14/2050⁽¹⁶⁾		59,380,800
	81,000,000	2.50%, 08/13/2050⁽¹⁶⁾		84,311,187

				143,691,987


		Total U.S. Government Agencies (cost $971,743,400)	$	989,850,644


U.S. GOVERNMENT SECURITIES - 5.9%
		U.S. Treasury Securities - 5.9%
		U.S. Treasury Bonds - 3.5%
$	2,691,225	0.13%, 01/15/2030⁽¹⁷⁾	$	2,907,336
	3,774,982	1.00%, 02/15/2048^(17)(18)		4,985,442
	7,350,000	2.25%, 08/15/2049		8,839,236
	16,195,000	3.13%, 08/15/2044^(18)(19)		22,082,768
	16,500,000	3.38%, 05/15/2044^(18)(20)		23,337,187
	7,800,000	3.75%, 11/15/2043		11,608,289

				73,760,258

		U.S. Treasury Notes - 2.3%
	11,083,417	0.38%, 01/15/2027^(17)(18)		11,942,314
	1,502,294	0.50%, 01/15/2028⁽¹⁷⁾		1,646,813
	15,865,000	0.63%, 05/15/2030⁽²⁰⁾		15,820,999
	12,451,501	0.88%, 01/15/2029^(17)(18)		14,185,465
	2,512,131	1.00%, 02/15/2049^(17)(18)		3,347,781

				46,943,372


		Total U.S. Government Securities (cost $108,489,223)	$	120,703,630


CONVERTIBLE BONDS - 0.0%
		Pipelines - 0.0%
	65,000	Cheniere Energy, Inc.^(1)(21)	$	65,630


		Total Convertible Bonds (cost $65,349)	$	65,630


COMMON STOCKS - 0.0%
		Energy - 0.0%
	64,657	Ascent Resources - Marcellus LLC Class A^(22)(23)	$	37,178
	30,559	Philadelphia Energy Solutions Class A		306
	14,557	Templar Energy LLC Class A^*		145


		Total Common Stocks (cost $593,434)	$	37,629


Shares or Principal Amount			Market Value^†
PREFERRED STOCKS - 0.1%
		Banks - 0.1%
	2,242	U.S. Bancorp Series A, 3.50%⁽²⁾⁽⁸⁾	$	1,792,344


		Total Preferred Stocks (cost $1,591,820)	$	1,792,344


WARRANTS - 0.0%
		Energy - 0.0%
	16,740	Ascent Resources - Marcellus LLC Expires 03/30/23^*(22)(23)	$	84


		Total Warrants (cost $1,339)	$	84


		Total Long-Term Investments (cost $2,468,628,639)	$	2,542,145,591


SHORT-TERM INVESTMENTS - 4.2%
		Commercial Paper - 0.1%
		Intesa Funding LLC
$	250,000	1.85%, 08/28/2020	$	249,255
	250,000	1.86%, 08/14/2020		249,429
		Nissan Motor Acceptance Corp.
	250,000	1.39%, 01/29/2021		243,891
	800,000	1.92%, 10/15/2020		791,202

				1,533,777

		Repurchase Agreements - 3.9%
	79,613,056	Fixed Income Clearing Corp., Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $79,613,189; collateralized by U.S. Treasury Bond at 2.875%, maturing 11/15/2046, with a market value of $81,205,409		79,613,056

		Securities Lending Collateral - 0.2%
	287,756	Citibank NA DDCA, 0.08%, 07/01/2020⁽²⁴⁾		287,756
	2,106,559	Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%⁽²⁴⁾		2,106,559
	3,360,805	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%⁽²⁴⁾		3,360,805

				5,755,120


		Total Short-Term Investments (cost $86,910,367)	$	86,901,953



Total Investments Excluding Purchased Options (cost $2,555,539,006)	128.9	%	$	2,629,047,544


Total Purchased Options (cost $825,263)	0.1	%	$	742,411


Total Investments (cost $2,556,364,269)	129.0	%	$	2,629,789,955
Other Assets and Liabilities	(29.0	)%		(590,597,783	)

Total Net Assets	100.0	%	$	2,039,192,172

The accompanying notes are an integral part of these financial statements.


		94

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾

⁽²⁾	Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2020. 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⁾

⁽⁷⁾	Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

⁽⁸⁾	Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁹⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

⁽¹⁰⁾	Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽¹¹⁾

⁽¹²⁾	Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹³⁾	This security, or a portion of this security, has unfunded loan commitments. As of June 30, 2020, the aggregate value of the unfunded commitment was $211,621, 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, 2020, the market value of securities pledged was $15,011,551.

⁽¹⁹⁾	All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2020, the market value of securities pledged was $7,623,634.

⁽²⁰⁾	All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of June 30, 2020, the market value of securities pledged was $19,316,617.

⁽²¹⁾	Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽²²⁾	Investment valued using significant unobservable inputs.

⁽²³⁾

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, 2020, the aggregate fair value of these securities was $37,262, 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.

⁽²⁴⁾	Current yield as of period end.


OTC Swaption Contracts Outstanding at June 30, 2020
Description	Counter- party	Exercise Price/ FX Rate/ Rate	Pay/ Receive Floating Rate		Expiration Date		Notional Amount		Number of Contracts		Market Value †		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/24/60^*	DEUT	1.31%		Pay		02/28/30	USD	575,000		575,000	$	137,137	$	100,356	$	36,781
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57^*	JPM	2.45%		Pay		08/02/27	USD	1,075,000		1,075,000		451,285		110,402		340,883

Total calls											$	588,422	$	210,758	$	377,664

The accompanying notes are an integral part of these financial statements.


		95

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


OTC Swaption Contracts Outstanding at June 30, 2020 – (continued)
Description	Counter- party	Exercise Price/ FX Rate/ Rate	Pay/ Receive Floating Rate		Expiration Date		Notional Amount		Number of Contracts		Market Value †		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts – (continued):
Puts
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/24/60^*	DEUT	1.31%		Receive		02/28/30	USD	575,000		575,000	$	89,240	$	100,357	$	(11,117	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57^*	BOA	1.70%		Receive		11/23/20	USD	12,045,000		12,045,000		10,311		301,728		(291,417	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57^*	JPM	2.45%		Receive		08/02/27	USD	1,075,000		1,075,000		54,438		212,420		(157,982	)

Total puts											$	153,989	$	614,505	$	(460,516	)

Total purchased OTC swaption contracts											$	742,411	$	825,263	$	(82,852	)

*	Swaptions with forward premiums.


OTC Swaption Contracts Outstanding at June 30, 2020
Description	Counter- party	Exercise Price/ FX Rate/ Rate	Pay/ Receive Floating Rate		Expiration Date		Notional Amount			Number of Contracts		Market Value ^†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Written swaption contracts:
Calls
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/20/25	GSC	77.50%		Pay		07/15/20	USD	(151,515,000	)		151,515,000	$	(356,851	)	$	(431,818	)	$	74,967
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/20/25	MSC	75.00%		Pay		07/15/20	USD	(150,870,000	)		150,870,000		(254,430	)		(497,871	)		243,441
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 04/06/51	BOA	0.90%		Pay		03/31/21	USD	(540,000	)		540,000		(35,014	)		(46,035	)		11,021

Total calls												$	(646,295	)	$	(975,724	)	$	329,429

Written swaption contracts:
Puts
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/20/25	GSC	77.50%		Receive		07/15/20	USD	(151,515,000	)		151,515,000	$	(325,900	)	$	(348,485	)	$	22,585
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/20/25	MSC	75.00%		Receive		07/15/20	USD	(150,870,000	)		150,870,000		(406,680	)		(392,261	)		(14,419	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 04/06/51	BOA	0.90%		Receive		03/31/21	USD	(540,000	)		540,000		(40,187	)		(46,035	)		5,848

Total puts												$	(772,767	)	$	(786,781	)	$	14,014

Total written OTC swaption contracts												$	(1,419,062	)	$	(1,762,505	)	$	343,443


Futures Contracts Outstanding at June 30, 2020
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 5-Year Note Future		466		09/30/2020	$	58,595,859	$	110,830
U.S. Treasury 10-Year Note Future		866		09/21/2020		120,522,844		447,793
U.S. Treasury Ultra Long Term Bond Future		675		09/21/2020		147,255,469		(844,233	)

Total							$	(285,610	)

Short position contracts:
Euro-BUND Future		112		09/08/2020	$	22,211,856	$	(60,545	)
Euro-BUXL 30-Year Bond Future		10		09/08/2020		2,471,250		(108,681	)
U.S. Treasury 2-Year Note Future		25		09/30/2020		5,520,703		(4,147	)
U.S. Treasury 10-Year Ultra Future		716		09/21/2020		112,758,813		(314,560	)
U.S. Treasury Long Bond Future		409		09/21/2020		73,032,062		(526,924	)

Total							$	(1,014,857	)

Total futures contracts							$	(1,300,467	)

The accompanying notes are an integral part of these financial statements.


		96

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


TBA Sale Commitments Outstanding at June 30, 2020
Description	Principal Amount		Maturity Date		Market Value^†			Unrealized Appreciation/ (Depreciation)
FNMA, 4.00%	$	3,200,000		07/16/2035	$	(3,384,819	)	$	6,181
FNMA, 4.00%		12,980,500		07/14/2050		(13,755,527	)		55,522
FNMA, 5.50%		13,400,000		07/14/2050		(14,744,413	)		3,963
FNMA, 6.00%		3,300,000		07/14/2050		(3,673,368	)		63,366
UMBS, 4.50%		25,700,000		07/14/2050		(27,613,445	)		148,096
UMBS, 5.00%		2,509,500		07/14/2050		(2,742,413	)		2,353

Total (proceeds receivable $66,193,466)					$	(65,913,985	)	$	279,481

At June 30, 2020, the aggregate market value of TBA Sale Commitments represents (3.2)% of total net assets.


OTC Credit Default Swap Contracts Outstanding at June 30, 2020
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	1,349,275		(0.09%)			08/25/37		Monthly	$	285,507	$	—		$	74,088		$	(211,419	)
ABX.HE.AAA.07		CSI		USD	3,279,824		(0.09%)			08/25/37		Monthly		797,987		—			180,085			(617,902	)
ABX.HE.PENAAA.06		MSC		USD	523,381		(0.11%)			05/25/46		Monthly		57,169		—			47,046			(10,123	)
ABX.HE.PENAAA.06		JPM		USD	1,194,838		(0.11%)			05/25/46		Monthly		130,202		—			107,399			(22,803	)
ABX.HE.PENAAA.06		GSC		USD	490,441		(0.11%)			05/25/46		Monthly		120,526		—			44,085			(76,441	)
CMBX.NA.AAA.12		GSC		USD	2,660,000		(0.50%)			08/17/61		Monthly		6,379		—			8,362			1,983
CMBX.NA.AAA.12		JPM		USD	11,170,000		(0.50%)			08/17/61		Monthly		199,882		—			35,272			(164,610	)

Total													$	1,597,652	$	—		$	496,337		$	(1,101,315	)

Sell protection:
ABX.HE.AAA.07		MSC		USD	1,349,275		0.09	%		08/25/37		Monthly	$	11,461	$	—		$	(74,085	)	$	(85,546	)
ABX.HE.AAA.07		MSC		USD	3,279,821		0.09	%		08/25/37		Monthly		28,040		—			(180,085	)		(208,125	)
ABX.HE.PENAAA.06		BCLY		USD	2,208,664		0.11	%		05/25/46		Monthly		—		(54,350	)		(198,534	)		(144,184	)
CMBX.NA.BB.6		CSI		USD	1,566,000		5.00	%		05/11/63		Monthly		—		(267,944	)		(788,914	)		(520,970	)
CMBX.NA.BB.6		CSI		USD	2,800,000		5.00	%		05/11/63		Monthly		—		(479,082	)		(1,410,573	)		(931,491	)
CMBX.NA.BB.6		CSI		USD	3,270,000		5.00	%		05/11/63		Monthly		—		(639,662	)		(1,647,347	)		(1,007,685	)
CMBX.NA.BB.6		GSC		USD	2,855,000		5.00	%		05/11/63		Monthly		—		(290,449	)		(1,438,280	)		(1,147,831	)
CMBX.NA.BB.8		GSC		USD	240,000		5.00	%		10/17/57		Monthly		—		(25,651	)		(112,731	)		(87,080	)
CMBX.NA.BB.8		DEUT		USD	1,455,000		5.00	%		10/17/57		Monthly		—		(337,264	)		(683,433	)		(346,169	)
CMBX.NA.BB.8		CSI		USD	2,507,000		5.00	%		10/17/57		Monthly		—		(646,139	)		(1,177,571	)		(531,432	)
CMBX.NA.BB.8		GSC		USD	3,445,000		5.00	%		10/17/57		Monthly		—		(795,011	)		(1,618,164	)		(823,153	)
CMBX.NA.BB.8		MSC		USD	5,083,000		5.00	%		10/17/57		Monthly		—		(1,310,150	)		(2,387,554	)		(1,077,404	)
CMBX.NA.BBB-.6		MSC		USD	465,000		3.00	%		05/11/63		Monthly		—		(38,101	)		(145,273	)		(107,172	)
CMBX.NA.BBB-.6		DEUT		USD	485,000		3.00	%		05/11/63		Monthly		—		(69,162	)		(151,521	)		(82,359	)
CMBX.NA.BBB-.6		CSI		USD	920,000		3.00	%		05/11/63		Monthly		—		(122,463	)		(287,422	)		(164,959	)
CMBX.NA.BBB-.6		GSC		USD	2,725,000		3.00	%		05/11/63		Monthly		—		(288,673	)		(851,558	)		(562,885	)
CMBX.NA.BBB-.6		MSC		USD	4,245,000		3.00	%		05/11/63		Monthly		—		(599,004	)		(1,326,200	)		(727,196	)

Total													$	39,501	$	(5,963,105	)	$	(14,479,245	)	$	(8,555,641	)

Total OTC credit default swap contracts													$	1,637,153	$	(5,963,105	)	$	(13,982,908	)	$	(9,656,956	)

^(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 Credit Default Swap Contracts Outstanding at June 30, 2020
Reference Entity		Notional Amount^(a)		(Pay)/Receive Fixed Rate			Expiration Date	Periodic Payment Frequency		Cost Basis			Value^†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Sell protection:
CDX.EM.33.V1	USD		34,299,750		1.00	%	06/20/25		Quarterly	$	(3,912,170	)	$	(1,600,396	)	$	2,311,774
CDX.NA.IG.34.V1	USD		5,520,000		1.00	%	06/20/25		Quarterly		69,788			77,487			7,699

Total										$	(3,842,382	)	$	(1,522,909	)	$	2,319,473

The accompanying notes are an integral part of these financial statements.


		97

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2020 – (continued)
Reference Entity		Notional Amount^(a)		(Pay)/Receive Fixed Rate			Expiration Date	Periodic Payment Frequency		Cost Basis			Value^†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on single-name issues:
Sell protection:
Republic of Brazil	USD		1,350,000		1.00	%	06/20/25		Quarterly	$	(90,286	)	$	(96,167	)	$	(5,881	)
Republic of South Africa Government Bond	USD		1,390,000		1.00	%	06/20/25		Quarterly		(123,859	)		(130,047	)		(6,188	)
Republic of Turkey	USD		1,525,000		1.00	%	06/20/25		Quarterly		(245,901	)		(254,492	)		(8,591	)
Russian Federation	USD		1,250,000		1.00	%	06/20/25		Quarterly		(451	)		(6,383	)		(5,932	)

Total										$	(460,497	)	$	(487,089	)	$	(26,592	)

Total Centrally Cleared Credit Credit Default Swap Contracts										$	(4,302,879	)	$	(2,009,998	)	$	2,292,881

^(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, 2020
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)
12 Mo. Federal Funds Rate	1.63% Fixed	USD	13,700,000		11/14/26	Annual	$	—	$	—		$	(1,339,098	)	$	(1,339,098	)
3 Mo. USD LIBOR	2.00% Fixed	USD	5,681,000		03/21/23	Semi-Annual		14,568		—			(305,376	)		(319,944	)
3 Mo. USD LIBOR	2.36% Fixed	USD	15,009,000		04/09/24	Semi-Annual		—		—			(1,221,282	)		(1,221,282	)
3 Mo. USD LIBOR	2.36% Fixed	USD	26,540,000		04/09/24	Semi-Annual		—		—			(2,160,621	)		(2,160,621	)
3 Mo. USD LIBOR	2.36% Fixed	USD	28,350,000		04/09/24	Semi-Annual		—		—			(2,309,107	)		(2,309,107	)
3 Mo. USD LIBOR	1.72% Fixed	USD	3,630,000		10/29/29	Semi-Annual		—		—			(377,648	)		(377,648	)
3 Mo. USD LIBOR	1.72% Fixed	USD	7,045,000		10/29/29	Semi-Annual		—		—			(736,245	)		(736,245	)
3 Mo. USD LIBOR	1.73% Fixed	USD	11,710,000		10/29/29	Semi-Annual		—		—			(1,230,381	)		(1,230,381	)
3 Mo. USD LIBOR	1.77% Fixed	USD	5,305,000		10/30/29	Semi-Annual		—		—			(577,580	)		(577,580	)
3 Mo. USD LIBOR	1.77% Fixed	USD	5,855,000		10/30/29	Semi-Annual		—		—			(639,391	)		(639,391	)
3 Mo. USD LIBOR	0.84% Fixed	USD	11,270,000		03/20/30	Semi-Annual		—		—			(256,494	)		(256,494	)
3 Mo. USD LIBOR	2.75% Fixed	USD	22,395,000		12/20/47	Semi-Annual		—		(460,432	)		(10,442,360	)		(9,981,928	)
3 Mo. USD LIBOR	2.39% Fixed	USD	492,000		05/31/49	Semi-Annual		—		—			(192,809	)		(192,809	)
3 Mo. USD LIBOR	0.77% Fixed	USD	479,000		03/13/50	Semi-Annual		—		—			18,411			18,411
3 Mo. USD LIBOR	0.91% Fixed	USD	187,000		03/24/50	Semi-Annual		—		—			15			15
3 Mo. USD LIBOR	0.86% Fixed	USD	92,000		03/30/50	Semi-Annual		—		—			(1,613	)		(1,613	)
3 Mo. USD LIBOR	0.81% Fixed	USD	319,000		03/31/50	Semi-Annual		—		—			9,673			9,673
3 Mo. USD LIBOR	0.85% Fixed	USD	85,000		04/01/50	Semi-Annual		6		—			(1,590	)		(1,596	)
3 Mo. USD LIBOR	0.85% Fixed	USD	131,000		04/20/50	Semi-Annual		47		—			2,572			2,525

Total centrally cleared interest rate swap contracts							$	14,621	$	(460,432	)	$	(21,760,924	)	$	(21,315,113	)


Foreign Currency Contracts Outstanding at June 30, 2020
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty		Settlement Date		Appreciation		Depreciation
	410,000	CAD		290,801	USD		JPM		07/02/20	$	11,204	$	—
	200,000	CAD		142,205	USD		BOM		11/19/20		5,159		—
	1,940,000	CAD		1,375,639	USD		UBS		11/25/20		53,816		—
	200,000	CAD		142,213	USD		HSBC		11/27/20		5,154		—
	314,174	USD		410,000	CAD		MSC		07/02/20		12,168		—
	150,870	USD		200,000	CAD		GSC		11/19/20		3,506		—
	1,049,864	USD		1,390,000	CAD		HSBC		11/25/20		25,667		—
	413,909	USD		550,000	CAD		CBK		11/25/20		8,651		—
	152,141	USD		200,000	CAD		MSC		11/27/20		4,773		—
	2,881,820	USD		2,549,000	EUR		SSG		07/31/20		16,032		—
	13,410,086	USD		11,881,000	EUR		JPM		09/16/20		38,851		—
	1,384,812	USD		1,093,000	GBP		BNP		09/16/20		29,861		—
	2,211,027	USD		44,875,000	MXN		GSC		06/10/21		336,932		—

	Total Foreign Currency Contracts									$	551,774	$	—

^†	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.


		98

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total			Level 1			Level 2			Level 3⁽¹⁾
Assets
Asset & Commercial Mortgage-Backed Securities	$	493,670,526		$	—		$	493,670,526		$	—
Corporate Bonds		811,196,559			—			811,196,559			—
Foreign Government Obligations		49,276,736			—			49,276,736			—
Municipal Bonds		26,473,413			—			26,473,413			—
Senior Floating Rate Interests		49,078,396			—			49,078,396			—
U.S. Government Agencies		989,850,644			—			989,850,644			—
U.S. Government Securities		120,703,630			—			120,703,630			—
Convertible Bonds		65,630			—			65,630			—
Common Stocks
Energy		37,629			—			451			37,178
Preferred Stocks		1,792,344			1,792,344			—			—
Warrants		84			—			—			84
Short-Term Investments		86,901,953			5,755,120			81,146,833			—
Purchased Options		742,411			—			742,411			—
Foreign Currency Contracts⁽²⁾		551,774			—			551,774			—
Futures Contracts⁽²⁾		558,623			558,623			—			—
Swaps - Credit Default⁽²⁾		2,321,456			—			2,321,456			—
Swaps - Interest Rate⁽²⁾		30,624			—			30,624			—

Total	$	2,633,252,432		$	8,106,087		$	2,625,109,083		$	37,262

Liabilities
Futures Contracts⁽²⁾	$	(1,859,090	)	$	(1,859,090	)	$	—		$	—
Swaps - Credit Default⁽²⁾		(9,685,531	)		—			(9,685,531	)		—
Swaps - Interest Rate⁽²⁾		(21,345,737	)		—			(21,345,737	)		—
TBA Sale Commitments		(65,913,985	)		—			(65,913,985	)		—
Written Options		(1,419,062	)		—			(1,419,062	)		—

Total	$	(100,223,405	)	$	(1,859,090	)	$	(98,364,315	)	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, 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.


		99

Hartford Ultrashort Bond HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 38.7%
		Asset-Backed - Automobile - 23.3%
		Ally Auto Receivables Trust
$	2,151,619	1.93%, 10/17/2022	$	2,163,091
	290,859	2.85%, 03/15/2022		291,778
		American Credit Acceptance Receivables Trust
	965,327	1.89%, 04/13/2023⁽¹⁾		970,371
	693,649	2.44%, 12/12/2022⁽¹⁾		696,363
	134,390	2.85%, 07/12/2022⁽¹⁾		134,629
	41,943	3.06%, 07/12/2022⁽¹⁾		41,974
		AmeriCredit Automobile Receivables Trust
	1,445,000	2.06%, 04/18/2024		1,471,054
	299,444	2.17%, 01/18/2023		301,643
	217,044	2.93%, 06/20/2022		217,854
	2,390,000	2.97%, 11/20/2023		2,439,880
	9,710	3.11%, 01/18/2022		9,722
		ARI Fleet Lease Trust
	645,000	1.77%, 08/15/2028⁽¹⁾		649,862
	4,810	1.91%, 04/15/2026⁽¹⁾		4,811
	2,450,000	2.28%, 04/15/2026⁽¹⁾		2,460,775
	121,089	2.55%, 10/15/2026⁽¹⁾		121,440
	353,433	Bank of The West Auto Trust 2.40%, 10/17/2022⁽¹⁾		355,845
	565,000	BMW Floorplan Master Owner Trust 0.51%, 05/15/2023, 1 mo. USD LIBOR + 0.320%⁽¹⁾⁽²⁾		562,043
		Canadian Pacer Auto Receivables Trust
	1,970,000	1.77%, 11/21/2022⁽¹⁾		1,983,406
	774,697	2.78%, 03/21/2022⁽¹⁾		779,943
	51,168	3.00%, 06/21/2021⁽¹⁾		51,222
		CarMax Auto Owner Trust
	15,191	1.40%, 08/15/2021		15,196
	1,318,523	2.01%, 03/15/2023		1,330,244
	827,974	2.21%, 12/15/2022		834,630
	363,395	2.69%, 07/15/2022		366,191
	258,145	3.02%, 07/15/2022		259,543
	463,115	3.11%, 02/15/2022		464,879
	790,323	Carvana Auto Receivables Trust 2.20%, 07/15/2022⁽¹⁾		794,397
		Chesapeake Funding LLC
	851,557	0.56%, 08/15/2030, 1 mo. USD LIBOR + 0.370%⁽¹⁾⁽²⁾		836,239
	124,663	0.64%, 05/15/2029, 1 mo. USD LIBOR + 0.450%⁽¹⁾⁽²⁾		124,433
	279,621	1.91%, 08/15/2029⁽¹⁾		280,585
	2,070,828	1.95%, 09/15/2031⁽¹⁾		2,108,536
	492,902	2.12%, 11/15/2029⁽¹⁾		496,300
	1,028,424	2.94%, 04/15/2031⁽¹⁾		1,043,970
	440,321	3.04%, 04/15/2030⁽¹⁾		449,966
	669,664	3.39%, 01/15/2031⁽¹⁾		689,638
		CPS Auto Receivables Trust
	942,740	2.09%, 05/15/2023⁽¹⁾		950,578
	289,700	2.17%, 12/15/2022⁽¹⁾		291,351
	589,884	2.55%, 09/15/2022⁽¹⁾		593,299
	131,251	2.89%, 05/16/2022⁽¹⁾		131,702
	173,352	3.18%, 06/15/2022⁽¹⁾		173,949
		Drive Auto Receivables Trust
	865,000	0.85%, 07/17/2023		865,938
	1,015,000	2.02%, 11/15/2023		1,029,270
	1,145,000	2.16%, 05/15/2023		1,153,306
	308,200	2.32%, 06/15/2022		309,080
	336,560	3.04%, 03/15/2023		337,789
	89,815	3.18%, 10/17/2022		89,904
		DT Auto Owner Trust
	611,559	1.94%, 09/15/2023⁽¹⁾		615,326
	914,457	2.17%, 05/15/2023⁽¹⁾		919,944
	516,482	2.55%, 08/15/2022⁽¹⁾		519,141
	218,215	2.85%, 09/15/2022⁽¹⁾		219,315


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 38.7% - (continued)
		Asset-Backed - Automobile - 23.3% - (continued)
$	16,334	3.02%, 02/15/2022⁽¹⁾	$	16,349
	155,603	3.08%, 09/15/2022⁽¹⁾		156,009
		Enterprise Fleet Financing LLC
	1,200,000	1.78%, 12/22/2025⁽¹⁾		1,213,588
	1,880,000	2.06%, 05/20/2025⁽¹⁾		1,907,681
	469,270	2.13%, 05/22/2023⁽¹⁾		470,580
	1,623,393	2.29%, 02/20/2025⁽¹⁾		1,651,176
	390,242	2.87%, 10/20/2023⁽¹⁾		392,843
	1,128,932	2.98%, 10/20/2024⁽¹⁾		1,149,497
	712,058	3.14%, 02/20/2024⁽¹⁾		719,502
	336,112	3.38%, 05/20/2024⁽¹⁾		342,331
		Exeter Automobile Receivables Trust
	721,487	2.05%, 06/15/2023⁽¹⁾		725,820
	643,134	2.18%, 01/17/2023⁽¹⁾		645,869
	283,592	2.59%, 09/15/2022⁽¹⁾		284,750
	171,572	2.93%, 07/15/2022⁽¹⁾		171,943
		First Investors Auto Owner Trust
	1,192,575	2.21%, 09/16/2024⁽¹⁾		1,207,958
	333,216	2.66%, 05/16/2022		335,074
	437,988	2.89%, 03/15/2024⁽¹⁾		444,407
	124,681	3.23%, 12/15/2022⁽¹⁾		125,135
		Flagship Credit Auto Trust
	1,361,964	1.90%, 08/15/2024⁽¹⁾		1,376,058
	714,530	2.17%, 06/17/2024⁽¹⁾		723,855
	1,365,302	2.33%, 02/15/2024⁽¹⁾		1,383,387
	1,042,584	2.83%, 10/16/2023⁽¹⁾		1,058,305
	252,135	3.07%, 02/15/2023⁽¹⁾		254,178
	651,340	3.11%, 08/15/2023⁽¹⁾		660,434
	818,695	3.41%, 05/15/2023⁽¹⁾		829,716
		Ford Credit Auto Lease Trust
	990,000	1.80%, 07/15/2022		999,411
	190,067	2.01%, 03/15/2022		190,987
	1,184,144	2.28%, 02/15/2022		1,191,063
	615,911	2.35%, 02/15/2022		619,292
	852,622	2.78%, 02/15/2022		858,298
	651,761	2.84%, 09/15/2021		653,795
	3,035,000	Ford Credit Auto Owner Trust 0.50%, 02/15/2023		3,034,393
		GM Financial Automobile Leasing Trust
	735,000	0.71%, 10/20/2022		735,420
	1,185,000	2.03%, 06/20/2022		1,201,369
	993,427	2.09%, 10/20/2021		998,341
	490,000	2.67%, 03/21/2022		496,410
	224,837	2.91%, 04/20/2021		225,332
	805,000	2.98%, 12/20/2021		813,536
	228,435	GM Financial Consumer Automobile 1.78%, 10/18/2021⁽¹⁾		228,712
		GM Financial Consumer Automobile Receivables Trust
	699,829	1.83%, 01/17/2023		705,461
	67,387	2.99%, 03/16/2022		67,463
	999,835	GreatAmerica Leasing Receivables Funding LLC 2.97%, 06/15/2021⁽¹⁾		1,004,612
		Honda Auto Receivables Owner Trust
	505,000	0.74%, 11/15/2022		506,526
	1,595,226	1.90%, 04/15/2022		1,606,356
	103,124	2.98%, 05/17/2021		103,302
	872,310	Huntington Auto Trust 1.93%, 04/15/2022		872,612
		Hyundai Auto Lease Securitization Trust
	1,120,000	1.90%, 05/16/2022⁽¹⁾		1,131,143
	1,338,414	2.08%, 12/15/2021⁽¹⁾		1,346,441
	924,139	2.92%, 07/15/2021⁽¹⁾		928,242
		Mercedes-Benz Auto Lease Trust
	565,000	1.82%, 03/15/2022		568,097
	54,730	3.01%, 02/16/2021		54,777

The accompanying notes are an integral part of these financial statements.


