# EDGAR Filing Document

**Accession Number:** 0001053425
**File Stem:** 0001193125-23-049815
**Filing Date:** 2023-2
**Character Count:** 1507653
**Document Hash:** 0f74e10ac2b576bc3186f42f8f948e6c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-23-049815.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001193125-23-049815

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 21

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**EFFECTIVENESS DATE**: 20230227

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD SERIES FUND INC
- **CENTRAL INDEX KEY:** 0001053425
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-CSR
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08629
- **FILM NUMBER:** 23670289

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### HARTFORD BALANCED HLS FUND (Series ID: S000003205)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008596 | IA           | HADAX           |
| C000008597 | IB           | HAIBX           |

### HARTFORD HEALTHCARE HLS FUND (Series ID: S000003206)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008598 | IA           | HIAHX           |
| C000008599 | IB           | HBGHX           |

### HARTFORD INTERNATIONAL OPPORTUNITIES HLS FUND (Series ID: S000003213)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008612 | IA           | HIAOX           |
| C000008613 | IB           | HBIOX           |

### HARTFORD MIDCAP HLS FUND (Series ID: S000003215)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008616 | IA           | HIMCX           |
| C000008617 | IB           | HBMCX           |

### HARTFORD CAPITAL APPRECIATION HLS FUND (Series ID: S000003216)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008618 | IA           | HIACX           |
| C000008619 | IB           | HIBCX           |
| C000141206 | IC           | HCPCX           |

### HARTFORD ULTRASHORT BOND HLS FUND (Series ID: S000003218)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008622 | IA           | HUBAX           |
| C000008623 | IB           | HUBBX           |

### HARTFORD SMALL COMPANY HLS FUND (Series ID: S000003220)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008626 | IA           | HIASX           |
| C000008627 | IB           | HDMBX           |

### HARTFORD STOCK HLS FUND (Series ID: S000003221)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008628 | IA           | HSTAX           |
| C000008629 | IB           | HIBSX           |

### HARTFORD TOTAL RETURN BOND HLS FUND (Series ID: S000003222)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008630 | IA           | HIABX           |
| C000008631 | IB           | HBNBX           |

### HARTFORD DISCIPLINED EQUITY HLS FUND (Series ID: S000003224)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008634 | IA           | HIAGX           |
| C000008635 | IB           | HBGIX           |
| C000221440 | IC           | HLSCX           |

### HARTFORD DIVIDEND AND GROWTH HLS FUND (Series ID: S000003225)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008636 | IA           | HIADX           |
| C000008637 | IB           | HDGBX           |

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

**FORM N-CSR** 

**CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES** 

Investment Company Act file number: 811-08629

**HARTFORD SERIES FUND, INC.** 

(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas R. Phillips, Esquire

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, Pennsylvania 19087

(Name and Address of Agent for Service)

Copy to:

John V. O'Hanlon, Esquire

Dechert LLP

One International Place, 40th Floor

100 Oliver Street

Boston, Massachusetts 02110-2605

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

Date of fiscal year end: December 31

Date of reporting period: December 31, 2022

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

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

------

**Item 1. Reports to Stockholders.** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) ------

![](g420549img7d1f721a1.jpg)

![](g420549img254945cb2.jpg)

## Hartford HLS Funds

## Annual Report
December 31, 2022

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| ■ Hartford Balanced HLS Fund |
| ■ Hartford Capital Appreciation HLS Fund |
| ■ Hartford Disciplined Equity HLS Fund |
| ■ Hartford Dividend and Growth HLS Fund |
| ■ Hartford Healthcare HLS Fund |
| ■ Hartford International Opportunities HLS Fund |
| ■ Hartford MidCap HLS Fund |
| ■ Hartford Small Cap Growth HLS Fund |
| ■ Hartford Small Company HLS Fund |
| ■ Hartford Stock HLS Fund |
| ■ Hartford Total Return Bond HLS Fund |
| ■ Hartford Ultrashort Bond HLS Fund |

---

------

![](g420549img05ebee523.jpg) <br>

A MESSAGE FROM THE PRESIDENT

#### Dear Shareholders:
Thank you for investing in Hartford HLS Funds. The following is the Funds' Annual Report covering the period from January 1, 2022 to December 31, 2022.

#### Market Review
During the 12 months ended December 31, 2022, U.S. stocks, as measured by the S&P 500 Index,<sup>1</sup> lost 18.11%. Markets disappointed most investors in 2022 as both equity and fixed-income indices struggled against relentless inflationary pressures, interest-rate hikes from the US Federal Reserve (Fed), geopolitical instability abroad, and mounting fears of a pending recession.

It's hard to believe that on January 3, 2022, the S&P 500 Index set a new record close at 4,796.56. Roughly one year later, on the final trading day of the year, the S&P 500 Index closed at 3,839.50, bringing an end to the worst-performing year since 2008. Bondholders fared little better, as the Bloomberg US Aggregate Bond Index<sup>2</sup> posted its largest loss ever at -13.01% for the period.

There appeared to be few safe harbors for investors during the period as the Fed began the year signaling its determination to combat rising prices—beginning with a quarter-percent increase in the federal funds rate in March 2022. In subsequent months, as inflation skyrocketed to a 9.1% peak annual rate in June 2022, the Fed responded with four three-quarter-percent hikes between June and November 2022.

At various times during the period, markets attempted to rally in response to even the slightest hint that moderating inflation might provide the Fed with a reason to pause its rate-hike campaign. This was especially the case during the mid-summer months when stocks briefly surged from their June 2022 lows—only to see those gains erased after statements from Fed chair Jerome Powell making it clear that rates would instead keep on rising higher for longer.

Another important challenge to markets earlier in the period came in February 2022 when Russia invaded Ukraine, a decision that continues to threaten global security and strain worldwide food and energy supplies. The soaring gasoline prices spurred by the invasion were a major contributor to the inflationary spiral that peaked in the summer months.

In spite of the year-long economic turbulence, the nation's employment picture remained surprisingly strong as labor shortages in key economic sectors continued to prop up job and wage growth. By the end of the period, the continued strength in labor markets provided something of a conundrum for Fed policymakers, who had hoped their interest-rate hiking campaign would have had a more measurable impact on inflation. The apparent resilience of the economy continued to underscore the risks for the Fed's goal of bringing inflation to heel without sparking a recession sometime<br> in 2023.

As the new year unfolds, recession concerns are likely to grow while corporate earnings will likely be carefully scrutinized. With market volatility likely to persist, it's more important than ever to maintain a strong relationship with your financial professional.

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

![](g420549imgcc01278d4.jpg)

James Davey<br> President<br> Hartford HLS Funds

<sup>1</sup> S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available<br> for direct investment. Past performance does not guarantee future results.

<sup>2</sup> Bloomberg US Aggregate Bond Index is composed of securities that cover the US investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results.

------

Hartford HLS Funds

## **Table of Contents**

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Fund Overview (Unaudited)](#xx_a67886dd-289c-463e-bf32-0df2d64b9935_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Benchmark Glossary (Unaudited)](#xx_a990caf9-2658-4031-9a7d-851124890028_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Expense Examples (Unaudited)](#xx_cc6b685d-408c-4abb-a700-1d509b9a7ea6_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Statements:](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_1) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Schedules of Investments:](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_1) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford Balanced HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford Capital Appreciation HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford Disciplined Equity HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_14) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford Dividend and Growth HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford Healthcare HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford International Opportunities HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford MidCap HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_24) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford Small Cap Growth HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford Small Company HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford Stock HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford Total Return Bond HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_35) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Hartford Ultrashort Bond HLS Fund](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_53) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Glossary](#xx_e69402c4-389c-4a70-9962-9127fe64a67c_60) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#xx_0b82696c-da2c-4abb-a7c9-b848fc09ee35_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#xx_0b82696c-da2c-4abb-a7c9-b848fc09ee35_4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#xx_0b82696c-da2c-4abb-a7c9-b848fc09ee35_7) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#xx_b4fe7f42-b176-49ca-917f-333ea2689e15_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#xx_84542f7a-6ebc-4292-ba6f-d3ac82476b4d_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#xx_33c1501b-f4f7-4c93-89a3-7fc104821a1b_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Directors and Officers (Unaudited)](#xx_14c4264c-ca7a-4832-a706-8c7f5b722925_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [How to Obtain a Copy of each Fund's Proxy Voting Policies and Voting Records (Unaudited)](#xx_bbfa4e22-845c-49b6-8eeb-256c26d4956c_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Quarterly Portfolio Holdings Information (Unaudited)](#xx_bbfa4e22-845c-49b6-8eeb-256c26d4956c_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)](#xx_7c15fd42-dadc-44e5-a6f0-9e0f7ddf0916_1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |

---

The views expressed in each Fund's Manager Discussion contained in the Fund Overview section are views of that Fund's portfolio Manager(s) through the end of the period and are subject to change based on market and other conditions, and we disclaim any responsibility to update the views contained herein. These views may contain statements that are "forward-looking" statements. Actual results may differ materially from those projected in the "forward-looking" statements. Each Fund's Manager Discussion is for informational purposes only and does not represent an offer, recommendation or solicitation to buy, hold or sell any security. The specific securities identified and described, if any, do not represent all of the securities purchased or sold and you should not assume that investments in the securities identified and discussed will be profitable. Holdings and characteristics are subject to change. Fund performance reflected in each Fund's Manager Discussion reflects the returns of such Fund's Class IA shares. Returns for such Fund's other classes differ only to the extent that the classes do not have the same expenses.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

------

---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 03/31/1983<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks long-term total return.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549img950901c25.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for Class IB shares differ only to the extent that Class IA shares and Class IB shares do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-13.42% | &nbsp;&nbsp;&nbsp;&nbsp;6.11% | &nbsp;&nbsp;&nbsp;&nbsp;8.19% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-13.66% | &nbsp;&nbsp;&nbsp;&nbsp;5.84% | &nbsp;&nbsp;&nbsp;&nbsp;7.92% |
| 60% S&P 500 Index/ 35% Bloomberg US Government/Credit Bond Index/5% ICE BofA US 3-Month Treasury Bill Index<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;-15.29% | &nbsp;&nbsp;&nbsp;&nbsp;6.10% | &nbsp;&nbsp;&nbsp;&nbsp;8.11% |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp;-18.11% | &nbsp;&nbsp;&nbsp;&nbsp;9.42% | &nbsp;&nbsp;&nbsp;&nbsp;12.56% |
| Bloomberg US Government/Credit Bond Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.58% | &nbsp;&nbsp;&nbsp;&nbsp;0.21% | &nbsp;&nbsp;&nbsp;&nbsp;1.16% |
| ICE BofA US 3-Month Treasury Bill Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.45% | &nbsp;&nbsp;&nbsp;&nbsp;1.26% | &nbsp;&nbsp;&nbsp;&nbsp;0.76% |

---

<sup>1</sup> Calculated by Hartford Funds Management Company, LLC

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

Performance information may reflect expense waivers/reimbursements without which performance would have been lower.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares and Class IB shares were 0.65% and 0.90%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund's statutory prospectus.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

------

#### Portfolio Managers

#### Adam H. Illfelder, CFA

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

#### Loren L. Moran, CFA

#### Senior Managing Director and Fixed Income Portfolio Manager
Wellington Management Company LLP

#### Matthew C. Hand, CFA

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

------

#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford Balanced HLS Fund returned -13.42% for the twelve-month period ended December 31, 2022, outperforming the Fund's blended benchmark, which is comprised of 60% S&P 500 Index/ 35% Bloomberg US Government/Credit Bond Index/ 5% ICE BofA US 3-Month Treasury Bill Index, which returned -15.29% for the same period. Individually, the S&P 500 Index, Bloomberg US Government/Credit Bond Index, and ICE BofA US 3-Month Treasury Bill Index returned -18.11%, -13.58%, and 1.45%, respectively, during the period. For the same period, the Class IA shares of the Fund also outperformed the -15.30% average return of the Lipper Mixed-Asset Target Allocation Growth Funds peer group, a group of funds that hold between 60%-80% in equity securities, with the remainder invested in bonds, cash, and cash equivalents.

#### Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, fell during the twelve-month period ended December 31, 2022 amid rampant inflation, surging borrowing costs, uncertainty about corporate earnings, and an increased probability of recession. U.S. equities fell during the first quarter of 2022, registering their first quarterly loss since the quarter ended March 2020. Fears about the economic implications of Russia's large-scale military attack on Ukraine and the prospect of aggressive monetary policy tightening by the U.S. Federal Reserve (Fed) drove the S&P 500 Index into correction territory in February 2022. President Joe Biden signed into law a massive $1.5 trillion spending bill, which included substantial increases in domestic and national security programs and $13.6 billion of aid to Ukraine. U.S. equities continued to fall during a volatile second quarter of 2022. Growth stocks significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its largest quarterly loss since September 2001. The housing market was pressured by soaring mortgage rates, slowing demand, and elevated home prices. U.S. equities fell in the third quarter of 2022 as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. U.S. equities rallied in the fourth quarter of 2022 following three straight quarterly declines. Greater optimism that the Fed would

begin to scale back its aggressive pace of interest-rate increases, along with outsized short position covering and hedging, helped to fuel a sharp rebound in stocks in October 2022 and November 2022 before risk sentiment waned in December 2022 amid recession fears, macroeconomic challenges, and downside earnings risks in the coming quarters. In December, the Fed raised interest rates by 0.50%, snapping a streak of four consecutive increases of 0.75%.

During the twelve-month period, two of the eleven sectors within the S&P 500 Index ― the Energy (+66%) and Utilities (+2%) sectors posted positive results; conversely, the Communication Services (-40%), Consumer Discretionary (-37%), and Information Technology (-28%) sectors performed the worst.

Broad fixed-income markets largely generated negative total returns over the trailing twelve-month period, driven by rising U.S. Treasury yields.

Government bond yields moved sharply higher following ongoing monetary policy tightening intentions in response to persistent inflation pressures. U.S. labor-market strength persisted while housing market resilience was tested by surging mortgage rates, lack of inventory, and home-price appreciation. Central banks across most developed markets reinforced their intentions to tighten monetary policy and expressed a willingness to keep policy in restrictive territory, even in the face of slower economic growth and weaker labor markets.

During the period, asset allocation decisions detracted from the Fund's performance relative to the blended benchmark. The Fund was generally overweight equities and underweight fixed income and cash relative to the blended benchmark. The equity portion of the Fund outperformed the S&P 500 Index, while the fixed-income portion of the Fund underperformed the Bloomberg US Government/Credit Bond Index.

Equity outperformance versus the S&P 500 Index was driven by security selection during the period. Strong selection within the Consumer Discretionary, Financials, and Healthcare sectors was partially offset by weak selection in the Materials and Energy sectors. Sector allocation, a result of our bottom-up stock selection process, also contributed positively to relative performance due to the Fund's underweight allocations to the Consumer Discretionary and

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

------

Information Technology sectors, along with an overweight to the Healthcare sector. This was partially offset by the Fund's underweights to the Energy and Consumer Staples sectors.

From a security perspective, within the equity portion of the Fund, not holding benchmark constituents Amazon.com (Consumer Discretionary) and Tesla (Consumer Discretionary), as well as an overweight position in Eli Lilly (Healthcare), were the top contributors to relative performance during the period. Shares of Amazon.com fell over the period after the company reported disappointing quarterly results that showed a slowing in both its core online retailing business and advertising unit. Tesla's stock declined due to lower-than-expected production and delivery numbers. Eli Lilly's shares rose as the company reported notable pipeline achievements, including U.S. Food and Drug Administration (FDA) approval for Tirzepatide, a type II diabetes treatment. In addition, Eli Lilly's competitors reported breakthrough trial results for their Alzheimer's drug, fueling optimism over Eli Lilly's drug Donanemab, which also targets removing the amyloid beta protein to slow disease progression.

Top detractors from relative performance within the equity portion of the Fund during the period included Meta Platforms (Communication Services) and not holding benchmark constituents Exxon Mobil (Energy) and Chevron (Energy). Meta Platforms, along with other social media stocks, faced challenges to its growth stemming from a decline in digital advertising spending and a more stringent regulatory environment. Meta's announced decision to maintain exceptionally high spending on the Metaverse with an increase in forecasted operating losses in 2023 also furthered concerns around the company's capital discipline and governance oversight. Both Exxon Mobil and Chevron's stocks benefited from strong momentum within the Energy sector as oil prices spiked due to a steep supply/demand imbalance.

The fixed-income portion of the Fund underperformed the Bloomberg US Government/Credit Bond Index during the period. Security selection within investment-grade corporate credit was the primary driver of relative underperformance, particularly on account of issuers within the Industrials and Financials sectors. An overweight to and security selection within the Utilities sector was additive to performance over the period. Within non-corporate credit, an overweight to and security selection within taxable municipal bonds detracted from relative performance over the period. Additionally, out-of-benchmark allocations to commercial mortgage-backed securities (CMBS), asset-backed securities (ABS), and non-agency residential mortgage-backed securities (RMBS) had a negative impact on relative performance. Conversely, an out-of-benchmark exposure to agency mortgage-backed securities (agency MBS) contributed positively to relative performance during the period. Duration and yield curve positioning had a positive impact on relative performance over the period.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

#### What is the outlook as of the end of the period?
Our aim is to consistently mitigate downside risk for the Fund over a market cycle. As of the end of the period, we have been trimming back and eliminating some exposures that have outperformed in favor of more reasonably valued opportunities elsewhere. We stress-test the Fund even in the best of times, and continue to stress-test extreme scenarios and remain vigilant around any balance-sheet risks.

In the equity allocation of the Fund, as of the end of the period, we continue to focus on seeking high-quality businesses that we believe have attractive valuation and capital returns. We take a balanced approach to portfolio construction—not leaning too heavily on any one scenario—and we always strive to upgrade the quality of the positions within the Fund. Within equities, the Fund ended the period with its largest overweight in the Financials sector and the largest underweight in the Energy sector.

On the fixed-income side, we believe credit fundamentals are strong but have likely peaked. While financial conditions tightened meaningfully in 2022, we believe their impacts are only beginning to be felt. We believe corporate fundamentals are likely to deteriorate in the quarters ahead as sustained inflation pressures margins and if/when demand wanes. We expect the evolving macroeconomic landscape will result in more fundamental and performance dispersion, which we believe may create better security selection opportunities. As of the end of the period, our primary focus on fundamentals is the impact of persistent cost inflation (particularly labor) on free cash flow generation. As of the end of the period, we have reduced exposure to more cyclical issuers that we feel will have difficulty generating positive free cash flow in a recessionary environment, as well as to issuers operating with more levered balance sheets that we believe will be more substantially impacted by higher borrowing costs. We have also been more cautious on companies that we believe are mostly directly exposed to commodity cost inflation. From a sector perspective, as of the end of the period, we have increased our positions in the Utilities sector and in some parts of the Insurance sector where we view valuations as attractive. In terms of non-corporate credit, we remain positive on taxable municipals as we think this sector still provides diversification and a broad selection of high-quality issuers that have benefited from fiscal support, although we are more cautious on the not-for-profit hospital sector given continued operating challenges. On a rating basis, we have reduced the Fund's exposure to the BBB rated cohort of the market as of the end of the period and remain focused on investing in companies with defensive operating profiles and balance sheets that we believe will be able to weather a more difficult operating environment in 2023.

As of the end of the period, the Fund holds a slight out-of-benchmark allocation to agency MBS as we believe it may serve as a source of liquidity to rotate the Fund's portfolio into credit when the opportunities present themselves. As of the end of the period, the Fund also holds out-of-benchmark allocations to high-quality securitized sectors such as ABS, CMBS, and non-agency RMBS. We are more cautious on certain securitized sectors, and this has been an area of reduced exposure during the period as the Fund has focused on more liquid areas of the fixed-income markets.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

------

#### Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • Mortgage-related and asset-backed securities' risks include credit, interest-rate, prepayment, and extension risk. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

---

| | |
|:---|:---|
| **Composition by Security Type<sup>(1)</sup>** | **Composition by Security Type<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Category** | &nbsp;&nbsp;**Percentage of<br> Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;64.6% |
| **Fixed Income Securities** |  |
| &nbsp;&nbsp;&nbsp;Asset & Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.2% |
| &nbsp;&nbsp;&nbsp;Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;12.3 |
| &nbsp;&nbsp;&nbsp;Foreign Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.7 |
| &nbsp;&nbsp;&nbsp;U.S. Government Agencies<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| &nbsp;&nbsp;&nbsp;U.S. Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;19.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;34.2% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| **Total** | &nbsp;&nbsp;100.0% |

---

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

<sup>(2)</sup> All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of December 31, 2022.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Capital Appreciation HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

------

---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 04/02/1984<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks growth of capital.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549imgdf3e91c46.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for the Fund's other classes differ only to the extent that the classes do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-15.30% | &nbsp;&nbsp;&nbsp;&nbsp;7.68% | &nbsp;&nbsp;&nbsp;&nbsp;10.89% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-15.50% | &nbsp;&nbsp;&nbsp;&nbsp;7.41% | &nbsp;&nbsp;&nbsp;&nbsp;10.62% |
| Class IC | &nbsp;&nbsp;&nbsp;&nbsp;-15.71% | &nbsp;&nbsp;&nbsp;&nbsp;7.15% | &nbsp;&nbsp;&nbsp;&nbsp;10.34% |
| Russell 3000 Index | &nbsp;&nbsp;&nbsp;&nbsp;-19.21% | &nbsp;&nbsp;&nbsp;&nbsp;8.79% | &nbsp;&nbsp;&nbsp;&nbsp;12.13% |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp;-18.11% | &nbsp;&nbsp;&nbsp;&nbsp;9.42% | &nbsp;&nbsp;&nbsp;&nbsp;12.56% |

---

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class IC shares commenced operations on 04/30/2014. Class IC shares performance prior to that date reflects Class IA shares performance adjusted to reflect the 12b-1 fee of 0.25% and the administrative services fee of 0.25% applicable to Class IC shares. The performance after such date reflects actual Class IC shares performance.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares, Class IB shares and Class IC shares were 0.67%, 0.92% and 1.17%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

Class IA shares and IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund's statutory prospectus.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Capital Appreciation HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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#### Portfolio Managers

#### Gregg R. Thomas, CFA

#### Senior Managing Director and Director, Investment Strategy
Wellington Management Company LLP

#### Thomas S. Simon, CFA, FRM

#### Senior Managing Director and Portfolio Manager
Wellington Management Company LLP

------

#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford Capital Appreciation HLS Fund returned -15.30% for the twelve-month period ended December 31, 2022, outperforming its primary benchmark, the Russell 3000 Index, which returned -19.21% for the same period, and its secondary benchmark, the S&P 500 Index, which returned -18.11% for the same period. For the same period, the Class IA shares of the Fund outperformed the -18.04% average return of the Lipper Multi-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.

#### Why did the Fund perform this way?
United States (U.S.) equities, as measured by the Russell 3000 Index, posted negative results over the trailing twelve-month period ended December 31, 2022. In the first quarter of 2022, U.S. equities registered their first quarterly loss since the quarter ended March 2020. Fears about the economic implications of Russia's large-scale military attack on Ukraine and the prospect of aggressive monetary policy tightening by the U.S. Federal Reserve (Fed) drove the S&P 500 Index into correction territory in February 2022. In March 2022, the Fed raised interest rates by 0.25%, lifted its 2022 core inflation forecast to 4.1%, and cut its 2022 gross domestic product (GDP) growth forecast to 2.8%.

In the second quarter of 2022, U.S. equities fell sharply during a volatile quarter. Rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Growth stocks significantly underperformed their value counterparts, as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. The Fed responded to the larger-than-expected increase in prices by accelerating its pace of interest-rate increases to 0.75% in June 2022, following an increase of 0.50% in May 2022.

In the third quarter of 2022, U.S. equities fell as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Stocks suffered steep losses in September 2022 after a larger-than-expected rise in core consumer prices showed that inflation continued to mount across broad areas of the economy. As expected, the Fed raised interest rates by 0.75% in September 2022— the third straight increase of this magnitude.

U.S. equities rallied in the fourth quarter of 2022. Greater optimism that the Fed would begin to scale back its aggressive pace of interest-rate increases, along with outsized short position covering and hedging, helped to fuel a sharp rebound in stocks in October 2022 and November 2022 before risk sentiment waned in December 2022 amid recession fears, macroeconomic challenges, and downside earnings risks in the coming quarters. In December, the Fed raised interest rates by 0.50%, snapping a streak of four consecutive increases of 0.75%. However, the Fed's Summary of Economic Projections in December 2022 indicated that outlook was more inclined to tighter monetary conditions when compared to its September 2022 forecast.

Returns varied by market cap during the period; mid-cap equities, as measured by the S&P MidCap 400 Index, outperformed large-cap equities, as measured by the S&P 500 Index, while small-cap equities, as measured by the Russell 2000 Index, underperformed large-cap equities, as measured by the S&P 500 Index. Nine of eleven sectors in the Russell 3000 Index had negative returns during the period. The Communication Services (-40%), Consumer Discretionary (-36%), and Information Technology (-30%) sectors were the worst performers.

Security selection was the driver of the Fund's outperformance relative to the Russell 3000 Index during the period. Strong stock selection in the Consumer Discretionary, Industrials, Financials, and Consumer Staples sectors was only partially offset by weaker selection in the Healthcare and Information Technology sectors during the period. Sector allocation, a residual of the bottom-up security selection process, was a modest detractor from relative performance during the period. An underweight exposure to the Energy sector detracted most from Fund performance and was only partially offset by an underweight exposure to the Information Technology sector, which contributed positively during the period.

Our investment process includes the use of factor-based strategies, which involve targeting certain company characteristics, or factors, that we believe impact returns across asset classes. Factor exposures detracted marginally from performance during the period, driven by the Fund's underweight exposure to value names and higher momentum names and its positive exposure to names with higher residual volatility relative to the Russell 3000 Index. This was partially offset by the positive impact of the Fund's underweight exposure to higher-beta names and its overweight exposure to mid-cap names relative to the Russell 3000 Index.

The largest contributors to performance over the period relative to the Russell 3000 Index were an underweight exposure to Tesla (Consumer Discretionary), and the overweight exposures to Chubb (Financials)

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Capital Appreciation HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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and Northrop Grumman (Industrials). Tesla is an American multinational automotive and clean energy company. The stock declined over the period, with growing pains from executive turnover, logistical challenges, and rising commodity prices negatively impacting the company. During the period, we reduced the position in the Fund and the Fund became underweight relative to the benchmark.

Chubb is an American property and casualty insurance company. Shares of Chubb rose during the period on a series of strong earnings announcements. Shares performed particularly well late in the period, as the company announced third-quarter earnings that were above expectations. We maintained the Fund's overweight position relative to the Russell 3000 Index as of the end of the period.

Northrop Grumman is an American aerospace and defense technology company. The company's shares ended the period higher along with other defense stocks in response to the Ukraine-Russia conflict. The stock was also bolstered by Germany's announcement of its plans to increase military strength for the first time in decades by almost doubling its military spending and plans to buy fighter planes made in the U.S. We maintained the Fund's overweight position relative to the Russell 3000 Index as of the end of the period.

Schlumberger (Energy) and TJX Companies (Consumer Discretionary) were the top contributors to absolute performance for the period.

The largest detractors from performance relative to the Russell 3000 Index during the period were the decision to not hold Exxon Mobil (Energy) and Chevron (Energy), and an out-of-benchmark exposure to Roku (Communication Services). Exxon Mobil and Chevron are both American multinational oil and gas corporations. Shares of both companies rose over the year along with other oil and gas stocks after the U.S. indicated it would ban oil imports from Russia in response to the invasion of Ukraine. Crude oil prices increased on supply fears as concerns arose that U.S. shale may not be enough to offset the loss of Russian barrels; additionally, the industry is dealing with equipment and labor bottlenecks that may lead to supply-cost inflation. Later in the year, both companies benefited following the Organization of the Petroleum-Exporting Countries and its allies (OPEC+) reducing production by 2 million barrels per day in October 2022 while later increasing the quantity in December 2022 by 150,000 barrels per day. The Fund continued to not hold Exxon Mobil and Chevron as of the end of the period.

Roku is an American company that provides digital media players for video streaming. Shares of Roku declined during the period after the company reported weaker earnings results and guidance than expected and saw multiple downgrades. The Fund maintained the out-of-benchmark position as of the end of the period.

Meta Platforms (Communication Services) and Alphabet (Communication Services) were the top absolute detractors from performance during the period.

During the period, the Fund, at times, used derivative instruments such as equity index futures to equitize cash or hedge market risk. During the period, the use of equity index futures detracted from relative performance.

#### What is the outlook as of the end of the period?
Macroeconomic and geopolitical uncertainties continued to weigh on markets as of the end of the period, and we expect this volatility to persist in 2023. As ever, we remain mindful of the evolving risks facing different equity factors, and seek to create a portfolio of diversified styles and philosophies.

As of the end of the period, the Fund maintained structural exposure to sleeve managers that use a "quality" approach by investing in companies with stable businesses. This is intended to provide a defensive position for the portfolio to seek to offset the risk profiles of growth and value sleeves as the volatility of those factors increases.

Within the growth universe, we are cognizant of the outsized downside risk to areas of heightened speculation. While the Fund saw these speculative companies underperform in 2022, our research shows that risks remain elevated relative to history. We look to the fundamental growth sleeve managers' security selection processes to seek to differentiate companies with strong long-term fundamentals from those that have been caught up in excessive speculation.

In evaluating the value universe, we are aware that the lower-volatility profile value achieved in 2022 is outsized relative to the universe's historical experience, and we do not expect the pattern to continue going forward. Therefore, the Fund is focused on potential risks to value, including the influence of macroeconomic factors like interest rates and energy prices, and we look to the value sleeve managers to seek out companies with the potential for fundamental mean-reversion (e.g. low valuations relative to fundamentals). As allocators, there is a keen focus on risk management, and we seek to balance risks in the portfolio across value, growth, and quality sleeve managers such that security selection drives results.

At the end of the period, the Fund's largest overweights were to the Consumer Discretionary and Healthcare sectors, while the largest underweights were to the Information Technology and Energy sectors, relative to the Russell 3000 Index.

#### Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund's strategy for allocating assets among portfolio management teams may not work as intended. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks are generally greater for investments in emerging markets. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Capital Appreciation HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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---

| | |
|:---|:---|
| **Composition by Sector<sup>(1)</sup>** | **Composition by Sector<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Sector** | &nbsp;&nbsp;**Percentage <br> of Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.1% |
| &nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;12.0 |
| &nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.0 |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.4 |
| &nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;13.4 |
| &nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;&nbsp;17.5 |
| &nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;10.4 |
| &nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;18.6 |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.9 |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.6 |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;98.2% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| **Total** | &nbsp;&nbsp;100.0% |

---

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

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Disciplined Equity HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

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---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 05/29/1998<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks growth of capital.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549img0d45230e7.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for the Fund's other classes differ only to the extent that the classes do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-18.96% | &nbsp;&nbsp;&nbsp;&nbsp;9.56% | &nbsp;&nbsp;&nbsp;&nbsp;13.12% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-19.20% | &nbsp;&nbsp;&nbsp;&nbsp;9.28% | &nbsp;&nbsp;&nbsp;&nbsp;12.83% |
| Class IC | &nbsp;&nbsp;&nbsp;&nbsp;-19.40% | &nbsp;&nbsp;&nbsp;&nbsp;9.01% | &nbsp;&nbsp;&nbsp;&nbsp;12.56% |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp;-18.11% | &nbsp;&nbsp;&nbsp;&nbsp;9.42% | &nbsp;&nbsp;&nbsp;&nbsp;12.56% |

---

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class IC shares commenced operations on 09/18/2020. Class IC shares performance prior to that date reflects Class IA shares performance adjusted to reflect the 12b-1 fee of 0.25% and the administrative services fee of 0.25% applicable to Class IC shares. The performance after such date reflects actual Class IC shares performance.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares, Class IB shares and Class IC shares were 0.60%, 0.85% and 1.10%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund's statutory prospectus.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Disciplined Equity HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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#### Portfolio Managers

#### Mammen Chally, CFA

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

#### David A. Siegle, CFA

#### Managing Director and Equity Research Analyst
Wellington Management Company LLP

#### Douglas W. McLane, CFA

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

------

#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of the Hartford Disciplined Equity HLS Fund returned -18.96% for the twelve-month period ended December 31, 2022, underperforming its benchmark, the S&P 500 Index, which returned -18.11% for the same period. For the same period, the Class IA shares of the Fund underperformed the -18.20% average return of the Lipper Large-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.

#### Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, fell during the twelve-month period ended December 31, 2022 amid rampant inflation, surging borrowing costs, uncertainty about corporate earnings, and an increased probability of recession. U.S. equities opened the year lower as they registered their first quarterly loss since the quarter ended March 2020. Fears about the economic implications of Russia's large-scale military attack on Ukraine and the prospect of aggressive monetary policy tightening by the U.S. Federal Reserve (Fed) drove the S&P 500 Index into correction territory in February 2022. President Joe Biden signed into law a massive $1.5 trillion spending bill, which included substantial increases in domestic and national security programs and $13.6 billion of aid to Ukraine. U.S. equities continued to fall during a volatile second quarter of 2022. Growth stocks significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its largest quarterly loss since September 2001. The housing market was pressured by soaring mortgage rates, slowing demand, and elevated home prices.

U.S. equities fell in the third quarter of 2022 as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. U.S. equities rallied in the fourth quarter of 2022 following three straight quarterly declines. Greater optimism that the Fed would begin to scale back its aggressive pace of interest-rate increases, along with outsized short position covering and hedging, helped to fuel a sharp rebound in stocks in October 2022 and November 2022 before risk sentiment waned in December 2022 amid

recession fears, macroeconomic challenges, and downside earnings risks in the coming quarters. In December, the Fed raised interest rates by 0.50%, snapping a streak of four consecutive increases of 0.75%.

Returns varied by market cap, as large-cap stocks, as measured by the S&P 500 Index, underperformed mid-cap stocks, as measured by the S&P MidCap 400 Index, and outperformed small-cap stocks, as measured by the Russell 2000 Index. During the twelve-month period, nine out of eleven sectors within the S&P 500 Index fell, with the Communication Services (-40%), Consumer Discretionary (-37%), and Information Technology (-28%) sectors performing worst. Energy (+66%) was the top-performing sector during the period.

Security selection was the primary driver of the Fund's performance relative to the S&P 500 Index. Selection within the Communication Services, Real Estate, and Materials sectors detracted most from performance, while selection within the Consumer Discretionary, Information Technology, and Industrials sectors were the largest contributors to performance. Sector allocation, which is a residual of our bottom-up security selection process, contributed positively to relative performance during the period. The Fund's overweight positions in the Healthcare and Industrials sectors as well as an underweight position in the Consumer Discretionary sector were the largest contributors. This was partially offset by underweight allocations to both the Energy and Materials sectors.

Top detractors from performance relative to the S&P 500 Index over the period were not owning benchmark constituents Exxon Mobil (Energy) and Chevron (Energy), as well as poor timing in holding Netflix (Communication Services). Shares of Exxon Mobil advanced during the period following the Organization of the Petroleum-Exporting Countries and its allies (OPEC+) reducing production by 2 million barrels per day in October 2022 while later increasing the quantity in December 2022 by 150,000 barrels per day. Exxon Mobil also reported record profits for the third quarter, boosted by the surge in oil and natural gas prices. Shares of Chevron rose over the period after reporting higher-than-expected third-quarter earnings. Chevron's liquefied natural gas business was strong. Elevated oil and natural gas prices were also a key factor in Exxon Mobil's and Chevron's performance. The share price of Netflix declined over the period after the company announced first-quarter earnings where it saw a loss of 200,000 subscribers, marking the first

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Disciplined Equity HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

------

time it had lost subscribers since 2011. The company also warned that it expected to lose 2 million subscribers in the second quarter of 2023 as new passwords sharing restrictions are introduced. We eliminated the Fund's position in Netflix during the period.

The largest contributors to relative performance over the period were an overweight holding in EOG Resources (Energy), an underweight holding in Tesla (Consumer Discretionary), and an overweight holding in Eli Lilly (Healthcare). Shares of EOG Resources rose along with other oil stocks after OPEC+ announced plans to cut production by 2 million barrels per day, marking the biggest cut since late 2019. Shares of Tesla fell over the period after the company reported lower-than-expected third-quarter production and delivery numbers. Tesla reported 343,000 total deliveries and 365,000 vehicles produced during the quarter. The company also announced a 20% output cut of the Model Y at their Shanghai plant along with growing pains from executive turnover, logistical challenges, and rising commodity prices. Eli Lilly shares rose after Eisai and Biogen reported breakthrough trial results for their Alzheimer's drugs. The news about these trials was welcome for Eli Lilly's drug donanemab, which also targets removing the amyloid beta protein to slow disease progression. Donanemab's readout is slated for the second quarter of 2023. The U.S. Food and Drug Administration (FDA) also approved the company's oral lung cancer drug, Retevmo, for certain adult patients with solid tumors with a specific genetic makeup.

Derivatives were not used in the Fund during the period.

#### What is the outlook as of the end of the period?
U.S. equity markets ended a tumultuous year with positive performance at the end of the period. As we look ahead, we believe the macroeconomic environment continues to have an outsized influence on market behavior. We anticipate volatility will remain high, exaggerated by the next macroeconomic datapoint, interest-rate signal, or geopolitical event. As bottom-up investors, we remain disciplined regarding our philosophy. We continue to try to minimize downside risks while seeking longer-term upside potential.

At the end of the period, the Fund's largest overweights were to the Healthcare, Industrials, and Utilities sectors, while the Fund's largest underweights were to the Communication Services, Materials, and Energy sectors, relative to the S&P 500 Index.

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

---

| | |
|:---|:---|
| **Composition by Sector<sup>(1)</sup>** | **Composition by Sector<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Sector** | &nbsp;&nbsp;**Percentage <br> of Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.4% |
| &nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.3 |
| &nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.6 |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.8 |
| &nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;12.0 |
| &nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;&nbsp;18.5 |
| &nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;10.5 |
| &nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;25.3 |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.1 |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.7 |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;98.9% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| **Total** | &nbsp;&nbsp;100.0% |

---

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

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Dividend and Growth HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

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---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 03/09/1994<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks a high level of current income consistent with growth of capital.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549imgc8db35da8.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for Class IB shares differ only to the extent that Class IA shares and Class IB shares do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-8.93% | &nbsp;&nbsp;&nbsp;&nbsp;9.54% | &nbsp;&nbsp;&nbsp;&nbsp;12.19% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-9.15% | &nbsp;&nbsp;&nbsp;&nbsp;9.27% | &nbsp;&nbsp;&nbsp;&nbsp;11.91% |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp;-18.11% | &nbsp;&nbsp;&nbsp;&nbsp;9.42% | &nbsp;&nbsp;&nbsp;&nbsp;12.56% |
| Russell 1000 Value Index | &nbsp;&nbsp;&nbsp;&nbsp;-7.54% | &nbsp;&nbsp;&nbsp;&nbsp;6.67% | &nbsp;&nbsp;&nbsp;&nbsp;10.29% |

---

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares and Class IB shares were 0.66% and 0.91%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund's statutory prospectus.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Dividend and Growth HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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#### Portfolio Managers

#### Matthew G. Baker

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

#### Nataliya Kofman

#### Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

------

#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford Dividend and Growth HLS Fund returned -8.93% for the twelve-month period ended December 31, 2022, outperforming its primary benchmark, the S&P 500 Index, which returned -18.11% for the same period, and underperforming its secondary benchmark, the Russell 1000 Value Index, which returned -7.54% for the same period. For the same period, the Fund underperformed the -7.41% average return of the Lipper Equity Income Funds peer group, a group of funds with investment strategies similar to those of the Fund.

#### Why did the Fund perform this way?
In the first quarter of 2022, United States (U.S.) equities, as measured by the S&P 500 Index, registered their first quarterly loss since the quarter ended March 2020. Fears about the economic implications of Russia's large-scale military attack on Ukraine and the prospect of aggressive monetary policy tightening by the U.S. Federal Reserve (Fed) drove the S&P 500 Index into correction territory in February 2022. In March 2022, the Fed raised interest rates by 0.25%, lifted its 2022 core inflation forecast to 4.1%, and cut its 2022 gross domestic product (GDP) growth forecast to 2.8%.

In the second quarter of 2022, U.S. equities fell sharply during a volatile quarter. Rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Growth stocks significantly underperformed their value counterparts, as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. The Fed responded to the larger-than-expected increase in prices by accelerating its pace of interest-rate increases to 0.75% in June 2022, following an increase of 0.50% in May 2022.

In the third quarter of 2022, U.S. equities fell as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Stocks suffered steep losses in September 2022 after a larger-than-expected rise in core consumer prices showed that inflation continued to mount across broad areas of the economy. As expected, the Fed raised interest rates by 0.75% in September 2022— the third straight increase of this magnitude.

U.S. equities rallied in the fourth quarter of 2022. Greater optimism that the Fed would begin to scale back its aggressive pace of interest-rate increases, along with outsized short position covering and

hedging, helped to fuel a sharp rebound in stocks in October 2022 and November 2022 before risk sentiment waned in December 2022 amid recession fears, macroeconomic challenges, and downside earnings risks in the coming quarters. In December, the Fed raised interest rates by 0.50%, snapping a streak of four consecutive increases of 0.75%. However, the Fed's Summary of Economic Projections in December 2022 indicated that outlook was more inclined to tighter monetary conditions when compared to its September 2022 forecast.

Returns varied by market cap, as mid-cap stocks, measured by the S&P MidCap 400 Index, outperformed large-cap and small-cap stocks, as measured by the S&P 500 Index and Russell 2000 Index, respectively. During the twelve-month period, nine out of eleven sectors within the S&P 500 Index posted negative returns, led by the Communication Services (-40%), Consumer Discretionary (-37%), and Information Technology (-28%) sectors. Conversely, the Energy (66%) and Utilities (2%) sectors performed best.

Security selection was the primary driver of the Fund's outperformance relative to the S&P 500 Index over the period. Strong selection within the Consumer Discretionary, Financials, and Communication Services sectors was partially offset by weaker selection within the Energy, Materials, and Consumer Staples sectors during the period. Sector allocation, a result of the bottom-up stock selection process, also added to relative returns during the period. Underweight allocations to the Consumer Discretionary and Information Technology sectors as well as an overweight to the Financials sector contributed positively to relative performance but was marginally offset by an overweight to the Real Estate sector.

Top contributors to performance relative to the S&P 500 Index over the period included lack of exposure to benchmark constituents Amazon.com (Consumer Discretionary), Tesla (Consumer Discretionary), and Meta Platforms (Communications Services). Shares of Amazon.com ended the period lower after the e-commerce giant reported third-quarter results that missed consensus estimates and issued a disappointing fourth-quarter revenue forecast. The company is confronting soaring inflation, rising interest rates and a slowdown in its core retail business as customers return to stores. Shares of Tesla fell over the period after the company reported lower-than-expected third-quarter production and delivery numbers. Tesla reported 343,000 total deliveries and 365,000 vehicles produced during the quarter. The company also announced a 20% output cut of the Model Y at their Shanghai plant along with growing pains from executive turnover, logistical challenges, and rising commodity prices. The share price of Meta Platforms, a U.S.-based social networking operator, fell after management released disappointing third quarter

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Dividend and Growth HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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2022 results and weak near-term guidance. The company reported a decline in quarterly revenues for the second consecutive quarter with the most recent figure down more than 4% year over year. Additionally, the company's overall net income fell 52% to $4.4 billion.

The Fund's top detractor from performance relative to S&P 500 Index during the period was the lack of allocation to benchmark constituent Exxon Mobil (Energy). Returns relative to the S&P 500 Index were also held back by the overweights to Fidelity National Information Services (Information Technology) and Baxter International (Healthcare). Shares of Exxon Mobil advanced during the period following Organization of the Petroleum-Exporting Countries and its allies (OPEC+) reducing production by 2 million barrels per day in October 2022 while later increasing the quantity in December 2022 by 150,000 barrels per day. Exxon Mobil also reported record profits for the third quarter, boosted by the surge in oil and natural gas prices. Shares of payments company Fidelity National Information Services (FIS) fell during the period. The company reported third-quarter results that missed expectations and management cut its full-year forecast. FIS announced a cost-cutting program as it cut full-year revenue and profit guidance to reflect changes in the macroeconomic environment. The Fund maintained an overweight position in FIS as of the end of the period. Shares of Baxter International declined during the period. Management continued to emphasize the uncertainties Baxter faces due to COVID. Baxter is a U.S. based Healthcare products company with global reach. The Fund initiated a position in Baxter over the period and continued to build the position through the year as valuations came down, driven by increasing input costs and supply-chain challenges.

The Fund did not utilize derivatives during the period.

#### What is the outlook as of the end of the period?
Market volatility persisted as of the end of the period; however, U.S. equities ended the period higher as a perceived pivot in Fed policy boosted investor sentiment and consumer confidence. Despite recent market strength, we do not anticipate that the Fed will reverse its policy stance in the near term, nor are we ruling out the potential for additional meaningful interest-rate increases. In our view, market volatility continues to be driven by a steady state of macroeconomic cross-currents ranging from supply chain bottlenecks to Russia's invasion of Ukraine. In the current environment, we are seeking to avoid taking undue risk by focusing on long-term value creation potential and predictable ranges of outcomes.

We continue to anticipate negative impacts from inflationary pressures and restrictive monetary policy as of the end of the period. The Fund remains positioned for persistent inflation and decelerating growth by focusing on companies that we believe have balance-sheet strength, sustainable and growing cash flows, and high-quality management teams. Earnings have come down over the last year but remain elevated compared to long-term averages, in our view. We expect companies to struggle to maintain margins in a contracting economy; therefore, most of the Fund's portfolio is invested in companies that play a more defensive role in the portfolio and that we believe may help mitigate downside risk in the event of a potential recession.

#### Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended.

---

| | |
|:---|:---|
| **Composition by Sector<sup>(1)</sup>** | **Composition by Sector<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Sector** | &nbsp;&nbsp;**Percentage <br> of Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.8% |
| &nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.7 |
| &nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.4 |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.5 |
| &nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;17.8 |
| &nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;&nbsp;18.2 |
| &nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.5 |
| &nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;17.4 |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.6 |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.8 |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;98.5% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| **Total** | &nbsp;&nbsp;100.0% |

---

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

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Healthcare HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

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---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 05/01/2000<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks long-term capital appreciation.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549img65181fd19.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for Class IB shares differ only to the extent that Class IA shares and Class IB shares do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-11.24% | &nbsp;&nbsp;&nbsp;&nbsp;9.40% | &nbsp;&nbsp;&nbsp;&nbsp;14.41% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-11.47% | &nbsp;&nbsp;&nbsp;&nbsp;9.13% | &nbsp;&nbsp;&nbsp;&nbsp;14.13% |
| S&P Composite 1500 Health Care Index | &nbsp;&nbsp;&nbsp;&nbsp;-3.31% | &nbsp;&nbsp;&nbsp;&nbsp;12.27% | &nbsp;&nbsp;&nbsp;&nbsp;15.09% |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp;-18.11% | &nbsp;&nbsp;&nbsp;&nbsp;9.42% | &nbsp;&nbsp;&nbsp;&nbsp;12.56% |

---

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares and Class IB shares were 0.92% and 1.17%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund's statutory prospectus.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Healthcare HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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#### Portfolio Managers

#### Ann C. Gallo\*

#### Senior Managing Director and Global Industry Analyst
Wellington Management Company LLP

#### Rebecca D. Sykes, CFA

#### Senior Managing Director and Global Industry Analyst
Wellington Management Company LLP

#### Wen Shi, CFA, PhD

#### Managing Director and Global Industry Analyst
Wellington Management Company LLP

#### David M. Khtikian, CFA

#### Managing Director and Global Industry Analyst
Wellington Management Company LLP

#### Fayyaz Mujtaba

#### Managing Director and Global Industry Analyst
Wellington Management Company LLP

\* Effective February 28, 2023, Ms. Gallo will no longer serve as a portfolio manager to the Fund. Ms. Gallo will transition her portfolio management responsibilities for the Fund to Messrs. Khtikian and Mujtaba.

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#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford Healthcare HLS Fund returned -11.24% for the twelve-month period ended December 31, 2022, underperforming the S&P Composite 1500 Health Care Index, which returned -3.31% for the same period, while outperforming the S&P 500 Index, which returned -18.11% for the same period. For the same period, the Class IA shares of the Fund outperformed the -12.95% average return of the Lipper Global Health and Biotechnology peer group, a group of funds with investment strategies similar to those of the Fund.

#### Why did the Fund perform this way?
United States (U.S.) healthcare equities returned -3.31% for the period as measured by the S&P Composite 1500 Health Care Index, outperforming both the broader U.S. equity market, which returned -18.11% as measured by the S&P 500 Index, and the global equity market, which returned -17.73% during the period, as measured by the MSCI World Index. Within the S&P Composite 1500 Health Care Index, small-cap biopharma returned -34%, medical technology returned -22%, mid-cap biopharma returned 1%, healthcare services returned 2%, and large-cap biopharma returned 12% during the period.

The Fund underperformed the S& P Composite 1500 Health Care Index over the period, which was due primarily to unfavorable security selection decisions. Security selection was weakest in healthcare services, mid-cap biopharma, and large-cap biopharma, while selection in small-cap biopharma was strongest. Sector allocation also detracted from the Fund's performance relative to the S&P Composite 1500 Health Care Index. The Fund's underweight to large-cap

biopharma and overweight to small-cap biopharma detracted from relative results during the period. This was partially offset by positive results from an underweight to medical technology and overweight to mid-cap biopharma.

Merck & Co. (large-cap biopharma), AbbVie (large-cap biopharma), and Syneos Health (healthcare services) were the top detractors from performance relative to the S&P Composite 1500 Health Care Index over the period. Not holding a position in Merck & Co. for most of the period weighed on performance as shares rose on the back of management delivering solid earnings results that beat expectations early in the year and raising guidance around their key oncology products, Keytruda and Gardasil. More recently, the company announced positive phase 3 data for sotatercept, a drug for pulmonary arterial hypertension that was added to Merck's pipeline through its acquisition of Acceleron Pharma. The study achieved its primary endpoint of showing significant improvement in exercise capacity, as measured by six-minute walk distance. Not owning AbbVie, a constituent of the S&P Composite 1500 Health Care Index, detracted from relative performance, as shares continued to rise through the first quarter of 2022 on the back of the U.S. Food and Drug Administration (FDA) approval of RINVOQ for the treatment of adults with active psoriatic arthritis who have had an inadequate response or intolerance to one or more TNF inhibitors. AbbVie's launches have done well in the marketplace, allaying some of the concerns about the upcoming biosimilar competition for its largest franchise, Humira. Additionally, in an environment with rising interest rates, heightened geopolitical risk, and fears around slowing a global growth rate, large-cap pharma was seen as a safe haven for investors and lack of ownership in some of these mega-cap names, including Merck and AbbVie, weighed on relative results. Shares of Syneos Health declined after reporting disappointing quarterly results throughout the period, driven by

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Healthcare HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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weaker-than-expected net new business and book-to-bill ratios. The company cited macroeconomic driven challenges including decision delays, slowdown in awards from small/mid-cap companies, and a decline in repeat business. Edwards Lifesciences, Zoetis, and Syneos Health were the top absolute detractors from the Fund's performance during the period.

Eli Lilly (large-cap biopharma), Abbott Laboratories (medical technology), and Thermo Fisher Scientific (medical technology) contributed positively to results relative to the S&P Composite 1500 Health Care Index over the period. Shares of Eli Lilly rose after the company reported strong first-quarter earnings results, but more importantly received FDA approval for its drug, tirzepatide, for the treatment of type 2 diabetes. Compelling pivotal data in the setting of non-diabetic obesity during the second quarter also underscored the long-term value of this drug. More recently, Eli Lilly's stock benefited from positive results in Eisai's Alzheimer's phase 3 trial, which raised hopes for other anti-amyloid drugs including Eli Lilly's drug donanemab. Not owning Abbott Laboratories for the majority of the period was a positive contributor to performance, as shares underperformed during the period. Shares of Abbott Laboratories have been pressured as the company has faced short-term challenges, including declines in COVID-19 testing demand as well as a voluntarily recall of several baby powder formulas in February, including various Similac, Alimentum, and EleCare branded product. We initiated the Fund's position in Abbott Laboratories in October 2022. Not owning Thermo Fisher Scientific contributed positively to performance as shares underperformed during the period. Despite reporting solid earnings throughout the year, shares of Thermo Fisher Scientific fell on concerns of fading COVID-19 testing volumes. Top absolute contributors to performance during the period included Eli Lilly, Bristol-Myers Squibb, and UnitedHealth Group.

Derivatives were not used in the Fund during the period.

#### What is the outlook as of the end of the period?
As of the end of the period, we have a positive outlook across the Healthcare opportunity set. Groundbreaking innovation, supportive valuations, and business models that are positioned to show resilience through the cycle may benefit long-term investors in this sector, in our view.

Within biopharma, we continue to find what we consider to be a rich environment for innovation. We anticipate continued developments in disease areas such as Alzheimer's disease, metabolic diseases, and cancer, as well as for companies discovering drugs using new modalities such as messenger RNA, RNA interference, and gene therapy. Aside from groundbreaking innovation, we expect the fundamental backdrop and resilient earnings of large-cap biopharma to be supportive in a potential recessionary environment. Furthermore, we believe valuations remain attractive relative to history, and key clinical readouts in the year ahead could create an abundance of opportunities.

We are just as enthusiastic about medical technology, where we observe that innovative pipelines have never been stronger, in our view. We expect more attractive medical device categories will see growth accelerate at a faster pace over the next decade. These

include advances in new diabetes devices, TAVR and mitral valve therapies, and genetic sequencing. In the coming years, we believe many firms will grow their addressable market through geographic expansion, new technologies, and the use of existing products to treat new patient populations. Looking ahead, we expect that differentiated pipelines may matter more as we move into this endemic COVID-19 phase.

Lastly, we believe healthcare services companies remain well-positioned to help solve the societal challenge of rising healthcare costs, and we believe some will benefit from the ongoing transition from a fee-for-service to a fee-for-value care system. We expect the strength of managed care business models to shine given the stability of the U.S. health insurance market, as well as a boost from a higher-interest-rate environment. Furthermore, we are finding attractive opportunities among companies that are focused on improving patient outcomes while reining in costs.

#### Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Risks of focusing investments on the healthcare related sector include regulatory and legal developments, changes in funding or subsidies, patent and intellectual property considerations, intense competitive pressures, rapid technological changes, long and costly product approval process by government agencies, potential product obsolescence, rising cost of medical products and services and volatility risk. • Small- and mid-cap securities can have greater risks and volatility than large-cap securities. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets.

---

| | |
|:---|:---|
| **Composition by Subsector<sup>(1)</sup>** | **Composition by Subsector<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Subsector** | &nbsp;&nbsp;**Percentage of<br> Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Biotechnology | &nbsp;&nbsp;&nbsp;&nbsp;14.9% |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Supplies | &nbsp;&nbsp;&nbsp;&nbsp;17.9 |
| &nbsp;&nbsp;&nbsp;Health Care Providers & Services | &nbsp;&nbsp;&nbsp;&nbsp;23.1 |
| &nbsp;&nbsp;&nbsp;Life Sciences Tools & Services | &nbsp;&nbsp;&nbsp;&nbsp;10.8 |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals | &nbsp;&nbsp;&nbsp;&nbsp;31.6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;98.3% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.7 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.0 |
| **Total** | &nbsp;&nbsp;100.0% |

---

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

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford International Opportunities HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

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---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 07/02/1990<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks long-term growth of capital.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549img88b1821f10.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for Class IB shares differ only to the extent that Class IA shares and Class IB shares do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-18.14% | &nbsp;&nbsp;&nbsp;&nbsp;1.78% | &nbsp;&nbsp;&nbsp;&nbsp;5.13% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-18.32% | &nbsp;&nbsp;&nbsp;&nbsp;1.53% | &nbsp;&nbsp;&nbsp;&nbsp;4.87% |
| MSCI ACWI ex USA Index (Net) | &nbsp;&nbsp;&nbsp;&nbsp;-16.00% | &nbsp;&nbsp;&nbsp;&nbsp;0.88% | &nbsp;&nbsp;&nbsp;&nbsp;3.80% |

---

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares and Class IB shares were 0.74% and 0.99%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund's statutory prospectus.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford International Opportunities HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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#### Portfolio Managers

#### Nicolas M. Choumenkovitch

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

#### Tara C. Stilwell, CFA

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

------

#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford International Opportunities HLS Fund returned -18.14% for the twelve-month period ended December 31, 2022, underperforming its benchmark, the MSCI ACWI ex USA Index (Net), which returned -16.00% for the same period. For the same period, the Class IA shares of the Fund outperformed the -22.05% average return of the Lipper International Large-Cap Growth Fund peer group, a group of funds with investment strategies similar to those of the Fund.

#### Why did the Fund perform this way?
For the twelve-month period ended December 31, 2022, international equities fell -16.00% as measured by the MSCI ACWI ex USA Index (Net). International equities declined during the period as markets were rattled by slowing global economic growth, increased inflation, rising interest rates, and COVID-19 resurgences in some countries. Equities opened the period lower as volatility spiked sharply, driven by rising geopolitical instability and tighter monetary policy to address accelerating inflation. Russia's large-scale military attack on Ukraine forced over four million people to flee Ukraine as fighting intensified and living conditions deteriorated rapidly in many cities. United States (U.S.) and North Atlantic Treaty Organization (NATO) allies imposed severe economic sanctions on Russia, largely cutting off the Russian economy from global financial markets and limiting the ability of the Russian central bank to take counteractive measures. Prices for natural gas, select grains, and metals surged, and Brent crude oil prices topped $100 per barrel amid expectations that sanctions would cripple Russian energy exports and restrict supplies of key commodities. Risk sentiment plunged in the second quarter of 2022, as investors grew increasingly concerned about the economic toll of persistent geopolitical instability, soaring inflation, rising interest rates, and constrained supply chains. Inflation remained elevated globally and energy prices continued to rise as the ongoing crisis in Ukraine severely pressured oil and natural gas supplies. These challenges continued into the third quarter of 2022, with the U.S. Federal Reserve (Fed) hiking interest rates to rein in decades-high inflation. Eurozone inflation increased on the back of soaring energy prices as tensions with Russia were further exacerbated by damage to the Nord Stream pipeline, which NATO attributed to an act of sabotage.

Within the MSCI ACWI ex USA Index (Net), ten of the eleven sectors posted negative returns during the period; the Information Technology (-34%), Consumer Discretionary (-22%), and Communication services (-21%) sectors posted the largest losses. Conversely, the Energy (+9%) sector rose over the period.

Security selection detracted from the Fund's performance relative to the MSCI ACWI ex USA Index (Net) during the period. Weak security selection in the Real Estate, Financials, and Communication Services sectors detracted from the Fund's performance relative to the MSCI ACWI ex USA Index (Net), while stronger selection in the Energy, Utilities, and Materials sectors contributed positively to performance during the period. Sector allocation, a result of our bottom-up security selection process, contributed positively to relative performance during the period. The Fund's overweights to the Energy and Materials sectors as well as an underweight to the Communication Services sector benefited results, while underweights to the Financials and Consumer Discretionary sectors detracted from performance during the period. On a regional basis, security selection was weakest within Developed Asia Pacific ex Japan and Japan for the period.

Top detractors to the Fund's performance relative to the MSCI ACWI ex USA Index (Net) during the period included Fastighets AB Balder (Real Estate), Intermediate Capital Group (Financials), and Lonza Group (Healthcare). Shares of Swedish real estate investment trust (REIT) Fastighets AB Balder fell over the period amid a sharp slowdown in commercial property transactions in the region. Riksbank, the central bank of Sweden, warned that property companies could see their portfolios drop and violate the terms of their credit agreements as rising interest rates start eating into profits. Shares of asset manager Intermediate Capital Group ended the period lower. United Kingdom (U.K.) stocks faced pressure as the Bank of England voted to raise its base interest rate, stating that the U.K. economy was already in a recession and forecasting that gross domestic product (GDP) would contract by 0.3% in 2023. We eliminated the Fund's position in Fastighets AB Balder as well as Intermediate Capital Group during the period. Shares of Lonza Group, a Swiss pharmaceutical company, declined after MilliporeSigma, a life science business of Merck, announced it would be acquiring Lonza's MAST (modular automated sampling technology) platform. The platform is designed to advance bioprocessing capabilities for more efficient and cost-effective drug manufacturing.

Cenovus Energy (Energy), Shell (Energy), and MUFG (Financials) were among the top contributors to performance relative to the MSCI ACWI ex USA Index (Net) during the period. Shares of Cenovus Energy rose after the company reported first-quarter earnings that beat analyst estimates and nearly tripled its dividend. In June 2022, the company announced that it would buy British Petrol's 50% stake in the Sunrise oil sands project in northern Alberta, as the Canadian energy company strengthens its position in the oil sands industry. Shares of Shell advanced during the period after the oil and gas conglomerate reported adjusted profit for the fourth quarter that beat

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford International Opportunities HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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consensus estimates. Shell also announced a share repurchase program to buy back $8.5 billion worth of its own shares during the first half of 2022 using proceeds from its Permian divestment and capital allocation framework. Shares of MUFG, a Japanese bank, rose over the period after the Bank of Japan unexpectedly broadened their yield curve control tolerance range. Higher government bond yields mean banks and insurers can charge higher interest rates on commercial loans and earn better yields from bonds and other financial investments.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

#### What is the outlook as of the end of the period?
As of the end of the period, we believe market volatility will remain high, exaggerated by the next macro datapoint, interest rate signal, or geopolitical event. This makes for a ripe stock picking landscape, in our view, where we are looking to take advantage of stock mispricings that fit within our philosophy and process. We believe macroeconomic factors that have driven markets over the past year may continue to have a significant impact. Interest rates may stay higher for longer than anticipated given the resilient labor market in the U.S. This could create a more challenging environment for long-duration growth assets, in our view, and warrants a higher bar for inclusion of those names. We believe inflation may stabilize but will likely remain elevated versus history. We believe this will create a better backdrop for real assets, infrastructure, and other cyclical companies, and we have added some names in those areas as of the end of the period. From a regional perspective, China continues to face challenges with Covid cases on the rise across the country after the government loosened its zero-Covid restrictions. If we look past the potential near-term weakness, we believe there are compelling opportunities in this space. Lastly, we believe the supply/demand imbalance in the commodity space, presents longer term structural opportunities in the Energy and Materials sectors.

At the end of the period, the Fund's largest overweights were in the Healthcare and Industrials sectors relative to the MSCI ACWI ex USA Index (Net), while the Fund's largest underweights were to the Communications Services and Information Technology sectors. From a regional perspective, the Fund's largest overweights were to the U.K. and Developed EU & Middle East ex U.K., and the Fund was most underweight to Emerging Markets, relative to the MSCI ACWI ex USA Index (Net).

#### Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended. • The Fund may have high portfolio turnover, which

could increase its transaction costs. • To the extent the Fund focuses on one or more sectors, geographic regions or countries, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

---

| | |
|:---|:---|
| **Composition by Sector<sup>(1)</sup>** | **Composition by Sector<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Sector** | &nbsp;&nbsp;**Percentage <br> of Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.1% |
| &nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;13.0 |
| &nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.6 |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.6 |
| &nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;18.7 |
| &nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;&nbsp;13.1 |
| &nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;14.1 |
| &nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.3 |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.9 |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.8 |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;97.7% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.8 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.5 |
| **Total** | &nbsp;&nbsp;100.0% |

---

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

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford MidCap HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

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---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 07/14/1997<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks long-term growth of capital.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549img1426b8f911.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for Class IB shares differ only to the extent that Class IA shares and Class IB shares do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-24.30% | &nbsp;&nbsp;&nbsp;&nbsp;5.06% | &nbsp;&nbsp;&nbsp;&nbsp;10.93% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-24.46% | &nbsp;&nbsp;&nbsp;&nbsp;4.80% | &nbsp;&nbsp;&nbsp;&nbsp;10.66% |
| S&P MidCap 400 Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.06% | &nbsp;&nbsp;&nbsp;&nbsp;6.71% | &nbsp;&nbsp;&nbsp;&nbsp;10.78% |

---

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares and Class IB shares were 0.69% and 0.94%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund's statutory prospectus.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford MidCap HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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#### Portfolio Managers

#### Philip W. Ruedi, CFA

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

#### Mark A. Whitaker, CFA

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

------

#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford MidCap HLS Fund returned -24.30% for the twelve-month period ended December 31, 2022, underperforming its benchmark, the S&P MidCap 400 Index, which returned -13.06% for the same period. For the same period, the Class IA shares of the Fund outperformed the -27.79% average return of the Morningstar Mid-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

#### Why did the Fund perform this way?
United States (U.S.) equities, as measured by the Russell 3000 Index, posted negative results over the trailing twelve-month period ended December 31, 2022. In the first quarter of 2022, U.S. equities registered their first quarterly loss since the quarter ended March 2020. Fears about the economic implications of Russia's large-scale military attack on Ukraine and the prospect of aggressive monetary policy tightening by the U.S. Federal Reserve (Fed) drove the S&P 500 Index into correction territory in February 2022. In March 2022, the Fed raised interest rates by 0.25%, lifted its 2022 core inflation forecast to 4.1%, and cut its 2022 gross domestic product (GDP) growth forecast to 2.8%.

In the second quarter of 2022, U.S. equities fell sharply during a volatile quarter. Rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Growth stocks significantly underperformed their value counterparts, as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. The Fed responded to the larger-than-expected increase in prices by accelerating its pace of interest-rate increases to 0.75% in June 2022, following an increase of 0.50% in May 2022.

In the third quarter of 2022, U.S. equities fell as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Stocks suffered steep losses in September 2022 after a larger-than-expected rise in core consumer prices showed that inflation continued to mount across broad areas of the economy. As expected, the Fed raised interest rates by 0.75% in September 2022— the third straight increase of this magnitude.

U.S. equities rallied in the fourth quarter of 2022. Greater optimism that the Fed would begin to scale back its aggressive pace of interest-rate increases, along with outsized short position covering and

hedging, helped to fuel a sharp rebound in stocks in October 2022 and November 2022 before risk sentiment waned in December 2022 amid recession fears, macroeconomic challenges, and downside earnings risks in the coming quarters. In December, the Fed raised interest rates by 0.50%, snapping a streak of four consecutive increases of 0.75%.

Returns during the period varied by market cap. Mid-cap stocks, as measured by the S&P MidCap 400 Index, outperformed large-cap and small-cap stocks, as measured by the S&P 500 Index and the Russell 2000 Index, respectively. Within the S& P MidCap 400 Index, nine out of the eleven sectors posted negative returns during the period. The Real Estate (-26%), Communication Discretionary (-21%), and Information Technology (-20%) sectors performed the worst, while the Energy (+36%), Utilities (+1%), and Consumer Staples (-1%) sectors performed the best.

The Fund underperformed the S& P MidCap 400 Index during the twelve-month period primarily due to negative security selection. Selection effects were particularly weak within the Information Technology, Consumer Discretionary, and Communication Services sectors. This was partially offset by strong selection in the Materials and Consumer Staples sectors, which contributed positively to performance during the period. Sector allocation, a result of our bottom-up stock selection process, also detracted from the Fund's performance relative to the S&P MidCap 400 Index during the period. This was primarily due to an overweight allocation to the Information Technology and Healthcare sectors and an underweight to the Energy sector during the period, which was partially offset by underweights to the Real Estate and Consumer Discretionary sectors, which contributed positively to performance.

Top detractors from the Fund's performance relative to the S&P MidCap 400 Index during the period included Synaptics (Information Technology), Cable One (Communication Services), and F5 (Information Technology). Shares of Synaptics, a human interface solutions provider, fell over the period despite the company reporting in-line fiscal fourth-quarter results. Management lowered first-quarter revenue guidance below expectations as consumer-facing challenges across mobile, PC, and internet of things segments have weighed on demand and limited visibility for future quarters. Shares of Cable One declined during the period after the broadband communications provider reported second-quarter results that fell short of Wall Street expectations.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford MidCap HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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Top contributors to relative performance during the period included Axon Enterprise (Industrials), United Therapeutics (Healthcare), and Wex (Information Technology). Shares of Axon Enterprise rose over the period after the Taser and security technology producer reported third-quarter earnings that were above expectations and raised its full-year outlook, citing robust demand for its mission-critical products. Shares of United Therapeutics increased over the period after the company received U.S. Food and Drug Administration (FDA) approval for Tyvaso DPI, the first dry powder inhaler for the treatment of pulmonary arterial hypertension and pulmonary hypertension associated with interstitial lung disease. Shares of Wex rose after the company reported third-quarter earnings and revenue that beat estimates. Full-year revenue and earnings guidance were both raised at the midpoint of the period, and the company announced a new $675 million share buyback.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

#### What is the outlook as of the end of the period?
As of the end of the period, we believe that after years of outperformance from high-growth technology businesses, which has been driven by demand and low interest rates, there is a transition underway in the market and new top performers may emerge. We observe that the fundamental drivers of performance in many of these technology businesses are no longer accelerating. As a result, as of the end of the period, we have been reducing our weight in the Information Technology sector. We reallocated this capital to names in the packaging industry.

Despite strong performance during the period, we believe the Energy sector should remain attractive over the next two to three years. We also have a positive and differentiated view on the transportation industry due to our view that expectations of declining earnings are overstated, fears of a recession are already priced in, and the industry will benefit from an increase in U.S. infrastructure spend. We believe this will be an important theme over the next three to five years.

At the end of the period, the Fund's largest overweight positions were the Information Technology and Healthcare sectors relative to the S&P MidCap 400 Index, and the Fund's largest underweights were to the Real Estate and Financials sectors.

#### Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

---

| | |
|:---|:---|
| **Composition by Sector<sup>(1)</sup>** | **Composition by Sector<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Sector** | &nbsp;&nbsp;**Percentage <br> of Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.8% |
| &nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;12.1 |
| &nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.3 |
| &nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.7 |
| &nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;&nbsp;20.1 |
| &nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;21.3 |
| &nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;22.2 |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.4 |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.0 |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;100.0% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.8 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;(1.8) |
| **Total** | &nbsp;&nbsp;100.0% |

---

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

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Cap Growth HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

------

---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 05/02/1994<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks long-term capital appreciation.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549img3881941e12.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for Class IB shares differ only to the extent that Class IA shares and Class IB shares do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-28.46% | &nbsp;&nbsp;&nbsp;&nbsp;3.52% | &nbsp;&nbsp;&nbsp;&nbsp;9.36% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-28.64% | &nbsp;&nbsp;&nbsp;&nbsp;3.26% | &nbsp;&nbsp;&nbsp;&nbsp;9.08% |
| Russell 2000 Growth Index | &nbsp;&nbsp;&nbsp;&nbsp;-26.36% | &nbsp;&nbsp;&nbsp;&nbsp;3.51% | &nbsp;&nbsp;&nbsp;&nbsp;9.20% |

---

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares and Class IB shares were 0.64% and 0.89%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund's statutory prospectus.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Cap Growth HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

------

#### Portfolio Managers

#### Mammen Chally, CFA

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

#### David A. Siegle, CFA

#### Managing Director and Equity Research Analyst
Wellington Management Company LLP

#### Douglas W. McLane, CFA

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

------

#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford Small Cap Growth HLS Fund returned -28.46% for the twelve-month period ended December 31, 2022, underperforming its benchmark, the Russell 2000 Growth Index, which returned -26.36% for the same period. For the same period, the Class IA shares of the Fund underperformed the -26.65% average return of the Lipper Small-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

#### Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, fell during the twelve-month period ended December 31, 2022 amid rampant inflation, surging borrowing costs, uncertainty about corporate earnings, and an increased probability of recession. U.S. equities opened the year lower as they registered their first quarterly loss since the quarter ended March 2020. Fears about the economic implications of Russia's large-scale military attack on Ukraine and the prospect of aggressive monetary policy tightening by the U.S. Federal Reserve (Fed) drove the S&P 500 Index into correction territory in February 2022. President Joe Biden signed into law a massive $1.5 trillion spending bill, which included substantial increases in domestic and national security programs and $13.6 billion of aid to Ukraine. U.S. equities continued to fall during a volatile second quarter of 2022. Growth stocks significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its largest quarterly loss since September 2001. The housing market was pressured by soaring mortgage rates, slowing demand, and elevated home prices. U.S. equities fell in the third quarter of 2022 as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. U.S. equities rallied in the fourth quarter of 2022 following three straight quarterly declines. Greater optimism that the Fed would begin to scale back its aggressive pace of interest-rate increases, along with outsized short position covering and hedging, helped to fuel a sharp rebound in stocks in October 2022 and November 2022 before risk sentiment waned in December 2022 amid recession fears,

macroeconomic challenges, and downside earnings risks in the coming quarters. In December, the Fed raised interest rates by 0.50%, snapping a streak of four consecutive increases of 0.75%.

Returns varied by market cap during the period, as large-cap stocks, as measured by the S&P 500 Index, underperformed mid-cap stocks, as measured by the S&P MidCap 400 Index, but outperformed small-cap stocks, as measured by the Russell 2000 Index. Ten of the eleven sectors in the Russell 2000 Growth Index had negative returns during the period. The Real Estate (-41%), Communication Services (-39%), and Information Technology (-34%) sectors fell the most during the period, while the Energy (+37%) sector performed best during the period.

Weak security selection was the primary driver of the Fund's performance relative to the Russell 2000 Growth Index. Selection was weakest within the Healthcare, Materials, and Communication Services sectors, while selection was strongest in the Real Estate, Industrials, and Consumer Discretionary sectors. Sector allocation, which is a result of the bottom-up security selection process, also detracted from relative performance during the period. This was driven by the Fund's underweight to the Energy sector and overweights to the Real Estate and Information Technology sectors. An overweight position in the Consumer Staples sector and underweight positions in the Communication Services and Healthcare sectors contributed positively to relative performance during the period.

The top relative detractors from performance during the period were overweight positions in R1 RCM (Healthcare), Omnicell (Healthcare), and Cardlytics (Communication Services). Shares of R1 RCM fell during the period after the company reported third-quarter earnings that missed expectations. Lower incentive fees, payor challenges, and lower operating fees due to weak volumes drove the underperformance. Management also lowered 2022 revenue and earnings before interest, taxes, depreciation and amortization (EBITDA) guidance ranges. The company announced an abrupt Chief Executive Officer (CEO) transition effective January 1, 2023. We eliminated the Fund's position in R1 RCM over the period. Shares of Omnicell fell during the period as the company delivered disappointing third-quarter results and lowered fourth-quarter and full-year 2022 guidance. Demand for the company's point of care products was impacted by capital expenditure freezes, labor challenges, and deferred bookings. Shares of Cardlytics, an advertising platform

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Cap Growth HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

------

partnering with financial institutions' banking reward programs, fell after the company reported earnings for the second quarter that were below consensus expectations with operating losses that were significantly higher than a year ago. The company has faced challenges from a sharp slowdown in digital advertising demand driven by weakening consumer spending amidst the current macroeconomic backdrop. We eliminated the Fund's position in Cardlytics over the period.

The top contributors to relative performance during the period were overweight positions in WillScot Mobile (Industrials) and Applied Industrial Technologies (Industrials), and an out of benchmark position in CACI International (Industrials). Shares of WillScot Mobile, a company specializing in modular space and storage solutions, rose during the period after it was announced that the company acquired the rental fleet and assets of Modulease. This acquisition added roughly 400 mobile offices and 100 portable storage containers to the company's New England operation. WillScot Mobile also beat second-quarter revenue expectations driven by strong demand and the implementation of increased rental rates. Shares of Applied Industrial Technologies rose over the period after reporting strong results in the fiscal first quarter. Sales and earnings per share (EPS) hit record first-quarter levels as demand stayed strong. Shares of CACI International rose along with those of other defense contractors, as Russia's war on Ukraine continued to escalate. However, the company did report fiscal second-quarter earnings that missed expectations and lower organic growth expectations for the fiscal year. Management cited a number of challenges including continued tasking delays, surging COVID-19 cases, and the impact of supply-chain pressures.

Derivatives were not used in the Fund during the period.

#### What is the outlook as of the end of the period?
As of the end of the period, we believe there are increasing indications that inflationary pressures are abating in the goods components of both the consumer price index (CPI) and the personal consumption expenditures index (PCE). In our view, this could mean a clearer path to a gradual slowing in the pace of inflation for housing-related expenses by the second half of 2023. However, the services component of both indicators remains high due to a still-resilient U.S. labor market driving continued upward wage pressure. Accordingly, it appears that the Federal Open Market Committee (FOMC) remains steadfast in its determination to continue to slow the U.S. economy and has indicated that incremental rate hikes should be expected in early 2023. As of the end of the period, the FOMC's "dot plot" median interest-rate projection has increased from 4.6% to 5.1% for the end of 2023. It is increasingly clear, in our view, that a mild recession is the likely scenario as the Fed seeks to cool wage inflation and bring down both realized inflation and future inflationary expectations.

With the Fed seemingly undertaking efforts to slow growth, companies may feel the impacts of decelerating revenue without relief from wage pressure in early 2023. Thus, we believe a key challenge for and differentiator among companies will be the degree to which they can avoid the resultant margin compression through productivity offsets, innovation, or market share gains.

As we enter 2023, the conflict in Europe is approaching its one-year anniversary without any apparent cessation in sight. Both the preparation ahead for the winter season and milder-than-expected temperatures across the region seem to have spared the continent from the worst-case scenario in terms of heating and energy supply, but much uncertainty remains in the conflict even after this winter has passed.

On the positive side, supply-chain issues which plagued most industries in the preceding two years continue to ease, in our view, providing cost relief and improving visibility. Further, China appears to be relaxing its restrictive COVID-related policies in an effort to revitalize growth and placate an increasingly frustrated populace. We believe this incremental source of demand could help offset the expected frictions from slower growth elsewhere in the world.

At the end of the period, the Fund's largest overweight positions were to the Industrials, Consumer Discretionary, and Consumer Staples sectors, while the largest underweights were to the Healthcare, Utilities, and Financials sectors, relative to the Russell 2000 Growth Index.

#### Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Small-cap securities can have greater risks, including liquidity risk, and volatility than large-cap securities. • Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

---

| | |
|:---|:---|
| **Composition by Sector<sup>(1)</sup>** | **Composition by Sector<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Sector** | &nbsp;&nbsp;**Percentage <br> of Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.5% |
| &nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;12.4 |
| &nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.6 |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.0 |
| &nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.1 |
| &nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;&nbsp;21.0 |
| &nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;20.3 |
| &nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;19.7 |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.7 |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;98.6% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;(0.8) |
| **Total** | &nbsp;&nbsp;100.0% |

---

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

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Company HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

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---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 08/09/1996<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks growth of capital.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549img50082edf13.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for Class IB shares differ only to the extent that Class IA shares and Class IB shares do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-30.94% | &nbsp;&nbsp;&nbsp;&nbsp;7.43% | &nbsp;&nbsp;&nbsp;&nbsp;10.10% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-31.07% | &nbsp;&nbsp;&nbsp;&nbsp;7.17% | &nbsp;&nbsp;&nbsp;&nbsp;9.83% |
| Russell 2000 Growth Index | &nbsp;&nbsp;&nbsp;&nbsp;-26.36% | &nbsp;&nbsp;&nbsp;&nbsp;3.51% | &nbsp;&nbsp;&nbsp;&nbsp;9.20% |

---

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares and Class IB shares were 0.77% and 1.02%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund's statutory prospectus.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Company HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

------

#### Portfolio Managers

#### Steven C. Angeli, CFA\*

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

#### Ranjit Ramachandran, CFA

#### Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

#### John V. Schneider, CFA

#### Managing Director and Equity Research Analyst
Wellington Management Company LLP

\* Effective February 28, 2023, Mr. Angeli will no longer serve as a portfolio manager to the Fund. Mr. Angeli will transition his portfolio management responsibilities for the Fund to Mr. Ramachandran.

------

#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford Small Company HLS Fund returned -30.94% for the twelve-month period ended December 31, 2022, underperforming its benchmark, the Russell 2000 Growth Index, which returned -26.36% for the same period. For the same period, the Class IA shares of the Fund also underperformed the -26.65% average return of the Lipper Small-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

#### Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, fell during the twelve-month period ended December 31, 2022 amid rampant inflation, surging borrowing costs, uncertainty about corporate earnings, and an increased probability of recession. U.S. equities opened the year lower as they registered their first quarterly loss since the quarter ended March 2020. Fears about the economic implications of Russia's large-scale military attack on Ukraine and the prospect of aggressive monetary policy tightening by the U.S. Federal Reserve (Fed) drove the S&P 500 Index into correction territory in February 2022. President Joe Biden signed into law a massive $1.5 trillion spending bill, which included substantial increases in domestic and national security programs and $13.6 billion of aid to Ukraine. U.S. equities continued to fall during a volatile second quarter of 2022. Growth stocks significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its largest quarterly loss since September 2001. The housing market was pressured by soaring mortgage rates, slowing demand, and elevated home prices. U.S. equities fell in the third quarter of 2022 as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. U.S. equities rallied in the fourth quarter of 2022 following three straight quarterly declines. Greater optimism that the Fed would begin to scale back its aggressive pace of interest-rate increases, along with outsized short position covering and hedging, helped to fuel a sharp rebound in stocks in October 2022 and November 2022 before risk sentiment waned in December 2022 amid recession fears,

macroeconomic challenges, and downside earnings risks in the coming quarters. In December, the Fed raised interest rates by 0.50%, snapping a streak of four consecutive increases of 0.75%.

Returns varied by market cap during the period, as large-cap stocks, as measured by the S&P 500 Index, underperformed mid-cap stocks, as measured by the S&P MidCap 400 Index, and outperformed small-cap stocks, as measured by the Russell 2000 Index. Ten of the eleven sectors in the Russell 2000 Growth Index had negative returns during the period. The Real Estate (-41%), Communication Services (-39%), and Information Technology (-34%) sectors fell the most during the period, while the Energy (+37%) sector performed best during the period.

