Hartford Balanced HLS Fund

 

 

  Schedule of Investments

  March 31, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 66.5%

  
  

Automobiles & Components - 0.7%

 

505,451   

Gentex Corp.

   $ 11,200,794  
     

 

 

 
  

Banks - 5.5%

 

1,065,668   

Bank of America Corp.

     22,624,132  
361,386   

Citigroup, Inc.

     15,221,578  
329,350   

JP Morgan Chase & Co.

     29,651,381  
130,163   

PNC Financial Services Group, Inc.

     12,459,202  
434,422   

Truist Financial Corp.

     13,397,574  
     

 

 

 
     93,353,867  
     

 

 

 
  

Capital Goods - 6.6%

 

108,192   

Deere & Co.

     14,947,807  
216,252   

Fortune Brands Home & Security, Inc.

     9,352,899  
98,307   

General Dynamics Corp.

     13,006,999  
97,149   

L3Harris Technologies, Inc.

     17,498,478  
59,815   

Lockheed Martin Corp.

     20,274,294  
767,498   

nVent Electric plc

     12,947,691  
156,379   

Raytheon Technologies Corp.

     14,751,231  
130,896   

Trane Technologies plc

     10,810,701  
     

 

 

 
         113,590,100  
     

 

 

 
  

Consumer Durables & Apparel - 1.4%

 

404,134   

Lennar Corp. Class A

     15,437,919  
156,646   

VF Corp.

     8,471,415  
     

 

 

 
     23,909,334  
     

 

 

 
  

Consumer Services - 1.7%

 

153,192   

Hilton Worldwide Holdings, Inc.

     10,453,822  
113,500   

McDonald’s Corp.

     18,767,225  
     

 

 

 
     29,221,047  
     

 

 

 
  

Diversified Financials - 0.8%

 

305,721   

Blackstone Group, Inc. Class A

     13,931,706  
     

 

 

 
  

Energy - 0.8%

 

135,069   

Concho Resources, Inc.

     5,787,706  
104,446   

Pioneer Natural Resources Co.

     7,326,887  
     

 

 

 
     13,114,593  
     

 

 

 
  

Food & Staples Retailing - 0.8%

 

318,339   

Sysco Corp.

     14,525,809  
     

 

 

 
  

Food, Beverage & Tobacco - 1.0%

 

325,634   

Mondelez International, Inc. Class A

     16,307,751  
     

 

 

 
  

Health Care Equipment & Services - 6.3%

 

90,844   

Anthem, Inc.

     20,625,222  
66,363   

Becton Dickinson and Co.

     15,248,226  
248,669   

Centene Corp.*

     14,773,425  
243,303   

Medtronic plc

     21,941,065  
134,760   

UnitedHealth Group, Inc.

     33,606,449  
14,600   

Zimmer Biomet Holdings, Inc.

     1,475,768  
     

 

 

 
     107,670,155  
     

 

 

 
  

Household & Personal Products - 0.6%

 

221,741   

Unilever N.V.

     10,818,743  
     

 

 

 
  

Insurance - 3.2%

 

375,539   

American International Group, Inc.

     9,106,821  
116,489   

Assurant, Inc.

     12,125,340  
152,367   

Intact Financial Corp.

     13,168,761  
277,756   

Progressive Corp.

     20,509,503  
     

 

 

 
     54,910,425  
     

 

 

 
  

Materials - 2.5%

 

210,228   

Celanese Corp.

     15,428,633  
204,863   

FMC Corp.

     16,735,258  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

454,331   

Sealed Air Corp.

   $ 11,226,519  
     

 

 

 
        43,390,410  
     

 

 

 
  

Media & Entertainment - 6.7%

 

46,008   

Alphabet, Inc. Class C*

     53,498,563  
746,176   

Comcast Corp. Class A

     25,653,531  
210,464   

Facebook, Inc. Class A*

     35,105,395  
     

 

 

 
            114,257,489  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 7.5%

 

454,544   

AstraZeneca plc ADR

     20,299,935  
32,910   

Biogen, Inc.*

     10,412,066  
139,290   

Eli Lilly & Co.

     19,322,309  
183,597   

Novartis AG

     15,146,528  
918,409   

Pfizer, Inc.

