Hartford HLS Series Fund, Inc.

HARTFORD SERIES FUND, INC.

Date: August 28, 2017

/s/ James E. Davey

James E. Davey, President and

Chief Executive Officer

N-CSRS 1 d422057dncsrs.htm HARTFORD HLS SERIES FUND, INC. Hartford HLS Series Fund, Inc.

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: 811-08629

HARTFORD SERIES FUND, INC.

(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas Phillips, Esquire

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, Pennsylvania 19087

(Name and Address of Agent for Service)

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

Date of fiscal year end: December 31

Date of reporting period: June 30, 2017

Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F. Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

Item 1. Reports to Stockholders.

LOGO

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford HLS Funds. We are pleased to present you with the Semi-Annual Report, which covers the period from January 1, 2017 through June 30, 2017.

Market Review

During the six months ended June 30, 2017, U.S. stocks, as measured by the S&P 500 Index,¹ kept an upward trajectory. The S&P 500 Index started 2017 off with more than a 9% return through June 30.

The primary drivers of market progress during the period were slow, steady growth, positive corporate earnings, positive job reports, and a growing domestic economy. These market conditions have served as the basis of the U.S. Federal Reserve’s (Fed) interest-rate hike cycle that began in December 2015 and continued through June 2017 when short-term rates rose by 0.25% to a range of 1% to 1.25%. At the time of this writing, consensus expectations were for a continued gradual rate-hike pace by the Fed, which should help markets better digest and account for such changes.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In the U.S., there is uncertainty about potential policy changes by the Trump administration surrounding healthcare and tax reform. In Europe, while Macron’s victory in France was viewed as market-friendly, uncertainty remains with respect to other European elections and Britain’s “Brexit” undertaking to leave the European Union. Each of these scenarios could influence markets or cause an uptick in volatility.

For this reason, we encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets with confidence. Regardless of the political environment, your advisor can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing with Hartford HLS Funds. For the most up-to-date information on the Hartford HLS Funds, please take advantage of all the resources available at hartfordfunds.com.

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 Performance and Summary			2
Expense Examples			42
Financial Statements:
Schedules of Investments:
Hartford Balanced HLS Fund			48
Hartford Capital Appreciation HLS Fund			60
Hartford Disciplined Equity HLS Fund			67
Hartford Dividend and Growth HLS Fund			71
Hartford Global Growth HLS Fund			75
Hartford Growth Opportunities HLS Fund			79
Hartford Healthcare HLS Fund			84
Hartford High Yield HLS Fund			88
Hartford International Opportunities HLS Fund			97
Hartford MidCap HLS Fund			101
Hartford MidCap Value HLS Fund			105
Hartford Small Cap Growth HLS Fund			109
Hartford Small Company HLS Fund			115
Hartford Small/Mid Cap Equity HLS Fund			120
Hartford Stock HLS Fund			125
Hartford Total Return Bond HLS Fund			128
Hartford Ultrashort Bond HLS Fund			154
Hartford U.S. Government Securities HLS Fund			161
Hartford Value HLS Fund			168
Statements of Assets and Liabilities			172
Statements of Operations			176
Statements of Changes in Net Assets			180
Financial Highlights			188
Notes to Financial Statements			198
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records			237
Quarterly Portfolio Holdings Information			237

Hartford Balanced HLS Fund inception 03/31/1983


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks long-term total return.

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Balanced IA		6.66%		9.13%		9.75%		5.49%
Balanced IB		6.50%		8.84%		9.47%		5.23%
S&P 500 Index		9.34%		17.90%		14.63%		7.18%
Bloomberg Barclays Government/Credit Bond Index		2.66%		-0.41%		2.29%		4.57%
Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index		0.31%		0.49%		0.17%		0.58%
Balanced HLS Fund Blended Index		6.51%		10.33%		9.56%		6.24%

¹	Not Annualized

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

Bloomberg Barclays Government/Credit Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged, market-value-weighted index of all debt obligations of the U.S. Treasury and U.S. Government agencies (excluding mortgaged-backed securities) and of all publicly-issued fixed-rate, nonconvertible, investment grade domestic corporate debt.

Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is a subset of The Bank of America Merrill Lynch 0-1 Year U.S. Treasury Index including all securities with a remaining term to final maturity less than 3 months.

Balanced HLS Fund Blended Index is calculated by Hartford Funds Management Company, LLC (“HFMC”) and represents the weighted return of 60% S&P 500 Index, 35% Bloomberg Barclays Government/Credit Bond Index and 5% Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

The indices are unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.66% and 0.91%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.

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

A Word about Risk


		2

Hartford Balanced HLS Fund inception 03/31/1983

objective or may underperform other funds with similar investment strategies. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Fixed income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.


		3

Hartford Balanced HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Security Type

as of June 30, 2017


Category	Percentage of Net Assets
Equity Securities
Common Stocks		65.0	%

Total		65.0	%

Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		4.2	%
Corporate Bonds		19.3
Foreign Government Obligations		0.4
Municipal Bonds		1.6
U.S. Government Agencies		0.4
U.S. Government Securities		8.7

Total		34.6	%

Short-Term Investments		0.4
Other Assets & Liabilities		0.0	*

Total		100.0	%

*	Percentage rounds to zero.


		4

Hartford Capital Appreciation HLS Fund inception 04/02/1984


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks growth of capital.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Capital Appreciation IA		12.32%		20.14%		14.47%		6.13%
Capital Appreciation IB		12.19%		19.87%		14.18%		5.87%
Capital Appreciation IC		12.05%		19.58%		13.90%		5.60%
Russell 3000 Index		8.93%		18.51%		14.58%		7.26%
S&P 500 Index		9.34%		17.90%		14.63%		7.18%

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.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

The indices are unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.68%, 0.93% and 1.18%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		5

Hartford Capital Appreciation HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		13.0	%
Consumer Staples		5.0
Energy		2.6
Financials		17.6
Health Care		16.1
Industrials		9.3
Information Technology		24.7
Materials		2.7
Real Estate		2.2
Telecommunication Services		1.0
Utilities		3.5

Total		97.7	%

Short-Term Investments		1.3
Other Assets & Liabilities		1.0

Total		100.0	%

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


		6

Hartford Disciplined Equity HLS Fund inception 05/29/1998


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks growth of capital.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Disciplined Equity IA		10.14%		13.78%		15.84%		7.66%
Disciplined Equity IB		10.02%		13.49%		15.55%		7.40%
S&P 500 Index		9.34%		17.90%		14.63%		7.18%

¹	Not Annualized

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

The index is unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.78% and 1.03%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		7

Hartford Disciplined Equity HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		13.0	%
Consumer Staples		10.6
Energy		1.8
Financials		16.0
Health Care		15.6
Industrials		10.5
Information Technology		22.1
Materials		3.6
Utilities		5.0

Total		98.2	%

Short-Term Investments		2.0
Other Assets & Liabilities		(0.2	)

Total		100.0	%


		8

Hartford Dividend and Growth HLS Fund inception 03/09/1994


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks a high level of current income consistent with growth of capital.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Month¹		1 Year		5 Years		10 Years
Dividend and Growth IA		6.92%		18.03%		13.87%		7.02%
Dividend and Growth IB		6.82%		17.74%		13.59%		6.75%
S&P 500 Index		9.34%		17.90%		14.63%		7.18%
Russell 1000 Value Index		4.66%		15.53%		13.94%		5.57%

¹	Not Annualized

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

The indices are unmanaged

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.68% and 0.93%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		9

Hartford Dividend and Growth HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		7.0	%
Consumer Staples		5.9
Energy		8.9
Financials		23.7
Health Care		15.3
Industrials		10.4
Information Technology		16.0
Materials		3.2
Real Estate		1.0
Telecommunication Services		1.7
Utilities		5.0

Total		98.1	%

Short-Term Investments		1.6
Other Assets & Liabilities		0.3

Total		100.0	%


		10

Hartford Global Growth HLS Fund inception 09/30/1998


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks growth of capital.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Global Growth IA		18.16%		21.06%		16.34%		5.34%
Global Growth IB		18.00%		20.77%		16.06%		5.08%
MSCI World Growth Index (Net)		14.36%		17.70%		12.09%		5.30%
MSCI World Growth Index (Gross)		14.62%		18.15%		12.53%		5.70%

¹	Not Annualized

Effective May 1, 2017, the Fund changed its benchmark from the MSCI World Growth Index (Gross) to the MSCI World Growth Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI World Growth Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based unmanaged market capitalization-weighted total return index which measures the performance of growth securities in 23 developed-country global equity markets including the United States, Canada, Europe, Australia, New Zealand and the Far East.

MSCI World Growth Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based unmanaged market capitalization-weighted total return index

which measures the performance of growth securities in 23 developed-country global equity markets including the United States, Canada, Europe, Australia, New Zealand and the Far East.

The indices are unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.82% and 1.07%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		11

Hartford Global Growth HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Country

as of June 30, 2017


Country	Percentage of Net Assets
Australia		0.5	%
Bermuda		0.5
Canada		1.0
China		4.1
France		2.2
Germany		2.8
Hong Kong		1.4
India		0.7
Indonesia		0.5
Ireland		1.3
Italy		1.1
Japan		4.6
Netherlands		0.6
Portugal		0.5
Russia		0.7
Singapore		0.8
South Korea		1.6
Spain		1.0
Sweden		1.3
Switzerland		2.9
Taiwan		1.8
United Kingdom		5.6
United States		60.9
Short-Term Investments		1.5
Other Assets & Liabilities		0.1

Total		100.0	%


		12

Hartford Growth Opportunities HLS Fund inception 03/24/1987


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks capital appreciation.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Growth Opportunities IA		17.30%		18.77%		16.80%		7.98%
Growth Opportunities IB		17.19%		18.49%		16.51%		7.71%
Growth Opportunities IC		17.02%		18.20%		16.23%		7.44%
Russell 3000 Growth Index		13.69%		20.72%		15.20%		8.82%
Russell 1000 Growth Index		13.99%		20.42%		15.30%		8.91%

¹	Not Annualized

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

Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

The indices are unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.65%, 0.90% and 1.15%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		13

Hartford Growth Opportunities HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		15.5	%
Consumer Staples		2.1
Energy		0.6
Financials		10.3
Health Care		13.9
Industrials		12.4
Information Technology		41.1
Materials		3.1

Total		99.0	%

Short-Term Investments		0.6
Other Assets & Liabilities		0.4

Total		100.0	%


		14

Hartford Healthcare HLS Fund inception 05/01/2000


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks long-term capital appreciation.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Healthcare IA		22.13%		19.58%		20.46%		12.33%
Healthcare IB		21.94%		19.25%		20.15%		12.04%
S&P Composite 1500 Health Care Index		16.47%		13.41%		18.21%		10.96%
S&P 500 Index		9.34%		17.90%		14.63%		7.18%
Spliced Index		16.47%		13.41%		17.93%		11.23%

¹	Not Annualized

Effective April 1, 2016, the Fund changed its benchmark to the S&P Composite 1500 Health Care Index due to S&P announcing that the S&P North American Health Care Sector Index would be discontinued. The S&P North American Health Care Sector Index was subsequently discontinued.

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

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

Spliced Index (reflects no deduction for fees, expenses or taxes) is calculated by Hartford Funds Management Company, LLC (“HFMC”) and returns from April 1, 2016 to June 30, 2017 represent the S&P Composite 1500 Health Care Index and returns prior to April 1, 2016 represent the S&P North American Health Care Sector Index.

The indices are unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.89% and 1.14%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		15

Hartford Healthcare HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Subsector

as of June 30, 2017


Subsector	Percentage of Net Assets
Equity Securities
Biotechnology		25.6	%
Food & Staples Retailing		1.3
Health Care Equipment & Supplies		21.3
Health Care Providers & Services		19.2
Health Care Technology		2.0
Life Sciences Tools & Services		3.8
Pharmaceuticals		22.7

Total		95.9	%

Short-Term Investments		4.4
Other Assets & Liabilities		(0.3	)

Total		100.0	%

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


		16

Hartford High Yield HLS Fund inception 09/30/1998


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks to provide high current income, and long-term total return.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
High Yield IA		4.44%		11.49%		5.92%		6.84%
High Yield IB		4.26%		11.22%		5.65%		6.56%
Bloomberg Barclays U.S. Corporate High Yield Bond Index		4.93%		12.70%		6.89%		7.67%

¹	Not Annualized

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

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

The index is unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.79% and 1.04%, respectively. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”).


		17

Hartford High Yield HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Security Type

as of June 30, 2017


Category	Percentage of Net Assets
Equity Securities
Common Stocks		1.5	%

Total		1.5	%

Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		0.0	*%
Convertible Bonds		1.9
Corporate Bonds		90.2
Senior Floating Rate Interests		1.1

Total		93.2	%

Short-Term Investments		2.6
Other Assets & Liabilities		2.7

Total		100.0	%

*	Percentage rounds to zero.


		18

Hartford International Opportunities HLS Fund inception 07/02/1990


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks long-term growth of capital.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
International Opportunities IA		14.71%		19.61%		9.18%		3.77%
International Opportunities IB		14.61%		19.34%		8.91%		3.51%
MSCI All Country World ex USA Index (Net)		14.10%		20.45%		7.22%		1.13%
MSCI All Country World ex USA Index (Gross)		14.45%		21.00%		7.70%		1.59%

¹	Not Annualized

Effective May 1, 2017, the Fund changed its benchmark from the MSCI All Country World ex USA Index (Gross) to the MSCI All Country World ex USA Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding

the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

MSCI All Country World ex USA Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

The indices are unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.76% and 1.01%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		19

Hartford International Opportunities HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Currency

as of June 30, 2017


Description	Percentage of Net Assets
British Pound		7.5	%
Canadian Dollar		7.5
Danish Krone		0.7
Euro		31.0
Hong Kong Dollar		3.6
Indian Rupee		2.6
Japanese Yen		17.5
Mexican Peso		0.7
South African Rand		0.5
South Korean Won		2.6
Swiss Franc		9.5
Taiwanese Dollar		2.9
United States Dollar		11.3
Other Assets & Liabilities		2.1

Total		100.0	%

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		9.6	%
Consumer Staples		8.9
Energy		3.6
Financials		26.0
Health Care		7.9
Industrials		11.8
Information Technology		13.2
Materials		1.1
Real Estate		6.1
Telecommunication Services		4.1
Utilities		2.7

Total		95.0	%

Short-Term Investments		2.9
Other Assets & Liabilities		2.1

Total		100.0	%


		20

Hartford MidCap HLS Fund inception 07/14/1997


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks long-term growth of capital.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
MidCap IA		12.06%		21.90%		16.31%		8.49%
MidCap IB		11.94%		21.61%		16.02%		8.21%
S&P MidCap 400 Index		5.99%		18.57%		14.92%		8.56%

¹	Not Annualized

S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of common stocks of companies chosen by S&P designed to represent price movements in the mid-cap U.S. equity market.

The index is unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.70% and 0.95%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or

retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.

A Word about Risk


		21

Hartford MidCap HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		7.3	%
Consumer Staples		0.7
Energy		1.4
Financials		16.0
Health Care		17.7
Industrials		21.9
Information Technology		29.3
Materials		3.3
Utilities		2.2

Total		99.8	%

Short-Term Investments		0.2
Other Assets & Liabilities		0.0	*

Total		100.0	%

*	Percentage rounds to zero.


		22

Hartford MidCap Value HLS Fund inception 04/30/2001


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks long-term capital appreciation.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
MidCap Value IA		3.58%		15.74%		13.50%		6.15%
MidCap Value IB		3.53%		15.49%		13.23%		5.89%
Russell 2500 Value Index		1.95%		18.36%		13.69%		6.52%
Russell MidCap Value Index		5.18%		15.93%		15.14%		7.23%

¹	Not Annualized

Russell 2500 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 2500 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2500 Index is an unmanaged index that measures the performance of the 2,500 smallest U.S. companies based on total market capitalization.

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

The indices are unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.86% and 1.11%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		23

Hartford MidCap Value HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		9.1	%
Consumer Staples		2.2
Energy		6.6
Financials		22.6
Health Care		5.9
Industrials		13.7
Information Technology		16.3
Materials		8.5
Real Estate		7.8
Telecommunication Services		1.1
Utilities		5.2

Total		99.0	%

Short-Term Investments		1.2
Other Assets & Liabilities		(0.2	)

Total		100.0	%


		24

Hartford Small Cap Growth HLS Fund inception 05/02/1994


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks long-term capital appreciation.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Small Cap Growth IA		9.82%		24.36%		15.02%		8.84%
Small Cap Growth IB		9.69%		24.05%		14.73%		8.56%
Russell 2000 Growth Index		9.97%		24.40%		13.98%		7.82%

¹	Not Annualized

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.

The index is unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.66% and 0.91%, respectively. Expenses shown include acquired fund fees and expenses.

Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

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

Effective March 6, 2015, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Small-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.


		25

Hartford Small Cap Growth HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		14.3	%
Consumer Staples		3.3
Energy		1.2
Financials		9.2
Health Care		23.2
Industrials		15.8
Information Technology		23.7
Materials		4.0
Real Estate		3.1
Telecommunication Services		0.6

Total		98.4	%

Short-Term Investments		1.3
Other Assets & Liabilities		0.3

Total		100.0	%


		26

Hartford Small Company HLS Fund inception 08/09/1996


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks growth of capital.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Small Company IA		12.75%		22.84%		11.19%		5.88%
Small Company IB		12.62%		22.55%		10.92%		5.62%
Russell 2000 Growth Index		9.97%		24.40%		13.98%		7.82%

¹	Not Annualized

The index is unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.75% and 1.00%, respectively.

Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

Effective June 26, 2015, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Small-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.


		27

Hartford Small Company HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		14.6	%
Consumer Staples		1.8
Energy		1.2
Financials		6.3
Health Care		21.8
Industrials		15.7
Information Technology		31.5
Materials		3.2
Real Estate		3.6

Total		99.7	%

Short-Term Investments		0.8
Other Assets & Liabilities		(0.5	)

Total		100.0	%


		28

Hartford Small/Mid Cap Equity HLS Fund inception 05/01/1998


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks long-term growth of capital.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Small/Mid Cap Equity IA		3.11%		18.99%		12.49%		6.19%
Small/Mid Cap Equity IB		2.88%		18.72%		12.21%		5.93%
Russell 2500 Index		5.97%		19.84%		14.04%		7.42%

¹	Not Annualized

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

Includes the Fund’s performance when it invested, prior to February 1, 2010, at least 80% of its assets in common stocks of mid-capitalization companies.

Class IB shares commenced on March 31, 2008. Class IB shares performance prior to that date reflects Class IA shares performance adjusted to reflect the 12b-1 fee of 0.25% applicable to Class IB shares. The performance after such date reflects actual Class IB shares performance.

Russell 2500 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the small to mid-cap segment of the U.S. equity universe, commonly

referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index and includes approximately 2,500 of the smallest securities based on a combination of their market capitalization and current index membership.

The index is unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.94% and 1.19%, respectively. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		29

Hartford Small/Mid Cap Equity HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		14.0	%
Consumer Staples		4.7
Energy		3.5
Financials		17.3
Health Care		14.4
Industrials		14.8
Information Technology		13.6
Materials		4.3
Real Estate		8.2
Telecommunication Services		1.4
Utilities		3.1

Total		99.3	%

Short-Term Investments		0.8
Other Assets & Liabilities		(0.1	)

Total		100.0	%


		30

Hartford Stock HLS Fund inception 08/31/1977


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks long-term growth of capital.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Stock IA		9.24%		11.13%		12.99%		5.95%
Stock IB		9.11%		10.85%		12.71%		5.68%
Russell 1000 Index		9.27%		18.03%		14.67%		7.29%

¹	Not Annualized

Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

The index is unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.52% and 0.77%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		31

Hartford Stock HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		13.6	%
Consumer Staples		16.9
Energy		4.0
Financials		11.4
Health Care		16.6
Industrials		17.1
Information Technology		10.6
Materials		3.6
Real Estate		4.0

Total		97.8	%

Short-Term Investments		2.1
Other Assets & Liabilities		0.1

Total		100.0	%


		32

Hartford Total Return Bond HLS Fund inception 08/31/1977


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Total Return Bond IA		3.34%		2.36%		3.10%		4.35%
Total Return Bond IB		3.26%		2.17%		2.85%		4.10%
Bloomberg Barclays U.S. Aggregate Bond Index		2.27%		-0.31%		2.21%		4.48%

¹	Not Annualized

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

The index is unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.52% and 0.77%, respectively. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in


		33

Hartford Total Return Bond HLS Fund inception 08/31/1977

market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund has the ability to invest in foreign, emerging-market, and high-yield (“junk”) bonds. Investments in these securities generally involve greater risk, volatility, and possibility of loss. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs.


		34

Hartford Total Return Bond HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Security Type

as of June 30, 2017


Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.0	*%
Preferred Stocks		0.1

Total		0.1	%

Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		31.2	%
Corporate Bonds		30.6
Foreign Government Obligations		2.6
Municipal Bonds		1.5
Senior Floating Rate Interests		4.0
U.S. Government Agencies		53.7
U.S. Government Securities		6.6

Total		130.2	%

Short-Term Investments		0.8
Purchased Options		0.1
Other Assets & Liabilities		(31.2	)

Total		100.0	%

*	Percentage rounds to zero.


		35

Hartford Ultrashort Bond HLS Fund inception 08/31/1977


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks total return and income consistent with preserving capital and maintaining liquidity.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		Since October 21, 2013²
Ultrashort Bond IA		0.50%		0.86%		0.46%
Ultrashort Bond IB		0.40%		0.54%		0.20%
Bloomberg Barclays 9-12 Month U.S. Treasury Index		0.44%		0.75%		0.75%

¹	Not Annualized

²	On October 21, 2013, the Fund converted from a money market fund to an ultrashort bond fund.

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

Bloomberg Barclays 9-12 Month U.S. Treasury Index (reflects no deduction for fees, expenses or taxes) measures the performance of U.S. Treasury securities that have a remaining maturity between one and twelve months.

The index is unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.45% and 0.70%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund may use repurchase agreements, which can increase risk and volatility. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.


		36

Hartford Ultrashort Bond HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Security Type

as of June 30, 2017


Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		31.4	%
Corporate Bonds		41.9
Municipal Bonds		0.4
U.S. Government Agencies		15.0
U.S. Government Securities		10.1

Total		98.8	%

Short-Term Investments		1.2
Other Assets & Liabilities		0.0	*

Total		100.0	%

*	Percentage rounds to zero.


		37

Hartford U.S. Government Securities HLS Fund inception 03/24/1987


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks to maximize total return while providing shareholders with a high level of current income consistent with prudent investment risk.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
U.S. Government Securities IA		1.46%		-0.63%		1.35%		2.40%
U.S. Government Securities IB		1.36%		-0.81%		1.11%		2.14%
Bloomberg Barclays Intermediate Government Bond Index		1.20%		-1.25%		1.07%		3.39%

¹	Not Annualized

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

The index is unmanaged.

You cannot invest directly in an index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs.


		38

Hartford U.S. Government Securities HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Security Type

as of June 30, 2017


Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		16.1	%
U.S. Government Agencies		53.9
U.S. Government Securities		39.3

Total		109.3	%

Short-Term Investments		0.5
Other Assets & Liabilities		(9.8	)

Total		100.0	%


		39

Hartford Value HLS Fund inception 04/30/2001


(sub-advised by Wellington Management Company LLP)		Investment objective – The Fund seeks long-term total return.

LOGO

Average Annual Total Returns (as of 6/30/17)


	6 Months¹		1 Year		5 Years		10 Years
Value IA		6.02%		15.64%		13.11%		6.38%
Value IB		5.83%		15.33%		12.82%		6.11%
Russell 1000 Value Index		4.66%		15.53%		13.94%		5.57%

¹	Not Annualized

The index is unmanaged.

You cannot invest directly in an index.

As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.80% and 1.05%, respectively.

Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.

A Word about Risk


		40

Hartford Value HLS Fund

Fund Summary

June 30, 2017 (Unaudited)

Composition by Sector

as of June 30, 2017


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		9.8	%
Consumer Staples		5.6
Energy		9.5
Financials		29.3
Health Care		11.5
Industrials		12.4
Information Technology		12.8
Materials		2.6
Real Estate		1.0
Telecommunication Services		1.1
Utilities		3.6

Total		99.2	%

Short-Term Investments		0.8
Other Assets & Liabilities		0.0	*

Total		100.0	%

*	Percentage rounds to zero.


		41

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, 2017 through June 30, 2017.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) or fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

Hartford Balanced HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,066.60	$	3.23	$	1,000.00	$	1,021.67	$	3.16		0.63	%		181		365
Class IB	$	1,000.00	$	1,065.00	$	4.51	$	1,000.00	$	1,020.43	$	4.41		0.88	%		181		365

Hartford Capital Appreciation HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,123.20	$	3.58	$	1,000.00	$	1,021.42	$	3.41		0.68	%		181		365
Class IB	$	1,000.00	$	1,121.90	$	4.89	$	1,000.00	$	1,020.18	$	4.66		0.93	%		181		365
Class IC	$	1,000.00	$	1,120.50	$	6.20	$	1,000.00	$	1,018.94	$	5.91		1.18	%		181		365


		42

Hartford HLS Funds

Expense Examples (Unaudited) – (continued)

Hartford Disciplined Equity HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,101.40	$	4.06	$	1,000.00	$	1,020.93	$	3.91		0.78	%		181		365
Class IB	$	1,000.00	$	1,100.20	$	5.36	$	1,000.00	$	1,019.69	$	5.16		1.03	%		181		365

Hartford Dividend and Growth HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,069.20	$	3.49	$	1,000.00	$	1,021.42	$	3.41		0.68	%		181		365
Class IB	$	1,000.00	$	1,068.20	$	4.77	$	1,000.00	$	1,020.18	$	4.66		0.93	%		181		365

Hartford Global Growth HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,181.60	$	4.38	$	1,000.00	$	1,020.78	$	4.06		0.81	%		181		365
Class IB	$	1,000.00	$	1,180.00	$	5.73	$	1,000.00	$	1,019.54	$	5.31		1.06	%		181		365


Hartford Growth Opportunities HLS Fund
	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,173.00	$	3.56	$	1,000.00	$	1,021.52	$	3.31		0.66	%		181		365
Class IB	$	1,000.00	$	1,171.90	$	4.90	$	1,000.00	$	1,020.28	$	4.56		0.91	%		181		365
Class IC	$	1,000.00	$	1,170.20	$	6.24	$	1,000.00	$	1,019.04	$	5.81		1.16	%		181		365


		43

Hartford HLS Funds

Expense Examples (Unaudited) – (continued)

Hartford Healthcare HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,221.30	$	4.90	$	1,000.00	$	1,020.38	$	4.46		0.89	%		181		365
Class IB	$	1,000.00	$	1,219.40	$	6.27	$	1,000.00	$	1,019.14	$	5.71		1.14	%		181		365

Hartford High Yield HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,044.40	$	3.90	$	1,000.00	$	1,020.98	$	3.86		0.77	%		181		365
Class IB	$	1,000.00	$	1,042.60	$	5.17	$	1,000.00	$	1,019.74	$	5.11		1.02	%		181		365

Hartford International Opportunities HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,147.10	$	3.94	$	1,000.00	$	1,021.13	$	3.71		0.74	%		181		365
Class IB	$	1,000.00	$	1,146.10	$	5.27	$	1,000.00	$	1,019.89	$	4.96		0.99	%		181		365

Hartford MidCap HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,120.60	$	3.68	$	1,000.00	$	1,021.32	$	3.51		0.70	%		181		365
Class IB	$	1,000.00	$	1,119.40	$	4.99	$	1,000.00	$	1,020.08	$	4.76		0.95	%		181		365


		44

Hartford HLS Funds

Expense Examples (Unaudited) – (continued)

Hartford MidCap Value HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,035.80	$	4.34	$	1,000.00	$	1,020.53	$	4.31		0.86	%		181		365
Class IB	$	1,000.00	$	1,035.30	$	5.60	$	1,000.00	$	1,019.29	$	5.56		1.11	%		181		365

Hartford Small Cap Growth HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,098.20	$	3.38	$	1,000.00	$	1,021.57	$	3.26		0.65	%		181		365
Class IB	$	1,000.00	$	1,096.90	$	4.68	$	1,000.00	$	1,020.33	$	4.51		0.90	%		181		365

Hartford Small Company HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,127.50	$	4.06	$	1,000.00	$	1,020.98	$	3.86		0.77	%		181		365
Class IB	$	1,000.00	$	1,126.20	$	5.38	$	1,000.00	$	1,019.74	$	5.11		1.02	%		181		365

Hartford Small/Mid Cap Equity HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,031.10	$	4.58	$	1,000.00	$	1,020.28	$	4.56		0.91	%		181		365
Class IB	$	1,000.00	$	1,028.80	$	5.84	$	1,000.00	$	1,019.04	$	5.81		1.16	%		181		365


		45

Hartford HLS Funds

Expense Examples (Unaudited) – (continued)

Hartford Stock HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,092.40	$	2.70	$	1,000.00	$	1,022.22	$	2.61		0.52	%		181		365
Class IB	$	1,000.00	$	1,091.10	$	3.99	$	1,000.00	$	1,020.98	$	3.86		0.77	%		181		365

Hartford Total Return Bond HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,033.40	$	2.57	$	1,000.00	$	1,022.27	$	2.56		0.51	%		181		365
Class IB	$	1,000.00	$	1,032.60	$	3.83	$	1,000.00	$	1,021.03	$	3.81		0.76	%		181		365

Hartford Ultrashort Bond HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,005.00	$	2.24	$	1,000.00	$	1,022.56	$	2.26		0.45	%		181		365
Class IB	$	1,000.00	$	1,004.00	$	3.48	$	1,000.00	$	1,021.32	$	3.51		0.70	%		181		365

Hartford U.S. Government Securities HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,014.60	$	2.55	$	1,000.00	$	1,022.27	$	2.56		0.51	%		181		365
Class IB	$	1,000.00	$	1,013.60	$	3.79	$	1,000.00	$	1,021.03	$	3.81		0.76	%		181		365


		46

Hartford HLS Funds

Expense Examples (Unaudited) – (continued)

Hartford Value HLS Fund


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Beginning Account Value January 1, 2017		Ending Account Value June 30, 2017		Expenses paid during the period January 1, 2017 through June 30, 2017		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class IA	$	1,000.00	$	1,060.20	$	4.09	$	1,000.00	$	1,020.83	$	4.01		0.80	%		181		365
Class IB	$	1,000.00	$	1,058.30	$	5.36	$	1,000.00	$	1,019.59	$	5.26		1.05	%		181		365


		47

Hartford Balanced HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 65.0%
		Banks - 7.5%
	1,240,210	Bank of America Corp.	$	30,087,495
	520,390	Citigroup, Inc.		34,803,683
	460,770	JP Morgan Chase & Co.		42,114,378
	209,380	PNC Financial Services Group, Inc.		26,145,281
	717,040	Wells Fargo & Co.		39,731,186

				172,882,023

		Capital Goods - 5.1%
	103,260	3M Co.		21,497,700
	120,940	Caterpillar, Inc.		12,996,212
	283,560	Eaton Corp. plc		22,069,475
	309,680	Fortune Brands Home & Security, Inc.		20,203,523
	203,590	Ingersoll-Rand plc		18,606,090
	182,030	United Technologies Corp.		22,227,683

				117,600,683

		Commercial & Professional Services - 0.6%
	382,660	Nielsen Holdings plc		14,793,636

		Consumer Durables & Apparel - 1.5%
	281,100	NIKE, Inc. Class B		16,584,900
	690,330	PulteGroup, Inc.		16,933,795

				33,518,695

		Consumer Services - 1.5%
	305,926	Hilton Worldwide Holdings, Inc.		18,921,523
	286,310	Norwegian Cruise Line Holdings Ltd.*		15,543,770

				34,465,293

		Diversified Financials - 2.2%
	35,340	BlackRock, Inc.		14,927,970
	570,400	Invesco Ltd.		20,072,376
	350,870	Thomson Reuters Corp.		16,241,772

				51,242,118

		Energy - 3.9%
	153,860	Anadarko Petroleum Corp.		6,976,012
	245,405	Chevron Corp.		25,603,104
	142,730	EOG Resources, Inc.		12,919,919
	174,440	Exxon Mobil Corp.		14,082,541
	333,870	Halliburton Co.		14,259,588
	539,160	Marathon Oil Corp.		6,389,046
	364,210	Suncor Energy, Inc.		10,634,932

				90,865,142

		Food, Beverage & Tobacco - 3.6%
	388,149	British American Tobacco plc		26,449,590
	173,466	Kraft Heinz Co.		14,855,628
	337,080	Mondelez International, Inc. Class A		14,558,485
	225,580	Philip Morris International, Inc.		26,494,371

				82,358,074

		Health Care Equipment & Services - 2.5%
	292,975	Medtronic plc		26,001,531
	166,430	UnitedHealth Group, Inc.		30,859,451

				56,860,982

		Household & Personal Products - 0.7%
	300,480	Unilever N.V.		16,607,530

		Insurance - 2.6%
	383,740	American International Group, Inc.		23,991,425
	339,690	Marsh & McLennan Cos., Inc.		26,482,232


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 65.0% - (continued)
		Insurance - 2.6% - (continued)
	216,780	Unum Group	$	10,108,451

				60,582,108

		Materials - 2.0%
	421,590	Dow Chemical Co.		26,589,681
	344,890	International Paper Co.		19,524,223

				46,113,904

		Media - 1.9%
	570,180	Comcast Corp. Class A		22,191,406
	614,250	Viacom, Inc. Class B		20,620,372

				42,811,778

		Pharmaceuticals, Biotechnology & Life Sciences - 7.7%
	132,630	Allergan plc		32,241,027
	135,930	Amgen, Inc.		23,411,224
	508,150	AstraZeneca plc ADR		17,322,833
	478,180	Bristol-Myers Squibb Co.		26,644,190
	165,400	Eisai Co., Ltd.		9,151,173
	433,160	Merck & Co., Inc.		27,761,224
	75,726	Roche Holding AG		19,349,117
	149,816	UCB S.A.		10,303,785
	95,470	Vertex Pharmaceuticals, Inc.*		12,303,219

				178,487,792

		Real Estate - 0.8%
	664,054	Park Hotels & Resorts, Inc. REIT		17,902,896

		Retailing - 2.4%
	11,702,200	Allstar Co.*^(1)(2)(3)		1,872,352
	178,780	Home Depot, Inc.		27,424,852
	541,300	Liberty Interactive Corp. QVC Group Class A*		13,283,502
	5,890	Priceline Group, Inc.*		11,017,363
	67,006	Tory Burch LLC*^(1)(2)(3)		2,966,363

				56,564,432

		Semiconductors & Semiconductor Equipment - 3.8%
	220,610	Analog Devices, Inc.		17,163,458
	860,630	Intel Corp.		29,037,656
	315,750	Maxim Integrated Products, Inc.		14,177,175
	511,180	QUALCOMM, Inc.		28,227,360

				88,605,649

		Software & Services - 7.7%
	61,275	Alphabet, Inc. Class C*		55,682,431
	284,000	Cognizant Technology Solutions Corp. Class A		18,857,600
	763,650	eBay, Inc.*		26,666,658
	173,000	Facebook, Inc. Class A*		26,119,540
	750,120	Microsoft Corp.		51,705,771

				179,032,000

		Technology Hardware & Equipment - 4.5%
	443,050	Apple, Inc.		63,808,061
	1,301,430	Cisco Systems, Inc.		40,734,759

				104,542,820

		Transportation - 0.9%
	201,500	Union Pacific Corp.		21,945,365

		Utilities - 1.6%
	267,540	NextEra Energy, Inc.		37,490,380


		Total Common Stocks (cost $1,087,473,728)	$	1,505,273,300

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


		48

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.2%
			Asset-Backed - Automobile - 0.6%
	$	345,000	ARI Fleet Lease Trust 1.91%, 04/15/2026⁽¹⁾	$	344,600
		225,000	CarMax Auto Owner Trust 1.95%, 09/16/2019		225,416
		2,232,858	Chesapeake Funding LLC 2.16%, 06/15/2028⁽¹⁾⁽⁴⁾		2,241,185
		1,000,000	Chesapeake Funding LLC 1.49%, 05/15/2029⁽¹⁾⁽⁴⁾		999,960
			Enterprise Fleet Financing LLC
		840,000	1.97%, 01/20/2023⁽¹⁾		839,956
		500,000	2.13%, 07/20/2022⁽¹⁾		500,344
		107,750	Exeter Automobile Receivables Trust 1.54%, 11/15/2019⁽¹⁾		107,709
		724,965	First Investors Auto Owner Trust 1.67%, 11/16/2020⁽¹⁾		725,059
		515,000	Hyundai Auto Receivables Trust 2.48%, 03/15/2019		517,110
		600,000	Prestige Auto Receivables Trust 1.91%, 04/15/2020⁽¹⁾		600,534
			Santander Drive Auto Receivables Trust
		655,483	1.97%, 11/15/2019		655,875
		227,286	2.25%, 06/17/2019		227,649
		278,441	2.33%, 11/15/2019		279,292
		1,112,776	2.36%, 04/15/2020		1,115,202
		655,000	2.57%, 03/15/2019		656,728
		1,785,000	Securitized Term Auto Receivables Trust 1.52%, 03/25/2020⁽¹⁾		1,777,446
			Westlake Automobile Receivables Trust
		420,327	1.57%, 06/17/2019⁽¹⁾		420,297
		479,836	1.83%, 01/15/2021⁽¹⁾		479,903
		372,517	Wheels SPV LLC 1.59%, 05/20/2025⁽¹⁾		371,392

					13,085,657

			Asset-Backed - Credit Card - 0.5%
		2,665,000	CARDS Trust 1.86%, 07/15/2021⁽¹⁾⁽⁴⁾		2,677,195
		3,275,000	Evergreen Credit Card Trust 1.88%, 04/15/2020⁽¹⁾⁽⁴⁾		3,289,478
		4,330,000	Trillium Credit Card Trust 1.94%, 05/26/2021⁽¹⁾⁽⁴⁾		4,347,619

					10,314,292

			Asset-Backed - Finance & Insurance - 2.1%
			Ally Master Owner Trust
		4,885,000	1.54%, 09/15/2019		4,885,957
		4,890,000	1.60%, 10/15/2019		4,890,960
		3,480,000	Atlas Senior Loan Fund Ltd. 2.57%, 01/15/2030^(1)(4)(5)		3,480,000
			Bayview Opportunity Master Fund Trust
		842,506	3.50%, 01/28/2055⁽¹⁾⁽⁴⁾		864,040
		880,000	3.50%, 06/28/2057⁽¹⁾⁽⁴⁾		906,205
		802,890	4.00%, 11/28/2053⁽¹⁾⁽⁴⁾		830,992
		1,088,739	4.00%, 10/28/2064⁽¹⁾⁽⁴⁾		1,124,994
		2,000,000	BlueMountain CLO Ltd. 2.76%, 10/15/2026⁽¹⁾⁽⁴⁾		1,997,988
		2,000,000	CIFC Funding Ltd. 2.76%, 04/18/2025⁽¹⁾⁽⁴⁾		1,997,988
		1,015,000	CNH Equipment Trust 1.75%, 04/15/2021		1,015,430


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.2% - (continued)
			Asset-Backed - Finance & Insurance - 2.1% - (continued)
			Ford Credit Floorplan Master Owner Trust
	$	2,575,000	1.75%, 07/15/2021	$	2,557,337
		430,000	2.09%, 03/15/2022⁽¹⁾		431,646
		1,040,000	GreatAmerica Leasing Receivables Funding LLC 2.36%, 01/20/2023⁽¹⁾		1,040,582
		4,000,000	Madison Park Funding Ltd. 2.28%, 07/20/2026⁽¹⁾⁽⁴⁾		4,007,340
			MMAF Equipment Finance LLC
		950,418	1.39%, 12/17/2018⁽¹⁾		950,308
		590,000	1.73%, 05/18/2020⁽¹⁾		589,930
		1,000,000	2.21%, 12/15/2032⁽¹⁾		994,278
		599,928	Nationstar HECM Loan Trust 1.97%, 05/25/2027⁽¹⁾		599,437
		3,825,000	Oaktree EIF Ltd. 2.33%, 11/15/2025⁽¹⁾⁽⁴⁾		3,823,053
		2,465,000	Octagon Loan Funding Ltd. 2.32%, 11/18/2026⁽¹⁾⁽⁴⁾		2,463,745
			OneMain Financial Issuance Trust
		440,000	3.66%, 02/20/2029⁽¹⁾		450,294
		870,000	4.10%, 03/20/2028⁽¹⁾		887,486
		1,565,000	SBA Tower Trust 2.90%, 10/15/2044⁽¹⁾⁽⁶⁾		1,573,244
			Springleaf Funding Trust
		1,765,000	3.16%, 11/15/2024⁽¹⁾		1,780,964
		755,000	3.48%, 05/15/2028⁽¹⁾		768,412
		1,965,000	SPS Servicer Advance Receivables Trust 2.53%, 11/16/2048⁽¹⁾		1,947,873
			Towd Point Mortgage Trust
		1,537,331	2.75%, 10/25/2056⁽¹⁾⁽⁴⁾		1,535,580
		404,422	2.75%, 04/25/2057⁽¹⁾⁽⁴⁾		408,278

					48,804,341

			Asset-Backed - Home Equity - 0.0%
		7,906	New Century Home Equity Loan Trust 1.80%, 03/25/2035⁽⁴⁾		7,902

			Commercial Mortgage - Backed Securities - 0.8%
		1,575,000	Commercial Mortgage Trust 3.18%, 02/10/2048		1,594,048
			CSAIL Commercial Mortgage Trust
		3,200,000	3.50%, 06/15/2057		3,278,902
		3,400,000	3.51%, 04/15/2050		3,512,448
		2,220,000	CSMC Trust 2.76%, 04/05/2033⁽¹⁾		2,246,416
		710,000	JP Morgan Chase Commercial Mortgage Securities Trust 3.91%, 01/15/2049		754,056
		704,992	LB-UBS Commercial Mortgage Trust 6.30%, 04/15/2041⁽⁴⁾		718,607
		3,100,000	Morgan Stanley Bank of America Merrill Lynch Trust 3.31%, 04/15/2048		3,158,037
		2,500,000	SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043⁽¹⁾⁽⁴⁾		2,524,757
		1,800,000	SG Commercial Mortgage Securities Trust 3.06%, 10/10/2048		1,771,834

					19,559,105

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


		49

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.2% - (continued)
			Whole Loan Collateral CMO - 0.2%
			Deephaven Residential Mortgage Trust
	$	1,015,000	2.45%, 06/25/2047⁽¹⁾⁽⁴⁾	$	1,011,894
		510,081	2.73%, 12/26/2046⁽¹⁾⁽⁴⁾		509,920
		522,978	Mill City Mortgage Loan Trust 2.50%, 04/25/2057⁽¹⁾⁽⁴⁾		523,984
		1,414,190	New Residential Mortgage Loan Trust 4.00%, 04/25/2057⁽¹⁾⁽⁴⁾		1,472,902
		1,153,009	Towd Point Mortgage Trust 2.25%, 04/25/2056⁽¹⁾⁽⁴⁾		1,149,503

					4,668,203


			Total Asset & Commercial Mortgage Backed Securities (cost $96,837,251)	$	96,439,500



CORPORATE BONDS - 19.3%
			Advertising - 0.0%
	$	1,065,000	Omnicom Group, Inc. 3.60%, 04/15/2026	$	1,071,553

			Aerospace/Defense - 0.2%
		850,000	BAE Systems Holdings, Inc. 3.85%, 12/15/2025⁽¹⁾		884,397
			Lockheed Martin Corp.
		1,625,000	4.07%, 12/15/2042		1,660,958
		256,000	4.50%, 05/15/2036		279,189
		340,000	4.70%, 05/15/2046		382,040
		560,000	4.85%, 09/15/2041		634,156

					3,840,740

			Agriculture - 0.4%
			Altria Group, Inc.
		560,000	4.50%, 05/02/2043		596,152
		1,995,000	4.75%, 05/05/2021		2,175,962
			BAT International Finance plc
		685,000	2.75%, 06/15/2020⁽¹⁾		693,948
		2,775,000	3.25%, 06/07/2022⁽¹⁾		2,833,317
		290,000	3.50%, 06/15/2022⁽¹⁾		298,889
		1,065,000	Imperial Brands Finance plc 3.75%, 07/21/2022⁽¹⁾		1,108,811
			Philip Morris International, Inc.
		325,000	4.88%, 11/15/2043		363,128
		270,000	5.65%, 05/16/2018		279,289

					8,349,496

			Airlines - 0.2%
		3,049,703	Continental Airlines, Inc. 5.98%, 04/19/2022		3,354,674
		2,235,051	Southwest Airlines Co. 6.15%, 08/01/2022		2,469,731

					5,824,405

			Auto Manufacturers - 0.4%
		150,000	Daimler Finance North America LLC 2.25%, 07/31/2019⁽¹⁾		150,679
		665,000	Ford Motor Co. 4.35%, 12/08/2026		684,578
		4,200,000	Ford Motor Credit Co. LLC 3.10%, 05/04/2023		4,149,646
			General Motors Financial Co., Inc.
		3,185,000	3.70%, 05/09/2023		3,234,237


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 19.3% - (continued)
			Auto Manufacturers - 0.4% - (continued)
	$	1,735,000	3.95%, 04/13/2024	$	1,759,641
		580,000	Volkswagen Group of America Finance LLC 2.45%, 11/20/2019⁽¹⁾		583,206

					10,561,987

			Beverages - 0.3%
			Anheuser-Busch InBev Finance, Inc.
		1,750,000	3.65%, 02/01/2026		1,802,973
		310,000	4.70%, 02/01/2036		341,199
		280,000	4.90%, 02/01/2046		316,020
		480,000	Anheuser-Busch InBev Worldwide, Inc. 3.75%, 07/15/2042		464,571
			Coca-Cola Femsa S.A.B. de C.V.
		1,176,000	2.38%, 11/26/2018		1,181,858
		1,300,000	3.88%, 11/26/2023		1,361,387
		245,000	Constellation Brands, Inc. 2.70%, 05/09/2022		244,701
			Molson Coors Brewing Co.
		765,000	3.50%, 05/01/2022		792,383
		215,000	5.00%, 05/01/2042		237,359

					6,742,451

			Biotechnology - 0.2%
		265,000	Amgen, Inc. 4.56%, 06/15/2048		278,822
		1,340,000	Biogen, Inc. 2.90%, 09/15/2020		1,366,861
			Celgene Corp.
		230,000	2.25%, 05/15/2019		231,599
		770,000	3.55%, 08/15/2022		801,581
		535,000	3.63%, 05/15/2024		554,180
			Gilead Sciences, Inc.
		335,000	2.55%, 09/01/2020		339,828
		930,000	3.70%, 04/01/2024		966,816

					4,539,687

			Chemicals - 0.1%
		1,950,000	Agrium, Inc. 3.15%, 10/01/2022		1,989,415

			Commercial Banks - 5.1%
		4,300,000	American Express Centurion Bank 6.00%, 09/13/2017		4,335,122
			Bank of America Corp.
		1,220,000	2.63%, 10/19/2020		1,232,301
		2,950,000	4.20%, 08/26/2024		3,062,407
		1,655,000	5.00%, 05/13/2021		1,805,817
		1,000,000	6.40%, 08/28/2017		1,007,101
		6,000,000	6.88%, 04/25/2018		6,243,774
		2,020,000	Bank of New York Mellon Corp. 2.15%, 02/24/2020		2,031,649
		2,830,000	Banque Federative du Credit Mutuel S.A. 2.75%, 10/15/2020⁽¹⁾		2,874,906
		800,000	Barclays Bank plc 6.05%, 12/04/2017⁽¹⁾		813,729
		2,740,000	Barclays plc 3.20%, 08/10/2021		2,779,382
			BNP Paribas S.A.
		2,075,000	2.40%, 12/12/2018		2,092,575
		590,000	2.95%, 05/23/2022⁽¹⁾		595,875
			BPCE S.A.
		365,000	2.50%, 12/10/2018		368,250

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


		50

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 19.3% - (continued)
			Commercial Banks - 5.1% - (continued)
	$	305,000	3.00%, 05/22/2022⁽¹⁾	$	307,653
		2,225,000	5.15%, 07/21/2024⁽¹⁾		2,377,119
			Capital One Financial Corp.
		2,875,000	3.75%, 04/24/2024		2,937,764
		815,000	4.20%, 10/29/2025		821,799
			Citigroup, Inc.
		1,220,000	2.50%, 07/29/2019		1,230,957
		533,000	5.30%, 05/06/2044		603,132
		290,000	8.13%, 07/15/2039		445,247
		1,695,000	Citizens Bank NA 2.55%, 05/13/2021		1,695,936
		505,000	Compass Bank 2.75%, 09/29/2019		508,911
			Credit Agricole S.A.
		950,000	2.50%, 04/15/2019⁽¹⁾		959,306
		790,000	4.38%, 03/17/2025⁽¹⁾		818,835
			Credit Suisse AG
		945,000	2.30%, 05/28/2019		951,217
		855,000	3.00%, 10/29/2021		871,281
		250,000	3.63%, 09/09/2024		258,250
		530,000	Credit Suisse Group AG 3.57%, 01/09/2023⁽¹⁾		543,110
			Credit Suisse Group Funding Guernsey Ltd.
		1,425,000	3.75%, 03/26/2025		1,439,753
		1,885,000	3.80%, 09/15/2022		1,958,479
		2,210,000	Deutsche Bank AG 4.25%, 10/14/2021		2,317,589
			Goldman Sachs Group, Inc.
		3,335,000	2.38%, 01/22/2018		3,349,794
		1,700,000	6.15%, 04/01/2018		1,754,553
		2,590,000	6.25%, 02/01/2041		3,383,294
			HSBC Holdings plc
		1,030,000	3.40%, 03/08/2021		1,058,631
		4,625,000	3.60%, 05/25/2023		4,779,526
		370,000	4.04%, 03/13/2028⁽⁴⁾		383,238
			Huntington National Bank
		2,120,000	2.20%, 11/06/2018		2,125,862
		1,490,000	2.40%, 04/01/2020		1,499,938
			ING Groep N.V.
		345,000	3.15%, 03/29/2022		351,571
		1,100,000	3.95%, 03/29/2027		1,143,827
			JP Morgan Chase & Co.
		2,240,000	3.25%, 09/23/2022		2,295,603
		2,000,000	4.95%, 03/25/2020		2,144,958
		705,000	5.40%, 01/06/2042		853,055
		2,600,000	Korea Development Bank 2.50%, 03/11/2020		2,609,938
		470,000	Macquarie Bank Ltd. 2.40%, 01/21/2020⁽¹⁾		470,804
			Morgan Stanley
		4,875,000	2.50%, 01/24/2019		4,912,630
		1,450,000	3.13%, 07/27/2026		1,409,758
		1,800,000	3.63%, 01/20/2027		1,812,942
		1,000,000	3.70%, 10/23/2024		1,026,258
		515,000	4.30%, 01/27/2045		532,571
		250,000	5.63%, 09/23/2019		268,579
		4,250,000	National City Corp. 6.88%, 05/15/2019		4,624,438
		4,905,000	NBK SPC Ltd. 2.75%, 05/30/2022⁽¹⁾		4,851,163


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 19.3% - (continued)
			Commercial Banks - 5.1% - (continued)
	$	4,795,000	Santander Bank NA 8.75%, 05/30/2018	$	5,082,604
			Santander UK plc
		1,375,000	2.50%, 03/14/2019		1,386,131
		2,150,000	5.00%, 11/07/2023⁽¹⁾		2,304,839
		1,775,000	Societe Generale S.A. 3.25%, 01/12/2022⁽¹⁾		1,814,639
		640,000	SunTrust Bank 3.30%, 05/15/2026		625,514
			UBS Group Funding Switzerland AG
		1,665,000	2.95%, 09/24/2020⁽¹⁾		1,700,909
		1,900,000	3.00%, 04/15/2021⁽¹⁾		1,929,140
			Wells Fargo & Co.
		4,344,000	4.48%, 01/16/2024		4,656,108
		850,000	4.75%, 12/07/2046		907,523

					118,339,564

			Commercial Services - 0.4%
			Catholic Health Initiatives
		765,000	2.60%, 08/01/2018		769,043
		1,808,000	2.95%, 11/01/2022		1,767,828
		245,000	4.35%, 11/01/2042		221,127
			ERAC USA Finance LLC
		655,000	2.35%, 10/15/2019⁽¹⁾		656,018
		1,800,000	4.50%, 08/16/2021⁽¹⁾		1,927,548
		1,500,000	5.63%, 03/15/2042⁽¹⁾		1,703,482
		2,545,000	Total System Services, Inc. 3.80%, 04/01/2021		2,650,287

					9,695,333

			Construction Materials - 0.0%
		656,000	LafargeHolcim Finance US LLC 4.75%, 09/22/2046⁽¹⁾		682,381

			Diversified Financial Services - 1.0%
		1,655,000	Capital One Bank USA NA 2.15%, 11/21/2018		1,657,226
		2,475,000	CDP Financial, Inc. 4.40%, 11/25/2019⁽¹⁾		2,615,491
			GE Capital International Funding Co.
		1,139,000	2.34%, 11/15/2020		1,148,106
		2,222,000	4.42%, 11/15/2035		2,418,398
		1,910,000	LeasePlan Corp. N.V. 2.88%, 01/22/2019⁽¹⁾		1,916,055
		8,315,255	Postal Square L.P. 8.95%, 06/15/2022		9,664,505
			Synchrony Financial
		2,045,000	2.60%, 01/15/2019		2,055,920
		520,000	2.70%, 02/03/2020		522,637
		355,000	3.00%, 08/15/2019		360,005

					22,358,343

			Electric - 2.1%
		1,300,000	Berkshire Hathaway Energy Co. 4.50%, 02/01/2045		1,407,427
			Dominion Energy, Inc.
		725,000	2.96%, 07/01/2019⁽⁶⁾		735,841
		2,850,000	3.63%, 12/01/2024		2,919,868
		1,750,000	4.10%, 04/01/2021⁽⁶⁾		1,836,765
		1,200,000	Duke Energy Carolinas LLC 6.10%, 06/01/2037		1,550,437

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


		51

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 19.3% - (continued)
			Electric - 2.1% - (continued)
	$	855,000	Duke Energy Corp. 2.65%, 09/01/2026	$	812,023
		1,375,000	Electricite de France S.A. 5.63%, 01/22/2024^(1)(4)(7)		1,415,906
		365,000	Emera U.S. Finance L.P. 2.70%, 06/15/2021		365,559
		1,305,000	Entergy Corp. 2.95%, 09/01/2026		1,249,620
		285,000	Eversource Energy 3.15%, 01/15/2025		285,830
		1,995,000	FirstEnergy Corp. 3.90%, 07/15/2027		2,001,380
		1,705,000	Fortis, Inc. 3.06%, 10/04/2026		1,646,842
		1,000,000	Georgia Power Co. 5.95%, 02/01/2039		1,230,152
		1,275,000	Indianapolis Power and Light Co. 6.60%, 06/01/2037⁽¹⁾		1,593,109
			NextEra Energy Capital Holdings, Inc.
		4,750,000	2.06%, 09/01/2017		4,752,218
		1,700,000	3.55%, 05/01/2027		1,727,003
		340,000	NiSource Finance Corp. 4.80%, 02/15/2044		368,311
		750,000	Oglethorpe Power Corp. 5.25%, 09/01/2050		809,935
			Oncor Electric Delivery Co. LLC
		385,000	2.95%, 04/01/2025		384,356
		1,185,000	4.10%, 06/01/2022		1,261,613
			Pacific Gas & Electric Co.
		695,000	3.85%, 11/15/2023		738,628
		435,000	5.13%, 11/15/2043		516,755
			SCANA Corp.
		2,031,000	4.13%, 02/01/2022		2,042,993
		2,780,000	4.75%, 05/15/2021		2,894,689
		1,100,000	6.25%, 04/01/2020		1,190,972
			South Carolina Electric & Gas Co.
		215,000	4.35%, 02/01/2042		216,580
		280,000	4.60%, 06/15/2043		290,494
		1,180,000	6.05%, 01/15/2038		1,433,954
		2,000,000	Southern California Edison Co. 5.55%, 01/15/2037		2,450,826
			Southern Co.
		1,450,000	2.75%, 06/15/2020		1,466,868
		2,050,000	2.95%, 07/01/2023		2,036,859
			State Grid Overseas Investment Ltd.
		1,795,000	2.75%, 05/07/2019⁽¹⁾		1,811,516
		1,485,000	2.75%, 05/04/2022⁽¹⁾		1,478,005
		1,490,000	3.50%, 05/04/2027⁽¹⁾		1,487,366

					48,410,700

			Engineering & Construction - 0.1%
		1,235,000	SBA Tower Trust 2.88%, 07/15/2021⁽¹⁾		1,232,468

			Food - 0.3%
			Kraft Heinz Foods Co.
		530,000	3.00%, 06/01/2026		507,237
		2,030,000	3.50%, 07/15/2022		2,092,906
		965,000	4.38%, 06/01/2046		945,057
			Kroger Co.
		620,000	3.30%, 01/15/2021		633,783
		1,065,000	4.00%, 02/01/2024		1,103,361


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 19.3% - (continued)
			Food - 0.3% - (continued)
	$	815,000	4.45%, 02/01/2047	$	785,584
		880,000	Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026⁽¹⁾		894,080

					6,962,008

			Gas - 0.2%
		1,870,000	KeySpan Gas East Corp. 2.74%, 08/15/2026⁽¹⁾		1,804,834
		1,910,000	Sempra Energy 3.25%, 06/15/2027		1,882,179

					3,687,013

			Healthcare-Products - 0.1%
			Medtronic, Inc.
		545,000	2.50%, 03/15/2020		552,898
		775,000	3.15%, 03/15/2022		801,999
		1,230,000	3.50%, 03/15/2025		1,279,522
		310,000	3.63%, 03/15/2024		326,333
		192,000	4.38%, 03/15/2035		209,715

					3,170,467

			Healthcare-Services - 0.4%
		1,655,000	Aetna, Inc. 2.80%, 06/15/2023		1,652,129
			Anthem, Inc.
		421,000	3.30%, 01/15/2023		429,379
		675,000	4.65%, 08/15/2044		731,123
		135,000	Catholic Health Initiatives 4.20%, 08/01/2023		137,068
			Dignity Health
		180,000	2.64%, 11/01/2019		182,090
		380,000	3.81%, 11/01/2024		389,896
		521,000	Kaiser Foundation Hospitals 3.50%, 04/01/2022		543,929
		3,475,000	SSM Health Care Corp. 3.82%, 06/01/2027		3,561,013
			UnitedHealth Group, Inc.
		920,000	3.35%, 07/15/2022		960,494
		1,440,000	3.75%, 07/15/2025		1,516,683

					10,103,804

			Household Products - 0.3%
		5,332,352	Procter & Gamble Co. 9.36%, 01/01/2021		6,035,700

			Insurance - 0.4%
		1,445,000	Berkshire Hathaway, Inc. 2.75%, 03/15/2023		1,464,146
			Chubb INA Holdings, Inc.
		495,000	2.30%, 11/03/2020		497,822
		840,000	3.35%, 05/15/2024		869,817
		200,000	Five Corners Funding Trust 4.42%, 11/15/2023⁽¹⁾		214,777
		550,000	Liberty Mutual Group, Inc. 4.25%, 06/15/2023⁽¹⁾		585,137
			MetLife, Inc.
		305,000	1.90%, 12/15/2017		305,514
		2,205,000	3.60%, 04/10/2024		2,316,966
		795,000	4.88%, 11/13/2043		898,640
		2,220,000	Trinity Acquisition plc 4.40%, 03/15/2026		2,318,162

					9,470,981

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


		52

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 19.3% - (continued)
			Internet - 0.2%
			Alibaba Group Holding Ltd.
	$	200,000	2.50%, 11/28/2019	$	201,519
		1,045,000	3.60%, 11/28/2024		1,076,287
			Amazon.com, Inc.
		1,250,000	2.50%, 11/29/2022		1,260,006
		1,020,000	4.80%, 12/05/2034		1,174,224
		480,000	4.95%, 12/05/2044		565,674

					4,277,710

			IT Services - 0.1%
			Apple, Inc.
		80,000	2.45%, 08/04/2026		76,497
		546,000	3.25%, 02/23/2026		555,777
		1,360,000	3.45%, 05/06/2024		1,414,787

					2,047,061

			Lodging - 0.1%
			Marriott International, Inc.
		1,310,000	2.30%, 01/15/2022		1,292,760
		1,900,000	2.88%, 03/01/2021		1,928,031

					3,220,791

			Machinery - Construction & Mining - 0.1%
		1,500,000	Caterpillar Financial Services Corp. 3.30%, 06/09/2024		1,547,022

			Media - 0.6%
			21st Century Fox America, Inc.
		385,000	4.00%, 10/01/2023		406,615
		1,275,000	4.50%, 02/15/2021		1,366,289
		645,000	Charter Communications Operating LLC / Charter Communications Operating Capital 6.48%, 10/23/2045		774,137
		2,050,000	Comcast Corp. 4.40%, 08/15/2035		2,203,621
		2,320,000	Cox Communications, Inc. 4.80%, 02/01/2035⁽¹⁾		2,268,730
			Grupo Televisa S.A.B.
		420,000	5.00%, 05/13/2045		404,031
		700,000	6.13%, 01/31/2046		777,848
			Sky plc
		1,265,000	2.63%, 09/16/2019⁽¹⁾		1,273,558
		2,386,000	3.75%, 09/16/2024⁽¹⁾		2,450,878
			Time Warner Cable LLC
		395,000	6.55%, 05/01/2037		471,676
		250,000	7.30%, 07/01/2038		319,537
		480,000	8.25%, 04/01/2019		529,513
		40,000	8.75%, 02/14/2019		43,996
		130,000	Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023		163,574
		835,000	Viacom, Inc. 3.88%, 12/15/2021		870,628

					14,324,631

			Mining - 0.1%
		1,575,000	Glencore Finance Canada Ltd. 4.25%, 10/25/2022⁽¹⁾		1,631,650

			Miscellaneous Manufacturing - 0.1%
		1,165,000	Pentair Finance S.A. 2.90%, 09/15/2018		1,177,029


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 19.3% - (continued)
			Oil & Gas - 1.4%
	$	1,665,000	Anadarko Petroleum Corp. 4.85%, 03/15/2021	$	1,777,121
		1,200,000	BG Energy Capital plc 4.00%, 10/15/2021⁽¹⁾		1,272,736
			BP Capital Markets plc
		655,000	3.25%, 05/06/2022		673,788
		140,000	3.99%, 09/26/2023		148,572
		2,850,000	4.75%, 03/10/2019		2,989,542
			ConocoPhillips Co.
		195,000	2.88%, 11/15/2021		198,130
		795,000	3.35%, 05/15/2025		807,699
		370,000	4.20%, 03/15/2021		392,291
		395,000	4.30%, 11/15/2044		403,298
		130,000	4.95%, 03/15/2026		144,783
		56,000	5.75%, 02/01/2019		59,273
		2,695,000	Devon Energy Corp. 3.25%, 05/15/2022		2,678,407
		920,000	Marathon Oil Corp. 2.70%, 06/01/2020		911,880
		1,231,000	Noble Energy, Inc. 4.15%, 12/15/2021		1,297,086
			Petroleos Mexicanos
		40,000	5.38%, 03/13/2022⁽¹⁾		42,110
		2,900,000	5.50%, 01/21/2021		3,042,100
		2,425,000	6.75%, 09/21/2047		2,448,959
		3,540,000	Pioneer Natural Resources Co. 7.50%, 01/15/2020		3,984,096
			Shell International Finance B.V.
		691,000	3.25%, 05/11/2025		705,868
		500,000	4.38%, 03/25/2020		532,105
		3,950,000	Sinopec Group Overseas Development Ltd. 2.50%, 04/28/2020⁽¹⁾		3,968,599
			Statoil ASA
		340,000	2.25%, 11/08/2019		342,141
		160,000	2.45%, 01/17/2023		158,337
		495,000	2.75%, 11/10/2021		502,161
		1,850,000	2.90%, 11/08/2020		1,894,478
		210,000	3.25%, 11/10/2024		214,576
		45,000	3.70%, 03/01/2024		47,269
		1,375,000	Total Capital International S.A. 2.70%, 01/25/2023		1,382,023

					33,019,428

			Oil & Gas Services - 0.1%
		940,000	Schlumberger Holdings Corp. 3.00%, 12/21/2020⁽¹⁾		957,105
		1,625,000	Schlumberger Investment S.A. 3.65%, 12/01/2023		1,708,088

					2,665,193

			Pharmaceuticals - 1.3%
		270,000	AbbVie, Inc. 3.20%, 11/06/2022		276,928
			Allergan Funding SCS
		1,195,000	3.00%, 03/12/2020		1,220,357
		1,170,000	3.45%, 03/15/2022		1,206,056
		1,000,000	4.55%, 03/15/2035		1,067,328
		600,000	4.85%, 06/15/2044		648,874
			Bayer US Finance LLC
		260,000	2.38%, 10/08/2019⁽¹⁾		262,070
		1,215,000	3.00%, 10/08/2021⁽¹⁾		1,239,524

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


		53

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 19.3% - (continued)
			Pharmaceuticals - 1.3% - (continued)
			Cardinal Health, Inc.
	$	990,000	2.40%, 11/15/2019	$	995,645
		445,000	3.08%, 06/15/2024		446,073
		880,000	3.50%, 11/15/2024		898,989
		1,035,000	4.50%, 11/15/2044		1,048,526
			EMD Finance LLC
		2,015,000	2.95%, 03/19/2022⁽¹⁾		2,050,774
		3,000,000	3.25%, 03/19/2025⁽¹⁾		3,010,563
		1,525,000	Express Scripts Holding Co. 2.25%, 06/15/2019		1,530,054
			Forest Laboratories LLC
		142,000	4.88%, 02/15/2021⁽¹⁾		152,779
		800,000	5.00%, 12/15/2021⁽¹⁾		873,443
			McKesson Corp.
		100,000	2.85%, 03/15/2023		99,928
		650,000	3.80%, 03/15/2024		676,559
			Merck & Co., Inc.
		1,960,000	2.75%, 02/10/2025		1,953,702
		1,640,000	2.80%, 05/18/2023		1,671,086
		1,925,000	Mylan N.V. 3.00%, 12/15/2018		1,950,984
		755,000	Teva Pharmaceutical Finance Co. B.V. 3.65%, 11/10/2021		779,636
			Teva Pharmaceutical Finance Netherlands B.V.
		5,215,000	2.80%, 07/21/2023		5,072,344
		675,000	4.10%, 10/01/2046		621,730

					29,753,952

			Pipelines - 0.7%
		990,000	Columbia Pipeline Group, Inc. 2.45%, 06/01/2018		994,542
			Energy Transfer L.P.
		1,165,000	3.60%, 02/01/2023		1,170,395
		800,000	5.15%, 03/15/2045		777,260
		872,000	7.60%, 02/01/2024		1,016,533
		1,500,000	Kinder Morgan Energy Partners L.P. 6.95%, 01/15/2038		1,791,447
		2,425,000	Phillips 66 Partners L.P. 3.61%, 02/15/2025		2,401,371
		375,000	Regency Energy Partners L.P. / Regency Energy Finance Corp. 4.50%, 11/01/2023		389,108
			Sunoco Logistics Partners Operations L.P.
		610,000	3.45%, 01/15/2023		612,181
		1,724,000	4.40%, 04/01/2021		1,811,462
		1,036,000	TransCanada PipeLines Ltd. 4.88%, 01/15/2026		1,158,812
		1,470,000	Transcanada Trust 5.30%, 03/15/2077⁽⁴⁾		1,511,160
		2,470,000	Western Gas Partners L.P. 4.00%, 07/01/2022		2,531,972

					16,166,243

			Real Estate - 0.1%
			WEA Finance LLC / Westfield UK & Europe Finance plc
		480,000	1.75%, 09/15/2017⁽¹⁾		479,998
		730,000	2.70%, 09/17/2019⁽¹⁾		736,033
		1,400,000	3.25%, 10/05/2020⁽¹⁾		1,424,729

					2,640,760


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 19.3% - (continued)
			Real Estate Investment Trusts - 0.4%
			American Tower Corp.
	$	975,000	3.45%, 09/15/2021	$	1,005,461
		1,110,000	5.00%, 02/15/2024		1,226,473
		760,000	AvalonBay Communities, Inc. 3.63%, 10/01/2020		787,735
		940,000	Crown Castle International Corp. 3.70%, 06/15/2026		948,049
		2,960,000	HCP, Inc. 4.00%, 06/01/2025		3,032,073
		1,735,000	Scentre Group Trust 2.38%, 11/05/2019⁽¹⁾		1,738,902

					8,738,693

			Retail - 0.5%
			AutoZone, Inc.
		900,000	3.13%, 07/15/2023		904,447
		1,908,000	3.70%, 04/15/2022		1,978,701
		920,000	3.75%, 06/01/2027		920,259
			CVS Health Corp.
		2,100,000	4.00%, 12/05/2023		2,218,253
		685,000	4.88%, 07/20/2035		760,843
		1,185,000	5.13%, 07/20/2045		1,358,478
		325,000	Home Depot, Inc. 4.40%, 03/15/2045		355,946
		850,000	Lowe’s Cos., Inc. 4.63%, 04/15/2020		901,821
		1,435,000	O’Reilly Automotive, Inc. 3.80%, 09/01/2022		1,508,696

					10,907,444

			Savings & Loans - 0.1%
		1,610,000	Nationwide Building Society 2.35%, 01/21/2020⁽¹⁾		1,615,976

			Semiconductors - 0.1%
		1,560,000	Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.63%, 01/15/2024⁽¹⁾		1,595,877
		1,220,000	QUALCOMM, Inc. 2.10%, 05/20/2020		1,225,577

					2,821,454

			Software - 0.1%
			Microsoft Corp.
		1,605,000	2.40%, 08/08/2026		1,544,615
		1,230,000	3.70%, 08/08/2046		1,217,132

					2,761,747

			Telecommunications - 0.8%
			America Movil S.A.B. de C.V.
		635,000	3.13%, 07/16/2022		647,198
		390,000	6.13%, 03/30/2040		473,197
			AT&T, Inc.
		355,000	3.95%, 01/15/2025		361,809
		2,185,000	4.45%, 04/01/2024		2,300,145
		990,000	4.50%, 03/09/2048		926,317
		715,000	GTP Acquisition Partners I LLC 2.35%, 06/15/2020⁽¹⁾		706,928
			Orange S.A.
		2,200,000	4.13%, 09/14/2021		2,338,961
		576,000	9.00%, 03/01/2031		871,236
			Verizon Communications, Inc.
		2,300,000	2.95%, 03/15/2022⁽¹⁾		2,315,980

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


		54

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 19.3% - (continued)
			Telecommunications - 0.8% - (continued)
	$	4,795,000	4.50%, 09/15/2020	$	5,122,220
		1,911,000	4.52%, 09/15/2048		1,807,982
		715,000	4.75%, 11/01/2041		711,162
		283,000	4.81%, 03/15/2039⁽¹⁾		286,062

					18,869,197

			Transportation - 0.2%
			FedEx Corp.
		845,000	4.90%, 01/15/2034		940,564
		1,435,000	5.10%, 01/15/2044		1,610,424
			Penske Truck Leasing Co. L.P. / PTL Finance Corp.
		1,685,000	3.20%, 07/15/2020⁽¹⁾		1,728,077
		1,100,000	3.38%, 02/01/2022⁽¹⁾		1,126,822

					5,405,887


			Total Corporate Bonds (cost $431,367,110)	$	446,660,364



FOREIGN GOVERNMENT OBLIGATIONS - 0.4%
			Mexico - 0.2%
			Mexico Government International Bond
	$	1,674,000	3.50%, 01/21/2021	$	1,741,797
		1,566,000	4.15%, 03/28/2027		1,621,593
		150,000	4.75%, 03/08/2044		150,150

					3,513,540

			Qatar - 0.1%
		2,075,000	Qatar Government International Bond 2.38%, 06/02/2021⁽¹⁾		2,023,922

			Saudi Arabia - 0.0%
		935,000	Saudi Government International Bond 2.38%, 10/26/2021⁽¹⁾		920,040

			South Korea - 0.1%
		2,300,000	Export-Import Bank of Korea 1.75%, 05/26/2019		2,284,291


			Total Foreign Government Obligations (cost $8,610,985)	$	8,741,793



MUNICIPAL BONDS - 1.6%
			General - 0.4%
	$	1,985,000	Chicago, IL, Transit Auth 6.90%, 12/01/2040	$	2,524,960
		1,345,000	Kansas, Development FA 4.93%, 04/15/2045		1,471,954
		2,400,000	New Jersey State, Economic DA 3.80%, 06/15/2018		2,420,352
		410,000	New York City, Transitional FA Building Aid Rev 6.83%, 07/15/2040		544,398
		3,530,000	New York State Urban Development Corp. 2.10%, 03/15/2022		3,522,834

					10,484,498

			General Obligation - 0.6%
			California State, GO Taxable
		1,100,000	7.35%, 11/01/2039		1,616,175
		1,235,000	7.55%, 04/01/2039		1,885,499


Shares or Principal Amount				Market Value^†
MUNICIPAL BONDS - 1.6% - (continued)
			General Obligation - 0.6% - (continued)
	$	685,000	Chicago, IL, Metropolitan Water Reclamation GO 5.72%, 12/01/2038	$	837,173
			Illinois State, GO
		4,640,000	5.10%, 06/01/2033		4,343,597
		75,000	5.16%, 02/01/2018		75,776
		590,000	5.20%, 03/01/2018		600,166
		2,320,000	5.67%, 03/01/2018		2,357,932
		1,785,000	Los Angeles, CA, Unified School District GO 5.75%, 07/01/2034		2,254,562

					13,970,880

			Higher Education - 0.1%
		1,460,000	University of California, Build America Bonds Rev 5.77%, 05/15/2043		1,870,202

			Medical - 0.1%
		1,935,000	University of California, Regents MedCenter Pooled Rev 6.58%, 05/15/2049		2,629,065

			Power - 0.0%
		485,000	New York, Utility Debt Securitization Auth 3.44%, 12/15/2025		502,950

			Transportation - 0.3%
		1,875,000	Illinois State Toll Highway Auth, Taxable Rev 6.18%, 01/01/2034		2,396,119
			New York and New Jersey PA, Taxable Rev
		685,000	4.81%, 10/15/2065		793,819
		570,000	6.04%, 12/01/2029		729,036
		1,400,000	North Texas Tollway Auth Rev 6.72%, 01/01/2049		2,041,998

					5,960,972

			Utility - Electric - 0.1%
		1,265,000	Municipal Electric Auth, GA 6.64%, 04/01/2057		1,550,991


			Total Municipal Bonds (cost $33,137,649)	$	36,969,558



U.S. GOVERNMENT AGENCIES - 0.4%
			FHLMC - 0.0%
	$	43,054	2.96%, 04/01/2029⁽⁴⁾	$	44,448
		36,752	4.00%, 03/01/2041		38,809

					83,257

			FNMA - 0.2%
		90,935	4.50%, 11/01/2023		97,533
		137,905	4.50%, 03/01/2038		148,218
		92,509	4.50%, 11/01/2039		99,640
		58,200	4.50%, 04/01/2040		63,187
		143,571	4.50%, 08/01/2040		155,289
		54,429	4.50%, 02/01/2041		58,874
		661,161	4.50%, 04/01/2041		715,128
		440,641	4.50%, 06/01/2041		476,681
		633,399	4.50%, 07/01/2041		683,863
		251,724	4.50%, 09/01/2041		271,891
		96,278	4.50%, 07/01/2044		103,399
		950,000	4.50%, 07/01/2047⁽⁵⁾⁽⁸⁾		1,019,060
		900,000	4.50%, 08/01/2047⁽⁵⁾⁽⁸⁾		964,213

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


		55

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 0.4% - (continued)
			FNMA - 0.2% - (continued)
	$	2,029	5.00%, 02/01/2019	$	2,078
		24,154	5.00%, 04/01/2019		24,735

					4,883,789

			GNMA - 0.2%
		117,934	5.00%, 07/15/2037		129,593
		17,345	6.00%, 06/15/2024		19,553
		6,115	6.00%, 07/15/2026		6,894
		8,997	6.00%, 01/15/2028		10,142
		2,500	6.00%, 03/15/2028		2,863
		62,441	6.00%, 04/15/2028		70,445
		99,704	6.00%, 05/15/2028		112,398
		21,611	6.00%, 06/15/2028		24,362
		55,868	6.00%, 07/15/2028		62,981
		19,601	6.00%, 08/15/2028		22,097
		76,597	6.00%, 09/15/2028		86,350
		126,770	6.00%, 10/15/2028		142,147
		206,646	6.00%, 11/15/2028		232,993
		137,408	6.00%, 12/15/2028		154,906
		4,074	6.00%, 12/15/2031		4,693
		31,647	6.00%, 09/15/2032		37,318
		10,704	6.00%, 11/15/2032		12,512
		19,927	6.00%, 01/15/2033		22,464
		2,092	6.00%, 04/15/2033		2,358
		111,146	6.00%, 06/15/2033		127,045
		43,397	6.00%, 10/15/2033		49,435
		5,532	6.00%, 11/15/2033		6,278
		95,754	6.00%, 10/15/2034		108,625
		61,223	6.00%, 01/15/2035		69,018
		7,816	6.00%, 05/15/2035		8,811
		15,474	6.00%, 06/15/2035		17,444
		1,070	6.50%, 03/15/2026		1,169
		5,256	6.50%, 01/15/2028		5,743
		81,131	6.50%, 03/15/2028		88,657
		146,566	6.50%, 04/15/2028		160,162
		39,894	6.50%, 05/15/2028		43,595
		206,923	6.50%, 06/15/2028		226,119
		10,501	6.50%, 10/15/2028		11,475
		3,858	6.50%, 02/15/2035		4,470
		24,898	7.00%, 11/15/2031		28,437
		12,057	7.00%, 03/15/2032		13,803
		1,433,338	7.00%, 11/15/2032		1,714,778
		202,685	7.00%, 01/15/2033		238,854
		219,172	7.00%, 05/15/2033		257,753
		41,626	7.00%, 07/15/2033		48,449
		263,125	7.00%, 11/15/2033		309,657
		105,534	7.50%, 09/16/2035		123,051
		197	8.00%, 09/15/2026		217
		131	8.00%, 11/15/2026		145
		11,876	8.00%, 12/15/2026		13,862
		158	8.00%, 09/15/2027		165
		7,903	8.00%, 07/15/2029		9,405
		3,566	8.00%, 11/15/2029		3,578
		19,014	8.00%, 12/15/2029		20,011
		4,415	8.00%, 01/15/2030		4,554
		6,462	8.00%, 02/15/2030		6,660
		1,113	8.00%, 03/15/2030		1,132
		57,185	8.00%, 04/15/2030		58,002
		10,873	8.00%, 05/15/2030		11,222
		47,373	8.00%, 06/15/2030		50,247
		3,715	8.00%, 07/15/2030		4,083


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 0.4% - (continued)
			GNMA - 0.2% - (continued)
	$	74,643	8.00%, 08/15/2030	$	76,896
		16,774	8.00%, 09/15/2030		17,291
		9,475	8.00%, 11/15/2030		9,720
		170,560	8.00%, 12/15/2030		190,972
		268	8.00%, 02/15/2031		282
		6,890	9.00%, 06/15/2022		6,986

					5,305,327


			Total U.S. Government Agencies (cost $9,661,295)	$	10,272,373



U.S. GOVERNMENT SECURITIES - 8.7%
			U.S. Treasury Securities - 8.7%
			U.S. Treasury Bonds - 3.5%
	$	19,450,000	2.50%, 02/15/2045⁽⁹⁾	$	18,151,557
		4,495,000	2.50%, 05/15/2046		4,181,932
		10,450,800	2.88%, 05/15/2043		10,552,047
		3,050,000	3.00%, 02/15/2047		3,146,264
		1,900,000	3.00%, 05/15/2047		1,960,859
		8,995,000	3.13%, 08/15/2044		9,503,424
		4,630,000	3.38%, 05/15/2044		5,114,886
		21,300,000	4.38%, 02/15/2038		27,138,373

					79,749,342

			U.S. Treasury Notes - 5.2%
		34,773,100	0.38%, 01/15/2027⁽¹⁰⁾		34,152,018
		5,815,000	1.25%, 03/31/2021		5,718,692
		550,000	1.38%, 09/30/2020		545,918
		5,570,000	1.38%, 01/31/2021		5,511,688
		1,600,000	1.50%, 05/15/2020		1,598,187
		41,870,000	1.50%, 03/31/2023		40,721,841
		12,760,000	1.63%, 07/31/2019		12,818,313
		11,185,000	1.75%, 09/30/2019		11,265,398
		2,000,000	1.88%, 04/30/2022		1,999,610
		630,000	2.38%, 05/15/2027		633,986
		5,150,000	2.75%, 11/15/2023		5,360,831

					120,326,482

					200,075,824


			Total U.S. Government Securities (cost $194,185,526)	$	200,075,824


			Total Long-Term Investments (cost $1,861,273,544)	$	2,304,432,712



SHORT-TERM INVESTMENTS - 0.4%
			Other Investment Pools & Funds - 0.4%
		9,263,197	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	9,263,197


			Total Short-Term Investments (cost $9,263,197)	$	9,263,197



Total Investments (cost $1,870,536,741)^{^}	100.0	%	$	2,313,695,909
Other Assets and Liabilities	0.0	%		798,021

Total Net Assets	100.0	%	$	2,314,493,930

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


		56

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	481,633,688
Unrealized Depreciation		(38,474,520	)

Net Unrealized Appreciation	$	443,159,168

*	Non-income producing.

