N-Q 1 d71539dnq.htm HARTFORD HLS SERIES FUND II Hartford HLS Series Fund II

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-04615

HARTFORD HLS SERIES FUND II, INC.

(Exact name of registrant as specified in charter)

5 Radnor Corporate Center, Suite 300, 100 Matsonford Road, Radnor, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Edward P. Macdonald, Esquire

Hartford Funds Management Company, LLC

5 Radnor Corporate Center, Suite 300

100 Matsonford Road

Radnor, PA 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: September 30, 2015

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to Rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q 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 the 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. Schedule of Investments.


 

  Hartford Growth Opportunities HLS Fund

 

 

 Schedule of Investments

 September 30, 2015 (Unaudited)

 

 

Shares or Principal Amount       Market Value  

Common Stocks - 91.0%

     
      Automobiles & Components - 0.7%      
     38,282       Tesla Motors, Inc.*     $          9,509,249   
           

 

 

 
      Banks - 2.3%      
     952,902       Bank of America Corp.         14,846,213   
     168,270       PNC Financial Services Group, Inc.         15,009,684   
           

 

 

 
              29,855,897   
           

 

 

 
      Capital Goods - 6.7%      
     315,566       AerCap Holdings N.V.*         12,067,244   
     276,515       AMETEK, Inc.         14,467,265   
     232,306       Danaher Corp.         19,794,794   
     223,989       DigitalGlobe, Inc.*         4,260,271   
     332,077       Fortune Brands Home & Security, Inc.         15,763,695   
     1,458,400       Lithium Technology Corp.*(1)(2)         7,817,024   
     306,386       Textron, Inc.         11,532,369   
           

 

 

 
              85,702,662   
           

 

 

 
      Commercial & Professional Services - 2.7%      
     18,785       Klarna Holding AB(1)(2)         1,944,926   
     396,066       Nielsen Holdings plc         17,613,055   
     105,426       Stericycle, Inc.*         14,686,896   
           

 

 

 
              34,244,877   
           

 

 

 
      Consumer Durables & Apparel - 3.8%      
     652,839       Burberry Group plc         13,532,464   
     181,623       Harman International Industries, Inc.         17,433,992   
     3,695,930       Samsonite International S.A.         12,077,842   
     36,330       Whirlpool Corp.         5,349,956   
           

 

 

 
              48,394,254   
           

 

 

 
      Consumer Services - 5.0%      
     23,222       Chipotle Mexican Grill, Inc.*         16,725,645   
     587,050       Diamond Resorts International, Inc.*         13,731,099   
     464,286       Hilton Worldwide Holdings, Inc.         10,650,721   
     52,170       Panera Bread Co. Class A*         10,090,200   
     177,292       Wyndham Worldwide Corp.         12,747,295   
           

 

 

 
              63,944,960   
           

 

 

 
      Diversified Financials - 2.6%      
     666,786       Double Eagle Acquisition Corp.*         6,761,210   
     989,957       LendingClub Corp. PIPE*         13,097,131   
     203,457       Northern Trust Corp.         13,867,629   
           

 

 

 
              33,725,970   
           

 

 

 
      Energy - 1.9%      
     69,080       Concho Resources, Inc.*         6,790,564   
     101,600       Diamondback Energy, Inc.*         6,563,360   
     86,659       Pioneer Natural Resources Co.         10,541,201   
           

 

 

 
                  23,895,125   
           

 

 

 
      Food, Beverage & Tobacco - 4.6%      
     615,965       Mondelez International, Inc. Class A         25,790,455   
     113,543       Monster Beverage Corp.*         15,344,201   
     1,151,104       Nomad Foods Ltd.*         18,129,888   
           

 

 

 
              59,264,544   
           

 

 

 
      Health Care Equipment & Services - 8.7%      
     98,210       athenahealth, Inc.*         13,096,303   
     158,242       Becton Dickinson and Co.         20,992,384   
     940,532       Boston Scientific Corp.*         15,434,130   
     436,880       Cerner Corp.*         26,195,325   
     69,020       DexCom, Inc.*         5,926,057   
     69,617       Envision Healthcare Holdings, Inc.*         2,561,209   
     318,253       Hologic, Inc.*         12,453,240   


 

  Hartford Growth Opportunities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     32,115       Intuitive Surgical, Inc.*     $          14,759,412   
           

 

 

 
              111,418,060   
           

 

 

 
      Household & Personal Products - 1.2%      
     190,129       Estee Lauder Cos., Inc. Class A         15,339,608   
           

 

 

 
      Insurance - 1.0%      
     235,828       American International Group, Inc.         13,399,747   
           

 

 

 
      Materials - 1.1%      
     1,130,517       Platform Specialty Products Corp.*         14,301,040   
           

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.8%      
     72,801       Allergan plc*         19,788,040   
     242,581       AstraZeneca plc         15,384,139   
     794,863       Bristol-Myers Squibb Co.         47,055,890   
     236,600       Eisai Co., Ltd.         13,959,765   
     44,127       Illumina, Inc.*         7,758,409   
     37,274       Incyte Corp.*         4,112,440   
     277,462       Merck & Co., Inc.         13,703,848   
     529,861       Mylan N.V.*         21,332,204   
     118,423       Novartis AG         10,884,476   
     22,369       Regeneron Pharmaceuticals, Inc.*         10,404,717   
           

 

 

 
              164,383,928   
           

 

 

 
      Real Estate - 2.8%      
     238,766       American Tower Corp. REIT         21,006,633   
     450,200       CBRE Group, Inc. Class A*         14,406,400   
     29,318       WeWork Companies, Inc. Class A(1)(2)         867,830   
           

 

 

 
              36,280,863   
           

 

 

 
      Retailing - 7.1%      
     69,342       Advance Auto Parts, Inc.         13,142,389   
     109,724       Amazon.com, Inc.*         56,166,618   
     43,732       Honest Co.(1)(2)         1,800,862   
     41,578       JAND, Inc. Class A(1)(2)         429,782   
     15,710       Priceline Group, Inc.*         19,431,071   
           

 

 

 
              90,970,722   
           

 

 

 
      Semiconductors & Semiconductor Equipment - 1.2%      
     172,134       NXP Semiconductors N.V.*         14,987,707   
           

 

 

 
      Software & Services - 19.0%      
     193,079       Akamai Technologies, Inc.*         13,334,036   
     175,901       Alibaba Group Holding Ltd. ADR*         10,372,882   
     186,006       Apigee Corp. PIPE(1)(2)         1,939,469   
     137,546       CoStar Group, Inc.*         23,803,711   
     426,751       Facebook, Inc. Class A*         38,364,915   
     53,240       Google, Inc. Class A*         33,986,819   
     52,198       Google, Inc. Class C*         31,758,307   
     226,947       Mobileye N.V.*         10,321,550   
     219,513       ServiceNow, Inc.*         15,245,178   
     210,162       SS&C Technologies Holdings, Inc.         14,719,746   
     1,107,900       Tencent Holdings Ltd.         18,675,416   
     246,926       Workday, Inc. Class A*         17,003,324   
     170,160       Zillow Group, Inc. Class A*         4,888,697   
     357,437       Zillow Group, Inc. Class C*         9,650,799   
           

 

 

 
              244,064,849   
           

 

 

 
      Technology Hardware & Equipment - 5.8%      
     410,209       Apple, Inc.         45,246,053   
     189,599       Arista Networks, Inc.*         11,601,563   
     419,554       CDW Corp. of Delaware         17,142,976   
           

 

 

 
              73,990,592   
           

 

 

 
     

Total Common Stocks
(cost $1,161,503,468)

          1,167,674,654   
           

 

 

 

Preferred Stocks - 7.7%

     
      Consumer Services - 0.5%      
     874,073       Draftkings, Inc.(1)(2)         6,030,114   
           

 

 

 


 

  Hartford Growth Opportunities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     

Health Care Equipment & Services - 0.2%

     
     156,820      

ConforMIS, Inc.(1)(2)

    $     2,692,134   
           

 

 

 
     

Real Estate - 0.8%

     
     879,569      

Redfin Corp. Series G(1)(2)

        2,610,499   
     145,709      

WeWork Companies, Inc. Class D-1(1)(2)

        4,313,074   
     114,486      

WeWork Companies, Inc. Class D-2(1)(2)

        3,388,855   
           

 

 

 
              10,312,428   
           

 

 

 
     

Retailing - 1.0%

     
     160,575      

Forward Ventures, Inc.(1)(2)

        6,418,022   
     92,843      

JAND, Inc. Series D(1)(2)

        959,697   
     94,537      

Tory Burch LLC*(1)(2)

        5,410,347   
           

 

 

 
              12,788,066   
           

 

 

 
     

Software & Services - 4.6%

     
     535,139      

Birst, Inc. Series F(1)(2)

        2,813,119   
     1,871,878      

Essence Group Holdings Corp.(1)(2)

        3,032,442   
     50,806      

General Assembly Space, Inc.(1)(2)

        2,241,500   
     287,204      

Lookout, Inc. Series F(1)(2)

        2,289,016   
     366,944      

MarkLogic Corp. Series F(1)(2)

        4,311,592   
     227,914      

Nutanix, Inc.(1)(2)

        4,102,452   
     97,758      

Pinterest, Inc. Series G(1)(2)

        3,158,162   
     759,876      

Uber Technologies, Inc.(1)(2)

        27,108,348   
     210,735      

Veracode, Inc.(1)(2)

        5,582,370   
     1,160,072      

Zuora, Inc. Series F(1)(2)

        3,966,716   
           

 

 

 
              58,605,717   
           

 

 

 
     

Technology Hardware & Equipment - 0.3%

     
     268,363      

Pure Storage, Inc.*(1)(2)

        4,567,538   
           

 

 

 
     

Telecommunication Services - 0.3%

     
     7,944      

DocuSign, Inc. Series B(1)(2)

        147,441   
     2,379      

DocuSign, Inc. Series B-1(1)(2)

        44,154   
     5,708      

DocuSign, Inc. Series D(1)(2)

        105,940   
     147,634      

DocuSign, Inc. Series E(1)(2)

        2,740,087   
     25,098      

DocuSign, Inc. Series F(1)(2)

        465,819   
           

 

 

 
              3,503,441   
           

 

 

 
     

Total Preferred Stocks
(cost $74,408,090)

        98,499,438   
           

 

 

 

Convertible Preferred Stocks - 0.3%

     
     

Retailing - 0.3%

     
     102,040      

Honest Co. Series C (1)(2)

        4,201,956   
           

 

 

 
     

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

        4,201,956   
           

 

 

 
     

Total Long-Term Investments
(cost $1,238,672,485)

        1,270,376,048   
           

 

 

 

Short-Term Investments - 0.2%

     
     

Other Investment Pools & Funds - 0.2%

     
     2,813,479      

Federated Prime Obligations Fund

        2,813,479   
           

 

 

 
     

Total Short-Term Investments
(cost $2,813,479)

        2,813,479   
           

 

 

 
     

Total Investments
(cost $1,241,485,964)^

    99.2%      $     1,273,189,527   
     

Other Assets and Liabilities

    0.8%          9,856,315   
       

 

 

     

 

 

 
     

Total Net Assets

    100.0%      $       1,283,045,842   
       

 

 

     

 

 

 


 

  Hartford Growth Opportunities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (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 may be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

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

 

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

 

    

   

   

^

  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:   
  Unrealized Appreciation   $         111,313,208   
  Unrealized Depreciation       (79,609,645
     

 

 

 
  Net Unrealized Appreciation   $     31,703,563   
     

 

 

 

*

  Non-income producing.    

(1)

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

 

    

Period

Acquired

     Shares/ Par                Security        Cost    
  07/2015        186,006       Apigee Corp.   $     3,968,864     
  03/2015        535,139       Birst, Inc. Series F Preferred       3,125,693     
  08/2014        156,820       ConforMIS, Inc. Preferred       2,509,120     
  02/2014        7,944       DocuSign, Inc. Series B Preferred       104,324     
  02/2014        2,379       DocuSign, Inc. Series B-1 Preferred       31,242     
  02/2014        5,708       DocuSign, Inc. Series D Preferred       74,960     
  02/2014        147,634       DocuSign, Inc. Series E Preferred       1,938,789     
  04/2015        25,098       DocuSign, Inc. Series F Preferred       479,198     
  12/2014        874,073       Draftkings, Inc. Preferred       1,574,452     
  05/2014        1,871,878       Essence Group Holdings Corp. Preferred       2,960,001     
  11/2014        160,575       Forward Ventures, Inc. Preferred       4,998,894     
  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.       477,536     
  04/2015        92,843       JAND, Inc. Series D Preferred       1,066,330     
  08/2015        18,785       Klarna Holding AB       2,060,349     
  08/2014        1,458,400       Lithium Technology Corp.       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     
  08/2014        227,914       Nutanix, Inc. Preferred       3,053,250     
  03/2015        97,758       Pinterest, Inc. Series G Preferred       3,509,068     
  04/2014        268,363       Pure Storage, Inc. Preferred       4,220,250     
  12/2014        879,569       Redfin Corp. Series G Preferred       2,900,554     
  11/2013        94,537       Tory Burch LLC Preferred       7,409,472     
  06/2014        759,876       Uber Technologies, Inc. Preferred       11,787,994     
  08/2014        210,735       Veracode, Inc. Preferred       3,891,411     
  12/2014        29,318       WeWork Companies, Inc.       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     
             

 

 

 
            $         92,455,456     
             

 

 

 


 

  Hartford Growth Opportunities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

  At September 30, 2015, the aggregate value of these securities were $117,501,287, which represents 9.2% 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 September 30, 2015, the aggregate fair value of these securities was $117,501,287, which represents 9.2% 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.