		100

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 38.7% - (continued)
		Asset-Backed - Automobile - 23.3% - (continued)
$	1,550,000	Mercedes-Benz Auto Receivables Trust 0.46%, 03/15/2023	$	1,550,727
	1,285,000	Nissan Auto Lease Trust 1.80%, 05/16/2022		1,294,936
		Nissan Auto Receivables Owner Trust
	2,970,000	0.47%, 10/17/2022		2,969,525
	1,621,536	1.97%, 09/15/2022		1,635,963
	370,419	2.82%, 01/18/2022		372,277
	1,040,000	PFS Financing Corp. 1.21%, 06/17/2024⁽¹⁾		1,041,872
	550,999	Prestige Auto Receivables Trust 2.44%, 07/15/2022⁽¹⁾		553,583
	316,542	Santander Drive Auto Receivables Trust 3.00%, 12/15/2022		317,094
	432,181	Santander Retail Auto Lease Trust 2.72%, 01/20/2022⁽¹⁾		436,115
	2,280,000	Securitized Term Auto Receivables Trust 2.99%, 02/27/2023⁽¹⁾		2,323,593
	328,989	Toyota Auto Receivables Owner Trust 2.83%, 10/15/2021		330,558
		United Auto Credit Securitization Trust
	835,000	0.85%, 05/10/2022⁽¹⁾		835,668
	85,597	2.82%, 07/12/2021⁽¹⁾		85,645
	431,112	USAA Auto Owner Trust 2.26%, 02/15/2022		432,999
		Volkswagen Auto Lease Trust
	1,430,000	1.99%, 11/21/2022		1,454,191
	1,613,231	2.00%, 03/21/2022		1,626,375
		Volkswagen Auto Loan Enhanced Trust
	1,010,000	0.93%, 12/20/2022		1,013,867
	3,510	2.81%, 07/20/2021		3,515
		Westlake Automobile Receivables Trust
	3,150,000	0.93%, 02/15/2024⁽¹⁾		3,149,370
	1,240,230	2.15%, 02/15/2023⁽¹⁾		1,248,297
	587,623	3.06%, 05/16/2022⁽¹⁾		590,674
	714,889	Wheels SPV LLC 3.06%, 04/20/2027⁽¹⁾		720,489
		World Omni Auto Receivables Trust
	1,520,000	0.55%, 07/17/2023		1,520,747
	427,306	2.63%, 06/15/2022		430,151
	65,243	2.80%, 01/18/2022		65,306
	284,843	3.01%, 04/15/2022		285,811
	565,376	3.02%, 04/15/2022		567,642
	247,231	World Omni Automobile Lease Securitization Trust 2.96%, 06/15/2021		247,815
	1,122,229	World Omni Select Auto Trust 2.06%, 08/15/2023		1,130,235

				101,625,221

		Asset-Backed - Credit Card - 0.5%
	915,000	HPEFS Equipment Trust 1.73%, 02/20/2030⁽¹⁾		923,433
	1,355,000	Trillium Credit Card Trust 0.55%, 12/26/2024, 1 mo. USD LIBOR + 0.370%⁽¹⁾⁽²⁾		1,354,770

				2,278,203

		Asset-Backed - Finance & Insurance - 10.7%
	1,500,000	Ally Master Owner Trust 3.29%, 05/15/2023		1,531,654
	847,256	BWAY Mortgage Trust 2.81%, 03/10/2033⁽¹⁾		868,067
	1,765,000	CarMax Auto Owner Trust 1.75%, 01/17/2023		1,784,517


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 38.7% - (continued)
		Asset-Backed - Finance & Insurance - 10.7% - (continued)
		CNH Equipment Trust
$	830,000	1.08%, 07/17/2023	$	831,979
	2,845,000	1.99%, 03/15/2023		2,862,977
	271,035	2.55%, 09/15/2022		272,818
	546,217	2.96%, 05/16/2022		549,225
	465,000	Credit Acceptance Auto Loan Trust 2.01%, 02/15/2029⁽¹⁾		472,759
		DLL LLC
	2,280,000	2.13%, 01/20/2022⁽¹⁾		2,293,835
	254,516	2.79%, 11/22/2021⁽¹⁾		255,314
	1,225,000	2.89%, 04/20/2023⁽¹⁾		1,243,652
	274,647	Ellington Financial Mortgage Trust 2.74%, 11/25/2059⁽¹⁾⁽³⁾		275,627
	1,150,000	Evergreen Credit Card Trust 1.90%, 09/15/2024⁽¹⁾		1,179,614
	1,091,541	Finance of America HECM Buyout 2.01%, 02/25/2030⁽¹⁾⁽³⁾		1,098,276
		GMF Floorplan Owner Revolving Trust
	2,675,000	0.62%, 07/15/2022, 1 mo. USD LIBOR + 0.430%⁽¹⁾⁽²⁾		2,674,638
	742,000	2.70%, 04/15/2024⁽¹⁾		759,136
	1,730,000	GreatAmerica Leasing Receivables Funding LLC 1.76%, 06/15/2022⁽¹⁾		1,744,581
		HPEFS Equipment Trust
	4,350,000	0.65%, 07/22/2030⁽¹⁾		4,349,304
	773,580	2.19%, 09/20/2029⁽¹⁾		778,915
	628,000	2.21%, 09/20/2029⁽¹⁾		637,595
	2,355,000	Hyundai Auto Receivables Trust 1.51%, 04/17/2023		2,378,335
	736,147	John Deere Owner Trust 2.85%, 12/15/2021		739,497
	1,870,577	Kubota Credit Owner Trust 2.49%, 06/15/2022⁽¹⁾		1,884,438
	471,273	Marlette Funding Trust 2.24%, 03/15/2030⁽¹⁾		472,679
		MMAF Equipment Finance LLC
	726,849	2.07%, 10/12/2022⁽¹⁾		734,538
	769,622	2.84%, 01/10/2022⁽¹⁾		775,619
	127,597	2.92%, 07/12/2021⁽¹⁾		127,766
		New York City Tax Lien
	1,044,733	2.19%, 11/10/2032⁽¹⁾		1,050,737
	781,344	3.22%, 11/10/2031⁽¹⁾		786,359
	582,093	Residential Mortgage Loan Trust 2.38%, 02/25/2024⁽¹⁾⁽³⁾		589,368
		SoFi Consumer Loan Program Trust
	1,056,868	2.02%, 01/25/2029⁽¹⁾		1,068,057
	1,396,573	2.45%, 08/25/2028⁽¹⁾		1,411,991
	1,190,969	2.90%, 05/25/2028⁽¹⁾		1,207,498
	1,370,000	Toyota Auto Receivables Owner Trust 1.38%, 12/15/2022		1,381,728
		Verizon Owner Trust
	38,632	1.92%, 12/20/2021⁽¹⁾		38,668
	2,235,000	2.33%, 12/20/2023		2,293,857
	1,060,000	3.23%, 04/20/2023		1,083,343
		Volvo Financial Equipment LLC
	885,000	2.02%, 08/15/2022⁽¹⁾		891,186
	835,000	2.04%, 11/15/2023⁽¹⁾		851,430
	183,645	2.90%, 11/15/2021⁽¹⁾		184,491
	230,000	Volvo Financial Equipment Master Owner Trust 0.69%, 11/15/2022, 1 mo. USD LIBOR + 0.500%⁽¹⁾⁽²⁾		229,861

				46,645,929

		Asset-Backed - Student Loan - 0.0%
	8,667	SLM Student Loan Trust 0.71%, 03/25/2026, 1 mo. USD LIBOR + 0.520%⁽²⁾		8,666

The accompanying notes are an integral part of these financial statements.


		101

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 38.7% - (continued)
		Commercial Mortgage - Backed Securities - 0.4%
$	800,000	GS Mortgage Securities Corp. Trust 0.89%, 07/15/2032, 1 mo. USD LIBOR + 0.700%⁽¹⁾⁽²⁾	$	792,996
	785,000	Morgan Stanley Bank of America Merrill Lynch Trust 3.79%, 08/15/2045		804,607
	321,422	SG Residential Mortgage Trust 3.43%, 04/27/2048⁽¹⁾⁽³⁾		320,646

				1,918,249

		Other Asset-Backed Securities - 1.6%
	335,135	Daimler Trucks Retail Trust 2.77%, 04/15/2021⁽¹⁾		335,752
	2,004,302	Hertz Fleet Lease Funding L.P. 2.70%, 01/10/2033⁽¹⁾		2,015,840
	317,287	Nationstar HECM Loan Trust 2.65%, 06/25/2029⁽¹⁾⁽³⁾		318,502
	1,088,414	OnDeck Asset Securitization Trust LLC 2.65%, 11/18/2024⁽¹⁾		1,088,667
	956,141	Towd Point Mortgage Trust 0.79%, 02/25/2057, 1 mo. USD LIBOR + 0.600%⁽¹⁾⁽²⁾		947,552
	2,235,000	Transportation Finance Equipment Trust 1.90%, 01/24/2022⁽¹⁾		2,247,167

				6,953,480

		Whole Loan Collateral CMO - 2.2%
		Bunker Hill Loan Depositary Trust
	1,437,501	2.72%, 11/25/2059⁽¹⁾⁽⁴⁾		1,463,537
	515,557	3.61%, 10/26/2048⁽¹⁾⁽⁴⁾		528,624
	602,781	COLT Mortgage Loan Trust 3.69%, 10/26/2048⁽¹⁾⁽³⁾		613,954
	949,735	New Residential Mortgage Loan Trust 4.00%, 08/27/2057⁽¹⁾⁽³⁾		1,012,703
	98,430	OBX Trust 0.84%, 06/25/2057, 1 mo. USD LIBOR + 0.650%⁽¹⁾⁽²⁾		97,138
	854,116	RMF Buyout Issuance Trust 2.16%, 02/25/2030⁽¹⁾⁽³⁾		856,052
	572,499	Sequoia Mortgage Trust 3.50%, 02/25/2050⁽¹⁾⁽³⁾		584,224
	1,120,921	Starwood Mortgage Residential Trust 2.28%, 02/25/2050⁽¹⁾⁽³⁾		1,130,255
		Verus Securitization Trust
	1,084,611	2.64%, 11/25/2059⁽¹⁾⁽⁴⁾		1,102,225
	872,154	2.78%, 07/25/2059⁽¹⁾⁽⁴⁾		889,349
	828,921	3.21%, 05/25/2059⁽¹⁾⁽³⁾		845,218
	505,669	3.68%, 06/01/2058⁽¹⁾⁽³⁾		511,741

				9,635,020


		Total Asset & Commercial Mortgage-Backed Securities (cost $167,753,101)	$	169,064,768


CORPORATE BONDS - 23.8%
		Agriculture - 0.1%
$	675,000	Cargill, Inc. 1.38%, 07/23/2023⁽¹⁾	$	686,648

		Apparel - 0.4%
	1,550,000	VF Corp. 2.05%, 04/23/2022		1,587,348

		Auto Manufacturers - 1.9%
	1,000,000	General Motors Financial Co., Inc. 2.17%, 04/09/2021, 3 mo. USD LIBOR + 0.850%⁽²⁾		994,034


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 23.8% - (continued)
		Auto Manufacturers - 1.9% - (continued)
$	1,250,000	Hyundai Capital America 2.29%, 07/08/2021, 3 mo. USD LIBOR + 0.940%⁽¹⁾⁽²⁾	$	1,236,687
	1,900,000	Nissan Motor Acceptance Corp. 0.70%, 09/28/2020, 3 mo. USD LIBOR + 0.390%⁽¹⁾⁽²⁾		1,885,731
	485,000	PACCAR Financial Corp. 0.80%, 06/08/2023		486,858
	1,525,000	Toyota Motor Credit Corp. 1.15%, 05/26/2022		1,542,247
		Volkswagen Group of America Finance LLC
	750,000	3.13%, 05/12/2023⁽¹⁾		788,803
	1,195,000	3.88%, 11/13/2020⁽¹⁾		1,206,335

				8,140,695

		Commercial Banks - 11.0%
	1,000,000	ABN Amro Bank N.V. 0.94%, 08/27/2021, 3 mo. USD LIBOR + 0.570%⁽¹⁾⁽²⁾		1,004,043
	1,500,000	Bank of America Corp. 0.95%, 10/01/2021, 3 mo. USD LIBOR + 0.650%⁽²⁾		1,501,165
	640,000	Bank of New York Mellon Corp. 1.95%, 08/23/2022		659,706
	675,000	Barclays Bank plc 1.70%, 05/12/2022		687,123
		Canadian Imperial Bank of Commerce
	1,750,000	0.87%, 02/02/2021, 3 mo. USD LIBOR + 0.315%⁽²⁾		1,752,071
	900,000	0.88%, 03/17/2023, 3 mo. USD SOFR + 0.800%⁽²⁾		894,192
	1,500,000	Capital One Financial Corp. 1.26%, 03/09/2022, 3 mo. USD LIBOR + 0.950%⁽²⁾		1,497,948
	350,000	Capital One NA 2.15%, 09/06/2022		359,542
	1,500,000	Citibank NA 2.84%, 05/20/2022, (2.84% fixed rate until 05/20/2021; 3 mo. USD LIBOR + 0.596% thereafter)⁽⁵⁾		1,529,683
	1,125,000	Citigroup, Inc. 2.65%, 10/26/2020		1,132,853
		Credit Suisse AG
	750,000	0.52%, 02/04/2022, 3 mo. USD SOFR + 0.450%⁽²⁾		746,635
	1,945,000	2.10%, 11/12/2021		1,985,676
	1,250,000	Danske Bank A/S 3.00%, 09/20/2022, (3.00% fixed rate until 09/20/2021; 3 mo. USD LIBOR + 1.249% thereafter)⁽¹⁾⁽⁵⁾		1,269,435
	1,500,000	Deutsche Bank AG 2.28%, 07/13/2020, 3 mo. USD LIBOR + 0.970%⁽²⁾		1,500,277
	1,500,000	DNB Bank ASA 0.67%, 10/02/2020, 3 mo. USD LIBOR + 0.370%⁽¹⁾⁽²⁾		1,501,226
		Fifth Third Bank NA
	1,000,000	1.01%, 10/30/2020, 3 mo. USD LIBOR + 0.250%⁽²⁾		1,000,575
	705,000	1.80%, 01/30/2023		723,872
	500,000	2.20%, 10/30/2020		502,317
	3,500,000	Goldman Sachs Group, Inc. 1.56%, 11/15/2021, 3 mo. USD LIBOR + 1.170%⁽²⁾		3,510,458
	750,000	HSBC Holdings plc 0.97%, 09/11/2021, 3 mo. USD LIBOR + 0.650%⁽²⁾		750,350

The accompanying notes are an integral part of these financial statements.


		102

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 23.8% - (continued)
		Commercial Banks - 11.0% - (continued)
$	525,000	Huntington National Bank 1.80%, 02/03/2023	$	539,985
	1,350,000	KeyBank NA 1.25%, 03/10/2023		1,370,403
	1,250,000	Manufacturers & Traders Trust Co. 1.26%, 01/25/2021, 3 mo. USD LIBOR + 0.270%⁽²⁾		1,251,741
	1,100,000	Mizuho Financial Group, Inc. 0.99%, 05/25/2024, 3 mo. USD LIBOR + 0.630%⁽²⁾		1,078,006
	1,800,000	Morgan Stanley 0.76%, 01/20/2023, 3 mo. USD SOFR + 0.700%⁽²⁾		1,793,906
	675,000	National Australia Bank Ltd. 1.88%, 12/13/2022		696,192
	875,000	Nordea Bank Abp 1.00%, 06/09/2023⁽¹⁾		883,503
		PNC Bank NA
	875,000	0.69%, 02/24/2023, 3 mo. USD LIBOR + 0.325%⁽²⁾		874,117
	750,000	2.50%, 01/22/2021		757,601
		Regions Bank
	1,500,000	0.68%, 04/01/2021, 3 mo. USD LIBOR + 0.380%⁽²⁾		1,493,200
	1,000,000	0.93%, 08/13/2021, 3 mo. USD LIBOR + 0.500%⁽²⁾		999,835
		Santander UK plc
	1,500,000	0.97%, 06/01/2021, 3 mo. USD LIBOR + 0.620%⁽²⁾		1,504,929
	750,000	2.13%, 11/03/2020		754,163
	1,360,000	Standard Chartered plc 2.74%, 09/10/2022, (2.74% fixed rate until 09/10/2021; 3 mo. USD LIBOR + 1.200% thereafter)⁽¹⁾⁽⁵⁾		1,375,704
		Svenska Handelsbanken AB
	1,250,000	0.68%, 09/08/2020, 3 mo. USD LIBOR + 0.360%⁽²⁾		1,250,886
	1,250,000	0.83%, 05/24/2021, 3 mo. USD LIBOR + 0.470%⁽²⁾		1,254,439
	675,000	Toronto-Dominion Bank 0.54%, 01/27/2023, 3 mo. USD SOFR + 0.480%⁽²⁾		670,652
	1,000,000	U.S. Bank NA 2.05%, 10/23/2020		1,003,958
	715,000	UBS AG 2.45%, 12/01/2020⁽¹⁾		719,578
	2,175,000	UBS Group Funding Switzerland AG 3.00%, 04/15/2021⁽¹⁾		2,217,964
	1,025,000	Wells Fargo Bank NA 2.60%, 01/15/2021		1,037,393

				48,037,302

		Commercial Services - 0.6%
	915,000	Equifax, Inc. 1.26%, 08/15/2021, 3 mo. USD LIBOR + 0.870%⁽²⁾		913,669
	1,722,000	ERAC USA Finance LLC 5.25%, 10/01/2020⁽¹⁾		1,737,134

				2,650,803

		Diversified Financial Services - 0.9%
		AIG Global Funding
	1,250,000	0.76%, 06/25/2021, 3 mo. USD LIBOR + 0.460%⁽¹⁾⁽²⁾		1,252,137
	785,000	0.80%, 07/07/2023⁽¹⁾		785,056
	1,000,000	American Express Co. 0.91%, 05/17/2021, 3 mo. USD LIBOR + 0.525%⁽²⁾		1,002,546


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 23.8% - (continued)
		Diversified Financial Services - 0.9% - (continued)
$	945,000	USAA Capital Corp. 2.63%, 06/01/2021⁽¹⁾	$	964,671

				4,004,410

		Electric - 0.8%
	1,250,000	American Electric Power Co., Inc. 2.15%, 11/13/2020		1,257,847
	1,070,000	National Rural Utilities Cooperative Finance Corp. 1.75%, 01/21/2022		1,093,103
	990,000	NextEra Energy Capital Holdings, Inc. 2.40%, 09/01/2021		1,012,363

				3,363,313

		Electronics - 0.2%
	1,000,000	Honeywell International, Inc. 2.15%, 08/08/2022		1,035,932

		Food - 0.2%
	750,000	Mondelez International, Inc. 0.63%, 07/01/2022		749,895

		Healthcare-Services - 0.2%
	1,000,000	UnitedHealth Group, Inc. 1.95%, 10/15/2020		1,004,686

		Insurance - 1.9%
	440,000	Allstate Corp. 0.74%, 03/29/2021, 3 mo. USD LIBOR + 0.430%⁽²⁾		440,656
	750,000	Fifth Third Bancorp 1.63%, 05/05/2023		769,280
		MassMutual Global Funding II
	848,000	0.85%, 06/09/2023⁽¹⁾		851,589
	704,000	1.95%, 09/22/2020⁽¹⁾		706,534
		Metropolitan Life Global Funding I
	2,000,000	0.65%, 09/07/2020, 3 mo. USD SOFR + 0.570%⁽¹⁾⁽²⁾		2,001,287
	795,000	2.40%, 01/08/2021⁽¹⁾		803,702
		New York Life Global Funding
	875,000	1.10%, 05/05/2023⁽¹⁾		893,329
	325,000	2.95%, 01/28/2021⁽¹⁾		329,570
		Protective Life Global Funding
	1,000,000	0.83%, 06/28/2021, 3 mo. USD LIBOR + 0.520%⁽¹⁾⁽²⁾		1,002,420
	420,000	1.08%, 06/09/2023⁽¹⁾		423,374

				8,221,741

		IT Services - 1.1%
	875,000	Apple, Inc. 0.75%, 05/11/2023		884,218
		Hewlett Packard Enterprise Co.
	1,250,000	1.00%, 03/12/2021, 3 mo. USD LIBOR + 0.680%⁽²⁾		1,249,293
	1,000,000	2.09%, 10/05/2021, 3 mo. USD LIBOR + 0.720%⁽²⁾		998,057
	1,500,000	IBM Credit LLC 3.45%, 11/30/2020		1,519,141

				4,650,709

		Machinery-Diversified - 0.2%
	1,060,000	Otis Worldwide Corp. 2.09%, 04/05/2023, 3 mo. USD LIBOR + 0.450%⁽¹⁾⁽²⁾		1,048,350

		Media - 0.2%
	1,125,000	NBCUniversal Enterprise, Inc. 0.70%, 04/01/2021, 3 mo. USD LIBOR + 0.400%⁽¹⁾⁽²⁾		1,127,227

The accompanying notes are an integral part of these financial statements.


		103

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 23.8% - (continued)
		Oil & Gas - 0.4%
		Occidental Petroleum Corp.
$	1,000,000	1.68%, 08/13/2021, 3 mo. USD LIBOR + 1.250%⁽²⁾	$	955,322
	775,000	2.60%, 08/13/2021		757,400

				1,712,722

		Oil & Gas Services - 0.3%
	1,250,000	Schlumberger Finance Canada Ltd. 2.20%, 11/20/2020⁽¹⁾		1,257,897

		Pharmaceuticals - 2.5%
		AbbVie, Inc.
	1,675,000	1.02%, 11/21/2022, 3 mo. USD LIBOR + 0.650%⁽¹⁾⁽²⁾		1,679,921
	1,700,000	4.88%, 02/15/2021⁽¹⁾		1,727,285
	1,500,000	Bayer U.S. Finance LLC 0.93%, 06/25/2021, 3 mo. USD LIBOR + 0.630%⁽¹⁾⁽²⁾		1,498,241
		Bristol-Myers Squibb Co.
	1,700,000	2.55%, 05/14/2021⁽¹⁾		1,733,273
	1,375,000	3.25%, 02/20/2023⁽¹⁾		1,463,224
	2,000,000	Cigna Corp. 3.20%, 09/17/2020		2,011,176
	700,000	CVS Health Corp. 1.03%, 03/09/2021, 3 mo. USD LIBOR + 0.720%⁽²⁾		702,660

				10,815,780

		Pipelines - 0.2%
	390,000	Kinder Morgan Energy Partners L.P. 5.00%, 10/01/2021		405,360
	330,000	MPLX L.P. 1.21%, 09/09/2021, 3 mo. USD LIBOR + 0.900%⁽²⁾		327,384

				732,744

		Semiconductors - 0.4%
	1,750,000	Broadcom, Inc. 3.13%, 04/15/2021⁽¹⁾		1,778,833

		Trucking & Leasing - 0.3%
	1,375,000	Aviation Capital Group LLC 1.43%, 07/30/2021, 3 mo. USD LIBOR + 0.670%⁽¹⁾⁽²⁾		1,296,478


		Total Corporate Bonds (cost $103,368,777)	$	103,903,513


MUNICIPAL BONDS - 0.5%
		Tobacco - 0.5%
$	2,035,000	Buckeye Tobacco Settlement Financing Auth 1.58%, 06/01/2021	$	2,039,335


		Total Municipal Bonds (cost $2,035,000)	$	2,039,335


U.S. GOVERNMENT AGENCIES - 3.6%
		Mortgage-Backed Agencies - 3.6%
		FHLMC - 1.1%
$	1,785,930	1.75%, 04/15/2027	$	1,814,264
	1,395,667	3.00%, 05/15/2037		1,410,233
	663,253	3.00%, 05/15/2043		686,092
	754,727	3.50%, 05/15/2042		778,951

				4,689,540

		FNMA - 1.4%
	4,587,862	1.75%, 09/25/2041		4,626,799
	1,325,712	3.00%, 07/25/2041		1,367,520

				5,994,319


Shares or Principal Amount			Market Value^†
U.S. GOVERNMENT AGENCIES - 3.6% - (continued)
		GNMA - 1.1%
$	2,109,839	1.70%, 10/20/2045	$	2,136,251
	2,808,142	1.80%, 05/20/2041		2,847,901

				4,984,152

		Total U.S. Government Agencies (cost $15,507,662)	$	15,668,011


U.S. GOVERNMENT SECURITIES - 25.4%
		Other Direct Federal Obligations - 7.2%
		Federal Farm Credit Banks Funding Corp. - 5.1%
$	4,500,000	0.53%, 01/18/2022	$	4,522,038
	4,355,000	1.90%, 06/24/2021		4,428,195

				8,950,233

		FHLB - 3.4%
	9,000,000	0.15%, 12/17/2020, 1 mo. USD LIBOR - 0.040%⁽²⁾		9,002,371
	6,000,000	0.25%, 06/03/2022		6,002,022

				15,004,393

	3,000,000	FHLMC - 0.7% 1.85%, 04/16/2021		3,033,518

	4,460,000	FNMA - 1.0% 2.88%, 10/30/2020		4,499,819

				31,487,963

		U.S. Treasury Securities - 18.2%
		U.S. Treasury Notes - 18.2%
	14,650,000	0.27%, 01/31/2021, 3 mo. USTMMR + 0.115%⁽²⁾		14,658,043
	2,150,000	0.29%, 04/30/2021, 3 mo. USTMMR + 0.139%⁽²⁾		2,151,969
	5,000,000	1.13%, 02/28/2022		5,079,102
	10,000,000	1.38%, 04/30/2021		10,098,437
	9,925,000	1.63%, 10/15/2020		9,966,207
	10,000,000	1.63%, 11/30/2020		10,058,594
	22,625,000	1.75%, 11/30/2021		23,129,644
	4,425,000	2.88%, 10/15/2021		4,578,665

				79,720,661


		Total U.S. Government Securities (cost $110,306,696)	$	111,208,624


		Total Long-Term Investments (cost $398,971,236)	$	401,884,251

SHORT-TERM INVESTMENTS - 8.4%
		Certificates of Deposit - 0.7%
	3,150,000	Natixis S.A. 0.85%, 03/09/2021⁽⁶⁾	$	3,150,000

		Commercial Paper - 0.2%
	1,000,000	ING U.S. Funding LLC 0.46%, 09/14/2020, 3 mo. USD LIBOR + 0.150%⁽²⁾⁽⁶⁾		1,000,411

		Repurchase Agreements - 0.1%
	477,167	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $477,168; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $486,846		477,167

The accompanying notes are an integral part of these financial statements.


		104

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 8.4% - (continued)
		U.S. Treasury - 7.4%
		U.S. Treasury Bills - 7.4%
$	17,500,000	0.16%, 04/22/2021⁽⁶⁾	$	17,474,831
	11,425,000	0.17%, 05/20/2021⁽⁶⁾		11,408,433
	3,250,000	0.18%, 02/25/2021⁽⁶⁾		3,246,386

				32,129,650


		Total Short-Term Investments (cost $36,757,042)	$	36,757,228


Total Investments (cost $435,728,278)	100.4	%	$	438,641,479
Other Assets and Liabilities	(0.4	)%		(1,768,985	)

Total Net Assets	100.0	%	$	436,872,494

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

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⁾

⁽²⁾	Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2020. 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⁾	Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

⁽⁶⁾	The rate shown represents current yield to maturity.