⁽¹⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $158,542,737, which represented 6.8% of total net assets.

⁽²⁾

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.


Period Acquired		Shares/Par		Security	Cost
	08/2011		11,702,200	Allstar Co.	$	5,090,681
	11/2013		67,006	Tory Burch LLC		5,251,707

					$	10,342,388

At June 30, 2017, the aggregate value of these securities was $4,838,715, which represented 0.2% of total net assets.

⁽³⁾

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the aggregate fair value of these securities was $4,838,715, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁴⁾	Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2017.

⁽⁵⁾	This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $5,469,578 at June 30, 2017.

⁽⁶⁾	Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

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

⁽⁸⁾	Represents or includes a TBA transaction.

⁽⁹⁾	This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽¹⁰⁾	The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

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


		57

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Futures Contracts Outstanding at June 30, 2017
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value^†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Ultra Bond Future		2		09/20/2017	$	329,378	$	331,750	$	2,372

Short position contracts:
U.S. Treasury 10-Year Note Future		219		09/20/2017	$	27,618,940	$	27,491,344	$	127,596

Total futures contracts									$	129,968

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
ADR		American Depositary Receipt
CLO		Collateralized Loan Obligation
CMO		Collateralized Mortgage Obligation
FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
REIT		Real Estate Investment Trust
TBA		To Be Announced


Municipal Abbreviations:
DA		Development Authority
FA		Finance Authority
GO		General Obligation
PA		Port Authority
Rev		Revenue

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


		58

Hartford Balanced HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Banks	$	172,882,023	$	172,882,023	$	—	$	—
Capital Goods		117,600,683		117,600,683		—		—
Commercial & Professional Services		14,793,636		14,793,636		—		—
Consumer Durables & Apparel		33,518,695		33,518,695		—		—
Consumer Services		34,465,293		34,465,293		—		—
Diversified Financials		51,242,118		51,242,118		—		—
Energy		90,865,142		90,865,142		—		—
Food, Beverage & Tobacco		82,358,074		55,908,484		26,449,590		—
Health Care Equipment & Services		56,860,982		56,860,982		—		—
Household & Personal Products		16,607,530		16,607,530		—		—
Insurance		60,582,108		60,582,108		—		—
Materials		46,113,904		46,113,904		—		—
Media		42,811,778		42,811,778		—		—
Pharmaceuticals, Biotechnology & Life Sciences		178,487,792		139,683,717		38,804,075		—
Real Estate		17,902,896		17,902,896		—		—
Retailing		56,564,432		51,725,717		—		4,838,715
Semiconductors & Semiconductor Equipment		88,605,649		88,605,649		—		—
Software & Services		179,032,000		179,032,000		—		—
Technology Hardware & Equipment		104,542,820		104,542,820		—		—
Transportation		21,945,365		21,945,365		—		—
Utilities		37,490,380		37,490,380		—		—
Asset & Commercial Mortgage Backed Securities		96,439,500		—		96,439,500		—
Corporate Bonds		446,660,364		—		446,660,364		—
Foreign Government Obligations		8,741,793		—		8,741,793		—
Municipal Bonds		36,969,558		—		36,969,558		—
U.S. Government Agencies		10,272,373		—		10,272,373		—
U.S. Government Securities		200,075,824		—		200,075,824		—
Short-Term Investments		9,263,197		9,263,197		—		—
Futures Contracts⁽²⁾		129,968		129,968		—		—

Total	$	2,313,825,877	$	1,444,574,085	$	864,413,077	$	4,838,715

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

⁽²⁾	Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended June 30, 2017 is not presented.

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


		59

Hartford Capital Appreciation HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.7%
		Automobiles & Components - 2.4%
	351,440	Delphi Automotive plc	$	30,803,716
	279,549	General Motors Co.		9,764,646
	1,097,024	Goodyear Tire & Rubber Co.		38,351,959
	259,160	Magna International, Inc.		12,004,736
	708,400	Tata Motors Ltd. ADR		23,384,284
	25,774	Tesla, Inc.*		9,320,136

				123,629,477

		Banks - 8.7%
	7,846,148	Banco Santander S.A.		52,097,429
	1,714,300	Bank of America Corp.		41,588,918
	142,377	BB&T Corp.		6,465,340
	1,564,236	Citigroup, Inc.		104,616,104
	4,300,560	ICICI Bank Ltd. ADR		38,576,023
	2,258,596	Itau Unibanco Holding S.A. ADR		24,957,486
	506,871	JP Morgan Chase & Co.		46,328,009
	56,767	M&T Bank Corp.		9,193,416
	609,488	PNC Financial Services Group, Inc.		76,106,766
	690,672	UniCredit S.p.A.*		12,937,138
	683,283	Wells Fargo & Co.		37,860,711

				450,727,340

		Capital Goods - 3.0%
	609,155	AerCap Holdings N.V.*		28,283,067
	135,705	Airbus SE		11,199,120
	212,038	Cie de Saint-Gobain		11,323,894
	121,815	Eaton Corp. plc		9,480,861
	41,911	General Dynamics Corp.		8,302,569
	350,600	Harry’s, Inc.*^(1)(2)(3)		4,982,026
	61,999	Honeywell International, Inc.		8,263,847
	2,006,000	Kawasaki Heavy Industries Ltd.		5,971,102
	78,076	Lockheed Martin Corp.		21,674,678
	119,677	Middleby Corp.*		14,541,952
	47,721	Rockwell Automation, Inc.		7,728,893
	786,530	Sanwa Holdings Corp.		8,306,474
	133,478	United Technologies Corp.		16,298,999

				156,357,482

		Commercial & Professional Services - 1.8%
	225,693	Clean Harbors, Inc.*		12,600,440
	110,891	Equifax, Inc.		15,238,641
	304,800	Herman Miller, Inc.		9,265,920
	425,702	IHS Markit Ltd.*		18,747,916
	852,700	Steelcase, Inc. Class A		11,937,800
	577,434	TransUnion*		25,008,667

				92,799,384

		Consumer Durables & Apparel - 2.1%
	39,057,860	Global Brands Group Holding Ltd.*		4,096,672
	940,060	NIKE, Inc. Class B		55,463,540
	929,400	Sony Corp.		35,450,794
	258,300	VF Corp.		14,878,080

				109,889,086

		Consumer Services - 2.0%
	323,932	Hilton Worldwide Holdings, Inc.		20,035,194
	229,874	Las Vegas Sands Corp.		14,686,650
	74,071	Marriott Vacations Worldwide Corp.		8,721,860
	173,404	McDonald’s Corp.		26,558,557
	513,808	Melco Resorts & Entertainment Ltd. ADR		11,534,990
	100,642	New Oriental Education & Technology Group, Inc. ADR*		7,094,254


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.7% - (continued)
		Consumer Services - 2.0% - (continued)
	109,183	Wynn Resorts Ltd.	$	14,643,624

				103,275,129

		Diversified Financials - 4.1%
	450,610	American Express Co.		37,959,386
	70,324	BlackRock, Inc.		29,705,561
	992,669	Blackstone Group L.P.		33,105,511
	104,844	Capital One Financial Corp.		8,662,211
	871,876	Deutsche Bank AG		15,501,767
	88,200	Goldman Sachs Group, Inc.		19,571,580
	201,564	Intercontinental Exchange, Inc.		13,287,099
	65,908	Raymond James Financial, Inc.		5,287,140
	750,000	Saban Capital Acquisition Corp. UNIT*		8,058,750
	184,285	Synchrony Financial		5,495,379
	778,510	TD Ameritrade Holding Corp.		33,468,145

				210,102,529

		Energy - 2.6%
	271,921	Anadarko Petroleum Corp.		12,328,898
	126,876	Baker Hughes, Inc.		6,916,011
	501,750	Cabot Oil & Gas Corp.		12,583,890
	262,409	Canadian Natural Resources Ltd.		7,567,876
	69,693	Diamondback Energy, Inc.*		6,189,435
	339,044	Halliburton Co.		14,480,569
	87,719	Helmerich & Payne, Inc.		4,766,651
	120,694	Hess Corp.		5,294,846
	384,786	HollyFrontier Corp.		10,570,071
	839,724	Kinder Morgan, Inc.		16,089,112
	411,536	Marathon Oil Corp.		4,876,702
	145,327	Newfield Exploration Co.*		4,136,006
	93,154	Pioneer Natural Resources Co.		14,865,515
	674,300	YPF S.A. ADR		14,767,170

				135,432,752

		Food & Staples Retailing - 1.7%
	227,365	Costco Wholesale Corp.		36,362,484
	334,800	Kroger Co.		7,807,536
	291,145	Seven & I Holdings Co., Ltd.		12,013,935
	211,302	Wal-Mart Stores, Inc.		15,991,335
	219,600	Walgreens Boots Alliance, Inc.		17,196,876

				89,372,166

		Food, Beverage & Tobacco - 2.3%
	282,568	British American Tobacco plc		19,254,997
	564,685	Coca-Cola Co.		25,326,122
	85,680	Dr Pepper Snapple Group, Inc.		7,806,305
	195,899	General Mills, Inc.		10,852,805
	323,663	Hostess Brands, Inc.*		5,210,974
	58,264	JM Smucker Co.		6,894,379
	117,030	Kellogg Co.		8,128,904
	750,634	Monster Beverage Corp.*		37,291,497

				120,765,983

		Health Care Equipment & Services - 6.5%
	35,850	ABIOMED, Inc.*		5,137,305
	95,525	Aetna, Inc.		14,503,561
	42,337	Align Technology, Inc.*		6,355,631
	295,581	Baxter International, Inc.		17,894,474
	63,813	Becton Dickinson and Co.		12,450,555
	382,099	Boston Scientific Corp.*		10,591,784
	341,693	Cardinal Health, Inc.		26,624,719
	88,346	DexCom, Inc.*		6,462,510

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


		60

Hartford Capital Appreciation HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.7% - (continued)
		Health Care Equipment & Services - 6.5% - (continued)
	53,810	Edwards Lifesciences Corp.*	$	6,362,494
	221,923	Envision Healthcare Corp.*		13,907,914
	374,070	HCA Healthcare, Inc.*		32,618,904
	430,405	Hologic, Inc.*		19,531,779
	142,130	Insulet Corp.*		7,292,690
	18,322	Intuitive Surgical, Inc.*		17,137,849
	51,451	Laboratory Corp. of America Holdings*		7,930,657
	289,780	McKesson Corp.		47,680,401
	419,177	Medtronic plc		37,201,959
	68,433	Quest Diagnostics, Inc.		7,607,012
	117,600	STERIS plc		9,584,400
	119,599	UnitedHealth Group, Inc.		22,176,047
	116,853	Veeva Systems, Inc. Class A*		7,164,257

				336,216,902

		Household & Personal Products - 1.0%
	75,638	Beiersdorf AG		7,955,717
	402,787	Colgate-Palmolive Co.		29,858,601
	639,816	Coty, Inc. Class A		12,002,948

				49,817,266

		Insurance - 5.0%
	141,516	Aflac, Inc.		10,992,963
	340,386	American International Group, Inc.		21,280,933
	325,241	Arthur J Gallagher & Co.		18,620,047
	554,878	AXA S.A.		15,194,415
	442,763	Chubb Ltd.		64,368,885
	335,613	Marsh & McLennan Cos., Inc.		26,164,389
	696,208	MetLife, Inc.		38,249,668
	139,712	Principal Financial Group, Inc.		8,951,348
	421,400	Sony Financial Holdings, Inc.		7,206,774
	231,700	Tokio Marine Holdings, Inc.		9,641,790
	73,816	Torchmark Corp.		5,646,924
	92,448	Travelers Cos., Inc.		11,697,445
	183,134	Unum Group		8,539,538
	306,208	XL Group Ltd.		13,411,910

				259,967,029

		Materials - 2.7%
	237,694	Celanese Corp. Series A		22,566,668
	9,640,168	Glencore plc*		36,123,886
	149,841	International Paper Co.		8,482,499
	690,200	Ivanhoe Mines Ltd. Class A*		2,219,413
	153,930	Packaging Corp. of America		17,146,263
	356,553	Platform Specialty Products Corp.*		4,521,092
	110,300	PPG Industries, Inc.		12,128,588
	131,904	Praxair, Inc.		17,483,875
	277,122	Reliance Steel & Aluminum Co.		20,177,253

				140,849,537

		Media - 1.5%
	193,798	John Wiley & Sons, Inc. Class A		10,222,845
	100,974	Omnicom Group, Inc.		8,370,745
	735,476	SES S.A.		17,229,916
	702,330	Viacom, Inc. Class B		23,577,218
	146,910	Walt Disney Co.		15,609,187
	29,800	Weinstein Co. LLC*^(1)(2)(3)		—

				75,009,911

		Pharmaceuticals, Biotechnology & Life Sciences - 9.6%
	399,948	Agilent Technologies, Inc.		23,720,916
	192,100	Alder Biopharmaceuticals, Inc.*		2,199,545


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.7% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 9.6% - (continued)
	291,422	Alkermes plc*	$	16,893,733
	163,253	Allergan plc		39,685,172
	833,000	AstraZeneca plc ADR		28,396,970
	31,951	Biogen, Inc.*		8,670,223
	2,082,106	Bristol-Myers Squibb Co.		116,014,946
	249,621	Celgene Corp.*		32,418,279
	90,360	Eisai Co., Ltd.		4,999,395
	212,823	Exact Sciences Corp.*		7,527,550
	112,018	Incyte Corp.*		14,104,186
	464,363	Ionis Pharmaceuticals, Inc.*		23,622,146
	131,370	Johnson & Johnson		17,378,937
	255,799	Merck & Co., Inc.		16,394,158
	29,794	Mettler-Toledo International, Inc.*		17,534,961
	604,544	Mylan N.V.*		23,468,398
	193,780	Novartis AG		16,185,786
	489,840	Pfizer, Inc.		16,453,726
	55,239	Regeneron Pharmaceuticals, Inc.*		27,130,083
	141,893	TESARO, Inc.*		19,845,155
	612,641	Teva Pharmaceutical Industries Ltd. ADR		20,351,934
	39,717	Vertex Pharmaceuticals, Inc.*		5,118,330

				498,114,529

		Real Estate - 2.2%
	117,747	American Tower Corp. REIT		15,580,283
	518,051	Columbia Property Trust, Inc. REIT		11,593,981
	816,426	Host Hotels & Resorts, Inc. REIT		14,916,103
	171,440	Public Storage REIT		35,750,383
	64,500	Simon Property Group, Inc. REIT		10,433,520
	778,104	STORE Capital Corp. REIT		17,468,435
	245,566	Vonovia SE		9,770,130

				115,512,835

		Retailing - 4.7%
	8,451,700	Allstar Co.*^(1)(2)(3)		1,352,272
	22,260	Amazon.com, Inc.*		21,547,680
	257,483	CarMax, Inc.*		16,236,878
	165,625	Ctrip.com International Ltd. ADR*		8,920,562
	182,548	Expedia, Inc.		27,190,525
	17,385	Honest Co.*^(1)(2)(3)		523,115
	243,336	Lowe’s Cos., Inc.		18,865,840
	401,818	Netflix, Inc.*		60,035,627
	18,253	Priceline Group, Inc.*		34,142,602
	368,572	TJX Cos., Inc.		26,599,841
	115,140	Tory Burch LLC*^(1)(2)(3)		5,097,234
	45,412	Ulta Salon Cosmetics & Fragrance, Inc.*		13,048,684
	150,057	Wayfair, Inc. Class A*		11,536,382

				245,097,242

		Semiconductors & Semiconductor Equipment - 4.2%
	1,125,477	Advanced Micro Devices, Inc.*		14,045,953
	175,226	Applied Materials, Inc.		7,238,586
	37,115	Broadcom Ltd.		8,649,651
	98,948	Cavium, Inc.*		6,147,639
	276,947	Intel Corp.		9,344,192
	143,865	Microchip Technology, Inc.		11,103,501
	314,825	Micron Technology, Inc.*		9,400,674
	107,032	NVIDIA Corp.		15,472,546
	1,261,469	QUALCOMM, Inc.		69,658,318
	171,218	Silicon Motion Technology Corp. ADR		8,257,844
	154,879	Skyworks Solutions, Inc.		14,860,640
	2,935,190	Taiwan Semiconductor Manufacturing Co., Ltd.		20,053,844

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


		61

Hartford Capital Appreciation HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.7% - (continued)
		Semiconductors & Semiconductor Equipment - 4.2% - (continued)
	683,200	Taiwan Semiconductor Manufacturing Co., Ltd. ADR	$	23,884,672

				218,118,060

		Software & Services - 15.7%
	306,378	Accenture plc Class A		37,892,831
	196,541	Activision Blizzard, Inc.		11,314,865
	86,510	Adobe Systems, Inc.*		12,235,974
	495,934	Alibaba Group Holding Ltd. ADR*		69,877,101
	23,125	Alliance Data Systems Corp.		5,935,956
	5,239	Alphabet, Inc. Class A*		4,870,594
	48,672	Alphabet, Inc. Class C*		44,229,707
	119,000	Amdocs Ltd.		7,670,740
	187,242	Autodesk, Inc.*		18,877,739
	189,318	Automatic Data Processing, Inc.		19,397,522
	653,262	Cadence Design Systems, Inc.*		21,877,744
	44,455	CoStar Group, Inc.*		11,718,338
	176,982	Dropbox, Inc. Class B*^(1)(2)(3)		1,996,357
	353,400	eBay, Inc.*		12,340,728
	631,473	Facebook, Inc. Class A*		95,339,794
	125,190	FleetCor Technologies, Inc.*		18,053,650
	1,039,840	Genpact Ltd.		28,938,747
	674,324	Global Payments, Inc.		60,904,944
	545,106	GoDaddy, Inc. Class A*		23,123,397
	2,552,325	Just Eat plc*		21,786,060
	603,221	Microsoft Corp.		41,580,024
	29,421	NetEase, Inc. ADR		8,844,835
	358,190	Oracle Corp.		17,959,647
	280,314	PayPal Holdings, Inc.*		15,044,452
	253,070	Salesforce.com, Inc.*		21,915,862
	473,650	ServiceNow, Inc.*		50,206,900
	37,790	Ultimate Software Group, Inc.*		7,938,167
	211,846	VeriSign, Inc.*		19,693,204
	290,904	Visa, Inc. Class A		27,280,977
	427,067	Workday, Inc. Class A*		41,425,499
	356,570	Zillow Group, Inc. Class A*		17,414,879
	333,040	Zillow Group, Inc. Class C*		16,322,290

				814,009,524

		Technology Hardware & Equipment - 3.9%
	170,700	Acacia Communications, Inc.*		7,078,929
	199,169	Apple, Inc.		28,684,319
	102,749	Arista Networks, Inc.*		15,390,773
	295,094	CDW Corp. of Delaware		18,452,228
	513,023	Cisco Systems, Inc.		16,057,620
	1,916,500	Flex Ltd.*		31,258,115
	178,200	Keysight Technologies, Inc.*		6,937,326
	15,958	Samsung Electronics Co., Ltd.		33,237,648
	678,905	Trimble, Inc.*		24,216,541
	195,573	Western Digital Corp.		17,327,768

				198,641,267

		Telecommunication Services - 1.0%
	420,455	AT&T, Inc.		15,863,767
	183,100	Nippon Telegraph & Telephone Corp.		8,643,066
	186,700	SoftBank Group Corp.		15,176,861
	284,514	Verizon Communications, Inc.		12,706,395

				52,390,089

		Transportation - 4.5%
	186,827	Alaska Air Group, Inc.		16,769,592


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.7% - (continued)
		Transportation - 4.5% - (continued)
	1,742,400	Azul S.A. (Preference Shares)*	$	12,333,388
	467,834	Canadian National Railway Co.		37,959,202
	281,827	CSX Corp.		15,376,481
	206,622	Delta Air Lines, Inc.		11,103,866
	50,068	FedEx Corp.		10,881,278
	199,499	Genesee & Wyoming, Inc. Class A*		13,643,737
	202,067	J.B. Hunt Transport Services, Inc.		18,464,883
	330,965	Knight Transportation, Inc.		12,262,253
	289,170	Southwest Airlines Co.		17,969,024
	159,650	Swift Transportation Co.*		4,230,725
	244,441	Union Pacific Corp.		26,622,069
	310,638	United Parcel Service, Inc. Class B		34,353,456

				231,969,954

		Utilities - 3.5%
	127,963	Ameren Corp.		6,995,737
	163,320	American Electric Power Co., Inc.		11,345,840
	118,245	Consolidated Edison, Inc.		9,556,561
	174,145	Duke Energy Corp.		14,556,781
	123,677	Edison International		9,670,305
	93,269	Entergy Corp.		7,160,261
	139,454	Eversource Energy		8,466,252
	454,102	Exelon Corp.		16,379,459
	1,107,009	Iberdrola S.A.		8,772,398
	331,303	OGE Energy Corp.		11,526,031
	263,691	PG&E Corp.		17,501,172
	254,253	PPL Corp.		9,829,421
	207,946	Public Service Enterprise Group, Inc.		8,943,757
	87,057	SCANA Corp.		5,833,690
	95,848	Sempra Energy		10,806,862
	269,153	Southern Co.		12,887,046
	203,601	Xcel Energy, Inc.		9,341,214

				179,572,787


		Total Common Stocks (cost $4,405,859,518)	$	5,007,638,260


PREFERRED STOCKS - 1.0%
		Consumer Durables & Apparel - 0.0%
	127,917	One Kings Lane, Inc.*^(1)(2)(3)	$	26,274

		Consumer Services - 0.1%
	16,619	Airbnb, Inc. Series E*^(1)(2)(3)		1,744,995
	161,097	DraftKings, Inc. Series D*^(1)(2)(3)		368,912
	139,659	DraftKings, Inc. Series D-1*^(1)(2)(3)		430,150

				2,544,057

		Diversified Financials - 0.0%
	85,350	Social Finance, Inc.*^(1)(2)(3)		1,428,759

		Software & Services - 0.9%
	56,702	Cloudera, Inc.*⁽¹⁾⁽³⁾		849,322
	29,504	Magic Leap, Inc. Series C*^(1)(2)(3)		679,566
	50,200	Nanigans, Inc.*^(1)(2)(3)		308,730
	793,410	Pinterest, Inc. Series G*^(1)(2)(3)		5,695,963
	20,891	Sharecare*^(1)(2)(3)		6,267,300
	815,160	Uber Technologies, Inc.*^(1)(2)(3)		33,796,534
	293,655	Zuora, Inc. Series F*^(1)(2)(3)		1,400,734

				48,998,149


		Total Preferred Stocks (cost $33,427,730)	$	52,997,239

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


		62

Hartford Capital Appreciation HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
CONVERTIBLE PREFERRED STOCKS - 0.0%
		Retailing - 0.0%
	40,566	Honest Co. Series C*^(1)(2)(3)	$	1,240,914


		Total Convertible Preferred Stocks (cost $1,097,606)	$	1,240,914


		Total Long-Term Investments (cost $4,440,384,854)	$	5,061,876,413


SHORT-TERM INVESTMENTS - 1.3%
		Other Investment Pools & Funds - 1.3%
	67,256,043	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	67,256,043


		Total Short-Term Investments (cost $67,256,043)	$	67,256,043



Total Investments (cost $4,507,640,897)^{^}	99.0	%	$	5,129,132,456
Other Assets and Liabilities	1.0	%		49,608,624

Total Net Assets	100.0	%	$	5,178,741,080

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


		63

Hartford Capital Appreciation HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	725,697,442
Unrealized Depreciation		(104,205,883	)

Net Unrealized Appreciation	$	621,491,559

*	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, 2017, the aggregate fair value of these securities was $68,189,157, which represented 1.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $67,339,835, which represented 1.3% of total net assets.

⁽³⁾


Period Acquired		Shares/Par		Security	Cost
	06/2015		16,619	Airbnb, Inc. Series E Preferred	$	1,547,136
	08/2011		8,451,700	Allstar Co.		3,676,649
	02/2014		56,702	Cloudera, Inc. Preferred		825,581
	07/2015		161,097	DraftKings, Inc. Series D Preferred		867,652
	08/2015		139,659	DraftKings, Inc. Series D-1 Preferred		1,070,544
	05/2012		176,982	Dropbox, Inc. Class B		1,601,989
	06/2015		350,600	Harry’s, Inc.		4,713,607
	08/2014		17,385	Honest Co.		470,391
	08/2014		40,566	Honest Co. Series C Convertible Preferred		1,097,606
	12/2015		29,504	Magic Leap, Inc. Series C Preferred		679,566
	03/2015		50,200	Nanigans, Inc. Preferred		548,109
	01/2014		127,917	One Kings Lane, Inc. Preferred		1,865,337
	03/2015		793,410	Pinterest, Inc. Series G Preferred		5,695,963
	03/2015		20,891	Sharecare Preferred		5,220,034
	09/2015		85,350	Social Finance, Inc. Preferred		1,346,507
	11/2013		115,140	Tory Burch LLC		9,024,247
	06/2014		815,160	Uber Technologies, Inc. Preferred		12,645,618
	10/2005		29,800	Weinstein Co. LLC		27,950,957
	01/2015		293,655	Zuora, Inc. Series F Preferred		1,115,683

					$	81,963,176

At June 30, 2017, the aggregate value of these securities was $68,189,157, which represented 1.3% of total net assets.

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


		64

Hartford Capital Appreciation HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Foreign Currency Contracts Outstanding at June 30, 2017
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value^†		Unrealized Appreciation/ (Depreciation)
EUR	Buy		07/14/17	CBK	$	57,404,336	$	60,242,966	$	2,838,630
EUR	Sell		07/14/17	GSC		56,603,062		60,242,965		(3,639,903	)
EUR	Sell		09/20/17	BCLY		8,157,919		8,341,486		(183,567	)
JPY	Sell		09/20/17	SSG		7,229,615		7,047,703		181,912

Total									$	(802,928	)

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:
BCLY		Barclays
CBK		Citibank NA
GSC		Goldman Sachs & Co.
SSG		State Street Global Markets LLC



Currency Abbreviations:
EUR		Euro
JPY		Japanese Yen

Other Abbreviations:
ADR		American Depositary Receipt
REIT		Real Estate Investment Trust

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


		65

Hartford Capital Appreciation HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total			Level 1⁽¹⁾		Level 2⁽¹⁾			Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	123,629,477		$	123,629,477	$	—		$	—
Banks		450,727,340			385,692,773		65,034,567			—
Capital Goods		156,357,482			114,574,866		36,800,590			4,982,026
Commercial & Professional Services		92,799,384			92,799,384		—			—
Consumer Durables & Apparel		109,889,086			70,341,620		39,547,466			—
Consumer Services		103,275,129			103,275,129		—			—
Diversified Financials		210,102,529			194,600,762		15,501,767			—
Energy		135,432,752			135,432,752		—			—
Food & Staples Retailing		89,372,166			77,358,231		12,013,935			—
Food, Beverage & Tobacco		120,765,983			101,510,986		19,254,997			—
Health Care Equipment & Services		336,216,902			336,216,902		—			—
Household & Personal Products		49,817,266			41,861,549		7,955,717			—
Insurance		259,967,029			227,924,050		32,042,979			—
Materials		140,849,537			104,725,651		36,123,886			—
Media		75,009,911			57,779,995		17,229,916			—
Pharmaceuticals, Biotechnology & Life Sciences		498,114,529			476,929,348		21,185,181			—
Real Estate		115,512,835			105,742,705		9,770,130			—
Retailing		245,097,242			238,124,621		—			6,972,621
Semiconductors & Semiconductor Equipment		218,118,060			198,064,216		20,053,844			—
Software & Services		814,009,524			790,227,107		21,786,060			1,996,357
Technology Hardware & Equipment		198,641,267			165,403,619		33,237,648			—
Telecommunication Services		52,390,089			28,570,162		23,819,927			—
Transportation		231,969,954			231,969,954		—			—
Utilities		179,572,787			170,800,389		8,772,398			—
Preferred Stocks		52,997,239			—		—			52,997,239
Convertible Preferred Stocks		1,240,914			—		—			1,240,914
Short-Term Investments		67,256,043			67,256,043		—			—
Foreign Currency Contracts⁽²⁾		3,020,542			—		3,020,542			—

Total	$	5,132,152,998		$	4,640,812,291	$	423,151,550		$	68,189,157

Liabilities
Foreign Currency Contracts⁽²⁾	$	(3,823,470	)	$	—	$	(3,823,470	)	$	—

Total	$	(3,823,470	)	$	—	$	(3,823,470	)	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $889,709 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions.

⁽²⁾	Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended June 30, 2017:


	Common Stocks			Preferred Stocks			Convertible Preferred Stocks			Total
Beginning balance	$	30,005,658		$	61,440,948		$	1,400,338		$	92,846,944
Purchases		—			—			—			—
Sales		(7,414,112	)		(4,484,299	)		—			(11,898,411	)
Accrued discounts/(premiums)		—			—			—			—
Total realized gain/(loss)		(5,618,803	)		378,520			—			(5,240,283	)
Net change in unrealized appreciation/depreciation		(2,132,030	)		(4,337,930	)		(159,424	)		(6,629,384	)
Transfers into Level 3		—			—			—			—
Transfers out of Level 3		(889,709	)		—			—			(889,709	)

Ending balance	$	13,951,004		$	52,997,239		$	1,240,914		$	68,189,157

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at June 30, 2017 was $(6,431,040).

Note:

For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

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


		66

Hartford Disciplined Equity HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.2%
		Banks - 9.4%
	732,458	Bank of America Corp.	$	17,769,431
	200,853	Fifth Third Bancorp		5,214,144
	229,803	JP Morgan Chase & Co.		21,003,994
	25,219	M&T Bank Corp.		4,084,217
	121,489	PNC Financial Services Group, Inc.		15,170,332

				63,242,118

		Capital Goods - 6.2%
	149,734	AMETEK, Inc.		9,069,388
	41,531	Boeing Co.		8,212,755
	76,713	Fortune Brands Home & Security, Inc.		5,004,756
	23,754	General Dynamics Corp.		4,705,668
	54,944	Illinois Tool Works, Inc.		7,870,728
	43,606	Snap-on, Inc.		6,889,748

				41,753,043

		Commercial & Professional Services - 2.9%
	57,613	Equifax, Inc.		7,917,179
	112,607	IHS Markit Ltd.*		4,959,212
	108,634	Republic Services, Inc.		6,923,245

				19,799,636

		Consumer Durables & Apparel - 2.8%
	168,695	NIKE, Inc. Class B		9,953,005
	155,365	VF Corp.		8,949,024

				18,902,029

		Consumer Services - 2.5%
	201,953	Aramark		8,276,034
	152,321	Starbucks Corp.		8,881,837

				17,157,871

		Diversified Financials - 2.1%
	95,263	Capital One Financial Corp.		7,870,629
	214,899	Synchrony Financial		6,408,288

				14,278,917

		Energy - 1.8%
	76,281	Baker Hughes, Inc.		4,158,077
	89,946	EOG Resources, Inc.		8,141,912

				12,299,989

		Food & Staples Retailing - 1.9%
	78,608	Costco Wholesale Corp.		12,571,777

		Food, Beverage & Tobacco - 5.2%
	179,815	Altria Group, Inc.		13,390,823
	35,597	Constellation Brands, Inc. Class A		6,896,207
	22,511	Molson Coors Brewing Co. Class B		1,943,600
	124,021	Mondelez International, Inc. Class A		5,356,467
	145,711	Monster Beverage Corp.*		7,238,922

				34,826,019

		Health Care Equipment & Services - 8.6%
	46,170	Aetna, Inc.		7,009,991
	136,018	Baxter International, Inc.		8,234,530
	70,708	Danaher Corp.		5,967,048
	91,478	HCA Healthcare, Inc.*		7,976,881
	137,532	Hologic, Inc.*		6,241,202
	120,449	Medtronic plc		10,689,849
	66,152	UnitedHealth Group, Inc.		12,265,904

				58,385,405


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.2% - (continued)
		Household & Personal Products - 3.5%
	160,104	Colgate-Palmolive Co.	$	11,868,510
	122,549	Estee Lauder Cos., Inc. Class A		11,762,253

				23,630,763

		Insurance - 4.5%
	84,728	Allstate Corp.		7,493,344
	97,211	Chubb Ltd.		14,132,535
	195,778	XL Group Ltd.		8,575,077

				30,200,956

		Materials - 3.6%
	145,641	Crown Holdings, Inc.*		8,688,942
	107,594	Dow Chemical Co.		6,785,954
	65,143	Ecolab, Inc.		8,647,733

				24,122,629

		Media - 2.3%
	406,329	Comcast Corp. Class A		15,814,325

		Pharmaceuticals, Biotechnology & Life Sciences - 7.0%
	40,316	Allergan plc		9,800,416
	169,654	Bristol-Myers Squibb Co.		9,453,121
	120,418	Eli Lilly & Co.		9,910,401
	159,483	Merck & Co., Inc.		10,221,266
	46,072	Thermo Fisher Scientific, Inc.		8,038,182

				47,423,386

		Retailing - 5.4%
	92,906	Dollar Tree, Inc.*		6,495,987
	70,539	Lowe’s Cos., Inc.		5,468,889
	22,648	O’Reilly Automotive, Inc.*		4,954,024
	5,166	Priceline Group, Inc.*		9,663,106
	136,333	TJX Cos., Inc.		9,839,153

				36,421,159

		Semiconductors & Semiconductor Equipment - 3.0%
	80,373	Analog Devices, Inc.		6,253,019
	42,773	Broadcom Ltd.		9,968,248
	74,936	QUALCOMM, Inc.		4,137,966

				20,359,233

		Software & Services - 13.9%
	40,002	Accenture plc Class A		4,947,447
	18,432	Alphabet, Inc. Class A*		17,135,862
	4,393	Alphabet, Inc. Class C*		3,992,051
	259,254	eBay, Inc.*		9,053,150
	54,585	Electronic Arts, Inc.*		5,770,726
	103,934	Facebook, Inc. Class A*		15,691,955
	172,698	GoDaddy, Inc. Class A*		7,325,849
	105,839	Mastercard, Inc. Class A		12,854,146
	101,530	Microsoft Corp.		6,998,463
	126,901	PayPal Holdings, Inc.*		6,810,777
	37,927	Workday, Inc. Class A*		3,678,919

				94,259,345

		Technology Hardware & Equipment - 5.2%
	163,161	Apple, Inc.		23,498,447
	128,290	Keysight Technologies, Inc.*		4,994,330
	75,440	Motorola Solutions, Inc.		6,543,666

				35,036,443

		Transportation - 1.4%
	43,213	FedEx Corp.		9,391,481

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


		67

Hartford Disciplined Equity HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.2% - (continued)
		Utilities - 5.0%
	162,472	American Electric Power Co., Inc.	$	11,286,930
	97,136	NextEra Energy, Inc.		13,611,668
	105,047	Pinnacle West Capital Corp.		8,945,802

				33,844,400


		Total Common Stocks (cost $515,330,700)	$	663,720,924


		Total Long-Term Investments (cost $515,330,700)	$	663,720,924


SHORT-TERM INVESTMENTS - 2.0%
		Other Investment Pools & Funds - 2.0%
	13,477,842	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	13,477,842


		Total Short-Term Investments (cost $13,477,842)	$	13,477,842



Total Investments (cost $528,808,542)^{^}	100.2	%	$	677,198,766
Other Assets and Liabilities	(0.2	)%		(1,240,324	)

Total Net Assets	100.0	%	$	675,958,442

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


		68

Hartford Disciplined Equity HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	152,407,011
Unrealized Depreciation		(4,016,787	)

Net Unrealized Appreciation	$	148,390,224

*	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.


		69

Hartford Disciplined Equity HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Banks	$	63,242,118	$	63,242,118	$	—	$	—
Capital Goods		41,753,043		41,753,043		—		—
Commercial & Professional Services		19,799,636		19,799,636		—		—
Consumer Durables & Apparel		18,902,029		18,902,029		—		—
Consumer Services		17,157,871		17,157,871		—		—
Diversified Financials		14,278,917		14,278,917		—		—
Energy		12,299,989		12,299,989		—		—
Food & Staples Retailing		12,571,777		12,571,777		—		—
Food, Beverage & Tobacco		34,826,019		34,826,019		—		—
Health Care Equipment & Services		58,385,405		58,385,405		—		—
Household & Personal Products		23,630,763		23,630,763		—		—
Insurance		30,200,956		30,200,956		—		—
Materials		24,122,629		24,122,629		—		—
Media		15,814,325		15,814,325		—		—
Pharmaceuticals, Biotechnology & Life Sciences		47,423,386		47,423,386		—		—
Retailing		36,421,159		36,421,159		—		—
Semiconductors & Semiconductor Equipment		20,359,233		20,359,233		—		—
Software & Services		94,259,345		94,259,345		—		—
Technology Hardware & Equipment		35,036,443		35,036,443		—		—
Transportation		9,391,481		9,391,481		—		—
Utilities		33,844,400		33,844,400		—		—
Short-Term Investments		13,477,842		13,477,842		—		—

Total	$	677,198,766	$	677,198,766	$	—	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

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


		70

Hartford Dividend and Growth HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.1%
		Automobiles & Components - 1.0%
	3,255,586	Ford Motor Co.	$	36,430,007

		Banks - 12.1%
	4,216,813	Bank of America Corp.		102,299,883
	399,639	Bank of Nova Scotia		24,030,293
	643,890	Citigroup, Inc.		43,063,363
	1,151,910	JP Morgan Chase & Co.		105,284,574
	587,284	PNC Financial Services Group, Inc.		73,334,153
	1,325,614	Wells Fargo & Co.		73,452,272

				421,464,538

		Capital Goods - 5.9%
	476,900	ABB Ltd. ADR		11,874,810
	146,563	Boeing Co.		28,982,833
	268,850	Caterpillar, Inc.		28,890,621
	443,124	Eaton Corp. plc		34,488,341
	332,678	Honeywell International, Inc.		44,342,651
	332,464	Johnson Controls International plc		14,415,639
	107,576	Lockheed Martin Corp.		29,864,173
	115,025	United Technologies Corp.		14,045,703

				206,904,771

		Commercial & Professional Services - 0.5%
	119,320	Equifax, Inc.		16,396,954

		Consumer Services - 0.6%
	308,768	Hilton Worldwide Holdings, Inc.		19,097,301

		Diversified Financials - 3.6%
	77,482	BlackRock, Inc.		32,729,172
	125,370	Goldman Sachs Group, Inc.		27,819,603
	496,055	Intercontinental Exchange, Inc.		32,699,946
	344,340	Northern Trust Corp.		33,473,291

				126,722,012

		Energy - 8.9%
	475,445	Anadarko Petroleum Corp.		21,556,676
	820,746	Chevron Corp.		85,628,430
	535,220	ConocoPhillips		23,528,271
	593,195	Exxon Mobil Corp.		47,888,633
	875,890	Hess Corp.		38,425,294
	925,120	Kinder Morgan, Inc.		17,725,299
	1,262,075	Suncor Energy, Inc.		36,852,590
	770,723	Total S.A. ADR		38,220,154

				309,825,347

		Food & Staples Retailing - 2.0%
	135,100	Costco Wholesale Corp.		21,606,543
	284,951	CVS Health Corp.		22,927,157
	329,486	Walgreens Boots Alliance, Inc.		25,802,049

				70,335,749

		Food, Beverage & Tobacco - 3.0%
	520,310	PepsiCo, Inc.		60,090,602
	373,642	Philip Morris International, Inc.		43,884,253

				103,974,855

		Health Care Equipment & Services - 5.1%
	471,055	Abbott Laboratories		22,897,983
	480,939	Cardinal Health, Inc.		37,474,767
	90,690	McKesson Corp.		14,922,133
	600,059	Medtronic plc		53,255,236
	198,172	UnitedHealth Group, Inc.		36,745,052
	86,395	Universal Health Services, Inc. Class B		10,547,102

				175,842,273


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.1% - (continued)
		Household & Personal Products - 0.9%
	576,575	Unilever N.V.	$	31,867,300

		Insurance - 8.0%
	598,773	Chubb Ltd.		87,049,619
	554,325	Marsh & McLennan Cos., Inc.		43,215,177
	538,191	MetLife, Inc.		29,568,213
	661,765	Principal Financial Group, Inc.		42,399,284
	696,656	Prudential Financial, Inc.		75,336,380

				277,568,673

		Materials - 3.2%
	374,640	Ball Corp.		15,813,555
	180,740	BHP Billiton plc ADR		5,559,562
	265,900	Celanese Corp. Series A		25,244,546
	483,070	Dow Chemical Co.		30,467,225
	589,249	International Paper Co.		33,357,386

				110,442,274

		Media - 3.5%
	2,411,146	Comcast Corp. Class A		93,841,802
	1,014,782	Twenty-First Century Fox, Inc. Class A		28,758,922

				122,600,724

		Pharmaceuticals, Biotechnology & Life Sciences - 10.2%
	1,716,426	AstraZeneca plc ADR		58,512,962
	1,242,556	Bristol-Myers Squibb Co.		69,235,220
	491,495	Eli Lilly & Co.		40,450,039
	458,595	Johnson & Johnson		60,667,533
	1,315,428	Merck & Co., Inc.		84,305,781
	1,298,109	Pfizer, Inc.		43,603,481

				356,775,016

		Real Estate - 1.0%
	223,370	American Tower Corp. REIT		29,556,318
	50,580	Boston Properties, Inc. REIT		6,222,352

				35,778,670

		Retailing - 1.9%
	190,090	Expedia, Inc.		28,313,905
	229,550	L Brands, Inc.		12,370,450
	309,966	Lowe’s Cos., Inc.		24,031,664

				64,716,019

		Semiconductors & Semiconductor Equipment - 3.6%
	2,412,761	Intel Corp.		81,406,556
	553,984	QUALCOMM, Inc.		30,590,996
	189,404	Texas Instruments, Inc.		14,570,850

				126,568,402

		Software & Services - 8.4%
	331,144	Accenture plc Class A		40,955,890
	91,600	Alphabet, Inc. Class A*		85,158,688
	850,770	eBay, Inc.*		29,708,889
	102,917	IBM Corp.		15,831,722
	1,774,598	Microsoft Corp.		122,323,040

				293,978,229

		Technology Hardware & Equipment - 4.0%
	476,610	Apple, Inc.		68,641,372
	1,244,658	Cisco Systems, Inc.		38,957,796
	349,410	Motorola Solutions, Inc.		30,307,823

				137,906,991

		Telecommunication Services - 1.7%
	1,314,025	BCE, Inc.		59,183,686

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


		71

Hartford Dividend and Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.1% - (continued)
		Transportation - 4.0%
	240,594	Canadian National Railway Co.	$	19,500,144
	38,255	Canadian Pacific Railway Ltd.		6,151,787
	384,097	Delta Air Lines, Inc.		20,641,373
	123,813	FedEx Corp.		26,908,279
	594,780	United Parcel Service, Inc. Class B		65,776,720

				138,978,303

		Utilities - 5.0%
	561,856	Dominion Energy, Inc.		43,055,025
	521,246	Edison International		40,756,225
	811,712	Exelon Corp.		29,278,452
	431,658	NextEra Energy, Inc.		60,488,235

				173,577,937


		Total Common Stocks (cost $2,376,458,695)	$	3,416,936,031


		Total Long-Term Investments (cost $2,376,458,695)	$	3,416,936,031


SHORT-TERM INVESTMENTS - 1.6%
		Other Investment Pools & Funds - 1.6%
	55,169,584	Fidelity Institutional Government Fund, Institutional Class	$	55,169,584


		Total Short-Term Investments (cost $55,169,584)	$	55,169,584



Total Investments (cost $2,431,628,279)^{^}	99.7	%	$	3,472,105,615
Other Assets and Liabilities	0.3	%		11,748,122

Total Net Assets	100.0	%	$	3,483,853,737

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


		72

Hartford Dividend and Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	1,082,326,784
Unrealized Depreciation		(41,849,448	)

Net Unrealized Appreciation	$	1,040,477,336

*	Non-income producing.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
ADR		American Depositary Receipt
REIT		Real Estate Investment Trust

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


		73

Hartford Dividend and Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	36,430,007	$	36,430,007	$	—	$	—
Banks		421,464,538		421,464,538		—		—
Capital Goods		206,904,771		206,904,771		—		—
Commercial & Professional Services		16,396,954		16,396,954		—		—
Consumer Services		19,097,301		19,097,301		—		—
Diversified Financials		126,722,012		126,722,012		—		—
Energy		309,825,347		309,825,347		—		—
Food & Staples Retailing		70,335,749		70,335,749		—		—
Food, Beverage & Tobacco		103,974,855		103,974,855		—		—
Health Care Equipment & Services		175,842,273		175,842,273		—		—
Household & Personal Products		31,867,300		31,867,300		—		—
Insurance		277,568,673		277,568,673		—		—
Materials		110,442,274		110,442,274		—		—
Media		122,600,724		122,600,724		—		—
Pharmaceuticals, Biotechnology & Life Sciences		356,775,016		356,775,016		—		—
Real Estate		35,778,670		35,778,670		—		—
Retailing		64,716,019		64,716,019		—		—
Semiconductors & Semiconductor Equipment		126,568,402		126,568,402		—		—
Software & Services		293,978,229		293,978,229		—		—
Technology Hardware & Equipment		137,906,991		137,906,991		—		—
Telecommunication Services		59,183,686		59,183,686		—		—
Transportation		138,978,303		138,978,303		—		—
Utilities		173,577,937		173,577,937		—		—
Short-Term Investments		55,169,584		55,169,584		—		—

Total	$	3,472,105,615	$	3,472,105,615	$	—	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

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


		74

Hartford Global Growth HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4%
		Banks - 4.3%
	320,521	Banco Santander S.A.	$	2,128,219
	280,876	Bank of America Corp.		6,814,052
	53,923	BNP Paribas S.A.		3,882,062
	38,638	HDFC Bank Ltd. ADR		3,360,347
	18,925	PNC Financial Services Group, Inc.		2,363,165
	113,244	UniCredit S.p.A.*		2,121,199

				20,669,044

		Capital Goods - 6.7%
	119,359	ABB Ltd.		2,962,622
	34,215	Airbus SE		2,823,609
	61,347	Allison Transmission Holdings, Inc.		2,301,126
	135,254	Assa Abloy AB Class B		2,981,196
	80,790	Atlas Copco AB Class A		3,106,517
	68,863	Fastenal Co.		2,997,606
	45,419	Fortune Brands Home & Security, Inc.		2,963,136
	114,700	Komatsu Ltd.		2,944,054
	12,886	Lockheed Martin Corp.		3,577,282
	25,200	Nidec Corp.		2,589,046
	9,722	SMC Corp.		2,971,940

				32,218,134

		Commercial & Professional Services - 1.4%
	141,100	Edenred		3,680,612
	70,341	IHS Markit Ltd.*		3,097,818

				6,778,430

		Consumer Durables & Apparel - 1.3%
	1,067	NVR, Inc.*		2,572,121
	97,100	Sony Corp.		3,703,757

				6,275,878

		Consumer Services - 3.2%
	190,739	Compass Group plc		4,026,039
	70,821	MGM Resorts International		2,215,989
	48,771	New Oriental Education & Technology Group, Inc. ADR*		3,437,868
	655,662	Sands China Ltd.		3,001,316
	26,278	Wyndham Worldwide Corp.		2,638,574

				15,319,786

		Diversified Financials - 4.3%
	39,564	American Express Co.		3,332,871
	184,388	Deutsche Bank AG		3,278,379
	46,301	Intercontinental Exchange, Inc.		3,052,162
	102,086	Julius Baer Group Ltd.*		5,393,840
	4,459	Partners Group Holding AG		2,768,640
	68,325	TD Ameritrade Holding Corp.		2,937,292

				20,763,184

		Energy - 1.7%
	48,449	Baker Hughes, Inc.		2,640,955
	168,262	Galp Energia SGPS S.A.		2,549,802
	18,061	Pioneer Natural Resources Co.		2,882,174

				8,072,931

		Food & Staples Retailing - 0.5%
	16,221	Costco Wholesale Corp.		2,594,224

		Food, Beverage & Tobacco - 3.6%
	116,347	British American Tobacco plc		7,928,219
	445,037	Davide Campari-Milano S.p.A.		3,146,268
	75,549	Monster Beverage Corp.*		3,753,274


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4% - (continued)
		Food, Beverage & Tobacco - 3.6% - (continued)
	21,869	Philip Morris International, Inc.	$	2,568,514

				17,396,275

		Health Care Equipment & Services - 8.9%
	75,282	Abbott Laboratories		3,659,458
	19,942	Aetna, Inc.		3,027,794
	26,186	Align Technology, Inc.*		3,931,042
	239,336	Boston Scientific Corp.*		6,634,394
	17,617	Cigna Corp.		2,948,910
	30,148	Edwards Lifesciences Corp.*		3,564,699
	41,294	HCA Healthcare, Inc.*		3,600,837
	56,802	Hologic, Inc.*		2,577,675
	18,182	McKesson Corp.		2,991,666
	23,746	Stryker Corp.		3,295,470
	34,044	UnitedHealth Group, Inc.		6,312,438

				42,544,383

		Household & Personal Products - 2.0%
	25,795	Estee Lauder Cos., Inc. Class A		2,475,804
	28,740	Reckitt Benckiser Group plc		2,913,462
	79,108	Unilever N.V.		4,366,900

				9,756,166

		Insurance - 2.9%
	511,200	AIA Group Ltd.		3,740,123
	27,530	Allstate Corp.		2,434,753
	58,051	Assured Guaranty Ltd.		2,423,049
	166,800	Manulife Financial Corp.		3,126,857
	54,701	XL Group Ltd.		2,395,904

				14,120,686

		Materials - 2.0%
	165,144	BHP Billiton plc		2,530,121
	225,049	First Quantum Minerals Ltd.		1,903,754
	28,910	HeidelbergCement AG		2,802,500
	145,783	James Hardie Industries plc		2,297,520

				9,533,895

		Media - 1.7%
	57,556	Comcast Corp. Class A		2,240,079
	80,752	Twenty-First Century Fox, Inc. Class A		2,288,512
	104,194	Viacom, Inc. Class B		3,497,793

				8,026,384

		Pharmaceuticals, Biotechnology & Life Sciences - 7.0%
	11,290	Allergan plc		2,744,486
	133,818	Bristol-Myers Squibb Co.		7,456,339
	49,224	Celgene Corp.*		6,392,721
	46,800	Eisai Co., Ltd.		2,589,328
	39,553	ICON plc*		3,867,888
	19,914	Incyte Corp.*		2,507,372
	4,265	Regeneron Pharmaceuticals, Inc.*		2,094,712
	11,054	Roche Holding AG		2,824,461
	22,709	Vertex Pharmaceuticals, Inc.*		2,926,509

				33,403,816

		Real Estate - 1.4%
	50,133	American Tower Corp. REIT		6,633,599

		Retailing - 9.1%
	12,842	Amazon.com, Inc.*		12,431,056
	36,321	Home Depot, Inc.		5,571,641
	65,158	Industria de Diseno Textil S.A.		2,502,391
	34,163	Lowe’s Cos., Inc.		2,648,657

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


		75

Hartford Global Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4% - (continued)
		Retailing - 9.1% - (continued)
	22,591	Netflix, Inc.*	$	3,375,321
	3,977	Priceline Group, Inc.*		7,439,058
	49,775	Ross Stores, Inc.		2,873,511
	40,124	TJX Cos., Inc.		2,895,749
	78,913	Zalando SE*⁽¹⁾		3,608,453

				43,345,837

		Semiconductors & Semiconductor Equipment - 5.0%
	162,200	Advanced Micro Devices, Inc.*		2,024,256
	33,157	Analog Devices, Inc.		2,579,615
	67,353	Applied Materials, Inc.		2,782,352
	21,812	ASML Holding N.V.		2,843,252
	15,961	Broadcom Ltd.		3,719,711
	148,630	Infineon Technologies AG		3,156,984
	25,900	NVIDIA Corp.		3,744,104
	417,000	Taiwan Semiconductor Manufacturing Co., Ltd.		2,849,033

				23,699,307

		Software & Services - 25.2%
	65,659	Adobe Systems, Inc.*		9,286,809
	43,389	Alibaba Group Holding Ltd. ADR*		6,113,510
	18,295	Alphabet, Inc. Class C*		16,625,216
	31,415	Autodesk, Inc.*		3,167,260
	38,066	Automatic Data Processing, Inc.		3,900,243
	3,421	Dropbox, Inc. Class B*^(1)(2)(3)		38,589
	95,922	eBay, Inc.*		3,349,596
	32,546	Electronic Arts, Inc.*		3,440,763
	89,965	Facebook, Inc. Class A*		13,582,916
	21,330	Gartner, Inc. Class A*		2,634,468
	31,497	Global Payments, Inc.		2,844,809
	22,520	Intuit, Inc.		2,990,881
	341,794	Just Eat plc*		2,917,475
	57,490	Mastercard, Inc. Class A		6,982,161
	79,439	Microsoft Corp.		5,475,730
	10,212	NetEase, Inc. ADR		3,070,034
	12,700	Nintendo Co., Ltd.		4,251,850
	66,572	PayPal Holdings, Inc.*		3,572,919
	43,373	Salesforce.com, Inc.*		3,756,102
	41,541	ServiceNow, Inc.*		4,403,346
	195,700	Tencent Holdings Ltd.		7,020,725
	37,524	Vantiv, Inc. Class A*		2,376,770
	50,640	Visa, Inc. Class A		4,749,019
	122,725	Yandex N.V. Class A*		3,220,304
	12,735	Zillow Group, Inc. Class C*		624,142

				120,395,637

		Technology Hardware & Equipment - 5.1%
	106,300	Alps Electric Co., Ltd.		3,087,836
	39,800	Apple, Inc.		5,731,996
	224,000	Catcher Technology Co., Ltd.		2,669,728
	160,000	Flex Ltd.*		2,609,600
	18,000	Largan Precision Co., Ltd.		2,865,862
	3,595	Samsung Electronics Co., Ltd.		7,487,739

				24,452,761

		Telecommunication Services - 1.1%
	42,875	T-Mobile USA, Inc.*		2,599,082
	7,251,810	Telekomunikasi Indonesia Persero Tbk PT		2,462,652

				5,061,734


		Total Common Stocks (cost $366,306,761)	$	471,062,091


Shares or Principal Amount			Market Value^†
WARRANTS - 0.0%
		Diversified Financials - 0.0%
	1,035	Emergent Capital, Inc. Expires 4/11/19*⁽³⁾	$	—

		Total Warrants (cost $—)	$	—


		Total Long-Term Investments (cost $366,306,761)	$	471,062,091


SHORT-TERM INVESTMENTS - 1.5%
		Other Investment Pools & Funds - 1.5%
	6,956,210	Fidelity Institutional Government Fund, Institutional Class	$	6,956,210


		Total Short-Term Investments (cost $6,956,210)	$	6,956,210



Total Investments (cost $373,262,971)^{^}	99.9	%	$	478,018,301
Other Assets and Liabilities	0.1	%		503,630

Total Net Assets	100.0	%	$	478,521,931

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


		76

Hartford Global Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	107,728,071
Unrealized Depreciation		(2,972,741	)

Net Unrealized Appreciation	$	104,755,330

*	Non-income producing.

⁽¹⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $3,647,042, which represented 0.8% of total net assets.

⁽²⁾

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the fair value of this security was $38,589, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽³⁾


Period Acquired		Shares/Par		Security	Cost
	05/2012		3,421	Dropbox, Inc. Class B	$	30,966
	04/2014		1,035	Emergent Capital, Inc. Warrants		—

					$	30,966

At June 30, 2017, the aggregate value of these securities was $38,589, which represented 0.0% of total net assets.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
ADR		American Depositary Receipt
REIT		Real Estate Investment Trust

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


		77

Hartford Global Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Banks	$	20,669,044	$	12,537,564	$	8,131,480	$	—
Capital Goods		32,218,134		11,839,150		20,378,984		—
Commercial & Professional Services		6,778,430		3,097,818		3,680,612		—
Consumer Durables & Apparel		6,275,878		2,572,121		3,703,757		—
Consumer Services		15,319,786		8,292,431		7,027,355		—
Diversified Financials		20,763,184		9,322,325		11,440,859		—
Energy		8,072,931		5,523,129		2,549,802		—
Food & Staples Retailing		2,594,224		2,594,224		—		—
Food, Beverage & Tobacco		17,396,275		6,321,788		11,074,487		—
Health Care Equipment & Services		42,544,383		42,544,383		—		—
Household & Personal Products		9,756,166		2,475,804		7,280,362		—
Insurance		14,120,686		10,380,563		3,740,123		—
Materials		9,533,895		1,903,754		7,630,141		—
Media		8,026,384		8,026,384		—		—
Pharmaceuticals, Biotechnology & Life Sciences		33,403,816		27,990,027		5,413,789		—
Real Estate		6,633,599		6,633,599		—		—
Retailing		43,345,837		37,234,993		6,110,844		—
Semiconductors & Semiconductor Equipment		23,699,307		14,850,038		8,849,269		—
Software & Services		120,395,637		106,166,998		14,190,050		38,589
Technology Hardware & Equipment		24,452,761		8,341,596		16,111,165		—
Telecommunication Services		5,061,734		2,599,082		2,462,652		—
Warrants		—		—		—		—
Short-Term Investments		6,956,210		6,956,210		—		—

Total	$	478,018,301	$	338,203,981	$	139,775,731	$	38,589

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended June 30, 2017 is not presented.

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


		78

Hartford Growth Opportunities HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 92.4%
		Automobiles & Components - 1.2%
	48,717	Tesla, Inc.*	$	17,616,554

		Banks - 5.7%
	598,589	Bank of America Corp.		14,521,769
	275,439	Bank of the Ozarks, Inc.		12,909,826
	338,878	Citigroup, Inc.		22,664,161
	111,905	PNC Financial Services Group, Inc.		13,973,577
	338,301	Wells Fargo & Co.		18,745,258

				82,814,591

		Capital Goods - 6.1%
	181,064	AMETEK, Inc.		10,967,046
	146,039	Deere & Co.		18,048,960
	330,463	Fastenal Co.		14,385,054
	110,178	IDEX Corp.		12,451,216
	137,584	Middleby Corp.*		16,717,832
	100,335	Rockwell Automation, Inc.		16,250,257

				88,820,365

		Commercial & Professional Services - 1.2%
	18,785	Klarna Holding AB*^(1)(2)(3)		2,146,985
	360,576	TransUnion*		15,616,546

				17,763,531

		Consumer Services - 3.7%
	306,582	Hilton Worldwide Holdings, Inc.		18,962,097
	189,033	Marriott International, Inc. Class A		18,961,900
	667,550	Melco Resorts & Entertainment Ltd. ADR		14,986,497

				52,910,494

		Diversified Financials - 4.3%
	748,602	Deutsche Bank AG		13,317,630
	621,393	Double Eagle Acquisition Corp.*		6,611,621
	510,427	Ocelot Partners Ltd.*⁽³⁾		5,032,810
	518,727	TD Ameritrade Holding Corp.		22,300,074
	393,846	Voya Financial, Inc.		14,528,979

				61,791,114

		Energy - 0.6%
	314,511	Newfield Exploration Co.*		8,950,983

		Food, Beverage & Tobacco - 2.1%
	596,605	Monster Beverage Corp.*		29,639,336

		Health Care Equipment & Services - 9.0%
	315,280	Abbott Laboratories		15,325,761
	73,434	Align Technology, Inc.*		11,023,912
	160,299	DexCom, Inc.*		11,725,872
	165,034	Edwards Lifesciences Corp.*		19,513,620
	546,619	Hologic, Inc.*		24,805,570
	22,206	Intuitive Surgical, Inc.*		20,770,826
	82,549	UnitedHealth Group, Inc.		15,306,236
	194,464	Veeva Systems, Inc. Class A*		11,922,588

				130,394,385

		Materials - 3.1%
	257,595	International Paper Co.		14,582,453
	133,825	Packaging Corp. of America		14,906,767
	1,150,522	Platform Specialty Products Corp.*		14,588,619

				44,077,839

		Pharmaceuticals, Biotechnology & Life Sciences - 4.9%
	515,699	Bristol-Myers Squibb Co.		28,734,748
	147,438	Celgene Corp.*		19,147,773
	140,770	Ionis Pharmaceuticals, Inc.*		7,160,970


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 92.4% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 4.9% - (continued)
	26,656	TESARO, Inc.*	$	3,728,108
	98,203	Vertex Pharmaceuticals, Inc.*		12,655,421

				71,427,020

		Real Estate - 0.1%
	29,318	WeWork Companies, Inc. Class A, REIT*^(1)(2)(3)		1,518,966

		Retailing - 9.6%
	44,342	Amazon.com, Inc.*		42,923,056
	43,732	Honest Co.*^(1)(2)(3)		1,315,896
	41,578	JAND, Inc. Class A*^(1)(2)(3)		322,645
	137,225	Netflix, Inc.*		20,502,787
	17,249	Priceline Group, Inc.*		32,264,600
	38,805	Tory Burch LLC*^(1)(2)(3)		1,717,899
	71,204	Ulta Salon Cosmetics & Fragrance, Inc.*		20,459,757
	259,952	Wayfair, Inc. Class A*		19,985,110

				139,491,750

		Semiconductors & Semiconductor Equipment - 5.9%
	2,136,112	Advanced Micro Devices, Inc.*		26,658,678
	236,614	Cavium, Inc.*		14,700,828
	276,153	Microchip Technology, Inc.		21,313,488
	159,280	NVIDIA Corp.		23,025,517

				85,698,511

		Software & Services - 28.9%
	165,658	Adobe Systems, Inc.*		23,430,668
	163,774	Alibaba Group Holding Ltd. ADR*		23,075,757
	394,361	Atlassian Corp. plc Class A*		13,873,620
	158,910	Autodesk, Inc.*		16,021,306
	1,070,278	Birst, Inc. Escrow*^(1)(2)(3)		101,677
	314,970	Cadence Design Systems, Inc.*		10,548,345
	103,083	CoStar Group, Inc.*		27,172,679
	25,800	Delivery Hero AG*⁽³⁾		819,195
	489,196	Facebook, Inc. Class A*		73,858,812
	252,338	Global Payments, Inc.		22,791,168
	448,045	GoDaddy, Inc. Class A*		19,006,069
	496,755	PayPal Holdings, Inc.*		26,660,841
	273,993	Salesforce.com, Inc.*		23,727,794
	293,397	ServiceNow, Inc.*		31,100,082
	411,400	SS&C Technologies Holdings, Inc.		15,801,874
	210,036	Trade Desk, Inc. Class A*		10,524,904
	79,873	Ultimate Software Group, Inc.*		16,778,122
	210,735	Veracode, Inc.*^(1)(2)(3)		857,692
	352,140	Workday, Inc. Class A*		34,157,580
	582,628	Zillow Group, Inc. Class C*		28,554,598

				418,862,783

		Technology Hardware & Equipment - 2.3%
	170,257	Arista Networks, Inc.*		25,502,796
	71,095	Zebra Technologies Corp. Class A*		7,146,469

				32,649,265

		Transportation - 3.7%
	410,869	CSX Corp.		22,417,013
	174,264	J.B. Hunt Transport Services, Inc.		15,924,244
	560,138	Swift Transportation Co.*		14,843,657

				53,184,914


		Total Common Stocks (cost $1,135,501,555)	$	1,337,612,401

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


		79

Hartford Growth Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
PREFERRED STOCKS - 6.4%
		Capital Goods - 0.5%
	1,458,400	Lithium Technology Corp.*^(1)(2)(3)	$	6,519,048

		Consumer Services - 0.2%
	874,073	DraftKings, Inc.*^(1)(2)(3)		1,590,813
	478,403	DraftKings, Inc. Series E*^(1)(2)(3)		827,637

				2,418,450

		Real Estate - 1.2%
	879,569	Redfin Corp. Series G*^(1)(2)(3)		4,477,006
	145,709	WeWork Companies, Inc. Class D-1*^(1)(2)(3)		7,549,183
	114,486	WeWork Companies, Inc. Class D-2*^(1)(2)(3)		5,931,520

				17,957,709

		Retailing - 0.6%
	1,605,750	Coupang LLC*^(1)(2)(3)		8,076,923
	92,843	JAND, Inc. Series D*^(1)(2)(3)		874,581

				8,951,504

		Software & Services - 3.9%
	1,871,878	Essence Group Holdings Corp.*^(1)(2)(3)		3,893,506
	236,310	ForeScout Technologies, Inc.*^(1)(2)(3)		2,908,976
	50,806	General Assembly Space, Inc.*^(1)(2)(3)		2,490,556
	287,204	Lookout, Inc. Series F*^(1)(2)(3)		2,309,120
	366,944	MarkLogic Corp. Series F*^(1)(2)(3)		3,636,415
	488,790	Pinterest, Inc. Series G*^(1)(2)(3)		3,509,068
	759,876	Uber Technologies, Inc.*^(1)(2)(3)		31,504,459
	1,160,072	Zuora, Inc. Series F*^(1)(2)(3)		5,533,544

				55,785,644


		Total Preferred Stocks (cost $58,188,809)	$	91,632,355


CONVERTIBLE PREFERRED STOCKS - 0.2%
		Retailing - 0.2%
	102,040	Honest Co. Series C*^(1)(2)(3)	$	3,121,404


		Total Convertible Preferred Stocks (cost $2,760,927)	$	3,121,404


WARRANTS - 0.0%
		Diversified Financials - 0.0%
	510,427	Ocelot Partners Ltd. Expires 3/8/20*	$	255,213


		Total Warrants (cost $5,104)	$	255,213


		Total Long-Term Investments (cost $1,196,456,395)	$	1,432,621,373


SHORT-TERM INVESTMENTS - 0.6%
		Other Investment Pools & Funds - 0.6%
	8,649,496	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	8,649,496


		Total Short-Term Investments (cost $8,649,496)	$	8,649,496


Total Investments (cost $1,205,105,891)^{^}	99.6	%	$	1,441,270,869
Other Assets and Liabilities	0.4	%		6,189,300

Total Net Assets	100.0	%	$	1,447,460,169

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


		80

Hartford Growth Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	251,073,485
Unrealized Depreciation		(14,908,507	)

Net Unrealized Appreciation	$	236,164,978

*	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, 2017, the aggregate fair value of these securities was $102,735,519, which represented 7.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾


Period Acquired		Shares/Par		Security	Cost
	03/2015		1,070,278	Birst, Inc. Escrow	$	—
	11/2014		1,605,750	Coupang LLC Preferred		4,998,894
	12/2014		874,073	DraftKings, Inc. Preferred		1,574,452
	12/2014		478,403	DraftKings, Inc. Series E Preferred		705,896
	05/2014		1,871,878	Essence Group Holdings Corp. Preferred		2,960,001
	11/2015		236,310	ForeScout Technologies, Inc. Preferred		2,804,291
	07/2015		50,806	General Assembly Space, Inc. Preferred		2,490,556
	08/2014		43,732	Honest Co.		1,183,270
	08/2014		102,040	Honest Co. Series C Convertible Preferred		2,760,927
	04/2015		41,578	JAND, Inc. Class A		477,536
	04/2015		92,843	JAND, Inc. Series D Preferred		1,066,330
	08/2015		18,785	Klarna Holding AB		2,060,349
	08/2013		1,458,400	Lithium Technology Corp. Preferred		7,108,241
	07/2014		287,204	Lookout, Inc. Series F Preferred		3,280,760
	04/2015		366,944	MarkLogic Corp. Series F Preferred		4,261,761
	03/2015		488,790	Pinterest, Inc. Series G Preferred		3,509,068
	12/2014		879,569	Redfin Corp. Series G Preferred		2,900,554
	11/2013		38,805	Tory Burch LLC		3,041,403
	06/2014		759,876	Uber Technologies, Inc. Preferred		11,787,994
	08/2014		210,735	Veracode, Inc.		—
	12/2014		29,318	WeWork Companies, Inc. Class A, REIT		488,179
	12/2014		145,709	WeWork Companies, Inc. Class D-1 Preferred		2,426,224
	12/2014		114,486	WeWork Companies, Inc. Class D-2 Preferred		1,906,325
	01/2015		1,160,072	Zuora, Inc. Series F Preferred		4,407,462

					$	68,200,473

At June 30, 2017, the aggregate value of these securities was $102,735,519, which represented 7.1% of total net assets.

⁽³⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $108,587,524, which represented 7.5% of total net assets.

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

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


		81

Hartford Growth Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
ADR		American Depositary Receipt
REIT		Real Estate Investment Trust

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


		82

Hartford Growth Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	17,616,554	$	17,616,554	$	—	$	—
Banks		82,814,591		82,814,591		—		—
Capital Goods		88,820,365		88,820,365		—		—
Commercial & Professional Services		17,763,531		15,616,546		—		2,146,985
Consumer Services		52,910,494		52,910,494		—		—
Diversified Financials		61,791,114		61,791,114		—		—
Energy		8,950,983		8,950,983		—		—
Food, Beverage & Tobacco		29,639,336		29,639,336		—		—
Health Care Equipment & Services		130,394,385		130,394,385		—		—
Materials		44,077,839		44,077,839		—		—
Pharmaceuticals, Biotechnology & Life Sciences		71,427,020		71,427,020		—		—
Real Estate		1,518,966		—		—		1,518,966
Retailing		139,491,750		136,135,310		—		3,356,440
Semiconductors & Semiconductor Equipment		85,698,511		85,698,511		—		—
Software & Services		418,862,783		417,903,414		—		959,369
Technology Hardware & Equipment		32,649,265		32,649,265		—		—
Transportation		53,184,914		53,184,914		—		—
Preferred Stocks		91,632,355		—		—		91,632,355
Convertible Preferred Stocks		3,121,404		—		—		3,121,404
Warrants		255,213		255,213		—		—
Short-Term Investments		8,649,496		8,649,496		—		—

Total	$	1,441,270,869	$	1,338,535,350	$	—	$	102,735,519

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $6,703,603 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended June 30, 2017:


	Common Stocks			Preferred Stocks			Corporate Bonds			Convertible Preferred Stocks			Total
Beginning balance	$	10,774,974		$	107,035,352		$	705,896		$	3,522,420		$	122,038,642
Conversions*		—			705,896			(705,896	)		—			—
Purchases		—			—			—			—			—
Sales		(2,466,485	)		(10,655,856	)		—			—			(13,122,341	)
Accrued discounts/(premiums)		—			—			—			—			—
Total realized gain/(loss)		(1,901,582	)		1,804,983			—			—			(96,599	)
Net change in unrealized appreciation/depreciation		2,524,367			(1,503,931	)		—			(401,016	)		619,420
Transfers into Level 3		—						—			—			—
Transfers out of Level 3		(949,514	)		(5,754,089	)		—			—			(6,703,603	)

Ending balance	$	7,981,760		$	91,632,355		$	—		$	3,121,404		$	102,735,519

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at June 30, 2017 was $1,107,176.

*	Private equity security that was a convertible note is now trading as a preferred stock.

Note:

For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

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


		83

Hartford Healthcare HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.9%
		Biotechnology - 25.6%
	200,720	Aduro Biotech, Inc.*	$	2,288,208
	35,650	Alder Biopharmaceuticals, Inc.*		408,193
	132,462	Alkermes plc*		7,678,822
	40,000	Alnylam Pharmaceuticals, Inc.*		3,190,400
	54,241	Arena Pharmaceuticals, Inc.*		915,039
	12,165	Biogen, Inc.*		3,301,095
	4,600	Biohaven Pharmaceutical Holding Co., Ltd.*		115,000
	32,465	Bluebird Bio, Inc.*		3,410,448
	66,700	Calithera Biosciences, Inc.*		990,495
	105,470	Celgene Corp.*		13,697,389
	180,655	Coherus Biosciences, Inc.*		2,592,399
	186,780	Cytokinetics, Inc.*		2,260,038
	22,132	Galapagos N.V.*		1,691,911
	19,759	Genmab A/S*		4,213,007
	110,160	GlycoMimetics, Inc.*		1,229,386
	35,403	Incyte Corp.*		4,457,592
	23,418	Innate Pharma S.A.*		292,650
	138,403	Ironwood Pharmaceuticals, Inc.*		2,613,049
	88,940	Karyopharm Therapeutics, Inc.*		804,907
	84,470	Loxo Oncology, Inc.*		6,773,649
	45,940	Momenta Pharmaceuticals, Inc.*		776,386
	133,984	Portola Pharmaceuticals, Inc.*		7,525,881
	10,511	Regeneron Pharmaceuticals, Inc.*		5,162,373
	379,495	Rigel Pharmaceuticals, Inc.*		1,036,021
	134,505	Syndax Pharmaceuticals, Inc.*		1,879,035
	23,756	TESARO, Inc.*		3,322,514
	184,894	Trevena, Inc.*		425,256
	28,355	Ultragenyx Pharmaceutical, Inc.*		1,761,129
	39,590	Vertex Pharmaceuticals, Inc.*		5,101,963

				89,914,235

		Drug Retail - 1.3%
	57,510	Walgreens Boots Alliance, Inc.		4,503,608

		Health Care Distributors - 3.1%
	66,280	Cardinal Health, Inc.		5,164,538
	34,535	McKesson Corp.		5,682,389

				10,846,927

		Health Care Equipment - 20.6%
	189,626	Abbott Laboratories		9,217,720
	12,320	ABIOMED, Inc.*		1,765,456
	77,750	AtriCure, Inc.*		1,885,438
	30,204	Baxter International, Inc.		1,828,550
	30,338	Becton Dickinson and Co.		5,919,247
	374,690	Boston Scientific Corp.*		10,386,407
	143,721	ConforMIS, Inc.*		616,563
	15,045	Edwards Lifesciences Corp.*		1,778,921
	149,062	Globus Medical, Inc. Class A*		4,941,405
	139,365	K2M Group Holdings, Inc.*		3,394,931
	207,062	Medtronic plc		18,376,752
	65,255	Stryker Corp.		9,056,089
	15,330	Teleflex, Inc.		3,184,961

				72,352,440

		Health Care Facilities - 2.7%
	29,442	Acadia Healthcare Co., Inc.*		1,453,846
	160,312	Georgia Healthcare Group plc*⁽¹⁾		742,800
	47,010	HCA Healthcare, Inc.*		4,099,272
	26,540	LifePoint Health, Inc.*		1,782,161
	11,890	Universal Health Services, Inc. Class B		1,451,531

				9,529,610


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.9% - (continued)
		Health Care Services - 1.3%
	42,995	Envision Healthcare Corp.*	$	2,694,497
	56,212	Teladoc, Inc.*		1,950,556

				4,645,053

		Health Care Supplies - 0.7%
	26,714	DENTSPLY SIRONA, Inc.		1,732,136
	114,771	Endologix, Inc.*		557,787

				2,289,923

		Health Care Technology - 2.0%
	26,975	athenahealth, Inc.*		3,791,336
	50,079	Cerner Corp.*		3,328,751

				7,120,087

		Life Sciences Tools & Services - 3.8%
	18,050	ICON plc*		1,765,110
	8,710	Illumina, Inc.*		1,511,359
	32,000	NanoString Technologies, Inc.*		529,280
	28,800	Patheon N.V.*		1,004,544
	47,695	Thermo Fisher Scientific, Inc.		8,321,347
	19,000	Wuxi Biologics Cayman, Inc.*⁽¹⁾		71,425

				13,203,065

		Managed Health Care - 12.1%
	39,855	Aetna, Inc.		6,051,185
	30,085	Anthem, Inc.		5,659,891
	33,916	Cigna Corp.		5,677,199
	7,370	Humana, Inc.		1,773,369
	109,430	UnitedHealth Group, Inc.		20,290,511
	16,170	WellCare Health Plans, Inc.*		2,903,485

				42,355,640

		Pharmaceuticals - 22.7%
	63,882	Allergan plc		15,529,075
	245,190	AstraZeneca plc ADR		8,358,527
	244,570	Bristol-Myers Squibb Co.		13,627,440
	32,670	Chugai Pharmaceutical Co., Ltd.		1,224,011
	24,120	Dermira, Inc.*		702,857
	53,290	Eisai Co., Ltd.		2,948,404
	119,150	Eli Lilly & Co.		9,806,045
	9,300	Galenica AG*⁽¹⁾		436,438
	17,279	Hikma Pharmaceuticals plc		330,919
	44,790	Intersect ENT, Inc.*		1,251,880
	13,625	Johnson & Johnson		1,802,451
	107,500	Medicines Co.*		4,086,075
	158,445	MediWound Ltd.*		1,077,426
	130,465	Mylan N.V.*		5,064,651
	98,300	MyoKardia, Inc.*		1,287,730
	137,499	Nabriva Therapeutics plc*		1,544,114
	102,420	Ono Pharmaceutical Co., Ltd.		2,233,922
	65,499	Revance Therapeutics, Inc.*		1,729,174
	41,170	Shionogi & Co., Ltd.		2,295,552
	905,820	Sino Biopharmaceutical Ltd.		800,947
	19,510	Takeda Pharmaceutical Co., Ltd.		990,502
	39,417	UCB S.A.		2,710,954

				79,839,094


		Total Common Stocks (cost $267,285,537)	$	336,599,682


		Total Long-Term Investments (cost $267,285,537)	$	336,599,682

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


		84

Hartford Healthcare HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 4.4%
		Other Investment Pools & Funds - 4.4%
	15,503,688	Fidelity Institutional Government Fund, Institutional Class	$	15,503,688


		Total Short-Term Investments (cost $15,503,688)	$	15,503,688



Total Investments (cost $282,789,225)^{^}	100.3	%	$	352,103,370
Other Assets and Liabilities	(0.3	)%		(1,104,770	)

Total Net Assets	100.0	%	$	350,998,600

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


		85

Hartford Healthcare HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	82,280,789
Unrealized Depreciation		(12,966,644	)

Net Unrealized Appreciation	$	69,314,145

*	Non-income producing.