† See Significant Accounting Policies of accompanying Notes to Schedule of Investments regarding valuation of securities.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     

 

Other Abbreviations:

    

ADR

   American Depositary Receipt   

PIPE

   Private Investment in Public Equity   

REIT

   Real Estate Investment Trust   


 

  Hartford Growth Opportunities HLS Fund

 

 

 Schedule of Investments

 September 30, 2015 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of September 30, 2015 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3  

Assets

           

Common Stocks

           

Automobiles & Components

   $ 9,509,249        $ 9,509,249        $ —        $ —    

Banks

     29,855,897          29,855,897          —          —    

Capital Goods

     85,702,662          77,885,638          —          7,817,024    

Commercial & Professional Services

     34,244,877          32,299,951          —          1,944,926    

Consumer Durables & Apparel

     48,394,254          22,783,948          25,610,306          —    

Consumer Services

     63,944,960          63,944,960          —          —    

Diversified Financials

     33,725,970          33,725,970          —          —    

Energy

     23,895,125          23,895,125          —          —    

Food, Beverage & Tobacco

     59,264,544          59,264,544          —          —    

Health Care Equipment & Services

     111,418,060          111,418,060          —          —    

Household & Personal Products

     15,339,608          15,339,608          —          —    

Insurance

     13,399,747          13,399,747          —          —    

Materials

     14,301,040          14,301,040          —          —    

Pharmaceuticals, Biotechnology & Life Sciences

     164,383,928          124,155,548          40,228,380          —    

Real Estate

     36,280,863          35,413,033          —          867,830    

Retailing

     90,970,722          88,740,078          —          2,230,644    

Semiconductors & Semiconductor Equipment

     14,987,707          14,987,707          —          —    

Software & Services

     244,064,849          223,449,964          18,675,416          1,939,469    

Technology Hardware & Equipment

     73,990,592          73,990,592          —          —    

Preferred Stocks

     98,499,438          —          —          98,499,438    

Convertible Preferred Stocks

     4,201,956          —          —          4,201,956    

Short-Term Investments

     2,813,479          2,813,479          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   1,273,189,527        $   1,071,174,138        $     84,514,102        $   117,501,287    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the nine-month period ended September 30, 2015, investments valued at $5,358,579 were transferred from Level 2 to Level 1, and there were no transfers from Level 1 to Level 2. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:

 

  a) Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
  b) U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).

 

  c) Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).


 

  Hartford Growth Opportunities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the nine-month period ended September 30, 2015:

 

      Common
Stocks
     Preferred
Stocks
     Convertible
Preferred Stocks
     Total  

Beginning balance

   $ 8,387,640       $ 77,828,628       $ 2,785,692       $ 89,001,960   

Purchases

     7,690,020         18,156,802         -         25,846,822   

Sales

     -         (13,865,021      -         (13,865,021

Accrued discounts/(premiums)

     -         -         -         -   

Total realized gain/(loss)

     -         3,267,872         -         3,267,872   

Net change in unrealized appreciation/depreciation

     (1,277,767      13,111,157         1,416,264         13,249,654   

Transfers into Level 3(1)

     -         -         -         -   

Transfers out of Level 3(1)

     -         -         -         -   

Ending balance

   $ 14,799,893       $ 98,499,438       $ 4,201,956       $ 117,501,287   

The change in net unrealized appreciation/depreciation relating to the Level 3 investment held at September 30, 2015 was $16,250,348.

 

(1)   Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:
  a)   Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).
  b)   Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).
  c)   Investments that have certain restrictions on trading (transfer into level 3) or investments where trading restrictions have expired (transfer out of Level 3).

 

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.


 

  Hartford Small/Mid Cap Equity HLS Fund

 

 

 Schedule of Investments

 September 30, 2015 (Unaudited)

 

 

Shares or Principal Amount       Market Value  

Common Stocks - 99.1%

     
      Automobiles & Components - 1.6%      
     7,510       Cooper Tire & Rubber Co.     $          296,720   
     24,241       Goodyear Tire & Rubber Co.         710,989   
     10,164       Thor Industries, Inc.         526,495   
           

 

 

 
                      1,534,204   
           

 

 

 
      Banks - 6.6%      
     23,200       Banc of California, Inc.         284,664   
     12,700       Banco Latinoamericano de Comercio Exterior S.A. ADR         294,005   
     8,463       Berkshire Hills Bancorp, Inc.         233,071   
     14,800       Central Pacific Financial Corp.         310,356   
     18,400       Customers Bancorp, Inc.*         472,880   
     21,600       Fidelity Southern Corp.         456,624   
     45,763       Fifth Third Bancorp         865,378   
     38,263       First BanCorp*         136,216   
     16,500       Flagstar Bancorp, Inc.*         339,240   
     15,349       HomeStreet, Inc.*         354,562   
     21,500       Huntington Bancshares, Inc.         227,900   
     30,509       KeyCorp         396,922   
     2,600       LendingTree, Inc.*         241,878   
     7,903       MainSource Financial Group, Inc.         160,905   
     33,100       MGIC Investment Corp.*         306,506   
     26,198       Popular, Inc.         791,966   
     21,840       Walker & Dunlop, Inc.*         569,587   
           

 

 

 
              6,442,660   
           

 

 

 
      Capital Goods - 7.4%      
     17,100       Aerojet Rocketdyne Holdings, Inc.*         276,678   
     13,376       AGCO Corp.         623,723   
     4,200       Alamo Group, Inc.         196,350   
     9,300       American Woodmark Corp.*         603,291   
     10,500       Argan, Inc.         364,140   
     3,237       Astronics Corp.*         130,872   
     7,900       AZZ, Inc.         384,651   
     9,600       Continental Building Products, Inc.*         197,184   
     9,600       Douglas Dynamics, Inc.         190,656   
     5,540       Dycom Industries, Inc.*         400,874   
     6,400       Encore Wire Corp.         209,088   
     16,617       General Cable Corp.         197,742   
     3,800       Huntington Ingalls Industries, Inc.         407,170   
     4,300       Hyster-Yale Materials Handling, Inc.         248,669   
     27,871       KBR, Inc.         464,331   
     11,200       LB Foster Co. Class A         137,536   
     8,651       Lydall, Inc.*         246,467   
     48,800       Meritor, Inc.*         518,744   
     9,993       Spirit Aerosystems Holdings, Inc. Class A*         483,062   
     17,387       Taser International, Inc.*         382,949   
     17,000       Timken Co.         467,330   
     4,100       Triumph Group, Inc.         172,528   
           

 

 

 
              7,304,035   
           

 

 

 
      Commercial & Professional Services - 4.0%      
     6,100       CEB, Inc.         416,874   
     7,700       Deluxe Corp.         429,198   
     6,100       Essendant, Inc.         197,823   
     5,400       Insperity, Inc.         237,222   
     15,100       Interface, Inc.         338,844   
     19,500       Kimball International, Inc. Class B         184,470   
     8,300       Korn/Ferry International         274,481   
     3,574       Multi-Color Corp.         273,375   
     24,100       Pitney Bowes, Inc.         478,385   
     12,100       Quad/Graphics, Inc.         146,410   
     25,700       R.R. Donnelley & Sons Co.         374,192   
     19,100       RPX Corp.*         262,052   


 

  Hartford Small/Mid Cap Equity HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     3,400       UniFirst Corp.     $     363,154   
           

 

 

 
              3,976,480   
           

 

 

 
      Consumer Durables & Apparel - 3.5%      
     7,200       Bassett Furniture Industries, Inc.         200,520   
     5,497       Carter’s, Inc.         498,248   
     5,097       CSS Industries, Inc.         134,255   
     8,887       Helen of Troy Ltd.*         793,609   
     9,500       lululemon athletica, Inc.*         481,175   
     23,600       Nautilus, Inc.*         354,000   
     4,697       Polaris Industries, Inc.         563,029   
     1,284       Skechers USA, Inc. Class A*         172,159   
     4,000       Sturm Ruger & Co., Inc.         234,760   
           

 

 

 
                      3,431,755   
           

 

 

 
      Consumer Services - 3.6%      
     8,500       American Public Education, Inc.*         199,325   
     14,328       Apollo Education Group, Inc.*         158,468   
     16,600       Brinker International, Inc.         874,322   
     4,984       Capella Education Co.         246,807   
     10,420       Domino’s Pizza, Inc.         1,124,422   
     5,521       Grand Canyon Education, Inc.*         209,743   
     5,708       International Speedway Corp. Class A         181,058   
     4,700       Marriott Vacations Worldwide Corp.         320,258   
     7,900       Pinnacle Entertainment, Inc.*         267,336   
           

 

 

 
              3,581,739   
           

 

 

 
      Diversified Financials - 2.5%      
     108,941       Apollo Investment Corp.         596,997   
     18,700       Arlington Asset Investment Corp. Class A         262,735   
     23,195       Ezcorp, Inc. Class A*         143,113   
     5,800       HFF, Inc. Class A         195,808   
     11,090       Nelnet, Inc. Class A         383,825   
     23,100       Solar Capital Ltd.         365,442   
     26,255       Wisdomtree Investments, Inc.         423,493   
     3,100       World Acceptance Corp.*         83,204   
           

 

 

 
              2,454,617   
           

 

 

 
      Energy - 3.8%      
     6,500       CVR Energy, Inc.         266,825   
     16,008       Frank’s International N.V.         245,403   
     107,087       Frontline Ltd.*         288,064   
     17,800       Nordic American Tankers Ltd.         270,560   
     6,548       Oceaneering International, Inc.         257,205   
     15,343       Oil States International, Inc.*         400,913   
     33,661       Pioneer Energy Services Corp.*         70,688   
     9,173       QEP Resources, Inc.         114,938   
     2,400       REX American Resources Corp.*         121,488   
     31,110       Superior Energy Services, Inc.         392,919   
     15,050       Valero Energy Corp.         904,505   
     8,173       Western Refining, Inc.         360,593   
           

 

 

 
              3,694,101   
           

 

 

 
      Food & Staples Retailing - 0.2%      
     7,986       Fresh Market, Inc.*         180,404   
           

 

 

 
      Food, Beverage & Tobacco - 1.1%      
     31,200       Pilgrim’s Pride Corp.         648,336   
     2,928       Sanderson Farms, Inc.         200,773   
     4,900       Universal Corp.         242,893   
           

 

 

 
              1,092,002   
           

 

 

 
      Health Care Equipment & Services - 3.1%      
     4,140       ABIOMED, Inc.*         384,026   
     12,400       Centene Corp.*         672,452   
     5,796       Cyberonics, Inc.*         352,281   
     7,200       Ensign Group, Inc.         306,936   
     18,700       InVivo Therapeutics Holdings Corp.*         161,194   
     2,900       Molina Healthcare, Inc.*         199,665   


 

  Hartford Small/Mid Cap Equity HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     3,938       Orthofix International N.V.*     $     132,908   
     44,212       Quality Systems, Inc.         551,766   
     17,400       Rockwell Medical, Inc.*         134,154   
     10,537       Triple-S Management Corp., Class B*         187,664   
           

 

 

 
                      3,083,046   
           

 

 

 
      Household & Personal Products - 0.9%      
     5,600       Herbalife Ltd.*         305,200   
     3,937       Medifast, Inc.*         105,748   
     3,500       Usana Health Sciences, Inc.*         469,105   
           

 

 

 
              880,053   
           

 

 