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Asset & Commercial Mortgage-Backed Securities	$	169,064,768	$	—	$	169,064,768	$	—
Corporate Bonds		103,903,513		—		103,903,513		—
Municipal Bonds		2,039,335		—		2,039,335		—
U.S. Government Agencies		15,668,011		—		15,668,011		—
U.S. Government Securities		111,208,624		—		111,208,624		—
Short-Term Investments		36,757,228		—		36,757,228		—

Total	$	438,641,479	$	—	$	438,641,479	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		105

Hartford U.S. Government Securities HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.7%
		Agency Collat PAC CMO - 0.1%
$	1,272,885	Freddie Mac Strips 5.00%, 09/15/2036⁽¹⁾	$	246,962

		Asset-Backed - Automobile - 0.3%
	1,020,000	Toyota Auto Loan Extended Note Trust 2.56%, 11/25/2031⁽²⁾		1,085,617

		Asset-Backed - Finance & Insurance - 0.4%
	996,819	NRZ Excess Spread-Collateralized Notes 3.19%, 01/25/2023⁽²⁾		1,002,360
	239,209	Structured Asset Securities Corp. 1.69%, 02/25/2033, 1 mo. USD LIBOR + 1.500%⁽³⁾		239,781

				1,242,141

		Commercial Mortgage - Backed Securities - 6.4%
	22,793,555	Benchmark Mortgage Trust 0.69%, 07/15/2051⁽¹⁾⁽⁴⁾		684,288
	1,839,146	BX Commercial Mortgage Trust 1.11%, 10/15/2036, 1 mo. USD LIBOR + 0.920%⁽²⁾⁽³⁾		1,825,147
	6,749,521	Cantor Commercial Real Estate 1.30%, 05/15/2052⁽¹⁾⁽⁴⁾		506,754
	3,400,000	CSMC Trust 2.76%, 04/05/2033⁽²⁾		3,387,647
		FREMF Mortgage Trust
	955,000	3.76%, 11/25/2050⁽²⁾⁽⁴⁾		1,004,306
	1,515,000	3.82%, 04/25/2048⁽²⁾⁽⁴⁾		1,616,766
	1,325,000	3.85%, 10/25/2049⁽²⁾⁽⁴⁾		1,405,853
	1,005,000	3.93%, 02/25/2050⁽²⁾⁽⁴⁾		1,066,269
	700,000	3.98%, 10/25/2049⁽²⁾⁽⁴⁾		769,029
	980,000	4.08%, 09/25/2049⁽²⁾⁽⁴⁾		1,053,178
	4,580,000	4.11%, 04/25/2051⁽²⁾⁽⁴⁾		5,019,010
	1,175,000	JP Morgan Chase Commercial Mortgage Securities Trust 2.81%, 01/16/2037⁽²⁾		1,193,962
	7,564,698	Morgan Stanley Capital Trust 0.99%, 07/15/2051⁽¹⁾⁽⁴⁾		369,586
	448,000	Natixis Commercial Mortgage Securities Trust 4.40%, 06/17/2038⁽²⁾		465,239
		Wells Fargo N.A.
	3,310,556	0.82%, 12/15/2052⁽¹⁾⁽⁴⁾		181,927
	7,360,728	0.89%, 01/15/2063⁽¹⁾⁽⁴⁾		477,646
	5,253,664	0.96%, 09/15/2062⁽¹⁾⁽⁴⁾		333,411

				21,360,018

		Other Asset-Backed Securities - 4.1%
	1,755,000	MMAF Equipment Finance LLC 2.29%, 11/12/2041⁽²⁾		1,858,360
		Towd Point Mortgage Trust
	2,682,125	0.79%, 02/25/2057, 1 mo. USD LIBOR + 0.600%⁽²⁾⁽³⁾		2,658,031
	298,773	3.00%, 11/25/2057⁽²⁾⁽⁴⁾		300,142
	2,399,000	3.75%, 04/25/2055⁽²⁾⁽⁴⁾		2,545,753
	2,002,525	3.75%, 03/25/2058⁽²⁾⁽⁴⁾		2,155,560
	1,910,777	3.75%, 05/25/2058⁽²⁾⁽⁴⁾		2,051,238
	1,854,914	United States Small Business Administration 3.07%, 05/01/2044		1,997,084

				13,566,168

		Whole Loan Collateral CMO - 4.4%
	1,614,245	Angel Oak Mortgage Trust LLC 2.93%, 05/25/2059⁽²⁾⁽⁴⁾		1,631,481
	1,945,018	CIM Trust 3.00%, 04/25/2057⁽²⁾⁽⁴⁾		1,975,232
	859,735	COLT Mortgage Loan Trust 3.34%, 05/25/2049⁽²⁾⁽⁴⁾		869,897


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.7% - (continued)
		Whole Loan Collateral CMO - 4.4% - (continued)
		Deephaven Residential Mortgage Trust
$	128,062	2.73%, 12/26/2046⁽²⁾⁽⁴⁾	$	127,686
	927,219	3.56%, 04/25/2059⁽²⁾⁽⁴⁾		930,567
	550,705	LSTAR Securities Investment Trust 1.67%, 04/01/2024, 1 mo. USD LIBOR + 1.500%⁽²⁾⁽³⁾		541,646
	1,377,005	Mill City Mortgage Loan Trust 3.25%, 05/25/2062⁽²⁾⁽⁴⁾		1,433,357
		New Residential Mortgage Loan Trust
	1,982,523	2.80%, 07/25/2049⁽²⁾⁽⁴⁾		2,011,494
	1,054,443	3.60%, 04/25/2049⁽²⁾⁽⁴⁾		1,075,230
	932,622	3.75%, 03/25/2056⁽²⁾⁽⁴⁾		990,720
	772,445	Spruce Hill Mortgage Loan Trust 3.40%, 04/29/2049⁽²⁾⁽⁴⁾		778,876
		Verus Securitization Trust
	1,188,977	2.78%, 07/25/2059⁽²⁾⁽⁵⁾		1,212,419
	1,142,024	3.21%, 05/25/2059⁽²⁾⁽⁴⁾		1,164,476

				14,743,081


		Total Asset & Commercial Mortgage-Backed Securities (cost $50,498,697)	$	52,243,987


U.S. GOVERNMENT AGENCIES - 47.3%
		Mortgage-Backed Agencies - 47.3%
		FHLMC - 13.0%
$	1,603,553	1.13%, 12/15/2027	$	1,615,673
	2,803,682	1.13%, 01/25/2030⁽¹⁾⁽⁴⁾		248,647
	1,410,306	1.25%, 12/15/2027		1,423,730
	1,964,695	1.25%, 07/15/2042		1,993,164
	2,117,820	1.57%, 01/25/2022		2,127,810
	3,914,381	1.65%, 01/25/2030⁽¹⁾⁽⁴⁾		476,394
	508,302	2.50%, 12/15/2026⁽¹⁾		19,342
	540,615	2.50%, 03/15/2028⁽¹⁾		30,392
	390,821	2.50%, 05/15/2028⁽¹⁾		25,518
	662,905	3.00%, 04/15/2028⁽¹⁾		48,806
	481,832	3.00%, 05/15/2032⁽¹⁾		25,796
	435,032	3.00%, 03/15/2033⁽¹⁾		43,750
	3,022,766	3.00%, 11/01/2036		3,193,793
	5,919,336	3.00%, 07/15/2041		6,285,132
	728,250	3.00%, 03/15/2043		776,716
	58,969	3.00%, 09/01/2045		62,497
	2,933,692	3.00%, 05/15/2046		3,133,970
	673,408	3.00%, 08/15/2047		714,465
	3,969,911	3.50%, 11/15/2025		4,170,005
	463,214	3.50%, 06/15/2026⁽¹⁾		16,297
	209,788	3.50%, 09/15/2026⁽¹⁾		14,021
	328,469	3.50%, 03/15/2027⁽¹⁾		20,443
	1,103,349	3.50%, 01/15/2028⁽¹⁾		85,403
	7,821,072	3.50%, 08/15/2039		8,788,345
	200,292	4.00%, 07/15/2027⁽¹⁾		16,169
	569,930	4.00%, 03/15/2028⁽¹⁾		38,097
	316,297	4.00%, 06/15/2028⁽¹⁾		23,434
	647,177	4.00%, 07/15/2030⁽¹⁾		64,436
	1,157,102	4.50%, 02/15/2027⁽¹⁾		96,317
	1,623,552	4.50%, 05/15/2034		1,788,609
	554,952	5.00%, 09/15/2033⁽¹⁾		99,309
	646,693	5.00%, 02/15/2048⁽¹⁾		112,991
	3,204	5.50%, 06/01/2034		3,613
	23,049	5.50%, 10/01/2035		26,447
	41,678	5.50%, 04/01/2037		47,745
	584,626	5.50%, 12/01/2037		668,917
	183,203	5.50%, 04/01/2038		210,197
	12,059	5.50%, 05/01/2038		13,843
	894,578	5.50%, 08/01/2038		1,027,631

The accompanying notes are an integral part of these financial statements.


		106

Hartford U.S. Government Securities HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 47.3% - (continued)
		Mortgage-Backed Agencies - 47.3% - (continued)
		FHLMC - 13.0% - (continued)
$	1,821	5.50%, 12/01/2039	$	2,086
	6,915	6.00%, 10/01/2021		7,684
	16,787	6.00%, 10/01/2022		18,653
	36,572	6.00%, 01/01/2028		40,693
	12,176	6.00%, 04/15/2028		13,752
	24,179	6.00%, 05/15/2028⁽⁶⁾		27,639
	29,714	6.00%, 11/15/2028		33,615
	54,061	6.00%, 12/15/2028		61,623
	115,126	6.00%, 01/15/2029		128,740
	25,795	6.00%, 02/15/2029		29,305
	30,197	6.00%, 03/15/2029		33,831
	20,197	6.00%, 05/15/2029		22,869
	4,221	6.00%, 06/15/2029		4,788
	1,151	6.00%, 03/15/2031		1,310
	55,440	6.00%, 04/15/2031		62,376
	23,062	6.00%, 10/15/2031		26,747
	31,569	6.00%, 12/01/2031		36,680
	181,462	6.00%, 12/15/2031⁽⁶⁾		207,449
	259,946	6.00%, 12/15/2031		309,678
	7,773	6.00%, 05/15/2032		8,704
	537,847	6.00%, 06/15/2032		602,862
	466,491	6.00%, 09/15/2032		541,885
	35,935	6.00%, 10/15/2032		42,028
	334	6.00%, 11/01/2032		389
	33,921	6.00%, 11/15/2032		39,780
	13,495	6.00%, 04/01/2033		15,013
	13,719	6.00%, 09/01/2034		15,975
	3,231	6.50%, 04/01/2028		3,605
	169,921	6.50%, 08/15/2028		194,334
	415,784	6.50%, 05/15/2032		487,851
	63,711	6.50%, 08/01/2032		71,961
	160,178	6.50%, 09/01/2032		186,556
	7,848	7.00%, 10/01/2026		7,877
	1,648	7.00%, 03/01/2027		1,781
	1,516	7.00%, 12/01/2027		1,521
	591	7.00%, 02/01/2029		694
	367	7.00%, 05/01/2029		431
	424	7.00%, 09/01/2029		447
	329	7.00%, 02/01/2031		386
	52,599	7.00%, 04/01/2032		61,448
	52,764	7.00%, 05/01/2032		54,253
	40,862	7.00%, 06/01/2032		48,528
	63,757	7.00%, 11/01/2032		74,806
	1,191	7.50%, 05/01/2024		1,277
	331	7.50%, 06/01/2024		332
	770	7.50%, 06/01/2025		837
	2,536	8.00%, 08/01/2024		2,558
	3,293	8.00%, 09/01/2024		3,387
	47	8.00%, 10/01/2024		50

				43,118,938

		FNMA - 20.5%
	451,140	0.57%, 08/25/2025, 1 mo. USD LIBOR + 0.400%⁽³⁾		449,617
	614,484	1.12%, 10/25/2024, 1 mo. USD LIBOR + 0.400%⁽³⁾		612,900
	410,645	1.21%, 04/25/2024, 1 mo. USD LIBOR + 0.490%⁽³⁾		410,850
	7,862,464	1.25%, 02/25/2028		7,936,355
	1,931,248	1.50%, 09/25/2027		1,957,254
	6,651,796	1.57%, 05/25/2029⁽¹⁾⁽⁴⁾		664,912
	899,210	2.00%, 09/25/2039		923,268
	651,932	2.05%, 11/01/2023		681,349
	3,218,875	2.22%, 10/01/2022		3,307,927
	197,742	2.45%, 11/01/2022		204,481


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 47.3% - (continued)
		Mortgage-Backed Agencies - 47.3% - (continued)
		FNMA - 20.5% - (continued)
$	21,529	2.50%, 01/01/2043	$	22,802
	258,721	2.54%, 03/01/2023		269,012
	2,496,384	2.68%, 05/01/2025		2,687,065
	73,652	2.74%, 04/01/2022		75,982
	83,664	2.83%, 06/01/2022		86,298
	236,491	2.94%, 06/01/2022		244,399
	108,781	2.96%, 04/01/2022⁽⁴⁾		109,315
	866,013	3.00%, 02/25/2027⁽¹⁾		43,921
	953,180	3.00%, 07/25/2027⁽¹⁾		54,769
	366,917	3.00%, 09/25/2027⁽¹⁾		24,223
	48,181	3.00%, 12/01/2030		50,761
	1,016,864	3.00%, 06/25/2043		1,069,531
	669,909	3.00%, 02/25/2048		718,624
	1,563,851	3.00%, 10/25/2048		1,688,993
	1,015,537	3.00%, 02/25/2049		1,074,383
	1,398,709	3.00%, 08/25/2049		1,500,533
	1,378,325	3.02%, 08/25/2044⁽¹⁾⁽⁴⁾		68,030
	966,243	3.06%, 04/25/2055⁽¹⁾⁽⁴⁾		57,935
	1,163,803	3.19%, 06/25/2055⁽¹⁾⁽⁴⁾		67,792
	549,128	3.25%, 12/01/2021		562,833
	329,527	3.26%, 01/01/2022⁽⁴⁾		336,530
	207,984	3.50%, 11/01/2020		207,895
	2,159,818	3.50%, 04/25/2027⁽¹⁾		147,788
	393,037	3.50%, 05/25/2027⁽¹⁾		27,893
	670,345	3.50%, 10/25/2027⁽¹⁾		50,844
	211,441	3.50%, 08/25/2030⁽¹⁾		17,379
	433,917	3.50%, 02/25/2031⁽¹⁾		28,325
	439,025	3.50%, 09/25/2035⁽¹⁾		48,118
	8,578,313	3.50%, 04/25/2044		9,443,827
	2,079,434	3.50%, 03/25/2045		2,139,044
	443,031	3.50%, 10/25/2046⁽¹⁾		68,148
	2,342,782	3.50%, 01/25/2047		2,408,971
	825,480	3.50%, 11/25/2047		881,415
	2,763,138	3.50%, 04/25/2053		2,849,277
	1,808,907	3.50%, 10/25/2056		1,947,839
	2,973,806	3.50%, 08/25/2058		3,212,898
	80,696	3.65%, 08/01/2023		86,567
	964,932	3.73%, 07/01/2022⁽⁴⁾		982,697
	973,372	3.75%, 09/01/2023		1,048,685
	89,639	3.81%, 11/01/2023		97,097
	272,435	3.85%, 01/01/2024		296,563
	369,455	3.89%, 10/01/2023		401,365
	2,700,000	3.98%, 07/01/2021		2,772,214
	586,953	4.00%, 05/25/2027⁽¹⁾		38,786
	914,014	4.50%, 10/01/2040		1,017,185
	412,995	4.50%, 10/01/2041		459,632
	1,874,340	4.50%, 02/25/2042⁽¹⁾		224,872
	1,218,292	4.50%, 01/01/2043		1,359,992
	350,521	4.50%, 09/01/2043		389,914
	1,174,985	4.50%, 08/01/2044		1,306,979
	2,061,217	4.50%, 09/25/2047⁽¹⁾		293,216
	63,428	5.00%, 06/01/2025		66,744
	132,604	5.47%, 05/25/2042⁽¹⁾⁽⁴⁾		12,521
	97,661	6.00%, 10/01/2023		108,484
	15,384	6.00%, 10/25/2028		17,323
	6,529	6.00%, 11/25/2028		7,438
	24,419	6.00%, 04/25/2029		27,556
	410	6.00%, 05/01/2029		471
	18,678	6.00%, 05/25/2029		21,174
	17,608	6.00%, 06/25/2029⁽⁶⁾		20,196
	40,972	6.00%, 07/25/2029		46,550
	192,289	6.00%, 05/25/2031⁽⁶⁾		217,637
	67,076	6.00%, 09/25/2031		76,037
	17,733	6.00%, 11/25/2031		19,971
	294,230	6.00%, 12/25/2031		340,434

The accompanying notes are an integral part of these financial statements.


		107

Hartford U.S. Government Securities HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 47.3% - (continued)
		Mortgage-Backed Agencies - 47.3% - (continued)
		FNMA - 20.5% - (continued)
$	189,248	6.00%, 01/01/2032	$	212,603
	195	6.00%, 04/01/2032		217
	237	6.00%, 05/01/2032		275
	1,233	6.00%, 09/25/2032		1,448
	67,616	6.00%, 11/01/2032		75,245
	33,286	6.00%, 02/01/2033		38,672
	155,735	6.00%, 03/01/2033		180,873
	503,240	6.00%, 05/01/2033		584,648
	4,336	6.00%, 08/01/2034		4,827
	114,394	6.00%, 01/01/2035		128,566
	1,353,699	6.00%, 02/01/2037		1,576,900
	1,175,255	6.00%, 01/25/2042⁽¹⁾		184,777
	871,354	6.00%, 09/25/2047⁽¹⁾		200,921
	12	6.50%, 04/01/2024		14
	90	6.50%, 04/01/2027		100
	10,034	6.50%, 04/01/2028		11,161
	88	6.50%, 05/01/2028		98
	5,139	6.50%, 10/01/2028		5,740
	89,239	6.50%, 11/01/2028		100,809
	44,362	6.50%, 12/01/2028		49,639
	201,206	6.50%, 06/25/2029		221,555
	128,147	6.50%, 08/01/2029		146,837
	708	6.50%, 11/01/2030		788
	3,072	6.50%, 05/01/2031		3,527
	90,997	6.50%, 10/25/2031		106,643
	657,972	6.50%, 08/01/2032		752,454
	47,616	6.50%, 09/01/2032		54,532
	188	7.00%, 11/01/2031		194
	132,818	7.00%, 02/01/2032		153,992
	2,264	7.50%, 06/01/2023		2,398
	1,092	8.00%, 10/01/2029		1,254
	51	8.00%, 03/01/2030		52
	3,691	8.00%, 04/01/2030		4,512
	5	8.00%, 06/01/2030		5
	10,120	8.00%, 10/01/2030		12,224
	23,254	8.00%, 12/01/2030		27,361
	1	9.00%, 08/01/2020		1
	5,440	9.00%, 09/01/2021		5,473

				68,051,940

		GNMA - 8.6%
	187,198	1.75%, 09/20/2043		191,364
	5,451,869	2.38%, 04/20/2044		5,659,802
	1,385,073	2.50%, 12/16/2039		1,449,906
	446,265	3.00%, 09/20/2028⁽¹⁾		32,595
	4,458,871	3.00%, 05/20/2035⁽¹⁾		323,039
	320,480	3.00%, 02/16/2043⁽¹⁾		41,868
	2,107,227	3.00%, 04/20/2045		2,266,004
	178,801	3.50%, 02/16/2027⁽¹⁾		12,703
	450,451	3.50%, 03/20/2027⁽¹⁾		35,979
	418,100	3.50%, 07/20/2040⁽¹⁾		29,148
	667,171	3.50%, 02/20/2041⁽¹⁾		41,657
	1,185,980	3.50%, 04/20/2042⁽¹⁾		78,513
	1,799,952	3.50%, 10/20/2042⁽¹⁾		274,804
	139,367	3.50%, 05/20/2043⁽¹⁾		20,768
	976,314	3.50%, 07/20/2043⁽¹⁾		109,667
	2,486,906	3.50%, 01/20/2048		2,725,850
	124,314	4.00%, 12/16/2026⁽¹⁾		9,320
	1,879,839	4.00%, 05/20/2029⁽¹⁾		145,954
	347,555	4.00%, 03/20/2043⁽¹⁾		56,091
	171,788	4.00%, 01/20/2044⁽¹⁾		29,861
	1,181,351	4.00%, 03/20/2047⁽¹⁾		153,039
	483,014	4.50%, 04/20/2045⁽¹⁾		83,145
	2,574,231	4.50%, 08/20/2045		430,402
	1,757,174	4.50%, 05/20/2048⁽¹⁾		194,972


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 47.3% - (continued)
		Mortgage-Backed Agencies - 47.3% - (continued)
		GNMA - 8.6% - (continued)
$	5,871,407	4.50%, 08/20/2049	$	6,269,855
	2,854,623	4.50%, 09/20/2049		3,047,347
	496,607	5.00%, 01/20/2034		561,243
	1,439,405	5.00%, 02/16/2040⁽¹⁾		263,454
	422,879	5.00%, 05/20/2040⁽¹⁾		84,648
	1,218,084	5.00%, 03/16/2044⁽¹⁾		174,047
	321,369	5.00%, 01/16/2047⁽¹⁾		59,497
	1,877,416	5.00%, 02/20/2050⁽¹⁾		348,639
	658,158	5.50%, 09/20/2033		744,941
	1,053,527	5.50%, 03/20/2039⁽¹⁾		187,169
	1,029,862	5.50%, 02/16/2047⁽¹⁾		185,349
	627,259	5.50%, 02/20/2047⁽¹⁾		98,634
	281,470	6.00%, 01/15/2033		335,463
	218,009	6.00%, 02/15/2033		254,297
	1,143,017	6.00%, 09/20/2040⁽¹⁾		212,981
	913,300	6.00%, 02/20/2046⁽¹⁾		196,991
	23,378	6.50%, 12/15/2028		27,115
	18,859	6.50%, 05/15/2029		21,960
	5,239	6.50%, 09/15/2031		5,767
	170,959	6.50%, 10/15/2031		193,923
	167,576	6.50%, 11/15/2031		187,880
	100,698	6.50%, 01/15/2032		113,169
	4,372	7.00%, 06/20/2030		4,577
	9,191	7.00%, 05/15/2032		10,987
	40,543	7.00%, 07/15/2032		47,050
	64,047	7.00%, 09/15/2032		68,129
	415,311	7.00%, 10/15/2032⁽⁷⁾		488,418
	1,647	7.50%, 01/15/2023		1,654
	278	7.50%, 05/15/2023		290
	1,670	7.50%, 06/15/2023		1,691
	1,686	7.50%, 08/15/2023		1,732
	3,510	7.50%, 09/15/2023		3,524
	2,212	7.50%, 10/15/2023		2,260
	4,492	7.50%, 11/15/2023		4,605
	342	7.50%, 12/15/2023		343
	646	7.50%, 02/15/2024		648
	86	7.50%, 05/15/2024		92
	28,817	7.50%, 07/15/2027		31,766
	29,590	7.50%, 04/20/2030		35,113
	5,980	8.50%, 09/15/2024		6,478
	686	8.50%, 06/15/2029		708
	3,183	8.50%, 10/15/2029		3,278
	1,910	8.50%, 01/15/2030		2,016
	7,157	8.50%, 02/15/2030		7,190
	632	8.50%, 03/15/2030		657

				28,694,026

		UMBS - 5.2%
	8,300,000	2.50%, 07/14/2050⁽⁸⁾		8,652,750
	8,300,000	2.50%, 08/13/2050⁽⁸⁾		8,639,294

				17,292,044


		Total U.S. Government Agencies (cost $153,858,014)	$	157,156,948


U.S. GOVERNMENT SECURITIES - 33.8%
		U.S. Treasury Securities - 33.8%
$	822,319	U.S. Treasury Bonds - 0.27% 0.13%, 01/15/2030⁽⁹⁾	$	888,352

		U.S. Treasury Notes - 33.5%
	8,663,000	1.13%, 02/28/2022		8,800,051
	16,828,000	1.13%, 02/28/2025		17,502,435
	30,526,000	1.38%, 10/15/2022		31,363,080
	3,064,000	1.50%, 02/15/2030		3,312,232
	13,319,000	1.63%, 12/31/2021		13,607,752

The accompanying notes are an integral part of these financial statements.


		108

Hartford U.S. Government Securities HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT SECURITIES - 33.8% - (continued)
		U.S. Treasury Notes - 33.5% - (continued)
$	8,907,000	1.88%, 07/31/2022	$	9,222,920
	3,000,000	2.25%, 02/15/2027		3,351,211
	6,766,000	2.38%, 05/15/2029		7,808,387
	8,938,000	2.75%, 08/31/2023		9,660,721
	6,216,000	2.75%, 11/15/2023^(7)(10)		6,748,731

				111,377,520


		Total U.S. Government Securities (cost $108,552,828)	$	112,265,872


		Total Long-Term Investments (cost $312,909,539)			$	321,666,807


SHORT-TERM INVESTMENTS - 5.5%
		Repurchase Agreements - 5.5%
	18,457,731	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $ 18,457,762 ; collateralized by U.S. Treasury Bond at 2.875%, maturing 11/15/2046, with a market value of $18,826,936			$	18,457,731


		Total Short-Term Investments (cost $18,457,731)			$	18,457,731


		Total Investments (cost $331,367,270)	102.3	%	$	340,124,538

		Other Assets and Liabilities	(2.3	)%		(7,728,845	)

		Total Net Assets	100.0	%	$	332,395,693

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

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⁾	Securities disclosed are interest-only strips.

⁽²⁾

⁽³⁾	Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2020. Base lending rates may be subject to a floor or cap.

⁽⁴⁾	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.

⁽⁵⁾	Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁶⁾	These securities pay no principal or interest during their initial accrual period but accrue additional principal at a specified coupon rate.

⁽⁷⁾	All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2020, the market value of securities pledged was $23,348,857.

⁽⁸⁾	Represents or includes a TBA transaction.

⁽⁹⁾	The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹⁰⁾	All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of June 30, 2020, the market value of securities pledged was $2,008,551.

Futures Contracts Outstanding at June 30, 2020


Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future		33		09/30/2020	$	7,287,328	$	1,650
U.S. Treasury 5-Year Note Future		363		09/30/2020		45,644,415		126,430
U.S. Treasury 10-Year Note Future		343		09/21/2020		47,735,953		178,846

Total							$	306,926

Short position contracts:
U.S. Treasury Long Bond Future		25		09/21/2020	$	4,464,063	$	(53,554	)

Total futures contracts							$	253,372

The accompanying notes are an integral part of these financial statements.


		109

Hartford U.S. Government Securities HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)


TBA Sale Commitments Outstanding at June 30, 2020
Description	Principal Amount		Maturity Date		Market Value^†			Unrealized Appreciation/ (Depreciation)
GNMA, 4.50%	$	3,100,000		07/21/2050	$	(3,310,945	)	$	5,375
UMBS, 4.50%		945,000		07/14/2050		(1,015,358	)		4,873
UMBS, 5.00%		550,000		07/14/2050		(601,047	)		515

Total (proceeds receivable $4,938,113)					$	(4,927,350	)	$	10,763

At June 30, 2020, the aggregate market value of TBA Sale Commitments represents (1.5)% of total net assets.


Centrally Cleared Interest Rate Swap Contracts Outstanding at June 30, 2020
Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Periodic Payment Frequency	Upfront Premiums Paid		Upfront Premiums Received		Value^†			Unrealized Appreciation/ (Depreciation)
3 Mo. USD LIBOR	2.95% Fixed	USD	6,201,000		06/18/23	Semi-Annual	$	—	$	—	$	(506,707	)	$	(506,707	)
3 Mo. USD LIBOR	2.79% Fixed	USD	10,484,000		09/30/25	Semi-Annual		—		—		(1,420,765	)		(1,420,765	)
3 Mo. USD LIBOR	2.25% Fixed	USD	2,039,000		03/21/28	Semi-Annual		17,026		—		(285,584	)		(302,610	)
3 Mo. USD LIBOR	2.83% Fixed	USD	2,082,000		12/21/28	Semi-Annual		—		—		(400,215	)		(400,215	)

Total centrally cleared interest rate swap contracts							$	17,026	$	—	$	(2,613,271	)	$	(2,630,297	)

†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total			Level 1			Level 2			Level 3⁽¹⁾
Assets
Asset & Commercial Mortgage-Backed Securities	$	52,243,987		$	—		$	52,243,987		$	—
U.S. Government Agencies		157,156,948			—			157,156,948			—
U.S. Government Securities		112,265,872			—			112,265,872			—
Short-Term Investments		18,457,731			—			18,457,731			—
Futures Contracts⁽²⁾		306,926			306,926			—			—

Total	$	340,431,464		$	306,926		$	340,124,538		$	—

Liabilities
Futures Contracts⁽²⁾	$	(53,554	)	$	(53,554	)	$	—		$	—
Swaps - Interest Rate⁽²⁾		(2,630,297	)		—			(2,630,297	)		—
TBA Sale Commitments		(4,927,350	)		—			(4,927,350	)		—

Total	$	(7,611,201	)	$	(53,554	)	$	(7,557,647	)	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, 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.