⁽¹⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $1,250,663, which represented 0.4% of total net assets.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
ADR		American Depositary Receipt

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


		86

Hartford Healthcare HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Biotechnology	$	89,914,235	$	83,716,667	$	6,197,568	$	—
Drug Retail		4,503,608		4,503,608		—		—
Health Care Distributors		10,846,927		10,846,927		—		—
Health Care Equipment		72,352,440		72,352,440		—		—
Health Care Facilities		9,529,610		9,529,610		—		—
Health Care Services		4,645,053		4,645,053		—		—
Health Care Supplies		2,289,923		2,289,923		—		—
Health Care Technology		7,120,087		7,120,087		—		—
Life Sciences Tools & Services		13,203,065		13,203,065		—		—
Managed Health Care		42,355,640		42,355,640		—		—
Pharmaceuticals		79,839,094		66,303,883		13,535,211		—
Short-Term Investments		15,503,688		15,503,688		—		—

Total	$	352,103,370	$	332,370,591	$	19,732,779	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

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


		87

Hartford High Yield HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.0%
			Asset-Backed - Finance & Insurance - 0.0%
	$	2,490,000	Soundview NIM Trust 8.25%, 12/25/2036^(1)(2)(3)	$	—


			Total Asset & Commercial Mortgage Backed Securities (cost $2,478,958)	$	—



CORPORATE BONDS - 90.2%
			Biotechnology - 0.1%
	$	370,000	Sterigenics-Nordion Topco LLC (cash) 8.13%, 11/01/2021⁽¹⁾⁽⁴⁾	$	379,250

			Chemicals - 1.9%
			Chemours Co.
		1,875,000	6.63%, 05/15/2023		1,982,812
		305,000	7.00%, 05/15/2025		332,450
		1,360,000	Hexion, Inc. 10.38%, 02/01/2022⁽¹⁾		1,346,400
		2,160,000	Platform Specialty Products Corp. 6.50%, 02/01/2022⁽¹⁾		2,230,200

					5,891,862

			Coal - 1.1%
		670,000	Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp. 12.00%, 11/01/2021		690,100
		2,515,000	Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023⁽¹⁾		2,351,525
			Peabody Energy Corp.
		205,000	6.00%, 03/31/2022⁽¹⁾		203,463
		220,000	6.38%, 03/31/2025⁽¹⁾		216,700

					3,461,788

			Commercial Banks - 4.2%
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	800,000	7.00%, 02/19/2019^(5)(6)(7)		935,528
		400,000	8.88%, 04/14/2021^(5)(6)(7)		523,096
		1,400,000	Banco de Sabadell S.A. 6.50%, 05/18/2022⁽⁵⁾		1,573,605
			Barclays plc
	$	800,000	7.88%, 03/15/2022^(5)(6)(7)		860,784
		590,000	8.25%, 12/15/2018⁽⁵⁾⁽⁷⁾		625,400
		1,080,000	BNP Paribas S.A. 7.63%, 03/30/2021^(1)(5)(7)		1,188,000
		1,555,000	CIT Group, Inc. 5.38%, 05/15/2020		1,673,569
		690,000	Credit Agricole S.A. 7.88%, 01/23/2024^(1)(5)(7)		758,793
		1,180,000	Credit Suisse Group AG 6.25%, 12/18/2024^(5)(6)(7)		1,253,750
		730,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025^(1)(5)(7)		758,288
			Royal Bank of Scotland Group plc
		780,000	6.99%, 10/05/2017^(1)(5)(7)		883,350
		1,000,000	7.64%, 09/30/2017⁽⁵⁾⁽⁷⁾		960,000
		385,000	8.63%, 08/15/2021⁽⁵⁾⁽⁷⁾		419,650
		640,000	Societe Generale S.A. 8.25%, 11/29/2018^(5)(6)(7)		678,982

					13,092,795


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 90.2% - (continued)
			Commercial Services - 3.4%
	$	2,050,000	APX Group, Inc. 7.88%, 12/01/2022	$	2,224,250
		474,000	Avis Budget Car Rental LLC / Avis Budget Finance, Inc. 5.25%, 03/15/2025⁽¹⁾		446,152
		1,870,000	Brand Energy & Infrastructure Services, Inc. 8.50%, 07/15/2025⁽¹⁾		1,935,450
		2,380,000	GW Honos Security Corp. 8.75%, 05/15/2025⁽¹⁾		2,490,075
			Herc Rentals, Inc.
		855,000	7.50%, 06/01/2022⁽¹⁾		902,025
		782,000	7.75%, 06/01/2024⁽¹⁾		825,010
		2,105,000	Hertz Corp. 5.50%, 10/15/2024⁽¹⁾		1,726,100

					10,549,062

			Construction Materials - 2.2%
		2,380,000	Cemex Finance LLC 6.00%, 04/01/2024⁽¹⁾		2,528,988
		1,650,000	Ply Gem Industries, Inc. 6.50%, 02/01/2022		1,728,243
		2,315,000	Standard Industries, Inc. 5.38%, 11/15/2024⁽¹⁾		2,439,431

					6,696,662

			Diversified Financial Services - 4.6%
		665,000	FBM Finance, Inc. 8.25%, 08/15/2021⁽¹⁾		712,381
		710,000	Hexion, Inc. 13.75%, 02/01/2022⁽¹⁾		624,800
		2,760,000	Nationstar Mortgage LLC / Nationstar Capital Corp. 6.50%, 07/01/2021		2,822,100
			Navient Corp.
		417,000	5.50%, 01/25/2023		423,776
		365,000	5.63%, 08/01/2033		304,885
		1,641,000	5.88%, 10/25/2024		1,670,210
		2,070,000	6.13%, 03/25/2024		2,132,100
		815,000	6.50%, 06/15/2022		863,900
		917,000	7.25%, 09/25/2023		988,067
		280,000	OneMain Financial Holdings LLC 6.75%, 12/15/2019⁽¹⁾		294,000
			Springleaf Finance Corp.
		490,000	5.25%, 12/15/2019		509,649
		675,000	7.75%, 10/01/2021		755,156
		1,730,000	8.25%, 12/15/2020		1,941,925
		175,000	Tempo Acquisition LLC / Tempo Acquisition Finance Corp. 6.75%, 06/01/2025⁽¹⁾		178,938

					14,221,887

			Electric - 0.6%
			Dynegy, Inc.
		280,000	7.63%, 11/01/2024		271,600
		1,720,000	8.00%, 01/15/2025⁽¹⁾		1,668,400
		103,000	GenOn Americas Generation LLC 9.13%, 05/01/2031⁽³⁾⁽⁸⁾		91,670
		415,000	Texas Competitive Electric Holdings Co. LLC 11.50%, 10/01/2020^(1)(2)(3)(9)		—

					2,031,670

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


		88

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 90.2% - (continued)
			Entertainment - 2.6%
	$	400,000	Eldorado Resorts, Inc. 6.00%, 04/01/2025⁽¹⁾	$	424,000
		1,385,000	Jacobs Entertainment, Inc. 7.88%, 02/01/2024⁽¹⁾		1,502,725
		1,590,000	Penn National Gaming, Inc. 5.63%, 01/15/2027⁽¹⁾		1,619,812
		1,225,000	Pinnacle Entertainment, Inc. 5.63%, 05/01/2024⁽¹⁾		1,274,000
		835,000	Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp. 6.13%, 08/15/2021⁽¹⁾		847,525
			Scientific Games International, Inc.
		1,150,000	6.63%, 05/15/2021		1,144,250
		770,000	10.00%, 12/01/2022		844,113
		325,000	WMG Acquisition Corp. 5.00%, 08/01/2023⁽¹⁾		333,125

					7,989,550

			Environmental Control - 0.4%
		835,000	Clean Harbors, Inc. 5.13%, 06/01/2021		852,744
		397,000	Tervita Escrow Corp. 7.63%, 12/01/2021⁽¹⁾		399,977

					1,252,721

			Food - 1.5%
		2,510,000	Post Holdings, Inc. 5.00%, 08/15/2026⁽¹⁾		2,503,725
		2,045,000	TreeHouse Foods, Inc. 4.88%, 03/15/2022		2,111,463

					4,615,188

			Healthcare-Products - 2.4%
			Alere, Inc.
		2,412,000	6.38%, 07/01/2023⁽¹⁾		2,589,885
		1,850,000	6.50%, 06/15/2020		1,877,750
		2,895,000	Sterigenics-Nordion Holdings LLC 6.50%, 05/15/2023⁽¹⁾		2,981,850

					7,449,485

			Healthcare-Services - 6.4%
			Community Health Systems, Inc.
		280,000	6.25%, 03/31/2023		289,058
		2,845,000	6.88%, 02/01/2022		2,485,819
		1,565,000	7.13%, 07/15/2020		1,523,919
			Envision Healthcare Corp.
		1,040,000	5.13%, 07/01/2022⁽¹⁾		1,067,300
		1,890,000	5.63%, 07/15/2022		1,958,512
		1,835,000	HCA Healthcare, Inc. 6.25%, 02/15/2021		2,004,737
			HCA, Inc.
		1,340,000	5.25%, 06/15/2026		1,445,190
		1,085,000	5.38%, 02/01/2025		1,144,458
		1,599,000	7.50%, 11/15/2095		1,634,977
		350,000	MPH Acquisition Holdings LLC 7.13%, 06/01/2024⁽¹⁾		373,188
			Tenet Healthcare Corp.
		3,305,000	5.00%, 03/01/2019		3,470,614
		500,000	6.75%, 06/15/2023		500,000
		1,955,000	8.13%, 04/01/2022		2,074,744

					19,972,516


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 90.2% - (continued)
			Home Builders - 2.5%
	$	1,690,000	AV Homes, Inc. 6.63%, 05/15/2022⁽¹⁾	$	1,742,812
			Beazer Homes USA, Inc.
		525,000	6.75%, 03/15/2025		547,313
		1,120,000	8.75%, 03/15/2022		1,248,800
		1,880,000	KB Home 8.00%, 03/15/2020		2,115,000
		2,115,000	M/I Homes, Inc. 6.75%, 01/15/2021		2,215,462

					7,869,387

			Household Products - 0.7%
		2,400,000	Revlon Consumer Products Corp. 6.25%, 08/01/2024		2,088,000

			Housewares - 0.7%
		2,025,000	American Greetings Corp. 7.88%, 02/15/2025⁽¹⁾		2,189,531

			Insurance - 1.1%
			Genworth Holdings, Inc.
		110,000	4.80%, 02/15/2024		90,750
		770,000	4.90%, 08/15/2023		639,100
		440,000	7.20%, 02/15/2021		421,432
		245,000	7.63%, 09/24/2021		236,425
		145,000	7.70%, 06/15/2020		142,202
		415,000	MGIC Investment Corp. 5.75%, 08/15/2023		447,162
		1,330,000	USIS Merger Sub, Inc. 6.88%, 05/01/2025⁽¹⁾		1,353,275

					3,330,346

			Internet - 1.7%
		2,105,000	Netflix, Inc. 5.88%, 02/15/2025		2,331,287
			Zayo Group LLC / Zayo Capital, Inc.
		2,145,000	6.00%, 04/01/2023		2,257,613
		605,000	6.38%, 05/15/2025		653,019

					5,241,919

			Iron/Steel - 2.0%
			AK Steel Corp.
		1,015,000	7.63%, 10/01/2021		1,055,925
		840,000	8.38%, 04/01/2022		877,800
		650,000	Signode Industrial Group U.S., Inc. 6.38%, 05/01/2022⁽¹⁾		679,250
		1,130,000	Steel Dynamics, Inc. 5.50%, 10/01/2024		1,200,625
			United States Steel Corp.
		191,000	6.88%, 04/01/2021		197,207
		315,000	7.50%, 03/15/2022		322,875
		1,645,000	8.38%, 07/01/2021⁽¹⁾		1,809,500

					6,143,182

			IT Services - 0.6%
		1,480,000	Conduent Finance, Inc. / Xerox Business Services LLC 10.50%, 12/15/2024⁽¹⁾		1,724,200

			Lodging - 1.7%
		920,000	Boyd Gaming Corp. 6.38%, 04/01/2026		994,750
		1,450,000	FelCor Lodging L.P. 6.00%, 06/01/2025		1,547,875

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


		89

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 90.2% - (continued)
			Lodging - 1.7% - (continued)
	$	1,630,000	Jack Ohio Finance LLC / Jack Ohio Finance Corp. 6.75%, 11/15/2021⁽¹⁾	$	1,703,350
		1,100,000	Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025⁽¹⁾		1,072,500

					5,318,475

			Machinery - Construction & Mining - 0.5%
		1,605,000	BlueLine Rental Finance Corp. / BlueLine Rental LLC 9.25%, 03/15/2024⁽¹⁾		1,669,200

			Machinery-Diversified - 0.7%
		1,935,000	Cloud Crane LLC 10.13%, 08/01/2024⁽¹⁾		2,123,663

			Media - 9.0%
		635,000	CBS Radio, Inc. 7.25%, 11/01/2024⁽¹⁾		654,050
			CCO Holdings LLC / CCO Holdings Capital Corp.
		120,000	5.13%, 02/15/2023		123,825
		245,000	5.13%, 05/01/2023⁽¹⁾		257,250
		95,000	5.25%, 09/30/2022		97,793
		545,000	5.75%, 09/01/2023		568,163
		105,000	5.75%, 01/15/2024		110,644
		1,355,000	5.75%, 02/15/2026⁽¹⁾		1,449,850
		1,775,000	Cequel Communications Holdings I LLC / Cequel Capital Corp. 5.13%, 12/15/2021⁽¹⁾		1,807,021
		520,000	Clear Channel Worldwide Holdings, Inc. 7.63%, 03/15/2020		517,400
			CSC Holdings LLC
		1,560,000	5.25%, 06/01/2024		1,591,356
		760,000	10.13%, 01/15/2023⁽¹⁾		881,600
		750,000	10.88%, 10/15/2025⁽¹⁾		902,813
			DISH DBS Corp.
		2,170,000	5.00%, 03/15/2023		2,224,250
		1,095,000	5.88%, 07/15/2022		1,177,125
		945,000	6.75%, 06/01/2021		1,048,950
		1,191,000	7.88%, 09/01/2019		1,313,077
			Gray Television, Inc.
		1,255,000	5.13%, 10/15/2024⁽¹⁾		1,267,550
		380,000	5.88%, 07/15/2026⁽¹⁾		387,600
		1,175,000	Liberty Interactive LLC 8.25%, 02/01/2030		1,263,125
		2,370,000	SFR Group S.A. 7.38%, 05/01/2026⁽¹⁾		2,571,450
			Sinclair Television Group, Inc.
		520,000	5.13%, 02/15/2027⁽¹⁾		503,100
		1,055,000	5.88%, 03/15/2026⁽¹⁾		1,078,738
			TEGNA, Inc.
		1,515,000	4.88%, 09/15/2021⁽¹⁾		1,556,662
		2,865,000	5.13%, 10/15/2019		2,929,462
		1,565,000	Tribune Media Co. 5.88%, 07/15/2022		1,639,337

					27,922,191

			Metal Fabricate/Hardware - 0.6%
			Novelis Corp.
		605,000	5.88%, 09/30/2026⁽¹⁾		623,150


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 90.2% - (continued)
			Metal Fabricate/Hardware - 0.6% - (continued)
	$	1,115,000	6.25%, 08/15/2024⁽¹⁾	$	1,170,750

					1,793,900

			Mining - 2.3%
			Anglo American Capital plc
		260,000	4.13%, 04/15/2021⁽¹⁾		267,150
		1,330,000	4.88%, 05/14/2025⁽¹⁾		1,383,200
		395,000	9.38%, 04/08/2019⁽¹⁾		441,906
		1,345,000	Constellium N.V. 7.88%, 04/01/2021⁽¹⁾		1,439,150
		1,290,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		1,357,725
			New Gold, Inc.
		105,000	6.25%, 11/15/2022⁽¹⁾		107,888
		870,000	6.38%, 05/15/2025⁽¹⁾		896,100
		970,000	Teck Resources Ltd. 8.50%, 06/01/2024⁽¹⁾		1,120,350

					7,013,469

			Miscellaneous Manufacturing - 1.0%
		2,990,000	Bombardier, Inc. 6.13%, 01/15/2023⁽¹⁾		2,997,475

			Office/Business Equipment - 0.6%
			CDW LLC / CDW Finance Corp.
		885,000	5.00%, 09/01/2023		921,506
		970,000	5.50%, 12/01/2024		1,049,113

					1,970,619

			Oil & Gas - 12.3%
		810,000	Antero Resources Corp. 5.63%, 06/01/2023		820,125
		1,720,000	Blue Racer Midstream LLC / Blue Racer Finance Corp. 6.13%, 11/15/2022⁽¹⁾		1,732,900
		2,370,000	California Resources Corp. 8.00%, 12/15/2022⁽¹⁾		1,499,025
		335,000	Chesapeake Energy Corp. 8.00%, 06/15/2027⁽¹⁾		329,138
			Concho Resources, Inc.
		1,910,000	5.50%, 10/01/2022		1,960,137
		325,000	5.50%, 04/01/2023		333,937
			Continental Resources, Inc.
		475,000	3.80%, 06/01/2024		434,919
		265,000	4.50%, 04/15/2023		253,075
		2,015,000	4.90%, 06/01/2044		1,682,525
		1,005,000	5.00%, 09/15/2022		986,156
		2,100,000	Denbury Resources, Inc. 9.00%, 05/15/2021⁽¹⁾		2,000,250
		1,430,000	Energen Corp. 4.63%, 09/01/2021		1,447,875
		1,540,000	Ensco plc 5.75%, 10/01/2044		1,008,700
			Laredo Petroleum, Inc.
		740,000	5.63%, 01/15/2022		717,800
		1,360,000	6.25%, 03/15/2023		1,349,800
		670,000	7.38%, 05/01/2022		676,700
		1,635,000	Matador Resources Co. 6.88%, 04/15/2023		1,696,312
			MEG Energy Corp.
		900,000	6.38%, 01/30/2023⁽¹⁾		695,250
		1,090,000	6.50%, 01/15/2025⁽¹⁾		991,900
		1,380,000	7.00%, 03/31/2024⁽¹⁾		1,072,950

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


		90

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 90.2% - (continued)
			Oil & Gas - 12.3% - (continued)
			Noble Holding International Ltd.
	$	1,230,000	6.20%, 08/01/2040	$	738,000
		1,220,000	7.75%, 01/15/2024		965,325
		390,000	PDC Energy, Inc. 6.13%, 09/15/2024⁽¹⁾		395,850
			QEP Resources, Inc.
		2,185,000	5.25%, 05/01/2023		2,064,825
		205,000	5.38%, 10/01/2022		197,313
		245,000	6.80%, 03/01/2020		254,800
			Rice Energy, Inc.
		635,000	6.25%, 05/01/2022		663,575
		515,000	7.25%, 05/01/2023		554,912
		870,000	Rowan Cos., Inc. 5.85%, 01/15/2044		645,975
		1,140,000	RSP Permian, Inc. 6.63%, 10/01/2022		1,182,750
			SM Energy Co.
		1,755,000	5.00%, 01/15/2024		1,553,175
		15,000	5.63%, 06/01/2025		13,538
		240,000	6.13%, 11/15/2022		228,000
		115,000	6.50%, 11/15/2021		111,838
		150,000	6.75%, 09/15/2026		143,202
			Transocean, Inc.
		365,000	6.80%, 03/15/2038		266,450
		110,000	7.50%, 04/15/2031		88,000
		435,000	9.35%, 12/15/2041		387,150
			Tullow Oil plc
		1,015,000	6.00%, 11/01/2020⁽¹⁾		964,250
		1,755,000	6.25%, 04/15/2022⁽¹⁾		1,599,244
			WPX Energy, Inc.
		2,000,000	5.25%, 09/15/2024		1,900,000
		1,420,000	6.00%, 01/15/2022		1,405,800
		295,000	8.25%, 08/01/2023		320,075

					38,333,521

			Oil & Gas Services - 0.3%
			Weatherford International Ltd.
		250,000	5.95%, 04/15/2042		195,000
		660,000	6.50%, 08/01/2036		561,000
		250,000	7.00%, 03/15/2038		213,750

					969,750

			Packaging & Containers - 3.8%
		1,700,000	ARD Finance S.A. (cash) 7.13%, 09/15/2023⁽⁴⁾		1,814,580
			Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
		2,065,000	6.00%, 06/30/2021⁽¹⁾		2,137,275
		340,000	6.00%, 02/15/2025⁽¹⁾		357,000
		305,000	7.25%, 05/15/2024⁽¹⁾		333,594
		2,060,000	Berry Plastics Corp. 6.00%, 10/15/2022		2,196,475
		1,875,000	Flex Acquisition Co., Inc. 6.88%, 01/15/2025⁽¹⁾		1,950,000
			Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
		2,070,000	5.13%, 07/15/2023⁽¹⁾		2,150,212
		805,000	7.00%, 07/15/2024⁽¹⁾		863,536

					11,802,672


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 90.2% - (continued)
			Pharmaceuticals - 3.8%
			Endo Finance LLC
	$	736,000	6.00%, 07/15/2023⁽¹⁾	$	618,608
		3,075,000	6.00%, 02/01/2025⁽¹⁾		2,506,125
		1,908,000	PRA Holdings, Inc. 9.50%, 10/01/2023⁽¹⁾		2,117,880
			Valeant Pharmaceuticals International, Inc.
		1,320,000	5.50%, 03/01/2023⁽¹⁾		1,120,337
		4,930,000	5.88%, 05/15/2023⁽¹⁾		4,227,475
		1,230,000	6.13%, 04/15/2025⁽¹⁾		1,040,887
		240,000	7.00%, 03/15/2024⁽¹⁾		252,300

					11,883,612

			Pipelines - 1.0%
		1,773,000	Energy Transfer Equity L.P. 7.50%, 10/15/2020		1,981,328
		1,100,000	Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.75%, 03/15/2024		1,182,500

					3,163,828

			REITS - 0.3%
		760,000	Equinix, Inc. 5.88%, 01/15/2026		828,636

			Retail - 1.5%
		1,945,000	CEC Entertainment, Inc. 8.00%, 02/15/2022		2,027,663
		1,280,000	L Brands, Inc. 6.88%, 11/01/2035		1,235,200
		1,440,000	Party City Holdings, Inc. 6.13%, 08/15/2023⁽¹⁾		1,490,400

					4,753,263

			Semiconductors - 1.9%
		1,625,000	Entegris, Inc. 6.00%, 04/01/2022⁽¹⁾		1,700,156
		1,865,000	Micron Technology, Inc. 5.50%, 02/01/2025		1,967,575
			Sensata Technologies B.V.
		1,221,000	5.00%, 10/01/2025⁽¹⁾		1,276,922
		900,000	5.63%, 11/01/2024⁽¹⁾		965,250

					5,909,903

			Software - 3.4%
		1,060,000	Camelot Finance S.A. 7.88%, 10/15/2024⁽¹⁾		1,142,150
		980,000	Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%, 03/01/2025⁽¹⁾		999,600
			First Data Corp.
		1,425,000	5.38%, 08/15/2023⁽¹⁾		1,489,125
		2,391,000	5.75%, 01/15/2024⁽¹⁾		2,483,651
		1,580,000	7.00%, 12/01/2023⁽¹⁾		1,686,650
		684,000	Infor Software Parent LLC (cash) 7.13%, 05/01/2021⁽¹⁾⁽⁴⁾		704,520
		2,075,000	Infor U.S., Inc. 6.50%, 05/15/2022		2,147,625

					10,653,321

			Telecommunications - 4.4%
			Altice Financing S.A.
		485,000	6.50%, 01/15/2022⁽¹⁾		506,825
		380,000	6.63%, 02/15/2023⁽¹⁾		403,157

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


		91

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 90.2% - (continued)
			Telecommunications - 4.4% - (continued)
	$	2,840,000	7.50%, 05/15/2026⁽¹⁾	$	3,152,400
		1,085,000	Frontier Communications Corp. 11.00%, 09/15/2025		1,006,338
			Nokia Oyj
		175,000	3.38%, 06/12/2022		176,330
		180,000	4.38%, 06/12/2027		183,263
		800,000	Sprint Capital Corp. 6.88%, 11/15/2028		889,256
			Sprint Corp.
		416,000	7.13%, 06/15/2024		462,800
		2,495,000	7.25%, 09/15/2021		2,772,569
		85,000	7.63%, 02/15/2025		97,856
		3,479,000	7.88%, 09/15/2023		4,000,850

					13,651,644

			Transportation - 0.4%
		1,290,000	Hertz Corp. 7.63%, 06/01/2022⁽¹⁾		1,286,904


			Total Corporate Bonds (cost $271,223,410)	$	280,237,047



SENIOR FLOATING RATE INTERESTS - 1.1%⁽¹⁰⁾
			Healthcare-Products - 0.4%
		1,190,000	INC Research LLC 0.00%, 06/27/2024⁽¹¹⁾	$	1,191,487

			Insurance - 0.2%
		550,000	Asurion LLC 8.73%, 03/03/2021		552,063

			Internet - 0.3%
		1,266,545	Lands’ End, Inc. 4.48%, 04/04/2021		1,044,900

			Machinery-Diversified - 0.2%
		821,149	Gardner Denver, Inc. 4.55%, 07/30/2020		821,954


			Total Senior Floating Rate Interests (cost $3,807,518)	$	3,610,404



CONVERTIBLE BONDS - 1.9%
			Commercial Services - 0.2%
		690,000	Cardtronics, Inc. 1.00%, 12/01/2020	$	661,106

			Diversified Financial Services - 0.3%
		790,000	Blackhawk Network Holdings, Inc. 1.50%, 01/15/2022⁽¹⁾		880,850

			Internet - 0.3%
		750,000	Priceline Group, Inc. 0.90%, 09/15/2021		858,750

			Media - 0.4%
		670,000	DISH Network Corp. 3.38%, 08/15/2026⁽¹⁾		812,375
		400,000	Liberty Media Corp-Liberty Formula One 1.00%, 01/30/2023⁽¹⁾		463,250

					1,275,625


Shares or Principal Amount			Market Value^†
CONVERTIBLE BONDS - 1.9% - (continued)
		Oil & Gas - 0.2%
	1,790,000	Cobalt International Energy, Inc. 2.63%, 12/01/2019	$	465,400
	112,000	PDC Energy, Inc. 1.13%, 09/15/2021		101,640

				567,040

		Semiconductors - 0.4%
		Microchip Technology, Inc.
	565,000	1.63%, 02/15/2027⁽¹⁾		593,956
	589,000	2.25%, 02/15/2037⁽¹⁾		614,769

				1,208,725

		Software - 0.1%
	366,000	ServiceNow, Inc. 0.00%, 06/01/2022^(1)(12)		372,863


		Total Convertible Bonds (cost $7,116,515)	$	5,824,959



COMMON STOCKS - 1.5%
		Banks - 0.4%
	97,807	MGIC Investment Corp.*	$	1,095,438

		Energy - 0.6%
	206,275,142	KCA Deutag*^(1)(2)(9)		1,856,270

		Pharmaceuticals, Biotechnology & Life Sciences - 0.1%
	33,000	Endo International plc*		368,610

		Utilities - 0.4%
	4,525,000	TCEH Corp.*⁽²⁾⁽⁹⁾		4
	82,554	Vistra Energy Corp.		1,386,082

				1,386,086


		Total Common Stocks (cost $5,888,629)	$	4,706,404


		Total Long-Term Investments (cost $290,515,030)	$	294,378,814



SHORT-TERM INVESTMENTS - 2.6%
		Other Investment Pools & Funds - 2.6%
	8,114,389	Fidelity Institutional Government Fund, Institutional Class	$	8,114,389


		Total Short-Term Investments (cost $8,114,389)	$	8,114,389



Total Investments (cost $298,629,419)^{^}	97.3	%	$	302,493,203
Other Assets and Liabilities	2.7	%		8,259,858

Total Net Assets	100.0	%	$	310,753,061

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


		92

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

Other than the industry classifications “Other Investment Pools & Funds,” equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	13,485,315
Unrealized Depreciation		(9,621,531	)

Net Unrealized Appreciation	$	3,863,784

*	Non-income producing.

⁽¹⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $138,674,944, which represented 44.6% of total net assets.

⁽²⁾

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the aggregate fair value of these securities was $1,856,274, which represented 0.6% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽³⁾	Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁴⁾	Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽⁵⁾	Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁶⁾

These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $4,252,140, which represented 1.4% of total net assets.

⁽⁷⁾	Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2017.

⁽⁸⁾	The issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

⁽⁹⁾


Period Acquired		Shares/Par		Security	Cost Basis
	03/2011		206,275,142	KCA Deutag	$	2,795,441
	10/2016		4,525,000	TCEH Corp.		—
	10/2016	$	415,000	Texas Competitive Electric Holdings Co. LLC		—

					$	2,795,441

At June 30, 2017, the aggregate value of these securities was $1,856,274, which represented 0.6% of total net assets.

⁽¹⁰⁾

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of June 30, 2017.

⁽¹¹⁾	Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹²⁾	Security is a zero-coupon bond.

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


		93

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


OTC Credit Default Swap Contracts Outstanding at June 30, 2017
Reference Entity	Counter- party		Notional Amount ^(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread ^(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value^†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on single-name issues:
Sell protection:
Genworth Holdings, Inc.		CBK		USD	1,120,000		5.00%/6.42%		12/20/21	$	—	$	(79,721	)	$	(55,046	)	$	24,675

Total single-name issues										$	—	$	(79,721	)	$	(55,046	)	$	24,675

Total OTC contracts										$	—	$	(79,721	)	$	(55,046	)	$	24,675

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

^(b)

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on June 30, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.


Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2017
Reference Entity	Notional Amount ^(a)			(Pay)/Receive Fixed Rate			Expiration Date		Cost Basis		Market Value^†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.28		USD	6,030,000		(5.00	)%		06/20/22	$	401,737	$	409,627	$	7,890

Total									$	401,737	$	409,627	$	7,890

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


Foreign Currency Contracts Outstanding at June 30, 2017
Currency	Buy/Sell		Delivery Date		Counterparty		Contract Amount		Market Value^†		Unrealized Appreciation/ (Depreciation)
EUR		Sell		07/31/17		CIB	$	689,952	$	688,736	$	1,216
EUR		Sell		07/31/17		DEUT		228,009		228,816		(807	)
EUR		Sell		07/31/17		CIB		683,559		688,736		(5,177	)
EUR		Sell		07/31/17		CBK		1,089,938		1,110,901		(20,963	)

Total											$	(25,731	)

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

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


		94

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:
CBK		Citibank NA
CIB		Credit Agricole
DEUT		Deutsche Bank Securities, Inc.

Currency Abbreviations:
EUR		Euro
USD		United States Dollar


Index Abbreviations:
CDX.NA.HY		Credit Derivatives North American High Yield

Other Abbreviations:
OTC		Over-the-Counter

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


		95

Hartford High Yield HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total			Level 1⁽¹⁾		Level 2⁽¹⁾			Level 3⁽¹⁾
Assets
Asset & Commercial Mortgage Backed Securities	$	—		$	—	$	—		$	—
Corporate Bonds		280,237,047			—		280,237,047			—
Senior Floating Rate Interests		3,610,404			—		3,610,404			—
Convertible Bonds		5,824,959			—		5,824,959			—
Common Stocks
Banks		1,095,438			1,095,438		—			—
Energy		1,856,270			—		—			1,856,270
Pharmaceuticals, Biotechnology & Life Sciences		368,610			368,610		—			—
Utilities		1,386,086			1,386,082		—			4
Short-Term Investments		8,114,389			8,114,389		—			—
Foreign Currency Contracts⁽²⁾		1,216			—		1,216			—
Swaps - Credit Default⁽²⁾		32,565			—		32,565			—

Total	$	302,526,984		$	10,964,519	$	289,706,191		$	1,856,274

Liabilities
Foreign Currency Contracts⁽²⁾	$	(26,947	)	$	—	$	(26,947	)	$	—

Total	$	(26,947	)	$	—	$	(26,947	)	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

⁽²⁾	Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

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


		96

Hartford International Opportunities HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.0%
		Argentina - 0.2%
	103,581	YPF S.A. ADR	$	2,268,424

		Canada - 7.5%
	437,345	Canadian National Railway Co.		35,485,380
	176,662	Canadian Natural Resources Ltd.		5,097,696
	1,173,790	EnCana Corp.		10,327,686
	514,215	Magna International, Inc.		23,819,321
	659,735	Manulife Financial Corp.		12,367,488
	375,485	TransCanada Corp.		17,899,817

				104,997,388

		China - 8.2%
	448,400	AAC Technologies Holdings, Inc.		5,601,034
	227,341	Alibaba Group Holding Ltd. ADR*		32,032,347
	12,612,000	China Construction Bank Corp. Class H		9,807,666
	242,685	Ctrip.com International Ltd. ADR*		13,071,014
	44,858	NetEase, Inc. ADR		13,485,660
	183,404	New Oriental Education & Technology Group, Inc. ADR*		12,928,148
	603,480	Tencent Holdings Ltd.		21,649,806
	91,070	Weibo Corp. ADR*		6,053,423

				114,629,098

		Denmark - 0.7%
	47,436	Genmab A/S*		10,114,288

		France - 12.9%
	254,461	Airbus SE		20,999,515
	1,011,869	AXA S.A.		27,708,356
	370,143	BNP Paribas S.A.		26,647,593
	128,010	Capgemini SE		13,223,744
	337,817	Cie de Saint-Gobain		18,041,125
	123,390	Cie Generale des Etablissements Michelin		16,422,459
	125,551	Essilor International S.A.		15,971,681
	130,216	Schneider Electric SE*		10,007,030
	288,060	Total S.A.		14,301,307
	66,023	Unibail-Rodamco SE REIT		16,636,262

				179,959,072

		Germany - 7.1%
	210,104	Beiersdorf AG		22,099,050
	88,845	Brenntag AG		5,152,488
	80,212	Continental AG		17,352,239
	1,184,306	Deutsche Bank AG		21,056,705
	386,807	Deutsche Wohnen AG		14,821,430
	451,692	Vonovia SE		17,971,093

				98,453,005

		Greece - 0.1%
	640,310	Alpha Bank A.E.*		1,578,225

		Hong Kong - 0.9%
	460,026	Hong Kong Exchanges and Clearing Ltd.		11,884,491

		India - 3.2%
	4,900,377	ICICI Bank Ltd.		22,059,743
	861,724	Power Grid Corp. of India Ltd.		2,805,936
	2,813,942	State Bank of India		11,897,171
	241,705	Tata Motors Ltd. ADR		7,978,682

				44,741,532

		Israel - 0.4%
	149,050	Teva Pharmaceutical Industries Ltd. ADR		4,951,441


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.0% - (continued)
		Italy - 3.2%
	470,795	Assicurazioni Generali S.p.A.	$	7,771,023
	200,514	Banca Generali S.p.A.		5,983,384
	720,544	FinecoBank Banca Fineco S.p.A.		5,679,675
	1,384,786	UniCredit S.p.A.*		25,938,749

				45,372,831

		Japan - 17.5%
	99,860	Daito Trust Construction Co., Ltd.		15,557,752
	332,915	Daiwa House Industry Co., Ltd.		11,394,208
	65,492	Eisai Co., Ltd.		3,623,510
	60,430	FANUC Corp.		11,695,969
	1,038,070	ITOCHU Corp.		15,455,740
	587,700	Japan Tobacco, Inc.		20,656,523
	1,795,820	Kawasaki Heavy Industries Ltd.		5,345,475
	1,592,750	Mitsubishi Heavy Industries Ltd.		6,557,598
	371,020	Mitsui Fudosan Co., Ltd.		8,889,078
	78,200	Murata Manufacturing Co., Ltd.		11,938,479
	279,950	Nippon Telegraph & Telephone Corp.		13,214,780
	182,310	Omron Corp.		7,935,842
	383,674	Ono Pharmaceutical Co., Ltd.		8,368,461
	546,600	Seven & I Holdings Co., Ltd.		22,555,141
	318,500	SoftBank Group Corp.		25,890,896
	326,340	Sony Financial Holdings, Inc.		5,581,060
	601,930	Sumitomo Mitsui Financial Group, Inc.		23,502,023
	632,583	Tokio Marine Holdings, Inc.		26,323,834

				244,486,369

		Luxembourg - 0.6%
	371,597	SES S.A.		8,705,362

		Mexico - 1.3%
	566,590	America Movil S.A.B. de C.V. Class L, ADR		9,020,113
	1,198,440	Grupo Aeroportuario del Centro Norte S.A.B. de C.V.		7,218,209
	462,360	Infraestructura Energetica Nova, S.A.B. de C.V.		2,464,307

				18,702,629

		Netherlands - 1.4%
	328,656	AerCap Holdings N.V.*		15,259,498
	624,519	DP Eurasia N.V.*⁽¹⁾		1,480,396
	111,045	Koninklijke Ahold Delhaize N.V.		2,119,540

				18,859,434

		South Africa - 0.5%
	1,965,390	FirstRand Ltd.		7,087,836

		South Korea - 2.6%
	13,369	Hyundai Motor Co.		1,863,975
	163,389	ING Life Insurance Korea Ltd.*⁽¹⁾		4,855,330
	14,140	Samsung Electronics Co., Ltd.		29,451,081

				36,170,386

		Spain - 5.0%
	3,627,147	Banco Santander S.A.		24,083,797
	4,075,104	Iberdrola S.A.		32,292,815
	354,856	Industria de Diseno Textil S.A.		13,628,231

				70,004,843

		Switzerland - 9.5%
	553,216	ABB Ltd.		13,731,432
	459,451	Julius Baer Group Ltd.*		24,275,660
	109,102	LafargeHolcim Ltd.*		6,270,427
	513,414	Novartis AG		42,883,730
	1,590,726	UBS Group AG*		27,051,700

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


		97

Hartford International Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.0% - (continued)
		Switzerland - 9.5% - (continued)
	61,825	Zurich Insurance Group AG	$	18,043,554

				132,256,503

		Taiwan - 2.9%
	5,921,995	Taiwan Semiconductor Manufacturing Co., Ltd.		40,460,333

		United Kingdom - 9.3%
	305,272	AstraZeneca plc		20,448,192
	1,928,642	Aviva plc		13,229,260
	423,660	British American Tobacco plc		28,869,411
	2,831,120	BT Group plc		10,886,333
	2,422,289	Glencore plc*		9,076,864
	127,751	Hikma Pharmaceuticals plc		2,446,624
	665,633	Marks & Spencer Group plc		2,888,926
	479,266	Unilever N.V.		26,456,322
	763,437	WPP plc		16,075,436

				130,377,368


		Total Common Stocks (cost $1,177,264,792)	$	1,326,060,858


		Total Long-Term Investments (cost $1,177,264,792)	$	1,326,060,858


SHORT-TERM INVESTMENTS - 2.9%
		Other Investment Pools & Funds - 2.9%
	41,008,707	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	41,008,707


		Total Short-Term Investments (cost $41,008,707)	$	41,008,707



Total Investments (cost $1,218,273,499)^{^}	97.9	%	$	1,367,069,565
Other Assets and Liabilities	2.1	%		29,312,502

Total Net Assets	100.0	%	$	1,396,382,067

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


		98

Hartford International Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	164,574,336
Unrealized Depreciation		(15,778,270	)

Net Unrealized Appreciation	$	148,796,066

*	Non-income producing.

⁽¹⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $6,335,726, which represented 0.5% of total net assets.


Foreign Currency Contracts Outstanding at June 30, 2017
Currency	Buy/Sell		Delivery Date		Counterparty		Contract Amount		Market Value^†		Unrealized Appreciation/ (Depreciation)
EUR		Buy		07/14/17		CBK	$	101,702,774	$	106,731,951	$	5,029,177
EUR		Sell		07/14/17		GSC		100,283,163		106,731,951		(6,448,788	)

Total											$	(1,419,611	)

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:
CBK		Citibank NA
GSC		Goldman Sachs & Co.

Currency Abbreviations:
EUR		Euro

Other Abbreviations:
ADR		American Depositary Receipt
REIT		Real Estate Investment Trust

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


		99

Hartford International Opportunities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total			Level 1⁽¹⁾		Level 2⁽¹⁾			Level 3⁽¹⁾
Assets
Common Stocks
Argentina	$	2,268,424		$	2,268,424	$	—		$	—
Canada		104,997,388			104,997,388		—			—
China		114,629,098			77,570,592		37,058,506			—
Denmark		10,114,288			—		10,114,288			—
France		179,959,072			—		179,959,072			—
Germany		98,453,005			—		98,453,005			—
Greece		1,578,225			—		1,578,225			—
Hong Kong		11,884,491			—		11,884,491			—
India		44,741,532			7,978,682		36,762,850			—
Israel		4,951,441			4,951,441		—			—
Italy		45,372,831			—		45,372,831			—
Japan		244,486,369			—		244,486,369			—
Luxembourg		8,705,362			—		8,705,362			—
Mexico		18,702,629			18,702,629		—			—
Netherlands		18,859,434			16,739,894		2,119,540			—
South Africa		7,087,836			—		7,087,836			—
South Korea		36,170,386			4,855,330		31,315,056			—
Spain		70,004,843			—		70,004,843			—
Switzerland		132,256,503			—		132,256,503			—
Taiwan		40,460,333			—		40,460,333			—
United Kingdom		130,377,368			—		130,377,368			—
Short-Term Investments		41,008,707			41,008,707		—			—
Foreign Currency Contracts⁽²⁾		5,029,177			—		5,029,177			—

Total	$	1,372,098,742		$	279,073,087	$	1,093,025,655		$	—

Liabilities
Foreign Currency Contracts⁽²⁾	$	(6,448,788	)	$	—	$	(6,448,788	)	$	—

Total	$	(6,448,788	)	$	—	$	(6,448,788	)	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

⁽²⁾	Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

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


		100

Hartford MidCap HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8%
		Automobiles & Components - 1.2%
	456,317	Harley-Davidson, Inc.	$	24,650,244

		Banks - 5.1%
	85,003	Cullen/Frost Bankers, Inc.		7,982,632
	155,379	East West Bancorp, Inc.		9,102,102
	32,906	First Citizens BancShares, Inc. Class A		12,264,066
	290,385	First Republic Bank		29,067,538
	221,701	M&T Bank Corp.		35,904,477
	66,886	Prosperity Bancshares, Inc.		4,296,757
	54,649	South State Corp.		4,683,419

				103,300,991

		Capital Goods - 9.0%
	603,668	Allison Transmission Holdings, Inc.		22,643,587
	324,596	Fastenal Co.		14,129,664
	239,615	Heico Corp. Class A		14,868,111
	349,146	IDEX Corp.		39,456,989
	226,101	Lennox International, Inc.		41,521,188
	93,483	Middleby Corp.*		11,359,119
	172,474	MSC Industrial Direct Co., Inc. Class A		14,825,865
	272,787	PACCAR, Inc.		18,014,853
	125,647	Sensata Technologies Holding N.V.*		5,367,640

				182,187,016

		Commercial & Professional Services - 7.8%
	134,658	Cintas Corp.		16,972,294
	154,087	Dun & Bradstreet Corp.		16,664,509
	189,190	Equifax, Inc.		25,998,490
	414,569	Robert Half International, Inc.		19,870,292
	1,035,717	TransUnion*		44,856,903
	71,244	UniFirst Corp.		10,024,031
	365,397	Waste Connections, Inc.		23,538,875

				157,925,394

		Consumer Durables & Apparel - 2.4%
	15,801	NVR, Inc.*		38,090,048
	539,405	Under Armour, Inc. Class C*		10,874,405

				48,964,453

		Consumer Services - 1.3%
	335,880	Choice Hotels International, Inc.		21,580,290
	38,173	Wynn Resorts Ltd.		5,119,763

				26,700,053

		Diversified Financials - 5.3%
	56,734	Credit Acceptance Corp.*		14,588,581
	136,581	Factset Research Systems, Inc.		22,697,031
	252,436	Financial Engines, Inc.		9,239,158
	122,476	Moody’s Corp.		14,902,880
	216,366	MSCI, Inc.		22,283,534
	244,726	Northern Trust Corp.		23,789,814

				107,500,998

		Energy - 1.4%
	70,871	Diamondback Energy, Inc.*		6,294,054
	184,411	Newfield Exploration Co.*		5,248,337
	232,484	Parsley Energy, Inc. Class A*		6,451,431
	258,595	Patterson-UTI Energy, Inc.		5,221,033
	553,834	WPX Energy, Inc.*		5,350,036

				28,564,891

		Food & Staples Retailing - 0.7%
	170,341	PriceSmart, Inc.		14,921,872


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Health Care Equipment & Services - 4.2%
	281,391	Patterson Cos., Inc.	$	13,211,307
	282,233	STERIS plc		23,001,990
	68,208	Teleflex, Inc.		14,170,894
	212,222	Varian Medical Systems, Inc.*		21,899,188
	221,239	Veeva Systems, Inc. Class A*		13,564,163

				85,847,542

		Insurance - 5.6%
	29,120	Alleghany Corp.*		17,320,576
	37,597	Fairfax Financial Holdings Ltd.		16,293,869
	318,097	FNF Group		14,260,289
	38,088	Markel Corp.*		37,168,556
	15,486	White Mountains Insurance Group Ltd.		13,451,604
	214,140	WR Berkley Corp.		14,812,064

				113,306,958

		Materials - 3.3%
	519,980	Ball Corp.		21,948,356
	291,839	Packaging Corp. of America		32,507,946
	405,026	Silgan Holdings, Inc.		12,871,726

				67,328,028

		Pharmaceuticals, Biotechnology & Life Sciences - 13.5%
	42,523	Aerie Pharmaceuticals, Inc.*		2,234,584
	273,447	Agios Pharmaceuticals, Inc.*		14,068,848
	496,081	Alkermes plc*		28,757,816
	194,256	Alnylam Pharmaceuticals, Inc.*		15,493,859
	199,149	Bluebird Bio, Inc.*		20,920,602
	550,838	Ionis Pharmaceuticals, Inc.*		28,021,129
	935,617	Ironwood Pharmaceuticals, Inc.*		17,664,449
	51,778	Mettler-Toledo International, Inc.*		30,473,424
	361,207	Neurocrine Biosciences, Inc.*		16,615,522
	233,107	Puma Biotechnology, Inc.*		20,373,552
	200,421	Sage Therapeutics, Inc.*		15,961,528
	189,943	TESARO, Inc.*		26,565,428
	258,721	Ultragenyx Pharmaceutical, Inc.*		16,069,161
	110,231	Waters Corp.*		20,264,867

				273,484,769

		Retailing - 2.4%
	206,478	Advance Auto Parts, Inc.		24,073,270
	400,865	CarMax, Inc.*		25,278,547

				49,351,817

		Semiconductors & Semiconductor Equipment - 1.6%
	290,615	MKS Instruments, Inc.		19,558,390
	172,858	Silicon Laboratories, Inc.*		11,814,844

				31,373,234

		Software & Services - 19.1%
	447,131	Akamai Technologies, Inc.*		22,271,595
	264,269	Blackbaud, Inc.		22,661,067
	695,882	Cadence Design Systems, Inc.*		23,305,088
	74,358	CoStar Group, Inc.*		19,600,769
	1,579,798	Genpact Ltd.		43,965,778
	467,527	Global Payments, Inc.		42,227,039
	400,016	Guidewire Software, Inc.*		27,485,099
	196,562	ServiceNow, Inc.*		20,835,572
	464,058	Teradata Corp.*		13,685,070
	439,279	Total System Services, Inc.		25,588,002
	332,141	Vantiv, Inc. Class A*		21,037,811
	438,009	VeriSign, Inc.*		40,717,317
	263,304	WEX, Inc.*		27,454,708

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


		101

Hartford MidCap HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Software & Services - 19.1% - (continued)
	267,977	Zillow Group, Inc. Class A*	$	13,087,997
	474,604	Zillow Group, Inc. Class C*		23,260,342

				387,183,254

		Technology Hardware & Equipment - 8.6%
	561,594	CDW Corp. of Delaware		35,116,473
	461,956	CommScope Holding Co., Inc.*		17,568,187
	497,609	Finisar Corp.*		12,927,882
	390,926	II-VI, Inc.*		13,408,762
	439,903	Keysight Technologies, Inc.*		17,125,424
	925,225	National Instruments Corp.		37,212,549
	1,132,686	Trimble, Inc.*		40,402,909

				173,762,186

		Transportation - 5.1%
	254,377	Alaska Air Group, Inc.		22,832,880
	47,512	AMERCO		17,392,243
	334,865	Genesee & Wyoming, Inc. Class A*		22,901,417
	1,014,864	JetBlue Airways Corp.*		23,169,345
	338,066	Spirit Airlines, Inc.*		17,461,109

				103,756,994

		Utilities - 2.2%
	140,619	Black Hills Corp.		9,487,564
	257,247	NiSource, Inc.		6,523,784
	586,872	UGI Corp.		28,410,473

				44,421,821


		Total Common Stocks (cost $1,504,788,668)	$	2,024,532,515


		Total Long-Term Investments (cost $1,504,788,668)	$	2,024,532,515


SHORT-TERM INVESTMENTS - 0.2%
		Other Investment Pools & Funds - 0.2%
	3,606,600	Fidelity Institutional Government Fund, Institutional Class	$	3,606,600



Total Short-Term Investments (cost $3,606,600)			$	3,606,600


Total Investments (cost $1,508,395,268)^{^}	100.0	%	$	2,028,139,115
Other Assets and Liabilities	0.0	%		(579,009	)

Total Net Assets	100.0	%	$	2,027,560,106

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


		102

Hartford MidCap HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	548,976,515
Unrealized Depreciation		(29,232,668	)

Net Unrealized Appreciation	$	519,743,847

*	Non-income producing.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
MSCI		Morgan Stanley Capital International

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


		103

Hartford MidCap HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	24,650,244	$	24,650,244	$	—	$	—
Banks		103,300,991		103,300,991		—		—
Capital Goods		182,187,016		182,187,016		—		—
Commercial & Professional Services		157,925,394		157,925,394		—		—
Consumer Durables & Apparel		48,964,453		48,964,453		—		—
Consumer Services		26,700,053		26,700,053		—		—
Diversified Financials		107,500,998		107,500,998		—		—
Energy		28,564,891		28,564,891		—		—
Food & Staples Retailing		14,921,872		14,921,872		—		—
Health Care Equipment & Services		85,847,542		85,847,542		—		—
Insurance		113,306,958		113,306,958		—		—
Materials		67,328,028		67,328,028		—		—
Pharmaceuticals, Biotechnology & Life Sciences		273,484,769		273,484,769		—		—
Retailing		49,351,817		49,351,817		—		—
Semiconductors & Semiconductor Equipment		31,373,234		31,373,234		—		—
Software & Services		387,183,254		387,183,254		—		—
Technology Hardware & Equipment		173,762,186		173,762,186		—		—
Transportation		103,756,994		103,756,994		—		—
Utilities		44,421,821		44,421,821		—		—
Short-Term Investments		3,606,600		3,606,600		—		—

Total	$	2,028,139,115	$	2,028,139,115	$	—	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

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


		104

Hartford MidCap Value HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0%
		Automobiles & Components - 1.9%
	201,240	Goodyear Tire & Rubber Co.	$	7,035,351

		Banks - 13.0%
	83,593	Bank of the Ozarks, Inc.		3,918,004
	143,908	Comerica, Inc.		10,539,822
	217,300	FNB Corp.		3,076,968
	70,477	IBERIABANK Corp.		5,743,875
	94,927	MB Financial, Inc.		4,180,585
	94,262	Provident Financial Services, Inc.		2,392,370
	45,770	South State Corp.		3,922,489
	106,918	Sterling Bancorp		2,485,844
	69,755	Western Alliance Bancorp*		3,431,946
	183,285	Zions Bancorp		8,048,044

				47,739,947

		Capital Goods - 8.1%
	72,116	Generac Holdings, Inc.*		2,605,551
	45,418	Hubbell, Inc. Class B		5,139,955
	207,966	Milacron Holdings Corp.*		3,658,122
	81,900	Moog, Inc. Class A*		5,873,868
	518,988	Sanwa Holdings Corp.		5,480,986
	81,948	Sensata Technologies Holding N.V.*		3,500,819
	59,141	WESCO International, Inc.*		3,388,779

				29,648,080

		Commercial & Professional Services - 1.4%
	90,508	Clean Harbors, Inc.*		5,053,062

		Consumer Durables & Apparel - 4.1%
	132,831	D.R. Horton, Inc.		4,591,968
	34,123,624	Global Brands Group Holding Ltd.*		3,579,133
	72,320	Lennar Corp. Class A		3,856,102
	74,745	Toll Brothers, Inc.		2,953,175

				14,980,378

		Consumer Services - 1.7%
	117,762	Norwegian Cruise Line Holdings Ltd.*		6,393,299

		Diversified Financials - 0.4%
	19,515	Raymond James Financial, Inc.		1,565,493

		Energy - 6.6%
	89,100	Delek US Holdings, Inc.		2,355,804
	104,682	Diamondback Energy, Inc.*		9,296,808
	43,703	Energen Corp.*		2,157,617
	223,642	Newfield Exploration Co.*		6,364,851
	321,037	QEP Resources, Inc.*		3,242,474
	314,466	Trican Well Service Ltd.*		880,253

				24,297,807

		Food, Beverage & Tobacco - 2.2%
	27,249	Ingredion, Inc.		3,248,353
	62,137	Post Holdings, Inc.*		4,824,938

				8,073,291

		Health Care Equipment & Services - 5.9%
	124,568	Acadia Healthcare Co., Inc.*		6,151,168
	232,957	Brookdale Senior Living, Inc.*		3,426,797
	96,950	Envision Healthcare Corp.*		6,075,856
	73,777	STERIS plc		6,012,826

				21,666,647

		Insurance - 9.2%
	34,225	Assurant, Inc.		3,548,790
	205,570	CNO Financial Group, Inc.		4,292,302


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0% - (continued)
		Insurance - 9.2% - (continued)
	35,985	Hanover Insurance Group, Inc.	$	3,189,350
	66,956	Reinsurance Group of America, Inc.		8,596,481
	128,493	Unum Group		5,991,629
	186,795	XL Group Ltd.		8,181,621

				33,800,173

		Materials - 8.5%
	48,283	Bemis Co., Inc.		2,233,089
	59,121	Cabot Corp.		3,158,835
	74,418	Celanese Corp. Series A		7,065,245
	41,614	Crown Holdings, Inc.*		2,482,691
	121,585	Louisiana-Pacific Corp.*		2,931,414
	76,314	Methanex Corp.		3,361,632
	62,631	Reliance Steel & Aluminum Co.		4,560,163
	81,484	Westlake Chemical Corp.		5,395,056

				31,188,125

		Media - 1.2%
	82,486	John Wiley & Sons, Inc. Class A		4,351,137

		Real Estate - 7.8%
	54,477	American Assets Trust, Inc. REIT		2,145,849
	61,085	Equity LifeStyle Properties, Inc. REIT		5,274,079
	45,117	Extra Space Storage, Inc. REIT		3,519,126
	70,891	Forest City Realty Trust, Inc. Class A REIT		1,713,435
	15,840	LaSalle Hotel Properties REIT		472,032
	33,726	Life Storage, Inc. REIT		2,499,097
	49,928	PS Business Parks, Inc. REIT		6,609,968
	286,850	STORE Capital Corp. REIT		6,439,783

				28,673,369

		Retailing - 0.2%
	23,800	Camping World Holdings, Inc. Class A		734,230

		Semiconductors & Semiconductor Equipment - 3.9%
	163,321	Microsemi Corp.*		7,643,423
	136,009	Silicon Motion Technology Corp. ADR		6,559,714

				14,203,137

		Software & Services - 3.9%
	136,064	Booz Allen Hamilton Holding Corp.		4,427,523
	143,047	SS&C Technologies Holdings, Inc.		5,494,435
	45,864	VeriSign, Inc.*		4,263,517

				14,185,475

		Technology Hardware & Equipment - 8.5%
	98,826	Acacia Communications, Inc.*		4,098,314
	127,059	Arrow Electronics, Inc.*		9,963,967
	157,527	CommScope Holding Co., Inc.*		5,990,752
	53,687	Harris Corp.		5,856,178
	137,455	Keysight Technologies, Inc.*		5,351,123

				31,260,334

		Telecommunication Services - 1.1%
	66,678	Millicom International Cellular S.A.		3,943,870

		Transportation - 4.2%
	83,688	Genesee & Wyoming, Inc. Class A*		5,723,422
	191,020	Knight Transportation, Inc.		7,077,291
	82,300	Schneider National, Inc. Class B		1,841,051
	30,000	Swift Transportation Co.*		795,000

				15,436,764

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


		105

Hartford MidCap Value HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0% - (continued)
		Utilities - 5.2%
	159,007	Alliant Energy Corp.	$	6,387,311
	124,524	Great Plains Energy, Inc.		3,646,063
	183,735	UGI Corp.		8,894,611

				18,927,985


		Total Common Stocks (cost $297,748,349)	$	363,157,954


		Total Long-Term Investments (cost $297,748,349)	$	363,157,954


SHORT-TERM INVESTMENTS - 1.2%
		Other Investment Pools & Funds - 1.2%
	4,447,908	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	4,447,908


		Total Short-Term Investments (cost $4,447,908)	$	4,447,908



Total Investments (cost $302,196,257)^{^}	100.2	%	$	367,605,862
Other Assets and Liabilities	(0.2	)%		(668,384	)

Total Net Assets	100.0	%	$	366,937,478

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


		106

Hartford MidCap Value HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	79,593,542
Unrealized Depreciation		(14,183,937	)

Net Unrealized Appreciation	$	65,409,605

*	Non-income producing.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
ADR		American Depositary Receipt
REIT		Real Estate Investment Trust

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


		107

Hartford MidCap Value HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	7,035,351	$	7,035,351	$	—	$	—
Banks		47,739,947		47,739,947		—		—
Capital Goods		29,648,080		24,167,094		5,480,986		—
Commercial & Professional Services		5,053,062		5,053,062		—		—
Consumer Durables & Apparel		14,980,378		11,401,245		3,579,133		—
Consumer Services		6,393,299		6,393,299		—		—
Diversified Financials		1,565,493		1,565,493		—		—
Energy		24,297,807		24,297,807		—		—
Food, Beverage & Tobacco		8,073,291		8,073,291		—		—
Health Care Equipment & Services		21,666,647		21,666,647		—		—
Insurance		33,800,173		33,800,173		—		—
Materials		31,188,125		31,188,125		—		—
Media		4,351,137		4,351,137		—		—
Real Estate		28,673,369		28,673,369		—		—
Retailing		734,230		734,230		—		—
Semiconductors & Semiconductor Equipment		14,203,137		14,203,137		—		—
Software & Services		14,185,475		14,185,475		—		—
Technology Hardware & Equipment		31,260,334		31,260,334		—		—
Telecommunication Services		3,943,870		—		3,943,870		—
Transportation		15,436,764		15,436,764		—		—
Utilities		18,927,985		18,927,985		—		—
Short-Term Investments		4,447,908		4,447,908		—		—

Total	$	367,605,862	$	354,601,873	$	13,003,989	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

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


		108

Hartford Small Cap Growth HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.7%
		Automobiles & Components - 2.0%
	129,992	Cooper Tire & Rubber Co.	$	4,692,711
	14,391	Cooper-Standard Holdings, Inc.*		1,451,620
	5,982	LCI Industries		612,557
	222,502	Tenneco, Inc.		12,867,291
	60,543	Visteon Corp.*		6,179,018

				25,803,197

		Banks - 3.9%
	16,550	BofI Holding, Inc.*		392,566
	41,441	Essent Group Ltd.*		1,539,119
	103,499	FCB Financial Holdings, Inc. Class A*		4,942,077
	145,266	First Hawaiian, Inc.		4,448,045
	217,480	First Merchants Corp.		8,729,647
	123,845	Great Western Bancorp, Inc.		5,054,115
	13,638	HomeStreet, Inc.*		377,432
	97,754	IBERIABANK Corp.		7,966,951
	496,226	MGIC Investment Corp.*		5,557,731
	317,652	Sterling Bancorp		7,385,409
	172,104	Umpqua Holdings Corp.		3,159,829
	18,827	Walker & Dunlop, Inc.*		919,322

				50,472,243

		Capital Goods - 9.4%
	216,694	AAON, Inc.		7,985,174
	209,450	Altra Industrial Motion Corp.		8,336,110
	105,794	American Woodmark Corp.*		10,108,617
	18,555	Apogee Enterprises, Inc.		1,054,666
	8,044	Applied Industrial Technologies, Inc.		474,998
	13,131	Argan, Inc.		787,860
	136,966	Armstrong World Industries, Inc.*		6,300,436
	126,624	AZZ, Inc.		7,065,619
	59,206	Continental Building Products, Inc.*		1,379,500
	8,141	Encore Wire Corp.		347,621
	10,898	EnerSys		789,560
	73,206	Esterline Technologies Corp.*		6,939,929
	205,323	Generac Holdings, Inc.*		7,418,320
	37,493	Global Brass & Copper Holdings, Inc.		1,145,411
	17,343	Greenbrier Cos., Inc.		802,114
	100,827	Heico Corp. Class A		6,256,315
	11,940	Hyster-Yale Materials Handling, Inc.		838,785
	22,841	Insteel Industries, Inc.		753,068
	176,527	ITT, Inc.		7,092,855
	195,607	JELD-WEN Holding, Inc.*		6,349,403
	6,993	Lydall, Inc.*		361,538
	47,550	MasTec, Inc.*		2,146,883
	123,924	Meritor, Inc.*		2,058,378
	265,793	Milacron Holdings Corp.*		4,675,299
	43,300	MRC Global, Inc.*		715,316
	270,262	Rexnord Corp.*		6,283,591
	130,128	SiteOne Landscape Supply, Inc.*		6,774,464
	71,679	Teledyne Technologies, Inc.*		9,149,824
	46,147	Trex Co., Inc.*		3,122,306
	15,056	Univar, Inc.*		439,635
	4,219	Universal Forest Products, Inc.		368,361
	53,139	Wabash National Corp.		1,167,995
	186,924	Welbilt, Inc.*		3,523,517

				123,013,468

		Commercial & Professional Services - 4.4%
	192,553	Advanced Disposal Services, Inc.*		4,376,730
	103,670	Brink’s Co.		6,945,890
	119,676	Deluxe Corp.		8,283,973


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.7% - (continued)
		Commercial & Professional Services - 4.4% - (continued)
	135,427	Exponent, Inc.	$	7,895,394
	83,805	GP Strategies Corp.*		2,212,452
	48,029	Herman Miller, Inc.		1,460,082
	8,620	HNI Corp.		343,679
	106,120	Huron Consulting Group, Inc.*		4,584,384
	172,230	On Assignment, Inc.*		9,326,254
	55,916	Quad/Graphics, Inc.		1,281,595
	85,058	RPX Corp.*		1,186,559
	28,184	Steelcase, Inc. Class A		394,576
	61,243	TriNet Group, Inc.*		2,005,096
	22,274	TrueBlue, Inc.*		590,261
	18,895	Viad Corp.		892,789
	92,923	WageWorks, Inc.*		6,244,425

				58,024,139

		Consumer Durables & Apparel - 4.0%
	104,696	Carter’s, Inc.		9,312,709
	18,601	iRobot Corp.*		1,565,088
	30,046	La-Z-Boy, Inc.		976,495
	26,497	Movado Group, Inc.		669,049
	107,755	Oxford Industries, Inc.		6,733,610
	256,270	Steven Madden Ltd.*		10,237,987
	8,601	Sturm Ruger & Co., Inc.		534,552
	221,800	TopBuild Corp.*		11,770,926
	371,863	Wolverine World Wide, Inc.		10,415,883

				52,216,299

		Consumer Services - 4.8%
	19,500	American Public Education, Inc.*		461,175
	8,565	BJ’s Restaurants, Inc.*		319,046
	415,065	Bloomin’ Brands, Inc.		8,811,830
	9,562	Buffalo Wild Wings, Inc.*		1,211,505
	27,748	Capella Education Co.		2,375,229
	37,354	Cheesecake Factory, Inc.		1,878,906
	6,783	Dave & Buster’s Entertainment, Inc.*		451,137
	8,578	Domino’s Pizza, Inc.		1,814,504
	158,507	Dunkin’ Brands Group, Inc.		8,736,906
	26,015	Grand Canyon Education, Inc.*		2,039,836
	468,014	La Quinta Holdings, Inc.*		6,912,567
	88,827	Marriott Vacations Worldwide Corp.		10,459,379
	68,790	Papa John’s International, Inc.		4,936,371
	57,359	Scientific Games Corp. Class A*		1,497,070
	32,368	Sotheby’s*		1,737,191
	9,795	Strayer Education, Inc.		913,090
	7,810	Texas Roadhouse, Inc.		397,920
	238,349	Wingstop, Inc.		7,364,984

				62,318,646

		Diversified Financials - 1.6%
	147,892	Evercore Partners, Inc. Class A		10,426,386
	160,609	Financial Engines, Inc.		5,878,289
	35,162	Green Dot Corp. Class A*		1,354,792
	28,613	Moelis & Co. Class A		1,111,615
	114,215	OneMain Holdings, Inc.*		2,808,547

				21,579,629

		Energy - 1.2%
	40,584	CVR Energy, Inc.		883,108
	82,797	PDC Energy, Inc.*		3,569,379
	288,400	ProPetro Holding Corp.*		4,026,064
	71,131	Resolute Energy Corp.*		2,117,570
	20,315	REX American Resources Corp.*		1,961,616

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


		109

Hartford Small Cap Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.7% - (continued)
		Energy - 1.2% - (continued)
	283,900	WildHorse Resource Development Corp.*	$	3,511,843

				16,069,580

		Food & Staples Retailing - 1.2%
	66,940	Casey’s General Stores, Inc.		7,169,943
	6,429	Ingles Markets, Inc. Class A		214,086
	94,739	PriceSmart, Inc.		8,299,137

				15,683,166

		Food, Beverage & Tobacco - 1.9%
	22,315	Fresh Del Monte Produce, Inc.		1,136,057
	433,910	Hostess Brands, Inc.*		6,985,951
	20,076	National Beverage Corp.		1,878,310
	76,760	Pilgrim’s Pride Corp.*		1,682,579
	53,458	Post Holdings, Inc.*		4,151,014
	10,255	Sanderson Farms, Inc.		1,185,991
	92,150	TreeHouse Foods, Inc.*		7,527,733

				24,547,635

		Health Care Equipment & Services - 10.4%
	179,701	Acadia Healthcare Co., Inc.*		8,873,635
	154,822	Anika Therapeutics, Inc.*		7,638,917
	14,912	Atrion Corp.		9,592,890
	211,003	Cardiovascular Systems, Inc.*		6,800,627
	10,631	Chemed Corp.		2,174,358
	21,848	Glaukos Corp.*		906,037
	341,550	Globus Medical, Inc. Class A*		11,322,383
	39,205	HealthEquity, Inc.*		1,953,585
	67,240	HMS Holdings Corp.*		1,243,940
	59,960	ICU Medical, Inc.*		10,343,100
	10,719	Inogen, Inc.*		1,022,807
	149,948	Integra LifeSciences Holdings Corp.*		8,173,666
	41,771	Lantheus Holdings, Inc.*		737,258
	10,605	LHC Group, Inc.*		719,973
	8,597	Magellan Health, Inc.*		626,721
	40,719	Masimo Corp.*		3,712,758
	120,767	Medidata Solutions, Inc.*		9,443,979
	9,793	Molina Healthcare, Inc.*		677,480
	318,147	Natus Medical, Inc.*		11,866,883
	82,090	NuVasive, Inc.*		6,314,363
	205,825	Omnicell, Inc.*		8,871,058
	77,074	OraSure Technologies, Inc.*		1,330,297
	168,942	Orthofix International N.V.*		7,852,424
	36,526	Triple-S Management Corp. Class B*		617,655
	76,789	U.S. Physical Therapy, Inc.		4,638,056
	50,943	WellCare Health Plans, Inc.*		9,147,325

				136,602,175

		Household & Personal Products - 0.2%
	18,676	Medifast, Inc.		774,494
	24,883	Usana Health Sciences, Inc.*		1,595,000

				2,369,494

		Insurance - 1.0%
	71,157	Ambac Financial Group, Inc.*		1,234,574
	22,964	American Equity Investment Life Holding Co.		603,494
	47,333	Greenlight Capital Re Ltd. Class A*		989,260
	23,371	Health Insurance Innovations, Inc. Class A*		549,219
	152,465	James River Group Holdings Ltd.		6,057,434
	171,652	Maiden Holdings Ltd.		1,905,337
	4,823	Primerica, Inc.		365,342


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.7% - (continued)
		Insurance - 1.0% - (continued)
	54,135	Universal Insurance Holdings, Inc.	$	1,364,202

				13,068,862

		Materials - 4.0%
	170,605	Boise Cascade Co.*		5,186,392
	41,680	Chemours Co.		1,580,506
	7,827	Clearwater Paper Corp.*		365,912
	80,100	Cliffs Natural Resources, Inc.*		554,292
	610,587	Graphic Packaging Holding Co.		8,413,889
	8,539	Ingevity Corp.*		490,139
	16,770	KapStone Paper & Packaging Corp.		345,965
	10,342	KMG Chemicals, Inc.		503,345
	31,338	Koppers Holdings, Inc.*		1,132,869
	27,028	Kronos Worldwide, Inc.		492,450
	298,910	Louisiana-Pacific Corp.*		7,206,720
	538,957	OMNOVA Solutions, Inc.*		5,254,831
	261,917	PolyOne Corp.		10,146,664
	23,260	Stepan Co.		2,026,876
	196,746	Summit Materials, Inc. Class A*		5,680,057
	31,905	Trinseo S.A.		2,191,873
	22,271	Worthington Industries, Inc.		1,118,450

				52,691,230

		Media - 0.1%
	38,625	MSG Networks, Inc. Class A*		867,131

		Pharmaceuticals, Biotechnology & Life Sciences - 12.8%
	155,538	Aerie Pharmaceuticals, Inc.*		8,173,522
	48,779	Agios Pharmaceuticals, Inc.*		2,509,680
	203,760	Alder Biopharmaceuticals, Inc.*		2,333,052
	30,706	AMAG Pharmaceuticals, Inc.*		564,990
	613,883	Amicus Therapeutics, Inc.*		6,181,802
	342,340	Aratana Therapeutics, Inc.*		2,475,118
	164,611	Array BioPharma, Inc.*		1,377,794
	30,132	BioSpecifics Technologies Corp.*		1,491,835
	68,847	Bluebird Bio, Inc.*		7,232,377
	102,617	Blueprint Medicines Corp.*		5,199,603
	254,125	Calithera Biosciences, Inc.*		3,773,756
	22,425	Cambrex Corp.*		1,339,894
	276,482	Catalent, Inc.*		9,704,518
	168,454	Coherus Biosciences, Inc.*		2,417,315
	71,283	Corcept Therapeutics, Inc.*		841,139
	407,237	Cytokinetics, Inc.*		4,927,568
	174,560	Dermira, Inc.*		5,086,678
	14,461	Eagle Pharmaceuticals, Inc.*		1,140,828
	12,256	Emergent Biosolutions, Inc.*		415,601
	73,078	Epizyme, Inc.*		1,103,478
	119,000	Exelixis, Inc.*		2,930,970
	45,342	FibroGen, Inc.*		1,464,547
	172,034	Five Prime Therapeutics, Inc.*		5,179,944
	174,920	Flexion Therapeutics, Inc.*		3,536,882
	103,301	GlycoMimetics, Inc.*		1,152,839
	4,781	Heska Corp.*		487,997
	119,031	INC Research Holdings, Inc. Class A*		6,963,314
	99,391	Innoviva, Inc.*		1,272,205
	264,058	Intersect ENT, Inc.*		7,380,421
	118,764	Ionis Pharmaceuticals, Inc.*		6,041,525
	90,829	Ironwood Pharmaceuticals, Inc.*		1,714,852
	62,003	Jounce Therapeutics, Inc.*		869,902
	92,740	Loxo Oncology, Inc.*		7,436,821
	50,544	Luminex Corp.		1,067,489
	159,247	Medicines Co.*		6,052,978

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


		110

Hartford Small Cap Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.7% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 12.8% - (continued)
	165,591	MiMedx Group, Inc.*	$	2,478,897
	91,217	Momenta Pharmaceuticals, Inc.*		1,541,567
	226,181	NanoString Technologies, Inc.*		3,741,034
	106,456	Neurocrine Biosciences, Inc.*		4,896,976
	254,788	Otonomy, Inc.*		4,802,754
	9,218	Pacira Pharmaceuticals, Inc.*		439,699
	644,362	PDL BioPharma, Inc.		1,591,574
	155,227	Portola Pharmaceuticals, Inc.*		8,719,101
	46,917	PRA Health Sciences, Inc.*		3,519,244
	14,501	Prestige Brands Holdings, Inc.*		765,798
	226,255	Progenics Pharmaceuticals, Inc.*		1,536,271
	69,600	Seres Therapeutics, Inc.*		786,480
	44,430	Sucampo Pharmaceuticals, Inc. Class A*		466,515
	80,483	Supernus Pharmaceuticals, Inc.*		3,468,817
	27,362	Trevena, Inc.*		62,933
	110,852	Ultragenyx Pharmaceutical, Inc.*		6,885,018

				167,545,912

		Real Estate - 3.1%
	117,182	CareTrust, Inc. REIT		2,172,554
	97,026	Coresite Realty Corp. REIT		10,045,102
	33,572	Geo Group, Inc. REIT		992,724
	236,978	HFF, Inc. Class A REIT		8,239,725
	219,994	LaSalle Hotel Properties REIT		6,555,821
	19,452	Physicians Realty Trust REIT		391,763
	37,234	Potlatch Corp. REIT		1,701,594
	95,929	RLJ Lodging Trust REIT		1,906,109
	17,400	Sabra Healthcare, Inc. REIT		419,340
	419,061	Sunstone Hotel Investors, Inc. REIT		6,755,264
	181,019	Washington Prime Group, Inc. REIT		1,515,129

				40,695,125

		Retailing - 3.4%
	15,296	Big Lots, Inc.		738,797
	25,689	Buckle, Inc.		457,264
	64,736	Burlington Stores, Inc.*		5,955,065
	8,142	Cato Corp. Class A		143,218
	21,300	Children’s Place, Inc.		2,174,730
	194,451	Core-Mark Holding Co., Inc.		6,428,550
	194,726	Five Below, Inc.*		9,613,622
	68,010	Francescas Holdings Corp.*		744,029
	229,094	Michaels Cos., Inc.*		4,242,821
	21,097	Nutrisystem, Inc.		1,098,099
	19,063	Overstock.com, Inc.*		310,727
	39,278	PetMed Express, Inc.		1,594,687
	72,596	Pier 1 Imports, Inc.		376,773
	56,733	Select Comfort Corp.*		2,013,454
	18,066	Shutterfly, Inc.*		858,135
	39,164	Tailored Brands, Inc.		437,070
	87,369	Wayfair, Inc. Class A*		6,716,929

				43,903,970

		Semiconductors & Semiconductor Equipment - 4.3%
	45,456	Advanced Energy Industries, Inc.*		2,940,549
	28,433	Ambarella, Inc.*		1,380,422
	175,114	Amkor Technology, Inc.*		1,710,864
	6,055	Cabot Microelectronics Corp.		447,041
	131,809	Cirrus Logic, Inc.*		8,267,061
	31,903	Entegris, Inc.*		700,271
	301,447	Integrated Device Technology, Inc.*		7,774,318
	130,953	Kulicke & Soffa Industries, Inc.*		2,490,726


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.7% - (continued)
		Semiconductors & Semiconductor Equipment - 4.3% - (continued)
	177,142	MACOM Technology Solutions Holdings, Inc.*	$	9,879,209
	285,705	MaxLinear, Inc. Class A*		7,968,312
	170,631	MKS Instruments, Inc.		11,483,466
	16,670	Semtech Corp.*		595,953
	8,938	Synaptics, Inc.*		462,184
	33,763	Ultra Clean Holdings, Inc.*		633,056

				56,733,432

		Software & Services - 15.1%
	113,735	Aspen Technology, Inc.*		6,284,996
	27,703	Barracuda Networks, Inc.*		638,831
	107,852	Blackbaud, Inc.		9,248,309
	300,526	Blackhawk Network Holdings, Inc.*		13,102,934
	50,645	Blucora, Inc.*		1,073,674
	114,661	BroadSoft, Inc.*		4,936,156
	51,922	CACI International, Inc. Class A*		6,492,846
	204,192	Cardtronics plc Class A*		6,709,749
	70,049	Cass Information Systems, Inc.		4,598,016
	27,355	CommVault Systems, Inc.*		1,544,190
	39,663	CSG Systems International, Inc.		1,609,525
	120,772	EPAM Systems, Inc.*		10,155,717
	28,290	Evertec, Inc.		489,417
	91,735	Exlservice Holdings, Inc.*		5,098,631
	72,341	Fair Isaac Corp.		10,085,059
	256,576	Five9, Inc.*		5,521,516
	191,804	Globant S.A.*		8,331,966
	218,822	GrubHub, Inc.*		9,540,639
	94,965	Guidewire Software, Inc.*		6,525,045
	121,731	HubSpot, Inc.*		8,003,813
	111,229	j2 Global, Inc.		9,464,476
	80,003	LogMeIn, Inc.		8,360,313
	25,797	Manhattan Associates, Inc.*		1,239,804
	121,776	MAXIMUS, Inc.		7,626,831
	66,481	NIC, Inc.		1,259,815
	19,631	Paycom Software, Inc.*		1,342,957
	160,822	Pegasystems, Inc.		9,383,964
	17,035	Progress Software Corp.		526,211
	97,615	PTC, Inc.*		5,380,539
	81,680	Q2 Holdings, Inc.*		3,018,076
	22,734	Science Applications International Corp.		1,578,194
	52,585	Shutterstock, Inc.*		2,317,947
	21,084	Stamps.com, Inc.*		3,265,384
	69,836	Sykes Enterprises, Inc.*		2,341,601
	28,807	Tyler Technologies, Inc.*		5,060,526
	39,477	Unisys Corp.*		505,306
	26,953	Web.com Group, Inc.*		681,911
	72,610	WEX, Inc.*		7,571,045
	25,750	Wix.com Ltd.*		1,792,200
	183,575	Zendesk, Inc.*		5,099,713

				197,807,842

		Technology Hardware & Equipment - 4.3%
	89,688	Acacia Communications, Inc.*		3,719,361
	12,979	Applied Optoelectronics, Inc.*		801,972
	287,914	Ciena Corp.*		7,203,608
	32,179	Control4 Corp.*		631,030
	116,870	ePlus, Inc.*		8,660,067
	130,476	Extreme Networks, Inc.*		1,202,989
	93,671	Fabrinet*		3,996,005
	32,053	InterDigital, Inc.		2,477,697

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


		111

Hartford Small Cap Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 95.7% - (continued)
		Technology Hardware & Equipment - 4.3% - (continued)
	151,812	Itron, Inc.*	$	10,285,263
	49,809	KEMET Corp.*		637,555
	22,577	Lumentum Holdings, Inc.*		1,288,018
	6,693	Plantronics, Inc.		350,111
	92,646	Rogers Corp.*		10,063,209
	60,096	Sanmina Corp.*		2,289,658
	44,072	TTM Technologies, Inc.*		765,090
	141,133	Vishay Intertechnology, Inc.		2,342,808

				56,714,441

		Telecommunication Services - 0.6%
	66,007	IDT Corp. Class B		948,521
	353,834	ORBCOMM, Inc.*		3,998,324
	504,030	Vonage Holdings Corp.*		3,296,356

				8,243,201

		Transportation - 2.0%
	9,076	Allegiant Travel Co.		1,230,706
	94,128	Genesee & Wyoming, Inc. Class A*		6,437,414
	54,900	Hawaiian Holdings, Inc.*		2,577,555
	294,620	Knight Transportation, Inc.		10,915,671
	162,161	Marten Transport Ltd.		4,443,211
	11,829	Saia, Inc.*		606,828

				26,211,385

		Utilities - 0.0%
	7,400	Southwest Gas Holdings, Inc.		540,644


		Total Common Stocks (cost $1,041,403,427)	$	1,253,722,846


WARRANTS - 0.0%
		Diversified Financials - 0.0%
	891	Emergent Capital, Inc. Expires 4/11/19*⁽¹⁾	$	—


		Total Warrants (cost $—)	$	—


EXCHANGE TRADED FUNDS - 2.7%
		Other Investment Pools & Funds - 2.7%
	213,893	iShares Russell 2000 Growth ETF	$	36,098,889


		Total Exchange Traded Funds (cost $34,564,017)	$	36,098,889


		Total Long-Term Investments (cost $1,075,967,444)	$	1,289,821,735


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 1.3%
		Other Investment Pools & Funds - 1.3%
	16,437,734	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	16,437,734


		Total Short-Term Investments (cost $16,437,734)	$	16,437,734



Total Investments (cost $1,092,405,178)^{^}	99.7	%	$	1,306,259,469
Other Assets and Liabilities	0.3	%		4,203,103

Total Net Assets	100.0	%	$	1,310,462,572

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


		112

Hartford Small Cap Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	251,832,893
Unrealized Depreciation		(37,978,602	)

Net Unrealized Appreciation	$	213,854,291

*	Non-income producing.