 
      Insurance - 5.1%      
     9,688       Ambac Financial Group, Inc.*         140,185   
     5,900       AmTrust Financial Services, Inc.         371,582   
     7,400       Assurant, Inc.         584,674   
     8,898       Assured Guaranty Ltd.         222,450   
     18,000       Endurance Specialty Holdings Ltd.         1,098,540   
     5,594       Everest Re Group Ltd.         969,664   
     3,900       FBL Financial Group Class A         239,928   
     10,636       Fidelity & Guaranty Life         261,008   
     18,400       Greenlight Capital Re Ltd. Class A*         409,952   
     3,290       Reinsurance Group of America, Inc.         298,041   
     8,342       Third Point Reinsurance Ltd.*         112,200   
     7,500       Validus Holdings Ltd.         338,025   
           

 

 

 
              5,046,249   
           

 

 

 
      Materials - 4.4%      
     7,232       Berry Plastics Group, Inc.*         217,466   
     9,696       Clearwater Paper Corp.*         458,039   
     11,800       Domtar Corp.         421,850   
     10,180       Innospec, Inc.         473,472   
     4,000       Kaiser Aluminum Corp.         321,000   
     32,700       Rayonier Advanced Materials, Inc.         200,124   
     4,900       Reliance Steel & Aluminum Co.         264,649   
     30,600       Resolute Forest Products, Inc.*         254,286   
     6,100       Schweitzer-Mauduit International, Inc.         209,718   
     20,809       Sealed Air Corp.         975,526   
     10,700       Steel Dynamics, Inc.         183,826   
     7,881       Stepan Co.         327,928   
           

 

 

 
              4,307,884   
           

 

 

 
      Media - 0.6%      
     7,700       Scholastic Corp.         299,992   
     20,100       World Wrestling Entertainment, Inc. Class A         339,690   
           

 

 

 
              639,682   
           

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 7.7%      
     31,800       Affymetrix, Inc.*         271,572   
     9,500       Anacor Pharmaceuticals, Inc.*         1,118,245   
     5,600       Bio-Rad Laboratories, Inc. Class A*         752,136   
     9,200       Cambrex Corp.*         365,056   
     61,891       Geron Corp.*         170,819   
     10,100       Infinity Pharmaceuticals, Inc.*         85,345   
     8,684       Insys Therapeutics, Inc.*         247,147   
     6,500       Lannett Co., Inc.*         269,880   
     15,280       Luminex Corp.*         258,385   
     6,192       Medivation, Inc.*         263,160   
     27,000       Merrimack Pharmaceuticals, Inc.*         229,770   
     1,400       Mettler-Toledo International, Inc.*         398,636   
     2,630       NewLink Genetics Corp.*         94,259   
     25,371       OPKO Health, Inc.*         213,370   
     98,244       PDL Biopharma, Inc.         494,167   
     11,123       Quintiles Transnational Holdings, Inc.*         773,827   
     24,900       Sciclone Pharmaceuticals, Inc.*         172,806   
     16,200       Sucampo Pharmaceuticals, Inc. Class A*         321,894   
     10,600       Supernus Pharmaceuticals, Inc.*         148,718   


 

  Hartford Small/Mid Cap Equity HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     6,800       United Therapeutics Corp.*     $     892,432   
           

 

 

 
              7,541,624   
           

 

 

 
      Real Estate - 12.1%      
     14,900       AG Mortgage Investment Trust, Inc. REIT         226,778   
     34,920       American Capital Mortgage Investment Corp. REIT         514,721   
     14,129       Apollo Commercial Real Estate Finance, Inc. REIT         221,967   
     55,800       Brandywine Realty Trust REIT         687,456   
     12,700       Brixmor Property Group, Inc. REIT         298,196   
     64,200       Capstead Mortgage Corp. REIT         634,938   
     13,976       CBL & Associates Properties, Inc. REIT         192,170   
     71,900       Chambers Street Properties REIT         466,631   
     29,375       Hatteras Financial Corp. REIT         445,031   
     8,100       Hospitality Properties Trust REIT         207,198   
     6,260       Jones Lang LaSalle, Inc.         900,000   
     26,900       Ladder Capital Corp. REIT         385,208   
     62,710       Mack-Cali Realty Corp. REIT                 1,183,965   
     7,900       Marcus & Millichap, Inc.*         363,321   
     28,370       MFA Financial, Inc. REIT         193,200   
     20,050       New Residential Investment Corp. REIT         262,655   
     31,160       New York Mortgage Trust, Inc. REIT         171,068   
     26,200       Pennsylvania REIT         519,546   
     11,316       PennyMac Mortgage Investment Trust REIT         175,059   
     79,200       Piedmont Office Realty Trust, Inc. Class A, REIT         1,416,888   
     5,000       QTS Realty Trust, Inc. Class A, REIT         218,450   
     12,700       Redwood Trust, Inc. REIT         175,768   
     25,025       Resource Capital Corp. REIT         279,529   
     26,297       Select Income REIT         499,906   
     14,600       Starwood Property Trust, Inc. REIT         299,592   
     14,500       Starwood Waypoint Residential Trust REIT         345,535   
     47,300       Two Harbors Investment Corp. REIT         417,186   
     16,400       Western Asset Mortgage Capital Corp. REIT         206,804   
           

 

 

 
              11,908,766   
           

 

 

 
      Retailing - 5.8%      
     21,824       American Eagle Outfitters, Inc.         341,109   
     9,600       Big Lots, Inc.         460,032   
     12,100       Buckle, Inc.         447,337   
     10,000       Cato Corp. Class A         340,300   
     19,630       Chico’s FAS, Inc.         308,780   
     6,600       Dillard’s, Inc. Class A         576,774   
     13,690       Foot Locker, Inc.         985,269   
     18,500       Francescas Holding Corp.*         226,255   
     4,981       Hibbett Sports, Inc.*         174,385   
     25,374       Nutrisystem, Inc.         672,919   
     5,000       Outerwall, Inc.         284,650   
     24,900       Overstock.com, Inc.*         427,284   
     14,200       Select Comfort Corp.*         310,696   
     924       Ulta Salon Cosmetics & Fragrance, Inc.*         150,935   
           

 

 

 
              5,706,725   
           

 

 

 
      Semiconductors & Semiconductor Equipment - 2.2%      
     9,200       Advanced Energy Industries, Inc.*         241,960   
     4,700       Ambarella, Inc.*         271,613   
     15,600       Integrated Device Technology, Inc.*         316,680   
     13,400       Skyworks Solutions, Inc.         1,128,414   
     6,000       Tessera Technologies, Inc.         194,460   
           

 

 

 
              2,153,127   
           

 

 

 
      Software & Services - 10.3%      
     14,460       Amdocs Ltd.         822,485   
     17,530       Aspen Technology, Inc.*         664,562   
     18,300       AVG Technologies N.V.*         398,025   
     3,914       Barracuda Networks, Inc.*         60,980   
     5,500       BroadSoft, Inc.*         164,780   
     6,476       Cardtronics, Inc.*         211,765   
     25,600       Convergys Corp.         591,616   


 

  Hartford Small/Mid Cap Equity HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     1,090       DST Systems, Inc.     $     114,603   
     4,600       Ellie Mae, Inc.*         306,222   
     3,572       ePlus, Inc.*         282,438   
     2,900       Factset Research Systems, Inc.         463,449   
     9,800       Fleetmatics Group Ltd.*         481,082   
     7,300       Gigamon, Inc.*         146,073   
     3,919       Global Sources Ltd.*         32,567   
     5,936       Imperva, Inc.*         388,689   
     13,512       Infoblox, Inc.*         215,922   
     8,800       Logmein, Inc.*         599,808   
     3,700       Luxoft Holding, Inc.*         234,173   
     9,642       Manhattan Associates, Inc.*         600,696   
     7,200       MAXIMUS, Inc.         428,832   
     35,903       Mentor Graphics Corp.         884,291   
     6,368       Paycom Software, Inc.*         228,675   
     12,470       Rackspace Hosting, Inc.*         307,760   
     13,913       Synopsys, Inc.*         642,502   
     1,450       Tableau Software, Inc. Class A*         115,681   
     6,238       Verint Systems, Inc.*         269,170   
     9,000       Web.com Group, Inc.*         189,720   
     16,500       Wix.com Ltd.*         287,430   
           

 

 

 
                      10,133,996   
           

 

 

 
      Technology Hardware & Equipment - 4.3%      
     13,489       Alliance Fiber Optic Products, Inc.         230,527   
     11,900       Avnet, Inc.         507,892   
     17,000       AVX Corp.         222,530   
     64,735       Brocade Communications Systems, Inc.         671,949   
     12,100       Ciena Corp.*         250,712   
     11,400       Infinera Corp.*         222,984   
     2,073       InterDigital, Inc.         104,894   
     15,300       Lexmark International, Inc. Class A         443,394   
     4,701       Palo Alto Networks, Inc.*         808,572   
     12,308       Sanmina Corp.*         263,022   
     4,050       Tech Data Corp.*         277,425   
     6,200       Universal Display Corp.*         210,180   
           

 

 

 
              4,214,081   
           

 

 

 
      Telecommunication Services - 0.9%      
     18,100       Inteliquent, Inc.         404,173   
     17,796       Telephone & Data Systems, Inc.         444,188   
           

 

 

 
              848,361   
           

 

 

 
      Transportation - 2.3%      
     18,779       Alaska Air Group, Inc.         1,491,991   
     10,900       Covenant Transportation Group, Inc. Class A*         195,873   
     11,005       JetBlue Airways Corp.*         283,599   
     7,600       Matson, Inc.         292,524   
           

 

 

 
              2,263,987   
           

 

 

 
      Utilities - 5.1%      
     58,048       Atlantic Power Corp.         107,969   
     5,700       Black Hills Corp.         235,638   
     40,300       Great Plains Energy, Inc.         1,088,906   
     4,241       IDACORP, Inc.         274,435   
     23,000       New Jersey Resources Corp.         690,690   
     7,447       ONE Gas, Inc.         337,573   
     13,700       Pinnacle West Capital Corp.         878,718   
     35,911       Westar Energy, Inc.         1,380,419   
           

 

 

 
              4,994,348   
           

 

 

 
     

Total Common Stocks
(cost $94,127,794)

        97,413,926   
           

 

 

 


 

  Hartford Small/Mid Cap Equity HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     

Total Long-Term Investments
(cost $94,127,794)

        97,413,926   
           

 

 

 

Short-Term Investments - 0.7%

     
      Other Investment Pools & Funds - 0.7%      
     592      

Federated Prime Money Market

    $          592   
     718,511      

Federated Prime Obligations Fund

        718,511   
           

 

 

 
     

Total Short-Term Investments
(cost $719,103)

        719,103   
           

 

 

 
     

Total Investments
(cost $94,846,897)^

  99.8%   $          98,133,029   
     

Other Assets and Liabilities

  0.2%       174,505   
       

 

   

 

 

 
     

Total Net Assets

  100.0%   $                98,307,534   
       

 

   

 

 

 

 

Note:

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

 

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

 

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

 

   

   

^

  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:   
  Unrealized Appreciation   $           13,908,169   
  Unrealized Depreciation            (10,622,037
      

 

 

 
  Net Unrealized Appreciation   $           3,286,132   
      

 

 

 
      

*

  Non-income producing.     
      

† See Significant Accounting Policies of accompanying Notes to Schedule of Investments regarding valuation of securities.

  

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     

 

Other Abbreviations:

    

ADR

   American Depositary Receipt   

REIT

   Real Estate Investment Trust   


 

  Hartford Small/Mid Cap Equity HLS Fund

 

 

 Schedule of Investments

 September 30, 2015 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of September 30, 2015 in valuing the Fund’s investments.

 

                                                                                                   
     Total      Level 1(1)      Level 2(1)      Level 3  

Assets

           

Common Stocks

           

Automobiles & Components

   $ 1,534,204        $ 1,534,204        $ —        $ —    

Banks

     6,442,660          6,442,660          —          —    

Capital Goods

     7,304,035          7,304,035          —          —    

Commercial & Professional Services

     3,976,480          3,976,480          —          —    

Consumer Durables & Apparel

     3,431,755          3,431,755          —          —    

Consumer Services

     3,581,739          3,581,739          —          —    

Diversified Financials

     2,454,617          2,454,617          —          —    

Energy

     3,694,101          3,694,101          —          —    

Food & Staples Retailing

     180,404          180,404          —          —    

Food, Beverage & Tobacco

     1,092,002          1,092,002          —          —    

Health Care Equipment & Services

     3,083,046          3,083,046          —          —    

Household & Personal Products

     880,053          880,053          —          —    

Insurance

     5,046,249          5,046,249          —          —    

Materials

     4,307,884          4,307,884          —          —    

Media

     639,682          639,682          —          —    

Pharmaceuticals, Biotechnology & Life Sciences

     7,541,624          7,541,624          —          —    

Real Estate

     11,908,766          11,908,766          —          —    

Retailing

     5,706,725          5,706,725          —          —    

Semiconductors & Semiconductor Equipment

     2,153,127          2,153,127          —          —    

Software & Services

     10,133,996          10,133,996          —          —    

Technology Hardware & Equipment

     4,214,081          4,214,081          —          —    

Telecommunication Services

     848,361          848,361          —          —    

Transportation

     2,263,987          2,263,987          —          —    

Utilities

     4,994,348          4,994,348          —          —    

Short-Term Investments

     719,103          719,103          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 98,133,029        $ 98,133,029        $ —        $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the nine-month period ended September 30, 2015, there were no transfers between Level 1 and Level 2.