     29,976,870  
58,161   

Roche Holding AG

     18,712,828  
62,639   

Vertex Pharmaceuticals, Inc.*

     14,904,950  
     

 

 

 
        128,775,486  
     

 

 

 
  

Real Estate - 0.9%

 

100,869   

Crown Castle International Corp. REIT

     14,565,484  
     

 

 

 
  

Retailing - 2.6%

 

11,702,200   

Allstar Co.*(1)(2)(3)

      
131,693   

Home Depot, Inc.

     24,588,400  
358,532   

TJX Cos., Inc.

     17,141,415  
67,006   

Tory Burch LLC*(1)(2)(3)

     2,573,018  
     

 

 

 
        44,302,833  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 4.3%

 

181,421   

Analog Devices, Inc.

     16,264,393  
531,646   

Intel Corp.

     28,772,681  
98,882   

KLA Corp.

     14,213,299  
322,564   

Micron Technology, Inc.*

     13,567,042  
     

 

 

 
        72,817,415  
     

 

 

 
  

Software & Services - 7.2%

 

62,248   

Adobe, Inc.*

     19,809,803  
214,243   

Amdocs Ltd.

     11,776,938  
137,650   

Fidelity National Information Services, Inc.

     16,743,746  
476,605   

Microsoft Corp.

     75,165,375  
     

 

 

 
        123,495,862  
     

 

 

 
  

Technology Hardware & Equipment - 2.6%

 

735,494   

Cisco Systems, Inc.

     28,912,269  
755,371   

Corning, Inc.

     15,515,320  
     

 

 

 
        44,427,589  
     

 

 

 
  

Transportation - 1.9%

 

332,988   

Knight-Swift Transportation Holdings, Inc.

     10,922,006  
147,040   

Union Pacific Corp.

     20,738,522  
     

 

 

 
        31,660,528  
     

 

 

 
  

Utilities - 0.9%

 

434,954   

Exelon Corp.

     16,010,657  
     

 

 

 
  

Total Common Stocks
(cost $988,093,345)

   $     1,136,258,077  
     

 

 

 

Asset & Commercial Mortgage-Backed Securities - 3.0%

  
  

Asset-Backed - Automobile - 0.1%

 

$        28,883   

ARI Fleet Lease Trust
1.91%, 04/15/2026(4)

     28,826  
52,765   

Canadian Pacer Auto Receivables Trust
2.05%, 03/19/2021(4)

     52,654  
  

Chesapeake Funding LLC

 


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$        259,449   

1.16%, 05/15/2029, 1 mo. USD LIBOR + 0.450%(4)(5)

   $ 257,104  
392,872   

1.91%, 08/15/2029(4)

     390,546  
  

Enterprise Fleet Financing LLC

 

78,079   

1.97%, 01/20/2023(4)

     78,003  
244,112   

2.13%, 05/22/2023(4)

     242,986  
7,320   

Enterprise Fleet Financing LLC
2.13%, 07/20/2022(4)

     7,315  
125,786   

First Investors Auto Owner Trust
3.41%, 04/18/2022(4)

     125,620  
84,126   

Securitized Term Auto Receivables Trust
2.04%, 04/26/2021(4)

     83,971  
4,176   

Wheels SPV LLC
1.88%, 04/20/2026(4)

     4,172  
     

 

 

 
         1,271,197  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 1.6%

 

277,337   

AASET Trust
3.84%, 05/15/2039(4)

     208,947  
1,910,246   

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(4)(6)

     1,936,878  
3,480,000   

Atlas Senior Loan Fund Ltd.
3.14%, 01/16/2030, 3 mo. USD LIBOR + 1.300%(4)(5)

         3,323,003  
846,978   

Bayview Koitere Fund Trust 3.50%, 07/28/2057(4)(6)

     843,669  
  

Bayview Opportunity Master Fund Trust

 

446,537   

3.50%, 01/28/2055(4)(6)

     442,861  
471,991   

3.50%, 06/28/2057(4)(6)

     461,512  
449,788   

4.00%, 11/28/2053(4)(6)

     448,988  
628,530   

4.00%, 10/28/2064(4)(6)

     628,002  
1,705,000   

CIFC Funding Ltd.
2.85%, 04/24/2030, 3 mo. USD LIBOR + 1.050%(4)(5)

     1,619,915  
  

DB Master Finance LLC

 

312,638   

3.79%, 05/20/2049(4)

     302,161  
277,900   

4.02%, 05/20/2049(4)

     266,164  
505,000   

Ford Credit Floorplan Master Owner Trust
2.44%, 09/15/2026

     504,982  
  

GreatAmerica Leasing Receivables Funding LLC

 

757,413   

2.36%, 01/20/2023(4)

     754,559  
283,029   

2.60%, 06/15/2021(4)

     283,266  
332,000   

2.83%, 06/17/2024(4)

     331,887  
  

Horizon Aircraft Finance Ltd.