		110

Hartford Value HLS Fund

Schedule of Investments

June 30, 2020 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.9%
		Automobiles & Components - 1.1%
	155,155	Gentex Corp.	$	3,998,344

		Banks - 9.9%
	381,259	Bank of America Corp.		9,054,901
	120,102	JP Morgan Chase & Co.		11,296,794
	34,648	M&T Bank Corp.		3,602,353
	48,824	PNC Financial Services Group, Inc.		5,136,773
	147,618	Truist Financial Corp.		5,543,056

				34,633,877

		Capital Goods - 9.9%
	32,567	Deere & Co.		5,117,904
	60,392	Fortune Brands Home & Security, Inc.		3,860,861
	33,016	General Dynamics Corp.		4,934,571
	25,068	L3Harris Technologies, Inc.		4,253,288
	8,815	Lockheed Martin Corp.		3,216,770
	219,154	nVent Electric plc		4,104,754
	89,966	Raytheon Technologies Corp.		5,543,705
	42,597	Trane Technologies plc		3,790,281

				34,822,134

		Consumer Durables & Apparel - 2.8%
	86,613	Lennar Corp. Class A		5,337,093
	76,234	VF Corp.		4,645,700

				9,982,793

		Consumer Services - 2.0%
	38,884	McDonald’s Corp.		7,172,931

		Diversified Financials - 3.0%
	10,736	BlackRock, Inc.		5,841,350
	83,101	Blackstone Group, Inc. Class A		4,708,503

				10,549,853

		Energy - 1.6%
	43,555	Concho Resources, Inc.		2,243,083
	33,765	Pioneer Natural Resources Co.		3,298,840

				5,541,923

		Food & Staples Retailing - 1.1%
	70,961	Sysco Corp.		3,878,728

		Food, Beverage & Tobacco - 2.8%
	151,328	Keurig Dr Pepper, Inc.⁽¹⁾		4,297,715
	106,131	Mondelez International, Inc. Class A		5,426,478

				9,724,193

		Health Care Equipment & Services - 9.6%
	27,043	Anthem, Inc.		7,111,768
	19,690	Becton Dickinson and Co.		4,711,226
	69,679	Centene Corp.^*		4,428,101
	80,812	Medtronic plc		7,410,461
	19,936	UnitedHealth Group, Inc.		5,880,123
	33,589	Zimmer Biomet Holdings, Inc.		4,009,183

				33,550,862

		Insurance - 7.1%
	41,098	Assurant, Inc.		4,245,012
	55,973	Chubb Ltd.		7,087,301
	19,244	Intact Financial Corp.		1,831,554
	136,799	MetLife, Inc.		4,995,899
	82,297	Progressive Corp.		6,592,813

				24,752,579

		Materials - 4.4%
	66,483	Celanese Corp.		5,740,142
	53,631	FMC Corp.		5,342,720
	134,944	Sealed Air Corp.		4,432,911

				15,515,773


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.9% - (continued)
		Media & Entertainment - 2.6%
	235,602	Comcast Corp. Class A	$	9,183,766

		Pharmaceuticals, Biotechnology & Life Sciences - 8.8%
	107,554	AstraZeneca plc ADR		5,688,531
	8,787	Biogen, Inc.^*		2,350,962
	21,958	Eli Lilly & Co.		3,605,064
	54,134	Merck & Co., Inc.		4,186,182
	306,385	Pfizer, Inc.		10,018,790
	14,674	Roche Holding AG		5,083,801

				30,933,330

		Real Estate - 4.5%
	21,676	Crown Castle International Corp. REIT		3,627,479
	157,814	Gaming and Leisure Properties, Inc. REIT		5,460,364
	95,066	Highwoods Properties, Inc. REIT		3,548,814
	297,967	Host Hotels & Resorts, Inc. REIT		3,215,064

				15,851,721

		Retailing - 4.3%
	2,188	Booking Holdings, Inc.*		3,484,040
	29,047	Home Depot, Inc.		7,276,564
	82,361	TJX Cos., Inc.		4,164,172

				14,924,776

		Semiconductors & Semiconductor Equipment - 6.9%
	37,613	Analog Devices, Inc.		4,612,858
	178,683	Intel Corp.		10,690,604
	17,900	KLA Corp.		3,481,192
	103,481	Micron Technology, Inc.*		5,331,341

				24,115,995

		Software & Services - 2.3%
	82,910	Amdocs Ltd.		5,047,561
	20,600	VMware, Inc. Class A^*		3,190,116

				8,237,677

		Technology Hardware & Equipment - 4.7%
	222,889	Cisco Systems, Inc.		10,395,543
	237,008	Corning, Inc.		6,138,507

				16,534,050

		Transportation - 2.4%
	87,566	Knight-Swift Transportation Holdings, Inc.		3,652,378
	28,885	Union Pacific Corp.		4,883,587

				8,535,965

		Utilities - 7.1%
	75,790	Dominion Energy, Inc.		6,152,632
	47,652	Entergy Corp.		4,470,234
	137,557	Exelon Corp.		4,991,944
	114,076	FirstEnergy Corp.		4,423,867
	41,691	Sempra Energy		4,887,436

				24,926,113


		Total Common Stocks (cost $301,905,667)	$	347,367,383


SHORT-TERM INVESTMENTS - 0.9%
		Repurchase Agreements - 0.9%
	3,123,822	Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $3,123,827; collateralized by U.S. Treasury Note at 1.875%, maturing 07/31/2026, with a market value of $3,186,390	$	3,123,822

		Total Short-Term Investments (cost $3,123,822)	$	3,123,822


Total Investments (cost $305,029,489)	99.8	%	$	350,491,205
Other Assets and Liabilities	0.2	%		740,576

Total Net Assets	100.0	%	$	351,231,781

The accompanying notes are an integral part of these financial statements.


		111

Hartford Value HLS Fund

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

See “Glossary” for abbreviation descriptions.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. 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.

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	3,998,344	$	3,998,344	$	—	$	—
Banks		34,633,877		34,633,877		—		—
Capital Goods		34,822,134		34,822,134		—		—
Consumer Durables & Apparel		9,982,793		9,982,793		—		—
Consumer Services		7,172,931		7,172,931		—		—
Diversified Financials		10,549,853		10,549,853		—		—
Energy		5,541,923		5,541,923		—		—
Food & Staples Retailing		3,878,728		3,878,728		—		—
Food, Beverage & Tobacco		9,724,193		9,724,193		—		—
Health Care Equipment & Services		33,550,862		33,550,862		—		—
Insurance		24,752,579		24,752,579		—		—
Materials		15,515,773		15,515,773		—		—
Media & Entertainment		9,183,766		9,183,766		—		—
Pharmaceuticals, Biotechnology & Life Sciences		30,933,330		25,849,529		5,083,801		—
Real Estate		15,851,721		15,851,721		—		—
Retailing		14,924,776		14,924,776		—		—
Semiconductors & Semiconductor Equipment		24,115,995		24,115,995		—		—
Software & Services		8,237,677		8,237,677		—		—
Technology Hardware & Equipment		16,534,050		16,534,050		—		—
Transportation		8,535,965		8,535,965		—		—
Utilities		24,926,113		24,926,113		—		—
Short-Term Investments		3,123,822		—		3,123,822		—

Total	$	350,491,205	$	342,283,582	$	8,207,623	$	—

⁽¹⁾	For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.


		112

Hartford HLS Funds

GLOSSARY: (abbreviations used in preceding Schedule of Investments)


Counterparty Abbreviations:
BCLY		Barclays
BNP		BNP Paribas Securities Services
BOA		Banc of America Securities LLC
CBK		Citibank NA
CSI		Credit Suisse International
DEUT		Deutsche Bank Securities, Inc.
GSC		Goldman Sachs & Co.
HSBC		HSBC Bank USA
JPM		JP Morgan Chase & Co.
MSC		Morgan Stanley
SSG		State Street Global Markets LLC
UBS		UBS AG

Currency Abbreviations:
ARS		Argentine Peso
CAD		Canadian Dollar
EUR		Euro
GBP		British Pound
MXN		Mexican Peso
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.IG		Credit Derivatives North American Investment Grade
CMBX.NA		Markit Commercial Mortgage Backed North American
CMT		Constant Maturity Treasury Index
CPI		Consumer Price Index
ICE		Intercontinental Exchange, Inc.
MSCI		Morgan Stanley Capital International
MTA		Monthly Treasury Average Index
S&P		Standard & Poor’s

Municipal Abbreviations:
Auth		Authority
Dev		Development
Dist		District
GO		General Obligation
Rev		Revenue

Other Abbreviations:
ADR		American Depositary Receipt
CD		Certificate of Deposit
CLO		Collateralized Loan Obligation
CMO		Collateralized Mortgage Obligation
DDCA		Dollars on Deposit in Custody Account
EM		Emerging Markets
EURIBOR		Euro Interbank Offered Rate
ETF		Exchange-Traded Fund
FHLB		Federal Home Loan Bank
FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
GUKG5		UK Government Bonds 5 Year Note Generic Bid Yield
LIBOR		London Interbank Offered Rate
MSCI		Morgan Stanley Capital International
OTC		Over-the-Counter
PIK		Payment-in-kind
PT		Perseroan Terbatas
REIT		Real Estate Investment Trust
SOFR		Secured Overnight Financing Rate
TBA		To Be Announced
UMBS		Uniform Mortgage-Backed Securities
USTMMR		U.S. Treasury Money Market Rate


		113

Hartford HLS Funds

Statements of Assets and Liabilities

June 30, 2020 (Unaudited)


	Hartford Balanced HLS Fund		Hartford Capital Appreciation HLS Fund		Hartford Disciplined Equity HLS Fund		Hartford Dividend and Growth HLS Fund		Hartford Global Growth HLS Fund		Hartford Growth Opportunities HLS Fund		Hartford Healthcare HLS Fund
Assets:
Investments in securities, at market value⁽¹⁾	$	1,867,423,934	$	3,895,991,458	$	578,287,749	$	2,741,023,525	$	522,782,033	$	1,805,903,556	$	212,471,416
Repurchase agreements		25,462,280		36,448,414		3,113,991		41,527,930		150,878		26,064,953		3,868,920
Cash		10,696,566		15,699,758		1,306,804		17,402,496		4,320		11,111,196		1,623,658
Cash collateral due from broker on futures contracts		614		—		—		—		—		—		—
Foreign currency		75,077		105,117		—		—		11,586		—		38
Receivables:
Investment securities sold		9,505,353		49,528,745		—		—		2,065,562		19,265,771		—
Fund shares sold		86,765		16,527		67,663		349,577		230,706		248,345		2,176
Dividends and interest		5,115,035		3,820,018		436,741		3,539,194		160,001		72,932		46,602
Securities lending income		2,555		242,726		6,589		205		249		198,502		1,336
Variation margin on futures contracts		11,195		1,991,625		—		—		—		—		—
Tax reclaims		709,657		288,837		—		527,040		477,710		66,939		35,988
Other assets		13,078		1,363,775		13,495		19,629		19,317		21,912		10,297

Total assets		1,919,102,109		4,005,497,000		583,233,032		2,804,389,596		525,902,362		1,862,954,106		218,060,431

Liabilities:
Obligation to return securities lending collateral		685,760		48,306,310		—		1,247,692		4,258,648		23,293,377		1,038,005
Payables:
Investment securities purchased		23,880,162		14,199,769		—		—		301,586		7,526,857		120,521
Fund shares redeemed		835,920		2,694,103		218,155		1,049,066		251,167		2,552,120		509,918
Investment management fees		933,395		2,101,204		328,768		1,531,422		314,614		887,306		149,584
Transfer agent fees		466		724		465		525		479		696		466
Accounting services fees		25,136		52,370		7,713		37,592		6,763		23,560		2,830
Board of Directors’ fees		7,987		18,036		2,563		13,659		1,813		5,026		1,018
Distribution fees		7,701		15,515		2,380		10,901		2,686		7,944		1,366
Accrued expenses		134,965		283,259		72,427		166,445		87,412		170,048		32,822

Total liabilities		26,511,492		67,671,290		632,471		4,057,302		5,225,168		34,466,934		1,856,530

Net assets	$	1,892,590,617	$	3,937,825,710	$	582,600,561	$	2,800,332,294	$	520,677,194	$	1,828,487,172	$	216,203,901

Summary of Net Assets:
Capital stock and paid-in-capital	$	1,392,463,145	$	3,211,408,031	$	333,403,565	$	1,862,739,541	$	289,961,984	$	1,128,780,480	$	115,361,912
Distributable earnings (loss)		500,127,472		726,417,679		249,196,996		937,592,753		230,715,210		699,706,692		100,841,989

Net assets	$	1,892,590,617	$	3,937,825,710	$	582,600,561	$	2,800,332,294	$	520,677,194	$	1,828,487,172	$	216,203,901

Shares authorized		9,700,000,000		5,450,000,000		3,500,000,000		4,200,000,000		3,600,000,000		900,000,000		800,000,000

Par value	$	0.0010	$	0.0010	$	0.0010	$	0.0010	$	0.0010	$	0.0010	$	0.0010

Class IA: Net asset value per share	$	29.41	$	44.45	$	15.30	$	19.60	$	30.16	$	42.91	$	24.79

Shares outstanding		56,626,774		78,272,212		33,476,796		126,414,067		14,631,060		37,137,005		7,108,503

Net Assets	$	1,665,662,444	$	3,479,482,236	$	512,032,640	$	2,477,646,399	$	441,217,026	$	1,593,711,476	$	176,234,422

Class IB: Net asset value per share	$	29.90	$	43.62	$	15.08	$	19.46	$	29.77	$	40.21	$	23.14

Shares outstanding		7,589,739		9,755,102		4,680,498		16,579,409		2,669,378		4,267,033		1,727,286

Net Assets	$	226,928,173	$	425,480,469	$	70,567,921	$	322,685,895	$	79,460,168	$	171,586,250	$	39,969,479

Class IC: Net asset value per share	$	—	$	43.77	$	—	$	—	$	—	$	41.16	$	—

Shares outstanding		—		750,861		—		—		—		1,535,191		—

Net Assets	$	—	$	32,863,005	$	—	$	—	$	—	$	63,189,446	$	—

Cost of investments	$	1,500,897,472	$	3,364,728,184	$	388,390,811	$	2,120,252,787	$	349,925,731	$	1,351,467,910	$	167,903,036
Cost of foreign currency	$	74,835	$	104,390	$	—	$	—	$	11,503	$	—	$	37

⁽¹⁾ Includes Investment in securities on loan, at market value	$	13,434,527	$	63,174,774	$	—	$	1,205,829	$	4,191,398	$	23,030,318	$	1,034,335

The accompanying notes are an integral part of these financial statements.


		114

Hartford HLS Funds

Statements of Assets and Liabilities – (continued)

June 30, 2020 (Unaudited)


	Hartford High Yield HLS Fund			Hartford International Opportunities HLS Fund		Hartford MidCap HLS Fund		Hartford MidCap Growth HLS Fund		Hartford MidCap Value HLS Fund		Hartford Small Cap Growth HLS Fund
Assets:
Investments in securities, at market value⁽¹⁾	$	215,383,179		$	1,031,963,760	$	1,853,667,409	$	94,749,002	$	239,718,595	$	1,222,786,165
Repurchase agreements		3,277,092			10,404,232		2,170,378		629,937		813,155		8,766,096
Cash		1,204,557			4,664,467		923,352		263,750		340,092		3,694,223
Foreign currency		—			378,036		—		—		—		—
Unrealized appreciation on foreign currency contracts		23,177			—		—		—		—		—
Receivables:
Investment securities sold		3,735,877			4,693,287		6,386,091		205,230		797,188		47,366,917
Fund shares sold		45,774			214,940		250,979		33,178		141,843		82,134
Dividends and interest		3,819,761			1,338,681		993,084		23,901		280,058		477,152
Securities lending income		—			32,794		7,891		105		—		5,357
Variation margin on centrally cleared swap contracts		289,249			—		—		—		—		—
Tax reclaims		—			1,478,023		—		—		—		—
Other assets		12,891			505,226		17,409		16,598		21,837		71,111

Total assets		227,791,557			1,055,673,446		1,864,416,593		95,921,701		242,112,768		1,283,249,155

Liabilities:
Obligation to return securities lending collateral		—			14,388,965		28,647,972		—		—		5,814,508
Payables:
Investment securities purchased		4,530,150			3,349,322		5,926,436		—		1,655,482		34,860,439
Fund shares redeemed		116,772			696,368		3,535,699		109,270		52,435		23,910,773
Investment management fees		124,336			597,378		1,013,774		62,053		161,616		615,297
Transfer agent fees		438			668		874		413		426		656
Accounting services fees		2,984			13,526		24,237		1,247		3,249		16,270
Board of Directors’ fees		1,057			5,413		9,199		387		1,535		5,441
Distribution fees		1,793			4,091		1,588		479		1,823		11,270
Accrued expenses		50,694			147,575		58,975		23,158		41,925		63,041

Total liabilities		4,828,224			19,203,306		39,218,754		197,007		1,918,491		65,297,695

Net assets	$	222,963,333		$	1,036,470,140	$	1,825,197,839	$	95,724,694	$	240,194,277	$	1,217,951,460

Summary of Net Assets:
Capital stock and paid-in-capital	$	235,817,628		$	968,456,241	$	1,238,203,686	$	71,365,454	$	229,054,509	$	976,903,097
Distributable earnings (loss)		(12,854,295	)		68,013,899		586,994,153		24,359,240		11,139,768		241,048,363

Net assets	$	222,963,333		$	1,036,470,140	$	1,825,197,839	$	95,724,694	$	240,194,277	$	1,217,951,460

Shares authorized		2,800,000,000			2,825,000,000		2,600,000,000		900,000,000		1,200,000,000		700,000,000

Par value	$	0.0010		$	0.0010	$	0.0010	$	0.0010	$	0.0010	$	0.0010

Class IA: Net asset value per share	$	7.70		$	15.59	$	36.24	$	8.37	$	8.91	$	28.30

Shares outstanding		22,164,447			58,787,985		49,084,795		9,738,968		20,854,182		31,473,752

Net Assets	$	170,776,471		$	916,529,103	$	1,778,723,344	$	81,490,520	$	185,863,719	$	890,864,395

Class IB: Net asset value per share	$	7.55		$	15.79	$	34.99	$	8.29	$	8.85	$	27.14

Shares outstanding		6,908,449			7,594,850		1,328,214		1,716,695		6,142,317		12,051,867

Net Assets	$	52,186,862		$	119,941,037	$	46,474,495	$	14,234,174	$	54,330,558	$	327,087,065

Cost of investments	$	228,199,414		$	873,365,738	$	1,528,498,502	$	76,314,571	$	236,478,533	$	1,030,603,211
Cost of foreign currency	$	—		$	378,694	$	—	$	—	$	—	$	—

⁽¹⁾ Includes Investment in securities on loan, at market value	$	—		$	24,784,007	$	28,480,039	$	—	$	—	$	5,746,596

The accompanying notes are an integral part of these financial statements.


		115

Hartford HLS Funds

Statements of Assets and Liabilities – (continued)

June 30, 2020 (Unaudited)


	Hartford Small Company HLS Fund		Hartford Stock HLS Fund		Hartford Total Return Bond HLS Fund		Hartford Ultrashort Bond HLS Fund		Hartford U.S. Government Securities HLS Fund			Hartford Value HLS Fund
Assets:
Investments in securities, at market value⁽¹⁾	$	438,003,654	$	1,297,803,879	$	2,550,176,899	$	438,164,312	$	321,666,807		$	347,367,383
Repurchase agreements		—		15,731,492		79,613,056		477,167		18,457,731			3,123,822
Cash		—		6,590,117		38,323,922		98,577		7,757,002			1,353,461
Cash collateral due from broker on futures contracts		—		—		640,000		—		—			—
Foreign currency		—		133,671		718,591		—		—			18,887
Unrealized appreciation on OTC swap contracts		—		—		1,983		—		—			—
Unrealized appreciation on foreign currency contracts		—		—		551,774		—		—			—
Receivables:
Investment securities sold		2,252,995		—		490,498,981		—		22,654,297			2,246,114
Fund shares sold		76,310		61,827		564,196		281,243		73,696			235,697
Dividends and interest		151,720		1,892,016		11,244,787		800,265		1,140,129			354,700
Securities lending income		1,248		58,640		5,304		—		—			673
Variation margin on centrally cleared swap contracts		—		—		361,125		—		8,208			—
Tax reclaims		—		353,124		—		—		—			189,296
OTC swap contracts premiums paid		—		—		1,637,153		—		—			—
Other assets		29,251		12,458		164,237		24,638		18,719			15,289

Total assets		440,515,178		1,322,637,224		3,174,502,008		439,846,202		371,776,589			354,905,322

Liabilities:
Due to custodian		2,237,548		—		—		—		—			—
Obligation to return securities lending collateral		5,319,613		—		5,755,120		—		—			—
Unrealized depreciation on OTC swap contracts		—		—		9,658,939		—		—			—
Cash collateral due to broker on futures contracts		—		—		410,000		—		—			—
TBA sale commitments, at market value		—		—		65,913,985		—		4,927,350			—
Unfunded loan commitments		—		—		40,576		—		—			—
Payables:
Investment securities purchased		—		—		1,043,229,137		2,221,276		34,029,423			3,282,533
Fund shares redeemed		943,360		591,377		1,480,471		547,396		182,090			136,784
Investment management fees		265,591		529,862		778,370		142,658		122,165			199,699
Transfer agent fees		466		458		507		472		452			480
Accounting services fees		5,663		17,652		26,532		5,735		4,365			4,754
Board of Directors’ fees		3,187		6,047		7,012		1,438		892			2,000
Variation margin on futures contracts		—		—		449,328		—		52,666			—
Distribution fees		1,635		3,940		7,245		1,970		1,885			1,628
Written options		—		—		1,419,062		—		—			—
Accrued expenses		79,156		104,360		170,447		52,763		59,608			45,663
OTC swap contracts premiums received		—		—		5,963,105		—		—			—

Total liabilities		8,856,219		1,253,696		1,135,309,836		2,973,708		39,380,896			3,673,541

Net assets	$	431,658,959	$	1,321,383,528	$	2,039,192,172	$	436,872,494	$	332,395,693		$	351,231,781

Summary of Net Assets:
Capital stock and paid-in-capital	$	296,302,682	$	839,475,828	$	1,809,508,724	$	420,439,310	$	333,627,946		$	276,672,327
Distributable earnings (loss)		135,356,277		481,907,700		229,683,448		16,433,184		(1,232,253	)		74,559,454

Net assets	$	431,658,959	$	1,321,383,528	$	2,039,192,172	$	436,872,494	$	332,395,693		$	351,231,781

Shares authorized		1,500,000,000		4,200,000,000		5,000,000,000		14,000,000,000		700,000,000			800,000,000

Par value	$	0.0010	$	0.0010	$	0.0010	$	0.0010	$	0.0010		$	0.0010

Class IA: Net asset value per share	$	21.42	$	86.11	$	12.06	$	10.32	$	10.86		$	12.12

Shares outstanding		17,926,286		13,991,088		151,585,563		36,751,610		25,514,358			24,995,446

Net Assets	$	384,034,299	$	1,204,797,735	$	1,827,727,486	$	379,186,813	$	277,064,622		$	303,065,224

Class IB: Net asset value per share	$	19.28	$	85.99	$	11.98	$	10.30	$	10.84		$	12.09

Shares outstanding		2,469,892		1,355,763		17,654,986		5,601,094		5,105,779			3,983,030

Net Assets	$	47,624,660	$	116,585,793	$	211,464,686	$	57,685,681	$	55,331,071		$	48,166,557


Cost of investments	$	365,464,168	$	948,879,877	$	2,556,364,269	$	435,728,278	$	331,367,270		$	305,029,489
Cost of foreign currency	$	—	$	132,679	$	719,471	$	—	$	—		$	18,826
Proceeds of TBA sale commitments	$	—	$	—	$	66,193,466	$	—	$	4,938,113		$	—
Proceeds of written option contracts	$	—	$	—	$	1,762,505	$	—	$	—		$	—

⁽¹⁾ Includes Investment in securities on loan, at market value	$	5,345,384	$	—	$	5,601,781	$	—	$	—		$	3,576,355

The accompanying notes are an integral part of these financial statements.


		116

Hartford HLS Funds

Statements of Operations

For the Six-Month Period Ended June 30, 2020 (Unaudited)


	Hartford Balanced HLS Fund			Hartford Capital Appreciation HLS Fund			Hartford Disciplined Equity HLS Fund			Hartford Dividend and Growth HLS Fund			Hartford Global Growth HLS Fund			Hartford Growth Opportunities HLS Fund			Hartford Healthcare HLS Fund
Investment Income:
Dividends	$	14,957,892		$	34,397,390		$	4,577,207		$	41,057,526		$	3,165,607		$	3,055,404		$	1,132,812
Interest		9,497,364			242,477			17,559			188,733			13,709			78,408			10,787
Securities lending		11,270			804,251			6,762			1,151			7,142			891,835			11,492
Less: Foreign tax withheld		(220,333	)		(236,803	)		—			(518,166	)		(174,052	)		—			(18,647	)

Total investment income, net		24,246,193			35,207,315			4,601,528			40,729,244			3,012,406			4,025,647			1,136,444

Expenses:
Investment management fees		5,975,557			12,554,381			1,988,674			9,369,963			1,824,243			4,776,620			906,086
Administrative services fees
Class IC		—			40,062			—			—			—			66,310			—
Transfer agent fees
Class IA		2,397			3,614			2,338			2,630			2,348			3,528			2,249
Class IB		324			445			323			347			427			382			501
Class IC		—			34			—			—			—			136			—
Distribution fees
Class IB		283,483			528,266			88,173			417,369			93,662			185,959			48,495
Class IC		—			40,062			—			—			—			66,310			—
Custodian fees		6,846			21,663			1,914			6,808			9,025			4,389			5,416
Registration and filing fees		16,907			22,627			16,410			16,989			16,410			24,450			16,061
Accounting services fees		145,219			296,393			44,200			217,958			37,154			120,497			16,253
Board of Directors’ fees		24,869			51,476			7,620			38,250			6,193			19,326			2,803
Audit fees		15,486			27,269			10,484			10,712			19,135			22,632			12,049
Other expenses		117,761			206,601			68,901			158,159			47,815			117,951			12,614

Total expenses (before waivers, reimbursements and fees paid indirectly)		6,588,849			13,792,893			2,229,037			10,239,185			2,056,412			5,408,490			1,022,527

Management fee waivers		(285,932	)		—			—			—			—			—			—
Commission recapture		(2,270	)		(23,933	)		(281	)		(4,366	)		(987	)		(14,706	)		(199	)

Total waivers, reimbursements and fees paid indirectly		(288,202	)		(23,933	)		(281	)		(4,366	)		(987	)		(14,706	)		(199	)

Total expenses, net		6,300,647			13,768,960			2,228,756			10,234,819			2,055,425			5,393,784			1,022,328

Net Investment Income (Loss)		17,945,546			21,438,355			2,372,772			30,494,425			956,981			(1,368,137	)		114,116

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		8,208,073			(5,499,436	)		6,578,720			89,534,351			16,281,900			107,549,339			14,080,345
Less: Foreign taxes paid on realized capital gains		—			(48,689	)		—			—			—			—			—
Net realized gain (loss) on futures contracts		684,827			(10,569,506	)		—			—			—			—			—
Net realized gain (loss) on swap contracts		(371,871	)		—			—			—			—			—			—
Net realized gain (loss) on foreign currency contracts		—			92,912			—			—			—			—			—
Net realized gain (loss) on other foreign currency transactions		9,275			56,102			—			(23,221	)		(26,631	)		(7,038	)		7,302

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		8,530,304			(15,968,617	)		6,578,720			89,511,130			16,255,269			107,542,301			14,087,647

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		(91,476,026	)		(163,309,826	)		(36,897,958	)		(488,023,122	)		20,765,322			213,035,642			(7,381,150	)
Net unrealized appreciation (depreciation) of futures contracts		93,206			106,226			—			—			—			—			—
Net unrealized appreciation (depreciation) of foreign currency contracts		—			(92,912	)		—			—			—			—			—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		20,397			242			—			—			10,543			7,739			257

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		(91,362,423	)		(163,296,270	)		(36,897,958	)		(488,023,122	)		20,775,865			213,043,381			(7,380,893	)

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(82,832,119	)		(179,264,887	)		(30,319,238	)		(398,511,992	)		37,031,134			320,585,682			6,706,754

Net Increase (Decrease) in Net Assets Resulting from Operations	$	(64,886,573	)	$	(157,826,532	)	$	(27,946,466	)	$	(368,017,567	)	$	37,988,115		$	319,217,545		$	6,820,870

* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax	$	—		$	58,435		$	—		$	—		$	—		$	—		$	—

The accompanying notes are an integral part of these financial statements.


		117

Hartford HLS Funds

Statements of Operations – (continued)

For the Six-Month Period Ended June 30, 2020 (Unaudited)


	Hartford High Yield HLS Fund			Hartford International Opportunities HLS Fund			Hartford MidCap HLS Fund			Hartford MidCap Growth HLS Fund			Hartford MidCap Value HLS Fund			Hartford Small Cap Growth HLS Fund
Investment Income:
Dividends	$	45,280		$	10,518,477		$	6,844,444		$	207,462		$	2,498,820		$	4,322,393
Interest		6,498,181			55,415			18,048			4,666			16,738			53,262
Securities lending		—			55,323			64,280			1,541			4,919			78,679
Less: Foreign tax withheld		—			(1,060,917	)		(905	)		—			(1,644	)		—

Total investment income, net		6,543,461			9,568,298			6,925,867			213,669			2,518,833			4,454,334

Expenses:
Investment management fees		795,834			3,674,735			6,124,432			357,064			1,027,082			3,562,731
Transfer agent fees
Class IA		1,991			3,075			3,933			2,125			1,960			2,541
Class IB		611			390			105			366			574			970
Distribution fees
Class IB		66,698			145,976			59,054			16,425			72,776			405,017
Custodian fees		2,505			30,217			5,294			919			2,798			2,930
Registration and filing fees		15,912			17,240			16,872			16,654			15,912			18,767
Accounting services fees		17,312			79,081			138,672			6,809			19,518			89,305
Board of Directors’ fees		3,019			14,313			24,760			1,166			3,642			15,465
Audit fees		15,245			21,523			10,536			10,672			10,583			10,824
Other expenses		34,401			91,374			68,875			13,437			31,141			60,640

Total expenses (before waivers, reimbursements and fees paid indirectly)		953,528			4,077,924			6,452,533			425,637			1,185,986			4,169,190

Management fee waivers		(34,107	)		—			—			—			(35,487	)		—
Commission recapture		—			(2,261	)		(8,787	)		(553	)		(3,412	)		(3,051	)

Total waivers, reimbursements and fees paid indirectly		(34,107	)		(2,261	)		(8,787	)		(553	)		(38,899	)		(3,051	)

Total expenses, net		919,421			4,075,663			6,443,746			425,084			1,147,087			4,166,139

Net Investment Income (Loss)		5,624,040			5,492,635			482,121			(211,415	)		1,371,746			288,195

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		(2,886,251	)		(96,527,150	)		121,561,063			594,175			(12,668,639	)		(4,608,833	)
Net realized gain (loss) on swap contracts		(329,271	)		—			—			—			—			—
Net realized gain (loss) on foreign currency contracts		23,507			—			—			—			—			—
Net realized gain (loss) on other foreign currency transactions		(27,536	)		(98,204	)		—			—			3,562			—

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(3,219,551	)		(96,625,354	)		121,561,063			594,175			(12,665,077	)		(4,608,833	)

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		(13,630,547	)		4,094,294			(241,977,713	)		1,411,941			(52,383,475	)		(59,041,772	)
Net unrealized appreciation (depreciation) of swap contracts		(25,448	)		—			—			—			—			—
Net unrealized appreciation (depreciation) of foreign currency contracts		63,208			—			—			—			—			—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		353			(39,147	)		—			—			—			—

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		(13,592,434	)		4,055,147			(241,977,713	)		1,411,941			(52,383,475	)		(59,041,772	)

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(16,811,985	)		(92,570,207	)		(120,416,650	)		2,006,116			(65,048,552	)		(63,650,605	)

Net Increase (Decrease) in Net Assets Resulting from Operations	$	(11,187,945	)	$	(87,077,572	)	$	(119,934,529	)	$	1,794,701		$	(63,676,806	)	$	(63,362,410	)

The accompanying notes are an integral part of these financial statements.