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.


 

  Hartford SmallCap Growth HLS Fund

 

 

 Schedule of Investments

 September 30, 2015 (Unaudited)

 

 

Shares or Principal Amount       Market Value  

Common Stocks - 96.6%

     
     

Automobiles & Components - 0.8%

     
     34,230      

American Axle & Manufacturing Holdings, Inc.*

    $     682,546   
     22,877      

Cooper Tire & Rubber Co.

        903,871   
     127,278      

Tenneco Automotive, Inc.*

        5,698,236   
           

 

 

 
              7,284,653   
           

 

 

 
     

Banks - 3.3%

     
     277,313      

EverBank Financial Corp.

        5,352,141   
     59,947      

FCB Financial Holdings, Inc. Class A*

        1,955,471   
     227,257      

First Merchants Corp.

        5,958,679   
     114,513      

Flushing Financial Corp.

        2,292,550   
     118,285      

Great Western Bancorp, Inc.

        3,000,890   
     13,638      

HomeStreet, Inc.*

        315,038   
     447,560      

MGIC Investment Corp.*

        4,144,406   
     86,081      

Sandy Spring Bancorp, Inc.

        2,253,601   
     19,200      

Walker & Dunlop, Inc.*

        500,736   
     50,168      

Wintrust Financial Corp.

        2,680,476   
           

 

 

 
              28,453,988   
           

 

 

 
     

Capital Goods - 7.1%

     
     180,080      

AAON, Inc.

        3,489,950   
     16,000      

Aegion Corp.*

        263,680   
     52,391      

Aerojet Rocketdyne Holdings, Inc.*

        847,686   
     156,088      

Altra Industrial Motion Corp.

        3,608,755   
     4,483      

American Woodmark Corp.*

        290,812   
     17,100      

Argan, Inc.

        593,028   
     107,282      

Astronics Corp.*

        4,337,411   
     122,383      

AZZ, Inc.

        5,958,828   
     12,626      

Comfort Systems USA, Inc.

        344,185   
     22,000      

Continental Building Products, Inc.*

        451,880   
     15,400      

Cubic Corp.

        645,876   
     11,800      

Douglas Dynamics, Inc.

        234,348   
     9,758      

Dycom Industries, Inc.*

        706,089   
     14,639      

Encore Wire Corp.

        478,256   
     38,769      

Esterline Technologies Corp.*

        2,787,104   
     162,895      

Generac Holdings, Inc.*

        4,901,511   
     20,900      

General Cable Corp.

        248,710   
     18,149      

Global Brass & Copper Holdings, Inc.

        372,236   
     117,190      

Heico Corp. Class A

        5,321,598   
     20,400      

Hyster-Yale Materials Handling, Inc.

        1,179,732   
     61,486      

Lennox International, Inc.

        6,968,208   
     12,500      

Lydall, Inc.*

        356,125   
     90,118      

Meritor, Inc.*

        957,954   
     61,989      

Moog, Inc. Class A*

        3,351,745   
     9,284      

Patrick Industries, Inc.*

        366,625   
     44,763      

Taser International, Inc.*

        985,905   
     57,312      

Teledyne Technologies, Inc.*

        5,175,274   
     82,342      

Toro Co.

        5,808,405   
     29,500      

Wabash National Corp.*

        312,405   
           

 

 

 
                      61,344,321   
           

 

 

 
     

Commercial & Professional Services - 3.7%

     
     8,046      

Brink’s Co.

        217,322   
     20,325      

CEB, Inc.

        1,389,011   
     109,302      

Deluxe Corp.

        6,092,494   
     155,374      

Exponent, Inc.

        6,923,465   
     132,554      

GP Strategies Corp.*

        3,024,882   
     15,800      

HNI Corp.

        677,820   
     13,903      

Insperity, Inc.

        610,759   
     33,200      

Interface, Inc.

        745,008   
     10,383      

Korn/Ferry International

        343,366   
     6,003      

Multi-Color Corp.

        459,169   
     145,961      

On Assignment, Inc.*

        5,385,961   
     49,418      

RPX Corp.*

        678,015   


 

  Hartford SmallCap Growth HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     20,119      

TriNet Group, Inc.*

    $     337,999   
     7,569      

UniFirst Corp.

        808,445   
     86,456      

WageWorks, Inc.*

        3,897,437   
           

 

 

 
              31,591,153   
           

 

 

 
     

Consumer Durables & Apparel - 4.6%

     
     102,383      

Arctic Cat, Inc.

        2,270,855   
     109,993      

G-III Apparel Group Ltd.*

        6,782,168   
     12,904      

Helen of Troy Ltd.*

        1,152,327   
     307,187      

Kate Spade & Co.*

        5,870,344   
     11,600      

Movado Group, Inc.

        299,628   
     38,719      

Nautilus, Inc.*

        580,785   
     64,007      

Oxford Industries, Inc.

        4,728,837   
     1,610      

Polaris Industries, Inc.

        192,991   
     4,735      

Skechers USA, Inc. Class A*

        634,869   
     42,837      

Smith & Wesson Holding Corp.*

        722,660   
     198,257      

Steven Madden Ltd.*

        7,260,171   
     14,300      

Sturm Ruger & Co., Inc.

        839,267   
     151,490      

Taylor Morrison Home Corp. Class A*

        2,826,804   
     295,823      

Vince Holding Corp.*

        1,014,673   
     92,463      

Vista Outdoor, Inc.*

        4,108,131   
     11,744      

Wolverine World Wide, Inc.

        254,140   
           

 

 

 
                      39,538,650   
           

 

 

 
     

Consumer Services - 5.2%

     
     13,300      

American Public Education, Inc.*

        311,885   
     14,700      

BJ’s Restaurants, Inc.*

        632,541   
     412,560      

Bloomin’ Brands, Inc.

        7,500,341   
     30,811      

Boyd Gaming Corp.*

        502,219   
     105,780      

Brinker International, Inc.

        5,571,433   
     29,033      

Buffalo Wild Wings, Inc.*

        5,615,853   
     12,230      

Capella Education Co.

        605,630   
     264,240      

Del Frisco’s Restaurant Group, Inc.*

        3,670,294   
     15,140      

Domino’s Pizza, Inc.

        1,633,757   
     33,777      

Grand Canyon Education, Inc.*

        1,283,188   
     368,668      

La Quinta Holdings, Inc.*

        5,817,581   
     78,888      

Marriott Vacations Worldwide Corp.

        5,375,428   
     29,614      

Penn National Gaming, Inc.*

        496,923   
     46,900      

Pinnacle Entertainment, Inc.*

        1,587,096   
     13,789      

Strayer Education, Inc.*

        757,981   
     15,400      

Texas Roadhouse, Inc.

        572,880   
     43,371      

Weight Watchers International, Inc.*

        276,707   
     123,540      

Wingstop, Inc.*

        2,962,489   
           

 

 

 
              45,174,226   
           

 

 

 
     

Diversified Financials - 1.7%

     
     68,300      

Cowen Group, Inc. Class A*

        311,448   
     89,783      

Evercore Partners, Inc. Class A

        4,510,698   
     123,917      

HFF, Inc. Class A

        4,183,438   
     12,000      

INTL. FCStone, Inc.*

        296,280   
     15,500      

Investment Technology Group, Inc.

        206,770   
     40,317      

MarketAxess Holdings, Inc.

        3,744,643   
     78,144      

Wisdomtree Investments, Inc.

        1,260,463   
     7,400      

World Acceptance Corp.*

        198,616   
           

 

 

 
              14,712,356   
           

 

 

 
     

Energy - 1.5%

     
     53,472      

Alon USA Energy, Inc.

        966,239   
     14,300      

CVR Energy, Inc.

        587,015   
     109,222      

Forum Energy Technologies, Inc.*

        1,333,601   
     190,130      

Hornbeck Offshore Services, Inc.*

        2,572,459   
     91,900      

ION Geophysical Corp.*

        35,841   
     11,737      

Matrix Service Co.*

        263,730   
     48,858      

Pioneer Energy Services Corp.*

        102,602   
     14,415      

REX American Resources Corp.*

        729,687   
     236,669      

RSP Permian, Inc.*

        4,792,547   


 

  Hartford SmallCap Growth HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     31,551      

Western Refining, Inc.

    $     1,392,030   
           

 

 

 
                      12,775,751   
           

 

 

 
     

Food & Staples Retailing - 2.3%

     
     87,734      

Casey’s General Stores, Inc.

        9,029,583   
     22,612      

Fresh Market, Inc.*

        510,805   
     225,386      

Natural Grocers by Vitamin Cottage, Inc.*

        5,114,008   
     71,919      

PriceSmart, Inc.

        5,562,216   
           

 

 

 
              20,216,612   
           

 

 

 
     

Food, Beverage & Tobacco - 1.9%

     
     22,400      

Cal-Maine Foods, Inc.

        1,223,264   
     39,200      

Pilgrim’s Pride Corp.

        814,576   
     93,363      

Post Holdings, Inc.*

        5,517,753   
     13,700      

Sanderson Farms, Inc.

        939,409   
     97,785      

TreeHouse Foods, Inc.*

        7,606,695   
           

 

 

 
              16,101,697   
           

 

 

 
     

Health Care Equipment & Services - 10.7%

     
     17,797      

ABIOMED, Inc.*

        1,650,850   
     67,715      

Acadia Healthcare Co., Inc.*

        4,487,473   
     10,700      

Amedisys, Inc.*

        406,279   
     115,060      

Anika Therapeutics, Inc.*

        3,662,360   
     13,744      

Atrion Corp.

        5,153,450   
     27,422      

Centene Corp.*

        1,487,095   
     85,147      

Cyberonics, Inc.*

        5,175,235   
     112,940      

Cynosure, Inc. Class A*

        3,392,718   
     60,617      

DexCom, Inc.*

        5,204,576   
     21,564      

Ensign Group, Inc.

        919,273   
     322,042      

Globus Medical, Inc. Class A*

        6,653,388   
     16,266      

HealthEquity, Inc.*

        480,660   
     200,740      

HealthSouth Corp.

        7,702,394   
     33,229      

HeartWare International, Inc.*

        1,738,209   
     64,119      

ICU Medical, Inc.*

        7,021,030   
     38,530      

InVivo Therapeutics Holdings Corp.*

        332,129   
     20,900      

Magellan Health, Inc.*

        1,158,487   
     19,398      

Medidata Solutions, Inc.*

        816,850   
     15,700      

Meridian Bioscience, Inc.

        268,470   
     33,723      

Molina Healthcare, Inc.*

        2,321,828   
     5,900      

Natus Medical, Inc.*

        232,755   
     154,126      

Omnicell, Inc.*

        4,793,319   
     17,590      

Orthofix International N.V.*

        593,662   
     115,860      

Quality Systems, Inc.

        1,445,933   
     50,831      

Rockwell Medical, Inc.*

        391,907   
     117,535      

Team Health Holdings, Inc.*

        6,350,416   
     40,370      

Teladoc, Inc.*

        899,847   
     40,671      

Triple-S Management Corp., Class B*

        724,350   
     109,407      

U.S. Physical Therapy, Inc.

        4,911,280   
     170,765      

Vascular Solutions, Inc.*

        5,534,494   
     67,058      

WellCare Health Plans, Inc.*

        5,779,058   
           

 

 

 
              91,689,775   
           

 

 

 
     

Household & Personal Products - 0.2%

     
     11,600      

Medifast, Inc.*

        311,576   
     8,900      

Natural Health Trends Corp.

        290,852   
     5,700      

Usana Health Sciences, Inc.*

        763,971   
           

 

 

 
              1,366,399   
           

 

 

 
     

Insurance - 1.7%

     
     22,800      

Ambac Financial Group, Inc.*

        329,916   
     129,195      

AMERISAFE, Inc.

        6,424,867   
     9,300      

Federated National Holding Co.

        223,386   
     45,876      

Greenlight Capital Re Ltd. Class A*

        1,022,117   
     8,647      

HCI Group, Inc.