Stock selection was the main driver of the Fund's performance relative to the Russell 2000 Growth Index, primarily due to weak selection within the Information Technology, Healthcare, and Consumer Discretionary sectors. This was partially offset by stronger selection in the Real Estate and Consumer Staples sectors. Sector allocation, which is the result of bottom-up stock selection, did not have a meaningful impact on relative performance during the period.

Top detractors from relative performance during the period included R1 RCM (Healthcare), Synaptics (Information Technology), and Rapid7 (Information Technology). R1 RCM provides technology-driven solutions that transform the patient experience and financial performance of healthcare providers. Given the stock's smaller-cap footprint and capacity concerns around R1 RCM's ability to launch new customers onto their revenue cycle management platform, we decided to eliminate the Fund's position during the period and redeploy assets into other opportunities with more compelling risk-reward in the market environment. Synaptics is a U.S.-based developer of human interface (HMI) hardware and software. The company's share price fell following management's guidance for lower near-term revenue across mobile and personal computer (PC) business lines. The Fund held an overweight position in Synaptics at the end of the period. The share price of Rapid7 fell as the company shared disappointing second quarter 2022 results. The company cited macroeconomic pressures including high inflation, weaker demand, and foreign exchange challenges. The company also anticipated

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Company HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

------

declining recuring revenues in the third quarter driven by softening demand in the Vulnerability Management segment. We eliminated the Fund's position in Rapid7 during the period.

Top contributors to relative performance during the period included e.l.f. Beauty (Consumer Discretionary), Chesapeake Energy (Energy), and Applied Industrial Technologies (Industrials). The share price of e.l.f. Beauty rose in the period after reporting strong results driven by new partnerships, a growing online channel, and opportunities for international expansion. The Fund maintained an overweight position as of the end of the period. The share price of Chesapeake Energy, a producer of oil and natural gas, rose due to higher energy prices as well as an increased stock repurchase program announced in June 2022. The Fund exited the position in Chesapeake Energy on share-price strength over the period. Applied Industrial Technologies is a power transmission products and services company. The company's share price rose as management announced fundamental strength through the period and raised its 2023 earnings per share (EPS) guidance. The Fund continued to hold an overweight position as of the end of the period.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

#### What is the outlook as of the end of the period?
In our view, the period was categorized by market volatility unlike anything we have experienced in the last several years, if not decades. A land war in Ukraine, aggressive Fed tightening, and an inflation report in excess of 9% are just a few examples. While investors seem braced for a recession, in our view, the timing and magnitude are still unknown. In many instances, the large market swings we have been experiencing over the year are a result of market participants weighing the impacts of persistent inflation, recession, and the Fed's reaction function; as a result, what we believe are stocks in our opportunity set have been prone to trading on narrative rather than fundamentals. Given this uncertainty, we remain disciplined within our upside/downside valuation framework, seeking to balance exposures to emerging and re-emerging growth companies.

In this macroeconomic- and factor-driven environment, we are seeking balance in the Fund by holding a mixture of high-quality, competitively advantaged companies, in our view, while looking for opportunities in emerging growth names with disruptive business models. Given the valuation resets many growth companies have experienced this year, we are excited about the opportunities to invest in high-quality companies at reasonable valuations. Finally, while we are not aiming to create a recession-proof portfolio, we decided to eliminate a number of names that lack the cash flows to remain resilient in an economic slowdown, in our view.

At the end of the period, the Fund's largest overweights were to the Industrials, Healthcare, and Energy sectors, while the largest underweights were to the Information Technology, Utilities, and Materials sectors, relative to the Russell 2000 Growth Index.

#### Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Small-cap securities can have greater risks, including liquidity risk, and volatility than large-cap securities. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended. • Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • The Fund may have high portfolio turnover, which could increase its transaction costs.

---

| | |
|:---|:---|
| **Composition by Sector<sup>(1)</sup>** | **Composition by Sector<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Sector** | &nbsp;&nbsp;**Percentage <br> of Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.5% |
| &nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;10.8 |
| &nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.9 |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.4 |
| &nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.1 |
| &nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;&nbsp;24.4 |
| &nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;20.6 |
| &nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;16.8 |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.1 |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;99.3% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;(0.2) |
| **Total** | &nbsp;&nbsp;100.0% |

---

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

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Stock HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

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---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 08/31/1977<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks long-term growth of capital.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549imgf5a5f09714.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for Class IB shares differ only to the extent that Class IA shares and Class IB shares do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-5.14% | &nbsp;&nbsp;&nbsp;&nbsp;11.73% | &nbsp;&nbsp;&nbsp;&nbsp;12.98% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-5.37% | &nbsp;&nbsp;&nbsp;&nbsp;11.45% | &nbsp;&nbsp;&nbsp;&nbsp;12.70% |
| Russell 1000 Index | &nbsp;&nbsp;&nbsp;&nbsp;-19.13% | &nbsp;&nbsp;&nbsp;&nbsp;9.13% | &nbsp;&nbsp;&nbsp;&nbsp;12.37% |

---

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares and Class IB shares were 0.51% and 0.76%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund's statutory prospectus.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Stock HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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#### Portfolio Managers

#### Donald J. Kilbride

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

#### Peter C. Fisher

#### Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP

------

#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford Stock HLS Fund returned -5.14% for the twelve-month period ended December 31, 2022, outperforming the Fund's benchmark, the Russell 1000 Index, which returned -19.13% for the same period. For the same period, the Class IA shares of the Fund also outperformed the -18.20% average return of the Lipper Large-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.

#### Why did the Fund perform this way?
United States (U.S.) equities, as measured by the S&P 500 Index, fell during the twelve-month period ended December 31, 2022 amid rampant inflation, surging borrowing costs, uncertainty about corporate earnings, and an increased probability of recession. U.S. equities opened the year lower as they registered their first quarterly loss since the quarter ended March 2020. Fears about the economic implications of Russia's large-scale military attack on Ukraine and the prospect of aggressive monetary policy tightening by the U.S. Federal Reserve (Fed) drove the S&P 500 Index into correction territory in February 2022. President Joe Biden signed into law a massive $1.5 trillion spending bill, which included substantial increases in domestic and national security programs and $13.6 billion of aid to Ukraine. U.S. equities continued to fall during a volatile second quarter of 2022. Growth stocks significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its largest quarterly loss since September 2001. The housing market was pressured by soaring mortgage rates, slowing demand, and elevated home prices. U.S. equities fell in the third quarter of 2022 as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. U.S. equities rallied in the fourth quarter of 2022 following three straight quarterly declines. Greater optimism that the Fed would begin to scale back its aggressive pace of interest-rate increases, along with outsized short position covering and hedging, helped to fuel a sharp rebound in stocks in October 2022 and November 2022 before risk sentiment waned in December 2022 amid recession fears, macroeconomic challenges, and downside earnings risks in the coming quarters. In December, the Fed raised interest rates by 0.50%, snapping a streak of four consecutive increases of 0.75%.

Returns varied by market capitalization during the period, as mid-cap equities, as measured by the S&P MidCap 400 Index, outperformed both large- and small-cap equities, as measured by the S&P 500 Index

and the Russell 2000 Index, respectively. During the twelve-month period, nine of the eleven sectors within the Russell 1000 Index fell, led by the Communication Services (-40%), Consumer Discretionary (-37%), and Information Technology (-30%) sectors. Conversely, the Energy (+64%) and Utilities (+1%) sectors rose over the same period.

The Fund's outperformance versus the Russell 1000 Index during the period was primarily driven by security selection. Strong selection in the Industrials, Consumer Discretionary, and Information Technology sectors was partially offset by weaker selection in the Materials, Consumer Staples, and Healthcare sectors during the period. Sector allocation, a residual of the bottom-up stock selection process, also contributed positively to relative results. This was driven by the Fund's underweight exposures to the Communication Services and Information Technology sectors, as well as an overweight exposure to the Consumer Staples sector. This was partially offset by a lack of exposure to the Energy and Utilities sectors and an underweight exposure to the Financials sector in the Fund.

Top contributors to the Fund's performance relative to the Russell 1000 Index during the period included positions in Northrop Grumman (Industrials) and TJX Companies (Consumer Discretionary), along with not holding benchmark constituent Amazon.com (Consumer Discretionary). Shares of U.S.-based aerospace and defense company Northrop Grumman rose amid supportive industry-related trends as the conflict in Ukraine led to increased military spending. Shares of TJX Companies rose over the period due to solid demand combined with good buying opportunities as traditional retailers continued to experience inventory challenges. As of the end of the period, the Fund continued to hold overweight positions in Northrop Grumman and TJX Companies.

Not holding benchmark constituent Exxon Mobil (Energy), along with the Fund's positions in Ecolab (Materials) and Baxter International (Healthcare) were among the top relative detractors from performance during the period. Shares of U.S.-based chemical company Ecolab fell as growth stocks came under pressure as higher interest rates weighed on multiples. The company has dealt with inflation and the impact of supply-chain disruptions. Logistics and labor costs have also been an issue. Baxter International underperformed during the period primarily because of continued inflationary pressures due to higher raw material costs, overhead costs and difficulty securing critical components, specifically chips, due to chip shortages. The Fund continued to hold overweight exposures to Ecolab and Baxter International at the end of the period.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Stock HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

#### What is the outlook as of the end of the period?
The speed and magnitude of Fed monetary tightening during the period was nearly unprecedented, in our view. The economic impact of this is not yet obvious, because there is typically a lag between Fed actions and their impact on economic activity. We believe, however, that the full scope of the Fed's impact will start to become apparent in the next few quarters. Based on history, we would expect to see two primary effects: first, a dramatic slowdown in economic activity (likely along with a significant decline in corporate earnings); second, a significant slowdown in inflation.

Investors are hoping that the peak in inflation will lead to the end of monetary tightening and a "Fed pivot" to lower interest rates and looser policy. Our view, on the other hand, is more cautious. We agree that inflation has peaked and that the Fed will stop hiking rates, however, we think that economic growth is on the verge of slowing significantly and that corporate earnings will likely be weak in 2023. In addition, we are concerned that inflation is going to prove more persistent than many are hoping, and that may force the Fed to maintain tighter policy than the market would like. We have observed that an inflationary inertia has taken hold in the broader economy, which suggests to us that inflation may remain stubbornly above the Fed's long-term target. This will not be helpful for valuation multiples.

We continue to focus on companies that we believe are high quality and are expected to grow their dividends. Recently we have added marginally to the growthier and more cyclical parts of the portfolio and reduced positions in more defensive companies (adding to companies in the Information Technology and Consumer Discretionary sectors while trimming positions in the Consumer Staples and Utilities sectors).

As of the end of the period, the Fund was most overweight to the Industrials and Consumer Staples sectors and most underweight to the Communication Services and Information Technology sectors relative to the Russell 1000 Index.

#### Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • The Fund may also hold a limited number of securities so it may be more exposed to more risks and volatility than a fund that invests in a greater number of companies.

---

| | |
|:---|:---|
| **Composition by Sector<sup>(1)</sup>** | **Composition by Sector<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Sector** | &nbsp;&nbsp;**Percentage <br> of Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;12.2% |
| &nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;15.2 |
| &nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.4 |
| &nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;&nbsp;18.6 |
| &nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;21.4 |
| &nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;14.3 |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.9 |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;97.7% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.0 |
| **Total** | &nbsp;&nbsp;100.0% |

---

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

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

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---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 08/31/1977<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.** |

---

#### Comparison of Change in Value of $10,000 Investment (12/31/2012 - 12/31/2022)
![](g420549img1124f99315.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for Class IB shares differ only to the extent that Class IA shares and Class IB shares do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**10 Years** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-14.21% | &nbsp;&nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;&nbsp;1.50% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-14.41% | &nbsp;&nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;&nbsp;1.24% |
| Bloomberg US Aggregate Bond Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.01% | &nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;1.06% |

---

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares and Class IB shares were 0.50% and 0.75%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund's statutory prospectus.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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#### Portfolio Managers

#### Joseph F. Marvan, CFA

#### Senior Managing Director and Fixed Income Portfolio Manager
Wellington Management Company LLP

#### Campe Goodman, CFA

#### Senior Managing Director and Fixed Income Portfolio Manager
Wellington Management Company LLP

#### Robert D. Burn, CFA

#### Managing Director and Fixed Income Portfolio Manager
Wellington Management Company LLP

------

#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford Total Return Bond HLS Fund returned -14.21% for the twelve-month period ended December 31, 2022, underperforming its benchmark, the Bloomberg US Aggregate Bond Index, which returned -13.01% for the same period. The Fund also underperformed the -13.52% average return of the Lipper Core Bond Funds peer group, a group of funds with investment strategies similar to those of the Fund.

#### Why did the Fund perform this way?
Fixed-income markets experienced sharply negative total returns during the trailing twelve months ended December 31, 2022 as the Bloomberg US Aggregate Bond Index generated a return of -13.01% during the period. Global sovereign debt yields moved sharply higher as most major central banks supercharged their hiking cycles to deal with high inflation. The end of the period witnessed growing hopes of "peak inflation," even as major central banks retained tighter monetary stances.

Non-government bond sectors underperformed duration-equivalent government bonds during the period. The first quarter of 2022 recorded one of the worst drawdowns in fixed-income markets owing to the shift to tighter monetary policies and uncertainty from the war in Ukraine, followed by challenging second and third quarters in 2022 amid continued rising government bond yields. The period ended on a positive note as fixed-income markets recouped a portion of their losses from earlier in the year as most developed-market sovereign debt yields stabilized at higher levels. Throughout most of the year, spreads were volatile but finished wider amid increasing concerns that tighter financial conditions resulting from less accommodative policy could tip the global economy into recession.

Major central banks became increasingly focused on monetary tightening and shifted to tighter policies as inflation proved more persistent than transitory and broadened out across more goods and services. The trailing twelve-month period ended with below-consensus inflation prints leading to optimism that major central banks could slow the pace of their tightening. The United States (U.S.) Federal Reserve (Fed) implemented several interest-rate increases during the period and signaled a higher-for-longer terminal rate. The

European Central Bank (ECB) ended its quantitative easing purchases, followed suit with outsized interest-rate increases, and announced the start of quantitative tightening in March 2023.

Global gross domestic product (GDP) growth diverged but showed some resilience over the period, though recession risks mounted. U.S. labor-market strength persisted and consumer spending remained solid, while the housing market showed some cracks following the sharp increase in mortgage rates. Earlier in the period, euro area consumer confidence and economic activity saw a negative impact from increasing economic uncertainty. Commodity prices surged following Russia's invasion of Ukraine and inflation rose to multi-decade highs across many countries, driven by strong demand but also plagued by supply-chain disruptions and labor shortages. Sanctions imposed on Russia by the West raised concerns about Europe's energy security. By the end of the period, Eurozone consumer confidence began to recover, boosted by moderating energy prices. China's economic activity was negatively affected by the government's zero-COVID policy, ongoing property market decline, and geopolitical uncertainty.

The Fund's allocation to securitized sectors, particularly non-agency residential mortgage-backed securities (RMBS) and agency mortgage-backed securities (MBS), had a negative impact on the Fund's performance relative to the Bloomberg US Aggregate Bond Index as volatility spiked and housing data softened over the period. The Fund's positioning within commercial mortgage-backed securities (CMBS) was neutral. Allocations to collateralized loan obligations (CLOs) and asset backed securities (ABS), which were not immune to the interest-rate volatility, also had a negative impact on relative performance during the period.

The Fund implemented tactical duration and yield-curve positions, which had a positive overall impact on relative performance. The Fund maintained exposure to Treasury Inflation-Protected Securities (TIPS) which benefited relative performance during the period as TIPS held up better than nominal Treasuries.

Within corporate credit, most fixed income credit risk sectors underperformed government bonds amid continued market volatility, though investment-grade corporate spreads generally held up better than high yield. The Fund's positioning within investment-grade credit, particularly in the Industrials sector, contributed positively to relative

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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performance. Select exposure to emerging-markets debt also contributed positively to relative performance over the period. Conversely, out-of-benchmark allocations to high yield and bank loans detracted from results as spreads widened.

Developed non-U.S. dollar governments and sovereign positioning detracted from performance during the period, as global sovereign debt yields moved sharply higher due to the fact that most major central banks supercharged their hiking cycles to deal with persistent inflation.

During the period, the Fund used Treasury futures and options to manage duration and yield curve positioning. Treasury futures overall had a negative impact on performance. The Fund also used currency forwards and futures to implement non-U.S. rate and currency positions. The Fund's currency positions, in the aggregate benefited results modestly during the period. Credit default swap index (CDX) derivatives were used to manage credit exposure during the period. High yield CDX positions had a neutral impact on performance during the period, while investment-grade and emerging-markets CDX positions were additive to overall relative results.

#### What is the outlook as of the end of the period?
As of the end of the period, we believe that while the sharp increase in yields has been painful in the short term, it also enhances longer-term income generation and total-return prospects. As of the end of the period, we maintained an underweight in the Fund to investment-grade credit due to what we believe to be better observed opportunities in various sectors beyond core fixed income, including securitized credit, particularly non-agency RMBS (credit enhancement reduces risk of default), high yield (attractive valuations and low supply offset deteriorating fundamentals), and select emerging markets (where we see compelling valuations and improving fundamentals). The Fund is also positioned with an overweight to agency MBS, where we focus on relative value opportunities and income.

We believe the negative outlook from a deteriorating macroeconomic backdrop is tempered by relatively attractive valuations, still-strong corporate fundamentals, and a lack of imbalances compared to past credit cycles.

#### Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. • Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. • The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. • The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory and counterparty

risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater for investments in emerging markets. • Investments in high-yield ("junk") bonds involve greater risks of price volatility, illiquidity, and default than higher-rated debt securities. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • Restricted securities may be more difficult to sell and price than other securities. • The Fund may have high portfolio turnover, which could increase its transaction costs. • Changes related to LIBOR could have an adverse impact on financial instruments that reference this rate.

---

| | |
|:---|:---|
| **Composition by Security Type<sup>(1)</sup>** | **Composition by Security Type<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Category** | &nbsp;&nbsp;**Percentage of<br> Net Assets** |
| **Equity Securities** |  |
| &nbsp;&nbsp;&nbsp;Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0% <sup>\*</sup> |
| &nbsp;&nbsp;&nbsp;Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| &nbsp;&nbsp;&nbsp;Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0 <sup>\*</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1% |
| **Fixed Income Securities** |  |
| &nbsp;&nbsp;&nbsp;Asset & Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;23.5% |
| &nbsp;&nbsp;&nbsp;Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;25.9 |
| &nbsp;&nbsp;&nbsp;Foreign Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.5 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| &nbsp;&nbsp;&nbsp;Senior Floating Rate Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1 |
| &nbsp;&nbsp;&nbsp;U.S. Government Agencies<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43.0 |
| &nbsp;&nbsp;&nbsp;U.S. Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;20.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;117.6% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;(19.0) |
| **Total** | &nbsp;&nbsp;100.0% |

---

<sup>\*</sup> Percentage rounds to zero.

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

<sup>(2)</sup> All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of December 31, 2022.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Ultrashort Bond HLS Fund

#### Fund Overview<br> December 31, 2022 (Unaudited)

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---

| | |
|:---|:---|
| &nbsp;&nbsp;Inception 06/30/1980<br> Sub-advised by Wellington Management Company LLP | &nbsp;&nbsp;&nbsp;&nbsp;**Investment objective – The Fund seeks total return and income consistent with preserving capital and maintaining liquidity.** |

---

#### Comparison of Change in Value of $10,000 Investment (10/21/2013 - 12/31/2022)
![](g420549imgd94f890216.jpg)

The chart above represents the hypothetical growth of a $10,000 investment in Class IA shares. Returns for Class IB shares differ only to the extent that Class IA shares and Class IB shares do not have the same expenses.

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** | **Average Annual Total Returns** |
| *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* | *for the Periods Ended 12/31/2022* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**1 Year** | &nbsp;&nbsp;&nbsp;&nbsp;**5 Years** | &nbsp;&nbsp;&nbsp;&nbsp;**Since <br> Inception<sup>1</sup>** |
| Class IA | &nbsp;&nbsp;&nbsp;&nbsp;-0.17% | &nbsp;&nbsp;&nbsp;&nbsp;1.09% | &nbsp;&nbsp;&nbsp;&nbsp;0.83% |
| Class IB | &nbsp;&nbsp;&nbsp;&nbsp;-0.50% | &nbsp;&nbsp;&nbsp;&nbsp;0.82% | &nbsp;&nbsp;&nbsp;&nbsp;0.57% |
| Bloomberg Short Treasury 9-12 Month Index | &nbsp;&nbsp;&nbsp;&nbsp;-0.40% | &nbsp;&nbsp;&nbsp;&nbsp;1.21% | &nbsp;&nbsp;&nbsp;&nbsp;0.86% |

---

<sup>1</sup> On 10/21/2013, the Fund converted from a money market fund to an ultrashort bond fund. Since Inception returns are from conversion date (10/21/2013) to 12/31/2022.

**PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors' shares, when redeemed, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract's or plan's performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.**

Total returns presented above were calculated using the applicable class' net asset value available to shareholders for sale or redemption of Fund shares on 12/31/2022, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Prior to 10/21/2013, the Fund was managed as a money market fund. Accordingly, performance of the Fund prior to 10/21/2013 is not shown. Past performance information for when the Fund was managed as a money market fund is available upon request by calling 1-888-843-7824.

You cannot invest directly in an index.

See "Benchmark Glossary" for benchmark descriptions.

As shown in the Fund's current prospectus, the total annual fund operating expense ratios for Class IA shares and Class IB shares were 0.44% and 0.69%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 12/31/2022.

Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund's statutory prospectus.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Ultrashort Bond HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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#### Portfolio Managers

#### Timothy E. Smith

#### Senior Managing Director and Fixed Income Portfolio Manager
Wellington Management Company LLP

#### Marc K. Piccuirro\*

#### Managing Director and Fixed Income Portfolio Manager
Wellington Management Company LLP

\* Effective September 15, 2022, Mr. Piccuirro became a portfolio manager to the Ultrashort Bond HLS Fund.

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#### <br> Manager Discussion

#### How did the Fund perform during the period?
The Class IA shares of Hartford Ultrashort Bond HLS Fund returned -0.17% for the twelve-month period ended December 31, 2022, outperforming the Fund's benchmark, the Bloomberg Short Treasury 9-12 Month Index, which returned -0.40% for the same period. For the same period, the Class IA shares of the Fund outperformed the -4.32% average return of the Lipper Short Investment Grade Debt Funds peer group, a group of funds that invest primarily in investment grade issues with dollar-weighted average maturities of one to five years.

#### Why did the Fund perform this way?
Fixed income markets experienced sharply negative total returns during the trailing twelve months ended December 31, 2022 as the Bloomberg US Aggregate Bond Index generated a return of -13.01% during the period. Global sovereign debt yields moved sharply higher as most major central banks supercharged their hiking cycles to deal with high inflation. The fourth quarter witnessed growing hopes of "peak inflation," even as major central banks retained monetary tightening stances.

Credit sectors generally underperformed duration equivalent government bonds during the period. The first quarter of 2022 recorded one of the worst drawdowns in fixed income markets owing to the shift to tighter monetary policies and uncertainty from the war in Ukraine, followed by challenging second and third quarters of 2022 amid continued rising government bond yields. The period ended on a positive note as fixed-income markets recouped a portion of their losses from earlier in the year as most developed-market sovereign debt yields stabilized at higher levels. Throughout most of the year, spreads were volatile but finished wider amid increasing concerns that tighter financial conditions resulting from less accommodative policy could tip the global economy into recession.

Major central banks became increasingly focused on monetary tightening and shifted to tighter policies as inflation proved more persistent than transitory and broadened out across more goods and services. The trailing twelve-month period ended with below-consensus inflation prints leading to optimism that major central banks could slow the pace of their tightening. The United States (U.S.) Federal Reserve (Fed) implemented several interest-rate increases during the period and signaled a higher-for-longer terminal rate.

The Fund's duration and yield curve positioning was the primary contributor to the Fund's performance relative to the Bloomberg Short Treasury 9-12 Month Index during the period. Over the period, the Fund maintained a short duration posture relative to the benchmark at the one-year segment of the yield curve, which was additive to performance as yields rose significantly. In contrast, out-of-benchmark exposure to non-agency residential mortgage-backed securities (RMBS) was the primary detractor from performance during the period, as the sector experienced negative excess returns relative to Treasuries. Additionally, an out-of-benchmark allocation to investment grade credit, specifically in the Financials sector, had a negative impact on returns as spreads widened and the sector underperformed.

During the period, derivatives were not used in a significant manner in the Fund and did not have a material impact on performance during the period.

#### What is the outlook as of the end of the period?
As of the end of the period, the Fund was positioned with a neutral risk posture, but we are continuing to add risk opportunistically as market volatility remains elevated and potential outcomes are wide. The likelihood of a recession remains elevated in our view, as heightened uncertainty about the path of inflation and economic growth continues to pressure markets. Credit conditions continue to prove robust, but we believe they are likely to face challenges amid a deteriorating backdrop for the U.S. credit landscape. Spreads are trading near their historical medians but we believe spreads can widen further in the face of sustained negative pressure as current pricing does not adequately reflect rising recession risk. We plan to use spread weakness to add risk back to the Fund's portfolio as appropriate. We expect Fed interest-rate increases to track the market's assumptions but recognize consensus is more uncertain relative to 2022 and remains largely dependent on inflation and labor data.

We have a positive view on select areas within investment-grade credit. While fundamentals continue to screen strong owing to broad balance-sheet improvements over the past two years, challenges from potential decreased demand is of concern, in our view. As of the end of the period, we have a more positive view on the agency Mortgage-Backed Securities (MBS) sector based on valuations and are looking for opportunity to add on the margin. We also continue to have a positive view on the securitized sectors (non-agency RMBS, Commercial Mortgage-Backed Securities (CMBS), Asset Backed Securities (ABS)). In the asset-backed space, we believe that

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Ultrashort Bond HLS Fund

#### Fund Overview – (continued)<br> December 31, 2022 (Unaudited)

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fundamentals are generally positive though the potential for outsized risks remain elevated, especially given signs of stress for consumers who are less creditworthy borrowers amid inflationary pressures and a slowing economy. As of the end of the period, we are focused on finding attractive opportunities in higher-quality consumer ABS sectors and select esoteric, off-the-run sectors of commercial ABS.

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

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| | |
|:---|:---|
| **Composition by Security Type<sup>(1)</sup>** | **Composition by Security Type<sup>(1)</sup>** |
| *as of 12/31/2022* | *as of 12/31/2022* |
| **Category** | &nbsp;&nbsp;**Percentage of<br> Net Assets** |
| **Fixed Income Securities** |  |
| &nbsp;&nbsp;&nbsp;Asset & Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;27.4% |
| &nbsp;&nbsp;&nbsp;Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;39.8 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| &nbsp;&nbsp;&nbsp;U.S. Government Agencies<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.4 |
| &nbsp;&nbsp;&nbsp;U.S. Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;11.1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;81.9% |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;17.5 |
| Other Assets & Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| **Total** | &nbsp;&nbsp;100.0% |

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

<sup>(2)</sup> All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of December 31, 2022.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Benchmark Glossary (Unaudited)

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|:---|
| **Bloomberg US Government/Credit Bond Index (reflects no deduction for fees, expenses or taxes) measures the non-securitized component of the US Aggregate Index. It includes investment grade, US dollar-denominated, fixed-rate Treasuries, government-related and corporate securities.** |
| **Bloomberg Short Treasury 9-12 Month Index (reflects no deduction for fees, expenses or taxes) includes aged US Treasury bills, notes and bonds with a remaining maturity from 1 up to (but not including) 12 months. It excludes zero coupon strips.** |
| **Bloomberg US Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that cover the US investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities.** |
| **ICE BofA US 3-Month Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is comprised of a single issue purchased at the beginning of the month and held for a full month. At the end of the month that issue is sold and rolled into a newly selected issue. The issue selected at each month-end rebalancing is the outstanding Treasury Bill that matures closest to, but not beyond, three months from the rebalancing date. To qualify for selection, an issue must have settled on or before the month-end rebalancing date.** |
| **MSCI ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets (excluding the US) and emerging market countries.** |
| **Russell 1000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index. The Russell 3000 Index is designed to measure the performance of the 3,000 largest US companies based on total market capitalizations.** |
| **Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest US companies based on total market capitalization.** |
| **Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 2000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest US-domiciled company common stocks based on a combination of their market capitalization and current index membership.** |
| **Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.** |

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| |
|:---|
| **S& P Composite 1500 Health Care Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS<sup>®</sup>) health care sector.** |
| **S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index designed to measure the performance of the mid-cap segment of the market. The index is composed of 400 constituent companies.** |
| **S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted price index composed of 500 widely held common stocks.** |
| **Additional Information Regarding Bloomberg Index(es). "Bloomberg®" and the above referenced Bloomberg index(es) are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited ("BISL"), the administrator of the index (collectively, "Bloomberg"), and have been licensed for use for certain purposes by Hartford Funds Management Company, LLC ("HFMC"). The Funds are not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly. The only relationship of Bloomberg to HFMC is the licensing of certain trademarks, trade names and service marks and of the above referenced Bloomberg index(es), which is determined, composed and calculated by BISL without regard to HFMC or the Funds. Bloomberg has no obligation to take the needs of HFMC or the owners of the Funds into consideration in determining, composing or calculating the above referenced Bloomberg index(es). Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Funds to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to the Funds' customers, in connection with the administration, marketing or trading of the Funds.** |
| *BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY HFMC, OWNERS OF THE FUNDS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR* |

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Benchmark Glossary (Unaudited) – (continued)

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| |
|:---|
| *DAMAGES --WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE --ARISING IN CONNECTION WITH THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA OR VALUES RELATING THERETO --WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.* |
| **Additional Information Regarding MSCI Indices.<br> Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI's express written consent.** |

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Expense Examples (Unaudited)

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#### Your Fund's Expenses
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of July 1, 2022 through December 31, 2022. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

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

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) or fees which may be applied at the variable life insurance, variable annuity, or qualified retirement plan product level. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class' annualized expense ratio multiplied by average account value over the period, multiplied by 184/365 (to reflect the one-half year period).

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Actual Return** | **Actual Return** | **Actual Return** | &nbsp;&nbsp;**Hypothetical (5% return before expenses)** | &nbsp;&nbsp;**Hypothetical (5% return before expenses)** | &nbsp;&nbsp;**Hypothetical (5% return before expenses)** | &nbsp;&nbsp;**Hypothetical (5% return before expenses)** |
|  | **Beginning <br> Account Value<br> July 1, 2022** | &nbsp;&nbsp;**Ending <br> Account Value<br> December 31, 2022** | &nbsp;&nbsp;**Expenses paid<br> during the period<br> July 1, 2022<br> through<br> December 31, 2022** | &nbsp;&nbsp;**Beginning <br> Account Value<br> July 1, 2022** | &nbsp;&nbsp;**Ending <br> Account Value<br> December 31, 2022** | &nbsp;&nbsp;**Expenses paid<br> during the period<br> July 1, 2022<br> through<br> December 31, 2022** | &nbsp;&nbsp;**Annualized <br> expense<br> ratio** |
| **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1006.50 | &nbsp;&nbsp;$3.13 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1022.08 | &nbsp;&nbsp;$3.16 | &nbsp;&nbsp;0.62% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1005.10 | &nbsp;&nbsp;$4.40 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1020.82 | &nbsp;&nbsp;$4.43 | &nbsp;&nbsp;0.87% |
| **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1051.50 | &nbsp;&nbsp;$3.47 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1021.83 | &nbsp;&nbsp;$3.41 | &nbsp;&nbsp;0.67% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1050.30 | &nbsp;&nbsp;$4.75 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1020.57 | &nbsp;&nbsp;$4.69 | &nbsp;&nbsp;0.92% |
| Class IC | $1000.00 | &nbsp;&nbsp;$1049.00 | &nbsp;&nbsp;$6.05 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1019.31 | &nbsp;&nbsp;$5.96 | &nbsp;&nbsp;1.17% |
| **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1024.10 | &nbsp;&nbsp;$3.01 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1022.23 | &nbsp;&nbsp;$3.01 | &nbsp;&nbsp;0.59% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1022.30 | &nbsp;&nbsp;$4.28 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1020.97 | &nbsp;&nbsp;$4.28 | &nbsp;&nbsp;0.84% |
| Class IC | $1000.00 | &nbsp;&nbsp;$1021.00 | &nbsp;&nbsp;$5.56 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1019.71 | &nbsp;&nbsp;$5.55 | &nbsp;&nbsp;1.09% |
| **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1039.60 | &nbsp;&nbsp;$3.34 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1021.93 | &nbsp;&nbsp;$3.31 | &nbsp;&nbsp;0.65% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1038.60 | &nbsp;&nbsp;$4.62 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1020.67 | &nbsp;&nbsp;$4.58 | &nbsp;&nbsp;0.90% |
| **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1059.30 | &nbsp;&nbsp;$4.73 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1020.62 | &nbsp;&nbsp;$4.63 | &nbsp;&nbsp;0.91% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1057.70 | &nbsp;&nbsp;$6.02 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1019.36 | &nbsp;&nbsp;$5.90 | &nbsp;&nbsp;1.16% |
| **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1038.70 | &nbsp;&nbsp;$3.85 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1021.42 | &nbsp;&nbsp;$3.82 | &nbsp;&nbsp;0.75% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1038.00 | &nbsp;&nbsp;$5.14 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1020.16 | &nbsp;&nbsp;$5.09 | &nbsp;&nbsp;1.00% |
| **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1030.50 | &nbsp;&nbsp;$3.68 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1021.58 | &nbsp;&nbsp;$3.67 | &nbsp;&nbsp;0.72% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1029.80 | &nbsp;&nbsp;$4.96 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1020.32 | &nbsp;&nbsp;$4.94 | &nbsp;&nbsp;0.97% |

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Expense Examples (Unaudited) – (continued)

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Actual Return** | **Actual Return** | **Actual Return** | &nbsp;&nbsp;**Hypothetical (5% return before expenses)** | &nbsp;&nbsp;**Hypothetical (5% return before expenses)** | &nbsp;&nbsp;**Hypothetical (5% return before expenses)** | &nbsp;&nbsp;**Hypothetical (5% return before expenses)** |
|  | **Beginning <br> Account Value<br> July 1, 2022** | &nbsp;&nbsp;**Ending <br> Account Value<br> December 31, 2022** | &nbsp;&nbsp;**Expenses paid<br> during the period<br> July 1, 2022<br> through<br> December 31, 2022** | &nbsp;&nbsp;**Beginning <br> Account Value<br> July 1, 2022** | &nbsp;&nbsp;**Ending <br> Account Value<br> December 31, 2022** | &nbsp;&nbsp;**Expenses paid<br> during the period<br> July 1, 2022<br> through<br> December 31, 2022** | &nbsp;&nbsp;**Annualized <br> expense<br> ratio** |
| **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1033.30 | &nbsp;&nbsp;$3.28 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1021.98 | &nbsp;&nbsp;$3.26 | &nbsp;&nbsp;0.64% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1032.10 | &nbsp;&nbsp;$4.56 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1020.72 | &nbsp;&nbsp;$4.53 | &nbsp;&nbsp;0.89% |
| **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1037.90 | &nbsp;&nbsp;$4.11 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1021.17 | &nbsp;&nbsp;$4.08 | &nbsp;&nbsp;0.80% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1037.30 | &nbsp;&nbsp;$5.39 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1019.91 | &nbsp;&nbsp;$5.35 | &nbsp;&nbsp;1.05% |
| **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1068.50 | &nbsp;&nbsp;$2.61 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1022.63 | &nbsp;&nbsp;$2.55 | &nbsp;&nbsp;0.50% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1067.10 | &nbsp;&nbsp;$3.91 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1021.37 | &nbsp;&nbsp;$3.82 | &nbsp;&nbsp;0.75% |
| **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$981.30 | &nbsp;&nbsp;$2.50 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1022.68 | &nbsp;&nbsp;$2.55 | &nbsp;&nbsp;0.50% |
| Class IB | $1000.00 | &nbsp;&nbsp;$979.90 | &nbsp;&nbsp;$3.74 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1021.42 | &nbsp;&nbsp;$3.82 | &nbsp;&nbsp;0.75% |
| **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** |
| Class IA | $1000.00 | &nbsp;&nbsp;$1009.40 | &nbsp;&nbsp;$2.18 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1023.04 | &nbsp;&nbsp;$2.19 | &nbsp;&nbsp;0.43% |
| Class IB | $1000.00 | &nbsp;&nbsp;$1007.10 | &nbsp;&nbsp;$3.44 | &nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;$1021.78 | &nbsp;&nbsp;$3.47 | &nbsp;&nbsp;0.68% |

---

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.2%** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.2%** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.2%** |
|  | **Asset-Backed - Automobile - 0.2%** | **Asset-Backed - Automobile - 0.2%** |
| $1702340 | Cascade Funding Mortgage Trust 1.39%, 09/22/2031<sup>(1)</sup> | $1615128 |
| &nbsp;&nbsp;&nbsp; 545000 | Ford Credit Auto Lease Trust 0.78%, 09/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533825 |
|  | Ford Credit Auto Owner Trust |  |
| &nbsp;&nbsp;&nbsp; 275000 | &nbsp;&nbsp;&nbsp;&nbsp;1.61%, 10/17/2033<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243031 |
| &nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;1.91%, 10/17/2033<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228160 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620144 |
|  | **Asset-Backed - Credit Card - 0.0%** | **Asset-Backed - Credit Card - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575000 | Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548582 |
|  | **Commercial Mortgage-Backed Securities - 0.5%** | **Commercial Mortgage-Backed Securities - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | BFLD Trust 6.37%, 11/15/2028, 1 mo. USD LIBOR + 2.050%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252018 |
|  | BX Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3315000 | &nbsp;&nbsp;&nbsp;&nbsp;4.82%, 10/15/2036, 1 mo. USD LIBOR + 0.506%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3163260 |
| &nbsp;&nbsp;&nbsp;&nbsp;1460000 | &nbsp;&nbsp;&nbsp;&nbsp;5.62%, 10/15/2036, 1 mo. USD LIBOR + 1.297%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369745 |
|  | BXHPP Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;4.97%, 08/15/2036, 1 mo. USD LIBOR + 0.650%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp;5.22%, 08/15/2036, 1 mo. USD LIBOR + 0.900%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289976 | Life Mortgage Trust 5.02%, 03/15/2038, 1 mo. USD LIBOR + 0.700%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256373 |
| &nbsp;&nbsp;&nbsp;&nbsp;1735000 | SREIT Trust 5.40%, 11/15/2038, 1 mo. USD LIBOR + 1.080%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652587 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8346518 |
|  | **Other Asset-Backed Securities - 0.4%** | **Other Asset-Backed Securities - 0.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150182 | Aaset Trust 3.84%, 05/15/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97997 |
|  | Affirm Asset Securitization Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;1.03%, 08/17/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264409 | &nbsp;&nbsp;&nbsp;&nbsp;1.07%, 08/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256489 |
|  | Castlelake Aircraft Structured Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185712 | &nbsp;&nbsp;&nbsp;&nbsp;3.47%, 01/15/2046<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373469 | &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 04/15/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315631 |
|  | CF Hippolyta Issuer LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328344 | &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 03/15/2061<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161792 | &nbsp;&nbsp;&nbsp;&nbsp;1.98%, 03/15/2061<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135367 |
| &nbsp;&nbsp;&nbsp;&nbsp;1336815 | Home Partners of America Trust 2.30%, 12/17/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198362 | Horizon Aircraft Finance II Ltd. 3.72%, 07/15/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271388 | Horizon Aircraft Finance Ltd. 3.43%, 11/15/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169795 | MACH 1 Cayman Ltd. 3.47%, 10/15/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132812 | MAPS Ltd. 4.46%, 03/15/2044<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151557 | Mill City Mortgage Loan Trust 2.75%, 01/25/2061<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480000 | New Economy Assets Phase 1 Sponsor LLC 2.41%, 10/20/2061<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394078 |
| &nbsp;&nbsp;&nbsp;&nbsp;2025000 | SCF Equipment Leasing LLC 0.83%, 08/21/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155537 | SoFi Consumer Loan Program Trust 0.49%, 09/25/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149660 | Start Ltd. 4.09%, 03/15/2044<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127613 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575547 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.2% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.2% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.2% - (continued)** |
|  | **Whole Loan Collateral CMO - 0.1%** | **Whole Loan Collateral CMO - 0.1%** |
| $72159 | Angel Oak Mortgage Trust 2.62%, 11/25/2059<sup>(1)(3)</sup> | $68639 |
| &nbsp;&nbsp;&nbsp; 280000 | Connecticut Avenue Securities Trust 5.48%, 10/25/2041, 1 mo. USD SOFR + 1.550%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272876 |
|  | Fannie Mae Connecticut Avenue Securities |  |
| &nbsp;&nbsp;&nbsp; 172298 | &nbsp;&nbsp;&nbsp;&nbsp;9.29%, 11/25/2024, 1 mo. USD LIBOR + 4.900%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176782 |
| &nbsp;&nbsp;&nbsp; 167511 | &nbsp;&nbsp;&nbsp;&nbsp;10.29%, 10/25/2028, 1 mo. USD LIBOR + 5.900%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174442 |
|  | Flagstar Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp; 659169 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/25/2041<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556321 |
| &nbsp;&nbsp;&nbsp; 323908 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/25/2048<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248703 | MetLife Securitization Trust 3.00%, 04/25/2055<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470583 | Seasoned Credit Risk Transfer Trust 3.50%, 10/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445624 |
|  | Towd Point Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25733 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/25/2057<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221213 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/25/2057<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93929 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/25/2058<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90572 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549840 |
|  | Total Asset & Commercial Mortgage-Backed Securities<br> (cost $22,428,392) | &nbsp;&nbsp;&nbsp;&nbsp;$20640631 |
| **CORPORATE BONDS - 12.3%** | **CORPORATE BONDS - 12.3%** | **CORPORATE BONDS - 12.3%** |
|  | **Aerospace/Defense - 0.2%** | **Aerospace/Defense - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | BAE Systems Holdings, Inc. 3.85%, 12/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$820260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560000 | Lockheed Martin Corp. 4.85%, 09/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520315 |
|  | Raytheon Technologies Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685000 | &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669994 |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438572 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449141 |
|  | **Agriculture - 0.2%** | **Agriculture - 0.2%** |
|  | Philip Morris International, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 11/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559609 |
| &nbsp;&nbsp;&nbsp;&nbsp;1370000 | &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400913 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797484 |
|  | **Airlines - 0.0%** | **Airlines - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107570 | United Airlines Class B Pass-Through Trust 4.60%, 09/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98299 |
|  | **Auto Manufacturers - 0.4%** | **Auto Manufacturers - 0.4%** |
|  | General Motors Financial Co., Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3185000 | &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 05/09/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3169202 |
| &nbsp;&nbsp;&nbsp;&nbsp;1245000 | &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 04/13/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220887 |
| &nbsp;&nbsp;&nbsp;&nbsp;1625000 | Hyundai Capital America 0.80%, 04/03/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920000 | Volkswagen Group of America Finance LLC 3.35%, 05/13/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879237 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875374 |
|  | **Beverages - 0.1%** | **Beverages - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;2100000 | Anheuser-Busch InBev Worldwide, Inc. 4.38%, 04/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886456 |
|  | **Biotechnology - 0.1%** | **Biotechnology - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1215000 | CSL Finance plc 4.25%, 04/27/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148000 |

---

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

*44* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** |
|  | **Commercial Banks - 3.5%** | **Commercial Banks - 3.5%** |
|  | Banco Santander S.A. |  |
| &nbsp;&nbsp;$1200000 | &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 02/23/2023 | $1196020 |
| &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596791 |
|  | Bank of America Corp. |  |
| &nbsp;&nbsp;&nbsp; 1570000 | &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 07/22/2027, (1.73% fixed rate until 07/22/2026; 6 mo. USD SOFR + 0.960% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1376329 |
| &nbsp;&nbsp;&nbsp; 1215000 | &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.220% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 939093 |
| &nbsp;&nbsp;&nbsp; 1799000 | &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1629182 |
| &nbsp;&nbsp;&nbsp; 1610000 | &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1484416 |
|  | Barclays plc |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1510000 | &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 11/24/2032, (2.89% fixed rate until 11/24/2031; 12 mo. USD CMT + 1.300% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154486 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970086 |
|  | BNP Paribas S.A. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786636 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 01/09/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962953 |
|  | BPCE S.A. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2225000 | &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 07/21/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178682 |
| &nbsp;&nbsp;&nbsp;&nbsp;3625000 | &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 10/22/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597506 |
| &nbsp;&nbsp;&nbsp;&nbsp;1350000 | Cooperatieve Rabobank UA 1.11%, 02/24/2027, (1.11% fixed rate until 02/24/2026; 12 mo. USD CMT + 0.550% thereafter)<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180646 |
|  | Credit Agricole S.A. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/04/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/24/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/17/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762069 |
|  | Credit Suisse Group AG |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1469000 | &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 6 mo. USD SOFR + 1.730% thereafter)<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878000 | &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790794 |
|  | Danske Bank A/S |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1865000 | &nbsp;&nbsp;&nbsp;&nbsp;1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/12/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 01/12/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570394 |
|  | Goldman Sachs Group, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;1.43%, 03/09/2027, (1.43% fixed rate until 03/09/2026; 6 mo. USD SOFR + 0.798% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.281% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 6 mo. USD SOFR + 1.264% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459247 |
| &nbsp;&nbsp;&nbsp;&nbsp;2913000 | &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 11/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2951155 |
| &nbsp;&nbsp;&nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 02/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206847 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** |
|  | **Commercial Banks - 3.5% - (continued)** | **Commercial Banks - 3.5% - (continued)** |
|  | HSBC Holdings plc |  |
| &nbsp;&nbsp;$2085000 | &nbsp;&nbsp;&nbsp;&nbsp;1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 6 mo. USD SOFR + 1.290% thereafter)<sup>(4)</sup> | $1800342 |
| &nbsp;&nbsp;&nbsp; 752000 | &nbsp;&nbsp;&nbsp;&nbsp;2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 6 mo. USD SOFR + 1.285% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610496 |
| &nbsp;&nbsp;&nbsp; 1178000 | &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 05/25/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1170553 |
| &nbsp;&nbsp;&nbsp; 570000 | &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/03/2028, (7.39% fixed rate until 11/03/2027; 6 mo. USD SOFR + 3.350% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598189 |
|  | JP Morgan Chase & Co. |  |
| &nbsp;&nbsp;&nbsp; 620000 | &nbsp;&nbsp;&nbsp;&nbsp;2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 6 mo. USD SOFR + 2.040% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508829 |
| &nbsp;&nbsp;&nbsp; 545000 | &nbsp;&nbsp;&nbsp;&nbsp;2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.250% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 6 mo. USD SOFR + 2.460% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705000 | &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757620 |
|  | Morgan Stanley |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1755000 | &nbsp;&nbsp;&nbsp;&nbsp;1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 6 mo. USD SOFR + 1.020% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328657 |
| &nbsp;&nbsp;&nbsp;&nbsp;4870000 | &nbsp;&nbsp;&nbsp;&nbsp;2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 6 mo. USD SOFR + 1.200% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3810079 |
| &nbsp;&nbsp;&nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354532 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/23/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976490 |
| &nbsp;&nbsp;&nbsp;&nbsp;1437000 | &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/20/2037, (5.30% fixed rate until 04/20/2032; 6 mo. USD SOFR + 2.620% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318199 |
|  | Standard Chartered plc |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1130000 | &nbsp;&nbsp;&nbsp;&nbsp;0.99%, 01/12/2025, (0.99% fixed rate until 01/12/2024; 12 mo. USD CMT + 0.780% thereafter)<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066323 |
| &nbsp;&nbsp;&nbsp;&nbsp;3215000 | &nbsp;&nbsp;&nbsp;&nbsp;1.21%, 03/23/2025, (1.21% fixed rate until 03/23/2024; 12 mo. USD CMT + 0.880% thereafter)<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3026236 |
| &nbsp;&nbsp;&nbsp;&nbsp;1695000 | UBS Group AG 1.49%, 08/10/2027, (1.49% fixed rate until 08/10/2026; 12 mo. USD CMT + 0.850% thereafter)<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460165 |
| &nbsp;&nbsp;&nbsp;&nbsp;1133000 | US Bancorp 2.49%, 11/03/2036, (2.49% fixed rate until 11/03/2031; 5 year USD CMT + 0.950% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865139 |
|  | Wells Fargo & Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4344000 | &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 01/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4313615 |
| &nbsp;&nbsp;&nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 04/25/2053, (4.61% fixed rate until 04/25/2052; 6 mo. USD SOFR + 2.130% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490185 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59641055 |
|  | **Commercial Services - 0.0%** | **Commercial Services - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | Ashtead Capital, Inc. 5.50%, 08/11/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575793 |
|  | **Construction Materials - 0.0%** | **Construction Materials - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972000 | Carrier Global Corp. 2.72%, 02/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820163 |

---

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

*45* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** |
|  | **Diversified Financial Services - 0.8%** | **Diversified Financial Services - 0.8%** |
| $1715000 | Aviation Capital Group LLC 1.95%, 09/20/2026<sup>(1)</sup> | $1450276 |
| &nbsp;&nbsp;&nbsp; 799000 | Avolon Holdings Funding Ltd. 2.13%, 02/21/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 688050 |
| &nbsp;&nbsp;&nbsp; 2615000 | Blackstone Holdings Finance Co. LLC 2.55%, 03/30/2032<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2041908 |
| &nbsp;&nbsp;&nbsp; 1875000 | Capital One Financial Corp. 3.75%, 04/24/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1839313 |
|  | Intercontinental Exchange, Inc. |  |
| &nbsp;&nbsp;&nbsp; 4761000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4597031 |
| &nbsp;&nbsp;&nbsp; 3159000 | &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062332 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13678910 |
|  | **Electric - 1.6%** | **Electric - 1.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1200000 | American Transmission Systems, Inc. 2.65%, 01/15/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988199 |
| &nbsp;&nbsp;&nbsp;&nbsp;1960000 | Cleveland Electric Illuminating Co. 3.50%, 04/01/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908000 | CMS Energy Corp. 4.75%, 06/01/2050, (4.75% fixed rate until 03/01/2030; 5 year USD CMT + 4.116% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785383 |
|  | Consolidated Edison Co. of New York, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1020000 | &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 12/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360000 | Dominion Energy South Carolina, Inc. 6.63%, 02/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396226 |
| &nbsp;&nbsp;&nbsp;&nbsp;1200000 | Duke Energy Carolinas LLC 6.10%, 06/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247309 |
|  | Duke Energy Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3590000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317068 |
|  | Georgia Power Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3290000 | &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 05/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3183464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222457 |
| &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 05/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680864 |
| &nbsp;&nbsp;&nbsp;&nbsp;1275000 | Indianapolis Power and Light Co. 6.60%, 06/01/2037<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | ITC Holdings Corp. 4.95%, 09/22/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533719 |
|  | Niagara Mohawk Power Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 06/27/2050<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 12/15/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960000 | Oglethorpe Power Corp. 4.50%, 04/01/2047<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767346 |
| &nbsp;&nbsp;&nbsp;&nbsp;1250000 | Pacific Gas and Electric Co. 5.90%, 06/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | PacifiCorp 4.13%, 01/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241000 | Pennsylvania Electric Co. 3.60%, 06/01/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216812 |
|  | San Diego Gas & Electric Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 05/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20996 |
|  | SCE Recovery Funding LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450489 | &nbsp;&nbsp;&nbsp;&nbsp;0.86%, 11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;1.94%, 05/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;2.51%, 11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | Sempra Energy 4.13%, 04/01/2052, (4.13% fixed rate until 01/01/2027; 5 year USD CMT + 2.868% thereafter)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312105 |
| &nbsp;&nbsp;&nbsp;&nbsp;2445000 | Southern California Edison Co. 5.95%, 11/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596218 |
|  | Southern Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 07/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039821 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** |
|  | **Electric - 1.6% - (continued)** | **Electric - 1.6% - (continued)** |
| $724000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/2051, (4.00% fixed rate until 10/15/2025; 5 year USD CMT + 3.733% thereafter)<sup>(4)</sup> | $658840 |
| &nbsp;&nbsp;&nbsp; 1625000 | Texas Electric Market Stabilization Funding LLC 4.27%, 08/01/2036<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1545987 |
| &nbsp;&nbsp;&nbsp; 350000 | Tucson Electric Power Co. 4.00%, 06/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267437 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27862075 |
|  | **Entertainment - 0.2%** | **Entertainment - 0.2%** |
| &nbsp;&nbsp;&nbsp; 4700000 | Warnermedia Holdings, Inc. 4.05%, 03/15/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4073874 |
|  | **Food - 0.0%** | **Food - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | McCormick & Co., Inc. 2.50%, 04/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480000 | Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454802 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693143 |
|  | **Gas - 0.3%** | **Gas - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330000 | Boston Gas Co. 3.15%, 08/01/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296909 |
| &nbsp;&nbsp;&nbsp;&nbsp;1870000 | KeySpan Gas East Corp. 2.74%, 08/15/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672790 |
|  | Southern California Gas Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1220000 | &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126517 |
| &nbsp;&nbsp;&nbsp;&nbsp;1191000 | &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309858 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406074 |
|  | **Healthcare - Products - 0.3%** | **Healthcare - Products - 0.3%** |
|  | Alcon Finance Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4706000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/23/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4108277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 12/06/2052<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201793 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310070 |
|  | **Healthcare - Services - 0.5%** | **Healthcare - Services - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390000 | Children's Hospital 2.93%, 07/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247618 |
|  | CommonSpirit Health |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;3.91%, 10/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158000 | &nbsp;&nbsp;&nbsp;&nbsp;4.19%, 10/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 08/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 11/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714000 | Dignity Health 3.81%, 11/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692561 |
|  | Elevance Health, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1510000 | &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255693 |
| &nbsp;&nbsp;&nbsp;&nbsp;1710000 | &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641757 |
|  | HCA, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/15/2052<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363958 |
|  | Mercy Health |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 08/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 07/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | Sutter Health 2.29%, 08/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | Toledo Hospital 5.75%, 11/15/2038<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302062 |
|  | UnitedHealth Group, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88188 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8976786 |
|  | **Insurance - 0.7%** | **Insurance - 0.7%** |
|  | American International Group, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437000 | &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318229 |
| &nbsp;&nbsp;&nbsp;&nbsp;2815000 | Athene Global Funding 2.50%, 03/24/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354907 |
| &nbsp;&nbsp;&nbsp;&nbsp;2215000 | CNO Global Funding 2.65%, 01/06/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882493 |
|  | Corebridge Financial, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1882000 | &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/05/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656468 |

---

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

*46* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** |
|  | **Insurance - 0.7% - (continued)** | **Insurance - 0.7% - (continued)** |
| $1430000 | &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 12/15/2052, (6.88% fixed rate until 09/15/2027; 5 year USD CMT + 3.846% thereafter)<sup>(1)(4)</sup> | $1329407 |
| &nbsp;&nbsp;&nbsp; 1200000 | Equitable Financial Life Global Funding 1.40%, 08/27/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1003191 |
| &nbsp;&nbsp;&nbsp; 200000 | Five Corners Funding Trust 4.42%, 11/15/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198267 |
|  | Liberty Mutual Group, Inc. |  |
| &nbsp;&nbsp;&nbsp; 122000 | &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/15/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121131 |
| &nbsp;&nbsp;&nbsp; 978000 | &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 02/01/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 914034 |
| &nbsp;&nbsp;&nbsp; 1480000 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/15/2052<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1336692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705000 | Marsh & McLennan Cos., Inc. 4.38%, 03/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132000 | Northwestern Mutual Life Insurance Co. 3.63%, 09/30/2059<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480000 | Progressive Corp. 3.95%, 03/26/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388543 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12664645 |
|  | **Investment Company Security - 0.0%** | **Investment Company Security - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1120000 | JAB Holdings B.V. 3.75%, 05/28/2051<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662641 |
|  | **Lodging - 0.1%** | **Lodging - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;2003000 | Genting New York LLC / GENNY Capital, Inc. 3.30%, 02/15/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753463 |
|  | **Media - 0.2%** | **Media - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905000 | Charter Communications Operating LLC / Charter Communications Operating Capital 2.25%, 01/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729956 |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | Comcast Corp. 4.40%, 08/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | Time Warner Cable Enterprises LLC 8.38%, 03/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130812 |
|  | Time Warner Cable LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 05/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;7.30%, 07/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248687 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2889004 |
|  | **Oil & Gas - 0.6%** | **Oil & Gas - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1586000 | BP Capital Markets plc 4.88%, 03/22/2030, (4.88% fixed rate until 03/22/2030; 5 year USD CMT + 4.398% thereafter)<sup>(4)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387750 |
|  | Equinor ASA |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/06/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81507 |
| &nbsp;&nbsp;&nbsp;&nbsp;2470000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/06/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307416 |
| &nbsp;&nbsp;&nbsp;&nbsp;1775000 | Hess Corp. 7.30%, 08/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932924 |
|  | Qatar Energy |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935000 | &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 07/12/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/12/2041<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615000 | Saudi Arabian Oil Co. 3.50%, 04/16/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564115 |
| &nbsp;&nbsp;&nbsp;&nbsp;1750000 | Var Energi ASA 8.00%, 11/15/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807256 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9454006 |
|  | **Pharmaceuticals - 0.1%** | **Pharmaceuticals - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955000 | Bayer U.S. Finance LLC 3.38%, 10/08/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923262 |
|  | CVS Health Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113000 | &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685000 | &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651790 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684535 |
|  | **Pipelines - 0.7%** | **Pipelines - 0.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;2650000 | Cheniere Energy Partners L.P. 3.25%, 01/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106956 |
| &nbsp;&nbsp;&nbsp;&nbsp;1945000 | EIG Pearl Holding S.a.r.l. 3.55%, 08/31/2036<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627786 |
|  | Energy Transfer L.P. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 06/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945000 | &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 05/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805450 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** | **CORPORATE BONDS - 12.3% - (continued)** |
|  | **Pipelines - 0.7% - (continued)** | **Pipelines - 0.7% - (continued)** |
| $872000 | &nbsp;&nbsp;&nbsp;&nbsp;7.60%, 02/01/2024 | $886702 |
|  | Enterprise Products Operating LLC |  |
| &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/31/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72645 |
| &nbsp;&nbsp;&nbsp; 145000 | &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/31/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105349 |
| &nbsp;&nbsp;&nbsp; 1918670 | Galaxy Pipeline Assets Bidco Ltd. 2.16%, 03/31/2034<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1630126 |
|  | Gray Oak Pipeline LLC |  |
| &nbsp;&nbsp;&nbsp; 606000 | &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 10/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550025 |
| &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 10/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88579 |
|  | Sabine Pass Liquefaction LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1370000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1273233 |
| &nbsp;&nbsp;&nbsp;&nbsp;1020000 | &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 09/15/2037<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | TransCanada PipeLines Ltd. 4.10%, 04/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390274 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11338744 |
|  | **Real Estate Investment Trusts - 0.2%** | **Real Estate Investment Trusts - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1110000 | CubeSmart L.P. 2.25%, 12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916660 |
|  | SBA Tower Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/15/2051<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 07/15/2050<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;2.84%, 01/15/2050<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | VICI Properties L.P. / VICI Note Co., Inc. 4.13%, 08/15/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463837 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551298 |
|  | **Semiconductors - 0.4%** | **Semiconductors - 0.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;3545000 | Intel Corp. 4.15%, 08/05/2032<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325063 |
| &nbsp;&nbsp;&nbsp;&nbsp;2275000 | Microchip Technology, Inc. 0.97%, 02/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2161058 |
| &nbsp;&nbsp;&nbsp;&nbsp;1335000 | QUALCOMM, Inc. 4.25%, 05/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288773 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6774894 |
|  | **Software - 0.0%** | **Software - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730000 | Oracle Corp. 3.65%, 03/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541368 |
|  | **Telecommunications - 0.8%** | **Telecommunications - 0.8%** |
|  | AT&T, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 06/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146000 | &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/01/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576000 | Orange S.A. 9.00%, 03/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706620 |
| &nbsp;&nbsp;&nbsp;&nbsp;1260003 | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%, 09/20/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245641 |
| &nbsp;&nbsp;&nbsp;&nbsp;6350000 | T-Mobile USA, Inc. 3.38%, 04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592197 |
|  | Verizon Communications, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5164000 | &nbsp;&nbsp;&nbsp;&nbsp;2.36%, 03/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4099236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655542 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13188765 |
|  | **Trucking & Leasing - 0.3%** | **Trucking & Leasing - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;2185000 | DAE Funding LLC 1.55%, 08/01/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034146 |
|  | Penske Truck Leasing Co. L.P. / PTL Finance Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 11/01/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146178 |
| &nbsp;&nbsp;&nbsp;&nbsp;2850000 | &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/10/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747194 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4927518 |
|  | Total Corporate Bonds<br> (cost $227,067,915) | &nbsp;&nbsp;$209723578 |

---

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

*47* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **FOREIGN GOVERNMENT OBLIGATIONS - 0.1%** | **FOREIGN GOVERNMENT OBLIGATIONS - 0.1%** | **FOREIGN GOVERNMENT OBLIGATIONS - 0.1%** |
|  | **Qatar - 0.1%** | **Qatar - 0.1%** |
| $1680000 | Qatar Government International Bond 3.88%, 04/23/2023<sup>(1)</sup> | $1670760 |
|  | Total Foreign Government Obligations<br> (cost $1,670,733) | &nbsp;&nbsp;&nbsp;&nbsp;$1670760 |
| **MUNICIPAL BONDS - 0.7%** | **MUNICIPAL BONDS - 0.7%** | **MUNICIPAL BONDS - 0.7%** |
|  | **Airport - 0.0%** | **Airport - 0.0%** |
|  | Dallas, TX, Fort Worth International Airport Rev |  |
| &nbsp;&nbsp;&nbsp; 60000 | &nbsp;&nbsp;&nbsp;&nbsp;4.09%, 11/01/2051 | $49962 |
| &nbsp;&nbsp;&nbsp; 375000 | &nbsp;&nbsp;&nbsp;&nbsp;4.51%, 11/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337057 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387019 |
|  | **General - 0.1%** | **General - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | Chicago, IL, Transit Auth Sales & Transfer Tax Receipts Rev 6.90%, 12/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | City of Sacramento, CA, Rev, (AGM Insured) 6.42%, 08/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | Kansas State Dev Finance Auth 2.77%, 05/01/2051<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364126 |
| &nbsp;&nbsp;&nbsp;&nbsp;1250000 | Philadelphia, PA, Auth Industrial Dev Rev, (NATL Insured) 6.55%, 10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306597 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237940 |
|  | **General Obligation - 0.3%** | **General Obligation - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;5000000 | State of Illinois, GO 5.10%, 06/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798694 |
|  | **Power - 0.0%** | **Power - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | New York Utility Debt Securitization Auth Rev 3.44%, 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203269 |
|  | **Tobacco - 0.0%** | **Tobacco - 0.0%** |
|  | Golden State, CA, Tobacco Securitization Corp. Rev |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 06/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55486 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236295 |
|  | **Transportation - 0.2%** | **Transportation - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | Foothill-Eastern Transportation Corridor Agency, CA, Rev 4.09%, 01/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875000 | Illinois State Toll Highway Auth, Taxable Rev 6.18%, 01/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939345 |
|  | Metropolitan Transportation Auth, NY, Rev |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;6.67%, 11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;6.81%, 11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710000 | Port Authority of New York & New Jersey Rev 3.18%, 07/15/2060<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458691 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707841 |
|  | **Utility - Electric - 0.1%** | **Utility - Electric - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785000 | Illinois Municipal Electric Agency Rev 6.83%, 02/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834000 | Municipal Electric Auth, GA, Rev 6.64%, 04/01/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892165 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744890 |
|  | Total Municipal Bonds<br> (cost $14,095,999) | &nbsp;&nbsp;&nbsp;&nbsp;$12315948 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT AGENCIES - 0.9%** | **U.S. GOVERNMENT AGENCIES - 0.9%** | **U.S. GOVERNMENT AGENCIES - 0.9%** |
|  | **Mortgage-Backed Agencies - 0.9%** | **Mortgage-Backed Agencies - 0.9%** |
|  | **FHLMC - 0.0%** | **FHLMC - 0.0%** |
| $3029 | &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 04/01/2029, 12 mo. USD CMT + 2.236%<sup>(2)</sup> | $2976 |
| &nbsp;&nbsp;&nbsp; 8526 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8208 |
| &nbsp;&nbsp;&nbsp; 63689 | &nbsp;&nbsp;&nbsp;&nbsp;4.73%, 08/25/2033, 1 mo. USD SOFR + 0.800%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63497 |
| &nbsp;&nbsp;&nbsp; 427536 | &nbsp;&nbsp;&nbsp;&nbsp;6.73%, 10/25/2050, 1 mo. USD SOFR + 2.800%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430897 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505578 |
|  | **FNMA - 0.8%** | **FNMA - 0.8%** |
| &nbsp;&nbsp;&nbsp; 1450000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/15/2053<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1274252 |
| &nbsp;&nbsp;&nbsp;&nbsp;2215000 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/2053<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014886 |
| &nbsp;&nbsp;&nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/2053<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112454 |
| &nbsp;&nbsp;&nbsp;&nbsp;6425000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/15/2053<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6189082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/15/2053<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88327 | &nbsp;&nbsp;&nbsp;&nbsp;4.31%, 10/25/2024, 1 mo. USD LIBOR + 0.400%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65520 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21735 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13993 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42082 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12311 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248748 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137832 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176418 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25598 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34121 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33486 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13339281 |
|  | **GNMA - 0.1%** | **GNMA - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35210 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 07/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3989 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27016 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12547 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 07/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27115 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39043 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36283 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26113 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11040 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4237 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55113 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15324 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20360 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48216 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 01/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20098 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40174 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 04/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10295 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61944 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 06/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 03/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 |

---

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

*48* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT AGENCIES - 0.9% - (continued)** | **U.S. GOVERNMENT AGENCIES - 0.9% - (continued)** | **U.S. GOVERNMENT AGENCIES - 0.9% - (continued)** |
|  | **Mortgage-Backed Agencies - 0.9% - (continued)** | **Mortgage-Backed Agencies - 0.9% - (continued)** |
|  | **GNMA - 0.1% - (continued)** | **GNMA - 0.1% - (continued)** |
| $512436 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 11/15/2032 | $540403 |
| &nbsp;&nbsp;&nbsp; 58081 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 01/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60592 |
| &nbsp;&nbsp;&nbsp; 67690 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 05/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70334 |
| &nbsp;&nbsp;&nbsp; 9513 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 07/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9857 |
| &nbsp;&nbsp;&nbsp; 75593 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78668 |
| &nbsp;&nbsp;&nbsp; 27870 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 09/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28842 |
| &nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 09/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2384 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 09/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 07/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 02/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 03/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6331 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 04/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 05/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16516 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 06/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 07/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24166 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 08/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11573 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 09/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50454 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50961 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458903 |
|  | Total U.S. Government Agencies<br> (cost $15,503,130) | &nbsp;&nbsp;&nbsp;&nbsp;$15303762 |
| **U.S. GOVERNMENT SECURITIES - 19.0%** | **U.S. GOVERNMENT SECURITIES - 19.0%** | **U.S. GOVERNMENT SECURITIES - 19.0%** |
|  | **U.S. Treasury Securities - 19.0%** | **U.S. Treasury Securities - 19.0%** |
|  | **U.S. Treasury Bonds - 6.0%** | **U.S. Treasury Bonds - 6.0%** |
| &nbsp;&nbsp;&nbsp;17710000 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/15/2045<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$13436079 |
| &nbsp;&nbsp;&nbsp;&nbsp;2624000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064350 |
| &nbsp;&nbsp;&nbsp;27278000 | &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22061082 |
| &nbsp;&nbsp;&nbsp;10110400 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8407430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353063 |
| &nbsp;&nbsp;&nbsp;39558000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35596019 |
| &nbsp;&nbsp;&nbsp;&nbsp;3725000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670871 |
| &nbsp;&nbsp;&nbsp;&nbsp;2760000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788463 |
| &nbsp;&nbsp;&nbsp;12050000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12688273 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101065630 |
|  | **U.S. Treasury Notes - 13.0%** | **U.S. Treasury Notes - 13.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1175000 | &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 05/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155631 |
| &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 05/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455371 |
| &nbsp;&nbsp;&nbsp;&nbsp;6470000 | &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 09/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6254923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263481 |
| &nbsp;&nbsp;&nbsp;&nbsp;4050000 | &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 10/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905560 |
| &nbsp;&nbsp;&nbsp;&nbsp;3825000 | &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 11/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424720 |
| &nbsp;&nbsp;&nbsp;&nbsp;3365000 | &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010360 |
| &nbsp;&nbsp;&nbsp;&nbsp;7435000 | &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6621506 |
| &nbsp;&nbsp;&nbsp;&nbsp;1560000 | &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380112 |
| &nbsp;&nbsp;&nbsp;&nbsp;3620000 | &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3248384 |
| &nbsp;&nbsp;&nbsp;&nbsp;5655000 | &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5061225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3455000 | &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085072 |
| &nbsp;&nbsp;&nbsp;&nbsp;2305000 | &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043707 |
| &nbsp;&nbsp;&nbsp;&nbsp;3350000 | &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3214822 |
| &nbsp;&nbsp;&nbsp;&nbsp;2985000 | &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 06/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2672391 |
| &nbsp;&nbsp;&nbsp;&nbsp;7530000 | &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6695229 |
| &nbsp;&nbsp;&nbsp;&nbsp;3745000 | &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354116 |
| &nbsp;&nbsp;&nbsp;12080000 | &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10854541 |
| &nbsp;&nbsp;&nbsp;&nbsp;7725000 | &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6927454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603000 | &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519004 |
| &nbsp;&nbsp;&nbsp;&nbsp;1020000 | &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882340 |
| &nbsp;&nbsp;&nbsp;&nbsp;1085000 | &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/29/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046220 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT SECURITIES - 19.0% - (continued)** | **U.S. GOVERNMENT SECURITIES - 19.0% - (continued)** | **U.S. GOVERNMENT SECURITIES - 19.0% - (continued)** |
|  | **U.S. Treasury Securities - 19.0% - (continued)** | **U.S. Treasury Securities - 19.0% - (continued)** |
|  | **U.S. Treasury Notes - 13.0% - (continued)** | **U.S. Treasury Notes - 13.0% - (continued)** |
| $11260000 | &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/31/2027 | $10180183 |
| &nbsp;&nbsp;&nbsp; 530000 | &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461266 |
| &nbsp;&nbsp;&nbsp; 2905000 | &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2655238 |
| &nbsp;&nbsp;&nbsp; 3425000 | &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3141501 |
| &nbsp;&nbsp;&nbsp; 7680000 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7110300 |
| &nbsp;&nbsp;&nbsp; 3080000 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2993375 |
| &nbsp;&nbsp;&nbsp; 3200000 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3105750 |
| &nbsp;&nbsp;&nbsp;&nbsp;1138000 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 04/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274491 |
| &nbsp;&nbsp;&nbsp;&nbsp;2980000 | &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2813306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 07/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902275 |
| &nbsp;&nbsp;&nbsp;&nbsp;8700000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8256844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828778 |
| &nbsp;&nbsp;&nbsp;&nbsp;1956000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 08/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787601 |
| &nbsp;&nbsp;&nbsp;&nbsp;2320000 | &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244056 |
| &nbsp;&nbsp;&nbsp;&nbsp;1765000 | &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714946 |
| &nbsp;&nbsp;&nbsp;13450000 | &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12957184 |
| &nbsp;&nbsp;&nbsp;16980000 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16633104 |
| &nbsp;&nbsp;&nbsp;&nbsp;7425000 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7190358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326000 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414000 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406059 |
| &nbsp;&nbsp;&nbsp;&nbsp;8875000 | &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8841025 |
| &nbsp;&nbsp;&nbsp;&nbsp;1345000 | &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150398 |
| &nbsp;&nbsp;&nbsp;17111800 | &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 09/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17203375 |
| &nbsp;&nbsp;&nbsp;&nbsp;3381200 | &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399163 |
| &nbsp;&nbsp;&nbsp;&nbsp;7820800 | &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8010210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449000 | &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446895 |
| &nbsp;&nbsp;&nbsp;&nbsp;5800000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786180 |
| &nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10005469 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220971475 |
|  | Total U.S. Government Securities<br> (cost $343,938,141) | &nbsp;&nbsp;&nbsp;&nbsp;$322037105 |
| **COMMON STOCKS - 64.6%** | **COMMON STOCKS - 64.6%** | **COMMON STOCKS - 64.6%** |
|  | **Automobiles & Components - 0.8%** | **Automobiles & Components - 0.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502932 | Gentex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;$13714956 |
|  | **Banks - 3.3%** | **Banks - 3.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213681 | JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28654622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107339 | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15570595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70538 | PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11140772 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55365989 |
|  | **Capital Goods - 5.8%** | **Capital Goods - 5.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160810 | Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15447408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212908 | Fortune Brands Home & Security, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12159176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53620 | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13303658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260872 | Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16695808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54565 | L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11360979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100694 | Middleby Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13482927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161490 | Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16297571 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98747527 |
|  | **Consumer Durables & Apparel - 0.7%** | **Consumer Durables & Apparel - 0.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135279 | Lennar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12242749 |
|  | **Consumer Services - 2.2%** | **Consumer Services - 2.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126913 | Airbnb, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10851062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339993 | H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12413144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149301 | Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14810659 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38074865 |

---

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

*49* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 64.6% - (continued)** | **COMMON STOCKS - 64.6% - (continued)** | **COMMON STOCKS - 64.6% - (continued)** |
|  | **Diversified Financials - 4.5%** | **Diversified Financials - 4.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;228559 | Ares Management Corp. Class A | $15642578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53300 | LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11521861 |
| &nbsp;&nbsp;&nbsp;&nbsp;217343 | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18478502 |
| &nbsp;&nbsp;&nbsp;&nbsp;108765 | Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11621540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59727 | S&P Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20004961 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77269442 |
|  | **Energy - 1.3%** | **Energy - 1.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;193202 | ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22797836 |
|  | **Food & Staples Retailing - 0.7%** | **Food & Staples Retailing - 0.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;146205 | Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11177372 |
|  | **Food, Beverage & Tobacco - 1.5%** | **Food, Beverage & Tobacco - 1.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;304329 | Keurig Dr Pepper, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10852372 |
| &nbsp;&nbsp;&nbsp;&nbsp;221379 | Mondelez International, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14754910 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25607282 |
|  | **Health Care Equipment & Services - 6.8%** | **Health Care Equipment & Services - 6.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;62210 | Align Technology, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13120089 |
| &nbsp;&nbsp;&nbsp;&nbsp;59309 | Becton Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15082279 |
| &nbsp;&nbsp;&nbsp;&nbsp;359247 | Boston Scientific Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16622359 |
| &nbsp;&nbsp;&nbsp;&nbsp;215831 | Centene Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17700300 |
| &nbsp;&nbsp;&nbsp;&nbsp;40581 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20816836 |
| &nbsp;&nbsp;&nbsp;&nbsp;61113 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32400890 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115742753 |
|  | **Household & Personal Products - 0.8%** | **Household & Personal Products - 0.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;276019 | Unilever plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13897557 |
|  | **Insurance - 3.0%** | **Insurance - 3.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;78520 | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17321512 |
| &nbsp;&nbsp;&nbsp;&nbsp;263133 | MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19042935 |
| &nbsp;&nbsp;&nbsp;&nbsp;108840 | Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14117637 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50482084 |
|  | **Materials - 1.4%** | **Materials - 1.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;476053 | Axalta Coating Systems Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12125070 |
| &nbsp;&nbsp;&nbsp;&nbsp;249971 | Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12468553 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24593623 |
|  | **Media & Entertainment - 4.4%** | **Media & Entertainment - 4.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;578042 | Alphabet, Inc. Class C<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51289667 |
| &nbsp;&nbsp;&nbsp;&nbsp;95733 | Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11696658 |
| &nbsp;&nbsp;&nbsp;&nbsp;139204 | Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11354870 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74341195 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 5.5%** | **Pharmaceuticals, Biotechnology & Life Sciences - 5.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;215523 | AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14612459 |
| &nbsp;&nbsp;&nbsp;&nbsp;73567 | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26913751 |
| &nbsp;&nbsp;&nbsp;&nbsp;558430 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28613953 |
| &nbsp;&nbsp;&nbsp;&nbsp;34865 | Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10955885 |
| &nbsp;&nbsp;&nbsp;&nbsp;43197 | Vertex Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12474430 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93570478 |
|  | **Real Estate - 2.2%** | **Real Estate - 2.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;158920 | CBRE Group, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12230483 |
| &nbsp;&nbsp;&nbsp;&nbsp;214845 | Gaming and Leisure Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11191276 |
| &nbsp;&nbsp;&nbsp;&nbsp;205042 | Welltower, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13440503 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36862262 |
|  | **Retailing - 2.8%** | **Retailing - 2.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;72450 | Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22884057 |
| &nbsp;&nbsp;&nbsp;&nbsp;188078 | TJX Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14971009 |
| &nbsp;&nbsp;&nbsp;&nbsp;266086 | Victoria's Secret & Co.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9520557 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47375623 |
|  | **Semiconductors & Semiconductor Equipment - 3.2%** | **Semiconductors & Semiconductor Equipment - 3.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;124579 | Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20434693 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **COMMON STOCKS - 64.6% - (continued)** | **COMMON STOCKS - 64.6% - (continued)** | **COMMON STOCKS - 64.6% - (continued)** | **COMMON STOCKS - 64.6% - (continued)** |
|  | **Semiconductors & Semiconductor Equipment - 3.2% - (continued)** | **Semiconductors & Semiconductor Equipment - 3.2% - (continued)** | **Semiconductors & Semiconductor Equipment - 3.2% - (continued)** |
| &nbsp;&nbsp;&nbsp; 81494 | NXP Semiconductors N.V. | NXP Semiconductors N.V. | $12878497 |
| &nbsp;&nbsp;&nbsp; 185626 | QUALCOMM, Inc. | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20407723 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53720913 |
|  | **Software & Services - 9.0%** | **Software & Services - 9.0%** | **Software & Services - 9.0%** |
| &nbsp;&nbsp;&nbsp; 84850 | Accenture plc Class A | Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22641374 |
| &nbsp;&nbsp;&nbsp; 131024 | Amdocs Ltd. | Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11910081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328228 | Microsoft Corp. | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78715639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126457 | Salesforce, Inc.<sup>\*</sup> | Salesforce, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16766934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106855 | Visa, Inc. Class A | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22200195 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152234223 |
|  | **Technology Hardware & Equipment - 3.3%** | **Technology Hardware & Equipment - 3.3%** | **Technology Hardware & Equipment - 3.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523186 | Cisco Systems, Inc. | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24924581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535442 | Corning, Inc. | Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17102017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99645 | F5, Inc.<sup>\*</sup> | F5, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300054 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56326652 |
|  | **Transportation - 0.6%** | **Transportation - 0.6%** | **Transportation - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191611 | Knight-Swift Transportation Holdings, Inc. | Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10042333 |
|  | **Utilities - 0.8%** | **Utilities - 0.8%** | **Utilities - 0.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327559 | Exelon Corp. | Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14160376 |
|  | Total Common Stocks<br> (cost $763,527,334) |  | &nbsp;&nbsp;&nbsp;&nbsp;$1098348090 |
|  | Total Long-Term Investments<br> (cost $1,388,231,644) |  | &nbsp;&nbsp;&nbsp;&nbsp;$1680039874 |
| **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** |
|  | **Repurchase Agreements - 0.8%** | **Repurchase Agreements - 0.8%** | **Repurchase Agreements - 0.8%** |
| $12844451 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $12,850,531; collateralized by U.S. Treasury Note at 2.875%, maturing 04/30/2029, with a market value of $13,101,384 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $12,850,531; collateralized by U.S. Treasury Note at 2.875%, maturing 04/30/2029, with a market value of $13,101,384 | &nbsp;&nbsp;&nbsp;&nbsp;$12844451 |
|  | **Securities Lending Collateral - 0.1%** | **Securities Lending Collateral - 0.1%** | **Securities Lending Collateral - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343900 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343900 |
| &nbsp;&nbsp;&nbsp;&nbsp;1146332 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343900 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343900 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343900 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178032 |
|  | Total Short-Term Investments<br> (cost $15,022,483) | Total Short-Term Investments<br> (cost $15,022,483) | &nbsp;&nbsp;&nbsp;&nbsp;$15022483 |
|  | Total Investments<br> (cost $1,403,254,127) | &nbsp;&nbsp;&nbsp;99.7% | &nbsp;&nbsp;&nbsp;&nbsp;$1695062357 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;0.3% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335497 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$1699397854 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |

---

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

*50* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

------

---

| |
|:---|
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor's. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See "Glossary" for abbreviation descriptions. |

---

\* Non-income producing.

<sup>(1)</sup> Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2022, the aggregate value of these securities was $101,345,674, representing 6.0% of net assets.

<sup>(2)</sup> Variable rate securities; the rate reported is the coupon rate in effect at December 31, 2022. Base lending rates may be subject to a floor or cap.

<sup>(3)</sup> Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

<sup>(4)</sup> Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at December 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

<sup>(5)</sup> Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

<sup>(6)</sup> Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

<sup>(7)</sup> Represents or includes a TBA transaction.

<sup>(8)</sup> All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of December 31, 2022, the market value of securities pledged was $402,096.