		118

Hartford HLS Funds

Statements of Operations – (continued)

For the Six-Month Period Ended June 30, 2020 (Unaudited)


	Hartford Small Company HLS Fund			Hartford Stock HLS Fund			Hartford Total Return Bond HLS Fund			Hartford Ultrashort Bond HLS Fund		Hartford U.S. Government Securities HLS Fund			Hartford Value HLS Fund
Investment Income:
Dividends	$	1,171,431		$	14,409,982		$	39,671		$	—	$	—		$	5,387,905
Interest		29,853			85,615			33,557,513			4,409,080		3,716,371			16,608
Securities lending		172,746			58,652			40,674			4,259		277			1,403
Less: Foreign tax withheld		—			(47,468	)		—			—		—			(43,805	)

Total investment income, net		1,374,030			14,506,781			33,637,858			4,413,339		3,716,648			5,362,111

Expenses:
Investment management fees		1,788,625			3,254,182			4,792,440			881,532		751,239			1,244,255
Transfer agent fees
Class IA		2,433			2,422			2,573			2,364		2,191			2,361
Class IB		261			235			298			351		444			382
Distribution fees
Class IB		56,224			149,168			263,366			71,267		70,239			64,251
Custodian fees		4,510			3,422			16,372			1,883		2,433			1,750
Registration and filing fees		18,467			16,410			16,973			16,459		17,880			16,586
Accounting services fees		36,310			102,769			154,860			33,588		25,449			28,076
Board of Directors’ fees		7,254			17,827			25,833			5,551		4,104			5,093
Audit fees		19,369			15,335			22,657			15,242		22,101			10,579
Other expenses		51,069			89,834			129,841			40,321		37,599			37,281

Total expenses (before waivers, reimbursements and fees paid indirectly)		1,984,522			3,651,604			5,425,213			1,068,558		933,679			1,410,614

Commission recapture		(6,187	)		(1,289	)		—			—		—			(6,737	)

Total waivers, reimbursements and fees paid indirectly		(6,187	)		(1,289	)		—			—		—			(6,737	)

Total expenses, net		1,978,335			3,650,315			5,425,213			1,068,558		933,679			1,403,877

Net Investment Income (Loss)		(604,305	)		10,856,466			28,212,645			3,344,781		2,782,969			3,958,234

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		5,081,030			14,260,940			70,803,407			230,691		3,469,900			(6,095,263	)
Net realized gain (loss) on redemptions-in-kind		(2,469,075	)		—			—			—		—			—
Net realized gain (loss) on purchased options contracts		—			—			1,576,410			—		—			—
Net realized gain (loss) on futures contracts		—			—			11,236,405			—		7,103,100			—
Net realized gain (loss) on written options contracts		—			—			6,742,174			—		13,535			—
Net realized gain (loss) on swap contracts		—			—			(19,629,260	)		—		(1,715,250	)		—
Net realized gain (loss) on foreign currency contracts		—			—			3,784,163			—		—			—
Net realized gain (loss) on other foreign currency transactions		(3,144	)		(16,849	)		282,436			—		—			6,126

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(2,608,811	)		14,244,091			74,795,735			230,691		8,871,285			(6,089,137	)

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		(35,110,877	)		(130,759,807	)		21,780,780			1,781,945		5,514,459			(64,641,279	)
Net unrealized appreciation (depreciation) of purchased options contracts		—			—			104,267			—		—			—
Net unrealized appreciation (depreciation) of futures contracts		—			—			37,703			—		841,460			—
Net unrealized appreciation (depreciation) of written options contracts		—			—			343,443			—		—			—
Net unrealized appreciation (depreciation) of swap contracts		—			—			(23,962,195	)		—		(770,170	)		—
Net unrealized appreciation (depreciation) of foreign currency contracts		—			—			1,440,071			—		—			—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		(163	)		(681	)		(12,259	)		—		—			6,401

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		(35,111,040	)		(130,760,488	)		(268,190	)		1,781,945		5,585,749			(64,634,878	)

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(35,502,229	)		(116,516,397	)		74,527,545			2,012,636		14,457,034			(70,724,015	)

Net Increase (Decrease) in Net Assets Resulting from Operations	$	(33,106,534	)	$	(105,659,931	)	$	102,740,190		$	5,357,417	$	17,240,003		$	(66,765,781	)

The accompanying notes are an integral part of these financial statements.


		119

Hartford HLS Funds

Statements of Changes in Net Assets


	Hartford Balanced HLS Fund						Hartford Capital Appreciation HLS Fund						Hartford Disciplined Equity HLS Fund
	For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019
Operations:
Net investment income (loss)	$	17,945,546		$	36,362,142		$	21,438,355		$	44,497,466		$	2,372,772		$	4,927,010
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		8,530,304			88,890,297			(15,968,617	)		213,743,988			6,578,720			49,562,302
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(91,362,423	)		292,318,364			(163,296,270	)		910,077,575			(36,897,958	)		127,301,596

Net Increase (Decrease) in Net Assets Resulting from Operations		(64,886,573	)		417,570,803			(157,826,532	)		1,168,319,029			(27,946,466	)		181,790,908

Distributions to Shareholders:
Class IA		—			(185,511,739	)		—			(453,254,297	)		—			(66,982,886	)
Class IB		—			(23,789,456	)		—			(55,760,662	)		—			(9,168,659	)
Class IC		—			—			—			(3,992,375	)		—			—

Total distributions		—			(209,301,195	)		—			(513,007,334	)		—			(76,151,545	)

Capital Share Transactions:
Sold		9,707,031			13,809,419			26,883,194			27,135,599			6,459,657			11,880,527
Issued on reinvestment of distributions		—			209,301,195			—			513,007,334			—			76,151,545
Redeemed		(149,076,142	)		(282,083,299	)		(289,106,581	)		(840,778,982	)		(49,825,439	)		(109,938,872	)

Net increase (decrease) from capital share transactions		(139,369,111	)		(58,972,685	)		(262,223,387	)		(300,636,049	)		(43,365,782	)		(21,906,800	)

Net Increase (Decrease) in Net Assets		(204,255,684	)		149,296,923			(420,049,919	)		354,675,646			(71,312,248	)		83,732,563

Net Assets:
Beginning of period		2,096,846,301			1,947,549,378			4,357,875,629			4,003,199,983			653,912,809			570,180,246

End of period	$	1,892,590,617		$	2,096,846,301		$	3,937,825,710		$	4,357,875,629		$	582,600,561		$	653,912,809

The accompanying notes are an integral part of these financial statements.


		120

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


	Hartford Dividend and Growth HLS Fund						Hartford Global Growth HLS Fund						Hartford Growth Opportunities HLS Fund
	For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019
Operations:
Net investment income (loss)	$	30,494,425		$	58,130,045		$	956,981		$	1,803,009		$	(1,368,137	)	$	(4,149,226	)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		89,511,130			152,245,468			16,255,269			39,473,446			107,542,301			124,358,635
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(488,023,122	)		585,892,259			20,775,865			97,760,515			213,043,381			286,571,024

Net Increase (Decrease) in Net Assets Resulting from Operations		(368,017,567	)		796,267,772			37,988,115			139,036,970			319,217,545			406,780,433

Distributions to Shareholders:
Class IA		—			(380,717,264	)		—			(59,823,693	)		—			(268,390,103	)
Class IB		—			(51,049,426	)		—			(11,091,398	)		—			(31,584,595	)
Class IC		—			—			—			—			—			(9,866,813	)

Total distributions		—			(431,766,690	)		—			(70,915,091	)		—			(309,841,511	)

Capital Share Transactions:
Sold		60,606,354			52,980,701			14,370,666			14,484,277			37,088,027			56,475,941
Issued on reinvestment of distributions		—			431,766,690			—			70,915,091			—			309,841,511
Redeemed		(201,812,717	)		(500,718,066	)		(51,130,390	)		(81,267,414	)		(122,491,947	)		(226,047,221	)

Net increase (decrease) from capital share transactions		(141,206,363	)		(15,970,675	)		(36,759,724	)		4,131,954			(85,403,920	)		140,270,231

Net Increase (Decrease) in Net Assets		(509,223,930	)		348,530,407			1,228,391			72,253,833			233,813,625			237,209,153

Net Assets:
Beginning of period		3,309,556,224			2,961,025,817			519,448,803			447,194,970			1,594,673,547			1,357,464,394

End of period	$	2,800,332,294		$	3,309,556,224		$	520,677,194		$	519,448,803		$	1,828,487,172		$	1,594,673,547

The accompanying notes are an integral part of these financial statements.


		121

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


	Hartford Healthcare HLS Fund						Hartford High Yield HLS Fund						Hartford International Opportunities HLS Fund
	For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019
Operations:
Net investment income (loss)	$	114,116		$	166,281		$	5,624,040		$	13,578,906		$	5,492,635		$	20,489,246
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		14,087,647			41,441,957			(3,219,551	)		(6,315,547	)		(96,625,354	)		(25,886,084	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(7,380,893	)		33,386,835			(13,592,434	)		28,121,097			4,055,147			285,034,848

Net Increase (Decrease) in Net Assets Resulting from Operations		6,820,870			74,995,073			(11,187,945	)		35,384,456			(87,077,572	)		279,638,010

Distributions to Shareholders:
Class IA		—			(23,301,756	)		—			(11,998,965	)		—			(59,417,697	)
Class IB		—			(5,559,926	)		—			(3,581,365	)		—			(6,983,056	)

Total distributions		—			(28,861,682	)		—			(15,580,330	)		—			(66,400,753	)

Capital Share Transactions:
Sold		14,810,564			18,614,353			5,213,081			10,501,246			40,274,463			64,607,494
Issued on reinvestment of distributions		—			28,861,682			—			15,580,330			—			66,400,753
Redeemed		(38,679,258	)		(146,077,753	)		(22,328,002	)		(44,026,710	)		(145,411,715	)		(236,490,704	)

Net increase (decrease) from capital share transactions		(23,868,694	)		(98,601,718	)		(17,114,921	)		(17,945,134	)		(105,137,252	)		(105,482,457	)

Net Increase (Decrease) in Net Assets		(17,047,824	)		(52,468,327	)		(28,302,866	)		1,858,992			(192,214,824	)		107,754,800

Net Assets:
Beginning of period		233,251,725			285,720,052			251,266,199			249,407,207			1,228,684,964			1,120,930,164

End of period	$	216,203,901		$	233,251,725		$	222,963,333		$	251,266,199		$	1,036,470,140		$	1,228,684,964

The accompanying notes are an integral part of these financial statements.


		122

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


	Hartford MidCap HLS Fund						Hartford MidCap Growth HLS Fund						Hartford MidCap Value HLS Fund
	For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019
Operations:
Net investment income (loss)	$	482,121		$	2,453,437		$	(211,415	)	$	(365,216	)	$	1,371,746		$	3,024,059
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		121,561,063			144,622,584			594,175			5,337,071			(12,665,077	)		19,111,137
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(241,977,713	)		428,817,893			1,411,941			24,903,853			(52,383,475	)		60,456,948

Net Increase (Decrease) in Net Assets Resulting from Operations		(119,934,529	)		575,893,914			1,794,701			29,875,708			(63,676,806	)		82,592,144

Distributions to Shareholders:
Class IA		—			(301,703,983	)		—			(14,592,832	)		—			(32,005,532	)
Class IB		—			(8,149,131	)		—			(2,562,985	)		—			(9,453,950	)

Total distributions		—			(309,853,114	)		—			(17,155,817	)		—			(41,459,482	)

Capital Share Transactions:
Sold		113,771,123			136,707,597			4,343,490			14,727,408			2,515,388			5,553,726
Issued on reinvestment of distributions		—			309,853,114			—			17,155,817			—			41,459,482
Redeemed		(268,844,405	)		(427,293,869	)		(12,677,773	)		(18,446,275	)		(19,473,997	)		(48,984,177	)

Net increase (decrease) from capital share transactions		(155,073,282	)		19,266,842			(8,334,283	)		13,436,950			(16,958,609	)		(1,970,969	)

Net Increase (Decrease) in Net Assets		(275,007,811	)		285,307,642			(6,539,582	)		26,156,841			(80,635,415	)		39,161,693

Net Assets:
Beginning of period		2,100,205,650			1,814,898,008			102,264,276			76,107,435			320,829,692			281,667,999

End of period	$	1,825,197,839		$	2,100,205,650		$	95,724,694		$	102,264,276		$	240,194,277		$	320,829,692

The accompanying notes are an integral part of these financial statements.


		123

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


	Hartford Small Cap Growth HLS Fund						Hartford Small Company HLS Fund						Hartford Stock HLS Fund
	For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019
Operations:
Net investment income (loss)	$	288,195		$	502,863		$	(604,305	)	$	(1,528,835	)	$	10,856,466		$	22,931,013
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(4,608,833	)		44,683,578			2,608,811			64,285,340			14,244,091			98,262,647
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(59,041,772	)		335,112,204			(35,111,040	)		120,697,743			(130,760,488	)		269,938,973

Net Increase (Decrease) in Net Assets Resulting from Operations		(63,362,410	)		380,298,645			(33,106,534	)		183,454,248			(105,659,931	)		391,132,633

Distributions to Shareholders:
Class IA		—			(154,314,731	)		—			(100,841,539	)		—			(133,049,130	)
Class IB		—			(63,116,174	)		—			(10,050,660	)		—			(12,720,819	)

Total distributions		—			(217,430,905	)		—			(110,892,199	)		—			(145,769,949	)

Capital Share Transactions:
Sold		141,671,604			178,522,218			20,775,859			63,567,701			6,902,847			10,222,248
Issued on reinvestment of distributions		—			193,713,157			—			110,892,199			—			145,769,949
Redemption-in-kind		—			—			(118,163,289	)		—			—			—
Redeemed		(195,477,646	)		(316,364,571	)		(62,180,231	)		(142,188,473	)		(89,453,523	)		(213,809,325	)

Net increase (decrease) from capital share transactions		(53,806,042	)		55,870,804			(159,567,661	)		32,271,427			(82,550,676	)		(57,817,128	)

Net Increase (Decrease) in Net Assets		(117,168,452	)		218,738,544			(192,674,195	)		104,833,476			(188,210,607	)		187,545,556

Net Assets:
Beginning of period		1,335,119,912			1,116,381,368			624,333,154			519,499,678			1,509,594,135			1,322,048,579

End of period	$	1,217,951,460		$	1,335,119,912		$	431,658,959		$	624,333,154		$	1,321,383,528		$	1,509,594,135

The accompanying notes are an integral part of these financial statements.


		124

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


	Hartford Total Return Bond HLS Fund						Hartford Ultrashort Bond HLS Fund						Hartford U.S. Government Securities HLS Fund
	For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019			For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019
Operations:
Net investment income (loss)	$	28,212,645		$	65,861,576		$	3,344,781		$	10,500,262		$	2,782,969		$	6,719,670
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		74,795,735			58,991,821			230,691			294,254			8,871,285			8,221,074
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(268,190	)		85,804,646			1,781,945			2,390,882			5,585,749			1,982,389

Net Increase (Decrease) in Net Assets Resulting from Operations		102,740,190			210,658,043			5,357,417			13,185,398			17,240,003			16,923,133

Distributions to Shareholders:
Class IA		—			(74,150,238	)		—			(7,948,551	)		—			(6,935,499	)
Class IB		—			(8,003,440	)		—			(964,500	)		—			(1,302,292	)

Total distributions		—			(82,153,678	)		—			(8,913,051	)		—			(8,237,791	)

Capital Share Transactions:
Sold		110,059,543			127,470,147			48,655,520			74,378,048			47,771,367			23,718,967
Issued on reinvestment of distributions		—			82,153,678			—			8,913,051			—			8,237,791
Redeemed		(261,127,705	)		(337,029,607	)		(67,872,266	)		(138,850,731	)		(54,000,126	)		(64,840,559	)

Net increase (decrease) from capital share transactions		(151,068,162	)		(127,405,782	)		(19,216,746	)		(55,559,632	)		(6,228,759	)		(32,883,801	)

Net Increase (Decrease) in Net Assets		(48,327,972	)		1,098,583			(13,859,329	)		(51,287,285	)		11,011,244			(24,198,459	)

Net Assets:
Beginning of period		2,087,520,144			2,086,421,561			450,731,823			502,019,108			321,384,449			345,582,908

End of period	$	2,039,192,172		$	2,087,520,144		$	436,872,494		$	450,731,823		$	332,395,693		$	321,384,449

The accompanying notes are an integral part of these financial statements.


		125

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


	Hartford Value HLS Fund
	For the Six-Month Period Ended June 30, 2020 (Unaudited)			For the Year Ended December 31, 2019
Operations:
Net investment income (loss)	$	3,958,234		$	7,518,588
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(6,089,137	)		32,464,414
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(64,634,878	)		66,135,187

Net Increase (Decrease) in Net Assets Resulting from Operations		(66,765,781	)		106,118,189

Distributions to Shareholders:
Class IA		—			(44,489,654	)
Class IB		—			(7,088,517	)

Total distributions		—			(51,578,171	)

Capital Share Transactions:
Sold		9,176,325			13,103,074
Issued on reinvestment of distributions		—			51,578,171
Redeemed		(35,249,326	)		(86,395,094	)

Net increase (decrease) from capital share transactions		(26,073,001	)		(21,713,849	)

Net Increase (Decrease) in Net Assets		(92,838,782	)		32,826,169

Net Assets:
Beginning of period		444,070,563			411,244,394

End of period	$	351,231,781		$	444,070,563

The accompanying notes are an integral part of these financial statements.


		126

Hartford HLS Funds

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, 2020 (Unaudited)
IA	$	30.27	$	0.27		$	(1.13	)	$	(0.86	)	$	—		$	—		$	—		$	29.41		(2.81	)%⁽⁴⁾	$	1,665,662		0.66	%⁽⁵⁾		0.63	%⁽⁵⁾		1.91	%⁽⁵⁾		25	%
IB		30.80		0.24			(1.14	)		(0.90	)		—			—			—			29.90		(2.92	)⁽⁴⁾		226,928		0.91	⁽⁵⁾		0.88	⁽⁵⁾		1.66	⁽⁵⁾		25

For the Year Ended December 31, 2019
IA	$	27.47	$	0.54	⁽⁶⁾	$	5.47	⁽⁶⁾	$	6.01		$	(0.56	)	$	(2.65	)	$	(3.21	)	$	30.27		22.80	%	$	1,849,582		0.66	%		0.63	%		1.81	%⁽⁶⁾		38	%
IB		27.91		0.47	⁽⁶⁾		5.55	⁽⁶⁾		6.02			(0.48	)		(2.65	)		(3.13	)		30.80		22.47			247,264		0.91			0.88			1.56	⁽⁶⁾		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

For the Year Ended December 31, 2015
IA	$	27.09	$	0.51		$	(0.46	)	$	0.05		$	(0.52	)	$	—		$	(0.52	)	$	26.62		0.18	%	$	2,210,938		0.65	%		0.63	%		1.87	%		18	%
IB		27.45		0.45			(0.47	)		(0.02	)		(0.44	)		—			(0.44	)		26.99		(0.07	)		300,945		0.90			0.88			1.62			18

Hartford Capital Appreciation HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	46.05	$	0.24		$	(1.84	)	$	(1.60	)	$	—		$	—		$	—		$	44.45		(3.47	)%⁽⁴⁾	$	3,479,482		0.68	%⁽⁵⁾		0.68	%⁽⁵⁾		1.13	%⁽⁵⁾		51	%
IB		45.24		0.18			(1.80	)		(1.62	)		—			—			—			43.62		(3.58	)⁽⁴⁾		425,480		0.93	⁽⁵⁾		0.93	⁽⁵⁾		0.88	⁽⁵⁾		51
IC		45.45		0.13			(1.81	)		(1.68	)		—			—			—			43.77		(3.70	)⁽⁴⁾		32,863		1.18	⁽⁵⁾		1.18	⁽⁵⁾		0.64	⁽⁵⁾		51

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

For the Year Ended December 31, 2015
IA	$	54.71	$	0.43		$	0.38		$	0.81		$	(0.43	)	$	(10.65	)	$	(11.08	)	$	44.44		1.02	%	$	5,701,269		0.67	%		0.67	%		0.84	%		75	%
IB		54.20		0.30			0.39			0.69			(0.31	)		(10.65	)		(10.96	)		43.93		0.79			641,548		0.92			0.92			0.59			75
IC		54.59		0.17			0.39			0.56			(0.29	)		(10.65	)		(10.94	)		44.21		0.53			16,215		1.17			1.17			0.34			75

The accompanying notes are an integral part of these financial statements.


		127

Hartford HLS Funds

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, 2020 (Unaudited)
IA	$	15.97	$	0.06	$	(0.73	)	$	(0.67	)	$	—		$	—		$	—		$	15.30		(4.20	)%⁽⁴⁾	$	512,033		0.74	%⁽⁵⁾		0.74	%⁽⁵⁾		0.85	%⁽⁵⁾		13	%
IB		15.76		0.04		(0.72	)		(0.68	)		—			—			—			15.08		(4.31	)⁽⁴⁾		70,568		0.99	⁽⁵⁾		0.99	⁽⁵⁾		0.60	⁽⁵⁾		13

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

For the Year Ended December 31, 2015
IA	$	20.99	$	0.14	$	1.41		$	1.55		$	(0.13	)	$	(6.83	)	$	(6.96	)	$	15.58		6.83	%	$	648,747		0.76	%		0.76	%		0.76	%		29	%
IB		20.88		0.10		1.40			1.50			(0.09	)		(6.83	)		(6.92	)		15.46		6.59			91,844		1.01			1.01			0.51			29

Hartford Dividend and Growth HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	22.08	$	0.21	$	(2.69	)	$	(2.48	)	$	—		$	—		$	—		$	19.60		(11.23	)%⁽⁴⁾	$	2,477,646		0.69	%⁽⁵⁾		0.69	%⁽⁵⁾		2.16	%⁽⁵⁾		17	%
IB		21.96		0.19		(2.69	)		(2.50	)		—			—			—			19.46		(11.38	)⁽⁴⁾		322,686		0.94	⁽⁵⁾		0.94	⁽⁵⁾		1.91	⁽⁵⁾		17

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

For the Year Ended December 31, 2015
IA	$	26.45	$	0.46	$	(0.70	)	$	(0.24	)	$	(0.43	)	$	(3.69	)	$	(4.12	)	$	22.09		(1.16	)%	$	2,991,811		0.67	%		0.67	%		1.84	%		20	%
IB		26.38		0.40		(0.70	)		(0.30	)		(0.37	)		(3.69	)		(4.06	)		22.02		(1.41	)		449,693		0.92			0.92			1.59			20

Hartford Global Growth HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	27.86	$	0.06	$	2.24		$	2.30		$	—		$	—		$	—		$	30.16		8.26	%⁽⁴⁾	$	441,217		0.81	%⁽⁵⁾		0.81	%⁽⁵⁾		0.43	%⁽⁵⁾		27	%
IB		27.53		0.02		2.22			2.24			—			—			—			29.77		8.14	⁽⁴⁾		79,460		1.06	⁽⁵⁾		1.06	⁽⁵⁾		0.18	⁽⁵⁾		27

For the Year Ended December 31, 2019
IA	$	24.54	$	0.11	$	7.46		$	7.57		$	(0.12	)	$	(4.13	)	$	(4.25	)	$	27.86		32.61	%	$	438,288		0.80	%		0.80	%		0.40	%		49	%
IB		24.28		0.04		7.38			7.42			(0.04	)		(4.13	)		(4.17	)		27.53		32.29			81,161		1.05			1.05			0.15			49

The accompanying notes are an integral part of these financial statements.


		128

Hartford HLS Funds

Financial Highlights – (continued)


	*— Selected Per-Share Data⁽¹⁾ —*																									*— Ratios and Supplemental Data —*
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return⁽²⁾			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments⁽³⁾			Ratio of Expenses to Average Net Assets After Adjust- ments⁽³⁾			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover

Hartford Global Growth HLS Fund – (continued)

For the Year Ended December 31, 2018
IA	$	27.89	$	0.11		$	(0.83	)	$	(0.72	)	$	(0.15	)	$	(2.48	)	$	(2.63	)	$	24.54		(3.81	)%	$	375,825		0.80	%		0.80	%		0.37	%		55	%
IB		27.63		0.04			(0.83	)		(0.79	)		(0.08	)		(2.48	)		(2.56	)		24.28		(4.07	)		71,370		1.05			1.05			0.12			55

For the Year Ended December 31, 2017
IA	$	22.14	$	0.14		$	6.99		$	7.13		$	(0.14	)	$	(1.24	)	$	(1.38	)	$	27.89		32.73	%	$	432,581		0.81	%		0.81	%		0.56	%		58	%
IB		21.95		0.08			6.91			6.99			(0.07	)		(1.24	)		(1.31	)		27.63		32.37			84,442		1.06			1.06			0.31			58

For the Year Ended December 31, 2016
IA	$	24.39	$	0.13		$	0.40		$	0.53		$	(0.17	)	$	(2.61	)	$	(2.78	)	$	22.14		1.95	%	$	347,375		0.82	%		0.82	%		0.55	%		65	%
IB		24.19		0.07			0.39			0.46			(0.09	)		(2.61	)		(2.70	)		21.95		1.71			72,531		1.07			1.07			0.30			65

For the Year Ended December 31, 2015
IA	$	23.74	$	0.15		$	1.77		$	1.92		$	(0.13	)	$	(1.14	)	$	(1.27	)	$	24.39		8.04	%	$	392,302		0.81	%		0.81	%		0.62	%		67	%
IB		23.56		0.09			1.75			1.84			(0.07	)		(1.14	)		(1.21	)		24.19		7.76			86,759		1.06			1.06			0.38			67

Hartford Growth Opportunities HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	35.44	$	(0.02	)	$	7.49		$	7.47		$	—		$	—		$	—		$	42.91		21.14	%⁽⁴⁾	$	1,593,711		0.65	%⁽⁵⁾		0.65	%⁽⁵⁾		(0.13	)%⁽⁵⁾		61	%
IB		33.25		(0.06	)		7.02			6.96			—			—			—			40.21		20.97	⁽⁴⁾		171,586		0.90	⁽⁵⁾		0.90	⁽⁵⁾		(0.38	)⁽⁵⁾		61
IC		34.08		(0.11	)		7.19			7.08			—			—			—			41.16		20.81	⁽⁴⁾		63,189		1.15	⁽⁵⁾		1.15	⁽⁵⁾		(0.63	)⁽⁵⁾		61

For the Year Ended December 31, 2019
IA	$	33.79	$	(0.09	)	$	9.99		$	9.90		$	—		$	(8.25	)	$	(8.25	)	$	35.44		30.68	%	$	1,389,571		0.65	%		0.65	%		(0.22	)%		66	%
IB		32.19		(0.17	)		9.48			9.31			—			(8.25	)		(8.25	)		33.25		30.35			152,577		0.90			0.90			(0.47	)		66
IC		32.90		(0.27	)		9.70			9.43			—			(8.25	)		(8.25	)		34.08		30.04			52,525		1.15			1.15			(0.72	)		66

For the Year Ended December 31, 2018
IA	$	38.42	$	(0.05	)	$	1.17		$	1.12		$	—		$	(5.75	)	$	(5.75	)	$	33.79		0.53	%	$	1,188,514		0.65	%		0.65	%		(0.12	)%		118	%
IB		36.91		(0.14	)		1.17			1.03			—			(5.75	)		(5.75	)		32.19		0.29			132,629		0.90			0.90			(0.37	)		118
IC		37.71		(0.25	)		1.19			0.94			—			(5.75	)		(5.75	)		32.90		0.04			36,321		1.15			1.15			(0.62	)		118

For the Year Ended December 31, 2017
IA	$	29.83	$	(0.05	)	$	9.09		$	9.04		$	—		$	(0.45	)	$	(0.45	)	$	38.42		30.45	%	$	1,326,201		0.66	%		0.66	%		(0.15	)%		99	%
IB		28.74		(0.13	)		8.75			8.62			—			(0.45	)		(0.45	)		36.91		30.14			149,212		0.91			0.91			(0.40	)		99
IC		29.43		(0.22	)		8.95			8.73			—			(0.45	)		(0.45	)		37.71		29.80			34,033		1.16			1.16			(0.65	)		99

For the Year Ended December 31, 2016
IA	$	34.86	$	(0.04	)	$	0.06	⁽⁷⁾	$	0.02		$	(0.15	)	$	(4.90	)	$	(5.05	)	$	29.83		(0.49	)%	$	1,145,176		0.65	%		0.65	%		(0.11	)%		138	%
IB		33.76		(0.11	)		0.04	⁽⁷⁾		(0.07	)		(0.05	)		(4.90	)		(4.95	)		28.74		(0.77	)		132,149		0.90			0.90			(0.35	)		138
IC		34.57		(0.19	)		0.04	⁽⁷⁾		(0.15	)		(0.09	)		(4.90	)		(4.99	)		29.43		(1.01	)		25,550		1.15			1.15			(0.61	)		138

For the Year Ended December 31, 2015
IA	$	38.88	$	0.02		$	4.66		$	4.68		$	(0.05	)	$	(8.65	)	$	(8.70	)	$	34.86		11.74	%	$	1,197,187		0.65	%		0.65	%		0.05	%		109	%
IB		37.93		(0.08	)		4.56			4.48			—			(8.65	)		(8.65	)		33.76		11.47			158,304		0.90			0.90			(0.20	)		109
IC		38.75		(0.18	)		4.65			4.47			—			(8.65	)		(8.65	)		34.57		11.18			20,495		1.16			1.16			(0.48	)		109

Hartford Healthcare HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	23.67	$	0.02		$	1.10		$	1.12		$	—		$	—		$	—		$	24.79		4.73	%⁽⁴⁾	$	176,234		0.91	%⁽⁵⁾		0.91	%⁽⁵⁾		0.15	%⁽⁵⁾		28	%
IB		22.12		(0.01	)		1.03			1.02			—			—			—			23.14		4.61	⁽⁴⁾		39,969		1.16	⁽⁵⁾		1.16	⁽⁵⁾		(0.10	)⁽⁵⁾		28

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

The accompanying notes are an integral part of these financial statements.