        335,244   
     16,418      

Heritage Insurance Holdings, Inc.*

        323,927   
     134,641      

James River Group Holdings Ltd.

        3,620,497   
     81,800      

Maiden Holdings Ltd.

        1,135,384   
     19,046      

United Insurance Holdings Corp.

        250,455   


 

  Hartford SmallCap Growth HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     31,000      

Universal Insurance Holdings, Inc.

    $     915,740   
           

 

 

 
                      14,581,533   
           

 

 

 
     

Materials - 3.9%

     
     15,712      

Berry Plastics Group, Inc.*

        472,460   
     168,292      

Boise Cascade Co.*

        4,244,324   
     20,090      

Clearwater Paper Corp.*

        949,052   
     490,736      

Graphic Packaging Holding Co.

        6,276,514   
     364,875      

Headwaters, Inc.*

        6,859,650   
     6,500      

Innospec, Inc.

        302,315   
     451,744      

OMNOVA Solutions, Inc.*

        2,502,662   
     176,804      

PolyOne Corp.

        5,187,429   
     27,093      

Schweitzer-Mauduit International, Inc.

        931,457   
     95,021      

Silgan Holdings, Inc.

        4,944,893   
     19,717      

Stepan Co.

        820,424   
           

 

 

 
              33,491,180   
           

 

 

 
     

Media - 0.1%

     
     39,400      

McClatchy Co. Class A*

        38,218   
     40,657      

World Wrestling Entertainment, Inc. Class A

        687,103   
           

 

 

 
              725,321   
           

 

 

 
     

Pharmaceuticals, Biotechnology & Life Sciences - 14.0%

     
     346,776      

Achillion Pharmaceuticals, Inc.*

        2,396,222   
     94,575      

Acorda Therapeutics, Inc.*

        2,507,183   
     160,959      

Aerie Pharmaceuticals, Inc.*

        2,855,413   
     82,615      

Affymetrix, Inc.*

        705,532   
     39,179      

Agios Pharmaceuticals, Inc.*

        2,765,646   
     62,221      

Alkermes plc*

        3,650,506   
     248,510      

Amicus Therapeutics, Inc.*

        3,476,655   
     90,138      

Anacor Pharmaceuticals, Inc.*

        10,610,144   
     50,650      

Anthera Pharmaceuticals, Inc.*

        308,458   
     280,300      

Aratana Therapeutics, Inc.*

        2,371,338   
     120,371      

ARIAD Pharmaceuticals, Inc.*

        702,967   
     230,778      

Array BioPharma, Inc.*

        1,052,348   
     305,647      

BioCryst Pharmaceuticals, Inc.*

        3,484,376   
     463,060      

BioDelivery Sciences International, Inc.*

        2,574,614   
     9,600      

BioSpecifics Technologies Corp.*

        417,984   
     25,400      

Cambrex Corp.*

        1,007,872   
     118,604      

Cepheid*

        5,360,901   
     18,140      

Dyax Corp.*

        346,293   
     10,900      

Eagle Pharmaceuticals, Inc.*

        806,927   
     61,500      

Emergent Biosolutions, Inc.*

        1,752,135   
     160,474      

Five Prime Therapeutics, Inc.*

        2,469,695   
     136,970      

Flexion Therapeutics, Inc.*

        2,035,374   
     222,200      

Geron Corp.*

        613,272   
     114,085      

GlycoMimetics, Inc.*

        638,876   
     52,091      

Halozyme Therapeutics, Inc.*

        699,582   
     8,907      

INC Research Holdings, Inc. Class A*

        356,280   
     105,263      

Infinity Pharmaceuticals, Inc.*

        889,472   
     33,460      

Insys Therapeutics, Inc.*

        952,272   
     156,971      

Intersect ENT, Inc.*

        3,673,121   
     90,829      

Ironwood Pharmaceuticals, Inc.*

        946,438   
     7,724      

Kite Pharma, Inc.*

        430,072   
     15,100      

Lannett Co., Inc.*

        626,952   
     10,215      

Ligand Pharmaceuticals, Inc.*

        874,915   
     45,144      

Luminex Corp.*

        763,385   
     137,637      

Medicines Co.*

        5,224,701   
     161,616      

Merrimack Pharmaceuticals, Inc.*

        1,375,352   
     42,800      

MiMedx Group, Inc.*

        413,020   
     11,200      

Myriad Genetics, Inc.*

        419,776   
     20,255      

NewLink Genetics Corp.*

        725,939   
     64,932      

Northwest Biotherapeutics, Inc.*

        405,825   
     467,303      

Novavax, Inc.*

        3,303,832   
     79,547      

Ophthotech Corp.*

        3,223,244   
     229,607      

Orexigen Therapeutics, Inc.*

        484,471   
     144,058      

Otonomy, Inc.*

        2,565,673   


 

  Hartford SmallCap Growth HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     123,156      

PAREXEL International Corp.*

    $     7,625,819   
     306,475      

PDL Biopharma, Inc.

        1,541,569   
     18,300      

Pfenex, Inc.*

        274,683   
     124,677      

Portola Pharmaceuticals, Inc.*

        5,313,734   
     36,100      

Progenics Pharmaceuticals, Inc.*

        206,492   
     71,748      

PTC Therapeutics, Inc.*

        1,915,672   
     25,399      

Puma Biotechnology, Inc.*

        1,914,069   
     180,046      

Relypsa, Inc.*

        3,332,651   
     151,830      

Sciclone Pharmaceuticals, Inc.*

        1,053,700   
     48,200      

Sucampo Pharmaceuticals, Inc. Class A*

        957,734   
     35,754      

Supernus Pharmaceuticals, Inc.*

        501,629   
     96,964      

TESARO, Inc.*

        3,888,256   
     46,667      

Ultragenyx Pharmaceutical, Inc.*

        4,494,499   
     305,101      

XenoPort, Inc.*

        1,058,700   
     110,040      

Zafgen, Inc.*

        3,515,778   
           

 

 

 
                    120,860,038   
           

 

 

 
     

Real Estate - 1.7%

     
     11,300      

Altisource Portfolio Solutions S.A.*

        269,392   
     90,381      

Apollo Residential Mortgage, Inc. REIT

        1,144,223   
     58,065      

CareTrust, Inc. REIT

        659,038   
     116,759      

Coresite Realty Corp. REIT

        6,006,083   
     17,438      

Marcus & Millichap, Inc.*

        801,974   
     12,960      

Omega Healthcare Investors, Inc. REIT

        455,544   
     18,663      

QTS Realty Trust, Inc. Class A, REIT

        815,386   
     32,767      

Sabra Healthcare, Inc. REIT

        759,539   
     297,617      

Sunstone Hotel Investors, Inc. REIT

        3,937,473   
           

 

 

 
              14,848,652   
           

 

 

 
     

Retailing - 5.9%

     
     41,700      

1-800-Flowers.com, Inc. Class A*

        379,470   
     86,100      

American Eagle Outfitters, Inc.

        1,345,743   
     8,900      

Big Lots, Inc.

        426,488   
     44,221      

Buckle, Inc.

        1,634,850   
     30,689      

Build-A-Bear Workshop, Inc.*

        579,715   
     161,645      

Burlington Stores, Inc.*

        8,250,361   
     38,925      

Cato Corp. Class A

        1,324,618   
     74,527      

Chico’s FAS, Inc.

        1,172,310   
     101,901      

Core-Mark Holding Co., Inc.

        6,669,421   
     220,382      

DSW, Inc. Class A

        5,577,868   
     38,400      

Express, Inc.*

        686,208   
     187,288      

Five Below, Inc.*

        6,289,131   
     74,400      

Francescas Holding Corp.*

        909,912   
     18,586      

Hibbett Sports, Inc.*

        650,696   
     115,130      

HSN, Inc.

        6,590,041   
     65,862      

Nutrisystem, Inc.

        1,746,660   
     19,400      

Outerwall, Inc.

        1,104,442   
     26,063      

Overstock.com, Inc.*

        447,241   
     182,198      

Party City Holdco, Inc.*

        2,909,702   
     35,900      

PetMed Express, Inc.

        577,990   
     45,600      

Select Comfort Corp.*

        997,728   
     27,711      

Tile Shop Holdings, Inc.*

        331,978   
           

 

 

 
              50,602,573   
           

 

 

 
     

Semiconductors & Semiconductor Equipment - 2.0%

     
     15,200      

Advanced Energy Industries, Inc.*

        399,760   
     21,273      

Ambarella, Inc.*

        1,229,367   
     52,970      

Amkor Technology, Inc.*

        237,835   
     237,478      

Integrated Device Technology, Inc.*

        4,820,803   
     106,550      

Kulicke & Soffa Industries, Inc.*

        978,129   
     133,165      

MKS Instruments, Inc.

        4,465,023   
     106,382      

SunEdison Semiconductor Ltd.*

        1,121,266   
     153,808      

SunPower Corp.*

        3,082,312   
     22,400      

Tessera Technologies, Inc.

        725,984   
           

 

 

 
              17,060,479   
           

 

 

 


 

  Hartford SmallCap Growth HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     

Software & Services - 18.9%

     
     194,866      

Aspen Technology, Inc.*

    $     7,387,370   
     53,200      

AVG Technologies N.V.*

        1,157,100   
     14,591      

Barracuda Networks, Inc.*

        227,328   
     25,200      

BroadSoft, Inc.*

        754,992   
     41,702      

CACI International, Inc. Class A*

        3,084,697   
     180,195      

Cardtronics, Inc.*

        5,892,376   
     97,017      

Cass Information Systems, Inc.

        4,766,445   
     9,866      

Cimpress N.V.*

        750,901   
     120,337      

comScore, Inc.*

        5,553,553   
     58,700      

CSG Systems International, Inc.

        1,807,960   
     44,507      

Demandware, Inc.*

        2,300,122   
     60,873      

Ellie Mae, Inc.*

        4,052,316   
     107,775      

Envestnet, Inc.*

        3,230,017   
     75,280      

EPAM Systems, Inc.*

        5,609,866   
     56,918      

ePlus, Inc.*

        4,500,506   
     4,500      

Euronet Worldwide, Inc.*

        333,405   
     239,409      

Everyday Health, Inc.*

        2,188,198   
     154,323      

Exlservice Holdings, Inc.*

        5,699,148   
     87,550      

Fair Isaac Corp.

        7,397,975   
     458,994      

Five9, Inc.*

        1,698,278   
     153,662      

Fleetmatics Group Ltd.*

        7,543,268   
     26,800      

Gigamon, Inc.*

        536,268   
     34,329      

Guidewire Software, Inc.*

        1,805,019   
     139,681      

Heartland Payment Systems, Inc.

        8,801,300   
     106,095      

HubSpot, Inc.*

        4,919,625   
     19,893      

Imperva, Inc.*

        1,302,594   
     58,920      

Infoblox, Inc.*

        941,542   
     91,940      

j2 Global, Inc.

        6,513,949   
     27,491      

Logmein, Inc.*

        1,873,787   
     10,357      

Luxoft Holding, Inc.*

        655,494   
     144,163      

Manhattan Associates, Inc.*

        8,981,355   
     83,085      

Marketo, Inc.*

        2,361,276   
     127,871      

MAXIMUS, Inc.

        7,615,997   
     232,606      

Model N, Inc.*

        2,328,386   
     16,200      

NIC, Inc.

        286,902   
     18,353      

Paycom Software, Inc.*

        659,056   
     13,225      

Pegasystems, Inc.

        325,467   
     65,776      

PTC, Inc.*

        2,087,730   
     77,820      

Q2 Holdings, Inc.*

        1,923,710   
     86,802      

Qualys, Inc.*

        2,470,385   
     44,900      

RetailMeNot, Inc.*

        369,976   
     20,923      

Science Applications International Corp.

        841,314   
     9,434      

Stamps.com, Inc.*

        698,210   
     33,716      

Sykes Enterprises, Inc.*

        859,758   
     12,381      

Take-Two Interactive Software, Inc.*

        355,706   
     63,019      

Tyler Technologies Corp.*

        9,409,367   
     142,665      

Verint Systems, Inc.*

        6,155,995   
     39,204      

Web.com Group, Inc.*

        826,420   
     108,042      

WebMD Health Corp.*

        4,304,393   
     66,650      

WEX, Inc.*

        5,787,886   
     47,929      

Wix.com Ltd.*

        834,923   
           

 

 

 
                    162,769,611   
           

 

 

 
     

Technology Hardware & Equipment - 3.2%

     
     20,400      

Alliance Fiber Optic Products, Inc.