<sup>(9)</sup> Current yield as of period end.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Expiration <br> Date** | &nbsp;&nbsp;**Current <br> Notional<br> Amount** | &nbsp;&nbsp;**Value and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury 2-Year Note Future | &nbsp;&nbsp;131 | &nbsp;&nbsp;03/31/2023 | &nbsp;&nbsp;$26865235 | &nbsp;&nbsp;$28877 |
| **Short position contracts:** | **Short position contracts:** | **Short position contracts:** | **Short position contracts:** | **Short position contracts:** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury 5-Year Note Future | &nbsp;&nbsp;33 | &nbsp;&nbsp;03/31/2023 | &nbsp;&nbsp;$3561680 | &nbsp;&nbsp;$28030 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury 10-Year Ultra Future | &nbsp;&nbsp;16 | &nbsp;&nbsp;03/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** |  |  |  | &nbsp;&nbsp;$38534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;$67411 |

---

<sup>†</sup> See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

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

*51* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Balanced HLS Fund

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Asset & Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;$20640631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$20640631 | &nbsp;&nbsp;$— |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209723578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209723578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Foreign Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12315948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12315948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| U.S. Government Agencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15303762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15303762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| U.S. Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322037105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322037105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles & Components | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13714956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13714956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55365989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55365989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98747527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98747527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12242749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12242749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38074865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38074865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77269442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77269442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22797836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22797836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food & Staples Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11177372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11177372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25607282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25607282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115742753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115742753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13897557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13897557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50482084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50482084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24593623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24593623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74341195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74341195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93570478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82614593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10955885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36862262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36862262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47375623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47375623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53720913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53720913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152234223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152234223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56326652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56326652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10042333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10042333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14160376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14160376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15022483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12844451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Futures Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$1695129768 | &nbsp;&nbsp;$1089637648 | &nbsp;&nbsp;$605492120 | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

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

*52* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Capital Appreciation HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.6%** | **COMMON STOCKS - 97.6%** | **COMMON STOCKS - 97.6%** |
|  | **Automobiles & Components - 0.5%** | **Automobiles & Components - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85121 | Tesla, Inc.<sup>\*</sup> | $10485205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95113 | Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7180080 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17665285 |
|  | **Banks - 0.9%** | **Banks - 0.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90006 | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13056270 |
| &nbsp;&nbsp;&nbsp;&nbsp;166815 | Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15683567 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28739837 |
|  | **Capital Goods - 7.5%** | **Capital Goods - 7.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;104202 | Airbus SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12389867 |
| &nbsp;&nbsp;&nbsp;&nbsp;93915 | AMETEK, Inc. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13121804 |
| &nbsp;&nbsp;&nbsp;&nbsp;43824 | Axon Enterprise, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7271716 |
| &nbsp;&nbsp;&nbsp;&nbsp;94605 | Ferguson plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12011997 |
| &nbsp;&nbsp;&nbsp;&nbsp;73491 | HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11291157 |
| &nbsp;&nbsp;&nbsp;&nbsp;350600 | HF Global, Inc.<sup>\*(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7709694 |
| &nbsp;&nbsp;&nbsp;&nbsp;216833 | Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46467312 |
| &nbsp;&nbsp;&nbsp;&nbsp;56184 | IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12828493 |
| &nbsp;&nbsp;&nbsp;&nbsp;196432 | Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12571648 |
| &nbsp;&nbsp;&nbsp;&nbsp;20605 | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10024126 |
| &nbsp;&nbsp;&nbsp;&nbsp;40433 | Middleby Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5413979 |
| &nbsp;&nbsp;&nbsp;&nbsp;18346 | Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361211 |
| &nbsp;&nbsp;&nbsp;&nbsp;65384 | Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35674164 |
| &nbsp;&nbsp;&nbsp;&nbsp;73281 | PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7252621 |
| &nbsp;&nbsp;&nbsp;&nbsp;56514 | Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12912884 |
| &nbsp;&nbsp;1115500 | Techtronic Industries Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12389675 |
| &nbsp;&nbsp;&nbsp;&nbsp;299484 | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29891498 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253583846 |
|  | **Commercial & Professional Services - 1.4%** | **Commercial & Professional Services - 1.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;157196 | Copart, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9571664 |
| &nbsp;&nbsp;&nbsp;&nbsp;134790 | CoStar Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10416571 |
| &nbsp;&nbsp;&nbsp;&nbsp;145876 | Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15344697 |
| &nbsp;&nbsp;&nbsp;&nbsp;74524 | Verisk Analytics, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13147524 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48480456 |
|  | **Consumer Durables & Apparel - 3.0%** | **Consumer Durables & Apparel - 3.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;153859 | Lennar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13924239 |
| &nbsp;&nbsp;&nbsp;&nbsp;70854 | Lululemon Athletica, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22700205 |
| &nbsp;&nbsp;&nbsp;&nbsp;425358 | NIKE, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49771140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323 | NVR, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10715023 |
| &nbsp;&nbsp;&nbsp;&nbsp;181503 | Steven Madden Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800836 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102911443 |
|  | **Consumer Services - 3.1%** | **Consumer Services - 3.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;250995 | Airbnb, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21460073 |
| &nbsp;&nbsp;&nbsp;&nbsp;148315 | Aramark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6131342 |
| &nbsp;&nbsp;&nbsp;&nbsp;34383 | Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11910271 |
| &nbsp;&nbsp;&nbsp;&nbsp;390766 | DraftKings, Inc. Class A<sup>\*(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450825 |
| &nbsp;&nbsp;&nbsp;&nbsp;585619 | Las Vegas Sands Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28150705 |
| &nbsp;&nbsp;&nbsp;&nbsp;128722 | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33922109 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106025325 |
|  | **Diversified Financials - 6.1%** | **Diversified Financials - 6.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;182338 | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26940440 |
| &nbsp;&nbsp;&nbsp;&nbsp;207137 | Apollo Global Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13213269 |
| &nbsp;&nbsp;&nbsp;&nbsp;294573 | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13408963 |
| &nbsp;&nbsp;&nbsp;&nbsp;19640 | BlackRock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13917493 |
| &nbsp;&nbsp;&nbsp;&nbsp;390628 | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32523687 |
| &nbsp;&nbsp;&nbsp;&nbsp;31228 | CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5251300 |
| &nbsp;&nbsp;&nbsp;&nbsp;426940 | Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12253178 |
| &nbsp;&nbsp;&nbsp;&nbsp;15610 | Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5360162 |
| &nbsp;&nbsp;&nbsp;&nbsp;16572 | MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621765 |
| &nbsp;&nbsp;&nbsp;&nbsp;46704 | Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13012669 |
| &nbsp;&nbsp;&nbsp;&nbsp;128605 | Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13741444 |
| &nbsp;&nbsp;&nbsp;&nbsp;44526 | S&P Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14913538 |
| &nbsp;&nbsp;&nbsp;&nbsp;115829 | T Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12632311 |
| &nbsp;&nbsp;&nbsp;&nbsp;207374 | Tradeweb Markets, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13464794 |
| &nbsp;&nbsp;&nbsp;&nbsp;221134 | Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13597530 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208852543 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.6% - (continued)** | **COMMON STOCKS - 97.6% - (continued)** | **COMMON STOCKS - 97.6% - (continued)** |
|  | **Energy - 3.4%** | **Energy - 3.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;371401 | Canadian Natural Resources Ltd. | $20623897 |
| &nbsp;&nbsp;&nbsp;&nbsp;491054 | Cenovus Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9531358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35230 | Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5283091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90204 | ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10644072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85078 | Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11636969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51130 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6622358 |
| &nbsp;&nbsp;&nbsp;&nbsp;595189 | Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23420687 |
| &nbsp;&nbsp;&nbsp;&nbsp;514327 | Schlumberger N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27495921 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115258353 |
|  | **Food, Beverage & Tobacco - 4.2%** | **Food, Beverage & Tobacco - 4.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;581105 | Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36964089 |
| &nbsp;&nbsp;&nbsp;&nbsp;232423 | General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19488668 |
| &nbsp;&nbsp;&nbsp;&nbsp;512354 | Keurig Dr Pepper, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18270544 |
| &nbsp;&nbsp;&nbsp;&nbsp;74635 | Monster Beverage Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7577692 |
| &nbsp;&nbsp;&nbsp;&nbsp;228527 | PepsiCo., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41285688 |
| &nbsp;&nbsp;&nbsp;&nbsp;192450 | Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19477864 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143064545 |
|  | **Health Care Equipment & Services - 8.9%** | **Health Care Equipment & Services - 8.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;337212 | Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17187696 |
| &nbsp;&nbsp;&nbsp;&nbsp;33006 | Becton Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8393426 |
| &nbsp;&nbsp;&nbsp;&nbsp;308648 | Boston Scientific Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14281143 |
| &nbsp;&nbsp;&nbsp;&nbsp;238820 | Centene Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19585628 |
| &nbsp;&nbsp;&nbsp;&nbsp;324183 | Dentsply Sirona, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10321987 |
| &nbsp;&nbsp;&nbsp;&nbsp;93825 | DexCom, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10624743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9121 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4678800 |
| &nbsp;&nbsp;&nbsp;&nbsp;137226 | Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8207487 |
| &nbsp;&nbsp;&nbsp;&nbsp;33122 | Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16964757 |
| &nbsp;&nbsp;&nbsp;&nbsp;96230 | Insulet Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28329150 |
| &nbsp;&nbsp;&nbsp;&nbsp;106843 | Intuitive Surgical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28350790 |
| &nbsp;&nbsp;&nbsp;&nbsp;285231 | Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22168153 |
| &nbsp;&nbsp;&nbsp;&nbsp;153123 | Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37437042 |
| &nbsp;&nbsp;&nbsp;&nbsp;57645 | Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14389921 |
| &nbsp;&nbsp;&nbsp;&nbsp;85790 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45484142 |
| &nbsp;&nbsp;&nbsp;&nbsp;103206 | Veeva Systems, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16655384 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303060249 |
|  | **Household & Personal Products - 2.8%** | **Household & Personal Products - 2.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;496673 | Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39132866 |
| &nbsp;&nbsp;&nbsp;&nbsp;244825 | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37105677 |
| &nbsp;&nbsp;&nbsp;&nbsp;368192 | Unilever plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18589209 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94827752 |
|  | **Insurance - 5.8%** | **Insurance - 5.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;173517 | Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23528905 |
| &nbsp;&nbsp;&nbsp;&nbsp;256822 | American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16241423 |
| &nbsp;&nbsp;&nbsp;&nbsp;227628 | Brown & Brown, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12967967 |
| &nbsp;&nbsp;&nbsp;&nbsp;312115 | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68852569 |
| &nbsp;&nbsp;&nbsp;&nbsp;138599 | Globe Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16708110 |
| &nbsp;&nbsp;&nbsp;&nbsp;237763 | Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39345021 |
| &nbsp;&nbsp;&nbsp;&nbsp;284117 | MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20561548 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198205543 |
|  | **Materials - 4.9%** | **Materials - 4.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;41593 | Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9019858 |
| &nbsp;&nbsp;&nbsp;&nbsp;340715 | CRH plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13558659 |
| &nbsp;&nbsp;&nbsp;&nbsp;231033 | Ecolab, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33629163 |
| &nbsp;&nbsp;&nbsp;&nbsp;176418 | FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22016966 |
| &nbsp;&nbsp;&nbsp;&nbsp;121211 | Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39536604 |
| &nbsp;&nbsp;&nbsp;&nbsp;74858 | Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5466880 |
| &nbsp;&nbsp;&nbsp;&nbsp;104145 | PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13095192 |
| &nbsp;&nbsp;&nbsp;&nbsp;77424 | Reliance Steel & Aluminum Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15673715 |
| &nbsp;&nbsp;&nbsp;&nbsp;221598 | Rio Tinto plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15777778 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167774815 |
|  | **Media & Entertainment - 5.5%** | **Media & Entertainment - 5.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;729106 | Alphabet, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64329023 |
| &nbsp;&nbsp;&nbsp;&nbsp;10426 | Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7421852 |
| &nbsp;&nbsp;&nbsp;&nbsp;24250 | Charter Communications, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8223175 |

---

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

*53* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Capital Appreciation HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.6% - (continued)** | **COMMON STOCKS - 97.6% - (continued)** | **COMMON STOCKS - 97.6% - (continued)** |
|  | **Media & Entertainment - 5.5% - (continued)** | **Media & Entertainment - 5.5% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;210190 | Match Group, Inc.<sup>\*</sup> | $8720783 |
| &nbsp;&nbsp;&nbsp;&nbsp;342277 | Meta Platforms, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41189614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56895 | Netflix, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16777198 |
| &nbsp;&nbsp;&nbsp;&nbsp;209809 | Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17114120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79844 | Roku, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3249651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43779 | Take-Two Interactive Software, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4558707 |
| &nbsp;&nbsp;&nbsp;&nbsp;119197 | Walt Disney Co.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10355835 |
| &nbsp;&nbsp;&nbsp;&nbsp;199810 | ZoomInfo Technologies, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016279 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187956237 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 8.6%** | **Pharmaceuticals, Biotechnology & Life Sciences - 8.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;92686 | Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13870460 |
| &nbsp;&nbsp;&nbsp;&nbsp;33267 | Alnylam Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7905902 |
| &nbsp;&nbsp;&nbsp;&nbsp;110120 | Apellis Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5694305 |
| &nbsp;&nbsp;&nbsp;&nbsp;281226 | AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19067123 |
| &nbsp;&nbsp;&nbsp;&nbsp;514154 | Avantor, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10843508 |
| &nbsp;&nbsp;&nbsp;&nbsp;232890 | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61813664 |
| &nbsp;&nbsp;&nbsp;&nbsp;59390 | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21727238 |
| &nbsp;&nbsp;&nbsp;&nbsp;238536 | Exact Sciences Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11809917 |
| &nbsp;&nbsp;&nbsp;&nbsp;64829 | Jazz Pharmaceuticals plc<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10327908 |
| &nbsp;&nbsp;&nbsp;&nbsp;169510 | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29943941 |
| &nbsp;&nbsp;&nbsp;&nbsp;96022 | Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8689743 |
| &nbsp;&nbsp;&nbsp;&nbsp;922788 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47283657 |
| &nbsp;&nbsp;&nbsp;&nbsp;185382 | PTC Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7076031 |
| &nbsp;&nbsp;&nbsp;&nbsp;12730 | Regeneron Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9184568 |
| &nbsp;&nbsp;&nbsp;&nbsp;124672 | Seagen, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16021599 |
| &nbsp;&nbsp;&nbsp;&nbsp;23554 | United Therapeutics Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550132 |
| &nbsp;&nbsp;&nbsp;&nbsp;20847 | Vertex Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6020197 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293829893 |
|  | **Real Estate - 2.6%** | **Real Estate - 2.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;184558 | American Tower Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39100458 |
| &nbsp;&nbsp;&nbsp;&nbsp;404009 | Americold Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11437495 |
| &nbsp;&nbsp;&nbsp;&nbsp;31471 | AvalonBay Communities, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5083196 |
| &nbsp;&nbsp;&nbsp;&nbsp;18836 | Equinix, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12338145 |
| &nbsp;&nbsp;&nbsp;&nbsp;43959 | Extra Space Storage, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6469886 |
| &nbsp;&nbsp;&nbsp;&nbsp;51554 | Innovative Industrial Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224998 |
| &nbsp;&nbsp;&nbsp;&nbsp;127048 | Welltower, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8327996 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87982174 |
|  | **Retailing - 5.4%** | **Retailing - 5.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;402902 | Amazon.com, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33843768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6920 | AutoZone, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17065966 |
| &nbsp;&nbsp;&nbsp;&nbsp;156141 | CarMax, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9507425 |
| &nbsp;&nbsp;&nbsp;&nbsp;231658 | Chewy, Inc. Class A<sup>\*(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8589879 |
| &nbsp;&nbsp;&nbsp;&nbsp;116629 | Dollar Tree, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16496006 |
| &nbsp;&nbsp;&nbsp;&nbsp;82013 | Etsy, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9823517 |
| &nbsp;&nbsp;&nbsp;&nbsp;155407 | Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18038091 |
| &nbsp;&nbsp;&nbsp;&nbsp;684664 | TJX Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54499254 |
| &nbsp;&nbsp;&nbsp;&nbsp;115140 | Tory Burch LLC<sup>\*(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2802499 |
| &nbsp;&nbsp;&nbsp;&nbsp;24518 | Ulta Beauty, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500658 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182167063 |
|  | **Semiconductors & Semiconductor Equipment - 2.6%** | **Semiconductors & Semiconductor Equipment - 2.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;78166 | First Solar, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11708485 |
| &nbsp;&nbsp;&nbsp;&nbsp;301274 | Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15057674 |
| &nbsp;&nbsp;&nbsp;&nbsp;109129 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15948112 |
| &nbsp;&nbsp;&nbsp;&nbsp;98726 | NXP Semiconductors N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15601670 |
| &nbsp;&nbsp;&nbsp;&nbsp;146115 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16063883 |
| &nbsp;&nbsp;&nbsp;&nbsp;27477 | SolarEdge Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7783410 |
| &nbsp;&nbsp;&nbsp;&nbsp;70917 | Synaptics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6748462 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88911696 |
|  | **Software & Services - 12.3%** | **Software & Services - 12.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;107338 | Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28642072 |
| &nbsp;&nbsp;&nbsp;&nbsp;238806 | Block, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15006569 |
| &nbsp;&nbsp;&nbsp;&nbsp;80452 | Datadog, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5913222 |
| &nbsp;&nbsp;&nbsp;&nbsp;255990 | Dynatrace, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9804417 |
| &nbsp;&nbsp;&nbsp;&nbsp;185709 | Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600356 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.6% - (continued)** | **COMMON STOCKS - 97.6% - (continued)** | **COMMON STOCKS - 97.6% - (continued)** |
|  | **Software & Services - 12.3% - (continued)** | **Software & Services - 12.3% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61865 | FleetCor Technologies, Inc.<sup>\*</sup> | $11363363 |
| &nbsp;&nbsp;&nbsp;&nbsp;449499 | Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20820794 |
| &nbsp;&nbsp;&nbsp;&nbsp;163359 | GoDaddy, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12222520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75982 | Guidewire Software, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4753434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28728 | Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11181512 |
| &nbsp;&nbsp;&nbsp;&nbsp;110524 | Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38432511 |
| &nbsp;&nbsp;&nbsp;&nbsp;311718 | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74756211 |
| &nbsp;&nbsp;&nbsp;&nbsp;34742 | MongoDB, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6838615 |
| &nbsp;&nbsp;&nbsp;&nbsp;91342 | Okta, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6241399 |
| &nbsp;&nbsp;&nbsp;&nbsp;42455 | Paycom Software, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13174211 |
| &nbsp;&nbsp;&nbsp;&nbsp;160059 | Salesforce, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21222223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5611 | Sharecare, Inc. Earnout<sup>\*(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
| &nbsp;&nbsp;&nbsp;&nbsp;131389 | Shopify, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560512 |
| &nbsp;&nbsp;&nbsp;&nbsp;40529 | Synopsys, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12940504 |
| &nbsp;&nbsp;&nbsp;&nbsp;279507 | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58070374 |
| &nbsp;&nbsp;&nbsp;&nbsp;85198 | VMware, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10458907 |
| &nbsp;&nbsp;&nbsp;&nbsp;681898 | Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9389735 |
| &nbsp;&nbsp;&nbsp;&nbsp;66157 | WEX, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10826593 |
| &nbsp;&nbsp;&nbsp;&nbsp;123077 | Workday, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20594474 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419815426 |
|  | **Technology Hardware & Equipment - 3.7%** | **Technology Hardware & Equipment - 3.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;252412 | Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32795891 |
| &nbsp;&nbsp;&nbsp;&nbsp;141990 | Arista Networks, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17230486 |
| &nbsp;&nbsp;&nbsp;&nbsp;131395 | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23464519 |
| &nbsp;&nbsp;&nbsp;&nbsp;177258 | Coherent Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6221756 |
| &nbsp;&nbsp;&nbsp;&nbsp;101527 | F5, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14570140 |
| &nbsp;&nbsp;&nbsp;&nbsp;640074 | Flex Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13735988 |
| &nbsp;&nbsp;&nbsp;&nbsp;86805 | Lumentum Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528617 |
| &nbsp;&nbsp;&nbsp;&nbsp;134558 | Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906187 |
| &nbsp;&nbsp;&nbsp;&nbsp;23815 | Zebra Technologies Corp. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6106404 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124559988 |
|  | **Telecommunication Services - 0.6%** | **Telecommunication Services - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;154346 | T-Mobile U.S., Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21608440 |
|  | **Transportation - 1.5%** | **Transportation - 1.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;59832 | J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10432308 |
| &nbsp;&nbsp;&nbsp;&nbsp;325610 | Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17065220 |
| &nbsp;&nbsp;&nbsp;&nbsp;116160 | Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24053251 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51550779 |
|  | **Utilities - 2.3%** | **Utilities - 2.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;533730 | AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15350075 |
| &nbsp;&nbsp;&nbsp;&nbsp;96080 | Avangrid, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4129518 |
| &nbsp;&nbsp;&nbsp;&nbsp;184220 | Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18972818 |
| &nbsp;&nbsp;&nbsp;&nbsp;590250 | Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25516507 |
| &nbsp;&nbsp;1335940 | Iberdrola S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15595080 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79563998 |
|  | Total Common Stocks<br> (cost $2,936,640,424) | &nbsp;&nbsp;&nbsp;&nbsp;$3326395686 |
| **CONVERTIBLE PREFERRED STOCKS - 0.0%** | **CONVERTIBLE PREFERRED STOCKS - 0.0%** | **CONVERTIBLE PREFERRED STOCKS - 0.0%** |
|  | **Software & Services - 0.0%** | **Software & Services - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | Magic Leap, Inc. Class C<sup>\*(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$223 |
| &nbsp;&nbsp;&nbsp;&nbsp;50200 | Zeenk, Inc. Series D<sup>\*(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | Total Convertible Preferred Stocks<br> (cost $1,227,675) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$223 |
| **EXCHANGE-TRADED FUNDS - 0.6%** | **EXCHANGE-TRADED FUNDS - 0.6%** | **EXCHANGE-TRADED FUNDS - 0.6%** |
|  | **Other Investment Pools & Funds - 0.6%** | **Other Investment Pools & Funds - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;103203 | iShares Russell 1000 Growth ETF | &nbsp;&nbsp;&nbsp;&nbsp;$22110211 |
|  | Total Exchange-Traded Funds<br> (cost $23,430,180) | &nbsp;&nbsp;&nbsp;&nbsp;$22110211 |

---

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

*54* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Capital Appreciation HLS Fund

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **WARRANTS - 0.0%** | **WARRANTS - 0.0%** | **WARRANTS - 0.0%** | **WARRANTS - 0.0%** |
|  | **Software & Services - 0.0%** | **Software & Services - 0.0%** | **Software & Services - 0.0%** |
| &nbsp;&nbsp;&nbsp; 118391 | Zeenk, Inc. Expires 6/18/28<sup>\*(1)(2)</sup> | Zeenk, Inc. Expires 6/18/28<sup>\*(1)(2)</sup> | $— |
|  | Total Warrants<br> (cost $—) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
|  | Total Long-Term Investments<br> (cost $2,961,298,279) |  | &nbsp;&nbsp;&nbsp;&nbsp;$3348506120 |
| **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** |
|  | **Repurchase Agreements - 0.7%** | **Repurchase Agreements - 0.7%** | **Repurchase Agreements - 0.7%** |
| $24214860 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $24,226,322; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $24,699,244 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $24,226,322; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $24,699,244 | $24214860 |
|  | **Securities Lending Collateral - 0.2%** | **Securities Lending Collateral - 0.2%** | **Securities Lending Collateral - 0.2%** |
| &nbsp;&nbsp;&nbsp; 1271161 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1271161 |
| &nbsp;&nbsp;&nbsp;&nbsp;3266307 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979892 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703582 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703582 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220942 |
|  | Total Short-Term Investments<br> (cost $30,435,802) | Total Short-Term Investments<br> (cost $30,435,802) | &nbsp;&nbsp;&nbsp;&nbsp;$30435802 |
|  | Total Investments<br> (cost $2,991,734,081) | &nbsp;&nbsp;&nbsp;99.1% | &nbsp;&nbsp;&nbsp;&nbsp;$3378941922 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;0.9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29272326 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$3408214248 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |

---

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

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

See "Glossary" for abbreviation descriptions.

\* Non-income producing.

<sup>(1)</sup> Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $10,513,314 or 0.3% of net assets.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Period <br> Acquired** | &nbsp;&nbsp;**Security Name** | &nbsp;&nbsp;**Shares/ <br> Par Value** | &nbsp;&nbsp;**Total Cost** | &nbsp;&nbsp;**Market Value** |
| 06/2015 | &nbsp;&nbsp;HF Global, Inc. | &nbsp;&nbsp;350600 | &nbsp;&nbsp;$4713607 | &nbsp;&nbsp;$7709694 |
| 12/2015 | &nbsp;&nbsp;Magic Leap, Inc. Class C Convertible Preferred | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| 07/2021 | &nbsp;&nbsp;Sharecare, Inc. Earnout | &nbsp;&nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
| 11/2013 | &nbsp;&nbsp;Tory Burch LLC | &nbsp;&nbsp;115140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9024247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2802499 |
| 03/2015 | &nbsp;&nbsp;Zeenk, Inc. Series D Convertible Preferred | &nbsp;&nbsp;&nbsp;&nbsp;50200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 12/2021 | &nbsp;&nbsp;Zeenk, Inc. Expires 6/18/28 Warrants | &nbsp;&nbsp;118391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  | &nbsp;&nbsp;$14965529 | &nbsp;&nbsp;$10513314 |

---

<sup>(2)</sup> Investment valued using significant unobservable inputs. <br> <sup>(3)</sup> Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. <br> <sup>(4)</sup> Current yield as of period end.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Expiration <br> Date** | &nbsp;&nbsp;**Current <br> Notional<br> Amount** | &nbsp;&nbsp;**Value and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| &nbsp;&nbsp;&nbsp;Nasdaq 100 E-MINI Future | &nbsp;&nbsp;244 | &nbsp;&nbsp;03/17/2023 | &nbsp;&nbsp;$53788580 | &nbsp;&nbsp;$(3599008) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;$(3599008) |

---

<sup>†</sup> See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

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

*55* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Capital Appreciation HLS Fund

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles & Components | &nbsp;&nbsp;&nbsp;&nbsp;$17665285 | &nbsp;&nbsp;&nbsp;&nbsp;$17665285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28739837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28739837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253583846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221094610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24779542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7709694 |
| &nbsp;&nbsp;&nbsp;Commercial & Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48480456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48480456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102911443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102911443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106025325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106025325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208852543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208852543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115258353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115258353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143064545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143064545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303060249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303060249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94827752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76238543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18589209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198205543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198205543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167774815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154216156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13558659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187956237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187956237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293829893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285140150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8689743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87982174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87982174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182167063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179364564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2802499 |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88911696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88911696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419815426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419814528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124559988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118653801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21608440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21608440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51550779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51550779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79563998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63968918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15595080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Convertible Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22110211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22110211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30435802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24214860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$3378941922 | &nbsp;&nbsp;$3257095328 | &nbsp;&nbsp;$111333280 | &nbsp;&nbsp;$10513314 |
| **Liabilities** |  |  |  |  |
| Futures Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$(3599008) | &nbsp;&nbsp;&nbsp;&nbsp;$(3599008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;$(3599008) | &nbsp;&nbsp;&nbsp;&nbsp;$(3599008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the year ended December 31, 2022 is not presented.

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

*56* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Disciplined Equity HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.7%** | **COMMON STOCKS - 98.7%** | **COMMON STOCKS - 98.7%** |
|  | **Automobiles & Components - 0.9%** | **Automobiles & Components - 0.9%** |
| 1489953 | Ford Motor Co. | $17328154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41846 | Tesla, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5154590 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22482744 |
|  | **Banks - 5.1%** | **Banks - 5.1%** |
| 1313749 | Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43511367 |
| &nbsp;&nbsp;&nbsp;&nbsp;470331 | JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63071387 |
| &nbsp;&nbsp;&nbsp;&nbsp;146867 | PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23196174 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129778928 |
|  | **Capital Goods - 8.8%** | **Capital Goods - 8.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;239271 | AMETEK, Inc. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33430944 |
| &nbsp;&nbsp;&nbsp;&nbsp;93152 | Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39939852 |
| &nbsp;&nbsp;&nbsp;&nbsp;280828 | Fortune Brands Home & Security, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16038087 |
| &nbsp;&nbsp;&nbsp;&nbsp;127450 | IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29100659 |
| &nbsp;&nbsp;&nbsp;&nbsp;138741 | Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30564642 |
| &nbsp;&nbsp;&nbsp;&nbsp;527207 | Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33741248 |
| &nbsp;&nbsp;&nbsp;&nbsp;401471 | Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40516453 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223331885 |
|  | **Commercial & Professional Services - 1.7%** | **Commercial & Professional Services - 1.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;236508 | Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24878276 |
| &nbsp;&nbsp;&nbsp;&nbsp;133944 | Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17277437 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42155713 |
|  | **Consumer Durables & Apparel - 1.5%** | **Consumer Durables & Apparel - 1.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;319732 | NIKE, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37411841 |
|  | **Consumer Services - 2.0%** | **Consumer Services - 2.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;119026 | Airbnb, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10176723 |
| &nbsp;&nbsp;&nbsp;&nbsp;155600 | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41005268 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51181991 |
|  | **Diversified Financials - 4.4%** | **Diversified Financials - 4.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;261394 | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38620963 |
| &nbsp;&nbsp;&nbsp;&nbsp;332058 | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27647149 |
| &nbsp;&nbsp;&nbsp;&nbsp;531030 | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45148171 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111416283 |
|  | **Energy - 3.8%** | **Energy - 3.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;294468 | ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34747224 |
| &nbsp;&nbsp;&nbsp;&nbsp;475409 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61574974 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96322198 |
|  | **Food & Staples Retailing - 1.2%** | **Food & Staples Retailing - 1.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;382615 | Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29250917 |
|  | **Food, Beverage & Tobacco - 2.9%** | **Food, Beverage & Tobacco - 2.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;158912 | Constellation Brands, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36827856 |
| &nbsp;&nbsp;&nbsp;&nbsp;361047 | Monster Beverage Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36657102 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73484958 |
|  | **Health Care Equipment & Services - 8.2%** | **Health Care Equipment & Services - 8.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;302018 | Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33158556 |
| &nbsp;&nbsp;&nbsp;&nbsp;140189 | Becton Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35650063 |
| &nbsp;&nbsp;&nbsp;&nbsp;385737 | Hologic, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28856985 |
| &nbsp;&nbsp;&nbsp;&nbsp;96547 | Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22734888 |
| &nbsp;&nbsp;&nbsp;&nbsp;162662 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86240139 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206640631 |
|  | **Household & Personal Products - 3.5%** | **Household & Personal Products - 3.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;339558 | Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26753775 |
| &nbsp;&nbsp;&nbsp;&nbsp;410681 | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62242812 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88996587 |
|  | **Insurance - 2.5%** | **Insurance - 2.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;160690 | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35448214 |
| &nbsp;&nbsp;&nbsp;&nbsp;214795 | Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27861059 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63309273 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.7% - (continued)** | **COMMON STOCKS - 98.7% - (continued)** | **COMMON STOCKS - 98.7% - (continued)** |
|  | **Materials - 1.1%** | **Materials - 1.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;227155 | PPG Industries, Inc. | $28562470 |
|  | **Media & Entertainment - 5.4%** | **Media & Entertainment - 5.4%** |
| 1225712 | Alphabet, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108144570 |
| &nbsp;&nbsp;&nbsp;&nbsp;342071 | Walt Disney Co.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29719128 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137863698 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 10.3%** | **Pharmaceuticals, Biotechnology & Life Sciences - 10.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;132740 | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35231851 |
| &nbsp;&nbsp;&nbsp;&nbsp;146440 | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53573609 |
| &nbsp;&nbsp;1076186 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55143771 |
| &nbsp;&nbsp;&nbsp;&nbsp;54437 | Regeneron Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39275751 |
| &nbsp;&nbsp;&nbsp;&nbsp;82257 | Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45298107 |
| &nbsp;&nbsp;&nbsp;&nbsp;115929 | Vertex Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33477977 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262001066 |
|  | **Real Estate - 1.7%** | **Real Estate - 1.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;109625 | AvalonBay Communities, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17706630 |
| &nbsp;&nbsp;&nbsp;&nbsp;215351 | Prologis, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24276518 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41983148 |
|  | **Retailing - 4.9%** | **Retailing - 4.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;885235 | Amazon.com, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74359740 |
| &nbsp;&nbsp;&nbsp;&nbsp;614445 | TJX Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48909822 |
| &nbsp;&nbsp;&nbsp;&nbsp;38805 | Tory Burch LLC<sup>\*(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944514 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124214076 |
|  | **Semiconductors & Semiconductor Equipment - 4.8%** | **Semiconductors & Semiconductor Equipment - 4.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;260494 | Advanced Micro Devices, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16872196 |
| &nbsp;&nbsp;&nbsp;&nbsp;80708 | KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30429337 |
| &nbsp;&nbsp;&nbsp;&nbsp;64747 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9462127 |
| &nbsp;&nbsp;&nbsp;&nbsp;214568 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23589606 |
| &nbsp;&nbsp;&nbsp;&nbsp;247330 | Texas Instruments, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40863863 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121217129 |
|  | **Software & Services - 10.6%** | **Software & Services - 10.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;148833 | Global Payments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14782094 |
| &nbsp;&nbsp;&nbsp;&nbsp;265659 | GoDaddy, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19876606 |
| &nbsp;&nbsp;&nbsp;&nbsp;132305 | Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46006418 |
| &nbsp;&nbsp;&nbsp;&nbsp;541740 | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129920087 |
| &nbsp;&nbsp;&nbsp;&nbsp;130224 | Palo Alto Networks, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18171457 |
| &nbsp;&nbsp;&nbsp;&nbsp;169868 | Salesforce, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22522798 |
| &nbsp;&nbsp;&nbsp;&nbsp;97080 | Workday, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16244396 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267523856 |
|  | **Technology Hardware & Equipment - 9.7%** | **Technology Hardware & Equipment - 9.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;862599 | Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112077488 |
| &nbsp;&nbsp;&nbsp;&nbsp;162710 | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29056752 |
| &nbsp;&nbsp;&nbsp;&nbsp;700480 | Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22373331 |
| &nbsp;&nbsp;&nbsp;&nbsp;134369 | F5, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19283295 |
| &nbsp;&nbsp;&nbsp;&nbsp;166903 | Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43012572 |
| &nbsp;&nbsp;&nbsp;&nbsp;331439 | NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19906227 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245709665 |
|  | **Utilities - 3.7%** | **Utilities - 3.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;413179 | American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39231346 |
| &nbsp;&nbsp;&nbsp;&nbsp;317179 | Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32666265 |
| &nbsp;&nbsp;&nbsp;&nbsp;246292 | Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20649121 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92546732 |
|  | Total Common Stocks<br> (cost $1,873,787,956) | &nbsp;&nbsp;&nbsp;&nbsp;$2497385789 |
| **CONVERTIBLE PREFERRED STOCKS - 0.2%** | **CONVERTIBLE PREFERRED STOCKS - 0.2%** | **CONVERTIBLE PREFERRED STOCKS - 0.2%** |
|  | **Software & Services - 0.2%** | **Software & Services - 0.2%** |
| &nbsp;&nbsp;1871878 | Essence Group Holdings Corp. Series 3<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$3781194 |

---

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

*57* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Disciplined Equity HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **CONVERTIBLE PREFERRED STOCKS - 0.2% - (continued)** | **CONVERTIBLE PREFERRED STOCKS - 0.2% - (continued)** | **CONVERTIBLE PREFERRED STOCKS - 0.2% - (continued)** | **CONVERTIBLE PREFERRED STOCKS - 0.2% - (continued)** |
|  | **Software & Services - 0.2% - (continued)** | **Software & Services - 0.2% - (continued)** | **Software & Services - 0.2% - (continued)** |
| &nbsp;&nbsp;&nbsp; 287204 | Lookout, Inc. Series F<sup>(1)(2)</sup> | Lookout, Inc. Series F<sup>(1)(2)</sup> | $1973091 |
|  | Total Convertible Preferred Stocks<br> (cost $6,240,761) |  | &nbsp;&nbsp;&nbsp;&nbsp;$5754285 |
|  | Total Long-Term Investments<br> (cost $1,880,028,717) |  | &nbsp;&nbsp;&nbsp;&nbsp;$2503140074 |
| **SHORT-TERM INVESTMENTS - 0.5%** | **SHORT-TERM INVESTMENTS - 0.5%** | **SHORT-TERM INVESTMENTS - 0.5%** | **SHORT-TERM INVESTMENTS - 0.5%** |
|  | **Repurchase Agreements - 0.5%** | **Repurchase Agreements - 0.5%** | **Repurchase Agreements - 0.5%** |
| $12341025 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $12,346,866; collateralized by U.S. Treasury Note at 2.875%, maturing 04/30/2029, with a market value of $12,587,930 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $12,346,866; collateralized by U.S. Treasury Note at 2.875%, maturing 04/30/2029, with a market value of $12,587,930 | $12341025 |
|  | Total Short-Term Investments<br> (cost $12,341,025) | Total Short-Term Investments<br> (cost $12,341,025) | &nbsp;&nbsp;&nbsp;&nbsp;$12341025 |
|  | Total Investments<br> (cost $1,892,369,742) | &nbsp;&nbsp;&nbsp;99.4% | &nbsp;&nbsp;&nbsp;&nbsp;$2515481099 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;0.6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16049736 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$2531530835 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor's. |

---

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

See "Glossary" for abbreviation descriptions.

\* Non-income producing.

<sup>(1)</sup> Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $6,698,799 or 0.3% of net assets.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Period <br> Acquired** | &nbsp;&nbsp;**Security Name** | &nbsp;&nbsp;**Shares/ <br> Par Value** | &nbsp;&nbsp;**Total Cost** | &nbsp;&nbsp;**Market Value** |
| 05/2014 | &nbsp;&nbsp;Essence Group Holdings Corp. Series 3 Convertible Preferred | &nbsp;&nbsp;1871878 | &nbsp;&nbsp;$2960001 | &nbsp;&nbsp;$3781194 |
| 07/2014 | &nbsp;&nbsp;Lookout, Inc. Series F Convertible Preferred | &nbsp;&nbsp;&nbsp;&nbsp;287204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973091 |
| 11/2013 | &nbsp;&nbsp;Tory Burch LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3041403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944514 |
|  |  |  | &nbsp;&nbsp;$9282164 | &nbsp;&nbsp;$6698799 |

---

<sup>(2)</sup> Investment valued using significant unobservable inputs. <br> <sup>†</sup> See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

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

*58* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Disciplined Equity HLS Fund

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles & Components | &nbsp;&nbsp;&nbsp;&nbsp;$22482744 | &nbsp;&nbsp;&nbsp;&nbsp;$22482744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129778928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129778928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223331885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223331885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Commercial & Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42155713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42155713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37411841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37411841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51181991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51181991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111416283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111416283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96322198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96322198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food & Staples Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29250917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29250917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73484958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73484958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206640631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206640631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88996587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88996587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63309273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63309273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28562470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28562470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137863698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137863698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262001066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262001066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41983148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41983148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124214076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123269562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944514 |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121217129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121217129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267523856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267523856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245709665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245709665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92546732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92546732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Convertible Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5754285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5754285 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12341025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12341025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$2515481099 | &nbsp;&nbsp;$2496441275 | &nbsp;&nbsp;$12341025 | &nbsp;&nbsp;$6698799 |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the year ended December 31, 2022 is not presented.

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

*59* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Dividend and Growth HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.5%** | **COMMON STOCKS - 98.5%** | **COMMON STOCKS - 98.5%** |
|  | **Banks - 5.0%** | **Banks - 5.0%** |
| 1002611 | Bank of America Corp. | $33206477 |
| &nbsp;&nbsp;&nbsp;&nbsp;702881 | JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94256342 |
| &nbsp;&nbsp;&nbsp;&nbsp;263814 | PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41666783 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169129602 |
|  | **Capital Goods - 6.0%** | **Capital Goods - 6.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;108737 | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26978737 |
| &nbsp;&nbsp;&nbsp;&nbsp;332593 | Ingersoll Rand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17377984 |
| &nbsp;&nbsp;&nbsp;&nbsp;789647 | Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50537408 |
| &nbsp;&nbsp;&nbsp;&nbsp;102670 | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49947929 |
| &nbsp;&nbsp;&nbsp;&nbsp;717723 | Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56204888 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201046946 |
|  | **Consumer Services - 2.2%** | **Consumer Services - 2.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;326523 | Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41259446 |
| &nbsp;&nbsp;&nbsp;&nbsp;126481 | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33331538 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74590984 |
|  | **Diversified Financials - 7.0%** | **Diversified Financials - 7.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;310927 | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45939464 |
| &nbsp;&nbsp;&nbsp;&nbsp;43209 | BlackRock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30619194 |
| &nbsp;&nbsp;&nbsp;&nbsp;707911 | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58940670 |
| &nbsp;&nbsp;&nbsp;&nbsp;550479 | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46801724 |
| &nbsp;&nbsp;&nbsp;&nbsp;163370 | S&P Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54719148 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237020200 |
|  | **Energy - 5.5%** | **Energy - 5.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;332949 | Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59761016 |
| &nbsp;&nbsp;&nbsp;&nbsp;502404 | ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59283672 |
| &nbsp;&nbsp;1064224 | TotalEnergies SE ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66067026 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185111714 |
|  | **Food & Staples Retailing - 2.2%** | **Food & Staples Retailing - 2.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;294553 | Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22518577 |
| &nbsp;&nbsp;&nbsp;&nbsp;364765 | Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51720029 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74238606 |
|  | **Food, Beverage & Tobacco - 2.3%** | **Food, Beverage & Tobacco - 2.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;821103 | Keurig Dr Pepper, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29280533 |
| &nbsp;&nbsp;&nbsp;&nbsp;716828 | Mondelez International, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47776586 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77057119 |
|  | **Health Care Equipment & Services - 8.7%** | **Health Care Equipment & Services - 8.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;588413 | Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29991411 |
| &nbsp;&nbsp;&nbsp;&nbsp;177620 | Becton Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45168766 |
| &nbsp;&nbsp;&nbsp;&nbsp;107771 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55283290 |
| &nbsp;&nbsp;&nbsp;&nbsp;137760 | HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33056890 |
| &nbsp;&nbsp;&nbsp;&nbsp;553064 | Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42984134 |
| &nbsp;&nbsp;&nbsp;&nbsp;164880 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87416078 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293900569 |
|  | **Household & Personal Products - 1.9%** | **Household & Personal Products - 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;472965 | Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37264913 |
| &nbsp;&nbsp;&nbsp;&nbsp;532212 | Unilever plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26796874 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64061787 |
|  | **Insurance - 5.8%** | **Insurance - 5.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;599756 | American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37928570 |
| &nbsp;&nbsp;&nbsp;&nbsp;180748 | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39873009 |
| &nbsp;&nbsp;&nbsp;&nbsp;697698 | MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50492404 |
| &nbsp;&nbsp;&nbsp;&nbsp;350799 | Principal Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29439052 |
| &nbsp;&nbsp;&nbsp;&nbsp;384852 | Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38277380 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196010415 |
|  | **Materials - 3.6%** | **Materials - 3.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;427242 | Celanese Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43681222 |
| &nbsp;&nbsp;&nbsp;&nbsp;325345 | FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40603056 |
| &nbsp;&nbsp;&nbsp;&nbsp;283387 | PPG Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35633081 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119917359 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.5% - (continued)** | **COMMON STOCKS - 98.5% - (continued)** | **COMMON STOCKS - 98.5% - (continued)** |
|  | **Media & Entertainment - 6.0%** | **Media & Entertainment - 6.0%** |
| 1629014 | Alphabet, Inc. Class A<sup>\*</sup> | $143727905 |
| 1648492 | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57647765 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201375670 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 9.5%** | **Pharmaceuticals, Biotechnology & Life Sciences - 9.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;275970 | Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41298910 |
| &nbsp;&nbsp;&nbsp;&nbsp;745720 | AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50559816 |
| &nbsp;&nbsp;&nbsp;&nbsp;735019 | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52884617 |
| &nbsp;&nbsp;&nbsp;&nbsp;525427 | Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58296126 |
| &nbsp;&nbsp;&nbsp;&nbsp;460747 | Novartis AG ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41798968 |
| &nbsp;&nbsp;1487670 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76228211 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321066648 |
|  | **Real Estate - 3.8%** | **Real Estate - 3.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;258514 | American Tower Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54768776 |
| &nbsp;&nbsp;1735734 | Host Hotels & Resorts, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27858531 |
| &nbsp;&nbsp;&nbsp;&nbsp;162527 | Public Storage REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45538440 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128165747 |
|  | **Retailing - 3.5%** | **Retailing - 3.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;114287 | Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36098692 |
| &nbsp;&nbsp;&nbsp;&nbsp;175842 | Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35034760 |
| &nbsp;&nbsp;&nbsp;&nbsp;582584 | TJX Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46373686 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117507138 |
|  | **Semiconductors & Semiconductor Equipment - 2.6%** | **Semiconductors & Semiconductor Equipment - 2.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;54666 | Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30565401 |
| &nbsp;&nbsp;&nbsp;&nbsp;331501 | Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16568420 |
| &nbsp;&nbsp;&nbsp;&nbsp;247356 | Texas Instruments, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40868158 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88001979 |
|  | **Software & Services - 10.6%** | **Software & Services - 10.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;142464 | Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38015094 |
| &nbsp;&nbsp;&nbsp;&nbsp;988020 | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56504864 |
| &nbsp;&nbsp;&nbsp;&nbsp;542869 | Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36833661 |
| &nbsp;&nbsp;&nbsp;&nbsp;695259 | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166737013 |
| &nbsp;&nbsp;&nbsp;&nbsp;287697 | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59771929 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357862561 |
|  | **Technology Hardware & Equipment - 4.2%** | **Technology Hardware & Equipment - 4.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;599616 | Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77908107 |
| &nbsp;&nbsp;1299563 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61911181 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139819288 |
|  | **Telecommunication Services - 1.8%** | **Telecommunication Services - 1.8%** |
| &nbsp;&nbsp;1490453 | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58723848 |
|  | **Transportation - 1.5%** | **Transportation - 1.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;662047 | Ryanair Holdings plc ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49494634 |
|  | **Utilities - 4.8%** | **Utilities - 4.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;198603 | American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18857355 |
| &nbsp;&nbsp;&nbsp;&nbsp;284507 | Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24527348 |
| &nbsp;&nbsp;&nbsp;&nbsp;390824 | Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40250964 |
| &nbsp;&nbsp;&nbsp;&nbsp;853525 | Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36897886 |
| &nbsp;&nbsp;&nbsp;&nbsp;259897 | Sempra Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40164482 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160698035 |
|  | Total Common Stocks<br> (cost $2,187,646,878) | &nbsp;&nbsp;&nbsp;&nbsp;$3314800849 |

---

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

*60* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Dividend and Growth HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **SHORT-TERM INVESTMENTS - 0.6%** | **SHORT-TERM INVESTMENTS - 0.6%** | **SHORT-TERM INVESTMENTS - 0.6%** | **SHORT-TERM INVESTMENTS - 0.6%** |
|  | **Repurchase Agreements - 0.6%** | **Repurchase Agreements - 0.6%** | **Repurchase Agreements - 0.6%** |
| $19925679 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $19,935,110; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $20,324,251 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $19,935,110; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $20,324,251 | $19925679 |
|  | Total Short-Term Investments<br> (cost $19,925,679) | Total Short-Term Investments<br> (cost $19,925,679) | &nbsp;&nbsp;&nbsp;&nbsp;$19925679 |
|  | Total Investments<br> (cost $2,207,572,557) | &nbsp;&nbsp;&nbsp;99.1% | &nbsp;&nbsp;&nbsp;&nbsp;$3334726528 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;0.9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30371329 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$3365097857 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor's. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

\* Non-income producing. <br> <sup>†</sup> See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;$169129602 | &nbsp;&nbsp;$169129602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201046946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201046946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74590984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74590984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237020200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237020200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185111714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185111714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food & Staples Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74238606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74238606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77057119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77057119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293900569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293900569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64061787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64061787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196010415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196010415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119917359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119917359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201375670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201375670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321066648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321066648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128165747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128165747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117507138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117507138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88001979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88001979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357862561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357862561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139819288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139819288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Telecommunication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58723848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58723848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49494634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49494634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160698035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160698035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19925679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19925679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$3334726528 | &nbsp;&nbsp;$3314800849 | &nbsp;&nbsp;$19925679 | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3.

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

*61* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Healthcare HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value<sup>†</sup>** |
| **COMMON STOCKS - 98.3%** | **COMMON STOCKS - 98.3%** | **COMMON STOCKS - 98.3%** |
|  | **Biotechnology - 14.9%** | **Biotechnology - 14.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;50775 | Abcam plc<sup>\*</sup> | $790059 |
| &nbsp;&nbsp;&nbsp;&nbsp;27591 | Alkermes plc<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 720953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497 | Alnylam Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831062 |
| &nbsp;&nbsp;&nbsp;&nbsp;25730 | Amicus Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7899 | Apellis Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1616 | Argenx SE ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 612189 |
| &nbsp;&nbsp;&nbsp;&nbsp;5813 | Ascendis Pharma A/S ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709942 |
| &nbsp;&nbsp;&nbsp;&nbsp;2457 | Biogen, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680393 |
| &nbsp;&nbsp;&nbsp;&nbsp;4150 | Blueprint Medicines Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181812 |
| &nbsp;&nbsp;&nbsp;&nbsp;13971 | Celldex Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622688 |
| &nbsp;&nbsp;&nbsp;&nbsp;10931 | Cytokinetics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500858 |
| &nbsp;&nbsp;130000 | Everest Medicines Ltd.<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287456 |
| &nbsp;&nbsp;&nbsp;&nbsp;18656 | Exact Sciences Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923659 |
| &nbsp;&nbsp;&nbsp;&nbsp;1761 | Genmab A/S<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744542 |
| &nbsp;&nbsp;&nbsp;&nbsp;23829 | Genus plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855428 |
| &nbsp;&nbsp;&nbsp;&nbsp;7176 | Horizon Therapeutics plc<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816629 |
| &nbsp;&nbsp;&nbsp;&nbsp;7718 | Immunocore Holdings plc ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440466 |
| &nbsp;&nbsp;110000 | InnoCare Pharma Ltd.<sup>\*(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190984 |
| &nbsp;&nbsp;&nbsp;&nbsp;66061 | Ironwood Pharmaceuticals, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818496 |
| &nbsp;&nbsp;&nbsp;&nbsp;3202 | Karuna Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629193 |
| &nbsp;&nbsp;&nbsp;&nbsp;24249 | Merus N.V.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375132 |
| &nbsp;&nbsp;&nbsp;&nbsp;5382 | Mirati Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243858 |
| &nbsp;&nbsp;&nbsp;&nbsp;4700 | Moderna, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844214 |
| &nbsp;&nbsp;&nbsp;&nbsp;6893 | Prothena Corp. plc<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415303 |
| &nbsp;&nbsp;&nbsp;&nbsp;11894 | PTC Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453994 |
| &nbsp;&nbsp;&nbsp;&nbsp;2132 | Regeneron Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538217 |
| &nbsp;&nbsp;&nbsp;&nbsp;10923 | Sage Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416603 |
| &nbsp;&nbsp;&nbsp;&nbsp;3921 | Sarepta Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508083 |
| &nbsp;&nbsp;&nbsp;&nbsp;5436 | Seagen, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698580 |
| &nbsp;&nbsp;&nbsp;&nbsp;17508 | Syndax Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445579 |
| &nbsp;&nbsp;&nbsp;&nbsp;5443 | Ultragenyx Pharmaceutical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252174 |
| &nbsp;&nbsp;&nbsp;&nbsp;6110 | Vaxcyte, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292975 |
| &nbsp;&nbsp;&nbsp;&nbsp;22696 | Veracyte, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538576 |
| &nbsp;&nbsp;&nbsp;&nbsp;9213 | Vertex Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660530 |
| &nbsp;&nbsp;254500 | Zai Lab Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787742 |
| &nbsp;&nbsp;&nbsp;&nbsp;9163 | Zentalis Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184543 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22735532 |
|  | **Health Care Distributors - 0.5%** | **Health Care Distributors - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;19509 | AdaptHealth Corp. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374963 |
| &nbsp;&nbsp;&nbsp;&nbsp;21657 | Owens & Minor, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422961 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797924 |
|  | **Health Care Equipment - 17.9%** | **Health Care Equipment - 17.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;18792 | Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063174 |
| &nbsp;&nbsp;&nbsp;&nbsp;16855 | AtriCure, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748025 |
| &nbsp;&nbsp;&nbsp;&nbsp;26577 | Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354630 |
| &nbsp;&nbsp;&nbsp;&nbsp;11426 | Becton Dickinson and Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905632 |
| &nbsp;&nbsp;&nbsp;&nbsp;78932 | Boston Scientific Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652184 |
| &nbsp;&nbsp;&nbsp;&nbsp;20615 | DexCom, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2334442 |
| &nbsp;&nbsp;&nbsp;&nbsp;6575 | DiaSorin S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920010 |
| &nbsp;&nbsp;&nbsp;&nbsp;34502 | Edwards Lifesciences Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574194 |
| &nbsp;&nbsp;&nbsp;&nbsp;16452 | Glaukos Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718623 |
| &nbsp;&nbsp;&nbsp;&nbsp;17506 | Hologic, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309624 |
| &nbsp;&nbsp;&nbsp;&nbsp;11198 | Inari Medical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711745 |
| &nbsp;&nbsp;&nbsp;&nbsp;6310 | Insulet Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857601 |
| &nbsp;&nbsp;&nbsp;&nbsp;5214 | QuidelOrtho Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446683 |
| &nbsp;&nbsp;&nbsp;&nbsp;60486 | Smith & Nephew plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807779 |
| &nbsp;&nbsp;&nbsp;&nbsp;15334 | Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749010 |
| &nbsp;&nbsp;&nbsp;&nbsp;5209 | Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300323 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27453679 |
|  | **Health Care Facilities - 3.2%** | **Health Care Facilities - 3.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;19408 | Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160792 |
| &nbsp;&nbsp;&nbsp;&nbsp;12753 | HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060210 |
| &nbsp;&nbsp;&nbsp;&nbsp;25400 | Surgery Partners, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707644 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4928646 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value<sup>†</sup>** |
| **COMMON STOCKS - 98.3% - (continued)** | **COMMON STOCKS - 98.3% - (continued)** | **COMMON STOCKS - 98.3% - (continued)** |
|  | **Health Care Services - 2.1%** | **Health Care Services - 2.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7316 | Addus HomeCare Corp.<sup>\*</sup> | $727869 |
| &nbsp;&nbsp;&nbsp;&nbsp;35959 | agilon health, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 580378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252 | Amedisys, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5954 | Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1402048 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149047 |
|  | **Life Sciences Tools & Services - 10.8%** | **Life Sciences Tools & Services - 10.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;21020 | Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145643 |
| &nbsp;&nbsp;&nbsp;&nbsp;28765 | Avantor, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606654 |
| &nbsp;&nbsp;&nbsp;&nbsp;7852 | Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650774 |
| &nbsp;&nbsp;&nbsp;&nbsp;25090 | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6659388 |
| &nbsp;&nbsp;&nbsp;&nbsp;8119 | Illumina, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641662 |
| &nbsp;&nbsp;&nbsp;&nbsp;55289 | NanoString Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440653 |
| &nbsp;&nbsp;&nbsp;&nbsp;38705 | Syneos Health, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419699 |
| &nbsp;&nbsp;&nbsp;&nbsp;1573 | Tecan Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704140 |
| &nbsp;&nbsp;&nbsp;&nbsp;3655 | Waters Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252130 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16520743 |
|  | **Managed Health Care - 17.3%** | **Managed Health Care - 17.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;52662 | Centene Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4318811 |
| &nbsp;&nbsp;322797 | Hapvida Participacoes e Investimentos S.A.<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310585 |
| &nbsp;&nbsp;&nbsp;&nbsp;9065 | Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4643002 |
| &nbsp;&nbsp;&nbsp;&nbsp;8629 | Molina Healthcare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849468 |
| &nbsp;&nbsp;&nbsp;&nbsp;27090 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14362576 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26484442 |
|  | **Pharmaceuticals - 31.6%** | **Pharmaceuticals - 31.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;21994 | Aclaris Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346406 |
| &nbsp;&nbsp;&nbsp;&nbsp;24600 | Astellas Pharma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374058 |
| &nbsp;&nbsp;&nbsp;&nbsp;34637 | AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348389 |
| &nbsp;&nbsp;&nbsp;&nbsp;46328 | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333300 |
| &nbsp;&nbsp;&nbsp;&nbsp;34600 | Chugai Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882534 |
| &nbsp;&nbsp;270000 | CSPC Pharmaceutical Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281090 |
| &nbsp;&nbsp;&nbsp;&nbsp;63535 | Daiichi Sankyo Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044981 |
| &nbsp;&nbsp;&nbsp;&nbsp;17009 | Eisai Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121778 |
| &nbsp;&nbsp;&nbsp;&nbsp;17790 | Elanco Animal Health, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217394 |
| &nbsp;&nbsp;&nbsp;&nbsp;29706 | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10867643 |
| &nbsp;&nbsp;&nbsp;&nbsp;46903 | GSK plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810636 |
| &nbsp;&nbsp;&nbsp;&nbsp;31202 | Hikma Pharmaceuticals plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581477 |
| &nbsp;&nbsp;&nbsp;&nbsp;17076 | Intra-Cellular Therapies, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903662 |
| &nbsp;&nbsp;&nbsp;&nbsp;68014 | Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7546153 |
| &nbsp;&nbsp;&nbsp;&nbsp;8575 | Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776015 |
| &nbsp;&nbsp;&nbsp;&nbsp;30176 | Ono Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705321 |
| &nbsp;&nbsp;183239 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9389166 |
| &nbsp;&nbsp;&nbsp;&nbsp;17250 | UCB S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359187 |
| &nbsp;&nbsp;&nbsp;&nbsp;28988 | Verona Pharma plc ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757456 |
| &nbsp;&nbsp;&nbsp;&nbsp;25393 | Zoetis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3721344 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48367990 |
|  | Total Common Stocks<br> (cost $118,155,520) | &nbsp;&nbsp;&nbsp;&nbsp;$150438003 |
| **RIGHTS - 0.0%** | **RIGHTS - 0.0%** | **RIGHTS - 0.0%** |
|  | **Health Care Equipment - 0.0%** | **Health Care Equipment - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | Abiomed, Inc. CVR<sup>\*(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$903 |
|  | Total Rights<br> (cost $903) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$903 |
|  | Total Long-Term Investments<br> (cost $118,156,423) | &nbsp;&nbsp;&nbsp;&nbsp;$150438906 |

---

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

*62* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Healthcare HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value<sup>†</sup>** |
| **SHORT-TERM INVESTMENTS - 0.7%** | **SHORT-TERM INVESTMENTS - 0.7%** | **SHORT-TERM INVESTMENTS - 0.7%** | **SHORT-TERM INVESTMENTS - 0.7%** |
|  | **Repurchase Agreements - 0.7%** | **Repurchase Agreements - 0.7%** | **Repurchase Agreements - 0.7%** |
| $1054974 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $1,055,473; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $1,076,112 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $1,055,473; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $1,076,112 | $1054974 |
|  | Total Short-Term Investments<br> (cost $1,054,974) | Total Short-Term Investments<br> (cost $1,054,974) | &nbsp;&nbsp;&nbsp;$1054974 |
|  | Total Investments<br> (cost $119,211,397) | &nbsp;&nbsp;&nbsp;99.0% | &nbsp;&nbsp;&nbsp;&nbsp;$151493880 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;1.0% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573687 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$153067567 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |

---

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

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

See "Glossary" for abbreviation descriptions.

---

| | |
|:---|:---|
| \* | Non-income producing. |
| <sup>(1)</sup> | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2022, the aggregate value of these securities was $789,025, representing 0.5% of net assets. |
| <sup>(2)</sup> | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
| <sup>(3)</sup> | Investment valued using significant unobservable inputs. |
| <sup>†</sup> | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |

---

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Biotechnology | &nbsp;&nbsp;$22735532 | &nbsp;&nbsp;$19869380 | &nbsp;&nbsp;$2866152 | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Health Care Distributors | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27453679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25725890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Facilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4928646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4928646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Life Sciences Tools & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16520743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15816603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Managed Health Care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26484442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26484442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48367990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41445248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6922742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$151493880 | &nbsp;&nbsp;$138217180 | &nbsp;&nbsp;$13275797 | &nbsp;&nbsp;$903 |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the year ended December 31, 2022 is not presented.

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

*63* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford International Opportunities HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.5%** | **COMMON STOCKS - 97.5%** | **COMMON STOCKS - 97.5%** |
|  | **Australia - 1.0%** | **Australia - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;459520 | Allkem Ltd.<sup>\*</sup> | $3481189 |
| 1886275 | South32 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5171465 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8652654 |
|  | **Brazil - 1.0%** | **Brazil - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;839679 | Localiza Rent a Car S.A. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8460803 |
|  | **Canada - 6.4%** | **Canada - 6.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;56237 | Brookfield Asset Management Ltd. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610265 |
| &nbsp;&nbsp;&nbsp;&nbsp;198754 | Cameco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4504993 |
| &nbsp;&nbsp;&nbsp;&nbsp;216724 | Canadian Pacific Railway Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16158263 |
| &nbsp;&nbsp;&nbsp;&nbsp;388143 | Cenovus Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7530662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5846 | Constellation Software, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9127186 |
| &nbsp;&nbsp;&nbsp;&nbsp;72496 | Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5292637 |
| &nbsp;&nbsp;&nbsp;&nbsp;324046 | Pembina Pipeline Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10999375 |
| &nbsp;&nbsp;&nbsp;&nbsp;13510 | Ritchie Bros Auctioneers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780367 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56003748 |
|  | **China - 10.5%** | **China - 10.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;341500 | Alibaba Group Holding Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747248 |
| &nbsp;&nbsp;&nbsp;&nbsp;51000 | BYD Co., Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251233 |
| &nbsp;&nbsp;&nbsp;&nbsp;307800 | China Tourism Group Duty Free Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9527537 |
| &nbsp;&nbsp;&nbsp;&nbsp;267826 | ENN Energy Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741006 |
| &nbsp;&nbsp;&nbsp;&nbsp;348250 | JD.com, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9721963 |
| &nbsp;&nbsp;&nbsp;&nbsp;305377 | KE Holdings, Inc. ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263063 |
| &nbsp;&nbsp;1111500 | Li Ning Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9557786 |
| &nbsp;&nbsp;&nbsp;&nbsp;554200 | Meituan Class B<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12278761 |
| &nbsp;&nbsp;2006500 | Ping An Insurance Group Co. of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13182182 |
| &nbsp;&nbsp;&nbsp;&nbsp;325960 | Proya Cosmetics Co., Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7845119 |
| &nbsp;&nbsp;&nbsp;&nbsp;529500 | Shanghai International Airport Co., Ltd. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386501 |
| &nbsp;&nbsp;&nbsp;&nbsp;144091 | Tencent Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6109511 |
| &nbsp;&nbsp;&nbsp;&nbsp;100088 | Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5469809 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91081719 |
|  | **Denmark - 1.4%** | **Denmark - 1.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;42300 | Ascendis Pharma A/S ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5166099 |
| &nbsp;&nbsp;&nbsp;&nbsp;16288 | Genmab A/S<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6886481 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12052580 |
|  | **Finland - 1.1%** | **Finland - 1.1%** |
| &nbsp;&nbsp;1980815 | Nokia Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9202267 |
|  | **France - 8.8%** | **France - 8.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;130117 | Airbus SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15471222 |
| &nbsp;&nbsp;&nbsp;&nbsp;589238 | AXA S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16413520 |
| &nbsp;&nbsp;&nbsp;&nbsp;275387 | Bureau Veritas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7257544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3616 | Hermes International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5597030 |
| &nbsp;&nbsp;&nbsp;&nbsp;21960 | L'Oreal S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7863822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8339 | LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068227 |
| &nbsp;&nbsp;&nbsp;&nbsp;325542 | Renault S.A.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10862891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8681 | Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219113 |
| &nbsp;&nbsp;&nbsp;&nbsp;429936 | Vallourec S.A.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5665463 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76418832 |
|  | **Germany - 7.2%** | **Germany - 7.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;929355 | Commerzbank AG<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8689111 |
| &nbsp;&nbsp;&nbsp;&nbsp;587936 | Deutsche Telekom AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11697910 |
| &nbsp;&nbsp;&nbsp;&nbsp;187676 | Infineon Technologies AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5703827 |
| &nbsp;&nbsp;&nbsp;&nbsp;362618 | RWE AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16030503 |
| &nbsp;&nbsp;&nbsp;&nbsp;147417 | Siemens AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20321611 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62442962 |
|  | **Hong Kong - 1.6%** | **Hong Kong - 1.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;570000 | Geely Automobile Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823383 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.5% - (continued)** | **COMMON STOCKS - 97.5% - (continued)** | **COMMON STOCKS - 97.5% - (continued)** |
|  | **Hong Kong - 1.6% - (continued)** | **Hong Kong - 1.6% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86800 | Hong Kong Exchanges & Clearing Ltd. | $3729816 |
| &nbsp;&nbsp;&nbsp;&nbsp;883645 | Techtronic Industries Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9814500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14367699 |
|  | **India - 3.5%** | **India - 3.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;744262 | Axis Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8375653 |
| &nbsp;&nbsp;&nbsp;&nbsp;361563 | Larsen & Toubro Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9087644 |
| &nbsp;&nbsp;&nbsp;&nbsp;432032 | Reliance Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13263646 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30726943 |
|  | **Indonesia - 0.8%** | **Indonesia - 0.8%** |
| 13185900 | Bank Central Asia Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7230330 |
|  | **Ireland - 2.6%** | **Ireland - 2.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;112074 | CRH plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459954 |
| &nbsp;&nbsp;&nbsp;&nbsp;49364 | Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16090743 |
| &nbsp;&nbsp;&nbsp;&nbsp;65289 | Smurfit Kappa Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2419631 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22970328 |
|  | **Israel - 0.3%** | **Israel - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;17667 | CyberArk Software Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290527 |
|  | **Italy - 1.9%** | **Italy - 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;66671 | Ferrari N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14296819 |
| &nbsp;&nbsp;&nbsp;&nbsp;135471 | FinecoBank Banca Fineco S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249645 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16546464 |
|  | **Japan - 11.8%** | **Japan - 11.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;37500 | Bandai Namco Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350478 |
| &nbsp;&nbsp;&nbsp;&nbsp;207100 | Chiba Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511031 |
| &nbsp;&nbsp;&nbsp;&nbsp;426400 | Dai-ichi Life Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9629549 |
| &nbsp;&nbsp;&nbsp;&nbsp;14525 | Daikin Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203638 |
| &nbsp;&nbsp;&nbsp;&nbsp;33800 | Hoya Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237314 |
| &nbsp;&nbsp;&nbsp;&nbsp;178800 | Kao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7098438 |
| &nbsp;&nbsp;&nbsp;&nbsp;32122 | Keyence Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12471190 |
| &nbsp;&nbsp;2940300 | Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19739449 |
| &nbsp;&nbsp;&nbsp;&nbsp;155300 | Mitsui Fudosan Co., Ltd. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838413 |
| &nbsp;&nbsp;&nbsp;&nbsp;14800 | Oriental Land Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153758 |
| &nbsp;&nbsp;&nbsp;&nbsp;481200 | Resona Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642949 |
| &nbsp;&nbsp;&nbsp;&nbsp;203300 | Sony Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15495846 |
| &nbsp;&nbsp;&nbsp;&nbsp;223800 | Subaru Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388347 |
| &nbsp;&nbsp;&nbsp;&nbsp;123287 | Sysmex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7442908 |
| &nbsp;&nbsp;&nbsp;&nbsp;743199 | T&D Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10638699 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102842007 |
|  | **Netherlands - 0.7%** | **Netherlands - 0.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;61881 | Wolters Kluwer N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6474932 |
|  | **Norway - 0.3%** | **Norway - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;76037 | Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732788 |
|  | **South Korea - 0.9%** | **South Korea - 0.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;188177 | Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8259699 |
|  | **Spain - 2.3%** | **Spain - 2.3%** |
| &nbsp;&nbsp;1752163 | Iberdrola S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20453854 |
|  | **Switzerland - 9.0%** | **Switzerland - 9.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;213963 | Alcon, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14681917 |
| &nbsp;&nbsp;&nbsp;&nbsp;26412 | Lonza Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12965001 |
| &nbsp;&nbsp;&nbsp;&nbsp;70361 | Nestle S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8127354 |
| &nbsp;&nbsp;&nbsp;&nbsp;306340 | Novartis AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27722979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1777 | Partners Group Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573503 |
| &nbsp;&nbsp;&nbsp;&nbsp;42302 | Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13292868 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78363622 |
|  | **Taiwan - 1.9%** | **Taiwan - 1.9%** |
| &nbsp;&nbsp;1133806 | Taiwan Semiconductor Manufacturing Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16466785 |

---

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

*64* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford International Opportunities HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.5% - (continued)** | **COMMON STOCKS - 97.5% - (continued)** | **COMMON STOCKS - 97.5% - (continued)** |
|  | **Thailand - 1.3%** | **Thailand - 1.3%** |
| 2656673 | Kasikornbank PCL | $11313968 |
|  | **United Kingdom - 20.0%** | **United Kingdom - 20.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;408159 | Allfunds Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2862310 |
| &nbsp;&nbsp;&nbsp;&nbsp;532120 | Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20837751 |
| &nbsp;&nbsp;&nbsp;&nbsp;162772 | AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22026202 |
| 1700757 | BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17566101 |
| &nbsp;&nbsp;&nbsp;&nbsp;389939 | CNH Industrial N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255398 |
| &nbsp;&nbsp;&nbsp;&nbsp;277719 | Diageo plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12156276 |
| &nbsp;&nbsp;&nbsp;2616350 | HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16214918 |
| &nbsp;&nbsp;&nbsp;&nbsp;107804 | London Stock Exchange Group plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9262649 |
| &nbsp;&nbsp;&nbsp;&nbsp;950257 | Prudential plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12957027 |
| &nbsp;&nbsp;&nbsp;&nbsp;281509 | Rio Tinto plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19813729 |
| &nbsp;&nbsp;&nbsp;&nbsp;318176 | Shell plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9022628 |
| &nbsp;&nbsp;&nbsp;&nbsp;145952 | Subsea 7 S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690072 |
| &nbsp;&nbsp;&nbsp;&nbsp;467902 | Unilever plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23623349 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174288410 |
|  | **United States - 1.2%** | **United States - 1.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;599163 | Tenaris S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507941 |
|  | Total Common Stocks<br> (cost $785,793,346) | &nbsp;&nbsp;&nbsp;&nbsp;$850151862 |
| **EXCHANGE-TRADED FUNDS - 0.2%** | **EXCHANGE-TRADED FUNDS - 0.2%** | **EXCHANGE-TRADED FUNDS - 0.2%** |
|  | **Other Investment Pools & Funds - 0.2%** | **Other Investment Pools & Funds - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33737 | iShares MSCI ACWI ex U.S. ETF<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;$1535034 |
|  | Total Exchange-Traded Funds<br> (cost $1,549,935) | &nbsp;&nbsp;&nbsp;&nbsp;$1535034 |
| **RIGHTS - 0.0%** | **RIGHTS - 0.0%** | **RIGHTS - 0.0%** |
|  | **Brazil - 0.0%** | **Brazil - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669 | Localiza Rent a Car S.A. Expires 01/31/2023<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7477 |
|  | Total Rights<br> (cost $—) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7477 |
|  | Total Long-Term Investments<br> (cost $787,343,281) | &nbsp;&nbsp;&nbsp;&nbsp;$851694373 |
| **SHORT-TERM INVESTMENTS - 0.8%** | **SHORT-TERM INVESTMENTS - 0.8%** | **SHORT-TERM INVESTMENTS - 0.8%** |
|  | **Repurchase Agreements - 0.6%** | **Repurchase Agreements - 0.6%** |
| $5270364 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $5,272,859; collateralized by U.S. Treasury Note at 2.375%, maturing 03/31/2029, with a market value of $5,375,785 | &nbsp;&nbsp;&nbsp;$5270364 |
|  | **Securities Lending Collateral - 0.2%** | **Securities Lending Collateral - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;234765 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234765 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **SHORT-TERM INVESTMENTS - 0.8% - (continued)** | **SHORT-TERM INVESTMENTS - 0.8% - (continued)** | **SHORT-TERM INVESTMENTS - 0.8% - (continued)** | **SHORT-TERM INVESTMENTS - 0.8% - (continued)** |
|  | **Securities Lending Collateral - 0.2% - (continued)** | **Securities Lending Collateral - 0.2% - (continued)** | **Securities Lending Collateral - 0.2% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;782550 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(3)</sup> | $782550 |
| &nbsp;&nbsp;&nbsp;&nbsp;234765 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234765 |
| &nbsp;&nbsp;&nbsp;&nbsp;234765 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234765 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486845 |
|  | Total Short-Term Investments<br> (cost $6,757,209) | Total Short-Term Investments<br> (cost $6,757,209) | &nbsp;&nbsp;&nbsp;$6757209 |
|  | Total Investments<br> (cost $794,100,490) | &nbsp;&nbsp;&nbsp;98.5% | &nbsp;&nbsp;&nbsp;&nbsp;$858451582 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;1.5% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12938136 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$871389718 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
|  | Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor's. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

---

| | |
|:---|:---|
| \* | Non-income producing. |
| <sup>(1)</sup> | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2022, the aggregate value of this security was $12,278,761, representing 1.4% of net assets. |
| <sup>(2)</sup> | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
| <sup>(3)</sup> | Current yield as of period end. |
| <sup>†</sup> | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |

---

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

*65* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford International Opportunities HLS Fund

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;$8652654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$8652654 | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8460803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8460803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56003748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56003748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91081719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9732872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81348847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12052580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5166099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6886481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9202267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9202267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76418832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76418832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62442962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62442962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14367699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14367699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30726943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30726943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7230330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7230330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22970328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22970328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16546464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16546464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102842007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102842007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6474932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6474932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8259699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8259699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20453854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20453854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78363622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78363622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16466785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16466785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11313968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11313968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174288410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174288410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6757209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$858451582 | &nbsp;&nbsp;$95997373 | &nbsp;&nbsp;$762454209 | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3.

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

*66* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford MidCap HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 100.0%** | **COMMON STOCKS - 100.0%** | **COMMON STOCKS - 100.0%** |
|  | **Automobiles & Components - 1.0%** | **Automobiles & Components - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84398 | Visteon Corp.<sup>\*</sup> | $11041790 |
|  | **Banks - 2.6%** | **Banks - 2.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;116364 | First Republic Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14183608 |
| &nbsp;&nbsp;&nbsp;&nbsp;102807 | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14913183 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29096791 |
|  | **Capital Goods - 13.9%** | **Capital Goods - 13.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;173354 | Axon Enterprise, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28764629 |
| &nbsp;&nbsp;&nbsp;&nbsp;146552 | Builders FirstSource, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9508294 |
| &nbsp;&nbsp;&nbsp;&nbsp;146217 | Graco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9834555 |
| &nbsp;&nbsp;&nbsp;&nbsp;100517 | IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22951047 |
| &nbsp;&nbsp;&nbsp;&nbsp;304540 | Ingersoll Rand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15912215 |
| &nbsp;&nbsp;&nbsp;&nbsp;65573 | Lennox International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15687029 |
| &nbsp;&nbsp;&nbsp;&nbsp;86239 | Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12460673 |
| &nbsp;&nbsp;&nbsp;&nbsp;49204 | Middleby Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6588416 |
| &nbsp;&nbsp;&nbsp;&nbsp;38682 | Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195485 |
| &nbsp;&nbsp;&nbsp;&nbsp;37755 | Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9416097 |
| &nbsp;&nbsp;&nbsp;&nbsp;180057 | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17971489 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158289929 |
|  | **Commercial & Professional Services - 1.9%** | **Commercial & Professional Services - 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;429815 | Dun & Bradstreet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5269532 |
| &nbsp;&nbsp;&nbsp;&nbsp;199651 | GFL Environmental, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5835799 |
| &nbsp;&nbsp;&nbsp;&nbsp;78238 | Robert Half International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5776312 |
| &nbsp;&nbsp;&nbsp;&nbsp;94566 | TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366620 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22248263 |
|  | **Consumer Durables & Apparel - 4.0%** | **Consumer Durables & Apparel - 4.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;31726 | Carter's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5066 | NVR, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23367330 |
| &nbsp;&nbsp;&nbsp;&nbsp;763307 | Vizio Holding Corp. Class A<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5656105 |
| &nbsp;&nbsp;&nbsp;&nbsp;340724 | YETI Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14075308 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45465820 |
|  | **Consumer Services - 3.2%** | **Consumer Services - 3.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;139013 | Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15658424 |
| &nbsp;&nbsp;&nbsp;&nbsp;92772 | Hyatt Hotels Corp. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8391228 |
| &nbsp;&nbsp;&nbsp;&nbsp;87936 | Wingstop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12101752 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36151404 |
|  | **Diversified Financials - 3.0%** | **Diversified Financials - 3.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;42679 | Credit Acceptance Corp.<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20246918 |
| &nbsp;&nbsp;&nbsp;&nbsp;85175 | Hamilton Lane, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440979 |
| &nbsp;&nbsp;&nbsp;&nbsp;128397 | Tradeweb Markets, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8336817 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34024714 |
|  | **Energy - 6.3%** | **Energy - 6.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;470466 | Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11559350 |
| &nbsp;&nbsp;&nbsp;&nbsp;585086 | Marathon Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15838278 |
| &nbsp;&nbsp;&nbsp;&nbsp;268319 | Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13606456 |
| &nbsp;&nbsp;&nbsp;&nbsp;195444 | PDC Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12406785 |
| &nbsp;&nbsp;&nbsp;&nbsp;257993 | Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18962486 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72373355 |
|  | **Food & Staples Retailing - 0.1%** | **Food & Staples Retailing - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;16772 | BJ's Wholesale Club Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109636 |
|  | **Health Care Equipment & Services - 5.9%** | **Health Care Equipment & Services - 5.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;270387 | Inari Medical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17185798 |
| &nbsp;&nbsp;&nbsp;&nbsp;80717 | Insulet Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23762278 |
| &nbsp;&nbsp;&nbsp;&nbsp;217387 | Integra LifeSciences Holdings Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12188889 |
| &nbsp;&nbsp;&nbsp;&nbsp;54383 | Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13575628 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66712593 |
|  | **Insurance - 3.1%** | **Insurance - 3.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;15879 | Markel Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20920424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3861 | White Mountains Insurance Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460728 |
| &nbsp;&nbsp;&nbsp;&nbsp;127631 | WR Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9262181 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35643333 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** |
|  | **Materials - 5.4%** | **Materials - 5.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88481 | Ball Corp. | $4524918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15903 | Celanese Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1625923 |
| &nbsp;&nbsp;&nbsp;&nbsp;891744 | Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16220823 |
| &nbsp;&nbsp;&nbsp;&nbsp;112770 | FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14073696 |
| &nbsp;&nbsp;&nbsp;&nbsp;137485 | Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3059041 |
| &nbsp;&nbsp;&nbsp;&nbsp;320152 | Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16596680 |
| &nbsp;&nbsp;&nbsp;&nbsp;53194 | Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5197054 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61298135 |
|  | **Media & Entertainment - 1.8%** | **Media & Entertainment - 1.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;15042 | Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10707798 |
| &nbsp;&nbsp;&nbsp;&nbsp;407656 | Cargurus, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5711261 |
| &nbsp;&nbsp;&nbsp;&nbsp;103777 | Roku, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4223724 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20642783 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 14.2%** | **Pharmaceuticals, Biotechnology & Life Sciences - 14.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;46946 | Alnylam Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11156717 |
| &nbsp;&nbsp;&nbsp;&nbsp;196486 | Apellis Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10160291 |
| &nbsp;&nbsp;&nbsp;&nbsp;227185 | Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18829093 |
| &nbsp;&nbsp;&nbsp;&nbsp;268713 | Exact Sciences Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13303980 |
| &nbsp;&nbsp;&nbsp;&nbsp;55595 | ICON plc<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10799329 |
| &nbsp;&nbsp;&nbsp;&nbsp;133970 | Jazz Pharmaceuticals plc<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21342761 |
| &nbsp;&nbsp;&nbsp;&nbsp;85852 | Neurocrine Biosciences, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10254163 |
| &nbsp;&nbsp;&nbsp;&nbsp;228351 | PTC Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8716158 |
| &nbsp;&nbsp;&nbsp;&nbsp;91021 | Repligen Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15410765 |
| &nbsp;&nbsp;&nbsp;&nbsp;131306 | Sage Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5008011 |
| &nbsp;&nbsp;&nbsp;&nbsp;66473 | Syneos Health, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438230 |
| &nbsp;&nbsp;&nbsp;&nbsp;225456 | Ultragenyx Pharmaceutical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10445376 |
| &nbsp;&nbsp;&nbsp;&nbsp;86782 | United Therapeutics Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24133206 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161998080 |
|  | **Real Estate - 1.0%** | **Real Estate - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;394859 | Host Hotels & Resorts, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6337487 |
| &nbsp;&nbsp;&nbsp;&nbsp;103280 | Rexford Industrial Realty, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5643219 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11980706 |
|  | **Retailing - 3.9%** | **Retailing - 3.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;152856 | CarMax, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9307402 |
| &nbsp;&nbsp;&nbsp;&nbsp;426832 | Chewy, Inc. Class A<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15826931 |
| &nbsp;&nbsp;&nbsp;&nbsp;162167 | Etsy, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19424363 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44558696 |
|  | **Semiconductors & Semiconductor Equipment - 2.6%** | **Semiconductors & Semiconductor Equipment - 2.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;53760 | First Solar, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052710 |
| &nbsp;&nbsp;&nbsp;&nbsp;27075 | MKS Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9721 | Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437443 |
| &nbsp;&nbsp;&nbsp;&nbsp;52876 | Silicon Laboratories, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7173687 |
| &nbsp;&nbsp;&nbsp;&nbsp;94060 | Synaptics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950749 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29908654 |
|  | **Software & Services - 15.5%** | **Software & Services - 15.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;124886 | Datadog, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9179121 |
| &nbsp;&nbsp;&nbsp;&nbsp;389275 | Dynatrace, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14909232 |
| &nbsp;&nbsp;&nbsp;&nbsp;17839 | Fair Isaac Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10678069 |
| &nbsp;&nbsp;&nbsp;&nbsp;504297 | Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23359037 |
| &nbsp;&nbsp;&nbsp;&nbsp;109601 | Guidewire Software, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6856639 |
| &nbsp;&nbsp;&nbsp;&nbsp;664698 | Informatica, Inc. Class A<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10827930 |
| &nbsp;&nbsp;&nbsp;&nbsp;162034 | LiveRamp Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3798077 |
| &nbsp;&nbsp;&nbsp;&nbsp;60446 | MongoDB, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11898191 |
| &nbsp;&nbsp;&nbsp;&nbsp;452316 | Nuvei Corp.<sup>\*(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11493350 |
| &nbsp;&nbsp;&nbsp;&nbsp;559468 | Olo, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3496675 |
| &nbsp;&nbsp;&nbsp;&nbsp;280709 | Q2 Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7542651 |
| &nbsp;&nbsp;&nbsp;&nbsp;387110 | Shift4 Payments, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21651062 |
| &nbsp;&nbsp;&nbsp;&nbsp;137623 | Teradata Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632390 |
| &nbsp;&nbsp;&nbsp;&nbsp;60791 | VeriSign, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12488903 |
| &nbsp;&nbsp;&nbsp;&nbsp;143399 | WEX, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23467246 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176278573 |
|  | **Technology Hardware & Equipment - 4.1%** | **Technology Hardware & Equipment - 4.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;61716 | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11021243 |

---

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

*67* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford MidCap HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** |
|  | **Technology Hardware & Equipment - 4.1% - (continued)** | **Technology Hardware & Equipment - 4.1% - (continued)** | **Technology Hardware & Equipment - 4.1% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;268997 | Coherent Corp.<sup>\*</sup> | Coherent Corp.<sup>\*</sup> | $9441795 |
| &nbsp;&nbsp;&nbsp;&nbsp;275154 | CommScope Holding Co., Inc.<sup>\*</sup> | CommScope Holding Co., Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66465 | F5, Inc.<sup>\*</sup> | F5, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9538392 |
| &nbsp;&nbsp;&nbsp;&nbsp;256789 | Flex Ltd.<sup>\*</sup> | Flex Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5510692 |
| &nbsp;&nbsp;&nbsp;&nbsp;169959 | Lumentum Holdings, Inc.<sup>\*</sup> | Lumentum Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8866761 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46401265 |
|  | **Transportation - 5.5%** | **Transportation - 5.5%** | **Transportation - 5.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;118006 | CH Robinson Worldwide, Inc. | CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10804629 |
| &nbsp;&nbsp;&nbsp;&nbsp;111148 | Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11550500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80955 | J.B. Hunt Transport Services, Inc. | J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14115314 |
| &nbsp;&nbsp;&nbsp;&nbsp;242875 | Knight-Swift Transportation Holdings, Inc. | Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12729079 |
| &nbsp;&nbsp;&nbsp;&nbsp;253811 | U-Haul Holding Co. | U-Haul Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13954529 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63154051 |
|  | **Utilities - 1.0%** | **Utilities - 1.0%** | **Utilities - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82109 | Black Hills Corp. | Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775547 |
| &nbsp;&nbsp;&nbsp;&nbsp;189012 | NiSource, Inc. | NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5182709 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10958256 |
|  | Total Common Stocks<br> (cost $969,954,927) |  | &nbsp;&nbsp;&nbsp;&nbsp;$1139336827 |
| **SHORT-TERM INVESTMENTS - 1.8%** | **SHORT-TERM INVESTMENTS - 1.8%** | **SHORT-TERM INVESTMENTS - 1.8%** | **SHORT-TERM INVESTMENTS - 1.8%** |
|  | **Repurchase Agreements - 0.0%** | **Repurchase Agreements - 0.0%** | **Repurchase Agreements - 0.0%** |
| $642872 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $643,176; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $655,769 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $643,176; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $655,769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$642872 |
|  | **Securities Lending Collateral - 1.8%** | **Securities Lending Collateral - 1.8%** | **Securities Lending Collateral - 1.8%** |
| &nbsp;&nbsp;3190099 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190099 |
| 10633664 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10633664 |
| &nbsp;&nbsp;3190099 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190099 |
| &nbsp;&nbsp;3190099 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190099 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20203961 |
|  | Total Short-Term Investments<br> (cost $20,846,833) | Total Short-Term Investments<br> (cost $20,846,833) | &nbsp;&nbsp;&nbsp;&nbsp;$20846833 |
|  | Total Investments<br> (cost $990,801,760) | 101.8% | &nbsp;&nbsp;&nbsp;&nbsp;$1160183660 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;(1.8)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20075489) |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$1140108171 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
|  | Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor's. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

---

| | |
|:---|:---|
| \* | Non-income producing. |
| <sup>(1)</sup> | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
| <sup>(2)</sup> | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2022, the aggregate value of this security was $11,493,350, representing 1.0% of net assets. |
| <sup>(3)</sup> | Current yield as of period end. |
| <sup>†</sup> | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |

---

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

*68* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford MidCap HLS Fund

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles & Components | &nbsp;&nbsp;&nbsp;&nbsp;$11041790 | &nbsp;&nbsp;&nbsp;&nbsp;$11041790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29096791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29096791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158289929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158289929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Commercial & Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22248263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22248263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45465820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45465820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36151404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36151404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34024714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34024714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72373355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72373355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food & Staples Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66712593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66712593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35643333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35643333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61298135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61298135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20642783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20642783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161998080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161998080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11980706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11980706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44558696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44558696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29908654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29908654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176278573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176278573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46401265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46401265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63154051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63154051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10958256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10958256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20846833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20203961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$1160183660 | &nbsp;&nbsp;$1159540788 | &nbsp;&nbsp;$642872 | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3.