⁽¹⁾

The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period
Acquired

Shares/Par

Security

Cost

04/2014

891

Emergent Capital, Inc. Warrants

—

At June 30, 2017, the value of this security was $0, which represented 0.0% of total net assets.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
ETF		Exchange Traded Fund
REIT		Real Estate Investment Trust

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


		113

Hartford Small Cap Growth HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	25,803,197	$	25,803,197	$	—	$	—
Banks		50,472,243		50,472,243		—		—
Capital Goods		123,013,468		123,013,468		—		—
Commercial & Professional Services		58,024,139		58,024,139		—		—
Consumer Durables & Apparel		52,216,299		52,216,299		—		—
Consumer Services		62,318,646		62,318,646		—		—
Diversified Financials		21,579,629		21,579,629		—		—
Energy		16,069,580		16,069,580		—		—
Food & Staples Retailing		15,683,166		15,683,166		—		—
Food, Beverage & Tobacco		24,547,635		24,547,635		—		—
Health Care Equipment & Services		136,602,175		136,602,175		—		—
Household & Personal Products		2,369,494		2,369,494		—		—
Insurance		13,068,862		13,068,862		—		—
Materials		52,691,230		52,691,230		—		—
Media		867,131		867,131		—		—
Pharmaceuticals, Biotechnology & Life Sciences		167,545,912		167,545,912		—		—
Real Estate		40,695,125		40,695,125		—		—
Retailing		43,903,970		43,903,970		—		—
Semiconductors & Semiconductor Equipment		56,733,432		56,733,432		—		—
Software & Services		197,807,842		197,807,842		—		—
Technology Hardware & Equipment		56,714,441		56,714,441		—		—
Telecommunication Services		8,243,201		8,243,201		—		—
Transportation		26,211,385		26,211,385		—		—
Utilities		540,644		540,644		—		—
Warrants		—		—		—		—
Exchange Traded Funds		36,098,889		36,098,889		—		—
Short-Term Investments		16,437,734		16,437,734		—		—

Total	$	1,306,259,469	$	1,306,259,469	$	—	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

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


		114

Hartford Small Company HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.1%
		Automobiles & Components - 0.1%
	3,072	Cooper Tire & Rubber Co.	$	110,899
	4,322	Tenneco, Inc.		249,941
	1,458	Visteon Corp.*		148,804

				509,644

		Banks - 6.1%
	2,426	FCB Financial Holdings, Inc. Class A*		115,842
	3,411	First Hawaiian, Inc.		104,445
	4,950	First Merchants Corp.		198,693
	578,187	FNB Corp.		8,187,128
	2,964	Great Western Bancorp, Inc.		120,961
	2,305	IBERIABANK Corp.		187,857
	222,481	MB Financial, Inc.		9,798,063
	11,632	MGIC Investment Corp.*		130,278
	489,538	Sterling Bancorp		11,381,758
	4,085	Umpqua Holdings Corp.		75,001
	166,274	Western Alliance Bancorp*		8,180,681

				38,480,707

		Capital Goods - 8.2%
	5,131	AAON, Inc.		189,077
	238,315	Advanced Drainage Systems, Inc.		4,790,132
	197,217	Altra Industrial Motion Corp.		7,849,237
	2,042	American Woodmark Corp.*		195,113
	3,182	Armstrong World Industries, Inc.*		146,372
	2,913	AZZ, Inc.		162,545
	1,714	Esterline Technologies Corp.*		162,487
	4,554	Generac Holdings, Inc.*		164,536
	2,368	Heico Corp. Class A		146,934
	4,179	ITT, Inc.		167,912
	4,583	JELD-WEN Holding, Inc.*		148,764
	114,436	Kaman Corp.		5,706,923
	82,435	Masonite International Corp.*		6,223,843
	43,236	Middleby Corp.*		5,253,606
	419,806	Milacron Holdings Corp.*		7,384,388
	74,892	Regal-Beloit Corp.		6,107,443
	289,651	Rexnord Corp.*		6,734,386
	3,041	SiteOne Landscape Supply, Inc.*		158,314
	1,697	Teledyne Technologies, Inc.*		216,622
	4,327	Welbilt, Inc.*		81,564

				51,990,198

		Commercial & Professional Services - 3.3%
	4,555	Advanced Disposal Services, Inc.*		103,535
	125,947	Brink’s Co.		8,438,449
	117,329	Clean Harbors, Inc.*		6,550,478
	2,637	Deluxe Corp.		182,533
	3,170	Exponent, Inc.		184,811
	2,079	GP Strategies Corp.*		54,886
	2,535	Huron Consulting Group, Inc.*		109,512
	4,066	On Assignment, Inc.*		220,174
	500	Viad Corp.		23,625
	74,020	WageWorks, Inc.*		4,974,144

				20,842,147

		Consumer Durables & Apparel - 4.8%
	60,678	Carter’s, Inc.		5,397,308
	55,852	iRobot Corp.*		4,699,387
	127,871	Oxford Industries, Inc.		7,990,659
	5,946	Steven Madden Ltd.*		237,543
	5,158	TopBuild Corp.*		273,735


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.1% - (continued)
		Consumer Durables & Apparel - 4.8% - (continued)
	425,104	Wolverine World Wide, Inc.	$	11,907,163

				30,505,795

		Consumer Services - 7.3%
	9,430	Bloomin’ Brands, Inc.		200,199
	73,116	Dave & Buster’s Entertainment, Inc.*		4,862,945
	3,742	Dunkin’ Brands Group, Inc.		206,259
	10,971	La Quinta Holdings, Inc.*		162,042
	121,346	Marriott Vacations Worldwide Corp.		14,288,491
	1,508	Papa John’s International, Inc.		108,214
	715,976	Planet Fitness, Inc. Class A		16,710,880
	323,652	Wingstop, Inc.		10,000,847

				46,539,877

		Diversified Financials - 0.1%
	2,859	Evercore Partners, Inc. Class A		201,560
	3,788	Financial Engines, Inc.		138,641
	2,682	OneMain Holdings, Inc.*		65,950

				406,151

		Energy - 1.2%
	466,576	Centennial Resource Development, Inc. Class A*		7,381,232
	1,939	PDC Energy, Inc.*		83,590
	6,800	ProPetro Holding Corp.*		94,928
	1,158	Resolute Energy Corp.*		34,474
	6,600	WildHorse Resource Development Corp.*		81,642

				7,675,866

		Food & Staples Retailing - 1.1%
	1,557	Casey’s General Stores, Inc.		166,770
	243,853	Performance Food Group Co.*		6,681,572
	2,179	PriceSmart, Inc.		190,881

				7,039,223

		Food, Beverage & Tobacco - 0.7%
	58,579	Calavo Growers, Inc.		4,044,880
	10,205	Hostess Brands, Inc.*		164,300
	1,252	Post Holdings, Inc.*		97,218
	2,158	TreeHouse Foods, Inc.*		176,287

				4,482,685

		Health Care Equipment & Services - 8.2%
	259,455	Acadia Healthcare Co., Inc.*		12,811,888
	32,469	Align Technology, Inc.*		4,874,246
	3,368	Anika Therapeutics, Inc.*		166,177
	354	Atrion Corp.		227,728
	5,016	Cardiovascular Systems, Inc.*		161,666
	6,929	Globus Medical, Inc. Class A*		229,697
	82,290	HealthEquity, Inc.*		4,100,511
	1,404	ICU Medical, Inc.*		242,190
	315,890	Insulet Corp.*		16,208,316
	3,502	Integra LifeSciences Holdings Corp.*		190,894
	2,440	Medidata Solutions, Inc.*		190,808
	7,523	Natus Medical, Inc.*		280,608
	1,935	NuVasive, Inc.*		148,840
	4,853	Omnicell, Inc.*		209,164
	209,300	OraSure Technologies, Inc.*		3,612,518
	3,984	Orthofix International N.V.*		185,176
	1,813	U.S. Physical Therapy, Inc.		109,505
	130,942	Veeva Systems, Inc. Class A*		8,028,054
	853	WellCare Health Plans, Inc.*		153,165

				52,131,151

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


		115

Hartford Small Company HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.1% - (continued)
		Insurance - 0.0%
	3,557	James River Group Holdings Ltd.	$	141,319

		Materials - 3.2%
	4,039	Boise Cascade Co.*		122,785
	14,542	Graphic Packaging Holding Co.		200,389
	80,843	Ingevity Corp.*		4,640,388
	273,955	KapStone Paper & Packaging Corp.		5,651,692
	5,233	Louisiana-Pacific Corp.*		126,168
	12,416	OMNOVA Solutions, Inc.*		121,056
	722,238	Platform Specialty Products Corp.*		9,157,978
	6,085	PolyOne Corp.		235,733
	4,658	Summit Materials, Inc. Class A*		134,476

				20,390,665

		Pharmaceuticals, Biotechnology & Life Sciences - 13.5%
	180,611	Aerie Pharmaceuticals, Inc.*		9,491,108
	1,192	Agios Pharmaceuticals, Inc.*		61,328
	4,891	Alder Biopharmaceuticals, Inc.*		56,002
	14,524	Amicus Therapeutics, Inc.*		146,257
	8,369	Aratana Therapeutics, Inc.*		60,508
	73,420	Bluebird Bio, Inc.*		7,712,771
	93,969	Blueprint Medicines Corp.*		4,761,409
	4,537	Calithera Biosciences, Inc.*		67,374
	6,493	Catalent, Inc.*		227,904
	3,881	Coherus Biosciences, Inc.*		55,692
	7,053	Cytokinetics, Inc.*		85,341
	106,001	Dermira, Inc.*		3,088,869
	175,827	Exact Sciences Corp.*		6,219,001
	144,571	Five Prime Therapeutics, Inc.*		4,353,033
	4,119	Flexion Therapeutics, Inc.*		83,286
	96,006	Galapagos N.V. ADR*		7,346,379
	182,406	Global Blood Therapeutics, Inc.*		4,988,804
	2,442	GlycoMimetics, Inc.*		27,253
	2,802	INC Research Holdings, Inc. Class A*		163,917
	6,191	Intersect ENT, Inc.*		173,039
	57,102	Ionis Pharmaceuticals, Inc.*		2,904,779
	295,468	Ironwood Pharmaceuticals, Inc.*		5,578,436
	1,971	Jounce Therapeutics, Inc.*		27,653
	2,187	Loxo Oncology, Inc.*		175,376
	3,861	Medicines Co.*		146,757
	298,941	MiMedx Group, Inc.*		4,475,147
	5,319	NanoString Technologies, Inc.*		87,976
	2,468	Neurocrine Biosciences, Inc.*		113,528
	248,350	Otonomy, Inc.*		4,681,398
	86,010	Portola Pharmaceuticals, Inc.*		4,831,182
	36,421	Sage Therapeutics, Inc.*		2,900,568
	36,513	TESARO, Inc.*		5,106,708
	641	Trevena, Inc.*		1,474
	85,783	Ultragenyx Pharmaceutical, Inc.*		5,327,982

				85,528,239

		Real Estate - 3.6%
	78,805	Coresite Realty Corp. REIT		8,158,682
	5,580	HFF, Inc. Class A REIT		194,017
	399,271	Kennedy-Wilson Holdings, Inc. REIT		7,606,112
	221,241	LaSalle Hotel Properties REIT		6,592,982
	10,194	Sunstone Hotel Investors, Inc. REIT		164,327

				22,716,120

		Retailing - 2.0%
	5,016,400	Allstar Co.*^(1)(2)(3)		802,624
	1,223	Burlington Stores, Inc.*		112,504


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.1% - (continued)
		Retailing - 2.0% - (continued)
	4,529	Core-Mark Holding Co., Inc.	$	149,729
	3,939	Five Below, Inc.*		194,468
	5,368	Michaels Cos., Inc.*		99,415
	43,094	Tory Burch LLC*^(1)(2)(3)		1,907,773
	120,769	Wayfair, Inc. Class A*		9,284,721

				12,551,234

		Semiconductors & Semiconductor Equipment - 5.9%
	170,460	Advanced Micro Devices, Inc.*		2,127,341
	90,103	Cavium, Inc.*		5,598,099
	2,386	Cirrus Logic, Inc.*		149,650
	7,138	Integrated Device Technology, Inc.*		184,089
	184,909	MACOM Technology Solutions Holdings, Inc.*		10,312,375
	113,990	MaxLinear, Inc. Class A*		3,179,181
	3,864	MKS Instruments, Inc.		260,047
	659,469	Tower Semiconductor Ltd.*		15,728,336

				37,539,118

		Software & Services - 18.5%
	200,737	2U, Inc.*		9,418,580
	2,686	Aspen Technology, Inc.*		148,428
	2,568	Blackbaud, Inc.		220,206
	196,396	Blackhawk Network Holdings, Inc.*		8,562,866
	2,468	BroadSoft, Inc.*		106,247
	1,269	CACI International, Inc. Class A*		158,689
	4,871	Cardtronics plc Class A*		160,061
	1,673	Cass Information Systems, Inc.		109,816
	39,707	CoStar Group, Inc.*		10,466,765
	76,331	EPAM Systems, Inc.*		6,418,674
	2,172	Exlservice Holdings, Inc.*		120,720
	93,381	Fair Isaac Corp.		13,018,245
	6,087	Five9, Inc.*		130,992
	4,504	Globant S.A.*		195,654
	157,069	GoDaddy, Inc. Class A*		6,662,867
	5,159	GrubHub, Inc.*		224,932
	2,256	Guidewire Software, Inc.*		155,010
	215,471	HubSpot, Inc.*		14,167,218
	2,626	j2 Global, Inc.		223,446
	1,902	LogMeIn, Inc.		198,759
	2,159	MAXIMUS, Inc.		135,218
	307,123	Mimecast Ltd.*		8,224,754
	114,095	Paylocity Holding Corp.*		5,154,812
	3,862	Pegasystems, Inc.		225,348
	56,922	Proofpoint, Inc.*		4,942,537
	2,287	PTC, Inc.*		126,060
	2,002	Q2 Holdings, Inc.*		73,974
	1,069,389	Telogis, Inc.*^(1)(2)(3)		3,400,657
	102,903	Trade Desk, Inc. Class A*		5,156,469
	679	Tyler Technologies, Inc.*		119,280
	28,805	Ultimate Software Group, Inc.*		6,050,778
	157,023	Veracode, Inc.*^(1)(2)(3)		639,084
	17,052	WEX, Inc.*		1,778,012
	71,111	Wix.com Ltd.*		4,949,326
	4,322	Zendesk, Inc.*		120,065
	117,294	Zillow Group, Inc. Class C*		5,748,579

				117,713,128

		Technology Hardware & Equipment - 4.1%
	2,113	Acacia Communications, Inc.*		87,626
	41,026	Arista Networks, Inc.*		6,145,285
	6,811	Ciena Corp.*		170,411
	2,696	ePlus, Inc.*		199,774

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


		116

Hartford Small Company HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.1% - (continued)
		Technology Hardware & Equipment - 4.1% - (continued)
	2,218	Fabrinet*	$	94,620
	173,927	II-VI, Inc.*		5,965,696
	3,603	Itron, Inc.*		244,103
	2,001	Rogers Corp.*		217,349
	128,074	Zebra Technologies Corp. Class A*		12,873,998

				25,998,862

		Telecommunication Services - 0.0%
	8,378	ORBCOMM, Inc.*		94,672
	12,321	Vonage Holdings Corp.*		80,579

				175,251

		Transportation - 4.2%
	2,205	Genesee & Wyoming, Inc. Class A*		150,800
	371,321	Knight Transportation, Inc.		13,757,443
	3,912	Marten Transport Ltd.		107,189
	58,804	Spirit Airlines, Inc.*		3,037,227
	360,809	Swift Transportation Co.*		9,561,438

				26,614,097


		Total Common Stocks (cost $511,833,264)	$	609,971,477


EXCHANGE TRADED FUNDS - 0.1%
		Other Investment Pools & Funds - 0.1%
	5,236	iShares Russell 2000 Growth ETF	$	883,680


		Total Exchange Traded Funds (cost $854,478)	$	883,680


PREFERRED STOCKS - 3.5%
		Consumer Services - 0.2%
	277,018	DraftKings, Inc. Series D*^(1)(2)(3)	$	634,371
	252,844	DraftKings, Inc. Series D-1*^(1)(2)(3)		778,760

				1,413,131

		Pharmaceuticals, Biotechnology & Life Sciences - 0.1%
	92,420	Sancilio & Co., Inc.*^(1)(2)(3)		530,491

		Retailing - 0.4%
	74,004	Honest Co.*^(1)(2)(3)		2,637,502

		Software & Services - 2.8%
	169,989	Cloudera, Inc.*⁽¹⁾⁽³⁾		2,546,214
	410,300	MarkLogic Corp. Series F*^(1)(2)(3)		4,066,073
	1,456,330	Telogis, Inc.*^(1)(2)(3)		6,411,347
	1,026,132	Zuora, Inc. Series F*^(1)(2)(3)		4,894,650

				17,918,284


		Total Preferred Stocks (cost $21,450,998)	$	22,499,408


		Total Long-Term Investments (cost $534,138,740)	$	633,354,565


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 0.8%
		Other Investment Pools & Funds - 0.8%
	4,904,198	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	4,904,198


		Total Short-Term Investments (cost $4,904,198)	$	4,904,198



Total Investments (cost $539,042,938)^{^}	100.5	%	$	638,258,763
Other Assets and Liabilities	(0.5	)%		(3,218,331	)

Total Net Assets	100.0	%	$	635,040,432

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


		117

Hartford Small Company HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	117,840,783
Unrealized Depreciation		(18,624,958	)

Net Unrealized Appreciation	$	99,215,825

*	Non-income producing.

⁽¹⁾


Period Acquired		Shares/Par		Security	Cost
	08/2011		5,016,400	Allstar Co.	$	2,182,228
	02/2014		169,989	Cloudera, Inc. Preferred		2,475,040
	08/2015		277,018	DraftKings, Inc. Series D Preferred		1,491,990
	08/2015		252,844	DraftKings, Inc. Series D-1 Preferred		1,938,153
	08/2015		74,004	Honest Co. Preferred		3,386,053
	04/2015		410,300	MarkLogic Corp. Series F Preferred		4,765,306
	07/2015		92,420	Sancilio & Co., Inc. Preferred		290,199
	09/2013		1,069,389	Telogis, Inc.		2,118,567
	09/2013		1,456,330	Telogis, Inc. Preferred		3,205,674
	11/2013		43,094	Tory Burch LLC		3,377,560
	04/2017		157,023	Veracode, Inc.		—
	01/2015		1,026,132	Zuora, Inc. Series F Preferred		3,898,583

					$	29,129,353

At June 30, 2017, the aggregate value of these securities was $29,249,546, which represented 4.6% of total net assets.

⁽²⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $26,703,332, which represented 4.2% of total net assets.

⁽³⁾

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the aggregate fair value of these securities was $29,249,546, which represented 4.6% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
ADR		American Depositary Receipt
ETF		Exchange Traded Fund
REIT		Real Estate Investment Trust

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


		118

Hartford Small Company HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	509,644	$	509,644	$	—	$	—
Banks		38,480,707		38,480,707		—		—
Capital Goods		51,990,198		51,990,198		—		—
Commercial & Professional Services		20,842,147		20,842,147		—		—
Consumer Durables & Apparel		30,505,795		30,505,795		—		—
Consumer Services		46,539,877		46,539,877		—		—
Diversified Financials		406,151		406,151		—		—
Energy		7,675,866		7,675,866		—		—
Food & Staples Retailing		7,039,223		7,039,223		—		—
Food, Beverage & Tobacco		4,482,685		4,482,685		—		—
Health Care Equipment & Services		52,131,151		52,131,151		—		—
Insurance		141,319		141,319		—		—
Materials		20,390,665		20,390,665		—		—
Pharmaceuticals, Biotechnology & Life Sciences		85,528,239		85,528,239		—		—
Real Estate		22,716,120		22,716,120		—		—
Retailing		12,551,234		9,840,837		—		2,710,397
Semiconductors & Semiconductor Equipment		37,539,118		37,539,118		—		—
Software & Services		117,713,128		113,673,387		—		4,039,741
Technology Hardware & Equipment		25,998,862		25,998,862		—		—
Telecommunication Services		175,251		175,251		—		—
Transportation		26,614,097		26,614,097		—		—
Exchange Traded Funds		883,680		883,680		—		—
Preferred Stocks		22,499,408		—		—		22,499,408
Short-Term Investments		4,904,198		4,904,198		—		—

Total	$	638,258,763	$	609,009,217	$	—	$	29,249,546

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $6,015,816 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended June 30, 2017:


	Common Stocks			Preferred Stocks			Total
Beginning balance	$	14,370,854		$	32,924,650		$	47,295,504
Purchases		—			—			—
Sales		(2,739,098	)		(7,522,099	)		(10,261,197	)
Accrued discounts/(premiums)		—			—			—
Total realized gain/(loss)		(2,111,757	)		3,068,248			956,491
Net change in unrealized appreciation/depreciation		(1,977,296	)		(748,140	)		(2,725,436	)
Transfers into Level 3		—			—			—
Transfers out of Level 3		(792,565	)		(5,223,251	)		(6,015,816	)

Ending balance	$	6,750,138		$	22,499,408		$	29,249,546

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at June 30, 2017 was $(2,395,863).

Note:

For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

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


		119

Hartford Small/Mid Cap Equity HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3%
		Automobiles & Components - 1.9%
	9,423	Lear Corp.	$	1,338,820
	4,030	Thor Industries, Inc.		421,215

				1,760,035

		Banks - 5.3%
	20,948	Banco Latinoamericano de Comercio Exterior S.A. ADR		573,556
	12,305	Berkshire Hills Bancorp, Inc.		432,521
	10,856	Essent Group Ltd.*		403,192
	11,856	Fifth Third Bancorp		307,782
	79,117	First BanCorp*		458,087
	16,500	Flagstar Bancorp, Inc.*		508,530
	6,777	HomeStreet, Inc.*		187,553
	23,029	MGIC Investment Corp.*		257,925
	10,800	NMI Holdings, Inc. Class A*		123,660
	19,446	OFG Bancorp		194,460
	26,198	Popular, Inc.		1,092,719
	10,317	Radian Group, Inc.		168,683
	6,017	Walker & Dunlop, Inc.*		293,810

				5,002,478

		Capital Goods - 10.1%
	6,076	American Railcar Industries, Inc.		232,711
	2,641	American Woodmark Corp.*		252,348
	3,200	Argan, Inc.		192,000
	9,813	Briggs & Stratton Corp.		236,493
	7,140	Chart Industries, Inc.*		247,972
	8,072	Continental Building Products, Inc.*		188,078
	2,198	Graco, Inc.		240,197
	4,200	Greenbrier Cos., Inc.		194,250
	14,866	Jacobs Engineering Group, Inc.		808,562
	27,439	Meritor, Inc.*		455,762
	14,314	MRC Global, Inc.*		236,467
	5,325	MSC Industrial Direct Co., Inc. Class A		457,737
	5,715	NN, Inc.		156,877
	8,402	Oshkosh Corp.		578,730
	11,138	Owens Corning		745,355
	7,000	Regal-Beloit Corp.		570,850
	17,043	Spirit Aerosystems Holdings, Inc. Class A		987,471
	6,119	Terex Corp.		229,462
	5,309	Timken Co.		245,541
	14,557	Toro Co.		1,008,655
	6,238	Trex Co., Inc.*		422,063
	6,312	United Rentals, Inc.*		711,425
	11,061	Wabash National Corp.		243,121

				9,642,127

		Commercial & Professional Services - 3.5%
	11,932	ACCO Brands Corp.*		139,008
	3,035	Barrett Business Services, Inc.		173,875
	6,281	Brink’s Co.		420,827
	4,558	Dun & Bradstreet Corp.		492,948
	11,913	Essendant, Inc.		176,670
	7,800	Kimball International, Inc. Class B		130,182
	1,552	ManpowerGroup, Inc.		173,281
	8,685	Navigant Consulting, Inc.*		171,615
	9,279	Quad/Graphics, Inc.		212,675
	7,117	Robert Half International, Inc.		341,118
	28,308	RPX Corp.*		394,896
	10,070	TriNet Group, Inc.*		329,692
	5,482	TrueBlue, Inc.*		145,273

				3,302,060


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Consumer Durables & Apparel - 1.3%
	5,097	CSS Industries, Inc.	$	133,338
	58,566	Hovnanian Enterprises, Inc. Class A*		163,985
	2,900	iRobot Corp.*		244,006
	7,913	La-Z-Boy, Inc.		257,172
	6,193	Malibu Boats, Inc. Class A*		160,213
	6,760	Perry Ellis International, Inc.*		131,550
	15,625	Vera Bradley, Inc.*		152,812

				1,243,076

		Consumer Services - 6.3%
	4,189	Adtalem Global Education, Inc.		158,973
	8,500	American Public Education, Inc.*		201,025
	12,017	Brinker International, Inc.		457,848
	2,400	Buffalo Wild Wings, Inc.*		304,080
	4,984	Capella Education Co.		426,630
	6,587	Cheesecake Factory, Inc.		331,326
	8,904	Del Frisco’s Restaurant Group, Inc.*		143,354
	6,384	Domino’s Pizza, Inc.		1,350,408
	5,167	Grand Canyon Education, Inc.*		405,144
	15,565	H&R Block, Inc.		481,114
	20,195	International Speedway Corp. Class A		758,322
	9,031	K12, Inc.*		161,836
	6,630	Ruth’s Hospitality Group, Inc.		144,203
	16,197	Scientific Games Corp. Class A*		422,742
	5,599	Sotheby’s*		300,498

				6,047,503

		Diversified Financials - 1.9%
	24,145	Arlington Asset Investment Corp. Class A		330,062
	12,001	Enova International, Inc.*		178,215
	7,479	Green Dot Corp. Class A*		288,166
	20,600	Navient Corp.		342,990
	11,090	Nelnet, Inc. Class A		521,341
	1,938	World Acceptance Corp.*		145,175

				1,805,949

		Energy - 3.5%
	80,186	Abraxas Petroleum Corp.*		129,901
	22,912	Chesapeake Energy Corp.*		113,873
	7,967	CVR Energy, Inc.		173,362
	5,569	Delek US Holdings, Inc.		147,244
	3,676	Energen Corp.*		181,484
	21,375	Ensco plc Class A		110,295
	5,234	Exterran Corp.*		139,748
	11,629	Laredo Petroleum, Inc.*		122,337
	16,486	Newfield Exploration Co.*		469,192
	33,524	Pacific Ethanol, Inc.*		209,525
	17,770	PBF Energy, Inc. Class A		395,560
	20,138	Renewable Energy Group, Inc.*		260,787
	5,049	Resolute Energy Corp.*		150,309
	3,177	REX American Resources Corp.*		306,771
	22,292	Rowan Cos. plc Class A*		228,270
	71,876	W&T Offshore, Inc.*		140,877
	8,180	Westmoreland Coal Co.*		39,837

				3,319,372

		Food & Staples Retailing - 0.1%
	2,500	Weis Markets, Inc.		121,800

		Food, Beverage & Tobacco - 3.3%
	4,544	Fresh Del Monte Produce, Inc.		231,335
	7,242	Ingredion, Inc.		863,319

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


		120

Hartford Small/Mid Cap Equity HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Food, Beverage & Tobacco - 3.3% - (continued)
	3,006	John B Sanfilippo & Son, Inc.	$	189,709
	1,619	National Beverage Corp.		151,473
	16,721	Omega Protein Corp.		299,306
	31,200	Pilgrim’s Pride Corp.*		683,904
	2,928	Sanderson Farms, Inc.		338,623
	6,267	Universal Corp.		405,475

				3,163,144

		Health Care Equipment & Services - 7.6%
	2,964	Align Technology, Inc.*		444,956
	9,227	AngioDynamics, Inc.*		149,570
	2,148	Chemed Corp.		439,330
	3,597	Glaukos Corp.*		149,168
	6,908	Globus Medical, Inc. Class A*		229,000
	5,981	HealthEquity, Inc.*		298,033
	10,065	Hill-Rom Holdings, Inc.		801,275
	7,217	IDEXX Laboratories, Inc.*		1,164,968
	7,408	Masimo Corp.*		675,461
	27,950	OraSure Technologies, Inc.*		482,417
	5,814	Quidel Corp.*		157,792
	5,249	Tivity Health, Inc.*		209,173
	10,537	Triple-S Management Corp. Class B*		178,181
	1,551	U.S. Physical Therapy, Inc.		93,680
	16,500	Veeva Systems, Inc. Class A*		1,011,615
	4,458	WellCare Health Plans, Inc.*		800,478

				7,285,097

		Household & Personal Products - 1.3%
	6,468	Central Garden & Pet Co.*		205,618
	7,282	Medifast, Inc.		301,984
	7,134	Nu Skin Enterprises, Inc. Class A		448,301
	4,780	Usana Health Sciences, Inc.*		306,398

				1,262,301

		Insurance - 6.1%
	9,688	Ambac Financial Group, Inc.*		168,087
	6,289	American Equity Investment Life Holding Co.		165,275
	20,550	Assured Guaranty Ltd.		857,757
	12,600	CNO Financial Group, Inc.		263,088
	5,390	Everest Re Group Ltd.		1,372,240
	18,890	Greenlight Capital Re Ltd. Class A*		394,801
	5,878	Health Insurance Innovations, Inc. Class A*		138,133
	27,619	Maiden Holdings Ltd.		306,571
	9,690	Reinsurance Group of America, Inc.		1,244,099
	48,872	Third Point Reinsurance Ltd.*		679,321
	8,862	Universal Insurance Holdings, Inc.		223,322

				5,812,694

		Materials - 4.3%
	6,173	A Schulman, Inc.		197,536
	3,015	Albemarle Corp.		318,203
	19,366	Chemours Co.		734,359
	25,335	Cliffs Natural Resources, Inc.*		175,318
	15,515	Domtar Corp.		596,086
	4,300	Innophos Holdings, Inc.		188,512
	5,100	Koppers Holdings, Inc.*		184,365
	9,820	Louisiana-Pacific Corp.*		236,760
	8,838	Steel Dynamics, Inc.		316,489
	7,881	Stepan Co.		686,750
	4,577	Trinseo S.A.		314,440
	11,198	Tronox Ltd. Class A		169,314

				4,118,132


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Media - 0.9%
	40,478	Gannett Co., Inc.	$	352,968
	11,019	Scholastic Corp.		480,318

				833,286

		Pharmaceuticals, Biotechnology & Life Sciences - 6.8%
	17,064	Akebia Therapeutics, Inc.*		245,210
	27,019	Array BioPharma, Inc.*		226,149
	4,257	BioSpecifics Technologies Corp.*		210,764
	26,288	Bruker Corp.		758,146
	9,679	Calithera Biosciences, Inc.*		143,733
	25,046	Corcept Therapeutics, Inc.*		295,543
	14,004	Cytokinetics, Inc.*		169,448
	16,045	CytomX Therapeutics, Inc.*		248,698
	2,011	Eagle Pharmaceuticals, Inc.*		158,648
	32,786	Exelixis, Inc.*		807,519
	20,343	Innoviva, Inc.*		260,390
	21,931	MiMedx Group, Inc.*		328,307
	15,727	Momenta Pharmaceuticals, Inc.*		265,786
	80,573	PDL BioPharma, Inc.		199,015
	6,814	PRA Health Sciences, Inc.*		511,118
	29,812	Progenics Pharmaceuticals, Inc.*		202,424
	7,774	Supernus Pharmaceuticals, Inc.*		335,060
	6,800	United Therapeutics Corp.*		882,164
	12,014	Versartis, Inc.*		209,644

				6,457,766

		Real Estate - 12.2%
	14,900	AG Mortgage Investment Trust, Inc. REIT		272,670
	28,084	AGNC Investment Corp. REIT		597,908
	14,129	Apollo Commercial Real Estate Finance, Inc. REIT		262,093
	9,697	ARMOUR Residential, Inc. REIT		242,425
	55,800	Brandywine Realty Trust REIT		978,174
	57,259	Brixmor Property Group, Inc. REIT		1,023,791
	9,600	CareTrust, Inc. REIT		177,984
	26,053	CBL & Associates Properties, Inc. REIT		219,627
	16,280	Chatham Lodging Trust REIT		327,065
	19,554	Chimera Investment Corp. REIT		364,291
	6,056	CoreCivic, Inc. REIT		167,024
	16,324	CYS Investments, Inc. REIT		137,285
	19,272	DDR Corp. REIT		174,797
	9,522	Easterly Government Properties, Inc. REIT		199,486
	6,757	Geo Group, Inc. REIT		199,805
	8,809	Government Properties Income Trust REIT		161,293
	27,312	Hospitality Properties Trust REIT		796,145
	15,317	Invesco Mortgage Capital, Inc. REIT		255,947
	42,630	Mack-Cali Realty Corp. REIT		1,156,978
	25,714	MTGE Investment Corp. REIT		483,423
	9,754	PennyMac Mortgage Investment Trust REIT		178,401
	28,389	Piedmont Office Realty Trust, Inc. Class A, REIT		598,440
	31,400	Ramco-Gershenson Properties Trust REIT		405,060
	21,726	Redwood Trust, Inc. REIT		370,211
	8,074	RLJ Lodging Trust REIT		160,430
	26,297	Select Income REIT		631,917
	13,500	Summit Hotel Properties, Inc. REIT		251,775
	47,300	Two Harbors Investment Corp. REIT		468,743
	11,452	Western Asset Mortgage Capital Corp. REIT		117,956
	11,600	Xenia Hotels & Resorts, Inc. REIT		224,692

				11,605,836

		Retailing - 3.6%
	5,164	Aaron’s, Inc.		200,880
	7,151	Big 5 Sporting Goods Corp.		93,321

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


		121

Hartford Small/Mid Cap Equity HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Retailing - 3.6% - (continued)
	5,207	Big Lots, Inc.	$	251,498
	13,499	Buckle, Inc.		240,282
	5,395	Burlington Stores, Inc.*		496,286
	9,503	Chico’s FAS, Inc.		89,518
	2,302	Children’s Place, Inc.		235,034
	5,450	Five Below, Inc.*		269,066
	11,821	Francescas Holdings Corp.*		129,322
	5,351	Nutrisystem, Inc.		278,520
	7,386	PetMed Express, Inc.		299,872
	20,756	Pier 1 Imports, Inc.		107,724
	14,200	Select Comfort Corp.*		503,958
	4,791	Williams-Sonoma, Inc.		232,363

				3,427,644

		Semiconductors & Semiconductor Equipment - 2.8%
	4,128	Advanced Energy Industries, Inc.*		267,040
	19,800	Amkor Technology, Inc.*		193,446
	3,935	Cirrus Logic, Inc.*		246,803
	9,569	MaxLinear, Inc. Class A*		266,879
	6,998	Nanometrics, Inc.*		176,980
	20,330	Photronics, Inc.*		191,102
	37,521	Teradyne, Inc.		1,126,756
	12,144	Ultra Clean Holdings, Inc.*		227,700

				2,696,706

		Software & Services - 4.4%
	15,285	Blucora, Inc.*		324,042
	12,439	Carbonite, Inc.*		271,170
	19,607	Everi Holdings, Inc.*		142,739
	14,165	Evertec, Inc.		245,055
	17,727	Hackett Group, Inc.		274,769
	6,524	Progress Software Corp.		201,526
	1,414	Stamps.com, Inc.*		218,993
	5,600	Sykes Enterprises, Inc.*		187,768
	11,620	Synopsys, Inc.*		847,447
	6,874	TeleTech Holdings, Inc.		280,459
	16,547	Teradata Corp.*		487,971
	2,870	Tucows, Inc. Class A*		153,545
	16,758	Unisys Corp.*		214,502
	14,495	Web.com Group, Inc.*		366,724

				4,216,710

		Technology Hardware & Equipment - 6.4%
	2,319	Applied Optoelectronics, Inc.*		143,291
	7,310	Arista Networks, Inc.*		1,094,965
	1,207	Arrow Electronics, Inc.*		94,653
	34,899	AVX Corp.		570,250
	13,400	Benchmark Electronics, Inc.*		432,820
	3,336	Cognex Corp.		283,226
	7,051	Control4 Corp.*		138,270
	10,026	Daktronics, Inc.		96,550
	31,083	Extreme Networks, Inc.*		286,585
	3,817	Insight Enterprises, Inc.*		152,642
	2,925	InterDigital, Inc.		226,103
	10,843	Jabil, Inc.		316,507
	4,966	NCR Corp.*		202,811
	5,260	NetScout Systems, Inc.*		180,944
	12,308	Sanmina Corp.*		468,935
	5,344	ScanSource, Inc.*		215,363
	3,454	Tech Data Corp.*		348,854
	13,243	TTM Technologies, Inc.*		229,899
	24,331	Vishay Intertechnology, Inc.		403,895


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Technology Hardware & Equipment - 6.4% - (continued)
	1,866	Zebra Technologies Corp. Class A*	$	187,570

				6,074,133

		Telecommunication Services - 1.4%
	5,968	ATN International, Inc.		408,450
	18,642	Boingo Wireless, Inc.*		278,884
	24,138	Telephone & Data Systems, Inc.		669,830

				1,357,164

		Transportation - 1.2%
	1,769	Allegiant Travel Co.		239,876
	2,126	Copa Holdings S.A. Class A		248,742
	7,225	Hawaiian Holdings, Inc.*		339,214
	15,177	JetBlue Airways Corp.*		346,491

				1,174,323

		Utilities - 3.1%
	9,412	National Fuel Gas Co.		525,566
	32,466	OGE Energy Corp.		1,129,492
	15,645	Pinnacle West Capital Corp.		1,332,328

				2,987,386


		Total Common Stocks (cost $81,547,334)	$	94,716,722


		Total Long-Term Investments (cost $81,547,334)	$	94,716,722


SHORT-TERM INVESTMENTS - 0.8%
		Other Investment Pools & Funds - 0.8%
	804,235	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	804,235


		Total Short-Term Investments (cost $804,235)	$	804,235



Total Investments (cost $82,351,569)^{^}	100.1	%	$	95,520,957
Other Assets and Liabilities	(0.1	)%		(114,607	)

Total Net Assets	100.0	%	$	95,406,350

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


		122

Hartford Small/Mid Cap Equity HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	17,073,597
Unrealized Depreciation		(3,904,209	)

Net Unrealized Appreciation	$	13,169,388

*	Non-income producing.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
ADR		American Depositary Receipt
REIT		Real Estate Investment Trust

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


		123

Hartford Small/Mid Cap Equity HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	1,760,035	$	1,760,035	$	—	$	—
Banks		5,002,478		5,002,478		—		—
Capital Goods		9,642,127		9,642,127		—		—
Commercial & Professional Services		3,302,060		3,302,060		—		—
Consumer Durables & Apparel		1,243,076		1,243,076		—		—
Consumer Services		6,047,503		6,047,503		—		—
Diversified Financials		1,805,949		1,805,949		—		—
Energy		3,319,372		3,319,372		—		—
Food & Staples Retailing		121,800		121,800		—		—
Food, Beverage & Tobacco		3,163,144		3,163,144		—		—
Health Care Equipment & Services		7,285,097		7,285,097		—		—
Household & Personal Products		1,262,301		1,262,301		—		—
Insurance		5,812,694		5,812,694		—		—
Materials		4,118,132		4,118,132		—		—
Media		833,286		833,286		—		—
Pharmaceuticals, Biotechnology & Life Sciences		6,457,766		6,457,766		—		—
Real Estate		11,605,836		11,605,836		—		—
Retailing		3,427,644		3,427,644		—		—
Semiconductors & Semiconductor Equipment		2,696,706		2,696,706		—		—
Software & Services		4,216,710		4,216,710		—		—
Technology Hardware & Equipment		6,074,133		6,074,133		—		—
Telecommunication Services		1,357,164		1,357,164		—		—
Transportation		1,174,323		1,174,323		—		—
Utilities		2,987,386		2,987,386		—		—
Short-Term Investments		804,235		804,235		—		—

Total	$	95,520,957	$	95,520,957	$	—	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

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


		124

Hartford Stock HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 97.8%
		Banks - 2.2%
	260,634	PNC Financial Services Group, Inc.	$	32,545,368

		Capital Goods - 9.5%
	95,081	General Dynamics Corp.		18,835,546
	247,883	Honeywell International, Inc.		33,040,325
	130,062	Lockheed Martin Corp.		36,106,512
	88,675	Northrop Grumman Corp.		22,763,759
	239,129	United Technologies Corp.		29,200,042

				139,946,184

		Consumer Durables & Apparel - 5.8%
	991,431	NIKE, Inc. Class B		58,494,429
	467,976	VF Corp.		26,955,418

				85,449,847

		Consumer Services - 2.1%
	201,718	McDonald’s Corp.		30,895,129

		Diversified Financials - 4.0%
	365,619	American Express Co.		30,799,745
	66,001	BlackRock, Inc.		27,879,482

				58,679,227

		Energy - 4.0%
	353,397	Exxon Mobil Corp.		28,529,740
	461,336	Schlumberger Ltd.		30,374,362

				58,904,102

		Food & Staples Retailing - 6.5%
	277,053	Costco Wholesale Corp.		44,309,086
	310,331	CVS Health Corp.		24,969,232
	336,228	Walgreens Boots Alliance, Inc.		26,330,015

				95,608,333

		Food, Beverage & Tobacco - 6.7%
	826,718	Coca-Cola Co.		37,078,303
	983,309	Diageo plc		29,058,494
	288,304	PepsiCo, Inc.		33,296,229

				99,433,026

		Health Care Equipment & Services - 9.3%
	447,607	Cardinal Health, Inc.		34,877,538
	202,665	McKesson Corp.		33,346,499
	386,531	Medtronic plc		34,304,626
	187,697	UnitedHealth Group, Inc.		34,802,778

				137,331,441

		Household & Personal Products - 3.7%
	493,767	Colgate-Palmolive Co.		36,602,948
	207,899	Procter & Gamble Co.		18,118,398

				54,721,346

		Insurance - 5.2%
	291,779	Chubb Ltd.		42,418,831
	444,783	Marsh & McLennan Cos., Inc.		34,675,283

				77,094,114

		Materials - 3.6%
	174,272	Ecolab, Inc.		23,134,608
	229,019	Praxair, Inc.		30,356,468

				53,491,076

		Media - 1.4%
	197,214	Walt Disney Co.		20,953,987


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 97.8% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 7.3%
	153,706	Amgen, Inc.	$	26,472,784
	234,857	Johnson & Johnson		31,069,233
	512,289	Merck & Co., Inc.		32,832,602
	71,928	Roche Holding AG		18,378,672

				108,753,291

		Real Estate - 4.0%
	198,334	American Tower Corp. REIT		26,243,555
	158,485	Public Storage REIT		33,048,877

				59,292,432

		Retailing - 4.3%
	9,440,100	Allstar Co.*^(1)(2)(3)		1,510,416
	339,466	Lowe’s Cos., Inc.		26,318,799
	503,872	TJX Cos., Inc.		36,364,442

				64,193,657

		Software & Services - 10.6%
	293,217	Accenture plc Class A		36,265,079
	329,131	Automatic Data Processing, Inc.		33,722,762
	734,409	Microsoft Corp.		50,622,812
	389,685	Visa, Inc. Class A		36,544,659

				157,155,312

		Transportation - 7.6%
	491,438	Canadian National Railway Co.		39,874,388
	330,627	Union Pacific Corp.		36,008,586
	337,832	United Parcel Service, Inc. Class B		37,360,841

				113,243,815


		Total Common Stocks (cost $1,132,910,162)	$	1,447,691,687


		Total Long-Term Investments (cost $1,132,910,162)	$	1,447,691,687


SHORT-TERM INVESTMENTS - 2.1%
		Other Investment Pools & Funds - 2.1%
	31,785,565	Fidelity Institutional Government Fund, Institutional Class	$	31,785,565


		Total Short-Term Investments (cost $31,785,565)	$	31,785,565



Total Investments (cost $1,164,695,727)^{^}	99.9	%	$	1,479,477,252
Other Assets and Liabilities	0.1	%		1,243,497

Total Net Assets	100.0	%	$	1,480,720,749

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


		125

Hartford Stock HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	328,901,751
Unrealized Depreciation		(14,120,226	)

Net Unrealized Appreciation	$	314,781,525

*	Non-income producing.

⁽¹⁾

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the fair value of this security was $1,510,416, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾

Period
Acquired

Shares/Par

Security

Cost

08/2011

9,440,100

Allstar Co.

4,106,620

At June 30, 2017, the value of this security was $1,510,416, which represented 0.1% of total net assets.

⁽³⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At June 30, 2017, the value of this security was $1,510,416, which represented 0.1% of total net assets.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
REIT		Real Estate Investment Trust

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


		126

Hartford Stock HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Banks	$	32,545,368	$	32,545,368	$	—	$	—
Capital Goods		139,946,184		139,946,184		—		—
Consumer Durables & Apparel		85,449,847		85,449,847		—		—
Consumer Services		30,895,129		30,895,129		—		—
Diversified Financials		58,679,227		58,679,227		—		—
Energy		58,904,102		58,904,102		—		—
Food & Staples Retailing		95,608,333		95,608,333		—		—
Food, Beverage & Tobacco		99,433,026		70,374,532		29,058,494		—
Health Care Equipment & Services		137,331,441		137,331,441		—		—
Household & Personal Products		54,721,346		54,721,346		—		—
Insurance		77,094,114		77,094,114		—		—
Materials		53,491,076		53,491,076		—		—
Media		20,953,987		20,953,987		—		—
Pharmaceuticals, Biotechnology & Life Sciences		108,753,291		90,374,619		18,378,672		—
Real Estate		59,292,432		59,292,432		—		—
Retailing		64,193,657		62,683,241		—		1,510,416
Software & Services		157,155,312		157,155,312		—		—
Transportation		113,243,815		113,243,815		—		—
Short-Term Investments		31,785,565		31,785,565		—		—

Total	$	1,479,477,252	$	1,430,529,670	$	47,437,166	$	1,510,416

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

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


		127

Hartford Total Return Bond HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2%
			Asset-Backed - Automobile - 0.6%
	$	2,044,921	AmeriCredit Automobile Receivables Trust 2.72%, 09/09/2019	$	2,049,651
		1,074,541	Credit Acceptance Auto Loan Trust 1.88%, 03/15/2022⁽¹⁾		1,074,706
			First Investors Auto Owner Trust
		2,897,630	1.67%, 11/16/2020⁽¹⁾		2,898,006
		1,750,000	2.39%, 11/16/2020⁽¹⁾		1,757,136
		3,607,523	Honor Automobile Trust Securitization 2.94%, 11/15/2019⁽¹⁾		3,619,886
			Santander Drive Auto Receivables Trust
		466,358	2.25%, 06/17/2019		467,101
		2,069,211	2.36%, 04/15/2020		2,073,723

					13,940,209

			Asset-Backed - Finance & Insurance - 15.7%
		9,180,000	American Money Management Corp. 2.61%, 07/27/2026⁽¹⁾⁽²⁾		9,201,316
		6,015,000	Apidos CLO 2.19%, 01/19/2025⁽¹⁾⁽²⁾		6,011,993
		7,610,000	Atlas Senior Loan Fund Ltd. 2.41%, 10/15/2026⁽¹⁾⁽²⁾		7,610,403
		790,000	Atrium CDO Corp. 2.04%, 07/16/2025⁽¹⁾⁽²⁾		790,847
			Avery Point CLO Ltd.
		10,050,000	2.26%, 04/25/2026⁽¹⁾⁽²⁾		10,059,256
		6,875,000	2.28%, 01/18/2025⁽¹⁾⁽²⁾		6,876,327
		2,330,000	Babson CLO Ltd. 2.31%, 07/20/2025⁽¹⁾⁽²⁾		2,329,995
			Bayview Opportunity Master Fund Trust
		4,021,495	3.50%, 01/28/2055⁽¹⁾⁽²⁾		4,124,285
		4,695,000	3.50%, 06/28/2057⁽¹⁾⁽²⁾		4,834,808
		3,467,906	4.00%, 11/28/2053⁽¹⁾⁽²⁾		3,589,286
		6,765,397	4.00%, 10/28/2064⁽¹⁾⁽²⁾		6,990,684
			BlueMountain CLO Ltd.
		7,375,000	2.17%, 04/15/2025⁽¹⁾⁽²⁾		7,371,290
		7,995,000	2.43%, 04/30/2026⁽¹⁾⁽²⁾		8,074,199
		1,090,667	Cal Funding Ltd. 3.47%, 10/25/2027⁽¹⁾		1,088,942
		7,890,000	Carlyle Global Market Strategies CLO Ltd. 2.64%, 04/27/2027⁽¹⁾⁽²⁾		7,960,939
			Cent CLO Ltd.
		9,320,000	2.26%, 01/25/2026⁽¹⁾⁽²⁾		9,315,284
		6,240,000	2.38%, 07/27/2026⁽¹⁾⁽²⁾		6,240,530
		8,960,000	CIFC Funding Ltd. 2.39%, 05/24/2026⁽¹⁾⁽²⁾		8,983,610
			Dryden Senior Loan Fund
		6,710,000	2.59%, 07/15/2027⁽¹⁾⁽²⁾		6,725,232
		7,852,000	2.59%, 10/15/2028⁽¹⁾⁽²⁾		7,897,518
		1,494,069	Fieldstone Mortgage Investment Corp. 1.49%, 05/25/2036⁽²⁾		1,034,151
		3,267,261	First Franklin Mortgage Loan Trust 1.46%, 04/25/2036⁽²⁾		2,395,285
		755,000	GreatAmerica Leasing Receivables Funding LLC 1.72%, 04/22/2019⁽¹⁾		754,567
		3,879,249	GSAMP Trust 1.31%, 01/25/2037⁽²⁾		2,407,721
		4,965,000	Highbridge Loan Management Ltd. 2.62%, 05/05/2027⁽¹⁾⁽²⁾		4,968,505
		9,215,000	JFIN CLO Ltd. 2.32%, 04/24/2029⁽¹⁾⁽²⁾		9,245,566


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% - (continued)
			Asset-Backed - Finance & Insurance - 15.7% - (continued)
			Lendmark Funding Trust
	$	3,235,000	2.83%, 01/22/2024⁽¹⁾	$	3,234,338
		4,590,000	3.26%, 04/21/2025⁽¹⁾		4,629,470
			Madison Park Funding Ltd.
		6,435,000	2.27%, 01/19/2025⁽¹⁾⁽²⁾		6,435,348
		9,860,000	2.42%, 07/20/2026⁽¹⁾⁽²⁾		9,903,640
		7,200,000	2.43%, 10/23/2025⁽¹⁾⁽²⁾		7,201,404
			Magnetite Ltd.
		8,310,000	2.16%, 07/25/2026⁽¹⁾⁽²⁾		8,310,000
		6,595,000	2.66%, 07/25/2026⁽¹⁾⁽²⁾		6,595,000
			Nationstar HECM Loan Trust
		1,558,967	1.97%, 05/25/2027⁽¹⁾		1,557,692
		468,359	2.24%, 06/25/2026⁽¹⁾⁽²⁾		473,641
		560,000	2.94%, 05/25/2027⁽¹⁾		559,152
		1,611,107	2.98%, 02/25/2026⁽¹⁾⁽²⁾		1,611,583
			NRZ Advance Receivables Trust
		6,250,000	3.11%, 12/15/2050⁽¹⁾		6,267,525
		5,421,000	3.21%, 02/15/2051⁽¹⁾		5,473,638
		3,030,000	Oak Hill Credit Partners Ltd. 2.29%, 07/20/2026⁽¹⁾⁽²⁾		3,028,470
		7,885,000	Oaktree EIF Ltd. 2.73%, 02/15/2026⁽¹⁾⁽²⁾		7,888,052
		6,780,000	OCP CLO Ltd. 2.69%, 04/17/2027⁽¹⁾⁽²⁾		6,780,461
		3,715,000	Octagon Investment Partners 30 Ltd. 2.57%, 03/17/2030⁽¹⁾⁽²⁾		3,744,415
		8,960,000	OneMain Financial Issuance Trust 4.10%, 03/20/2028⁽¹⁾		9,140,082
		7,495,000	OZLM Ltd. 2.62%, 04/30/2027⁽¹⁾⁽²⁾		7,500,396
		9,700,000	Race Point CLO Ltd. 2.67%, 04/15/2027⁽¹⁾⁽²⁾		9,704,578
		5,250,000	SBA Tower Trust 2.90%, 10/15/2044⁽¹⁾⁽³⁾		5,277,655
		479,963	Securitized Asset Backed Receivables LLC Trust 1.31%, 07/25/2036⁽²⁾		244,672
		7,305,000	Shackleton CLO 2.32%, 07/17/2026⁽¹⁾⁽²⁾		7,314,350
			SoFi Consumer Loan Program LLC
		2,845,000	2.50%, 05/26/2026⁽¹⁾⁽⁴⁾		2,844,485
		1,503,820	2.77%, 05/25/2026⁽¹⁾		1,511,550
		3,707,260	3.05%, 12/26/2025⁽¹⁾		3,741,998
		3,452,696	3.09%, 10/27/2025⁽¹⁾		3,481,433
		2,773,125	3.28%, 01/26/2026⁽¹⁾		2,811,042
			Sound Point CLO Ltd.
		6,345,000	2.26%, 01/21/2026⁽¹⁾⁽²⁾		6,341,796
		2,575,000	2.50%, 01/23/2029⁽¹⁾⁽²⁾		2,582,375
		7,680,000	2.69%, 04/15/2027⁽¹⁾⁽²⁾		7,697,510
		2,137,000	5.76%, 07/15/2025⁽¹⁾⁽²⁾		2,121,376
			Springleaf Funding Trust
		8,130,000	2.68%, 07/15/2030⁽¹⁾		8,112,260
		4,985,000	2.90%, 11/15/2029⁽¹⁾		5,016,042
		5,340,000	SPS Servicer Advance Receivables Trust 2.75%, 11/15/2049⁽¹⁾		5,349,526
		8,660,000	Symphony CLO Ltd. 2.44%, 07/14/2026⁽¹⁾⁽²⁾		8,660,407
			Towd Point Mortgage Trust
		11,499,975	2.75%, 10/25/2056⁽¹⁾⁽²⁾		11,486,876
		3,106,476	2.75%, 04/25/2057⁽¹⁾⁽²⁾		3,136,089

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


		128

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% - (continued)
			Asset-Backed - Finance & Insurance - 15.7% - (continued)
	$	7,660,000	Treman Park CLO Ltd. 2.53%, 04/20/2027⁽¹⁾⁽²⁾	$	7,686,297
		2,915,000	VOLT LX LLC 3.25%, 04/25/2059⁽¹⁾⁽³⁾		2,912,828
			Voya CLO Ltd.
		2,915,000	2.41%, 04/17/2030⁽¹⁾⁽²⁾		2,920,719
		4,905,000	2.49%, 04/18/2026⁽¹⁾⁽²⁾		4,905,152
		7,550,000	2.64%, 04/18/2027⁽¹⁾⁽²⁾		7,550,536
		2,670,000	3.26%, 04/18/2027⁽¹⁾⁽²⁾		2,670,278
		10,785,000	York CLO Ltd. 2.73%, 01/20/2030⁽¹⁾⁽²⁾		10,849,085

					384,147,761

			Asset-Backed - Home Equity - 1.5%
			GSAA Home Equity Trust
		1,325,769	1.29%, 12/25/2046⁽²⁾		735,793
		11,500,502	1.30%, 02/25/2037⁽²⁾		6,498,576
		6,026,973	1.32%, 03/25/2037⁽²⁾		3,393,364
		4,173,346	1.40%, 11/25/2036⁽²⁾		2,113,735
		135,499	1.46%, 11/25/2036⁽²⁾		81,612
		1,093,832	1.52%, 03/25/2036⁽²⁾		800,763
		690,242	5.88%, 09/25/2036⁽³⁾		354,294
		714,955	5.99%, 06/25/2036⁽²⁾		386,398
		981,438	6.30%, 06/25/2036⁽³⁾		530,173
		324,781	Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 1.37%, 06/25/2036⁽²⁾		298,114
		1,622,492	Morgan Stanley Mortgage Loan Trust 1.39%, 11/25/2036⁽²⁾		684,561
		11,310,341	New Residential Mortgage Loan Trust 4.00%, 02/25/2057⁽¹⁾⁽²⁾		11,727,274
		6,531,000	NRZ Advance Receivables Trust 2.58%, 10/15/2049⁽¹⁾		6,494,381
			Soundview Home Loan Trust
		3,225,000	1.40%, 07/25/2037⁽²⁾		2,590,730
		435,000	1.47%, 11/25/2036⁽²⁾		346,562

					37,036,330

			Collateralized - Mortgage Obligations - 0.2%
		3,790,817	COLT Mortgage Loan Trust 2.61%, 05/27/2047⁽¹⁾⁽²⁾		3,810,384

			Commercial Mortgage - Backed Securities - 5.8%
		2,370,000	Banc of America Commercial Mortgage Trust 3.26%, 09/15/2048⁽¹⁾⁽²⁾		1,433,418
			BBCMS Mortgage Trust
		29,142,458	1.70%, 02/15/2050⁽²⁾⁽⁵⁾		3,219,717
		1,440,000	3.67%, 02/15/2050		1,491,699
		1,105,000	Bear Stearns Commercial Mortgage Securities Trust 5.28%, 10/12/2042⁽²⁾		1,092,035
			Citigroup Commercial Mortgage Trust
		24,182,551	1.20%, 07/10/2047⁽²⁾⁽⁵⁾		1,392,424
		27,228,879	1.30%, 04/10/2048⁽²⁾⁽⁵⁾		1,702,137
		465,000	2.94%, 04/10/2048		461,118
		1,300,000	3.11%, 04/10/2048⁽¹⁾		957,848
		975,000	3.62%, 02/10/2049		1,010,236
		1,535,000	3.76%, 06/10/2048		1,606,222
		970,000	3.82%, 11/10/2048		1,018,964
		230,000	3.86%, 05/10/2047		242,626


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% - (continued)
			Commercial Mortgage - Backed Securities - 5.8% - (continued)
	$	445,000	5.07%, 03/10/2047⁽¹⁾⁽²⁾	$	400,380
		468,121	Commercial Mortgage Loan Trust 6.34%, 12/10/2049⁽²⁾		468,970
			Commercial Mortgage Pass-Through Certificates
		9,852,053	0.97%, 02/10/2047⁽²⁾⁽⁵⁾		300,403
		970,000	2.82%, 10/15/2045		980,800
		535,000	4.24%, 02/10/2047⁽²⁾		574,870
		1,920,000	4.75%, 10/15/2045⁽¹⁾⁽²⁾		1,215,878
			Commercial Mortgage Trust
		4,906,594	1.07%, 08/10/2046⁽²⁾⁽⁵⁾		168,844
		7,966,056	2.12%, 07/10/2046^(1)(2)(5)		377,095
		1,035,000	2.54%, 12/10/2045		1,029,742
		1,670,000	2.85%, 10/15/2045		1,683,130
		785,000	3.10%, 03/10/2046		802,049
		930,000	3.21%, 03/10/2046		951,630
		1,760,000	3.35%, 02/10/2048		1,786,719
		6,780,000	3.42%, 03/10/2031⁽¹⁾		7,020,108
		1,260,000	3.61%, 06/10/2046⁽²⁾		1,315,565
		705,000	3.62%, 07/10/2050		728,318
		2,120,000	3.69%, 08/10/2047		2,200,000
		755,000	3.77%, 02/10/2049		789,487
		1,150,133	3.80%, 08/10/2047		1,207,709
		1,140,000	3.90%, 07/10/2050		1,198,231
		575,125	3.96%, 03/10/2047		606,779
		1,350,000	4.02%, 07/10/2045		1,439,215
		630,000	4.07%, 02/10/2047⁽²⁾		671,484
		1,045,000	4.21%, 08/10/2046⁽²⁾		1,125,744
		615,085	4.37%, 07/10/2045⁽²⁾		666,125
		720,000	4.73%, 10/15/2045⁽¹⁾⁽²⁾		318,305
		899,208	Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037		884,305
			CSAIL Commercial Mortgage Trust
		64,580,743	1.01%, 06/15/2057⁽²⁾⁽⁵⁾		3,133,496
		3,903,034	1.20%, 11/15/2048⁽²⁾⁽⁵⁾		231,528
		470,000	3.45%, 08/15/2048		481,111
		790,000	3.50%, 11/15/2049		805,039
		545,000	3.54%, 11/15/2048		559,737
		550,000	3.72%, 08/15/2048		572,405
		83,000	3.76%, 11/15/2048		86,506
		8,219,386	DBUBS Mortgage Trust 0.93%, 11/10/2046^(1)(2)(5)		154,931
		3,134,074	Four Times Square Trust Commercial Mortgage Pass-Through Certificates 5.40%, 12/13/2028⁽¹⁾		3,433,762
			FREMF Mortgage Trust
		4,680,000	3.07%, 10/25/2047⁽¹⁾⁽²⁾		4,738,226
		2,850,000	3.97%, 04/25/2024⁽¹⁾⁽²⁾		2,892,778
		1,625,000	4.01%, 02/25/2024⁽¹⁾⁽²⁾		1,642,218
		1,200,000	4.12%, 03/25/2027⁽¹⁾⁽²⁾		1,211,116
		5,485,000	5.44%, 09/25/2043⁽¹⁾⁽²⁾		5,912,521
		1,616,614	GE Business Loan Trust 2.16%, 05/15/2034⁽¹⁾⁽²⁾		1,429,682
		4,340,000	GS Mortgage Securities Corp. 2.95%, 11/05/2034⁽¹⁾		4,398,221
			GS Mortgage Securities Trust
		50,671,565	0.23%, 07/10/2046⁽²⁾⁽⁵⁾		264,272
		6,795,862	1.52%, 08/10/2044^(1)(2)(5)		306,582

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


		129

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% - (continued)
			Commercial Mortgage - Backed Securities - 5.8% - (continued)
	$	1,580,166	3.67%, 04/10/2047⁽¹⁾	$	562,239
		785,121	4.07%, 01/10/2047		837,019
		2,960,000	5.02%, 04/10/2047⁽¹⁾⁽²⁾		2,348,778
			JP Morgan Chase Commercial Mortgage Securities Trust
		7,523,033	2.62%, 02/12/2051⁽²⁾		7,198,593
		2,185,000	2.73%, 10/15/2045⁽¹⁾⁽²⁾		911,713
		3,404,438	3.91%, 05/05/2030⁽¹⁾		3,551,126
		1,290,924	4.54%, 12/15/2047⁽¹⁾⁽²⁾		1,001,435
			JPMBB Commercial Mortgage Securities Trust
		29,335,389	0.99%, 09/15/2047⁽²⁾⁽⁵⁾		976,933
		8,243,769	1.08%, 05/15/2048⁽²⁾⁽⁵⁾		305,713
		825,000	2.91%, 10/15/2048		817,727
		810,060	3.61%, 05/15/2048		839,291
		700,000	3.78%, 08/15/2047		735,792
		1,075,000	3.88%, 10/15/2048⁽¹⁾⁽²⁾		815,620
		966,900	LB-UBS Commercial Mortgage Trust 6.30%, 04/15/2041⁽²⁾		985,573
		154,677	Lehman Brothers Small Balance Commercial Mortgage Trust 5.52%, 09/25/2030⁽¹⁾⁽²⁾		154,316
		2,260,074	ML-CFC Commercial Mortgage Trust 5.70%, 09/12/2049		2,261,817
			Morgan Stanley Bank of America Merrill Lynch Trust
		1,602,681	1.26%, 10/15/2048⁽²⁾⁽⁵⁾		107,077
		16,094,953	1.29%, 12/15/2047⁽²⁾⁽⁵⁾		850,073
		1,080,000	3.13%, 12/15/2048		1,104,817
		1,320,000	3.18%, 08/15/2045		1,360,609
		750,000	3.73%, 05/15/2048		785,040
		795,172	4.26%, 10/15/2046⁽²⁾		859,551
		695,000	4.50%, 08/15/2045⁽¹⁾		486,248
		40,571,759	Morgan Stanley Capital Trust 0.60%, 09/15/2047^(1)(2)(5)		467,123
		8,320,000	1.47%, 06/15/2050⁽²⁾⁽⁵⁾		862,826
		625,000	2.78%, 08/15/2049		606,458
		590,000	3.34%, 12/15/2049		598,505
		4,920,000	3.47%, 08/11/2033⁽¹⁾		5,117,833
		770,000	3.60%, 12/15/2049		795,851
		1,460,000	5.33%, 07/15/2049⁽¹⁾⁽²⁾		1,227,386
		920,000	5.41%, 10/12/2052⁽¹⁾⁽²⁾		420,727
		504,167	5.81%, 12/12/2049		505,634
		1,365,000	SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043⁽¹⁾⁽²⁾		1,350,450
		1,560,000	UBS-Barclays Commercial Mortgage Trust 3.09%, 08/10/2049		1,598,392
		2,065,000	3.19%, 03/10/2046		2,112,312
		975,000	3.24%, 04/10/2046		999,810
		21,510,425	Wells Fargo Commercial Mortgage Trust 1.32%, 05/15/2048⁽²⁾⁽⁵⁾		1,339,360
		1,175,000	2.92%, 10/15/2045		1,192,185
		419,000	2.92%, 11/15/2049		410,672
		345,000	2.94%, 10/15/2049		338,919
		805,000	3.29%, 05/15/2048		815,810
		440,000	3.41%, 12/15/2047		449,577
		775,000	3.45%, 07/15/2050⁽⁴⁾		792,871
		790,000	3.56%, 01/15/2059		816,074


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% - (continued)
			Commercial Mortgage - Backed Securities - 5.8% - (continued)
	$	975,000	3.64%, 06/15/2048	$	1,013,322
		390,000	3.96%, 12/15/2047⁽¹⁾⁽²⁾		318,344
		430,000	4.24%, 05/15/2048⁽²⁾		372,331
		665,000	4.37%, 06/15/2048⁽²⁾		564,093
		255,115	WF-RBS Commercial Mortgage Trust 2.88%, 12/15/2045		257,207
		550,000	3.07%, 03/15/2045		560,890
		450,000	3.35%, 05/15/2045		459,075
		955,000	3.61%, 11/15/2047		991,026
		990,000	3.72%, 05/15/2047		1,033,840
		120,000	3.88%, 08/15/2046		126,889
		925,000	4.00%, 05/15/2047		980,909
		230,000	4.05%, 03/15/2047		244,876
		755,286	4.10%, 03/15/2047		805,741
		315,000	4.49%, 03/15/2048⁽¹⁾⁽²⁾		293,236
		710,000	5.00%, 06/15/2044⁽¹⁾⁽²⁾		585,058
		1,045,000	5.77%, 04/15/2045⁽¹⁾⁽²⁾		1,045,767

					141,122,939

			Whole Loan Collateral CMO - 7.4%
		1,144,059	Adjustable Rate Mortgage Trust 1.74%, 01/25/2036⁽²⁾		1,074,198
		636,142	1.76%, 11/25/2035⁽²⁾		595,311
		302,872	Alternative Loan Trust 1.49%, 01/25/2036⁽²⁾		282,707
		1,412,859	1.54%, 11/25/2035⁽²⁾		1,212,608
		1,368,804	5.75%, 05/25/2036		1,059,754
		1,028,489	American Home Mortgage Assets Trust 1.41%, 09/25/2046⁽²⁾		860,693
		1,796,278	1.67%, 10/25/2046⁽²⁾		1,524,238
		3,595,000	Angel Oak Mortgage Trust LLC 2.48%, 07/25/2047		3,594,957
		1,327,403	2.81%, 01/25/2047⁽¹⁾⁽²⁾		1,330,138
		4,363,262	Banc of America Funding Trust 1.51%, 05/20/2047⁽²⁾		3,772,149
		5,595,827	5.77%, 05/25/2037⁽²⁾		5,645,335
		210,153	5.85%, 01/25/2037⁽³⁾		183,137
		955,113	BCAP LLC Trust 1.39%, 01/25/2037⁽²⁾		830,164
		2,595,062	1.40%, 03/25/2037⁽²⁾		2,444,839
		686,570	Bear Stearns Adjustable Rate Mortgage Trust 2.83%, 10/25/2035⁽²⁾		673,269
		1,655,897	Bear Stearns Alt-A Trust 1.72%, 01/25/2036⁽²⁾		1,654,860
		1,809,324	Bear Stearns Mortgage Funding Trust 1.40%, 10/25/2036⁽²⁾		1,600,670
		711,971	CHL Mortgage Pass-Through Trust 3.03%, 11/20/2035⁽²⁾		652,491
		4,049,774	3.17%, 09/25/2047⁽²⁾		3,765,963
		2,688,132	Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035		2,577,746
		2,966,685	CSMC Trust 3.25%, 04/25/2047⁽¹⁾⁽²⁾		3,002,039
		3,165,000	Deephaven Residential Mortgage Trust 2.45%, 06/25/2047⁽¹⁾⁽²⁾		3,155,314
		2,145,856	2.73%, 12/26/2046⁽¹⁾⁽²⁾		2,145,182
		2,025,000	Fannie Mae Connecticut Avenue Securities 4.77%, 07/25/2029⁽²⁾		2,139,670
		4,065,143	5.57%, 04/25/2029⁽²⁾		4,442,144

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


		130

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% - (continued)
			Whole Loan Collateral CMO - 7.4% - (continued)
	$	50,995	GMACM Mortgage Loan Trust 3.81%, 04/19/2036⁽²⁾	$	47,199
		1,557,808	GreenPoint Mortgage Funding Trust 2.09%, 10/25/2045⁽²⁾		1,210,370
		3,302,443	GSR Mortgage Loan Trust 1.52%, 01/25/2037⁽²⁾		2,085,987
		3,391,586	3.37%, 01/25/2036⁽²⁾		3,288,108
		2,488,198	HarborView Mortgage Loan Trust 1.40%, 01/19/2038⁽²⁾		2,336,480
		5,165,982	1.45%, 12/19/2036⁽²⁾		4,402,001
		485,659	1.91%, 01/19/2035⁽²⁾		343,002
		3,197,259	IndyMac Index Mortgage Loan Trust 1.50%, 07/25/2035⁽²⁾		2,757,291
		1,912,902	1.51%, 01/25/2036⁽²⁾		1,435,002
		2,977,328	1.62%, 07/25/2046⁽²⁾		2,110,505
		3,250,011	3.26%, 03/25/2036⁽²⁾		2,889,151
		1,092,405	JP Morgan Mortgage Trust 3.38%, 05/25/2036⁽²⁾		1,009,522
		466,192	3.42%, 04/25/2037⁽²⁾		418,759
		1,789,605	Lehman XS Trust 1.43%, 07/25/2046⁽²⁾		1,617,748
		2,622,522	LSTAR Securities Investment Trust 0.03%, 11/01/2021⁽¹⁾⁽²⁾		2,611,529
		2,822,820	3.05%, 01/01/2022⁽¹⁾⁽²⁾		2,811,901
		5,297,459	3.05%, 02/01/2022⁽¹⁾⁽²⁾		5,250,761
		1,400,671	3.05%, 04/01/2022⁽¹⁾⁽²⁾		1,378,752
		1,895,382	3.23%, 09/01/2021⁽¹⁾⁽²⁾		1,900,126
		268,141	Luminent Mortgage Trust 1.42%, 10/25/2046⁽²⁾		239,792
		1,101,651	1.48%, 11/25/2035⁽²⁾		1,013,855
		885,541	MASTR Adjustable Rate Mortgages Trust 3.19%, 11/21/2034⁽²⁾		905,951
		85,711	Merrill Lynch Mortgage Investors Trust 3.21%, 12/25/2035⁽²⁾		82,082
		2,244,570	MFA Trust 2.59%, 02/25/2057⁽¹⁾⁽²⁾		2,256,019
		8,753,000	Mortgage Repurchase Agreement Financing Trust 2.29%, 06/10/2019⁽¹⁾⁽²⁾		8,738,365
		6,436,910	New Residential Mortgage Loan Trust 3.75%, 11/26/2035⁽¹⁾⁽²⁾		6,688,716
		5,712,377	3.75%, 11/25/2056⁽¹⁾⁽²⁾		5,924,249
		11,180,146	4.00%, 03/25/2057⁽¹⁾⁽²⁾		11,625,428
		8,602,503	4.00%, 04/25/2057⁽¹⁾⁽²⁾		8,959,644
		7,420,000	4.00%, 05/25/2057⁽¹⁾⁽²⁾		7,750,190
		1,933,260	RBSGC Mortgage Loan Trust 6.25%, 01/25/2037		1,884,608
		803,419	Residential Accredit Loans, Inc. 1.52%, 04/25/2036⁽²⁾		690,880
		4,575,897	2.09%, 11/25/2037⁽²⁾		3,761,341
		1,112,763	6.00%, 12/25/2035		1,061,562
		2,387,097	Residential Asset Securitization Trust 1.67%, 03/25/2035⁽²⁾		2,168,847
		623,846	Sequoia Mortgage Trust 3.32%, 07/20/2037⁽²⁾		600,063
		5,574,819	Towd Point Mortgage Trust 2.25%, 04/25/2056⁽¹⁾⁽²⁾		5,557,867
		1,439,416	2.75%, 02/25/2055⁽¹⁾⁽²⁾		1,453,379
		4,628,692	2.75%, 08/25/2055⁽¹⁾⁽²⁾		4,677,293
		1,186,596	3.00%, 03/25/2054⁽¹⁾⁽²⁾		1,197,936


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% - (continued)
			Whole Loan Collateral CMO - 7.4% - (continued)
	$	4,514,890	WaMu Mortgage Pass-Through Certificates Trust 1.51%, 12/25/2046⁽²⁾	$	3,923,104
		969,645	1.64%, 06/25/2044⁽²⁾		907,909
		1,749,336	3.06%, 06/25/2037⁽²⁾		1,591,900
		46,363,826	Wells Fargo Commercial Mortgage Trust 1.33%, 09/15/2057⁽²⁾⁽⁵⁾		2,724,663
		3,250,000	2.88%, 05/15/2048⁽¹⁾⁽²⁾		2,017,047
		1,685,000	3.36%, 09/15/2058⁽¹⁾		1,032,876
		1,015,000	3.84%, 09/15/2058		1,070,339

					180,629,675


			Total Asset & Commercial Mortgage Backed Securities (cost $754,224,659)	$	760,687,298



CORPORATE BONDS - 30.6%
			Aerospace/Defense - 0.4%
	$	1,915,000	Embraer Netherlands Finance B.V. 5.40%, 02/01/2027	$	2,001,175
		370,000	L-3 Technologies, Inc. 3.85%, 12/15/2026		381,416
		1,140,000	Lockheed Martin Corp. 2.50%, 11/23/2020		1,155,649
		1,836,000	4.70%, 05/15/2046		2,063,014
		4,030,000	United Technologies Corp. 1.90%, 05/04/2020		4,036,911

					9,638,165

			Agriculture - 0.5%
		1,320,000	Altria Group, Inc. 2.85%, 08/09/2022		1,340,595
		945,000	3.88%, 09/16/2046		917,929
		2,010,000	BAT International Finance plc 2.75%, 06/15/2020⁽¹⁾		2,036,257
		1,420,000	Imperial Brands Finance plc 2.05%, 07/20/2018⁽¹⁾		1,420,532
		1,950,000	2.95%, 07/21/2020⁽¹⁾		1,982,945
		1,300,000	3.75%, 07/21/2022⁽¹⁾		1,353,478
		2,640,000	Reynolds American, Inc. 3.25%, 06/12/2020		2,717,980

					11,769,716

			Airlines - 0.2%
		4,300,000	Delta Air Lines, Inc. 3.63%, 03/15/2022		4,414,321

			Auto Manufacturers - 0.5%
		1,280,000	Ford Motor Co. 4.35%, 12/08/2026		1,317,683
		1,710,000	5.29%, 12/08/2046		1,755,007
		1,070,000	Ford Motor Credit Co. LLC 4.13%, 08/04/2025		1,088,462
		1,470,000	General Motors Co. 6.25%, 10/02/2043		1,632,801
		1,635,000	6.75%, 04/01/2046		1,939,139
			General Motors Financial Co., Inc.
		1,950,000	3.70%, 05/09/2023		1,980,145
		1,760,000	3.95%, 04/13/2024		1,784,996

					11,498,233

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


		131

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Auto Parts & Equipment - 0.0%
	$	445,000	Adient Global Holdings Ltd. 4.88%, 08/15/2026⁽¹⁾	$	446,113

			Beverages - 1.2%
			Anheuser-Busch InBev Finance, Inc.
		4,320,000	1.90%, 02/01/2019		4,329,664
		8,470,000	3.30%, 02/01/2023		8,721,822
		610,000	3.65%, 02/01/2026		628,465
		2,440,000	4.70%, 02/01/2036		2,685,569
		7,395,000	4.90%, 02/01/2046		8,346,300
		2,220,000	Anheuser-Busch InBev Worldwide, Inc. 3.75%, 07/15/2042		2,148,640
			Constellation Brands, Inc.
		380,000	2.70%, 05/09/2022		379,536
		705,000	3.50%, 05/09/2027		704,338
		245,000	4.50%, 05/09/2047		252,192

					28,196,526

			Biotechnology - 0.2%
		2,880,000	Amgen, Inc. 2.20%, 05/11/2020		2,894,553
		1,065,000	Celgene Corp. 4.63%, 05/15/2044		1,118,842
			Gilead Sciences, Inc.
		615,000	2.50%, 09/01/2023		605,889
		835,000	3.25%, 09/01/2022		863,442

					5,482,726

			Chemicals - 0.1%
			Methanex Corp.
		1,165,000	4.25%, 12/01/2024		1,141,774
		1,030,000	5.65%, 12/01/2044		974,199
		875,000	Sherwin-Williams Co. 3.13%, 06/01/2024		879,433
		265,000	Versum Materials, Inc. 5.50%, 09/30/2024⁽¹⁾		278,581

					3,273,987

			Commercial Banks - 10.0%
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	1,200,000	7.00%, 02/19/2019^(2)(6)(7)		1,403,293
		600,000	8.88%, 04/14/2021^(2)(6)(7)		784,644
	$	2,600,000	9.00%, 05/09/2018^(2)(6)(7)		2,716,969
	EUR	1,800,000	Banco de Sabadell S.A. 6.50%, 05/18/2022⁽⁷⁾		2,023,206
			Bank of America Corp.
	$	7,000,000	2.50%, 10/21/2022		6,910,519
		3,010,000	2.63%, 04/19/2021		3,023,340
		6,260,000	3.12%, 01/20/2023⁽²⁾		6,328,741
		5,220,000	3.71%, 04/24/2028⁽²⁾		5,258,236
		1,990,000	4.00%, 01/22/2025		2,024,656
		2,080,000	4.18%, 11/25/2027		2,115,537
		5,570,000	4.20%, 08/26/2024		5,782,239
		3,630,000	7.75%, 05/14/2038		5,220,292
	EUR	900,000	Bank of Ireland 7.38%, 06/18/2020^(2)(6)(7)		1,117,817
	$	5,495,000	Barclays Bank plc 6.05%, 12/04/2017⁽¹⁾		5,589,300
			Barclays plc
		1,375,000	3.68%, 01/10/2023		1,410,830
		2,310,000	4.84%, 05/09/2028		2,361,490
		1,450,000	7.88%, 03/15/2022^(2)(6)(7)		1,560,171