        348,636   
     97,267      

Avid Technology, Inc.*

        774,245   
     106,154      

CDW Corp. of Delaware

        4,337,452   
     154,041      

Ciena Corp.*

        3,191,730   
     56,872      

Cognex Corp.

        1,954,691   
     24,308      

DTS, Inc.*

        649,024   
     38,215      

FEI Co.

        2,791,224   
     58,663      

Infinera Corp.*

        1,147,448   
     27,031      

InterDigital, Inc.

        1,367,769   
     182,776      

NetScout Systems, Inc.*

        6,464,787   
     148,400      

Quantum Corp.*

        103,479   


 

   Hartford SmallCap Growth HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

     69,450      

Rogers Corp.*

   

$

    3,693,351   
     82,052      

Sonus Networks, Inc.*

        469,337   
     18,600      

Universal Display Corp.*

        630,540   
           

 

 

 
              27,923,713   
           

 

 

 
     

Telecommunication Services - 0.5%

     
     168,300      

Cincinnati Bell, Inc.*

        525,096   
     36,800      

IDT Corp. Class B

        526,240   
     43,819      

Inteliquent, Inc.

        978,478   
     404,850      

Vonage Holdings Corp.*

        2,380,518   
           

 

 

 
              4,410,332   
           

 

 

 
     

Transportation - 1.7%

     
     10,500      

Alaska Air Group, Inc.

        834,225   
     5,800      

Allegiant Travel Co.

        1,254,250   
     162,432      

Celadon Group, Inc.

        2,602,161   
     16,300      

Covenant Transportation Group, Inc. Class A*

        292,911   
     54,900      

Hawaiian Holdings, Inc.*

        1,354,932   
     21,200      

JetBlue Airways Corp.*

        546,324   
     118,482      

Marten Transport Ltd.

        1,915,854   
     7,975      

Matson, Inc.

        306,958   
     305,713      

Swift Transportation Co.*

        4,591,809   
     22,100      

Werner Enterprises, Inc.

        554,710   
           

 

 

 
              14,254,134   
           

 

 

 
     

Total Common Stocks
(cost $852,269,970)

            831,777,147   
           

 

 

 

Warrants - 0.0%

     
     

Diversified Financials - 0.0%

     
     891      

Imperial Holdings, Inc., Expires 4/11/19*(1)(2)

          
           

 

 

 
     

Total Warrants
(cost $—)

          
           

 

 

 

Exchange Traded Funds - 2.3%

     
     

Other Investment Pools & Funds - 2.3%

     
     146,440      

iShares Russell 2000 Growth ETF

        19,618,567   
           

 

 

 
     

Total Exchange Traded Funds
(cost $20,874,692)

        19,618,567   
           

 

 

 
     

Total Long-Term Investments
(cost $873,144,662)

        851,395,714   
           

 

 

 

Short-Term Investments - 1.7%

     
     

Other Investment Pools & Funds - 1.7%

     
     14,719,253      

Federated Prime Obligations Fund

        14,719,253   
           

 

 

 
     

Total Short-Term Investments
(cost $14,719,253)

        14,719,253   
           

 

 

 
     

Total Investments
(cost $887,863,915)^

    100.6%      $     866,114,967   
     

Other Assets and Liabilities

    (0.6)%          (5,062,551
       

 

 

     

 

 

 
     

Total Net Assets

    100.0%      $     861,052,416   
       

 

 

     

 

 

 

 

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 and 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 reporting ease.

 

   

   

^

  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:   
  Unrealized Appreciation   $      83,902,086   
  Unrealized Depreciation            (105,651,034
      

 

 

 
  Net Unrealized Depreciation   $      (21,748,948
      

 

 

 


 

  Hartford SmallCap Growth HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

*

  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 September 30, 2015, the aggregate fair value of this security was $0, which represents 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.

(2)

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

 

     Period
Acquired
     Shares/ Par              Security        Cost    
  04/2014        891       Imperial Holdings, Inc. Warrants   $                     —     
  At September 30, 2015, the aggregate value of these securities were $0, which represents 0.0% of total net assets.   

† See Significant Accounting Policies of accompanying Notes to Schedule of Investments regarding valuation of securities.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     

 

Other Abbreviations:

    

ETF

   Exchange Traded Fund   

REIT

   Real Estate Investment Trust   


 

  Hartford SmallCap Growth HLS Fund

 

 

 Schedule of Investments

 September 30, 2015 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of September 30, 2015 in valuing the Fund’s investments.

 

                                                                                                   
     Total      Level 1(1)      Level 2(1)      Level 3  

Assets

  

Common Stocks

           

Automobiles & Components

   $ 7,284,653        $ 7,284,653        $ —        $ —    

Banks

     28,453,988          28,453,988          —          —    

Capital Goods

     61,344,321          61,344,321          —          —    

Commercial & Professional Services

     31,591,153          31,591,153          —          —    

Consumer Durables & Apparel

     39,538,650          39,538,650          —          —    

Consumer Services

     45,174,226          45,174,226          —          —    

Diversified Financials

     14,712,356          14,712,356          —          —    

Energy

     12,775,751          12,775,751          —          —    

Food & Staples Retailing

     20,216,612          20,216,612          —          —    

Food, Beverage & Tobacco

     16,101,697          16,101,697          —          —    

Health Care Equipment & Services

     91,689,775          91,689,775          —          —    

Household & Personal Products

     1,366,399          1,366,399          —          —    

Insurance

     14,581,533          14,581,533          —          —    

Materials

     33,491,180          33,491,180          —          —    

Media

     725,321          725,321          —          —    

Pharmaceuticals, Biotechnology & Life Sciences

     120,860,038          120,860,038          —          —    

Real Estate

     14,848,652          14,848,652          —          —    

Retailing

     50,602,573          50,602,573          —          —    

Semiconductors & Semiconductor Equipment

     17,060,479          17,060,479          —          —    

Software & Services

     162,769,611          162,769,611          —          —    

Technology Hardware & Equipment

     27,923,713          27,923,713          —          —    

Telecommunication Services

     4,410,332          4,410,332          —          —    

Transportation

     14,254,134          14,254,134          —          —    

Warrants

     —          —          —          —    

Exchange Traded Funds

     19,618,567          19,618,567          —          —    

Short-Term Investments

     14,719,253          14,719,253          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 866,114,967        $ 866,114,967        $ —        $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the nine-month period ended September 30, 2015, there were no transfers between Level 1 and Level 2.

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.


 

  Hartford U.S. Government Securities HLS Fund

 

 

 Schedule of Investments

 September 30, 2015 (Unaudited)

 

 

Shares or Principal Amount           Market Value  

Asset & Commercial Mortgage Backed Securities - 23.2%

     
    

Asset-Backed - Automobile - 2.8%

     
  $         4,435,000      

Ally Auto Receivables Trust
1.49%, 11/15/2019

    $     4,445,311   
    2,595,000      

Capital Auto Receivables Asset Trust
2.22%, 01/22/2019

        2,625,084   
    3,430,000      

Drive Auto Receivables Trust
2.12%, 06/17/2019(1)

        3,428,275   
    1,240,000      

Huntington Automotive Trust
1.07%, 02/15/2018

        1,237,572   
    3,350,000      

Westlake Automobile Receivables Trust
3.40%, 01/15/2021(1)

        3,351,785   
          

 

 

 
             15,088,027   
          

 

 

 
    

Asset-Backed - Credit Card - 0.8%

     
    4,180,000      

Cabela’s Master Credit Card Trust
0.66%, 07/15/2022(2)

        4,148,922   
          

 

 

 
    

Asset-Backed - Finance & Insurance - 10.4%

     
    3,385,000      

Apidos CLO
1.79%, 04/17/2026(1)(2)

        3,365,367   
    

Ares CLO Ltd.

     
    4,755,000      

1.74%, 04/20/2023(1)(2)

        4,639,929   
    3,135,000      

1.81%, 04/17/2026(1)(2)

        3,118,071   
    1,205,000      

Avalon IV Capital Ltd.
2.14%, 04/17/2023(1)(2)

        1,186,322   
    3,584,167      

Cal Funding II Ltd.
3.47%, 10/25/2027(1)

        3,628,202   
    4,085,000      

Dryden Senior Loan Fund
1.64%, 04/18/2026(1)(2)

        4,039,248   
    2,000,000      

Flatiron CLO Ltd.
2.19%, 07/17/2026(1)(2)

        1,966,800   
    695,000      

Ford Credit Floorplan Master Owner Trust
2.32%, 01/15/2019

        705,024   
    3,400,000      

ING Investment Management CLO Ltd.
2.19%, 03/14/2022(1)(2)

        3,357,500   
    3,400,000      

Limerock CLO
1.79%, 04/18/2026(1)(2)

        3,376,540   
    2,990,000      

Magnetite CLO Ltd.
2.25%, 07/25/2026(1)(2)

        2,939,768   
    1,815,000      

Nationstar Agency Advance Funding Trust
1.89%, 02/18/2048(1)

        1,796,995   
    1,885,000      

Ocwen Freddie Advance Funding
2.06%, 11/15/2045(1)

        1,884,849   
    2,220,000      

Ocwen Master Advance Receivables Trust
2.54%, 09/17/2046(1)

        2,220,000   
    3,047,224      

SpringCastle America Funding LLC
2.70%, 05/25/2023(1)

        3,051,393   
    

Springleaf Funding Trust

     
    2,890,000      

2.41%, 12/15/2022(1)

        2,891,237   
    4,720,000      

3.16%, 11/15/2024(1)

        4,769,791   
    1,269,485      

Structured Asset Securities Corp.
1.69%, 02/25/2033(2)

        1,265,356   
    3,359,750      

TAL Advantage LLC
2.83%, 02/22/2038(1)

        3,382,207   
    1,370,000      

Voya CLO Ltd.
1.74%, 07/17/2026(1)(2)

        1,357,122   
          

 

 

 
                   54,941,721   
          

 

 

 
    

Asset-Backed - Home Equity - 0.2%

     
    104,661      

Master Asset Backed Securities Trust
2.89%, 05/25/2033(2)

        101,231   
    1,168,552      

Morgan Stanley Asset Backed Securities Capital I
1.69%, 11/25/2032(2)

        1,152,413   
          

 

 

 
             1,253,644   
          

 

 

 


 

  Hartford U.S. Government Securities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

    

Commercial Mortgage-Backed Securities - 2.7%

     
    

CSAIL Commercial Mortgage Trust

     
  $         2,140,000      

3.50%, 06/15/2057

    $     2,201,371   
    5,100,000      

3.72%, 08/15/2048

        5,336,002   
    2,050,000      

FREMF Mortgage Trust
3.95%, 06/25/2047(1)(2)

        2,139,524   
    4,750,000      

New Residential Advance Receivables Trust
2.32%, 08/15/2046(1)

        4,726,250   
          

 

 

 
                 14,403,147   
          

 

 

 
    

Whole Loan Collateral CMO - 6.3%

     
    

LSTAR Securities Investment Trust

     
    4,627,301      

2.20%, 05/01/2020(1)(2)

        4,468,150   
    4,395,431      

2.20%, 08/01/2020(1)(2)

        4,322,028   
    2,515,064      

Morgan Stanley Dean Witter Capital I
1.71%, 03/25/2033(2)

        2,355,926   
    2,173,364      

Sequoia Mortgage Trust
0.68%, 02/20/2035(2)

        2,044,659   
    

Springleaf Mortgage Loan Trust

     
    2,208,466      

1.27%, 06/25/2058(1)(2)

        2,206,468   
    1,917,620      

1.57%, 12/25/2059(1)(2)

        1,917,101   
    2,955,203      

Thornburg Mortgage Securities Trust
2.24%, 04/25/2045(2)

        2,967,482   
    

Towd Point Mortgage Trust

     
    2,585,000      

2.75%, 04/26/2055

        2,584,010   
    3,616,554      

3.00%, 03/25/2054(1)(2)

        3,606,789   
    

WaMu Mortgage Pass-Through Certificates

     
    2,131,821      

2.16%, 03/25/2033(2)

        2,132,680   
    2,451,635      

2.43%, 10/25/2035(2)

        2,352,285   
    2,273,468      

Wells Fargo Mortgage Backed Securities Trust
2.61%, 09/25/2033(2)

        2,265,008   
          

 

 

 
             33,222,586   
          

 

 

 
    

Total Asset & Commercial Mortgage Backed Securities
(cost $122,670,178)

            123,058,047   
          

 

 

 

U.S. Government Agencies - 54.5%

     
    

FHLMC - 8.9%

     
    5,854,333      

0.57%, 04/25/2020(2)

        5,855,838   
    11,233,108      

1.57%, 01/25/2022

        11,263,820   
    4,422,155      

2.54%, 06/01/2042(2)