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

*69* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Cap Growth HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 96.6%** | **COMMON STOCKS - 96.6%** | **COMMON STOCKS - 96.6%** |
|  | **Automobiles & Components - 3.3%** | **Automobiles & Components - 3.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;83893 | Fox Factory Holding Corp.<sup>\*</sup> | $7653558 |
| &nbsp;&nbsp;&nbsp;&nbsp;63371 | Patrick Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3840283 |
| &nbsp;&nbsp;&nbsp;&nbsp;59873 | Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4519813 |
| &nbsp;&nbsp;&nbsp;&nbsp;49919 | Visteon Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6530903 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22544557 |
|  | **Banks - 2.8%** | **Banks - 2.8%** |
| &nbsp;&nbsp;455933 | MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5927129 |
| &nbsp;&nbsp;149154 | Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600732 |
| &nbsp;&nbsp;&nbsp;&nbsp;76886 | Triumph Bancorp, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757419 |
| &nbsp;&nbsp;&nbsp;&nbsp;69580 | Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144185 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19429465 |
|  | **Capital Goods - 13.4%** | **Capital Goods - 13.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;78393 | Ameresco, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479376 |
| &nbsp;&nbsp;&nbsp;&nbsp;99058 | Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12484280 |
| &nbsp;&nbsp;&nbsp;&nbsp;45502 | Armstrong World Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120982 |
| &nbsp;&nbsp;&nbsp;&nbsp;44572 | Boise Cascade Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060759 |
| &nbsp;&nbsp;&nbsp;&nbsp;47222 | Chart Industries, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441391 |
| &nbsp;&nbsp;&nbsp;&nbsp;41899 | Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6996714 |
| &nbsp;&nbsp;124698 | Fluor Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322033 |
| &nbsp;&nbsp;&nbsp;&nbsp;30677 | Herc Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036173 |
| &nbsp;&nbsp;&nbsp;&nbsp;73340 | ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5947874 |
| &nbsp;&nbsp;&nbsp;&nbsp;72293 | John Bean Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6602520 |
| &nbsp;&nbsp;&nbsp;&nbsp;62800 | Rush Enterprises, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283184 |
| &nbsp;&nbsp;180459 | Shoals Technologies Group, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4451923 |
| &nbsp;&nbsp;113463 | SPX Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7448846 |
| &nbsp;&nbsp;371617 | Stem, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322256 |
| &nbsp;&nbsp;215428 | WillScot Mobile Mini Holdings Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9730883 |
| &nbsp;&nbsp;382542 | Zurn Water Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8090763 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92819957 |
|  | **Commercial & Professional Services - 6.9%** | **Commercial & Professional Services - 6.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;91134 | ASGN, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7425598 |
| &nbsp;&nbsp;&nbsp;&nbsp;30111 | CACI International, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9051066 |
| &nbsp;&nbsp;&nbsp;&nbsp;71898 | Casella Waste Systems, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5702231 |
| &nbsp;&nbsp;&nbsp;&nbsp;31253 | Clean Harbors, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566592 |
| &nbsp;&nbsp;&nbsp;&nbsp;45001 | Exponent, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459149 |
| &nbsp;&nbsp;&nbsp;&nbsp;77032 | Insperity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750835 |
| &nbsp;&nbsp;112746 | KBR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5952989 |
| &nbsp;&nbsp;&nbsp;&nbsp;19579 | Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2842675 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47751135 |
|  | **Consumer Durables & Apparel - 3.8%** | **Consumer Durables & Apparel - 3.8%** |
| &nbsp;&nbsp;110608 | Crocs, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11993225 |
| &nbsp;&nbsp;&nbsp;&nbsp;18088 | Deckers Outdoor Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7220006 |
| &nbsp;&nbsp;171657 | YETI Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7091151 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26304382 |
|  | **Consumer Services - 4.6%** | **Consumer Services - 4.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;27238 | Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758930 |
| &nbsp;&nbsp;113793 | Penn National Gaming, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379652 |
| &nbsp;&nbsp;&nbsp;&nbsp;72222 | PowerSchool Holdings, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666884 |
| &nbsp;&nbsp;119197 | Texas Roadhouse, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10840967 |
| &nbsp;&nbsp;&nbsp;&nbsp;74582 | Wingstop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10263975 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31910408 |
|  | **Diversified Financials - 0.9%** | **Diversified Financials - 0.9%** |
| &nbsp;&nbsp;110484 | Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6448951 |
|  | **Energy - 6.0%** | **Energy - 6.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;56494 | Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7728944 |
| &nbsp;&nbsp;141367 | Helmerich & Payne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7007562 |
| &nbsp;&nbsp;362326 | Magnolia Oil & Gas Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8496545 |
| &nbsp;&nbsp;104095 | Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5278658 |
| &nbsp;&nbsp;&nbsp;&nbsp;99560 | PDC Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320069 |
| &nbsp;&nbsp;190293 | SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6627905 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41459683 |
|  | **Food & Staples Retailing - 0.8%** | **Food & Staples Retailing - 0.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;97105 | Performance Food Group Co.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5669961 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 96.6% - (continued)** | **COMMON STOCKS - 96.6% - (continued)** | **COMMON STOCKS - 96.6% - (continued)** |
|  | **Food, Beverage & Tobacco - 4.4%** | **Food, Beverage & Tobacco - 4.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8720 | Boston Beer Co., Inc. Class A<sup>\*</sup> | $2873414 |
| &nbsp;&nbsp;&nbsp;&nbsp;69654 | Celsius Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7246802 |
| &nbsp;&nbsp;&nbsp;&nbsp;73682 | Freshpet, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3888199 |
| &nbsp;&nbsp;&nbsp;&nbsp;32593 | Lancaster Colony Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6430599 |
| &nbsp;&nbsp;&nbsp;&nbsp;131698 | Simply Good Foods Co.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5008475 |
| &nbsp;&nbsp;&nbsp;&nbsp;356821 | Sovos Brands, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5127518 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30575007 |
|  | **Health Care Equipment & Services - 9.6%** | **Health Care Equipment & Services - 9.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;24239 | Amedisys, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024926 |
| &nbsp;&nbsp;&nbsp;&nbsp;95433 | AtriCure, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235316 |
| &nbsp;&nbsp;&nbsp;&nbsp;92088 | Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5507783 |
| &nbsp;&nbsp;&nbsp;&nbsp;96129 | Glaukos Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4198915 |
| &nbsp;&nbsp;114744 | Globus Medical, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8522037 |
| &nbsp;&nbsp;110575 | Haemonetics Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8696724 |
| &nbsp;&nbsp;&nbsp;&nbsp;89771 | HealthEquity, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5533484 |
| &nbsp;&nbsp;&nbsp;&nbsp;67370 | Inari Medical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282037 |
| &nbsp;&nbsp;&nbsp;&nbsp;14528 | Inspire Medical Systems, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3659313 |
| &nbsp;&nbsp;127053 | Integra LifeSciences Holdings Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7123862 |
| &nbsp;&nbsp;&nbsp;&nbsp;23508 | ModivCare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2109373 |
| &nbsp;&nbsp;&nbsp;&nbsp;64709 | Omnicell, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262628 |
| &nbsp;&nbsp;207355 | Owens & Minor, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049643 |
| &nbsp;&nbsp;&nbsp;&nbsp;15997 | Shockwave Medical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289143 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66495184 |
|  | **Household & Personal Products - 0.4%** | **Household & Personal Products - 0.4%** |
| &nbsp;&nbsp;305247 | Beauty Health Co.<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777748 |
|  | **Insurance - 0.4%** | **Insurance - 0.4%** |
| &nbsp;&nbsp;120829 | James River Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526534 |
|  | **Materials - 3.7%** | **Materials - 3.7%** |
| &nbsp;&nbsp;285807 | Axalta Coating Systems Ltd.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7279504 |
| &nbsp;&nbsp;&nbsp;&nbsp;96441 | Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6446117 |
| &nbsp;&nbsp;&nbsp;&nbsp;47205 | Ingevity Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325120 |
| &nbsp;&nbsp;305892 | Livent Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6078074 |
| &nbsp;&nbsp;&nbsp;&nbsp;45685 | Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704552 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25833367 |
|  | **Media & Entertainment - 1.5%** | **Media & Entertainment - 1.5%** |
| &nbsp;&nbsp;173759 | Bumble, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657627 |
| &nbsp;&nbsp;&nbsp;&nbsp;82167 | Ziff Davis, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6499410 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10157037 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 11.4%** | **Pharmaceuticals, Biotechnology & Life Sciences - 11.4%** |
| &nbsp;&nbsp;193663 | Aclaris Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050192 |
| &nbsp;&nbsp;&nbsp;&nbsp;58053 | Apellis Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3001921 |
| &nbsp;&nbsp;&nbsp;&nbsp;86914 | Blueprint Medicines Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807702 |
| &nbsp;&nbsp;&nbsp;&nbsp;89243 | Celldex Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3977561 |
| &nbsp;&nbsp;130221 | Crinetics Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383044 |
| &nbsp;&nbsp;&nbsp;&nbsp;96868 | Cytokinetics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4438492 |
| &nbsp;&nbsp;123527 | Denali Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435286 |
| &nbsp;&nbsp;&nbsp;&nbsp;38589 | Halozyme Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195714 |
| &nbsp;&nbsp;&nbsp;&nbsp;62139 | Harmony Biosciences Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423859 |
| &nbsp;&nbsp;532717 | ImmunoGen, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642276 |
| &nbsp;&nbsp;101959 | Inhibrx, Inc.<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512270 |
| &nbsp;&nbsp;100086 | Intra-Cellular Therapies, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5296551 |
| &nbsp;&nbsp;&nbsp;&nbsp;26228 | Karuna Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5153802 |
| &nbsp;&nbsp;&nbsp;&nbsp;76469 | Kymera Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908666 |
| &nbsp;&nbsp;112989 | Morphic Holding, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022456 |
| &nbsp;&nbsp;&nbsp;&nbsp;77939 | Pacira BioSciences, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009225 |
| &nbsp;&nbsp;&nbsp;&nbsp;85941 | PTC Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280368 |
| &nbsp;&nbsp;&nbsp;&nbsp;59207 | Replimune Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610430 |
| &nbsp;&nbsp;157249 | Revance Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902817 |
| &nbsp;&nbsp;133527 | Revolution Medicines, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180613 |
| &nbsp;&nbsp;&nbsp;&nbsp;61907 | Sage Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361133 |
| &nbsp;&nbsp;129299 | Syndax Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290660 |
| &nbsp;&nbsp;108076 | Vaxcyte, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5182244 |

---

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

*70* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Cap Growth HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 96.6% - (continued)** | **COMMON STOCKS - 96.6% - (continued)** | **COMMON STOCKS - 96.6% - (continued)** |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 11.4% -<br> (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences - 11.4% -<br> (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;98273 | Veracyte, Inc.<sup>\*</sup> | $2332018 |
| &nbsp;&nbsp;&nbsp;&nbsp;95625 | Zentalis Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1925887 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79325187 |
|  | **Real Estate - 2.3%** | **Real Estate - 2.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;55756 | Agree Realty Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3954773 |
| &nbsp;&nbsp;&nbsp;&nbsp;194223 | Phillips Edison & Co., Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6184061 |
| &nbsp;&nbsp;&nbsp;&nbsp;66749 | Ryman Hospitality Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5458733 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15597567 |
|  | **Retailing - 0.9%** | **Retailing - 0.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;31765 | Burlington Stores, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6440671 |
|  | **Semiconductors & Semiconductor Equipment - 4.2%** | **Semiconductors & Semiconductor Equipment - 4.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;70789 | Axcelis Technologies, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5617815 |
| &nbsp;&nbsp;&nbsp;&nbsp;44849 | Cirrus Logic, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340354 |
| &nbsp;&nbsp;&nbsp;&nbsp;55754 | Lattice Semiconductor Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3617319 |
| &nbsp;&nbsp;&nbsp;&nbsp;44120 | MKS Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3738288 |
| &nbsp;&nbsp;&nbsp;&nbsp;90856 | Power Integrations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6516192 |
| &nbsp;&nbsp;&nbsp;&nbsp;44636 | Silicon Laboratories, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6055766 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28885734 |
|  | **Software & Services - 11.8%** | **Software & Services - 11.8%** |
| &nbsp;&nbsp;101133 | Alarm.com Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5004061 |
| &nbsp;&nbsp;&nbsp;&nbsp;81110 | Blackbaud, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4774135 |
| &nbsp;&nbsp;&nbsp;&nbsp;66557 | Ceridian HCM Holding, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4269632 |
| &nbsp;&nbsp;&nbsp;&nbsp;38362 | Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5108284 |
| &nbsp;&nbsp;&nbsp;&nbsp;43446 | Consensus Cloud Solutions, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335657 |
| &nbsp;&nbsp;&nbsp;&nbsp;48821 | DigitalOcean Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243471 |
| &nbsp;&nbsp;226794 | EngageSmart, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3991574 |
| &nbsp;&nbsp;&nbsp;&nbsp;39103 | ExlService Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625221 |
| &nbsp;&nbsp;&nbsp;&nbsp;50939 | Five9, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456720 |
| &nbsp;&nbsp;&nbsp;&nbsp;51269 | Manhattan Associates, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6224057 |
| &nbsp;&nbsp;&nbsp;&nbsp;93479 | Olo, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584244 |
| &nbsp;&nbsp;&nbsp;&nbsp;96150 | Perficient, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6714154 |
| &nbsp;&nbsp;&nbsp;&nbsp;65248 | Rapid7, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2217127 |
| &nbsp;&nbsp;142012 | Repay Holdings Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143197 |
| &nbsp;&nbsp;105967 | Shift4 Payments, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5926734 |
| &nbsp;&nbsp;&nbsp;&nbsp;85902 | Sprout Social, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850027 |
| &nbsp;&nbsp;584647 | Verra Mobility Corp. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8085668 |
| &nbsp;&nbsp;&nbsp;&nbsp;27535 | WEX, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4506103 |
| &nbsp;&nbsp;&nbsp;&nbsp;56490 | Workiva, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4743465 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81803531 |
|  | **Technology Hardware & Equipment - 3.5%** | **Technology Hardware & Equipment - 3.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;74692 | Fabrinet <sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9577008 |
| &nbsp;&nbsp;&nbsp;&nbsp;66829 | Insight Enterprises, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700944 |
| &nbsp;&nbsp;&nbsp;&nbsp;40486 | Lumentum Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112155 |
| &nbsp;&nbsp;&nbsp;&nbsp;43920 | Novanta, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5967410 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24357517 |
|  | Total Common Stocks<br> (cost $560,151,882) | &nbsp;&nbsp;&nbsp;&nbsp;$669113583 |
| **EXCHANGE-TRADED FUNDS - 2.0%** | **EXCHANGE-TRADED FUNDS - 2.0%** | **EXCHANGE-TRADED FUNDS - 2.0%** |
|  | **Other Investment Pools & Funds - 2.0%** | **Other Investment Pools & Funds - 2.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;65177 | iShares Russell 2000 Growth ETF <sup>(1)</sup> | &nbsp;&nbsp;$13981770 |
|  | Total Exchange-Traded Funds<br> (cost $13,332,401) | &nbsp;&nbsp;&nbsp;&nbsp;$13981770 |
|  | Total Long-Term Investments<br> (cost $573,484,283) | &nbsp;&nbsp;&nbsp;&nbsp;$683095353 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **SHORT-TERM INVESTMENTS - 2.2%** | **SHORT-TERM INVESTMENTS - 2.2%** | **SHORT-TERM INVESTMENTS - 2.2%** | **SHORT-TERM INVESTMENTS - 2.2%** |
|  | **Repurchase Agreements - 0.3%** | **Repurchase Agreements - 0.3%** | **Repurchase Agreements - 0.3%** |
| $2151103 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $2,152,121; collateralized by U.S. Treasury Note at 2.375%, maturing 03/31/2029, with a market value of $2,194,131 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $2,152,121; collateralized by U.S. Treasury Note at 2.375%, maturing 03/31/2029, with a market value of $2,194,131 | $2151103 |
|  | **Securities Lending Collateral - 1.9%** | **Securities Lending Collateral - 1.9%** | **Securities Lending Collateral - 1.9%** |
| &nbsp;&nbsp;&nbsp;2136179 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2136179 |
| &nbsp;&nbsp;&nbsp;7120595 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7120595 |
| &nbsp;&nbsp;&nbsp;2136178 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2136178 |
| &nbsp;&nbsp;&nbsp;2136178 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2136178 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13529130 |
|  | Total Short-Term Investments<br> (cost $15,680,233) | Total Short-Term Investments<br> (cost $15,680,233) | &nbsp;&nbsp;$15680233 |
|  | Total Investments<br> (cost $589,164,516) | 100.8% | &nbsp;&nbsp;&nbsp;&nbsp;$698775586 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;(0.8)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5833967) |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$692941619 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor's. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

---

| | |
|:---|:---|
| \* | Non-income producing. |
| <sup>(1)</sup> | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
| <sup>(2)</sup> | Current yield as of period end. |
| <sup>†</sup> | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |

---

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

*71* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Cap Growth HLS Fund

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles & Components | &nbsp;&nbsp;$22544557 | &nbsp;&nbsp;$22544557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19429465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19429465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92819957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92819957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Commercial & Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47751135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47751135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26304382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26304382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31910408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31910408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6448951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6448951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41459683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41459683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food & Staples Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5669961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5669961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30575007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30575007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66495184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66495184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25833367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25833367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10157037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10157037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79325187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79325187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15597567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15597567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6440671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6440671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28885734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28885734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81803531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81803531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24357517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24357517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13981770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13981770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15680233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13529130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$698775586 | &nbsp;&nbsp;$696624483 | &nbsp;&nbsp;$2151103 | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3.

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

*72* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Company HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.8%** | **COMMON STOCKS - 98.8%** | **COMMON STOCKS - 98.8%** |
|  | **Automobiles & Components - 1.6%** | **Automobiles & Components - 1.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;31404 | Thor Industries, Inc. | $2370688 |
| &nbsp;&nbsp;&nbsp;&nbsp;31607 | Visteon Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4135144 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6505832 |
|  | **Banks - 3.6%** | **Banks - 3.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;132627 | Ameris Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6252037 |
| &nbsp;&nbsp;&nbsp;&nbsp;161017 | Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3970679 |
| &nbsp;&nbsp;133410 | Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5009546 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15232262 |
|  | **Capital Goods - 17.6%** | **Capital Goods - 17.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;38299 | Acuity Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6342697 |
| &nbsp;&nbsp;&nbsp;&nbsp;68771 | Ameresco, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929575 |
| &nbsp;&nbsp;&nbsp;&nbsp;92350 | Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11638870 |
| &nbsp;&nbsp;240536 | AZEK Co., Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4887692 |
| &nbsp;&nbsp;&nbsp;&nbsp;49999 | Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5753885 |
| &nbsp;&nbsp;&nbsp;&nbsp;34099 | Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5694192 |
| &nbsp;&nbsp;288324 | Fluor Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9993310 |
| &nbsp;&nbsp;&nbsp;&nbsp;28761 | Middleby Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3851098 |
| &nbsp;&nbsp;&nbsp;&nbsp;69427 | Rush Enterprises, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629644 |
| &nbsp;&nbsp;&nbsp;&nbsp;91600 | Shoals Technologies Group, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259772 |
| &nbsp;&nbsp;&nbsp;&nbsp;49399 | WESCO International, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6184755 |
| &nbsp;&nbsp;122988 | WillScot Mobile Mini Holdings Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555368 |
| &nbsp;&nbsp;184428 | Zurn Water Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900652 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73621510 |
|  | **Commercial & Professional Services - 3.0%** | **Commercial & Professional Services - 3.0%** |
| &nbsp;&nbsp;149394 | Aris Water Solution, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152767 |
| &nbsp;&nbsp;&nbsp;&nbsp;58133 | Casella Waste Systems, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4610528 |
| &nbsp;&nbsp;&nbsp;&nbsp;87557 | TriNet Group, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5936365 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12699660 |
|  | **Consumer Durables & Apparel - 3.1%** | **Consumer Durables & Apparel - 3.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;74519 | Crocs, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8080095 |
| &nbsp;&nbsp;&nbsp;&nbsp;96378 | Skyline Champion Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4964431 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13044526 |
|  | **Consumer Services - 7.2%** | **Consumer Services - 7.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;89409 | Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875473 |
| &nbsp;&nbsp;115538 | H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218292 |
| &nbsp;&nbsp;260925 | PowerSchool Holdings, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6022149 |
| &nbsp;&nbsp;&nbsp;&nbsp;81234 | Texas Roadhouse, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7388232 |
| &nbsp;&nbsp;&nbsp;&nbsp;54296 | Wingstop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7472216 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29976362 |
|  | **Diversified Financials - 1.0%** | **Diversified Financials - 1.0%** |
| &nbsp;&nbsp;146641 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249656 |
|  | **Energy - 8.4%** | **Energy - 8.4%** |
| &nbsp;&nbsp;134100 | Cactus, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6739866 |
| &nbsp;&nbsp;&nbsp;&nbsp;53648 | Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7339583 |
| &nbsp;&nbsp;198780 | Sitio Royalties Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5734812 |
| &nbsp;&nbsp;223749 | SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7793178 |
| &nbsp;&nbsp;231439 | Viper Energy Partners L.P. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7357446 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34964885 |
|  | **Food, Beverage & Tobacco - 2.4%** | **Food, Beverage & Tobacco - 2.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;62101 | Celsius Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6460988 |
| &nbsp;&nbsp;&nbsp;&nbsp;91237 | Simply Good Foods Co.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469743 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9930731 |
|  | **Health Care Equipment & Services - 12.2%** | **Health Care Equipment & Services - 12.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;73889 | Acadia Healthcare Co., Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6082542 |
| &nbsp;&nbsp;194424 | Cross Country Healthcare, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5165846 |
| &nbsp;&nbsp;&nbsp;&nbsp;39458 | Enovis Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111792 |
| &nbsp;&nbsp;&nbsp;&nbsp;76151 | Glaukos Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326276 |
| &nbsp;&nbsp;&nbsp;&nbsp;64773 | Globus Medical, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4810691 |
| &nbsp;&nbsp;&nbsp;&nbsp;78899 | Haemonetics Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6205406 |
| &nbsp;&nbsp;&nbsp;&nbsp;60250 | HealthEquity, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3713810 |
| &nbsp;&nbsp;&nbsp;&nbsp;75772 | Inari Medical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4816068 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 98.8% - (continued)** | **COMMON STOCKS - 98.8% - (continued)** | **COMMON STOCKS - 98.8% - (continued)** |
|  | **Health Care Equipment & Services - 12.2% - (continued)** | **Health Care Equipment & Services - 12.2% - (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;42475 | Inspire Medical Systems, Inc.<sup>\*</sup> | $10698603 |
| &nbsp;&nbsp;&nbsp;&nbsp;20336 | Shockwave Medical, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4181285 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51112319 |
|  | **Household & Personal Products - 2.5%** | **Household & Personal Products - 2.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;190381 | elf Beauty, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10528069 |
|  | **Materials - 3.1%** | **Materials - 3.1%** |
| &nbsp;&nbsp;119547 | Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7990522 |
| &nbsp;&nbsp;247336 | Livent Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4914566 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12905088 |
|  | **Media & Entertainment - 2.5%** | **Media & Entertainment - 2.5%** |
| &nbsp;&nbsp;140807 | Cargurus, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972706 |
| &nbsp;&nbsp;132352 | Criteo S.A. ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449093 |
| &nbsp;&nbsp;&nbsp;&nbsp;65709 | Ziff Davis, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5197582 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10619381 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 12.2%** | **Pharmaceuticals, Biotechnology & Life Sciences - 12.2%** |
| &nbsp;&nbsp;158470 | Aclaris Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495902 |
| &nbsp;&nbsp;&nbsp;&nbsp;71820 | Adicet Bio, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642071 |
| &nbsp;&nbsp;178628 | Amicus Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181048 |
| &nbsp;&nbsp;&nbsp;&nbsp;34178 | Apellis Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767344 |
| &nbsp;&nbsp;&nbsp;&nbsp;9899 | Ascendis Pharma A/S ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208965 |
| &nbsp;&nbsp;&nbsp;&nbsp;48766 | Blueprint Medicines Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136438 |
| &nbsp;&nbsp;&nbsp;&nbsp;45427 | Celldex Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024681 |
| &nbsp;&nbsp;&nbsp;&nbsp;91710 | Crinetics Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678293 |
| &nbsp;&nbsp;&nbsp;&nbsp;89727 | Cytokinetics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4111291 |
| &nbsp;&nbsp;&nbsp;&nbsp;34219 | Halozyme Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947061 |
| &nbsp;&nbsp;169493 | Immatics N.V.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476284 |
| &nbsp;&nbsp;&nbsp;&nbsp;38115 | Immunocore Holdings plc ADR<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175223 |
| &nbsp;&nbsp;&nbsp;&nbsp;57591 | Intellia Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009350 |
| &nbsp;&nbsp;&nbsp;&nbsp;66754 | Intra-Cellular Therapies, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532622 |
| &nbsp;&nbsp;&nbsp;&nbsp;17644 | Karuna Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3467046 |
| &nbsp;&nbsp;&nbsp;&nbsp;43221 | Kymera Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078796 |
| &nbsp;&nbsp;&nbsp;&nbsp;81854 | Merus N.V.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266281 |
| &nbsp;&nbsp;&nbsp;&nbsp;38586 | Prothena Corp. plc<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2324807 |
| &nbsp;&nbsp;&nbsp;&nbsp;76871 | PTC Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2934166 |
| &nbsp;&nbsp;&nbsp;&nbsp;66520 | Revance Therapeutics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227959 |
| &nbsp;&nbsp;&nbsp;&nbsp;85725 | Revolution Medicines, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041970 |
| &nbsp;&nbsp;&nbsp;&nbsp;89073 | Rocket Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743159 |
| &nbsp;&nbsp;&nbsp;&nbsp;90966 | Syndax Pharmaceuticals, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315085 |
| &nbsp;&nbsp;&nbsp;&nbsp;54261 | Vaxcyte, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2601815 |
| &nbsp;&nbsp;&nbsp;&nbsp;26459 | Verona Pharma plc ADR<sup>\*(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691374 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51079031 |
|  | **Real Estate - 2.7%** | **Real Estate - 2.7%** |
| &nbsp;&nbsp;165452 | Phillips Edison & Co., Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5267991 |
| &nbsp;&nbsp;&nbsp;&nbsp;71992 | Ryman Hospitality Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887506 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11155497 |
|  | **Retailing - 0.3%** | **Retailing - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;43094 | Tory Burch LLC<sup>\*(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048909 |
|  | **Semiconductors & Semiconductor Equipment - 3.1%** | **Semiconductors & Semiconductor Equipment - 3.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;72949 | Lattice Semiconductor Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4732931 |
| &nbsp;&nbsp;&nbsp;&nbsp;30748 | MKS Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2605278 |
| &nbsp;&nbsp;&nbsp;&nbsp;57054 | Synaptics, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5429259 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12767468 |
|  | **Software & Services - 9.1%** | **Software & Services - 9.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;44155 | ExlService Holdings, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7481182 |
| &nbsp;&nbsp;&nbsp;&nbsp;64424 | Five9, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4371813 |
| &nbsp;&nbsp;264045 | Jamf Holding Corp.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5624158 |
| &nbsp;&nbsp;&nbsp;&nbsp;41782 | Manhattan Associates, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5072335 |
| &nbsp;&nbsp;&nbsp;&nbsp;30926 | Perficient, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2159562 |
| &nbsp;&nbsp;141178 | RingCentral, Inc. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4997701 |
| &nbsp;&nbsp;591394 | Verra Mobility Corp. Class A<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8178979 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37885730 |

---

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

*73* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Company HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **COMMON STOCKS - 98.8% - (continued)** | **COMMON STOCKS - 98.8% - (continued)** | **COMMON STOCKS - 98.8% - (continued)** | **COMMON STOCKS - 98.8% - (continued)** |
|  | **Technology Hardware & Equipment - 3.2%** | **Technology Hardware & Equipment - 3.2%** | **Technology Hardware & Equipment - 3.2%** |
| &nbsp;&nbsp;&nbsp; 122543 | Calix, Inc.<sup>\*</sup> | Calix, Inc.<sup>\*</sup> | $8385618 |
| &nbsp;&nbsp;&nbsp; 36781 | Novanta, Inc.<sup>\*</sup> | Novanta, Inc.<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4997434 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13383052 |
|  | Total Common Stocks<br> (cost $409,246,764) |  | &nbsp;&nbsp;&nbsp;&nbsp;$412709968 |
| **EXCHANGE-TRADED FUNDS - 0.5%** | **EXCHANGE-TRADED FUNDS - 0.5%** | **EXCHANGE-TRADED FUNDS - 0.5%** | **EXCHANGE-TRADED FUNDS - 0.5%** |
|  | **Other Investment Pools & Funds - 0.5%** | **Other Investment Pools & Funds - 0.5%** | **Other Investment Pools & Funds - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9730 | iShares Russell 2000 Growth ETF <sup>(1)</sup> | iShares Russell 2000 Growth ETF <sup>(1)</sup> | &nbsp;&nbsp;&nbsp;$2087279 |
|  | Total Exchange-Traded Funds<br> (cost $2,012,293) |  | &nbsp;&nbsp;&nbsp;&nbsp;$2087279 |
|  | Total Long-Term Investments<br> (cost $411,259,057) |  | &nbsp;&nbsp;&nbsp;&nbsp;$414797247 |
| **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** | **SHORT-TERM INVESTMENTS - 0.9%** |
|  | **Repurchase Agreements - 0.3%** | **Repurchase Agreements - 0.3%** | **Repurchase Agreements - 0.3%** |
| $1007407 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $1,007,884; collateralized by U.S. Treasury Note at 2.375%, maturing 03/31/2029, with a market value of $1,027,598 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $1,007,884; collateralized by U.S. Treasury Note at 2.375%, maturing 03/31/2029, with a market value of $1,027,598 | &nbsp;&nbsp;&nbsp;$1007407 |
|  | **Securities Lending Collateral - 0.6%** | **Securities Lending Collateral - 0.6%** | **Securities Lending Collateral - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 |
| &nbsp;&nbsp;&nbsp;1383333 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383333 |
| &nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 |
| &nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2628333 |
|  | Total Short-Term Investments<br> (cost $3,635,740) | Total Short-Term Investments<br> (cost $3,635,740) | &nbsp;&nbsp;&nbsp;$3635740 |
|  | Total Investments<br> (cost $414,894,797) | 100.2% | &nbsp;&nbsp;&nbsp;&nbsp;$418432987 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;(0.2)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(838098) |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$417594889 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor's. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

\* Non-income producing.

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

<sup>(2)</sup> Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $1,048,909 or 0.3% of net assets.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Period <br> Acquired** | &nbsp;&nbsp;**Security Name** | &nbsp;&nbsp;**Shares/ <br> Par Value** | &nbsp;&nbsp;**Total Cost** | &nbsp;&nbsp;**Market Value** |
| 11/2013 | &nbsp;&nbsp;Tory Burch LLC | &nbsp;&nbsp;43094 | &nbsp;&nbsp;$3377559 | &nbsp;&nbsp;$1048909 |

---

<sup>(3)</sup> Investment valued using significant unobservable inputs. <br> <sup>(4)</sup> Current yield as of period end. <br> <sup>†</sup> See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

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

*74* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Small Company HLS Fund

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles & Components | &nbsp;&nbsp;&nbsp;$6505832 | &nbsp;&nbsp;&nbsp;$6505832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15232262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15232262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73621510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73621510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Commercial & Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12699660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12699660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13044526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13044526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29976362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29976362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34964885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34964885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9930731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9930731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51112319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51112319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10528069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10528069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12905088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12905088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Media & Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10619381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10619381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51079031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51079031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11155497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11155497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048909 |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12767468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12767468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37885730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37885730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Technology Hardware & Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13383052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13383052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2087279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2087279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2628333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$418432987 | &nbsp;&nbsp;$416376671 | &nbsp;&nbsp;$1007407 | &nbsp;&nbsp;$1048909 |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the year ended December 31, 2022 is not presented.

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

*75* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Stock HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **COMMON STOCKS - 97.7%** | **COMMON STOCKS - 97.7%** | **COMMON STOCKS - 97.7%** |
|  | **Banks - 1.2%** | **Banks - 1.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;106424 | PNC Financial Services Group, Inc. | $16808607 |
|  | **Capital Goods - 15.2%** | **Capital Goods - 15.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37709 | Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16168111 |
| &nbsp;&nbsp;&nbsp;&nbsp;148157 | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36759233 |
| &nbsp;&nbsp;&nbsp;&nbsp;231322 | Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49572304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48508 | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23598657 |
| &nbsp;&nbsp;&nbsp;&nbsp;91285 | Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49806009 |
| &nbsp;&nbsp;&nbsp;&nbsp;365178 | Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36853764 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212758078 |
|  | **Consumer Durables & Apparel - 3.3%** | **Consumer Durables & Apparel - 3.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;395675 | NIKE, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46297932 |
|  | **Consumer Services - 3.0%** | **Consumer Services - 3.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;159491 | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42030663 |
|  | **Diversified Financials - 1.9%** | **Diversified Financials - 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;183491 | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27110795 |
|  | **Food & Staples Retailing - 1.9%** | **Food & Staples Retailing - 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;58281 | Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26605276 |
|  | **Food, Beverage & Tobacco - 7.2%** | **Food, Beverage & Tobacco - 7.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;549221 | Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34935948 |
| &nbsp;&nbsp;&nbsp;&nbsp;584383 | Diageo plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25579528 |
| &nbsp;&nbsp;&nbsp;&nbsp;227105 | PepsiCo., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41028789 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101544265 |
|  | **Health Care Equipment & Services - 10.7%** | **Health Care Equipment & Services - 10.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;441630 | Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22509881 |
| &nbsp;&nbsp;&nbsp;&nbsp;337347 | Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26218609 |
| &nbsp;&nbsp;&nbsp;&nbsp;183953 | Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44974669 |
| &nbsp;&nbsp;&nbsp;&nbsp;105510 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55939292 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149642451 |
|  | **Household & Personal Products - 6.1%** | **Household & Personal Products - 6.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;566716 | Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44651554 |
| &nbsp;&nbsp;&nbsp;&nbsp;269649 | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40868002 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85519556 |
|  | **Insurance - 5.3%** | **Insurance - 5.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;162090 | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35757054 |
| &nbsp;&nbsp;&nbsp;&nbsp;234231 | Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38760546 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74517600 |
|  | **Materials - 4.9%** | **Materials - 4.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;210237 | Ecolab, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30602098 |
| &nbsp;&nbsp;&nbsp;&nbsp;118163 | Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38542407 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69144505 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 7.9%** | **Pharmaceuticals, Biotechnology & Life Sciences - 7.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;127410 | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33817162 |
| &nbsp;&nbsp;&nbsp;&nbsp;220258 | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38908576 |
| &nbsp;&nbsp;&nbsp;&nbsp;209071 | Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23196427 |
| &nbsp;&nbsp;&nbsp;&nbsp;293878 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15058309 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110980474 |
|  | **Real Estate - 2.7%** | **Real Estate - 2.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;95442 | American Tower Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20220342 |
| &nbsp;&nbsp;&nbsp;&nbsp;63570 | Public Storage REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17811678 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38032020 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **COMMON STOCKS - 97.7% - (continued)** | **COMMON STOCKS - 97.7% - (continued)** | **COMMON STOCKS - 97.7% - (continued)** | **COMMON STOCKS - 97.7% - (continued)** |
|  | **Retailing - 5.9%** | **Retailing - 5.9%** | **Retailing - 5.9%** |
| &nbsp;&nbsp;&nbsp; 83872 | Home Depot, Inc. | Home Depot, Inc. | $26491810 |
| &nbsp;&nbsp;&nbsp; 714851 | TJX Cos., Inc. | TJX Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56902140 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83393950 |
|  | **Semiconductors & Semiconductor Equipment - 2.3%** | **Semiconductors & Semiconductor Equipment - 2.3%** | **Semiconductors & Semiconductor Equipment - 2.3%** |
| &nbsp;&nbsp;&nbsp; 194368 | Texas Instruments, Inc. Class A | Texas Instruments, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32113481 |
|  | **Software & Services - 12.0%** | **Software & Services - 12.0%** | **Software & Services - 12.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121864 | Accenture plc Class A | Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32518190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110205 | Automatic Data Processing, Inc. | Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26323566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99265 | Mastercard, Inc. Class A | Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34517418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152879 | Microsoft Corp. | Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36663442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183208 | Visa, Inc. Class A | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38063294 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168085910 |
|  | **Transportation - 6.2%** | **Transportation - 6.2%** | **Transportation - 6.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243134 | Canadian National Railway Co. | Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28881590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152174 | Union Pacific Corp. | Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31510670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157496 | United Parcel Service, Inc. Class B | United Parcel Service, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27379105 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87771365 |
|  | Total Common Stocks<br> (cost $783,685,678) |  | &nbsp;&nbsp;&nbsp;&nbsp;$1372356928 |
| **SHORT-TERM INVESTMENTS - 1.3%** | **SHORT-TERM INVESTMENTS - 1.3%** | **SHORT-TERM INVESTMENTS - 1.3%** | **SHORT-TERM INVESTMENTS - 1.3%** |
|  | **Repurchase Agreements - 1.3%** | **Repurchase Agreements - 1.3%** | **Repurchase Agreements - 1.3%** |
| $18016914 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $18,025,442; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $18,377,258 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $18,025,442; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $18,377,258 | &nbsp;&nbsp;&nbsp;&nbsp;$18016914 |
|  | Total Short-Term Investments<br> (cost $18,016,914) | Total Short-Term Investments<br> (cost $18,016,914) | &nbsp;&nbsp;&nbsp;&nbsp;$18016914 |
|  | Total Investments<br> (cost $801,702,592) | &nbsp;&nbsp;&nbsp;99.0% | &nbsp;&nbsp;&nbsp;&nbsp;$1390373842 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;1.0% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13914122 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$1404287964 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
|  | Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor's. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

<sup>†</sup> See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

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

*76* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Stock HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Banks | &nbsp;&nbsp;&nbsp;&nbsp;$16808607 | &nbsp;&nbsp;&nbsp;&nbsp;$16808607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Capital Goods | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212758078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212758078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Durables & Apparel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46297932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46297932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42030663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42030663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Diversified Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27110795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27110795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food & Staples Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26605276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26605276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Food, Beverage & Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101544265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75964737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25579528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Health Care Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149642451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149642451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Household & Personal Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85519556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85519556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74517600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74517600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69144505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69144505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Pharmaceuticals, Biotechnology & Life Sciences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110980474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110980474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38032020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38032020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Retailing | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83393950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83393950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32113481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32113481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168085910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168085910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87771365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87771365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18016914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18016914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$1390373842 | &nbsp;&nbsp;$1346777400 | &nbsp;&nbsp;$43596442 | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3.

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

*77* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5%** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5%** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5%** |
|  | **Asset-Backed - Automobile - 2.0%** | **Asset-Backed - Automobile - 2.0%** |
| $225000 | American Credit Acceptance Receivables Trust 4.55%, 10/13/2026<sup>(1)</sup> | $220583 |
| &nbsp;&nbsp;&nbsp; 2375000 | AmeriCredit Automobile Receivables Trust 2.58%, 09/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2283431 |
| &nbsp;&nbsp;&nbsp; 3960000 | Carvana Auto Receivables Trust 4.13%, 04/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3857152 |
| &nbsp;&nbsp;&nbsp; 1590000 | Credit Acceptance Auto Loan Trust 1.00%, 05/15/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1518707 |
| &nbsp;&nbsp;&nbsp; 1775161 | Drive Auto Receivables Trust 2.70%, 02/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1748273 |
|  | Exeter Automobile Receivables Trust |  |
| &nbsp;&nbsp;&nbsp; 3714468 | &nbsp;&nbsp;&nbsp;&nbsp;2.58%, 09/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3652125 |
| &nbsp;&nbsp;&nbsp; 1378697 | &nbsp;&nbsp;&nbsp;&nbsp;2.73%, 12/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1350734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 01/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649000 | &nbsp;&nbsp;&nbsp;&nbsp;6.03%, 08/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031000 | Flagship Credit Auto Trust 4.69%, 07/17/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | GLS Auto Receivables Issuer Trust 4.92%, 01/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975000 | Prestige Auto Receivables Trust 1.62%, 11/16/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928690 |
|  | Santander Drive Auto Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;1.48%, 01/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995000 | &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955000 | &nbsp;&nbsp;&nbsp;&nbsp;4.43%, 03/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 06/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615000 | &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 01/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642252 |
|  | Westlake Automobile Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930000 | &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 02/17/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227004 | &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 11/15/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285000 | &nbsp;&nbsp;&nbsp;&nbsp;4.31%, 09/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225140 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35038861 |
|  | **Asset-Backed - Credit Card - 0.1%** | **Asset-Backed - Credit Card - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210000 | Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108462 |
|  | **Asset-Backed - Finance & Insurance - 4.9%** | **Asset-Backed - Finance & Insurance - 4.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645000 | Bain Capital Credit CLO Ltd. 5.54%, 07/25/2034, 3 mo. USD LIBOR + 1.180%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5463112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660000 | BlueMountain CLO Ltd. 5.34%, 04/20/2034, 3 mo. USD LIBOR + 1.100%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3544326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910000 | Carlyle U.S. CLO Ltd. 5.14%, 04/15/2034, 3 mo. USD LIBOR + 1.060%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175000 | Cirrus Funding Ltd. 4.80%, 01/25/2037<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4004364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834223 | Fieldstone Mortgage Investment Trust 4.93%, 05/25/2036, 1 mo. USD LIBOR + 0.540%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3267261 | First Franklin Mortgage Loan Trust 4.87%, 04/25/2036, 1 mo. USD LIBOR + 0.480%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6190000 | Madison Park Funding Ltd. 5.20%, 07/17/2034, 3 mo. USD LIBOR + 1.120%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6033152 |
|  | Pretium Mortgage Credit Partners LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781532 | &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 07/25/2051<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4599587 | &nbsp;&nbsp;&nbsp;&nbsp;2.98%, 01/25/2052<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4112739 |
|  | Progress Residential Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3312091 | &nbsp;&nbsp;&nbsp;&nbsp;1.51%, 10/17/2038<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135000 | &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 04/17/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885650 | &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 06/17/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5155000 | Regatta Funding Ltd. 5.40%, 04/20/2034, 3 mo. USD LIBOR + 1.160%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4997262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870000 | RR LLC 5.23%, 07/15/2035, 3 mo. USD LIBOR + 1.150%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5711445 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** |
|  | **Asset-Backed - Finance & Insurance - 4.9% - (continued)** | **Asset-Backed - Finance & Insurance - 4.9% - (continued)** |
| $5375000 | RR Ltd. 5.19%, 07/15/2036, 3 mo. USD LIBOR + 1.110%<sup>(1)(2)</sup> | $5230305 |
| &nbsp;&nbsp;&nbsp; 354379 | Securitized Asset-Backed Receivables LLC Trust 4.57%, 07/25/2036, 1 mo. USD LIBOR + 0.180%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123437 |
| &nbsp;&nbsp;&nbsp; 5775000 | Sound Point CLO Ltd. 5.43%, 04/25/2034, 3 mo. USD LIBOR + 1.070%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5558045 |
|  | Symphony CLO Ltd. |  |
| &nbsp;&nbsp;&nbsp; 327348 | &nbsp;&nbsp;&nbsp;&nbsp;4.96%, 07/14/2026, 3 mo. USD LIBOR + 0.950%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326836 |
| &nbsp;&nbsp;&nbsp; 6615000 | &nbsp;&nbsp;&nbsp;&nbsp;5.21%, 04/19/2034, 3 mo. USD LIBOR + 0.980%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6417946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5815000 | Thompson Park CLO Ltd. 5.08%, 04/15/2034, 3 mo. USD LIBOR + 1.000%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5648104 |
|  | Venture CLO Ltd. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775000 | &nbsp;&nbsp;&nbsp;&nbsp;5.21%, 04/15/2034, 3 mo. USD LIBOR + 1.130%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255000 | &nbsp;&nbsp;&nbsp;&nbsp;5.32%, 04/15/2034, 3 mo. USD LIBOR + 1.240%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2156964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4988167 | Voya CLO Ltd. 5.09%, 01/18/2029, 3 mo. USD LIBOR + 0.900%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4937143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560000 | Wellfleet CLO Ltd. 5.41%, 07/20/2032, 3 mo. USD LIBOR + 1.170%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405261 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85867383 |
|  | **Asset-Backed - Home Equity - 0.3%** | **Asset-Backed - Home Equity - 0.3%** |
|  | GSAA Home Equity Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4401490 | &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 02/25/2037, 1 mo. USD LIBOR + 0.160%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940201 | &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/25/2036, 1 mo. USD LIBOR + 0.360%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499913 | &nbsp;&nbsp;&nbsp;&nbsp;5.98%, 06/25/2036<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58010 | Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 4.69%, 06/25/2036, 1 mo. USD LIBOR + 0.300%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214369 | Morgan Stanley Mortgage Loan Trust 4.73%, 11/25/2036, 1 mo. USD LIBOR + 0.340%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370264 |
|  | Soundview Home Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741115 | &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 07/25/2037, 1 mo. USD LIBOR + 0.180%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358021 | &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 11/25/2036, 1 mo. USD LIBOR + 0.500%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331077 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354649 |
|  | **Commercial Mortgage-Backed Securities - 4.4%** | **Commercial Mortgage-Backed Securities - 4.4%** |
|  | BBCMS Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;24496521 | &nbsp;&nbsp;&nbsp;&nbsp;1.46%, 02/15/2050<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 06/15/2055<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8553000 | &nbsp;&nbsp;&nbsp;&nbsp;5.29%, 08/15/2036, 1 mo. USD LIBOR + 0.850%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8402024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;5.44%, 12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;5.71%, 12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446172 |
|  | Benchmark Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;19357775 | &nbsp;&nbsp;&nbsp;&nbsp;0.51%, 07/15/2051<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8797124 | &nbsp;&nbsp;&nbsp;&nbsp;0.53%, 01/15/2051<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8683019 | &nbsp;&nbsp;&nbsp;&nbsp;1.03%, 08/15/2052<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360915 |
| &nbsp;&nbsp;&nbsp;&nbsp;25710494 | &nbsp;&nbsp;&nbsp;&nbsp;1.22%, 03/15/2062<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332074 |
| &nbsp;&nbsp;&nbsp;&nbsp;10382887 | &nbsp;&nbsp;&nbsp;&nbsp;1.52%, 01/15/2054<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2753570 | &nbsp;&nbsp;&nbsp;&nbsp;1.79%, 07/15/2053<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335000 | BPR Trust 7.57%, 08/15/2024, 1 mo. USD SOFR + 3.232%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3992857 | BX Commercial Mortgage Trust 5.37%, 10/15/2036, 1 mo. USD SOFR + 1.034%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943628 |

---

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

*78* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** |
|  | **Commercial Mortgage-Backed Securities - 4.4% - (continued)** | **Commercial Mortgage-Backed Securities - 4.4% - (continued)** |
| $2377494 | BX Trust 6.79%, 08/15/2039, 1 mo. USD SOFR + 2.451%<sup>(1)(2)</sup> | $2372816 |
| &nbsp;&nbsp;&nbsp; 2920000 | CAMB Commercial Mortgage Trust 6.87%, 12/15/2037, 1 mo. USD LIBOR + 2.550%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2780667 |
| &nbsp;&nbsp;&nbsp; 3344985 | CD Mortgage Trust 2.46%, 08/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3061180 |
|  | Citigroup Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp; 16973336 | &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 07/10/2047<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185327 |
| &nbsp;&nbsp;&nbsp; 20260528 | &nbsp;&nbsp;&nbsp;&nbsp;1.02%, 04/10/2048<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375077 |
| &nbsp;&nbsp;&nbsp; 2357000 | &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 11/15/2049<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1989141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223783 | Citigroup Mortgage Loan Trust 6.23%, 11/25/2070<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206208 |
|  | Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590630 | &nbsp;&nbsp;&nbsp;&nbsp;0.51%, 02/10/2047<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2779881 | &nbsp;&nbsp;&nbsp;&nbsp;0.64%, 08/10/2046<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841000 | &nbsp;&nbsp;&nbsp;&nbsp;2.82%, 01/10/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151460 | &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553867 | &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389666 | &nbsp;&nbsp;&nbsp;&nbsp;3.21%, 03/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046906 | &nbsp;&nbsp;&nbsp;&nbsp;3.61%, 06/10/2046<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 01/10/2039<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;4.07%, 02/10/2047<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045000 | &nbsp;&nbsp;&nbsp;&nbsp;4.21%, 08/10/2046<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;4.24%, 02/10/2047<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451150 | &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 07/10/2045<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481000 | &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/15/2045<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780000 | CPT Mortgage Trust 2.87%, 11/13/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19962 | Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19588 |
|  | CSAIL Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;53250091 | &nbsp;&nbsp;&nbsp;&nbsp;0.72%, 06/15/2057<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279104 | &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 11/15/2048<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7040228 | &nbsp;&nbsp;&nbsp;&nbsp;1.86%, 01/15/2049<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4267620 | DBJPM Mortgage Trust 1.71%, 09/15/2053<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296438 |
|  | GS Mortgage Securities Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;39993824 | &nbsp;&nbsp;&nbsp;&nbsp;0.06%, 07/10/2046<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929202 | &nbsp;&nbsp;&nbsp;&nbsp;0.09%, 08/10/2044<sup>(1)(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4340000 | &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/05/2034<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785121 | &nbsp;&nbsp;&nbsp;&nbsp;4.07%, 01/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215000 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/10/2047<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp;&nbsp;5.07%, 08/15/2036, 1 mo. USD SOFR + 0.731%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359755 |
|  | JP Morgan Chase Commercial Mortgage Securities Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605029 | &nbsp;&nbsp;&nbsp;&nbsp;2.73%, 10/15/2045<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;2.81%, 01/16/2037<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290924 | &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 12/15/2047<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067914 |
|  | JPMBB Commercial Mortgage Securities Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827234 | &nbsp;&nbsp;&nbsp;&nbsp;0.57%, 05/15/2048<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41153 |
| &nbsp;&nbsp;&nbsp;&nbsp;17019967 | &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 09/15/2047<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90374 | &nbsp;&nbsp;&nbsp;&nbsp;3.36%, 07/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89698 |
|  | Morgan Stanley Bank of America Merrill Lynch Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9596851 | &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 12/15/2047<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286042 | &nbsp;&nbsp;&nbsp;&nbsp;0.97%, 10/15/2048<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795172 | &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 10/15/2046<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786143 |
|  | Morgan Stanley Capital Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7190691 | &nbsp;&nbsp;&nbsp;&nbsp;1.33%, 06/15/2050<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460000 | &nbsp;&nbsp;&nbsp;&nbsp;5.08%, 07/15/2049<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82680 | &nbsp;&nbsp;&nbsp;&nbsp;5.27%, 10/12/2052<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 | SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5410000 | SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4982989 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** |
|  | **Commercial Mortgage-Backed Securities - 4.4% - (continued)** | **Commercial Mortgage-Backed Securities - 4.4% - (continued)** |
| $3357201 | UBS Commercial Mortgage Trust 1.08%, 08/15/2050<sup>(4)(5)</sup> | $124838 |
|  | UBS-Barclays Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp; 4680 | &nbsp;&nbsp;&nbsp;&nbsp;3.18%, 03/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4671 |
| &nbsp;&nbsp;&nbsp; 522397 | &nbsp;&nbsp;&nbsp;&nbsp;3.24%, 04/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518546 |
|  | Wells Fargo Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp; 25291616 | &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/15/2057<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496234 |
| &nbsp;&nbsp;&nbsp; 14783361 | &nbsp;&nbsp;&nbsp;&nbsp;1.07%, 05/15/2048<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262369 |
| &nbsp;&nbsp;&nbsp; 3085000 | &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2827350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 05/15/2048<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367513 |
|  | Wells Fargo N.A. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;19924372 | &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 11/15/2062<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9691616 | &nbsp;&nbsp;&nbsp;&nbsp;0.64%, 11/15/2062<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339825 |
| &nbsp;&nbsp;&nbsp;&nbsp;32945252 | &nbsp;&nbsp;&nbsp;&nbsp;0.71%, 11/15/2050<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3756482 | &nbsp;&nbsp;&nbsp;&nbsp;0.77%, 11/15/2054<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113393 |
| &nbsp;&nbsp;&nbsp;&nbsp;17949145 | &nbsp;&nbsp;&nbsp;&nbsp;0.81%, 09/15/2062<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745776 |
| &nbsp;&nbsp;&nbsp;&nbsp;35301570 | &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 01/15/2063<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633202 |
| &nbsp;&nbsp;&nbsp;&nbsp;12652243 | &nbsp;&nbsp;&nbsp;&nbsp;0.89%, 05/15/2062<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543748 |
| &nbsp;&nbsp;&nbsp;&nbsp;20695413 | &nbsp;&nbsp;&nbsp;&nbsp;1.78%, 03/15/2063<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545000 | &nbsp;&nbsp;&nbsp;&nbsp;2.04%, 02/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2032450 |
|  | WF-RBS Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 05/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441397 | &nbsp;&nbsp;&nbsp;&nbsp;3.72%, 05/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095000 | &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 08/15/2046<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/2044<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473801 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78569508 |
|  | **Other Asset-Backed Securities - 2.7%** | **Other Asset-Backed Securities - 2.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485721 | Aaset Trust 3.35%, 01/16/2040<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389078 |
|  | Affirm Asset Securitization Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531591 | &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 01/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195532 | &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 10/15/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055000 | Amur Equipment Finance Receivables LLC 5.30%, 06/21/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885000 | Arbor Realty Commercial Real Estate Notes Ltd. 5.42%, 05/15/2036, 1 mo. USD LIBOR + 1.100%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945000 | Avant Loans Funding Trust 1.21%, 07/15/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039415 | CF Hippolyta Issuer LLC 1.99%, 07/15/2060<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485000 | Columbia Cent CLO 27 Ltd. 5.55%, 01/25/2035, 3 mo. USD LIBOR + 1.190%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4336354 |
|  | Domino's Pizza Master Issuer LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285200 | &nbsp;&nbsp;&nbsp;&nbsp;2.66%, 04/25/2051<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410125 | &nbsp;&nbsp;&nbsp;&nbsp;3.67%, 10/25/2049<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144000 | &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 07/25/2048<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492589 | GSAMP Trust 4.48%, 01/25/2037, 1 mo. USD LIBOR + 0.090%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015000 | Marlette Funding Trust 1.06%, 09/15/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461306 | NRZ Excess Spread-Collateralized Notes 3.84%, 12/25/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420602 |
|  | Pretium Mortgage Credit Partners LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1864223 | &nbsp;&nbsp;&nbsp;&nbsp;1.87%, 07/25/2051<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680815 | &nbsp;&nbsp;&nbsp;&nbsp;1.99%, 02/25/2061<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405000 | Progress Residential Trust 4.75%, 10/27/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440512 | Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604442 | Seasoned Credit Risk Transfer Trust 3.50%, 03/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435000 | Summit Issuer LLC 2.29%, 12/20/2050<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257513 |
|  | Towd Point Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782202 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/25/2056<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769047 |

---

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

*79* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** |
|  | **Other Asset-Backed Securities - 2.7% - (continued)** | **Other Asset-Backed Securities - 2.7% - (continued)** |
| $641746 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 07/25/2057<sup>(1)(4)</sup> | $625249 |
| &nbsp;&nbsp;&nbsp; 3153757 | Tricon Residential Trust 4.85%, 07/17/2040<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2961986 |
| &nbsp;&nbsp;&nbsp; 450358 | Upstart Securitization Trust 0.83%, 07/20/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441051 |
| &nbsp;&nbsp;&nbsp; 2467042 | VOLT XCIV LLC 2.24%, 02/27/2051<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2236956 |
|  | Wendy's Funding LLC |  |
| &nbsp;&nbsp;&nbsp; 4969325 | &nbsp;&nbsp;&nbsp;&nbsp;2.37%, 06/15/2051<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4009296 |
| &nbsp;&nbsp;&nbsp; 5869615 | &nbsp;&nbsp;&nbsp;&nbsp;2.78%, 06/15/2051<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4570522 |
| &nbsp;&nbsp;&nbsp; 1976000 | &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/15/2048<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1778781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767250 | Wingstop Funding LLC 2.84%, 12/05/2050<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647981 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48184915 |
|  | **Whole Loan Collateral CMO - 9.1%** | **Whole Loan Collateral CMO - 9.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405832 | 510 Asset Backed Trust 2.12%, 06/25/2061<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055703 |
|  | Alternative Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123896 | &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 01/25/2036, 1 mo. USD LIBOR + 0.540%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664035 | &nbsp;&nbsp;&nbsp;&nbsp;5.03%, 11/25/2035, 1 mo. USD LIBOR + 0.640%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588444 | &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 05/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261202 |
|  | Angel Oak Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566345 | &nbsp;&nbsp;&nbsp;&nbsp;0.91%, 01/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231037 | &nbsp;&nbsp;&nbsp;&nbsp;0.99%, 04/25/2053<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249969 | &nbsp;&nbsp;&nbsp;&nbsp;0.99%, 04/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137152 | &nbsp;&nbsp;&nbsp;&nbsp;1.82%, 11/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579134 | Arroyo Mortgage Trust 3.35%, 04/25/2049<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461639 |
|  | Banc of America Funding Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629567 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 05/20/2047, 1 mo. USD LIBOR + 0.600%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2182472 | &nbsp;&nbsp;&nbsp;&nbsp;5.77%, 05/25/2037<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84156 | &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 01/25/2037<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491275 | BCAP LLC Trust 4.75%, 03/25/2037, 1 mo. USD LIBOR + 0.360%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115874 | Bear Stearns Adjustable Rate Mortgage Trust 5.23%, 10/25/2035, 12 mo. USD CMT + 2.300%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512743 | Bear Stearns Alt-A Trust 4.89%, 01/25/2036, 1 mo. USD LIBOR + 0.500%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186122 | Bear Stearns Mortgage Funding Trust 4.57%, 10/25/2036, 1 mo. USD LIBOR + 0.180%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153166 |
|  | BRAVO Residential Funding Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884444 | &nbsp;&nbsp;&nbsp;&nbsp;0.94%, 02/25/2049<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860199 | &nbsp;&nbsp;&nbsp;&nbsp;0.97%, 03/25/2060<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796312 |
|  | CHL Mortgage Pass-Through Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238156 | &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 11/20/2035<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010268 | &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/25/2047<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873869 |
|  | COLT Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054640 | &nbsp;&nbsp;&nbsp;&nbsp;0.91%, 06/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729146 | &nbsp;&nbsp;&nbsp;&nbsp;1.11%, 10/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779647 |
|  | Connecticut Avenue Securities Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686930 | &nbsp;&nbsp;&nbsp;&nbsp;6.48%, 07/25/2042, 1 mo. USD SOFR + 2.550%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86497 | &nbsp;&nbsp;&nbsp;&nbsp;6.54%, 09/25/2031, 1 mo. USD LIBOR + 2.150%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678155 | &nbsp;&nbsp;&nbsp;&nbsp;6.54%, 11/25/2039, 1 mo. USD LIBOR + 2.150%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78683 | &nbsp;&nbsp;&nbsp;&nbsp;6.69%, 08/25/2031, 1 mo. USD LIBOR + 2.300%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024201 | Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742489 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** |
|  | **Whole Loan Collateral CMO - 9.1% - (continued)** | **Whole Loan Collateral CMO - 9.1% - (continued)** |
|  | CSMC Trust |  |
| &nbsp;&nbsp;$1937488 | &nbsp;&nbsp;&nbsp;&nbsp;0.94%, 05/25/2066<sup>(1)(4)</sup> | $1497556 |
| &nbsp;&nbsp;&nbsp; 1307015 | &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 12/27/2060<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1163238 |
| &nbsp;&nbsp;&nbsp; 2314475 | &nbsp;&nbsp;&nbsp;&nbsp;1.84%, 10/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1848712 |
| &nbsp;&nbsp;&nbsp; 5159147 | &nbsp;&nbsp;&nbsp;&nbsp;2.27%, 11/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4435445 |
| &nbsp;&nbsp;&nbsp; 1481629 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/25/2047<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1317129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875780 | Deephaven Residential Mortgage Trust 0.90%, 04/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015179 | Eagle RE Ltd. 6.09%, 11/25/2028, 1 mo. USD LIBOR + 1.700%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011852 |
|  | Ellington Financial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848519 | &nbsp;&nbsp;&nbsp;&nbsp;0.93%, 06/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420651 | &nbsp;&nbsp;&nbsp;&nbsp;2.21%, 01/25/2067<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036792 |
|  | Fannie Mae Connecticut Avenue Securities |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914476 | &nbsp;&nbsp;&nbsp;&nbsp;7.94%, 07/25/2029, 1 mo. USD LIBOR + 3.550%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567544 | &nbsp;&nbsp;&nbsp;&nbsp;8.74%, 05/25/2029, 1 mo. USD LIBOR + 4.350%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360120 | &nbsp;&nbsp;&nbsp;&nbsp;9.29%, 11/25/2024, 1 mo. USD LIBOR + 4.900%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4842613 | FirstKey Homes Trust 4.25%, 07/17/2039<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579378 |
|  | GCAT Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750087 | &nbsp;&nbsp;&nbsp;&nbsp;1.04%, 05/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686222 | &nbsp;&nbsp;&nbsp;&nbsp;1.92%, 08/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16736 | GMACM Mortgage Loan Trust 2.98%, 04/19/2036<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12541 |
|  | GSR Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794697 | &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 01/25/2036<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800316 | &nbsp;&nbsp;&nbsp;&nbsp;4.69%, 01/25/2037, 1 mo. USD LIBOR + 0.300%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220461 |
|  | HarborView Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582122 | &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 01/19/2038, 1 mo. USD LIBOR + 0.190%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2052077 | &nbsp;&nbsp;&nbsp;&nbsp;4.82%, 12/19/2036, 1 mo. USD LIBOR + 0.240%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5024352 | Imperial Fund Mortgage Trust 3.64%, 03/25/2067<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4569963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684607 | IndyMac Index Mortgage Loan Trust 3.08%, 03/25/2036<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111484 | JP Morgan Mortgage Trust 3.48%, 04/25/2037<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776428 | LCM L.P. 5.28%, 10/20/2027, 3 mo. USD LIBOR + 1.040%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771776 |
|  | Legacy Mortgage Asset Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302703 | &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/25/2061<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690689 | &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/25/2061<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3140749 | &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 11/25/2059<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3138265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602694 | Lehman XS Trust 4.81%, 07/25/2046, 1 mo. USD LIBOR + 0.420%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548926 |
|  | LSTAR Securities Investment Ltd. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044373 | &nbsp;&nbsp;&nbsp;&nbsp;5.82%, 03/02/2026, 1 mo. USD LIBOR + 1.700%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2159681 | &nbsp;&nbsp;&nbsp;&nbsp;6.17%, 02/01/2026, 1 mo. USD LIBOR + 1.800%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965996 | &nbsp;&nbsp;&nbsp;&nbsp;7.87%, 04/01/2024, 1 mo. USD LIBOR + 3.500%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842385 | &nbsp;&nbsp;&nbsp;&nbsp;7.87%, 05/01/2024, 1 mo. USD LIBOR + 3.500%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166933 | MASTR Adjustable Rate Mortgages Trust 3.87%, 11/21/2034<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2911586 | MFA LLC 2.36%, 03/25/2060<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692212 |
|  | MFA Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260740 | &nbsp;&nbsp;&nbsp;&nbsp;1.01%, 01/26/2065<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330277 | &nbsp;&nbsp;&nbsp;&nbsp;1.03%, 11/25/2064<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126194 | &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 04/25/2065<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023157 |

---

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

*80* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** |
|  | **Whole Loan Collateral CMO - 9.1% - (continued)** | **Whole Loan Collateral CMO - 9.1% - (continued)** |
|  | New Residential Mortgage Loan Trust |  |
| &nbsp;&nbsp;$908157 | &nbsp;&nbsp;&nbsp;&nbsp;0.94%, 10/25/2058<sup>(1)(4)</sup> | $804854 |
| &nbsp;&nbsp;&nbsp; 392150 | &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 09/25/2059<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353728 |
| &nbsp;&nbsp;&nbsp; 1418544 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/25/2059<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1312417 |
| &nbsp;&nbsp;&nbsp; 1608418 | &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/26/2035<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1490349 |
| &nbsp;&nbsp;&nbsp; 1610654 | &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/25/2056<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1472289 |
| &nbsp;&nbsp;&nbsp; 2824982 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/25/2057<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2657849 |
| &nbsp;&nbsp;&nbsp; 2808351 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/25/2057<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2633692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2211267 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/25/2057<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521468 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/25/2057<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550966 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/27/2057<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104553 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/25/2057<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832951 | &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 01/25/2048, 1 mo. USD LIBOR + 0.750%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426601 | &nbsp;&nbsp;&nbsp;&nbsp;5.89%, 06/25/2057, 1 mo. USD LIBOR + 1.500%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788049 | NMLT Trust 1.19%, 05/25/2056<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2978653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791098 | Oaktown Re Ltd. 5.94%, 07/25/2028, 1 mo. USD LIBOR + 1.550%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251022 | OBX Trust 2.31%, 11/25/2061<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3649271 |
|  | Preston Ridge Partners Mortgage Trust LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2362643 | &nbsp;&nbsp;&nbsp;&nbsp;1.79%, 06/25/2026<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2191040 | &nbsp;&nbsp;&nbsp;&nbsp;1.79%, 07/25/2026<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144231 | &nbsp;&nbsp;&nbsp;&nbsp;1.87%, 04/25/2026<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680719 | &nbsp;&nbsp;&nbsp;&nbsp;2.36%, 11/25/2025<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863581 | &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 10/25/2026<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961841 | &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 10/25/2025<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576073 | RBSGC Mortgage Loan Trust 6.25%, 01/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419629 | Residential Accredit Loans, Inc. 6.00%, 12/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352262 |
|  | Seasoned Credit Risk Transfer Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140058 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859117 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4968511 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4548217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986435 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867892 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3511431 |
|  | Starwood Mortgage Residential Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708131 | &nbsp;&nbsp;&nbsp;&nbsp;0.94%, 05/25/2065<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404427 | &nbsp;&nbsp;&nbsp;&nbsp;1.92%, 11/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83358 | Structured Agency Credit Risk Trust 6.04%, 04/25/2043, 1 mo. USD LIBOR + 1.650%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840000 | Toorak Mortgage Corp. Ltd. 2.24%, 06/25/2024<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685770 |
|  | Towd Point Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197665 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/25/2057<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576849 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/25/2057<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346916 | &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 11/30/2060<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4289430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068367 | &nbsp;&nbsp;&nbsp;&nbsp;3.77%, 02/25/2057, 1 mo. USD LIBOR + 0.600%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057279 |
|  | VCAT LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075079 | &nbsp;&nbsp;&nbsp;&nbsp;1.74%, 05/25/2051<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649648 | &nbsp;&nbsp;&nbsp;&nbsp;2.12%, 03/27/2051<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587406 |
|  | Verus Securitization Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204272 | &nbsp;&nbsp;&nbsp;&nbsp;0.92%, 02/25/2064<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539639 | &nbsp;&nbsp;&nbsp;&nbsp;0.94%, 07/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076380 | &nbsp;&nbsp;&nbsp;&nbsp;1.03%, 02/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2318394 | &nbsp;&nbsp;&nbsp;&nbsp;1.82%, 11/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698271 | &nbsp;&nbsp;&nbsp;&nbsp;1.83%, 10/25/2066<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949929 |
|  | WaMu Mortgage Pass-Through Certificates Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507727 | &nbsp;&nbsp;&nbsp;&nbsp;2.51%, 12/25/2046, 12 mo. USD MTA + 0.820%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265076 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.5% - (continued)** |
|  | **Whole Loan Collateral CMO - 9.1% - (continued)** | **Whole Loan Collateral CMO - 9.1% - (continued)** |
| $629729 | &nbsp;&nbsp;&nbsp;&nbsp;3.23%, 06/25/2037<sup>(4)</sup> | $543556 |
| &nbsp;&nbsp;&nbsp; 280096 | &nbsp;&nbsp;&nbsp;&nbsp;5.23%, 06/25/2044, 1 mo. USD LIBOR + 0.840%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250738 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160468413 |
|  | Total Asset & Commercial Mortgage-Backed Securities<br> (cost $456,915,751) | &nbsp;&nbsp;$414592191 |
| **CORPORATE BONDS - 25.9%** | **CORPORATE BONDS - 25.9%** | **CORPORATE BONDS - 25.9%** |
|  | **Aerospace/Defense - 0.4%** | **Aerospace/Defense - 0.4%** |
|  | Boeing Co. |  |
| &nbsp;&nbsp;&nbsp; 705000 | &nbsp;&nbsp;&nbsp;&nbsp;5.04%, 05/01/2027 | $698002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390000 | &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 05/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359850 |
|  | L3Harris Technologies, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112000 | &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070000 | Lockheed Martin Corp. 5.10%, 11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3141576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | Northrop Grumman Corp. 5.15%, 05/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823644 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7286848 |
|  | **Agriculture - 0.5%** | **Agriculture - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790000 | BAT Capital Corp. 4.74%, 03/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3373948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955000 | BAT International Finance plc 4.45%, 03/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760000 | Kernel Holding S.A. 6.50%, 10/17/2024<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771006 |
|  | Philip Morris International, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855000 | &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 11/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | Reynolds American, Inc. 5.70%, 08/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303032 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8979303 |
|  | **Apparel - 0.2%** | **Apparel - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | Hanesbrands, Inc. 4.88%, 05/15/2026<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550000 | William Carter Co. 5.63%, 03/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405228 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896692 |
|  | **Auto Manufacturers - 0.0%** | **Auto Manufacturers - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | General Motors Financial Co., Inc. 3.60%, 06/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726097 |
|  | **Auto Parts & Equipment - 0.0%** | **Auto Parts & Equipment - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | Autozone, Inc. 4.75%, 08/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854585 |
|  | **Beverages - 0.2%** | **Beverages - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699000 | Anheuser-Busch InBev Worldwide, Inc. 5.45%, 01/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1704265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517000 | Constellation Brands, Inc. 3.15%, 08/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790000 | Keurig Dr Pepper, Inc. 3.95%, 04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668786 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827141 |
|  | **Biotechnology - 0.3%** | **Biotechnology - 0.3%** |
|  | CSL Finance plc |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325000 | &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 04/27/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/27/2032<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751160 |
|  | Royalty Pharma plc |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565000 | &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 09/02/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/02/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588182 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5296280 |
|  | **Chemicals - 0.1%** | **Chemicals - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600000 | Celanese US Holdings LLC 6.17%, 07/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580411 |

---

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

*81* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** |
|  | **Commercial Banks - 5.7%** | **Commercial Banks - 5.7%** |
|  | Bank of America Corp. |  |
| &nbsp;&nbsp;$275000 | &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 07/23/2031, (1.90% fixed rate until 07/23/2030; 6 mo. USD SOFR + 1.530% thereafter)<sup>(8)</sup> | $211717 |
| &nbsp;&nbsp;&nbsp; 185000 | &nbsp;&nbsp;&nbsp;&nbsp;1.92%, 10/24/2031, (1.92% fixed rate until 10/24/2030; 6 mo. USD SOFR + 1.370% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141503 |
| &nbsp;&nbsp;&nbsp; 2150000 | &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.220% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1661770 |
| &nbsp;&nbsp;&nbsp; 965000 | &nbsp;&nbsp;&nbsp;&nbsp;2.57%, 10/20/2032, (2.57% fixed rate until 10/20/2031; 6 mo. USD SOFR + 1.210% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758532 |
| &nbsp;&nbsp;&nbsp; 7680000 | &nbsp;&nbsp;&nbsp;&nbsp;2.69%, 04/22/2032, (2.69% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.320% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6167023 |
| &nbsp;&nbsp;&nbsp; 3050000 | &nbsp;&nbsp;&nbsp;&nbsp;3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2630112 |
| &nbsp;&nbsp;&nbsp; 1860000 | &nbsp;&nbsp;&nbsp;&nbsp;3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1723731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/22/2028, (4.95% fixed rate until 07/22/2027; 6 mo. USD SOFR + 2.040% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/22/2033, (5.02% fixed rate until 07/22/2032; 6 mo. USD SOFR + 2.160% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685000 | Bank of Ireland Group plc 6.25%, 09/16/2026, (6.25% fixed rate until 09/16/2025; 12 mo. USD CMT + 2.650% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655458 |
|  | Barclays plc |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/09/2033, (5.75% fixed rate until 08/09/2032; 12 mo. USD CMT + 3.000% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/02/2028, (7.39% fixed rate until 11/02/2027; 12 mo. USD CMT + 3.300% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000716 |
|  | BNP Paribas S.A. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp;&nbsp;1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 6 mo. USD SOFR + 1.004% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275000 | &nbsp;&nbsp;&nbsp;&nbsp;2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 6 mo. USD SOFR + 2.074% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875000 | &nbsp;&nbsp;&nbsp;&nbsp;2.59%, 01/20/2028, (2.59% fixed rate until 01/20/2027; 6 mo. USD SOFR + 1.228% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/01/2033, (4.38% fixed rate until 03/01/2028; 5 yr. USD Swap + 1.483 % thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040636 |
|  | Credit Suisse Group AG |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865000 | &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 6 mo. USD SOFR + 1.730% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015000 | &nbsp;&nbsp;&nbsp;&nbsp;6.44%, 08/11/2028, (6.44% fixed rate until 08/11/2027; 6 mo. USD SOFR + 3.700% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6415000 | &nbsp;&nbsp;&nbsp;&nbsp;6.54%, 08/12/2033, (6.54% fixed rate until 08/12/2032; 6 mo. USD SOFR + 3.920% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970000 | Danske Bank A/S 5.38%, 01/12/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954218 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** |
|  | **Commercial Banks - 5.7% - (continued)** | **Commercial Banks - 5.7% - (continued)** |
| $1545000 | Deutsche Bank AG 2.31%, 11/16/2027, (2.31% fixed rate until 11/16/2026; 6 mo. USD SOFR + 1.219% thereafter)<sup>(8)</sup> | $1311943 |
|  | Goldman Sachs Group, Inc. |  |
| &nbsp;&nbsp;&nbsp; 2810000 | &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 07/21/2032, (2.38% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.248% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2187690 |
| &nbsp;&nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.281% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2793180 |
| &nbsp;&nbsp;&nbsp; 320000 | &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 6 mo. USD SOFR + 1.264% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253531 |
| &nbsp;&nbsp;&nbsp; 840000 | &nbsp;&nbsp;&nbsp;&nbsp;3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 768620 |
| &nbsp;&nbsp;&nbsp; 3035000 | &nbsp;&nbsp;&nbsp;&nbsp;4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2832384 |
|  | HSBC Holdings plc |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 6 mo. USD SOFR + 1.285% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300000 | &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2121424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940000 | &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 03/29/2033, (4.76% fixed rate until 03/29/2032; 6 mo. USD SOFR + 2.530% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6085000 | &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 08/11/2033, (5.40% fixed rate until 08/11/2032; 6 mo. USD SOFR + 2.870% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5653560 |
|  | JP Morgan Chase & Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560000 | &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 11/08/2032, (2.55% fixed rate until 11/08/2031; 6 mo. USD SOFR + 1.180% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955000 | &nbsp;&nbsp;&nbsp;&nbsp;2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.250% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3215000 | &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230000 | &nbsp;&nbsp;&nbsp;&nbsp;4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175000 | &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 04/26/2028, (4.32% fixed rate until 04/26/2027; 6 mo. USD SOFR + 1.560% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;4.59%, 04/26/2033, (4.59% fixed rate until 04/26/2032; 6 mo. USD SOFR + 1.800% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245000 | &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/25/2028, (4.85% fixed rate until 07/25/2027; 6 mo. USD SOFR + 1.990% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 07/25/2033, (4.91% fixed rate until 07/25/2032; 6 mo. USD SOFR + 2.080% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148286 |