		129

Hartford HLS Funds

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, 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

For the Year Ended December 31, 2015
IA	$	30.02	$	—		$	4.08		$	4.08		$	—		$	(3.78	)	$	(3.78	)	$	30.32		13.21	%	$	360,783		0.86	%		0.86	%		(0.01	)%		38	%
IB		29.23		(0.08	)		3.99			3.91			—			(3.78	)		(3.78	)		29.36		12.98			62,644		1.11			1.11			(0.26	)		38

Hartford High Yield HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	8.04	$	0.19		$	(0.53	)	$	(0.34	)	$	—		$	—		$	—		$	7.70		(4.23	)%⁽⁴⁾	$	170,776		0.78	%⁽⁵⁾		0.75	%⁽⁵⁾		5.01	%⁽⁵⁾		27	%
IB		7.89		0.18			(0.52	)		(0.34	)		—			—			—			7.55		(4.31	)⁽⁴⁾		52,187		1.03	⁽⁵⁾		1.00	⁽⁵⁾		4.76	⁽⁵⁾		27

For the Year Ended December 31, 2019
IA	$	7.45	$	0.43	⁽⁸⁾	$	0.67	⁽⁸⁾	$	1.10		$	(0.51	)	$	—		$	(0.51	)	$	8.04		15.06	%	$	192,532		0.77	%		0.77	%		5.39	%⁽⁸⁾		41	%
IB		7.32		0.40	⁽⁸⁾		0.66	⁽⁸⁾		1.06			(0.49	)		—			(0.49	)		7.89		14.73			58,734		1.02			1.02			5.14	⁽⁸⁾		41

For the Year Ended December 31, 2018
IA	$	8.20	$	0.43		$	(0.69	)	$	(0.26	)	$	(0.49	)	$	—		$	(0.49	)	$	7.45		(3.44	)%	$	190,681		0.77	%		0.77	%		5.39	%		26	%
IB		8.06		0.41			(0.68	)		(0.27	)		(0.47	)		—			(0.47	)		7.32		(3.66	)		58,726		1.02			1.02			5.14			26

For the Year Ended December 31, 2017
IA	$	8.11	$	0.45		$	0.15		$	0.60		$	(0.51	)	$	—		$	(0.51	)	$	8.20		7.60	%	$	230,101		0.77	%		0.77	%		5.42	%		43	%
IB		7.98		0.42			0.15			0.57			(0.49	)		—			(0.49	)		8.06		7.31			71,389		1.02			1.02			5.17			43

For the Year Ended December 31, 2016
IA	$	7.55	$	0.44		$	0.62		$	1.06		$	(0.50	)	$	—		$	(0.50	)	$	8.11		14.25	%	$	244,212		0.79	%		0.79	%		5.52	%		41	%
IB		7.43		0.41			0.62			1.03			(0.48	)		—			(0.48	)		7.98		13.99			77,573		1.04			1.04			5.27			41

For the Year Ended December 31, 2015
IA	$	8.45	$	0.45		$	(0.79	)	$	(0.34	)	$	(0.56	)	$	—		$	(0.56	)	$	7.55		(4.30	)%	$	251,313		0.76	%		0.76	%		5.40	%		34	%
IB		8.32		0.42			(0.77	)		(0.35	)		(0.54	)		—			(0.54	)		7.43		(4.56	)		77,013		1.01			1.01			5.15			34

Hartford International Opportunities HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	16.56	$	0.08		$	(1.05	)	$	(0.97	)	$	—		$	—		$	—		$	15.59		(5.86	)%⁽⁴⁾	$	916,529		0.76	%⁽⁵⁾		0.76	%⁽⁵⁾		1.08	%⁽⁵⁾		60	%
IB		16.80		0.06			(1.07	)		(1.01	)		—			—			—			15.79		(6.01	)⁽⁴⁾		119,941		1.01	⁽⁵⁾		1.01	⁽⁵⁾		0.84	⁽⁵⁾		60

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

The accompanying notes are an integral part of these financial statements.


		130

Hartford HLS Funds

Financial Highlights – (continued)


	*— Selected Per-Share Data⁽¹⁾ —*																									*— Ratios and Supplemental Data —*
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return⁽²⁾			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments⁽³⁾			Ratio of Expenses to Average Net Assets After Adjust- ments⁽³⁾			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover

Hartford International Opportunities HLS Fund – (continued)

For the Year Ended December 31, 2016
IA	$	14.19	$	0.24		$	(0.06	)	$	0.18		$	(0.23	)	$	—		$	(0.23	)	$	14.14		1.26	%	$	1,086,762		0.76	%		0.76	%		1.74	%		95	%
IB		14.36		0.21			(0.07	)		0.14			(0.19	)		—			(0.19	)		14.31		0.94			147,343		1.01			1.01			1.50			95

For the Year Ended December 31, 2015
IA	$	14.13	$	0.22		$	0.06		$	0.28		$	(0.22	)	$	—		$	(0.22	)	$	14.19		1.88	%	$	1,146,250		0.74	%		0.74	%		1.47	%		68	%
IB		14.29		0.18			0.06			0.24			(0.17	)		—			(0.17	)		14.36		1.65			171,538		0.99			0.99			1.21			68

Hartford MidCap HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	38.17	$	0.01		$	(1.94	)	$	(1.93	)	$	—		$	—		$	—		$	36.24		(5.06	)%⁽⁴⁾	$	1,778,723		0.70	%⁽⁵⁾		0.70	%⁽⁵⁾		0.06	%⁽⁵⁾		24	%
IB		36.90		(0.03	)		(1.88	)		(1.91	)		—			—			—			34.99		(5.18	)⁽⁴⁾		46,474		0.95	⁽⁵⁾		0.95	⁽⁵⁾		(0.19	)⁽⁵⁾		24

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

For the Year Ended December 31, 2018
IA	$	40.10	$	0.01		$	(2.35	)	$	(2.34	)	$	(0.01	)	$	(3.98	)	$	(3.99	)	$	33.77		(7.44	)%	$	1,768,712		0.69	%		0.69	%		0.03	%		35	%
IB		39.18		(0.09	)		(2.26	)		(2.35	)		—			(3.98	)		(3.98	)		32.85		(7.65	)		46,186		0.94			0.94			(0.22	)		35

For the Year Ended December 31, 2017
IA	$	33.83	$	0.01		$	8.11		$	8.12		$	—		$	(1.85	)	$	(1.85	)	$	40.10		24.47	%	$	2,156,044		0.70	%		0.70	%		0.02	%		36	%
IB		33.17		(0.08	)		7.94			7.86			—			(1.85	)		(1.85	)		39.18		24.17			58,850		0.95			0.95			(0.23	)		36

For the Year Ended December 31, 2016
IA	$	33.66	$	0.05		$	3.80		$	3.85		$	(0.06	)	$	(3.62	)	$	(3.68	)	$	33.83		11.98	%	$	1,721,029		0.71	%		0.71	%		0.16	%		32	%
IB		33.11		(0.03	)		3.72			3.69			(0.01	)		(3.62	)		(3.63	)		33.17		11.69			93,567		0.96			0.96			(0.09	)		32

For the Year Ended December 31, 2015
IA	$	37.28	$	0.03		$	0.83		$	0.86		$	(0.03	)	$	(4.45	)	$	(4.48	)	$	33.66		1.60	%	$	1,647,715		0.70	%		0.70	%		0.08	%		38	%
IB		36.83		(0.06	)		0.82			0.76			(0.03	)		(4.45	)		(4.48	)		33.11		1.34			104,395		0.95			0.95			(0.16	)		38

Hartford MidCap Growth HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	8.17	$	(0.02	)	$	0.22		$	0.20		$	—		$	—		$	—		$	8.37		2.45	%⁽⁴⁾	$	81,491		0.92	%⁽⁵⁾		0.92	%⁽⁵⁾		(0.44	)%⁽⁵⁾		41	%
IB		8.11		(0.03	)		0.21			0.18			—			—			—			8.29		2.22	⁽⁴⁾		14,234		1.17	⁽⁵⁾		1.17	⁽⁵⁾		(0.69	)⁽⁵⁾		41

For the Year Ended December 31, 2019
IA	$	7.17	$	(0.03	)	$	2.70		$	2.67		$	(0.05	)	$	(1.62	)	$	(1.67	)	$	8.17		39.79	%	$	86,859		0.92	%		0.92	%		(0.35	)%		47	%
IB		7.12		(0.05	)		2.68			2.63			(0.02	)		(1.62	)		(1.64	)		8.11		39.56			15,405		1.17			1.17			(0.60	)		47

For the Year Ended December 31, 2018
IA	$	8.81	$	0.02		$	(0.74	)	$	(0.72	)	$	(0.06	)	$	(0.86	)	$	(0.92	)	$	7.17		(10.05	)%	$	64,744		0.91	%		0.91	%		0.20	%		160	%
IB		8.75		—			(0.73	)		(0.73	)		(0.04	)		(0.86	)		(0.90	)		7.12		(10.25	)		11,363		1.16			1.16			(0.05	)		160

For the Year Ended December 31, 2017
IA	$	8.03	$	0.08		$	1.04		$	1.12		$	(0.07	)	$	(0.27	)	$	(0.34	)	$	8.81		14.43	%	$	84,144		0.92	%		0.92	%		0.91	%		82	%
IB		7.99		0.05			1.03			1.08			(0.05	)		(0.27	)		(0.32	)		8.75		13.94			14,851		1.17			1.17			0.66			82

For the Year Ended December 31, 2016
IA	$	7.45	$	0.09		$	1.09		$	1.18		$	(0.11	)	$	(0.49	)	$	(0.60	)	$	8.03		16.48	%	$	87,752		0.92	%		0.92	%		1.25	%		96	%
IB		7.40		0.07			1.09			1.16			(0.08	)		(0.49	)		(0.57	)		7.99		16.33			17,125		1.17			1.17			1.01			96

For the Year Ended December 31, 2015
IA	$	9.47	$	0.12		$	(0.46	)	$	(0.34	)	$	(0.12	)	$	(1.56	)	$	(1.68	)	$	7.45		(4.73	)%	$	79,379		0.88	%		0.88	%		1.39	%		80	%
IB		9.41		0.10			(0.46	)		(0.36	)		(0.09	)		(1.56	)		(1.65	)		7.40		(4.97	)		16,501		1.13			1.13			1.12			80

The accompanying notes are an integral part of these financial statements.


		131

Hartford HLS Funds

Financial Highlights – (continued)


	*— Selected Per-Share Data⁽¹⁾ —*																									*— Ratios and Supplemental Data —*
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return⁽²⁾			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments⁽³⁾			Ratio of Expenses to Average Net Assets After Adjust- ments⁽³⁾			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover

Hartford MidCap Value HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	11.19	$	0.05		$	(2.33	)	$	(2.28	)	$	—		$	—		$	—		$	8.91		(20.38	)%⁽⁴⁾	$	185,864		0.87	%⁽⁵⁾		0.84	%⁽⁵⁾		1.13	%⁽⁵⁾		40	%
IB		11.12		0.04			(2.31	)		(2.27	)		—			—			—			8.85		(20.41	)⁽⁴⁾		54,331		1.12	⁽⁵⁾		1.09	⁽⁵⁾		0.87	⁽⁵⁾		40

For the Year Ended December 31, 2019
IA	$	9.93	$	0.12		$	2.74		$	2.86		$	(0.11	)	$	(1.49	)	$	(1.60	)	$	11.19		31.20	%	$	247,804		0.86	%		0.82	%		1.04	%		51	%
IB		9.88		0.09			2.72			2.81			(0.08	)		(1.49	)		(1.57	)		11.12		30.88			73,025		1.11			1.07			0.79			51

For the Year Ended December 31, 2018
IA	$	12.60	$	0.08		$	(1.76	)	$	(1.68	)	$	(0.13	)	$	(0.86	)	$	(0.99	)	$	9.93		(14.57	)%	$	216,868		0.85	%		0.85	%		0.63	%		42	%
IB		12.50		0.05			(1.75	)		(1.70	)		(0.06	)		(0.86	)		(0.92	)		9.88		(14.77	)		64,800		1.10			1.10			0.38			42

For the Year Ended December 31, 2017
IA	$	12.00	$	0.05		$	1.47		$	1.52		$	(0.07	)	$	(0.85	)	$	(0.92	)	$	12.60		13.47	%	$	287,688		0.86	%		0.86	%		0.39	%		32	%
IB		11.91		0.02			1.46			1.48			(0.04	)		(0.85	)		(0.89	)		12.50		13.18			87,149		1.11			1.11			0.14			32

For the Year Ended December 31, 2016
IA	$	12.33	$	0.07		$	1.40		$	1.47		$	(0.07	)	$	(1.73	)	$	(1.80	)	$	12.00		12.82	%	$	289,872		0.86	%		0.86	%		0.61	%		38	%
IB		12.24		0.04			1.39			1.43			(0.03	)		(1.73	)		(1.76	)		11.91		12.56			89,704		1.11			1.11			0.36			38

For the Year Ended December 31, 2015
IA	$	14.60	$	0.07		$	(0.15	)	$	(0.08	)	$	(0.09	)	$	(2.10	)	$	(2.19	)	$	12.33		(1.21	)%	$	291,174		0.84	%		0.84	%		0.49	%		29	%
IB		14.50		0.03			(0.15	)		(0.12	)		(0.04	)		(2.10	)		(2.14	)		12.24		(1.45	)		91,720		1.09			1.09			0.24			29

Hartford Small Cap Growth HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	29.72	$	0.02		$	(1.44	)	$	(1.42	)	$	—		$	—		$	—		$	28.30		(4.78	)%⁽⁴⁾	$	890,864		0.64	%⁽⁵⁾		0.64	%⁽⁵⁾		0.12	%⁽⁵⁾		36	%
IB		28.53		(0.02	)		(1.37	)		(1.39	)		—			—			—			27.14		(4.91	)⁽⁴⁾		327,087		0.89	⁽⁵⁾		0.89	⁽⁵⁾		(0.13	)⁽⁵⁾		36

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

For the Year Ended December 31, 2015
IA	$	27.95	$	0.07		$	(0.02	)	$	0.05		$	(0.02	)	$	(3.05	)	$	(3.07	)	$	24.93		(0.55	)%	$	913,414		0.65	%		0.65	%		0.25	%		59	%
IB		27.44		(0.01	)		—			(0.01	)		—			(3.05	)		(3.05	)		24.38		(0.79	)		209,948		0.90			0.90			(0.03	)		59

Hartford Small Company HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	20.45	$	–	⁽⁹⁾	$	0.97		$	0.97		$	—		$	—		$	—		$	21.42		4.74	%⁽⁴⁾	$	384,034		0.80	%⁽⁵⁾		0.80	%⁽⁵⁾		(0.23	)%⁽⁵⁾		61	%
IB		18.44		–	⁽⁹⁾		0.84			0.84			—			—			—			19.28		4.56	⁽⁴⁾		47,625		1.06	⁽⁵⁾		1.06	⁽⁵⁾		(0.50	)⁽⁵⁾		61

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

The accompanying notes are an integral part of these financial statements.


		132

Hartford HLS Funds

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, 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

For the Year Ended December 31, 2016
IA	$	17.52	$	(0.01	)	$	0.33	⁽⁷⁾	$	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	⁽⁷⁾		0.26			—			(1.68	)		(1.68	)		15.05		1.81			73,108		1.01			1.01			(0.34	)		94

For the Year Ended December 31, 2015
IA	$	23.33	$	(0.02	)	$	(1.43	)	$	(1.45	)	$	—		$	(4.36	)	$	(4.36	)	$	17.52		(8.21	)%	$	1,117,778		0.71	%		0.71	%		(0.11	)%		88	%
IB		22.24		(0.07	)		(1.34	)		(1.41	)		—			(4.36	)		(4.36	)		16.47		(8.45	)		98,501		0.96			0.96			(0.36	)		88

Hartford Stock HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	92.58	$	0.70		$	(7.17	)	$	(6.47	)	$	—		$	—		$	—		$	86.11		(6.99	)%⁽⁴⁾	$	1,204,798		0.52	%⁽⁵⁾		0.52	%⁽⁵⁾		1.63	%⁽⁵⁾		8	%
IB		92.57		0.59			(7.17	)		(6.58	)		—			—			—			85.99		(7.11	)⁽⁴⁾		116,586		0.77	⁽⁵⁾		0.77	⁽⁵⁾		1.38	⁽⁵⁾		8

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

For the Year Ended December 31, 2015
IA	$	63.49	$	1.19		$	0.56		$	1.75		$	(1.18	)	$	—		$	(1.18	)	$	64.06		2.74	%	$	1,388,110		0.51	%		0.51	%		1.86	%		23	%
IB		63.46		1.03			0.54			1.57			(1.00	)		—			(1.00	)		64.03		2.48			155,722		0.76			0.76			1.61			23

Hartford Total Return Bond HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	11.44	$	0.16		$	0.46		$	0.62		$	—		$	—		$	—		$	12.06		5.42	%⁽⁴⁾	$	1,827,727		0.51	%⁽⁵⁾		0.51	%⁽⁵⁾		2.80	%⁽⁵⁾		35	%
IB		11.38		0.15			0.45			0.60			—			—			—			11.98		5.27	⁽⁴⁾		211,465		0.76	⁽⁵⁾		0.76	⁽⁵⁾		2.55	⁽⁵⁾		35

For the Year Ended December 31, 2019
IA	$	10.76	$	0.36	⁽¹⁰⁾	$	0.77	⁽¹⁰⁾	$	1.13		$	(0.45	)	$	—		$	(0.45	)	$	11.44		10.65	%	$	1,873,182		0.51	%		0.51	%		3.16	%⁽¹⁰⁾		61	%
IB		10.70		0.33	⁽¹⁰⁾		0.77	⁽¹⁰⁾		1.10			(0.42	)		—			(0.42	)		11.38		10.32			214,338		0.76			0.76			2.91	⁽¹⁰⁾		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

The accompanying notes are an integral part of these financial statements.


		133

Hartford HLS Funds

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 Total Return Bond HLS Fund – (continued)

For the Year Ended December 31, 2016
IA	$	10.93	$	0.36	$	0.13		$	0.49		$	(0.29	)	$	(0.04	)	$	(0.33	)	$	11.09		4.49	%	$	2,244,505		0.52	%		0.52	%		3.16	%		36	%
IB		10.87		0.33		0.13			0.46			(0.26	)		(0.04	)		(0.30	)		11.03		4.22			262,187		0.77			0.77			2.91			36

For the Year Ended December 31, 2015
IA	$	11.63	$	0.33	$	(0.39	)	$	(0.06	)	$	(0.36	)	$	(0.28	)	$	(0.64	)	$	10.93		(0.59	)%	$	2,448,280		0.51	%		0.51	%		2.88	%		66	%
IB		11.56		0.30		(0.39	)		(0.09	)		(0.32	)		(0.28	)		(0.60	)		10.87		(0.81	)		295,006		0.76			0.76			2.63			66

Hartford Ultrashort Bond HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	10.19	$	0.08	$	0.05		$	0.13		$	—		$	—		$	—		$	10.32		1.28	%⁽⁴⁾	$	379,187		0.45	%⁽⁵⁾		0.45	%⁽⁵⁾		1.55	%⁽⁵⁾		32	%
IB		10.18		0.07		0.05			0.12			—			—			—			10.30		1.18	⁽⁴⁾		57,686		0.70	⁽⁵⁾		0.70	⁽⁵⁾		1.29	⁽⁵⁾		32

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	$	–	⁽⁷⁾	$	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	⁽⁷⁾		0.08			(0.05	)		—			(0.05	)		10.05		0.80			65,424		0.70			0.70			0.75			60

For the Year Ended December 31, 2016
IA	$	9.99	$	0.06	$	0.04		$	0.10		$	(0.05	)	$	—		$	(0.05	)	$	10.04		0.97	%	$	533,091		0.45	%		0.45	%		0.61	%		51	%
IB		9.97		0.04		0.02			0.06			(0.01	)		—			(0.01	)		10.02		0.64			78,658		0.70			0.70			0.35			51

For the Year Ended December 31, 2015
IA	$	10.01	$	0.03	$	(0.02	)	$	0.01		$	(0.03	)	$	—		$	(0.03	)	$	9.99		0.13	%	$	611,087		0.43	%		0.43	%		0.33	%		35	%
IB		9.98		0.01		(0.02	)		(0.01	)		—			—			—			9.97		(0.09	)		96,970		0.68			0.68			0.08			35

Hartford U.S. Government Securities HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	10.31	$	0.09	$	0.46		$	0.55		$	—		$	—		$	—		$	10.86		5.33	%⁽⁴⁾	$	277,065		0.52	%⁽⁵⁾		0.52	%⁽⁵⁾		1.71	%⁽⁵⁾		58	%
IB		10.30		0.08		0.46			0.54			—			—			—			10.84		5.24	⁽⁴⁾		55,331		0.77	⁽⁵⁾		0.77	⁽⁵⁾		1.46	⁽⁵⁾		58

For the Year Ended December 31, 2019
IA	$	10.05	$	0.21	$	0.32		$	0.53		$	(0.27	)	$	—		$	(0.27	)	$	10.31		5.22	%	$	265,860		0.51	%		0.51	%		2.07	%		44	%
IB		10.04		0.19		0.31			0.50			(0.24	)		—			(0.24	)		10.30		4.93			55,524		0.76			0.76			1.82			44

For the Year Ended December 31, 2018
IA	$	10.21	$	0.21	$	(0.13	)	$	0.08		$	(0.24	)	$	—		$	(0.24	)	$	10.05		0.85	%	$	286,243		0.52	%		0.52	%		2.08	%		42	%
IB		10.20		0.18		(0.13	)		0.05			(0.21	)		—			(0.21	)		10.04		0.55			59,340		0.77			0.77			1.83			42

For the Year Ended December 31, 2017
IA	$	10.30	$	0.19	$	(0.05	)	$	0.14		$	(0.23	)	$	—		$	(0.23	)	$	10.21		1.32	%	$	329,889		0.51	%		0.51	%		1.79	%		109	%
IB		10.28		0.16		(0.04	)		0.12			(0.20	)		—			(0.20	)		10.20		1.11			70,185		0.76			0.76			1.54			109

For the Year Ended December 31, 2016
IA	$	10.34	$	0.18	$	(0.02	)⁽⁷⁾	$	0.16		$	(0.20	)	$	—		$	(0.20	)	$	10.30		1.54	%	$	368,740		0.51	%		0.51	%		1.67	%		81	%
IB		10.32		0.15		(0.02	)⁽⁷⁾		0.13			(0.17	)		—			(0.17	)		10.28		1.27			79,489		0.76			0.76			1.42			81

For the Year Ended December 31, 2015
IA	$	10.37	$	0.16	$	—		$	0.16		$	(0.19	)	$	—		$	(0.19	)	$	10.34		1.56	%	$	412,060		0.49	%		0.49	%		1.53	%		42	%
IB		10.34		0.13		0.01			0.14			(0.16	)		—			(0.16	)		10.32		1.35			90,088		0.74			0.74			1.28			42

The accompanying notes are an integral part of these financial statements.


		134

Hartford HLS Funds

Financial Highlights – (continued)


	*— Selected Per-Share Data⁽¹⁾ —*																								*— Ratios and Supplemental Data —*
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return⁽²⁾			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments⁽³⁾			Ratio of Expenses to Average Net Assets After Adjust- ments⁽³⁾			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover

Hartford Value HLS Fund

For the Six-Month Period Ended June 30, 2020 (Unaudited)
IA	$	14.36	$	0.14	$	(2.38	)	$	(2.24	)	$	—		$	—		$	—		$	12.12		(15.53	)%⁽⁴⁾	$	303,065		0.73	%⁽⁵⁾		0.73	%⁽⁵⁾		2.18	%⁽⁵⁾		26	%
IB		14.34		0.12		(2.37	)		(2.25	)		—			—			—			12.09		(15.69	)⁽⁴⁾		48,167		0.98	⁽⁵⁾		0.98	⁽⁵⁾		1.93	⁽⁵⁾		26

For the Year Ended December 31, 2019
IA	$	12.81	$	0.25	$	3.08		$	3.33		$	(0.28	)	$	(1.50	)	$	(1.78	)	$	14.36		27.71	%	$	382,127		0.72	%		0.72	%		1.76	%		43	%
IB		12.79		0.21		3.08			3.29			(0.24	)		(1.50	)		(1.74	)		14.34		27.46			61,944		0.97			0.97			1.51			43

For the Year Ended December 31, 2018
IA	$	16.05	$	0.28	$	(1.75	)	$	(1.47	)	$	(0.25	)	$	(1.52	)	$	(1.77	)	$	12.81		(10.18	)%	$	353,040		0.71	%		0.71	%		1.80	%		28	%
IB		16.02		0.24		(1.74	)		(1.50	)		(0.21	)		(1.52	)		(1.73	)		12.79		(10.40	)		58,204		0.96			0.96			1.55			28

For the Year Ended December 31, 2017
IA	$	15.27	$	0.25	$	1.98		$	2.23		$	(0.28	)	$	(1.17	)	$	(1.45	)	$	16.05		15.44	%	$	450,788		0.80	%		0.80	%		1.56	%		14	%
IB		15.26		0.21		1.96			2.17			(0.24	)		(1.17	)		(1.41	)		16.02		15.04			75,698		1.05			1.05			1.31			14

For the Year Ended December 31, 2016
IA	$	15.58	$	0.28	$	1.75		$	2.03		$	(0.26	)	$	(2.08	)	$	(2.34	)	$	15.27		13.69	%	$	446,411		0.80	%		0.80	%		1.83	%		15	%
IB		15.57		0.24		1.75			1.99			(0.22	)		(2.08	)		(2.30	)		15.26		13.46			77,796		1.05			1.05			1.58			15

For the Year Ended December 31, 2015
IA	$	16.89	$	0.26	$	(0.77	)	$	(0.51	)	$	(0.26	)	$	(0.54	)	$	(0.80	)	$	15.58		(3.08	)%	$	455,713		0.78	%		0.78	%		1.56	%		19	%
IB		16.88		0.22		(0.77	)		(0.55	)		(0.22	)		(0.54	)		(0.76	)		15.57		(3.35	)		80,052		1.03			1.03			1.30			19

⁽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).

⁽⁴⁾	Not annualized.

⁽⁵⁾	Annualized.

⁽⁶⁾

FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the six month period ended June 30, 2019 was a decrease to net investment income per share for less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $(0.005) and a decrease to ratio of net investment income to average net assets for less than (0.005)% for each class of shares. Per share data and ratios for periods prior to June 30, 2019 have not been restated to reflect this change in presentation.

⁽⁷⁾	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.

⁽⁸⁾

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 of $0.01, decrease to net realized and unrealized gain (loss) to investments for $(0.01) and an increase to ratio of net investment income to average net assets of 0.07% 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.

⁽⁹⁾	Per share amount is less than $0.005.

⁽¹⁰⁾

FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the year ended December 31, 2019 was a decrease to net investment income per share of less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $ (0.005) and a decrease to ratio of net investment income to average net assets of (0.1)% 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.

The accompanying notes are an integral part of these financial statements.


		135

Hartford HLS Funds

Notes to Financial Statements

June 30, 2020 (Unaudited)

1.	Organization:

Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of fifteen and four series, respectively, as of June 30, 2020. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

Hartford Series Fund, Inc.:

Hartford Balanced HLS Fund (the “Balanced HLS Fund”)

Hartford Capital Appreciation HLS Fund (the “Capital Appreciation HLS Fund”)

Hartford Disciplined Equity HLS Fund (the “Disciplined Equity HLS Fund”)

Hartford Dividend and Growth HLS Fund (the “Dividend and Growth HLS Fund”)

Hartford Global Growth HLS Fund (the “Global Growth HLS Fund”)

Hartford Healthcare HLS Fund (the “Healthcare HLS Fund”)

Hartford High Yield HLS Fund (the “High Yield HLS Fund”)

Hartford International Opportunities HLS Fund (the “International Opportunities HLS Fund”)

Hartford MidCap HLS Fund (the “MidCap HLS Fund”)

Hartford MidCap Value HLS Fund (the “MidCap Value HLS Fund”)

Hartford Small Company HLS Fund (the “Small Company HLS Fund”)

Hartford Stock HLS Fund (the “Stock HLS Fund”)

Hartford Total Return Bond HLS Fund (the “Total Return Bond HLS Fund”)

Hartford Ultrashort Bond HLS Fund (the “Ultrashort Bond HLS Fund”)

Hartford Value HLS Fund (the “Value HLS Fund”)

Hartford HLS Series Fund II, Inc.:

Hartford Growth Opportunities HLS Fund (the “Growth Opportunities HLS Fund”)

Hartford MidCap Growth HLS Fund (the “MidCap Growth HLS Fund”)

Hartford Small Cap Growth HLS Fund (the “Small Cap Growth HLS Fund”)

Hartford U.S. Government Securities HLS Fund (the “U.S. Government Securities HLS Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund serves as an underlying investment option for certain variable annuity and variable life insurance separate accounts of insurance companies and certain qualified pension or retirement plans. Owners of variable annuity contracts and policyholders of variable life insurance contracts may choose the Funds if permitted in the variable insurance contract prospectus. In addition, participants in certain qualified pension or retirement plans may choose the Funds if permitted by their plans.