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Commercial Banks - 10.0% - (continued)
	EUR	1,445,000	8.00%, 12/15/2020⁽²⁾⁽⁷⁾	$	1,809,258
			BNP Paribas S.A.
	$	1,065,000	2.95%, 05/23/2022⁽¹⁾		1,075,604
		1,940,000	7.63%, 03/30/2021^(1)(2)(7)		2,134,000
		1,245,000	BPCE S.A. 3.00%, 05/22/2022⁽¹⁾		1,255,828
	EUR	400,000	Caixa Geral de Depositos, S.A. 10.75%, 03/30/2022⁽⁷⁾		472,142
	$	3,630,000	Capital One Financial Corp. 3.05%, 03/09/2022		3,658,521
			Capital One NA / Mclean VA
		3,415,000	1.65%, 02/05/2018		3,413,600
		2,645,000	2.35%, 08/17/2018		2,655,641
			Citigroup, Inc.
		1,195,000	1.85%, 11/24/2017		1,196,880
		2,960,000	2.28%, 05/17/2024⁽²⁾		2,956,963
		1,025,000	2.50%, 09/26/2018		1,031,947
		2,675,000	2.70%, 03/30/2021		2,692,751
		695,000	4.30%, 11/20/2026		713,863
		6,495,000	4.45%, 09/29/2027		6,754,917
		486,000	4.65%, 07/30/2045		528,469
		2,115,000	4.75%, 05/18/2046		2,220,107
		5,650,000	Credit Agricole S.A. 8.13%, 12/23/2025^(1)(2)(7)		6,563,605
		5,760,000	Credit Suisse Group AG 6.25%, 12/18/2024^(1)(2)(7)		6,120,000
			Goldman Sachs Group, Inc.
		590,000	2.00%, 04/25/2019		589,744
		550,000	2.31%, 04/23/2020⁽²⁾		559,183
		1,340,000	2.35%, 11/15/2021		1,321,970
		1,290,000	2.38%, 01/22/2018		1,295,722
		2,720,000	2.88%, 02/25/2021		2,749,158
		4,430,000	3.69%, 06/05/2028⁽²⁾		4,447,587
		3,490,000	5.15%, 05/22/2045		3,876,545
		3,687,000	6.00%, 06/15/2020		4,067,583
		2,655,000	6.25%, 02/01/2041		3,468,203
		2,720,000	6.75%, 10/01/2037		3,530,672
			HSBC Holdings plc
		1,305,000	2.95%, 05/25/2021		1,321,596
		3,400,000	3.26%, 03/13/2023⁽²⁾		3,464,427
		4,335,000	3.40%, 03/08/2021		4,455,500
		1,335,000	3.60%, 05/25/2023		1,379,604
		3,375,000	4.25%, 08/18/2025		3,467,154
		2,925,000	6.00%, 05/22/2027⁽²⁾⁽⁷⁾		3,024,450
		1,350,000	HSBC USA, Inc. 2.75%, 08/07/2020		1,372,070
			Intesa Sanpaolo S.p.A.
		2,500,000	7.70%, 09/17/2025^(1)(2)(7)		2,596,875
	EUR	525,000	7.75%, 01/11/2027^(2)(6)(7)		664,089
			JP Morgan Chase & Co.
	$	1,840,000	2.30%, 08/15/2021		1,829,295
		955,000	2.38%, 10/24/2023⁽²⁾		969,356
		6,670,000	2.40%, 06/07/2021		6,657,360
		1,055,000	2.55%, 10/29/2020		1,063,853
		2,890,000	2.70%, 05/18/2023		2,858,314
		2,665,000	3.22%, 03/01/2025⁽²⁾		2,670,008
		2,875,000	4.25%, 10/01/2027		2,998,915
		3,820,000	4.35%, 08/15/2021		4,088,756
			Morgan Stanley
		6,760,000	2.50%, 04/21/2021		6,754,788
		3,240,000	2.75%, 05/19/2022		3,239,300

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


		132

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Commercial Banks - 10.0% - (continued)
	$	370,000	3.13%, 07/27/2026	$	359,731
		2,120,000	3.63%, 01/20/2027		2,135,243
		2,400,000	3.95%, 04/23/2027		2,421,641
		3,275,000	4.00%, 07/23/2025		3,418,232
		550,000	4.35%, 09/08/2026		571,801
		2,675,000	6.25%, 08/28/2017		2,693,615
		1,600,000	7.30%, 05/13/2019		1,749,224
		420,000	Radian Group, Inc. 7.00%, 03/15/2021		469,875
			Royal Bank of Scotland Group plc
		1,145,000	7.50%, 08/10/2020⁽²⁾⁽⁷⁾		1,181,640
		1,160,000	8.63%, 08/15/2021⁽²⁾⁽⁷⁾		1,264,400
		3,425,000	Santander Holdings USA, Inc. 3.70%, 03/28/2022⁽¹⁾		3,469,261
			Societe Generale S.A.
		3,275,000	7.38%, 09/13/2021^(1)(2)(7)		3,520,625
		2,635,000	8.25%, 11/29/2018^(2)(6)(7)		2,795,498
			UBS Group AG
		3,950,000	6.88%, 03/22/2021^(2)(6)(7)		4,206,797
		2,520,000	7.13%, 02/19/2020^(2)(6)(7)		2,667,617
		3,045,000	UBS Group Funding Switzerland AG 2.65%, 02/01/2022⁽¹⁾		3,038,535
			Wells Fargo & Co.
		1,655,000	3.00%, 04/22/2026		1,616,362
		1,200,000	3.00%, 10/23/2026		1,168,508
		4,800,000	3.07%, 01/24/2023		4,867,243
		4,485,000	3.58%, 05/22/2028⁽²⁾		4,532,680
		3,285,000	4.90%, 11/17/2045		3,581,892
		74,000	5.38%, 11/02/2043		85,608
		4,760,000	5.61%, 01/15/2044		5,660,483
		3,360,000	Wells Fargo Bank NA 2.15%, 12/06/2019		3,375,553

					244,519,517

			Commercial Services - 0.3%
		6,128,000	Acwa Power Management And Investments One Ltd. 5.95%, 12/15/2039⁽¹⁾		6,251,320
		670,000	Cardtronics, Inc. 5.13%, 08/01/2022		680,050
			United Rentals North America, Inc.
		470,000	4.63%, 07/15/2023		487,977
		400,000	5.50%, 07/15/2025		419,000

					7,838,347

			Construction Materials - 0.1%
		490,000	Eagle Materials, Inc. 4.50%, 08/01/2026		501,025
			Standard Industries, Inc.
		640,000	5.38%, 11/15/2024⁽¹⁾		674,400
		930,000	6.00%, 10/15/2025⁽¹⁾		995,100

					2,170,525

			Diversified Financial Services - 0.5%
		5,095,000	American Express Credit Corp. 2.20%, 03/03/2020		5,119,247
		2,245,000	CBOE Holdings, Inc. 3.65%, 01/12/2027		2,264,316
		1,800,000	Intercontinental Exchange, Inc. 2.75%, 12/01/2020		1,833,844
		505,000	Nasdaq, Inc. 3.85%, 06/30/2026		512,403


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Diversified Financial Services - 0.5% - (continued)
			Navient Corp.
	$	660,000	5.88%, 03/25/2021	$	697,125
		1,005,000	7.25%, 01/25/2022		1,097,962

					11,524,897

			Electric - 1.2%
			AES Corp.
		620,000	4.88%, 05/15/2023		631,625
		540,000	5.50%, 03/15/2024		562,275
		65,000	5.50%, 04/15/2025		68,006
		1,610,000	Dominion Energy, Inc. 2.85%, 08/15/2026		1,534,700
		1,605,000	DTE Energy Co. 1.50%, 10/01/2019		1,580,978
		1,525,000	Duke Energy Carolinas LLC 4.25%, 12/15/2041		1,629,103
		705,000	Duke Energy Corp. 2.65%, 09/01/2026		669,562
		1,805,000	Duke Energy Florida LLC 3.40%, 10/01/2046		1,675,334
		1,495,000	Duke Energy Progress LLC 4.38%, 03/30/2044		1,623,539
			Emera U.S. Finance L.P.
		435,000	2.70%, 06/15/2021		435,666
		475,000	4.75%, 06/15/2046		501,285
		3,000,000	Exelon Corp. 2.85%, 06/15/2020		3,047,790
			FirstEnergy Corp.
		2,415,000	3.90%, 07/15/2027		2,422,723
		2,425,000	4.25%, 03/15/2023		2,550,763
			Fortis, Inc.
		800,000	2.10%, 10/04/2021		782,200
		1,445,000	3.06%, 10/04/2026		1,395,711
			Great Plains Energy, Inc.
		1,180,000	3.15%, 04/01/2022		1,192,473
		985,000	3.90%, 04/01/2027		996,451
		1,005,000	NextEra Energy Capital Holdings, Inc. 1.65%, 09/01/2018		1,001,963
		390,000	NRG Energy, Inc. 7.25%, 05/15/2026		403,650
		565,000	Oncor Electric Delivery Co. LLC 7.00%, 09/01/2022		680,150
			Southern Co.
		1,360,000	1.85%, 07/01/2019		1,354,729
		665,000	2.95%, 07/01/2023		660,737
		805,000	4.40%, 07/01/2046		819,625

					28,221,038

			Electronics - 0.1%
		1,375,000	Fortive Corp. 2.35%, 06/15/2021		1,367,047

			Engineering & Construction - 0.5%
			SBA Tower Trust
		4,815,000	3.17%, 04/15/2022⁽¹⁾		4,835,059
		7,645,000	3.60%, 04/15/2018⁽¹⁾		7,647,451

					12,482,510

			Entertainment - 0.0%
			WMG Acquisition Corp.
		445,000	4.88%, 11/01/2024⁽¹⁾		453,900
		260,000	5.00%, 08/01/2023⁽¹⁾		266,500

					720,400

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


		133

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Environmental Control - 0.0%
			Clean Harbors, Inc.
	$	345,000	5.13%, 06/01/2021	$	352,331
		345,000	5.25%, 08/01/2020		349,744

					702,075

			Food - 0.3%
		3,360,000	Danone S.A. 1.69%, 10/30/2019⁽¹⁾		3,333,160
			Kraft Heinz Foods Co.
		1,390,000	2.00%, 07/02/2018		1,393,520
		855,000	2.80%, 07/02/2020		867,789
		985,000	4.38%, 06/01/2046		964,644
		160,000	Kroger Co. 3.88%, 10/15/2046		140,974
		1,730,000	Sysco Corp. 2.50%, 07/15/2021		1,734,720

					8,434,807

			Gas - 0.1%
			AmeriGas Partners L.P. / AmeriGas Finance Corp.
		375,000	5.63%, 05/20/2024		386,250
		375,000	5.88%, 08/20/2026		384,375
		505,000	Southern Co. Gas Capital Corp. 2.45%, 10/01/2023		489,913

					1,260,538

			Healthcare-Products - 0.4%
		4,645,000	Becton Dickinson and Co. 3.36%, 06/06/2024		4,655,618
			Medtronic, Inc.
		2,138,000	4.38%, 03/15/2035		2,335,265
		645,000	4.63%, 03/15/2045		725,905
			Thermo Fisher Scientific, Inc.
		410,000	2.95%, 09/19/2026		398,679
		2,430,000	3.00%, 04/15/2023		2,449,727

					10,565,194

			Healthcare-Services - 0.7%
		855,000	Aetna, Inc. 2.80%, 06/15/2023		853,517
			Anthem, Inc.
		4,120,000	3.50%, 08/15/2024		4,235,018
		720,000	4.63%, 05/15/2042		777,300
			Community Health Systems, Inc.
		645,000	5.13%, 08/01/2021		653,062
		275,000	6.25%, 03/31/2023		283,896
		820,000	HCA, Inc. 7.50%, 02/15/2022		944,025
		900,000	LifePoint Health, Inc. 5.88%, 12/01/2023		949,500
		890,000	Tenet Healthcare Corp. 6.00%, 10/01/2020		953,412
			UnitedHealth Group, Inc.
		2,375,000	1.70%, 02/15/2019		2,373,397
		2,250,000	3.35%, 07/15/2022		2,349,034
		2,255,000	3.75%, 07/15/2025		2,375,083
		370,000	4.25%, 04/15/2047		394,438
		670,000	4.75%, 07/15/2045		769,604

					17,911,286


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Home Builders - 0.0%
	$	510,000	Meritage Homes Corp. 6.00%, 06/01/2025	$	545,700
		30,000	Toll Brothers Finance Corp. 4.88%, 11/15/2025		31,125

					576,825

			Insurance - 0.3%
		1,335,000	American International Group, Inc. 4.70%, 07/10/2035		1,418,993
			CNO Financial Group, Inc.
		55,000	4.50%, 05/30/2020		57,062
		835,000	5.25%, 05/30/2025		884,265
			Genworth Holdings, Inc.
		20,000	4.80%, 02/15/2024		16,500
		380,000	4.90%, 08/15/2023		315,400
		90,000	7.20%, 02/15/2021		86,202
		50,000	7.63%, 09/24/2021		48,250
		15,000	7.70%, 06/15/2020		14,711
		1,590,000	Marsh & McLennan Cos., Inc. 3.50%, 03/10/2025		1,631,901
		338,000	Massachusetts Mutual Life Insurance Co. 8.88%, 06/01/2039⁽¹⁾		553,824
		440,000	MGIC Investment Corp. 5.75%, 08/15/2023		474,100
		1,035,000	Willis North America, Inc. 3.60%, 05/15/2024		1,045,429

					6,546,637

			Iron/Steel - 0.2%
			ArcelorMittal
		175,000	5.13%, 06/01/2020		185,063
		1,085,000	6.13%, 06/01/2025		1,215,200
		670,000	Steel Dynamics, Inc. 5.50%, 10/01/2024		711,875
			Vale Overseas Ltd.
		1,110,000	6.25%, 08/10/2026		1,197,412
		405,000	6.88%, 11/10/2039		434,362

					3,743,912

			IT Services - 0.4%
			Apple, Inc.
		865,000	3.35%, 02/09/2027		884,318
		2,825,000	3.45%, 02/09/2045		2,654,537
		250,000	3.85%, 08/04/2046		249,829
			Dell International LLC / EMC Corp.
		1,335,000	3.48%, 06/01/2019⁽¹⁾		1,366,207
		730,000	4.42%, 06/15/2021⁽¹⁾		769,579
		590,000	8.35%, 07/15/2046⁽¹⁾		761,443
		2,935,000	Hewlett Packard Enterprise Co. 3.60%, 10/15/2020		3,026,276
		530,000	NCR Corp. 5.00%, 07/15/2022		540,600

					10,252,789

			Machinery - Construction & Mining - 0.0%
		525,000	Oshkosh Corp. 5.38%, 03/01/2025		551,250

			Machinery-Diversified - 0.0%
		685,000	CNH Industrial N.V. 4.50%, 08/15/2023		727,813

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


		134

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Media - 2.1%
			21st Century Fox America, Inc.
	$	785,000	3.38%, 11/15/2026	$	783,115
		270,000	4.75%, 11/15/2046		288,150
		2,775,000	6.15%, 03/01/2037		3,466,955
		1,175,000	6.20%, 12/15/2034		1,446,682
		705,000	Altice U.S. Finance Corp. 5.50%, 05/15/2026⁽¹⁾		740,250
			CCO Holdings LLC / CCO Holdings Capital Corp.
		80,000	5.13%, 02/15/2023		82,550
		290,000	5.25%, 09/30/2022		298,526
		385,000	5.75%, 09/01/2023		401,363
		145,000	5.75%, 02/15/2026⁽¹⁾		155,150
			Charter Communications Operating LLC / Charter Communications Operating Capital
		1,405,000	3.58%, 07/23/2020		1,451,892
		4,125,000	4.46%, 07/23/2022		4,395,047
		3,395,000	6.48%, 10/23/2045		4,074,723
		475,000	Columbus Cable Barbados Ltd. 7.38%, 03/30/2021⁽¹⁾		504,094
			Comcast Corp.
		321,000	1.63%, 01/15/2022		312,111
		2,405,000	3.40%, 07/15/2046		2,189,995
		490,000	4.75%, 03/01/2044		545,261
			Cox Communications, Inc.
		415,000	3.25%, 12/15/2022⁽¹⁾		414,131
		690,000	3.85%, 02/01/2025⁽¹⁾		695,202
		600,000	4.80%, 02/01/2035⁽¹⁾		586,741
		690,000	CSC Holdings LLC 5.50%, 04/15/2027⁽¹⁾		729,675
		1,147,000	Discovery Communications LLC 3.45%, 03/15/2025		1,116,482
		1,055,000	3.80%, 03/13/2024		1,066,765
		438,000	4.90%, 03/11/2026		464,271
		860,000	DISH DBS Corp. 5.88%, 11/15/2024		917,594
		1,905,000	Grupo Televisa S.A.B. 6.13%, 01/31/2046		2,116,857
		1,415,000	Liberty Interactive LLC 8.25%, 02/01/2030		1,521,125
		1,715,000	NBCUniversal Media LLC 5.95%, 04/01/2041		2,195,924
		340,000	SFR Group S.A. 7.38%, 05/01/2026⁽¹⁾		368,900
		3,285,000	Sky plc 3.13%, 11/26/2022⁽¹⁾		3,341,913
		300,000	TEGNA, Inc. 5.13%, 10/15/2019		306,750
		320,000	5.13%, 07/15/2020		328,000
		520,000	5.50%, 09/15/2024⁽¹⁾		535,600
		1,350,000	Time Warner Cable LLC 8.75%, 02/14/2019		1,484,876
		5,520,000	Time Warner Entertainment Co. L.P. 8.38%, 07/15/2033		7,578,474
		1,435,000	Time Warner, Inc. 6.10%, 07/15/2040		1,719,942
		10,000	Viacom, Inc. 3.45%, 10/04/2026		9,634
		875,000	4.38%, 03/15/2043		777,787
		65,000	5.88%, 02/28/2057⁽²⁾		67,600
		100,000	6.25%, 02/28/2057⁽²⁾		104,000


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Media - 2.1% - (continued)
	$	550,000	Videotron Ltd. 5.38%, 06/15/2024⁽¹⁾	$	580,937

					50,165,044

			Mining - 0.1%
		560,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		589,400
		720,000	Rio Tinto Finance USA Ltd. 3.75%, 06/15/2025		757,830
		595,000	Teck Resources Ltd. 8.50%, 06/01/2024⁽¹⁾		687,225

					2,034,455

			Oil & Gas - 2.5%
			Anadarko Petroleum Corp.
		1,935,000	3.45%, 07/15/2024		1,890,156
		1,250,000	4.50%, 07/15/2044		1,145,500
		2,160,000	6.60%, 03/15/2046		2,667,667
		410,000	6.95%, 06/15/2019		444,425
		170,000	Apache Corp. 4.25%, 01/15/2044		159,234
			BP Capital Markets plc
		1,615,000	2.11%, 09/16/2021		1,600,694
		2,665,000	2.75%, 05/10/2023		2,653,788
			Canadian Natural Resources Ltd.
		1,135,000	3.85%, 06/01/2027		1,125,804
		2,615,000	6.25%, 03/15/2038		3,047,856
			Cenovus Energy, Inc.
		295,000	4.25%, 04/15/2027⁽¹⁾		281,025
		430,000	6.75%, 11/15/2039		451,715
		340,000	Concho Resources, Inc. 5.50%, 04/01/2023		349,350
		2,475,000	ConocoPhillips Co. 4.95%, 03/15/2026		2,756,455
			Continental Resources, Inc.
		35,000	3.80%, 06/01/2024		32,047
		395,000	4.50%, 04/15/2023		377,225
		80,000	4.90%, 06/01/2044		66,800
		260,000	5.00%, 09/15/2022		255,125
		690,000	Devon Energy Corp. 5.00%, 06/15/2045		697,066
		540,000	Devon Financing Co. LLC 7.88%, 09/30/2031		700,742
		1,335,000	EnCana Corp. 3.90%, 11/15/2021		1,360,748
		1,145,000	EOG Resources, Inc. 4.15%, 01/15/2026		1,203,029
			Hess Corp.
		1,505,000	4.30%, 04/01/2027		1,470,060
		1,125,000	5.60%, 02/15/2041		1,105,953
		720,000	5.80%, 04/01/2047		725,988
		1,370,000	6.00%, 01/15/2040		1,393,467
		2,425,000	Kerr-McGee Corp. 6.95%, 07/01/2024		2,843,979
			Marathon Oil Corp.
		1,005,000	2.70%, 06/01/2020		996,130
		2,005,000	2.80%, 11/01/2022		1,922,292
		195,000	3.85%, 06/01/2025		190,342
		480,000	MEG Energy Corp. 6.50%, 01/15/2025⁽¹⁾		436,800
		2,370,000	Petrobras Global Finance B.V. 6.13%, 01/17/2022		2,444,655

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


		135

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Oil & Gas - 2.5% - (continued)
			Petroleos Mexicanos
	$	1,490,000	5.50%, 02/04/2019	$	1,555,560
		955,000	6.38%, 02/04/2021		1,033,597
		390,000	6.50%, 03/13/2027⁽¹⁾		418,958
		2,730,000	6.63%, 06/15/2035		2,822,137
			Pioneer Natural Resources Co.
		2,260,000	4.45%, 01/15/2026		2,376,286
		2,090,000	7.50%, 01/15/2020		2,352,193
			QEP Resources, Inc.
		385,000	5.25%, 05/01/2023		363,825
		45,000	5.38%, 10/01/2022		43,313
		55,000	6.80%, 03/01/2020		57,200
		2,295,000	Shell International Finance B.V. 4.38%, 05/11/2045		2,401,796
		255,000	SM Energy Co. 6.13%, 11/15/2022		242,250
		2,125,000	Statoil ASA 3.95%, 05/15/2043		2,079,652
			Valero Energy Corp.
		3,150,000	3.40%, 09/15/2026		3,081,456
		435,000	4.90%, 03/15/2045		453,179
			WPX Energy, Inc.
		190,000	5.25%, 09/15/2024		180,500
		265,000	6.00%, 01/15/2022		262,350
	ARS	93,580,252	YPF S.A. 16.50%, 05/09/2022⁽¹⁾		5,648,887

					62,169,256

			Packaging & Containers - 0.1%
	$	645,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023⁽¹⁾		711,113
		675,000	Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 5.13%, 07/15/2023⁽¹⁾		701,156

					1,412,269

			Pharmaceuticals - 1.5%
			Allergan Funding SCS
		6,815,000	2.35%, 03/12/2018		6,843,453
		5,755,000	3.00%, 03/12/2020		5,877,115
		316,000	Baxalta, Inc. 3.60%, 06/23/2022		327,228
			Cardinal Health, Inc.
		6,145,000	2.62%, 06/15/2022		6,150,684
		495,000	4.37%, 06/15/2047		511,480
		2,690,000	EMD Finance LLC 2.95%, 03/19/2022⁽¹⁾		2,737,758
			Mylan N.V.
		1,485,000	3.00%, 12/15/2018		1,505,045
		1,040,000	3.15%, 06/15/2021		1,058,037
		1,705,000	3.75%, 12/15/2020		1,772,192
		465,000	Quintiles IMS, Inc. 4.88%, 05/15/2023⁽¹⁾		476,044
		2,440,000	Shire Acquisitions Investments Ireland DAC 2.40%, 09/23/2021		2,411,547
			Teva Pharmaceutical Finance Netherlands B.V.
		3,890,000	1.70%, 07/19/2019		3,855,196
		3,200,000	2.20%, 07/21/2021		3,141,309
			Valeant Pharmaceuticals International, Inc.
		315,000	6.50%, 03/15/2022⁽¹⁾		330,356


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Pharmaceuticals - 1.5% - (continued)
	$	140,000	7.00%, 03/15/2024⁽¹⁾	$	147,175

					37,144,619

			Pipelines - 1.3%
			DCP Midstream Operating L.P.
		326,000	4.95%, 04/01/2022		330,890
		215,000	5.60%, 04/01/2044		202,637
		1,190,000	Enbridge, Inc. 3.70%, 07/15/2027⁽⁴⁾		1,189,119
		1,612,000	Energy Transfer Equity L.P. 7.50%, 10/15/2020		1,801,410
			Energy Transfer L.P.
		50,000	3.60%, 02/01/2023		50,231
		455,000	4.05%, 03/15/2025		456,827
		690,000	5.95%, 10/01/2043		730,971
		1,110,000	Enterprise Products Operating LLC 3.95%, 02/15/2027		1,147,313
			Kinder Morgan Energy Partners L.P.
		750,000	5.30%, 09/15/2020		807,377
		260,000	6.50%, 04/01/2020		286,036
		515,000	6.85%, 02/15/2020		567,804
		2,830,000	Kinder Morgan, Inc. 5.55%, 06/01/2045		2,999,022
		795,000	Magellan Midstream Partners L.P. 5.00%, 03/01/2026		876,732
			MPLX L.P.
		1,330,000	4.13%, 03/01/2027		1,334,529
		325,000	5.20%, 03/01/2047		334,710
		595,000	Phillips 66 Partners L.P. 3.55%, 10/01/2026		577,927
		4,100,000	Plains All American Pipeline L.P. / PAA Finance Corp. 4.50%, 12/15/2026		4,146,531
			Regency Energy Partners L.P. / Regency Energy Finance Corp.
		1,435,000	4.50%, 11/01/2023		1,488,986
		315,000	5.88%, 03/01/2022		346,999
		845,000	Sabine Pass Liquefaction LLC 4.20%, 03/15/2028⁽¹⁾		853,714
			Sunoco Logistics Partners Operations L.P.
		125,000	3.90%, 07/15/2026		122,649
		1,550,000	4.25%, 04/01/2024		1,567,733
		565,000	Tesoro Logistics L.P. / Tesoro Logistics Finance Corp. 6.25%, 10/15/2022		600,312
		2,080,000	Texas Eastern Transmission L.P. 2.80%, 10/15/2022⁽¹⁾		2,040,586
			Williams Cos., Inc.
		385,000	3.70%, 01/15/2023		379,225
		70,000	4.55%, 06/24/2024		71,925
		135,000	7.88%, 09/01/2021		156,600
			Williams Partners L.P.
		3,905,000	3.60%, 03/15/2022		3,989,571
		1,125,000	4.00%, 11/15/2021		1,170,549
		1,140,000	4.30%, 03/04/2024		1,185,798

					31,814,713

			Real Estate - 0.1%
		2,635,000	ProLogis L.P. 3.35%, 02/01/2021		2,721,320

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


		136

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Real Estate Investment Trusts - 0.5%
			American Tower Corp.
	$	3,065,000	3.40%, 02/15/2019	$	3,129,040
		700,000	4.50%, 01/15/2018		709,588
		2,065,000	Brandywine Operating Partnership L.P. 3.95%, 02/15/2023		2,077,378
			Crown Castle International Corp.
		340,000	3.40%, 02/15/2021		349,128
		1,305,000	3.70%, 06/15/2026		1,316,175
		170,000	Equinix, Inc. 5.88%, 01/15/2026		185,353
		3,490,000	Kimco Realty Corp. 3.13%, 06/01/2023		3,458,276
		1,275,000	Ventas Realty L.P. / Ventas Capital Corp. 3.25%, 08/15/2022		1,291,014

					12,515,952

			Retail - 0.6%
			CVS Health Corp.
		3,335,000	2.80%, 07/20/2020		3,395,357
		883,000	3.88%, 07/20/2025		918,096
		3,360,000	5.13%, 07/20/2045		3,851,887
		1,965,000	Home Depot, Inc. 3.50%, 09/15/2056		1,780,384
			Lowe’s Cos., Inc.
		3,155,000	2.50%, 04/15/2026		3,032,659
		2,540,000	3.70%, 04/15/2046		2,448,235
		415,000	Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027		412,925

					15,839,543

			Semiconductors - 0.7%
			Applied Materials, Inc.
		495,000	3.30%, 04/01/2027		503,045
		355,000	4.35%, 04/01/2047		376,800
			Broadcom Corp. / Broadcom Cayman Finance Ltd.
		6,585,000	3.00%, 01/15/2022⁽¹⁾		6,643,857
		2,305,000	3.63%, 01/15/2024⁽¹⁾		2,358,010
		1,225,000	Intel Corp. 4.10%, 05/19/2046		1,269,629
		1,895,000	Lam Research Corp. 2.80%, 06/15/2021		1,922,280
		2,520,000	QUALCOMM, Inc. 2.10%, 05/20/2020		2,531,519
		525,000	Sensata Technologies B.V. 5.00%, 10/01/2025⁽¹⁾		549,045
		310,000	Sensata Technologies UK Financing Co. plc 6.25%, 02/15/2026⁽¹⁾		337,900

					16,492,085

			Software - 0.5%
			First Data Corp.
		100,000	5.00%, 01/15/2024⁽¹⁾		102,843
		1,055,000	5.38%, 08/15/2023⁽¹⁾		1,102,475
			Microsoft Corp.
		3,450,000	1.55%, 08/08/2021		3,375,576
		1,340,000	2.40%, 08/08/2026		1,289,585
		900,000	3.30%, 02/06/2027		927,064
		1,900,000	3.70%, 08/08/2046		1,880,122
		1,795,000	3.95%, 08/08/2056		1,795,257
		465,000	MSCI, Inc. 5.75%, 08/15/2025⁽¹⁾		503,651
			Open Text Corp.
		350,000	5.63%, 01/15/2023⁽¹⁾		364,875


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 30.6% - (continued)
			Software - 0.5% - (continued)
	$	50,000	5.88%, 06/01/2026⁽¹⁾	$	53,781

					11,395,229

			Telecommunications - 1.6%
		345,000	Altice Financing S.A. 6.63%, 02/15/2023⁽¹⁾		366,024
			AT&T, Inc.
		2,685,000	3.60%, 02/17/2023		2,747,990
		1,985,000	3.80%, 03/15/2022		2,054,540
		175,000	4.13%, 02/17/2026		179,422
		1,245,000	4.50%, 05/15/2035		1,224,821
		3,640,000	4.75%, 05/15/2046		3,569,399
		205,000	5.80%, 02/15/2019		217,465
		7,400,000	GTP Acquisition Partners LLC 3.48%, 06/15/2050⁽¹⁾		7,547,556
			Nokia Oyj
		2,055,000	4.38%, 06/12/2027		2,092,257
		575,000	6.63%, 05/15/2039		661,969
		640,000	Sprint Communications, Inc. 7.00%, 03/01/2020⁽¹⁾		702,605
		850,000	Sprint Corp. 7.13%, 06/15/2024		945,625
		5,970,000	Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 3.36%, 03/20/2023⁽¹⁾		6,022,237
			Telecom Italia Capital S.A.
		265,000	6.00%, 09/30/2034		280,200
		90,000	6.38%, 11/15/2033		97,200
		160,000	7.72%, 06/04/2038		193,600
		1,815,000	Telefonica Emisiones SAU 4.10%, 03/08/2027		1,875,160
			Verizon Communications, Inc.
		1,070,000	4.13%, 03/16/2027		1,105,074
		3,353,000	4.27%, 01/15/2036		3,236,168
		3,185,000	4.40%, 11/01/2034		3,155,876
		1,870,000	4.81%, 03/15/2039⁽¹⁾		1,890,230

					40,165,418

			Transportation - 0.8%
			Burlington Northern Santa Fe LLC
		345,000	3.25%, 06/15/2027		352,445
		2,150,000	4.13%, 06/15/2047		2,260,863
		820,000	Canadian Pacific Railway Co. 9.45%, 08/01/2021		1,021,686
		4,375,000	CSX Corp. 3.25%, 06/01/2027		4,402,882
			FedEx Corp.
		795,000	4.40%, 01/15/2047		817,699
		1,705,000	4.55%, 04/01/2046		1,790,978
		615,000	4.75%, 11/15/2045		664,118
		1,835,000	Norfolk Southern Corp. 2.90%, 06/15/2026		1,805,847
			Penske Truck Leasing Co. L.P. / PTL Finance Corp.
		1,630,000	2.88%, 07/17/2018⁽¹⁾		1,646,350
		630,000	3.30%, 04/01/2021⁽¹⁾		647,210
		265,000	3.38%, 02/01/2022⁽¹⁾		271,462
		1,490,000	4.88%, 07/11/2022⁽¹⁾		1,627,710
		1,335,000	Ryder System, Inc. 2.55%, 06/01/2019		1,348,877

					18,658,127


			Total Corporate Bonds (cost $729,374,360)	$	747,365,224

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


		137

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
FOREIGN GOVERNMENT OBLIGATIONS - 2.6%
			Argentina - 0.8%
			Argentina Treasury Bill
	$	1,705,251	2.40%, 07/14/2017	$	1,704,286
		613,411	2.81%, 11/24/2017		606,437
		604,544	2.82%, 11/10/2017		598,361
		1,401,360	2.83%, 01/26/2018		1,377,614
		6,706,744	3.09%, 06/15/2018		6,501,980
		3,625,418	3.16%, 12/15/2017		3,577,603
		2,019,886	3.16%, 05/24/2018		1,967,591
		3,644,774	3.33%, 04/27/2018		3,551,020

					19,884,892

			Brazil - 0.3%
		3,528,000	Banco Nacional de Desenvolvimento Economico e Social 4.75%, 05/09/2024⁽¹⁾		3,448,620
	BRL	10,775,000	Brazil Notas do Tesouro Nacional 10.00%, 01/01/2023		3,216,992

					6,665,612

			Chile - 0.1%
	$	2,725,000	Chile Government International Bond 3.86%, 06/21/2047		2,731,812

			Ivory Coast - 0.1%
	EUR	2,370,000	Ivory Coast Government International Bond 5.13%, 06/15/2025⁽¹⁾		2,735,404

			Kuwait - 0.2%
			Kuwait International Government Bond
	$	3,080,000	2.75%, 03/20/2022⁽¹⁾		3,090,780
		2,540,000	3.50%, 03/20/2027⁽¹⁾		2,594,864

					5,685,644

			Mexico - 0.4%
	MXN	95,973,400	Mexican Bonos 5.00%, 12/11/2019		5,095,983
			Mexico Government International Bond
	$	1,050,000	4.15%, 03/28/2027		1,087,275
		3,004,000	5.75%, 10/12/2110		3,116,650

					9,299,908

			Oman - 0.3%
			Oman Government International Bond
		5,210,000	5.38%, 03/08/2027⁽¹⁾		5,327,225
		2,195,000	6.50%, 03/08/2047⁽¹⁾		2,240,024

					7,567,249

			Russia - 0.3%
		6,600,000	Russian Foreign Bond - Eurobond 5.25%, 06/23/2047⁽¹⁾		6,646,015

			Uruguay - 0.1%
	UYU	59,000,000	Uruguay Government International Bond 9.88%, 06/20/2022⁽¹⁾		2,116,906

			Venezuela - 0.0%
	$	767,000	Venezuela Government International Bond 7.75%, 10/13/2019⁽⁶⁾		389,253


			Total Foreign Government Obligations (cost $62,941,494)	$	63,722,695



MUNICIPAL BONDS - 1.5%
			Development - 0.1%
	$	860,000	California State, GO Taxable 7.60%, 11/01/2040	$	1,338,684


Shares or Principal Amount				Market Value^†
MUNICIPAL BONDS - 1.5% - (continued)
			General - 0.4%
	$	4,560,000	Chicago, IL, Transit Auth 6.90%, 12/01/2040	$	5,800,411
		4,575,000	Puerto Rico Commonwealth Government Employees Retirement System 6.15%, 07/01/2038		1,818,563
		1,265,000	6.20%, 07/01/2039		502,838
		7,965,000	6.30%, 07/01/2043		3,166,087

					11,287,899

			General Obligation - 0.9%
		6,360,000	California State, GO Taxable 7.55%, 04/01/2039		9,709,939
		5,025,000	City of Chicago, IL, GO 7.05%, 01/01/2029		5,202,483
		970,000	Illinois State, GO 5.10%, 06/01/2033		908,036
		405,000	5.16%, 02/01/2018		409,192
		4,220,000	5.67%, 03/01/2018		4,288,997
		975,000	5.88%, 03/01/2019		1,008,911

					21,527,558

			Utility - Electric - 0.1%
		1,485,000	Municipal Electric Auth, GA 6.64%, 04/01/2057		1,820,729


			Total Municipal Bonds (cost $36,182,004)	$	35,974,870



SENIOR FLOATING RATE INTERESTS - 4.0%⁽⁸⁾
			Advertising - 0.0%
	$	607,729	Acosta Holdco, Inc. 4.48%, 09/26/2021	$	542,094

			Aerospace/Defense - 0.1%
		832,437	TransDigm, Inc. 4.23%, 06/09/2023		830,731
		505,519	4.25%, 05/14/2022		504,508

					1,335,239

			Agriculture - 0.0%
		718,117	Pinnacle Operating Corp. 8.48%, 11/15/2021		661,565

			Airlines - 0.0%
		926,350	Delta Air Lines, Inc. 3.62%, 10/18/2018		929,249

			Auto Manufacturers - 0.0%
		693,716	Jaguar Holding Co. 4.01%, 08/18/2022		693,841

			Auto Parts & Equipment - 0.0%
		535,000	USI, Inc. 4.18%, 05/16/2024		530,988

			Biotechnology - 0.0%
		776,529	Sterigenics-Nordion Holdings LLC 4.15%, 05/15/2022		773,617

			Chemicals - 0.0%
		125,000	Alpha 3 B.V. 4.30%, 01/31/2024		125,156
		731,364	Chemours Co. 3.57%, 05/12/2022		733,375

					858,531

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


		138

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
SENIOR FLOATING RATE INTERESTS - 4.0%⁽⁸⁾ - (continued)
			Coal - 0.1%
	$	510,064	Ascent Resources - Marcellus LLC 5.34%, 08/04/2020	$	325,589
		1,032,413	Foresight Energy LLC 7.05%, 03/28/2022		981,442

					1,307,031

			Commercial Services - 0.3%
		593,513	Aramark Services, Inc. 3.23%, 03/28/2024		596,480
		125,000	Ascend Learning LLC 0.00%, 07/05/2022⁽⁹⁾		124,844
		560,770	Camelot UK Holdco Ltd. 4.73%, 10/03/2023		563,775
		170,000	Capital Automotive L.P. 7.22%, 03/24/2025		172,337
		283,575	DigitalGlobe, Inc. 3.98%, 01/15/2024		283,575
		182,778	KAR Auction Services, Inc. 3.81%, 03/09/2023		183,920
		532,800	ON Assignment, Inc. 3.48%, 06/03/2022		536,130
		1,756,337	PSAV Holdings LLC 4.62%, 04/27/2024		1,755,248
		626,850	Quikrete Holdings, Inc. 3.98%, 11/15/2023		625,020
		673,200	Russell Investment Group 6.80%, 06/01/2023		682,456
		1,030,000	Tempo Acquisition LLC 4.06%, 05/01/2024		1,031,772
		527,350	Xerox Business Services LLC 5.23%, 12/07/2023		533,283

					7,088,840

			Distribution/Wholesale - 0.1%
		996,951	American Builders & Contractors Supply Co., Inc. 3.73%, 10/31/2023		998,945
		623,716	Nexeo Solutions LLC 4.97%, 06/09/2023		627,876
		557,212	Univar, Inc. 3.98%, 07/01/2022		557,474

					2,184,295

			Diversified Financial Services - 0.1%
		468,825	AlixPartners,_RP Crown Parent LLC 4.30%, 04/04/2024		470,583
		385,000	Fortress Investment Group LLC 0.00%, 06/02/2022⁽⁹⁾		387,087
		283,575	RP Crown Parent LLC 4.73%, 10/12/2023		285,095
		715,000	Telenet Financing USD LLC 3.91%, 06/30/2025		715,093

					1,857,858

			Electric - 0.1%
		750,000	Brand Energy & Infrastructure Services, Inc. 0.00%, 06/21/2024⁽⁹⁾		748,358
		1,346,039	Calpine Construction Finance Co., L.P. 3.73%, 01/31/2022		1,338,475
		625,000	Chief Exploration & Development LLC 7.93%, 05/16/2021		600,781


Shares or Principal Amount				Market Value^†
SENIOR FLOATING RATE INTERESTS - 4.0%⁽⁸⁾ - (continued)
			Electric - 0.1% - (continued)
	$	240,000	Helix Gen Funding LLC 4.96%, 06/02/2024	$	241,286
		705,389	Seadrill Partners Finco LLC 4.30%, 02/21/2021		448,627

					3,377,527

			Energy-Alternate Sources - 0.0%
			TEX Operations Co. LLC
		111,000	3.80%, 08/04/2023		109,960
		482,575	3.98%, 08/04/2023		478,053

					588,013

			Entertainment - 0.1%
		827,925	Eldorado Resorts LLC 3.38%, 04/17/2024		820,681
		449,061	Scientific Games International, Inc. 5.11%, 10/01/2021		453,241

					1,273,922

			Food - 0.1%
		502,186	Hostess Brands LLC 3.73%, 08/03/2022		503,567
			Post Holdings, Inc.
		359,091	0.00%, 05/17/2024^(9)(10)		359,346
		430,909	3.47%, 05/24/2024		431,215

					1,294,128

			Healthcare-Products - 0.1%
		413,955	Air Medical Group Holdings, Inc. 0.00%, 04/28/2022⁽⁹⁾		411,678
		370,277	Alere, Inc. 4.48%, 06/18/2022		370,940
		580,293	American Renal Holdings, Inc. 0.00%, 06/14/2024⁽⁹⁾		578,662
		405,000	INC Research LLC 0.00%, 06/27/2024⁽⁹⁾		405,506
		355,000	Kinetic Concepts, Inc. 4.55%, 02/02/2024		353,076
		297,750	Revlon Consumer Products Corp. 4.73%, 09/07/2023		277,354

					2,397,216

			Healthcare-Services - 0.2%
		384,150	Acadia Healthcare Co., Inc. 3.80%, 02/16/2023		386,455
		364,688	CDRH Parent, Inc. 5.32%, 07/01/2021		286,021
			Community Health Systems, Inc.
		241,063	3.95%, 12/31/2019		240,622
		516,573	4.16%, 01/27/2021		515,441
		536,007	Envision Healthcare Corp. 4.30%, 12/01/2023		538,150
		258,050	Genoa, a QoL Healthcare Co. LLC 4.98%, 10/28/2023		258,760
		651,725	inVentiv Health, Inc. 4.95%, 11/09/2023		652,540
		529,918	MPH Acquisition Holdings LLC 4.30%, 06/07/2023		529,505
		297,443	Opal Acquisition, Inc. 5.24%, 11/27/2020		275,322
		411,522	Ortho-Clinical Diagnostics, Inc. 5.05%, 06/30/2021		408,867

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


		139

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
SENIOR FLOATING RATE INTERESTS - 4.0%⁽⁸⁾ - (continued)
			Healthcare-Services - 0.2% - (continued)
			Surgery Center Holdings, Inc.
	$	145,000	0.00%, 06/06/2024⁽⁹⁾	$	145,454
		507,006	4.83%, 11/03/2020		508,592
		1,025,843	U.S. Renal Care, Inc. 5.55%, 12/31/2022		990,256

					5,735,985

			Household Products/Wares - 0.0%
		410,000	Galleria Co. 4.13%, 09/29/2023		412,050

			Insurance - 0.4%
			Asurion LLC
		449,690	4.23%, 11/03/2023		451,939
		1,737,334	4.48%, 08/04/2022		1,744,387
		1,870,000	8.73%, 03/03/2021		1,877,012
		1,042,189	Evertec Group LLC 3.66%, 04/17/2020		1,036,978
		124,357	HUB International Ltd. 4.42%, 10/02/2020		124,604
			Sedgwick Claims Management Services, Inc.
		2,877,843	3.98%, 03/01/2021		2,876,289
		1,250,000	6.98%, 02/28/2022		1,256,250

					9,367,459

			Internet - 0.0%
		720,299	Lands’ End, Inc. 4.48%, 04/04/2021		594,247

			Leisure Time - 0.1%
			Delta 2 (LUX) S.a.r.l.
		2,675,000	4.50%, 02/01/2024		2,675,562
		342,000	8.00%, 07/29/2022		343,833

					3,019,395

			Lodging - 0.2%
		273,225	Boyd Gaming Corp. 3.69%, 09/15/2023		273,739
			Caesars Entertainment Operating Co.
		665,000	0.00%, 03/31/2024⁽⁹⁾		662,673
		3,266,547	1.50%, 03/01/2022⁽¹¹⁾		3,878,012
		771,205	Caesars Growth Properties Holdings LLC 4.23%, 05/08/2021		774,482

					5,588,906

			Machinery-Construction & Mining - 0.1%
		1,522,326	American Rock Salt Holdings LLC 4.98%, 05/20/2021		1,522,326
		588,851	Neff Rental LLC 7.66%, 06/09/2021		588,851

					2,111,177

			Machinery-Diversified - 0.1%
		1,326,244	Gates Global LLC 4.55%, 04/01/2024		1,325,037

			Media - 0.2%
		551,523	Advantage Sales & Marketing, Inc. 4.55%, 07/23/2021		527,741
		1,555,636	Charter Communications Operating LLC 3.23%, 07/01/2020		1,559,728
		415,000	Numericable Group S.A. 3.94%, 07/31/2025		411,240
		706,450	Numericable U.S. LLC 4.42%, 01/14/2025		704,981


Shares or Principal Amount				Market Value^†
SENIOR FLOATING RATE INTERESTS - 4.0%⁽⁸⁾ - (continued)
			Media - 0.2% - (continued)
	$	997,636	Tribune Media Co. 4.23%, 01/27/2024	$	999,881
		555,000	UPC Financing Partnership 3.91%, 04/15/2025		555,577
		552,632	Virgin Media Bristol LLC 3.91%, 01/31/2025		552,493

					5,311,641

			Metal Fabricate/Hardware - 0.0%
		846,504	Rexnord LLC 3.97%, 08/21/2023		846,267

			Oil & Gas - 0.2%
		260,000	BCP Raptor LLC 0.00%, 06/06/2024⁽⁹⁾		256,750
		455,000	California Resources Corp. 11.53%, 12/31/2021		480,025
		470,000	Chesapeake Energy Corp. 8.69%, 08/23/2021		496,555
		526,500	Drillships Ocean Ventures, Inc. 7.75%, 07/25/2021		432,609
		1,514,040	Fieldwood Energy LLC 4.17%, 09/28/2018		1,451,586
		374,063	Peabody Energy Corp. 5.73%, 03/31/2022		373,221

					3,490,746

			Packaging & Containers - 0.2%
		2,266,295	Berry Plastics Group, Inc. 3.37%, 02/08/2020		2,265,660
		410,000	Flex Acquisition Co., Inc. 4.40%, 12/29/2023		410,939
		203,975	Proampac PG Borrower LLC 5.19%, 11/18/2023		205,888
		1,910,281	Reynolds Group Holdings, Inc. 4.23%, 02/05/2023		1,911,675
		539,063	Signode Industrial Group U.S., Inc. 4.01%, 05/04/2021		538,389

					5,332,551

			Pharmaceuticals - 0.1%
		629,754	Albertsons LLC 3.98%, 08/25/2021		621,252
		820,000	Endo Luxembourg Finance Co. I S.a r.l. 5.50%, 04/29/2024		827,175
		793,802	Valeant Pharmaceuticals International, Inc. 5.83%, 04/01/2022		804,225

					2,252,652

			Pipelines - 0.0%
		794,725	Philadelphia Energy Solutions LLC 6.25%, 04/04/2018		719,226

			Real Estate - 0.1%
		1,481,165	DTZ U.S. Borrower LLC 4.45%, 11/04/2021		1,478,202
		35,319	9.42%, 11/04/2022		35,202

					1,513,404

			REITS - 0.0%
		606,196	MGM Growth Properties Operating Partnership L.P. 3.48%, 04/25/2023		606,729

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


		140

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
SENIOR FLOATING RATE INTERESTS - 4.0%⁽⁸⁾ - (continued)
			Retail - 0.3%
	$	307,681	Albertsons LLC 4.29%, 12/21/2022	$	304,047
		337,125	B&G Foods, Inc. 3.48%, 11/02/2022		338,443
		503,413	Bass Pro Group LLC 4.37%, 06/05/2020		501,842
		1,170,000	6.30%, 12/16/2023		1,135,485
		505,676	Harbor Freight Tools USA, Inc. 4.48%, 08/18/2023		505,110
		622,090	Michaels Stores, Inc. 3.94%, 01/30/2023		620,150
		959,227	Neiman Marcus Group Ltd. LLC 4.34%, 10/25/2020		717,425
		519,495	Party City Holdings, Inc. 4.19%, 08/19/2022		519,775
		250,000	Rite Aid Corp. 5.98%, 08/21/2020		251,875
		1,110,055	U.S. Foods, Inc. 3.98%, 06/27/2023		1,114,128

					6,008,280

			Semiconductors - 0.0%
		378,231	ON Semiconductor Corp. 3.48%, 03/31/2023		378,401

			Software - 0.5%
		550,000	Almonde, Inc. 4.74%, 06/13/2024		549,797
		748,125	Change Healthcare Holdings, Inc. 3.98%, 03/01/2024		747,811
		349,518	Epicor Software Corp. 4.98%, 06/01/2022		349,301
		4,147,159	First Data Corp. 3.72%, 04/26/2024		4,145,666
		639,313	Go Daddy Operating Co. LLC 3.73%, 02/15/2024		640,432
		825,028	Hyland Software, Inc. 4.48%, 07/01/2022		829,566
		1,193,838	Infor U.S., Inc. 4.05%, 02/01/2022		1,185,529
		60,793	MA FinanceCo LLC 3.96%, 04/29/2024		60,869
		410,553	Seattle Spinco, Inc. 4.03%, 04/19/2024		411,066
		962,597	SS&C Technologies, Inc. 3.48%, 07/08/2022		965,908
		1,668,150	WEX, Inc. 4.73%, 07/01/2023		1,675,457

					11,561,402

			Telecommunications - 0.2%
		1,020,000	Level 3 Financing, Inc. 3.47%, 02/22/2024		1,021,918
		664,325	LTS Buyer LLC 4.55%, 04/13/2020		666,318
		1,017,450	Sprint Communications, Inc. 3.75%, 02/02/2024		1,017,236
		440,000	Unitymedia Hessen GmbH & Co. KG 0.00%, 09/30/2025⁽⁹⁾		437,879
		671,380	Univision Communications, Inc. 3.98%, 03/15/2024		657,670


Shares or Principal Amount				Market Value^†
SENIOR FLOATING RATE INTERESTS - 4.0%⁽⁸⁾ - (continued)
			Telecommunications - 0.2% - (continued)
	$	361,056	Zayo Group LLC 3.72%, 01/19/2024	$	361,208

					4,162,229

			Trucking & Leasing - 0.0%
		710,000	Avolon TLB Borrower 1 (Luxembourg) S.a.r.l. 3.96%, 03/20/2022		714,154


			Total Senior Floating Rate Interests (cost $99,647,107)	$	98,745,892



U.S. GOVERNMENT AGENCIES - 53.7%
			FHLMC - 15.5%
	$	195,011	0.00%, 11/15/2036⁽¹²⁾	$	184,279
		59,301,648	0.43%, 10/25/2020⁽²⁾⁽⁵⁾		324,593
		21,194,115	0.75%, 03/25/2027⁽²⁾⁽⁵⁾		1,059,790
		30,282,250	2.12%, 08/25/2018⁽²⁾⁽⁵⁾		462,958
		1,225,753	2.50%, 05/15/2028⁽⁵⁾		100,526
		16,985,000	2.50%, 07/01/2032^(4)(13)		17,081,864
		4,207,132	3.00%, 03/15/2028⁽⁵⁾		366,747
		3,654,204	3.00%, 08/01/2029		3,760,610
		1,780,496	3.00%, 05/15/2032⁽⁵⁾		149,817
		7,175,000	3.00%, 07/01/2032^(4)(13)		7,367,828
		1,177,015	3.00%, 03/15/2033⁽⁵⁾		155,021
		6,972,509	3.00%, 11/01/2036		7,078,264
		4,360,064	3.00%, 01/01/2037		4,426,190
		3,413,916	3.00%, 06/15/2041		3,491,251
		8,148,996	3.00%, 07/15/2041		8,313,963
		10,902,438	3.00%, 11/01/2046		10,906,723
		2,063,140	3.00%, 12/01/2046		2,066,302
		99,875,000	3.00%, 07/01/2047^(4)(13)		99,656,523
		3,400,000	3.43%, 01/25/2027⁽²⁾		3,569,094
		2,264,133	3.50%, 06/15/2026⁽⁵⁾		177,448
		748,966	3.50%, 09/15/2026⁽⁵⁾		74,645
		1,313,788	3.50%, 03/15/2027⁽⁵⁾		126,780
		9,200,000	3.50%, 07/01/2032^(4)(13)		9,581,661
		6,665,838	3.50%, 08/01/2034		6,940,939
		4,509,118	3.50%, 03/15/2041⁽⁵⁾		561,342
		1,747,084	3.50%, 06/01/2046		1,796,230
		8,300,000	3.50%, 07/01/2047⁽⁴⁾		8,533,479
		31,595,000	3.50%, 07/01/2047^(4)(13)		32,458,081
		39,800,000	3.50%, 08/01/2047^(4)(13)		40,812,592
		6,505,437	4.00%, 08/01/2025		6,828,867
		2,981,466	4.00%, 12/15/2026⁽⁵⁾		281,877
		5,225,462	4.00%, 07/15/2027⁽⁵⁾		553,599
		2,225,450	4.00%, 03/15/2028⁽⁵⁾		239,122
		1,161,333	4.00%, 06/15/2028⁽⁵⁾		130,702
		5,177,720	4.00%, 05/01/2042		5,466,962
		1,603,261	4.00%, 08/01/2042		1,698,513
		2,413,024	4.00%, 09/01/2042		2,556,389
		530,130	4.00%, 07/01/2044		560,207
		419,362	4.00%, 06/01/2045		441,802
		2,021,231	4.00%, 02/01/2046		2,127,361
		14,110,000	4.00%, 07/01/2047^(4)(13)		14,839,364
		14,000,000	4.00%, 08/01/2047^(4)(13)		14,695,788
		1,688,501	4.50%, 03/15/2041		1,912,676
		1,256,395	4.50%, 09/01/2044		1,345,791
		7,865,000	4.50%, 07/01/2047^(4)(13)		8,425,480
		7,700,000	4.50%, 08/01/2047^(4)(13)		8,238,727
		3,696,518	4.75%, 07/15/2039		3,976,215

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


		141

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.7% - (continued)
			FHLMC - 15.5% - (continued)
	$	1,636,331	5.00%, 09/15/2033⁽⁵⁾	$	344,744
		7,875,000	5.00%, 07/01/2047^(4)(13)		8,553,665
		575	5.50%, 10/01/2018		582
		72,149	5.50%, 03/01/2028		79,488
		111,271	5.50%, 04/01/2033		124,273
		1,341,939	5.50%, 05/01/2034		1,499,360
		1,886	5.50%, 11/01/2035		2,110
		29,221	5.50%, 05/01/2037		32,386
		72,749	5.50%, 11/01/2037		81,015
		127,550	5.50%, 02/01/2038		141,463
		53,594	5.50%, 04/01/2038		59,640
		65,169	5.50%, 06/01/2038		72,409
		7,406,444	5.50%, 08/01/2038		8,248,577
		713,733	5.50%, 09/01/2038		794,871
		14,334	5.50%, 12/01/2039		15,957
		189,179	5.50%, 02/01/2040		210,571
		616,553	5.50%, 05/01/2040		686,572
		616,561	5.50%, 08/01/2040		686,160
		2,547,063	5.50%, 06/01/2041		2,838,912
		1,642	6.00%, 07/01/2029		1,845
		328,657	6.00%, 10/01/2032		374,079
		391,479	6.00%, 11/01/2032		444,962
		405,436	6.00%, 12/01/2032		461,766
		25,953	6.00%, 11/01/2033		29,446
		46,848	6.00%, 01/01/2034		53,154
		29,426	6.00%, 02/01/2034		33,387
		340,863	6.00%, 08/01/2034		386,750
		362,877	6.00%, 09/01/2034		411,140
		289,478	6.00%, 01/01/2035		326,607
		2,612,889	6.00%, 11/01/2037		2,950,750
		121	6.50%, 07/01/2031		134
		355	6.50%, 08/01/2032		392
		1,243,874	6.50%, 07/15/2036		1,391,413
		222,328	6.50%, 12/01/2037		245,763
		161	7.50%, 09/01/2029		176
		2,646	7.50%, 11/01/2031		2,979

					377,492,480

			FNMA - 27.5%
		196,169	0.00%, 03/25/2036⁽¹²⁾		167,123
		1,658,024	0.00%, 06/25/2036⁽¹²⁾		1,448,147
		5,808,262	1.70%, 04/25/2055⁽²⁾⁽⁵⁾		299,772
		6,127,727	1.77%, 05/25/2046⁽²⁾⁽⁵⁾		311,023
		4,506,504	1.89%, 06/25/2055⁽²⁾⁽⁵⁾		258,415
		2,760,591	2.00%, 09/25/2039		2,685,571
		5,795,285	2.03%, 08/25/2044⁽²⁾⁽⁵⁾		294,667
		1,290,946	2.50%, 06/25/2028⁽⁵⁾		105,064
		283,983	2.50%, 01/01/2043		275,161
		5,614,979	2.50%, 02/01/2043		5,440,472
		2,160,243	2.50%, 03/01/2043		2,093,138
		4,547,725	2.50%, 05/01/2043		4,406,494
		2,965,110	2.50%, 06/01/2043		2,870,820
		2,136,285	2.50%, 04/01/2045		2,061,286
		919,794	2.50%, 08/01/2046		887,480
		598,585	2.50%, 09/01/2046		577,555
		489,010	2.50%, 10/01/2046		471,831
		8,117,191	2.50%, 11/01/2046		7,832,041
		36,431,012	2.50%, 12/01/2046		35,151,237
		26,601,753	2.50%, 01/01/2047		25,650,869
		36,800,000	2.50%, 07/01/2047^(4)(13)		35,480,680
		9,780,000	2.65%, 06/01/2025		9,817,175


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.7% - (continued)
			FNMA - 27.5% - (continued)
	$	4,851,400	2.93%, 01/01/2027	$	4,887,744
		3,163,627	3.00%, 02/25/2027⁽⁵⁾		265,564
		1,147,790	3.00%, 09/25/2027⁽⁵⁾		104,267
		8,441,500	3.00%, 01/25/2028⁽⁵⁾		781,624
		2,760,606	3.00%, 02/25/2028⁽⁵⁾		268,285
		3,648,612	3.00%, 04/25/2028⁽⁵⁾		360,105
		33,710,810	3.00%, 06/01/2032		34,623,260
		33,789,190	3.00%, 07/01/2032		34,703,762
		19,300,000	3.00%, 07/01/2032^(4)(13)		19,808,132
		4,461,958	3.00%, 03/01/2037		4,532,006
		23,400,000	3.00%, 08/01/2047^(4)(13)		23,332,261
		1,893,990	3.02%, 03/01/2027		1,920,461
		9,020,317	3.11%, 04/01/2027		9,177,924
		3,840,302	3.15%, 04/01/2027		3,928,059
		2,905,000	3.16%, 04/01/2027		2,971,979
		1,390,963	3.21%, 01/01/2027		1,430,338
		493,535	3.24%, 12/01/2026		508,869
		290,000	3.29%, 06/01/2029		296,649
		1,372,057	3.50%, 05/25/2027⁽⁵⁾		135,838
		2,052,731	3.50%, 10/25/2027⁽⁵⁾		227,802
		2,135,466	3.50%, 05/25/2030⁽⁵⁾		270,356
		659,616	3.50%, 08/25/2030⁽⁵⁾		80,682
		1,592,572	3.50%, 02/25/2031⁽⁵⁾		167,121
		1,226,280	3.50%, 09/25/2035⁽⁵⁾		187,622
		2,512,567	3.50%, 10/01/2044		2,594,723
		3,020,727	3.50%, 02/01/2045		3,104,398
		5,247,432	3.50%, 09/01/2046		5,392,780
		2,415,029	3.50%, 10/01/2046		2,481,923
		1,747,333	3.50%, 11/01/2046		1,804,864
		153,930,000	3.50%, 07/01/2047^(4)(13)		158,096,931
		106,200,000	3.50%, 08/01/2047^(4)(13)		108,891,390
		2,004,054	3.74%, 06/01/2026		2,145,601
		6,700,000	3.77%, 12/01/2025		7,185,073
		315,000	3.86%, 12/01/2025		339,922
		529,729	3.87%, 10/01/2025		568,567
		683,042	3.89%, 05/01/2030		721,019
		296,703	3.96%, 05/01/2034		314,086
		192,108	3.97%, 05/01/2029		207,489
		3,050,752	4.00%, 06/01/2025		3,208,046
		897,734	4.00%, 10/01/2025		945,080
		5,594,208	4.00%, 10/01/2040		5,906,908
		2,388,204	4.00%, 11/01/2040		2,521,645
		1,772,737	4.00%, 12/01/2040		1,871,642
		876,492	4.00%, 02/01/2041		925,818
		2,042,836	4.00%, 03/01/2041		2,155,347
		938,545	4.00%, 03/25/2042⁽⁵⁾		130,722
		964,787	4.00%, 08/01/2042		1,017,825
		1,926,918	4.00%, 09/01/2042		2,032,946
		541,161	4.00%, 11/25/2042⁽⁵⁾		76,536
		458,447	4.00%, 03/01/2045		482,156
		1,639,303	4.00%, 07/01/2045		1,740,101
		967,867	4.00%, 05/01/2046		1,017,920
		2,004,520	4.00%, 06/01/2046		2,108,182
		1,844,491	4.00%, 04/01/2047		1,959,274
		16,600,000	4.00%, 08/01/2047^(4)(13)		17,421,245
		437,998	4.06%, 10/01/2028		478,939
		1,008,013	4.50%, 04/01/2025		1,063,482
		1,165,681	4.50%, 07/25/2027⁽⁵⁾		120,296
		1,533,769	4.50%, 09/01/2035		1,651,806
		5,607,354	4.50%, 08/01/2040		6,075,055
		5,146,739	4.50%, 10/01/2040		5,557,311

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


		142

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.7% - (continued)
			FNMA - 27.5% - (continued)
	$	2,318,509	4.50%, 10/01/2041	$	2,507,845
		2,011,655	4.50%, 09/01/2043		2,171,246
		3,160,000	4.50%, 07/01/2047^(4)(13)		3,389,717
		628	5.00%, 02/01/2018		644
		19,354	5.00%, 04/01/2018		19,819
		135,802	5.00%, 05/01/2018		139,065
		172,699	5.00%, 06/01/2018		176,850
		5,259	5.00%, 07/01/2018		5,386
		51,915	5.00%, 09/01/2018		53,162
		188,303	5.00%, 01/01/2020		192,829
		1,079,664	5.00%, 06/01/2022		1,134,755
		386,092	5.00%, 06/01/2025		411,033
		886,956	5.00%, 04/25/2038		952,722
		675,929	5.46%, 05/25/2042⁽²⁾⁽⁵⁾		75,138
		13,881	5.50%, 02/01/2018		13,947
		674	5.50%, 06/01/2018		680
		2,654	5.50%, 11/01/2018		2,671
		45,692	5.50%, 08/01/2019		46,748
		83,030	5.50%, 09/01/2019		84,817
		16,311	5.50%, 10/01/2019		16,663
		9,795	5.50%, 01/01/2020		10,020
		2,509	5.50%, 03/01/2020		2,573
		346,792	5.50%, 05/01/2020		356,561
		235,680	5.50%, 06/01/2022		249,183
		325,756	5.50%, 06/01/2033		365,647
		295,102	5.50%, 08/01/2033		327,716
		1,625,846	5.50%, 09/01/2033		1,821,871
		1,441,780	5.50%, 12/01/2033		1,620,776
		1,243,643	5.50%, 01/01/2034		1,392,343
		5,513,596	5.50%, 11/01/2035		6,179,317
		1,705,187	5.50%, 04/01/2036		1,908,026
		1,350,278	5.50%, 09/01/2036		1,513,194
		127,004	5.50%, 01/01/2037		140,674
		895,765	5.50%, 04/25/2037		995,606
		3,672,441	5.50%, 06/25/2042⁽⁵⁾		788,153
		3,870	6.00%, 03/01/2022		3,894
		508,496	6.00%, 12/01/2032		582,495
		743,322	6.00%, 01/01/2033		846,293
		112,574	6.00%, 02/01/2033		126,569
		717,243	6.00%, 03/01/2033		816,782
		1,639,207	6.00%, 02/01/2037		1,861,540
		1,410	6.50%, 05/01/2031		1,575
		1,284	6.50%, 09/01/2031		1,450
		2,112	6.50%, 07/01/2032		2,430
		1,954	7.00%, 07/01/2029		2,270
		98	7.00%, 12/01/2030		101
		801	7.00%, 02/01/2032		870
		337	7.00%, 03/01/2032		394
		2,078	7.00%, 09/01/2032		2,222
		2,942	7.50%, 10/01/2022		3,229
		2,141	7.50%, 06/01/2027		2,508
		2,340	7.50%, 10/01/2029		2,396
		18,475	7.50%, 03/01/2030		20,753
		8,878	7.50%, 04/01/2030		9,483
		1,195	7.50%, 06/01/2030		1,357
		2,512	7.50%, 07/01/2030		2,875
		769	7.50%, 08/01/2030		883
		6,015	7.50%, 10/01/2030		6,099
		8,178	7.50%, 01/01/2031		8,377
		30,350	7.50%, 05/01/2031		35,375
		8,685	7.50%, 06/01/2031		9,029


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.7% - (continued)
			FNMA - 27.5% - (continued)
	$	2,405	7.50%, 08/01/2031	$	2,745
		41,026	7.50%, 09/01/2031		42,968
		357	7.50%, 05/01/2032		417

					671,338,555

			GNMA - 10.7%
		2,683,737	2.50%, 12/16/2039		2,704,747
		1,522,440	3.00%, 09/20/2028⁽⁵⁾		147,559
		770,474	3.00%, 02/16/2043⁽⁵⁾		141,774
		9,747,795	3.00%, 03/15/2045		9,860,339
		453,832	3.00%, 04/15/2045		459,072
		5,794,781	3.00%, 07/15/2045		5,861,685
		134,042	3.00%, 08/15/2045		135,590
		1,077,688	3.00%, 05/20/2047		986,329
		55,675,000	3.00%, 07/01/2047^(4)(13)		56,236,098
		659,554	3.50%, 02/16/2027⁽⁵⁾		61,700
		1,638,034	3.50%, 03/20/2027⁽⁵⁾		169,093
		1,936,722	3.50%, 02/20/2041⁽⁵⁾		279,342
		3,261,007	3.50%, 04/20/2042⁽⁵⁾		462,190
		506,136	3.50%, 11/15/2042		528,886
		16,209	3.50%, 12/15/2042		16,888
		369,597	3.50%, 02/15/2043		385,056
		17,444	3.50%, 03/15/2043		18,174
		2,340,975	3.50%, 04/15/2043		2,438,758
		6,834,356	3.50%, 05/15/2043		7,116,870
		358,844	3.50%, 05/20/2043⁽⁵⁾		66,043
		2,988,458	3.50%, 07/20/2043⁽⁵⁾		451,403
		9,615,958	3.50%, 03/20/2047		9,970,516
		19,802,766	3.50%, 04/20/2047		20,532,931
		15,085,000	3.50%, 07/01/2047^(4)(13)		15,624,759
		15,000,000	3.50%, 08/01/2047^(4)(13)		15,513,280
		523,581	4.00%, 12/16/2026⁽⁵⁾		58,262
		6,832,962	4.00%, 05/20/2029⁽⁵⁾		692,486
		7,157,049	4.00%, 07/20/2040		7,590,274
		8,438,424	4.00%, 09/20/2040		9,001,861
		12,570,952	4.00%, 10/20/2040		13,349,410
		1,990,341	4.00%, 12/20/2040		2,121,136
		653,750	4.00%, 05/16/2042⁽⁵⁾		106,768
		3,145,847	4.00%, 09/16/2042⁽⁵⁾		776,310
		878,711	4.00%, 03/20/2043⁽⁵⁾		189,930
		414,918	4.00%, 01/20/2044⁽⁵⁾		88,374
		6,501,657	4.00%, 04/20/2047		6,859,878
		286,705	4.50%, 11/15/2039		308,183
		2,599,605	4.50%, 05/15/2040		2,823,953
		8,663,202	4.50%, 05/20/2040		9,308,580
		414,829	4.50%, 07/15/2041		452,249
		1,555,261	4.50%, 04/20/2045⁽⁵⁾		361,324
		866,306	4.50%, 01/20/2046		921,200
		16,800,000	4.50%, 07/01/2047^(4)(13)		17,855,250
		5,200,000	4.50%, 08/01/2047^(4)(13)		5,521,242
		936,518	5.00%, 05/20/2040		1,030,184
		2,265,626	5.00%, 06/15/2041		2,490,287
		2,955,254	5.00%, 10/16/2041⁽⁵⁾		477,352
		3,518,254	5.00%, 03/15/2044		3,857,327
		4,400,000	5.00%, 07/01/2047^(4)(13)		4,794,625
		660,416	5.50%, 03/15/2033		756,782
		983,250	5.50%, 04/15/2033		1,139,472
		1,077,087	5.50%, 05/15/2033		1,253,882
		1,559,059	5.50%, 10/20/2034		1,740,042
		3,331,758	5.50%, 03/20/2039⁽⁵⁾		750,414
		2,921,859	5.50%, 02/16/2047⁽⁵⁾		649,114

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


		143

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.7% - (continued)
			GNMA - 10.7% - (continued)
	$	1,761,474	5.50%, 02/20/2047⁽⁵⁾	$	358,044
		1,964	6.00%, 12/15/2023		2,214
		1,183	6.00%, 01/15/2029		1,334
		1,788	6.00%, 04/15/2029		2,037
		60,217	6.00%, 12/15/2031		69,364
		1,140	6.00%, 10/15/2032		1,311
		28,990	6.00%, 06/15/2033		33,025
		2,833	6.00%, 03/15/2034		3,215
		70,416	6.00%, 08/15/2034		80,026
		89,094	6.00%, 09/15/2034		101,279
		58,266	6.00%, 02/15/2035		66,181
		303,048	6.00%, 12/15/2035		343,167
		76,167	6.00%, 02/15/2036		85,864
		232,606	6.00%, 03/15/2036		264,115
		33,192	6.00%, 04/15/2036		37,418
		196,214	6.00%, 05/15/2036		223,061
		345,025	6.00%, 06/15/2036		390,054
		199,559	6.00%, 07/15/2036		224,965
		43,961	6.00%, 08/15/2036		50,078
		237,979	6.00%, 02/15/2037		270,025
		1,153	6.00%, 05/15/2037		1,300
		534,792	6.00%, 06/15/2037		608,306
		380,667	6.00%, 07/15/2037		429,131
		97,938	6.00%, 08/15/2037		111,377
		90,659	6.00%, 09/15/2037		102,201
		138,991	6.00%, 10/15/2037		156,687
		137,765	6.00%, 11/15/2037		155,305
		140,782	6.00%, 12/15/2037		161,107
		219,939	6.00%, 01/15/2038		249,390
		16,569	6.00%, 02/15/2038		18,679
		40,486	6.00%, 05/15/2038		45,641
		10,127	6.00%, 06/15/2038		11,423
		63,747	6.00%, 08/15/2038		71,918
		142,740	6.00%, 09/15/2038		161,189
		178,085	6.00%, 10/15/2038		202,593
		366,292	6.00%, 11/15/2038		412,927
		237,710	6.00%, 12/15/2038		268,179
		2,425	6.00%, 01/15/2039		2,733
		42,579	6.00%, 08/15/2039		48,000
		103,828	6.00%, 11/15/2039		117,047
		139,916	6.00%, 02/15/2040		157,730
		1,253,241	6.00%, 06/15/2040		1,412,800
		232,280	6.00%, 07/15/2040		261,853
		2,542,055	6.00%, 09/20/2040⁽⁵⁾		586,881
		1,312,169	6.00%, 06/15/2041		1,481,081
		2,566,023	6.00%, 02/20/2046⁽⁵⁾		609,597
		26,394	6.50%, 06/15/2028		29,103
		912	6.50%, 07/15/2028		997
		2,868	6.50%, 08/15/2028		3,134
		18,689	6.50%, 09/15/2028		20,422
		1,623	6.50%, 10/15/2028		1,774
		6,075	6.50%, 11/15/2028		6,638
		9,419	6.50%, 12/15/2028		10,292
		10,607	6.50%, 01/15/2029		11,592
		28,050	6.50%, 02/15/2029		30,679
		286,047	6.50%, 03/15/2029		313,649
		43,976	6.50%, 04/15/2029		48,054
		29,617	6.50%, 05/15/2029		32,473
		192,918	6.50%, 06/15/2029		210,814
		9,349	6.50%, 07/15/2029		10,216
		355	6.50%, 03/15/2031		391


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.7% - (continued)
			GNMA - 10.7% - (continued)
	$	254,283	6.50%, 04/15/2031	$	278,387
		66,248	6.50%, 05/15/2031		75,645
		12,974	6.50%, 06/15/2031		14,639
		221,654	6.50%, 07/15/2031		243,172
		108,910	6.50%, 08/15/2031		119,367
		147,706	6.50%, 09/15/2031		162,518
		161,749	6.50%, 10/15/2031		177,462
		489,370	6.50%, 11/15/2031		542,765
		87,821	6.50%, 12/15/2031		96,002
		337,961	6.50%, 01/15/2032		371,785
		76,759	6.50%, 02/15/2032		89,485
		50,343	6.50%, 03/15/2032		55,013
		271,473	6.50%, 04/15/2032		310,742
		783	6.50%, 05/15/2032		857
		38,829	6.50%, 06/15/2032		42,543
		8,342	7.00%, 06/20/2030		9,089
		756	7.00%, 02/15/2031		825
		204	7.00%, 06/15/2031		218
		200	7.00%, 08/15/2031		226
		778	8.50%, 11/15/2024		781

					261,268,834


			Total U.S. Government Agencies (cost $1,307,892,226)	$	1,310,099,869



U.S. GOVERNMENT SECURITIES - 6.6%
			U.S. Treasury Securities - 6.6%
			U.S. Treasury Bonds - 2.7%
	$	1,350,000	2.50%, 02/15/2045	$	1,259,877
		7,439,000	2.50%, 02/15/2046⁽¹⁴⁾		6,924,080
		2,800,000	3.00%, 11/15/2044⁽¹⁵⁾		2,889,250
		5,595,000	3.00%, 05/15/2045⁽¹⁵⁾		5,765,256
		9,544,000	3.00%, 11/15/2045⁽¹⁴⁾		9,829,948
		9,260,000	3.13%, 08/15/2044^(14)(15)		9,783,403
		7,534,000	4.50%, 08/15/2039		9,760,063
		14,163,000	6.50%, 11/15/2026		19,229,034

					65,440,911

			U.S. Treasury Notes - 3.9%
		44,477,848	0.25%, 01/15/2025^(14)(16)		43,687,922
		36,754,000	0.88%, 04/15/2019⁽¹⁴⁾		36,432,402
		16,216,000	1.50%, 02/28/2019⁽¹⁴⁾		16,249,567
		200,000	2.38%, 08/15/2024		203,047

					96,572,938

					162,013,849


			Total U.S. Government Securities (cost $163,579,608)	$	162,013,849



COMMON STOCKS - 0.0%
			Energy - 0.0%
		14,557	Templar Energy LLC Class A*^(17)(18)	$	145,572

			Utilities - 0.0%
		800,000	TCEH Corp.*^(17)(18)		1
		13,339	Vistra Energy Corp.		223,962

					223,963


			Total Common Stocks (cost $356,643)	$	369,535

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


		144

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
PREFERRED STOCKS - 0.1%
		Banks - 0.1%
	2,242	U.S. Bancorp Series A 3.50%⁽²⁾⁽⁷⁾	$	1,996,613

		Diversified Financials - 0.0%
	30,000	Citigroup Capital XIII 7.54%⁽²⁾		779,400


		Total Preferred Stocks (cost $2,426,720)	$	2,776,013


		Total Long-Term Investments (cost $3,156,624,821)	$	3,181,755,245



SHORT-TERM INVESTMENTS - 0.8%
		Other Investment Pools & Funds - 0.8%
	19,790,117	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	19,790,117


		Total Short-Term Investments (cost $19,790,117)	$	19,790,117



Total Investments Excluding Purchased Options (cost $3,176,414,938)	131.1	%	$	3,201,545,362

Total Purchased Options (cost $2,823,759)	0.1	%	$	2,335,799


Total Investments (cost $3,179,238,697)^{^}	131.2	%	$	3,203,881,161
Other Assets and Liabilities	(31.2	)%		(762,541,322	)

Total Net Assets	100.0	%	$	2,441,339,839

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


		145

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	49,092,369
Unrealized Depreciation		(24,449,905	)

Net Unrealized Appreciation	$	24,642,464

*	Non-income producing.

⁽¹⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $715,263,455, which represented 29.3% of total net assets.

⁽²⁾	Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2017.

⁽³⁾	Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁴⁾	This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $760,611,136 at June 30, 2017.

⁽⁵⁾	Securities disclosed are interest-only strips.

⁽⁶⁾

These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $18,306,148, which represented 0.7% of total net assets.

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

⁽⁸⁾

⁽⁹⁾	Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹⁰⁾	This security, or a portion of this security, has unfunded loan commitments. As of June 30, 2017, the aggregate value of the unfunded commitment was $359,346, which rounds to zero percent of total net assets.

⁽¹¹⁾	Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽¹²⁾	Securities disclosed are principal-only strips.

⁽¹³⁾	Represents or includes a TBA transaction.

⁽¹⁴⁾	This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽¹⁵⁾	This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽¹⁶⁾	The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹⁷⁾

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the aggregate fair value of these securities was $145,573, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

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


		146

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

⁽¹⁸⁾


Period Acquired		Shares/Par		Security	Cost
	10/2016		800,000	TCEH Corp.	$	—
	09/2016		14,557	Templar Energy LLC Class A		124,643

					$	124,643

At June 30, 2017, the aggregate value of these securities was $145,573, which represented 0.0% of total net assets.


OTC Option Contracts Outstanding at June 30, 2017
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts			Market Value^†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Puts
USD Put/CNH Call		GSC		6.79 CNH per USD		07/03/17		USD	16,036,000	$	29,282	$	94,613	$	(65,331	)
USD Put/TRY Call		GSC		3.71 TRY per USD		04/06/18		USD	492,000		230,618		124,230		106,388
USD Put/TRY Call		CBK		3.54 TRY per USD		05/02/18		USD	491,000		130,209		115,385		14,824
USD Put/ZAR Call		GSC		12.79 ZAR per USD		07/05/17		USD	4,054,000		1,322		75,932		(74,610	)

Total Puts									21,073,000	$	391,431	$	410,160	$	(18,729	)

Total purchased option contracts									21,073,000	$	391,431	$	410,160	$	(18,729	)


OTC Swaption Contracts Outstanding at June 30, 2017
Description	Counter- party		Exercise Price/ FX Rate/ Rate			Expiration Date		Number of Contracts			Market Value^†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
Interest Rate Swaption USD		JPM		2.72	%		06/07/27		USD	7,000,000	$	1,013,383	$	1,206,799	$	(193,416	)

Puts
Interest Rate Swaption USD		JPM		2.72	%		06/07/27		USD	7,000,000	$	930,985	$	1,206,800	$	(275,815	)

Total purchased swaption contracts										14,000,000	$	1,944,368	$	2,413,599	$	(469,231	)


Futures Contracts Outstanding at June 30, 2017
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value^†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. 10-Year Ultra Future		452		09/20/2017	$	60,940,794	$	60,935,250	$	(5,544	)
U.S. Treasury 5-Year Note Future		2,221		09/29/2017		262,282,840		261,713,618		(569,222	)
U.S. Treasury Long Bond Future		345		09/20/2017		52,537,870		53,022,188		484,318
U.S. Ultra Bond Future		374		09/20/2017		61,043,009		62,037,250		994,241

Total									$	903,793

Short position contracts:
Eurodollar 3-Month Future		983		09/17/2018	$	241,533,282	$	241,547,675	$	(14,393	)
Long Gilt Future		262		09/27/2017		43,612,088		42,849,734		762,354
U.S. Treasury 10-Year Note Future		668		09/20/2017		84,307,337		83,854,875		452,462
U.S. Treasury 2-Year Note Future		634		09/29/2017		137,240,033		137,013,344		226,689

Total									$	1,427,112

Total futures contracts									$	2,330,905

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


		147

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


TBA Sale Commitments Outstanding at June 30, 2017
Description	Principal Amount		Maturity Date		Market Value^†			Unrealized Appreciation/ (Depreciation)
FHLMC, 3.00%	$	34,700,000		08/01/2047	$	(34,569,875	)	$	233,141
FHLMC, 5.50%		5,100,000		07/01/2047		(5,624,806	)		13,085
FNMA, 2.50%		8,085,000		07/01/2032		(8,127,004	)		43,152
FNMA, 2.50%		73,600,000		07/01/2047		(70,961,359	)		217,891
FNMA, 2.50%		36,800,000		08/01/2047		(35,433,961	)		233,289
FNMA, 3.00%		23,793,000		07/01/2032		(24,419,424	)		57,044
FNMA, 3.00%		62,790,000		07/01/2047		(62,705,347	)		392,169
FNMA, 3.50%		195,000		07/01/2032		(202,891	)		548
FNMA, 4.00%		9,400,000		07/01/2032		(9,723,125	)		—
FNMA, 4.50%		15,575,000		07/01/2047		(16,707,229	)		75,236
FNMA, 5.50%		15,400,000		07/01/2047		(17,060,313	)		40,906
FNMA, 6.00%		3,300,000		07/01/2047		(3,713,939	)		22,279
GNMA, 3.50%		33,600,000		07/01/2047		(34,802,248	)		84,002
GNMA, 4.00%		10,259,000		07/01/2047		(10,795,193	)		40,136

Total (proceeds $336,299,592)					$	(334,846,714	)	$	1,452,878

At June 30, 2017, the aggregate market value of TBA Sale Commitments represented (13.7)% of total net assets.