---

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

*82* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** |
|  | **Commercial Banks - 5.7% - (continued)** | **Commercial Banks - 5.7% - (continued)** |
|  | Morgan Stanley |  |
| &nbsp;&nbsp;$4595000 | &nbsp;&nbsp;&nbsp;&nbsp;1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 6 mo. USD SOFR + 1.034% thereafter)<sup>(8)</sup> | $3464855 |
| &nbsp;&nbsp;&nbsp; 2540000 | &nbsp;&nbsp;&nbsp;&nbsp;1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 6 mo. USD SOFR + 1.020% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1922956 |
| &nbsp;&nbsp;&nbsp; 1875000 | &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 01/21/2028, (2.48% fixed rate until 01/21/2027; 6 mo. USD SOFR + 1.000% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1668372 |
| &nbsp;&nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp;&nbsp;2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 6 mo. USD SOFR + 1.200% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187766 |
| &nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1841950 |
| &nbsp;&nbsp;&nbsp; 515000 | &nbsp;&nbsp;&nbsp;&nbsp;4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481987 |
| &nbsp;&nbsp;&nbsp; 365000 | &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 07/20/2033, (4.89% fixed rate until 07/20/2032; 6 mo. USD SOFR + 2.076% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5020000 | Societe Generale S.A. 6.22%, 06/15/2033, (6.22% fixed rate until 06/15/2032; 12 mo. USD CMT + 3.200% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385000 | Standard Chartered plc 7.77%, 11/16/2028, (7.77% fixed rate until 11/16/2027; 12 mo. USD CMT + 3.450% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310000 | Truist Bank 2.25%, 03/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220000 | UBS Group AG 4.75%, 05/12/2028, (4.75% fixed rate until 05/12/2027; 12 mo. USD CMT + 1.750% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169192 |
|  | Wells Fargo & Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555000 | &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/02/2033, (3.35% fixed rate until 03/02/2032; 6 mo. USD SOFR + 1.500% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215000 | &nbsp;&nbsp;&nbsp;&nbsp;3.91%, 04/25/2026, (3.91% fixed rate until 04/25/2025; 6 mo. USD SOFR + 1.320% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530000 | &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 07/25/2028, (4.81% fixed rate until 07/25/2027; 6 mo. USD SOFR + 1.980% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495000 | &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/25/2033, (4.90% fixed rate until 07/25/2032; 6 mo. USD SOFR + 2.100% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5203061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 6 mo. USD SOFR + 4.501% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678624 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100744340 |
|  | **Commercial Services - 0.9%** | **Commercial Services - 0.9%** |
|  | Ashtead Capital, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 08/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/11/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671758 |
|  | Howard University |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 10/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 10/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;3.48%, 10/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524230 |
|  | Service Corp. International |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358835 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** |
|  | **Commercial Services - 0.9% - (continued)** | **Commercial Services - 0.9% - (continued)** |
| $4561000 | &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 06/01/2029 | $4276161 |
|  | United Rentals North America, Inc. |  |
| &nbsp;&nbsp;&nbsp; 140000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119672 |
| &nbsp;&nbsp;&nbsp; 445000 | &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 01/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421704 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15879029 |
|  | **Construction Materials - 0.3%** | **Construction Materials - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340000 | Builders FirstSource, Inc. 5.00%, 03/01/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960081 |
|  | Standard Industries, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 01/15/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 07/15/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746296 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6109651 |
|  | **Diversified Financial Services - 0.6%** | **Diversified Financial Services - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325000 | Capital One Financial Corp. 5.25%, 07/26/2030, (5.25% fixed rate until 07/26/2029; 6 mo. USD SOFR + 2.600% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3173327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400000 | GTP Acquisition Partners LLC 3.48%, 06/15/2050<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6898291 |
|  | Intercontinental Exchange, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 03/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 06/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153832 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10881732 |
|  | **Electric - 2.5%** | **Electric - 2.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235000 | Alabama Power Co. 3.45%, 10/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705000 | Berkshire Hathaway Energy Co. 1.65%, 05/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545670 |
|  | Cleco Corporate Holdings LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;4.97%, 05/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050000 | Consolidated Edison Co. of New York, Inc. 3.20%, 12/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360000 | Dominion Energy, Inc. 5.38%, 11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525000 | Duke Energy Carolinas LLC 4.25%, 12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324361 |
|  | Duke Energy Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845000 | &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 06/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | Duke Energy Indiana LLC 3.25%, 10/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543978 |
|  | Duke Energy Progress LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/30/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | Edison International 6.95%, 11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955000 | Emera, Inc. 6.75%, 06/15/2076, (6.75% fixed rate until 06/15/2026; 3 mo. USD LIBOR + 5.440% thereafter)<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945000 | Enel Finance International N.V. 5.00%, 06/15/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849784 |
|  | Evergy, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 09/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 09/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619210 |
|  | Georgia Power Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 05/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465000 | IPALCO Enterprises, Inc. 3.70%, 09/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370000 | ITC Holdings Corp. 2.95%, 05/14/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075000 | Jersey Central Power & Light Co. 2.75%, 03/01/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210000 | National Rural Utilities Cooperative Finance Corp. 4.80%, 03/15/2028<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560000 | NextEra Energy Capital Holdings, Inc. 4.63%, 07/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521122 |

---

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

*83* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** |
|  | **Electric - 2.5% - (continued)** | **Electric - 2.5% - (continued)** |
| $1705000 | NRG Energy, Inc. 2.45%, 12/02/2027<sup>(1)</sup> | $1414627 |
| &nbsp;&nbsp;&nbsp; 705000 | Oglethorpe Power Corp. 4.50%, 04/01/2047<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563519 |
|  | Pacific Gas and Electric Co. |  |
| &nbsp;&nbsp;&nbsp; 3780000 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2953644 |
| &nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227684 |
| &nbsp;&nbsp;&nbsp; 3191000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2487523 |
| &nbsp;&nbsp;&nbsp; 529000 | &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430925 |
| &nbsp;&nbsp;&nbsp; 1630000 | &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 06/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1597130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070000 | Puget Energy, Inc. 3.65%, 05/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970329 |
|  | Sempra Energy |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615000 | &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161302 |
|  | Southern California Edison Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 08/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 06/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | Southern Co. 3.70%, 04/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | Xcel Energy, Inc. 4.60%, 06/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689765 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43854130 |
|  | **Energy-Alternate Sources - 0.2%** | **Energy-Alternate Sources - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650000 | Energo-Pro AS 8.50%, 02/04/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085000 | FS Luxembourg S.a.r.l. 10.00%, 12/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | Investment Energy Resources Ltd. 6.25%, 04/26/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807398 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4317900 |
|  | **Engineering & Construction - 0.3%** | **Engineering & Construction - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615000 | IHS Holding Ltd. 6.25%, 11/29/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178404 | International Airport Finance S.A. 12.00%, 03/15/2033<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125563 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4428158 |
|  | **Entertainment - 0.5%** | **Entertainment - 0.5%** |
|  | Warnermedia Holdings, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 03/15/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4170000 | &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 03/15/2052<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;5.39%, 03/15/2062<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525000 | WMG Acquisition Corp. 3.88%, 07/15/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897606 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8002103 |
|  | **Environmental Control - 0.2%** | **Environmental Control - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475000 | Clean Harbors, Inc. 4.88%, 07/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240062 |
|  | **Food - 0.2%** | **Food - 0.2%** |
|  | Conagra Brands, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411000 | &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 11/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 11/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705000 | Mondelez International, Inc. 3.00%, 03/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070000 | NBM U.S. Holdings, Inc. 7.00%, 05/14/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048541 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4123850 |
|  | **Gas - 0.1%** | **Gas - 0.1%** |
|  | NiSource, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090000 | &nbsp;&nbsp;&nbsp;&nbsp;3.49%, 05/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 05/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884521 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912601 |
|  | **Healthcare - Products - 0.9%** | **Healthcare - Products - 0.9%** |
|  | Alcon Finance Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/23/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/23/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798783 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** |
|  | **Healthcare - Products - 0.9% - (continued)** | **Healthcare - Products - 0.9% - (continued)** |
| $455000 | &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 12/06/2032<sup>(7)</sup> | $459589 |
| &nbsp;&nbsp;&nbsp; 340000 | &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 12/06/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343049 |
| &nbsp;&nbsp;&nbsp; 3220000 | Avantor Funding, Inc. 4.63%, 07/15/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2925821 |
| &nbsp;&nbsp;&nbsp; 2805000 | Baxter International, Inc. 2.54%, 02/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2235299 |
|  | GE HealthCare Technologies, Inc. |  |
| &nbsp;&nbsp;&nbsp; 1075000 | &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1089637 |
| &nbsp;&nbsp;&nbsp; 1690000 | &nbsp;&nbsp;&nbsp;&nbsp;5.86%, 03/15/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1733470 |
| &nbsp;&nbsp;&nbsp; 715000 | &nbsp;&nbsp;&nbsp;&nbsp;5.91%, 11/22/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 743252 |
|  | GSK Consumer Healthcare Capital U.S. LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2812000 | Hologic, Inc. 4.63%, 02/01/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649734 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15765777 |
|  | **Healthcare - Services - 0.9%** | **Healthcare - Services - 0.9%** |
|  | Centene Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 07/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5230000 | &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4781209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360000 | CommonSpirit Health 3.35%, 10/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | Elevance Health, Inc. 5.35%, 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890000 | Humana, Inc. 3.70%, 03/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733698 |
|  | Kaiser Foundation Hospitals |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;2.81%, 06/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770000 | Sutter Health 3.36%, 08/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525980 |
|  | UnitedHealth Group, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 05/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820000 | &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 02/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430000 | &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 02/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 02/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 02/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284161 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16386076 |
|  | **Home Builders - 0.3%** | **Home Builders - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465000 | PulteGroup, Inc. 5.50%, 03/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475449 |
|  | Taylor Morrison Communities, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 08/01/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558000 | &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395190 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5339716 |
|  | **Insurance - 0.8%** | **Insurance - 0.8%** |
|  | Athene Global Funding |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780000 | &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/04/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010000 | &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 01/07/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490749 |
|  | Corebridge Financial, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/05/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/05/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085000 | &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 12/15/2052, (6.88% fixed rate until 09/15/2027; 5 year USD CMT + 3.846% thereafter)<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3390000 | Equitable Financial Life Global Funding 1.80%, 03/08/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300000 | Marsh & McLennan Cos., Inc. 4.75%, 03/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | Unum Group 4.13%, 06/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | Willis North America, Inc. 3.60%, 05/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807663 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13421156 |
|  | **Internet - 0.6%** | **Internet - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460000 | Amazon.com, Inc. 3.88%, 08/22/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410344 |

---

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

*84* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** |
|  | **Internet - 0.6% - (continued)** | **Internet - 0.6% - (continued)** |
|  | Go Daddy Operating Co. LLC |  |
| &nbsp;&nbsp;$770000 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/2029<sup>(1)</sup> | $649688 |
| &nbsp;&nbsp;&nbsp; 3995000 | &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 12/01/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3781108 |
|  | NortonLifeLock, Inc. |  |
| &nbsp;&nbsp;&nbsp; 4490000 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4367310 |
| &nbsp;&nbsp;&nbsp; 625000 | &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 09/30/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 612500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9820950 |
|  | **Iron/Steel - 0.1%** | **Iron/Steel - 0.1%** |
|  | ArcelorMittal S.A. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 11/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 11/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR 1,755,000 | Metinvest B.V. 5.63%, 06/17/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010708 |
|  | Steel Dynamics, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$75000 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 04/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335199 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365093 |
|  | **IT Services - 0.3%** | **IT Services - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5820000 | Booz Allen Hamilton, Inc. 3.88%, 09/01/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5156302 |
|  | **Machinery-Diversified - 0.1%** | **Machinery-Diversified - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801000 | Otis Worldwide Corp. 2.57%, 02/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517369 |
|  | **Media - 1.3%** | **Media - 1.3%** |
|  | Charter Communications Operating LLC / Charter Communications Operating Capital |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935000 | &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 04/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 07/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3165000 | &nbsp;&nbsp;&nbsp;&nbsp;6.48%, 10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2866328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;6.83%, 10/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50981 |
|  | Comcast Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659000 | &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 11/01/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 07/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495000 | Cox Communications, Inc. 2.60%, 06/15/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194474 |
|  | Discovery Communications LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 09/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196000 | &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 05/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672169 |
|  | Paramount Global |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 06/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125000 | &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 01/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357233 |
|  | Sirius XM Radio, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550000 | &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/01/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3152187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 07/01/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | Time Warner Cable LLC 6.55%, 05/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900000 | Time Warner Entertainment Co., L.P. 8.38%, 07/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346117 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23389961 |
|  | **Mining - 0.2%** | **Mining - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945000 | Anglo American Capital plc 2.63%, 09/10/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505000 | Freeport Indonesia PT 5.32%, 04/14/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380437 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965359 |
|  | **Office/Business Equipment - 0.4%** | **Office/Business Equipment - 0.4%** |
|  | CDW LLC / CDW Finance Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 12/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5898000 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023267 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** |
|  | **Office/Business Equipment - 0.4% - (continued)** | **Office/Business Equipment - 0.4% - (continued)** |
| $450000 | &nbsp;&nbsp;&nbsp;&nbsp;3.28%, 12/01/2028 | $385272 |
| &nbsp;&nbsp;&nbsp; 430000 | &nbsp;&nbsp;&nbsp;&nbsp;3.57%, 12/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353619 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6192750 |
|  | **Oil & Gas - 1.1%** | **Oil & Gas - 1.1%** |
|  | Aker BP ASA |  |
| &nbsp;&nbsp;&nbsp; 775000 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/15/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685412 |
| &nbsp;&nbsp;&nbsp; 465000 | &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 07/15/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381718 |
| &nbsp;&nbsp;&nbsp; 150000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132048 |
|  | BP Capital Markets America, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005000 | &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 06/04/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/24/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/08/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/06/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303466 |
|  | ConocoPhillips Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp;&nbsp;4.03%, 03/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | Continental Resources, Inc. 5.75%, 01/15/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530771 |
|  | Diamondback Energy, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 03/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 03/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805000 | Ecopetrol S.A. 4.63%, 11/02/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379265 |
|  | Energean Israel Finance Ltd. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/30/2024<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/30/2026<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 03/30/2031<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | EQT Corp. 5.70%, 04/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188968 |
|  | Equinor ASA |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/06/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/06/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361683 |
|  | Hess Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782000 | &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 03/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;7.30%, 08/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045000 | Leviathan Bond Ltd. 6.50%, 06/30/2027<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978742 |
|  | Ovintiv, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 08/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 08/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792581 |
|  | Shell International Finance B.V. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 11/26/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/26/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/06/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320000 | Tullow Oil plc 7.00%, 03/01/2025<sup>(1)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140000 | Var Energi ASA 7.50%, 01/15/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200000 | Viper Energy Partners L.P. 5.38%, 11/01/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088923 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19865034 |
|  | **Packaging & Containers - 0.3%** | **Packaging & Containers - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650000 | Ball Corp. 4.00%, 11/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4557553 |
|  | **Pharmaceuticals - 0.1%** | **Pharmaceuticals - 0.1%** |
|  | CVS Health Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 07/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598871 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962696 |
|  | **Pipelines - 0.9%** | **Pipelines - 0.9%** |
|  | Energy Transfer L.P. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 06/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 02/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 02/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795856 |
|  | Enterprise Products Operating LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557518 |

---

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

*85* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** |
|  | **Pipelines - 0.9% - (continued)** | **Pipelines - 0.9% - (continued)** |
| $125000 | EQM Midstream Partners L.P. 6.50%, 07/01/2027<sup>(1)</sup> | $119469 |
| &nbsp;&nbsp;&nbsp; 547056 | Galaxy Pipeline Assets Bidco Ltd. 2.94%, 09/30/2040<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439230 |
|  | MPLX L.P. |  |
| &nbsp;&nbsp;&nbsp; 1610000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1514694 |
| &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 03/14/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493516 |
| &nbsp;&nbsp;&nbsp; 895000 | NGPL PipeCo LLC 3.25%, 07/15/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730370 |
|  | ONEOK, Inc. |  |
| &nbsp;&nbsp;&nbsp; 985000 | &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 828005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980000 | &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 07/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865000 | &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 01/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429000 | Plains All American Pipeline L.P. / PAA Finance Corp. 3.80%, 09/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245382 |
|  | Targa Resources Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975000 | &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 02/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 07/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 4.88%, 02/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505000 | Transcontinental Gas Pipe Line Co. LLC 3.25%, 05/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220000 | Williams Cos., Inc. 4.65%, 08/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139525 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15835318 |
|  | **Real Estate Investment Trusts - 0.6%** | **Real Estate Investment Trusts - 0.6%** |
|  | American Tower Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 04/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130000 | &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960000 | Crown Castle, Inc. 2.90%, 03/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660000 | EPR Properties 4.95%, 04/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418630 |
|  | GLP Capital L.P. / GLP Financing II, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 01/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535000 | &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 06/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240000 | SBA Tower Trust 2.84%, 01/15/2050<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112429 |
|  | VICI Properties L.P. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332000 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 02/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 05/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476864 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11268241 |
|  | **Retail - 0.7%** | **Retail - 0.7%** |
|  | FirstCash, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3352000 | &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 09/01/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2942924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735000 | &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 01/01/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544263 |
|  | Gap, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041000 | &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/01/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3819000 | &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/01/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664192 |
|  | Home Depot, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892000 | Lowe's Cos., Inc. 5.00%, 04/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520000 | O'Reilly Automotive, Inc. 4.70%, 06/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475248 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12146931 |
|  | **Semiconductors - 0.7%** | **Semiconductors - 0.7%** |
|  | Broadcom, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115000 | &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 04/15/2033<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311924 |
|  | Intel Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110000 | &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 02/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/05/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590000 | &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 08/05/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414708 |
|  | Marvell Technology, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730000 | &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 04/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466970 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** | **CORPORATE BONDS - 25.9% - (continued)** |
|  | **Semiconductors - 0.7% - (continued)** | **Semiconductors - 0.7% - (continued)** |
| $465000 | &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/15/2031 | $375129 |
| &nbsp;&nbsp;&nbsp; 330000 | Micron Technology, Inc. 6.75%, 11/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336355 |
| &nbsp;&nbsp;&nbsp; 940000 | NVIDIA Corp. 3.50%, 04/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766051 |
| &nbsp;&nbsp;&nbsp; 385000 | NXP B.V. / NXP Funding LLC 5.55%, 12/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384905 |
|  | Qorvo, Inc. |  |
| &nbsp;&nbsp;&nbsp; 575000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/01/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461977 |
| &nbsp;&nbsp;&nbsp; 275000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243166 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11630461 |
|  | **Software - 1.3%** | **Software - 1.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5959000 | Black Knight InfoServ LLC 3.63%, 09/01/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5157515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3542000 | Fair Isaac Corp. 4.00%, 06/15/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3214386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870000 | MSCI, Inc. 4.00%, 11/15/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628835 |
|  | Open Text Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075000 | &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/01/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525000 | &nbsp;&nbsp;&nbsp;&nbsp;6.90%, 12/01/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | Open Text Holdings, Inc. 4.13%, 12/01/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466377 |
|  | Oracle Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455000 | &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/01/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005000 | &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/25/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805000 | &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 11/09/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245000 | SS&C Technologies, Inc. 5.50%, 09/30/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045535 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22980079 |
|  | **Telecommunications - 0.7%** | **Telecommunications - 0.7%** |
|  | AT&T, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3294000 | &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 09/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 06/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266000 | &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/01/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170000 | Nokia Oyj 4.38%, 06/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994802 |
|  | Rogers Communications, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975000 | &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/15/2052<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756385 |
|  | T-Mobile USA, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 02/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390000 | &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 01/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462709 |
|  | Verizon Communications, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330000 | &nbsp;&nbsp;&nbsp;&nbsp;2.36%, 03/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 11/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/22/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143000 | &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 01/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029059 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11966437 |
|  | **Trucking & Leasing - 0.4%** | **Trucking & Leasing - 0.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775000 | DAE Funding LLC 1.55%, 08/01/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514371 |
|  | Penske Truck Leasing Co. L.P. / PTL Finance Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675000 | &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 11/01/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170000 | &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/01/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111891 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7714047 |
|  | Total Corporate Bonds<br> (cost $517,418,381) | &nbsp;&nbsp;$458188219 |

---

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

*86* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **FOREIGN GOVERNMENT OBLIGATIONS - 3.5%** | **FOREIGN GOVERNMENT OBLIGATIONS - 3.5%** | **FOREIGN GOVERNMENT OBLIGATIONS - 3.5%** |
|  | **Angola - 0.1%** | **Angola - 0.1%** |
|  | Angolan Government International Bond |  |
| &nbsp;&nbsp;$1600000 | &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 11/26/2029<sup>(6)</sup> | $1400896 |
| &nbsp;&nbsp;&nbsp; 310000 | &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 04/14/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267933 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668829 |
|  | **Benin - 0.1%** | **Benin - 0.1%** |
| &nbsp;&nbsp;&nbsp;EUR 2,640,000 | Benin Government International Bond 4.95%, 01/22/2035<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2044347 |
|  | **Bermuda - 0.1%** | **Bermuda - 0.1%** |
|  | Bermuda Government International Bond |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$735000 | &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/20/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825000 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/15/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811612 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2431612 |
|  | **Brazil - 0.5%** | **Brazil - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;BRL 47,432,000 | Brazil Notas do Tesouro Nacional 10.00%, 01/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7837487 |
|  | **Chile - 0.1%** | **Chile - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR 3,865,000 | Chile Government International Bond 1.25%, 01/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221392 |
|  | **Colombia - 0.2%** | **Colombia - 0.2%** |
|  | Colombia Government International Bond |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2685000 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1824724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 05/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180000 | &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 02/26/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865041 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958636 |
|  | **Egypt - 0.1%** | **Egypt - 0.1%** |
|  | Egypt Government International Bond |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375000 | &nbsp;&nbsp;&nbsp;&nbsp;7.90%, 02/21/2048<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 01/31/2047<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp;8.88%, 05/29/2050<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401174 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746156 |
|  | **Ghana - 0.0%** | **Ghana - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418000 | Ghana Government International Bond 6.38%, 02/11/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156750 |
|  | **Hungary - 0.3%** | **Hungary - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR 5,610,000 | Hungary Government International Bond 1.63%, 04/28/2032<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300940 |
|  | **Indonesia - 0.2%** | **Indonesia - 0.2%** |
|  | Indonesia Government International Bond |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795000 | &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 03/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2949823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 07/18/2024<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 06/14/2023<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501825 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702775 |
|  | **Ivory Coast - 0.1%** | **Ivory Coast - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965000 | Ivory Coast Government International Bond 4.88%, 01/30/2032<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655780 |
|  | **Mexico - 0.3%** | **Mexico - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6185000 | Mexico Government International Bond 1.45%, 10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4692848 |
|  | **North Macedonia - 0.2%** | **North Macedonia - 0.2%** |
|  | North Macedonia Government International Bond |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/18/2025<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1817352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165000 | &nbsp;&nbsp;&nbsp;&nbsp;3.68%, 06/03/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131078 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3948430 |
|  | **Panama - 0.2%** | **Panama - 0.2%** |
|  | Panama Government International Bond |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5000000 | &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/23/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205579 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **FOREIGN GOVERNMENT OBLIGATIONS - 3.5% - (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS - 3.5% - (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS - 3.5% - (continued)** |
|  | **Panama - 0.2% - (continued)** | **Panama - 0.2% - (continued)** |
| $555000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/19/2063 | $390722 |
| &nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 02/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354991 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3951292 |
|  | **Philippines - 0.3%** | **Philippines - 0.3%** |
|  | Philippine Government International Bond |  |
| &nbsp;&nbsp;&nbsp;EUR 4,330,000 | &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 04/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3556786 |
| &nbsp;&nbsp;&nbsp; 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735293 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4292079 |
|  | **Romania - 0.4%** | **Romania - 0.4%** |
|  | Romanian Government International Bond |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970000 | &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 12/02/2040<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/14/2041<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/08/2038<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3241000 | &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/03/2049<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502874 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7451889 |
|  | **Saudi Arabia - 0.1%** | **Saudi Arabia - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615000 | Saudi Government International Bond 2.00%, 07/09/2039<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071987 |
|  | **Senegal - 0.1%** | **Senegal - 0.1%** |
|  | Senegal Government International Bond |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/13/2028<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2115000 | &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 05/23/2033<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1742760 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465925 |
|  | **United Arab Emirates - 0.1%** | **United Arab Emirates - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455000 | Finance Department Government of Sharjah 3.63%, 03/10/2033<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033732 |
|  | Total Foreign Government Obligations<br> (cost $90,014,035) | &nbsp;&nbsp;&nbsp;&nbsp;$61632886 |
| **MUNICIPAL BONDS - 1.3%** | **MUNICIPAL BONDS - 1.3%** | **MUNICIPAL BONDS - 1.3%** |
|  | **Development - 0.3%** | **Development - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280000 | New York Transportation Dev Corp. Rev 4.25%, 09/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp;$5074434 |
|  | **General - 0.6%** | **General - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | Chicago, IL, Transit Auth Sales Tax Receipts Fund 3.91%, 12/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4130000 | Florida State Board of Administration Finance Corp., Rev 1.26%, 07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445000 | Philadelphia, PA, Auth Industrial Dev Rev, (NATL Insured) 6.55%, 10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5691538 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10085634 |
|  | **General Obligation - 0.1%** | **General Obligation - 0.1%** |
|  | State of Illinois, GO |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045364 | &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 06/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325909 |
|  | **School District - 0.2%** | **School District - 0.2%** |
|  | Chicago, IL, Board of Education, GO |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp;&nbsp;6.04%, 12/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115000 | &nbsp;&nbsp;&nbsp;&nbsp;6.14%, 12/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315000 | &nbsp;&nbsp;&nbsp;&nbsp;6.32%, 11/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2174512 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469678 |
|  | **Transportation - 0.1%** | **Transportation - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790000 | Metropolitan Transportation Auth, NY, Rev 6.81%, 11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915258 |

---

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

*87* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **MUNICIPAL BONDS - 1.3% - (continued)** | **MUNICIPAL BONDS - 1.3% - (continued)** | **MUNICIPAL BONDS - 1.3% - (continued)** |
|  | **Utility - Electric - 0.0%** | **Utility - Electric - 0.0%** |
| $740000 | Municipal Electric Auth, GA, Rev 6.64%, 04/01/2057 | $791609 |
|  | Total Municipal Bonds<br> (cost $26,601,898) | &nbsp;&nbsp;&nbsp;&nbsp;$23662522 |
| **SENIOR FLOATING RATE INTERESTS - 0.1%<sup>(9)</sup>** | **SENIOR FLOATING RATE INTERESTS - 0.1%<sup>(9)</sup>** | **SENIOR FLOATING RATE INTERESTS - 0.1%<sup>(9)</sup>** |
|  | **Entertainment - 0.0%** | **Entertainment - 0.0%** |
|  | Crown Finance U.S., Inc. |  |
| &nbsp;&nbsp;&nbsp;EUR 32,436 | &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/28/2025, 3 mo. EURIBOR + 2.625% | $6141 |
| &nbsp;&nbsp;&nbsp;$180194 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32105 |
| &nbsp;&nbsp;&nbsp; 105085 | &nbsp;&nbsp;&nbsp;&nbsp;14.41%, 09/07/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102951 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141197 |
|  | **Healthcare - Services - 0.0%** | **Healthcare - Services - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | Envision Healthcare Corp. 8.83%, 03/31/2027, 3 mo. USD SOFR + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193537 | EyeCare Partners LLC 8.48%, 11/15/2028, 1 mo. USD LIBOR + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162281 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162394 |
|  | **Oil & Gas Services - 0.1%** | **Oil & Gas Services - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727733 | PES Holdings LLC 0.00%, 06/30/2023, 3 mo. USD LIBOR + 6.990%<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727733 |
|  | Total Senior Floating Rate Interests<br> (cost $1,228,137) | &nbsp;&nbsp;&nbsp;&nbsp;$1031324 |
| **U.S. GOVERNMENT AGENCIES - 43.0%** | **U.S. GOVERNMENT AGENCIES - 43.0%** | **U.S. GOVERNMENT AGENCIES - 43.0%** |
|  | **Mortgage-Backed Agencies - 43.0%** | **Mortgage-Backed Agencies - 43.0%** |
|  | **FHLMC - 4.8%** | **FHLMC - 4.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52354 | &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/15/2036<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43494 |
| &nbsp;&nbsp;&nbsp;&nbsp;19558087 | &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 03/25/2027<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4859630 | &nbsp;&nbsp;&nbsp;&nbsp;0.64%, 10/25/2026<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90432 |
| &nbsp;&nbsp;&nbsp;&nbsp;17253838 | &nbsp;&nbsp;&nbsp;&nbsp;0.72%, 12/25/2030<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759761 |
| &nbsp;&nbsp;&nbsp;&nbsp;10275980 | &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/25/2027<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250800 | &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 11/25/2030<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7762733 | &nbsp;&nbsp;&nbsp;&nbsp;1.02%, 10/25/2030<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458307 |
| &nbsp;&nbsp;&nbsp;&nbsp;12845962 | &nbsp;&nbsp;&nbsp;&nbsp;1.12%, 06/25/2030<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6252556 | &nbsp;&nbsp;&nbsp;&nbsp;1.57%, 05/25/2030<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698526 | &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337755 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068867 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310676 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809006 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812365 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9111699 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7466755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3061515 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1742657 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740001 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755433 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311752 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2718910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281516 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/15/2028<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054072 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237869 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933626 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570721 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586248 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811341 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524468 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687205 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251744 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224523 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915240 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625687 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/15/2028<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33612 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** |
|  | **Mortgage-Backed Agencies - 43.0% - (continued)** | **Mortgage-Backed Agencies - 43.0% - (continued)** |
|  | **FHLMC - 4.8% - (continued)** | **FHLMC - 4.8% - (continued)** |
| $857447 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/2029 | $826257 |
| &nbsp;&nbsp;&nbsp; 287473 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/2032<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8993 |
| &nbsp;&nbsp;&nbsp; 2437687 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2321978 |
| &nbsp;&nbsp;&nbsp; 369389 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/15/2033<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33666 |
| &nbsp;&nbsp;&nbsp; 1579232 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1490289 |
| &nbsp;&nbsp;&nbsp; 2169912 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2018316 |
| &nbsp;&nbsp;&nbsp; 1228539 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1142719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515810 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/15/2044<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626251 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956031 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040058 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864418 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313422 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883742 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393374 | &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124154 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/2026<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147815 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/15/2027<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131933 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/15/2034<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584622 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691081 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/15/2041<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417504 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396445 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229329 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338439 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511079 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7311424 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6798605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206595 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786191 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301631 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/2026<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488137 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/2027<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275361 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/2028<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150669 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/15/2028<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413862 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/2030<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467750 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/25/2040<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382968 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271087 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487932 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634808 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34268 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123074 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447728 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144003 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898443 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474881 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235105 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179379 | &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477843 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/15/2033<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8310 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133732 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6211 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7777 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6438 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16008 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10348 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582250 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/2048<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14083 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32156 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411097 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7447 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19988 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36622 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15034 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20218 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075729 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212665 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4062 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 |

---

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

*88* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** |
|  | **Mortgage-Backed Agencies - 43.0% - (continued)** | **Mortgage-Backed Agencies - 43.0% - (continued)** |
|  | **FHLMC - 4.8% - (continued)** | **FHLMC - 4.8% - (continued)** |
| $53862 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/01/2040 | $55951 |
| &nbsp;&nbsp;&nbsp; 181236 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188265 |
| &nbsp;&nbsp;&nbsp; 174847 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181628 |
| &nbsp;&nbsp;&nbsp; 917045 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 952609 |
| &nbsp;&nbsp;&nbsp; 760093 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/15/2046<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151196 |
| &nbsp;&nbsp;&nbsp; 934 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 07/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950 |
| &nbsp;&nbsp;&nbsp; 100012 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23824 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127195 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9465 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19386 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9614 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99973 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103488 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153091 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607559 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 08/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324503 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64654 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 09/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84840769 |
|  | **FNMA - 29.0%** | **FNMA - 29.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62027 | &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/25/2036<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528541 | &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/25/2036<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422905 | &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/25/2041<sup>(11)(12)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974125 | &nbsp;&nbsp;&nbsp;&nbsp;0.10%, 08/25/2044<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378498 | &nbsp;&nbsp;&nbsp;&nbsp;0.14%, 04/25/2055<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290554 | &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/25/2046<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8041745 | &nbsp;&nbsp;&nbsp;&nbsp;0.31%, 01/25/2030<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951638 | &nbsp;&nbsp;&nbsp;&nbsp;0.33%, 06/25/2055<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41421 |
| &nbsp;&nbsp;&nbsp;&nbsp;10299694 | &nbsp;&nbsp;&nbsp;&nbsp;1.39%, 05/25/2029<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200809 | &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715031 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/25/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406395 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146700 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260117 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436548 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657701 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8137903 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6665299 |
| &nbsp;&nbsp;&nbsp;&nbsp;10179514 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8337648 |
| &nbsp;&nbsp;&nbsp;&nbsp;14981213 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12251391 |
| &nbsp;&nbsp;&nbsp;&nbsp;15312944 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12525261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681923 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573957 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736648 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25606 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800230 | &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273084 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/25/2028<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255215 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100495 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336015 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790011 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678491 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371256 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703097 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/01/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213774 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326655 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376643 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200019 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519329 |
| &nbsp;&nbsp;&nbsp;&nbsp;16813605 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14327096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686224 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4154887 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069172 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021141 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868319 |
| &nbsp;&nbsp;&nbsp;&nbsp;13264320 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11394388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868416 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603697 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** |
|  | **Mortgage-Backed Agencies - 43.0% - (continued)** | **Mortgage-Backed Agencies - 43.0% - (continued)** |
|  | **FNMA - 29.0% - (continued)** | **FNMA - 29.0% - (continued)** |
| $1827388 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/01/2052 | $1563013 |
| &nbsp;&nbsp;&nbsp; 8711445 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7405697 |
| &nbsp;&nbsp;&nbsp; 1279939 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1089255 |
| &nbsp;&nbsp;&nbsp; 1833332 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1558952 |
| &nbsp;&nbsp;&nbsp; 1849015 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1579033 |
| &nbsp;&nbsp;&nbsp; 2333878 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/01/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1980207 |
| &nbsp;&nbsp;&nbsp; 379915 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/25/2027<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226328 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/25/2027<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406701 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/25/2028<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525900 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/25/2033<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641493 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461228 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645406 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039491 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/25/2043<sup>(13)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1831935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267737 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375856 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866828 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745131 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539796 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656891 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348276 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3841562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155804 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367702 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079541 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4473150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411290 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020000 | &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243310 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/25/2027<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394372 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/25/2027<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551189 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/25/2030<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147774 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/25/2030<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211030 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/25/2031<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372090 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/25/2035<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438145 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/25/2039<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678000 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104280 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757689 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711208 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/01/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648827 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505643 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072754 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517754 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399768 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/25/2046<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642181 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836946 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890149 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340709 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129264 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274534 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279270 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2763530 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4518858 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/01/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4156663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622151 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543959 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620000 | &nbsp;&nbsp;&nbsp;&nbsp;3.52%, 11/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 07/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507267 | &nbsp;&nbsp;&nbsp;&nbsp;3.89%, 09/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301939 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134506 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442450 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611033 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442750 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221577 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594246 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511576 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241346 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/25/2042<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276129 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265275 |

---

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

*89* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** |
|  | **Mortgage-Backed Agencies - 43.0% - (continued)** | **Mortgage-Backed Agencies - 43.0% - (continued)** |
|  | **FNMA - 29.0% - (continued)** | **FNMA - 29.0% - (continued)** |
| $601080 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/2042 | $577960 |
| &nbsp;&nbsp;&nbsp; 153687 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/25/2042<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18395 |
| &nbsp;&nbsp;&nbsp; 87586 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83999 |
| &nbsp;&nbsp;&nbsp; 502057 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481492 |
| &nbsp;&nbsp;&nbsp; 137604 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131768 |
| &nbsp;&nbsp;&nbsp; 548016 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524796 |
| &nbsp;&nbsp;&nbsp; 584403 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399134 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3438632 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683061 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3773225 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2656536 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656395 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75819 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102208 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/25/2027<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424589 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348534 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262061 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593363 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475333 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/25/2043<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511003 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646966 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2799983 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36972 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212050 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96364 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69950 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510392 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450945 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318365 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791035 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478392 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377034 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269832 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518314 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/25/2040<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995863 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/25/2042<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363112 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/25/2044<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50013 | &nbsp;&nbsp;&nbsp;&nbsp;5.53%, 05/25/2042<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240208 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161917 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22967 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204769 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408775 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973777 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/25/2042<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 07/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 12/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 02/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 03/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 09/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 06/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7207 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 03/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6168 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 06/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 07/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 08/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4714 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 05/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4215 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 06/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 08/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16213 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 09/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 05/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7875000 | &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6073233 |
| &nbsp;&nbsp;&nbsp;&nbsp;35751000 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/15/2053<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29135426 |
| &nbsp;&nbsp;&nbsp;&nbsp;61322000 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/15/2053<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51998962 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** |
|  | **Mortgage-Backed Agencies - 43.0% - (continued)** | **Mortgage-Backed Agencies - 43.0% - (continued)** |
|  | **FNMA - 29.0% - (continued)** | **FNMA - 29.0% - (continued)** |
| $1855000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/15/2053<sup>(14)</sup> | $1630164 |
| &nbsp;&nbsp;&nbsp; 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/2038<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2154111 |
| &nbsp;&nbsp;&nbsp; 2535000 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/2053<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2305975 |
| &nbsp;&nbsp;&nbsp; 7850000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7656510 |
| &nbsp;&nbsp;&nbsp; 645000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/2053<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605570 |
| &nbsp;&nbsp;&nbsp; 99000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98384 |
| &nbsp;&nbsp;&nbsp;139799000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/15/2053<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134665755 |
| &nbsp;&nbsp;&nbsp;&nbsp;16070000 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/15/2053<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15846527 |
| &nbsp;&nbsp;&nbsp;&nbsp;45764000 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/2053<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45910302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915000 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3974948 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512146520 |
|  | **GNMA - 9.2%** | **GNMA - 9.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738284 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7080000 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/23/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5942450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515269 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/16/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940311 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445284 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8125067 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7062334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950000 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/23/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6899086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256012 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/20/2028<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3016305 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/20/2035<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306044 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/16/2043<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459516 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70901 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336296 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28765 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680935 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2402177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490348 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3194158 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2862136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8091932 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7241759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999999 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29998 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26753 |
| &nbsp;&nbsp;&nbsp;&nbsp;21267894 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18967548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3999603 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3567648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/23/2053<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99447 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/16/2027<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274476 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/20/2027<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197267 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/20/2040<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252830 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/20/2041<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667302 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/20/2042<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656912 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/20/2042<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196868 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4818 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114722 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6333 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904025 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213203 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147705 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/20/2043<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653941 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/20/2043<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553595 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/20/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393940 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/20/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409433 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/20/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639358 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481714 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337410 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415068 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279761 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970523 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813256 |
| &nbsp;&nbsp;&nbsp;&nbsp;40050000 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/23/2053<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36844698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992754 | &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 08/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62385 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/16/2026<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954811 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/20/2029<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755051 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971197 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3119078 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3016484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811633 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787289 |

---

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

*90* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** |
|  | **Mortgage-Backed Agencies - 43.0% - (continued)** | **Mortgage-Backed Agencies - 43.0% - (continued)** |
|  | **GNMA - 9.2% - (continued)** | **GNMA - 9.2% - (continued)** |
| $198375 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/16/2042<sup>(5)</sup> | $22739 |
| &nbsp;&nbsp;&nbsp; 2472383 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/16/2042<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510335 |
| &nbsp;&nbsp;&nbsp; 306417 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/20/2043<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57357 |
| &nbsp;&nbsp;&nbsp; 141473 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/20/2044<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25886 |
| &nbsp;&nbsp;&nbsp; 1010978 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/16/2046<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167946 |
| &nbsp;&nbsp;&nbsp; 923473 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/20/2047<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143943 |
| &nbsp;&nbsp;&nbsp; 467202 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256658 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3174031 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046324 |
| &nbsp;&nbsp;&nbsp;&nbsp;20015000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/23/2053<sup>(14)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18960326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97033 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552913 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977312 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94711 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495622 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/20/2045<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814258 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/20/2045<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175511 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/20/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317003 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/20/2047<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317241 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/20/2048<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370684 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168796 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/16/2040<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621735 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742069 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/16/2041<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870635 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250721 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/16/2047<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4373699 | &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4378417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254873 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386131 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388825 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496861 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857161 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/20/2039<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880697 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/16/2047<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546889 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/20/2047<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17240 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10117 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20622 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28413 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22171 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34349 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40132 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94298 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9672 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23045 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32276 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872821 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/20/2040<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60435 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829092 | &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/20/2046<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14428 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 06/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 08/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3352 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7618 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66431 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18150 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87415 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** | **U.S. GOVERNMENT AGENCIES - 43.0% - (continued)** |
|  | **Mortgage-Backed Agencies - 43.0% - (continued)** | **Mortgage-Backed Agencies - 43.0% - (continued)** |
|  | **GNMA - 9.2% - (continued)** | **GNMA - 9.2% - (continued)** |
| $82265 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 04/15/2031 | $84603 |
| &nbsp;&nbsp;&nbsp; 24824 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25586 |
| &nbsp;&nbsp;&nbsp; 5019 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 06/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5233 |
| &nbsp;&nbsp;&nbsp; 119761 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123182 |
| &nbsp;&nbsp;&nbsp; 17390 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 08/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17884 |
| &nbsp;&nbsp;&nbsp; 44624 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45904 |
| &nbsp;&nbsp;&nbsp; 82494 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166188 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34497 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120625 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 01/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22177 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27738 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106625 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 04/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13789 | &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 06/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 02/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 06/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 08/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;8.50%, 11/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163528893 |
|  | Total U.S. Government Agencies<br> (cost $802,685,650) | &nbsp;&nbsp;&nbsp;&nbsp;$760516182 |
| **U.S. GOVERNMENT SECURITIES - 20.3%** | **U.S. GOVERNMENT SECURITIES - 20.3%** | **U.S. GOVERNMENT SECURITIES - 20.3%** |
|  | **U.S. Treasury Securities - 20.3%** | **U.S. Treasury Securities - 20.3%** |
|  | **U.S. Treasury Bonds - 12.3%** | **U.S. Treasury Bonds - 12.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6143026 | &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 02/15/2052<sup>(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$3977849 |
| &nbsp;&nbsp;&nbsp;&nbsp;16897000 | &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 08/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10573826 |
| &nbsp;&nbsp;&nbsp;&nbsp;24645000 | &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13403607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5115000 | &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7090000 | &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 08/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5059934 |
| &nbsp;&nbsp;&nbsp;&nbsp;15065000 | &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10578455 |
| &nbsp;&nbsp;&nbsp;&nbsp;90455000 | &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 08/15/2045<sup>(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73392219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175000 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5095822 |
| &nbsp;&nbsp;&nbsp;&nbsp;20715000 | &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/15/2044<sup>(17)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17630407 |
| &nbsp;&nbsp;&nbsp;&nbsp;14975000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13475160 |
| &nbsp;&nbsp;&nbsp;&nbsp;26860000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/15/2044<sup>(16)(18)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23851890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635000 | &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542904 |
| &nbsp;&nbsp;&nbsp;&nbsp;25635000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25262491 |
| &nbsp;&nbsp;&nbsp;&nbsp;10820000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10931581 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218048546 |
|  | **U.S. Treasury Notes - 8.0%** | **U.S. Treasury Notes - 8.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;29722424 | &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/15/2029<sup>(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27241298 |
| &nbsp;&nbsp;&nbsp;&nbsp;30920332 | &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/15/2032<sup>(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28351690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6836336 | &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/15/2028<sup>(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6519221 |
| &nbsp;&nbsp;&nbsp;&nbsp;36900000 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 08/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33723141 |
| &nbsp;&nbsp;&nbsp;&nbsp;38360000 | &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37104309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7860000 | &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 09/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7902063 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140841722 |
|  | Total U.S. Government Securities<br> (cost $433,815,288) | &nbsp;&nbsp;&nbsp;&nbsp;$358890268 |
| **COMMON STOCKS - 0.0%** | **COMMON STOCKS - 0.0%** | **COMMON STOCKS - 0.0%** |
|  | **Energy - 0.0%** | **Energy - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64657 | Ascent Resources Marcellus Holdings LLC Class A<sup>\*(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$157601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6767 | Foresight Energy LLC<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30559 | PES Energy Liquidating Trust<sup>\*(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | Total Common Stocks<br> (cost $521,693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$228658 |

---

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

*91* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **PREFERRED STOCKS - 0.1%** | **PREFERRED STOCKS - 0.1%** | **PREFERRED STOCKS - 0.1%** | **PREFERRED STOCKS - 0.1%** |
|  | **Banks - 0.1%** | **Banks - 0.1%** | **Banks - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 | U.S. Bancorp Series A, 5.10%<sup>(20)</sup> | U.S. Bancorp Series A, 5.10%<sup>(20)</sup> | $1828777 |
|  | Total Preferred Stocks<br> (cost $1,591,820) |  | &nbsp;&nbsp;&nbsp;&nbsp;$1828777 |
| **WARRANTS - 0.0%** | **WARRANTS - 0.0%** | **WARRANTS - 0.0%** | **WARRANTS - 0.0%** |
|  | **Energy - 0.0%** | **Energy - 0.0%** | **Energy - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16740 | Ascent Resources Marcellus Holdings LLC Expires 03/30/2023<sup>\*(19)</sup> | Ascent Resources Marcellus Holdings LLC Expires 03/30/2023<sup>\*(19)</sup> | $50 |
|  | Total Warrants<br> (cost $1,339) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50 |
|  | Total Long-Term Investments<br> (cost $2,330,793,992) |  | &nbsp;&nbsp;&nbsp;&nbsp;$2080571077 |
| **SHORT-TERM INVESTMENTS - 1.3%** | **SHORT-TERM INVESTMENTS - 1.3%** | **SHORT-TERM INVESTMENTS - 1.3%** | **SHORT-TERM INVESTMENTS - 1.3%** |
|  | **Repurchase Agreements - 1.1%** | **Repurchase Agreements - 1.1%** | **Repurchase Agreements - 1.1%** |
| $19354472 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $19,363,633; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $19,741,589 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $19,363,633; collateralized by U.S. Treasury Note at 2.375%, maturing 05/15/2029, with a market value of $19,741,589 | &nbsp;&nbsp;&nbsp;&nbsp;$19354472 |
|  | **Securities Lending Collateral - 0.2%** | **Securities Lending Collateral - 0.2%** | **Securities Lending Collateral - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557704 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557704 |
| &nbsp;&nbsp;&nbsp;&nbsp;1859014 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557704 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557704 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557704 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532126 |
|  | Total Short-Term Investments<br> (cost $22,886,598) | Total Short-Term Investments<br> (cost $22,886,598) | &nbsp;&nbsp;&nbsp;&nbsp;$22886598 |
|  | Total Investments<br> (cost $2,353,680,590) | 119.0% | &nbsp;&nbsp;&nbsp;&nbsp;$2103457675 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;(19.0)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(335651028) |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$1767806647 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
|  | Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor's. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|  | See "Glossary" for abbreviation descriptions. |

---

\* Non-income producing.

<sup>(1)</sup> Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2022, the aggregate value of these securities was $512,596,187, representing 29.0% of net assets.

<sup>(2)</sup> Variable rate securities; the rate reported is the coupon rate in effect at December 31, 2022. Base lending rates may be subject to a floor or cap.

<sup>(3)</sup> Security is a "step-up" bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

<sup>(4)</sup> Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

<sup>(5)</sup> Securities disclosed are interest-only strips.

<sup>(6)</sup> Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At December 31, 2022, the aggregate value of these securities was $26,356,893, representing 1.5% of net assets.

<sup>(7)</sup> Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

<sup>(8)</sup> Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at December 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

<sup>(9)</sup> Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the London Interbank Offered Rate ("LIBOR") or the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of December 31, 2022.

<sup>(10)</sup> Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

<sup>(11)</sup> Securities disclosed are principal-only strips.

<sup>(12)</sup> Security is a zero-coupon bond.

<sup>(13)</sup> These securities pay no principal or interest during their initial accrual period, but accrue additional principal at a specified coupon rate.

<sup>(14)</sup> Represents or includes a TBA transaction.

<sup>(15)</sup> The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

<sup>(16)</sup> All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of December 31, 2022, the market value of securities pledged was $3,131,968.

<sup>(17)</sup> All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of December 31, 2022, the market value of securities pledged was $7,915,172.

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

*92* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

<sup>(18)</sup> All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of December 31, 2022, the market value of securities pledged was $1,243,211.

<sup>(19)</sup> Investment valued using significant unobservable inputs.

<sup>(20)</sup> Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. <br> <sup>(21)</sup> Current yield as of period end.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** | **Futures Contracts Outstanding at December 31, 2022** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Expiration <br> Date** | &nbsp;&nbsp;**Current <br> Notional<br> Amount** | &nbsp;&nbsp;**Value and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| &nbsp;&nbsp;&nbsp;Australian 10-Year Bond Future | &nbsp;&nbsp;302 | &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;$23786043 | &nbsp;&nbsp;$(1324828) |
| &nbsp;&nbsp;&nbsp;U.S. Treasury 5-Year Note Future | &nbsp;&nbsp;245 | &nbsp;&nbsp;03/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26442774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123421) |
| &nbsp;&nbsp;&nbsp;U.S. Treasury 10-Year Ultra Future | &nbsp;&nbsp;106 | &nbsp;&nbsp;03/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12537812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(264898) |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bond Future | &nbsp;&nbsp;185 | &nbsp;&nbsp;03/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24847812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(188936) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** |  |  |  | &nbsp;&nbsp;$(1902083) |
| **Short position contracts:** | **Short position contracts:** | **Short position contracts:** | **Short position contracts:** | **Short position contracts:** |
| &nbsp;&nbsp;&nbsp;Euro BUXL 30-Year Bond Future | &nbsp;&nbsp;78 | &nbsp;&nbsp;03/08/2023 | &nbsp;&nbsp;$11291872 | &nbsp;&nbsp;$2259458 |
| &nbsp;&nbsp;&nbsp;Euro-BUND Future | &nbsp;&nbsp;135 | &nbsp;&nbsp;03/08/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19209805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197342 |
| &nbsp;&nbsp;&nbsp;Euro-Schatz Future | &nbsp;&nbsp;470 | &nbsp;&nbsp;03/08/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53037989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552312 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury 2-Year Note Future | &nbsp;&nbsp;192 | &nbsp;&nbsp;03/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158681 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury 10-Year Note Future | &nbsp;&nbsp;841 | &nbsp;&nbsp;03/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94441672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416174 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Long Bond Future | &nbsp;&nbsp;564 | &nbsp;&nbsp;03/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70693875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** |  |  |  | &nbsp;&nbsp;$4889448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total futures contracts** | &nbsp;&nbsp;$2987365 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **TBA Sale Commitments Outstanding at December 31, 2022** | **TBA Sale Commitments Outstanding at December 31, 2022** | **TBA Sale Commitments Outstanding at December 31, 2022** | **TBA Sale Commitments Outstanding at December 31, 2022** | **TBA Sale Commitments Outstanding at December 31, 2022** |
| **Description** | &nbsp;&nbsp;**Principal <br> Amount** | &nbsp;&nbsp;**Maturity <br> Date** | &nbsp;&nbsp;**Market <br> Value<sup>†</sup>** | &nbsp;&nbsp;**Unrealized <br> Appreciation/<br> (Depreciation)** |
| GNMA, 3.00% | &nbsp;&nbsp;$9215000 | &nbsp;&nbsp;01/23/2053 | &nbsp;&nbsp;$(8216161) | &nbsp;&nbsp;$122213 |
| GNMA, 4.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;01/23/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(407794) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6628 |
| GNMA, 5.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525000 | &nbsp;&nbsp;01/23/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3495396) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36765 |
| UMBS, 3.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8855000 | &nbsp;&nbsp;01/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7781728) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199738 |
| UMBS, 4.00% | &nbsp;&nbsp;&nbsp;&nbsp;35404000 | &nbsp;&nbsp;01/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33239694) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645108 |
| UMBS, 4.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225000 | &nbsp;&nbsp;01/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4120860) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20300 |
| UMBS, 5.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7585000 | &nbsp;&nbsp;01/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7479521) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77755 |
| UMBS, 5.50% | &nbsp;&nbsp;&nbsp;&nbsp;17820000 | &nbsp;&nbsp;01/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17876968) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109604 |
| UMBS, 6.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5090000 | &nbsp;&nbsp;01/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5167941) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28035 |
| &nbsp;&nbsp;&nbsp;**Total TBA sale commitments (proceeds receivable $89,032,209)** | &nbsp;&nbsp;&nbsp;**Total TBA sale commitments (proceeds receivable $89,032,209)** | &nbsp;&nbsp;&nbsp;**Total TBA sale commitments (proceeds receivable $89,032,209)** | &nbsp;&nbsp;$(87786063) | &nbsp;&nbsp;$1246146 |
| At December 31, 2022, the aggregate market value of TBA Sale Commitments represents (5.0)% of total net assets. | At December 31, 2022, the aggregate market value of TBA Sale Commitments represents (5.0)% of total net assets. | At December 31, 2022, the aggregate market value of TBA Sale Commitments represents (5.0)% of total net assets. | At December 31, 2022, the aggregate market value of TBA Sale Commitments represents (5.0)% of total net assets. | At December 31, 2022, the aggregate market value of TBA Sale Commitments represents (5.0)% of total net assets. |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022** |
| **Reference Entity** | &nbsp;&nbsp;**Counter- <br> party** | &nbsp;&nbsp;**Notional <br> Amount<sup>(1)</sup>** | &nbsp;&nbsp;**Notional <br> Amount<sup>(1)</sup>** | &nbsp;&nbsp;**(Pay)/Receive <br> Fixed Rate** | &nbsp;&nbsp;**Expiration <br> Date** | &nbsp;&nbsp;**Periodic <br> Payment<br> Frequency** | &nbsp;&nbsp;**Upfront <br> Premiums<br> Paid** | &nbsp;&nbsp;**Upfront <br> Premiums<br> Received** | &nbsp;&nbsp;**Market <br> Value<sup>†</sup>** | &nbsp;&nbsp;**Unrealized <br> Appreciation/<br> (Depreciation)** |
| **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** |
| &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** |
| &nbsp;&nbsp;&nbsp;ABX.HE.AAA.07 | &nbsp;&nbsp;GSC | &nbsp;&nbsp;USD | &nbsp;&nbsp;1201170 | &nbsp;&nbsp;(0.09%) | &nbsp;&nbsp;08/25/2037 | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;$189653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$87379 | &nbsp;&nbsp;$(102274) |
| &nbsp;&nbsp;&nbsp;ABX.HE.PENAAA.06 | &nbsp;&nbsp;MSC | &nbsp;&nbsp;USD | &nbsp;&nbsp;253866 | &nbsp;&nbsp;(0.11%) | &nbsp;&nbsp;05/25/2046 | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3332) |
| &nbsp;&nbsp;&nbsp;ABX.HE.PENAAA.06 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;USD | &nbsp;&nbsp;579558 | &nbsp;&nbsp;(0.11%) | &nbsp;&nbsp;05/25/2046 | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7488) |
| &nbsp;&nbsp;&nbsp;ABX.HE.PENAAA.06 | &nbsp;&nbsp;GSC | &nbsp;&nbsp;USD | &nbsp;&nbsp;237889 | &nbsp;&nbsp;(0.11%) | &nbsp;&nbsp;05/25/2046 | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36524) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$315538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$165920 | &nbsp;&nbsp;$(149618) |

---

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

*93* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** | **OTC Credit Default Swap Contracts Outstanding at December 31, 2022 – (continued)** |
| **Reference Entity** | &nbsp;&nbsp;**Counter- <br> party** | &nbsp;&nbsp;**Notional <br> Amount<sup>(1)</sup>** | &nbsp;&nbsp;**Notional <br> Amount<sup>(1)</sup>** | &nbsp;&nbsp;**(Pay)/Receive <br> Fixed Rate** | &nbsp;&nbsp;**Expiration <br> Date** | &nbsp;&nbsp;**Periodic <br> Payment<br> Frequency** | &nbsp;&nbsp;**Upfront <br> Premiums<br> Paid** | &nbsp;&nbsp;**Upfront <br> Premiums<br> Received** | &nbsp;&nbsp;**Market <br> Value<sup>†</sup>** | &nbsp;&nbsp;**Unrealized <br> Appreciation/<br> (Depreciation)** |
| **Credit default swaps on indices – (continued):** | **Credit default swaps on indices – (continued):** | **Credit default swaps on indices – (continued):** | **Credit default swaps on indices – (continued):** | **Credit default swaps on indices – (continued):** | **Credit default swaps on indices – (continued):** | **Credit default swaps on indices – (continued):** | **Credit default swaps on indices – (continued):** | **Credit default swaps on indices – (continued):** | **Credit default swaps on indices – (continued):** | **Credit default swaps on indices – (continued):** |
| &nbsp;&nbsp;&nbsp;**Sell protection:** | &nbsp;&nbsp;&nbsp;**Sell protection:** | &nbsp;&nbsp;&nbsp;**Sell protection:** | &nbsp;&nbsp;&nbsp;**Sell protection:** | &nbsp;&nbsp;&nbsp;**Sell protection:** | &nbsp;&nbsp;&nbsp;**Sell protection:** | &nbsp;&nbsp;&nbsp;**Sell protection:** | &nbsp;&nbsp;&nbsp;**Sell protection:** | &nbsp;&nbsp;&nbsp;**Sell protection:** | &nbsp;&nbsp;&nbsp;**Sell protection:** | &nbsp;&nbsp;&nbsp;**Sell protection:** |
| &nbsp;&nbsp;&nbsp;ABX.HE.AAA.07 | &nbsp;&nbsp;MSC | &nbsp;&nbsp;USD | &nbsp;&nbsp;1201170 | &nbsp;&nbsp;0.09% | &nbsp;&nbsp;08/25/2037 | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;&nbsp;$8062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(66044) | &nbsp;&nbsp;$(74106) |
| &nbsp;&nbsp;&nbsp;ABX.HE.PENAAA.06 | &nbsp;&nbsp;BCLY | &nbsp;&nbsp;USD | &nbsp;&nbsp;1071317 | &nbsp;&nbsp;0.11% | &nbsp;&nbsp;05/25/2046 | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23815) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54725) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;$8062 | &nbsp;&nbsp;$(23815) | &nbsp;&nbsp;$(144584) | &nbsp;&nbsp;$(128831) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total OTC credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total OTC credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total OTC credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total OTC credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total OTC credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total OTC credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total OTC credit default swap contracts** | &nbsp;&nbsp;$323600 | &nbsp;&nbsp;$(23815) | &nbsp;&nbsp;&nbsp;$21336 | &nbsp;&nbsp;$(278449) |

---

<sup>(1)</sup> The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Credit Default Swap Contracts Outstanding at December 31, 2022** | **Centrally Cleared Credit Default Swap Contracts Outstanding at December 31, 2022** | **Centrally Cleared Credit Default Swap Contracts Outstanding at December 31, 2022** | **Centrally Cleared Credit Default Swap Contracts Outstanding at December 31, 2022** | **Centrally Cleared Credit Default Swap Contracts Outstanding at December 31, 2022** | **Centrally Cleared Credit Default Swap Contracts Outstanding at December 31, 2022** | **Centrally Cleared Credit Default Swap Contracts Outstanding at December 31, 2022** | **Centrally Cleared Credit Default Swap Contracts Outstanding at December 31, 2022** | **Centrally Cleared Credit Default Swap Contracts Outstanding at December 31, 2022** |
| **Reference Entity** | &nbsp;&nbsp;**Notional <br> Amount** | &nbsp;&nbsp;**Notional <br> Amount** | &nbsp;&nbsp;**(Pay)/Receive <br> Fixed Rate** | &nbsp;&nbsp;**Expiration <br> Date** | &nbsp;&nbsp;**Periodic <br> Payment<br> Frequency** | &nbsp;&nbsp;**Cost Basis** | &nbsp;&nbsp;**Value <sup>†</sup>** | &nbsp;&nbsp;**Unrealized <br> Appreciation/<br> (Depreciation)** |
| **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** | **Credit default swaps on indices:** |
| &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** |
| &nbsp;&nbsp;&nbsp;CDX.EM.38.V1 | &nbsp;&nbsp;USD | &nbsp;&nbsp;13865000 | &nbsp;&nbsp;(1.00%) | &nbsp;&nbsp;12/20/2027 | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;$1121923 | &nbsp;&nbsp;$805837 | &nbsp;&nbsp;$(316086) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$1121923 | &nbsp;&nbsp;$805837 | &nbsp;&nbsp;$(316086) |
| **Credit default swaps on single-name issues:** | **Credit default swaps on single-name issues:** | **Credit default swaps on single-name issues:** | **Credit default swaps on single-name issues:** | **Credit default swaps on single-name issues:** | **Credit default swaps on single-name issues:** | **Credit default swaps on single-name issues:** | **Credit default swaps on single-name issues:** | **Credit default swaps on single-name issues:** |
| &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** | &nbsp;&nbsp;&nbsp;**Buy protection:** |
| &nbsp;&nbsp;&nbsp;Brazil Republic | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;6073000 | &nbsp;&nbsp;(1.00%) | &nbsp;&nbsp;06/20/2027 | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;$299621 | &nbsp;&nbsp;$309661 | &nbsp;&nbsp;&nbsp;$10040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$299621 | &nbsp;&nbsp;$309661 | &nbsp;&nbsp;&nbsp;$10040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total centrally cleared credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total centrally cleared credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total centrally cleared credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total centrally cleared credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total centrally cleared credit default swap contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total centrally cleared credit default swap contracts** | &nbsp;&nbsp;$1421544 | &nbsp;&nbsp;$1115498 | &nbsp;&nbsp;$(306046) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Foreign Currency Contracts Outstanding at December 31, 2022** | **Foreign Currency Contracts Outstanding at December 31, 2022** | **Foreign Currency Contracts Outstanding at December 31, 2022** | **Foreign Currency Contracts Outstanding at December 31, 2022** | **Foreign Currency Contracts Outstanding at December 31, 2022** | **Foreign Currency Contracts Outstanding at December 31, 2022** | **Foreign Currency Contracts Outstanding at December 31, 2022** |
| **Amount and Description of<br> Currency to be Purchased** | **Amount and Description of<br> Currency to be Purchased** | &nbsp;&nbsp;**Amount and Description of<br> Currency to be Sold** | &nbsp;&nbsp;**Amount and Description of<br> Currency to be Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement <br> Date** | &nbsp;&nbsp;**Appreciation/ <br> (Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp;243936 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;259387 | &nbsp;&nbsp;USD | &nbsp;&nbsp;CBA | &nbsp;&nbsp;01/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$2305 |
| &nbsp;&nbsp;7529525 | USD | 40740000 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;CBK | &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77253) |
| &nbsp;&nbsp;&nbsp;&nbsp;665491 | USD | &nbsp;&nbsp;&nbsp;&nbsp;623672 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;UBS | &nbsp;&nbsp;01/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3575) |
| 39484345 | USD | 37315000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;BCLY | &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(667092) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total foreign currency contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total foreign currency contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total foreign currency contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total foreign currency contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total foreign currency contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total foreign currency contracts** | &nbsp;&nbsp;$(745615) |

---

<sup>†</sup> See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

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

*94* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Total Return Bond HLS Fund

------

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Asset & Commercial Mortgage-Backed Securities | &nbsp;&nbsp;$414592191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$414592191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458188219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458188219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Foreign Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61632886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61632886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23662522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23662522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Senior Floating Rate Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| U.S. Government Agencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760516182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760516182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| U.S. Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358890268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358890268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157601 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22886598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19354472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Foreign Currency Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Futures Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4889448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4889448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swaps - Credit Default<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$2108359468 | &nbsp;&nbsp;$10250351 | &nbsp;&nbsp;$2097951466 | &nbsp;&nbsp;$157651 |
| **Liabilities** |  |  |  |  |
| Foreign Currency Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(747920) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(747920) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Futures Contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1902083) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1902083) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swaps - Credit Default<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(594535) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(594535) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TBA Sale Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87786063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87786063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;$(91030601) | &nbsp;&nbsp;$(1902083) | &nbsp;&nbsp;&nbsp;$(89128518) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the year ended December 31, 2022 is not presented.

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

*95* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Ultrashort Bond HLS Fund

#### Schedule of Investments<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4%** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4%** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4%** |
|  | **Asset-Backed - Automobile - 16.7%** | **Asset-Backed - Automobile - 16.7%** |
|  | Ally Auto Receivables Trust |  |
| &nbsp;&nbsp;$2435000 | &nbsp;&nbsp;&nbsp;&nbsp;4.62%, 10/15/2025 | $2426050 |
| &nbsp;&nbsp;&nbsp; 1055000 | &nbsp;&nbsp;&nbsp;&nbsp;5.29%, 06/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056398 |
|  | American Credit Acceptance Receivables Trust |  |
| &nbsp;&nbsp;&nbsp; 201409 | &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 09/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201029 |
| &nbsp;&nbsp;&nbsp; 764235 | &nbsp;&nbsp;&nbsp;&nbsp;0.99%, 12/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758824 |
| &nbsp;&nbsp;&nbsp; 1075471 | &nbsp;&nbsp;&nbsp;&nbsp;2.66%, 02/13/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1067826 |
| &nbsp;&nbsp;&nbsp; 353011 | &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 02/13/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351249 |
|  | AmeriCredit Automobile Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20027 | &nbsp;&nbsp;&nbsp;&nbsp;0.26%, 11/18/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19985 |
| &nbsp;&nbsp;&nbsp;&nbsp;1887960 | &nbsp;&nbsp;&nbsp;&nbsp;0.37%, 08/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855461 |
| &nbsp;&nbsp;&nbsp;&nbsp;1281048 | &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272592 |
| &nbsp;&nbsp;&nbsp;&nbsp;1989076 | ARI Fleet Lease Trust 0.37%, 03/15/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78588 | Avid Automobile Receivables Trust 0.61%, 01/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649001 | BMW Vehicle Owner Trust 2.52%, 12/26/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642322 |
| &nbsp;&nbsp;&nbsp;&nbsp;2650000 | Canadian Pacer Auto Receivables Trust 3.16%, 10/21/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646503 |
| &nbsp;&nbsp;&nbsp;&nbsp;2091146 | Capital One Prime Auto Receivables Trust 2.71%, 06/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063737 |
|  | CarMax Auto Owner Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246566 | &nbsp;&nbsp;&nbsp;&nbsp;0.29%, 09/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148278 | &nbsp;&nbsp;&nbsp;&nbsp;2.18%, 08/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509544 | &nbsp;&nbsp;&nbsp;&nbsp;2.81%, 05/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504525 |
|  | Carvana Auto Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82971 | &nbsp;&nbsp;&nbsp;&nbsp;0.32%, 03/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369471 | &nbsp;&nbsp;&nbsp;&nbsp;0.35%, 06/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426479 | &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422519 |
| &nbsp;&nbsp;&nbsp;&nbsp;1021279 | &nbsp;&nbsp;&nbsp;&nbsp;0.49%, 03/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502574 | &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 01/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605291 | &nbsp;&nbsp;&nbsp;&nbsp;0.82%, 04/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687223 | &nbsp;&nbsp;&nbsp;&nbsp;0.83%, 09/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664426 |
| &nbsp;&nbsp;&nbsp;&nbsp;2499629 | &nbsp;&nbsp;&nbsp;&nbsp;3.33%, 07/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864369 | &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859550 |
|  | Chesapeake Funding LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477243 | &nbsp;&nbsp;&nbsp;&nbsp;0.87%, 08/15/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98007 | &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 09/15/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699657 | &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 04/15/2033, 1 mo. USD LIBOR + 0.230%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393346 | CIG Auto Receivables Trust 0.69%, 04/14/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386913 |
|  | CPS Auto Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934769 | &nbsp;&nbsp;&nbsp;&nbsp;0.61%, 10/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560026 | &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 04/16/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551402 |
| &nbsp;&nbsp;&nbsp;&nbsp;1173127 | &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767118 | &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847215 | &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 04/15/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835089 |
|  | Credit Acceptance Auto Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985000 | &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/15/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940834 |
| &nbsp;&nbsp;&nbsp;&nbsp;1593178 | &nbsp;&nbsp;&nbsp;&nbsp;1.37%, 07/16/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577268 |
|  | Drive Auto Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1190186 | &nbsp;&nbsp;&nbsp;&nbsp;0.79%, 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181787 |
| &nbsp;&nbsp;&nbsp;&nbsp;1995000 | &nbsp;&nbsp;&nbsp;&nbsp;1.02%, 06/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950227 |
|  | DT Auto Owner Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1074430 | &nbsp;&nbsp;&nbsp;&nbsp;0.33%, 04/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133362 | &nbsp;&nbsp;&nbsp;&nbsp;0.41%, 03/17/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758824 | &nbsp;&nbsp;&nbsp;&nbsp;0.56%, 09/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348106 | &nbsp;&nbsp;&nbsp;&nbsp;0.91%, 12/16/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316650 | &nbsp;&nbsp;&nbsp;&nbsp;2.29%, 11/17/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315385 |
| &nbsp;&nbsp;&nbsp;&nbsp;1250195 | &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229236 |
|  | Enterprise Fleet Financing LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913020 | &nbsp;&nbsp;&nbsp;&nbsp;0.48%, 05/20/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430105 | &nbsp;&nbsp;&nbsp;&nbsp;1.78%, 12/22/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150508 | &nbsp;&nbsp;&nbsp;&nbsp;2.06%, 05/20/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150222 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** |
|  | **Asset-Backed - Automobile - 16.7% - (continued)** | **Asset-Backed - Automobile - 16.7% - (continued)** |
| $26203 | &nbsp;&nbsp;&nbsp;&nbsp;2.29%, 02/20/2025<sup>(1)</sup> | $26168 |
| &nbsp;&nbsp;&nbsp; 445000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 07/20/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435213 |
| &nbsp;&nbsp;&nbsp; 1605000 | &nbsp;&nbsp;&nbsp;&nbsp;5.76%, 10/22/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1613191 |
| &nbsp;&nbsp;&nbsp; 348693 | Enterprise Fleet Funding LLC 0.44%, 12/21/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337845 |
|  | Exeter Automobile Receivables Trust |  |
| &nbsp;&nbsp;&nbsp; 189227 | &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 06/17/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188960 |
| &nbsp;&nbsp;&nbsp; 611011 | &nbsp;&nbsp;&nbsp;&nbsp;2.19%, 11/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 609742 |
| &nbsp;&nbsp;&nbsp; 646665 | &nbsp;&nbsp;&nbsp;&nbsp;3.99%, 08/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645852 |
| &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;5.29%, 01/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2199727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;5.73%, 11/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606030 | FHF Trust 0.83%, 12/15/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576108 |
|  | First Investors Auto Owner Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735230 | &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 03/16/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727229 |
| &nbsp;&nbsp;&nbsp;&nbsp;1376207 | &nbsp;&nbsp;&nbsp;&nbsp;0.48%, 03/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330789 |
| &nbsp;&nbsp;&nbsp;&nbsp;2014720 | &nbsp;&nbsp;&nbsp;&nbsp;2.03%, 01/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955015 |
|  | Flagship Credit Auto Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213613 | &nbsp;&nbsp;&nbsp;&nbsp;0.31%, 06/16/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892658 | &nbsp;&nbsp;&nbsp;&nbsp;0.36%, 07/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726927 | &nbsp;&nbsp;&nbsp;&nbsp;0.37%, 12/15/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29782 | &nbsp;&nbsp;&nbsp;&nbsp;0.53%, 04/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376 | &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 04/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 |
| &nbsp;&nbsp;&nbsp;&nbsp;1576088 | &nbsp;&nbsp;&nbsp;&nbsp;0.81%, 07/17/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1529463 |
| &nbsp;&nbsp;&nbsp;&nbsp;2903013 | &nbsp;&nbsp;&nbsp;&nbsp;3.28%, 08/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 10/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504518 | Ford Credit Auto Lease Trust 2.78%, 10/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499088 |
|  | Ford Credit Auto Owner Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1383923 | &nbsp;&nbsp;&nbsp;&nbsp;3.44%, 02/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;4.52%, 04/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842057 |
| &nbsp;&nbsp;&nbsp;&nbsp;1635000 | &nbsp;&nbsp;&nbsp;&nbsp;5.37%, 08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638604 |
|  | Foursight Capital Automobile Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55956 | &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 04/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310462 | &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 09/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304927 |
| &nbsp;&nbsp;&nbsp;&nbsp;3025000 | &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 03/16/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997687 |
|  | GLS Auto Receivables Issuer Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486518 | &nbsp;&nbsp;&nbsp;&nbsp;0.42%, 01/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483995 |
| &nbsp;&nbsp;&nbsp;&nbsp;1156483 | &nbsp;&nbsp;&nbsp;&nbsp;0.84%, 07/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140742 |
| &nbsp;&nbsp;&nbsp;&nbsp;1718327 | &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 01/15/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698370 |
| &nbsp;&nbsp;&nbsp;&nbsp;1225000 | &nbsp;&nbsp;&nbsp;&nbsp;4.59%, 05/15/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217508 |
|  | GM Financial Automobile Leasing Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1147493 | &nbsp;&nbsp;&nbsp;&nbsp;0.26%, 02/20/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905047 | &nbsp;&nbsp;&nbsp;&nbsp;2.93%, 10/21/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894585 |
| &nbsp;&nbsp;&nbsp;&nbsp;2035000 | GM Financial Consumer Automobile Receivables Trust 4.60%, 11/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026021 |
| &nbsp;&nbsp;&nbsp;&nbsp;1259212 | Hyundai Auto Lease Securitization Trust 0.81%, 04/15/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269078 | Mercedes-Benz Auto Lease Trust 0.22%, 01/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810000 | Nissan Auto Receivables Owner Trust 4.50%, 08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804930 |
|  | Santander Drive Auto Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673178 | &nbsp;&nbsp;&nbsp;&nbsp;1.36%, 12/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671891 |
| &nbsp;&nbsp;&nbsp;&nbsp;1898177 | &nbsp;&nbsp;&nbsp;&nbsp;2.76%, 03/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;3.98%, 01/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp;5.81%, 01/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636165 |
|  | Santander Retail Auto Lease Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164007 | &nbsp;&nbsp;&nbsp;&nbsp;0.31%, 01/22/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128117 | &nbsp;&nbsp;&nbsp;&nbsp;0.32%, 02/20/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701331 | &nbsp;&nbsp;&nbsp;&nbsp;0.97%, 03/20/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685039 |
|  | Tesla Auto Lease Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461191 | &nbsp;&nbsp;&nbsp;&nbsp;0.36%, 03/20/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940036 | &nbsp;&nbsp;&nbsp;&nbsp;0.36%, 09/22/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477677 | Toyota Lease Owner Trust 0.25%, 03/20/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475049 |

---

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

*96* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Ultrashort Bond HLS Fund

#### Schedule of Investments – (continued)<br> December 31, 2022

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** |
|  | **Asset-Backed - Automobile - 16.7% - (continued)** | **Asset-Backed - Automobile - 16.7% - (continued)** |
| $550552 | Tricolor Auto Securitization Trust 3.30%, 02/18/2025<sup>(1)</sup> | $544593 |
| &nbsp;&nbsp;&nbsp; 253102 | United Auto Credit Securitization Trust 1.11%, 07/10/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252064 |
|  | Westlake Automobile Receivables Trust |  |
| &nbsp;&nbsp;&nbsp; 463591 | &nbsp;&nbsp;&nbsp;&nbsp;0.32%, 04/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458724 |
| &nbsp;&nbsp;&nbsp; 256088 | &nbsp;&nbsp;&nbsp;&nbsp;0.39%, 10/15/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255378 |
| &nbsp;&nbsp;&nbsp; 1053846 | &nbsp;&nbsp;&nbsp;&nbsp;0.57%, 09/16/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046222 |
| &nbsp;&nbsp;&nbsp; 3575000 | &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 06/16/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3475937 |
| &nbsp;&nbsp;&nbsp; 2663454 | &nbsp;&nbsp;&nbsp;&nbsp;3.36%, 08/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2636964 |
| &nbsp;&nbsp;&nbsp;&nbsp;3175000 | &nbsp;&nbsp;&nbsp;&nbsp;5.24%, 07/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3163249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168830 | Wheels SPV 2 LLC 0.51%, 08/20/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166736 |
| &nbsp;&nbsp;&nbsp;&nbsp;1739168 | World Omni Auto Receivables Trust 2.77%, 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320999 | World Omni Automobile Lease Securitization Trust 0.21%, 04/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320043 |
| &nbsp;&nbsp;&nbsp;&nbsp;3500000 | World Omni Select Auto Trust 0.53%, 03/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3381430 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102187407 |
|  | **Asset-Backed - Finance & Insurance - 1.9%** | **Asset-Backed - Finance & Insurance - 1.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421325 | BWAY Mortgage Trust 2.81%, 03/10/2033<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625504 | DLLAA LLC 0.36%, 05/17/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490271 | DLLAD LLC 0.35%, 09/20/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870608 | DLLMT LLC 0.60%, 03/20/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860808 |
| &nbsp;&nbsp;&nbsp;&nbsp;1505000 | DLLST LLC 2.79%, 01/22/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875703 | Donlen Fleet Lease Funding LLC 0.56%, 12/11/2034<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67401 | Ellington Financial Mortgage Trust 2.74%, 11/25/2059<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310562 | FCI Funding LLC 1.13%, 04/15/2033<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300525 |
| &nbsp;&nbsp;&nbsp;&nbsp;1460000 | HPEFS Equipment Trust 3.15%, 09/20/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437986 |
|  | Kubota Credit Owner Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545640 | &nbsp;&nbsp;&nbsp;&nbsp;0.26%, 06/17/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385772 | &nbsp;&nbsp;&nbsp;&nbsp;0.31%, 04/15/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382955 |
|  | MMAF Equipment Finance LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177386 | &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 04/15/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924398 | &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 12/12/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112520 | Residential Mortgage Loan Trust 2.38%, 01/26/2060<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107133 |
| &nbsp;&nbsp;&nbsp;&nbsp;2987742 | Verizon Owner Trust 0.41%, 04/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2938457 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11560310 |
|  | **Other Asset-Backed Securities - 5.3%** | **Other Asset-Backed Securities - 5.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1217896 | Affirm Asset Securitization Trust 4.55%, 06/15/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187074 |
|  | Amur Equipment Finance Receivables LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807686 | &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/20/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 06/21/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643862 | Atalaya Equipment Leasing Trust 1.23%, 05/15/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625289 |
|  | BHG Securitization Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1915958 | &nbsp;&nbsp;&nbsp;&nbsp;1.71%, 02/20/2035<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528943 | &nbsp;&nbsp;&nbsp;&nbsp;5.32%, 10/17/2035<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524581 |
|  | CCG Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448048 | &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 06/14/2027<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899994 | &nbsp;&nbsp;&nbsp;&nbsp;0.54%, 03/14/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859391 |
| &nbsp;&nbsp;&nbsp;&nbsp;3375000 | &nbsp;&nbsp;&nbsp;&nbsp;3.91%, 07/16/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3312039 |
|  | CNH Equipment Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294531 | &nbsp;&nbsp;&nbsp;&nbsp;0.22%, 08/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293183 |
| &nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;5.42%, 07/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244803 | Crossroads Asset Trust 0.82%, 03/20/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243002 |
|  | Dell Equipment Finance Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14482 | &nbsp;&nbsp;&nbsp;&nbsp;0.33%, 05/22/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325254 | &nbsp;&nbsp;&nbsp;&nbsp;0.33%, 12/22/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321362 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** |
|  | **Other Asset-Backed Securities - 5.3% - (continued)** | **Other Asset-Backed Securities - 5.3% - (continued)** |
| $638074 | Dext Asset-Backed Securities LLC 1.12%, 02/15/2028<sup>(1)</sup> | $610074 |
| &nbsp;&nbsp;&nbsp; 32679 | FREED Asset-Backed Securities Trust 0.94%, 03/19/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32583 |
|  | GreatAmerica Leasing Receivables Funding LLC |  |
| &nbsp;&nbsp;&nbsp; 1012460 | &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/15/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 995108 |
| &nbsp;&nbsp;&nbsp; 1900000 | &nbsp;&nbsp;&nbsp;&nbsp;4.92%, 05/15/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1888300 |
|  | HPEFS Equipment Trust |  |
| &nbsp;&nbsp;&nbsp; 210627 | &nbsp;&nbsp;&nbsp;&nbsp;0.30%, 09/20/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209716 |
| &nbsp;&nbsp;&nbsp; 1020758 | &nbsp;&nbsp;&nbsp;&nbsp;1.02%, 05/21/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1003775 |
| &nbsp;&nbsp;&nbsp;&nbsp;1220000 | &nbsp;&nbsp;&nbsp;&nbsp;5.26%, 08/20/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;5.43%, 08/20/2029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760531 |
|  | Marlette Funding Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12557 | &nbsp;&nbsp;&nbsp;&nbsp;0.51%, 09/15/2031<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12531 |
| &nbsp;&nbsp;&nbsp;&nbsp;1318537 | &nbsp;&nbsp;&nbsp;&nbsp;1.36%, 04/15/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415852 | &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 08/15/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739787 | &nbsp;&nbsp;&nbsp;&nbsp;5.18%, 11/15/2032<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612968 | Marlin Leasing Receivables LLC 3.37%, 07/20/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610676 |
| &nbsp;&nbsp;&nbsp;&nbsp;1695000 | MMAF Equipment Finance LLC 5.57%, 09/09/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697370 |
| &nbsp;&nbsp;&nbsp;&nbsp;1744224 | New York City, NY Tax Lien 2.10%, 11/10/2034<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666777 |
|  | SCF Equipment Leasing LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;0.42%, 08/20/2026<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019 |
| &nbsp;&nbsp;&nbsp;&nbsp;2026651 | &nbsp;&nbsp;&nbsp;&nbsp;2.06%, 02/22/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1962252 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;6.24%, 07/20/2028<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171233 | SoFi Consumer Loan Program Trust 0.49%, 09/25/2030<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716353 | Tricon American Homes Trust 2.93%, 01/17/2036<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694587 |
| &nbsp;&nbsp;&nbsp;&nbsp;1545000 | Verizon Owner Trust 5.23%, 11/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554088 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32338582 |
|  | **Whole Loan Collateral CMO - 3.5%** | **Whole Loan Collateral CMO - 3.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665531 | Angel Oak Mortgage Trust 2.53%, 01/26/2065<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602361 |
|  | Angel Oak Mortgage Trust LLC |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29786 | &nbsp;&nbsp;&nbsp;&nbsp;2.99%, 07/26/2049<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32775 | &nbsp;&nbsp;&nbsp;&nbsp;3.92%, 11/25/2048<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32592 |
|  | BRAVO Residential Funding Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398337 | &nbsp;&nbsp;&nbsp;&nbsp;0.94%, 02/25/2049<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535497 | &nbsp;&nbsp;&nbsp;&nbsp;0.97%, 03/25/2060<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495726 |
| &nbsp;&nbsp;&nbsp;&nbsp;1343249 | &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 04/25/2060<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305971 | Bunker Hill Loan Depositary Trust 2.72%, 11/25/2059<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391042 | Cascade Funding Mortgage Trust 3.17%, 07/25/2054<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380795 |
|  | COLT Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1745913 | &nbsp;&nbsp;&nbsp;&nbsp;1.11%, 10/25/2066<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469584 | &nbsp;&nbsp;&nbsp;&nbsp;1.33%, 10/26/2065<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419818 |
| &nbsp;&nbsp;&nbsp;&nbsp;2150462 | &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 10/25/2066<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129982 | &nbsp;&nbsp;&nbsp;&nbsp;1.51%, 04/27/2065<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121496 |
| &nbsp;&nbsp;&nbsp;&nbsp;1255128 | &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 11/26/2066<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024204 |
| &nbsp;&nbsp;&nbsp;&nbsp;1436383 | CSMC Trust 2.57%, 07/25/2049<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468547 | Ellington Financial Mortgage Trust 0.93%, 06/25/2066<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361098 |
|  | GCAT Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3004426 | &nbsp;&nbsp;&nbsp;&nbsp;1.26%, 07/25/2066<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2388519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728141 | &nbsp;&nbsp;&nbsp;&nbsp;1.92%, 08/25/2066<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638607 |
|  | MFA Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354968 | &nbsp;&nbsp;&nbsp;&nbsp;1.01%, 01/26/2065<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582839 | &nbsp;&nbsp;&nbsp;&nbsp;1.03%, 11/25/2064<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473980 |