        4,596,551   
    6,205,000      

3.50%, 11/15/2025

        6,687,277   
    1,600,000      

3.50%, 10/01/2045(3)

        1,664,750   
    98,871      

4.50%, 12/01/2018

        102,428   
    8,050      

5.50%, 06/01/2034

        8,920   
    69,107      

5.50%, 10/01/2035

        76,743   
    119,588      

5.50%, 04/01/2037

        132,454   
    1,452,902      

5.50%, 12/01/2037

        1,607,956   
    515,630      

5.50%, 04/01/2038

        571,320   
    34,129      

5.50%, 05/01/2038

        37,800   
    2,855,992      

5.50%, 08/01/2038

        3,162,896   
    15,320      

5.50%, 08/01/2038

        17,270   
    5,634      

5.50%, 12/01/2039

        6,239   
    1,000,000      

5.50%, 10/01/2045(3)

        1,108,672   
    73,774      

6.00%, 10/01/2021

        82,879   
    97,179      

6.00%, 10/01/2022

        109,228   
    115,787      

6.00%, 01/01/2028

        131,563   
    42,075      

6.00%, 04/15/2028

        47,431   
    73,985      

6.00%, 05/15/2028(4)

        84,478   
    79,006      

6.00%, 11/15/2028

        89,624   
    6,473      

6.00%, 11/15/2028

        7,373   
    157,801      

6.00%, 12/15/2028

        178,875   
    224,030      

6.00%, 01/15/2029

        253,175   
    110,250      

6.00%, 01/15/2029

        126,034   
    46,005      

6.00%, 02/15/2029

        52,569   
    32,469      

6.00%, 02/15/2029

        36,911   
    84,351      

6.00%, 03/15/2029

        95,256   


 

  Hartford U.S. Government Securities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

  $               53,723      

6.00%, 05/15/2029

    $     61,182   
    14,024      

6.00%, 06/15/2029

        15,996   
    3,699      

6.00%, 03/15/2031

        4,216   
    139,421      

6.00%, 04/15/2031

        158,323   
    16,524      

6.00%, 04/15/2031

        18,764   
    76,129      

6.00%, 10/15/2031

        87,980   
    85,090      

6.00%, 12/01/2031

        96,850   
    558,841      

6.00%, 12/15/2031(4)

        634,784   
    677,859      

6.00%, 12/15/2031

        769,309   
    27,696      

6.00%, 05/15/2032

        31,214   
    1,612,852      

6.00%, 06/15/2032

        1,821,900   
    39,198      

6.00%, 09/15/2032

        44,638   
    1,270,684      

6.00%, 09/15/2032

        1,447,004   
    125,584      

6.00%, 10/15/2032

        143,828   
    958      

6.00%, 11/01/2032

        1,095   
    87,736      

6.00%, 11/15/2032

        99,712   
    16,472      

6.00%, 04/01/2033

        18,524   
    27,895      

6.00%, 09/01/2034

        31,756   
    18,820      

6.50%, 02/01/2017

        19,360   
    11,118      

6.50%, 04/01/2028

        12,711   
    501,420      

6.50%, 08/15/2028

        561,317   
    1,401,264      

6.50%, 05/15/2032

        1,623,753   
    165,861      

6.50%, 08/01/2032

        193,002   
    28,556      

6.50%, 09/01/2032

        32,646   
    354,094      

6.50%, 09/01/2032

        410,855   
    29,185      

7.00%, 10/01/2026

        30,679   
    3,578      

7.00%, 03/01/2027

        3,968   
    3,759      

7.00%, 03/01/2027

        4,395   
    4,763      

7.00%, 12/01/2027

        4,944   
    1,547      

7.00%, 02/01/2029

        1,844   
    1,179      

7.00%, 05/01/2029

        1,357   
    2,167      

7.00%, 09/01/2029

        2,478   
    823      

7.00%, 02/01/2031

        998   
    133,299      

7.00%, 04/01/2032

        160,499   
    64,074      

7.00%, 05/01/2032

        66,112   
    89,685      

7.00%, 06/01/2032

        105,956   
    150,259      

7.00%, 11/01/2032

        179,316   
    4,719      

7.50%, 05/01/2024

        5,523   
    842      

7.50%, 06/01/2024

        855   
    2,223      

7.50%, 06/01/2025

        2,383   
    743      

8.00%, 08/01/2024

        832   
    260      

8.00%, 08/01/2024

        267   
    4,904      

8.00%, 08/01/2024

        5,055   
    502      

8.00%, 08/01/2024

        562   
    5,973      

8.00%, 09/01/2024

        6,300   
    933      

8.00%, 10/01/2024

        948   
    8,479      

8.00%, 10/01/2024

        8,988   
    229      

8.00%, 10/01/2024

        259   
    453      

8.50%, 10/01/2024

        455   
    4,416      

10.00%, 11/01/2020

        4,475   
          

 

 

 
                47,136,497   
          

 

 

 
    

FNMA - 36.2%

  

    8,184,757      

1.49%, 03/01/2018

        8,267,049   
    3,545,000      

2.22%, 10/01/2022

        3,580,054   
    1,800,835      

2.25%, 10/01/2022

        1,818,036   
    6,344,981      

2.25%, 10/01/2022

        6,395,969   
    3,570,000      

2.31%, 10/01/2022

        3,606,149   
    920,000      

2.36%, 06/01/2019

        951,642   
    1,080,000      

2.52%, 10/01/2022

        1,104,173   
    2,051,184      

2.56%, 01/01/2019

        2,129,470   
    1,554,105      

2.65%, 07/01/2019

        1,611,935   
    2,500,000      

2.68%, 05/01/2025

        2,500,365   
    1,279,536      

2.72%, 05/01/2021

        1,339,057   
    270,017      

2.83%, 05/01/2021

        284,608   
    3,674,841      

3.00%, 03/01/2043

        3,736,096   


 

  Hartford U.S. Government Securities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

  $          2,054,696      

3.00%, 08/01/2043

    $     2,088,323   
    11,635,516      

3.00%, 08/01/2043

        11,826,192   
    21,200,000      

3.00%, 10/01/2045(3)

        21,484,875   
    63,257      

3.05%, 10/01/2020

        67,193   
    7,814,199      

3.11%, 10/01/2021

        8,278,314   
    626,770      

3.25%, 04/01/2021

        673,041   
    956,281      

3.25%, 11/01/2021

        1,015,316   
    298,860      

3.27%, 05/01/2021

        321,323   
    328,501      

3.39%, 11/01/2020

        351,892   
    276,472      

3.41%, 11/01/2020

        296,356   
    231,348      

3.50%, 11/01/2020

        248,535   
    944,057      

3.50%, 11/01/2021

        1,024,228   
    4,100,000      

3.50%, 10/01/2030(3)

        4,330,625   
    1,035,050      

3.59%, 09/01/2030

        1,103,174   
    7,606,386      

3.74%, 06/01/2018

        8,062,950   
    31,700,000      

4.00%, 10/01/2045(3)

        33,813,756   
    2,613,453      

4.50%, 10/01/2040

        2,840,120   
    1,167,713      

4.50%, 10/01/2041

        1,270,312   
    3,330,732      

4.50%, 01/01/2043

        3,620,739   
    1,095,152      

4.50%, 09/01/2043

        1,191,367   
    8,500,000      

4.50%, 10/01/2045(3)

        9,214,133   
    112,744      

5.00%, 08/01/2018

        117,157   
    320,397      

5.00%, 10/01/2018

        332,986   
    257,100      

5.00%, 06/01/2025

        280,215   
    21,700,000      

5.00%, 10/01/2045(3)

              23,909,416   
    43,900      

5.50%, 11/01/2016

        44,510   
    37,475      

5.50%, 10/01/2017

        38,760   
    30,008      

5.50%, 12/01/2017

        30,999   
    157,991      

5.50%, 04/01/2018

        163,722   
    100,402      

5.50%, 06/01/2018

        103,697   
    8,263      

5.50%, 07/01/2018

        8,602   
    1,233,916      

5.50%, 08/01/2019

        1,312,035   
    369,776      

6.00%, 10/01/2023

        416,612   
    48,686      

6.00%, 10/25/2028

        54,940   
    17,668      

6.00%, 11/25/2028

        19,977   
    72,429      

6.00%, 04/25/2029

        81,787   
    1,079      

6.00%, 05/01/2029

        1,231   
    59,217      

6.00%, 05/25/2029

        66,829   
    49,906      

6.00%, 06/25/2029

        56,344   
    63,483      

6.00%, 07/25/2029

        71,718   
    41,240      

6.00%, 07/25/2029

        46,602   
    113,627      

6.00%, 05/25/2031(4)

        128,461   
    457,618      

6.00%, 05/25/2031(4)

        520,266   
    189,082      

6.00%, 09/25/2031

        215,229   
    36,881      

6.00%, 11/25/2031

        41,666   
    8,589      

6.00%, 11/25/2031

        9,726   
    274,298      

6.00%, 12/25/2031

        312,947   
    414,080      

6.00%, 12/25/2031

        474,185   
    299,034      

6.00%, 01/01/2032

        336,772   
    455      

6.00%, 04/01/2032

        515   
    593      

6.00%, 05/01/2032

        676   
    2,887      

6.00%, 09/25/2032

        3,217   
    103,485      

6.00%, 11/01/2032

        116,699   
    72,396      

6.00%, 02/01/2033

        82,548   
    412,193      

6.00%, 03/01/2033

        469,521   
    966,957      

6.00%, 05/01/2033

        1,103,202   
    383,597      

6.00%, 05/01/2033

        436,816   
    19,743      

6.00%, 08/01/2034

        22,280   
    274,891      

6.00%, 01/01/2035

        312,181   
    4,599,545      

6.00%, 02/01/2037

        5,199,494   
    58      

6.50%, 04/01/2024

        66   
    238      

6.50%, 04/01/2027

        271   
    19,295      

6.50%, 04/01/2028

        22,043   
    333      

6.50%, 05/01/2028

        381   
    7,740      

6.50%, 10/01/2028

        8,842   
    4,216      

6.50%, 10/01/2028

        4,816   


 

  Hartford U.S. Government Securities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

  $              128,082      

6.50%, 11/01/2028

    $     150,114   
    80,646      

6.50%, 11/01/2028

        92,128   
    21,743      

6.50%, 11/01/2028

        24,839   
    116,215      

6.50%, 12/01/2028

        132,761   
    594,063      

6.50%, 06/25/2029(4)

        660,980   
    408,254      

6.50%, 08/01/2029

        466,379   
    23      

6.50%, 09/01/2029

        27   
    985      

6.50%, 11/01/2030

        1,125   
    8,469      

6.50%, 05/01/2031

        9,747   
    308,808      

6.50%, 10/25/2031

        349,909   
    1,575,858      

6.50%, 08/01/2032

        1,815,611   
    258,912      

6.50%, 08/01/2032

        295,775   
    58,068      

6.50%, 09/01/2032

        66,335   
    341      

7.00%, 03/01/2016

        343   
    186      

7.00%, 04/01/2016

        188   
    134      

7.00%, 08/01/2016

        136   
    348      

7.00%, 06/01/2017

        352   
    24,936      

7.00%, 06/01/2017

        25,234   
    1,240      

7.00%, 11/01/2031

        1,423   
    379      

7.00%, 12/01/2031

        396   
    241,223      

7.00%, 02/01/2032

        293,868   
    81,274      

7.00%, 02/01/2032

        88,586   
    13,200      

7.50%, 06/01/2023

        15,224   
    2,968      

8.00%, 10/01/2029

        3,515   
    126      

8.00%, 03/01/2030

        130   
    9,546      

8.00%, 04/01/2030

        11,780   
    51      

8.00%, 04/01/2030

        54   
    36      

8.00%, 06/01/2030

        36   
    24,660      

8.00%, 10/01/2030

        29,809   
    28,929      

8.00%, 12/01/2030

        33,856   
    639      

8.50%, 04/01/2017

        661   
    292      

9.00%, 08/01/2020

        321   
    704      

9.00%, 09/01/2021

        782   
    22,446      

9.00%, 09/01/2021

        22,805   
          

 

 

 
                 192,023,555   
          

 

 

 
    