Each Fund is a 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, Disciplined Equity HLS Fund and Growth Opportunities HLS Fund also has registered for sale Class IC shares. As of June 30, 2020, Class IC shares of Disciplined Equity HLS Fund have not commenced operations. Each Fund is closed to certain investors. For more information, please see the Funds’ statutory prospectus. Each class is offered at the per share net asset value (“NAV”) without a sales charge and is subject to the same expenses, except certain class specific expenses. Class IB shares are subject to distribution and service fees charged pursuant to a Distribution Plan adopted in accordance with 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.

Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). 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. The net asset value for each class of shares of each Fund 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.


		136

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of 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 or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments 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.


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•

Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

•

Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors has delegated 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 Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

Level 3 Holdings on June 30, 2020

Quantitative Information about Level 3 Fair Value Measurements:


Growth Opportunities HLS Fund
Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range (Weighted Average)		Fair Value at June 30, 2020

Common Stock
Market Approach	EV/Revenue		4.81x	$	682,711
Market Approach	EV/EBITDA		9.5x		1,435,399
Market Approach	Price/EPS		$42.70		4,981,406
Last Trade	Trade Price		$5.06		54,351

Total					7,153,867


Escrows
Future Distribution	Discount		20.00%		114,640

Total					114,640


Convertible Preferred Stock
Market Approach	EV/Revenue		1.72x - 6.30x (2.99)		21,775,318
Market Approach	EV/EBITDA		8.4x		2,367,926
Last Trade	Trade price		$7.83		2,032,123
Target Event	Liquidation preference		$11.61		3,408,909

Total					29,584,276

Total				$	36,852,783

The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.


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June 30, 2020 (Unaudited)


Small Company HLS Fund
Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range (Weighted Average)		Fair Value at June 30, 2020

Common Stock
Market Approach	EV/EBITDA		5.6x - 9.5x (8.36)	$	2,246,180

Total					2,246,180


Escrows
Future Distribution	Discount		20.00%		85,420

Total					85,420


Convertible Preferred Stock
Market Approach	EV/Revenue		3.75x		2,986,801
Target Event	Liquidation preference		$11.61		3,811,687

Total					6,798,488

Total				$	9,130,088

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.

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 gain on investments in these securities, if applicable.

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.

Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

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


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Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

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:

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.

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, 2020.

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, 2020.

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. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of June 30, 2020.


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June 30, 2020 (Unaudited)

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, 2020.

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, 2020.

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, 2020.

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.

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, 2020, each of Capital Appreciation HLS Fund, High Yield HLS Fund and Total Return Bond HLS Fund had used Foreign Currency Contracts.


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June 30, 2020 (Unaudited)

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, 2020, each of Balanced HLS Fund, Capital Appreciation HLS Fund, Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had used Futures Contracts.

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.

During the six-month period ended June 30, 2020, each of Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had used Options Contracts.

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


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made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended June 30, 2020, each of Balanced HLS Fund, High Yield HLS Fund and 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.


		143

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended June 30, 2020, each of Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had used Interest Rate Swap Contracts.

Additional Derivative Instrument Information:

Balanced HLS Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2020:


	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⁾	$	7,216	$	—	$	—	$	—	$	—	$	—	$	7,216

Total	$	7,216	$	—	$	—	$	—	$	—	$	—	$	7,216


Liabilities:
Unrealized depreciation on futures contracts⁽¹⁾	$	62,179	$	—	$	—	$	—	$	—	$	—	$	62,179

Total	$	62,179	$	—	$	—	$	—	$	—	$	—	$	62,179

⁽¹⁾

Amount represents the cumulative 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.

The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2020:


	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	$	684,827	$	—	$	—		$	—	$	—	$	—	$	684,827
Net realized gain (loss) on swap contracts		—		—		(371,871	)		—		—		—		(371,871	)

Total	$	684,827	$	—	$	(371,871	)	$	—	$	—	$	—	$	312,956


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	93,206	$	—	$	—		$	—	$	—	$	—	$	93,206

Total	$	93,206	$	—	$	—		$	—	$	—	$	—	$	93,206

For the period ended June 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long at Number of Contracts		98
Futures Contracts Short at Number of Contracts		(28	)
Swap Contracts at Notional Amount	$	12,305,000


		144

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

Capital Appreciation HLS Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2020:


	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⁾	$	—	$	—	$	—	$	75,947	$	—	$	—	$	75,947

Total	$	—	$	—	$	—	$	75,947	$	—	$	—	$	75,947

⁽¹⁾

Amount represents the cumulative 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, 2020:


	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	$	—	$	—		$	—	$	(10,569,506	)	$	—	$	—	$	(10,569,506	)
Net realized gain (loss) on foreign currency contracts		—		92,912			—		—			—		—		92,912

Total	$	—	$	92,912		$	—	$	(10,569,506	)	$	—	$	—	$	(10,476,594	)


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—		$	—	$	106,226		$	—	$	—	$	106,226
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		(92,912	)		—		—			—		—		(92,912	)

Total	$	—	$	(92,912	)	$	—	$	106,226		$	—	$	—	$	13,314

For the period ended June 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long at Number of Contracts		200
Foreign Currency Contracts Purchased at Contract Amount	$	9,500,157
Foreign Currency Contracts Sold at Contract Amount	$	9,593,069

High Yield HLS Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2020:


	Risk Exposure Category
	Interest Rate Contracts		Foreign Currency Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	23,177	$	—	$	—	$	—	$	—	$	23,177
Unrealized appreciation on swap contracts⁽¹⁾		—		—		96,860		—		—		—		96,860

Total	$	—	$	23,177	$	96,860	$	—	$	—	$	—	$	120,037

⁽¹⁾

Amount represents the cumulative appreciation 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.


		145

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

High Yield HLS Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2020:


	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 swap contracts	$	—	$	—	$	(329,271	)	$	—	$	—	$	—	$	(329,271	)
Net realized gain (loss) on foreign currency contracts		—		23,507		—			—		—		—		23,507

Total	$	—	$	23,507	$	(329,271	)	$	—	$	—	$	—	$	(305,764	)


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of swap contracts	$	—	$	—	$	(25,448	)	$	—	$	—	$	—	$	(25,448	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		63,208		—			—		—		—		63,208

Total	$	—	$	63,208	$	(25,448	)	$	—	$	—	$	—	$	37,760

For the period ended June 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Swap Contracts at Notional Amount	$	2,195,375
Foreign Currency Contracts Purchased at Contract Amount	$	611,768
Foreign Currency Contracts Sold at Contract Amount	$	5,206,800

Total Return Bond HLS Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2020:


	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	$	742,411	$	—	$	—	$	—	$	—	$	—	$	742,411
Unrealized appreciation on futures contracts⁽¹⁾		558,623		—		—		—		—		—		558,623
Unrealized appreciation on foreign currency contracts		—		551,774		—		—		—		—		551,774
Unrealized appreciation on swap contracts⁽²⁾		30,624		—		2,321,456		—		—		—		2,352,080

Total	$	1,331,658	$	551,774	$	2,321,456	$	—	$	—	$	—	$	4,204,888

Liabilities:
Unrealized depreciation on futures contracts⁽¹⁾	$	1,859,090	$	—	$	—	$	—	$	—	$	—	$	1,859,090
Written options, market value		1,419,062		—		—		—		—		—		1,419,062
Unrealized depreciation on swap contracts⁽²⁾		21,345,737		—		9,685,531		—		—		—		31,031,268

Total	$	24,623,889	$	—	$	9,685,531	$	—	$	—	$	—	$	34,309,420

⁽¹⁾

⁽²⁾

Amount represents the cumulative 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.


		146

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

Total Return Bond HLS Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2020:


	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 purchased options contracts	$	1,576,410		$	—	$	—		$	—	$	—	$	—	$	1,576,410
Net realized gain (loss) on futures contracts		11,236,405			—		—			—		—		—		11,236,405
Net realized gain (loss) on written options contracts		6,742,174			—		—			—		—		—		6,742,174
Net realized gain (loss) on swap contracts		(7,547,936	)		—		(12,081,324	)		—		—		—		(19,629,260	)
Net realized gain (loss) on foreign currency contracts		—			3,784,163		—			—		—		—		3,784,163

Total	$	12,007,053		$	3,784,163	$	(12,081,324	)	$	—	$	—	$	—	$	3,709,892


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	$	104,267		$	—	$	—		$	—	$	—	$	—	$	104,267
Net change in unrealized appreciation (depreciation) of futures contracts		37,703			—		—			—		—		—		37,703
Net change in unrealized appreciation (depreciation) of written options contracts		343,443			—		—			—		—		—		343,443
Net change in unrealized appreciation (depreciation) of swap contracts		(15,099,215	)		—		(8,862,980	)		—		—		—		(23,962,195	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			1,440,071		—			—		—		—		1,440,071

Total	$	(14,613,802)		$	1,440,071	$	(8,862,980	)	$	—	$	—	$	—	$	(22,036,711)

For the period ended June 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts at Number of Contracts		21,515,000
Futures Contracts Long at Number of Contracts		2,107
Futures Contracts Short at Number of Contracts		(718	)
Written Options Contracts at Number of Contracts		(487,925,600	)
Swap Contracts at Notional Amount	$	304,092,303
Foreign Currency Contracts Purchased at Contract Amount	$	12,895,599
Foreign Currency Contracts Sold at Contract Amount	$	70,432,427

U.S. Government Securities HLS Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2020:


	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⁾	$	306,926	$	—	$	—	$	—	$	—	$	—	$	306,926

Total	$	306,926	$	—	$	—	$	—	$	—	$	—	$	306,926


Liabilities:
Unrealized depreciation on futures contracts⁽¹⁾	$	53,554	$	—	$	—	$	—	$	—	$	—	$	53,554
Unrealized depreciation on swap contracts⁽²⁾		2,630,297		—		—		—		—		—		2,630,297

Total	$	2,683,851	$	—	$	—	$	—	$	—	$	—	$	2,683,851

⁽¹⁾

⁽²⁾

Amount represents the cumulative 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.


		147

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

U.S. Government Securities HLS Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2020:


	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	$	7,103,100		$	—	$	—	$	—	$	—	$	—	$	7,103,100
Net realized gain (loss) on written options contracts		13,535			—		—		—		—		—		13,535
Net realized gain (loss) on swap contracts		(1,715,250	)		—		—		—		—		—		(1,715,250	)

Total	$	5,401,385		$	—	$	—	$	—	$	—	$	—	$	5,401,385


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	841,460		$	—	$	—	$	—	$	—	$	—	$	841,460
Net change in unrealized appreciation (depreciation) of swap contracts		(770,170	)		—		—		—		—		—		(770,170	)

Total	$	71,290		$	—	$	—	$	—	$	—	$	—	$	71,290

For the period ended June 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long at Number of Contracts		867
Futures Contracts Short at Number of Contracts		(18	)
Swap Contracts at Notional Amount	$	28,920,000

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, 2020:

Balanced HLS Fund


Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	7,216		$	(62,179	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		7,216			(62,179	)

Derivatives not subject to a MNA		(7,216	)		62,179

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	—

Capital Appreciation HLS Fund


Derivative Financial Instruments:	Assets		Liabilities
Futures contracts	$	—	$	(75,947	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(75,947	)

Derivatives not subject to a MNA		—		75,947

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—


		148

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

High Yield HLS Fund


Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	23,177		$	—
Swap contracts		96,860			—

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		120,037			—

Derivatives not subject to a MNA		(96,860	)		—

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	23,177		$	—

High Yield HLS Fund


Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
State Street Global Markets LLC	$	23,177	$	—	$	—	$	—	$	23,177

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Total Return Bond HLS Fund


Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	551,774		$	—
Futures contracts		558,623			(1,859,090	)
Purchased options		742,411			—
Swap contracts		2,352,080			(31,031,268	)
Written options		—			(1,419,062	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		4,204,888			(34,309,420	)

Derivatives not subject to a MNA		(2,908,720	)		23,231,419

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,296,168		$	(11,078,001	)

Total Return Bond HLS Fund


Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	10,311	$	(10,311	)	$	—	$	—		$	—
BNP Paribas Securities Services		29,861		—			—		—			29,861
BOM: not found.		5,159		—			—		—			5,159
Citibank NA		8,651		—			—		—			8,651
Deutsche Bank Securities, Inc.		226,377		(226,377	)		—		—			—
Goldman Sachs & Co.		342,421		(342,421	)		—		—			—
HSBC Bank USA		30,821		—			—		—			30,821
JP Morgan Chase & Co.		555,778		(187,413	)		—		(368,365	)		—
Morgan Stanley		16,941		(16,941	)		—		—			—
State Street Global Markets LLC		16,032		—			—		—			16,032
UBS AG		53,816		—			—		—			53,816

Total	$	1,296,168	$	(783,463	)	$	—	$	(368,365	)	$	144,340


Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(75,201	)	$	10,311	$	64,890	$	—	$	—
Barclays		(144,184	)		—		—		—		(144,184	)
Credit Suisse International		(3,774,439	)		—		—		—		(3,774,439	)
Deutsche Bank Securities, Inc.		(428,528	)		226,377		202,151		—		—
Goldman Sachs & Co.		(3,591,560	)		342,421		3,249,139		—		—
JP Morgan Chase & Co.		(187,413	)		187,413		—		—		—
Morgan Stanley		(2,876,676	)		16,941		2,859,735		—		—

Total	$	(11,078,001	)	$	783,463	$	6,375,915	$	—	$	(3,918,623	)

In some instances, the actual collateral received and/or pledged may be more than the amount shown.


		149

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

U.S. Government Securities HLS Fund


Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	306,926		$	(53,554	)
Swap contracts		—			(2,630,297	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		306,926			(2,683,851	)

Derivatives not subject to a MNA		(306,926	)		2,683,851

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	—

5.	Principal Risks:

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.

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. A recent 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 COVID-19 is currently unknown. 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. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.


		150

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

6.	Federal Income Taxes:

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, 2020. 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.

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at June 30, 2020 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	$	1,500,897,472	$	44,542,024	$	(55,548,580	)	$	391,933,780
Capital Appreciation HLS Fund		3,364,728,184		722,240,209		(154,604,468	)		567,635,741
Disciplined Equity HLS Fund		388,390,811		205,454,986		(12,444,057	)		193,010,929
Dividend and Growth HLS Fund		2,120,252,787		763,750,355		(101,451,687	)		662,298,668
Global Growth HLS Fund		349,925,731		176,883,986		(3,876,806	)		173,007,180
Growth Opportunities HLS Fund		1,351,467,910		518,824,172		(38,323,573	)		480,500,599
Healthcare HLS Fund		167,903,036		58,008,178		(9,570,878	)		48,437,300
High Yield HLS Fund		228,199,414		6,670,277		(16,089,383	)		(9,419,106	)
International Opportunities HLS Fund		873,365,738		187,038,574		(18,036,320	)		169,002,254
MidCap HLS Fund		1,528,498,502		439,585,241		(112,245,956	)		327,339,285
MidCap Growth HLS Fund		76,314,571		22,673,251		(3,608,883	)		19,064,368
MidCap Value HLS Fund		236,478,533		23,784,173		(19,730,956	)		4,053,217
Small Cap Growth HLS Fund		1,030,603,211		272,058,539		(71,109,489	)		200,949,050
Small Company HLS Fund		365,464,168		92,499,129		(19,959,643	)		72,539,486
Stock HLS Fund		948,879,877		375,179,484		(10,523,990	)		364,655,494
Total Return Bond HLS Fund		2,556,364,269		115,573,087		(70,952,358	)		44,620,729
Ultrashort Bond HLS Fund		435,728,278		3,212,940		(299,739	)		2,913,201
U.S. Government Securities HLS Fund		331,367,270		10,890,082		(4,498,976	)		6,391,106
Value HLS Fund		305,029,489		66,004,458		(20,542,742	)		45,461,716

Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period of time.

At December 31, 2019 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:


Fund	Short-Term Capital Loss Carryforward with No Expiration		Long-Term Capital Loss Carryforward with No Expiration
High Yield HLS Fund	$	1,669,478	$	17,764,955
International Opportunities HLS Fund		18,338,539		4,457,654
Ultrashort Bond HLS Fund		96,680		481,114
U.S. Government Securities HLS Fund		472,755		26,241,927

Balanced HLS Fund, Capital Appreciation HLS Fund, Disciplined Equity HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS Fund, Growth Opportunities HLS Fund, Healthcare HLS Fund, MidCap HLS Fund, MidCap Growth HLS Fund, MidCap Value HLS Fund, Small Cap Growth HLS Fund, Small Company HLS Fund, Stock HLS Fund, Total Return Bond HLS Fund and Value HLS Fund had no capital loss carryforwards for U.S. federal income tax purposes as of December 31, 2019.

During the year ended December 31, 2019, the Total Return Bond HLS Fund, Ultrashort Bond HLS Fund and U.S. Government Securities HLS Fund had utilized $39,899,100, $272,202 and $5,479,153 of prior year capital loss carryforwards, respectively.

7.	Expenses:

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.


		151

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of June 30, 2020; 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

Disciplined Equity HLS Fund		0.7500% on first $250 million and;
		0.6500% on next $250 million and;
		0.6000% on next $500 million and;
		0.5800% on next $4 billion and;
		0.5700% on next $5 billion and;
		0.5600% over $10 billion

Dividend and Growth HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $1.5 billion and;
		0.6200% on next $2.5 billion and;
		0.6150% on next $5 billion and;
		0.6100% over $10 billion

Global Growth HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $4 billion and;
		0.6225% on next $5 billion and;
		0.6200% over $10 billion

Growth Opportunities HLS Fund		0.7000% on first $100 million and;
		0.6000% on next $4.9 billion and;
		0.5975% on next $5 billion and;
		0.5950% over $10 billion

Healthcare HLS Fund		0.8500% on first $250 million and;
		0.8000% on next $250 million and;
		0.7500% on next $4.5 billion and;
		0.7475% on next $5 billion and;
		0.7450% over $10 billion

High Yield HLS Fund⁽²⁾		0.7000% on first $500 million and;
		0.6750% on next $500 million and;
		0.6250% on next $1.5 billion and;
		0.6150% on next $2.5 billion and;
		0.6050% on next $5 billion and;
		0.5950% over $10 billion

International Opportunities HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $1.5 billion and;
		0.6200% on next $2.5 billion and;
		0.6150% on next $5 billion and;
		0.6100% over $10 billion

MidCap HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $4 billion and;
		0.6225% on next $5 billion and;
		0.6200% over $10 billion


		152

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)


Fund		Management Fee Rates

MidCap Growth HLS Fund		0.8000% on first $500 million and;
		0.7500% on next $500 million and;
		0.7000% on next $2 billion and;
		0.6900% on next $2 billion and;
		0.6800% on next $5 billion and;
		0.6700% over $10 billion

MidCap Value HLS Fund⁽³⁾		0.8000% on first $500 million and;
		0.7250% on next $500 million and;
		0.6750% on next $1.5 billion and;
		0.6700% on next $2.5 billion and;
		0.6650% on next $5 billion and;
		0.6600% over $10 billion

Small Cap Growth HLS Fund		0.7000% on first $100 million and;
		0.6000% on next $4.9 billion and;
		0.5800% on next $5 billion and;
		0.5700% over $10 billion

Small Company HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6000% on next $500 million and;
		0.5500% on next $3.5 billion and;
		0.5300% on next $5 billion and;
		0.5200% over $10 billion

Stock HLS Fund		0.5250% on first $250 million and;
		0.5000% on next $250 million and;
		0.4750% on next $500 million and;
		0.4500% on next $4 billion and;
		0.4475% on next $5 billion and;
		0.4450% over $10 billion

Total Return Bond HLS Fund		0.5250% on first $250 million and;
		0.5000% on next $250 million and;
		0.4750% on next $500 million and;
		0.4500% on next $1.5 billion and;
		0.4450% on next $2.5 billion and;
		0.4300% on next $5 billion and;
		0.4200% over $10 billion

Ultrashort Bond HLS Fund		0.4000% on first $5 billion and;
		0.3800% on next $5 billion and;
		0.3700% over $10 billion

U.S. Government Securities HLS Fund		0.4500% on first $500 million and;
		0.4450% on next $500 million and;
		0.4400% on next $1.5 billion and;
		0.4350% on next $2.5 billion and;
		0.4300% on next $5 billion and;
		0.4200% over $10 billion

Value HLS Fund		0.6900% on first $250 million and;
		0.6425% on next $250 million and;
		0.6325% on next $500 million and;
		0.6250% on next $1.5 billion and;
		0.6200% on next $2.5 billion and;
		0.6150% on next $5 billion and;
		0.6100% over $10 billion

(1)

HFMC contractually agreed to waive investment management fees of 0.03% of average daily net assets until April 30, 2021, for the Balanced HLS Fund.

(2)

HFMC contractually agreed to waive investment management fees of 0.03% of average daily net assets until December 31, 2020, for the High Yield HLS unless the Board of Directors approves its earlier termination.

(3)

HFMC waived a portion of its contractual management fee equal to 0.04% as an annual percentage rate of the MidCap Value HLS Fund’s average daily net assets from January 1, 2020 through April 30, 2020.

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 the fund accounting agreement, each Fund pays HFMC a fee. Effective January 1, 2020, the fund accounting agreement with respect to


		153

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

each Fund was modified to reflect a new fee structure. Under this revised fee structure, HFMC is entitled to receive the following fee with respect to each Fund: the sub-accounting fee payable by HFMC to State Street plus the amount of expenses that HFMC allocates for providing the fund accounting services.

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.

Fees Paid Indirectly – Hartford HLS Series Fund II, Inc., on behalf of its series except U.S. Government Securities HLS Fund, and Hartford Series Fund, Inc., on behalf of its series except High Yield HLS Fund, Total Return Bond HLS Fund and Ultrashort Bond HLS Fund, have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of the Funds’ expenses. For the six-month period ended June 30, 2020, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:


Fund	Class IA			Class IB			Class IC
Balanced HLS Fund		0.63	%		0.88	%		N/A
Capital Appreciation HLS Fund		0.68	%		0.93	%		1.18	%
Disciplined Equity HLS Fund		0.74	%		0.99	%		N/A
Dividend and Growth HLS Fund		0.69	%		0.94	%		N/A
Global Growth HLS Fund		0.81	%		1.06	%		N/A
Growth Opportunities HLS Fund		0.64	%		0.89	%		1.14	%
Healthcare HLS Fund		0.91	%		1.16	%		N/A
High Yield HLS Fund		0.75	%		1.00	%		N/A
International Opportunities HLS Fund		0.76	%		1.01	%		N/A
MidCap HLS Fund		0.70	%		0.95	%		N/A
MidCap Growth HLS Fund		0.92	%		1.17	%		N/A
MidCap Value HLS Fund		0.84	%		1.09	%		N/A
Small Cap Growth HLS Fund		0.64	%		0.89	%		N/A
Small Company HLS Fund		0.80	%		1.05	%		N/A
Stock HLS Fund		0.52	%		0.77	%		N/A
Total Return Bond HLS Fund		0.51	%		0.76	%		N/A
Ultrashort Bond HLS Fund		0.45	%		0.70	%		N/A
U.S. Government Securities HLS Fund		0.52	%		0.77	%		N/A
Value HLS Fund		0.73	%		0.98	%		N/A

Distribution Plans for Class IB and Class IC Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. Each Company, on behalf of its respective Funds, has adopted a Distribution Plan pursuant to Rule 12b-1 of the 1940 Act for Class IB shares and each Company, on behalf of certain Funds, has adopted a Distribution Plan pursuant to Rule 12b-1 of the 1940 Act for Class IC shares.

Pursuant to the Class IB Distribution Plans, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets of the Fund attributable to its Class IB shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class IC Distribution Plans, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets of the Fund attributable to its Class IC shares for distribution financing activities.

Each Board has the authority to suspend or reduce these payments at any point in time. The distribution fees paid during the period can be found on the Statements of Operations. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

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.


		154

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

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, 2020, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.


Fund	CCO Compensation Paid by Fund
Balanced HLS Fund	$	1,110
Capital Appreciation HLS Fund		2,348
Disciplined Equity HLS Fund		348
Dividend and Growth HLS Fund		1,727
Global Growth HLS Fund		285
Growth Opportunities HLS Fund		909
Healthcare HLS Fund		125
High Yield HLS Fund		132
International Opportunities HLS Fund		638
MidCap HLS Fund		1,131
MidCap Growth HLS Fund		53
MidCap Value HLS Fund		166
Small Cap Growth HLS Fund		714
Small Company HLS Fund		337
Stock HLS Fund		801
Total Return Bond HLS Fund		1,112
Ultrashort Bond HLS Fund		231
U.S. Government Securities HLS Fund		172
Value HLS Fund		228

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, 2020, 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

N/A

Capital Appreciation HLS Fund

0.00

Disciplined Equity HLS Fund

0.00

N/A

Dividend and Growth HLS Fund

0.00

N/A

Global Growth HLS Fund

0.00

N/A

Growth Opportunities HLS Fund

0.00

Healthcare HLS Fund

0.00

N/A

High Yield HLS Fund

0.00

N/A

International Opportunities HLS Fund

0.00

N/A

MidCap HLS Fund

0.00

N/A

MidCap Growth HLS Fund

0.01

N/A

MidCap Value HLS Fund

0.00

N/A

Small Cap Growth HLS Fund

0.00

N/A

Small Company HLS Fund

0.00

N/A

Stock HLS Fund

0.00

N/A

Total Return Bond HLS Fund

0.00

N/A

Ultrashort Bond HLS Fund

0.00

N/A

U.S. Government Securities HLS Fund

0.00

N/A

Value HLS Fund

0.00

N/A

Percentage rounds to zero


		155

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

8.	Securities Lending:

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. The High Yield HLS Fund does not currently engage in securities lending.

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. These events could also trigger adverse tax consequences for the Fund.

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, 2020.


Fund	Investment Securities on Loan, at market value, Presented on the Statement of Assets and Liabilities⁽¹⁾		Collateral Posted by Borrower⁽²⁾			Net Amount⁽³⁾
Balanced HLS Fund	$	13,434,527	$	(13,434,527	)	$	—
Capital Appreciation HLS Fund		63,174,774		(63,174,774	)		—
Disciplined Equity HLS Fund		—		—			—
Dividend and Growth HLS Fund		1,205,829		(1,205,829	)		—
Global Growth HLS Fund		4,191,398		(4,191,398	)		—
Growth Opportunities HLS Fund		23,030,318		(23,030,318	)		—
Healthcare HLS Fund		1,034,335		(1,034,335	)		—
International Opportunities HLS Fund		24,784,007		(24,784,007	)		—
MidCap HLS Fund		28,480,039		(28,480,039	)		—
MidCap Growth HLS Fund		—		—			—
MidCap Value HLS Fund		—		—			—
Small Cap Growth HLS Fund		5,746,596		(5,746,596	)		—
Small Company HLS Fund		5,345,384		(5,345,384	)		—
Stock HLS Fund		—		—			—
Total Return Bond HLS Fund		5,601,781		(5,601,781	)		—
Ultrashort Bond HLS Fund		—		—			—
U.S. Government Securities HLS Fund		—		—			—
Value HLS Fund		3,576,355		(3,576,355	)		—

⁽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.


		156

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

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	$	685,760	$	13,071,138
Capital Appreciation HLS Fund		48,306,310		17,007,983
Disciplined Equity HLS Fund		—		—
Dividend and Growth HLS Fund		1,247,692		—
Global Growth HLS Fund		4,258,648		53,770
Growth Opportunities HLS Fund		23,293,377		—
Healthcare HLS Fund		1,038,005		—
International Opportunities HLS Fund		14,388,965		11,880,134
MidCap HLS Fund		28,647,972		—
MidCap Growth HLS Fund		—		—
MidCap Value HLS Fund		—		—
Small Cap Growth HLS Fund		5,814,508		—
Small Company HLS Fund		5,319,613		—
Stock HLS Fund		—		—
Total Return Bond HLS Fund		5,755,120		—
Ultrashort Bond HLS Fund		—		—
U.S. Government Securities HLS Fund		—		—
Value HLS Fund		—		3,693,750

9.	Secured Borrowings:

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, 2020.