---

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

*97* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Ultrashort Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** | **ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 27.4% - (continued)** |
|  | **Whole Loan Collateral CMO - 3.5% - (continued)** | **Whole Loan Collateral CMO - 3.5% - (continued)** |
|  | New Residential Mortgage Loan Trust |  |
| &nbsp;&nbsp;$1556204 | &nbsp;&nbsp;&nbsp;&nbsp;1.16%, 11/27/2056<sup>(1)(3)</sup> | $1283188 |
| &nbsp;&nbsp;&nbsp; 496297 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/27/2057<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464254 |
| &nbsp;&nbsp;&nbsp; 41329 | OBX Trust 5.04%, 06/25/2057, 1 mo. USD LIBOR + 0.650%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38869 |
| &nbsp;&nbsp;&nbsp; 2000533 | SG Residential Mortgage Trust 1.16%, 07/25/2061<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1683191 |
|  | Starwood Mortgage Residential Trust |  |
| &nbsp;&nbsp;&nbsp; 317315 | &nbsp;&nbsp;&nbsp;&nbsp;0.94%, 05/25/2065<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287490 |
| &nbsp;&nbsp;&nbsp; 42154 | &nbsp;&nbsp;&nbsp;&nbsp;2.28%, 02/25/2050<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40358 |
|  | Towd Point Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954850 | &nbsp;&nbsp;&nbsp;&nbsp;2.16%, 01/25/2052<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553034 | &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/25/2057<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524681 |
| &nbsp;&nbsp;&nbsp;&nbsp;1133263 | &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/25/2058<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245270 | &nbsp;&nbsp;&nbsp;&nbsp;3.77%, 02/25/2057, 1 mo. USD LIBOR + 0.600%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242725 |
|  | Verus Securitization Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1281671 | &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/25/2066<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167476 | &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 11/25/2059<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304139 | &nbsp;&nbsp;&nbsp;&nbsp;2.69%, 11/25/2059<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285660 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21751834 |
|  | Total Asset & Commercial Mortgage-Backed Securities<br> (cost $173,087,664) | $167838133 |
| **CORPORATE BONDS - 39.8%** | **CORPORATE BONDS - 39.8%** | **CORPORATE BONDS - 39.8%** |
|  | **Aerospace/Defense - 0.3%** | **Aerospace/Defense - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | Litton Industries, Inc. 7.75%, 03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;$964758 |
| &nbsp;&nbsp;&nbsp;&nbsp;1015000 | Lockheed Martin Corp. 4.95%, 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023144 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987902 |
|  | **Agriculture - 0.6%** | **Agriculture - 0.6%** |
|  | Cargill, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 07/23/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661237 |
| &nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/22/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645104 |
| &nbsp;&nbsp;&nbsp;&nbsp;1225000 | Philip Morris International, Inc. 5.13%, 11/15/2024<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227320 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3533661 |
|  | **Auto Manufacturers - 1.5%** | **Auto Manufacturers - 1.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | General Motors Financial Co., Inc. 4.42%, 10/15/2024, 3 mo. USD SOFR + 0.620%<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457950 |
| &nbsp;&nbsp;&nbsp;&nbsp;1225000 | Mercedes-Benz Finance North America LLC 5.50%, 11/27/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | PACCAR Financial Corp. 0.80%, 06/08/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476264 |
|  | Toyota Motor Credit Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/06/2023, 3 mo. USD SOFR + 0.320%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499779 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 01/11/2024, 3 mo. USD SOFR + 0.330%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987623 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 06/13/2023, 1 mo. USD SOFR + 0.350%<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | Volkswagen Group of America Finance LLC 3.13%, 05/12/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9396962 |
|  | **Beverages - 1.0%** | **Beverages - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;2275000 | Coca-Cola European Partners plc 0.50%, 05/05/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237911 |
| &nbsp;&nbsp;&nbsp;&nbsp;1725000 | Constellation Brands, Inc. 3.60%, 05/09/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730000 | Diageo Capital plc 5.20%, 10/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737650 |
| &nbsp;&nbsp;&nbsp;&nbsp;1750000 | JDE Peet's N.V. 0.80%, 09/24/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599100 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6264283 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** |
|  | **Biotechnology - 0.4%** | **Biotechnology - 0.4%** |
| $2250000 | Royalty Pharma plc 0.75%, 09/02/2023 | $2179690 |
|  | **Chemicals - 0.6%** | **Chemicals - 0.6%** |
| &nbsp;&nbsp;&nbsp; 1225000 | Linde, Inc. 4.80%, 12/05/2024<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1228990 |
| &nbsp;&nbsp;&nbsp; 580000 | Nutrien Ltd. 5.95%, 11/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592204 |
| &nbsp;&nbsp;&nbsp; 1914000 | PPG Industries, Inc. 3.20%, 03/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1906608 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727802 |
|  | **Commercial Banks - 18.0%** | **Commercial Banks - 18.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1750000 | ANZ New Zealand Int'l Ltd. 4.77%, 02/18/2025, 3 mo. USD SOFR + 0.600%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734197 |
| &nbsp;&nbsp;&nbsp;&nbsp;1400000 | Banco Santander S.A. 3.89%, 05/24/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371025 |
|  | Bank of America Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;0.81%, 10/24/2024, (0.81% fixed rate until 10/24/2023; 6 mo. USD SOFR + 0.740% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199734 |
| &nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 04/25/2025, (3.84% fixed rate until 04/25/2024; 6 mo. USD SOFR + 1.110% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001729 |
| &nbsp;&nbsp;&nbsp;&nbsp;1525000 | &nbsp;&nbsp;&nbsp;&nbsp;4.64%, 04/22/2025, 3 mo. USD SOFR + 0.690%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505326 |
| &nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 02/04/2025, 3 mo. USD SOFR + 0.660%<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676821 |
| &nbsp;&nbsp;&nbsp;&nbsp;1875000 | &nbsp;&nbsp;&nbsp;&nbsp;4.96%, 05/28/2024, 3 mo. USD BSBY + 0.430%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856887 |
|  | Bank of Montreal |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 09/15/2023<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130029 |
| &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 09/15/2023, 3 mo. USD SOFR + 0.265%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193841 |
|  | Bank of New York Mellon Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;4.21%, 04/26/2024, 3 mo. USD SOFR + 0.260%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744826 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;5.22%, 11/21/2025, (5.22% fixed rate until 11/24/2024; 6 mo. USD SOFR + 0.800% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002719 |
|  | Bank of Nova Scotia |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 03/11/2024<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354727 |
| &nbsp;&nbsp;&nbsp;&nbsp;3675000 | &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 07/31/2024, 3 mo. USD SOFR + 0.380%<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635954 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | Banque Federative du Credit Mutuel S.A. 4.52%, 07/13/2025<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950000 | Barclays plc 7.33%, 11/02/2026, (7.33% fixed rate until 11/02/2025; 12 mo. USD CMT + 3.050% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | Canadian Imperial Bank of Commerce 5.12%, 03/17/2023, 3 mo. USD SOFR + 0.800%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901010 |
| &nbsp;&nbsp;&nbsp;&nbsp;1400000 | Citigroup, Inc. 4.62%, 01/25/2026, 3 mo. USD SOFR + 0.694%<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368485 |
|  | Citizens Bank NA |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 05/23/2025, (4.12% fixed rate until 05/23/2024; 6 mo. USD SOFR + 1.395% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;6.06%, 10/24/2025, (6.06% fixed rate until 10/24/2024; 6 mo. USD SOFR + 1.450% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758805 |
|  | Cooperatieve Rabobank UA |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp;4.04%, 01/12/2024, 3 mo. USD SOFR + 0.300%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542506 |
| &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;4.83%, 06/28/2023, 1 mo. USD SOFR + 0.530%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501107 |
| &nbsp;&nbsp;&nbsp;&nbsp;3300000 | Credit Agricole S.A. 3.75%, 04/24/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285432 |
|  | Credit Suisse AG |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3675000 | &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 08/09/2023, 3 mo. USD SOFR + 0.380%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/09/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716433 |

---

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

*98* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Ultrashort Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** |
|  | **Commercial Banks - 18.0% - (continued)** | **Commercial Banks - 18.0% - (continued)** |
| $2525000 | Deutsche Bank AG 4.60%, 11/08/2023, 3 mo. USD SOFR + 0.500%<sup>(2)</sup> | $2508371 |
| &nbsp;&nbsp;&nbsp; 1350000 | DNB Bank ASA 2.97%, 03/28/2025, (2.97% fixed rate until 03/28/2024; 6 mo. USD SOFR + 0.810% thereafter)<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1302579 |
| &nbsp;&nbsp;&nbsp; 750000 | Fifth Third Bancorp 1.63%, 05/05/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741705 |
|  | Fifth Third Bank NA |  |
| &nbsp;&nbsp;&nbsp; 705000 | &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 01/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703485 |
| &nbsp;&nbsp;&nbsp; 1880000 | &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 10/27/2025, (5.85% fixed rate until 10/27/2024; 6 mo. USD SOFR + 1.230% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1899891 |
|  | Goldman Sachs Group, Inc. |  |
| &nbsp;&nbsp;&nbsp; 1425000 | &nbsp;&nbsp;&nbsp;&nbsp;1.22%, 12/06/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1375493 |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;4.78%, 09/10/2024, 3 mo. USD SOFR + 0.500%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477977 |
| &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 11/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266373 |
|  | HSBC Holdings plc |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1425000 | &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/22/2024, 3 mo. USD SOFR + 0.580%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391650 |
| &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;7.34%, 11/03/2026, (7.34% fixed rate until 11/03/2025; 6 mo. USD SOFR + 3.030% thereafter)<sup>(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301946 |
| &nbsp;&nbsp;&nbsp;&nbsp;1025000 | HSBC USA, Inc. 3.75%, 05/24/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005688 |
|  | Huntington National Bank |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1175000 | &nbsp;&nbsp;&nbsp;&nbsp;4.01%, 05/16/2025, (4.01% fixed rate until 05/16/2024; 6 mo. USD SOFR + 1.205% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150686 |
| &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 11/18/2025, (5.70% fixed rate until 11/18/2024; 6 mo. USD SOFR + 1.215% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253140 |
|  | JP Morgan Chase & Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/14/2025, (3.85% fixed rate until 06/14/2024; 6 mo. USD SOFR + 0.980% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320435 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 06/01/2025, 3 mo. USD SOFR + 0.535%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963053 |
| &nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/16/2024, 3 mo. USD SOFR + 0.580%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 12/15/2025, (5.55% fixed rate until 12/15/2024; 6 mo. USD SOFR + 1.070% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849051 |
|  | KeyBank NA |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/10/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341673 |
| &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/14/2024, 3 mo. USD SOFR + 0.320%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241635 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 01/03/2024, 3 mo. USD SOFR + 0.340%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989099 |
|  | Macquarie Group Ltd. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/14/2025, 3 mo. USD SOFR + 0.710%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464614 |
| &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;6.21%, 11/22/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207688 |
| &nbsp;&nbsp;&nbsp;&nbsp;1850000 | Manufacturers & Traders Trust Co. 5.40%, 11/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861256 |
| &nbsp;&nbsp;&nbsp;&nbsp;1100000 | Mizuho Financial Group, Inc. 5.39%, 05/25/2024, 3 mo. USD LIBOR + 0.630%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093749 |
|  | Morgan Stanley |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1125000 | &nbsp;&nbsp;&nbsp;&nbsp;0.73%, 04/05/2024, (0.73% fixed rate until 04/05/2023; 6 mo. USD SOFR + 0.616% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108943 |
| &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 04/17/2025, (3.62% fixed rate until 04/17/2024; 6 mo. USD SOFR + 1.160% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 01/24/2025, 3 mo. USD SOFR + 0.625%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739575 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** |
|  | **Commercial Banks - 18.0% - (continued)** | **Commercial Banks - 18.0% - (continued)** |
|  | National Australia Bank Ltd. |  |
| &nbsp;&nbsp;$1400000 | &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 01/12/2025, 3 mo. USD SOFR + 0.380%<sup>(1)(2)</sup> | $1385421 |
| &nbsp;&nbsp;&nbsp; 1225000 | &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 11/22/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1230545 |
| &nbsp;&nbsp;&nbsp; 3725000 | National Bank of Canada 4.58%, 08/06/2024, 3 mo. USD SOFR + 0.490%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3682682 |
| &nbsp;&nbsp;&nbsp; 1290000 | NatWest Markets plc 4.66%, 08/12/2024, 3 mo. USD SOFR + 0.530%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1267828 |
| &nbsp;&nbsp;&nbsp; 875000 | Nordea Bank Abp 1.00%, 06/09/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860344 |
|  | PNC Financial Services Group, Inc. |  |
| &nbsp;&nbsp;&nbsp; 1325000 | &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/29/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1309229 |
| &nbsp;&nbsp;&nbsp;&nbsp;1510000 | &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 10/28/2025, (5.67% fixed rate until 10/28/2024; 6 mo. USD SOFR + 1.090% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526794 |
|  | Royal Bank of Canada |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1475000 | &nbsp;&nbsp;&nbsp;&nbsp;4.03%, 10/07/2024, 3 mo. USD SOFR + 0.340%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450176 |
| &nbsp;&nbsp;&nbsp;&nbsp;1925000 | &nbsp;&nbsp;&nbsp;&nbsp;4.16%, 01/19/2024, 3 mo. USD SOFR + 0.300%<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;5.66%, 10/25/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961336 |
| &nbsp;&nbsp;&nbsp;&nbsp;1350000 | Societe Generale S.A. 4.35%, 06/13/2025<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | Standard Chartered plc 7.78%, 11/16/2025, (7.78% fixed rate until 11/16/2024; 12 mo. USD CMT + 3.100% thereafter)<sup>(1)(5)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875837 |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | State Street Corp. 5.75%, 11/04/2026, (5.75% fixed rate until 11/04/2025; 6 mo. USD SOFR + 1.353% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536798 |
| &nbsp;&nbsp;&nbsp;&nbsp;2200000 | Sumitomo Mitsui Trust Bank Ltd. 4.75%, 09/16/2024, 3 mo. USD SOFR + 0.440%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186050 |
|  | Toronto-Dominion Bank |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 03/08/2024<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 01/27/2023, 3 mo. USD SOFR + 0.480%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674994 |
| &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 09/10/2024, 3 mo. USD SOFR + 0.350%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 09/28/2023, 3 mo. USD SOFR + 0.450%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748687 |
|  | Truist Financial Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 06/09/2025, 3 mo. USD SOFR + 0.400%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468526 |
| &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 10/28/2026, (5.90% fixed rate until 10/28/2025; 6 mo. USD SOFR + 1.626% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279005 |
|  | UBS AG |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;4.24%, 01/13/2025, 3 mo. USD SOFR + 0.470%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386252 |
| &nbsp;&nbsp;&nbsp;&nbsp;1875000 | &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 06/01/2023, 3 mo. USD SOFR + 0.320%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872590 |
| &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;4.56%, 08/09/2024, 3 mo. USD SOFR + 0.450%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184659 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110072042 |
|  | **Construction Materials - 0.2%** | **Construction Materials - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1030000 | Martin Marietta Materials, Inc. 0.65%, 07/15/2023<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003414 |
|  | **Diversified Financial Services - 0.8%** | **Diversified Financial Services - 0.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785000 | AIG Global Funding 0.80%, 07/07/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767594 |
|  | American Express Co. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2050000 | &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/03/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009066 |
| &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975000 | Capital One Financial Corp. 4.99%, 07/24/2026, (4.99% fixed rate until 07/24/2025; 6 mo. USD SOFR + 2.160% thereafter)<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955697 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5006901 |

---

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

*99* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Ultrashort Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** |
|  | **Electric - 2.5%** | **Electric - 2.5%** |
| $445000 | Consumers Energy Co. 0.35%, 06/01/2023 | $436758 |
| &nbsp;&nbsp;&nbsp; 825000 | Duke Energy Corp. 4.53%, 06/10/2023, 3 mo. USD SOFR + 0.250%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 822712 |
| &nbsp;&nbsp;&nbsp; 1350000 | Eversource Energy 4.20%, 06/27/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1334883 |
| &nbsp;&nbsp;&nbsp; 2275000 | Florida Power & Light Co. 4.37%, 05/10/2023, 3 mo. USD SOFR + 0.250%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2271191 |
| &nbsp;&nbsp;&nbsp; 1520000 | Mississippi Power Co. 4.62%, 06/28/2024, 3 mo. USD SOFR + 0.300%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1489776 |
| &nbsp;&nbsp;&nbsp; 1400000 | National Rural Utilities Cooperative Finance Corp. 4.49%, 08/07/2023, 3 mo. USD SOFR + 0.400%<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1395101 |
|  | NextEra Energy Capital Holdings, Inc. |  |
| &nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 09/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1481951 |
| &nbsp;&nbsp;&nbsp;&nbsp;1085000 | &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 03/01/2023, 3 mo. USD SOFR + 0.540%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | Oklahoma Gas and Electric Co. 0.55%, 05/26/2023<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766100 |
| &nbsp;&nbsp;&nbsp;&nbsp;1400000 | Pacific Gas and Electric Co. 3.25%, 02/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366886 |
| &nbsp;&nbsp;&nbsp;&nbsp;2115000 | PPL Electric Utilities Corp. 4.65%, 06/24/2024, 3 mo. USD SOFR + 0.330%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082822 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | Southern Co. 5.15%, 10/06/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007413 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15540114 |
|  | **Entertainment - 0.5%** | **Entertainment - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;3035000 | Warnermedia Holdings, Inc. 3.43%, 03/15/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946721 |
|  | **Food - 0.4%** | **Food - 0.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1475000 | Conagra Brands, Inc. 0.50%, 08/11/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433064 |
| &nbsp;&nbsp;&nbsp;&nbsp;1155000 | Mondelez International, Inc. 2.13%, 03/17/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114186 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2547250 |
|  | **Gas - 0.3%** | **Gas - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1826000 | CenterPoint Energy, Inc. 5.28%, 03/02/2023, 3 mo. USD LIBOR + 0.500%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825070 |
|  | **Healthcare - Products - 1.4%** | **Healthcare - Products - 1.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1550000 | GE HealthCare Technologies, Inc. 5.55%, 11/15/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556345 |
| &nbsp;&nbsp;&nbsp;&nbsp;2540000 | GSK Consumer Healthcare Capital U.S. LLC 3.02%, 03/24/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465990 |
| &nbsp;&nbsp;&nbsp;&nbsp;2600000 | PerkinElmer, Inc. 0.55%, 09/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518430 |
| &nbsp;&nbsp;&nbsp;&nbsp;1215000 | Stryker Corp. 0.60%, 12/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680000 | Thermo Fisher Scientific, Inc. 4.34%, 10/18/2024, 3 mo. USD SOFR + 0.530%<sup>(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673541 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8381175 |
|  | **Healthcare - Services - 1.0%** | **Healthcare - Services - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1580000 | CommonSpirit Health 2.76%, 10/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | Elevance Health, Inc. 5.35%, 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551506 |
| &nbsp;&nbsp;&nbsp;&nbsp;1945000 | Humana, Inc. 0.65%, 08/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894779 |
|  | UnitedHealth Group, Inc. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 05/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773958 |
| &nbsp;&nbsp;&nbsp;&nbsp;1395000 | &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412127 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147970 |
|  | **Insurance - 5.2%** | **Insurance - 5.2%** |
|  | Athene Global Funding |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;4.73%, 08/19/2024, 3 mo. USD SOFR + 0.560%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3414443 |
| &nbsp;&nbsp;&nbsp;&nbsp;2620000 | &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 05/24/2024, 3 mo. USD SOFR + 0.700%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574321 |
|  | Brighthouse Financial Global Funding |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 12/15/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437238 |
| &nbsp;&nbsp;&nbsp;&nbsp;1625000 | &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/12/2024, 3 mo. USD SOFR + 0.760%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705000 | Corebridge Financial, Inc. 3.50%, 04/04/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676358 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** |
|  | **Insurance - 5.2% - (continued)** | **Insurance - 5.2% - (continued)** |
|  | Equitable Financial Life Global Funding |  |
| &nbsp;&nbsp;$2650000 | &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/06/2023, 3 mo. USD SOFR + 0.390%<sup>(1)(2)</sup> | $2650028 |
| &nbsp;&nbsp;&nbsp; 1540000 | &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/02/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1537904 |
| &nbsp;&nbsp;&nbsp; 2000000 | Five Corners Funding Trust 4.42%, 11/15/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1982667 |
| &nbsp;&nbsp;&nbsp; 1425000 | Jackson Financial, Inc. 1.13%, 11/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1371990 |
|  | MassMutual Global Funding II |  |
| &nbsp;&nbsp;&nbsp; 848000 | &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 06/09/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 832347 |
| &nbsp;&nbsp;&nbsp; 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 04/12/2024, 3 mo. USD SOFR + 0.360%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1540955 |
| &nbsp;&nbsp;&nbsp;&nbsp;4500000 | Metropolitan Life Global Funding I 3.00%, 01/10/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498468 |
|  | New York Life Global Funding |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 05/05/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864362 |
| &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 06/06/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | Pacific Life Global Funding II 0.50%, 09/23/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627374 |
|  | Principal Life Global Funding |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;4.19%, 04/12/2024, 3 mo. USD SOFR + 0.450%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640956 |
| &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 08/23/2024, 3 mo. USD SOFR + 0.380%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2471427 |
|  | Protective Life Global Funding |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;1.08%, 06/09/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412951 |
| &nbsp;&nbsp;&nbsp;&nbsp;1375000 | &nbsp;&nbsp;&nbsp;&nbsp;3.22%, 03/28/2025<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311183 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31766434 |
|  | **IT Services - 0.1%** | **IT Services - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875000 | Apple, Inc. 0.75%, 05/11/2023<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862386 |
|  | **Machinery-Construction & Mining - 0.3%** | **Machinery-Construction & Mining - 0.3%** |
|  | Caterpillar Financial Services Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997200 |
| &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;4.56%, 09/13/2024, 3 mo. USD SOFR + 0.270%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092681 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089881 |
|  | **Media - 0.2%** | **Media - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1020000 | Comcast Corp. 5.25%, 11/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034568 |
|  | **Miscellaneous Manufacturing - 0.3%** | **Miscellaneous Manufacturing - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | Carlisle Cos., Inc. 0.55%, 09/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624085 |
| &nbsp;&nbsp;&nbsp;&nbsp;1090000 | Siemens Financieringsmaatschappij N.V. 0.40%, 03/11/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081346 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705431 |
|  | **Oil & Gas - 0.8%** | **Oil & Gas - 0.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;2425000 | ConocoPhillips Co. 2.13%, 03/08/2024<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343807 |
| &nbsp;&nbsp;&nbsp;&nbsp;1275000 | EQT Corp. 5.68%, 10/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269669 |
| &nbsp;&nbsp;&nbsp;&nbsp;1300000 | Pioneer Natural Resources Co. 0.55%, 05/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278578 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4892054 |
|  | **Pharmaceuticals - 0.8%** | **Pharmaceuticals - 0.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748000 | AmerisourceBergen Corp. 0.74%, 03/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741698 |
| &nbsp;&nbsp;&nbsp;&nbsp;3000000 | AstraZeneca plc 0.30%, 05/26/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946840 |
| &nbsp;&nbsp;&nbsp;&nbsp;1323000 | Bristol-Myers Squibb Co. 3.25%, 02/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320051 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5008589 |
|  | **Pipelines - 0.3%** | **Pipelines - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;2100000 | Enbridge, Inc. 4.78%, 02/16/2024, 3 mo. USD SOFR + 0.630%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089029 |

---

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

*100* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Ultrashort Bond HLS Fund

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** | **CORPORATE BONDS - 39.8% - (continued)** |
|  | **Real Estate Investment Trusts - 0.5%** | **Real Estate Investment Trusts - 0.5%** |
| $1220000 | Public Storage 4.36%, 04/23/2024, 3 mo. USD SOFR + 0.470%<sup>(2)</sup> | $1211379 |
| &nbsp;&nbsp;&nbsp; 2100000 | Simon Property Group L.P. 4.16%, 01/11/2024, 3 mo. USD SOFR + 0.430%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2080468 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291847 |
|  | **Retail - 0.6%** | **Retail - 0.6%** |
| &nbsp;&nbsp;&nbsp; 1620000 | 7-Eleven, Inc. 0.63%, 02/10/2023<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1611697 |
|  | Home Depot, Inc. |  |
| &nbsp;&nbsp;&nbsp; 435000 | &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 04/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 417015 |
| &nbsp;&nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177829 |
| &nbsp;&nbsp;&nbsp;&nbsp;1290000 | Starbucks Corp. 4.55%, 02/14/2024, 3 mo. USD SOFR + 0.420%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282643 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3489184 |
|  | **Semiconductors - 0.7%** | **Semiconductors - 0.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1120000 | Analog Devices, Inc. 4.57%, 10/01/2024, 3 mo. USD SOFR + 0.250%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | Qorvo, Inc. 1.75%, 12/15/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644665 |
| &nbsp;&nbsp;&nbsp;&nbsp;2285000 | Skyworks Solutions, Inc. 0.90%, 06/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239771 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3989490 |
|  | **Software - 0.0%** | **Software - 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | Oracle Corp. 5.80%, 11/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281280 |
|  | **Telecommunications - 0.5%** | **Telecommunications - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | AT&T, Inc. 4.96%, 03/25/2024, 3 mo. USD SOFR + 0.640%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995220 |
|  | NTT Finance Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1525000 | &nbsp;&nbsp;&nbsp;&nbsp;0.37%, 03/03/2023<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;4.14%, 07/26/2024<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447965 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959551 |
|  | Total Corporate Bonds<br> (cost $247,111,819) | $244020681 |
| **MUNICIPAL BONDS - 0.2%** | **MUNICIPAL BONDS - 0.2%** | **MUNICIPAL BONDS - 0.2%** |
|  | **Utilities - 0.2%** | **Utilities - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1085000 | Long Island, NY, Power Auth, Rev 0.36%, 03/01/2023 | &nbsp;&nbsp;&nbsp;$1077312 |
|  | Total Municipal Bonds<br> (cost $1,085,000) | &nbsp;&nbsp;&nbsp;&nbsp;$1077312 |
| **U.S. GOVERNMENT AGENCIES - 3.4%** | **U.S. GOVERNMENT AGENCIES - 3.4%** | **U.S. GOVERNMENT AGENCIES - 3.4%** |
|  | **Mortgage-Backed Agencies - 3.4%** | **Mortgage-Backed Agencies - 3.4%** |
|  | **FHLB - 1.8%** | **FHLB - 1.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/24/2023<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;$5942229 |
| &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/08/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995278 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10937507 |
|  | **FHLMC - 1.0%** | **FHLMC - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880123 | &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510700 | &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104305 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601378 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857013 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103014 | &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101698 |
| &nbsp;&nbsp;&nbsp;&nbsp;3175000 | &nbsp;&nbsp;&nbsp;&nbsp;3.53%, 10/25/2023<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3139127 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6069470 |
|  | **FNMA - 0.5%** | **FNMA - 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515491 | &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17334 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22810 | &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22722 |
| &nbsp;&nbsp;&nbsp;&nbsp;2777021 | &nbsp;&nbsp;&nbsp;&nbsp;3.06%, 06/25/2024<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695848 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3214315 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value†** |
| **U.S. GOVERNMENT AGENCIES - 3.4% - (continued)** | **U.S. GOVERNMENT AGENCIES - 3.4% - (continued)** | **U.S. GOVERNMENT AGENCIES - 3.4% - (continued)** |
|  | **Mortgage-Backed Agencies - 3.4% - (continued)** | **Mortgage-Backed Agencies - 3.4% - (continued)** |
|  | **GNMA - 0.1%** | **GNMA - 0.1%** |
| $180129 | &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 10/20/2045 | $177893 |
| &nbsp;&nbsp;&nbsp; 441502 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/20/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411716 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589609 |
|  | Total U.S. Government Agencies<br> (cost $21,030,034) | &nbsp;&nbsp;&nbsp;&nbsp;$20810901 |
| **U.S. GOVERNMENT SECURITIES - 11.1%** | **U.S. GOVERNMENT SECURITIES - 11.1%** | **U.S. GOVERNMENT SECURITIES - 11.1%** |
|  | **U.S. Treasury Securities - 11.1%** | **U.S. Treasury Securities - 11.1%** |
|  | **U.S. Treasury Notes - 11.1%** | **U.S. Treasury Notes - 11.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;7250000 | &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/31/2023 | &nbsp;&nbsp;&nbsp;$7228151 |
| &nbsp;&nbsp;&nbsp;29750000 | &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28713399 |
| &nbsp;&nbsp;&nbsp;13050000 | &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 02/29/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12714064 |
| &nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14648438 |
| &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/31/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4925195 |
|  | Total U.S. Government Securities<br> (cost $68,905,082) | &nbsp;&nbsp;&nbsp;&nbsp;$68229247 |
|  | Total Long-Term Investments<br> (cost $511,219,599) | &nbsp;&nbsp;&nbsp;&nbsp;$501976274 |
| **SHORT-TERM INVESTMENTS - 17.5%** | **SHORT-TERM INVESTMENTS - 17.5%** | **SHORT-TERM INVESTMENTS - 17.5%** |
|  | **Commercial Paper - 2.9%** | **Commercial Paper - 2.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;3000000 | Bank of America Securities, Inc. 2.82%, 06/16/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;$3000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000000 | Bank of Montreal 2.78%, 05/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1962606 |
| &nbsp;&nbsp;&nbsp;&nbsp;2100000 | Barclays Bank plc 1.00%, 02/03/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100000 |
| &nbsp;&nbsp;&nbsp;&nbsp;1360000 | Citigroup Global Markets, Inc. 3.69%, 06/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337424 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000000 | Credit Agricole Corporate & Investment Bank 2.54%, 03/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984838 |
| &nbsp;&nbsp;&nbsp;&nbsp;1000000 | Credit Suisse AG 2.41%, 02/10/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997300 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000000 | Societe Generale S.A. 5.37%, 09/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927437 |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | Standard Chartered Bank 2.54%, 02/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493967 |
| &nbsp;&nbsp;&nbsp;&nbsp;3265000 | Svenska Handelsbanken AB 3.50%, 02/22/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3248494 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18052066 |
|  | **Foreign Government Obligations - 0.7%** | **Foreign Government Obligations - 0.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;3000000 | Commonwealth Bank of Australia 4.50%, 01/20/2023, 1 mo. USD SOFR + 0.200%<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;1500000 | National Bank of Canada 4.52%, 01/24/2023, 1 mo. USD SOFR + 0.220%<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500000 |
|  | **Repurchase Agreements - 1.4%** | **Repurchase Agreements - 1.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;8489879 | &nbsp;&nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. Repurchase Agreement dated 12/30/2022 at 4.260%, due on 01/03/2023 with a maturity value of $8,493,898; collateralized by U.S. Treasury Note at 2.375%, maturing 03/31/2029, with a market value of $8,659,679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8489879 |
|  | **Securities Lending Collateral - 1.7%** | **Securities Lending Collateral - 1.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;1605226 | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605226 |
| &nbsp;&nbsp;&nbsp;&nbsp;5350755 | &nbsp;&nbsp;&nbsp;&nbsp;HSBC US Government Money Market Fund, 4.13%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350755 |
| &nbsp;&nbsp;&nbsp;&nbsp;1605227 | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Government & Agency Portfolio, Institutional Class, 4.22%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605227 |
| &nbsp;&nbsp;&nbsp;&nbsp;1605227 | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605227 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10166435 |

---

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

*101* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford Ultrashort Bond HLS Fund

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value†** |
| **SHORT-TERM INVESTMENTS - 17.5% - (continued)** | **SHORT-TERM INVESTMENTS - 17.5% - (continued)** | **SHORT-TERM INVESTMENTS - 17.5% - (continued)** | **SHORT-TERM INVESTMENTS - 17.5% - (continued)** |
|  | **U.S. Treasury Securities - 10.8%** | **U.S. Treasury Securities - 10.8%** | **U.S. Treasury Securities - 10.8%** |
|  | **U.S. Treasury Bills – 10.8%** | **U.S. Treasury Bills – 10.8%** |  |
| $7050000 | &nbsp;&nbsp;&nbsp;&nbsp;0.61%, 01/26/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.61%, 01/26/2023<sup>(8)</sup> | $7046916 |
| &nbsp;&nbsp;&nbsp; 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 03/23/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 03/23/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7430194 |
| &nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 01/26/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 01/26/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14969583 |
| &nbsp;&nbsp;&nbsp; 2136500 | &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 01/10/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 01/10/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2134790 |
| &nbsp;&nbsp;&nbsp; 5363500 | &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 01/10/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 01/10/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5359208 |
| &nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 07/13/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 07/13/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9762338 |
| &nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 06/15/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 06/15/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9798412 |
| &nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;3.17%, 03/02/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.17%, 03/02/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7448780 |
| &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;4.09%, 04/13/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.09%, 04/13/2023<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977417 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65927638 |
|  | Total Short-Term Investments<br> (cost $107,354,316) | Total Short-Term Investments<br> (cost $107,354,316) | $107136018 |
|  | Total Investments<br> (cost $618,573,915) | &nbsp;&nbsp;&nbsp;99.4% | &nbsp;&nbsp;&nbsp;&nbsp;$609112292 |
|  | Other Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;0.6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880726 |
|  | Total Net Assets | 100.0% | &nbsp;&nbsp;&nbsp;&nbsp;$612993018 |

---

---

| | |
|:---|:---|
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
|  | The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
|  | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |

---

See "Glossary" for abbreviation descriptions.

---

| | |
|:---|:---|
| <sup>(1)</sup> | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2022, the aggregate value of these securities was $191,793,483, representing 31.3% of net assets. |
| <sup>(2)</sup> | Variable rate securities; the rate reported is the coupon rate in effect at December 31, 2022. Base lending rates may be subject to a floor or cap. |
| <sup>(3)</sup> | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
| <sup>(4)</sup> | Security is a "step-up" bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
| <sup>(5)</sup> | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
| <sup>(6)</sup> | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at December 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
| <sup>(7)</sup> | Security is a zero-coupon bond. |
| <sup>(8)</sup> | The rate shown represents current yield to maturity. |
| <sup>(9)</sup> | Current yield as of period end. |
| <sup>†</sup> | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |

---

#### Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** |
| **Assets** |  |  |  |  |
| Asset & Commercial Mortgage-Backed Securities | &nbsp;&nbsp;$167838133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$167838133 | &nbsp;&nbsp;$— |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244020681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244020681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| U.S. Government Agencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20810901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20810901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| U.S. Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68229247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68229247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107136018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10166435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96969583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;**Total** | &nbsp;&nbsp;$609112292 | &nbsp;&nbsp;$10166435 | &nbsp;&nbsp;$598945857 | &nbsp;&nbsp;$— |

---

<sup>(1)</sup> For the year ended December 31, 2022, there were no transfers in and out of Level 3.

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

*102* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### GLOSSARY: (abbreviations used in preceding Schedules of Investments)

------

---

| | |
|:---|:---|
| **Counterparty Abbreviations:** | **Counterparty Abbreviations:** |
| BCLY | Barclays |
| CBA | Commonwealth Bank of Australia |
| CBK | Citibank NA |
| GSC | Goldman Sachs & Co. |
| JPM | JP Morgan Chase & Co. |
| MSC | Morgan Stanley |
| UBS | UBS AG |
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| BRL | Brazil Real |
| EUR | Euro Member Countries |
| USD | United States Dollar |
| **Index Abbreviations:** | **Index Abbreviations:** |
| BSBY | Bloomberg Short Term Bank Yield Index |
| CMT | Constant Maturity Treasury Index |
| MTA | Monthly Treasury Average Index |
| **Municipal Abbreviations:** | **Municipal Abbreviations:** |
| Auth | Authority |
| Dev | Development |
| GO | General Obligation |
| Rev | Revenue |

---

---

| | |
|:---|:---|
| **Other Abbreviations:** | **Other Abbreviations:** |
| ACWI | All Country World Index |
| ADR | American Depositary Receipt |
| AGM | Assured Guaranty Municipal |
| ASA | Allmennaksjeselskap |
| CLO | Collateralized Loan Obligation |
| CMO | Collateralized Mortgage Obligation |
| CVR | Contiingent Value Rights |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| FHLB | Federal Home Loan Bank |
| FHLMC | Federal Home Loan Mortgage Corp. |
| FNMA | Federal National Mortgage Association |
| GNMA | Government National Mortgage Association |
| LIBOR | London Interbank Offered Rate |
| NATL | National Public Finance Guarantee Corp. |
| PT | Perseroan Terbatas |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |
| Tbk | Terbuka |
| UMBS | Uniform Mortgage-Backed Securities |

---

*103* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Statements of Assets and Liabilities<br> December 31, 2022

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---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford <br> Balanced<br> HLS Fund** | &nbsp;&nbsp;&nbsp;&nbsp;**Hartford <br> Capital<br> Appreciation<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Disciplined<br> Equity<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Dividend and<br> Growth<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Healthcare<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> International<br> Opportunities<br> HLS Fund** |
| **Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments in securities, at market value<sup>(1)</sup> | &nbsp;&nbsp;$1682217906 | &nbsp;&nbsp;&nbsp;&nbsp;$3354727062 | &nbsp;&nbsp;$2503140074 | &nbsp;&nbsp;$3314800849 | &nbsp;&nbsp;$150438906 | &nbsp;&nbsp;$853181218 |
| &nbsp;&nbsp;&nbsp;Repurchase agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12844451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24214860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12341025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19925679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270364 |
| &nbsp;&nbsp;&nbsp;Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15910692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34382059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17507190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28376340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7428546 |
| &nbsp;&nbsp;&nbsp;Cash collateral held for securities on loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78255 |
| &nbsp;&nbsp;&nbsp;Foreign currency | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154044 |
| &nbsp;&nbsp;&nbsp;Receivables: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment securities sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fund shares sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dividends and interest | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5418568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4388650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Securities lending income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Variation margin on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tax reclaims | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787141 |
| &nbsp;&nbsp;&nbsp;Other assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7437 |
| Total assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720298516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421932377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2534614341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3368912007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153271586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874940305 |
| **Liabilities:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Due to custodian - foreign currency | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Obligation to return securities lending collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6547573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565100 |
| &nbsp;&nbsp;&nbsp;Cash collateral due to broker on TBA sale commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Payables: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment securities purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16330505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fund shares redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment management fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1911595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accounting services fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Board of Directors' fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign taxes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Distribution fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
| &nbsp;&nbsp;&nbsp;Accrued expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100974 |
| Total liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20900662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13718129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3083506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3814150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550587 |
| Net assets | &nbsp;&nbsp;$1699397854 | &nbsp;&nbsp;&nbsp;&nbsp;$3408214248 | &nbsp;&nbsp;$2531530835 | &nbsp;&nbsp;$3365097857 | &nbsp;&nbsp;$153067567 | &nbsp;&nbsp;$871389718 |
| **Summary of Net Assets:** |  |  |  |  |  |  |
| Capital stock and paid-in-capital | &nbsp;&nbsp;$1366435082 | &nbsp;&nbsp;&nbsp;&nbsp;$3022831826 | &nbsp;&nbsp;$1898376933 | &nbsp;&nbsp;$1953079864 | &nbsp;&nbsp;$119545510 | &nbsp;&nbsp;$850496433 |
| Distributable earnings (loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332962772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385382422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633153902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412017993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33522057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20893285 |
| Net assets | &nbsp;&nbsp;$1699397854 | &nbsp;&nbsp;&nbsp;&nbsp;$3408214248 | &nbsp;&nbsp;$2531530835 | &nbsp;&nbsp;$3365097857 | &nbsp;&nbsp;$153067567 | &nbsp;&nbsp;$871389718 |
| Shares authorized | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3610000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000000 | &nbsp;&nbsp;&nbsp;&nbsp;2625000000 |
| Par value | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 |
| **Class IA: Net asset value per share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$39.37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15.78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22.04 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16.05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13.71 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shares outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57067956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77074320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139229724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135474434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7516581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57397801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Assets | &nbsp;&nbsp;$1499115986 | &nbsp;&nbsp;&nbsp;&nbsp;$3034471279 | &nbsp;&nbsp;$2196538422 | &nbsp;&nbsp;$2986097278 | &nbsp;&nbsp;$120656312 | &nbsp;&nbsp;$787084351 |
| **Class IB: Net asset value per share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26.88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$38.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$21.86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14.14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13.99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shares outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7450775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17573797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17336164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6026719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Assets | &nbsp;&nbsp;$200281868 | &nbsp;&nbsp;&nbsp;&nbsp;$359905681 | &nbsp;&nbsp;$272407481 | &nbsp;&nbsp;$379000579 | &nbsp;&nbsp;$32411255 | &nbsp;&nbsp;$84305367 |
| **Class IC: Net asset value per share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$38.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15.78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shares outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3966482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$13837288 | &nbsp;&nbsp;&nbsp;&nbsp;$62584932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Cost of investments | &nbsp;&nbsp;$1403254127 | &nbsp;&nbsp;&nbsp;&nbsp;$2991734081 | &nbsp;&nbsp;$1892369742 | &nbsp;&nbsp;$2207572557 | &nbsp;&nbsp;$119211397 | &nbsp;&nbsp;$794100490 |
| Cost of foreign currency | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(8604) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$44466 | &nbsp;&nbsp;&nbsp;$2142912 |
|  <sup>(1)</sup> Includes Investment in securities on loan, at market value | &nbsp;&nbsp;&nbsp;&nbsp;$2201545 | &nbsp;&nbsp;&nbsp;&nbsp;$6794907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$173859 | &nbsp;&nbsp;&nbsp;$1515150 |

---

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

*104* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Statements of Assets and Liabilities – (continued)<br> December 31, 2022

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford <br> MidCap<br> HLS Fund** | &nbsp;&nbsp;&nbsp;&nbsp;**Hartford <br> Small Cap<br> Growth<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Small<br> Company<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Stock<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Total Return<br> Bond<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Ultrashort<br> Bond<br> HLS Fund** |
| **Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments in securities, at market value<sup>(1)</sup> | &nbsp;&nbsp;$1159540788 | &nbsp;&nbsp;&nbsp;&nbsp;$696624483 | &nbsp;&nbsp;$417425580 | &nbsp;&nbsp;$1372356928 | &nbsp;&nbsp;$2084103203 | &nbsp;&nbsp;$600622413 |
| &nbsp;&nbsp;&nbsp;Repurchase agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18016914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19354472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8489879 |
| &nbsp;&nbsp;&nbsp;Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25557015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29454622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11632384 |
| &nbsp;&nbsp;&nbsp;Cash collateral held for securities on loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535076 |
| &nbsp;&nbsp;&nbsp;Foreign currency | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Unrealized appreciation on foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Receivables: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment securities sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175210511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fund shares sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5307738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dividends and interest | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14080437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Securities lending income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Variation margin on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Variation margin on centrally cleared swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;OTC swap contracts premiums paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Other assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6185 |
| Total assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163001359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708089402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421089885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417494186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323969829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624177460 |
| **Liabilities:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Unrealized depreciation on foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Obligation to return securities lending collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21267327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14241189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2766666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3718027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10701511 |
| &nbsp;&nbsp;&nbsp;Unrealized depreciation on OTC swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Cash collateral due to broker on swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Cash collateral due to broker on TBA sale commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;TBA sale commitments, at market value | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87786063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Payables: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment securities purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461893439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fund shares redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12494770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment management fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accounting services fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Board of Directors' fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Distribution fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868 |
| &nbsp;&nbsp;&nbsp;Accrued expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62831 |
| &nbsp;&nbsp;&nbsp;OTC swap contracts premiums received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22893188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15147783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3494996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13206222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556163182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11184442 |
| Net assets | &nbsp;&nbsp;$1140108171 | &nbsp;&nbsp;&nbsp;&nbsp;$692941619 | &nbsp;&nbsp;$417594889 | &nbsp;&nbsp;$1404287964 | &nbsp;&nbsp;$1767806647 | &nbsp;&nbsp;$612993018 |
| **Summary of Net Assets:** |  |  |  |  |  |  |
| Capital stock and paid-in-capital | &nbsp;&nbsp;$932909502 | &nbsp;&nbsp;&nbsp;&nbsp;$686853359 | &nbsp;&nbsp;$511270336 | &nbsp;&nbsp;$754489018 | &nbsp;&nbsp;$2100200604 | &nbsp;&nbsp;$627251621 |
| Distributable earnings (loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207198669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6088260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93675447) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649798946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(332393957) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14258603) |
| Net assets | &nbsp;&nbsp;$1140108171 | &nbsp;&nbsp;&nbsp;&nbsp;$692941619 | &nbsp;&nbsp;$417594889 | &nbsp;&nbsp;$1404287964 | &nbsp;&nbsp;$1767806647 | &nbsp;&nbsp;$612993018 |
| Shares authorized | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000000 | &nbsp;&nbsp;&nbsp;&nbsp;1500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000000 | &nbsp;&nbsp;&nbsp;&nbsp;14000000000 |
| Par value | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.0010 |
| **Class IA: Net asset value per share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$25.69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$21.71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13.57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$95.62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9.96 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shares outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40948802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24082466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27979955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13449303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171700062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53163500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Assets | &nbsp;&nbsp;$1051770958 | &nbsp;&nbsp;&nbsp;&nbsp;$522920382 | &nbsp;&nbsp;$379583801 | &nbsp;&nbsp;$1286069795 | &nbsp;&nbsp;$1592155686 | &nbsp;&nbsp;$529433336 |
| **Class IB: Net asset value per share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24.24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11.24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$95.55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9.22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9.95 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shares outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3644390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8356489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3381632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19044316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8402156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Assets | &nbsp;&nbsp;&nbsp;&nbsp;$88337213 | &nbsp;&nbsp;&nbsp;&nbsp;$170021237 | &nbsp;&nbsp;$38011088 | &nbsp;&nbsp;$118218169 | &nbsp;&nbsp;$175650961 | &nbsp;&nbsp;&nbsp;$83559682 |
| **Class IC: Net asset value per share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shares outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Cost of investments | &nbsp;&nbsp;$990801760 | &nbsp;&nbsp;&nbsp;&nbsp;$589164516 | &nbsp;&nbsp;$414894797 | &nbsp;&nbsp;$801702592 | &nbsp;&nbsp;$2353680590 | &nbsp;&nbsp;$618573915 |
| Cost of foreign currency | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$249950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Proceeds of TBA sale commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$89032209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |

---

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

*105* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford <br> MidCap<br> HLS Fund** | &nbsp;&nbsp;&nbsp;&nbsp;**Hartford <br> Small Cap<br> Growth<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Small<br> Company<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Stock<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Total Return<br> Bond<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Ultrashort<br> Bond<br> HLS Fund** |
|  <sup>(1)</sup> Includes Investment in securities on loan, at market value | &nbsp;&nbsp;&nbsp;&nbsp;$20568050 | &nbsp;&nbsp;&nbsp;&nbsp;$13928689 | &nbsp;&nbsp;&nbsp;$2750706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$3577429 | &nbsp;&nbsp;&nbsp;&nbsp;$9937181 |

---

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

*106* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Statements of Operations<br> For the Year Ended December 31, 2022

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford <br> Balanced<br> HLS Fund** | &nbsp;&nbsp;&nbsp;&nbsp;**Hartford <br> Capital<br> Appreciation<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Disciplined<br> Equity<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Dividend and<br> Growth<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Healthcare<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> International<br> Opportunities<br> HLS Fund** |
| **Investment Income:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Dividends | &nbsp;&nbsp;&nbsp;$21940087 | &nbsp;&nbsp;&nbsp;&nbsp;$50155557 | &nbsp;&nbsp;&nbsp;$41881733 | &nbsp;&nbsp;&nbsp;$78631518 | &nbsp;&nbsp;&nbsp;$1718308 | &nbsp;&nbsp;&nbsp;$22304853 |
| &nbsp;&nbsp;&nbsp;Interest | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16816497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259156 |
| &nbsp;&nbsp;&nbsp;Securities lending | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126649 |
| &nbsp;&nbsp;&nbsp;Foreign withholding tax reclaims | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989304 |
| &nbsp;&nbsp;&nbsp;Less: Foreign tax withheld | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(617321) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(891179) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1552630) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investment income, net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38702913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51305207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42124969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78621013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23127332 |
| **Expenses:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investment management fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11795247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24120528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16036546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22785157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6768143 |
| &nbsp;&nbsp;&nbsp;Administrative services fees |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Transfer agent fees |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Distribution fees |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Custodian fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37964 |
| &nbsp;&nbsp;&nbsp;Registration and filing fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13992 |
| &nbsp;&nbsp;&nbsp;Accounting services fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148205 |
| &nbsp;&nbsp;&nbsp;Board of Directors' fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24492 |
| &nbsp;&nbsp;&nbsp;Audit and tax fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42978 |
| &nbsp;&nbsp;&nbsp;Other expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total expenses (before waivers, reimbursements and fees paid indirectly) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12827911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26117308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17831230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24595018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7345015 |
| &nbsp;&nbsp;&nbsp;Management fee waivers | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(563836) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Commission recapture | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4183) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39156) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2287) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11568) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(845) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2665) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total waivers, reimbursements and fees paid indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(568019) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39156) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2287) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11568) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(845) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2665) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12259892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26078152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17828943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24583450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7342350 |
| **Net Investment Income (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26443021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25227055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24296026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54037563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15784982 |
| **Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51246871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66498643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17186486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297758573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46535196) |
| &nbsp;&nbsp;&nbsp;Less: Foreign taxes paid on realized capital gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10897) |
| &nbsp;&nbsp;&nbsp;Futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1665814) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30496530) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Other foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90101) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(309655) |
| **Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49601120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35912012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17190322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297761610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46855748) |
| **Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(366324302) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(736328858) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(683450920) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(710957243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25403244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(179400752) |
| &nbsp;&nbsp;&nbsp;Futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3341854) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Translation of other assets and liabilities in foreign currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12887) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16326) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5225) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4191) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51222) |
| **Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(366145089) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(739642523) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(683467246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(710962468) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25407435) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(179451974) |
| **Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(316543969) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(703730511) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(666276924) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(413200858) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23560941) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226307722) |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;$(290100948) | &nbsp;&nbsp;&nbsp;&nbsp;$(678503456) | &nbsp;&nbsp;$(641980898) | &nbsp;&nbsp;$(359163295) | &nbsp;&nbsp;$(23415793) | &nbsp;&nbsp;$(210522740) |

---

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

*107* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Statements of Operations – (continued)<br> For the Year Ended December 31, 2022

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford <br> Balanced<br> HLS Fund** | &nbsp;&nbsp;&nbsp;&nbsp;**Hartford <br> Capital<br> Appreciation<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Disciplined<br> Equity<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Dividend and<br> Growth<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Healthcare<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> International<br> Opportunities<br> HLS Fund** |
| \* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(276806) |

---

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

*108* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford <br> MidCap<br> HLS Fund** | &nbsp;&nbsp;&nbsp;&nbsp;**Hartford <br> Small Cap<br> Growth<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Small<br> Company<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Stock<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Total Return<br> Bond<br> HLS Fund** | &nbsp;&nbsp;**Hartford <br> Ultrashort<br> Bond<br> HLS Fund** |
| **Investment Income:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Dividends | &nbsp;&nbsp;&nbsp;$11079436 | &nbsp;&nbsp;&nbsp;&nbsp;$5435654 | &nbsp;&nbsp;&nbsp;&nbsp;$3233901 | &nbsp;&nbsp;$27371211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$96127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Interest | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65550997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10066082 |
| &nbsp;&nbsp;&nbsp;Securities lending | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35196 |
| &nbsp;&nbsp;&nbsp;Less: Foreign tax withheld | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(438659) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investment income, net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11193876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5636747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27412741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65671575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10101278 |
| **Expenses:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investment management fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9895603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5918217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3592220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7012045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9197382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640894 |
| &nbsp;&nbsp;&nbsp;Transfer agent fees |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
| &nbsp;&nbsp;&nbsp;Distribution fees |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227285 |
| &nbsp;&nbsp;&nbsp;Custodian fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5007 |
| &nbsp;&nbsp;&nbsp;Registration and filing fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13363 |
| &nbsp;&nbsp;&nbsp;Accounting services fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108318 |
| &nbsp;&nbsp;&nbsp;Board of Directors' fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17862 |
| &nbsp;&nbsp;&nbsp;Audit and tax fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36747 |
| &nbsp;&nbsp;&nbsp;Other expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total expenses (before waivers, reimbursements and fees paid indirectly) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10517358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6659061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3914111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7695055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10218108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3095426 |
| &nbsp;&nbsp;&nbsp;Commission recapture | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13942) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13775) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1878) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total waivers, reimbursements and fees paid indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13942) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13775) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1878) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10503416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6645021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7693177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10218108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3095426 |
| **Net Investment Income (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1008274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(512101) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19719564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55453467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7005852 |
| **Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74948149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99052280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94443730) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65134601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180676838) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321079) |
| &nbsp;&nbsp;&nbsp;Purchased options contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2471542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44484958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Written options contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11670458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12312540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Other foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34059) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204213) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74948149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99052280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94443730) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65100542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(134142364) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321079) |
| **Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554367328) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(278930155) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102599925) | &nbsp;&nbsp;&nbsp;&nbsp;(172370664) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(245139140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8625157) |
| &nbsp;&nbsp;&nbsp;Purchased options contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Written options contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(794827) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77863) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Translation of other assets and liabilities in foreign currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13899) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554367328) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(278930155) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102599925) | &nbsp;&nbsp;&nbsp;&nbsp;(172384563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(238543750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8625157) |
| **Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(479419179) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(377982435) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197043655) | &nbsp;&nbsp;&nbsp;&nbsp;(107284021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(372686114) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8946236) |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;$(478728719) | &nbsp;&nbsp;&nbsp;&nbsp;$(378990709) | &nbsp;&nbsp;$(197555756) | &nbsp;&nbsp;$(87564457) | &nbsp;&nbsp;$(317232647) | &nbsp;&nbsp;$(1940384) |

---

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

*109* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Statements of Changes in Net Assets<br>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford Balanced<br> HLS Fund** | &nbsp;&nbsp;**Hartford Balanced<br> HLS Fund** | &nbsp;&nbsp;**Hartford Capital<br> Appreciation HLS Fund** | &nbsp;&nbsp;**Hartford Capital<br> Appreciation HLS Fund** |
|  | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** |
| **Operations:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss) | &nbsp;&nbsp;&nbsp;&nbsp;$26443021 | &nbsp;&nbsp;&nbsp;&nbsp;$27209521 | &nbsp;&nbsp;&nbsp;&nbsp;$25227055 | &nbsp;&nbsp;&nbsp;&nbsp;$26200690 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49601120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252980751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35912012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640027220 |
| &nbsp;&nbsp;&nbsp;Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(366145089) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103572731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(739642523) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40264498) |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(290100948) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383763003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(678503456) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625963412 |
| **Distributions to Shareholders:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235269227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119966739) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(462293161) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(365171166) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30348829) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15083504) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55511710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44137344) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4579357) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3670162) |
| &nbsp;&nbsp;&nbsp;Total distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(265618056) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(135050243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(522384228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(412978672) |
| **Capital Share Transactions:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8695096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19404321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25635408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18949877 |
| &nbsp;&nbsp;&nbsp;Issued on reinvestment of distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265618056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135050243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522384228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412978672 |
| &nbsp;&nbsp;&nbsp;Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(227999344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(246585564) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(449319830) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(685786998) |
| &nbsp;&nbsp;&nbsp;Net increase (decrease) from capital share transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46313808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92131000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98699806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(253858449) |
| **Net Increase (Decrease) in Net Assets** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(509405196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156581760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1102187878) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40873709) |
| **Net Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Beginning of period | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208803050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2052221290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4510402126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4551275835 |
| &nbsp;&nbsp;&nbsp;End of period | &nbsp;&nbsp;$1699397854 | &nbsp;&nbsp;$2208803050 | &nbsp;&nbsp;$3408214248 | &nbsp;&nbsp;$4510402126 |

---

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

*110* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Statements of Changes in Net Assets – (continued)<br>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford Disciplined<br> Equity HLS Fund** | &nbsp;&nbsp;**Hartford Disciplined<br> Equity HLS Fund** | &nbsp;&nbsp;**Hartford Dividend<br> and Growth HLS Fund** | &nbsp;&nbsp;**Hartford Dividend<br> and Growth HLS Fund** |
|  | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** |
| **Operations:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss) | &nbsp;&nbsp;&nbsp;&nbsp;$24296026 | &nbsp;&nbsp;&nbsp;&nbsp;$19994796 | &nbsp;&nbsp;&nbsp;&nbsp;$54037563 | &nbsp;&nbsp;&nbsp;&nbsp;$51687688 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17190322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244077079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297761610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405949912 |
| &nbsp;&nbsp;&nbsp;Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(683467246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486679686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(710962468) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605391538 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(641980898) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750751561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(359163295) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063029138 |
| **Distributions to Shareholders:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(157383630) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(135827680) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385201370) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(212103066) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19344478) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16888930) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48643796) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26602277) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4180932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3591357) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180909040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(156307967) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(433845166) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(238705343) |
| **Capital Share Transactions:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23277374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42335797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68294388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74291931 |
| &nbsp;&nbsp;&nbsp;Issued on reinvestment of distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180909040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156307967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433845166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238705342 |
| &nbsp;&nbsp;&nbsp;Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321060931) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(467143407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(469123286) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(534531726) |
| &nbsp;&nbsp;&nbsp;Net increase (decrease) from capital share transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116874517) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(268499643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33016268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221534453) |
| **Net Increase (Decrease) in Net Assets** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(939764455) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325943951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(759992193) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602789342 |
| **Net Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Beginning of period | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471295290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145351339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125090050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3522300708 |
| &nbsp;&nbsp;&nbsp;End of period | &nbsp;&nbsp;$2531530835 | &nbsp;&nbsp;$3471295290 | &nbsp;&nbsp;$3365097857 | &nbsp;&nbsp;$4125090050 |

---

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

*111* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford Healthcare<br> HLS Fund** | &nbsp;&nbsp;**Hartford Healthcare<br> HLS Fund** | &nbsp;&nbsp;**Hartford International<br> Opportunities HLS Fund** | &nbsp;&nbsp;**Hartford International<br> Opportunities HLS Fund** |
|  | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** |
| **Operations:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss) | &nbsp;&nbsp;&nbsp;&nbsp;$145148 | &nbsp;&nbsp;&nbsp;&nbsp;$(221304) | &nbsp;&nbsp;$15784982 | &nbsp;&nbsp;&nbsp;&nbsp;$13200911 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37722778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46855748) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193549063 |
| &nbsp;&nbsp;&nbsp;Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25407435) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16624114) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(179451974) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112746774) |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23415793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20877360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210522740) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94003200 |
| **Distributions to Shareholders:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28988229) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17932280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160928347) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11313509) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8169954) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4820147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16407281) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(844741) |
| &nbsp;&nbsp;&nbsp;Total distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37158183) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22752427) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(177335628) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12158250) |
| **Capital Share Transactions:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6630344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9147479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47734594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84841774 |
| &nbsp;&nbsp;&nbsp;Issued on reinvestment of distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37158183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22752427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177335628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12158250 |
| &nbsp;&nbsp;&nbsp;Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35537767) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58667250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142819227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(240510393) |
| &nbsp;&nbsp;&nbsp;Net increase (decrease) from capital share transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26767344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82250995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(143510369) |
| **Net Increase (Decrease) in Net Assets** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52323216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28642411) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(305607373) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61665419) |
| **Net Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Beginning of period | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205390783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234033194 | &nbsp;&nbsp;&nbsp;&nbsp;1176997091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238662510 |
| &nbsp;&nbsp;&nbsp;End of period | &nbsp;&nbsp;$153067567 | &nbsp;&nbsp;$205390783 | &nbsp;&nbsp;$871389718 | &nbsp;&nbsp;$1176997091 |

---

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

*112* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford MidCap<br> HLS Fund** | &nbsp;&nbsp;**Hartford MidCap<br> HLS Fund** | &nbsp;&nbsp;**Hartford Small<br> Cap Growth HLS Fund** | &nbsp;&nbsp;**Hartford Small<br> Cap Growth HLS Fund** |
|  | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** |
| **Operations:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$690460 | &nbsp;&nbsp;&nbsp;&nbsp;$14458160 | &nbsp;&nbsp;$(1008274) | &nbsp;&nbsp;&nbsp;&nbsp;$(2196423) |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74948149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245445022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99052280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180586224 |
| &nbsp;&nbsp;&nbsp;Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554367328) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32664947) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(278930155) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(121278577) |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(478728719) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227238235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(378990709) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57111224 |
| **Distributions to Shareholders:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(198350672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(326587296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(145857718) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96064439) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15789357) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22511283) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32638843) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18818914) |
| &nbsp;&nbsp;&nbsp;Total distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(214140029) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(349098579) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178496561) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114883353) |
| **Capital Share Transactions:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63623913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93898635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139734072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166860534 |
| &nbsp;&nbsp;&nbsp;Issued on reinvestment of distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214140029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349098579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178496561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111731037 |
| &nbsp;&nbsp;&nbsp;Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(548099232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(735775940) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(446544953) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(267121215) |
| &nbsp;&nbsp;&nbsp;Net increase (decrease) from capital share transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(270335290) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(292778726) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128314320) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11470356 |
| **Net Increase (Decrease) in Net Assets** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(963204038) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(414639070) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(685801590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46301773) |
| **Net Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Beginning of period | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2103312209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2517951279 | &nbsp;&nbsp;&nbsp;&nbsp;1378743209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425044982 |
| &nbsp;&nbsp;&nbsp;End of period | &nbsp;&nbsp;$1140108171 | &nbsp;&nbsp;$2103312209 | &nbsp;&nbsp;$692941619 | &nbsp;&nbsp;$1378743209 |

---

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

*113* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford Small<br> Company HLS Fund** | &nbsp;&nbsp;**Hartford Small<br> Company HLS Fund** | &nbsp;&nbsp;**Hartford Stock<br> HLS Fund** | &nbsp;&nbsp;**Hartford Stock<br> HLS Fund** |
|  | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** |
| **Operations:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss) | &nbsp;&nbsp;&nbsp;&nbsp;$(512101) | &nbsp;&nbsp;$(3496994) | &nbsp;&nbsp;&nbsp;&nbsp;$19719564 | &nbsp;&nbsp;&nbsp;&nbsp;$20305484 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94443730) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98522599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65100542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150437880 |
| &nbsp;&nbsp;&nbsp;Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102599925) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89423782) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172384563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178258535 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197555756) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5601823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87564457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349001899 |
| **Distributions to Shareholders:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84063157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74970751) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(152615340) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68675432) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9738834) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8598956) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13746384) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6107664) |
| &nbsp;&nbsp;&nbsp;Total distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93801991) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83569707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(166361724) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74783096) |
| **Capital Share Transactions:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21831381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153657577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15189069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8673799 |
| &nbsp;&nbsp;&nbsp;Issued on reinvestment of distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93801991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83569708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166361724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74783096 |
| &nbsp;&nbsp;&nbsp;Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57302976) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117299075) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172242382) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(198538490) |
| &nbsp;&nbsp;&nbsp;Net increase (decrease) from capital share transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58330396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119928210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9308411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115081595) |
| **Net Increase (Decrease) in Net Assets** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(233027351) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41960326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(244617770) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159137208 |
| **Net Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Beginning of period | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650622240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608661914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648905734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489768526 |
| &nbsp;&nbsp;&nbsp;End of period | &nbsp;&nbsp;$417594889 | &nbsp;&nbsp;$650622240 | &nbsp;&nbsp;$1404287964 | &nbsp;&nbsp;$1648905734 |

---

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

*114* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Hartford Total<br> Return Bond HLS Fund** | &nbsp;&nbsp;**Hartford Total<br> Return Bond HLS Fund** | &nbsp;&nbsp;**Hartford Ultrashort<br> Bond HLS Fund** | &nbsp;&nbsp;**Hartford Ultrashort<br> Bond HLS Fund** |
|  | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2022** | &nbsp;&nbsp;**For the<br> Year Ended<br> December 31,<br> 2021** |
| **Operations:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss) | &nbsp;&nbsp;&nbsp;&nbsp;$55453467 | &nbsp;&nbsp;&nbsp;&nbsp;$48252912 | &nbsp;&nbsp;&nbsp;$7005852 | &nbsp;&nbsp;&nbsp;&nbsp;$849826 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(134142364) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26340617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321079) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83217 |
| &nbsp;&nbsp;&nbsp;Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(238543750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97391221) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8625157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3079240) |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(317232647) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22797692) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1940384) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2146197) |
| **Distributions to Shareholders:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72553255) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102070091) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1268070) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4440122) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class IB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7592524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11750831) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(540587) |
| &nbsp;&nbsp;&nbsp;Total distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80145779) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113820922) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1268070) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4980709) |
| **Capital Share Transactions:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112677907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215962547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48023827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61157138 |
| &nbsp;&nbsp;&nbsp;Issued on reinvestment of distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80145779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113820922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980709 |
| &nbsp;&nbsp;&nbsp;Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(311169627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(286519818) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(136101507) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123624931) |
| &nbsp;&nbsp;&nbsp;Net increase (decrease) from capital share transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118345941) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43263651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86809610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57487084) |
| **Net Increase (Decrease) in Net Assets** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(515724367) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93354963) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90018064) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64613990) |
| **Net Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Beginning of period | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283531014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2376885977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703011082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767625072 |
| &nbsp;&nbsp;&nbsp;End of period | &nbsp;&nbsp;$1767806647 | &nbsp;&nbsp;$2283531014 | &nbsp;&nbsp;$612993018 | &nbsp;&nbsp;$703011082 |

---

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

*115* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Financial Highlights

------

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** |
| **Class** | **Net <br> Asset<br> Value at<br> Beginning<br> of Period** | **Net <br> Investment<br> Income<br> (Loss)** | **Net <br> Realized<br> and<br> Unrealized<br> Gain (Loss)<br> on<br> Investments** | **Total from<br> Investment<br> Operations** | &nbsp;&nbsp;**Dividends <br> from Net<br> Investment<br> Income** | **Distributions <br> from<br> Capital<br> Gains** | **Total <br> Dividends<br> and<br> Distributions** | **Net <br> Asset<br> Value at<br> End of<br> Period** | **Total <br> Return<sup>(2)</sup>** | **Net <br> Assets<br> at End<br> of Period<br> (000s)** | **Ratio of<br> Expenses<br> to<br> Average<br> Net<br> Assets<br> Before<br> Adjust-<br> ments<sup>(3)</sup>** | **Ratio of<br> Expenses<br> to<br> Average<br> Net<br> Assets<br> After<br> Adjust-<br> ments<sup>(3)</sup>** | **Ratio of<br> Net<br> Investment<br> Income<br> (Loss) to<br> Average<br> Net Assets** | **Portfolio <br> Turnover** |
| **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** | **Hartford Balanced HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $35.47 | $0.44 | $(5.08) | $(4.64) | &nbsp;&nbsp;$(0.53) | $(4.03) | $(4.56) | $26.27 | (13.42)% | $1499116 | 0.65% | 0.62% | &nbsp;&nbsp;1.44% | &nbsp;&nbsp;53% <sup>(4)</sup> |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;36.18 | &nbsp;&nbsp;&nbsp;&nbsp;0.37 | &nbsp;&nbsp;&nbsp;&nbsp;(5.19) | &nbsp;&nbsp;&nbsp;&nbsp;(4.82) | &nbsp;&nbsp;&nbsp;&nbsp;(0.45) | &nbsp;&nbsp;&nbsp;&nbsp;(4.03) | &nbsp;&nbsp;&nbsp;&nbsp;(4.48) | &nbsp;&nbsp;&nbsp;&nbsp;26.88 | (13.66) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200282 | 0.90 | 0.87 | &nbsp;&nbsp;1.19 | &nbsp;&nbsp;&nbsp;&nbsp;53 <sup>(4)</sup> |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $31.56 | $0.44 | &nbsp;&nbsp;$5.70 | &nbsp;&nbsp;$6.14 | &nbsp;&nbsp;$(0.35) | $(1.88) | $(2.23) | $35.47 | &nbsp;&nbsp;19.64% | $1948846 | 0.66% | 0.63% | &nbsp;&nbsp;1.29% | &nbsp;&nbsp;48% <sup>(4)</sup> |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;32.15 | &nbsp;&nbsp;&nbsp;&nbsp;0.36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.17 | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) | &nbsp;&nbsp;&nbsp;&nbsp;(1.88) | &nbsp;&nbsp;&nbsp;&nbsp;(2.14) | &nbsp;&nbsp;&nbsp;&nbsp;36.18 | &nbsp;&nbsp;19.37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259957 | 0.91 | 0.88 | &nbsp;&nbsp;1.04 | &nbsp;&nbsp;&nbsp;&nbsp;48 <sup>(4)</sup> |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $30.27 | $0.48 | &nbsp;&nbsp;$2.92 | &nbsp;&nbsp;$3.40 | &nbsp;&nbsp;$(0.51) | $(1.60) | $(2.11) | $31.56 | &nbsp;&nbsp;11.62% | $1809745 | 0.66% | 0.63% | &nbsp;&nbsp;1.63% | &nbsp;&nbsp;43% <sup>(4)</sup> |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;30.80 | &nbsp;&nbsp;&nbsp;&nbsp;0.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.38 | &nbsp;&nbsp;&nbsp;&nbsp;(0.43) | &nbsp;&nbsp;&nbsp;&nbsp;(1.60) | &nbsp;&nbsp;&nbsp;&nbsp;(2.03) | &nbsp;&nbsp;&nbsp;&nbsp;32.15 | &nbsp;&nbsp;11.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242476 | 0.91 | 0.88 | &nbsp;&nbsp;1.38 | &nbsp;&nbsp;&nbsp;&nbsp;43 <sup>(4)</sup> |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $27.47 | &nbsp;&nbsp;&nbsp;$0.54<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$5.47<sup>(5)</sup> | &nbsp;&nbsp;$6.01 | &nbsp;&nbsp;$(0.56) | $(2.65) | $(3.21) | $30.27 | &nbsp;&nbsp;22.80% | $1849582 | 0.66% | 0.63% | &nbsp;&nbsp;1.81% <sup>(5)</sup> | &nbsp;&nbsp;38% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;27.91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47 <sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55 <sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.02 | &nbsp;&nbsp;&nbsp;&nbsp;(0.48) | &nbsp;&nbsp;&nbsp;&nbsp;(2.65) | &nbsp;&nbsp;&nbsp;&nbsp;(3.13) | &nbsp;&nbsp;&nbsp;&nbsp;30.80 | &nbsp;&nbsp;22.47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247264 | 0.91 | 0.88 | &nbsp;&nbsp;&nbsp;&nbsp;1.56 <sup>(5)</sup> | &nbsp;&nbsp;38 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $31.02 | $0.59 | $(2.12) | $(1.53) | &nbsp;&nbsp;$(0.61) | $(1.41) | $(2.02) | $27.47 | &nbsp;&nbsp;(5.24)% | $1717759 | 0.66% | 0.63% | &nbsp;&nbsp;1.92% | &nbsp;&nbsp;31% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;31.48 | &nbsp;&nbsp;&nbsp;&nbsp;0.52 | &nbsp;&nbsp;&nbsp;&nbsp;(2.15) | &nbsp;&nbsp;&nbsp;&nbsp;(1.63) | &nbsp;&nbsp;&nbsp;&nbsp;(0.53) | &nbsp;&nbsp;&nbsp;&nbsp;(1.41) | &nbsp;&nbsp;&nbsp;&nbsp;(1.94) | &nbsp;&nbsp;&nbsp;&nbsp;27.91 | &nbsp;&nbsp;(5.50) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229790 | 0.91 | 0.88 | &nbsp;&nbsp;1.67 | &nbsp;&nbsp;31 |
| **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** | **Hartford Capital Appreciation HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $54.26 | $0.32 | $(8.52) | $(8.20) | &nbsp;&nbsp;$(0.41) | $(6.28) | $(6.69) | $39.37 | (15.28)% | $3034471 | 0.67% | 0.67% | &nbsp;&nbsp;0.71% | &nbsp;&nbsp;64% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;53.10 | &nbsp;&nbsp;&nbsp;&nbsp;0.20 | &nbsp;&nbsp;&nbsp;&nbsp;(8.33) | &nbsp;&nbsp;&nbsp;&nbsp;(8.13) | &nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;(6.28) | &nbsp;&nbsp;&nbsp;&nbsp;(6.58) | &nbsp;&nbsp;&nbsp;&nbsp;38.39 | (15.48) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359906 | 0.92 | 0.92 | &nbsp;&nbsp;0.46 | &nbsp;&nbsp;64 |
| &nbsp;&nbsp;IC | &nbsp;&nbsp;&nbsp;&nbsp;53.33 | &nbsp;&nbsp;&nbsp;&nbsp;0.07 | &nbsp;&nbsp;&nbsp;&nbsp;(8.35) | &nbsp;&nbsp;&nbsp;&nbsp;(8.28) | &nbsp;&nbsp;&nbsp;&nbsp;(0.12) | &nbsp;&nbsp;&nbsp;&nbsp;(6.28) | &nbsp;&nbsp;&nbsp;&nbsp;(6.40) | &nbsp;&nbsp;&nbsp;&nbsp;38.65 | (15.71) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13837 | 1.17 | 1.17 | &nbsp;&nbsp;0.16 | &nbsp;&nbsp;64 |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $51.85 | $0.33 | &nbsp;&nbsp;$7.27 | &nbsp;&nbsp;$7.60 | &nbsp;&nbsp;$(0.26) | $(4.93) | $(5.19) | $54.26 | &nbsp;&nbsp;14.76% | $3986182 | 0.67% | 0.67% | &nbsp;&nbsp;0.61% | &nbsp;&nbsp;58% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;50.85 | &nbsp;&nbsp;&nbsp;&nbsp;0.19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.30 | &nbsp;&nbsp;&nbsp;&nbsp;(0.12) | &nbsp;&nbsp;&nbsp;&nbsp;(4.93) | &nbsp;&nbsp;&nbsp;&nbsp;(5.05) | &nbsp;&nbsp;&nbsp;&nbsp;53.10 | &nbsp;&nbsp;14.45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483113 | 0.92 | 0.92 | &nbsp;&nbsp;0.36 | &nbsp;&nbsp;58 |
| &nbsp;&nbsp;IC | &nbsp;&nbsp;&nbsp;&nbsp;51.08 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.20 | &nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;(4.93) | &nbsp;&nbsp;&nbsp;&nbsp;(4.95) | &nbsp;&nbsp;&nbsp;&nbsp;53.33 | &nbsp;&nbsp;14.18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41107 | 1.17 | 1.17 | &nbsp;&nbsp;0.11 | &nbsp;&nbsp;58 |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $46.05 | $0.42 | &nbsp;&nbsp;$9.37 | &nbsp;&nbsp;$9.79 | &nbsp;&nbsp;$(0.45) | $(3.54) | $(3.99) | $51.85 | &nbsp;&nbsp;21.91% | $4024340 | 0.68% | 0.68% | &nbsp;&nbsp;0.91% | &nbsp;&nbsp;80% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;45.24 | &nbsp;&nbsp;&nbsp;&nbsp;0.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.48 | &nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;(3.54) | &nbsp;&nbsp;&nbsp;&nbsp;(3.87) | &nbsp;&nbsp;&nbsp;&nbsp;50.85 | &nbsp;&nbsp;21.62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487576 | 0.93 | 0.93 | &nbsp;&nbsp;0.66 | &nbsp;&nbsp;80 |
| &nbsp;&nbsp;IC | &nbsp;&nbsp;&nbsp;&nbsp;45.45 | &nbsp;&nbsp;&nbsp;&nbsp;0.19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.39 | &nbsp;&nbsp;&nbsp;&nbsp;(0.22) | &nbsp;&nbsp;&nbsp;&nbsp;(3.54) | &nbsp;&nbsp;&nbsp;&nbsp;(3.76) | &nbsp;&nbsp;&nbsp;&nbsp;51.08 | &nbsp;&nbsp;21.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39361 | 1.18 | 1.18 | &nbsp;&nbsp;0.41 | &nbsp;&nbsp;80 |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $39.89 | $0.48 | $11.47 | $11.95 | &nbsp;&nbsp;$(0.53) | $(5.26) | $(5.79) | $46.05 | &nbsp;&nbsp;31.28% | $3847850 | 0.68% | 0.68% | &nbsp;&nbsp;1.06% | &nbsp;&nbsp;56% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;39.28 | &nbsp;&nbsp;&nbsp;&nbsp;0.36 | &nbsp;&nbsp;&nbsp;&nbsp;11.28 | &nbsp;&nbsp;&nbsp;&nbsp;11.64 | &nbsp;&nbsp;&nbsp;&nbsp;(0.42) | &nbsp;&nbsp;&nbsp;&nbsp;(5.26) | &nbsp;&nbsp;&nbsp;&nbsp;(5.68) | &nbsp;&nbsp;&nbsp;&nbsp;45.24 | &nbsp;&nbsp;30.96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474982 | 0.93 | 0.93 | &nbsp;&nbsp;0.81 | &nbsp;&nbsp;56 |
| &nbsp;&nbsp;IC | &nbsp;&nbsp;&nbsp;&nbsp;39.54 | &nbsp;&nbsp;&nbsp;&nbsp;0.25 | &nbsp;&nbsp;&nbsp;&nbsp;11.34 | &nbsp;&nbsp;&nbsp;&nbsp;11.59 | &nbsp;&nbsp;&nbsp;&nbsp;(0.42) | &nbsp;&nbsp;&nbsp;&nbsp;(5.26) | &nbsp;&nbsp;&nbsp;&nbsp;(5.68) | &nbsp;&nbsp;&nbsp;&nbsp;45.45 | &nbsp;&nbsp;30.63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35043 | 1.18 | 1.18 | &nbsp;&nbsp;0.56 | &nbsp;&nbsp;56 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $48.16 | $0.49 | $(3.33) | $(2.84) | &nbsp;&nbsp;$(0.43) | $(5.00) | $(5.43) | $39.89 | &nbsp;&nbsp;(6.96)% | $3543187 | 0.67% | 0.67% | &nbsp;&nbsp;1.03% | &nbsp;&nbsp;73% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;47.48 | &nbsp;&nbsp;&nbsp;&nbsp;0.37 | &nbsp;&nbsp;&nbsp;&nbsp;(3.26) | &nbsp;&nbsp;&nbsp;&nbsp;(2.89) | &nbsp;&nbsp;&nbsp;&nbsp;(0.31) | &nbsp;&nbsp;&nbsp;&nbsp;(5.00) | &nbsp;&nbsp;&nbsp;&nbsp;(5.31) | &nbsp;&nbsp;&nbsp;&nbsp;39.28 | &nbsp;&nbsp;(7.18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432334 | 0.92 | 0.92 | &nbsp;&nbsp;0.77 | &nbsp;&nbsp;73 |
| &nbsp;&nbsp;IC | &nbsp;&nbsp;&nbsp;&nbsp;47.76 | &nbsp;&nbsp;&nbsp;&nbsp;0.25 | &nbsp;&nbsp;&nbsp;&nbsp;(3.26) | &nbsp;&nbsp;&nbsp;&nbsp;(3.01) | &nbsp;&nbsp;&nbsp;&nbsp;(0.21) | &nbsp;&nbsp;&nbsp;&nbsp;(5.00) | &nbsp;&nbsp;&nbsp;&nbsp;(5.21) | &nbsp;&nbsp;&nbsp;&nbsp;39.54 | &nbsp;&nbsp;(7.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27679 | 1.17 | 1.17 | &nbsp;&nbsp;0.53 | &nbsp;&nbsp;73 |
| **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** | **Hartford Disciplined Equity HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $20.85 | $0.16 | $(4.06) | $(3.90) | &nbsp;&nbsp;$(0.18) | $(0.99) | $(1.17) | $15.78 | (18.96)% | $2196538 | 0.59% | 0.59% | &nbsp;&nbsp;0.90% | &nbsp;&nbsp;13% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;20.51 | &nbsp;&nbsp;&nbsp;&nbsp;0.11 | &nbsp;&nbsp;&nbsp;&nbsp;(4.00) | &nbsp;&nbsp;&nbsp;&nbsp;(3.89) | &nbsp;&nbsp;&nbsp;&nbsp;(0.13) | &nbsp;&nbsp;&nbsp;&nbsp;(0.99) | &nbsp;&nbsp;&nbsp;&nbsp;(1.12) | &nbsp;&nbsp;&nbsp;&nbsp;15.50 | (19.20) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272407 | 0.84 | 0.84 | &nbsp;&nbsp;0.65 | &nbsp;&nbsp;13 |
| &nbsp;&nbsp;IC | &nbsp;&nbsp;&nbsp;&nbsp;20.85 | &nbsp;&nbsp;&nbsp;&nbsp;0.07 | &nbsp;&nbsp;&nbsp;&nbsp;(4.06) | &nbsp;&nbsp;&nbsp;&nbsp;(3.99) | &nbsp;&nbsp;&nbsp;&nbsp;(0.09) | &nbsp;&nbsp;&nbsp;&nbsp;(0.99) | &nbsp;&nbsp;&nbsp;&nbsp;(1.08) | &nbsp;&nbsp;&nbsp;&nbsp;15.78 | (19.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62585 | 1.09 | 1.09 | &nbsp;&nbsp;0.40 | &nbsp;&nbsp;13 |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $17.40 | $0.13 | &nbsp;&nbsp;$4.29 | &nbsp;&nbsp;$4.42 | &nbsp;&nbsp;$(0.12) | $(0.85) | $(0.97) | $20.85 | &nbsp;&nbsp;25.52% | $2997803 | 0.60% | 0.60% | &nbsp;&nbsp;0.64% | &nbsp;&nbsp;14% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;17.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.29 | &nbsp;&nbsp;&nbsp;&nbsp;(0.06) | &nbsp;&nbsp;&nbsp;&nbsp;(0.85) | &nbsp;&nbsp;&nbsp;&nbsp;(0.91) | &nbsp;&nbsp;&nbsp;&nbsp;20.51 | &nbsp;&nbsp;25.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385018 | 0.85 | 0.85 | &nbsp;&nbsp;0.39 | &nbsp;&nbsp;14 |
| &nbsp;&nbsp;IC | &nbsp;&nbsp;&nbsp;&nbsp;17.40 | &nbsp;&nbsp;&nbsp;&nbsp;0.03 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.31 | &nbsp;&nbsp;&nbsp;&nbsp;(0.01) | &nbsp;&nbsp;&nbsp;&nbsp;(0.85) | &nbsp;&nbsp;&nbsp;&nbsp;(0.86) | &nbsp;&nbsp;&nbsp;&nbsp;20.85 | &nbsp;&nbsp;24.92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88474 | 1.10 | 1.10 | &nbsp;&nbsp;0.14 | &nbsp;&nbsp;14 |