GNMA - 9.4%

     
    39,486,106      

3.50%, 07/20/2045

        41,441,799   
    1,436,307      

5.00%, 01/20/2034

        1,597,800   
    1,616,273      

5.50%, 09/20/2033

        1,768,923   
    705,018      

6.00%, 01/15/2033

        814,449   
    165,361      

6.00%, 02/15/2033

        188,489   
    277,366      

6.00%, 02/15/2033

        311,633   
    60,417      

6.50%, 12/15/2028

        69,646   
    44,833      

6.50%, 05/15/2029

        52,540   
    683,691      

6.50%, 05/16/2031

        799,037   
    61,839      

6.50%, 09/15/2031

        71,493   
    266,748      

6.50%, 10/15/2031

        305,861   
    287,654      

6.50%, 11/15/2031

        329,832   
    42,246      

6.50%, 11/15/2031

        48,514   
    109,114      

6.50%, 11/15/2031

        125,114   
    197,557      

6.50%, 01/15/2032

        227,172   
    183,497      

6.50%, 01/15/2032

        210,403   
    21,058      

7.00%, 06/20/2030

        23,043   
    23,628      

7.00%, 05/15/2032

        28,781   
    49,337      

7.00%, 07/15/2032

        56,225   
    90,676      

7.00%, 09/15/2032

        96,122   
    38,803      

7.00%, 09/15/2032

        45,123   
    753,193      

7.00%, 10/15/2032

        890,337   
    2,509      

7.50%, 04/15/2022

        2,519   
    4,542      

7.50%, 01/15/2023

        4,602   
    323      

7.50%, 05/15/2023

        346   
    727      

7.50%, 05/15/2023

        804   
    6,812      

7.50%, 06/15/2023

        7,501   
    828      

7.50%, 07/15/2023

        836   
    1,081      

7.50%, 07/15/2023

        1,085   


 

  Hartford U.S. Government Securities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

  $                      974      

7.50%, 08/15/2023

    $     1,074   
    1,230      

7.50%, 08/15/2023

        1,269   
    192      

7.50%, 08/15/2023

        202   
    3,832      

7.50%, 08/15/2023

        3,847   
    10,810      

7.50%, 08/15/2023

        10,853   
    2,522      

7.50%, 08/15/2023

        2,769   
    7,983      

7.50%, 09/15/2023

        8,068   
    5,563      

7.50%, 10/15/2023

        6,147   
    10,427      

7.50%, 10/15/2023

        10,857   
    20,354      

7.50%, 11/15/2023

        22,228   
    3,980      

7.50%, 11/15/2023

        4,053   
    319      

7.50%, 11/15/2023

        323   
    2,356      

7.50%, 12/15/2023

        2,383   
    7,958      

7.50%, 12/15/2023

        8,358   
    10,747      

7.50%, 02/15/2024

        11,248   
    3,102      

7.50%, 04/15/2024

        3,169   
    233      

7.50%, 05/15/2024

        257   
    2,580      

7.50%, 05/15/2024

        2,580   
    92,804      

7.50%, 07/15/2027

        104,644   
    61,095      

7.50%, 04/20/2030

        71,909   
    128      

8.50%, 09/15/2019

        128   
    10,544      

8.50%, 09/15/2024

        12,008   
    1,303      

8.50%, 06/15/2029

        1,398   
    196      

8.50%, 09/15/2029

        196   
    6,659      

8.50%, 10/15/2029

        7,259   
    2,901      

8.50%, 01/15/2030

        3,373   
    9,011      

8.50%, 02/15/2030

        9,149   
    994      

8.50%, 03/15/2030

        1,083   
          

 

 

 
             49,830,861   
          

 

 

 
    

Total U.S. Government Agencies
(cost $284,201,333)

            288,990,913   
          

 

 

 

U.S. Government Securities - 33.7%

     
    

Other Direct Federal Obligations - 23.2%

     
    

FHLB - 23.2%

     
    16,335,000      

1.75%, 12/14/2018

        16,666,993   
    4,825,000      

1.88%, 08/01/2019

        4,918,364   
    20,665,000      

4.13%, 03/13/2020

        23,064,578   
    26,000,000      

5.25%, 12/09/2022

        31,312,788   
    45,500,000      

5.38%, 05/18/2016

        46,943,578   
          

 

 

 
             122,906,301   
          

 

 

 
    

U.S. Treasury Securities - 10.5%

     
    

U.S. Treasury Notes - 10.5%

     
    9,426,675      

0.13%, 04/15/2020(5)

        9,365,920   
    45,485,000      

1.50%, 01/31/2019

        46,168,458   
          

 

 

 
             55,534,378   
          

 

 

 
    

Total U.S. Government Securities
(cost $173,839,652)

        178,440,679   
          

 

 

 
    

Total Long-Term Investments
(cost $580,711,163)

        590,489,639   
          

 

 

 

Short-Term Investments - 6.6%

     
    

Other Investment Pools & Funds - 6.6%

     
    35,220,311      

Fidelity Money Market Class 1

        35,220,311   
          

 

 

 
    

Total Short-Term Investments
(cost $35,220,311)

        35,220,311   
          

 

 

 
    

Total Investments
(cost $615,931,474)^

    118.0%      $     625,709,950   
      

 

 

     

 

 

 
     Other Assets and Liabilities     (18.0)%          (95,286,365
      

 

 

     

 

 

 
     Total Net Assets     100.0%      $     530,423,585   


 

  Hartford U.S. Government Securities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

Note:

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

 

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices 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 reporting ease.

 

   

   

^

  Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:   
  Unrealized Appreciation   $     10,481,588   
  Unrealized Depreciation       (703,112
     

 

 

 
  Net Unrealized Appreciation   $     9,778,476   
     

 

 

 

(1)

  Securities issued within terms of a private placement memorandum, 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 September 30, 2015, the aggregate value of these securities was $83,137,711, which represents 15.7% of total net assets.     

(2)

  Variable rate securities; the rate reported is the coupon rate in effect at September 30, 2015.   

(3)

  Represents or includes a TBA transaction.   

(4)

  Z-Tranche securities pay no principal or interest during their initial accrual period, but accrue additional principal at a specified coupon rate.   

(5)

  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 September 30, 2015  
Description    Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

U.S. Treasury 10-Year Note Future

     291         12/21/2015       $         37,103,424       $         37,461,703       $         358,279     

U.S. Treasury Long Bond Future

     19         12/21/2015         2,957,217         2,989,531         32,314     
              

 

 

 

Total

               $ 390,593     
              

 

 

 

Short position contracts:

              

U.S. Treasury 2-Year Note Future

     14         12/31/2015       $ 3,063,348       $ 3,066,437       $ (3,089)    

U.S. Treasury 5-Year Note Future

     96         12/31/2015         11,510,305         11,569,500         (59,195)    
              

 

 

 

Total

               $ (62,284)    
              

 

 

 

Total futures contracts

               $ 328,309     
              

 

 

 
TBA Sale Commitments Outstanding at September 30, 2015
Description    Principal
Amount
     Maturity Date    Market Value †      Unrealized
Appreciation/
(Depreciation)
     

FHLMC, 5.50%

   $ 5,800,000       10/01/2045    $ 6,430,297       $             16,766     

FNMA, 3.50%

             13,650,000       10/01/2045      14,239,082         (92,606  

Total

                 $         20,669,379       $ (75,840  

At September 30, 2015, the aggregate market value of these securities represents (3.9)% of total net assets.

† See Significant Accounting Policies of accompanying Notes to Schedule of Investments regarding valuation of securities.


 

  Hartford U.S. Government Securities HLS Fund

 

 

 Schedule of Investments – (continued)

 September 30, 2015 (Unaudited)

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     

 

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   

TBA

   To Be Announced   


 

  Hartford U.S. Government Securities HLS Fund

 

 

 Schedule of Investments

 September 30, 2015 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of September 30, 2015 in valuing the Fund’s investments.

 

                                                                                                   
     Total      Level 1(1)      Level 2(1)      Level 3  

Assets

  

Asset & Commercial Mortgage Backed Securities

   $ 123,058,047        $ —        $ 114,485,048        $ 8,572,999    

U.S. Government Agencies

     288,990,913          —          288,990,913          —    

U.S. Government Securities

     178,440,679          —          178,440,679          —    

Short-Term Investments

     35,220,311          35,220,311          —          —    

Futures Contracts(2)

     390,593          390,593          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 626,100,543        $ 35,610,904        $ 581,916,640        $ 8,572,999    
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Futures Contracts(2)

   $ (62,284)       $ (62,284)       $ —        $ —    

TBA Sale Commitments

     (20,669,379)         —          (20,669,379)         —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (20,731,663)       $ (62,284)       $ (20,669,379)       $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the nine-month period ended September 30, 2015, there were no transfers between Level 1 and Level 2.

(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 nine-month period ended September 30, 2015:

 

      Asset & Commercial
Mortgage Backed Securities
    Total  

Beginning balance

   $ 15,253,099      $ 15,253,099   

Purchases

     8,962,047        8,962,047   

Sales

     (1,627,238     (1,627,238

Accrued discounts/(premiums)

     3,156        3,156   

Total realized gain/(loss)

     (67,829     (67,829

Net change in unrealized appreciation/depreciation

     (117,137     (117,137

Transfers into Level 3(1)

              

Transfers out of Level 3(1)

     (13,833,099     (13,833,099

Ending balance

   $ 8,572,999      $ 8,572,999   

The change in net unrealized appreciation/depreciation relating to the Level 3 investment held at September 30, 2015 was $(117,137)

 

(1)   Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:
  a)   Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).
  b)   Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).
  c)   Investments that have certain restrictions on trading (transfer into level 3) or investments where trading restrictions have expired (transfer out of Level 3).

 

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.


Hartford HLS Series Fund II, Inc. (the “Company”)

Notes to the Schedule of Investments

Investment Valuation and Fair Value Measurements:

For purposes of calculating the net asset value (“NAV”), portfolio investments and other assets held a Fund’s portfolio for which market quotes are readily available are valued at market value. Market value is generally determined on the basis of last reported sales prices or official close price. If no sales are reported, market value is based on quotes obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, the Fund will use the fair value of the investment as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of Hartford HLS Series II, Inc. (the “Board of Directors”). Market quotes are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or indicative market quotes), including where events occur after the close of the relevant market, but prior to the close of the New York Stock Exchange (“NYSE Close”), that materially affect the values of the Fund’s portfolio investments or assets. In addition, market quotes are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the investments 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 may be adjusted daily pursuant to a fair value pricing service approved by the 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. Investments that are primarily traded on foreign markets may trade on days that are not business days of the Fund. The value of the foreign investments in which the 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 the 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 investment is primarily traded. There can be no assurance that the Fund could obtain the fair market 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), non-exchange traded derivatives and centrally cleared swaps held by the Fund are normally valued on the basis of quotes obtained from independent pricing services or brokers and dealers in accordance with procedures established by the Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values through accepted market modeling, trading and pricing conventions. Inputs to the models may include, but are not limited to, prepayment speeds, pricing spread, yield, trade information, dealer quotes, market color, cash flow models and the investment’s terms and conditions. Generally, the Fund may use fair valuation in regard to fixed income investments when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. 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. A composite bid price is used, which is an average of the dealer marks and dealer runs. 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 to maturity 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 the last trade price for exchange traded options does not fall between the bid and ask prices, the value will be the mean of the bid and ask prices 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 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 the Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of investments 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 New York Stock Exchange (“NYSE”) is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of the Fund.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on each day that the NYSE is open (the “Valuation Date”).

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.

U.S. Generally Accepted Accounting Principles (“U.S. GAAP”) defines fair value as the price that the 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 the 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 generally reviews and approves the “Procedures for Valuation of Portfolio Securities” 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 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. Voting members of the Valuation Committee include the Company’s Treasurer or designee and a Vice President of the investment manager or designee. An Assistant Vice President of the Company with legal expertise or designee is also included on the Valuation Committee as a non-voting advisory member. In addition, the Company’s Chief Compliance Officer shall designate a member of the compliance group to attend Valuation Committee meetings as a non-voting resource, to monitor for and provide guidance with respect to compliance with these procedures. Two members of the Valuation Committee or their designees, representing different departments, shall constitute a quorum for purposes of permitting the Valuation Committee to take action. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of the Fund’s subadviser, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the 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 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.

For additional information, refer to the Investment Valuation Hierarchy Level Summary and the Level 3 roll-forward reconciliation, if applicable, which follow each Fund’s Schedule of Investments.

For information regarding a Fund’s other significant accounting policies, please refer to the Fund’s most recent Semiannual or Annual Report.


Item 2. 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 last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

 

  (a) 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)) are attached herewith.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

    HARTFORD HLS SERIES FUND II, INC.
Date:   November 24, 2015     By:   /s/ James E. Davey
      James E. Davey
      President and Chief Executive Officer

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Date:   November 24, 2015     By:   /s/ James E. Davey
      James E. Davey
      President and Chief Executive Officer
Date:   November 24, 2015     By:   /s/ Michael J. Flook
      Michael J. Flook
      Vice President, Treasurer and Controller