OTC Credit Default Swap Contracts Outstanding at June 30, 2017
Reference Entity	Counter- party	Notional Amount^(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread^(b)	Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value^†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06	MSC		USD	1,981,402	(0.32%)		07/25/45	$	367,165	$	—	$	294,095		$	(73,070	)
ABX.HE.AAA.06	JPM		USD	90,644	(0.18%)		07/25/45		1,967		—		1,682			(285	)
ABX.HE.AAA.06	GSC		USD	7,660	(0.18%)		07/25/45		571		—		142			(429	)
ABX.HE.AAA.06	MSC		USD	303,850	(0.18%)		07/25/45		6,652		—		5,641			(1,011	)
ABX.HE.AAA.07	MSC		USD	1,410,358	(0.09%)		08/25/37		334,837		—		135,619			(199,218	)
ABX.HE.AAA.07	GSC		USD	1,560,100	(0.09%)		08/25/37		349,822		—		150,018			(199,804	)
ABX.HE.AAA.07	CSI		USD	3,792,296	(0.09%)		08/25/37		977,748		—		364,666			(613,082	)
ABX.HE.PENAAA.06	MSC		USD	1,003,869	(0.11%)		05/25/46		114,043		—		92,744			(21,299	)
ABX.HE.PENAAA.06	JPM		USD	2,291,752	(0.11%)		05/25/46		259,734		—		211,722			(48,012	)
ABX.HE.PENAAA.06	GSC		USD	940,688	(0.11%)		05/25/46		235,172		—		86,908			(148,264	)
CMBX.NA.A.7	JPM		USD	1,880,000	(2.00%)		01/17/47		72,097		—		39,624			(32,473	)
CMBX.NA.A.9	MSC		USD	3,155,000	(2.00%)		09/17/58		110,374		—		116,945			6,571
CMBX.NA.A.9	MSC		USD	1,405,000	(2.00%)		09/17/58		62,009		—		52,078			(9,931	)
CMBX.NA.A.9	DEUT		USD	955,000	(2.00%)		09/17/58		48,151		—		35,345			(12,806	)
CMBX.NA.AA.7	CSI		USD	110,000	(1.50%)		01/17/47		3,401		—		14			(3,387	)
CMBX.NA.AA.7	CSI		USD	3,315,000	(1.50%)		01/17/47		102,479		—		402			(102,077	)
CMBX.NA.AA.7	CSI		USD	3,315,000	(1.50%)		01/17/47		102,479		—		402			(102,077	)
CMBX.NA.AA.7	CSI		USD	3,845,000	(1.50%)		01/17/47		118,864		—		466			(118,398	)
CMBX.NA.AA.8	MSC		USD	1,410,000	(1.50%)		10/17/57		56,421		—		27,437			(28,984	)
CMBX.NA.AAA.8	MSC		USD	2,420,000	(0.50%)		10/17/57		21,376		—		15,341			(6,035	)
CMBX.NA.AAA.9	MSC		USD	2,435,000	(0.50%)		09/17/58		35,147		—		33,155			(1,992	)
CMBX.NA.AJ.4	CBK		USD	1,936,687	(0.96%)		02/17/51		339,931		—		268,406			(71,525	)
CMBX.NA.AS.7	CSI		USD	3,725,000	(1.00%)		01/17/47		67,216		—		(16,656	)		(83,872	)
CMBX.NA.AS.8	DEUT		USD	1,115,000	(1.00%)		10/17/57		81,141		—		1,623			(79,518	)
CMBX.NA.BB.8	CSI		USD	1,385,000	(5.00%)		10/17/57		324,041		—		359,448			35,407
CMBX.NA.BB.8	JPM		USD	765,000	(5.00%)		10/17/57		178,983		—		198,540			19,557
CMBX.NA.BB.8	JPM		USD	770,000	(5.00%)		10/17/57		184,890		—		199,838			14,948
CMBX.NA.BB.8	CSI		USD	615,000	(5.00%)		10/17/57		145,217		—		159,611			14,394
CMBX.NA.BB.8	CSI		USD	690,000	(5.00%)		10/17/57		165,680		—		179,075			13,395
CMBX.NA.BB.8	GSC		USD	655,000	(5.00%)		10/17/57		159,734		—		169,992			10,258
CMBX.NA.BB.8	GSC		USD	650,000	(5.00%)		10/17/57		159,738		—		168,694			8,956

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


		148

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


OTC Credit Default Swap Contracts Outstanding at June 30, 2017 - (continued)
Reference Entity	Counter- party		Notional Amount^(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread^(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value^†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Buy protection: - (continued)
CMBX.NA.BB.9		JPM		USD	665,000		(5.00%)		09/17/58	$	127,885	$	—		$	125,995		$	(1,890	)
CMBX.NA.BB.9		CSI		USD	3,270,000		(5.00%)		09/17/58		683,947		—			619,557			(64,390	)
CMBX.NA.BBB.10		MSC		USD	1,000,000		(3.00%)		11/17/59		65,252		—			107,756			42,504
CMBX.NA.BBB.10		MSC		USD	1,725,000		(3.00%)		11/17/59		134,469		—			185,879			51,410
CMBX.NA.BBB.10		MSC		USD	670,000		(3.00%)		11/17/59		65,709		—			72,197			6,488
CMBX.NA.BBB.7		GSC		USD	925,000		(3.00%)		01/17/47		78,963		—			82,102			3,139
CMBX.NA.BBB.7		CSI		USD	1,700,000		(3.00%)		01/17/47		163,386		—			150,890			(12,496	)
CMBX.NA.BBB.7		CSI		USD	1,985,000		(3.00%)		01/17/47		190,778		—			176,187			(14,591	)
CMBX.NA.BBB.7		MSC		USD	2,075,000		(3.00%)		01/17/47		211,163		—			184,175			(26,988	)
CMBX.NA.BBB.7		MSC		USD	1,965,000		(3.00%)		01/17/47		145,585		—			174,739			29,154
CMBX.NA.BBB.7		DEUT		USD	900,000		(3.00%)		01/17/47		65,043		—			79,884			14,841
CMBX.NA.BBB.7		MSC		USD	1,250,000		(3.00%)		01/17/47		102,525		—			110,949			8,424
CMBX.NA.BBB.7		CSI		USD	2,020,000		(3.00%)		01/17/47		179,300		—			179,293			(7	)
CMBX.NA.BBB.7		GSC		USD	60,000		(3.00%)		01/17/47		5,356		—			5,331			(25	)
CMBX.NA.BBB.7		DEUT		USD	920,000		(3.00%)		01/17/47		86,755		—			81,658			(5,097	)
CMBX.NA.BBB.7		GSC		USD	1,555,000		(3.00%)		01/17/47		143,515		—			138,021			(5,494	)
CMBX.NA.BBB.7		DEUT		USD	950,000		(3.00%)		01/17/47		116,868		—			84,321			(32,547	)
CMBX.NA.BBB.7		GSC		USD	905,000		(3.00%)		01/17/47		124,880		—			80,327			(44,553	)
CMBX.NA.BBB.7		MSC		USD	7,150,000		(3.00%)		01/17/47		687,246		—			634,627			(52,619	)
CMBX.NA.BBB.9		MSC		USD	950,000		(3.00%)		09/17/58		103,381		—			111,902			8,521
CMBX.NA.BBB.9		MSC		USD	435,000		(3.00%)		09/17/58		50,418		—			51,167			749
CMBX.NA.BBB.9		MSC		USD	5,785,000		(0.50%)		09/17/58		72,485		—			78,770			6,285
CMBX.NA.BBB.9		GSC		USD	955,000		(3.00%)		09/17/58		109,291		—			112,491			3,200
CMBX.NA.BBB.9		MSC		USD	1,540,000		(3.00%)		09/17/58		183,293		—			181,143			(2,150	)
CMBX.NA.BBB.9		DEUT		USD	2,730,000		(3.00%)		09/17/58		333,829		—			321,571			(12,258	)
CMBX.NA.BBB.9		JPM		USD	2,950,000		(3.00%)		09/17/58		367,059		—			347,486			(19,573	)

Total										$	9,785,461	$	—		$	7,831,435		$	(1,954,026	)

Sell protection:
ABX.HE.PENAAA.06		BCLY		USD	4,236,313		0.11%		05/25/46	$	—	$	(116,325	)	$	(391,368	)	$	(275,043	)
CMBX.NA.A.6		GSC		USD	1,915,000		2.00%		05/11/63		24,998		—			(60,808	)		(85,806	)
CMBX.NA.AAA.6		UBS		USD	15,573,289		0.50%		05/11/63		—		(414,888	)		26,759			441,647
CMBX.NA.AAA.6		GSC		USD	1,343,209		0.50%		05/11/63		—		(15,403	)		2,308			17,711
CMBX.NA.AJ.4		GSC		USD	1,936,687		0.96%		02/17/51		—		(330,418	)		(268,509	)		61,909
CMBX.NA.BB.6		CSI		USD	3,270,000		5.00%		05/11/63		—		(684,448	)		(599,916	)		84,532
CMBX.NA.BB.6		CSI		USD	1,825,000		5.00%		05/11/63		—		(368,675	)		(334,815	)		33,860
CMBX.NA.BB.6		CSI		USD	1,235,000		5.00%		05/11/63		—		(242,587	)		(226,231	)		16,356
CMBX.NA.BB.6		CSI		USD	2,671,000		5.00%		05/11/63		—		(489,007	)		(489,281	)		(274	)
CMBX.NA.BB.6		CSI		USD	2,795,000		5.00%		05/11/63		—		(511,709	)		(511,996	)		(287	)
CMBX.NA.BB.6		CSI		USD	2,795,000		5.00%		05/11/63		—		(511,709	)		(511,996	)		(287	)
CMBX.NA.BB.6		CSI		USD	2,800,000		5.00%		05/11/63		—		(512,624	)		(512,912	)		(288	)
CMBX.NA.BB.6		MSC		USD	5,315,000		5.00%		05/11/63		—		(973,128	)		(973,617	)		(489	)
CMBX.NA.BB.6		CSI		USD	365,000		5.00%		05/11/63		—		(61,568	)		(66,963	)		(5,395	)
CMBX.NA.BB.6		MSC		USD	690,000		5.00%		05/11/63		—		(114,057	)		(126,588	)		(12,531	)
CMBX.NA.BB.6		JPM		USD	770,000		5.00%		05/11/63		—		(124,934	)		(141,264	)		(16,330	)
CMBX.NA.BB.6		JPM		USD	765,000		5.00%		05/11/63		—		(113,079	)		(140,347	)		(27,268	)
CMBX.NA.BB.6		CSI		USD	1,385,000		5.00%		05/11/63		—		(204,724	)		(254,092	)		(49,368	)
CMBX.NA.BB.6		GSC		USD	2,855,000		5.00%		05/11/63		—		(310,785	)		(522,987	)		(212,202	)
CMBX.NA.BB.8		MSC		USD	5,083,000		5.00%		10/17/57		—		(1,415,562	)		(1,317,777	)		97,785
CMBX.NA.BB.8		CSI		USD	2,507,000		5.00%		10/17/57		—		(698,126	)		(649,944	)		48,182
CMBX.NA.BB.8		CSI		USD	2,490,000		5.00%		10/17/57		—		(693,392	)		(645,536	)		47,856
CMBX.NA.BB.8		GSC		USD	910,000		5.00%		10/17/57		—		(275,516	)		(235,919	)		39,597
CMBX.NA.BB.8		MSC		USD	865,000		5.00%		10/17/57		—		(247,673	)		(224,252	)		23,421
CMBX.NA.BB.8		GSC		USD	655,000		5.00%		10/17/57		—		(192,716	)		(169,810	)		22,906
CMBX.NA.BB.8		CSI		USD	1,070,000		5.00%		10/17/57		—		(297,964	)		(277,400	)		20,564
CMBX.NA.BB.8		MSC		USD	740,000		5.00%		10/17/57		—		(211,573	)		(191,846	)		19,727
CMBX.NA.BB.8		GSC		USD	360,000		5.00%		10/17/57		—		(99,797	)		(93,331	)		6,466

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


		149

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


OTC Credit Default Swap Contracts Outstanding at June 30, 2017 - (continued)
Reference Entity	Counter- party		Notional Amount^(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread^(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value^†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Sell protection: - (continued)
CMBX.NA.BB.8		JPM		USD	770,000		5.00%		10/17/57	$	—	$	(169,305	)	$	(199,624	)	$	(30,319	)
CMBX.NA.BB.8		GSC		USD	915,000		5.00%		10/17/57		—		(143,836	)		(237,216	)		(93,380	)
CMBX.NA.BB.8		GSC		USD	965,000		5.00%		10/17/57		—		(96,713	)		(250,178	)		(153,465	)
CMBX.NA.BB.8		MLI		USD	1,350,000		5.00%		10/17/57		—		(169,368	)		(349,990	)		(180,622	)
CMBX.NA.BB.8		GSC		USD	1,280,000		5.00%		10/17/57		—		(147,815	)		(331,842	)		(184,027	)
CMBX.NA.BB.8		UBS		USD	1,455,000		5.00%		10/17/57		—		(164,277	)		(377,212	)		(212,935	)
CMBX.NA.BB.8		BOA		USD	2,095,000		5.00%		10/17/57		—		(143,678	)		(543,132	)		(399,454	)
CMBX.NA.BB.9		GSC		USD	1,350,000		5.00%		09/15/58		—		(369,373	)		(255,405	)		113,968
CMBX.NA.BB.9		GSC		USD	525,000		5.00%		09/15/58		—		(142,405	)		(99,324	)		43,081
CMBX.NA.BB.9		MLI		USD	675,000		5.00%		09/17/58		—		(186,586	)		(127,703	)		58,883
CMBX.NA.BB.9		JPM		USD	720,000		5.00%		09/17/58		—		(193,670	)		(136,217	)		57,453
CMBX.NA.BB.9		MLI		USD	665,000		5.00%		09/17/58		—		(178,875	)		(125,810	)		53,065
CMBX.NA.BBB.6		MSC		USD	465,000		3.00%		05/11/63		—		(40,768	)		(54,063	)		(13,295	)
CMBX.NA.BBB.6		CSI		USD	920,000		3.00%		05/11/63		—		(131,037	)		(107,117	)		23,920
CMBX.NA.BBB.6		GSC		USD	2,725,000		3.00%		05/11/63		—		(308,884	)		(317,050	)		(8,166	)
PrimeX.ARM.2		MSC		USD	2,843,327		4.58%		12/25/37		102,325		—			39,880			(62,445	)

Total										$	127,323	$	(12,818,977	)	$	(13,382,441	)	$	(690,787	)

Total traded indices										$	9,912,784	$	(12,818,977	)	$	(5,551,006	)	$	(2,644,813	)

Credit default swaps on single-name issues:
Buy protection:
Republic of Turkey		GSC		USD	4,230,000		(1.00%)/1.93%		06/20/22	$	225,431	$	—		$	180,147		$	(45,284	)

Credit default swaps on single-name issues:
Sell protection:
Anadarko Petroleum Corp.		MSC		USD	3,195,000		1.00%/1.53%		06/20/22	$	—	$	(142,379	)	$	(77,747	)	$	64,632
Brazil (Federated Republic of)		GSC		USD	1,495,000		1.00%/2.15%		12/20/21		—		(109,378	)		(71,195	)		38,183
Brazil (Federated Republic of)		GSC		USD	1,490,000		1.00%/2.15%		12/20/21		—		(108,612	)		(70,957	)		37,655
Republic of Turkey		BCLY		USD	2,052,000		1.00%/1.93%		06/20/22		—		(87,893	)		(87,391	)		502
South Africa Government International Bond		BCLY		USD	2,045,000		1.00%/1.97%		06/20/22		—		(80,840	)		(90,716	)		(9,876	)
United Mexican States		BOA		USD	2,224,000		1.00%/1.13%		06/20/22		—		(18,607	)		(12,793	)		5,814

Total										$	—	$	(547,709	)	$	(410,799	)	$	136,910

Total single-name issues										$	225,431	$	(547,709	)	$	(230,652	)	$	91,626

Total OTC contracts										$	10,138,215	$	(13,366,686	)	$	(5,781,658	)	$	(2,553,187	)

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

^(b)

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


		150

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2017
Reference Entity	Notional Amount ^(a)			(Pay)/Receive Fixed Rate			Expiration Date		Cost Basis			Market Value^†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.EM.27		USD	23,790,000		(1.00	%)		06/20/22	$	(986,988	)	$	(1,071,556	)	$	(84,568	)
CDX.NA.HY.28		USD	48,049,000		(5.00	%)		06/20/22		(3,082,785	)		(3,262,361	)		(179,576	)
CDX.NA.IG.28		USD	49,334,000		(1.00	%)		06/20/22		(905,128	)		(911,868	)		(6,740	)
ITRAXX.EUR.27		EUR	33,107,000		(1.00	%)		06/20/22		(695,590	)		(823,511	)		(127,921	)
ITRAXX.XOV.27		EUR	6,470,000		(5.00	%)		06/20/22		(868,348	)		(834,618	)		33,730

Total									$	(6,538,839	)	$	(6,903,914	)	$	(365,075	)

Total									$	(6,538,839	)	$	(6,903,914	)	$	(365,075	)

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


Cross Currency Swap Contracts Outstanding at June 30, 2017
Receive	Pay	Maturity Date⁽¹⁾		Counter- party		Notional Amount of Currency Received			Notional Amount of Currency Delivered			Upfront Premiums Paid		Upfront Premiums Received			Market Value^†			Unrealized Appreciation/ (Depreciation)
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 4.58% based on the notional amount of currency delivered		09/20/22		GSC		USD	3,088,193		CNH	21,500,000	$	—	$	(41,447	)	$	(120,378	)	$	(78,931	)
Fixed Rate equal to 4.58% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		09/20/22		GSC		CNH	21,500,000		USD	3,088,193		41,447		—			82,828			41,381

Total												$	41,447	$	(41,447	)	$	(37,550	)	$	(37,550	)

⁽¹⁾	At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.


OTC Interest Rate Swap Contracts Outstanding at June 30, 2017
Counterparty	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value^†		Unrealized Appreciation/ (Depreciation)
BOA		1.81% Fixed		CPURNSA		USD	35,710,000		09/22/25	$	—	$	—	$	294,640	$	294,640
BOA		1.82% Fixed		CPURNSA		USD	39,085,000		09/22/25		—		—		300,413		300,413

Total										$	—	$	—	$	595,053	$	595,053


Centrally Cleared Interest Rate Swap Contracts Outstanding at June 30, 2017
Payments made by Fund	Payments received by Fund			Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value^†			Unrealized Appreciation/ (Depreciation)
12M Federal Funds Rate		1.62	% Fixed		USD	13,700,000		11/14/26	$	—	$	—	$	330,502		$	330,502
3M USD LIBOR		2.14	% Fixed		USD	7,345,000		05/15/24		—		—		(7,098	)		(7,098	)
3M USD LIBOR		2.20	% Fixed		USD	7,315,000		05/15/24		—		—		(34,364	)		(34,364	)
3M USD LIBOR		2.20	% Fixed		USD	7,340,000		05/15/24		—		—		(34,481	)		(34,481	)
3M USD LIBOR		2.12	% Fixed		USD	18,880,000		06/07/27		—		—		240,001			240,001
3M USD LIBOR		2.12	% Fixed		USD	18,950,000		06/07/27		—		—		235,707			235,707
3M USD LIBOR		2.11	% Fixed		USD	16,607,000		06/07/27		—		—		217,164			217,164
3M USD LIBOR		2.12	% Fixed		USD	16,665,000		06/07/27		—		—		211,084			211,084
3M USD LIBOR		2.39	% Fixed		USD	1,840,000		06/09/47		—		—		55,979			55,979

Total									$	—	$	—	$	1,214,494		$	1,214,494

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


		151

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Foreign Currency Contracts Outstanding at June 30, 2017
Currency	Buy/Sell		Delivery Date		Counterparty		Contract Amount		Market Value^†		Unrealized Appreciation/ (Depreciation)
ARS		Sell		09/20/17		BOA	$	2,227,203	$	2,170,883	$	56,320
BRL		Sell		09/05/17		GSC		3,317,723		3,269,306		48,417
EGP		Buy		03/06/18		GSC		132,789		130,545		(2,244	)
EGP		Buy		03/06/18		GSC		166,438		163,195		(3,243	)
EGP		Buy		03/06/18		CBK		374,070		359,038		(15,032	)
EGP		Buy		03/29/18		CBK		954,152		962,133		7,981
EGP		Sell		03/06/18		GSC		649,305		652,778		(3,473	)
EGP		Sell		03/29/18		GSC		958,546		962,132		(3,586	)
EUR		Sell		07/31/17		DEUT		1,142,325		1,146,368		(4,043	)
EUR		Sell		07/31/17		CIB		911,790		918,696		(6,906	)
EUR		Sell		07/31/17		CBK		6,241,044		6,361,083		(120,039	)
EUR		Sell		09/20/17		HSBC		1,333,054		1,359,277		(26,223	)
MXN		Sell		09/20/17		RBC		5,199,926		5,162,079		37,847
RON		Buy		08/28/17		CBK		4,862,899		5,166,757		303,858
RON		Buy		08/28/17		CBK		65,140		69,008		3,868
RON		Sell		08/28/17		JPM		3,319,296		3,263,413		55,883
RON		Sell		08/28/17		BNP		2,003,824		1,972,351		31,473

Total											$	360,858

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:
BCLY		Barclays
BNP		BNP Paribas Securities Services
BOA		Banc of America Securities LLC
CBK		Citibank NA
CIB		Credit Agricole
CSI		Credit Suisse International
DEUT		Deutsche Bank Securities, Inc.
GSC		Goldman Sachs & Co.
HSBC		HSBC Bank USA
JPM		JP Morgan Chase & Co.
MLI		Merrill Lynch International
MSC		Morgan Stanley
RBC		RBC Dominion Securities, Inc.
UBS		UBS AG

Currency Abbreviations:
ARS		Argentine Peso
BRL		Brazilian Real
CNH		Chinese Renminbi
EGP		Egyptian Pound
EUR		Euro
MXN		Mexican Peso
RON		New Romanian Leu
USD		United States Dollar
UYU		Uruguayan Peso


Index Abbreviations:
ABX.HE		Markit Asset Backed Security Home Equity
CDX.EM		Credit Derivatives Emerging Markets
CDX.NA.HY		Credit Derivatives North American High Yield
CDX.NA.IG		Credit Derivatives North American Investment Grade
CMBX.NA		Markit Commercial Mortgage Backed North American
CPURNSA		Consumer Price All Urban Non-Seasonally Adjusted
ITRAXX.EUR		Markit iTraxx - Europe
ITRAXX.XOV		Markit iTraxx Index - Europe Crossover
PrimeX.ARM		Markit PrimeX Adjustable Rate Mortgage Backed Security

Other Abbreviations:
CDO		Collateralized Debt Obligation
CLO		Collateralized Loan Obligation
CMO		Collateralized Mortgage Obligation
EM		Emerging Markets
FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
LIBOR		London Interbank Offered Rate
MSCI		Morgan Stanley Capital International
OTC		Over-the-Counter
TBA		To Be Announced

Municipal Abbreviations:
GO		General Obligation

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


		152

Hartford Total Return Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total			Level 1⁽¹⁾			Level 2⁽¹⁾			Level 3⁽¹⁾
Assets
Asset & Commercial Mortgage Backed Securities	$	760,687,298		$	—		$	760,687,298		$	—
Corporate Bonds		747,365,224			—			747,365,224			—
Foreign Government Obligations		63,722,695			—			63,722,695			—
Municipal Bonds		35,974,870			—			35,974,870			—
Senior Floating Rate Interests		98,745,892			—			98,745,892			—
U.S. Government Agencies		1,310,099,869			—			1,310,099,869			—
U.S. Government Securities		162,013,849			—			162,013,849			—
Common Stocks
Energy		145,572			—			—			145,572
Utilities		223,963			223,962			—			1
Preferred Stocks		2,776,013			2,776,013			—			—
Short-Term Investments		19,790,117			19,790,117			—			—
Purchased Options		2,335,799			—			2,335,799			—
Foreign Currency Contracts⁽²⁾		545,647			—			545,647			—
Futures Contracts⁽²⁾		2,920,064			2,920,064			—			—
Swaps - Credit Default⁽²⁾		1,811,606			—			1,811,606			—
Swaps - Cross Currency⁽²⁾		41,381			—			41,381			—
Swaps - Interest Rate⁽²⁾		1,885,490			—			1,885,490			—

Total	$	3,211,085,349		$	25,710,156		$	3,185,229,620		$	145,573

Liabilities
Foreign Currency Contracts⁽²⁾	$	(184,789	)	$	—		$	(184,789	)	$	—
Futures Contracts⁽²⁾		(589,159	)		(589,159	)		—			—
Swaps - Credit Default⁽²⁾		(4,729,868	)		—			(4,729,868	)		—
Swaps - Cross Currency⁽²⁾		(78,931	)		—			(78,931	)		—
Swaps - Interest Rate⁽²⁾		(75,943	)		—			(75,943	)		—
TBA Sale Commitments		(334,846,714	)		—			(334,846,714	)		—

Total	$	(340,505,404	)	$	(589,159	)	$	(339,916,245	)	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $8,753,000 were transferred from Level 3 to Level 2 due to the expiration of trading restrictions.

⁽²⁾	Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Note:

For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

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


		153

Hartford Ultrashort Bond HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.4%
			Asset-Backed - Automobile - 14.5%
			Ally Auto Receivables Trust
	$	2,690,000	1.38%, 10/15/2019	$	2,687,719
		800,000	1.49%, 11/15/2019		799,732
		2,850,000	1.53%, 03/16/2020		2,848,852
			American Credit Acceptance Receivables Trust
		2,015,429	1.72%, 06/15/2020⁽¹⁾		2,013,964
		2,850,000	1.84%, 07/13/2020⁽¹⁾		2,849,105
			AmeriCredit Automobile Receivables Trust
		159,665	1.26%, 04/08/2019		159,643
		477,325	1.26%, 11/08/2019		477,109
		622,213	1.42%, 10/08/2019		622,030
		505,000	1.46%, 05/10/2021		503,537
		525,000	1.51%, 05/18/2020		524,598
		119,005	1.52%, 06/10/2019		119,012
		830,000	1.65%, 09/18/2020		829,732
			ARI Fleet Lease Trust
		635,000	1.91%, 04/15/2026⁽¹⁾		634,264
			BMW Vehicle Lease Trust
		860,000	1.55%, 02/20/2019		860,228
		1,025,000	1.64%, 07/22/2019		1,025,145
			Capital Auto Receivables Asset Trust
		2,075,265	1.62%, 03/20/2019		2,075,883
		1,240,000	1.86%, 10/21/2019		1,241,997
			CarMax Auto Owner Trust
		249,254	1.09%, 04/15/2019		249,137
		925,468	1.24%, 06/17/2019		924,954
		2,297,818	1.32%, 07/15/2019		2,296,501
		1,360,000	1.54%, 02/18/2020		1,359,834
		3,578,000	1.56%, 11/16/2020		3,574,802
			Chesapeake Funding LLC
		700,000	1.49%, 05/15/2029⁽¹⁾⁽²⁾		699,972
		1,315,897	2.31%, 03/15/2028⁽¹⁾⁽²⁾		1,326,028
			Chrysler Capital Auto Receivables Trust
		730,535	1.36%, 01/15/2020⁽¹⁾		729,659
		4,790,000	1.76%, 12/16/2019⁽¹⁾		4,790,933
			Enterprise Fleet Financing LLC
		2,581,221	1.74%, 02/22/2022⁽¹⁾		2,578,599
		815,000	1.97%, 01/20/2023⁽¹⁾		814,958
			Fifth Third Auto Trust
		1,512,319	1.42%, 03/16/2020		1,511,409
			First Investors Auto Owner Trust
		589,491	1.69%, 04/15/2021⁽¹⁾		588,964
			Flagship Credit Auto Trust
		910,000	1.85%, 07/15/2021⁽¹⁾		909,937
			Ford Credit Auto Lease Trust
		2,401,495	1.38%, 12/15/2018		2,401,417
		1,065,000	1.56%, 11/15/2019		1,065,295
			Ford Credit Auto Owner Trust
		2,102,457	1.04%, 09/15/2019		2,098,905
		1,500,000	2.26%, 11/15/2025⁽¹⁾		1,513,764
			GM Financial Automobile Leasing Trust
		669,364	1.28%, 10/22/2018		668,677
		1,782,485	1.53%, 09/20/2018		1,782,985
		590,000	1.61%, 12/20/2019		588,973
		740,000	1.67%, 09/20/2019		740,336
		894,959	1.68%, 12/20/2018		895,652
			GM Financial Consumer Automobile
		525,000	1.29%, 03/16/2020⁽¹⁾⁽²⁾		525,018
		450,000	1.51%, 03/16/2020⁽¹⁾		449,755


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.4% - (continued)
			Asset-Backed - Automobile - 14.5% - (continued)
			Harley-Davidson Motorcycle Trust
	$	1,566,088	1.41%, 06/15/2020	$	1,564,913
			Huntington Auto Trust
		1,731,560	1.29%, 05/15/2019		1,730,683
			Hyundai Auto Lease Securitization Trust
		810,000	1.52%, 10/15/2019⁽¹⁾		809,520
		3,040,000	1.88%, 08/17/2020⁽¹⁾		3,042,451
			Hyundai Auto Receivables Trust
		1,845,000	1.48%, 02/18/2020		1,843,991
			Mercedes-Benz Auto Lease Trust
		928,942	1.15%, 01/15/2019		928,071
		2,805,000	1.53%, 08/15/2019		2,803,861
			Mercedes-Benz Auto Receivables Trust
		1,205,000	1.26%, 02/16/2021		1,199,164
			Nissan Auto Lease Trust
		1,844,438	1.22%, 08/15/2018		1,843,292
			Nissan Auto Receivables Owner Trust
		772,720	1.05%, 04/15/2019		771,812
			Prestige Auto Receivables Trust
		1,431,954	1.46%, 07/15/2020⁽¹⁾		1,428,610
		639,651	1.78%, 08/15/2019⁽¹⁾		640,013
			Santander Drive Auto Receivables Trust
		620,000	1.49%, 02/18/2020		619,534
			Securitized Term Auto Receivables Trust
		1,100,000	1.51%, 04/25/2019⁽¹⁾		1,099,060
			Toyota Auto Receivables Owner Trust
		450,000	1.30%, 04/15/2020		448,740
			Westlake Automobile Receivables Trust
		2,026,783	1.57%, 06/17/2019⁽¹⁾		2,026,639
		1,170,000	1.78%, 04/15/2020⁽¹⁾		1,169,407
			Wheels SPV LLC
		401,173	1.59%, 05/20/2025⁽¹⁾		399,961
			World Omni Auto Receivables Trust
		299,784	0.96%, 07/15/2019		299,656
			World Omni Automobile Lease Securitization Trust
		219,748	1.06%, 05/15/2018		219,693
		1,030,000	1.68%, 12/16/2019		1,030,563

					81,278,648

			Asset-Backed - Credit Card - 7.7%
			BA Credit Card Trust
		2,995,000	1.54%, 06/15/2021⁽²⁾		3,007,586
			Barclays Dryrock Issuance Trust
		915,000	1.49%, 03/15/2023⁽²⁾		916,268
			Cabela’s Credit Card Master Note Trust
		3,000,000	1.61%, 07/15/2022⁽²⁾		3,010,201
		1,785,000	1.78%, 06/15/2022		1,782,128
			Capital One Multi-Asset Execution Trust
		2,500,000	1.61%, 02/15/2022⁽²⁾		2,514,707
			CARDS II Trust
		1,815,000	1.53%, 04/18/2022⁽¹⁾⁽²⁾		1,815,967
			CARDS Trust
		2,480,000	1.86%, 07/15/2021⁽¹⁾⁽²⁾		2,491,349
			Chase Issuance Trust
		2,250,000	1.27%, 07/15/2021		2,229,413
		6,000,000	1.58%, 11/16/2020⁽²⁾		6,025,499
			Evergreen Credit Card Trust
		4,750,000	1.88%, 04/15/2020⁽¹⁾⁽²⁾		4,770,998

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


		154

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.4% - (continued)
			Asset-Backed - Credit Card - 7.7% - (continued)
			Master Credit Card Trust
	$	3,650,000	1.96%, 09/23/2019⁽¹⁾⁽²⁾	$	3,667,304
			Penarth Master Issuer plc
		2,000,000	1.86%, 03/18/2020⁽¹⁾⁽²⁾		2,003,160
			Synchrony Credit Card Master Note Trust
		2,855,000	1.60%, 04/15/2021		2,855,479
		3,500,000	1.61%, 11/15/2020		3,501,993
			Trillium Credit Card Trust
		2,380,000	1.94%, 05/26/2021⁽¹⁾⁽²⁾		2,389,684

					42,981,736

			Asset-Backed - Finance & Insurance - 6.5%
			Ally Master Owner Trust
		2,000,000	1.54%, 09/15/2019		2,000,392
		3,275,000	1.60%, 10/15/2019		3,275,643
		2,500,000	1.65%, 10/15/2019⁽²⁾		2,502,113
			CNH Equipment Trust
		1,383,634	1.26%, 02/18/2020		1,381,885
		627,547	1.31%, 10/15/2019		626,978
		2,095,000	1.64%, 07/15/2020		2,094,445
			Ford Credit Floorplan Master Owner Trust
		1,745,000	1.69%, 07/15/2020⁽²⁾		1,750,997
		1,380,000	1.76%, 08/15/2020⁽²⁾		1,386,455
			GMF Floorplan Owner Revolving Trust
		1,150,000	1.66%, 05/15/2020⁽¹⁾⁽²⁾		1,152,994
		1,440,000	1.73%, 01/18/2022⁽¹⁾⁽²⁾		1,445,384
			GreatAmerica Leasing Receivables Funding LLC
		807,970	1.57%, 05/21/2018⁽¹⁾		807,957
		915,000	1.72%, 04/22/2019⁽¹⁾		914,475
			John Deere Owner Trust
		1,194,414	1.09%, 02/15/2019		1,193,331
		830,000	1.50%, 10/15/2019		829,218
			Kubota Credit Owner Trust
		57,595	1.16%, 05/15/2018⁽¹⁾		57,589
		632,891	1.25%, 04/15/2019⁽¹⁾		631,904
			MMAF Equipment Finance LLC
		2,878,720	1.39%, 10/16/2019⁽¹⁾		2,875,495
		965,000	1.73%, 05/18/2020⁽¹⁾		964,886
			New York City Tax Lien
		439,480	1.34%, 11/10/2028⁽¹⁾		438,250
		407,783	1.47%, 11/10/2029⁽¹⁾		408,435
			Verizon Owner Trust
		2,250,000	1.42%, 01/20/2021⁽¹⁾		2,238,870
		730,000	1.92%, 12/20/2021⁽¹⁾		729,888
		905,000	2.06%, 09/20/2021⁽¹⁾		909,446
			Volvo Financial Equipment LLC
		3,965,000	1.55%, 10/15/2019⁽¹⁾		3,960,028
			Wells Fargo Dealer Floorplan Master Note Trust
		1,630,000	1.59%, 07/20/2019⁽²⁾		1,630,186

				36,207,244

			Asset-Backed - Student Loan - 1.6%
			Navient Student Loan Trust
		2,127,072	1.62%, 07/26/2066⁽¹⁾⁽²⁾		2,130,352
		692,218	1.70%, 03/25/2066⁽¹⁾⁽²⁾		693,774
			SLM Student Loan Trust
		1,372,369	1.25%, 10/25/2024⁽²⁾		1,370,295
		998,966	1.28%, 01/25/2027⁽²⁾		993,574
		279,893	1.57%, 10/25/2021⁽²⁾		280,020


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.4% - (continued)
			Asset-Backed - Student Loan - 1.6% - (continued)
	$	1,392,842	1.74%, 03/25/2026⁽²⁾	$	1,396,399
		2,063,300	1.82%, 11/25/2027⁽²⁾		2,072,376

				8,936,790

			Commercial Mortgage - Backed Securities - 1.1%
			Community or Commercial Mortgage Trust
		1,291,270	1.91%, 01/10/2046		1,292,539
			FREMF Mortgage Trust
		1,365,000	1.35%, 02/25/2020⁽²⁾		1,368,590
			LB-UBS Commercial Mortgage Trust
		3,271,517	6.30%, 04/15/2041⁽²⁾		3,334,695

				5,995,824


			Total Asset & Commercial Mortgage Backed Securities (cost $175,502,460)	$	175,400,242



CORPORATE BONDS - 41.9%
			Agriculture - 0.9%
			BAT International Finance plc
	$	2,000,000	1.76%, 06/15/2018⁽¹⁾⁽²⁾	$	2,005,424
			Philip Morris International, Inc.
		1,750,000	1.59%, 02/21/2020⁽²⁾		1,758,251
			Reynolds American, Inc.
		1,425,000	2.30%, 06/12/2018		1,431,206

					5,194,881

			Auto Manufacturers - 4.4%
			American Honda Finance Corp.
		2,500,000	1.62%, 07/13/2018⁽²⁾		2,508,130
			Daimler Finance North America LLC
		1,750,000	1.50%, 07/05/2019⁽¹⁾		1,733,337
		2,000,000	1.65%, 05/18/2018⁽¹⁾		1,999,026
			Ford Motor Credit Co. LLC
		2,500,000	2.06%, 03/12/2019⁽²⁾		2,506,192
		1,500,000	2.26%, 03/28/2019		1,504,089
			Harley-Davidson Financial Services, Inc.
		1,500,000	2.25%, 01/15/2019⁽¹⁾		1,505,034
			Nissan Motor Acceptance Corp.
		2,000,000	1.50%, 03/02/2018⁽¹⁾		1,996,394
			PACCAR Financial Corp.
		1,000,000	1.40%, 05/18/2018		999,557
		1,500,000	1.82%, 12/06/2018⁽²⁾		1,510,916
			Toyota Motor Credit Corp.
		1,250,000	1.20%, 04/06/2018		1,247,560
		2,000,000	1.42%, 04/17/2020⁽²⁾		2,004,520
		1,850,000	1.48%, 01/12/2018⁽²⁾		1,852,749
			Volkswagen Group of America Finance LLC
		3,000,000	1.64%, 05/22/2018⁽¹⁾⁽²⁾		3,002,358

					24,369,862

			Beverages - 2.2%
			Anheuser-Busch InBev Finance, Inc.
		5,000,000	1.57%, 02/01/2019⁽²⁾		5,009,045
			Anheuser-Busch InBev Worldwide, Inc.
		6,000,000	1.86%, 08/01/2018⁽²⁾		6,047,646
			PepsiCo, Inc.
		1,250,000	1.21%, 05/02/2019⁽²⁾		1,249,951

					12,306,642

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


		155

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 41.9% - (continued)
			Biotechnology - 0.3%
			Amgen, Inc.
	$	2,000,000	1.50%, 05/10/2019⁽²⁾	$	2,005,634

			Chemicals - 0.5%
			Air Liquide Finance S.A.
		1,250,000	1.38%, 09/27/2019⁽¹⁾		1,233,002
			EI du Pont de Nemours & Co.
		1,450,000	1.70%, 05/01/2020⁽²⁾		1,458,716

					2,691,718

			Commercial Banks - 18.8%
			ABN Amro Bank N.V.
		2,200,000	1.80%, 01/18/2019⁽¹⁾⁽²⁾		2,208,182
			Bank of America Corp.
		2,000,000	1.70%, 08/25/2017		2,000,864
		1,280,000	2.00%, 01/11/2018		1,281,958
		2,000,000	2.20%, 01/15/2019⁽²⁾		2,025,100
		2,000,000	2.36%, 03/22/2018⁽²⁾		2,012,094
		720,000	5.65%, 05/01/2018		742,610
			Bank of Montreal
		1,350,000	1.35%, 08/28/2018		1,344,928
		2,000,000	1.40%, 04/10/2018		1,997,672
			Bank of Nova Scotia
		1,750,000	1.65%, 06/14/2019		1,742,874
			Bank of Tokyo-Mitsubishi UFJ Ltd.
		2,000,000	1.53%, 09/08/2017⁽¹⁾⁽²⁾		2,000,334
			BB&T Corp.
		1,500,000	1.82%, 06/15/2020⁽²⁾		1,507,500
		2,500,000	1.83%, 02/01/2019⁽²⁾		2,517,697
			Capital One Financial Corp.
		1,250,000	1.94%, 05/12/2020⁽²⁾		1,256,105
		1,500,000	2.17%, 03/09/2022⁽²⁾		1,497,021
			Citigroup, Inc.
		4,000,000	1.93%, 04/08/2019⁽²⁾		4,025,944
			Citizens Bank NA
		1,500,000	1.75%, 03/02/2020⁽²⁾		1,501,205
			Commonwealth Bank of Australia
		2,070,000	1.82%, 11/07/2019⁽¹⁾⁽²⁾		2,082,470
			Credit Agricole S.A.
		2,500,000	2.20%, 06/10/2020⁽¹⁾⁽²⁾		2,529,295
			Credit Suisse AG
		2,250,000	1.70%, 04/27/2018		2,249,847
		2,250,000	1.85%, 04/27/2018⁽²⁾		2,258,674
			Danske Bank A/S
		1,500,000	1.72%, 03/02/2020⁽¹⁾⁽²⁾		1,503,042
		2,000,000	1.80%, 09/06/2019⁽¹⁾⁽²⁾		2,007,498
			Fifth Third Bank
		2,350,000	1.88%, 09/27/2019⁽²⁾		2,363,783
		2,000,000	2.08%, 08/20/2018⁽²⁾		2,009,644
			Goldman Sachs Group, Inc.
		2,000,000	2.31%, 04/23/2020⁽²⁾		2,033,392
		3,500,000	2.35%, 11/15/2021⁽²⁾		3,532,462
		1,000,000	2.37%, 04/30/2018⁽²⁾		1,007,620
			HSBC Bank plc
		3,000,000	1.82%, 05/15/2018⁽¹⁾⁽²⁾		3,012,051
			Huntington National Bank
		1,500,000	1.74%, 03/10/2020⁽²⁾		1,504,232
			ING Bank N.V.
		1,000,000	1.65%, 08/15/2019⁽¹⁾		990,155
		2,300,000	1.80%, 03/16/2018⁽¹⁾⁽²⁾		2,305,062
			JP Morgan Chase & Co.
		3,000,000	1.80%, 01/28/2019⁽²⁾		3,018,765
		1,500,000	1.88%, 06/01/2021⁽²⁾		1,502,076


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 41.9% - (continued)
			Commercial Banks - 18.8% - (continued)
			KeyBank NA
	$	1,000,000	1.60%, 08/22/2019	$	992,590
		1,600,000	1.72%, 06/01/2018⁽²⁾		1,606,056
			Morgan Stanley
		3,000,000	2.00%, 01/24/2019⁽²⁾		3,021,486
		1,275,000	5.95%, 12/28/2017		1,301,016
			PNC Bank NA
		2,000,000	1.45%, 07/29/2019		1,980,988
		870,000	1.70%, 12/07/2018		869,890
			Royal Bank of Canada
		3,000,000	1.61%, 01/10/2019⁽²⁾		3,010,014
			Santander UK plc
		1,500,000	1.71%, 09/29/2017⁽²⁾		1,500,719
		2,500,000	2.04%, 08/24/2018⁽²⁾		2,515,947
			Societe Generale S.A.
		3,000,000	2.38%, 10/01/2018⁽²⁾		3,020,127
			Standard Chartered plc
		2,000,000	1.80%, 04/17/2018⁽¹⁾⁽²⁾		1,997,740
			Sumitomo Mitsui Banking Corp.
		1,250,000	1.83%, 10/19/2018⁽²⁾		1,253,274
			SunTrust Bank
		3,000,000	1.70%, 01/31/2020⁽²⁾		3,019,158
			Svenska Handelsbanken AB
		1,665,000	1.71%, 09/06/2019⁽²⁾		1,672,231
			Toronto-Dominion Bank
		2,250,000	1.45%, 08/13/2019		2,230,333
			U.S. Bancorp
		875,000	1.67%, 11/15/2018⁽²⁾		879,611
			U.S. Bank NA
		1,250,000	1.47%, 01/24/2020⁽²⁾		1,254,460
			UBS AG
		1,250,000	1.54%, 12/07/2018⁽¹⁾⁽²⁾		1,250,400
		800,000	1.80%, 06/08/2020⁽¹⁾⁽²⁾		801,096
		1,500,000	2.00%, 03/26/2018⁽²⁾		1,506,766
			Wells Fargo Bank NA
		1,500,000	1.65%, 01/22/2018		1,501,017
		2,000,000	1.87%, 12/06/2019⁽²⁾		2,023,396

					104,780,471

			Commercial Services - 0.2%
			Catholic Health Initiatives
		1,370,000	1.60%, 11/01/2017		1,370,215

			Diversified Financial Services - 1.7%
			American Express Credit Corp.
		1,000,000	1.50%, 05/03/2019⁽²⁾		1,002,843
		2,500,000	1.82%, 03/18/2019⁽²⁾		2,512,480
			General Electric Co.
		3,000,000	2.01%, 04/02/2018⁽²⁾		3,015,789
			Protective Life Global Funding
		1,465,000	1.72%, 04/15/2019⁽¹⁾		1,454,911
			Synchrony Financial
		1,700,000	2.40%, 02/03/2020⁽²⁾		1,712,840

					9,698,863

			Electric - 0.2%
			Pacific Gas & Electric Co.
		1,080,000	1.40%, 11/30/2017⁽²⁾		1,080,260

			Electronics - 0.4%
			Honeywell International, Inc.
		2,000,000	1.45%, 10/30/2019⁽²⁾		2,011,096

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


		156

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
CORPORATE BONDS - 41.9% - (continued)
			Healthcare - Products - 0.3%
			Medtronic, Inc.
	$	1,820,000	1.50%, 03/15/2018	$	1,820,389

			Healthcare - Services - 0.4%
			Roche Holdings, Inc.
		2,500,000	1.64%, 09/30/2019⁽¹⁾⁽²⁾		2,507,190

			Insurance - 2.4%
			Berkshire Hathaway, Inc.
		2,000,000	1.15%, 08/15/2018		1,992,812
			Jackson National Life Global Funding
		1,400,000	1.54%, 12/27/2018⁽¹⁾⁽²⁾		1,399,591
			MassMutual Global Funding II
		1,500,000	1.55%, 10/11/2019⁽¹⁾		1,483,190
			Metropolitan Life Global Funding I
		2,460,000	1.75%, 12/19/2018⁽¹⁾		2,456,873
			New York Life Global Funding
		2,000,000	1.43%, 04/09/2020⁽¹⁾⁽²⁾		2,004,788
			Prudential Financial, Inc.
		4,000,000	1.96%, 08/15/2018⁽²⁾		4,026,248

					13,363,502

			IT Services - 0.5%
			Apple, Inc.
		1,425,000	1.25%, 05/11/2020⁽²⁾		1,423,800
			Hewlett Packard Enterprise Co.
		1,167,000	2.45%, 10/05/2017		1,169,915

					2,593,715

			Machinery - Construction & Mining - 0.3%
			Caterpillar Financial Services Corp.
		1,750,000	1.57%, 03/22/2019⁽²⁾		1,753,169

			Machinery - Diversified - 0.6%
			John Deere Capital Corp.
		2,000,000	1.54%, 03/13/2020⁽²⁾		2,004,122
		1,125,000	1.58%, 06/22/2020⁽²⁾		1,126,373

					3,130,495

			Media - 1.0%
			NBCUniversal Enterprise, Inc.
		1,125,000	1.70%, 04/01/2021⁽¹⁾⁽²⁾		1,127,833
		3,000,000	1.84%, 04/15/2018⁽¹⁾⁽²⁾		3,015,432
			Walt Disney Co.
		1,315,000	0.88%, 07/12/2019		1,295,458

					5,438,723

			Miscellaneous Manufacturing - 0.6%
			Siemens Financieringsmaatschappij N.V.
		1,700,000	1.56%, 09/13/2019⁽¹⁾⁽²⁾		1,706,003
		1,500,000	1.59%, 03/16/2020⁽¹⁾⁽²⁾		1,503,622

					3,209,625

			Oil & Gas - 3.2%
			BP Capital Markets plc
		2,345,000	1.67%, 02/13/2018		2,346,419
		4,000,000	1.93%, 09/26/2018⁽²⁾		4,024,952
			Chevron Corp.
		1,500,000	1.43%, 03/03/2020⁽²⁾		1,503,516
			ConocoPhillips Co.
		3,000,000	1.51%, 05/15/2018⁽²⁾		3,005,028
			Exxon Mobil Corp.
		2,500,000	1.44%, 03/01/2018		2,500,445


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 41.9% - (continued)
		Oil & Gas - 3.2% - (continued)
		Phillips 66
$	1,660,000	1.89%, 04/15/2020⁽¹⁾⁽²⁾	$	1,663,338
		Statoil ASA
	3,000,000	1.64%, 11/08/2018⁽²⁾		3,014,310

				18,058,008

		Oil & Gas Services - 0.3%
		Schlumberger Holdings Corp.
	1,800,000	1.90%, 12/21/2017⁽¹⁾		1,801,663

		Pharmaceuticals - 1.8%
		Actavis Funding SCS
	4,700,000	2.31%, 03/12/2018⁽²⁾		4,725,235
		Baxalta, Inc.
	1,750,000	2.07%, 06/22/2018⁽²⁾		1,758,657
		Bayer US Finance LLC
	2,000,000	1.58%, 10/06/2017⁽¹⁾⁽²⁾		2,000,342
		Cardinal Health, Inc.
	1,425,000	1.95%, 06/14/2019		1,426,415

				9,910,649

		Retail - 0.5%
		CVS Health Corp.
	1,500,000	1.90%, 07/20/2018		1,503,897
		Home Depot, Inc.
	1,500,000	1.37%, 06/05/2020⁽²⁾		1,501,178

				3,005,075

		Semiconductors - 0.4%
		QUALCOMM, Inc.
	2,000,000	1.65%, 05/20/2020⁽²⁾		2,009,024


		Total Corporate Bonds (cost $233,522,896)	$	234,110,869



MUNICIPAL BONDS - 0.4%
		General - 0.4%
		Fresno County, CA
$	325,000	4.66%, 08/15/2018	$	330,548
		Illinois State, GO
	1,750,000	5.13%, 07/01/2017		1,750,000

				2,080,548


		Total Municipal Bonds (cost $2,081,038)	$	2,080,548



U.S. GOVERNMENT AGENCIES - 15.0%
		FFCB - 4.5%
$	25,000,000	0.67%, 10/18/2017 $	$	24,967,950

		FHLB - 7.1%
	9,800,000	0.75%, 09/08/2017		9,794,237
	15,000,000	0.88%, 01/30/2018		14,968,995
	15,000,000	1.38%, 05/28/2019		14,983,950

				39,747,182

		FHLMC - 3.4%
	3,825,000	0.75%, 04/09/2018		3,810,649
	15,000,000	1.00%, 09/29/2017		14,996,475

				18,807,124


		Total U.S. Government Agencies (cost $83,593,339)	$	83,522,256

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


		157

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
U.S. GOVERNMENT SECURITIES - 10.1%
		U.S. Treasury Securities - 10.1%
		U.S. Treasury Notes - 10.1%
$	10,000,000	0.75%, 10/31/2017	$	9,988,600
	14,000,000	0.75%, 01/31/2018		13,965,448
	25,000,000	0.88%, 01/31/2018		24,956,225
	7,500,000	1.00%, 02/15/2018		7,489,470

				56,399,743

				56,399,743


		Total U.S. Government Securities (cost $56,474,649)	$	56,399,743


		Total Long-Term Investments (cost $551,174,382)	$	551,513,658



SHORT-TERM INVESTMENTS - 1.2%
		Foreign Government Obligations - 0.9%
		Canada - 0.3%
		Canadian Imperial Bank of Commerce
$	1,500,000	1.52%, 12/01/2017⁽³⁾	$	1,501,949

		Switzerland - 0.6%
		Credit Suisse NY
	3,200,000	1.75%, 11/14/2017⁽³⁾		3,204,542

				4,706,491

		Other Investment Pools & Funds - 0.3%
	1,820,612	Fidelity Institutional Government Fund, Institutional Class		1,820,612


		Total Short-Term Investments (cost $6,522,561)	$	6,527,103



Total Investments (cost $557,696,943)^{^}	100.0	%	$	558,040,761
Other Assets and Liabilities	0.0	%		(187,509	)

Total Net Assets	100.0	%	$	557,853,252

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


		158

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	900,285
Unrealized Depreciation		(556,467	)

Net Unrealized Appreciation	$	343,818

⁽¹⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $128,825,446, which represented 23.1% of total net assets.

⁽²⁾	Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2017.

⁽³⁾	The rate shown represents current yield to maturity.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
FFCB		Federal Farm Credit Bank
FHLB		Federal Home Loan Bank
FHLMC		Federal Home Loan Mortgage Corp.

Municipal Abbreviations:
GO		General Obligation

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


		159

Hartford Ultrashort Bond HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Asset & Commercial Mortgage Backed Securities	$	175,400,242	$	—	$	175,400,242	$	—
Corporate Bonds		234,110,869		—		234,110,869		—
Municipal Bonds		2,080,548		—		2,080,548		—
U.S. Government Agencies		83,522,256		—		83,522,256		—
U.S. Government Securities		56,399,743		—		56,399,743		—
Short-Term Investments		6,527,103		1,820,612		4,706,491		—

Total	$	558,040,761	$	1,820,612	$	556,220,149	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

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


		160

Hartford U.S. Government Securities HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 16.1%
			Asset-Backed - Automobile - 0.8%
	$	3,350,000	Westlake Automobile Receivables Trust 3.40%, 01/15/2021⁽¹⁾	$	3,375,405

			Asset-Backed - Finance & Insurance - 4.4%
		2,990,000	Ares CLO Ltd. 2.35%, 04/17/2026⁽¹⁾⁽²⁾		2,991,435
		1,530,000	Cent CLO Ltd. 2.27%, 07/23/2025⁽¹⁾⁽²⁾		1,531,174
		4,070,000	Dryden Senior Loan Fund 2.24%, 04/18/2026⁽¹⁾⁽²⁾		4,067,949
		580,000	Green Tree Agency Advance Funding Trust 2.38%, 10/15/2048⁽¹⁾		577,598
		1,700,000	Limerock CLO Ltd. 2.46%, 04/18/2026⁽¹⁾⁽²⁾		1,703,189
		1,285,000	Shackleton CLO Ltd. 3.11%, 04/15/2027⁽¹⁾⁽²⁾		1,285,077
		4,720,000	Springleaf Funding Trust 3.16%, 11/15/2024⁽¹⁾		4,762,690
		771,629	Structured Asset Securities Corp. 2.72%, 02/25/2033⁽²⁾		765,270
		833,445	Towd Point Mortgage Trust 2.75%, 04/25/2057⁽¹⁾⁽²⁾		841,390

					18,525,772

			Asset-Backed - Home Equity - 1.0%
		839,635	Morgan Stanley Asset Backed Securities Capital I, Inc. Trust 2.72%, 11/25/2032⁽²⁾		836,187
		3,606,000	NRZ Advance Receivables Trust 2.58%, 10/15/2049⁽¹⁾		3,585,781

					4,421,968

			Commercial Mortgage - Backed Securities - 4.1%
		3,400,000	CSMC Trust 2.76%, 04/05/2033⁽¹⁾		3,440,457
			FREMF Mortgage Trust
		5,845,000	1.35%, 02/25/2020⁽²⁾		5,860,373
		460,000	2.97%, 03/25/2045⁽¹⁾⁽²⁾		459,448
		1,225,000	3.82%, 04/25/2048⁽¹⁾⁽²⁾		1,226,199
		2,645,000	3.94%, 06/25/2047⁽¹⁾⁽²⁾		2,718,469
		1,665,000	4.17%, 11/25/2044⁽¹⁾⁽²⁾		1,700,033
		1,990,000	5.69%, 04/25/2020⁽¹⁾⁽²⁾		2,148,444

					17,553,423

			Whole Loan Collateral CMO - 5.8%
		502,609	Angel Oak Mortgage Trust LLC 2.81%, 01/25/2047⁽¹⁾⁽²⁾		503,645
		951,598	COLT Mortgage Loan Trust 2.75%, 09/25/2046⁽¹⁾⁽²⁾		961,017
		1,081,723	Deephaven Residential Mortgage Trust 2.73%, 12/26/2046⁽¹⁾⁽²⁾		1,081,383
			LSTAR Securities Investment Trust
		1,515,569	3.00%, 10/01/2021⁽¹⁾⁽²⁾		1,509,825
		930,550	3.05%, 04/01/2022⁽¹⁾⁽²⁾		915,987
		697,304	Mill City Mortgage Loan Trust 2.50%, 04/25/2057⁽¹⁾⁽²⁾		698,644
			New Residential Mortgage Loan Trust
		1,477,111	3.25%, 09/25/2056⁽¹⁾⁽²⁾		1,506,576
		1,913,159	3.75%, 03/25/2056⁽¹⁾⁽²⁾		1,961,283
		1,216,507	Sequoia Mortgage Trust 1.67%, 02/20/2035⁽²⁾		1,201,764
		1,993,077	Thornburg Mortgage Securities Trust 3.11%, 04/25/2045⁽²⁾		1,998,225


Shares or Principal Amount				Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 16.1% - (continued)
			Whole Loan Collateral CMO - 5.8% - (continued)
			Towd Point Mortgage Trust
	$	1,808,465	2.75%, 04/25/2055⁽¹⁾⁽²⁾	$	1,822,216
		88,872	2.75%, 05/25/2055⁽¹⁾⁽²⁾		89,557
		530,777	2.75%, 08/25/2055⁽¹⁾⁽²⁾		536,351
		2,182,889	3.00%, 03/25/2054⁽¹⁾⁽²⁾		2,203,748
		2,399,000	3.75%, 04/25/2055⁽¹⁾⁽²⁾		2,464,618
			WaMu Mortgage Pass-Through Certificates Trust
		1,684,725	2.73%, 03/25/2033⁽²⁾		1,686,402
		1,827,419	2.79%, 10/25/2035⁽²⁾		1,828,152
		1,347,231	Wells Fargo Mortgage Backed Securities Trust 2.93%, 09/25/2033⁽²⁾		1,369,613

					24,339,006


			Total Asset & Commercial Mortgage Backed Securities (cost $67,601,657)	$	68,215,574



U.S. GOVERNMENT AGENCIES - 53.9%
			FHLMC - 18.6%
	$	4,053,294	1.38%, 04/25/2020⁽²⁾	$	4,055,659
		8,746,642	1.57%, 01/25/2022		8,684,103
		1,081,921	2.42%, 08/25/2029⁽²⁾		1,094,041
		1,162,607	2.50%, 12/15/2026⁽³⁾		76,690
		1,081,064	2.50%, 03/15/2028⁽³⁾		90,191
		753,892	2.50%, 05/15/2028⁽³⁾		61,828
		1,094,675	3.00%, 05/15/2032⁽³⁾		92,110
		747,733	3.00%, 03/15/2033⁽³⁾		98,481
		4,550,890	3.00%, 11/01/2036		4,619,915
		2,146,474	3.00%, 06/15/2041		2,195,098
		4,955,209	3.00%, 07/15/2041		5,055,521
		185,562	3.00%, 09/01/2045		185,381
		696,148	3.00%, 10/01/2046		697,258
		6,200,000	3.00%, 07/01/2047⁽⁴⁾⁽⁵⁾		6,186,438
		6,205,000	3.50%, 11/15/2025		6,541,582
		1,390,111	3.50%, 06/15/2026⁽³⁾		108,948
		467,275	3.50%, 09/15/2026⁽³⁾		46,571
		819,553	3.50%, 03/15/2027⁽³⁾		79,086
		5,100,000	3.50%, 07/01/2047⁽⁵⁾		5,243,463
		460,568	4.00%, 07/15/2027⁽³⁾		51,359
		1,410,924	4.00%, 03/15/2028⁽³⁾		151,602
		731,210	4.00%, 06/15/2028⁽³⁾		82,294
		330,747	4.00%, 06/01/2044		348,114
		5,700,000	4.00%, 07/01/2047⁽⁴⁾⁽⁵⁾		5,994,640
		5,700,000	4.00%, 08/01/2047⁽⁴⁾⁽⁵⁾		5,983,285
		26,054	4.50%, 12/01/2018		26,633
		2,804,925	4.50%, 02/15/2027⁽³⁾		324,039
		3,042,713	4.50%, 05/15/2034		3,201,323
		2,325,000	4.50%, 07/01/2047⁽⁴⁾⁽⁵⁾		2,490,685
		2,300,000	4.50%, 08/01/2047⁽⁴⁾⁽⁵⁾		2,460,919
		999,023	5.00%, 09/15/2033⁽³⁾		210,475
		2,000,000	5.00%, 07/01/2047⁽⁴⁾⁽⁵⁾		2,172,359
		5,324	5.50%, 06/01/2034		5,896
		42,010	5.50%, 10/01/2035		46,986
		66,652	5.50%, 04/01/2037		74,313
		839,840	5.50%, 12/01/2037		932,418
		312,250	5.50%, 04/01/2038		344,852
		20,313	5.50%, 05/01/2038		22,637
		1,659,607	5.50%, 08/01/2038		1,848,339
		3,271	5.50%, 12/01/2039		3,641

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


		161

Hartford U.S. Government Securities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.9% - (continued)
			FHLMC - 18.6% - (continued)
	$	43,109	6.00%, 10/01/2021	$	48,440
		57,890	6.00%, 10/01/2022		65,049
		82,244	6.00%, 01/01/2028		92,682
		22,392	6.00%, 04/15/2028		25,325
		48,253	6.00%, 05/15/2028⁽⁶⁾		53,744
		55,185	6.00%, 11/15/2028		61,317
		102,756	6.00%, 12/15/2028		114,676
		226,450	6.00%, 01/15/2029		257,257
		50,967	6.00%, 02/15/2029		56,702
		60,667	6.00%, 03/15/2029		68,632
		36,789	6.00%, 05/15/2029		41,889
		8,999	6.00%, 06/15/2029		9,997
		2,510	6.00%, 03/15/2031		2,861
		104,024	6.00%, 04/15/2031		117,925
		48,201	6.00%, 10/15/2031		54,354
		58,718	6.00%, 12/01/2031		66,901
		368,553	6.00%, 12/15/2031⁽⁶⁾		419,796
		453,285	6.00%, 12/15/2031		515,964
		18,118	6.00%, 05/15/2032		20,495
		1,021,748	6.00%, 06/15/2032		1,156,807
		851,095	6.00%, 09/15/2032		950,668
		77,717	6.00%, 10/15/2032		89,410
		627	6.00%, 11/01/2032		713
		54,599	6.00%, 11/15/2032		61,636
		15,493	6.00%, 04/01/2033		17,409
		21,783	6.00%, 09/01/2034		24,872
		7,172	6.50%, 04/01/2028		8,004
		329,304	6.50%, 08/15/2028		369,219
		839,764	6.50%, 05/15/2032		957,777
		114,181	6.50%, 08/01/2032		128,077
		252,982	6.50%, 09/01/2032		287,193
		25,999	7.00%, 10/01/2026		26,894
		4,120	7.00%, 03/01/2027		4,504
		1,950	7.00%, 12/01/2027		1,950
		1,137	7.00%, 02/01/2029		1,294
		721	7.00%, 05/01/2029		823
		1,634	7.00%, 09/01/2029		1,806
		591	7.00%, 02/01/2031		678
		91,880	7.00%, 04/01/2032		106,717
		60,351	7.00%, 05/01/2032		61,781
		64,047	7.00%, 06/01/2032		74,567
		94,515	7.00%, 11/01/2032		103,985
		3,187	7.50%, 05/01/2024		3,502
		517	7.50%, 06/01/2024		519
		1,212	7.50%, 06/01/2025		1,314
		5,273	8.00%, 08/01/2024		5,434
		5,111	8.00%, 09/01/2024		5,285
		7,367	8.00%, 10/01/2024		7,646
		413	10.00%, 11/01/2020		415

					78,544,078

			FNMA - 31.6%
		2,478,233	1.48%, 04/25/2024⁽²⁾		2,484,682
		2,919,862	1.89%, 06/25/2055⁽²⁾⁽³⁾		167,433
		6,400,000	1.97%, 11/01/2023		6,253,958
		1,686,261	2.00%, 09/25/2039		1,640,437
		3,830,286	2.03%, 08/25/2044⁽²⁾⁽³⁾		194,755
		692,535	2.05%, 11/01/2023		680,676
		3,434,828	2.22%, 10/01/2022		3,440,651
		2,300,000	2.23%, 11/01/2023		2,277,872
		6,115,203	2.25%, 10/01/2022		6,123,239


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.9% - (continued)
			FNMA - 31.6% - (continued)
	$	3,459,851	2.31%, 10/01/2022	$	3,480,457
		200,000	2.45%, 11/01/2022		202,144
		28,101	2.50%, 01/01/2043		27,228
		277,337	2.54%, 03/01/2023		281,512
		1,972,468	2.56%, 01/01/2019⁽⁷⁾		1,992,722
		2,500,000	2.68%, 05/01/2025		2,501,263
		100,333	2.74%, 04/01/2022		102,958
		90,377	2.83%, 06/01/2022		93,083
		2,035,000	2.85%, 06/01/2027		2,043,562
		250,000	2.94%, 06/01/2022		258,204
		3,880,666	2.97%, 06/01/2027		3,900,582
		1,975,879	3.00%, 02/25/2027⁽³⁾		165,861
		2,131,773	3.00%, 07/25/2027⁽³⁾		197,646
		746,139	3.00%, 09/25/2027⁽³⁾		67,781
		1,693,172	3.00%, 02/25/2028⁽³⁾		164,548
		3,127,707	3.00%, 01/01/2030		3,212,364
		81,513	3.00%, 12/01/2030		83,719
		12,300,000	3.00%, 07/01/2032⁽⁴⁾⁽⁵⁾		12,623,836
		183,544	3.02%, 04/01/2022		188,437
		2,405,800	3.09%, 03/01/2027		2,444,732
		7,567,736	3.11%, 10/01/2021		7,851,783
		1,360,000	3.13%, 04/01/2027		1,388,253
		850,000	3.17%, 03/01/2027		870,644
		2,660,000	3.23%, 04/01/2027		2,736,676
		589,329	3.25%, 12/01/2021		614,933
		1,475,000	3.25%, 04/01/2027		1,520,167
		439,430	3.26%, 01/01/2022		457,708
		385,200	3.34%, 03/01/2027		399,149
		265,818	3.41%, 11/01/2020		276,865
		223,383	3.50%, 11/01/2020		233,827
		4,850,744	3.50%, 04/25/2027⁽³⁾		498,395
		851,931	3.50%, 05/25/2027⁽³⁾		84,344
		1,372,332	3.50%, 10/25/2027⁽³⁾		152,294
		412,017	3.50%, 08/25/2030⁽³⁾		50,397
		993,217	3.50%, 02/25/2031⁽³⁾		104,226
		759,383	3.50%, 09/25/2035⁽³⁾		116,186
		13,720,617	3.50%, 04/25/2044		14,239,318
		1,929,909	3.50%, 02/01/2045		1,983,366
		4,027,914	3.50%, 01/01/2046		4,139,483
		496,063	3.51%, 11/01/2021		522,097
		1,035,050	3.59%, 09/01/2030		1,085,395
		1,774,702	3.65%, 11/01/2021		1,877,831
		85,212	3.65%, 08/01/2023		90,339
		6,219,467	3.73%, 06/01/2018		6,281,438
		1,229,074	3.73%, 07/01/2022		1,301,245
		1,034,661	3.75%, 09/01/2023		1,102,740
		94,798	3.81%, 11/01/2023		101,454
		191,353	3.83%, 07/01/2021		203,465
		286,564	3.85%, 01/01/2024		307,698
		380,903	3.87%, 01/01/2024		409,373
		386,896	3.89%, 10/01/2023		413,105
		2,700,000	3.98%, 07/01/2021		2,881,161
		179,810	3.99%, 07/01/2021		191,950
		1,427,929	4.00%, 05/25/2027⁽³⁾		149,571
		1,815,915	4.00%, 11/01/2044		1,909,824
		544,913	4.01%, 08/01/2021		582,771
		1,648,302	4.50%, 10/01/2040		1,779,793
		742,529	4.50%, 10/01/2041		803,166
		2,124,967	4.50%, 01/01/2043		2,298,719
		644,256	4.50%, 09/01/2043		695,367
		2,086,388	4.50%, 08/01/2044		2,254,814

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


		162

Hartford U.S. Government Securities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.9% - (continued)
			FNMA - 31.6% - (continued)
	$	28,213	5.00%, 08/01/2018	$	28,891
		71,643	5.00%, 10/01/2018		73,365
		157,663	5.00%, 06/01/2025		167,848
		268,449	5.24%, 07/01/2019		283,858
		427,700	5.46%, 05/25/2042⁽²⁾⁽³⁾		47,544
		2,124	5.50%, 10/01/2017		2,127
		2,534	5.50%, 12/01/2017		2,539
		22,087	5.50%, 04/01/2018		22,201
		18,835	5.50%, 06/01/2018		18,926
		2,136	5.50%, 07/01/2018		2,156
		504,735	5.50%, 08/01/2019		519,106
		247,573	6.00%, 10/01/2023		278,352
		33,924	6.00%, 10/25/2028		38,291
		12,378	6.00%, 11/25/2028		13,830
		46,505	6.00%, 04/25/2029		51,663
		813	6.00%, 05/01/2029		923
		40,144	6.00%, 05/25/2029		44,715
		32,097	6.00%, 06/25/2029		36,241
		74,573	6.00%, 07/25/2029		83,275
		389,428	6.00%, 05/25/2031⁽⁶⁾		441,739
		127,814	6.00%, 09/25/2031		145,224
		29,536	6.00%, 11/25/2031		33,374
		528,048	6.00%, 12/25/2031		590,424
		237,604	6.00%, 01/01/2032		269,185
		256	6.00%, 04/01/2032		287
		412	6.00%, 05/01/2032		469
		2,006	6.00%, 09/25/2032		2,206
		95,563	6.00%, 11/01/2032		107,443
		49,063	6.00%, 02/01/2033		55,799
		273,750	6.00%, 03/01/2033		311,550
		905,788	6.00%, 05/01/2033		1,031,745
		8,152	6.00%, 08/01/2034		9,165
		171,226	6.00%, 01/01/2035		194,950
		2,929,917	6.00%, 02/01/2037		3,327,314
		35	6.50%, 04/01/2024		38
		209	6.50%, 04/01/2027		231
		16,183	6.50%, 04/01/2028		17,899
		130	6.50%, 05/01/2028		144
		8,328	6.50%, 10/01/2028		9,360
		140,811	6.50%, 11/01/2028		157,463
		83,074	6.50%, 12/01/2028		93,975
		418,984	6.50%, 06/25/2029⁽⁶⁾		454,699
		244,886	6.50%, 08/01/2029		278,073
		903	6.50%, 11/01/2030		999
		5,732	6.50%, 05/01/2031		6,605
		204,422	6.50%, 10/25/2031		232,881
		1,301,193	6.50%, 08/01/2032		1,476,266
		54,614	6.50%, 09/01/2032		60,405
		219	7.00%, 11/01/2031		224
		335	7.00%, 12/01/2031		343
		255,585	7.00%, 02/01/2032		295,839
		7,249	7.50%, 06/01/2023		7,834
		1,927	8.00%, 10/01/2029		2,200
		102	8.00%, 03/01/2030		103
		6,922	8.00%, 04/01/2030		8,254
		26	8.00%, 06/01/2030		26
		17,144	8.00%, 10/01/2030		20,542
		27,131	8.00%, 12/01/2030		30,762
		173	9.00%, 08/01/2020		183
		17,379	9.00%, 09/01/2021		17,493

					133,667,238


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.9% - (continued)
			GNMA - 3.0%
	$	2,766,313	2.50%, 12/16/2039	$	2,787,970
		959,346	3.00%, 09/20/2028⁽³⁾		92,982
		487,443	3.00%, 02/16/2043⁽³⁾		89,694
		408,295	3.50%, 02/16/2027⁽³⁾		38,195
		1,001,492	3.50%, 03/20/2027⁽³⁾		103,383
		1,210,452	3.50%, 02/20/2041⁽³⁾		174,589
		2,038,129	3.50%, 04/20/2042⁽³⁾		288,869
		233,249	3.50%, 05/20/2043⁽³⁾		42,928
		1,891,105	3.50%, 07/20/2043⁽³⁾		285,649
		323,388	4.00%, 12/16/2026⁽³⁾		35,986
		4,328,837	4.00%, 05/20/2029⁽³⁾		438,706
		545,407	4.00%, 03/20/2043⁽³⁾		117,888
		276,612	4.00%, 01/20/2044⁽³⁾		58,916
		806,044	4.50%, 04/20/2045⁽³⁾		187,263
		938,434	5.00%, 01/20/2034		1,031,639
		699,205	5.00%, 05/20/2040⁽³⁾		169,743
		1,152,312	5.50%, 09/20/2033		1,260,734
		1,803,387	5.50%, 03/20/2039⁽³⁾		406,178
		1,799,866	5.50%, 02/16/2047⁽³⁾		399,854
		1,089,333	5.50%, 02/20/2047⁽³⁾		221,422
		512,963	6.00%, 01/15/2033		584,282
		370,710	6.00%, 02/15/2033		422,158
		1,562,548	6.00%, 09/20/2040⁽³⁾		360,744
		1,569,151	6.00%, 02/20/2046⁽³⁾		372,775
		42,253	6.50%, 12/15/2028		48,774
		32,774	6.50%, 05/15/2029		37,880
		499,938	6.50%, 05/16/2031		564,507
		35,354	6.50%, 09/15/2031		38,633
		239,693	6.50%, 10/15/2031		263,201
		249,987	6.50%, 11/15/2031		275,784
		282,272	6.50%, 01/15/2032		314,141
		15,415	7.00%, 06/20/2030		16,796
		16,436	7.00%, 05/15/2032		19,729
		46,443	7.00%, 07/15/2032		51,420
		112,253	7.00%, 09/15/2032		119,451
		636,155	7.00%, 10/15/2032		722,115
		1,570	7.50%, 04/15/2022		1,574
		3,590	7.50%, 01/15/2023		3,600
		733	7.50%, 05/15/2023		778
		5,465	7.50%, 06/15/2023		5,856
		1,447	7.50%, 07/15/2023		1,451
		15,287	7.50%, 08/15/2023		15,450
		6,529	7.50%, 09/15/2023		6,548
		9,940	7.50%, 10/15/2023		10,320
		15,554	7.50%, 11/15/2023		16,351
		4,354	7.50%, 12/15/2023		4,367
		8,894	7.50%, 02/15/2024		9,180
		2,479	7.50%, 04/15/2024		2,491
		167	7.50%, 05/15/2024		181
		64,617	7.50%, 07/15/2027		71,138
		39,242	7.50%, 04/20/2030		45,278
		61	8.50%, 09/15/2019		61
		9,087	8.50%, 09/15/2024		10,049
		1,103	8.50%, 06/15/2029		1,154
		108	8.50%, 09/15/2029		109
		6,018	8.50%, 10/15/2029		6,404
		2,555	8.50%, 01/15/2030		2,891
		8,419	8.50%, 02/15/2030		8,510
		918	8.50%, 03/15/2030		979

					12,669,698

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


		163

Hartford U.S. Government Securities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount				Market Value^†
U.S. GOVERNMENT AGENCIES - 53.9% - (continued)
			SLM Student Loan Trust - 0.7%
	$	3,057,719	2.66%, 04/25/2023⁽²⁾	$	3,122,805


			Total U.S. Government Agencies (cost $226,803,893)	$	228,003,819



U.S. GOVERNMENT SECURITIES - 39.3%
			Other Direct Federal Obligations - 1.2%
			FHLB - 1.2%
	$	4,825,000	1.88%, 08/01/2019	$	4,861,901

			U.S. Treasury Securities - 38.1%
			U.S. Treasury Notes - 38.1%
		7,785,561	0.13%, 01/15/2023⁽⁸⁾		7,714,378
		20,775,000	0.75%, 10/31/2018		20,614,326
		28,975,000	1.63%, 03/31/2019		29,105,156
		22,225,000	1.88%, 02/28/2022		22,251,914
		15,850,000	2.25%, 11/15/2025		15,853,709
		63,100,001	2.75%, 11/15/2023		65,683,189

					161,222,672


			Total U.S. Government Securities (cost $165,652,271)	$	166,084,573


			Total Long-Term Investments (cost $460,057,821)	$	462,303,966



SHORT-TERM INVESTMENTS - 0.5%
			Other Investment Pools & Funds - 0.5%
	$	2,167,263	Fidelity Institutional Government Fund, Institutional Class	$	2,167,263


			Total Short-Term Investments (cost $2,167,263)	$	2,167,263



Total Investments (cost $462,225,084)^{^}	109.8	%	$	464,471,229
Other Assets and Liabilities	(9.8	)%		(41,536,910	)

Total Net Assets	100.0	%	$	422,934,319

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


		164

Hartford U.S. Government Securities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	4,443,454
Unrealized Depreciation		(2,197,309	)

Net Unrealized Appreciation	$	2,246,145

⁽¹⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $52,669,588, which represented 12.5% of total net assets.

⁽²⁾	Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2017.

⁽³⁾	Securities disclosed are interest-only strips.

⁽⁴⁾	Represents or includes a TBA transaction.

⁽⁵⁾	This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $43,293,402 at June 30, 2017.

⁽⁶⁾	These securities pay no principal or interest during their initial accrual period, but accrue additional principal at a specified coupon rate.

⁽⁷⁾	This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽⁸⁾	The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.


Futures Contracts Outstanding at June 30, 2017
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value^†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 10-Year Note Future		90		09/20/2017	$	11,322,633	$	11,297,813	$	(24,820	)
U.S. Treasury 2-Year Note Future		222		09/29/2017		48,047,284		47,976,281		(71,003	)
U.S. Treasury 5-Year Note Future		474		09/29/2017		55,975,949		55,854,235		(121,714	)

Total									$	(217,537	)

Total futures contracts									$	(217,537	)


TBA Sale Commitments Outstanding at June 30, 2017
Description	Principal Amount		Maturity Date		Market Value^†			Unrealized Appreciation/ (Depreciation)
FHLMC, 3.50%	$	5,100,000		07/01/2047	$	(5,239,317	)	$	21,652
FHLMC, 5.50%		3,400,000		07/01/2047		(3,749,871	)		8,723
FNMA, 3.00%		6,575,000		07/01/2047		(6,566,136	)		55,486
FNMA, 4.50%		20,675,000		07/01/2047		(22,177,974	)		100,596

Total (proceeds $37,919,755)					$	(37,733,298	)	$	186,457

At June 30, 2017, the aggregate market value of TBA Sale Commitments represented (8.9)% of total net assets.