---

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

*116* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Financial Highlights – (continued)

------

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** |
| **Class** | **Net <br> Asset<br> Value at<br> Beginning<br> of Period** | **Net <br> Investment<br> Income<br> (Loss)** | **Net <br> Realized<br> and<br> Unrealized<br> Gain (Loss)<br> on<br> Investments** | **Total from<br> Investment<br> Operations** | &nbsp;&nbsp;**Dividends <br> from Net<br> Investment<br> Income** | **Distributions <br> from<br> Capital<br> Gains** | **Total <br> Dividends<br> and<br> Distributions** | **Net <br> Asset<br> Value at<br> End of<br> Period** | **Total <br> Return<sup>(2)</sup>** | **Net <br> Assets<br> at End<br> of Period<br> (000s)** | **Ratio of<br> Expenses<br> to<br> Average<br> Net<br> Assets<br> Before<br> Adjust-<br> ments<sup>(3)</sup>** | **Ratio of<br> Expenses<br> to<br> Average<br> Net<br> Assets<br> After<br> Adjust-<br> ments<sup>(3)</sup>** | **Ratio of<br> Net<br> Investment<br> Income<br> (Loss) to<br> Average<br> Net Assets** | **Portfolio <br> Turnover** |
| **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** | **Hartford Disciplined Equity HLS Fund – (continued)** |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $15.97 | $0.12 | &nbsp;&nbsp;$2.64 | &nbsp;&nbsp;$2.76 | &nbsp;&nbsp;$(0.06) | $(1.27) | $(1.33) | $17.40 | &nbsp;&nbsp;18.04% | $2701619 | 0.66% | 0.66% | &nbsp;&nbsp;0.75% | &nbsp;&nbsp;23% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;15.76 | &nbsp;&nbsp;&nbsp;&nbsp;0.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.68 | &nbsp;&nbsp;&nbsp;&nbsp;(0.04) | &nbsp;&nbsp;&nbsp;&nbsp;(1.27) | &nbsp;&nbsp;&nbsp;&nbsp;(1.31) | &nbsp;&nbsp;&nbsp;&nbsp;17.13 | &nbsp;&nbsp;17.78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365246 | 0.91 | 0.91 | &nbsp;&nbsp;0.50 | &nbsp;&nbsp;23 |
| &nbsp;&nbsp;IC <sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15.34 | &nbsp;&nbsp;&nbsp;&nbsp;0.01 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.09 | &nbsp;&nbsp;&nbsp;&nbsp;(0.03) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.03) | &nbsp;&nbsp;&nbsp;&nbsp;17.40 | &nbsp;&nbsp;&nbsp;&nbsp;13.60 <sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78487 | &nbsp;&nbsp;&nbsp;&nbsp;1.11 <sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1.11 <sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.23 <sup>(8)</sup> | &nbsp;&nbsp;23 |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $13.59 | $0.13 | &nbsp;&nbsp;$4.26 | &nbsp;&nbsp;$4.39 | &nbsp;&nbsp;$(0.14) | $(1.87) | $(2.01) | $15.97 | &nbsp;&nbsp;34.12% | &nbsp;&nbsp;$573688 | 0.78% | 0.78% | &nbsp;&nbsp;0.82% | &nbsp;&nbsp;15% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;13.44 | &nbsp;&nbsp;&nbsp;&nbsp;0.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.29 | &nbsp;&nbsp;&nbsp;&nbsp;(0.10) | &nbsp;&nbsp;&nbsp;&nbsp;(1.87) | &nbsp;&nbsp;&nbsp;&nbsp;(1.97) | &nbsp;&nbsp;&nbsp;&nbsp;15.76 | &nbsp;&nbsp;33.76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80224 | 1.03 | 1.03 | &nbsp;&nbsp;0.57 | &nbsp;&nbsp;15 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $15.43 | $0.11 | $(0.27) | $(0.16) | &nbsp;&nbsp;$(0.11) | $(1.57) | $(1.68) | $13.59 | &nbsp;&nbsp;(1.99)% | &nbsp;&nbsp;$501718 | 0.78% | 0.78% | &nbsp;&nbsp;0.72% | &nbsp;&nbsp;22% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;15.27 | &nbsp;&nbsp;&nbsp;&nbsp;0.07 | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) | &nbsp;&nbsp;&nbsp;&nbsp;(0.19) | &nbsp;&nbsp;&nbsp;&nbsp;(0.07) | &nbsp;&nbsp;&nbsp;&nbsp;(1.57) | &nbsp;&nbsp;&nbsp;&nbsp;(1.64) | &nbsp;&nbsp;&nbsp;&nbsp;13.44 | &nbsp;&nbsp;(2.23) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68462 | 1.03 | 1.03 | &nbsp;&nbsp;0.47 | &nbsp;&nbsp;22 |
| **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** | **Hartford Dividend and Growth HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $27.58 | $0.38 | $(2.83) | $(2.45) | &nbsp;&nbsp;$(0.40) | $(2.69) | $(3.09) | $22.04 | &nbsp;&nbsp;(8.93)% | $2986097 | 0.65% | 0.65% | &nbsp;&nbsp;1.52% | &nbsp;&nbsp;23% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;27.38 | &nbsp;&nbsp;&nbsp;&nbsp;0.31 | &nbsp;&nbsp;&nbsp;&nbsp;(2.80) | &nbsp;&nbsp;&nbsp;&nbsp;(2.49) | &nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;(2.69) | &nbsp;&nbsp;&nbsp;&nbsp;(3.03) | &nbsp;&nbsp;&nbsp;&nbsp;21.86 | &nbsp;&nbsp;(9.15) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379001 | 0.90 | 0.90 | &nbsp;&nbsp;1.27 | &nbsp;&nbsp;23 |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $22.19 | $0.35 | &nbsp;&nbsp;$6.67 | &nbsp;&nbsp;$7.02 | &nbsp;&nbsp;$(0.34) | $(1.29) | $(1.63) | $27.58 | &nbsp;&nbsp;32.00% | $3654208 | 0.66% | 0.66% | &nbsp;&nbsp;1.36% | &nbsp;&nbsp;21% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;22.04 | &nbsp;&nbsp;&nbsp;&nbsp;0.28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.90 | &nbsp;&nbsp;&nbsp;&nbsp;(0.27) | &nbsp;&nbsp;&nbsp;&nbsp;(1.29) | &nbsp;&nbsp;&nbsp;&nbsp;(1.56) | &nbsp;&nbsp;&nbsp;&nbsp;27.38 | &nbsp;&nbsp;31.68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470882 | 0.91 | 0.91 | &nbsp;&nbsp;1.12 | &nbsp;&nbsp;21 |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $22.08 | $0.40 | &nbsp;&nbsp;$1.18 | &nbsp;&nbsp;$1.58 | &nbsp;&nbsp;$(0.39) | $(1.08) | $(1.47) | $22.19 | &nbsp;&nbsp;&nbsp;7.77% | $3109772 | 0.68% | 0.68% | &nbsp;&nbsp;1.95% | &nbsp;&nbsp;24% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;21.96 | &nbsp;&nbsp;&nbsp;&nbsp;0.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50 | &nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;(1.08) | &nbsp;&nbsp;&nbsp;&nbsp;(1.42) | &nbsp;&nbsp;&nbsp;&nbsp;22.04 | &nbsp;&nbsp;&nbsp;7.45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412528 | 0.93 | 0.93 | &nbsp;&nbsp;1.70 | &nbsp;&nbsp;24 |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $19.91 | $0.41 | &nbsp;&nbsp;$4.91 | &nbsp;&nbsp;$5.32 | &nbsp;&nbsp;$(0.40) | $(2.75) | $(3.15) | $22.08 | &nbsp;&nbsp;28.60% | $2916542 | 0.68% | 0.68% | &nbsp;&nbsp;1.85% | &nbsp;&nbsp;19% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;19.82 | &nbsp;&nbsp;&nbsp;&nbsp;0.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.24 | &nbsp;&nbsp;&nbsp;&nbsp;(0.35) | &nbsp;&nbsp;&nbsp;&nbsp;(2.75) | &nbsp;&nbsp;&nbsp;&nbsp;(3.10) | &nbsp;&nbsp;&nbsp;&nbsp;21.96 | &nbsp;&nbsp;28.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393014 | 0.93 | 0.93 | &nbsp;&nbsp;1.60 | &nbsp;&nbsp;19 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $23.95 | $0.43 | $(1.45) | $(1.02) | &nbsp;&nbsp;$(0.44) | $(2.58) | $(3.02) | $19.91 | &nbsp;&nbsp;(5.32)% | $2604425 | 0.68% | 0.68% | &nbsp;&nbsp;1.84% | &nbsp;&nbsp;28% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;23.85 | &nbsp;&nbsp;&nbsp;&nbsp;0.37 | &nbsp;&nbsp;&nbsp;&nbsp;(1.44) | &nbsp;&nbsp;&nbsp;&nbsp;(1.07) | &nbsp;&nbsp;&nbsp;&nbsp;(0.38) | &nbsp;&nbsp;&nbsp;&nbsp;(2.58) | &nbsp;&nbsp;&nbsp;&nbsp;(2.96) | &nbsp;&nbsp;&nbsp;&nbsp;19.82 | &nbsp;&nbsp;(5.56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356601 | 0.93 | 0.93 | &nbsp;&nbsp;1.59 | &nbsp;&nbsp;28 |
| **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** | **Hartford Healthcare HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $23.57 | $0.03 | $(2.90) | $(2.87) | &nbsp;&nbsp;&nbsp;$— | $(4.65) | $(4.65) | $16.05 | (11.24)% | &nbsp;&nbsp;$120656 | 0.91% | 0.91% | &nbsp;&nbsp;0.14% | &nbsp;&nbsp;34% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;21.47 | &nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;(2.66) | &nbsp;&nbsp;&nbsp;&nbsp;(2.68) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4.65) | &nbsp;&nbsp;&nbsp;&nbsp;(4.65) | &nbsp;&nbsp;&nbsp;&nbsp;14.14 | (11.47) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32411 | 1.16 | 1.16 | (0.11) | &nbsp;&nbsp;34 |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $23.88 | $(0.01) | &nbsp;&nbsp;$2.44 | &nbsp;&nbsp;$2.43 | &nbsp;&nbsp;$(0.06) | $(2.68) | $(2.74) | $23.57 | &nbsp;&nbsp;10.01% | &nbsp;&nbsp;$164964 | 0.92% | 0.92% | (0.05)% | &nbsp;&nbsp;51% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;21.97 | &nbsp;&nbsp;&nbsp;&nbsp;(0.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2.68) | &nbsp;&nbsp;&nbsp;&nbsp;(2.68) | &nbsp;&nbsp;&nbsp;&nbsp;21.47 | &nbsp;&nbsp;&nbsp;9.76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40427 | 1.17 | 1.17 | (0.30) | &nbsp;&nbsp;51 |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $23.67 | $0.02 | &nbsp;&nbsp;$4.94 | &nbsp;&nbsp;$4.96 | &nbsp;&nbsp;$(0.13) | $(4.62) | $(4.75) | $23.88 | &nbsp;&nbsp;23.10% | &nbsp;&nbsp;$190371 | 0.91% | 0.91% | &nbsp;&nbsp;0.07% | &nbsp;&nbsp;42% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;22.12 | &nbsp;&nbsp;&nbsp;&nbsp;(0.04) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.54 | &nbsp;&nbsp;&nbsp;&nbsp;(0.07) | &nbsp;&nbsp;&nbsp;&nbsp;(4.62) | &nbsp;&nbsp;&nbsp;&nbsp;(4.69) | &nbsp;&nbsp;&nbsp;&nbsp;21.97 | &nbsp;&nbsp;22.79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43662 | 1.16 | 1.16 | (0.18) | &nbsp;&nbsp;42 |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $20.56 | $0.03 | &nbsp;&nbsp;$6.31 | &nbsp;&nbsp;$6.34 | &nbsp;&nbsp;&nbsp;$— | $(3.23) | $(3.23) | $23.67 | &nbsp;&nbsp;33.95% | &nbsp;&nbsp;$191260 | 0.91% | 0.91% | &nbsp;&nbsp;0.11% | &nbsp;&nbsp;42% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;19.44 | &nbsp;&nbsp;&nbsp;&nbsp;(0.03) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3.23) | &nbsp;&nbsp;&nbsp;&nbsp;(3.23) | &nbsp;&nbsp;&nbsp;&nbsp;22.12 | &nbsp;&nbsp;33.68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41992 | 1.16 | 1.16 | (0.16) | &nbsp;&nbsp;42 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $22.46 | &nbsp;&nbsp;&nbsp;$— | $(0.41) | $(0.41) | &nbsp;&nbsp;$(0.02) | $(1.47) | $(1.49) | $20.56 | &nbsp;&nbsp;(2.67)% | &nbsp;&nbsp;$249144 | 0.89% | 0.89% | (0.01)% | &nbsp;&nbsp;29% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;21.35 | &nbsp;&nbsp;&nbsp;&nbsp;(0.06) | &nbsp;&nbsp;&nbsp;&nbsp;(0.38) | &nbsp;&nbsp;&nbsp;&nbsp;(0.44) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1.47) | &nbsp;&nbsp;&nbsp;&nbsp;(1.47) | &nbsp;&nbsp;&nbsp;&nbsp;19.44 | &nbsp;&nbsp;(2.96) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36576 | 1.14 | 1.14 | (0.26) | &nbsp;&nbsp;29 |

---

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

*117* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** |
| **Class** | **Net <br> Asset<br> Value at<br> Beginning<br> of Period** | **Net <br> Investment<br> Income<br> (Loss)** | **Net <br> Realized<br> and<br> Unrealized<br> Gain (Loss)<br> on<br> Investments** | **Total from<br> Investment<br> Operations** | &nbsp;&nbsp;**Dividends <br> from Net<br> Investment<br> Income** | **Distributions <br> from<br> Capital<br> Gains** | **Total <br> Dividends<br> and<br> Distributions** | **Net <br> Asset<br> Value at<br> End of<br> Period** | **Total <br> Return<sup>(2)</sup>** | **Net <br> Assets<br> at End<br> of Period<br> (000s)** | **Ratio of<br> Expenses<br> to<br> Average<br> Net<br> Assets<br> Before<br> Adjust-<br> ments<sup>(3)</sup>** | **Ratio of<br> Expenses<br> to<br> Average<br> Net<br> Assets<br> After<br> Adjust-<br> ments<sup>(3)</sup>** | **Ratio of<br> Net<br> Investment<br> Income<br> (Loss) to<br> Average<br> Net Assets** | **Portfolio <br> Turnover** |
| **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** | **Hartford International Opportunities HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $20.90 | $0.27 | $(4.13) | $(3.86) | &nbsp;&nbsp;$(0.29) | $(3.04) | $(3.33) | $13.71 | (18.14)% | &nbsp;&nbsp;$787084 | 0.75% | 0.75% | &nbsp;&nbsp;1.69% | &nbsp;&nbsp;91% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;21.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.24 | &nbsp;&nbsp;&nbsp;&nbsp;(4.19) | &nbsp;&nbsp;&nbsp;&nbsp;(3.95) | &nbsp;&nbsp;&nbsp;&nbsp;(0.23) | &nbsp;&nbsp;&nbsp;&nbsp;(3.04) | &nbsp;&nbsp;&nbsp;&nbsp;(3.27) | &nbsp;&nbsp;&nbsp;&nbsp;13.99 | (18.32) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84305 | 1.00 | 1.00 | &nbsp;&nbsp;1.44 | &nbsp;&nbsp;91 |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $19.58 | $0.22 | &nbsp;&nbsp;$1.31 | &nbsp;&nbsp;$1.53 | &nbsp;&nbsp;$(0.21) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $(0.21) | $20.90 | &nbsp;&nbsp;&nbsp;7.82% | $1064640 | 0.73% | 0.73% | &nbsp;&nbsp;1.09% | &nbsp;&nbsp;95% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;19.86 | &nbsp;&nbsp;&nbsp;&nbsp;0.18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50 | &nbsp;&nbsp;&nbsp;&nbsp;(0.15) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.15) | &nbsp;&nbsp;&nbsp;&nbsp;21.21 | &nbsp;&nbsp;&nbsp;7.57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112357 | 0.98 | 0.98 | &nbsp;&nbsp;0.84 | &nbsp;&nbsp;95 |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $16.56 | $0.10 | &nbsp;&nbsp;$3.24 | &nbsp;&nbsp;$3.34 | &nbsp;&nbsp;$(0.32) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $(0.32) | $19.58 | &nbsp;&nbsp;20.45% | $1095213 | 0.76% | 0.76% | &nbsp;&nbsp;0.61% | 107% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;16.80 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.33 | &nbsp;&nbsp;&nbsp;&nbsp;(0.27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.27) | &nbsp;&nbsp;&nbsp;&nbsp;19.86 | &nbsp;&nbsp;20.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143449 | 1.01 | 1.01 | &nbsp;&nbsp;0.36 | 107 |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $13.91 | $0.27 | &nbsp;&nbsp;$3.30 | &nbsp;&nbsp;$3.57 | &nbsp;&nbsp;$(0.30) | $(0.62) | $(0.92) | $16.56 | &nbsp;&nbsp;26.43% | $1093030 | 0.74% | 0.74% | &nbsp;&nbsp;1.74% | &nbsp;&nbsp;88% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;14.09 | &nbsp;&nbsp;&nbsp;&nbsp;0.24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.59 | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) | &nbsp;&nbsp;&nbsp;&nbsp;(0.62) | &nbsp;&nbsp;&nbsp;&nbsp;(0.88) | &nbsp;&nbsp;&nbsp;&nbsp;16.80 | &nbsp;&nbsp;26.14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135655 | 0.99 | 0.99 | &nbsp;&nbsp;1.48 | &nbsp;&nbsp;88 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $17.46 | $0.26 | $(3.49) | $(3.23) | &nbsp;&nbsp;$(0.32) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $(0.32) | $13.91 | (18.74)% | $1000295 | 0.73% | 0.73% | &nbsp;&nbsp;1.55% | &nbsp;&nbsp;80% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;17.68 | &nbsp;&nbsp;&nbsp;&nbsp;0.22 | &nbsp;&nbsp;&nbsp;&nbsp;(3.53) | &nbsp;&nbsp;&nbsp;&nbsp;(3.31) | &nbsp;&nbsp;&nbsp;&nbsp;(0.28) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.28) | &nbsp;&nbsp;&nbsp;&nbsp;14.09 | (18.96) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120635 | 0.98 | 0.98 | &nbsp;&nbsp;1.28 | &nbsp;&nbsp;80 |
| **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** | **Hartford MidCap HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $40.31 | $0.02 | $(9.57) | $(9.55) | &nbsp;&nbsp;$(0.29) | $(4.78) | $(5.07) | $25.69 | (24.27)% | $1051771 | 0.71% | 0.71% | &nbsp;&nbsp;0.06% | &nbsp;&nbsp;44% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;38.35 | &nbsp;&nbsp;&nbsp;&nbsp;(0.05) | &nbsp;&nbsp;&nbsp;&nbsp;(9.09) | &nbsp;&nbsp;&nbsp;&nbsp;(9.14) | &nbsp;&nbsp;&nbsp;&nbsp;(0.19) | &nbsp;&nbsp;&nbsp;&nbsp;(4.78) | &nbsp;&nbsp;&nbsp;&nbsp;(4.97) | &nbsp;&nbsp;&nbsp;&nbsp;24.24 | (24.46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88337 | 0.96 | 0.96 | (0.18) | &nbsp;&nbsp;44 |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $43.44 | $0.29 | &nbsp;&nbsp;$3.97 | &nbsp;&nbsp;$4.26 | &nbsp;&nbsp;&nbsp;$— | $(7.39) | $(7.39) | $40.31 | &nbsp;&nbsp;&nbsp;9.91% | $1973242 | 0.69% | 0.69% | &nbsp;&nbsp;0.65% | &nbsp;&nbsp;28% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;41.76 | &nbsp;&nbsp;&nbsp;&nbsp;0.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(7.39) | &nbsp;&nbsp;&nbsp;&nbsp;(7.39) | &nbsp;&nbsp;&nbsp;&nbsp;38.35 | &nbsp;&nbsp;&nbsp;9.62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130071 | 0.94 | 0.94 | &nbsp;&nbsp;0.37 | &nbsp;&nbsp;28 |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $38.17 | $0.03 | &nbsp;&nbsp;$8.90 | &nbsp;&nbsp;$8.93 | &nbsp;&nbsp;$(0.02) | $(3.64) | $(3.66) | $43.44 | &nbsp;&nbsp;25.10% | $2377320 | 0.70% | 0.70% | &nbsp;&nbsp;0.07% | &nbsp;&nbsp;50% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;36.90 | &nbsp;&nbsp;&nbsp;&nbsp;(0.04) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3.64) | &nbsp;&nbsp;&nbsp;&nbsp;(3.64) | &nbsp;&nbsp;&nbsp;&nbsp;41.76 | &nbsp;&nbsp;24.80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140632 | 0.95 | 0.95 | (0.11) | &nbsp;&nbsp;50 |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $33.77 | $0.05 | $10.56 | $10.61 | &nbsp;&nbsp;$(0.07) | $(6.14) | $(6.21) | $38.17 | &nbsp;&nbsp;32.87% | $2045156 | 0.69% | 0.69% | &nbsp;&nbsp;0.12% | &nbsp;&nbsp;29% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;32.85 | &nbsp;&nbsp;&nbsp;&nbsp;(0.05) | &nbsp;&nbsp;&nbsp;&nbsp;10.24 | &nbsp;&nbsp;&nbsp;&nbsp;10.19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6.14) | &nbsp;&nbsp;&nbsp;&nbsp;(6.14) | &nbsp;&nbsp;&nbsp;&nbsp;36.90 | &nbsp;&nbsp;32.49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55049 | 0.94 | 0.94 | (0.12) | &nbsp;&nbsp;29 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $40.10 | $0.01 | $(2.35) | $(2.34) | &nbsp;&nbsp;$(0.01) | $(3.98) | $(3.99) | $33.77 | &nbsp;&nbsp;(7.44)% | $1768712 | 0.69% | 0.69% | &nbsp;&nbsp;0.03% | &nbsp;&nbsp;35% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;39.18 | &nbsp;&nbsp;&nbsp;&nbsp;(0.09) | &nbsp;&nbsp;&nbsp;&nbsp;(2.26) | &nbsp;&nbsp;&nbsp;&nbsp;(2.35) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3.98) | &nbsp;&nbsp;&nbsp;&nbsp;(3.98) | &nbsp;&nbsp;&nbsp;&nbsp;32.85 | &nbsp;&nbsp;(7.65) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46186 | 0.94 | 0.94 | (0.22) | &nbsp;&nbsp;35 |
| **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** | **Hartford Small Cap Growth HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $36.60 | $(0.02) | $(10.09) | $(10.11) | &nbsp;&nbsp;&nbsp;$— | $(4.78) | $(4.78) | $21.71 | (28.46)% | &nbsp;&nbsp;$522920 | 0.64% | 0.64% | (0.06)% | &nbsp;&nbsp;52% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;34.77 | &nbsp;&nbsp;&nbsp;&nbsp;(0.07) | &nbsp;&nbsp;&nbsp;&nbsp;(9.57) | &nbsp;&nbsp;&nbsp;&nbsp;(9.64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4.78) | &nbsp;&nbsp;&nbsp;&nbsp;(4.78) | &nbsp;&nbsp;&nbsp;&nbsp;20.35 | (28.61) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170021 | 0.89 | 0.89 | (0.30) | &nbsp;&nbsp;52 |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $38.15 | $(0.04) | &nbsp;&nbsp;$1.68 | &nbsp;&nbsp;$1.64 | &nbsp;&nbsp;&nbsp;$— | $(3.19) | $(3.19) | $36.60 | &nbsp;&nbsp;&nbsp;4.02% | $1153860 | 0.63% | 0.63% | (0.11)% | &nbsp;&nbsp;44% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;36.48 | &nbsp;&nbsp;&nbsp;&nbsp;(0.13) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3.19) | &nbsp;&nbsp;&nbsp;&nbsp;(3.19) | &nbsp;&nbsp;&nbsp;&nbsp;34.77 | &nbsp;&nbsp;&nbsp;3.76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224883 | 0.88 | 0.88 | (0.36) | &nbsp;&nbsp;44 |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $29.72 | $(0.02) | &nbsp;&nbsp;$9.57 | &nbsp;&nbsp;$9.55 | &nbsp;&nbsp;&nbsp;$— | $(1.12) | $(1.12) | $38.15 | &nbsp;&nbsp;33.20% | $1224012 | 0.67% | 0.67% | (0.07)% | &nbsp;&nbsp;61% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;28.53 | &nbsp;&nbsp;&nbsp;&nbsp;(0.09) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.07 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1.12) | &nbsp;&nbsp;&nbsp;&nbsp;(1.12) | &nbsp;&nbsp;&nbsp;&nbsp;36.48 | &nbsp;&nbsp;32.89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201033 | 0.92 | 0.92 | (0.34) | &nbsp;&nbsp;61 |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $26.76 | $0.03 | &nbsp;&nbsp;$8.61 | &nbsp;&nbsp;$8.64 | &nbsp;&nbsp;&nbsp;$— | $(5.68) | $(5.68) | $29.72 | &nbsp;&nbsp;35.81% | &nbsp;&nbsp;$954063 | 0.64% | 0.64% | &nbsp;&nbsp;0.11% | &nbsp;&nbsp;42% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;25.95 | &nbsp;&nbsp;&nbsp;&nbsp;(0.04) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(5.68) | &nbsp;&nbsp;&nbsp;&nbsp;(5.68) | &nbsp;&nbsp;&nbsp;&nbsp;28.53 | &nbsp;&nbsp;35.45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381057 | 0.89 | 0.89 | (0.14) | &nbsp;&nbsp;42 |

---

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

*118* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** |
| **Class** | **Net <br> Asset<br> Value at<br> Beginning<br> of Period** | **Net <br> Investment<br> Income<br> (Loss)** | **Net <br> Realized<br> and<br> Unrealized<br> Gain (Loss)<br> on<br> Investments** | **Total from<br> Investment<br> Operations** | &nbsp;&nbsp;**Dividends <br> from Net<br> Investment<br> Income** | **Distributions <br> from<br> Capital<br> Gains** | **Total <br> Dividends<br> and<br> Distributions** | **Net <br> Asset<br> Value at<br> End of<br> Period** | **Total <br> Return<sup>(2)</sup>** | **Net <br> Assets<br> at End<br> of Period<br> (000s)** | **Ratio of<br> Expenses<br> to<br> Average<br> Net<br> Assets<br> Before<br> Adjust-<br> ments<sup>(3)</sup>** | **Ratio of<br> Expenses<br> to<br> Average<br> Net<br> Assets<br> After<br> Adjust-<br> ments<sup>(3)</sup>** | **Ratio of<br> Net<br> Investment<br> Income<br> (Loss) to<br> Average<br> Net Assets** | **Portfolio <br> Turnover** |
| **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** | **Hartford Small Cap Growth HLS Fund – (continued)** |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $32.13 | $(0.01) | $(3.27) | $(3.28) | &nbsp;&nbsp;&nbsp;$— | $(2.09) | $(2.09) | $26.76 | (11.70)% | &nbsp;&nbsp;$803907 | 0.64% | 0.64% | (0.03)% | &nbsp;&nbsp;86% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;31.28 | &nbsp;&nbsp;&nbsp;&nbsp;(0.09) | &nbsp;&nbsp;&nbsp;&nbsp;(3.15) | &nbsp;&nbsp;&nbsp;&nbsp;(3.24) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2.09) | &nbsp;&nbsp;&nbsp;&nbsp;(2.09) | &nbsp;&nbsp;&nbsp;&nbsp;25.95 | (11.89) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312475 | 0.89 | 0.89 | (0.28) | &nbsp;&nbsp;86 |
| **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** | **Hartford Small Company HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $24.57 | $(0.01) | $(7.33) | $(7.34) | &nbsp;&nbsp;&nbsp;$— | $(3.66) | $(3.66) | $13.57 | (30.88)% | &nbsp;&nbsp;$379584 | 0.79% | 0.79% | (0.08)% | &nbsp;&nbsp;87% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;21.25 | &nbsp;&nbsp;&nbsp;&nbsp;(0.05) | &nbsp;&nbsp;&nbsp;&nbsp;(6.30) | &nbsp;&nbsp;&nbsp;&nbsp;(6.35) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3.66) | &nbsp;&nbsp;&nbsp;&nbsp;(3.66) | &nbsp;&nbsp;&nbsp;&nbsp;11.24 | (31.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38011 | 1.04 | 1.04 | (0.33) | &nbsp;&nbsp;87 |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $27.44 | $(0.14) | &nbsp;&nbsp;$0.66 | &nbsp;&nbsp;$0.52 | &nbsp;&nbsp;&nbsp;$— | $(3.39) | $(3.39) | $24.57 | &nbsp;&nbsp;&nbsp;1.56% | &nbsp;&nbsp;$590597 | 0.77% | 0.77% | (0.51)% | 111% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;24.23 | &nbsp;&nbsp;&nbsp;&nbsp;(0.19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3.39) | &nbsp;&nbsp;&nbsp;&nbsp;(3.39) | &nbsp;&nbsp;&nbsp;&nbsp;21.25 | &nbsp;&nbsp;&nbsp;1.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60025 | 1.02 | 1.02 | (0.79) | 111 |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $20.45 | $(0.07) | $10.38 | $10.31 | &nbsp;&nbsp;&nbsp;$— | $(3.32) | $(3.32) | $27.44 | &nbsp;&nbsp;55.52% | &nbsp;&nbsp;$540764 | 0.81% | 0.81% | (0.32)% | 105% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;18.44 | &nbsp;&nbsp;&nbsp;&nbsp;(0.11) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3.32) | &nbsp;&nbsp;&nbsp;&nbsp;(3.32) | &nbsp;&nbsp;&nbsp;&nbsp;24.23 | &nbsp;&nbsp;55.03 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67898 | 1.06 | 1.06 | (0.56) | 105 |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $18.38 | $(0.05) | &nbsp;&nbsp;$6.36 | &nbsp;&nbsp;$6.31 | &nbsp;&nbsp;&nbsp;$— | $(4.24) | $(4.24) | $20.45 | &nbsp;&nbsp;37.00% | &nbsp;&nbsp;$572642 | 0.79% | 0.79% | (0.23)% | &nbsp;&nbsp;79% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;16.94 | &nbsp;&nbsp;&nbsp;&nbsp;(0.09) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4.24) | &nbsp;&nbsp;&nbsp;&nbsp;(4.24) | &nbsp;&nbsp;&nbsp;&nbsp;18.44 | &nbsp;&nbsp;36.77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51691 | 1.04 | 1.04 | (0.49) | &nbsp;&nbsp;79 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $20.42 | $(0.10) | $(0.46) | $(0.56) | &nbsp;&nbsp;&nbsp;$— | $(1.48) | $(1.48) | $18.38 | &nbsp;&nbsp;(4.23)% | &nbsp;&nbsp;$473098 | 0.78% | 0.78% | (0.47)% | 100% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;18.97 | &nbsp;&nbsp;&nbsp;&nbsp;(0.15) | &nbsp;&nbsp;&nbsp;&nbsp;(0.40) | &nbsp;&nbsp;&nbsp;&nbsp;(0.55) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1.48) | &nbsp;&nbsp;&nbsp;&nbsp;(1.48) | &nbsp;&nbsp;&nbsp;&nbsp;16.94 | &nbsp;&nbsp;(4.51) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46402 | 1.03 | 1.03 | (0.73) | 100 |
| **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** | **Hartford Stock HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $113.91 | $1.40 | $(7.51) | $(6.11) | &nbsp;&nbsp;$(1.62) | $(10.56) | $(12.18) | $95.62 | &nbsp;&nbsp;(5.14)% | $1286070 | 0.51% | 0.51% | &nbsp;&nbsp;1.37% | &nbsp;&nbsp;10% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;113.84 | &nbsp;&nbsp;&nbsp;&nbsp;1.14 | &nbsp;&nbsp;&nbsp;&nbsp;(7.50) | &nbsp;&nbsp;&nbsp;&nbsp;(6.36) | &nbsp;&nbsp;&nbsp;&nbsp;(1.37) | &nbsp;&nbsp;&nbsp;&nbsp;(10.56) | &nbsp;&nbsp;&nbsp;&nbsp;(11.93) | &nbsp;&nbsp;&nbsp;&nbsp;95.55 | &nbsp;&nbsp;(5.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118218 | 0.76 | 0.76 | &nbsp;&nbsp;1.12 | &nbsp;&nbsp;10 |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $95.52 | $1.38 | $22.20 | $23.58 | &nbsp;&nbsp;$(1.30) | $(3.89) | $(5.19) | $113.91 | &nbsp;&nbsp;24.98% | $1506206 | 0.51% | 0.51% | &nbsp;&nbsp;1.32% | &nbsp;&nbsp;15% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;95.48 | &nbsp;&nbsp;&nbsp;&nbsp;1.12 | &nbsp;&nbsp;&nbsp;&nbsp;22.15 | &nbsp;&nbsp;&nbsp;&nbsp;23.27 | &nbsp;&nbsp;&nbsp;&nbsp;(1.02) | &nbsp;&nbsp;&nbsp;&nbsp;(3.89) | &nbsp;&nbsp;&nbsp;&nbsp;(4.91) | &nbsp;&nbsp;&nbsp;&nbsp;113.84 | &nbsp;&nbsp;24.67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142700 | 0.76 | 0.76 | &nbsp;&nbsp;1.07 | &nbsp;&nbsp;15 |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $92.58 | $1.39 | &nbsp;&nbsp;$9.21 | $10.60 | &nbsp;&nbsp;$(1.48) | $(6.18) | $(7.66) | $95.52 | &nbsp;&nbsp;12.08% | $1360099 | 0.52% | 0.52% | &nbsp;&nbsp;1.57% | &nbsp;&nbsp;15% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;92.57 | &nbsp;&nbsp;&nbsp;&nbsp;1.17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.17 | &nbsp;&nbsp;&nbsp;&nbsp;10.34 | &nbsp;&nbsp;&nbsp;&nbsp;(1.25) | &nbsp;&nbsp;&nbsp;&nbsp;(6.18) | &nbsp;&nbsp;&nbsp;&nbsp;(7.43) | &nbsp;&nbsp;&nbsp;&nbsp;95.48 | &nbsp;&nbsp;11.79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129670 | 0.77 | 0.77 | &nbsp;&nbsp;1.32 | &nbsp;&nbsp;15 |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $78.10 | $1.43 | $22.40 | $23.83 | &nbsp;&nbsp;$(1.46) | $(7.89) | $(9.35) | $92.58 | &nbsp;&nbsp;31.22% | $1375643 | 0.51% | 0.51% | &nbsp;&nbsp;1.59% | &nbsp;&nbsp;15% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;78.11 | &nbsp;&nbsp;&nbsp;&nbsp;1.20 | &nbsp;&nbsp;&nbsp;&nbsp;22.39 | &nbsp;&nbsp;&nbsp;&nbsp;23.59 | &nbsp;&nbsp;&nbsp;&nbsp;(1.24) | &nbsp;&nbsp;&nbsp;&nbsp;(7.89) | &nbsp;&nbsp;&nbsp;&nbsp;(9.13) | &nbsp;&nbsp;&nbsp;&nbsp;92.57 | &nbsp;&nbsp;30.89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133951 | 0.76 | 0.76 | &nbsp;&nbsp;1.34 | &nbsp;&nbsp;15 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $79.57 | $1.31 | $(1.45) | $(0.14) | &nbsp;&nbsp;$(1.33) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $(1.33) | $78.10 | &nbsp;&nbsp;(0.14)% | $1201873 | 0.51% | 0.51% | &nbsp;&nbsp;1.60% | &nbsp;&nbsp;22% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;79.54 | &nbsp;&nbsp;&nbsp;&nbsp;1.10 | &nbsp;&nbsp;&nbsp;&nbsp;(1.43) | &nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;(1.10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1.10) | &nbsp;&nbsp;&nbsp;&nbsp;78.11 | &nbsp;&nbsp;(0.38) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120176 | 0.76 | 0.76 | &nbsp;&nbsp;1.34 | &nbsp;&nbsp;22 |
| **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** | **Hartford Total Return Bond HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $11.29 | $0.29 | $(1.88) | $(1.59) | &nbsp;&nbsp;$(0.31) | $(0.12) | $(0.43) | &nbsp;&nbsp;&nbsp;$9.27 | (14.21)% | $1592156 | 0.50% | 0.50% | &nbsp;&nbsp;2.87% | &nbsp;&nbsp;58% <sup>(9)</sup> |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;11.22 | &nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;(1.87) | &nbsp;&nbsp;&nbsp;&nbsp;(1.61) | &nbsp;&nbsp;&nbsp;&nbsp;(0.27) | &nbsp;&nbsp;&nbsp;&nbsp;(0.12) | &nbsp;&nbsp;&nbsp;&nbsp;(0.39) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.22 | (14.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175651 | 0.75 | 0.75 | &nbsp;&nbsp;2.62 | &nbsp;&nbsp;&nbsp;&nbsp;58 <sup>(9)</sup> |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $11.98 | $0.24 | $(0.35) | $(0.11) | &nbsp;&nbsp;$(0.29) | $(0.29) | $(0.58) | $11.29 | &nbsp;&nbsp;(0.95)% | $2045579 | 0.50% | 0.50% | &nbsp;&nbsp;2.09% | &nbsp;&nbsp;61% <sup>(9)</sup> |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;11.91 | &nbsp;&nbsp;&nbsp;&nbsp;0.21 | &nbsp;&nbsp;&nbsp;&nbsp;(0.35) | &nbsp;&nbsp;&nbsp;&nbsp;(0.14) | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) | &nbsp;&nbsp;&nbsp;&nbsp;(0.29) | &nbsp;&nbsp;&nbsp;&nbsp;(0.55) | &nbsp;&nbsp;&nbsp;&nbsp;11.22 | &nbsp;&nbsp;(1.18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237952 | 0.75 | 0.75 | &nbsp;&nbsp;1.84 | &nbsp;&nbsp;&nbsp;&nbsp;61 <sup>(9)</sup> |

---

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

*119* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Selected Per-Share Data<sup>(1)</sup> —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** | ***— Ratios and Supplemental Data —*** |
| **Class** | **Net <br> Asset<br> Value at<br> Beginning<br> of Period** | **Net <br> Investment<br> Income<br> (Loss)** | **Net <br> Realized<br> and<br> Unrealized<br> Gain (Loss)<br> on<br> Investments** | **Total from<br> Investment<br> Operations** | &nbsp;&nbsp;**Dividends <br> from Net<br> Investment<br> Income** | **Distributions <br> from<br> Capital<br> Gains** | **Total <br> Dividends<br> and<br> Distributions** | **Net <br> Asset<br> Value at<br> End of<br> Period** | **Total <br> Return<sup>(2)</sup>** | **Net <br> Assets<br> at End<br> of Period<br> (000s)** | **Ratio of<br> Expenses<br> to<br> Average<br> Net<br> Assets<br> Before<br> Adjust-<br> ments<sup>(3)</sup>** | **Ratio of<br> Expenses<br> to<br> Average<br> Net<br> Assets<br> After<br> Adjust-<br> ments<sup>(3)</sup>** | **Ratio of<br> Net<br> Investment<br> Income<br> (Loss) to<br> Average<br> Net Assets** | **Portfolio <br> Turnover** |
| **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** | **Hartford Total Return Bond HLS Fund – (continued)** |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $11.44 | $0.29 | &nbsp;&nbsp;$0.73 | &nbsp;&nbsp;$1.02 | &nbsp;&nbsp;$(0.45) | $(0.03) | $(0.48) | $11.98 | &nbsp;&nbsp;&nbsp;9.03% | $2110986 | 0.51% | 0.51% | &nbsp;&nbsp;2.45% | &nbsp;&nbsp;62% <sup>(9)</sup> |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;11.38 | &nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.98 | &nbsp;&nbsp;&nbsp;&nbsp;(0.42) | &nbsp;&nbsp;&nbsp;&nbsp;(0.03) | &nbsp;&nbsp;&nbsp;&nbsp;(0.45) | &nbsp;&nbsp;&nbsp;&nbsp;11.91 | &nbsp;&nbsp;&nbsp;8.71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265900 | 0.76 | 0.76 | &nbsp;&nbsp;2.19 | &nbsp;&nbsp;&nbsp;&nbsp;62 <sup>(9)</sup> |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $10.76 | &nbsp;&nbsp;&nbsp;&nbsp;$0.36<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$0.77<sup>(10)</sup> | &nbsp;&nbsp;$1.13 | &nbsp;&nbsp;$(0.45) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $(0.45) | $11.44 | &nbsp;&nbsp;10.65% | $1873182 | 0.51% | 0.51% | &nbsp;&nbsp;3.16% <sup>(10)</sup> | &nbsp;&nbsp;61% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;10.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33 <sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.77 <sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.10 | &nbsp;&nbsp;&nbsp;&nbsp;(0.42) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.42) | &nbsp;&nbsp;&nbsp;&nbsp;11.38 | &nbsp;&nbsp;10.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214338 | 0.76 | 0.76 | &nbsp;&nbsp;&nbsp;&nbsp;2.91 <sup>(10)</sup> | &nbsp;&nbsp;61 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $11.32 | $0.35 | $(0.43) | $(0.08) | &nbsp;&nbsp;$(0.44) | $(0.04) | $(0.48) | $10.76 | &nbsp;&nbsp;(0.81)% | $1871299 | 0.51% | 0.51% | &nbsp;&nbsp;3.23% | &nbsp;&nbsp;53% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;11.25 | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | &nbsp;&nbsp;&nbsp;&nbsp;(0.43) | &nbsp;&nbsp;&nbsp;&nbsp;(0.10) | &nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;(0.04) | &nbsp;&nbsp;&nbsp;&nbsp;(0.45) | &nbsp;&nbsp;&nbsp;&nbsp;10.70 | &nbsp;&nbsp;(0.91) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215123 | 0.76 | 0.76 | &nbsp;&nbsp;2.98 | &nbsp;&nbsp;53 |
| **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** | **Hartford Ultrashort Bond HLS Fund** |
| &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 | &nbsp;&nbsp;For the Year Ended December 31, 2022 |
| &nbsp;&nbsp;IA | $10.00 | $0.11 | $(0.13) | $(0.02) | &nbsp;&nbsp;$(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $(0.02) | &nbsp;&nbsp;&nbsp;$9.96 | &nbsp;&nbsp;(0.17)% | &nbsp;&nbsp;$529433 | 0.43% | 0.43% | &nbsp;&nbsp;1.10% | &nbsp;&nbsp;66% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;9.99 | &nbsp;&nbsp;&nbsp;&nbsp;0.08 | &nbsp;&nbsp;&nbsp;&nbsp;(0.12) | &nbsp;&nbsp;&nbsp;&nbsp;(0.04) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.95 | &nbsp;&nbsp;(0.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83560 | 0.68 | 0.68 | &nbsp;&nbsp;0.84 | &nbsp;&nbsp;66 |
| &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 | &nbsp;&nbsp;For the Year Ended December 31, 2021 |
| &nbsp;&nbsp;IA | $10.09 | $0.02 | $(0.04) | $(0.02) | &nbsp;&nbsp;$(0.07) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $(0.07) | $10.00 | &nbsp;&nbsp;(0.19)% | &nbsp;&nbsp;$605732 | 0.44% | 0.44% | &nbsp;&nbsp;0.15% | &nbsp;&nbsp;73% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;10.09 | &nbsp;&nbsp;&nbsp;&nbsp;(0.01) | &nbsp;&nbsp;&nbsp;&nbsp;(0.04) | &nbsp;&nbsp;&nbsp;&nbsp;(0.05) | &nbsp;&nbsp;&nbsp;&nbsp;(0.05) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.05) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.99 | &nbsp;&nbsp;(0.46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97279 | 0.69 | 0.69 | (0.10) | &nbsp;&nbsp;73 |
| &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 | &nbsp;&nbsp;For the Year Ended December 31, 2020 |
| &nbsp;&nbsp;IA | $10.19 | $0.10 | &nbsp;&nbsp;$0.05 | &nbsp;&nbsp;$0.15 | &nbsp;&nbsp;$(0.25) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $(0.25) | $10.09 | &nbsp;&nbsp;&nbsp;1.44% | &nbsp;&nbsp;$657375 | 0.46% | 0.46% | &nbsp;&nbsp;0.95% | &nbsp;&nbsp;76% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;10.18 | &nbsp;&nbsp;&nbsp;&nbsp;0.07 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13 | &nbsp;&nbsp;&nbsp;&nbsp;(0.22) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.22) | &nbsp;&nbsp;&nbsp;&nbsp;10.09 | &nbsp;&nbsp;&nbsp;1.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110250 | 0.71 | 0.71 | &nbsp;&nbsp;0.67 | &nbsp;&nbsp;76 |
| &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 | &nbsp;&nbsp;For the Year Ended December 31, 2019 |
| &nbsp;&nbsp;IA | $10.10 | $0.23 | &nbsp;&nbsp;$0.05 | &nbsp;&nbsp;$0.28 | &nbsp;&nbsp;$(0.19) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $(0.19) | $10.19 | &nbsp;&nbsp;&nbsp;2.81% | &nbsp;&nbsp;$393590 | 0.45% | 0.45% | &nbsp;&nbsp;2.21% | &nbsp;&nbsp;70% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;10.09 | &nbsp;&nbsp;&nbsp;&nbsp;0.20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;(0.17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.17) | &nbsp;&nbsp;&nbsp;&nbsp;10.18 | &nbsp;&nbsp;&nbsp;2.54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57142 | 0.70 | 0.70 | &nbsp;&nbsp;1.96 | &nbsp;&nbsp;70 |
| &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 | &nbsp;&nbsp;For the Year Ended December 31, 2018 |
| &nbsp;&nbsp;IA | $10.06 | $0.18 | $(0.02) | &nbsp;&nbsp;$0.16 | &nbsp;&nbsp;$(0.12) | &nbsp;&nbsp;&nbsp;&nbsp;$— | $(0.12) | $10.10 | &nbsp;&nbsp;&nbsp;1.57% | &nbsp;&nbsp;$437160 | 0.45% | 0.45% | &nbsp;&nbsp;1.77% | &nbsp;&nbsp;51% |
| &nbsp;&nbsp;IB | &nbsp;&nbsp;&nbsp;&nbsp;10.05 | &nbsp;&nbsp;&nbsp;&nbsp;0.15 | &nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13 | &nbsp;&nbsp;&nbsp;&nbsp;(0.09) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.09) | &nbsp;&nbsp;&nbsp;&nbsp;10.09 | &nbsp;&nbsp;&nbsp;1.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64859 | 0.70 | 0.70 | &nbsp;&nbsp;1.52 | &nbsp;&nbsp;51 |

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| | |
|:---|:---|
| **FINANCIAL HIGHLIGHTS FOOTNOTES** | **FINANCIAL HIGHLIGHTS FOOTNOTES** |
| <sup>(1)</sup> | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
| <sup>(2)</sup> | The figures do not include sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees would lower the Fund's performance. |
| <sup>(3)</sup> | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
| <sup>(4)</sup> | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 61%, 49% and 48% for the fiscal years ended December 31, 2022, December 31, 2021 and December 31, 2020, respectively. |
| <sup>(5)</sup> | FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the year ended December 31, 2019 was an increase to net investment income per share for less than $0.005, decrease to net realized and unrealized gain (loss) on investments for less than $(0.005) and a decrease to ratio of net investment income to average net assets for less than 0.005% for each class of shares. Per share data and ratios for periods prior to December 31, 2019 have not been restated to reflect this change in presentation. |
| <sup>(6)</sup> | Commenced operations on September 18, 2020. |
| <sup>(7)</sup> | Not annualized. |
| <sup>(8)</sup> | Annualized. |
| <sup>(9)</sup> | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 431%, 494% and 564% for the fiscal years ended December 31, 2022, December 31, 2021 and December 31, 2020, respectively. |
| <sup>(10)</sup> | FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the year ended December 31, 2019 was a decrease to net investment income per share for less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $0.005 and a decrease to ratio of net investment income to average net assets of (0.01)% for each class of shares. Per share data and ratios for periods prior to December 31, 2019 have not been restated to reflect this change in presentation. |

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

*120* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Notes to Financial Statements<br> December 31, 2022

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|:---|:---|
| **1.** | **Organization:** |
|  | Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each, a "Company" and collectively, the "Companies") are each an open-end registered management investment company comprised of eleven and one series, respectively, as of December 31, 2022. Financial statements for the series of each Company listed below (each, a "Fund" and collectively, the "Funds") are included in this report. |

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| |
|:---|
| Hartford Series Fund, Inc.: |
| Hartford Balanced HLS Fund (the "Balanced HLS Fund") |
| Hartford Capital Appreciation HLS Fund (the "Capital Appreciation HLS Fund") |
| Hartford Disciplined Equity HLS Fund (the "Disciplined Equity HLS Fund") |
| Hartford Dividend and Growth HLS Fund (the "Dividend and Growth HLS Fund") |
| Hartford Healthcare HLS Fund (the "Healthcare HLS Fund") |
| Hartford International Opportunities HLS Fund (the "International Opportunities HLS Fund") |
| Hartford MidCap HLS Fund (the "MidCap HLS Fund") |
| Hartford Small Company HLS Fund (the "Small Company HLS Fund") |
| Hartford Stock HLS Fund (the "Stock HLS Fund") |
| Hartford Total Return Bond HLS Fund (the "Total Return Bond HLS Fund") |
| Hartford Ultrashort Bond HLS Fund (the "Ultrashort Bond HLS Fund") |

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<u>Hartford HLS Series Fund II, Inc.: </u> <br> Hartford Small Cap Growth HLS Fund (the "Small Cap Growth HLS Fund")

The assets of each Fund are separate, and a shareholder's interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the U.S. Securities and Exchange Commission (the "SEC") under the Investment Company Act of 1940, as amended (the "1940 Act"). Each Fund serves as an underlying investment option for certain variable annuity and variable life insurance separate accounts of insurance companies and certain qualified pension or retirement plans. Owners of variable annuity contracts and policyholders of variable life insurance contracts may choose the Funds if permitted in the variable insurance contract prospectus. In addition, participants in certain qualified pension or retirement plans may choose the Funds if permitted by their plans.

Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, "Financial Services – Investment Companies."

Each Fund has registered for sale Class IA and IB shares. Each of Capital Appreciation HLS Fund and Disciplined Equity HLS Fund also has registered for sale Class IC shares. Class IA and Class IB shares of each Fund are closed to certain investors. The Small Cap Growth HLS Fund and Small Company HLS Fund are closed to new investors, subject to certain exceptions. For more information, please see the Funds' prospectus. Each class is offered at the per share net asset value ("NAV") without a sales charge. Class IB shares are subject to distribution and service fees charged pursuant to a Distribution Plan adopted in accordance with Rule 12b-1 under the 1940 Act. Class IC shares are subject to distribution fees charged pursuant to a Distribution Plan adopted in accordance with Rule 12b-1 under the 1940 Act and Class IC shares are also subject to an administrative services fee.

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|:---|:---|
| **2.** | **Significant Accounting Policies:** |
|  | The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles ("U.S. GAAP"). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. |

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a) *Determination of Net Asset Value – The NAV of each class of each Fund's shares is determined as of the close of regular trading on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the "NYSE Close") on each day that the Exchange is open ("Valuation Date"). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund's NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund's net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Notes to Financial Statements – (continued)<br> December 31, 2022

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|:---|:---|
| b) | *Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund's portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.* |
|  | With respect to a Fund's investments that do not have readily available market prices, the respective Company's Board of Directors (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee"). |
|  | If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board ("Valuation Procedures"). |
|  | The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment's fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board. |
|  | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. |
|  | Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value. |
|  | Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange ("Exchange Close"). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. |
|  | Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund. |
|  | Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date. |
|  | Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses. |
|  | Financial instruments for which prices are not available from an independent pricing service may be valued using quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures. |

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Hartford HLS Funds

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U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund's investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

• Level 1 – Quoted
prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

• Level 2 –
Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt
investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair
value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term
investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

• Level 3 –
Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These
unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value,
complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable
inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund's Schedule of Investments.

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| | |
|:---|:---|
| c) | *Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.* |
|  | The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into. |
|  | Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available.Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable. |
|  | The Capital Appreciation HLS Fund and the International Opportunities HLS Fund filed claims to recover taxes withheld on prior year reclaims (EU reclaims) related to French taxes withheld on dividend income from 2009, 2010 and 2011. The Capital Appreciation HLS Fund has recorded a receivable and EU reclaim income in the amount of $541,531 based on a positive decision from the French Tax authorities which is recorded on the Statement of Assets and Liabilities as tax reclaim under receivables and on the Statement of Operations as Foreign withholding tax reclaims. The International Opportunities HLS Fund received EU reclaims with related interest in amount of $1,989,304 which is recorded on the Statement of Operations as Foreign withholding tax reclaims. |

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Please refer to Note 8 for Securities Lending information.

d) *Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable.* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

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|:---|:---|
| e) | *Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.* |
|  | A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements. |
|  | Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates. |

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|:---|:---|
| f) | *Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.* |
| g) | *Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund's shares are executed in accordance with the investment instructions of the contract holders and plan participants. The NAV of each class of each Fund's shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.* |
|  | Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV. |
|  | Dividends are declared pursuant to a policy adopted by the respective Company's Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income and realized capital gains, if any, at least once per year. Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes). |

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**3.** **Securities and Other Investments:** 

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|:---|:---|
| a) | *Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments.* |
| b) | *Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations. See each Fund's Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of December 31, 2022.* |
|  | A Fund may enter into to-be announced ("TBA") commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage-backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. See each Fund's Schedule of Investments, if applicable, for TBA commitments as of December 31, 2022. |

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Hartford HLS Funds

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|:---|:---|
| c) | *Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the "Borrower"), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debt holders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the Borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.* |
|  | Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower's obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund's Schedule of Investments, if applicable, for outstanding senior floating rate interests as of December 31, 2022. |

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d) *Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund's Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of December 31, 2022.* 

e) *Inflation-Indexed Bonds – A Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund's Schedule of Investments, if applicable, for inflation-indexed bonds as of December 31, 2022.* 

f) *Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. Each Company's Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower's estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of December 31, 2022.* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

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| | |
|:---|:---|
| **4.** | **Financial Derivative Instruments:** |
|  | The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund's financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations. |

---

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| | |
|:---|:---|
| a) | *Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant ("FCM") an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value ("variation margin") is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.* |
|  | During the year ended December 31, 2022, each of Balanced HLS Fund, Capital Appreciation HLS Fund and Total Return Bond HLS Fund had used Futures Contracts. |

---

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| | |
|:---|:---|
| b) | *Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund's investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.* |
|  | Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder. |

---

During the year ended December 31, 2022, Total Return Bond HLS Fund had used Foreign Currency Contracts.

c) *Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter ("OTC") options or executed in a registered exchange ("exchange-traded options"). A Fund may write (sell) covered call and put options on futures, swaps ("swaptions"), securities, commodities or currencies. Writing put options may increase a Fund's exposure to the underlying instrument. Writing call options may decrease a Fund's exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund's exposure to the underlying instrument. Purchasing put options may decrease a Fund's exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund's Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.* 

During the year ended December 31, 2022, Total Return Bond HLS Fund had used Options Contracts.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

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| | |
|:---|:---|
| d) | *Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market ("OTC swaps") or cleared through a central counterparty or derivatives clearing organization ("centrally cleared swaps"). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.* |
|  | Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value ("variation margin") on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations. |
|  | Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). |
|  | A Fund's maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract's remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund's exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund's exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances. |
|  | *Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.* |
|  | Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap's notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A "buyer" of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The "seller" of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A "seller's" exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract. |
|  | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status |

---

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| |
|:---|
| of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. |
| During the year ended December 31, 2022, each of Balanced HLS Fund and Total Return Bond HLS Fund had used Credit Default Swap Contracts. |

---

---

| | |
|:---|:---|
| e) | *Additional Derivative Instrument Information:* |
|  | **Balanced HLS Fund** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** |
|  | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** |
|  | &nbsp;&nbsp;**Interest Rate<br> Contracts** | &nbsp;&nbsp;**Foreign <br> Currency<br> Contracts** | &nbsp;&nbsp;**Credit <br> Contracts** | &nbsp;&nbsp;**Equity <br> Contracts** | &nbsp;&nbsp;**Commodity <br> Contracts** | &nbsp;&nbsp;**Total** |
| **Assets:** |  |  |  |  |  |  |
| Unrealized appreciation on futures contracts<sup>(1)</sup> | &nbsp;&nbsp;$67411 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$67411 |
| Total | &nbsp;&nbsp;$67411 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$67411 |

---

<sup>(1)</sup> Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open "Futures Contracts" section. Only current day's variation margin, if any, is reported within the Statement of Assets and Liabilities.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** |
|  | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** |
|  | &nbsp;&nbsp;**Interest Rate<br> Contracts** | &nbsp;&nbsp;**Foreign <br> Currency<br> Contracts** | &nbsp;&nbsp;**Credit <br> Contracts** | &nbsp;&nbsp;**Equity <br> Contracts** | &nbsp;&nbsp;**Commodity <br> Contracts** | &nbsp;&nbsp;**Total** |
| **Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net realized gain (loss) on futures contracts | &nbsp;&nbsp;$(1665814) | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(1665814) |
| Net realized gain (loss) on swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12777 |
| Total | &nbsp;&nbsp;$(1665814) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$12777 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(1653037) |
| **Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net change in unrealized appreciation (depreciation) of futures contracts | &nbsp;&nbsp;&nbsp;$192100 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$192100 |
| Total | &nbsp;&nbsp;&nbsp;$192100 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$192100 |

---

#### For the year ended December 31, 2022, the average monthly amount or number per contract outstanding for each derivative type was as follows:

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Derivative Description** | &nbsp;&nbsp;**Average Notional<br> Par, Contracts<br> or Face Amount** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts Number of Long Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts Number of Short Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap Contracts at Notional Amount | &nbsp;&nbsp;$1661250 |

---

#### Capital Appreciation HLS Fund

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** |
|  | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** |
|  | &nbsp;&nbsp;**Interest Rate<br> Contracts** | &nbsp;&nbsp;**Foreign <br> Currency<br> Contracts** | &nbsp;&nbsp;**Credit <br> Contracts** | &nbsp;&nbsp;**Equity <br> Contracts** | &nbsp;&nbsp;**Commodity <br> Contracts** | &nbsp;&nbsp;**Total** |
| **Liabilities:** |  |  |  |  |  |  |
| Unrealized depreciation on futures contracts<sup>(1)</sup> | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$3599008 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$3599008 |
| Total | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$3599008 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$3599008 |

---

<sup>(1)</sup> Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open "Futures Contracts" section. Only current day's variation margin, if any, is reported within the Statement of Assets and Liabilities.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Notes to Financial Statements – (continued)<br> December 31, 2022

------

#### Capital Appreciation HLS Fund – (continued)

#### <br>

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** |
|  | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** |
|  | &nbsp;&nbsp;**Interest Rate<br> Contracts** | &nbsp;&nbsp;**Foreign <br> Currency<br> Contracts** | &nbsp;&nbsp;**Credit <br> Contracts** | &nbsp;&nbsp;**Equity <br> Contracts** | &nbsp;&nbsp;**Commodity <br> Contracts** | &nbsp;&nbsp;**Total** |
| **Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net realized gain (loss) on futures contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(30496530) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(30496530) |
| Total | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(30496530) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(30496530) |
| **Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net change in unrealized appreciation (depreciation) of futures contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(3341854) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(3341854) |
| Total | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(3341854) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(3341854) |

---

#### For the year ended December 31, 2022, the average monthly amount or number per contract outstanding for each derivative type was as follows:

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Derivative Description** | &nbsp;&nbsp;**Average Notional<br> Par, Contracts<br> or Face Amount** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts Number of Long Contracts | &nbsp;&nbsp;273 |

---

#### Total Return Bond HLS Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of December 31, 2022:** |
|  | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** |
|  | &nbsp;&nbsp;**Interest Rate<br> Contracts** | &nbsp;&nbsp;**Foreign <br> Currency<br> Contracts** | &nbsp;&nbsp;**Credit <br> Contracts** | &nbsp;&nbsp;**Equity <br> Contracts** | &nbsp;&nbsp;**Commodity <br> Contracts** | &nbsp;&nbsp;**Total** |
| **Assets:** |  |  |  |  |  |  |
| Unrealized appreciation on futures contracts<sup>(1)</sup> | &nbsp;&nbsp;$4889448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$4889448 |
| Unrealized appreciation on foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |
| Unrealized appreciation on swap contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10040 |
| Total | &nbsp;&nbsp;$4889448 | &nbsp;&nbsp;&nbsp;$2305 | &nbsp;&nbsp;$10040 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$4901793 |
| **Liabilities:** |  |  |  |  |  |  |
| Unrealized depreciation on futures contracts<sup>(1)</sup> | &nbsp;&nbsp;$1902083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1902083 |
| Unrealized depreciation on foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747920 |
| Unrealized depreciation on swap contracts<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594535 |
| Total | &nbsp;&nbsp;$1902083 | &nbsp;&nbsp;$747920 | &nbsp;&nbsp;$594535 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$3244538 |

---

<sup>(1)</sup> Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open "Futures Contracts" section. Only current day's variation margin, if any, is reported within the Statement of Assets and Liabilities.

<sup>(2)</sup> Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day's variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Notes to Financial Statements – (continued)<br> December 31, 2022

------

#### Total Return Bond HLS Fund – (continued)

#### <br>

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** | **The Effect of Derivative Instruments on the Statement of Operations for the year ended December 31, 2022:** |
|  | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** | &nbsp;&nbsp;**Risk Exposure Category** |
|  | &nbsp;&nbsp;**Interest Rate<br> Contracts** | &nbsp;&nbsp;**Foreign <br> Currency<br> Contracts** | &nbsp;&nbsp;**Credit <br> Contracts** | &nbsp;&nbsp;**Equity <br> Contracts** | &nbsp;&nbsp;**Commodity <br> Contracts** | &nbsp;&nbsp;**Total** |
| **Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net realized gain (loss) on purchased options contracts | &nbsp;&nbsp;$(2471542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(2471542) |
| Net realized gain (loss) on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44484958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44484958 |
| Net realized gain (loss) on written options contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11670458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11670458 |
| Net realized gain (loss) on swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47795) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12264745) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(12312540) |
| Net realized gain (loss) on foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367353 |
| Total | &nbsp;&nbsp;$53636079 | &nbsp;&nbsp;$5367353 | &nbsp;&nbsp;$(12264745) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$46738687 |
| **Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net change in unrealized appreciation (depreciation) of investments in purchased options contracts | &nbsp;&nbsp;$2432095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$2432095 |
| Net change in unrealized appreciation (depreciation) of futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752963 |
| Net change in unrealized appreciation (depreciation) of written options contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(794827) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(794827) |
| Net change in unrealized appreciation (depreciation) of swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240385 |
| Net change in unrealized appreciation (depreciation) of foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77863) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77863) |
| Total | &nbsp;&nbsp;$5390231 | &nbsp;&nbsp;&nbsp;$(77863) | &nbsp;&nbsp;&nbsp;$1240385 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$6552753 |

---

#### For the year ended December 31, 2022, the average monthly amount or number per contract outstanding for each derivative type was as follows:

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Derivative Description** | &nbsp;&nbsp;**Average Notional<br> Par, Contracts<br> or Face Amount** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purchased Options at Notional Amount | &nbsp;&nbsp;&nbsp;$12308333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts Number of Long Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts Number of Short Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2734) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Written Options at Notional Amount | &nbsp;&nbsp;$(455596667) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap Contracts at Notional Amount | &nbsp;&nbsp;&nbsp;$37257463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Currency Contracts Purchased at Contract Amount | &nbsp;&nbsp;&nbsp;&nbsp;$8468923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Currency Contracts Sold at Contract Amount | &nbsp;&nbsp;&nbsp;$79550498 |

---

f) *Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Notes to Financial Statements – (continued)<br> December 31, 2022

------

The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of December 31, 2022:

---

| | | |
|:---|:---|:---|
| **Balanced HLS Fund** |  |  |
| **Derivative Financial Instruments:** | &nbsp;&nbsp;**Assets** | &nbsp;&nbsp;**Liabilities** |
| Futures contracts | &nbsp;&nbsp;$67411 | &nbsp;&nbsp;$— |
| Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Derivatives not subject to a MNA | &nbsp;&nbsp;&nbsp;&nbsp;(67411) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total gross amount of assets and liabilities subject to MNA or similar agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— |

---

---

| | | |
|:---|:---|:---|
| **Capital Appreciation HLS Fund** |  |  |
| **Derivative Financial Instruments:** | &nbsp;&nbsp;**Assets** | &nbsp;&nbsp;**Liabilities** |
| Futures contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(3599008) |
| Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3599008) |
| Derivatives not subject to a MNA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3599008 |
| Total gross amount of assets and liabilities subject to MNA or similar agreements | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |

---

---

| | | |
|:---|:---|:---|
| **Total Return Bond HLS Fund** |  |  |
| **Derivative Financial Instruments:** | &nbsp;&nbsp;**Assets** | &nbsp;&nbsp;**Liabilities** |
| Foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;$2305 | &nbsp;&nbsp;$(747920) |
| Futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;4889448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1902083) |
| Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(594535) |
| Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;4901793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3244538) |
| Derivatives not subject to a MNA | &nbsp;&nbsp;&nbsp;(4899488) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218169 |
| Total gross amount of assets and liabilities subject to MNA or similar agreements | &nbsp;&nbsp;&nbsp;&nbsp;$2305 | &nbsp;&nbsp;$(1026369) |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;**Gross Amount<br> of Assets** | &nbsp;&nbsp;**Financial <br> Instruments<br> and Derivatives<br> Available<br> for Offset** | &nbsp;&nbsp;**Non-cash <br> Collateral<br> Received<sup>\*</sup>** | &nbsp;&nbsp;**Cash <br> Collateral<br> Received<sup>\*</sup>** | &nbsp;&nbsp;**Net Amount<br> of Assets** |
| Commonwealth Bank of Australia | &nbsp;&nbsp;$2305 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$2305 |
| Total | &nbsp;&nbsp;$2305 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$2305 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;**Gross Amount<br> of Liabilities** | &nbsp;&nbsp;**Financial <br> Instruments<br> and Derivatives<br> Available<br> for Offset** | &nbsp;&nbsp;**Non-cash <br> Collateral<br> Pledged<sup>\*</sup>** | &nbsp;&nbsp;**Cash <br> Collateral<br> Pledged<sup>\*</sup>** | &nbsp;&nbsp;**Net Amount<br> of Liabilities** |
| Barclays | &nbsp;&nbsp;$(721817) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$714139 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$(7678) |
| Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77253) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Goldman Sachs & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138798) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138798) |
| JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7488) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7488) |
| Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77438) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3575) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3575) |
| Total | &nbsp;&nbsp;$(1026369) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$868830 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(157539) |

---

\* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

---

| | |
|:---|:---|
| **5.** | **Principal Risks:** |
|  | A Fund's investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund's prospectus provides details of its principal risks. |
|  | The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor |

---

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| |
|:---|
| sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund's exposure to market risk is the market value of the investments held as shown in the Fund's Schedule of Investments. |
| A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic have had, and may continue to have, a significant negative impact on the performance of certain investments, including exacerbating other pre-existing political, social and economic risks. |
| Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security's market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity. |
| Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets. |
| Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings. |
| Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default. |
| The use of certain London Interbank Offered Rates (collectively, "LIBOR") was generally phased out by the end of 2021, and some regulated entities (such as banks) have ceased to enter into new LIBOR-based contracts beginning January 1, 2022. However, it is expected that the most widely used tenors of U.S. LIBOR may continue to be provided on a representative basis until mid-2023. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate (e.g., the Secured Overnight Financing Rate (SOFR), which is is a measure of the cost of borrowing cash overnight, collateralized by the U.S. Treasury securities and is intended to replace the U.S. dollar LIBOR). As such, the potential effect of a transition away from LIBOR on a Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by a Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR on a Fund or on financial instruments in which the Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to mid-2023. |

---

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

Geopolitical events, including the invasion of Ukraine by Russia, have interjected uncertainty into the global financial markets. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others have adversely affected and could adversely affect the global energy and financial markets and, thus, have adversely affected and could affect the value of a Fund's investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet redemptions.

**6.** **Federal Income Taxes:** 

a) Each Fund intends to
continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code ("IRC") by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each
year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022.
Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

b) *Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies ("PFICs"), Real Estate Investment Trusts ("REITs"), RICs, certain derivatives, losses deferred due to straddle adjustments and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.* 

c) *Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended December 31, 2022 and December 31, 2021 are as follows:* 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**For the Year Ended<br> December 31, 2022** | &nbsp;&nbsp;**For the Year Ended<br> December 31, 2022** | &nbsp;&nbsp;**For the Year Ended<br> December 31, 2021** | &nbsp;&nbsp;**For the Year Ended<br> December 31, 2021** |
| **Fund** | &nbsp;&nbsp;**Ordinary <br> Income** | &nbsp;&nbsp;**Long-Term <br> Capital Gains<sup>(1)</sup>** | &nbsp;&nbsp;**Ordinary <br> Income** | &nbsp;&nbsp;**Long-Term <br> Capital Gains<sup>(1)</sup>** |
| Balanced HLS Fund | &nbsp;&nbsp;$42466612 | &nbsp;&nbsp;$223151444 | &nbsp;&nbsp;$52273431 | &nbsp;&nbsp;$82776812 |
| Capital Appreciation HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64891675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457492553 | &nbsp;&nbsp;&nbsp;&nbsp;207737303 | &nbsp;&nbsp;&nbsp;&nbsp;205241369 |
| Disciplined Equity HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35832973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145076067 | &nbsp;&nbsp;&nbsp;&nbsp;114174313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42133654 |
| Dividend and Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72697937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361147229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88570001 | &nbsp;&nbsp;&nbsp;&nbsp;150135342 |
| Healthcare HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3816291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33341892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7027048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15725379 |
| International Opportunities HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40967010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136368618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12158250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MidCap HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12084551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202055478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54082515 | &nbsp;&nbsp;&nbsp;&nbsp;295016064 |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7681251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170815310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53904308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60979045 |
| Small Company HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11972762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81829229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43622804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39946903 |
| Stock HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26880254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139481470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25547866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49235230 |
| Total Return Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61202717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18943062 | &nbsp;&nbsp;&nbsp;&nbsp;113820922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Ultrashort Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

<sup>(1)</sup> The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c)

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

As of December 31, 2022, the components of total accumulated earnings (deficit) for each Fund on a tax basis are as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Undistributed <br> Ordinary<br> Income** | &nbsp;&nbsp;**Undistributed <br> Long-Term<br> Capital Gains** | &nbsp;&nbsp;**Accumulated <br> Capital and<br> Other Losses** | &nbsp;&nbsp;**Other <br> Temporary<br> Differences** | &nbsp;&nbsp;**Unrealized <br> Appreciation<br> (Depreciation)<br> on Investments** | &nbsp;&nbsp;**Total <br> Accumulated<br> Earnings<br> (Deficit)** |
| Balanced HLS Fund | &nbsp;&nbsp;$531678 | &nbsp;&nbsp;$47615361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(1059432) | &nbsp;&nbsp;$285875165 | &nbsp;&nbsp;$332962772 |
| Capital Appreciation HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53938760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330081988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385382422 |
| Disciplined Equity HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16964900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615894010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633153902 |
| Dividend and Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551063 | &nbsp;&nbsp;&nbsp;&nbsp;289014490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1121452440 | &nbsp;&nbsp;&nbsp;&nbsp;1412017993 |
| Healthcare HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31019999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33522057 |
| International Opportunities HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9961387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43018871) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53950769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20893285 |
| MidCap HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76678979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130066612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207198669 |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96035128) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102123388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6088260 |
| Small Company HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92983216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(692231) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93675447) |
| Stock HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64887142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584911804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649798946 |
| Total Return Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;60532770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(140166273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1585722) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(251174732) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(332393957) |
| Ultrashort Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7319837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12116817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9461623) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14258603) |

---

d) *Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are the result of permanent differences between U.S. GAAP and tax accounting for such items as net operating losses and adjustments to prior year accumulated balances. Adjustments are made to reflect the impact these items have on the current and future earnings distributions to shareholders. Therefore, the source of the Funds' distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended December 31, 2022, the Funds recorded reclassifications to increase (decrease) the accounts listed below:* 

---

| | | |
|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Paid-in-Capital** | &nbsp;&nbsp;**Distributable <br> Earnings (Loss)** |
| Balanced HLS Fund | &nbsp;&nbsp;$(22060) | &nbsp;&nbsp;$22060 |
| Capital Appreciation HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;(121114) | &nbsp;&nbsp;&nbsp;&nbsp;121114 |
| Disciplined Equity HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40819) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40819 |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;(878134) | &nbsp;&nbsp;&nbsp;&nbsp;878134 |
| Small Company HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;(408831) | &nbsp;&nbsp;&nbsp;&nbsp;408831 |

---

---

| | |
|:---|:---|
| e) | *Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.* |
|  | At December 31, 2022 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows: |

---

---

| | | |
|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Short-Term <br> Capital Loss<br> Carryforward with<br> No Expiration** | &nbsp;&nbsp;**Long-Term <br> Capital Loss<br> Carryforward with<br> No Expiration** |
| International Opportunities HLS Fund | &nbsp;&nbsp;$43018871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81450007 | &nbsp;&nbsp;&nbsp;&nbsp;14585121 |
| Small Company HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88007255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975961 |
| Total Return Bond HLS Fund<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88636623 | &nbsp;&nbsp;&nbsp;&nbsp;51529650 |
| Ultrashort Bond HLS Fund<sup>\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553507 | &nbsp;&nbsp;&nbsp;&nbsp;11563310 |

---

<sup>\*</sup> Future utilization of losses are subject to limitation under current tax laws.