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	$	684,410	$	—	$	—	$	—	$	684,410
Corporate Bonds		1,328		—		—		—		1,328
Municipal Bonds		22		—		—		—		22

Total Borrowings	$	685,760	$	—	$	—	$	—	$	685,760

Gross amount of recognized liabilities for securities lending transactions									$	685,760


Capital Appreciation HLS Fund
Securities Lending Transactions⁽¹⁾
Common Stocks	$	48,306,310	$	—	$	—	$	—	$	48,306,310

Total Borrowings	$	48,306,310	$	—	$	—	$	—	$	48,306,310

Gross amount of recognized liabilities for securities lending transactions									$	48,306,310


Dividend and Growth HLS Fund
Securities Lending Transactions⁽¹⁾
Common Stocks	$	1,247,692	$	—	$	—	$	—	$	1,247,692

Total Borrowings	$	1,247,692	$	—	$	—	$	—	$	1,247,692

Gross amount of recognized liabilities for securities lending transactions									$	1,247,692


Global Growth HLS Fund
Securities Lending Transactions⁽¹⁾
Common Stocks	$	4,258,648	$	—	$	—	$	—	$	4,258,648

Total Borrowings	$	4,258,648	$	—	$	—	$	—	$	4,258,648

Gross amount of recognized liabilities for securities lending transactions									$	4,258,648


Growth Opportunities HLS Fund
Securities Lending Transactions⁽¹⁾
Common Stocks	$	23,293,377	$	—	$	—	$	—	$	23,293,377

Total Borrowings	$	23,293,377	$	—	$	—	$	—	$	23,293,377

Gross amount of recognized liabilities for securities lending transactions									$	23,293,377


		157

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)


	Overnight and Continuous		<30 days		Between 30 & 90 days		>90 days		Total
Healthcare HLS Fund
Securities Lending Transactions⁽¹⁾
Common Stocks	$	1,038,005	$	—	$	—	$	—	$	1,038,005

Total Borrowings	$	1,038,005	$	—	$	—	$	—	$	1,038,005

Gross amount of recognized liabilities for securities lending transactions									$	1,038,005


International Opportunities HLS Fund
Securities Lending Transactions⁽¹⁾
Common Stocks	$	14,388,965	$	—	$	—	$	—	$	14,388,965

Total Borrowings	$	14,388,965	$	—	$	—	$	—	$	14,388,965

Gross amount of recognized liabilities for securities lending transactions									$	14,388,965


MidCap HLS Fund
Securities Lending Transactions⁽¹⁾
Common Stocks	$	28,647,972	$	—	$	—	$	—	$	28,647,972

Total Borrowings	$	28,647,972	$	—	$	—	$	—	$	28,647,972

Gross amount of recognized liabilities for securities lending transactions									$	28,647,972


Small Cap Growth HLS Fund
Securities Lending Transactions⁽¹⁾
Common Stocks	$	5,814,508	$	—	$	—	$	—	$	5,814,508

Total Borrowings	$	5,814,508	$	—	$	—	$	—	$	5,814,508

Gross amount of recognized liabilities for securities lending transactions									$	5,814,508


Small Company HLS Fund
Securities Lending Transactions⁽¹⁾
Common Stocks	$	5,319,613	$	—	$	—	$	—	$	5,319,613

Total Borrowings	$	5,319,613	$	—	$	—	$	—	$	5,319,613

Gross amount of recognized liabilities for securities lending transactions									$	5,319,613


Total Return Bond HLS Fund
Securities Lending Transactions⁽¹⁾
Corporate Bonds	$	718,208	$	—	$	—	$	—	$	718,208
Municipal Bonds		5,036,912		—		—		—		5,036,912

Total Borrowings	$	5,755,120	$	—	$	—	$	—	$	5,755,120

Gross amount of recognized liabilities for securities lending transactions									$	5,755,120

⁽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.


		158

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

10.

Investment Transactions:

For the six-month period ended June 30, 2020, 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	$	396,639,577	$	480,492,569	$	67,167,008	$	114,670,141	$	463,806,585	$	595,162,710
Capital Appreciation HLS Fund		1,959,765,525		2,209,721,283		—		—		1,959,765,525		2,209,721,283
Disciplined Equity HLS Fund		72,394,654		115,784,885		—		—		72,394,654		115,784,885
Dividend and Growth HLS Fund		491,770,009		610,534,269		—		—		491,770,009		610,534,269
Global Growth HLS Fund		132,216,995		168,921,155		—		—		132,216,995		168,921,155
Growth Opportunities HLS Fund		961,695,066		1,079,181,365		—		—		961,695,066		1,079,181,365
Healthcare HLS Fund		57,765,544		82,671,996		—		—		57,765,544		82,671,996
High Yield HLS Fund		60,119,672		72,516,107		—		—		60,119,672		72,516,107
International Opportunities HLS Fund		625,960,306		727,707,944		—		—		625,960,306		727,707,944
MidCap HLS Fund		442,381,358		580,471,317		—		—		442,381,358		580,471,317
MidCap Growth HLS Fund		36,910,286		45,368,682		—		—		36,910,286		45,368,682
MidCap Value HLS Fund		103,158,627		114,994,325		—		—		103,158,627		114,994,325
Small Cap Growth HLS Fund		418,744,815		451,010,325		—		—		418,744,815		451,010,325
Small Company HLS Fund		296,501,823		336,002,183		—		—		296,501,823		336,002,183
Stock HLS Fund		111,100,691		197,283,958		—		—		111,100,691		197,283,958
Total Return Bond HLS Fund		516,229,477		390,031,667		175,681,756		8,084,448,333		691,911,233		8,474,480,000
Ultrashort Bond HLS Fund		88,201,377		122,586,806		43,647,227		50,015,365		131,848,604		172,602,171
U.S. Government Securities HLS Fund		13,175,793		28,359,600		168,145,773		148,289,904		181,321,566		176,649,504
Value HLS Fund		97,149,534		124,022,103		—		—		97,149,534		124,022,103

11.

Capital Share Transactions:

The following information is for the six-month period ended June 30, 2020, and the year ended December 31, 2019:

Balanced HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		200,537		$	5,830,836			370,207		$	11,072,683
Shares Issued for Reinvested Dividends		—			—			6,502,840			185,511,739
Shares Redeemed		(4,685,186	)		(132,545,886	)		(8,291,111	)		(248,180,201	)

Net Increase (Decrease)		(4,484,649	)		(126,715,050	)		(1,418,064	)		(51,595,779	)


Class IB
Shares Sold		134,711		$	3,876,195			89,913		$	2,736,736
Shares Issued for Reinvested Dividends		—			—			821,698			23,789,456
Shares Redeemed		(572,333	)		(16,530,256	)		(1,116,398	)		(33,903,098	)

Net Increase (Decrease)		(437,622	)		(12,654,061	)		(204,787	)		(7,376,906	)

Total Net Increase (Decrease)		(4,922,271	)	$	(139,369,111	)		(1,622,851	)	$	(58,972,685	)


		159

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

Capital Appreciation HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		563,200		$	22,417,370			442,603		$	19,657,868
Shares Issued for Reinvested Dividends		—			—			10,575,503			453,254,297
Shares Redeemed		(5,847,582	)		(252,606,808	)		(16,294,013	)		(749,541,968	)

Net Increase (Decrease)		(5,284,382	)		(230,189,438	)		(5,275,907	)		(276,629,803	)

Class IB
Shares Sold		50,377		$	2,051,452			89,487		$	3,963,852
Shares Issued for Reinvested Dividends		—			—			1,327,697			55,760,662
Shares Redeemed		(794,558	)		(33,174,366	)		(1,925,404	)		(86,699,371	)

Net Increase (Decrease)		(744,181	)		(31,122,914	)		(508,220	)		(26,974,857	)

Class IC
Shares Sold		62,360		$	2,414,372			77,205		$	3,513,879
Shares Issued for Reinvested Dividends		—			—			94,517			3,992,375
Shares Redeemed		(82,489	)		(3,325,407	)		(100,769	)		(4,537,643	)

Net Increase (Decrease)		(20,129	)		(911,035	)		70,953			2,968,611

Total Net Increase (Decrease)		(6,048,692	)	$	(262,223,387	)		(5,713,174	)	$	(300,636,049	)

Disciplined Equity HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		395,291		$	5,290,215			611,641		$	8,940,276
Shares Issued for Reinvested Dividends		—			—			4,665,126			66,982,886
Shares Redeemed		(2,847,880	)		(42,523,725	)		(6,262,868	)		(96,972,372	)

Net Increase (Decrease)		(2,452,589	)		(37,233,510	)		(986,101	)		(21,049,210	)

Class IB
Shares Sold		87,636		$	1,169,442			197,355		$	2,940,251
Shares Issued for Reinvested Dividends		—			—			648,866			9,168,659
Shares Redeemed		(497,874	)		(7,301,714	)		(849,660	)		(12,966,500	)

Net Increase (Decrease)		(410,238	)		(6,132,272	)		(3,439	)		(857,590	)

Total Net Increase (Decrease)		(2,862,827	)	$	(43,365,782	)		(989,540	)	$	(21,906,800	)

Dividend and Growth HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		2,993,771		$	55,530,904			2,171,062		$	47,176,118
Shares Issued for Reinvested Dividends		—			—			18,976,398			380,717,264
Shares Redeemed		(8,641,770	)		(170,082,565	)		(19,882,805	)		(436,905,756	)

Net Increase (Decrease)		(5,647,999	)		(114,551,661	)		1,264,655			(9,012,374	)

Class IB
Shares Sold		271,127		$	5,075,450			268,745		$	5,804,583
Shares Issued for Reinvested Dividends		—			—			2,566,659			51,049,426
Shares Redeemed		(1,589,938	)		(31,730,152	)		(2,930,032	)		(63,812,310	)

Net Increase (Decrease)		(1,318,811	)		(26,654,702	)		(94,628	)		(6,958,301	)

Total Net Increase (Decrease)		(6,966,810	)	$	(141,206,363	)		1,170,027		$	(15,970,675	)


		160

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

Global Growth HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		476,392		$	12,834,866			443,578		$	12,123,928
Shares Issued for Reinvested Dividends		—			—			2,366,444			59,823,693
Shares Redeemed		(1,577,872	)		(42,328,891	)		(2,394,067	)		(66,820,575	)

Net Increase (Decrease)		(1,101,480	)		(29,494,025	)		415,955			5,127,046

Class IB
Shares Sold		55,926		$	1,535,800			88,756		$	2,360,349
Shares Issued for Reinvested Dividends		—			—			443,479			11,091,398
Shares Redeemed		(334,279	)		(8,801,499	)		(523,698	)		(14,446,839	)

Net Increase (Decrease)		(278,353	)		(7,265,699	)		8,537			(995,092	)

Total Net Increase (Decrease)		(1,379,833	)	$	(36,759,724	)		424,492		$	4,131,954

Growth Opportunities HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		755,594		$	27,677,223			1,132,331		$	41,806,606
Shares Issued for Reinvested Dividends		—			—			8,011,645			268,390,103
Shares Redeemed		(2,826,747	)		(102,212,125	)		(5,110,758	)		(197,194,177	)

Net Increase (Decrease)		(2,071,153	)		(74,534,902	)		4,033,218			113,002,532

Class IB
Shares Sold		195,011		$	6,701,121			166,719		$	6,052,405
Shares Issued for Reinvested Dividends		—			—			1,003,960			31,584,595
Shares Redeemed		(516,720	)		(17,492,582	)		(702,525	)		(25,289,417	)

Net Increase (Decrease)		(321,709	)		(10,791,461	)		468,154			12,347,583

Class IC
Shares Sold		77,165		$	2,709,683			229,371		$	8,616,930
Shares Issued for Reinvested Dividends		—			—			305,758			9,866,813
Shares Redeemed		(83,342	)		(2,787,240	)		(97,866	)		(3,563,627	)

Net Increase (Decrease)		(6,177	)		(77,557	)		437,263			14,920,116

Total Net Increase (Decrease)		(2,399,039	)	$	(85,403,920	)		4,938,635		$	140,270,231

Healthcare HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		589,319		$	13,691,266			781,044		$	17,515,748
Shares Issued for Reinvested Dividends		—			—			1,181,032			23,301,756
Shares Redeemed		(1,560,452	)		(33,836,712	)		(6,003,232	)		(139,008,140	)

Net Increase (Decrease)		(971,133	)		(20,145,446	)		(4,041,156	)		(98,190,636	)

Class IB
Shares Sold		51,202		$	1,119,298			52,502		$	1,098,605
Shares Issued for Reinvested Dividends		—			—			301,351			5,559,926
Shares Redeemed		(222,070	)		(4,842,546	)		(336,728	)		(7,069,613	)

Net Increase (Decrease)		(170,868	)		(3,723,248	)		17,125			(411,082	)

Total Net Increase (Decrease)		(1,142,001	)	$	(23,868,694	)		(4,024,031	)	$	(98,601,718	)


		161

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

High Yield HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		509,069		$	3,913,711			944,313		$	7,498,944
Shares Issued for Reinvested Dividends		—			—			1,546,258			11,998,965
Shares Redeemed		(2,298,430	)		(17,196,818	)		(4,128,219	)		(32,826,806	)

Net Increase (Decrease)		(1,789,361	)		(13,283,107	)		(1,637,648	)		(13,328,897	)

Class IB
Shares Sold		170,958		$	1,299,370			385,698		$	3,002,302
Shares Issued for Reinvested Dividends		—			—			469,995			3,581,365
Shares Redeemed		(706,664	)		(5,131,184	)		(1,433,811	)		(11,199,904	)

Net Increase (Decrease)		(535,706	)		(3,831,814	)		(578,118	)		(4,616,237	)

Total Net Increase (Decrease)		(2,325,067	)	$	(17,114,921	)		(2,215,766	)	$	(17,945,134	)

International Opportunities HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		2,447,311		$	35,672,772			3,670,173		$	57,219,180
Shares Issued for Reinvested Dividends		—			—			3,993,125			59,417,697
Shares Redeemed		(9,651,779	)		(133,273,714	)		(13,599,042	)		(213,803,290	)

Net Increase (Decrease)		(7,204,468	)		(97,600,942	)		(5,935,744	)		(97,166,413	)

Class IB
Shares Sold		329,272		$	4,601,691			470,421		$	7,388,314
Shares Issued for Reinvested Dividends		—			—			462,454			6,983,056
Shares Redeemed		(809,959	)		(12,138,001	)		(1,421,238	)		(22,687,414	)

Net Increase (Decrease)		(480,687	)		(7,536,310	)		(488,363	)		(8,316,044	)

Total Net Increase (Decrease)		(7,685,155	)	$	(105,137,252	)		(6,424,107	)	$	(105,482,457	)

MidCap HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		3,368,050		$	112,276,217			3,379,056		$	132,078,823
Shares Issued for Reinvested Dividends		—			—			8,523,595			301,703,983
Shares Redeemed		(7,869,355	)		(262,256,340	)		(10,684,124	)		(416,937,937	)

Net Increase (Decrease)		(4,501,305	)		(149,980,123	)		1,218,527			16,844,869

Class IB
Shares Sold		44,755		$	1,494,906			119,757		$	4,628,774
Shares Issued for Reinvested Dividends		—			—			238,418			8,149,131
Shares Redeemed		(208,485	)		(6,588,065	)		(272,338	)		(10,355,932	)

Net Increase (Decrease)		(163,730	)		(5,093,159	)		85,837			2,421,973

Total Net Increase (Decrease)		(4,665,035	)	$	(155,073,282	)		1,304,364		$	19,266,842


		162

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

MidCap Growth HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		433,800		$	3,301,713			1,431,378		$	11,584,365
Shares Issued for Reinvested Dividends		—			—			1,990,837			14,592,833
Shares Redeemed		(1,321,841	)		(10,292,980	)		(1,823,366	)		(14,961,942	)

Net Increase (Decrease)		(888,041	)		(6,991,267	)		1,598,849			11,215,256

Class IB
Shares Sold		135,572		$	1,041,777			377,732		$	3,143,043
Shares Issued for Reinvested Dividends		—			—			352,058			2,562,984
Shares Redeemed		(318,456	)		(2,384,793	)		(425,212	)		(3,484,333	)

Net Increase (Decrease)		(182,884	)		(1,343,016	)		304,578			2,221,694

Total Net Increase (Decrease)		(1,070,925	)	$	(8,334,283	)		1,903,427		$	13,436,950

MidCap Value HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		255,231		$	2,034,247			339,708		$	3,765,204
Shares Issued for Reinvested Dividends		—			—			3,248,969			32,005,532
Shares Redeemed		(1,551,625	)		(14,872,006	)		(3,287,018	)		(36,580,549	)

Net Increase (Decrease)		(1,296,394	)		(12,837,759	)		301,659			(809,813	)

Class IB
Shares Sold		55,563		$	481,141			166,668		$	1,788,522
Shares Issued for Reinvested Dividends		—			—			969,744			9,453,950
Shares Redeemed		(482,250	)		(4,601,991	)		(1,129,325	)		(12,403,628	)

Net Increase (Decrease)		(426,687	)		(4,120,850	)		7,087			(1,161,156	)

Total Net Increase (Decrease)		(1,723,081	)	$	(16,958,609	)		308,746		$	(1,970,969	)

Small Cap Growth HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		4,755,134		$	121,149,597			4,705,468		$	138,725,195
Shares Issued for Reinvested Dividends		—			—			5,121,450			130,596,983
Shares Redeemed		(5,384,479	)		(142,173,051	)		(7,759,736	)		(238,252,546	)

Net Increase (Decrease)		(629,345	)		(21,023,454	)		2,067,182			31,069,632

Class IB
Shares Sold		818,076		$	20,522,007			1,357,735		$	39,797,023
Shares Issued for Reinvested Dividends		—			—			2,576,170			63,116,174
Shares Redeemed		(2,122,099	)		(53,304,595	)		(2,618,822	)		(78,112,025	)

Net Increase (Decrease)		(1,304,023	)		(32,782,588	)		1,315,083			24,801,172

Total Net Increase (Decrease)		(1,933,368	)	$	(53,806,042	)		3,382,265		$	55,870,804


		163

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

Small Company HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		1,035,603		$	19,522,392			2,903,171		$	59,916,505
Shares Issued for Reinvested Dividends		—			—			5,501,448			100,841,539
Shares Redeemed		(2,944,197	)		(54,950,696	)		(6,154,407	)		(128,043,271	)
Shares Redeemed-In-Kind		(8,160,448	)		(118,163,289	)		—			—

Net Increase (Decrease)		(10,069,042	)		(153,591,593	)		2,250,212			32,714,773

Class IB
Shares Sold		76,612		$	1,253,467			193,635		$	3,651,196
Shares Issued for Reinvested Dividends		—			—			608,025			10,050,660
Shares Redeemed		(410,483	)		(7,229,535	)		(736,416	)		(14,145,202	)

Net Increase (Decrease)		(333,871	)		(5,976,068	)		65,244			(443,346	)

Total Net Increase (Decrease)		(10,402,913	)	$	(159,567,661	)		2,315,456		$	32,271,427

Stock HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		75,613		$	6,355,252			88,143		$	8,024,102
Shares Issued for Reinvested Dividends		—			—			1,498,758			133,049,130
Shares Redeemed		(943,388	)		(81,087,254	)		(2,116,151	)		(190,491,309	)

Net Increase (Decrease)		(867,775	)		(74,732,002	)		(529,250	)		(49,418,077	)

Class IB
Shares Sold		6,412		$	547,595			24,363		$	2,198,146
Shares Issued for Reinvested Dividends		—			—			143,656			12,720,819
Shares Redeemed		(97,715	)		(8,366,269	)		(259,517	)		(23,318,016	)

Net Increase (Decrease)		(91,303	)		(7,818,674	)		(91,498	)		(8,399,051	)

Total Net Increase (Decrease)		(959,078	)	$	(82,550,676	)		(620,748	)	$	(57,817,128	)

Total Return Bond HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		8,649,978		$	101,060,957			10,292,709		$	115,993,996
Shares Issued for Reinvested Dividends		—			—			6,510,117			74,150,238
Shares Redeemed		(20,817,463	)		(238,700,280	)		(27,038,343	)		(303,528,466	)

Net Increase (Decrease)		(12,167,485	)		(137,639,323	)		(10,235,517	)		(113,384,232	)

Class IB
Shares Sold		780,433		$	8,998,586			1,022,576		$	11,476,151
Shares Issued for Reinvested Dividends		—			—			705,771			8,003,440
Shares Redeemed		(1,964,416	)		(22,427,425	)		(2,997,668	)		(33,501,141	)

Net Increase (Decrease)		(1,183,983	)		(13,428,839	)		(1,269,321	)		(14,021,550	)

Total Net Increase (Decrease)		(13,351,468	)	$	(151,068,162	)		(11,504,838	)	$	(127,405,782	)


		164

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

Ultrashort Bond HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		3,797,171		$	38,877,630			6,425,360		$	65,532,098
Shares Issued for Reinvested Dividends		—			—			785,430			7,948,551
Shares Redeemed		(5,685,134	)		(58,004,730	)		(11,863,152	)		(120,750,652	)

Net Increase (Decrease)		(1,887,963	)		(19,127,100	)		(4,652,362	)		(47,270,003	)

Class IB
Shares Sold		957,213		$	9,777,890			867,804		$	8,845,950
Shares Issued for Reinvested Dividends		—			—			95,306			964,500
Shares Redeemed		(968,847	)		(9,867,536	)		(1,777,491	)		(18,100,079	)

Net Increase (Decrease)		(11,634	)		(89,646	)		(814,381	)		(8,289,629	)

Total Net Increase (Decrease)		(1,899,597	)	$	(19,216,746	)		(5,466,743	)	$	(55,559,632	)

U.S. Government Securities HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		4,069,898		$	43,140,609			1,925,074		$	19,785,037
Shares Issued for Reinvested Dividends		—			—			670,097			6,935,499
Shares Redeemed		(4,338,767	)		(46,309,480	)		(5,296,273	)		(54,286,696	)

Net Increase (Decrease)		(268,869	)		(3,168,871	)		(2,701,102	)		(27,566,160	)

Class IB
Shares Sold		440,143		$	4,630,758			382,786		$	3,933,931
Shares Issued for Reinvested Dividends		—			—			125,825			1,302,291
Shares Redeemed		(723,548	)		(7,690,646	)		(1,030,826	)		(10,553,863	)

Net Increase (Decrease)		(283,405	)		(3,059,888	)		(522,215	)		(5,317,641	)

Total Net Increase (Decrease)		(552,274	)	$	(6,228,759	)		(3,223,317	)	$	(32,883,801	)

Value HLS Fund


	For the Six-Month Period Ended June 30, 2020						For the Year Ended December 31, 2019
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		730,873		$	8,524,907			848,038		$	12,206,211
Shares Issued for Reinvested Dividends		—			—			3,430,401			44,489,654
Shares Redeemed		(2,339,010	)		(30,263,146	)		(5,244,949	)		(74,374,262	)

Net Increase (Decrease)		(1,608,137	)		(21,738,239	)		(966,510	)		(17,678,397	)

Class IB
Shares Sold		56,704		$	651,418			64,173		$	896,863
Shares Issued for Reinvested Dividends		—			—			549,355			7,088,517
Shares Redeemed		(392,204	)		(4,986,180	)		(844,858	)		(12,020,832	)

Net Increase (Decrease)		(335,500	)		(4,334,762	)		(231,330	)		(4,035,452	)

Total Net Increase (Decrease)		(1,943,637	)	$	(26,073,001	)		(1,197,840	)	$	(21,713,849	)

12.

Redemption In-Kind:

In certain circumstances, a Fund may distribute portfolio securities as payment for redemption of Fund shares (redemption-in-kind). For financial reporting purposes, a Fund will recognize a gain on in-kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities; the Fund will recognize a loss if the cost exceeds value. Gains and losses realized on redemptions in-kind are not recognized for tax purposes, and are re-classified from realized gain (loss) to paid-in-capital.

During the six-month period ending June 30, 2020, 8,160,448 shares of the Small Company HLS Fund were redeemed-in-kind. A net realized loss of $2,469,075 on investments delivered through the in-kind redemption is included in realized gain (loss) on the Statements of Operations.


		165

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

13.

Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 5, 2020. 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 a commitment fee, which is ratably by assets based on a Fund’s actual net assets if the Fund has total assets of less than or equal to $1.05 billion and for all other participating funds, based on the notional asset level of $1.05 billion. During and as of the six-month period ended June 30, 2020, none of the Funds had borrowings under this facility.

14.

Indemnifications:

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 August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.

ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years. Management has adopted this guidance and it did not have a material impact on the Funds’ financial statements.

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 fiscal year ended December 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by each Company or the Board 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).

17.

Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended June 30, 2020, events and transactions subsequent to June 30, 2020, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.

PwC serves as the Funds’ Independent Registered Public Accounting Firm for the fiscal year ended December 31, 2020.


		166

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2020 (Unaudited)

At a meeting held on June 16-17, 2020, the Boards of Directors of each Company approved an Agreement and Plan of Reorganization that provides for the reorganization of each Acquired Fund (each an “Acquired Fund”) identified below into the corresponding Acquiring Fund identified below (each an “Acquiring Fund”) (each a “Reorganization” and collectively, the “Reorganizations”). Each Reorganization is expected to close after the close of business on or about the dates set forth below.


Acquired Fund	Corresponding Acquiring Fund	Closing Date
Global Growth HLS Fund	Disciplined Equity HLS Fund	September 18, 2020
Growth Opportunities HLS Fund	Disciplined Equity HLS Fund	September 18, 2020
MidCap Growth HLS Fund	MidCap HLS Fund	September 18, 2020
MidCap Value HLS Fund	MidCap HLS Fund	September 18, 2020
Value HLS Fund	Dividend and Growth HLS Fund	September 18, 2020
High Yield HLS Fund	Total Return Bond HLS Fund	September 25, 2020
U.S. Government Securities HLS Fund	Ultrashort Bond HLS Fund	September 25, 2020

Each Reorganization contemplates: (1) the transfer of all of the assets of an Acquired Fund to the corresponding Acquiring Fund in exchange for shares of the corresponding Acquiring Fund that have an aggregate net asset value equal to the aggregate net asset value of the shares of the Acquired Fund as of the close of business on the Closing Date; (2) the assumption by the corresponding Acquiring Fund of all of the liabilities of the Acquired Fund; and (3) the distribution of shares of the corresponding Acquiring Fund to the shareholders of the Acquired Fund in complete liquidation of the Acquired Fund.

At its meeting held on June 16-17, 2020, the Board of Directors of Hartford Series Fund, Inc. also approved (1) a reduction to the contractual investment management fee schedule for the Disciplined Equity HLS Fund (Acquiring Fund) effective upon the closing of the Reorganizations of the Global Growth HLS Fund (Acquired Fund) and the Growth Opportunities HLS Fund (Acquired Fund) into the Disciplined Equity HLS Fund (Acquiring Fund); and (2) a reduction to the contractual investment management fee schedule for the Dividend and Growth HLS Fund (Acquiring Fund) effective upon the closing of the Reorganization of the Value HLS Fund (Acquired Fund) into the Dividend and Growth HLS Fund (Acquiring Fund). Upon the closing of such Reorganizations, the new contractual investment management fees for such Acquiring Funds will be as follows:


Disciplined Equity HLS Fund*
Average Daily Net Assets	Annual Rate
First $1 billion		0.6000%
Next $4 billion		0.5500%
Next $5 billion		0.5300%
Amount Over $10 billion		0.5000%

As of June 30, 2020, the management fee set forth in the investment management agreement with respect to the Disciplined Equity HLS Fund is 0.7500% of the first $250 million, 0.6500% of the next $250 million, 0.6000% of the next $500 million, 0.5800% of the next $4 billion, 0.5700% of the next $5 billion, and 0.5600% in excess of $10 billion annually of the Fund’s average daily net assets.


Dividend and Growth HLS Fund**
Average Daily Net Assets	Annual Rate
First $250 million		0.6900%
Next $250 million		0.6425%
Next $500 million		0.6325%
Next $1.5 billion		0.6250%
Next $2.5 billion		0.6200%
Next $5 billion		0.6150%
Amount Over $10 billion		0.6100%

As of June 30, 2020, the management fee set forth in the investment management agreement with respect to Dividend and Growth HLS Fund is 0.7750% of the first $250 million, 0.7250% of the next $250 million, 0.6750% of the next $500 million, 0.6250% of the next $1.5 billion, 0.6200% of the next $2.5 billion, 0.6150% of the next $5 billion, and 0.6100% in excess of $10 billion annually of the Fund’s average daily net assets.


		167

Hartford HLS Funds

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 provide a mechanism and process to perform the functions necessary to administer the LRM Program, HFMC established a Liquidity Risk Oversight Committee (“LROC”).

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 5-6, 2020, the LROC, on behalf of HFMC, provided a written report to the Board covering the period from the inception date of the current LRM Program through April 30, 2020. The 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.

Based on the review and assessment conducted by the LROC, the LROC 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.


		168

Hartford HLS Funds

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 Form N-PORT reports 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.


		169

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:

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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:

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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:

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Our employees have access to Personal Information in the course of doing their jobs, such as:

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d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

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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, 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 March 2020), 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 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 March 2020

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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 underwritten, distributed by and advised by subsidiaries of The Hartford. Investments in the Funds are not guaranteed by The Hartford or any other entity.

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Fund. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with Wellington Management Company LLP.

HLSSAR20 08-20 218105 Printed in U.S.A.

LOGO

Item 2. Code of Ethics.

Not applicable to this semi-annual filing.

Item 3. Audit Committee Financial Expert.

Not applicable to this semi-annual filing.

Item 4. Principal Accountant Fees and Services.

Not applicable to this semi-annual filing.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

(a)

The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form.

(b)

Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since the registrant last provided disclosure in response to this requirement.

Item 11. Controls and Procedures.

(a)

The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as

amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b)

There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

(a)(1)

Not applicable.

(a)(2)

Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

(a)(3)

Not applicable.

(a)(4)

Not applicable.

(b)

Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

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 3, 2020	By:	/s/ James E. Davey
		James E. Davey
		President and Chief Executive Officer

Date: September 3, 2020	By:	/s/ Amy N. Furlong
		Amy N. Furlong
		Treasurer
		(Principal Financial Officer and Principal Accounting Officer)