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


		165

Hartford U.S. Government Securities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Centrally Cleared Interest Rate Swap Contracts Outstanding at June 30, 2017
Payments made by Fund	Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value^†			Unrealized Appreciation/ (Depreciation)
3M USD LIBOR		2.14% Fixed		USD	6,715,000		05/15/24	$	—	$	—	$	(6,489	)	$	(6,489	)
3M USD LIBOR		2.20% Fixed		USD	6,685,000		05/15/24		—		—		(31,404	)		(31,404	)
3M USD LIBOR		2.20% Fixed		USD	6,705,000		05/15/24		—		—		(31,498	)		(31,498	)

Total								$	—	$	—	$	(69,391	)	$	(69,391	)

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:
GSC		Goldman Sachs & Co.

Other Abbreviations:
CLO		Collateralized Loan Obligation
CMO		Collateralized Mortgage Obligation
FHLB		Federal Home Loan Bank
FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
LIBOR		London Interbank Offered Rate
TBA		To Be Announced

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


		166

Hartford U.S. Government Securities HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total			Level 1⁽¹⁾			Level 2⁽¹⁾			Level 3⁽¹⁾
Assets
Asset & Commercial Mortgage Backed Securities	$	68,215,574		$	—		$	68,215,574		$	—
U.S. Government Agencies		228,003,819			—			228,003,819			—
U.S. Government Securities		166,084,573			—			166,084,573			—
Short-Term Investments		2,167,263			2,167,263			—			—

Total	$	464,471,229		$	2,167,263		$	462,303,966		$	—

Liabilities
Futures Contracts⁽²⁾	$	(217,537	)	$	(217,537	)	$	—		$	—
Swaps - Interest Rate⁽²⁾		(69,391	)		—			(69,391	)		—
TBA Sale Commitments		(37,733,298	)		—			(37,733,298	)		—

Total	$	(38,020,226	)	$	(217,537	)	$	(37,802,689	)	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $1,285,000 were transferred from Level 3 to Level 2 due to the expiration of trading restrictions.

⁽²⁾	Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Note:

For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

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


		167

Hartford Value HLS Fund

Schedule of Investments

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.2%
		Banks - 16.7%
	358,510	Bank of America Corp.	$	8,697,453
	210,515	Citigroup, Inc.		14,079,243
	267,412	JP Morgan Chase & Co.		24,441,457
	44,750	M&T Bank Corp.		7,247,262
	107,260	PNC Financial Services Group, Inc.		13,393,556
	335,205	Wells Fargo & Co.		18,573,709

				86,432,680

		Capital Goods - 9.9%
	31,505	3M Co.		6,559,026
	45,660	Caterpillar, Inc.		4,906,624
	112,435	Eaton Corp. plc		8,750,816
	87,440	Fortune Brands Home & Security, Inc.		5,704,586
	241,660	General Electric Co.		6,527,236
	90,715	Ingersoll-Rand plc		8,290,444
	77,480	Triumph Group, Inc.		2,448,368
	65,260	United Technologies Corp.		7,968,898

				51,155,998

		Commercial & Professional Services - 0.7%
	95,130	Nielsen Holdings plc		3,677,726

		Consumer Durables & Apparel - 1.1%
	236,335	PulteGroup, Inc.		5,797,298

		Consumer Services - 2.2%
	97,713	Hilton Worldwide Holdings, Inc.		6,043,549
	103,120	Norwegian Cruise Line Holdings Ltd.*		5,598,385

				11,641,934

		Diversified Financials - 5.9%
	17,795	BlackRock, Inc.		7,516,786
	27,470	Goldman Sachs Group, Inc.		6,095,593
	189,410	Invesco Ltd.		6,665,338
	76,100	Nasdaq, Inc.		5,440,389
	108,000	Thomson Reuters Corp.		4,999,320

				30,717,426

		Energy - 9.5%
	46,615	Anadarko Petroleum Corp.		2,113,524
	113,190	Canadian Natural Resources Ltd.		3,264,400
	106,405	Chevron Corp.		11,101,234
	76,060	EOG Resources, Inc.		6,884,951
	85,485	Exxon Mobil Corp.		6,901,204
	140,685	Halliburton Co.		6,008,656
	365,409	Marathon Oil Corp.		4,330,097
	48,030	Occidental Petroleum Corp.		2,875,556
	29,540	Pioneer Natural Resources Co.		4,713,993
	211,450	Southwestern Energy Co.*		1,285,616

				49,479,231

		Food, Beverage & Tobacco - 4.8%
	104,062	British American Tobacco plc		7,091,084
	46,313	Kraft Heinz Co.		3,966,246
	116,280	Mondelez International, Inc. Class A		5,022,133
	76,580	Philip Morris International, Inc.		8,994,321

				25,073,784

		Health Care Equipment & Services - 3.2%
	95,366	Medtronic plc		8,463,732
	43,245	UnitedHealth Group, Inc.		8,018,488

				16,482,220


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.2% - (continued)
		Household & Personal Products - 0.8%
	74,950	Unilever N.V.	$	4,142,487

		Insurance - 6.7%
	79,795	American International Group, Inc.		4,988,783
	58,720	Chubb Ltd.		8,536,714
	86,610	Marsh & McLennan Cos., Inc.		6,752,116
	114,180	MetLife, Inc.		6,273,049
	69,985	Principal Financial Group, Inc.		4,483,939
	74,375	Unum Group		3,468,106

				34,502,707

		Materials - 2.6%
	111,140	Dow Chemical Co.		7,009,600
	112,815	International Paper Co.		6,386,457

				13,396,057

		Media - 2.8%
	76,620	CBS Corp. Class B		4,886,823
	144,590	Comcast Corp. Class A		5,627,443
	113,170	Viacom, Inc. Class B		3,799,117

				14,313,383

		Pharmaceuticals, Biotechnology & Life Sciences - 8.3%
	25,660	Allergan plc		6,237,689
	29,310	Amgen, Inc.		5,048,061
	164,930	AstraZeneca plc ADR		5,622,464
	121,240	Bristol-Myers Squibb Co.		6,755,493
	194,020	Merck & Co., Inc.		12,434,742
	27,066	Roche Holding AG		6,915,765

				43,014,214

		Real Estate - 1.0%
	194,090	Park Hotels & Resorts, Inc. REIT		5,232,666

		Retailing - 3.7%
	31,680	Home Depot, Inc.		4,859,712
	63,660	L Brands, Inc.		3,430,637
	243,650	Liberty Interactive Corp. QVC Group Class A*		5,979,171
	33,530	Lowe’s Cos., Inc.		2,599,581
	36,070	Signet Jewelers Ltd.		2,281,067

				19,150,168

		Semiconductors & Semiconductor Equipment - 5.0%
	40,280	Analog Devices, Inc.		3,133,784
	278,720	Intel Corp.		9,404,013
	148,395	Maxim Integrated Products, Inc.		6,662,935
	122,940	QUALCOMM, Inc.		6,788,747

				25,989,479

		Software & Services - 3.4%
	97,120	Cognizant Technology Solutions Corp. Class A		6,448,768
	148,430	eBay, Inc.*		5,183,175
	85,705	Microsoft Corp.		5,907,646

				17,539,589

		Technology Hardware & Equipment - 4.4%
	28,800	Apple, Inc.		4,147,776
	459,920	Cisco Systems, Inc.		14,395,496
	728,160	Nokia Oyj ADR		4,485,466

				23,028,738

		Telecommunication Services - 1.1%
	130,320	Verizon Communications, Inc.		5,820,091

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


		168

Hartford Value HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.2% - (continued)
		Transportation - 1.8%
	132,915	Schneider National, Inc. Class B	$	2,973,309
	59,520	Union Pacific Corp.		6,482,323

				9,455,632

		Utilities - 3.6%
	42,640	Dominion Energy, Inc.		3,267,503
	66,200	Edison International		5,176,178
	110,705	Eversource Energy		6,720,900
	24,235	NextEra Energy, Inc.		3,396,051

				18,560,632


		Total Common Stocks (cost $385,898,578)	$	514,604,140


		Total Long-Term Investments (cost $385,898,578)	$	514,604,140



SHORT-TERM INVESTMENTS - 0.8%
		Other Investment Pools & Funds - 0.8%
	4,095,832	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	4,095,832



Total Short-Term Investments (cost $4,095,832)			$	4,095,832


Total Investments (cost $389,994,410)^{^}	100.0	%	$	518,699,972
Other Assets and Liabilities	0.0	%		8,053

Total Net Assets	100.0	%	$	518,708,025

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


		169

Hartford Value HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}	Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


Unrealized Appreciation	$	147,192,689
Unrealized Depreciation		(18,487,127	)

Net Unrealized Appreciation	$	128,705,562

*	Non-income producing.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
ADR		American Depositary Receipt
REIT		Real Estate Investment Trust

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


		170

Hartford Value HLS Fund

Schedule of Investments – (continued)

June 30, 2017 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Banks	$	86,432,680	$	86,432,680	$	—	$	—
Capital Goods		51,155,998		51,155,998		—		—
Commercial & Professional Services		3,677,726		3,677,726		—		—
Consumer Durables & Apparel		5,797,298		5,797,298		—		—
Consumer Services		11,641,934		11,641,934		—		—
Diversified Financials		30,717,426		30,717,426		—		—
Energy		49,479,231		49,479,231		—		—
Food, Beverage & Tobacco		25,073,784		17,982,700		7,091,084		—
Health Care Equipment & Services		16,482,220		16,482,220		—		—
Household & Personal Products		4,142,487		4,142,487		—		—
Insurance		34,502,707		34,502,707		—		—
Materials		13,396,057		13,396,057		—		—
Media		14,313,383		14,313,383		—		—
Pharmaceuticals, Biotechnology & Life Sciences		43,014,214		36,098,449		6,915,765		—
Real Estate		5,232,666		5,232,666		—		—
Retailing		19,150,168		19,150,168		—		—
Semiconductors & Semiconductor Equipment		25,989,479		25,989,479		—		—
Software & Services		17,539,589		17,539,589		—		—
Technology Hardware & Equipment		23,028,738		23,028,738		—		—
Telecommunication Services		5,820,091		5,820,091		—		—
Transportation		9,455,632		9,455,632		—		—
Utilities		18,560,632		18,560,632		—		—
Short-Term Investments		4,095,832		4,095,832		—		—

Total	$	518,699,972	$	504,693,123	$	14,006,849	$	—

⁽¹⁾	For the six-month period ended June 30, 2017, there were no transfers between any levels.

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


		171

Hartford HLS Funds

Statements of Assets and Liabilities

June 30, 2017 (Unaudited)


	Hartford Balanced HLS Fund			Hartford Capital Appreciation HLS Fund		Hartford Disciplined Equity HLS Fund
Assets:
Investments in securities, at market value	$	2,313,695,909		$	5,129,132,456	$	677,198,766
Foreign currency		—			258,364		—
Unrealized appreciation on OTC swap contracts		—			—		—
Unrealized appreciation on foreign currency contracts		—			3,020,542		—
Receivables:
Investment securities sold		4,381,277			68,139,403		336,515
Fund shares sold		35,261			91,227		7,509
Dividends and interest		8,479,548			6,051,570		698,910
Variation margin on financial derivative instruments		66,101			—		—
Other assets		2,745			17,735		9,834

Total assets		2,326,660,841			5,206,711,297		678,251,534

Liabilities:
Unrealized depreciation on foreign currency contracts		—			3,823,470		—
Bank overdraft		1,513,536			—		—
Payables:
Investment securities purchased		7,535,749			17,202,659		1,319,239
Fund shares redeemed		1,645,646			3,512,278		421,213
Investment management fees		1,133,833			2,765,857		409,577
Transfer agent fees		456			940		433
Accounting services fees		34,518			72,131		7,856
Board of Directors’ fees		14,506			34,470		4,101
Variation margin on financial derivative instruments		—			—		—
Distribution fees		56,501			123,557		17,036
Accrued expenses		232,166			434,855		113,637
OTC swap premiums received		—			—		—

Total liabilities		12,166,911			27,970,217		2,293,092

Net assets	$	2,314,493,930		$	5,178,741,080	$	675,958,442

Summary of Net Assets:
Capital stock and paid-in-capital	$	1,847,085,289		$	4,261,843,900	$	421,434,867
Undistributed (distributions in excess of) net investment income		35,281,180			35,921,187		3,224,092
Accumulated net realized gain (loss)		(11,153,817	)		260,337,983		102,909,259
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		443,281,278			620,638,010		148,390,224

Net assets	$	2,314,493,930		$	5,178,741,080	$	675,958,442

Shares authorized		9,700,000,000			5,450,000,000		3,500,000,000

Par value	$	0.0010		$	0.0010	$	0.0010

Class IA: Net asset value per share	$	29.29		$	47.23	$	15.75

Shares outstanding		69,738,397			97,016,000		37,698,533

Net Assets	$	2,042,464,837		$	4,582,445,802	$	593,694,897

Class IB: Net asset value per share	$	29.67		$	46.56	$	15.59

Shares outstanding		9,167,726			12,253,826		5,277,431

Net Assets	$	272,029,093		$	570,491,244	$	82,263,545

Class IC: Net asset value per share	$	—		$	46.79	$	—

Shares outstanding		—			551,497		—

Net Assets	$	—		$	25,804,034	$	—

Cost of investments	$	1,870,536,741		$	4,507,640,897	$	528,808,542
Cost of foreign currency	$	—		$	258,688	$	—

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


		172

Hartford HLS Funds

Statements of Assets and Liabilities – (continued)

June 30, 2017 (Unaudited)


Hartford Dividend and Growth HLS Fund		Hartford Global Growth HLS Fund		Hartford Growth Opportunities HLS Fund			Hartford Healthcare HLS Fund			Hartford High Yield HLS Fund			Hartford International Opportunities HLS Fund			Hartford MidCap HLS Fund

$	3,472,105,615	$	478,018,301	$	1,441,270,869		$	352,103,370		$	302,493,203		$	1,367,069,565		$	2,028,139,115
	—		44,733		—			28,643			—			2,277,986			—
	—		—		—			—			24,675			—			—
	—		—		—			—			1,216			5,029,177			—

	11,382,141		420,819		30,851,711			50			6,172,980			17,182,232			397,179
	1,059,807		120,813		148,789			44,616			78,669			17,646,913			1,394,611
	4,324,818		1,004,777		355,783			122,641			4,994,664			6,107,016			879,138
	—		—		—			—			282,024			—			—
	3,164		10,576		15,320			8,794			11,014			7,911			7,943

	3,488,875,545		479,620,019		1,472,642,472			352,308,114			314,058,445			1,415,320,800			2,030,817,986


	—		—		—			—			26,947			6,448,788			—
	—		—		—			—			—			—			—

	1,171,778		334,718		23,156,037			806,402			2,613,327			11,054,131			1,321,777
	1,564,629		348,188		1,083,076			219,721			294,423			356,736			692,475
	1,863,826		297,397		730,126			236,955			180,268			785,328			1,112,009
	543		436		669			417			511			552			249
	40,224		5,544		21,657			3,967			3,605			15,980			23,298
	19,009		2,681		8,257			1,958			2,043			7,635			10,022
	—		—		—			—			—			—			—
	88,497		16,659		36,174			10,033			15,385			32,597			20,872
	273,302		92,465		146,307			30,061			89,154			236,986			77,178
	—		—		—			—			79,721			—			—

	5,021,808		1,098,088		25,182,303			1,309,514			3,305,384			18,938,733			3,257,880

$	3,483,853,737	$	478,521,931	$	1,447,460,169		$	350,998,600		$	310,753,061		$	1,396,382,067		$	2,027,560,106


$	2,030,424,976	$	326,194,546	$	1,116,520,033		$	226,850,415		$	307,095,809		$	1,469,999,991		$	1,359,762,787
	32,732,474		3,966,438		(990,211	)		(161,845	)		26,604,266			38,244,208			419,376
	380,203,589		43,613,870		95,771,395			54,996,775			(26,815,174	)		(259,202,041	)		147,634,096
	1,040,492,698		104,747,077		236,158,952			69,313,255			3,868,160			147,339,909			519,743,847

$	3,483,853,737	$	478,521,931	$	1,447,460,169		$	350,998,600		$	310,753,061		$	1,396,382,067		$	2,027,560,106

	4,200,000,000		3,600,000,000		900,000,000			800,000,000			2,800,000,000			2,825,000,000			2,600,000,000

$	0.0010	$	0.0010	$	0.0010		$	0.0010		$	0.0010		$	0.0010		$	0.0010

$	23.63	$	26.16	$	34.99		$	26.21		$	8.47		$	16.22		$	37.91

	129,328,114		15,224,916		36,392,407			11,505,759			27,897,351			76,369,108			50,809,922

$	3,055,494,649	$	398,288,680	$	1,273,518,787		$	301,516,430		$	236,267,952		$	1,238,953,966		$	1,926,127,717

$	23.51	$	25.90	$	33.68		$	25.12		$	8.32		$	16.40		$	37.13

	18,224,085		3,098,249		4,245,465			1,969,500			8,949,413			9,597,688			2,732,097

$	428,359,088	$	80,233,251	$	142,995,642		$	49,482,170		$	74,485,109		$	157,428,101		$	101,432,389

$	—	$	—	$	34.44		$	—		$	—		$	—		$	—

	—		—		898,460			—			—			—			—

$	—	$	—	$	30,945,740		$	—		$	—		$	—		$	—

$	2,431,628,279	$	373,262,971	$	1,205,105,891		$	282,789,225		$	298,629,419		$	1,218,273,499		$	1,508,395,268
$	—	$	44,889	$	—		$	28,743		$	—		$	2,278,462		$	—

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


		173

Hartford HLS Funds

Statements of Assets and Liabilities – (continued)

June 30, 2017 (Unaudited)


	Hartford MidCap Value HLS Fund		Hartford Small Cap Growth HLS Fund		Hartford Small Company HLS Fund
Assets:
Investments in securities, at market value	$	367,605,862	$	1,306,259,469	$	638,258,763
Foreign currency		12		—		5
Unrealized appreciation on OTC swap contracts		—		—		—
Unrealized appreciation on foreign currency contracts		—		—		—
Receivables:
Investment securities sold		2,511,667		34,269,338		8,344,220
Fund shares sold		58,444		1,702,806		38,259
Dividends and interest		295,394		712,799		387,425
Variation margin on financial derivative instruments		—		—		—
OTC swap premiums paid		—		—		—
Other assets		10,791		11,222		10,482

Total assets		370,482,170		1,342,955,634		647,039,154

Liabilities:
Unrealized depreciation on foreign currency contracts		—		—		—
Bank overdraft		—		1		—
Unrealized depreciation on OTC swap contracts		—		—		—
Cash collateral due to broker		—		—		—
TBA sale commitments, at market value		—		—		—
Payables:
Investment securities purchased		2,510,981		30,942,238		11,193,631
Fund shares redeemed		708,054		755,717		286,700
Investment management fees		241,598		655,607		393,301
Transfer agent fees		413		674		627
Accounting services fees		4,228		19,422		9,666
Board of Directors’ fees		2,113		6,404		6,037
Variation margin on financial derivative instruments		—		—		—
Distribution fees		17,619		49,146		11,786
Accrued expenses		59,686		63,853		96,974
OTC swap premiums received		—		—		—

Total liabilities		3,544,692		32,493,062		11,998,722

Net assets	$	366,937,478	$	1,310,462,572	$	635,040,432

Summary of Net Assets:
Capital stock and paid-in-capital	$	264,617,828	$	1,059,638,769	$	556,526,585
Undistributed (distributions in excess of) net investment income		2,724,813		913,151		(1,238,761	)
Accumulated net realized gain (loss)		34,186,788		36,056,361		(19,463,402	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		65,408,049		213,854,291		99,216,010

Net assets	$	366,937,478	$	1,310,462,572	$	635,040,432

Shares authorized		1,200,000,000		700,000,000		1,500,000,000

Par value	$	0.0010	$	0.0010	$	0.0010

Class IA:Net asset value per share	$	12.43	$	29.40	$	18.22

Shares outstanding		22,610,341		36,575,643		31,736,199

Net Assets	$	281,144,088	$	1,075,348,427	$	578,267,349

Class IB:Net asset value per share	$	12.33	$	28.65	$	16.95

Shares outstanding		6,960,002		8,205,676		3,349,667

Net Assets	$	85,793,390	$	235,114,145	$	56,773,083

Cost of investments	$	302,196,257	$	1,092,405,178	$	539,042,938
Cost of foreign currency	$	12	$	—	$	5
Proceeds of TBA sale commitments	$	—	$	—	$	—

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


		174

Hartford HLS Funds

Statements of Assets and Liabilities – (continued)

June 30, 2017 (Unaudited)


Hartford Small/Mid Cap Equity HLS Fund		Hartford Stock HLS Fund			Hartford Total Return Bond HLS Fund		Hartford Ultrashort Bond HLS Fund			Hartford U.S. Government Securities HLS Fund			Hartford Value HLS Fund

$	95,520,957	$	1,479,477,252		$	3,203,881,161	$	558,040,761		$	464,471,229		$	518,699,972
	—		135,433			12,278		—			—			—
	—		—			2,414,310		—			—			—
	—		—			545,647		—			—			—

	29,740		—			716,735,606		—			77,000,576			—
	35,365		12,439			445,437		16,325			31,318			110,904
	169,714		2,787,648			13,997,091		1,222,826			1,455,006			873,842
	—		—			2,899,905		—			692,353			—
	—		—			10,179,662		—			—			—
	16,901		5,549			3,958		10,137			15,500			13,796

	95,772,677		1,482,418,321			3,951,115,055		559,290,049			543,665,982			519,698,514


	—		—			184,789		—			—			—
	—		—			202,211		—			—			—
	—		—			4,409,994		—			—			—
	—		—			1,340,000		—			—			—
	—		—			334,846,714		—			37,733,298			—

	—		—			1,150,155,099		—			82,403,724			—
	274,528		884,856			974,898		1,133,659			187,160			571,888
	63,735		585,888			942,665		184,881			157,839			319,422
	402		429			545		445			425			502
	1,115		17,109			36,268		6,471			4,911			5,986
	514		8,949			16,353		4,026			3,086			3,031
	—		—			2,922,224		—			127,587			—
	3,121		29,203			52,680		15,199			15,552			15,723
	22,912		171,138			282,643		92,116			98,081			73,937
	—		—			13,408,133		—			—			—

	366,327		1,697,572			1,509,775,216		1,436,797			120,731,663			990,489

$	95,406,350	$	1,480,720,749		$	2,441,339,839	$	557,853,252		$	422,934,319		$	518,708,025


$	74,046,912	$	1,239,664,004		$	2,298,360,018	$	551,414,151		$	517,783,881		$	330,122,494
	1,697,606		14,427,177			106,768,081		6,707,986			12,601,348			5,471,865
	6,492,444		(88,147,352	)		8,574,203		(612,703	)		(109,596,584	)		54,409,646
	13,169,388		314,776,920			27,637,537		343,818			2,145,674			128,704,020

$	95,406,350	$	1,480,720,749		$	2,441,339,839	$	557,853,252		$	422,934,319		$	518,708,025

	900,000,000		4,200,000,000			5,000,000,000		14,000,000,000			700,000,000			800,000,000

$	0.0010	$	0.0010		$	0.0010	$	0.0010		$	0.0010		$	0.0010

$	8.28	$	73.79		$	11.46	$	10.09		$	10.45		$	16.19

	9,772,119		18,154,248			190,698,653		48,076,982			33,307,121			27,348,570

$	80,959,392	$	1,339,672,854		$	2,186,023,756	$	485,189,237		$	348,040,099		$	442,818,687

$	8.22	$	73.68		$	11.39	$	10.06		$	10.42		$	16.15

	1,756,604		1,914,346			22,424,654		7,221,051			7,190,757			4,697,754

$	14,446,958	$	141,047,895		$	255,316,083	$	72,664,015		$	74,894,220		$	75,889,338

$	82,351,569	$	1,164,695,727		$	3,179,238,697	$	557,696,943		$	462,225,084		$	389,994,410
$	—	$	135,433		$	69,722	$	—		$	—		$	—
$	—	$	—		$	336,299,592	$	—		$	37,919,755		$	—

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


		175

Hartford HLS Funds

Statements of Operations

For the Six-Month Period Ended June 30, 2017 (Unaudited)


	Hartford Balanced HLS Fund			Hartford Capital Appreciation HLS Fund			Hartford Disciplined Equity HLS Fund
Investment Income:
Dividends	$	18,133,501		$	46,200,922		$	5,755,466
Interest		13,242,849			243,985			16,421
Other income		—			2			—
Less: Foreign tax withheld		(223,394	)		(1,490,823	)		—

Total investment income, net		31,152,956			44,954,086			5,771,887

Expenses:
Investment management fees		7,188,761			16,599,558			2,456,879
Administrative services fees
Class IC		—			29,479			—
Transfer agent fees
Class IA		2,508			4,024			2,372
Class IB		337			494			328
Class IC		—			21			—
Distribution fees
Class IB		342,386			706,853			102,225
Class IC		—			29,479			—
Custodian fees		9,222			83,873			1,497
Registration and filing fees		16,241			23,310			15,111
Accounting services fees		208,287			433,190			47,100
Board of Directors’ fees		34,513			79,557			9,918
Audit fees		19,652			20,234			13,996
Other expenses		147,847			331,181			81,078

Total expenses (before waivers and fees paid indirectly)		7,969,754			18,341,253			2,730,504
Management fee waivers		(347,144	)		—			—
Commission recapture		(315	)		(74,103	)		(906	)

Total waivers and fees paid indirectly		(347,459	)		(74,103	)		(906	)

Total expenses, net		7,622,295			18,267,150			2,729,598

Net Investment Income (Loss)		23,530,661			26,686,936			3,042,289

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		83,882,058			272,885,712			37,818,164
Net realized gain (loss) on futures contracts		(826,863	)		—			—
Net realized gain (loss) on swap contracts		—			—			—
Net realized gain (loss) on foreign currency contracts		—			(2,512,791	)		—
Net realized gain (loss) on other foreign currency transactions		1,904			(293,139	)		—

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		83,057,099			270,079,782			37,818,164

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		43,135,529			312,450,298			24,352,859
Net unrealized appreciation (depreciation) of futures contracts		291,092			—			—
Net unrealized appreciation (depreciation) of swap contracts		—			—			—
Net unrealized appreciation (depreciation) of foreign currency contracts		—			(1,793,502	)		—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		73,989			219,898			—

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		43,500,610			310,876,694			24,352,859

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		126,557,709			580,956,476			62,171,023

Net Increase (Decrease) in Net Assets Resulting from Operations	$	150,088,370		$	607,643,412		$	65,213,312

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


		176

Hartford HLS Funds

Statements of Operations – (continued)

For the Six-Month Period Ended June 30, 2017 (Unaudited)


Hartford Dividend and Growth HLS Fund			Hartford Global Growth HLS Fund			Hartford Growth Opportunities HLS Fund			Hartford Healthcare HLS Fund			Hartford High Yield HLS Fund			Hartford International Opportunities HLS Fund			Hartford MidCap HLS Fund

$	44,980,439		$	3,768,711		$	4,145,189		$	1,513,758		$	—		$	25,033,424		$	7,270,769
	208,154			15,264			2,942			29,583			9,851,772			102,252			9,213
	—			—			—			—			—			—			—
	(587,754	)		(223,053	)		(24,198	)		(17,337	)		—			(2,804,950	)		(71,105	)

	44,600,839			3,560,922			4,123,933			1,526,004			9,851,772			22,330,726			7,208,877


	11,198,616			1,693,928			4,212,405			1,339,948			1,104,190			4,500,263			6,420,865

	—			—			35,518			—			—			—			—

	2,725			2,272			3,582			2,330			2,090			3,209			3,203
	389			468			408			395			658			425			171
	—			—			83			—			—			—			—

	538,831			96,062			173,552			57,863			94,441			190,065			121,501
	—			—			35,518			—			—			—			—
	8,922			7,592			8,011			4,560			1,957			37,306			4,562
	16,658			15,006			25,310			16,717			14,958			15,503			17,327
	241,606			31,513			124,884			22,364			22,084			91,086			134,108
	48,883			6,433			19,819			4,634			4,762			18,447			26,249
	14,702			15,111			14,319			14,225			18,949			23,310			14,309
	220,649			61,343			147,896			17,581			48,218			139,910			83,266

	12,291,981			1,929,728			4,801,305			1,480,617			1,312,307			5,019,524			6,825,561
	—			—			—			—			—			—			—
	(17,425	)		(4,010	)		(28,927	)		(503	)		—			(25,497	)		(15,208	)

	(17,425	)		(4,010	)		(28,927	)		(503	)		—			(25,497	)		(15,208	)

	12,274,556			1,925,718			4,772,378			1,480,114			1,312,307			4,994,027			6,810,353

	32,326,283			1,635,204			(648,445	)		45,890			8,539,465			17,336,699			398,524


	157,295,162			21,701,922			90,251,797			11,260,798			3,198,830			47,847,594			82,642,750
	—			—			—			—			—			—			—
	—			—			—			—			565,140			—			—
	—			—			—			—			(152,485	)		—			—
	825			(26,645	)		(62,763	)		(707	)		(8,287	)		(23,657	)		263

	157,295,987			21,675,277			90,189,034			11,260,091			3,603,198			47,823,937			82,643,013


	43,487,625			51,287,164			131,221,763			51,946,409			1,759,381			114,757,151			136,071,849
	—			—			—			—			—			—			—
	—			—			—			—			(269,937	)		—			—
	—			—			—			—			15,707			(1,419,611	)		—
	14,536			49,555			7,511			626			(962	)		282,665			—

	43,502,161			51,336,719			131,229,274			51,947,035			1,504,189			113,620,205			136,071,849

	200,798,148			73,011,996			221,418,308			63,207,126			5,107,387			161,444,142			218,714,862

$	233,124,431		$	74,647,200		$	220,769,863		$	63,253,016		$	13,646,852		$	178,780,841		$	219,113,386

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


		177

Hartford HLS Funds

Statements of Operations – (continued)

For the Six-Month Period Ended June 30, 2017 (Unaudited)


	Hartford MidCap Value HLS Fund			Hartford Small Cap Growth HLS Fund			Hartford Small Company HLS Fund
Investment Income:
Dividends	$	2,508,558		$	4,099,935		$	1,837,924
Interest		14,546			29,723			25,391
Other income		1			—			1
Less: Foreign tax withheld		(40,255	)		—			—

Total investment income, net		2,482,850			4,129,658			1,863,316

Expenses:
Investment management fees		1,507,932			3,786,848			2,847,057
Transfer agent fees
Class IA		1,946			3,179			2,815
Class IB		594			727			263
Distribution fees
Class IB		110,227			289,574			83,999
Custodian fees		4,111			3,695			4,328
Registration and filing fees		14,983			18,423			15,683
Accounting services fees		26,389			112,118			70,963
Board of Directors’ fees		5,435			17,010			13,545
Audit fees		14,228			12,803			14,395
Other expenses		40,146			77,607			69,929

Total expenses (before waivers and fees paid indirectly)		1,725,991			4,321,984			3,122,977
Commission recapture		(5,448	)		(7,695	)		(20,900	)

Total waivers and fees paid indirectly		(5,448	)		(7,695	)		(20,900	)

Total expenses, net		1,720,543			4,314,289			3,102,077

Net Investment Income (Loss)		762,307			(184,631	)		(1,238,761	)

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		11,004,923			54,463,311			80,308,605
Net realized gain (loss) on purchased options contracts		—			—			—
Net realized gain (loss) on futures contracts		—			—			—
Net realized gain (loss) on written options contracts		—			—			—
Net realized gain (loss) on swap contracts		—			—			—
Net realized gain (loss) on foreign currency contracts		—			—			—
Net realized gain (loss) on other foreign currency transactions		(1,403	)		—			(9,168	)

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		11,003,520			54,463,311			80,299,437

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		1,722,405			63,181,254			19,601,587
Net unrealized appreciation (depreciation) of purchased options contracts		—			—			—
Net unrealized appreciation (depreciation) of futures contracts		—			—			—
Net unrealized appreciation (depreciation) of swap contracts		—			—			—
Net unrealized appreciation (depreciation) of foreign currency contracts		—			—			—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		523			—			185

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		1,722,928			63,181,254			19,601,772

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		12,726,448			117,644,565			99,901,209

Net Increase (Decrease) in Net Assets Resulting from Operations	$	13,488,755		$	117,459,934		$	98,662,448

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


		178

Hartford HLS Funds

Statements of Operations – (continued)

For the Six-Month Period Ended June 30, 2017 (Unaudited)


Hartford Small/Mid Cap Equity HLS Fund			Hartford Stock HLS Fund			Hartford Total Return Bond HLS Fund			Hartford Ultrashort Bond HLS Fund			Hartford U.S. Government Securities HLS Fund			Hartford Value HLS Fund

$	1,068,303		$	17,750,511		$	66,795		$	—		$	—		$	6,815,980
	2,210			51,269			43,983,122			3,890,116			4,885,924			13,517
	—			—			—			—			—			—
	(1,543	)		(128,087	)		(69,679	)		(69	)		—			(73,546	)

	1,068,970			17,673,693			43,980,238			3,890,047			4,885,924			6,755,951


	399,909			3,514,204			5,718,436			1,155,263			972,530			1,938,683

	2,088			2,403			2,698			2,374			2,136			2,469
	396			255			316			355			462			428

	19,937			175,936			320,504			93,969			96,177			95,913
	126			4,459			22,632			1,723			1,757			1,933
	15,883			15,455			16,438			15,240			16,377			15,008
	6,998			102,581			220,061			40,434			30,256			36,353
	1,403			21,628			37,486			9,146			6,882			7,559
	12,962			14,111			20,636			21,585			13,082			13,977
	14,370			120,413			200,088			58,330			56,968			51,250

	474,072			3,971,445			6,559,295			1,398,419			1,196,627			2,163,573
	—			—			—			—			—			—

	—			—			—			—			—			—

	474,072			3,971,445			6,559,295			1,398,419			1,196,627			2,163,573

	594,898			13,702,248			37,420,943			2,491,628			3,689,297			4,592,378


	3,701,451			50,556,335			16,862,746			55,089			(2,153,150	)		21,505,618
	—			—			505,348			—			—			—
	—			—			6,327,765			—			(221,063	)		—
	—			—			(55,731	)		—			—			—
	—			—			3,323,351			—			412,637			—
	—			—			(795,548	)		—			—			—
	—			(10,723	)		802,681			—			—			6,589

	3,701,451			50,545,612			26,970,612			55,089			(1,961,576	)		21,512,207


	(1,177,071	)		66,025,601			24,817,095			424,657			4,636,949			4,448,655
	—			—			(366,226	)		—			—			—
	—			—			2,327,140			—			158,971			—
	—			—			(6,357,736	)		—			(495,685	)		—
	—			—			(3,133,855	)		—			—			—
	—			90,793			(19,375	)		—			—			14,012

	(1,177,071	)		66,116,394			17,267,043			424,657			4,300,235			4,462,667

	2,524,380			116,662,006			44,237,655			479,746			2,338,659			25,974,874

$	3,119,278		$	130,364,254		$	81,658,598		$	2,971,374		$	6,027,956		$	30,567,252

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


		179

Hartford HLS Funds

Statements of Changes in Net Assets


	Hartford Balanced HLS Fund
	For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016
Operations:
Net investment income (loss)	$	23,530,661		$	48,507,412
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		83,057,099			121,535,739
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		43,500,610			(31,380,933	)

Net Increase (Decrease) in Net Assets Resulting from Operations		150,088,370			138,662,218

Distributions to Shareholders:
From net investment income
Class IA		—			(57,374,388	)
Class IB		—			(6,967,476	)
Class IC		—			—

Total from net investment income		—			(64,341,864	)

From net realized gain on investments
Class IA		—			—
Class IB		—			—
Class IC		—			—

Total from net realized gain on investments		—			—

Total distributions		—			(64,341,864	)

Capital Share Transactions:
Sold		7,028,156			16,656,289
Issued on reinvestment of distributions		—			64,341,864
Redeemed		(162,103,711	)		(347,720,604	)

Net (decrease) from capital share transactions		(155,075,555	)		(266,722,451	)

Net Increase (Decrease) in Net Assets		(4,987,185	)		(192,402,097	)

Net Assets:
Beginning of period		2,319,481,115			2,511,883,212

End of period	$	2,314,493,930		$	2,319,481,115

Undistributed (distributions in excess of) net investment income	$	35,281,180		$	11,750,519

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


		180

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


Hartford Capital Appreciation HLS Fund						Hartford Disciplined Equity HLS Fund						Hartford Dividend and Growth HLS Fund						Hartford Global Growth HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016

$	26,686,936		$	53,795,941		$	3,042,289		$	5,052,429		$	32,326,283		$	63,831,553		$	1,635,204		$	2,220,012
	270,079,782			79,277,863			37,818,164			65,702,486			157,295,987			221,827,116			21,675,277			22,209,878
	310,876,694			145,100,780			24,352,859			(33,370,153	)		43,502,161			165,887,284			51,336,719			(17,164,817	)

	607,643,412			278,174,584			65,213,312			37,384,762			233,124,431			451,545,953			74,647,200			7,265,073



	—			(50,908,581	)		—			(5,255,939	)		—			(58,859,706	)		—			(2,421,454	)
	—			(4,835,762	)		—			(523,839	)		—			(7,559,424	)		—			(298,138	)
	—			(145,082	)		—			—			—			—			—			—

	—			(55,889,425	)		—			(5,779,778	)		—			(66,419,130	)		—			(2,719,592	)


	—			(479,266,149	)		—			(75,833,496	)		—			(321,363,600	)		—			(38,316,082	)
	—			(55,348,578	)		—			(10,746,897	)		—			(48,363,667	)		—			(8,316,510	)
	—			(1,930,573	)		—			—			—			—			—			—

	—			(536,545,300	)		—			(86,580,393	)		—			(369,727,267	)		—			(46,632,592	)

	—			(592,434,725	)		—			(92,360,171	)		—			(436,146,397	)		—			(49,352,184	)


	54,079,872			92,295,115			3,174,926			20,699,516			74,832,162			134,212,828			17,633,908			16,810,513
	—			592,434,725			—			92,360,171			—			436,146,397			—			49,352,184
	(618,036,677	)		(1,594,446,333	)		(60,823,306	)		(130,281,451	)		(276,091,109	)		(575,274,237	)		(33,665,283	)		(83,230,273	)

	(563,956,805	)		(909,716,493	)		(57,648,380	)		(17,221,764	)		(201,258,947	)		(4,915,012	)		(16,031,375	)		(17,067,576	)

	43,686,607			(1,223,976,634	)		7,564,932			(72,197,173	)		31,865,484			10,484,544			58,615,825			(59,154,687	)


	5,135,054,473			6,359,031,107			668,393,510			740,590,683			3,451,988,253			3,441,503,709			419,906,106			479,060,793

$	5,178,741,080		$	5,135,054,473		$	675,958,442		$	668,393,510		$	3,483,853,737		$	3,451,988,253		$	478,521,931		$	419,906,106

$	35,921,187		$	9,234,251		$	3,224,092		$	181,803		$	32,732,474		$	406,191		$	3,966,438		$	2,331,234

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


		181

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


	Hartford Growth Opportunities HLS Fund
	For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016
Operations:
Net investment income (loss)	$	(648,445	)	$	(1,888,178	)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		90,189,034			13,129,951
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		131,229,274			(18,177,806	)

Net Increase (Decrease) in Net Assets Resulting from Operations		220,769,863			(6,936,033	)

Distributions to Shareholders:
From net investment income
Class IA		—			(5,137,102	)
Class IB		—			(207,347	)
Class IC		—			(63,822	)

Total from net investment income		—			(5,408,271	)

From net realized gain on investments
Class IA		—			(169,379,777	)
Class IB		—			(20,295,840	)
Class IC		—			(3,608,835	)

Total from net realized gain on investments		—			(193,284,452	)

Total distributions		—			(198,692,723	)

Capital Share Transactions:
Sold		29,104,735			160,464,745
Issued on reinvestment of distributions		—			198,692,723
Redeemed		(105,290,186	)		(226,639,753	)

Net increase (decrease) from capital share transactions		(76,185,451	)		132,517,715

Net Increase (Decrease) in Net Assets		144,584,412			(73,111,041	)

Net Assets:
Beginning of period		1,302,875,757			1,375,986,798

End of period	$	1,447,460,169		$	1,302,875,757

Undistributed (distributions in excess of) net investment income	$	(990,211	)	$	(341,766	)

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


		182

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


Hartford Healthcare HLS Fund						Hartford High Yield HLS Fund						Hartford International Opportunities HLS Fund						Hartford MidCap HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016

$	45,890		$	43,282		$	8,539,465		$	17,926,201		$	17,336,699		$	21,375,189		$	398,524		$	2,544,912
	11,260,091			51,905,351			3,603,198			(8,357,888	)		47,823,937			(17,553,005	)		82,643,013			67,772,211
	51,947,035			(87,833,573	)		1,504,189			33,937,976			113,620,205			9,302,116			136,071,849			125,224,671

	63,253,016			(35,884,940	)		13,646,852			43,506,289			178,780,841			13,124,300			219,113,386			195,541,794



	—			(9,786,913	)		—			(15,598,376	)		—			(17,922,412	)		—			(2,990,801	)
	—			(1,640,493	)		—			(4,574,775	)		—			(2,012,534	)		—			(27,743	)
	—			—			—			—			—			—			—			—

	—			(11,427,406	)		—			(20,173,151	)		—			(19,934,946	)		—			(3,018,544	)


	—			(54,644,064	)		—			—			—			—			—			(170,188,177	)
	—			(10,078,753	)		—			—			—			—			—			(9,620,889	)
	—			—			—			—			—			—			—			—

	—			(64,722,817	)		—			—			—			—			—			(179,809,066	)

	—			(76,150,223	)		—			(20,173,151	)		—			(19,934,946	)		—			(182,827,610	)


	28,496,618			39,480,807			9,609,993			30,368,396			78,150,023			118,384,245			138,931,029			147,356,841
	—			76,150,223			—			20,173,151			—			19,934,946			—			182,827,610
	(31,394,112	)		(136,380,062	)		(34,288,778	)		(80,415,801	)		(94,653,989	)		(215,191,291	)		(145,080,567	)		(280,412,628	)

	(2,897,494	)		(20,749,032	)		(24,678,785	)		(29,874,254	)		(16,503,966	)		(76,872,100	)		(6,149,538	)		49,771,823

	60,355,522			(132,784,195	)		(11,031,933	)		(6,541,116	)		162,276,875			(83,682,746	)		212,963,848			62,486,007


	290,643,078			423,427,273			321,784,994			328,326,110			1,234,105,192			1,317,787,938			1,814,596,258			1,752,110,251

$	350,998,600		$	290,643,078		$	310,753,061		$	321,784,994		$	1,396,382,067		$	1,234,105,192		$	2,027,560,106		$	1,814,596,258

$	(161,845	)	$	(207,735	)	$	26,604,266		$	18,064,801		$	38,244,208		$	20,907,509		$	419,376		$	20,852

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


		183

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


	Hartford MidCap Value HLS Fund
	For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016
Operations:
Net investment income (loss)	$	762,307		$	1,996,770
Net realized gain (loss) on investments and foreign currency transactions		11,003,520			25,084,498
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions		1,722,928			16,075,619

Net Increase (Decrease) in Net Assets Resulting from Operations		13,488,755			43,156,887

Distributions to Shareholders:
From net investment income
Class IA		—			(1,470,383	)
Class IB		—			(198,851	)

Total from net investment income		—			(1,669,234	)

From net realized gain on investments
Class IA		—			(37,432,863	)
Class IB		—			(11,765,923	)

Total from net realized gain on investments		—			(49,198,786	)

Total distributions		—			(50,868,020	)

Capital Share Transactions:
Sold		5,281,582			6,844,502
Issued on reinvestment of distributions		—			50,868,020
Redeemed		(31,408,895	)		(53,319,463	)

Net increase (decrease) from capital share transactions		(26,127,313	)		4,393,059

Net Increase (Decrease) in Net Assets		(12,638,558	)		(3,318,074	)

Net Assets:
Beginning of period		379,576,036			382,894,110

End of period	$	366,937,478		$	379,576,036

Undistributed (distributions in excess of) net investment income	$	2,724,813		$	1,962,506

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


		184

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


Hartford Small Cap Growth HLS Fund						Hartford Small Company HLS Fund						Hartford Small/Mid Cap Equity HLS Fund						Hartford Stock HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016

$	(184,631	)	$	1,334,994		$	(1,238,761	)	$	(1,080,338	)	$	594,898		$	1,102,714		$	13,702,248		$	25,417,540
	54,463,311			(13,449,629	)		80,299,437			(87,580,547	)		3,701,451			2,737,265			50,545,612			123,117,444
	63,181,254			143,613,864			19,601,772			85,596,013			(1,177,071	)		9,923,513			66,116,394			(42,576,110	)

	117,459,934			131,499,229			98,662,448			(3,064,872	)		3,119,278			13,763,492			130,364,254			105,958,874



	—			(1,321,239	)		—			—			—			(1,054,630	)		—			(24,394,377	)
	—			—			—			—			—			(154,757	)		—			(2,241,103	)

	—			(1,321,239	)		—			—			—			(1,209,387	)		—			(26,635,480	)


	—			(40,160,906	)		—			(87,123,722	)		—			(4,735,022	)		—			—
	—			(9,586,481	)		—			(9,078,306	)		—			(928,660	)		—			—

	—			(49,747,387	)		—			(96,202,028	)		—			(5,663,682	)		—			—

	—			(51,068,626	)		—			(96,202,028	)		—			(6,873,069	)		—			(26,635,480	)


	130,629,314			187,804,800			20,710,078			83,849,278			3,337,283			13,915,582			4,002,740			17,279,764
	—			45,817,119			—			96,202,028			—			6,873,069			—			26,635,480
	(136,758,983	)		(238,282,637	)		(391,484,508	)		(389,910,318	)		(15,927,039	)		(18,682,136	)		(106,589,532	)		(214,128,274	)

	(6,129,669	)		(4,660,718	)		(370,774,430	)		(209,859,012	)		(12,589,756	)		2,106,515			(102,586,792	)		(170,213,030	)

	111,330,265			75,769,885			(272,111,982	)		(309,125,912	)		(9,470,478	)		8,996,938			27,777,462			(90,889,636	)


	1,199,132,307			1,123,362,422			907,152,414			1,216,278,326			104,876,828			95,879,890			1,452,943,287			1,543,832,923

$	1,310,462,572		$	1,199,132,307		$	635,040,432		$	907,152,414		$	95,406,350		$	104,876,828		$	1,480,720,749		$	1,452,943,287

$	913,151		$	1,097,782		$	(1,238,761	)	$	—		$	1,697,606		$	1,102,708		$	14,427,177		$	724,929

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


		185

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


	Hartford Total Return Bond HLS Fund
	For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016
Operations:
Net investment income (loss)	$	37,420,943		$	82,471,555
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		26,970,612			(32,141,795	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		17,267,043			67,926,043

Net Increase (Decrease) in Net Assets Resulting from Operations		81,658,598			118,255,803

Distributions to Shareholders:
From net investment income
Class IA		—			(59,076,184	)
Class IB		—			(6,394,079	)

Total from net investment income		—			(65,470,263	)

From net realized gain on investments
Class IA		—			(8,917,940	)
Class IB		—			(1,089,963	)

Total from net realized gain on investments		—			(10,007,903	)

Total distributions		—			(75,478,166	)

Capital Share Transactions:
Sold		65,531,030			108,664,980
Issued on reinvestment of distributions		—			75,478,166
Redeemed		(212,542,147	)		(463,514,702	)

Net (decrease) from capital share transactions		(147,011,117	)		(279,371,556	)

Net Increase (Decrease) in Net Assets		(65,352,519	)		(236,593,919	)

Net Assets:
Beginning of period		2,506,692,358			2,743,286,277

End of period	$	2,441,339,839		$	2,506,692,358

Undistributed (distributions in excess of) net investment income	$	106,768,081		$	69,347,138

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


		186

Hartford HLS Funds

Statements of Changes in Net Assets – (continued)


Hartford Ultrashort Bond HLS Fund						Hartford U.S. Government Securities HLS Fund						Hartford Value HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016			For the Six-Month Period Ended June 30, 2017 (Unaudited)			For the Year Ended December 31, 2016

$	2,491,628		$	3,758,059		$	3,689,297		$	8,073,460		$	4,592,378		$	9,222,617
	55,089			133,001			(1,961,576	)		6,902,934			21,512,207			35,938,666
	424,657			1,981,446			4,300,235			(6,553,709	)		4,462,667			20,356,805

	2,971,374			5,872,506			6,027,956			8,422,685			30,567,252			65,518,088



	—			(2,551,645	)		—			(7,582,207	)		—			(7,538,457	)
	—			(120,504	)		—			(1,447,270	)		—			(1,123,156	)

	—			(2,672,149	)		—			(9,029,477	)		—			(8,661,613	)


	—			—			—			—			—			(55,148,630	)
	—			—			—			—			—			(9,603,547	)

	—			—			—			—			—			(64,752,177	)

	—			(2,672,149	)		—			(9,029,477	)		—			(73,413,790	)


	22,929,637			50,997,507			13,089,027			51,813,891			7,448,842			14,794,864
	—			2,672,149			—			9,029,477			—			73,413,790
	(79,797,056	)		(153,178,306	)		(44,410,791	)		(114,156,260	)		(43,514,742	)		(91,871,378	)

	(56,867,419	)		(99,508,650	)		(31,321,764	)		(53,312,892	)		(36,065,900	)		(3,662,724	)

	(53,896,045	)		(96,308,293	)		(25,293,808	)		(53,919,684	)		(5,498,648	)		(11,558,426	)


	611,749,297			708,057,590			448,228,127			502,147,811			524,206,673			535,765,099

$	557,853,252		$	611,749,297		$	422,934,319		$	448,228,127		$	518,708,025		$	524,206,673

$	6,707,986		$	4,216,358		$	12,601,348		$	8,912,051		$	5,471,865		$	879,487

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


		187

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, 2017 (Unaudited)
IA	$	27.46	$	0.29	$	1.54		$	1.83		$	—		$	—		$	—		$	29.29		6.66	%⁽⁴⁾	$	2,042,465		0.66	%⁽⁵⁾		0.63	%⁽⁵⁾		2.06	%⁽⁵⁾		15	%
IB		27.86		0.26		1.55			1.81			—			—			—			29.67		6.50	⁽⁴⁾		272,029		0.91	⁽⁵⁾		0.88	⁽⁵⁾		1.81	⁽⁵⁾		15

For the Year Ended December 31, 2016
IA	$	26.62	$	0.56	$	1.05		$	1.61		$	(0.77	)	$	—		$	(0.77	)	$	27.46		6.04	%	$	2,043,556		0.66	%		0.64	%		2.05	%		25	%
IB		26.99		0.50		1.07			1.57			(0.70	)		—			(0.70	)		27.86		5.79			275,925		0.91			0.89			1.80			25

For the Year Ended December 31, 2015
IA	$	27.09	$	0.51	$	(0.46	)	$	0.05		$	(0.52	)	$	—		$	(0.52	)	$	26.62		0.18	%	$	2,210,938		0.65	%		0.63	%		1.87	%		18	%
IB		27.45		0.45		(0.47	)		(0.02	)		(0.44	)		—			(0.44	)		26.99		(0.07	)		300,945		0.90			0.88			1.62			18

For the Year Ended December 31, 2014
IA	$	25.11	$	0.45	$	2.01		$	2.46		$	(0.48	)	$	—		$	(0.48	)	$	27.09		9.79	%	$	2,561,814		0.65	%		0.65	%		1.73	%		29	%
IB		25.44		0.39		2.03			2.42			(0.41	)		—			(0.41	)		27.45		9.51			362,210		0.90			0.90			1.49			29

For the Year Ended December 31, 2013
IA	$	21.03	$	0.41	$	4.04		$	4.45		$	(0.37	)	$	—		$	(0.37	)	$	25.11		21.19	%	$	2,782,698		0.65	%		0.65	%		1.75	%		31	%
IB		21.30		0.35		4.10			4.45			(0.31	)		—			(0.31	)		25.44		20.88			399,681		0.90			0.90			1.50			31

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	19.34	$	0.47	$	1.85		$	2.32		$	(0.63	)	$	—		$	(0.63	)	$	21.03		12.02	%	$	2,754,114		0.65	%		0.65	%		1.98	%		28	%
IB		19.58		0.43		1.86			2.29			(0.57	)		—			(0.57	)		21.30		11.74			406,156		0.90			0.90			1.73			28

Hartford Capital Appreciation HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	42.05	$	0.24	$	4.94		$	5.18		$	—		$	—		$	—		$	47.23		12.32	%⁽⁴⁾	$	4,582,446		0.68	%⁽⁵⁾		0.67	%⁽⁵⁾		1.06	%⁽⁵⁾		34	%
IB		41.50		0.18		4.88			5.06			—			—			—			46.56		12.19	⁽⁴⁾		570,491		0.93	⁽⁵⁾		0.92	⁽⁵⁾		0.81	⁽⁵⁾		34
IC		41.76		0.13		4.90			5.03			—			—			—			46.79		12.05	⁽⁴⁾		25,804		1.18	⁽⁵⁾		1.17	⁽⁵⁾		0.57	⁽⁵⁾		34

For the Year Ended December 31, 2016
IA	$	44.44	$	0.41	$	1.94		$	2.35		$	(0.47	)	$	(4.27	)	$	(4.74	)	$	42.05		5.52	%	$	4,555,454		0.68	%		0.68	%		0.97	%		103	%
IB		43.93		0.30		1.90			2.20			(0.36	)		(4.27	)		(4.63	)		41.50		5.24			558,022		0.93			0.93			0.72			103
IC		44.21		0.19		1.92			2.11			(0.29	)		(4.27	)		(4.56	)		41.76		4.99			21,579		1.18			1.18			0.46			103

For the Year Ended December 31, 2015
IA	$	54.71	$	0.43	$	0.38		$	0.81		$	(0.43	)	$	(10.65	)	$	(11.08	)	$	44.44		1.02	%	$	5,701,269		0.67	%		0.67	%		0.84	%		75	%
IB		54.20		0.30		0.39			0.69			(0.31	)		(10.65	)		(10.96	)		43.93		0.79			641,548		0.92			0.92			0.59			75
IC		54.59		0.17		0.39			0.56			(0.29	)		(10.65	)		(10.94	)		44.21		0.53			16,215		1.17			1.17			0.34			75

For the Year Ended December 31, 2014
IA	$	59.65	$	0.56	$	3.81		$	4.37		$	(0.50	)	$	(8.81	)	$	(9.31	)	$	54.71		7.31	%	$	6,470,599		0.66	%		0.66	%		0.96	%		89	%
IB		59.18		0.42		3.77			4.19			(0.36	)		(8.81	)		(9.17	)		54.20		7.04			764,541		0.91			0.91			0.72			89
IC		60.21		0.09		3.53			3.62			(0.43	)		(8.81	)		(9.24	)		54.59		5.97	⁽⁴⁾		3,453		1.16	⁽⁵⁾		1.16	⁽⁵⁾		0.23	⁽⁵⁾		89

For the Year Ended December 31, 2013
IA	$	43.37	$	0.45	$	16.49		$	16.94		$	(0.51	)	$	(0.15	)	$	(0.66	)	$	59.65		39.08	%	$	7,029,201		0.67	%		0.67	%		0.88	%		86	%
IB		43.05		0.32		16.33			16.65			(0.37	)		(0.15	)		(0.52	)		59.18		38.72			969,611		0.92			0.92			0.63			86

For the Year Ended December 31, 2012
IA	$	37.20	$	0.57	$	6.24		$	6.81		$	(0.64	)	$	—		$	(0.64	)	$	43.37		18.34	%	$	7,750,924		0.67	%		0.67	%		1.24	%		142	%
IB		36.90		0.52		6.14			6.66			(0.51	)		—			(0.51	)		43.05		18.04			874,386		0.92			0.92			0.99			142

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


		188

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, 2017 (Unaudited)
IA	$	14.30	$	0.07	$	1.38		$	1.45		$	—		$	—		$	—		$	15.75		10.14	%⁽⁴⁾	$	593,695		0.78	%⁽⁵⁾		0.78	%⁽⁵⁾		0.93	%⁽⁵⁾		18	%
IB		14.17		0.05		1.37			1.42			—			—			—			15.59		10.02	⁽⁴⁾		82,264		1.03	⁽⁵⁾		1.03	⁽⁵⁾		0.69	⁽⁵⁾		18

For the Year Ended December 31, 2016
IA	$	15.58	$	0.11	$	0.77		$	0.88		$	(0.13	)	$	(2.03	)	$	(2.16	)	$	14.30		5.76	%	$	587,089		0.79	%		0.79	%		0.76	%		33	%
IB		15.46		0.08		0.75			0.83			(0.09	)		(2.03	)		(2.12	)		14.17		5.49			81,304		1.04			1.04			0.51			33

For the Year Ended December 31, 2015
IA	$	20.99	$	0.14	$	1.41		$	1.55		$	(0.13	)	$	(6.83	)	$	(6.96	)	$	15.58		6.83	%	$	648,747		0.76	%		0.76	%		0.76	%		29	%
IB		20.88		0.10		1.40			1.50			(0.09	)		(6.83	)		(6.92	)		15.46		6.59			91,844		1.01			1.01			0.51			29

For the Year Ended December 31, 2014
IA	$	18.36	$	0.14	$	2.83		$	2.97		$	(0.14	)	$	(0.20	)	$	(0.34	)	$	20.99		16.18	%	$	734,110		0.75	%		0.75	%		0.73	%		63	%
IB		18.27		0.09		2.81			2.90			(0.09	)		(0.20	)		(0.29	)		20.88		15.87			107,577		1.00			1.00			0.47			63

For the Year Ended December 31, 2013
IA	$	13.64	$	0.17	$	4.72		$	4.89		$	(0.17	)	$	—		$	(0.17	)	$	18.36		35.82	%	$	811,099		0.76	%		0.76	%		1.07	%		23	%
IB		13.58		0.13		4.68			4.81			(0.12	)		—			(0.12	)		18.27		35.47			118,598		1.01			1.01			0.82			23

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	11.78	$	0.22	$	1.86		$	2.08		$	(0.22	)	$	—		$	(0.22	)	$	13.64		17.62	%	$	798,148		0.75	%		0.75	%		1.45	%		34	%
IB		11.73		0.18		1.85			2.03			(0.18	)		—			(0.18	)		13.58		17.33			116,113		1.00			1.00			1.20			34

Hartford Dividend and Growth HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	22.10	$	0.22	$	1.31		$	1.53		$	—		$	—		$	—		$	23.63		6.92	%⁽⁴⁾	$	3,055,495		0.68	%⁽⁵⁾		0.68	%⁽⁵⁾		1.90	%⁽⁵⁾		14	%
IB		22.01		0.19		1.31			1.50			—			—			—			23.51		6.82	⁽⁴⁾		428,359		0.93	⁽⁵⁾		0.93	⁽⁵⁾		1.65	⁽⁵⁾		14

For the Year Ended December 31, 2016
IA	$	22.09	$	0.43	$	2.67		$	3.10		$	(0.44	)	$	(2.65	)	$	(3.09	)	$	22.10		14.89	%	$	3,013,788		0.69	%		0.69	%		1.98	%		20	%
IB		22.02		0.38		2.65			3.03			(0.39	)		(2.65	)		(3.04	)		22.01		14.58			438,200		0.94			0.94			1.73			20

For the Year Ended December 31, 2015
IA	$	26.45	$	0.46	$	(0.70	)	$	(0.24	)	$	(0.43	)	$	(3.69	)	$	(4.12	)	$	22.09		(1.16	)%	$	2,991,811		0.67	%		0.67	%		1.84	%		20	%
IB		26.38		0.40		(0.70	)		(0.30	)		(0.37	)		(3.69	)		(4.06	)		22.02		(1.41	)		449,693		0.92			0.92			1.59			20

For the Year Ended December 31, 2014
IA	$	27.05	$	0.49	$	2.92		$	3.41		$	(0.49	)	$	(3.52	)	$	(4.01	)	$	26.45		12.96	%	$	3,502,492		0.67	%		0.67	%		1.78	%		19	%
IB		26.99		0.42		2.91			3.33			(0.42	)		(3.52	)		(3.94	)		26.38		12.68			546,006		0.92			0.92			1.53			19

For the Year Ended December 31, 2013
IA	$	21.46	$	0.46	$	6.33		$	6.79		$	(0.51	)	$	(0.69	)	$	(1.20	)	$	27.05		31.92	%	$	3,760,183		0.67	%		0.67	%		1.88	%		25	%
IB		21.42		0.40		6.31			6.71			(0.45	)		(0.69	)		(1.14	)		26.99		31.58			621,751		0.92			0.92			1.62			25

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	19.34	$	0.49	$	2.13		$	2.62		$	(0.50	)	$	—		$	(0.50	)	$	21.46		13.59	%	$	3,658,076		0.67	%		0.67	%		2.13	%		20	%
IB		19.30		0.45		2.11			2.56			(0.44	)		—			(0.44	)		21.42		13.31			589,194		0.92			0.92			1.88			20

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


		189

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
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	22.14	$	0.09		$	3.93		$	4.02		$	—		$	—		$	—		$	26.16		18.16	%⁽⁴⁾	$	398,289		0.81	%⁽⁵⁾		0.81	%⁽⁵⁾		0.77	%⁽⁵⁾		30	%
IB		21.95		0.06			3.89			3.95			—			—			—			25.90		18.00	⁽⁴⁾		80,233		1.06	⁽⁵⁾		1.06	⁽⁵⁾		0.52	⁽⁵⁾		30

For the Year Ended December 31, 2016
IA	$	24.39	$	0.13		$	0.40		$	0.53		$	(0.17	)	$	(2.61	)	$	(2.78	)	$	22.14		1.95	%	$	347,375		0.82	%		0.82	%		0.55	%		65	%
IB		24.19		0.07			0.39			0.46			(0.09	)		(2.61	)		(2.70	)		21.95		1.71			72,531		1.07			1.07			0.30			65

For the Year Ended December 31, 2015
IA	$	23.74	$	0.15		$	1.77		$	1.92		$	(0.13	)	$	(1.14	)	$	(1.27	)	$	24.39		8.04	%	$	392,302		0.81	%		0.81	%		0.62	%		67	%
IB		23.56		0.09			1.75			1.84			(0.07	)		(1.14	)		(1.21	)		24.19		7.76			86,759		1.06			1.06			0.38			67

For the Year Ended December 31, 2014
IA	$	22.33	$	0.13		$	1.39		$	1.52		$	(0.11	)	$	—		$	(0.11	)	$	23.74		6.79	%	$	388,542		0.81	%		0.81	%		0.57	%		82	%⁽⁸⁾
IB		22.16		0.07			1.39			1.46			(0.06	)		—			(0.06	)		23.56		6.58			92,979		1.06			1.06			0.30			82	⁽⁸⁾

For the Year Ended December 31, 2013
IA	$	16.50	$	0.11		$	5.86		$	5.97		$	(0.14	)	$	—		$	(0.14	)	$	22.33		36.30	%	$	360,086		0.82	%		0.82	%		0.56	%		71	%
IB		16.38		0.06			5.81			5.87			(0.09	)		—			(0.09	)		22.16		35.90			79,823		1.07			1.07			0.32			71

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	13.45	$	0.14		$	3.00		$	3.14		$	(0.09	)	$	—		$	(0.09	)	$	16.50		23.41	%	$	321,371		0.82	%		0.82	%		0.73	%		108	%
IB		13.34		0.09			2.99			3.08			(0.04	)		—			(0.04	)		16.38		23.10			77,224		1.07			1.07			0.47			108

Hartford Growth Opportunities HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	29.83	$	(0.01	)	$	5.17		$	5.16		$	—		$	—		$	—		$	34.99		17.30	%⁽⁴⁾	$	1,273,519		0.66	%⁽⁵⁾		0.66	%⁽⁵⁾		(0.06	)%⁽⁵⁾		50	%
IB		28.74		(0.05	)		4.99			4.94			—			—			—			33.68		17.19	⁽⁴⁾		142,996		0.91	⁽⁵⁾		0.91	⁽⁵⁾		(0.31	)⁽⁵⁾		50
IC		29.43		(0.09	)		5.10			5.01			—			—			—			34.44		17.02	⁽⁴⁾		30,946		1.16	⁽⁵⁾		1.16	⁽⁵⁾		(0.56	)⁽⁵⁾		50

For the Year Ended December 31, 2016
IA	$	34.86	$	(0.04	)	$	0.06	⁽⁹⁾	$	0.02		$	(0.15	)	$	(4.90	)	$	(5.05	)	$	29.83		(0.49	)%	$	1,145,176		0.65	%		0.65	%		(0.11	)%		138	%
IB		33.76		(0.11	)		0.04	⁽⁹⁾		(0.07	)		(0.05	)		(4.90	)		(4.95	)		28.74		(0.77	)		132,149		0.90			0.90			(0.35	)		138
IC		34.57		(0.19	)		0.04	⁽⁹⁾		(0.15	)		(0.09	)		(4.90	)		(4.99	)		29.43		(1.01	)		25,550		1.15			1.15			(0.61	)		138

For the Year Ended December 31, 2015
IA	$	38.88	$	0.02		$	4.66		$	4.68		$	(0.05	)	$	(8.65	)	$	(8.70	)	$	34.86		11.74	%	$	1,197,187		0.65	%		0.65	%		0.05	%		109	%
IB		37.93		(0.08	)		4.56			4.48			—			(8.65	)		(8.65	)		33.76		11.47			158,304		0.90			0.90			(0.20	)		109
IC		38.75		(0.18	)		4.65			4.47			—			(8.65	)		(8.65	)		34.57		11.18			20,495		1.16			1.16			(0.48	)		109

For the Year Ended December 31, 2014
IA	$	40.58	$	0.06		$	5.31		$	5.37		$	(0.07	)	$	(7.00	)	$	(7.07	)	$	38.88		14.14	%	$	1,203,366		0.64	%		0.64	%		0.16	%		145	%⁽¹⁰⁾
IB		39.79		(0.04	)		5.18			5.14			—			(7.00	)		(7.00	)		37.93		13.82			160,040		0.89			0.89			(0.11	)		145	⁽¹⁰⁾
IC⁽⁷⁾		40.23		(0.10	)		5.69			5.59			(0.07	)		(7.00	)		(7.07	)		38.75		14.79	⁽⁴⁾		1,717		1.14	⁽⁵⁾		1.14	⁽⁵⁾		(0.37	)⁽⁵⁾		145	⁽¹⁰⁾

For the Year Ended December 31, 2013
IA	$	29.90	$	0.07		$	10.61		$	10.68		$	—		$	—		$	—		$	40.58		35.74	%	$	1,097,380		0.65	%		0.65	%		0.21	%		119	%
IB		29.38		(0.01	)		10.42			10.41			—			—			—			39.79		35.42			111,230		0.90			0.90			(0.04	)		119

For the Year Ended December 31, 2012
IA	$	23.57	$	0.03		$	6.30		$	6.33		$	—		$	—		$	—		$	29.90		26.86	%	$	951,372		0.65	%		0.65	%		0.11	%		105	%
IB		23.22		(0.05	)		6.21			6.16			—			—			—			29.38		26.54			108,506		0.90			0.90			(0.15	)		105

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


		190

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
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	21.46	$	0.01		$	4.74		$	4.75		$	—		$	—		$	—		$	26.21		22.13	%⁽⁴⁾	$	301,516		0.89	%⁽⁵⁾		0.89	%⁽⁵⁾		0.06	%⁽⁵⁾		10	%
IB		20.60		(0.02	)		4.54			4.52			—			—			—			25.12		21.94	⁽⁴⁾		49,482		1.14	⁽⁵⁾		1.14	⁽⁵⁾		(0.18	)⁽⁵⁾		10

For the Year Ended December 31, 2016
IA	$	30.32	$	0.01		$	(2.37	)	$	(2.36	)	$	(0.99	)	$	(5.51	)	$	(6.50	)	$	21.46		(8.39	)%	$	246,494		0.89	%		0.89	%		0.05	%		36	%
IB		29.36		(0.05	)		(2.30	)		(2.35	)		(0.90	)		(5.51	)		(6.41	)		20.60		(8.64	)		44,149		1.14			1.14			(0.20	)		36

For the Year Ended December 31, 2015
IA	$	30.02	$	—		$	4.08		$	4.08		$	—		$	(3.78	)	$	(3.78	)	$	30.32		13.21	%	$	360,783		0.86	%		0.86	%		(0.01	)%		38	%
IB		29.23		(0.08	)		3.99			3.91			—			(3.78	)		(3.78	)		29.36		12.98			62,644		1.11			1.11			(0.26	)		38

For the Year Ended December 31, 2014
IA	$	25.67	$	0.01		$	6.75		$	6.76		$	(0.07	)	$	(2.34	)	$	(2.41	)	$	30.02		27.39	%	$	301,580		0.88	%		0.88	%		0.03	%		33	%
IB		25.07		(0.06	)		6.57			6.51			(0.01	)		(2.34	)		(2.35	)		29.23		27.00			60,413		1.13			1.13			(0.22	)		33

For the Year Ended December 31, 2013
IA	$	18.11	$	0.04		$	9.12		$	9.16		$	(0.12	)	$	(1.48	)	$	(1.60	)	$	25.67		51.84	%	$	243,719		0.89	%		0.89	%		0.19	%		33	%
IB		17.71		(0.01	)		8.92			8.91			(0.07	)		(1.48	)		(1.55	)		25.07		51.50			57,187		1.14			1.14			(0.06	)		33

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	15.07	$	0.13		$	2.98		$	3.11		$	(0.07	)	$	—		$	(0.07	)	$	18.11		20.62	%	$	149,801		0.91	%		0.91	%		0.69	%		46	%
IB		14.74		0.09			2.90			2.99			(0.02	)		—			(0.02	)		17.71		20.32			45,306		1.16			1.16			0.43			46

Hartford High Yield HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	8.11	$	0.23		$	0.13		$	0.36		$	—		$	—		$	—		$	8.47		4.44	%⁽⁴⁾	$	236,268		0.77	%⁽⁵⁾		0.77	%⁽⁵⁾		5.47	%⁽⁵⁾		22	%
IB		7.98		0.21			0.13			0.34			—			—			—			8.32		4.26	⁽⁴⁾		74,485		1.02	⁽⁵⁾		1.02	⁽⁵⁾		5.22	⁽⁵⁾		22

For the Year Ended December 31, 2016
IA	$	7.55	$	0.44		$	0.62		$	1.06		$	(0.50	)	$	—		$	(0.50	)	$	8.11		14.25	%	$	244,212		0.79	%		0.79	%		5.52	%		41	%
IB		7.43		0.41			0.62			1.03			(0.48	)		—			(0.48	)		7.98		13.99			77,573		1.04			1.04			5.27			41

For the Year Ended December 31, 2015
IA	$	8.45	$	0.45		$	(0.79	)	$	(0.34	)	$	(0.56	)	$	—		$	(0.56	)	$	7.55		(4.30	)%	$	251,313		0.76	%		0.76	%		5.40	%		34	%
IB		8.32		0.42			(0.77	)		(0.35	)		(0.54	)		—			(0.54	)		7.43		(4.56	)		77,013		1.01			1.01			5.15			34

For the Year Ended December 31, 2014
IA	$	8.90	$	0.47		$	(0.22	)	$	0.25		$	(0.70	)	$	—		$	(0.70	)	$	8.45		2.58	%	$	321,650		0.75	%		0.75	%		5.28	%		39	%
IB		8.77		0.44			(0.22	)		0.22			(0.67	)		—			(0.67	)		8.32		2.31			105,579		1.00			1.00			5.02			39

For the Year Ended December 31, 2013
IA	$	9.09	$	0.54		$	0.01		$	0.55		$	(0.74	)	$	—		$	(0.74	)	$	8.90		6.43	%	$	389,340		0.75	%		0.75	%		5.90	%		46	%
IB		8.96		0.50			0.03			0.53			(0.72	)		—			(0.72	)		8.77		6.17			125,701		1.00			1.00			5.64			46

For the Year Ended December 31, 2012
IA	$	8.70	$	0.58		$	0.63		$	1.21		$	(0.82	)	$	—		$	(0.82	)	$	9.09		14.31	%	$	504,042		0.75	%		0.75	%		6.37	%		94	%
IB		8.59		0.55			0.62			1.17			(0.80	)		—			(0.80	)		8.96		14.03			149,050		1.00			1.00			6.12			94

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


		191

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
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	14.14	$	0.20		$	1.88		$	2.08		$	—		$	—		$	—		$	16.22		14.71	%⁽⁴⁾	$	1,238,954		0.74	%⁽⁵⁾		0.74	%⁽⁵⁾		2.70	%⁽⁵⁾		48	%
IB		14.31		0.19			1.90			2.09			—			—			—			16.40		14.61	⁽⁴⁾		157,428		0.99	⁽⁵⁾		0.99	⁽⁵⁾		2.43	⁽⁵⁾		48

For the Year Ended December 31, 2016
IA	$	14.19	$	0.24		$	(0.06	)	$	0.18		$	(0.23	)	$	—		$	(0.23	)	$	14.14		1.26	%	$	1,086,762		0.76	%		0.76	%		1.74	%		95	%
IB		14.36		0.21			(0.07	)		0.14			(0.19	)		—			(0.19	)		14.31		0.94			147,343		1.01			1.01			1.50			95

For the Year Ended December 31, 2015
IA	$	14.13	$	0.22		$	0.06		$	0.28		$	(0.22	)	$	—		$	(0.22	)	$	14.19		1.88	%	$	1,146,250		0.74	%		0.74	%		1.47	%		68	%
IB		14.29		0.18			0.06			0.24			(0.17	)		—			(0.17	)		14.36		1.65			171,538		0.99			0.99			1.21			68

For the Year Ended December 31, 2014
IA	$	15.03	$	0.19		$	(0.75	)	$	(0.56	)	$	(0.34	)	$	—		$	(0.34	)	$	14.13		(3.87	)%	$	1,239,946		0.73	%		0.73	%		1.30	%		90	%
IB		15.20		0.15			(0.76	)		(0.61	)		(0.30	)		—			(0.30	)		14.29		(4.14	)		189,053		0.98			0.98			1.02			90

For the Year Ended December 31, 2013
IA	$	12.63	$	0.24		$	2.45		$	2.69		$	(0.29	)	$	—		$	(0.29	)	$	15.03		21.55	%	$	1,454,018		0.74	%		0.74	%		1.76	%		100	%
IB		12.76		0.21			2.49			2.70			(0.26	)		—			(0.26	)		15.20		21.28			215,447		0.99			0.99			1.55			100

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	10.72	$	0.26		$	1.88		$	2.14		$	(0.23	)	$	—		$	(0.23	)	$	12.63		20.20	%	$	1,303,209		0.74	%		0.74	%		1.88	%		95	%
IB		10.82		0.25			1.88			2.13			(0.19	)		—			(0.19	)		12.76		19.89			220,699		0.99			0.99			1.64			95

Hartford MidCap HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	33.83	$	0.01		$	4.07		$	4.08		$	—		$	—		$	—		$	37.91		12.06	%⁽⁴⁾	$	1,926,128		0.70	%⁽⁵⁾		0.70	%⁽⁵⁾		0.05	%⁽⁵⁾		18	%
IB		33.17		(0.03	)		3.99			3.96			—			—			—			37.13		11.94	⁽⁴⁾		101,432		0.95	⁽⁵⁾		0.95	⁽⁵⁾		(0.20	)⁽⁵⁾		18

For the Year Ended December 31, 2016
IA	$	33.66	$	0.05		$	3.80		$	3.85		$	(0.06	)	$	(3.62	)	$	(3.68	)	$	33.83		11.98	%	$	1,721,029		0.71	%		0.71	%		0.16	%		32	%
IB		33.11		(0.03	)		3.72			3.69			(0.01	)		(3.62	)		(3.63	)		33.17		11.69			93,567		0.96			0.96			(0.09	)		32

For the Year Ended December 31, 2015
IA	$	37.28	$	0.03		$	0.83		$	0.86		$	(0.03	)	$	(4.45	)	$	(4.48	)	$	33.66		1.60	%	$	1,647,715		0.70	%		0.70	%		0.08	%		38	%
IB		36.83		(0.06	)		0.82			0.76			(0.03	)		(4.45	)		(4.48	)		33.11		1.34			104,395		0.95			0.95			(0.16	)		38

For the Year Ended December 31, 2014
IA	$	37.87	$	0.04		$	4.22		$	4.26		$	(0.04	)	$	(4.81	)	$	(4.85	)	$	37.28		11.37	%	$	1,669,393		0.70	%		0.70	%		0.10	%		42	%
IB		37.52		(0.06	)		4.18			4.12			—			(4.81	)		(4.81	)		36.83		11.09			83,562		0.95			0.95			(0.15	)		42

For the Year Ended December 31, 2013
IA	$	28.16	$	0.07		$	11.02		$	11.09		$	(0.04	)	$	(1.34	)	$	(1.38	)	$	37.87		39.82	%	$	1,483,626		0.71	%		0.71	%		0.21	%		34	%
IB		27.95		(0.02	)		10.94			10.92			(0.01	)		(1.34	)		(1.35	)		37.52		39.46			82,483		0.96			0.96			(0.05	)		34

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	23.77	$	0.24		$	4.38		$	4.62		$	(0.23	)	$	—		$	(0.23	)	$	28.16		19.44	%	$	1,325,221		0.71	%		0.71	%		0.84	%		51	%
IB		23.59		0.17			4.35			4.52			(0.16	)		—			(0.16	)		27.95		19.14			70,997		0.96			0.96			0.59			51

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


		192

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, 2017 (Unaudited)
IA	$	12.00	$	0.03		$	0.40		$	0.43		$	—		$	—		$	—		$	12.43		3.58	%⁽⁴⁾	$	281,144		0.86	%⁽⁵⁾		0.86	%⁽⁵⁾		0.46	%⁽⁵⁾		18	%
IB		11.91		0.01			0.41			0.42			—			—			—			12.33		3.53	⁽⁴⁾		85,793		1.11	⁽⁵⁾		1.11	⁽⁵⁾		0.21	⁽⁵⁾		18

For the Year Ended December 31, 2016
IA	$	12.33	$	0.07		$	1.40		$	1.47		$	(0.07	)	$	(1.73	)	$	(1.80	)	$	12.00		12.82	%	$	289,872		0.86	%		0.86	%		0.61	%		38	%
IB		12.24		0.04			1.39			1.43			(0.03	)		(1.73	)		(1.76	)		11.91		12.56			89,704		1.11			1.11			0.36			38

For the Year Ended December 31, 2015
IA	$	14.60	$	0.07		$	(0.15	)	$	(0.08	)	$	(0.09	)	$	(2.10	)	$	(2.19	)	$	12.33		(1.21	)%	$	291,174		0.84	%		0.84	%		0.49	%		29	%
IB		14.50		0.03			(0.15	)		(0.12	)		(0.04	)		(2.10	)		(2.14	)		12.24		(1.45	)		91,720		1.09			1.09			0.24			29

For the Year Ended December 31, 2014
IA	$	15.51	$	0.09		$	1.19		$	1.28		$	(0.11	)	$	(2.08	)	$	(2.19	)	$	14.60		8.22	%	$	345,084		0.84	%		0.84	%		0.60	%		31	%
IB		15.42		0.05			1.18			1.23			(0.07	)		(2.08	)		(2.15	)		14.50		7.91			110,819		1.09			1.09			0.35			31