Balanced HLS Fund, Capital Appreciation HLS Fund, Disciplined Equity HLS Fund, Dividend and Growth HLS Fund, Healthcare HLS Fund, MidCap HLS Fund and Stock HLS Fund had no capital loss carryforwards for U.S. federal tax purposes as of December 31, 2022.

f) *Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at December 31, 2022 is different from book purposes primarily due to wash sale loss deferrals, Passive Foreign Investment Companies ("PFICs") mark-to-market adjustments, partnership adjustments and non-taxable distributions from underlying investments. The net unrealized appreciation/(depreciation) on investments for tax purposes, which consists of gross unrealized appreciation and depreciation was also different from book purposes primarily due to wash sale loss deferrals and mark-to-market adjustments on swaps, forwards, futures, PFICs, partnership adjustments and* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

nontaxable distributions from underlying investments. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below: <br>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Tax Cost** | &nbsp;&nbsp;**Gross Unrealized<br> Appreciation** | &nbsp;&nbsp;**Gross Unrealized<br> (Depreciation)** | &nbsp;&nbsp;**Net Unrealized<br> Appreciation<br> (Depreciation)** |
| Balanced HLS Fund | &nbsp;&nbsp;$1409224821 | &nbsp;&nbsp;$374404387 | &nbsp;&nbsp;$(88566851) | &nbsp;&nbsp;$285837536 |
| Capital Appreciation HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048851807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592791066 | &nbsp;&nbsp;&nbsp;&nbsp;(262700951) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330090115 |
| Disciplined Equity HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899586565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711321339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95426805) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615894534 |
| Dividend and Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213276418 | &nbsp;&nbsp;&nbsp;&nbsp;1212866478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91416368) | &nbsp;&nbsp;&nbsp;&nbsp;1121450110 |
| Healthcare HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120471220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44776053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13753393) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31022660 |
| International Opportunities HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804200507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90063295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35812220) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54251075 |
| MidCap HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030117048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247113057 | &nbsp;&nbsp;&nbsp;&nbsp;(117046445) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130066612 |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596652198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144440081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42316693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102123388 |
| Small Company HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419125218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44940629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45632860) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(692231) |
| Stock HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805462038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597438644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12526840) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584911804 |
| Total Return Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354553130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5928850 | &nbsp;&nbsp;&nbsp;&nbsp;(257102987) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(251174137) |
| Ultrashort Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618573915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9917647) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9461623) |

---

g) *Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC ("HFMC"or the"Investment Manager") reviews each Fund's tax positions for all open tax years. As of December 31, 2022, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund's U.S. tax returns remains open for three years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended December 31, 2022, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.* 

**7.** **Expenses:** 

---

| | |
|:---|:---|
| a) | *Investment Management Agreement – HFMC serves as each Fund's investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. ("The Hartford"). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP ("Wellington Management") under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund, in accordance with the Fund's investment objective and policies. HFMC pays a sub-advisory fee to Wellington Management out of its management fee.* |
|  | The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of December 31, 2022; the rates are accrued daily and paid monthly based on each Fund's average daily net assets, at the following annual rates: |

---

---

| | |
|:---|:---|
| **Fund** | &nbsp;&nbsp;**Management Fee Rates** |
| Balanced HLS Fund\* | &nbsp;&nbsp;0.6800% on first $250 million and; |
|  | &nbsp;&nbsp;0.6550% on next $250 million and; |
|  | &nbsp;&nbsp;0.6450% on next $500 million and; |
|  | &nbsp;&nbsp;0.5950% on next $4 billion and; |
|  | &nbsp;&nbsp;0.5925% on next $5 billion and; |
|  | &nbsp;&nbsp;0.5900% over $10 billion |
| Capital Appreciation HLS Fund | &nbsp;&nbsp;0.7750% on first $250 million and; |
|  | &nbsp;&nbsp;0.7250% on next $250 million and; |
|  | &nbsp;&nbsp;0.6750% on next $500 million and; |
|  | &nbsp;&nbsp;0.6250% on next $1.5 billion and; |
|  | &nbsp;&nbsp;0.6200% on next $2.5 billion and; |
|  | &nbsp;&nbsp;0.6150% on next $5 billion and; |
|  | &nbsp;&nbsp;0.6100% over $10 billion |
| Disciplined Equity HLS Fund | &nbsp;&nbsp;0.6000% on first $1 billion and; |
|  | &nbsp;&nbsp;0.5500% on next $4 billion and; |
|  | &nbsp;&nbsp;0.5300% on next $5 billion and; |
|  | &nbsp;&nbsp;0.5000% over $10 billion |

---

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | |
|:---|:---|
| **Fund** | &nbsp;&nbsp;**Management Fee Rates** |
| Dividend and Growth HLS Fund | &nbsp;&nbsp;0.6900% on first $250 million and; |
|  | &nbsp;&nbsp;0.6425% on next $250 million and; |
|  | &nbsp;&nbsp;0.6325% on next $500 million and; |
|  | &nbsp;&nbsp;0.6250% on next $1.5 billion and; |
|  | &nbsp;&nbsp;0.6200% on next $2.5 billion and; |
|  | &nbsp;&nbsp;0.6150% on next $5 billion and; |
|  | &nbsp;&nbsp;0.6100% over $10 billion |
| Healthcare HLS Fund | &nbsp;&nbsp;0.8500% on first $250 million and; |
|  | &nbsp;&nbsp;0.8000% on next $250 million and; |
|  | &nbsp;&nbsp;0.7500% on next $4.5 billion and; |
|  | &nbsp;&nbsp;0.7475% on next $5 billion and; |
|  | &nbsp;&nbsp;0.7450% over $10 billion |
| International Opportunities HLS Fund | &nbsp;&nbsp;0.7750% on first $250 million and; |
|  | &nbsp;&nbsp;0.7250% on next $250 million and; |
|  | &nbsp;&nbsp;0.6750% on next $500 million and; |
|  | &nbsp;&nbsp;0.6250% on next $1.5 billion and; |
|  | &nbsp;&nbsp;0.6200% on next $2.5 billion and; |
|  | &nbsp;&nbsp;0.6150% on next $5 billion and; |
|  | &nbsp;&nbsp;0.6100% over $10 billion |
| MidCap HLS Fund | &nbsp;&nbsp;0.7750% on first $250 million and; |
|  | &nbsp;&nbsp;0.7250% on next $250 million and; |
|  | &nbsp;&nbsp;0.6750% on next $500 million and; |
|  | &nbsp;&nbsp;0.6250% on next $4 billion and; |
|  | &nbsp;&nbsp;0.6225% on next $5 billion and; |
|  | &nbsp;&nbsp;0.6200% over $10 billion |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;0.7000% on first $100 million and; |
|  | &nbsp;&nbsp;0.6000% on next $4.9 billion and; |
|  | &nbsp;&nbsp;0.5800% on next $5 billion and; |
|  | &nbsp;&nbsp;0.5700% over $10 billion |
| Small Company HLS Fund | &nbsp;&nbsp;0.7750% on first $250 million and; |
|  | &nbsp;&nbsp;0.7250% on next $250 million and; |
|  | &nbsp;&nbsp;0.6750% on next $500 million and; |
|  | &nbsp;&nbsp;0.6000% on next $500 million and; |
|  | &nbsp;&nbsp;0.5500% on next $3.5 billion and; |
|  | &nbsp;&nbsp;0.5300% on next $5 billion and; |
|  | &nbsp;&nbsp;0.5200% over $10 billion |
| Stock HLS Fund | &nbsp;&nbsp;0.5250% on first $250 million and; |
|  | &nbsp;&nbsp;0.5000% on next $250 million and; |
|  | &nbsp;&nbsp;0.4750% on next $500 million and; |
|  | &nbsp;&nbsp;0.4500% on next $4 billion and; |
|  | &nbsp;&nbsp;0.4475% on next $5 billion and; |
|  | &nbsp;&nbsp;0.4450% over $10 billion |
| Total Return Bond HLS Fund | &nbsp;&nbsp;0.5250% on first $250 million and; |
|  | &nbsp;&nbsp;0.5000% on next $250 million and; |
|  | &nbsp;&nbsp;0.4750% on next $500 million and; |
|  | &nbsp;&nbsp;0.4500% on next $1.5 billion and; |
|  | &nbsp;&nbsp;0.4450% on next $2.5 billion and; |
|  | &nbsp;&nbsp;0.4300% on next $5 billion and; |
|  | &nbsp;&nbsp;0.4200% over $10 billion |
| Ultrashort Bond HLS Fund | &nbsp;&nbsp;0.4000% on first $5 billion and; |
|  | &nbsp;&nbsp;0.3800% on next $5 billion and; |
|  | &nbsp;&nbsp;0.3700% over $10 billion |

---

<sup>\*</sup> HFMC voluntarily waived a portion of its contractual management fee equal to 0.03% as an annual percentage rate of the Balanced HLS Fund's average daily net assets from January 1, 2022 through December 31, 2022.

b) *Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between each Company, on behalf of its respective Funds, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company ("State Street"). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. The fund accounting fee for each Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund;* 

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | |
|:---|:---|
|  | and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund's average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. |
| c) | *Operating Expenses – Allocable expenses incurred by each Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund.* |
| d) | *Fees Paid Indirectly – Hartford HLS Series Fund II, Inc. and Hartford Series Fund, Inc., on behalf of its series except Total Return Bond HLS Fund and Ultrashort Bond HLS Fund, have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of the Funds' expenses. For the year ended December 31, 2022, these amounts, if any, are included in the Statements of Operations.* |
|  | The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows: |

---

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Class IA** | &nbsp;&nbsp;**Class IB** | &nbsp;&nbsp;**Class IC** |
| Balanced HLS Fund | &nbsp;&nbsp;0.62% | &nbsp;&nbsp;0.87% | &nbsp;&nbsp;&nbsp;N/A |
| Capital Appreciation HLS Fund | &nbsp;&nbsp;0.67% | &nbsp;&nbsp;0.92% | &nbsp;&nbsp;1.17% |
| Disciplined Equity HLS Fund | &nbsp;&nbsp;0.59% | &nbsp;&nbsp;0.84% | &nbsp;&nbsp;1.09% |
| Dividend and Growth HLS Fund | &nbsp;&nbsp;0.65% | &nbsp;&nbsp;0.90% | &nbsp;&nbsp;&nbsp;N/A |
| Healthcare HLS Fund | &nbsp;&nbsp;0.91% | &nbsp;&nbsp;1.16% | &nbsp;&nbsp;&nbsp;N/A |
| International Opportunities HLS Fund | &nbsp;&nbsp;0.75% | &nbsp;&nbsp;1.00% | &nbsp;&nbsp;&nbsp;N/A |
| MidCap HLS Fund | &nbsp;&nbsp;0.71% | &nbsp;&nbsp;0.96% | &nbsp;&nbsp;&nbsp;N/A |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;0.64% | &nbsp;&nbsp;0.89% | &nbsp;&nbsp;&nbsp;N/A |
| Small Company HLS Fund | &nbsp;&nbsp;0.79% | &nbsp;&nbsp;1.04% | &nbsp;&nbsp;&nbsp;N/A |
| Stock HLS Fund | &nbsp;&nbsp;0.51% | &nbsp;&nbsp;0.76% | &nbsp;&nbsp;&nbsp;N/A |
| Total Return Bond HLS Fund | &nbsp;&nbsp;0.50% | &nbsp;&nbsp;0.75% | &nbsp;&nbsp;&nbsp;N/A |
| Ultrashort Bond HLS Fund | &nbsp;&nbsp;0.43% | &nbsp;&nbsp;0.68% | &nbsp;&nbsp;&nbsp;N/A |

---

---

| | |
|:---|:---|
| e) | *Distribution Plans for Class IB and Class IC Shares – Hartford Funds Distributors, LLC ("HFD"), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. Each Company, on behalf of its respective Funds, has adopted a Distribution Plan pursuant to Rule 12b-1 of the 1940 Act for Class IB shares and Hartford Series Fund, Inc. on behalf of certain Funds, has adopted a Distribution Plan pursuant to Rule 12b-1 of the 1940 Act for Class IC shares.* |
|  | Pursuant to the Class IB Distribution Plans, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets of the Fund attributable to its Class IB shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class IC Distribution Plans, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets of the Fund attributable to its Class IC shares for distribution financing activities. |
|  | Each Board has the authority to suspend or reduce these payments at any point in time. The distribution fees paid during the period can be found on the Statements of Operations. Each Fund's 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company's Board of Directors may determine. |

---

f) *Administrative Services Fee for Class IC Shares – Certain Funds may pay an administrative services fee to third party insurance companies annually up to 0.25% of the average daily net assets of the Fund attributable to its Class IC shares for recordkeeping and/or other administrative services provided to such Class IC shares. The total administrative services fees paid during the period are shown on the Statements of Operations. These fees are accrued daily and paid monthly.* 

g) *Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended December 31, 2022, a portion of each Company's Chief Compliance Officer's ("CCO") compensation was* 

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in "Other expenses" on the Statements of Operations, is outlined in the table below. <br>

---

| | |
|:---|:---|
| **Fund** | &nbsp;&nbsp;**CCO Compensation<br> Paid by Fund** |
| Balanced HLS Fund | &nbsp;&nbsp;$4362 |
| Capital Appreciation HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8664 |
| Disciplined Equity HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6508 |
| Dividend and Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8125 |
| Healthcare HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
| International Opportunities HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 |
| MidCap HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440 |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 |
| Small Company HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 |
| Stock HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 |
| Total Return Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4508 |
| Ultrashort Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 |

---

Hartford Administrative Services Company ("HASCO"), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Pursuant to a sub-transfer agency agreement between HASCO and DST Asset Manager Solutions, Inc. ("DST"), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. The costs and expenses of such delegation are borne by HASCO, not by the Funds. Each Fund pays HASCO a fixed fee annually, plus out of pocket expenses for providing such services. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

For the year ended December 31, 2022, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class' average daily net assets is as follows:

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Class IA** | &nbsp;&nbsp;**Class IB** | &nbsp;&nbsp;**Class IC** |
| Balanced HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;&nbsp;N/A |
| Capital Appreciation HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* |
| Disciplined Equity HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* |
| Dividend and Growth HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;&nbsp;N/A |
| Healthcare HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;&nbsp;N/A |
| International Opportunities HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;&nbsp;N/A |
| MidCap HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;&nbsp;N/A |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;&nbsp;N/A |
| Small Company HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;&nbsp;N/A |
| Stock HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;&nbsp;N/A |
| Total Return Bond HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;&nbsp;N/A |
| Ultrashort Bond HLS Fund | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;0.00%\* | &nbsp;&nbsp;&nbsp;N/A |

---

<sup>\*</sup> Percentage rounds to zero.

---

| | |
|:---|:---|
| **8.** | **Securities Lending:** |
|  | Each Company has entered into a securities lending agency agreement ("lending agreement") with Citibank, N.A. ("Citibank"). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. A Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of a Fund by the Fund's lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. The contractual maturities of the securities lending transactions are considered overnight and continuous. |
|  | A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund's loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund. |

---

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| |
|:---|
| A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers. |
| The net income earned on the securities lending (after payment of rebates and Citibank's fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations. |
| The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan and the cash and non-cash collateral posted by the borrower as of December 31, 2022. |

---

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Investment Securities on Loan, at market value,<br> Presented on the Statements of Assets and Liabilities** | &nbsp;&nbsp;**Cash <br> Collateral<sup>(1)</sup>** | &nbsp;&nbsp;**Non-Cash <br> Collateral<sup>(1)</sup>** |
| Balanced HLS Fund | &nbsp;&nbsp;$2201545 | &nbsp;&nbsp;$2292665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Capital Appreciation HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6794907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6547573 | &nbsp;&nbsp;&nbsp;&nbsp;1034123 |
| Disciplined Equity HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Dividend and Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Healthcare HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184085 |
| International Opportunities HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MidCap HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;20568050 | &nbsp;&nbsp;&nbsp;&nbsp;21267327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;13928689 | &nbsp;&nbsp;&nbsp;&nbsp;14241189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Small Company HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2766666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Stock HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total Return Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3718027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Ultrashort Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9937181 | &nbsp;&nbsp;&nbsp;&nbsp;10701511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

<sup>(1)</sup> It is each Fund's policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned.

---

| | |
|:---|:---|
| **9.** | **Affiliated Security Transactions:** |
|  | If a Fund owns 5% or more of the outstanding voting securities, either directly or indirectly, of a particular issuer, the 1940 Act deems such an issuer to be an "affiliate" of the Fund. As of and during the year ended December 31, 2022, Balanced HLS Fund, Capital Appreciation HLS Fund, Small Company HLS Fund, and Stock HLS Fund owned 5% or more of the outstanding voting securities of the issuers identified in the table below: |
|  | A summary of affiliate security transactions for the year ended December 31, 2022 follows: |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Investments** | **Beginning <br> Value as of<br> January 1, 2022** | **Purchases <br> at Cost** | **Proceeds <br> from Sales** | **Net <br> Realized<br> Gain/(Loss)<br> on Sales** | **Return of<br> Capital** | **Change in<br> Unrealized<br> Appreciation/<br> (Depreciation)** | **Ending <br> Value as of<br> December 31,<br> 2022** | **Shares as of<br> December 31,<br> 2022** | **Dividend <br> Income** | **Capital Gains<br> Distribution** |
| **Balanced HLS Fund** | **Balanced HLS Fund** | **Balanced HLS Fund** | **Balanced HLS Fund** | **Balanced HLS Fund** | **Balanced HLS Fund** | **Balanced HLS Fund** | **Balanced HLS Fund** | **Balanced HLS Fund** | **Balanced HLS Fund** | **Balanced HLS Fund** |
| Allstar Co.<sup>(1),\*</sup> | $— | $— | $31728 | $31728 | $— | $— | $— |  | $— | $— |
| **Capital Appreciation HLS Fund** | **Capital Appreciation HLS Fund** | **Capital Appreciation HLS Fund** | **Capital Appreciation HLS Fund** | **Capital Appreciation HLS Fund** | **Capital Appreciation HLS Fund** | **Capital Appreciation HLS Fund** | **Capital Appreciation HLS Fund** | **Capital Appreciation HLS Fund** | **Capital Appreciation HLS Fund** | **Capital Appreciation HLS Fund** |
| Allstar Co.<sup>(1),\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Small Company HLS Fund** | **Small Company HLS Fund** | **Small Company HLS Fund** | **Small Company HLS Fund** | **Small Company HLS Fund** | **Small Company HLS Fund** | **Small Company HLS Fund** | **Small Company HLS Fund** | **Small Company HLS Fund** | **Small Company HLS Fund** | **Small Company HLS Fund** |
| Allstar Co.<sup>(1),\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Stock HLS Fund** | **Stock HLS Fund** | **Stock HLS Fund** | **Stock HLS Fund** | **Stock HLS Fund** | **Stock HLS Fund** | **Stock HLS Fund** | **Stock HLS Fund** | **Stock HLS Fund** | **Stock HLS Fund** | **Stock HLS Fund** |
| Allstar Co.<sup>(1),\*</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

<sup>\*</sup> Not an affiliate as of December 31, 2022.

<sup>(1)</sup> Allstar Co. is a Delaware limited liability company that was created for the purpose of investing in Academy Sports & Outdoors, Inc. As a result of the Fund's holdings in Allstar Co., the Fund previously had indirect exposure to Academy Sports & Outdoors, Inc.; however, the Fund does not have direct or indirect exposure to 5% or more of the outstanding voting securities of Academy Sports & Outdoors, Inc.

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | |
|:---|:---|
| **10.** | **Investment Transactions:** |
|  | For the year ended December 31, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows: |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Cost of Purchases<br> Excluding U.S.<br> Government<br> Obligations** | &nbsp;&nbsp;**Sales Proceeds<br> Excluding U.S.<br> Government<br> Obligations** | &nbsp;&nbsp;**Cost of Purchases<br> For U.S. Government<br> Obligations** | &nbsp;&nbsp;**Sales Proceeds<br> For U.S. Government<br> Obligations** | &nbsp;&nbsp;**Total Cost of<br> Purchases** | &nbsp;&nbsp;**Total Sales<br> Proceeds** |
| Balanced HLS Fund | &nbsp;&nbsp;$564521145 | &nbsp;&nbsp;$836330581 | &nbsp;&nbsp;$426721707 | &nbsp;&nbsp;$359895971 | &nbsp;&nbsp;$991242852 | &nbsp;&nbsp;$1196226552 |
| Capital Appreciation HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;2348240327 | &nbsp;&nbsp;&nbsp;&nbsp;2765143296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2348240327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765143296 |
| Disciplined Equity HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380637476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660990761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380637476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660990761 |
| Dividend and Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813815103 | &nbsp;&nbsp;&nbsp;&nbsp;1116077287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813815103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116077287 |
| Healthcare HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56075529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84228799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56075529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84228799 |
| International Opportunities HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847094581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915402529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847094581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915402529 |
| MidCap HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646537091 | &nbsp;&nbsp;&nbsp;&nbsp;1130811999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646537091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130811999 |
| Small Cap Growth HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506072435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810647511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506072435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810647511 |
| Small Company HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414565634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441089627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414565634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441089627 |
| Stock HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140833303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302836853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140833303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302836853 |
| Total Return Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405188596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700643034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715915582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598860081 | &nbsp;&nbsp;&nbsp;&nbsp;1121104178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299503115 |
| Ultrashort Bond HLS Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262255221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291314523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73806088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19025135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336061309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310339658 |

---

---

| | |
|:---|:---|
| **11.** | **Capital Share Transactions:** |
|  | The following information is for the years ended December 31, 2022 and December 31, 2021: |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2021** | &nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2021** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Amount** |
| **Balanced HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219884 | &nbsp;&nbsp;&nbsp;&nbsp;$6632090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15479313 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8609461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235269227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119966738 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6702016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(201054701) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6287063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(215544694) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40846616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2404047) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80098643) |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62482 | &nbsp;&nbsp;&nbsp;&nbsp;$2063006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3925008 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30348829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15083505 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(883907) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26944643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(891295) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31040870) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5467192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(355963) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12032357) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392600 | &nbsp;&nbsp;&nbsp;&nbsp;$46313808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2760010) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(92131000) |
| **Capital Appreciation HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478265 | &nbsp;&nbsp;&nbsp;&nbsp;$21183735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14142931 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11514100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462293161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6650692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365171165 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8387017) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(373524847) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11044984) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(606497393) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109952049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4138719) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(227183297) |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79217 | &nbsp;&nbsp;&nbsp;&nbsp;$3581150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2359693 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55511710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44137345 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1222050) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53739530) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1355478) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73088089) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5353330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(490739) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26591051) |
| **Class IC** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$870523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2447253 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670162 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(549701) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22055453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113501) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6201516) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(412836) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16605573) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84101) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469647 | &nbsp;&nbsp;&nbsp;&nbsp;$98699806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4629165) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(253858449) |

---

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2021** | &nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2021** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Amount** |
| **Disciplined Equity HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053612 | &nbsp;&nbsp;&nbsp;&nbsp;$18127590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$33292862 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9490549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157383630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6617855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135827681 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15060986) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(265431648) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19810004) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(384986454) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4516825) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89920428) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11528767) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(215865911) |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225041 | &nbsp;&nbsp;&nbsp;&nbsp;$3936722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6143847 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19344478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16888929 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2609863) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45206359) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3717207) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70621920) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1197940) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21925159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2555418) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47589144) |
| **Class IC** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65269 | &nbsp;&nbsp;&nbsp;&nbsp;$1213062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2899088 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591357 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(594398) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10422924) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(594392) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11535033) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(277124) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5028930) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(267530) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5044588) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5991889) | &nbsp;&nbsp;&nbsp;&nbsp;$(116874517) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14351715) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(268499643) |
| **Dividend and Growth HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440332 | &nbsp;&nbsp;&nbsp;&nbsp;$60072245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$66133728 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17111680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385201370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7954897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212103064 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16574436) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(410801466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18239087) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(462665200) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34472149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7667092) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(184428408) |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336645 | &nbsp;&nbsp;&nbsp;&nbsp;$8222143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8158203 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48643796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26602278 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2378170) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58321820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2845813) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71866526) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1455881) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1520300) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37106045) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3117724 | &nbsp;&nbsp;&nbsp;&nbsp;$33016268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9187392) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(221534453) |
| **Healthcare HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330069 | &nbsp;&nbsp;&nbsp;&nbsp;$5869382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7881697 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28988229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17932280 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1704922) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31464215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2048469) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50217556) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(975130) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24403579) |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$760962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1265782 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8169954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820147 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(243296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4073552) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(382752) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8449694) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4857364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104593) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2363765) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927484 | &nbsp;&nbsp;&nbsp;&nbsp;$8250760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1079723) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(26767344) |
| **International Opportunities HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701606 | &nbsp;&nbsp;&nbsp;&nbsp;$43715504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$80038883 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11991680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160928347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11313509 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8230906) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(131059144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9478500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(195536187) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6462380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73584707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5002969) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104183795) |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255274 | &nbsp;&nbsp;&nbsp;&nbsp;$4019090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4802891 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16407281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844741 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(722909) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11760083) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2197023) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44974206) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8666288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1924925) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39326574) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7192357 | &nbsp;&nbsp;&nbsp;&nbsp;$82250995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6927894) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(143510369) |

---

------

[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2021** | &nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2021** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Amount** |
| **MidCap HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926333 | &nbsp;&nbsp;&nbsp;&nbsp;$60792609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2012927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$90221529 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7357221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198350672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8032535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326587296 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17288434) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(534589256) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15818246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(708636645) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8004880) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(275445975) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5772784) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(291827820) |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98754 | &nbsp;&nbsp;&nbsp;&nbsp;$2831304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3677106 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15789357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22511283 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(465863) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13509976) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(643424) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27139295) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5110685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(950906) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7751826) | &nbsp;&nbsp;&nbsp;&nbsp;$(270335290) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5749035) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(292778726) |
| **Small Cap Growth HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682957 | &nbsp;&nbsp;&nbsp;&nbsp;$101103808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$117411118 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6286971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145857718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92912123 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17409584) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(418561213) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6010367) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(234174612) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7439656) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(171599687) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(559186) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23851371) |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507838 | &nbsp;&nbsp;&nbsp;&nbsp;$38630264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$49449416 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32638843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18818914 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1118910) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27983740) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(891158) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32946603) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43285367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35321727 |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5550092) | &nbsp;&nbsp;&nbsp;&nbsp;$(128314320) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11470356 |
| **Small Company HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044667 | &nbsp;&nbsp;&nbsp;&nbsp;$18816229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$150382644 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84063157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74970752 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2885740) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50472696) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3872989) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(105093771) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52406690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4333507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120259625 |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207806 | &nbsp;&nbsp;&nbsp;&nbsp;$3015152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3274933 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9738834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8598956 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(458458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6830280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(506515) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12205304) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5923706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(331415) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497317 | &nbsp;&nbsp;&nbsp;&nbsp;$58330396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4356349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$119928210 |
| **Stock HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116363 | &nbsp;&nbsp;&nbsp;&nbsp;$12078931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5776596 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152615340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68675433 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1498739) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(152487895) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1701027) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178915945) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12206376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1015834) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104463916) |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30369 | &nbsp;&nbsp;&nbsp;&nbsp;$3110138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2897203 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13746384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6107663 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(191911) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19754487) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(188205) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19622545) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2897965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104561) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10617679) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210337 | &nbsp;&nbsp;&nbsp;&nbsp;$9308411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1120395) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(115081595) |
| **Total Return Bond HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10735180 | &nbsp;&nbsp;&nbsp;&nbsp;$108243934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17362479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$202243907 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7581322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72553256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8985043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102070091 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27849075) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(277496565) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21379820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(248112336) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9532573) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96699375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4967702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56201662 |

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2021** | &nbsp;&nbsp;&nbsp;&nbsp;**For the Year Ended<br> December 31, 2021** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Amount** |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440393 | &nbsp;&nbsp;&nbsp;&nbsp;$4433973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13718640 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7592523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11750831 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3401588) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33673062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3332136) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38407482) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2164498) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21646566) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1116843) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12938011) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11697071) | &nbsp;&nbsp;&nbsp;&nbsp;$(118345941) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43263651 |
| **Ultrashort Bond HLS Fund** |  |  |  |  |
| **Class IA** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3581498 | &nbsp;&nbsp;&nbsp;&nbsp;$35571225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5105215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$51424355 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440122 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11136975) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(110402716) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10077259) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101439362) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7427260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73563421) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4528918) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45574885) |
| **Class IB** |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255473 | &nbsp;&nbsp;&nbsp;&nbsp;$12452602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9732783 |
| Shares Issued for Reinvested Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540587 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2595085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25698791) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2205754) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22185569) |
| Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1339612) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13246189) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1184089) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11912199) |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8766872) | &nbsp;&nbsp;&nbsp;&nbsp;$(86809610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5713007) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(57487084) |

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| | |
|:---|:---|
| **12.** | **Line of Credit:** |
|  | Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as a commitment fee. From January 1, 2022 through March 3, 2022, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under "Other expenses." During and as of the year ended December 31, 2022, none of the Funds had borrowings under this facility. |

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| | |
|:---|:---|
| **13.** | **Indemnifications:** |
|  | Under each Company's organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company's maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |

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| | |
|:---|:---|
| **14.** | **Recent Accounting Pronouncement:** |
|  | In March 2020, FASB issued Accounting Standards Update ("ASU") No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective. |

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---

| | |
|:---|:---|
| **15.** | **Subsequent Events:** |
|  | In connection with the preparation of the financial statements of the Funds as of and for the year ended December 31, 2022, events and transactions subsequent to December 31, 2022, through the date the financial statements were issued have been evaluated by the Funds' management for possible adjustment and/or disclosure. |
|  | Effective January 1, 2023, DST Asset Manager Solutions, Inc. is now called SS&C GIDS, Inc. |

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Report of Independent Registered Public Accounting Firm

***To the Board of Directors of Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. and Shareholders of Hartford Balanced HLS Fund, Hartford Capital Appreciation HLS Fund, Hartford Disciplined Equity HLS Fund, Hartford Dividend and Growth HLS Fund, Hartford Healthcare HLS Fund, Hartford International Opportunities HLS Fund, Hartford MidCap HLS Fund, Hartford Small Company HLS Fund, Hartford Stock HLS Fund, Hartford Total Return Bond HLS Fund, Hartford Ultrashort Bond HLS Fund, and Hartford Small Cap Growth HLS Fund.***

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#### Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of Hartford Balanced HLS Fund, Hartford Capital Appreciation HLS Fund, Hartford Disciplined Equity HLS Fund, Hartford Dividend and Growth HLS Fund, Hartford Healthcare HLS Fund, Hartford International Opportunities HLS Fund, Hartford MidCap HLS Fund, Hartford Small Company HLS Fund, Hartford Stock HLS Fund, Hartford Total Return Bond HLS Fund, and Hartford Ultrashort Bond HLS Fund (constituting Hartford Series Fund, Inc.) and Hartford Small Cap Growth HLS Fund (constituting Hartford HLS Series Fund II, Inc.) (hereafter collectively referred to as the "Funds") as of December 31, 2022, the related statements of operations for the year ended December 31, 2022, the statements of changes in net assets for each of the two years in the period ended December 31, 2022, including the related notes, and the financial highlights for each of the periods indicated therein ended on or subsequent to December 31, 2020 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of December 31, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended December 31, 2022 and each of the financial highlights for each of the periods indicated therein ended on or subsequent to December 31, 2020 in conformity with accounting principles generally accepted in the United States of America.

The financial statements of the Funds as of and for the year ended December 31, 2019 and the financial highlights for each of the periods ended on or prior to December 31, 2019 (not presented herein, other than the financial highlights) were audited by other auditors whose report dated February 25, 2020 expressed an unqualified opinion on those financial statements and financial highlights.

#### Basis for Opinion
These financial statements are the responsibility of the Funds' management. Our responsibility is to express an opinion on the Funds' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements.

Our procedures included confirmation of securities owned as of December 31, 2022 by correspondence with the custodian, transfer agents, agent banks and brokers; when replies were not received from agent banks or brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 15, 2023

We have served as the auditor of one or more investment companies in the Hartford Funds group of investment companies since 2020.

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[**Table of Contents**](#job_hartf_d918e053-3c5b-4b68-aadf-7797609b6499_toc)

Hartford HLS Funds

#### Directors and Officers of each Company (Unaudited)

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Each of Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each a, "Company") is governed by a Board of Directors (the "Directors"). The following tables present certain information regarding the Directors and officers of each Company as of December 31, 2022, except as noted below. For more information regarding the Directors and officers, please refer to the Statement of Additional Information, which is available, without charge, upon request by calling 1-888-843-7824.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **NAME, YEAR OF BIRTH<br> AND ADDRESS<sup>(1)</sup>** | &nbsp;&nbsp;**POSITION <br> HELD WITH<br> EACH COMPANY** | &nbsp;&nbsp;**TERM OF<br> OFFICE<sup>(2)</sup> AND<br> LENGTH OF<br> TIME SERVED** | &nbsp;&nbsp;**PRINCIPAL OCCUPATION(S)<br> DURING PAST 5 YEARS** | &nbsp;&nbsp;**NUMBER OF<br> PORTFOLIOS<br> IN FUND<br> COMPLEX<sup>(3)</sup><br> OVERSEEN<br> BY DIRECTOR** | &nbsp;&nbsp;**OTHER DIRECTORSHIPS<br> FOR PUBLIC COMPANIES<br> AND OTHER REGISTERED<br> INVESTMENT COMPANIES HELD<br> BY DIRECTOR** |
| **NON-INTERESTED DIRECTORS** | **NON-INTERESTED DIRECTORS** | **NON-INTERESTED DIRECTORS** | **NON-INTERESTED DIRECTORS** | **NON-INTERESTED DIRECTORS** | **NON-INTERESTED DIRECTORS** |
| HILARY E. ACKERMANN<br> (1956) | &nbsp;&nbsp;Director | &nbsp;&nbsp;Since 2014 | &nbsp;&nbsp;Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011. | &nbsp;&nbsp;81 | &nbsp;&nbsp;Ms. Ackermann served as a Director of Dynegy, Inc. from October 2012 until its acquisition by Vistra Energy Corporation ("Vistra") in 2018, and since that time she has served as a Director of Vistra. Ms. Ackermann serves as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to December 2022. |
| ROBIN C. BEERY<br> (1967) | &nbsp;&nbsp;Director | &nbsp;&nbsp;Since 2017 | &nbsp;&nbsp;Ms. Beery has served as a consultant to ArrowMark Partners (an alternative asset manager) since March 2015 and since November 2018 has been employed by ArrowMark Partners as a Senior Advisor. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014. | &nbsp;&nbsp;81 | &nbsp;&nbsp;Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and has been a member of the Compensation Committee and the Risk Committee since January 2015. |
| DERRICK D. CEPHAS<br> (1952) | &nbsp;&nbsp;Director | &nbsp;&nbsp;Since 2020 | &nbsp;&nbsp;Mr. Cephas currently serves as Of Counsel to Squire Patton Boggs LLP, an international law firm with 45 offices in 20 countries. Until his retirement in October 2020, Mr. Cephas was a Partner of Weil, Gotshal & Manges LLP, an international law firm headquartered in New York, where he served as the Head of the Financial Institutions Practice (April 2011 to October 2020). | &nbsp;&nbsp;81 | &nbsp;&nbsp;Mr. Cephas currently serves as a Director of Signature Bank, a New York-based commercial bank, and is a member of the Credit Committee, Examining Committee and Compensation Committee. Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust and is a member of the Compensation Committee and the Nominating and Governance Committee. |
| CHRISTINE R. DETRICK<br> (1958) | &nbsp;&nbsp;Director and Chair of the Board | &nbsp;&nbsp;Director since<br> 2016; Chair of<br> the Board since<br> 2021 | &nbsp;&nbsp;From 2002 until 2012, Ms. Detrick was a Senior Partner, Leader of the Financial Services Practice, and a Senior Advisor at Bain & Company ("Bain"). Before joining Bain, she served in various senior management roles for other financial services firms and was a consultant at McKinsey and Company. | &nbsp;&nbsp;81 | &nbsp;&nbsp;Ms. Detrick currently serves as a Director of Charles River Associates (May 2020 to present); currently serves as a Director of Capital One Financial Corporation (since November 2021); and currently serves as a Director of Altus Power, Inc (since December 2021). |

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Hartford HLS Funds

#### Directors and Officers of each Company (Unaudited) – (continued)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **NAME, YEAR OF BIRTH<br> AND ADDRESS<sup>(1)</sup>** | &nbsp;&nbsp;**POSITION <br> HELD WITH<br> EACH COMPANY** | &nbsp;&nbsp;**TERM OF<br> OFFICE<sup>(2)</sup> AND<br> LENGTH OF<br> TIME SERVED** | &nbsp;&nbsp;**PRINCIPAL OCCUPATION(S)<br> DURING PAST 5 YEARS** | &nbsp;&nbsp;**NUMBER OF<br> PORTFOLIOS<br> IN FUND<br> COMPLEX<sup>(3)</sup><br> OVERSEEN<br> BY DIRECTOR** | &nbsp;&nbsp;**OTHER DIRECTORSHIPS<br> FOR PUBLIC COMPANIES<br> AND OTHER REGISTERED<br> INVESTMENT COMPANIES HELD<br> BY DIRECTOR** |
| JOHN J. GAUTHIER<br> (1961) | &nbsp;&nbsp;Director | &nbsp;&nbsp;Since 2022 | &nbsp;&nbsp;Mr. Gauthier currently is the Principal Owner of JJG Advisory, LLC, an investment consulting firm, and Co-Founder and Principal Owner of Talcott Capital Partners (a placement agent for investment managers serving insurance companies). From 2008 to 2018, Mr. Gauthier served as a Senior Vice President (2008-2010), Executive Vice President (2010-2012), and President (2012-2018) of Allied World Financial Services (a global provider of property, casualty and specialty insurance and reinsurance solutions). | &nbsp;&nbsp;81 | &nbsp;&nbsp;Mr. Gauthier serves as a Director of Reinsurance Group of America, Inc. (from 2018 to present) and chairs the Investment Committee and is a member of the Audit and Risk Committees. |
| ANDREW A. JOHNSON<br> (1962) | &nbsp;&nbsp;Director | &nbsp;&nbsp;Since 2020 | &nbsp;&nbsp;Mr. Johnson currently serves as a Diversity and Inclusion Advisor at Neuberger Berman, a private, global investment management firm. Prior to his current role, Mr. Johnson served as Chief Investment Officer and Head of Global Investment Grade Fixed Income at Neuberger Berman (January 2009 to December 2018). | &nbsp;&nbsp;81 | &nbsp;&nbsp;Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust. |
| PAUL L. ROSENBERG<br> (1953) | &nbsp;&nbsp;Director | &nbsp;&nbsp;Since 2020 | &nbsp;&nbsp;Mr. Rosenberg is a Partner of The Bridgespan Group, a global nonprofit consulting firm that is a social impact advisor to nonprofits, non-governmental organizations, philanthropists and institutional investors (October 2007 to present). | &nbsp;&nbsp;81 |  |
| DAVID SUNG<br> (1953) | &nbsp;&nbsp;Director | &nbsp;&nbsp;Since 2017 | &nbsp;&nbsp;Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014. | &nbsp;&nbsp;81 | &nbsp;&nbsp;Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present). |
| **OFFICERS AND INTERESTED DIRECTOR** | **OFFICERS AND INTERESTED DIRECTOR** | **OFFICERS AND INTERESTED DIRECTOR** | **OFFICERS AND INTERESTED DIRECTOR** | **OFFICERS AND INTERESTED DIRECTOR** | **OFFICERS AND INTERESTED DIRECTOR** |
| JAMES E. DAVEY<sup>(4)</sup><br> (1964) | &nbsp;&nbsp;Director, President and Chief Executive Officer | &nbsp;&nbsp;President and Chief Executive Officer since 2010; Director since 2012 | &nbsp;&nbsp;Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Mr. Davey has served in various positions within The Hartford and its subsidiaries and joined The Hartford in 2002. Additionally, Mr. Davey serves as Director, Chairman, President, and Senior Managing Director for Hartford Funds Management Group, Inc. ("HFMG"). Mr. Davey also serves as President, Manager, Chairman of the Board, and Senior Managing Director for Hartford Funds Management Company, LLC ("HFMC"); Manager, Chairman of the Board, and President of Lattice Strategies LLC ("Lattice"); Chairman of the Board, Manager, and Senior Managing Director of Hartford Funds Distributors, LLC ("HFD"); and Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company ("HASCO"), each of which is an affiliate of HFMG. | &nbsp;&nbsp;81 |  |
| AMY N. FURLONG<br> (1979) | &nbsp;&nbsp;Vice President and Treasurer | &nbsp;&nbsp;Vice President since 2018; Treasurer since January 9, 2023 | &nbsp;&nbsp;Ms. Furlong serves as Vice President and Assistant Treasurer of HFMC (since September 2019). From 2018 through March 15, 2021, Ms. Furlong served as the Treasurer of the Company and resumed her position as Treasurer effective January 9, 2023. Ms. Furlong has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Furlong joined The Hartford in 2004. | &nbsp;&nbsp;N/A | &nbsp;&nbsp;N/A |
| WALTER F. GARGER<br> (1965) | &nbsp;&nbsp;Vice President and Chief Legal Officer | &nbsp;&nbsp;Since 2016 | &nbsp;&nbsp;Mr. Garger serves as Secretary, Managing Director and General Counsel of HFMG, HFMC, HFD, and HASCO (since 2013). Mr. Garger also serves as Secretary and General Counsel of Lattice (since July 2016). Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995. | &nbsp;&nbsp;N/A | &nbsp;&nbsp;N/A |

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Hartford HLS Funds

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **NAME, YEAR OF BIRTH<br> AND ADDRESS<sup>(1)</sup>** | &nbsp;&nbsp;**POSITION <br> HELD WITH<br> EACH COMPANY** | &nbsp;&nbsp;**TERM OF<br> OFFICE<sup>(2)</sup> AND<br> LENGTH OF<br> TIME SERVED** | &nbsp;&nbsp;**PRINCIPAL OCCUPATION(S)<br> DURING PAST 5 YEARS** | &nbsp;&nbsp;**NUMBER OF<br> PORTFOLIOS<br> IN FUND<br> COMPLEX<sup>(3)</sup><br> OVERSEEN<br> BY DIRECTOR** | &nbsp;&nbsp;**OTHER DIRECTORSHIPS<br> FOR PUBLIC COMPANIES<br> AND OTHER REGISTERED<br> INVESTMENT COMPANIES HELD<br> BY DIRECTOR** |
| THEODORE J. LUCAS<br> (1966) | &nbsp;&nbsp;Vice President | &nbsp;&nbsp;Since 2017 | &nbsp;&nbsp;Mr. Lucas serves as Executive Vice President of HFMG (since July 2016) and as Executive Vice President of Lattice (since June 2017). Previously, Mr. Lucas served as Managing Partner of Lattice (2003 to 2016). | &nbsp;&nbsp;N/A | &nbsp;&nbsp;N/A |
| JOSEPH G. MELCHER<br> (1973) | &nbsp;&nbsp;Vice President, Chief Compliance Officer and AML Compliance Officer | &nbsp;&nbsp;Vice President and Chief Compliance Officer since 2013; AML Compliance Officer since August 1, 2022 | &nbsp;&nbsp;Mr. Melcher serves as Executive Vice President of HFMG and HASCO (since December 2013). Mr. Melcher also serves as Executive Vice President (since December 2013) and Chief Compliance Officer (since December 2012) of HFMC, serves as Executive Vice President and Chief Compliance Officer of Lattice (since July 2016), serves as Executive Vice President of HFD (since December 2013), and has served as President and Chief Executive Officer of HFD (from April 2018 to June 2019). | &nbsp;&nbsp;N/A | &nbsp;&nbsp;N/A |
| VERNON J. MEYER<br> (1964) | &nbsp;&nbsp;Vice President | &nbsp;&nbsp;Since 2006 | &nbsp;&nbsp;Mr. Meyer serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG (since 2013). Mr. Meyer also serves as Senior Vice President-Investments of Lattice (since March 2019). Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004. | &nbsp;&nbsp;N/A | &nbsp;&nbsp;N/A |
| ALICE A. PELLEGRINO<br> (1960) | &nbsp;&nbsp;Vice President and Assistant Secretary | &nbsp;&nbsp;Since 2016 | &nbsp;&nbsp;Ms. Pellegrino is Deputy General Counsel for HFMG (since April 2022) and currently serves as Vice President of HFMG (since December 2013). Ms. Pellegrino also serves as Vice President and Assistant Secretary of Lattice (since June 2017). Ms. Pellegrino has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007. | &nbsp;&nbsp;N/A | &nbsp;&nbsp;N/A |
| THOMAS R. PHILLIPS<br> (1960) | &nbsp;&nbsp;Vice President and Secretary | &nbsp;&nbsp;Since 2017 | &nbsp;&nbsp;Mr. Phillips is Deputy General Counsel for HFMG and currently serves as a Senior Vice President (since June 2021) and Assistant Secretary (since June 2017) for HFMG. Mr. Phillips also serves as Vice President of HFMC (since June 2021). Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that, Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC. | &nbsp;&nbsp;N/A | &nbsp;&nbsp;N/A |

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<sup>(1)</sup> The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, Pennsylvania 19087.

<sup>(2)</sup> Term of Office: Each Director holds an indefinite term until his or her retirement, resignation, removal, or death. Directors generally must retire no later than December 31 of the year in which the Director turns 75 years of age. Each Fund officer generally serves until his or her resignation, removal, or death.

<sup>(3)</sup> The portfolios of the "Fund Complex" are operational series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Lattice Strategies Trust and Hartford Funds Exchange-Traded Trust.

<sup>(4)</sup> "Interested person," as defined in the 1940 Act, of each Company because of the person's affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

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Hartford HLS Funds

#### &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>

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#### HOW TO OBTAIN A COPY OF EACH FUND'S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)
A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC's website at http://www.sec.gov.

#### QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)
Each Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund's portfolio holdings filed as an exhibit to Form N-PORT for the most recent first and third quarter of the Fund's fiscal year are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds' website, hartfordfunds.com, and (3) on the SEC's website at http://www.sec.gov.

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Hartford HLS Funds

#### Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

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Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc.

#### Hartford Balanced HLS Fund

#### Hartford Capital Appreciation HLS Fund

#### Hartford Disciplined Equity HLS Fund

#### Hartford Dividend and Growth HLS Fund

#### Hartford Healthcare HLS Fund

#### Hartford International Opportunities HLS Fund

#### Hartford MidCap HLS Fund

#### Hartford Small Cap Growth HLS Fund

#### Hartford Small Company HLS Fund

#### Hartford Stock HLS Fund

#### Hartford Total Return Bond HLS Fund

#### Hartford Ultrashort Bond HLS Fund
(each, a "Fund" and collectively, the "Funds")

Section 15(c) of the Investment Company Act of 1940, as amended (the "1940 Act"), requires that each mutual fund's board of directors, including a majority of those directors who are not "interested persons" of the mutual fund, as defined in the 1940 Act (the "Independent Directors"), annually review and consider the continuation of the mutual fund's investment advisory and sub-advisory agreements. At their meeting held on August 9-10, 2022, the Boards of Directors (collectively, the "Board") of Hartford Series Fund, Inc. ("HLS") and Hartford HLS Series Fund II, Inc. ("HLS II"), including each of the Independent Directors, unanimously voted to approve (i) the continuation of an investment management agreement (the "Management Agreement") by and between each of HLS and HLS II, on behalf of each of their respective series listed above, and Hartford Funds Management Company, LLC ("HFMC"); and (ii) the continuation of investment sub-advisory agreements (each, a "Sub-Advisory Agreement" and together with the Management Agreement, the "Agreements") between HFMC and each Fund's sub-adviser, Wellington Management Company LLP (the "Sub-adviser," and together with HFMC, the "Advisers"), with respect to each Fund.

In the months preceding the August 9-10, 2022 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board and its committees at their meetings throughout the year and in between regularly scheduled meetings on particular matters as the need arose, as well as information specifically prepared in connection with the approval of the continuation of the Agreements that was presented at the Board's meetings held on June 15-16, 2022 and August 9-10, 2022. Information provided to the Board and its committees at their meetings throughout the year included, among other things, reports on Fund performance, legal, compliance and risk management matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by the Advisers and their affiliates. The members of the Board also considered the materials and presentations by Fund officers and representatives of HFMC received at the Board's meetings on June 15-16, 2022 and August 9-10, 2022 concerning the Agreements and at the special meeting of the Board's Investment Committee on May 20, 2022 concerning Fund performance and other investment-related matters.

The Independent Directors, advised by independent legal counsel throughout the evaluation process, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. ("Broadridge"), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund's contractual management fees, actual management fees, total expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the "Consultant") to assist them in evaluating each Fund's contractual management fees, actual management fees, total expense ratios and investment performance. In addition, the Consultant previously reviewed the profitability methodologies utilized by HFMC in connection with the continuation of the Management Agreement.

In determining whether to approve the continuation of the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate through the exercise of their reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board's determination to approve the continuation of the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements. Throughout the evaluation process, the Board was assisted by counsel for the Funds and the Independent Directors were also separately assisted by independent legal counsel. In connection with their deliberations, the Independent Directors met separately with independent legal counsel and the Consultant on June 10, 2022 and in executive session on several occasions to consider their responsibilities under relevant laws and regulations and

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Hartford HLS Funds

#### Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

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to discuss the materials presented and other matters deemed relevant to their consideration of the approval of the continuation of the Agreements. As a result of the discussions that occurred during the June 10, 2022 and June 15-16, 2022 meetings, the Independent Directors presented HFMC with requests for additional information on certain topics. HFMC responded to these requests with additional information in connection with the August 9-10, 2022 meeting. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the continuation of the Agreements is provided below.

*Nature, Extent and Quality of Services Provided by the Advisers*

The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers' professional personnel who provide services to the Funds, including each Adviser's ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser's reputation and overall financial strength, as well as each Adviser's willingness to consider and implement organizational and operational changes designed to enhance services to the funds managed by HFMC and its affiliates (the "Hartford funds"). In addition, the Board considered the quality of each Adviser's communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford funds.

The Board also requested and evaluated information concerning each Adviser's regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser's compliance policies and procedures and compliance history, and a report from the Funds' Chief Compliance Officer about each Adviser's compliance with applicable laws and regulations, including responses to regulatory developments and any compliance or other issues raised by regulators. The Board also noted the Advisers' support of the Funds' compliance control structure, as applicable, including the resources devoted by the Advisers in support of the Funds' obligations pursuant to Rule 38a-1 under the 1940 Act and the Funds' risk management programs, as well as the efforts of the Advisers to address cybersecurity risks. The Board also considered HFMC's investments in business continuity planning designed to benefit the Funds. The Board also noted HFMC's commitment to maintaining high quality systems and expending substantial resources to prepare for and respond to ongoing changes to the market, regulatory and control environments in which the Funds and their service providers operate.

With respect to HFMC, the Board noted that, under the Management Agreement, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of investment advisory and administrative services in connection with selecting, monitoring and supervising the Sub-adviser. In this regard, the Board evaluated information about the nature and extent of responsibilities retained and risks assumed by HFMC that were not delegated to, or assumed by, the Sub-adviser. The Board considered HFMC's ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford funds, semi-annual meetings with the leaders of each Fund's portfolio management team, and ongoing oversight of the Hartford funds' portfolio managers. The Board noted that HFMC has demonstrated a record of initiating changes to the portfolio management and/or investment strategies of the Hartford funds when warranted. The Board considered HFMC's periodic due diligence reviews of the Sub-adviser and ongoing oversight of the Sub-adviser's investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board considered HFMC's oversight of the securities lending program for the Funds that engage in securities lending and noted the income earned by the Funds that participate in such program. The Board also considered HFMC's day-to-day oversight of each Fund's compliance with its investment objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC's oversight in this regard. Moreover, the Board considered HFMC's oversight of potential conflicts of interest that may arise in connection with the management of the Funds' investments and those of other funds or accounts, if any, by the Funds' portfolio management personnel.

In addition, the Board considered HFMC's overall strategic plan for, and ongoing commitment to review and rationalize, the Hartford funds product line-up. The Board considered that HFMC is responsible for providing the Funds' officers.

With respect to the Sub-adviser, which provides certain day-to-day portfolio management services for the Funds, subject to oversight by HFMC, the Board considered, among other things, the Sub-adviser's investment personnel, investment philosophy and process, investment research capabilities and resources, performance record, trade execution capabilities and experience, including with respect to sustainable and environmental, social and/or governance (ESG) investing. The Board considered the experience of each Fund's portfolio manager(s), the number of accounts managed by the portfolio manager(s), and the Sub-adviser's method for compensating the portfolio manager(s). The Board also considered the Sub-adviser's succession planning practices to ensure continuity of portfolio management services provided to the Funds.

The Board considered the benefits to shareholders of investing in a fund that is part of the family of Hartford funds. The Board considered HFMC's efforts to provide investors in the Hartford funds with a broad range of investment styles and asset classes.

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Hartford HLS Funds

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Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and the Sub-adviser.

*Performance of each Fund and the Advisers*

The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods and evaluated HFMC's analysis of the Fund's performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. The Board noted that while it found the comparative data provided by Broadridge generally useful in evaluating a Hartford fund's investment performance, the Board recognized the limitations of such data, including, in particular, that notable differences may exist between a Hartford fund and its peers. For details regarding each Fund's performance, see the Fund-by-Fund synopsis below.

The Board considered the detailed investment analytics reports provided by HFMC's Investment Advisory Group throughout the year, including in connection with the approval of the continuation of the Agreements. These reports included, among other things, information on each Fund's gross returns and net returns, the Fund's investment performance compared to one or more appropriate benchmarks and relevant groups or categories of peer funds, various statistics concerning the Fund's portfolio, a narrative summary of various factors affecting Fund performance, and commentary on the effect of market conditions. The Board also noted that the Hartford Capital Appreciation HLS Fund utilizes a multiple sleeve structure whereby each sleeve uses a different investment style and considered the performance attributions of the underlying managers. The Board considered the Advisers' work with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year and specifically with respect to the approval of the continuation of the Agreements. The Board considered that the Investment Committee, in its evaluation of investment performance at meetings throughout the year, focused particular attention on information indicating less favorable performance of certain Hartford funds for specific time periods and discussed with the Advisers the reasons for such performance as well as any specific actions that the Advisers had taken, or had agreed to take, to seek to enhance Fund investment performance and the results of those actions. The Board also considered the analysis provided by the Consultant relating to each Fund's performance track record.

Based on these considerations, the Board concluded that it had continued confidence in HFMC's and the Sub-adviser's overall capabilities to manage the Funds.

*Costs of the Services and Profitability of the Advisers*

The Board reviewed information regarding HFMC's cost to provide investment management and related services to each Fund and HFMC's profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time and information provided by Broadridge analyzing the profitability of managers to other fund complexes. The Board also requested and received information relating to the operations and profitability of the Sub-adviser. The Board considered representations from HFMC and the Sub-adviser that the Sub-adviser's fees were negotiated at arm's length on a Fund-by-Fund basis and that the sub-advisory fees are paid by HFMC and not the Funds. Accordingly, the Board concluded that the profitability of the Sub-adviser is a less relevant factor with respect to the Board's consideration of the Sub-Advisory Agreements.

The Board considered the Consultant's review of the methodologies and estimates used by HFMC in calculating profitability in connection with the continuation of the Management Agreement, including a description of the methodology used to allocate certain expenses. The Board noted the Consultant's view that HFMC's process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. The Board noted that the Consultant had previously performed a full review of this process and reported that such process is reasonable, sound and consistent with common industry practice.

Based on these considerations, the Board concluded that the profits realized by the Advisers and their affiliates from their relationships with each Fund were not excessive.

*Comparison of Fees and Services Provided by the Advisers*

The Board considered comparative information with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to each Fund. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund and the amount of the management fee retained

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by HFMC, and total operating expenses for each Fund. The Board also reviewed information from Broadridge comparing each Fund's contractual management fees, actual management fees and total expense ratios relative to an appropriate group of funds selected by Broadridge. The Board considered such information from Broadridge in consultation with the Consultant. For details regarding each Fund's expenses, see the Fund-by-Fund synopsis below.

The Board considered the methodology used by Broadridge to select the funds included in the expense groups. While the Board recognized that comparisons between a Fund and its peer funds may be imprecise given, among other differences, the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund's fees and total operating expenses. In addition, the Board considered the analysis and views of the Consultant relating to each Fund's fees and total operating expenses and expense groups.

The Board also received information regarding fees charged by the Sub-adviser to any other clients with investment strategies similar to those of the Funds, including any institutional separate account clients and registered fund clients for which the Sub-adviser serves as either primary investment adviser or sub-adviser. The Board considered the explanations provided by the Sub-adviser about any differences between the Sub-adviser's services to the Funds and the services the Sub-adviser provides to other types of clients. In this regard, the Board reviewed information about the generally broader scope of services and compliance, reporting and other legal burdens and risks of managing registered funds compared with those associated with managing assets of non-registered fund clients such as institutional separate accounts.

Based on these considerations, the Board concluded that each Fund's fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters considered, were reasonable in light of the services provided.

*Economies of Scale*

The Board considered information regarding economies of scale, including the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund's assets grow over time. The Board recognized that a Fund with assets beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower effective management fee rates. The Board also recognized that a fee schedule that reaches a breakpoint at a lower asset level provides shareholders with the benefit of anticipated or potential economies of scale. The Board considered that fee waivers that reduce a Fund's expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if the Fund's assets decline. In addition, the Board considered that initially setting competitive fee rates, pricing a Fund to scale at inception and making additional investments intended to enhance services available to shareholders are other means of sharing anticipated or potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses of the Hartford funds in recent years, which has resulted in benefits being realized by shareholders. The Board also noted that, for the Hartford Healthcare HLS Fund, the Fund's current low asset levels have kept the Fund from fully realizing the benefits of anticipated or potential economies of scale.

The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund's assets hypothetically increase over time. Based on information provided by HFMC, Broadridge, and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.

After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund's shareholders based on currently available information and the effective management fees and total expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor any future growth in each Fund's assets and the appropriateness of additional management fee breakpoints or other methods to share benefits from economies of scale as part of its future review of the Agreements.

*Other Benefits*

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.

The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on the profitability to HFMC from providing such services to the Funds. The Board also considered that Hartford Administrative Services Company ("HASCO"), the Funds' transfer agent and an affiliate of HFMC, receives transfer agency compensation from the Funds, and the Board reviewed

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Hartford HLS Funds

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information about the profitability to HASCO of the Funds' transfer agency function. The Board considered information provided by HFMC indicating that the transfer agency fees charged by HASCO to the Funds were fair and reasonable based on available industry data about fees charged by transfer agents to other mutual funds. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers, subject to oversight.

The Board also considered that Hartford Funds Distributors, LLC ("HFD"), an affiliate of HFMC, serves as principal underwriter of the Funds. The Board noted that, as principal underwriter, HFD receives distribution and service fees from the Funds.

The Board considered the benefits, if any, to the Sub-adviser from any use of a Fund's brokerage commissions to obtain soft dollar research.

*Fund-by-Fund Factors*

For purposes of evaluating a Fund's performance, the Board considered the Fund's performance relative to similarly managed funds and the Fund's performance relative to its benchmark. In particular, the Board considered the Fund's performance of its Class IA shares (net of all fees and expenses), as of March 31, 2022, and compared that performance to the Fund's peer universe, which includes all funds within the same classification or category, as determined by Broadridge. The Board considered the Fund's performance relative to its peer universe by evaluating its quintile ranking, with the 1st quintile representing the top performing funds within a peer universe and the 5th quintile representing the lowest performing funds. For purposes of evaluating the Fund's performance relative to its benchmark, the Board considered the Fund's performance of its Class IA shares (net of all fees and expenses) as of March 31, 2022. The Board considered Fund performance to be "in line with" a Fund's benchmark where it was 0.5% above or below the benchmark return. With respect to fees and expenses, the Board considered the Fund's contractual and actual management fee, and total operating expenses of its Class IA shares (net of all fees and expenses), as compared to the Fund's expense peer group, which includes a group of similarly sized funds selected by the independent firm engaged by the Board.

Hartford Balanced HLS Fund

• The Board noted that the
Fund's performance was in the 1st quintile versus its peer universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund's performance was in line with its custom blended benchmark for the 1-, 3- and 5-year periods.

• The
Board noted that the Fund's contractual management fee and total expenses were in the 3rd quintile of its expense group, while its actual management fee was in the 4th quintile. The Board noted that the Fund has a voluntary management fee
waiver of 0.03% through December 31, 2022, which resulted in HFMC waiving a portion of its management fee.

Hartford Capital Appreciation HLS Fund

• The Board noted that the
Fund's performance was in the 5th quintile versus its peer universe for the 1-year period, the 4th quintile for the 3-year period, and the 3rd quintile for the 5-year period. The Board also noted that the Fund's performance was below its
benchmark for the 1-, 3-, and 5-year periods.

• The Board
noted that the Fund's contractual management fee, actual management fee, and total expenses were in the 3rd quintile of its expense group.

Hartford Disciplined Equity HLS Fund

• The Board noted that the
Fund's performance was in the 5th quintile versus its peer universe for the 1-year period, the 3rd quintile for the 3-year period, and the 1st quintile for the 5-year period. The Board also noted that the Fund's performance was below its
benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period.

• The Board
noted that the Fund's contractual management fee and its total expenses were in the 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile.

Hartford Dividend and Growth HLS Fund

• The Board noted that the
Fund's performance was in the 1st quintile versus its peer universe for the 1-, 3-, and 5-year periods. The Board also noted that the Fund's performance was above its benchmark for the 1-year period and below its benchmark for the 3- and
5-year periods.

• The Board
noted that the Fund's contractual management fee and its total expenses were in the 2nd quintile, while its actual management fee was in the 3rd quintile.

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Hartford HLS Funds

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Hartford Healthcare HLS Fund

• The Board noted that the
Fund's performance was in the 4th quintile versus its peer universe for the 1- and 5-year periods, and the 2nd quintile for the 3-year period. The Board also noted that the Fund's performance was below its benchmark for the 1-, 3-, and
5-year periods. The Board noted recent changes to the Fund's portfolio management team.

• The Board
noted that the Fund's contractual management fee and its total expenses were in the 2nd quintile, while its actual management fee was in the 3rd quintile.

Hartford International Opportunities HLS Fund

• The Board noted that the
Fund's performance was in the 2nd quintile versus its peer universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund's performance was in line with its benchmark for the 1-year
period and above its benchmark for the 3- and 5-year periods.

• The Board
noted that the Fund's contractual management fee, actual management fee and total expenses were in the 1st quintile of its expense group.

Hartford MidCap HLS Fund

• The Board noted that the
Fund's performance was in the 2nd quintile versus its peer universe for the 1-year period, the 5th quintile for the 3-year period, and the 3rd quintile for the 5-year period. The Board also noted that the Fund's performance was below its
benchmark for the 1- and 3-year periods and above its benchmark for the 5-year period.

• The Board
noted that the Fund's contractual management fee and actual management fee were in the 2nd quintile of its expense group, while its total expenses were in the 1st quintile.

Hartford Small Cap Growth HLS Fund

• The Board noted that the
Fund's performance was in the 4th quintile versus its peer universe for the 1-year period and the 5th quintile for the 3- and 5-year periods. The Board also noted that the Fund's performance was above its benchmark for the 1-year period
and in line with its benchmark for the 3- and 5-year periods.

• The Board
noted that the Fund's contractual management fee, actual management fee, and total expenses were in the 1st quintile of its expense group.

Hartford Small Company HLS Fund

• The Board noted that the
Fund's performance was in the 4th quintile versus its peer universe for the 1-year period and the 1st quintile for the 3- and 5-year periods. The Board also noted that the Fund's performance was above its benchmark for the 1-, 3- and
5-year periods. The Board noted upcoming changes to the Fund's portfolio management team.

• The Board
noted that the Fund's contractual management fee, actual management fee and total expenses were in the 1st quintile of its expense group.

Hartford Stock HLS Fund

• The Board noted that the
Fund's performance was in the 1st quintile versus its peer universe for the 1-year period, the 4th quintile for the 3-year period, and the 2nd quintile for the 5-year period. The Board also noted that the Fund's performance was above its
benchmark for the 1-year period, below its benchmark for the 3-year period, and in line with its benchmark for the 5-year period.

• The Board
noted that the Fund's contractual management fee, actual management fee and total expenses were in the 1st quintile of its expense group.

Hartford Total Return Bond HLS Fund

• The Board noted that the
Fund's performance was in the 4th quintile versus its peer universe for the 1-year period and the 1st quintile for the 3- and 5-year periods. The Board also noted that the Fund's performance was in line with its benchmark for the 1-year
period and above its benchmark for the 3- and 5-year periods.

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Hartford HLS Funds

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• The Board noted that the
Fund's contractual management fee and total expenses were in the 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile.

Hartford Ultrashort Bond HLS Fund

• The Board noted that the
Fund's performance was in the 2nd quintile versus its peer universe for the 1-year period and the 1st quintile for the 3- and 5-year periods. The Board also noted that the Fund's performance was in line with its benchmark for the 1-, 3-
and 5-year periods. The Board noted recent changes to the Fund's portfolio management team.

• The Board
noted that the Fund's contractual management fee, actual management fee and total expenses were in the 2nd quintile of its expense group.

*Reapproval of the Agreements*

In connection with planned changes to the Board's meeting calendar, at its meeting held on November 8-10, 2022, the Board of HLS and HLS II, including the Independent Directors, unanimously voted to approve the continuation of the Agreements, for the period from November 10, 2022 through September 30, 2023.

In determining whether to approve the continuation of the Agreements, the Board considered the comprehensive information and materials that were provided to the Board by the Advisers, Broadridge and the Consultant in connection with the Board's annual review of the Agreements at its June 15-16, 2022 and August 9-10, 2022 meetings, as described above. In addition, since the Board's annual approval of the Agreements at its August 9-10, 2022 meeting, the Board requested, and HFMC provided, additional information and updates relating to the Funds in support of the continuation of the Agreements for the additional period.

The Board considered that the approval of the Agreements will not result in any changes in (i) the investment process or strategies employed in the management of the Funds' assets; (ii) the fees and expenses paid by the Funds' shareholders; (iii) the nature, extent and quality of services provided to the Funds under the Agreements; or (iv) the day-to-day management of each Fund or the persons primarily responsible for such management. The Board noted that there were no material changes in the net expense ratios of the Funds between the net expense ratios presented at the Board's meeting on June 15-16, 2022 and the net expense ratios as of September 30, 2022.

The Board also considered information provided by HFMC regarding its in-depth reviews of Fund performance for the third quarter of 2022. The Board reviewed each Fund's performance relative to its benchmark since June 30, 2022 and noted that none of the Funds experienced a material adverse change in performance relative to the Funds' peer universe.

The Board considered that there had been no material adverse change in the financial condition of HFMC or the Sub-adviser since the August 9-10, 2022 Board meeting. The Board also noted that HFMC's profitability with respect to each Fund, and the Funds as a whole, for the nine months ended September 30, 2022, did not reflect any material increases in profitability levels as compared to those provided in connection with the Board's annual review of the Agreements. The Board further considered that there were no material updates to the economies of scale analysis performed by the Advisers in connection with the Board's annual review of the Agreements and that there were no material updates for the same period to the Advisers' analysis of the benefits to the Advisers and their affiliates from their relationships with the Funds.

\* \* \* \*

Based upon the review of the factors summarized above, among others, the Board concluded at its meeting on August 9-10, 2022 that it is in the best interests of each Fund and its shareholders for the Board to approve the continuation of the Agreements for an additional year. Furthermore, the Board concluded at its meeting on November 8-10, 2022 that it is in the best interests of each Fund and its shareholders for the Board to approve the continuation of the Agreements through September 30, 2023. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves.

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#### THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

#### Customer Privacy Notice

#### The Hartford Financial Services Group, Inc. and Affiliates\*
(herein called "we, our, and us")

*This Privacy Policy applies to our United States Operations*

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of **Personal Information**.

This notice describes how we collect, disclose, and protect **Personal Information.**

We collect **Personal Information** to:

a) service your **Transactions** with us; and

b) support our business
functions.

We may obtain **Personal Information** from:

a) **You ;** 

b) your **Transactions** with us; and

c) third parties such as a
consumer-reporting agency.

Based on the type of product or service **You** apply for or get from us, **Personal Information** such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, **Transactions**, and consumer reports.

To serve **You** and service our business, we may share certain **Personal Information**. We will share **Personal Information**, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share **Personal Financial Information** with our affiliates to:

a) market our products; or

b) market our services;

to **You** without providing **You** with an option to prevent these disclosures.

We may also share **Personal Information**, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve **You** and service our business.

When allowed by law, we may share certain **Personal Financial Information** with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or
services; or

c) offering financial products
or services under a joint agreement

between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages **You** visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser's "do not track" signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your **Personal Financial Information** with anyone for purposes unrelated to our business functions without offering **You** the opportunity to:

a) "opt-out;" or

b) "opt-in;"

as required by law.

We only disclose **Personal Health Information** with:

a) your authorization; or

b) as otherwise allowed or
required by law.

Our employees have access to **Personal Information** in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our
products and services.

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We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

#### Personal Information that we have. We use these procedures to guard against unauthorized access.
Some techniques we use to protect **Personal Information** include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection
software.

We are responsible for and must:

a) identify information to be
protected;

b) provide an adequate level of
protection for that data; and

c) grant access to protected
data only to those people who must use

it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding **Personal Information** even when a business relationship no longer exists between us.

As used in this Privacy Notice:

#### Application means your request for our product or service.

#### Personal Financial Information means financial information such as:
a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

#### Personal Financial Information may include Social Security Numbers, Driver's license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

#### Personal Health Information means health information such as:
a) your medical records; or

b) information about your
illness, disability or injury.

#### Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:
a) **Personal Financial Information ; and** 

b) **Personal Health Information .** 

#### Transaction means your business dealings with us, such as:
a) your **Application**;

b) your request for us to pay a
claim; and

c) your request for us to take
an action on your account.

#### You means an individual who has given us Personal Information in conjunction with:
a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Mail Drop: HO1-09, Hartford, CT 06155, or at ConsumerPrivacyInquiriesMailbox@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of February 2023), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd's Corporation; Hartford Lloyd's Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of the Southeast General Agency, Inc.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.

Revised February 2023

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Series of Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each a "Fund" and collectively, the "Funds") are not subsidiaries of The Hartford Financial Services Group, Inc. ("The Hartford") but are underwritten, distributed by and advised by subsidiaries of The Hartford. Investments in the Funds are not guaranteed by The Hartford or any other entity.

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

**Investors should carefully consider a Fund's investment objectives, risks, charges and expenses. This and other important information is contained in the Fund's prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.**

The Funds are distributed by Hartford Funds Distributors, LLC.

HLSAR22 02/23 Printed in the U.S.A.

![](g420549img6dc9e18317.jpg)

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Not applicable

**Item 2. Code of Ethics.** 

The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant's principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the registrant's principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, and that relates to any element of the code of ethics description. The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant's principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item's instructions. A copy of the code of ethics is filed herewith.

**Item 3. Audit Committee Financial Expert.** 

The Board of Directors of the registrant (the "Board") has designated David Sung as an Audit Committee Financial Expert. Mr. Sung is considered by the Board to be an independent director.

**Item 4. Principal Accountant Fees and Services.** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) <u>Audit Fees</u>: The aggregate fees billed for each of the last two fiscal years for professional services
rendered by the principal accountant for the audit of the registrant's annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal
years were:

$274,352 for the fiscal year ended December 31, 2021; $274,352 for the fiscal year ended December 31, 2022.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) <u>Audit Related Fees</u>: The aggregate fees billed in each of the last two fiscal years for assurance and
related services by the principal accountant that are reasonably related to the performance of the audit of the registrant's financial statements and are not reported under paragraph (a) of this Item were:

$14,000 for the fiscal year ended December 31, 2021; $0 for the fiscal year ended December 31, 2022. Audit-related services were principally in connection with consents for the registration statements relating to Fund mergers.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) <u>Tax Fees</u>: The aggregate fees billed in each of the last two fiscal years for professional services
rendered by the principal accountant for tax compliance, tax advice, and tax planning were:

$69,105 for the fiscal year ended December 31, 2021; $50,677 for the fiscal year ended December 31, 2022. Tax-related services were principally in connection with, but not limited to, general tax services and excise tax services.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) <u>All Other Fees</u>: The aggregate fees billed in each of the last two fiscal years for products and
services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item were:

$13,223 for the fiscal year ended December 31, 2021; $946 for the fiscal year ended December 31, 2022. These fees were principally in connection with, but not limited to, general audit related products and services and an accounting research tool subscription.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(e) (1) The Pre-Approval Policies and Procedures (the
"Policy") adopted by the Audit Committee of the registrant (also, the "Fund") sets forth the procedures pursuant to which services performed by the independent registered public accounting firm for the registrant may be pre-approved. The following summarizes the pre-approval requirements under the Policy.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) The Audit Committee must pre-approve all audit services and non-audit services that the independent registered public accounting firm provides to the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) The Audit Committee must pre-approve any engagement of the
independent registered public accounting firm to provide non-audit services to any Service Affiliate (which is defined to include any entity controlling, controlled by, or under common control with the
investment adviser that provides ongoing services to the Fund) during the period of the independent registered public accounting firm's engagement to provide audit services to the Fund, if the non-audit services to the Service Affiliate directly impact the Fund's operations and financial reporting.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) The Audit Committee, from time to time, may designate one or more of its members who are Independent
Directors (each a "Designated Member") to consider, on the Audit Committee's behalf, any non-audit services, whether to the Fund or to any Service Affiliate, that have not been pre-approved by the Audit Committee. The Designated Member also shall review, on the Audit Committee's behalf, any proposed material change in the nature or extent of any non-audit services previously approved. In considering any requested non-audit services or proposed material change in such services, the Designated Member shall not
authorize services which would exceed $50,000 in fees for such services.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) The independent registered public accounting firm may not provide specified prohibited non-audit services set forth in the Policy to the Fund, the Fund's investment adviser, the Service Affiliates or any other member of the investment company complex.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(e) (2) One hundred percent of the services described in items 4(b) through 4(d) were approved in accordance
with the Audit Committee's Pre-Approval Policy. As a result, none of such services was approved pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) None of the hours expended on the principal accountant's engagement to audit the registrant's
financial statements for the year ended December 31, 2022, were attributed to work performed by persons other than the principal accountant's full-time, permanent employees.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(g) The aggregate non-audit fees billed by the registrant's
accountant for services rendered to the registrant, and rendered to the registrant's investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted
with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant were:

The aggregate non-audit fees billed by the registrant's accountant for services rendered to the registrant: $96,328 for the fiscal year ended December 31, 2021; $51,623 for the fiscal year ended December 31, 2022.

The aggregate non-audit fees billed by the registrant's accountant for services rendered to the registrant's investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser was $325,000 for the fiscal year ended December 31, 2021 and $120,925 for the fiscal year ended December 31, 2022.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) The registrant's audit committee of the board of directors has considered whether the provision of non-audit services that were rendered to the registrant's investment adviser (not including any sub-adviser whose role is primarily portfolio management and is
subcontracted with or overseen by another investment adviser),

------

and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with maintaining the principal accountant's independence.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Not applicable.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(j) Not applicable.

**Item 5. Audit Committee of Listed Registrants.** 

Not applicable.

**Item 6. Investments.** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is
included as part of the annual report filed under Item 1 of this form.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Not applicable.

**Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.** 

Not applicable.

**Item 8. Portfolio Managers of Closed-End Management Investment Companies.** 

Not applicable.

**Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.** 

Not applicable.

**Item 10. Submission of Matters to a Vote of Security Holders.** 

There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant's board of directors, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.

**Item 11. Controls and Procedures.** 

(a) The registrant's principal executive and principal financial officers, or persons performing similar
functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation
of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or are reasonably likely to
materially affect, the registrant's internal control over financial reporting.

------

**Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.** 

Not applicable.

**Item 13. Exhibits.** 

[(a)(1) Code of Ethics is filed herewith.](d420549dex99codeeth.htm)

[(a)(2) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.](d420549dex99cert.htm)

(a)(3) Not applicable

(a)(4) Not applicable

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[(b) Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.](d420549dex99906cert.htm)

------

**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 SERIES FUND, INC.** | **HARTFORD SERIES FUND, INC.** |
|  Date: February 27, 2023 | By: | <u>/s/ James E. Davey</u> |
|  |  | 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: February 27, 2023 | By: | <u>/s/ James E. Davey</u> |
|  |  | James E. Davey |
|  |  | President and Chief Executive Officer |
| Date: February 27, 2023 | By: | <u>/s/ Amy N. Furlong</u> |
|  |  | Amy N. Furlong |
|  |  | Treasurer |
|  |  | (Principal Financial Officer and Principal Accounting Officer) |

---

## Ex-99.Code

**THE HARTFORD MUTUAL FUNDS, INC.** 

**THE HARTFORD MUTUAL FUNDS II, INC.** 

**HARTFORD SERIES FUND, INC.** 

**HARTFORD HLS SERIES FUND II, INC.** 

**HARTFORD FUNDS EXCHANGE-TRADED TRUST** 

**LATTICE STRATEGIES TRUST** 

**HARTFORD SCHRODERS OPPORTUNISTIC INCOME FUND** 

**<u>SARBANES-OXLEY CODE OF ETHICS FOR SENIOR OFFICERS</u>**

**I.**  **<u>Introduction</u>** 

The Boards of Directors/Trustees of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Hartford Funds Exchange-Traded Trust, Hartford Schroders Opportunistic Income Fund and Lattice Strategies Trust (each, a "Fund") have established this Code of Ethics ("Code") in accordance with Section 406 of the Sarbanes-Oxley Act of 2002. This Code does not supersede or otherwise affect the separate code of ethics that the Fund has adopted pursuant to Rule 17j-1 under the Investment Company Act of 1940, as amended (the "Investment Company Act").

**II.**  **<u>Covered Officers/Purpose of Code</u>** 

This Code applies to each Fund's Chief Executive Officer and Treasurer (collectively, the "Covered Officers") for the purpose of promoting:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between
personal and professional relationships;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● full, fair, accurate, timely and understandable disclosure in reports and documents that the Fund files with,
or submits to, the Securities and Exchange Commission ("SEC") and in other public communications made by the Fund;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● compliance with applicable laws and governmental rules and regulations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● the prompt internal reporting of violations of this Code to an appropriate person or persons identified
herein; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● accountability for adherence to this Code.

Each Covered Officer owes a duty to the Funds to adhere to a high standard of business ethics, and should be sensitive to situations that may give rise to actual as well as apparent conflicts of interest. Each Covered Officer should encourage his or her colleagues who provide services to the Funds, whether directly or indirectly, to do the same.

For purposes of this Code, the Compliance Officer is the Fund's Chief Compliance Officer or his or her delegate.

**III.**  **<u>Covered Officers Should Handle Ethically Actual and Apparent Conflicts of Interest</u>** 

A "conflict of interest" occurs when a Covered Officer's private interest interferes with the interests of, or his or her service to, a Fund. For example, a conflict of interest would arise if a Covered Officer, or a

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member of his or her family, receives improper personal benefits as a result of his or her position with the Fund.

Certain conflicts of interest covered by this Code arise out of the relationships between Covered Officers and a Fund and already are subject to conflict of interest provisions in the Investment Company Act and the Investment Advisers Act of 1940, as amended (the "Investment Advisers Act"). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with the Fund. The compliance programs and procedures of the Funds and their investment adviser and distributor are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace these programs and procedures.

Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual relationship between the Funds and their investment adviser and distributor, or affiliates of the investment adviser and distributor (together, the "Service Providers"), of which the Covered Officers are also officers or employees. As a result, this Code recognizes that the Covered Officers will, in the normal course of their duties, be involved in establishing policies and implementing decisions which will have different effects on the investment adviser, the distributor, Service Providers and the Funds. The participation of the Covered Officers in such activities is inherent in these contractual relationships and is consistent with the performance by the Covered Officers of their duties as officers of the Funds and, if addressed in conformity with the provisions of the Investment Company Act and the Investment Advisers Act, will be deemed to have been handled ethically.

Other conflicts of interest are covered by this Code, even if such conflicts of interest are not subject to provisions in the Investment Company Act and the Investment Advisers Act. Covered Officers should keep in mind that the following list of prohibitions does not cover every possible situation. The overarching principle – that the personal interest of a Covered Officer should not be placed improperly before the interest of the Funds– should be the guiding principle in all circumstances.

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● not use his or her personal influence or personal relationships improperly to influence investment decisions
or financial reporting by the Funds whereby the Covered Officer would benefit personally to the detriment of the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● not cause the Funds to take action, or fail to take action, for the individual personal benefit of the Covered
Officer rather than the benefit of the Funds; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● not use material non-public knowledge of portfolio transactions made
or contemplated for the Funds to profit personally or cause others to profit, by the market effect of such transactions.

There are some conflict of interest situations that should be discussed with the Compliance Officer of a Fund if material. Examples of these include:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● any outside business activity that detracts from the ability of a Covered Officer to devote appropriate time
and attention to his or her responsibilities as a Covered Officer of the Fund;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● the receipt of any non-nominal gifts related to the business of the
Fund that may be inconsistent with any policy on gifts established by the Fund's investment adviser and distributor from time to time; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● a direct or indirect personal financial interest in commissions, transaction charges or spreads paid by the
Fund for effecting portfolio transactions or for selling or redeeming shares other than an interest arising from the Covered Officer's employment, such as compensation or equity ownership.

------

**IV.**  **<u>Disclosure and Compliance</u>** 

Each Covered Officer:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● must familiarize himself or herself with the disclosure requirements applicable to a Fund and its disclosure
controls and procedures;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● must not knowingly misrepresent, or cause others to misrepresent, facts about the Fund to others, whether
within or outside the Fund, including to the Fund's directors and independent accountants, and to governmental regulators and self-regulatory organizations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● should, to the extent appropriate within his or her area of responsibility, consult with other officers and
employees of the Fund and its investment adviser and distributor and take other appropriate steps with the goal of promoting full, fair, accurate and timely disclosure in the reports and documents the Fund files with, or submits to, the SEC and that
are signed or certified by him or her;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● must cooperate with the Fund's independent accountants, regulatory agencies and internal auditors in
their review or inspection of the Fund and its operations; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● comply with all laws, rules, and regulations applicable to the Fund's operations and business.

**V.**  **<u>Confidentiality</u>** 

Covered Officers must maintain the confidentiality of information entrusted to them by the Fund, except when disclosure is authorized by Fund counsel or required by laws or regulations. Whenever possible, Covered Officers should consult with Fund counsel if they believe they have a legal obligation to disclose confidential information. Confidential information includes all non-public information that might be of use to competitors, or harmful to the Fund or its shareholders, if disclosed. The obligation to preserve confidential information continues even after employment as a Covered Officer ends.

**VI.**  **<u>Reporting and Accountability</u>** 

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● upon adoption of this Code (or upon becoming a Covered Officer), affirm in writing that he or she has received
and read this Code, and understands it (Appendix A);

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● annually thereafter affirm that he or she has complied with the requirements of this Code (Appendix A);

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● not retaliate against any person for reports of potential violations that are made in good faith; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● notify the Compliance Officer promptly if he or she knows of any violation of this Code. Failure to do so is
itself a violation of this Code.

The Compliance Officer is responsible for applying this Code to specific situations in which questions are presented under it and has the authority to interpret this Code in any particular situation.

**VII.**  **<u>Investigations, Enforcements and Waivers</u>** 

The Funds will follow these procedures in investigating and enforcing this Code:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● the Compliance Officer will take all appropriate action to investigate any violations and potential violations
reported to him or her;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● if, after such investigation, the Compliance Officer believes that no violation has occurred, the Compliance
Officer is not required to take any further action;

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● any matter that the Compliance Officer believes is a violation will be reported to the Board of Directors of
the Fund, or, if applicable Compliance Committee after such investigation;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● if the Board determines that a violation has occurred, it will consider appropriate action, which may, without
limitation, include review of, and appropriate modifications to, applicable policies and procedures; or notification to appropriate personnel of the investment adviser, distributor or their respective boards;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● the Board will be responsible for granting waivers, as appropriate; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● any changes to or waivers of this Code will, to the extent required, be disclosed as provided by SEC rules.

**VIII.**  **<u>Recordkeeping</u>** 

*General*. The Fund requires accurate recording and reporting of information in order to make responsible business decisions. All of the Fund's books, records, accounts and financial statements must be maintained in reasonable detail, must appropriately reflect the Fund's transactions and must conform both to applicable legal requirements and to the Fund's system of internal controls.

*Code Records*. A copy of this Code, any amendments hereto, and any reports or other records created in relation to waivers of or amendments to provisions of this Code shall be kept as records of the Fund for six years from the end of the fiscal year in which such document was created. Such records shall be furnished to the SEC or its staff upon request.

**IX.**  **<u>Amendments to the Code</u>** 

The Covered Officers and the Compliance Officer are encouraged to recommend improvements to this Code to the Board, and the Board may amend the Code in its discretion. In connection with any amendment to the Code, the Compliance Officer shall prepare a brief description of the amendment to the Board.

**X.**  **<u>Confidentiality</u>** 

All reports and records prepared or maintained pursuant to this Code will be considered confidential and will be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters will not be disclosed to anyone other than the Board, the Funds' investment adviser and distributor, and their respective counsel.

**XI.**  **<u>Internal Use</u>** 

This Code is intended solely for the internal use by the Funds. This Code is a statement of certain fundamental principles, policies and procedures that govern the Covered Officers in the conduct of the Funds' business. It is not intended to and does not create any rights in any employee, investor, supplier, competitor, shareholder or any other person.

**Adopted: May 13, 2003** 

*Revision History* 

May 3, 2016

November 7, 2017

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**Appendix A** 

**Sarbanes-Oxley Code of Ethics for Senior Officers** 

**Initial and Annual Certification of Compliance** 

------

**Name (please print)** 

**This is to certify that I have received a copy the Sarbanes-Oxley Code of Ethics for Senior Officers for The Hartford Mutual Funds, Inc., Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Hartford Funds Exchange-Traded Trust, Hartford Schroders Opportunistic Income Fund and Lattice Strategies Trust.** 

**I have read and understand the Code. Moreover, I agree to promptly report to the Chief Compliance Officer any violation or possible violation of this Code of which I become aware.** 

**Check one:** 

**Initial** 

**[ ] I further certify that I am subject to the Code and will comply with each of the Code's provisions to which I am subject.** 

**Annual** 

**[ ] I further certify that I have complied with and will continue to comply with each of the provisions of the Code to which I am subject.** 

------

**Signature** 

------

**Date**

## Ex-99.Cert

**<u>CERTIFICATION</u>**

I, James E. Davey, certify that:

1. I have reviewed this report on Form N-CSR of Hartford Series Fund, Inc. (File Number 811-08629, CIK Number 0001053425);

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: February 27, 2023

---

| |
|:---|
|  <u>/s/ James E. Davey</u> |
|  James E. Davey |
| President and Chief Executive Officer |

---

------

**<u>CERTIFICATION</u>**

I, Amy N. Furlong, certify that:

1. I have reviewed this report on Form N-CSR of Hartford Series Fund, Inc. (File Number 811-08629, CIK Number 0001053425);

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: February 27, 2023

---

| |
|:---|
|  <u>/s/ Amy N. Furlong</u> |
|  Amy N. Furlong |
|  Treasurer |
|  (Principal Financial Officer and Principal Accounting Officer) |

---

## Exhibit 99.906

**CERTIFICATION** 

Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002

Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (subsections (a) and (b) of section 1350, chapter 63 of title 18, United States Code), each of the undersigned officers of Hartford Series Fund, Inc. (the "Registrant") does hereby certify, to such officer's knowledge, that:

The annual report on Form N-CSR of the Registrant for the period ended December 31, 2022 (the "Form N-CSR") fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934 and information contained in the Form N-CSR fairly presents, in all material respects, the financial condition and results of operations of the Registrant.

---

| | | |
|:---|:---|:---|
|  Date: February 27, 2023 | By: | <u>/s/ James E. Davey</u> |
|  |  | James E. Davey |
|  |  | President and Chief Executive Officer |
|  Date: February 27, 2023 | By: | <u>/s/ Amy N. Furlong</u> |
|  |  | Amy N. Furlong |
|  |  | Treasurer |
|  |  | (Principal Financial Officer and Principal Accounting Officer) |

---

This certification is being furnished to the Securities and Exchange Commission pursuant to Rule 30a-2(b) under the Investment Company Act of 1940, as amended, and 18 U.S.C. Section 1350 and is not being filed as part of the Report with the Securities and Exchange Commission.