For the Year Ended December 31, 2013
IA	$	11.65	$	0.08		$	3.95		$	4.03		$	(0.17	)	$	—		$	(0.17	)	$	15.51		34.71	%	$	377,272		0.84	%		0.84	%		0.56	%		49	%
IB		11.59		0.04			3.93			3.97			(0.14	)		—			(0.14	)		15.42		34.37			123,884		1.09			1.09			0.31			49

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	9.44	$	0.14		$	2.20		$	2.34		$	(0.13	)	$	—		$	(0.13	)	$	11.65		24.95	%	$	323,934		0.85	%		0.85	%		1.03	%		45	%
IB		9.38		0.10			2.21			2.31			(0.10	)		—			(0.10	)		11.59		24.64			112,996		1.10			1.10			0.79			45

Hartford Small Cap Growth HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	26.77	$	—		$	2.63		$	2.63		$	—		$	—		$	—		$	29.40		9.82	%⁽⁴⁾	$	1,075,348		0.65	%⁽⁵⁾		0.65	%⁽⁵⁾		0.02	%⁽⁵⁾		29	%
IB		26.12		(0.03	)		2.56			2.53			—			—			—			28.65		9.69	⁽⁴⁾		235,114		0.90	⁽⁵⁾		0.90	⁽⁵⁾		(0.24	)⁽⁵⁾		29

For the Year Ended December 31, 2016
IA	$	24.93	$	0.04		$	2.98		$	3.02		$	(0.04	)	$	(1.14	)	$	(1.18	)	$	26.77		12.37	%	$	972,576		0.65	%		0.65	%		0.17	%		51	%
IB		24.38		(0.02	)		2.90			2.88			—			(1.14	)		(1.14	)		26.12		12.08			226,557		0.90			0.90			(0.08	)		51

For the Year Ended December 31, 2015
IA	$	27.95	$	0.07		$	(0.02	)	$	0.05		$	(0.02	)	$	(3.05	)	$	(3.07	)	$	24.93		(0.55	)%	$	913,414		0.65	%		0.65	%		0.25	%		59	%
IB		27.44		(0.01	)		—			(0.01	)		—			(3.05	)		(3.05	)		24.38		(0.79	)		209,948		0.90			0.90			(0.03	)		59

For the Year Ended December 31, 2014
IA	$	32.60	$	0.06		$	1.48		$	1.54		$	(0.02	)	$	(6.17	)	$	(6.19	)	$	27.95		5.83	%	$	557,200		0.65	%		0.65	%		0.19	%		117	%
IB		32.17		(0.02	)		1.46			1.44			—			(6.17	)		(6.17	)		27.44		5.57			115,230		0.90			0.90			(0.06	)		117

For the Year Ended December 31, 2013
IA	$	25.44	$	0.05		$	10.92		$	10.97		$	(0.12	)	$	(3.69	)	$	(3.81	)	$	32.60		44.87	%	$	466,173		0.67	%		0.67	%		0.16	%		81	%
IB		25.14		(0.02	)		10.77			10.75			(0.03	)		(3.69	)		(3.72	)		32.17		44.50			123,966		0.92			0.92			(0.08	)		81

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	21.67	$	0.11		$	3.66		$	3.77		$	—		$	—		$	—		$	25.44		17.40	%	$	378,318		0.67	%		0.67	%		0.41	%		85	%
IB		21.47		0.04			3.63			3.67			—			—			—			25.14		17.10			134,404		0.92			0.92			0.16			85

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


		193

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
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	16.16	$	(0.03	)	$	2.09		$	2.06		$	—		$	—		$	—		$	18.22		12.75	%⁽⁴⁾	$	578,267		0.77	%⁽⁵⁾		0.77	%⁽⁵⁾		(0.29	)%⁽⁵⁾		57	%
IB		15.05		(0.04	)		1.94			1.90			—			—			—			16.95		12.62	⁽⁴⁾		56,773		1.02	⁽⁵⁾		1.02	⁽⁵⁾		(0.53	)⁽⁵⁾		57

For the Year Ended December 31, 2016
IA	$	17.52	$	(0.01	)	$	0.33	⁽⁹⁾	$	0.32		$	—		$	(1.68	)	$	(1.68	)	$	16.16		2.04	%	$	834,044		0.76	%		0.76	%		(0.08	)%		94	%
IB		16.47		(0.05	)		0.31	⁽⁹⁾		0.26			—			(1.68	)		(1.68	)		15.05		1.81			73,108		1.01			1.01			(0.34	)		94

For the Year Ended December 31, 2015
IA	$	23.33	$	(0.02	)	$	(1.43	)	$	(1.45	)	$	—		$	(4.36	)	$	(4.36	)	$	17.52		(8.21	)%	$	1,117,778		0.71	%		0.71	%		(0.11	)%		88	%
IB		22.24		(0.07	)		(1.34	)		(1.41	)		—			(4.36	)		(4.36	)		16.47		(8.45	)		98,501		0.96			0.96			(0.36	)		88

For the Year Ended December 31, 2014
IA	$	26.43	$	(0.09	)	$	1.78		$	1.69		$	—		$	(4.79	)	$	(4.79	)	$	23.33		7.07	%	$	1,279,533		0.71	%		0.71	%		(0.35	)%		90	%
IB		25.46		(0.15	)		1.72			1.57			—			(4.79	)		(4.79	)		22.24		6.85			123,799		0.96			0.96			(0.60	)		90

For the Year Ended December 31, 2013
IA	$	19.74	$	(0.07	)	$	8.60		$	8.53		$	(0.02	)	$	(1.82	)	$	(1.84	)	$	26.43		44.38	%	$	1,354,821		0.71	%		0.71	%		(0.29	)%		96	%
IB		19.06		(0.12	)		8.34			8.22			—			(1.82	)		(1.82	)		25.46		44.28			141,791		0.96			0.96			(0.54	)		96

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	17.07	$	0.03		$	2.64		$	2.67		$	—		$	—		$	—		$	19.74		15.64	%	$	1,126,350		0.72	%		0.72	%		0.16	%		110	%
IB		16.56		(0.03	)		2.53			2.50			—			—			—			19.06		15.10			117,133		0.97			0.97			(0.13	)		110

Hartford Small/Mid Cap Equity HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	8.03	$	0.05		$	0.20		$	0.25		$	—		$	—		$	—		$	8.28		3.11	%⁽⁴⁾	$	80,959		0.91	%⁽⁵⁾		0.91	%⁽⁵⁾		1.23	%⁽⁵⁾		42	%
IB		7.99		0.04			0.19			0.23			—			—			—			8.22		2.88	⁽⁴⁾		14,447		1.16	⁽⁵⁾		1.16	⁽⁵⁾		0.97	⁽⁵⁾		42

For the Year Ended December 31, 2016
IA	$	7.45	$	0.09		$	1.09		$	1.18		$	(0.11	)	$	(0.49	)	$	(0.60	)	$	8.03		16.48	%	$	87,752		0.92	%		0.92	%		1.25	%		96	%
IB		7.40		0.07			1.09			1.16			(0.08	)		(0.49	)		(0.57	)		7.99		16.33			17,125		1.17			1.17			1.01			96

For the Year Ended December 31, 2015
IA	$	9.47	$	0.12		$	(0.46	)	$	(0.34	)	$	(0.12	)	$	(1.56	)	$	(1.68	)	$	7.45		(4.73	)%	$	79,379		0.88	%		0.88	%		1.39	%		80	%
IB		9.41		0.10			(0.46	)		(0.36	)		(0.09	)		(1.56	)		(1.65	)		7.40		(4.97	)		16,501		1.13			1.13			1.12			80

For the Year Ended December 31, 2014
IA	$	11.29	$	0.13		$	0.43		$	0.56		$	(0.18	)	$	(2.20	)	$	(2.38	)	$	9.47		5.22	%	$	98,069		0.85	%		0.85	%		1.20	%		108	%
IB		11.22		0.10			0.44			0.54			(0.15	)		(2.20	)		(2.35	)		9.41		5.00			23,239		1.10			1.10			0.96			108

For the Year Ended December 31, 2013
IA	$	8.90	$	0.16		$	3.08		$	3.24		$	(0.14	)	$	(0.71	)	$	(0.85	)	$	11.29		37.51	%	$	117,395		0.85	%		0.85	%		1.58	%		128	%
IB		8.85		0.13			3.07			3.20			(0.12	)		(0.71	)		(0.83	)		11.22		37.08			26,362		1.10			1.10			1.32			128

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	8.93	$	0.15		$	1.21		$	1.36		$	(0.06	)	$	(1.33	)	$	(1.39	)	$	8.90		15.87	%	$	106,339		0.88	%		0.88	%		1.57	%		150	%
IB		8.88		0.13			1.20			1.33			(0.03	)		(1.33	)		(1.36	)		8.85		15.58			24,774		1.13			1.13			1.26			150

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


		194

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 Stock HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	67.55	$	0.67	$	5.57		$	6.24		$	—		$	—		$	—		$	73.79		9.24	%⁽⁴⁾	$	1,339,673		0.52	%⁽⁵⁾		0.52	%⁽⁵⁾		1.89	%⁽⁵⁾		4	%
IB		67.53		0.58		5.57			6.15			—			—			—			73.68		9.11	⁽⁴⁾		141,048		0.77	⁽⁵⁾		0.77	⁽⁵⁾		1.64	⁽⁵⁾		4

For the Year Ended December 31, 2016
IA	$	64.06	$	1.14	$	3.61		$	4.75		$	(1.26	)	$	—		$	(1.26	)	$	67.55		7.41	%	$	1,312,626		0.52	%		0.52	%		1.72	%		29	%
IB		64.03		0.97		3.61			4.58			(1.08	)		—			(1.08	)		67.53		7.14			140,317		0.77			0.77			1.47			29

For the Year Ended December 31, 2015
IA	$	63.49	$	1.19	$	0.56		$	1.75		$	(1.18	)	$	—		$	(1.18	)	$	64.06		2.74	%	$	1,388,110		0.51	%		0.51	%		1.86	%		23	%
IB		63.46		1.03		0.54			1.57			(1.00	)		—			(1.00	)		64.03		2.48			155,722		0.76			0.76			1.61			23

For the Year Ended December 31, 2014
IA	$	58.07	$	1.07	$	5.51		$	6.58		$	(1.16	)	$	—		$	(1.16	)	$	63.49		11.31	%	$	1,552,777		0.50	%		0.50	%		1.79	%		20	%
IB		58.04		0.92		5.50			6.42			(1.00	)		—			(1.00	)		63.46		11.04			182,112		0.75			0.75			1.54			20

For the Year Ended December 31, 2013
IA	$	44.73	$	0.99	$	13.41		$	14.40		$	(1.06	)	$	—		$	(1.06	)	$	58.07		32.25	%	$	1,667,278		0.51	%		0.51	%		1.89	%		27	%
IB		44.71		0.85		13.40			14.25			(0.92	)		—			(0.92	)		58.04		31.92			204,437		0.76			0.76			1.64			27

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	39.95	$	0.91	$	4.83		$	5.74		$	(0.96	)	$	—		$	(0.96	)	$	44.73		14.38	%	$	1,532,116		0.51	%		0.51	%		1.86	%		82	%
IB		39.92		0.82		4.81			5.63			(0.84	)		—			(0.84	)		44.71		14.10			200,153		0.76			0.76			1.61			82

Hartford Total Return Bond HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	11.09	$	0.17	$	0.20		$	0.37		$	—		$	—		$	—		$	11.46		3.34	%⁽⁴⁾	$	2,186,024		0.51	%⁽⁵⁾		0.51	%⁽⁵⁾		3.09	%⁽⁵⁾		48	%
IB		11.03		0.16		0.20			0.36			—			—			—			11.39		3.26	⁽⁴⁾		255,316		0.76	⁽⁵⁾		0.76	⁽⁵⁾		2.84	⁽⁵⁾		48

For the Year Ended December 31, 2016
IA	$	10.93	$	0.36	$	0.13		$	0.49		$	(0.29	)	$	(0.04	)	$	(0.33	)	$	11.09		4.49	%	$	2,244,505		0.52	%		0.52	%		3.16	%		36	%
IB		10.87		0.33		0.13			0.46			(0.26	)		(0.04	)		(0.30	)		11.03		4.22			262,187		0.77			0.77			2.91			36

For the Year Ended December 31, 2015
IA	$	11.63	$	0.33	$	(0.39	)	$	(0.06	)	$	(0.36	)	$	(0.28	)	$	(0.64	)	$	10.93		(0.59	)%	$	2,448,280		0.51	%		0.51	%		2.88	%		66	%
IB		11.56		0.30		(0.39	)		(0.09	)		(0.32	)		(0.28	)		(0.60	)		10.87		(0.81	)		295,006		0.76			0.76			2.63			66

For the Year Ended December 31, 2014
IA	$	11.35	$	0.33	$	0.34		$	0.67		$	(0.39	)	$	—		$	(0.39	)	$	11.63		5.89	%	$	2,879,633		0.50	%		0.50	%		2.85	%		84	%
IB		11.27		0.30		0.34			0.64			(0.35	)		—			(0.35	)		11.56		5.68			360,006		0.75			0.75			2.60			84

For the Year Ended December 31, 2013
IA	$	11.99	$	0.32	$	(0.49	)	$	(0.17	)	$	(0.47	)	$	—		$	(0.47	)	$	11.35		(1.36	)%	$	3,290,622		0.50	%		0.50	%		2.76	%		81	%
IB		11.91		0.29		(0.50	)		(0.21	)		(0.43	)		—			(0.43	)		11.27		(1.66	)		414,910		0.75			0.75			2.51			81

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	11.63	$	0.41	$	0.45		$	0.86		$	(0.50	)	$	—		$	(0.50	)	$	11.99		7.54	%	$	3,572,511		0.50	%		0.50	%		3.01	%		88	%
IB		11.55		0.40		0.43			0.83			(0.47	)		—			(0.47	)		11.91		7.27			566,274		0.75			0.75			2.76			88

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


		195

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 Ultrashort Bond HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	10.04	$	0.04		$	0.01		$	0.05		$	—		$	—	$	—		$	10.09		0.50	%⁽⁴⁾	$	485,189		0.45	%⁽⁵⁾		0.45	%⁽⁵⁾		0.90	%⁽⁵⁾		35	%
IB		10.02		0.03			0.01			0.04			—			—		—			10.06		0.40	⁽⁴⁾		72,664		0.70	⁽⁵⁾		0.70	⁽⁵⁾		0.65	⁽⁵⁾		35

For the Year Ended December 31, 2016
IA	$	9.99	$	0.06		$	0.04		$	0.10		$	(0.05	)	$	—	$	(0.05	)	$	10.04		0.97	%	$	533,091		0.45	%		0.45	%		0.61	%		51	%
IB		9.97		0.04			0.02			0.06			(0.01	)		—		(0.01	)		10.02		0.64			78,658		0.70			0.70			0.35			51

For the Year Ended December 31, 2015
IA	$	10.01	$	0.03		$	(0.02	)	$	0.01		$	(0.03	)	$	—	$	(0.03	)	$	9.99		0.13	%	$	611,087		0.43	%		0.43	%		0.33	%		35	%
IB		9.98		0.01			(0.02	)		(0.01	)		—			—		—			9.97		(0.09	)		96,970		0.68			0.68			0.08			35

For the Year Ended December 31, 2014
IA	$	10.00	$	0.02		$	(0.01	)	$	0.01		$	—		$	—	$	—		$	10.01		0.10	%	$	745,597		0.43	%		0.43	%		0.23	%		40	%
IB		9.99		—			(0.01	)		(0.01	)		—			—		—			9.98		(0.10	)		121,168		0.68			0.68			(0.02	)		40

For the Year Ended December 31, 2013^(6)(11)
IA	$	10.00	$	—		$	—		$	—		$	—		$	—	$	—		$	10.00		—	%	$	1,013,110		0.45	%		0.21	%		(0.02	)%		6	%⁽¹²⁾
IB		10.00		(0.01	)		—			(0.01	)		—			—		—			9.99		(0.10	)		163,058		0.49			0.25			(0.06	)		6	⁽¹²⁾

For the Year Ended December 31, 2012^(6)(11)
IA	$	10.00	$	—		$	—		$	—		$	—		$	—	$	—		$	10.00		—	%	$	1,603,657		0.42	%		0.18	%		—	%		—	%⁽¹³⁾
IB		10.00		—			—			—			—			—		—			10.00		—			272,464		0.42			0.18			—			—	⁽¹³⁾

Hartford U.S. Government Securities HLS Fund
For the Six-Month Period Ended June 30, 2017 (Unaudited)
IA	$	10.30	$	0.09		$	0.06		$	0.15		$	—		$	—	$	—		$	10.45		1.46	%⁽⁴⁾	$	348,040		0.51	%⁽⁵⁾		0.51	%⁽⁵⁾		1.75	%⁽⁵⁾		67	%
IB		10.28		0.08			0.06			0.14			—			—		—			10.42		1.36	⁽⁴⁾		74,894		0.76	⁽⁵⁾		0.76	⁽⁵⁾		1.50	⁽⁵⁾		67

For the Year Ended December 31, 2016
IA	$	10.34	$	0.18		$	(0.02	)⁽⁹⁾	$	0.16		$	(0.20	)	$	—	$	(0.20	)	$	10.30		1.54	%	$	368,740		0.51	%		0.51	%		1.67	%		81	%
IB		10.32		0.15			(0.02	)⁽⁹⁾		0.13			(0.17	)		—		(0.17	)		10.28		1.27			79,489		0.76			0.76			1.42			81

For the Year Ended December 31, 2015
IA	$	10.37	$	0.16		$	—		$	0.16		$	(0.19	)	$	—	$	(0.19	)	$	10.34		1.56	%	$	412,060		0.49	%		0.49	%		1.53	%		42	%
IB		10.34		0.13			0.01			0.14			(0.16	)		—		(0.16	)		10.32		1.35			90,088		0.74			0.74			1.28			42

For the Year Ended December 31, 2014
IA	$	10.32	$	0.15		$	0.14		$	0.29		$	(0.24	)	$	—	$	(0.24	)	$	10.37		2.81	%	$	468,967		0.48	%		0.48	%		1.40	%		37	%
IB		10.28		0.12			0.15			0.27			(0.21	)		—		(0.21	)		10.34		2.59			102,235		0.73			0.73			1.15			37

For the Year Ended December 31, 2013
IA	$	10.75	$	0.12		$	(0.30	)	$	(0.18	)	$	(0.25	)	$	—	$	(0.25	)	$	10.32		(1.68	)%	$	556,169		0.49	%		0.49	%		1.14	%		39	%
IB		10.71		0.09			(0.30	)		(0.21	)		(0.22	)		—		(0.22	)		10.28		(1.97	)		123,908		0.74			0.74			0.89			39

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	10.68	$	0.16		$	0.22		$	0.38		$	(0.31	)	$	—	$	(0.31	)	$	10.75		3.70	%	$	833,735		0.48	%		0.48	%		1.20	%		86	%
IB		10.63		0.13			0.23			0.36			(0.28	)		—		(0.28	)		10.71		3.44			173,937		0.73			0.73			0.95			86

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


		196

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, 2017 (Unaudited)
IA	$	15.27	$	0.14	$	0.78		$	0.92		$	—		$	—		$	—		$	16.19		6.02	%⁽⁴⁾	$	442,819		0.80	%⁽⁵⁾		0.80	%⁽⁵⁾		1.81	%⁽⁵⁾		7	%
IB		15.26		0.12		0.77			0.89			—			—			—			16.15		5.83	⁽⁴⁾		75,889		1.05	⁽⁵⁾		1.05	⁽⁵⁾		1.56	⁽⁵⁾		7

For the Year Ended December 31, 2016
IA	$	15.58	$	0.28	$	1.75		$	2.03		$	(0.26	)	$	(2.08	)	$	(2.34	)	$	15.27		13.69	%	$	446,411		0.80	%		0.80	%		1.83	%		15	%
IB		15.57		0.24		1.75			1.99			(0.22	)		(2.08	)		(2.30	)		15.26		13.46			77,796		1.05			1.05			1.58			15

For the Year Ended December 31, 2015
IA	$	16.89	$	0.26	$	(0.77	)	$	(0.51	)	$	(0.26	)	$	(0.54	)	$	(0.80	)	$	15.58		(3.08	)%	$	455,713		0.78	%		0.78	%		1.56	%		19	%
IB		16.88		0.22		(0.77	)		(0.55	)		(0.22	)		(0.54	)		(0.76	)		15.57		(3.35	)		80,052		1.03			1.03			1.30			19

For the Year Ended December 31, 2014
IA	$	15.39	$	0.24	$	1.51		$	1.75		$	(0.25	)	$	—		$	(0.25	)	$	16.89		11.37	%	$	523,661		0.77	%		0.77	%		1.51	%		14	%
IB		15.38		0.20		1.51			1.71			(0.21	)		—			(0.21	)		16.88		11.10			98,407		1.02			1.02			1.26			14

For the Year Ended December 31, 2013
IA	$	11.86	$	0.23	$	3.55		$	3.78		$	(0.25	)	$	—		$	(0.25	)	$	15.39		31.94	%	$	551,350		0.76	%		0.76	%		1.66	%		19	%
IB		11.85		0.20		3.54			3.74			(0.21	)		—			(0.21	)		15.38		31.65			109,081		1.01			1.01			1.41			19

For the Year Ended December 31, 2012⁽⁶⁾
IA	$	10.37	$	0.26	$	1.50		$	1.76		$	(0.27	)	$	—		$	(0.27	)	$	11.86		16.99	%	$	549,228		0.76	%		0.76	%		2.02	%		22	%
IB		10.36		0.23		1.50			1.73			(0.24	)		—			(0.24	)		11.85		16.69			103,438		1.01			1.01			1.77			22

⁽¹⁾	Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

⁽²⁾	The figures do not include sales charges or other fees which may be applied at the variable life insurance, variable annuity or qualified retirement plan product level. Any such additional sales charges or other fees would lower the Fund’s performance.

⁽³⁾	Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

⁽⁴⁾	Not annualized.

⁽⁵⁾	Annualized.

⁽⁶⁾	Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.

⁽⁷⁾	Commenced operations on April 30, 2014.

⁽⁸⁾

During the year ended December 31, 2014, the Fund incurred $61.8 million in sales associated with the transition of assets from Hartford Global Research HLS Fund, which merged into the Hartford Global Growth HLS Fund on June 23, 2014. These sales were excluded from the portfolio turnover rate calculation.

⁽⁹⁾	Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

⁽¹⁰⁾	During the year ended December 31, 2014, the Fund incurred $137.9 million in sales associated with the transition of assets from Hartford Growth HLS Fund, which merged into the Fund on June 23, 2014. These sales were excluded from the portfolio turnover rate calculation.

⁽¹¹⁾	Per share amounts have been restated to reflect a reverse stock split effective October 21, 2013. Please see Notes to Financial Statements.

⁽¹²⁾	Portfolio turnover shown is from October 21, 2013 (conversion date) through December 31, 2013.

⁽¹³⁾	The Fund was managed as a money market fund and portfolio turnover was not calculated.

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


		197

Hartford HLS Funds

Notes to Financial Statements

June 30, 2017 (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, 2017. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

Hartford Series Fund, Inc.:

Hartford Balanced HLS Fund (the “Balanced HLS Fund”)

Hartford Capital Appreciation HLS Fund (the “Capital Appreciation HLS Fund”)

Hartford Disciplined Equity HLS Fund (the “Disciplined Equity HLS Fund”)

Hartford Dividend and Growth HLS Fund (the “Dividend and Growth HLS Fund”)

Hartford Global Growth HLS Fund (the “Global Growth HLS Fund”)

Hartford Healthcare HLS Fund (the “Healthcare HLS Fund”)

Hartford High Yield HLS Fund (the “High Yield HLS Fund”)

Hartford International Opportunities HLS Fund (the “International Opportunities HLS Fund”)

Hartford MidCap HLS Fund (the “MidCap HLS Fund”)

Hartford MidCap Value HLS Fund (the “MidCap Value HLS Fund”)

Hartford Small Company HLS Fund (the “Small Company HLS Fund”)

Hartford Stock HLS Fund (the “Stock HLS Fund”)

Hartford Total Return Bond HLS Fund (the “Total Return Bond HLS Fund”)

Hartford Ultrashort Bond HLS Fund (the “Ultrashort Bond HLS Fund”)

Hartford Value HLS Fund (the “Value HLS Fund”)

Hartford HLS Series Fund II, Inc.:

Hartford Growth Opportunities HLS Fund (the “Growth Opportunities HLS Fund”)

Hartford Small Cap Growth HLS Fund (the “Small Cap Growth HLS Fund”)

Hartford Small/Mid Cap Equity HLS Fund (the “Small/Mid Cap Equity HLS Fund”)

Hartford U.S. Government Securities HLS Fund (the “U.S. Government Securities HLS Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund serves as an underlying investment option for certain variable annuity and variable life insurance separate accounts of Hartford Life Insurance Company (“HLIC”) and its affiliates and certain qualified pension or retirement plans. Each Fund may also serve as an underlying investment option for certain variable annuity and variable life separate accounts of other insurance companies. Owners of variable annuity contracts and policyholders of variable life insurance contracts may choose the Funds if permitted in the variable insurance contract prospectus. In addition, participants in certain qualified pension or retirement plans may choose the Funds if permitted by their plans.

Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund, except Balanced HLS Fund, Capital Appreciation HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS Fund, Growth Opportunities HLS Fund, International Opportunities HLS Fund, MidCap HLS Fund, Small/Mid Cap Equity HLS Fund and Stock HLS, is divided into Class IA and Class IB shares. Balanced HLS Fund, Capital Appreciation HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS Fund, Growth Opportunities HLS Fund, International Opportunities HLS Fund, MidCap HLS Fund, Small/Mid Cap Equity HLS Fund and Stock HLS Fund are divided into Class IA, Class IB and Class IC shares. Class IC shares have not commenced operations for Balanced HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS Fund, International Opportunities HLS Fund, MidCap HLS Fund, Small/Mid Cap Equity HLS Fund and Stock HLS Fund as of the date of this report. Small Cap Growth HLS Fund and Small Company HLS Fund are closed to new investors until further notice. For more information please see the Fund’s prospectus. Each class is offered at the per share net asset value (“NAV”) without a sales charge and is subject to the same expenses, except certain class specific expenses. Class IB shares are subject to distribution and service fees charged pursuant to a Distribution Plan adopted in accordance with Rule 12b-1 under the 1940 Act. Class IC shares are subject to distribution fees charged pursuant to a Distribution Plan adopted in accordance with Rule 12b-1 under the 1940 Act and Class IC shares are also subject to an administrative service fee.


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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”). 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.

Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the respective Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the OTC market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the


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value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the respective Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

•

Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

•

Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

•

Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of each Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee, which is chaired by each Company’s Treasurer, is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of each Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of each Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.


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For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

Following is quantitative information about Level 3 fair value measurements:

Growth Opportunities HLS Fund


Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range		Fair Value at June 30, 2017
Common Stock
Model	EV/Estimated Revenue		2.82x to 3.88x	$	1,638,543
Cost	Trade Price		$44.27 to $114.2925		5,383,849
Estimated Recovery Rate	Recovery Rate		80%		959,368

Preferred Stock
Model	EV/Estimated Revenue		0.8x to 9.0x		31,710,071
Cost	Trade Price		$1.82 to $51.81		59,922,284

Convertible Preferred Stock
Model	EV/Estimated Revenue		3.7x		3,121,404

Total				$	102,735,519

The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

Small Company HLS Fund


Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range		Fair Value at June 30, 2017
Common Stock
Model	EV/EBITDA		4.37x to 6.51x	$	802,624
Cost	Trade Price		$3.18 to $44.27		5,308,430
Estimated Recovery Value	Recovery Rate		80%		639,084

Preferred Stock
Model	EV/Estimated Revenue		0.8x to 7.2x		12,128,716
Cost	Trade Price		$2.29 to $14.98		10,370,692

Total				$	29,249,549

Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable.

Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.


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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 Fund’s shares are executed in accordance with the investment instructions of the contract holders and plan participants. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

3.	Securities and Other Investments:

Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of June 30, 2017.

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


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the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of June 30, 2017.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of June 30, 2017.

Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of June 30, 2017.

Mortgage Related and Other Asset Backed Securities – A Fund may invest in mortgage related and other asset backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage backed securities, stripped mortgage backed securities, asset backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage related securities is guaranteed by the full faith and credit of the United States Government. Mortgage related and other asset backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage related and other asset backed securities as of June 30, 2017.

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


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on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of June 30, 2017.

4.	Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended June 30, 2017, Capital Appreciation HLS Fund, High Yield HLS Fund, International Opportunities HLS Fund and Total Return Bond HLS Fund had engaged in Foreign Currency Contracts.

Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended June 30, 2017, Balanced HLS Fund, Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had engaged in Futures Contracts.

Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing


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call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended June 30, 2017, Total Return Bond HLS Fund had engaged in Options Contracts.

Transactions involving written option contracts during the six-month period ended June 30, 2017, are summarized below:

Total Return Bond HLS Fund

Options Activity During the Six-Month Period Ended June 30, 2017


Call Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		—		$	—
Written		4,000,000			—
Expired		—			—
Closed		(4,000,000	)		—
Exercised		—			—

End of Period		—		$	—


Put Options Written During the Period	Number of Contracts			Premium Amounts
Beginning of period		—		$	—
Written		6,015,000			45,534
Expired		(6,015,000	)		(45,534	)
Closed		—			—
Exercised		—			—

End of Period		—		$	—

Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the respective Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized


		205

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended June 30, 2017, High Yield HLS Fund and Total Return Bond HLS Fund had engaged in Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss.


		206

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended June 30, 2017, Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had engaged in Interest Rate Swap Contracts.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

During the six-month period ended June 30, 2017, Total Return Bond HLS Fund had engaged in Cross Currency Swap Contracts.

Additional Derivative Instrument Information:

Balanced HLS Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts⁽¹⁾	$	129,968	$	—	$	—	$	—	$	—	$	—	$	129,968

Total	$	129,968	$	—	$	—	$	—	$	—	$	—	$	129,968

The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017


	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(826,863	)	$	—	$	—	$	—	$	—	$	—	$	(826,863	)

Total	$	(826,863	)	$	—	$	—	$	—	$	—	$	—	$	(826,863	)


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	291,092		$	—	$	—	$	—	$	—	$	—	$	291,092

Total	$	291,092		$	—	$	—	$	—	$	—	$	—	$	291,092

For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		4
Futures Contracts Short		(244	)


		207

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

Capital Appreciation HLS Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	3,020,542	$	—	$	—	$	—	$	—	$	3,020,542

Total	$	—	$	3,020,542	$	—	$	—	$	—	$	—	$	3,020,542


Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	3,823,470	$	—	$	—	$	—	$	—	$	3,823,470

Total	$	—	$	3,823,470	$	—	$	—	$	—	$	—	$	3,823,470

The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	(2,512,791	)	$	—	$	—	$	—	$	—	$	(2,512,791	)

Total	$	—	$	(2,512,791	)	$	—	$	—	$	—	$	—	$	(2,512,791	)


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(1,793,502	)	$	—	$	—	$	—	$	—	$	(1,793,502	)

Total	$	—	$	(1,793,502	)	$	—	$	—	$	—	$	—	$	(1,793,502	)

For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased	$	48,488,374
Foreign Currency Contracts Sold	$	103,339,157

High Yield HLS Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	1,216	$	—	$	—	$	—	$	—	$	1,216
Unrealized appreciation on swap contracts⁽²⁾		—		—		32,565		—		—		—		32,565

Total	$	—	$	1,216	$	32,565	$	—	$	—	$	—	$	33,781


Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	26,947	$	—	$	—	$	—	$	—	$	26,947

Total	$	—	$	26,947	$	—	$	—	$	—	$	—	$	26,947


		208

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

High Yield HLS Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on swap contracts	$	—	$	—		$	565,140		$	—	$	—	$	—	$	565,140
Net realized gain (loss) on foreign currency contracts		—		(152,485	)		—			—		—		—		(152,485	)

Total	$	—	$	(152,485	)	$	565,140		$	—	$	—	$	—	$	412,655


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of swap contracts	$	—	$	—		$	(269,937	)	$	—	$	—	$	—	$	(269,937	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		15,707			—			—		—		—		15,707

Total	$	—	$	15,707		$	(269,937	)	$	—	$	—	$	—	$	(254,230	)

For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Swap Contracts	$	7,839,850
Foreign Currency Contracts Purchased	$	951,867
Foreign Currency Contracts Sold	$	1,905,406

International Opportunities HLS Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	5,029,177	$	—	$	—	$	—	$	—	$	5,029,177

Total	$	—	$	5,029,177	$	—	$	—	$	—	$	—	$	5,029,177


Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	6,448,788	$	—	$	—	$	—	$	—	$	6,448,788

Total	$	—	$	6,448,788	$	—	$	—	$	—	$	—	$	6,448,788

The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(1,419,611	)	$	—	$	—	$	—	$	—	$	(1,419,611	)

Total	$	—	$	(1,419,611	)	$	—	$	—	$	—	$	—	$	(1,419,611	)


		209

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

International Opportunities HLS Fund – (continued)

For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased	$	101,702,773
Foreign Currency Contracts Sold	$	100,283,163

Total Return Bond HLS Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	1,944,368	$	391,431	$	—	$	—	$	—	$	—	$	2,335,799
Unrealized appreciation on futures contracts⁽¹⁾		2,920,064		—		—		—		—		—		2,920,064
Unrealized appreciation on foreign currency contracts		—		545,647		—		—		—		—		545,647
Unrealized appreciation on swap contracts⁽²⁾		1,885,490		41,381		1,811,606		—		—		—		3,738,477

Total	$	6,749,922	$	978,459	$	1,811,606	$	—	$	—	$	—	$	9,539,987


Liabilities:
Unrealized depreciation on futures contracts⁽¹⁾	$	589,159	$	—	$	—	$	—	$	—	$	—	$	589,159
Unrealized depreciation on foreign currency contracts		—		184,789		—		—		—		—		184,789
Unrealized depreciation on swap contracts⁽²⁾		75,943		78,931		4,729,868		—		—		—		4,884,742

Total	$	665,102	$	263,720	$	4,729,868	$	—	$	—	$	—	$	5,658,690

The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017


	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	313,531		$	191,817		$	—		$	—	$	—	$	—	$	505,348
Net realized gain (loss) on futures contracts		6,327,765			—			—			—		—		—		6,327,765
Net realized gain (loss) on written options contracts		(101,265	)		45,534			—			—		—		—		(55,731	)
Net realized gain (loss) on swap contracts		1,043,863			—			2,279,488			—		—		—		3,323,351
Net realized gain (loss) on foreign currency contracts		—			(795,548	)		—			—		—		—		(795,548	)

Total	$	7,583,894		$	(558,197	)	$	2,279,488		$	—	$	—	$	—	$	9,305,185


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	(469,231	)	$	103,005		$	—		$	—	$	—	$	—	$	(366,226	)
Net change in unrealized appreciation (depreciation) of futures contracts		2,327,140			—			—			—		—		—		2,327,140
Net change in unrealized appreciation (depreciation) of swap contracts		(1,834,287	)		(37,550	)		(4,485,899	)		—		—		—		(6,357,736	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(3,133,855	)		—			—		—		—		(3,133,855	)

Total	$	23,622		$	(3,068,400	)	$	(4,485,899	)	$	—	$	—	$	—	$	(7,530,677	)


		210

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

Total Return Bond HLS Fund – (continued)

For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		18,465,833
Futures Contracts Long		3,824
Futures Contracts Short		(2,921	)
Swap Contracts	$	530,956,184
Foreign Currency Contracts Purchased	$	60,776,560
Foreign Currency Contracts Sold	$	115,126,874

U.S. Government Securities HLS Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Liabilities:
Unrealized depreciation on futures contracts⁽¹⁾	$	217,537	$	—	$	—	$	—	$	—	$	—	$	217,537
Unrealized depreciation on swap contracts⁽²⁾		69,391		—		—		—		—		—		69,391

Total	$	286,928	$	—	$	—	$	—	$	—	$	—	$	286,928

The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017


	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(221,063	)	$	—	$	—	$	—	$	—	$	—	$	(221,063	)
Net realized gain (loss) on swap contracts		412,637			—		—		—		—		—		412,637

Total	$	191,574		$	—	$	—	$	—	$	—	$	—	$	191,574


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	158,971		$	—	$	—	$	—	$	—	$	—	$	158,971
Net change in unrealized appreciation (depreciation) of swap contracts		(495,685	)		—		—		—		—		—		(495,685	)

Total	$	(336,714	)	$	—	$	—	$	—	$	—	$	—	$	(336,714	)

For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		968
Futures Contracts Short		(296	)
Swap Contracts	$	15,086,667

⁽¹⁾

Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

⁽²⁾

Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.


		211

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of June 30, 2017:

Balanced HLS Fund


Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	129,968		$	—

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		129,968			—

Derivatives not subject to a MNA		(129,968	)		—

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	—

Capital Appreciation HLS Fund


Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	3,020,542	$	(3,823,470	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		3,020,542		(3,823,470	)

Derivatives not subject to a MNA		—		—

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	3,020,542	$	(3,823,470	)

Capital Appreciation HLS Fund


Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Citibank NA	$	2,838,630	$	—	$	—	$	—	$	2,838,630
State Street Global Markets LLC		181,912		—		—		—		181,912

Total	$	3,020,542	$	—	$	—	$	—	$	3,020,542


Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Barclays	$	(183,567	)	$	—	$	—	$	—	$	(183,567	)
Goldman Sachs & Co.		(3,639,903	)		—		—		—		(3,639,903	)

Total	$	(3,823,470	)	$	—	$	—	$	—	$	(3,823,470	)

In some instances, the actual collateral received and/or pledged may be more than the amount shown.


		212

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

High Yield HLS Fund


Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	1,216		$	(26,947	)
Swap contracts		32,565			—

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		33,781			(26,947	)

Derivatives not subject to a MNA		(7,890	)		—

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	25,891		$	(26,947	)

High Yield HLS Fund


Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Citibank NA	$	24,675	$	(20,963	)	$	—	$	—	$	3,712
Credit Agricle		1,216		(1,216	)		—		—		—

Total	$	25,891	$	(22,179	)	$	—	$	—	$	3,712


Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Citibank NA	$	(20,963	)	$	20,963	$	—	$	—	$	—
Credit Agricle		(5,177	)		1,216		—		—		(3,961	)
Deutsche Bank Securities, Inc.		(807	)		—		—		—		(807	)

Total	$	(26,947	)	$	22,179	$	—	$	—	$	(4,768	)

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

International Opportunities HLS Fund


Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	5,029,177	$	(6,448,788	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		5,029,177		(6,448,788	)

Derivatives not subject to a MNA		—		—

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	5,029,177	$	(6,448,788	)

International Opportunities HLS Fund


Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Citibank NA	$	5,029,177	$	—	$	—	$	—	$	5,029,177


		213

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Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

International Opportunities HLS Fund – (continued)


Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Goldman Sachs & Co.	$	(6,448,788	)	$	—	$	—	$	—	$	(6,448,788	)

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Total Return Bond HLS Fund


Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	545,647		$	(184,789	)
Futures contracts		2,920,064			(589,159	)
Purchased options		2,335,799			—
Swap contracts		3,738,477			(4,884,742	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		9,539,987			(5,658,690	)

Derivatives not subject to a MNA		(4,244,231	)		1,063,907

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	5,295,756		$	(4,594,783	)

Total Return Bond HLS Fund


Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	657,187	$	(399,454	)	$	—	$	—		$	257,733
Barclays		502		(502	)		—		—			—
BNP Paribas Securities Services		31,473		—			—		—			31,473
Citibank NA		445,916		(206,596	)		—		(239,320	)		—
Credit Suisse International		338,466		(338,466	)		—		—			—
Deutsche Bank Securities, Inc.		14,841		(14,841	)		—		—			—
Goldman Sachs & Co.		758,049		(758,049	)		—		—			—
JP Morgan Chase & Co.		2,092,209		(176,150	)		—		(400,000	)		1,516,059
Merrill Lynch International		111,948		(111,948	)		—		—			—
Morgan Stanley		365,671		(365,671	)		—		—			—
RBC Dominion Securities, Inc.		37,847		—			—		—			37,847
UBS AG		441,647		(212,935	)		—		—			228,712

Total	$	5,295,756	$	(2,584,612	)	$	—	$	(639,320	)	$	2,071,824


Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(399,454	)	$	399,454	$	—	$	—	$	—
Barclays		(284,919	)		502		94,756		—		(189,661	)
Citibank NA		(206,596	)		206,596		—		—		—
Credit Agricle		(6,906	)		—		—		—		(6,906	)
Credit Suisse International		(1,170,276	)		338,466		831,810		—		—
Deutsche Bank Securities, Inc.		(146,269	)		14,841		—		—		(131,428	)


		214

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Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

Total Return Bond HLS Fund – (continued)


Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Goldman Sachs & Co.	$	(1,272,376	)	$	758,049	$	514,327	$	—	$	—
HSBC Bank USA		(26,223	)		—		—		—		(26,223	)
JP Morgan Chase & Co.		(176,150	)		176,150		—		—		—
Merrill Lynch International		(180,622	)		111,948		68,674		—		—
Morgan Stanley		(512,057	)		365,671		146,386		—		—
UBS AG		(212,935	)		212,935		—		—		—

Total	$	(4,594,783	)	$	2,584,612	$	1,655,953	$	—	$	(354,218	)

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

U.S. Government Securities HLS Fund


Derivative Financial Instruments:	Assets		Liabilities
Futures contracts	$	—	$	(217,537	)
Swap contracts		—		(69,391	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(286,928	)

Derivatives not subject to a MNA		—		286,928

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—

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.

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.


		215

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

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, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At December 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:


	Year of Expiration				Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Fund	2017		2018		Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Balanced HLS Fund	$	81,507,953	$	—	$	—	$	—
High Yield HLS Fund		9,709,378		—		4,253,411		16,435,019
International Opportunities HLS Fund		287,600,120		—		12,437,950		—
Small Cap Growth HLS Fund		—		—		14,173,818		—
Small Company HLS Fund		—		—		89,790,983		2,062,430
Stock HLS Fund		133,818,999		—		—		—
Total Return Bond HLS Fund		—		—		11,966,088		2,684,158
Ultrashort Bond HLS Fund		—		—		260,576		407,216
U.S. Government Securities HLS Fund		25,163,377		58,149,395		—		24,627,720

Capital Appreciation HLS Fund, Disciplined Equity HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS, Growth Opportunities HLS Fund, Healthcare HLS Fund, MidCap HLS Fund, MidCap Value HLS Fund, Small/Mid Cap Equity HLS Fund and Value HLS Fund had no capital loss carryforwards for U.S. federal income tax purposes at December 31, 2016.

At December 31, 2016, Balanced HLS Fund, Stock HLS Fund and U.S. Government Securities HLS Fund utilized $117,542,438, $126,576,029 and $5,844,416 of prior year capital loss carryforwards, respectively.

At December 31, 2016, International Opportunities HLS Fund had expired $94,110,554 of prior year capital loss carryforwards.


		216

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

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. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of June 30, 2017; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:


Fund		Management Fee Rates
Balanced HLS Fund		0.6800% on first $250 million and;
		0.6550% on next $250 million and;
		0.6450% on next $500 million and;
		0.5950% on next $4 billion and;
		0.5925% on next $5 billion and;
		0.5900% over $10 billion

Capital Appreciation HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $1.5 billion and;
		0.6200% on next $2.5 billion and;
		0.6150% on next $5 billion and;
		0.6100% over $10 billion

Disciplined Equity HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $4 billion and;
		0.6225% on next $5 billion and;
		0.6200% over $10 billion

Dividend and Growth HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $1.5 billion and;
		0.6200% on next $2.5 billion and;
		0.6150% on next $5 billion and;
		0.6100% over $10 billion

Global Growth HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $4 billion and;
		0.6225% on next $5 billion and;
		0.6200% over $10 billion


		217

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Fund		Management Fee Rates
Growth Opportunities HLS Fund		0.7000% on first $100 million and;
		0.6000% on next $4.9 billion and;
		0.5975% on next $5 billion and;
		0.5950% over $10 billion

Healthcare HLS Fund		0.8500% on first $250 million and;
		0.8000% on next $250 million and;
		0.7500% on next $4.5 billion and;
		0.7475% on next $5 billion and;
		0.7450% over $10 billion

High Yield HLS Fund		0.7000% on first $500 million and;
		0.6750% on next $500 million and;
		0.6250% on next $1.5 billion and;
		0.6150% on next $2.5 billion and;
		0.6050% on next $5 billion and;
		0.5950% over $10 billion

International Opportunities HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $1.5 billion and;
		0.6200% on next $2.5 billion and;
		0.6150% on next $5 billion and;
		0.6100% over $10 billion

MidCap HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $4 billion and;
		0.6225% on next $5 billion and;
		0.6200% over $10 billion

MidCap Value HLS Fund		0.8000% on first $500 million and;
		0.7250% on next $500 million and;
		0.6750% on next $1.5 billion and;
		0.6700% on next $2.5 billion and;
		0.6650% on next $5 billion and;
		0.6600% over $10 billion

Small Cap Growth HLS Fund		0.7000% on first $100 million and;
		0.6000% on next $4.9 billion and;
		0.5800% on next $5 billion and;
		0.5700% over $10 billion

Small Company HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6000% on next $500 million and;
		0.5500% on next $3.5 billion and;
		0.5300% on next $5 billion and;
		0.5200% over $10 billion


		218

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Fund		Management Fee Rates
Small/Mid Cap Equity HLS Fund		0.8000% on first $500 million and;
		0.7500% on next $500 million and;
		0.7000% on next $2 billion and;
		0.6900% on next $2 billion and;
		0.6800% on next $5 billion and;
		0.6700% over $10 billion

Stock HLS Fund		0.5250% on first $250 million and;
		0.5000% on next $250 million and;
		0.4750% on next $500 million and;
		0.4500% on next $4 billion and;
		0.4475% on next $5 billion and;
		0.4450% over $10 billion

Total Return Bond HLS Fund		0.5250% on first $250 million and;
		0.5000% on next $250 million and;
		0.4750% on next $500 million and;
		0.4500% on next $1.5 billion and;
		0.4450% on next $2.5 billion and;
		0.4300% on next $5 billion and;
		0.4200% over $10 billion

Ultrashort Bond HLS Fund		0.4000% on first $5 billion and;
		0.3800% on next $5 billion and;
		0.3700% over $10 billion

U.S. Government Securities HLS Fund		0.4500% on first $500 million and;
		0.4450% on next $500 million and;
		0.4400% on next $1.5 billion and;
		0.4350% on next $2.5 billion and;
		0.4300% on next $5 billion and;
		0.4200% over $10 billion

Value HLS Fund		0.7750% on first $250 million and;
		0.7250% on next $250 million and;
		0.6750% on next $500 million and;
		0.6250% on next $1.5 billion and;
		0.6200% on next $2.5 billion and;
		0.6150% on next $5 billion and;
		0.6100% over $10 billion

HFMC contractually agreed to waive investment management fees of 0.03% of average daily net assets until December 31, 2017, for the Balanced HLS Fund.

Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.


Fund		Accounting Services Fee Rates
Balanced HLS Fund		0.018% on first $3.5 billion and;
		0.014% on next $3.5 billion and;
		0.010% over $7 billion


		219

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Fund		Accounting Services Fee Rates
Capital Appreciation HLS Fund		0.018% on first $3.5 billion and;
		0.014% on next $3.5 billion and;
		0.010% over $7 billion

Disciplined Equity HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

Dividend and Growth HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

Global Growth HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

Growth Opportunities HLS Fund		0.018% on first $3.5 billion and;
		0.014% on next $3.5 billion and;
		0.010% over $7 billion

Healthcare HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

High Yield HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

International Opportunities HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

MidCap HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

MidCap Value HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

Small Cap Growth HLS Fund		0.018% on first $3.5 billion and;
		0.014% on next $3.5 billion and;
		0.010% over $7 billion

Small Company HLS Fund		0.018% on first $3.5 billion and;
		0.014% on next $3.5 billion and;
		0.010% over $7 billion

Small/Mid Cap Equity HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

Stock HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion


		220

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Fund		Accounting Services Fee Rates
Total Return Bond HLS Fund		0.018% on first $3.5 billion and;
		0.014% on next $3.5 billion and;
		0.010% over $7 billion

Ultrashort Bond HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

U.S. Government Securities HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

Value HLS Fund		0.014% on first $3.5 billion and;
		0.012% on next $3.5 billion and;
		0.010% over $7 billion

Prior to January 1, 2017, the Funds paid the following rates to HFMC for accounting services fees rendered:


Fund		Accounting Services Fee Rates
Balanced HLS Fund		0.016% on first $5 billion and;
		0.013% on next $5 billion and;
		0.010% over $10 billion

Capital Appreciation HLS Fund		0.018% on first $5 billion and;
		0.014% on next $5 billion and;
		0.010% over $10 billion

Disciplined Equity HLS Fund		0.012% on first $5 billion and;
		0.010% over $5 billion

Dividend and Growth HLS Fund		0.012% on first $5 billion and;
		0.010% over $5 billion

Global Growth HLS Fund		0.014% on first $5 billion and;
		0.012% on next $5 billion and;
		0.010% over $10 billion

Growth Opportunities HLS Fund		0.010% on all assets

Healthcare HLS Fund		0.010% on all assets

High Yield HLS Fund		0.020% on first $5 billion and;
		0.015% on next $5 billion and;
		0.010% over $10 billion

International Opportunities HLS Fund		0.016% on first $5 billion and;
		0.013% on next $5 billion and;
		0.010% over $10 billion

MidCap HLS Fund		0.010% on all assets

MidCap Value HLS Fund		0.010% on all assets

Small Cap Growth HLS Fund		0.012% on first $5 billion and;
		0.010% over $5 billion

Small Company HLS Fund		0.012% on first $5 billion and;
		0.010% over $5 billion


		221

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Fund		Accounting Services Fee Rates
Small/Mid Cap Equity HLS Fund		0.014% on first $5 billion and;
		0.012% on next $5 billion and;
		0.010% over $10 billion

Stock HLS Fund		0.010% on all assets

Total Return Bond HLS Fund		0.020% on first $5 billion and;
		0.015% on next $5 billion and;
		0.010% over $10 billion

Ultrashort Bond HLS Fund		0.010% on all assets

U.S. Government Securities HLS Fund		0.012% on first $5 billion and;
		0.010% over $5 billion

Value HLS Fund		0.010% on all assets

Effective January 1, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

Operating Expenses – Allocable expenses incurred by a Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and class, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund.

Fees Paid Indirectly – Hartford HLS Series Fund II, Inc., on behalf of its series except U.S. Government Securities HLS Fund, and Hartford Series Fund, Inc., on behalf of its series except High Yield HLS Fund, Total Return Bond HLS Fund and Ultrashort Bond HLS Fund, have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of the Funds’ expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the period ended June 30, 2017, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:


Fund	Class IA			Class IB			Class IC
Balanced HLS Fund		0.63	%		0.88	%		—
Capital Appreciation HLS Fund		0.67	%		0.92	%		1.17	%
Disciplined Equity HLS Fund		0.78	%		1.03	%		—
Dividend and Growth HLS Fund		0.68	%		0.93	%		—
Global Growth HLS Fund		0.81	%		1.06	%		—
Growth Opportunities HLS Fund		0.65	%		0.90	%		1.15	%
Healthcare HLS Fund		0.89	%		1.14	%		—
High Yield HLS Fund		0.77	%		1.02	%		—
International Opportunities HLS Fund		0.74	%		0.99	%		—
MidCap HLS Fund		0.70	%		0.95	%		—
MidCap Value HLS Fund		0.85	%		1.10	%		—
Small Cap Growth HLS Fund		0.65	%		0.90	%		—
Small Company HLS Fund		0.77	%		1.02	%		—
Small/Mid Cap Equity HLS Fund		0.91	%		1.16	%		—
Stock HLS Fund		0.52	%		0.77	%		—
Total Return Bond HLS Fund		0.51	%		0.76	%		—
Ultrashort Bond HLS Fund		0.45	%		0.70	%		—
U.S. Government Securities HLS Fund		0.51	%		0.76	%		—
Value HLS Fund		0.80	%		1.05	%		—


		222

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

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.

Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended June 30, 2017, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statement of Operations, is outlined in the table below.


Fund	CCO Compensation Paid by Fund
Balanced HLS Fund	$	3,722
Capital Appreciation HLS Fund		8,358
Disciplined Equity HLS Fund		1,082
Dividend and Growth HLS Fund		5,553
Global Growth HLS Fund		724
Growth Opportunities HLS Fund		2,232
Healthcare HLS Fund		514
High Yield HLS Fund		507
International Opportunities HLS Fund		2,093
Midcap HLS Fund		3,081
MidCap Value HLS Fund		606
Small Cap Growth HLS Fund		2,004
Small Company HLS Fund		1,268
Small/Mid Cap Equity HLS Fund		161
Stock HLS Fund		2,357
Total Return Bond HLS Fund		3,933
Ultrashort Bond HLS Fund		929
U.S. Government Securities HLS Fund		695
Value HLS Fund		835

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. Each Fund pays HASCO a fixed fee annually, plus out of pocket expenses for providing such services. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.


		223

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

For the six-month period ended June 30, 2017, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:


Fund	Percent of Average Daily Net Assets
Balanced HLS Fund		0.00	%
Capital Appreciation HLS Fund		0.00	%
Disciplined Equity HLS Fund		0.00	%
Dividend and Growth HLS Fund		0.00	%
Global Growth HLS Fund		0.00	%
Growth Opportunities HLS Fund		0.00	%
Healthcare HLS Fund		0.00	%
High Yield HLS Fund		0.00	%
International Opportunities HLS Fund		0.00	%
MidCap HLS Fund		0.00	%
MidCap Value HLS Fund		0.00	%
Small Cap Growth HLS Fund		0.00	%
Small Company HLS Fund		0.00	%
Small/Mid Cap Equity HLS Fund		0.00	%
Stock HLS Fund		0.00	%
Total Return Bond HLS Fund		0.00	%
Ultrashort Bond HLS Fund		0.00	%
U.S. Government Securities HLS Fund		0.00	%
Value HLS Fund		0.00	%

8.	Affiliate Holdings:

As of June 30, 2017, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class

Fund

Class IA

Class IB

Class IC

Balanced HLS Fund

—

Capital Appreciation HLS Fund

—

Disciplined Equity HLS Fund

—

Dividend and Growth HLS Fund

—

Global Growth HLS Fund

—

Growth Opportunities HLS Fund

—

Healthcare HLS Fund

—

High Yield HLS Fund

—

International Opportunities HLS Fund

—

MidCap HLS Fund

—

MidCap Value HLS Fund

—

Small Cap Growth HLS Fund

—

Small Company HLS Fund

—

Small/Mid Cap Equity HLS Fund

—

Stock HLS Fund

—

Total Return Bond HLS Fund

—

Ultrashort Bond HLS Fund

—

U.S. Government Securities HLS Fund

—

Value HLS Fund

—


		224

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

Percentage of Fund by Class

Fund

Class IA

Class IB

Class IC

Balanced HLS Fund

—

Capital Appreciation HLS Fund

—

Disciplined Equity HLS Fund

—

Dividend and Growth HLS Fund

—

Global Growth HLS Fund

—

Growth Opportunities HLS Fund

—

Healthcare HLS Fund

—

High Yield HLS Fund

—

International Opportunities HLS Fund

—

MidCap HLS Fund

—

MidCap Value HLS Fund

—

Small Cap Growth HLS Fund

—

Small Company HLS Fund

—

Small/Mid Cap Equity HLS Fund

—

Stock HLS Fund

—

Total Return Bond HLS Fund

—

Ultrashort Bond HLS Fund

—

U.S. Government Securities HLS Fund

—

Value HLS Fund

—

Percentage rounds to zero.

9.	Investment Transactions:

For the six-month period ended June 30, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:


Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Balanced HLS Fund	$	307,357,349	$	350,891,710
Capital Appreciation HLS Fund		1,724,306,436		2,266,078,853
Disciplined Equity HLS Fund		122,351,380		185,987,908
Dividend and Growth HLS Fund		479,496,839		627,949,798
Global Growth HLS Fund		133,210,119		150,780,122
Growth Opportunities HLS Fund		682,545,874		763,964,533
Healthcare HLS Fund		30,910,649		41,701,546
High Yield HLS Fund		67,018,307		83,136,836
International Opportunities HLS Fund		614,899,930		669,848,768
MidCap HLS Fund		344,350,157		347,590,637
MidCap Value HLS Fund		67,728,420		91,426,443
Small Cap Growth HLS Fund		362,479,127		379,243,182
Small Company HLS Fund		443,919,507		801,528,877
Small/Mid Cap Equity HLS Fund		42,089,530		53,307,139
Stock HLS Fund		55,712,585		160,020,394
Total Return Bond HLS Fund		825,756,835		937,888,690
Ultrashort Bond HLS Fund		138,556,478		149,004,168
U.S. Government Securities HLS Fund		47,879,620		30,004,011
Value HLS Fund		35,624,546		66,194,262


		225

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Balanced HLS Fund	$	44,040,622	$	113,035,723
Capital Appreciation HLS Fund		—		—
Disciplined Equity HLS Fund		—		—
Dividend and Growth HLS Fund		—		—
Global Growth HLS Fund		—		—
Growth Opportunities HLS Fund		—		—
Healthcare HLS Fund		—		—
High Yield HLS Fund		—		—
International Opportunities HLS Fund		—		—
MidCap HLS Fund		—		—
MidCap Value HLS Fund		—		—
Small Cap Growth HLS Fund		—		—
Small Company HLS Fund		—		—
Small/Mid Cap Equity HLS Fund		—		—
Stock HLS Fund		—		—
Total Return Bond HLS Fund		405,916,129		199,237,553
Ultrashort Bond HLS Fund		58,805,311		70,509,508
U.S. Government Securities HLS Fund		259,269,877		253,856,889
Value HLS Fund		—		—


Fund	Total Cost of Purchases		Total Sales Proceeds
Balanced HLS Fund	$	351,397,971	$	463,927,433
Capital Appreciation HLS Fund		1,724,306,436		2,266,078,853
Disciplined Equity HLS Fund		122,351,380		185,987,908
Dividend and Growth HLS Fund		479,496,839		627,949,798
Global Growth HLS Fund		133,210,119		150,780,122
Growth Opportunities HLS Fund		682,545,874		763,964,533
Healthcare HLS Fund		30,910,649		41,701,546
High Yield HLS Fund		67,018,307		83,136,836
International Opportunities HLS Fund		614,899,930		669,848,768
MidCap HLS Fund		344,350,157		347,590,637
MidCap Value HLS Fund		67,728,420		91,426,443
Small Cap Growth HLS Fund		362,479,127		379,243,182
Small Company HLS Fund		443,919,507		801,528,877
Small/Mid Cap Equity HLS Fund		42,089,530		53,307,139
Stock HLS Fund		55,712,585		160,020,394
Total Return Bond HLS Fund		1,231,672,964		1,137,126,243
Ultrashort Bond HLS Fund		197,361,789		219,513,676
U.S. Government Securities HLS Fund		307,149,497		283,860,901
Value HLS Fund		35,624,546		66,194,262


		226

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

10.

Capital Share Transactions:

The following information is for the six-month period ended June 30, 2017, and the year ended December 31, 2016:


Balanced HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		204,696		$	5,863,630			432,134		$	11,762,594
Shares Issued for Reinvested Dividends		—			—			2,066,809			57,374,388
Shares Redeemed		(4,885,084	)		(139,542,036	)		(11,127,409	)		(301,710,149	)

Net Increase (Decrease)		(4,680,388	)		(133,678,406	)		(8,628,466	)		(232,573,167	)

Class IB
Shares Sold		40,223		$	1,164,526			183,197		$	4,893,695
Shares Issued for Reinvested Dividends		—			—			247,482			6,967,476
Shares Redeemed		(778,049	)		(22,561,675	)		(1,673,760	)		(46,010,455	)

Net Increase (Decrease)		(737,826	)		(21,397,149	)		(1,243,081	)		(34,149,284	)

Total Net Increase (Decrease)		(5,418,214	)	$	(155,075,555	)		(9,871,547	)	$	(266,722,451	)


Capital Appreciation HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		1,090,675		$	48,916,517			1,890,996		$	80,924,245
Shares Issued for Reinvested Dividends		—			—			12,769,224			530,174,730
Shares Redeemed		(12,412,019	)		(561,387,046	)		(34,600,429	)		(1,476,715,307	)

Net Increase (Decrease)		(11,321,344	)		(512,470,529	)		(19,940,209	)		(865,616,332	)

Class IB
Shares Sold		58,841		$	2,615,348			115,545		$	4,798,062
Shares Issued for Reinvested Dividends		—			—			1,471,280			60,184,340
Shares Redeemed		(1,252,314	)		(55,655,844	)		(2,744,732	)		(115,383,323	)

Net Increase (Decrease)		(1,193,473	)		(53,040,496	)		(1,157,907	)		(50,400,921	)

Class IC
Shares Sold		56,933		$	2,548,007			155,349		$	6,572,808
Shares Issued for Reinvested Dividends		—			—			50,492			2,075,655
Shares Redeemed		(22,216	)		(993,787	)		(55,844	)		(2,347,703	)

Net Increase (Decrease)		34,717			1,554,220			149,997			6,300,760

Total Net Increase (Decrease)		(12,480,100	)	$	(563,956,805	)		(20,948,119	)	$	(909,716,493	)


		227

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Disciplined Equity HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		124,466		$	1,901,822			1,162,708		$	17,069,443
Shares Issued for Reinvested Dividends		—			—			5,685,375			81,089,435
Shares Redeemed		(3,476,916	)		(52,671,567	)		(7,445,491	)		(111,694,506	)

Net Increase (Decrease)		(3,352,450	)		(50,769,745	)		(597,408	)		(13,535,628	)

Class IB
Shares Sold		84,351		$	1,273,104			244,068		$	3,630,073
Shares Issued for Reinvested Dividends		—			—			798,826			11,270,736
Shares Redeemed		(543,470	)		(8,151,739	)		(1,248,004	)		(18,586,945	)

Net Increase (Decrease)		(459,119	)		(6,878,635	)		(205,110	)		(3,686,136	)

Total Net Increase (Decrease)		(3,811,569	)	$	(57,648,380	)		(802,518	)	$	(17,221,764	)


Dividend and Growth HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		3,097,051		$	70,917,724			5,495,742		$	123,287,564
Shares Issued for Reinvested Dividends		—			—			17,932,886			380,223,306
Shares Redeemed		(10,168,580	)		(233,679,105	)		(22,492,815	)		(495,062,146	)

Net Increase (Decrease)		(7,071,529	)		(162,761,381	)		935,813			8,448,724

Class IB
Shares Sold		170,895		$	3,914,438			499,749		$	10,925,264
Shares Issued for Reinvested Dividends		—			—			2,654,218			55,923,091
Shares Redeemed		(1,856,306	)		(42,412,004	)		(3,669,262	)		(80,212,091	)

Net Increase (Decrease)		(1,685,411	)		(38,497,566	)		(515,295	)		(13,363,736	)

Total Net Increase (Decrease)		(8,756,940	)	$	(201,258,947	)		420,518		$	(4,915,012	)


Global Growth HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		596,901		$	14,900,958			543,460		$	12,675,555
Shares Issued for Reinvested Dividends		—			—			1,805,742			40,737,536
Shares Redeemed		(1,060,196	)		(25,928,935	)		(2,745,818	)		(63,750,555	)

Net Increase (Decrease)		(463,295	)		(11,027,977	)		(396,616	)		(10,337,464	)


		228

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Global Growth HLS Fund – (continued)
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IB
Shares Sold		112,321		$	2,732,950			181,152		$	4,134,958
Shares Issued for Reinvested Dividends		—			—			384,926			8,614,648
Shares Redeemed		(319,008	)		(7,736,348	)		(848,234	)		(19,479,718	)

Net Increase (Decrease)		(206,687	)		(5,003,398	)		(282,156	)		(6,730,112	)

Total Net Increase (Decrease)		(669,982	)	$	(16,031,375	)		(678,772	)	$	(17,067,576	)


Growth Opportunities HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		731,826		$	23,838,786			4,317,826		$	143,218,022
Shares Issued for Reinvested Dividends		—			—			5,633,211			174,516,879
Shares Redeemed		(2,732,813	)		(89,823,036	)		(5,899,305	)		(190,123,880	)

Net Increase (Decrease)		(2,000,987	)		(65,984,250	)		4,051,732			127,611,021

Class IB
Shares Sold		102,112		$	3,195,450			288,529		$	9,169,198
Shares Issued for Reinvested Dividends		—			—			686,184			20,503,187
Shares Redeemed		(454,020	)		(14,384,011	)		(1,066,677	)		(33,338,544	)

Net Increase (Decrease)		(351,908	)		(11,188,561	)		(91,964	)		(3,666,159	)

Class IC
Shares Sold		64,044		$	2,070,499			254,301		$	8,077,525
Shares Issued for Reinvested Dividends		—			—			119,944			3,672,657
Shares Redeemed		(33,731	)		(1,083,139	)		(99,012	)		(3,177,329	)

Net Increase (Decrease)		30,313			987,360			275,233			8,572,853

Total Net Increase (Decrease)		(2,322,582	)	$	(76,185,451	)		4,235,001		$	132,517,715


Healthcare HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		1,092,449		$	26,570,062			1,315,220		$	34,964,722
Shares Issued for Reinvested Dividends		—			—			2,918,070			64,430,977
Shares Redeemed		(1,074,955	)		(25,569,086	)		(4,642,420	)		(118,901,866	)

Net Increase (Decrease)		17,494			1,000,976			(409,130	)		(19,506,167	)


		229

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Healthcare HLS Fund – (continued)
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IB
Shares Sold		82,147		$	1,926,556			177,850		$	4,516,085
Shares Issued for Reinvested Dividends		—			—			552,534			11,719,246
Shares Redeemed		(256,200	)		(5,825,026	)		(720,634	)		(17,478,196	)

Net Increase (Decrease)		(174,053	)		(3,898,470	)		9,750			(1,242,865	)

Total Net Increase (Decrease)		(156,559	)	$	(2,897,494	)		(399,380	)	$	(20,749,032	)


High Yield HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		942,162		$	7,819,419			2,932,807		$	23,188,946
Shares Issued for Reinvested Dividends		—			—			1,967,008			15,598,376
Shares Redeemed		(3,154,570	)		(26,207,380	)		(8,071,995	)		(63,756,161	)

Net Increase (Decrease)		(2,212,408	)		(18,387,961	)		(3,172,180	)		(24,968,839	)

Class IB
Shares Sold		218,875		$	1,790,574			922,611		$	7,179,450
Shares Issued for Reinvested Dividends		—			—			585,759			4,574,775
Shares Redeemed		(989,817	)		(8,081,398	)		(2,149,503	)		(16,659,640	)

Net Increase (Decrease)		(770,942	)		(6,290,824	)		(641,133	)		(4,905,415	)

Total Net Increase (Decrease)		(2,983,350	)	$	(24,678,785	)		(3,813,313	)	$	(29,874,254	)


International Opportunities HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		4,657,996		$	73,051,692			7,789,062		$	108,119,671
Shares Issued for Reinvested Dividends		—			—			1,261,253			17,922,412
Shares Redeemed		(5,159,131	)		(78,800,162	)		(12,946,295	)		(179,842,398	)

Net Increase (Decrease)		(501,135	)		(5,748,470	)		(3,895,980	)		(53,800,315	)

Class IB
Shares Sold		331,919		$	5,098,331			744,796		$	10,264,574
Shares Issued for Reinvested Dividends		—			—			139,856			2,012,534
Shares Redeemed		(1,029,542	)		(15,853,827	)		(2,536,882	)		(35,348,893	)

Net Increase (Decrease)		(697,623	)		(10,755,496	)		(1,652,230	)		(23,071,785	)

Total Net Increase (Decrease)		(1,198,758	)	$	(16,503,966	)		(5,548,210	)	$	(76,872,100	)


		230

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


MidCap HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		3,813,536		$	136,876,137			4,162,036		$	140,508,393
Shares Issued for Reinvested Dividends		—			—			5,366,836			173,178,978
Shares Redeemed		(3,881,514	)		(139,886,344	)		(7,604,846	)		(252,673,800	)

Net Increase (Decrease)		(67,978	)		(3,010,207	)		1,924,026			61,013,571

Class IB
Shares Sold		58,374		$	2,054,892			208,879		$	6,848,448
Shares Issued for Reinvested Dividends		—			—			305,433			9,648,632
Shares Redeemed		(147,152	)		(5,194,223	)		(846,524	)		(27,738,828	)

Net Increase (Decrease)		(88,778	)		(3,139,331	)		(332,212	)		(11,241,748	)

Total Net Increase (Decrease)		(156,756	)	$	(6,149,538	)		1,591,814		$	49,771,823


MidCap Value HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		371,318		$	4,601,246			389,348		$	4,658,326
Shares Issued for Reinvested Dividends		—			—			3,439,721			38,903,246
Shares Redeemed		(1,923,697	)		(23,701,021	)		(3,280,710	)		(39,074,053	)

Net Increase (Decrease)		(1,552,379	)		(19,099,775	)		548,359			4,487,519

Class IB
Shares Sold		55,340		$	680,336			185,352		$	2,186,176
Shares Issued for Reinvested Dividends		—			—			1,064,482			11,964,774
Shares Redeemed		(628,732	)		(7,707,874	)		(1,207,760	)		(14,245,410	)

Net Increase (Decrease)		(573,392	)		(7,027,538	)		42,074			(94,460	)

Total Net Increase (Decrease)		(2,125,771	)	$	(26,127,313	)		590,433		$	4,393,059


Small Cap Growth HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		3,875,584		$	108,824,032			6,146,285		$	150,379,245
Shares Issued for Reinvested Dividends		—			—			1,433,174			36,230,638
Shares Redeemed		(3,633,757	)		(102,032,101	)		(7,881,231	)		(192,825,988	)

Net Increase (Decrease)		241,827			6,791,931			(301,772	)		(6,216,105	)


		231

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Small Cap Growth HLS Fund – (continued)
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IB
Shares Sold		792,880		$	21,805,282			1,573,648		$	37,425,555
Shares Issued for Reinvested Dividends		—			—			388,274			9,586,481
Shares Redeemed		(1,261,180	)		(34,726,882	)		(1,899,579	)		(45,456,649	)

Net Increase (Decrease)		(468,300	)		(12,921,600	)		62,343			1,555,387

Total Net Increase (Decrease)		(226,473	)	$	(6,129,669	)		(239,429	)	$	(4,660,718	)


Small Company HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		1,103,129		$	18,757,123			4,320,930		$	69,407,503
Shares Issued for Reinvested Dividends		—			—			5,503,709			87,123,722
Shares Redeemed		(20,963,393	)		(364,946,557	)		(22,041,377	)		(349,251,002	)

Net Increase (Decrease)		(19,860,264	)		(346,189,434	)		(12,216,738	)		(192,719,777	)

Class IB
Shares Sold		121,871		$	1,952,955			955,330		$	14,441,775
Shares Issued for Reinvested Dividends		—			—			615,478			9,078,306
Shares Redeemed		(1,628,758	)		(26,537,951	)		(2,695,510	)		(40,659,316	)

Net Increase (Decrease)		(1,506,887	)		(24,584,996	)		(1,124,702	)		(17,139,235	)

Total Net Increase (Decrease)		(21,367,151	)	$	(370,774,430	)		(13,341,440	)	$	(209,859,012	)


Small/Mid Cap Equity HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		320,253		$	2,621,873			1,366,914		$	10,705,912
Shares Issued for Reinvested Dividends		—			—			781,330			5,789,652
Shares Redeemed		(1,470,031	)		(12,061,543	)		(1,886,188	)		(13,863,228	)

Net Increase (Decrease)		(1,149,778	)		(9,439,670	)		262,056			2,632,336

Class IB
Shares Sold		87,908		$	715,410			424,789		$	3,209,670
Shares Issued for Reinvested Dividends		—			—			147,003			1,083,417
Shares Redeemed		(475,613	)		(3,865,496	)		(658,111	)		(4,818,908	)

Net Increase (Decrease)		(387,705	)		(3,150,086	)		(86,319	)		(525,821	)

Total Net Increase (Decrease)		(1,537,483	)	$	(12,589,756	)		175,737		$	2,106,515


		232

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Stock HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		44,677		$	3,188,414			199,184		$	13,343,315
Shares Issued for Reinvested Dividends		—			—			356,943			24,394,377
Shares Redeemed		(1,322,044	)		(94,125,732	)		(2,794,292	)		(184,659,241	)

Net Increase (Decrease)		(1,277,367	)		(90,937,318	)		(2,238,165	)		(146,921,549	)

Class IB
Shares Sold		11,490		$	814,326			59,518		$	3,936,449
Shares Issued for Reinvested Dividends		—			—			32,802			2,241,103
Shares Redeemed		(174,996	)		(12,463,800	)		(446,429	)		(29,469,033	)

Net Increase (Decrease)		(163,506	)		(11,649,474	)		(354,109	)		(23,291,481	)

Total Net Increase (Decrease)		(1,440,873	)	$	(102,586,792	)		(2,592,274	)	$	(170,213,030	)


Total Return Bond HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		5,361,369		$	60,276,044			8,946,264		$	100,688,213
Shares Issued for Reinvested Dividends		—			—			5,995,954			67,994,124
Shares Redeemed		(17,080,820	)		(192,144,801	)		(36,538,628	)		(410,475,319	)

Net Increase (Decrease)		(11,719,451	)		(131,868,757	)		(21,596,410	)		(241,792,982	)

Class IB
Shares Sold		468,832		$	5,254,986			711,513		$	7,976,767
Shares Issued for Reinvested Dividends		—			—			663,479			7,484,042
Shares Redeemed		(1,821,284	)		(20,397,346	)		(4,748,050	)		(53,039,383	)

Net Increase (Decrease)		(1,352,452	)		(15,142,360	)		(3,373,058	)		(37,578,574	)

Total Net Increase (Decrease)		(13,071,903	)	$	(147,011,117	)		(24,969,468	)	$	(279,371,556	)


Ultrashort Bond HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		1,776,407		$	17,878,429			3,997,140		$	40,076,556
Shares Issued for Reinvested Dividends		—			—			254,655			2,551,645
Shares Redeemed		(6,801,754	)		(68,447,429	)		(12,302,990	)		(123,344,159	)

Net Increase (Decrease)		(5,025,347	)		(50,569,000	)		(8,051,195	)		(80,715,958	)


		233

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)


Ultrashort Bond HLS Fund – (continued)
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IB
Shares Sold		502,899		$	5,051,208			1,092,356		$	10,920,951
Shares Issued for Reinvested Dividends		—			—			12,039			120,504
Shares Redeemed		(1,130,145	)		(11,349,627	)		(2,982,859	)		(29,834,147	)

Net Increase (Decrease)		(627,246	)		(6,298,419	)		(1,878,464	)		(18,792,692	)

Total Net Increase (Decrease)		(5,652,593	)	$	(56,867,419	)		(9,929,659	)	$	(99,508,650	)


U.S. Government Securities HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		1,075,030		$	11,139,873			4,083,858		$	42,855,959
Shares Issued for Reinvested Dividends		—			—			722,114			7,582,207
Shares Redeemed		(3,554,739	)		(36,871,440	)		(8,875,818	)		(93,215,231	)

Net Increase (Decrease)		(2,479,709	)		(25,731,567	)		(4,069,846	)		(42,777,065	)

Class IB
Shares Sold		188,491		$	1,949,154			855,371		$	8,957,933
Shares Issued for Reinvested Dividends		—			—			137,967			1,447,269
Shares Redeemed		(727,778	)		(7,539,351	)		(1,996,389	)		(20,941,029	)

Net Increase (Decrease)		(539,287	)		(5,590,197	)		(1,003,051	)		(10,535,827	)

Total Net Increase (Decrease)		(3,018,996	)	$	(31,321,764	)		(5,072,897	)	$	(53,312,892	)


Value HLS Fund
	For the Six-Month Period Ended June 30, 2017						For the Year Ended December 31, 2016
	Shares			Amount			Shares			Amount
Class IA
Shares Sold		424,271		$	6,724,572			776,955		$	11,933,096
Shares Issued for Reinvested Dividends		—			—			4,222,098			62,687,087
Shares Redeemed		(2,307,695	)		(36,437,457	)		(5,017,607	)		(77,099,704)

Net Increase (Decrease)		(1,883,424	)		(29,712,885	)		(18,554	)		(2,479,521	)

Class IB
Shares Sold		46,014		$	724,270			189,127		$	2,861,768
Shares Issued for Reinvested Dividends		—			—			724,814			10,726,703
Shares Redeemed		(447,942	)		(7,077,285	)		(955,721	)		(14,771,674	)

Net Increase (Decrease)		(401,928	)		(6,353,015	)		(41,780	)		(1,183,203	)

Total Net Increase (Decrease)		(2,285,352	)	$	(36,065,900	)		(60,334	)	$	(3,662,724	)


		234

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

11.

Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended June 30, 2017, none of the Funds had borrowings under this facility.

12.

Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

13.

Reverse Stock Split:

On October 21, 2013 for the Ultrashort Bond HLS Fund, a reverse stock split was declared for the Class IA and Class IB shares at a ten to one ratio. The effect of the reverse stock split was to divide the number of outstanding shares by the reverse split factor, with a corresponding increase in the net asset value per share. The split was executed at the closing rounded NAV as of the prior business day. This transaction did not change the net assets of the Fund and the total value of a shareholder’s investment in the Fund did not change as a result of the reverse stock split. Data presented in the Financial Highlights has been adjusted retroactively to account for the reverse stock split.

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


		235

Hartford HLS Funds

Notes to Financial Statements – (continued)

June 30, 2017 (Unaudited)

Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

15.

Recent Accounting Pronouncement:

In August 2016, Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2016-15, “Statement of Cash Flows (Topic 230), a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-15”). The guidance is intended to reduce diversity in practice in how certain transactions are classified in the statement of cash flows. The issues addressed in ASU 2016-15 are: debt prepayment or debt extinguishment costs, settlement of zero-coupon debt instruments, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, distributions received from equity method investments, beneficial interests in securitization transactions; and, separately identifiable cash flows and application of the predominance principle. The guidance is effective for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

In November 2016, FASB issued Accounting Standards Update No. 2016-18, “Statement of Cash Flows (Topic 230), Restricted Cash, a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-18”). The guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. Therefore, amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The amendments in ASU 2016-18 do not provide a definition of restricted cash or restricted cash equivalents. The guidance is required to be presented for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

16.

Subsequent Events:

At its meeting held on August 2, 2017, the Board of Directors of Hartford Series Fund, Inc. (“Board of Directors”) approved an extension of the current 0.03% management fee waiver for Balanced HLS Fund, effective January 1, 2018 through December 31, 2018. In addition, the Board of Directors approved a reduction in Value HLS Fund’s contractual management fee rate. Effective January 1, 2018, Value HLS Fund’s revised management fee schedule will be as follows: 0.6900% of the first $250 million, 0.6425% of the next $250 million, 0.6325% of the next $500 million, 0.6250% of the next $1.5 billion, 0.6200% of the next $2.5 billion, 0.6150% of the next $5 billion, and 0.6100% in excess of $10 billion annually of the Fund’s average daily net assets.


		236

Hartford HLS Funds

General Information (Unaudited)

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.


		237

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Privacy Policy and Practices of The Hartford Financial Services Group, Inc. and its Affiliates

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and

protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2017

Series of Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each a “Fund” and collectively, the “Funds”) are not subsidiaries of The Hartford Financial Services Group, Inc. (“The Hartford”) but are underwritten, distributed by and advised by subsidiaries of The Hartford. Investments in the Funds are not guaranteed by The Hartford or any other entity.

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Fund. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with Wellington Management Company LLP.

HLSSAR17 8-17 202455 Printed in U.S.A.

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 registrant’s second fiscal quarter of the period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Exhibits.

(a)(1) Not applicable.

(a)(2) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

(a)(3) Not applicable.

(b) Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.



Date: August 28, 2017	By:	/s/ James E. Davey
		James E. Davey, President and
		Chief Executive Officer

Date: August 28, 2017	By:	/s/ Michael Flook
		Michael Flook, Vice President,
		Treasurer and Controller