 

297,738   

3.43%, 11/15/2039(4)

     208,312  
237,179   

3.72%, 07/15/2039(4)

     165,915  
1,465,000   

KKR CLO Ltd.
3.17%, 04/15/2029, 3 mo. USD LIBOR + 1.340%(4)(5)

     1,406,192  
2,635,000   

Madison Park Funding Ltd.
2.58%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(4)(5)

     2,514,855  
2,690,000   

Magnetite VII Ltd.
2.63%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(4)(5)

     2,593,830  
1,615,000   

Magnetite XVIII Ltd.
3.19%, 11/15/2028, 3 mo. USD LIBOR + 1.500%(4)(5)

     1,507,462  
  

MMAF Equipment Finance LLC

 

441,718   

2.21%, 10/17/2022(4)

     439,435  
1,000,000   

2.21%, 12/15/2032(4)

     985,918  
4,714   

OneMain Financial Issuance Trust
3.66%, 02/20/2029(4)

     4,698  
  

Springleaf Funding Trust

 

44,561   

2.90%, 11/15/2029(4)

     44,183  
755,000   

3.48%, 05/15/2028(4)

     731,451  
2,635,000   

Treman Park CLO Ltd.
2.89%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(4)(5)

     2,556,153  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

  

Vantage Data Centers Issuer LLC

 

$        338,017   

3.19%, 07/15/2044(4)

   $ 318,617  
798,021   

4.07%, 02/16/2043(4)

     780,179  
     

 

 

 
        26,613,994  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 0.4%

 

840,000   

BAMLL Commercial Mortgage Securities Trust
4.09%, 08/10/2038(4)(6)

     872,830  
2,220,000   

CSMC Trust
2.76%, 04/05/2033(4)

     2,182,597  
  

FREMF Mortgage Trust

 

42,456   

3.49%, 04/25/2046(4)(6)

     42,355  
160,000   

3.50%, 11/25/2045(4)(6)

     157,808  
790,000   

3.54%, 02/25/2052(4)(6)

     678,796  
285,000   

3.68%, 01/25/2048(4)(6)

     275,921  
160,000   

3.70%, 04/25/2048(4)(6)

     154,764  
810,000   

3.77%, 10/25/2052(4)(6)

     730,114  
200,000   

3.78%, 10/25/2048(4)(6)

     205,307  
160,000   

3.88%, 02/25/2050(4)(6)

     157,431  
1,015,000   

4.08%, 09/25/2025(4)(6)

     993,954  
260,000   

4.16%, 04/25/2049(4)(6)

     254,697  
106,895   

5.63%, 04/25/2020(4)(6)

     106,604  
1,000,000   

SFAVE Commercial Mortgage Securities Trust
4.14%, 01/05/2043(4)(6)

     875,606  
     

 

 

 
            7,688,784  
     

 

 

 
  

Other Asset-Backed Securities - 0.4%

 

1,082,969   

AASET U.S. Ltd.
4.45%, 11/18/2038(4)

     859,910  
1,225,000   

BlueMountain CLO Ltd.
3.15%, 11/20/2028, 3 mo. USD LIBOR + 1.450%(4)(5)

     1,022,980  
533,795   

Castlelake Aircraft Securitization Trust
3.97%, 04/15/2039(4)

     373,460  
1,585,740   

Hertz Fleet Lease Funding L.P.
2.70%, 01/10/2033(4)

     1,582,008  
241,862   

Mach I 3.47%, 10/15/2039(4)

     169,083  
228,004   

MAPS Ltd. 4.46%, 03/15/2044(4)

     166,397  
653,410   

SoFi Consumer Loan Program Trust
3.54%, 11/26/2027(4)

     646,841  
  

START Ireland

 

244,000   

3.54%, 11/15/2044(4)

     157,427  
283,214   

4.09%, 03/15/2044(4)

     198,098  
  

Towd Point Mortgage Trust

  
491,017   

2.25%, 04/25/2056(4)(6)

     485,783  
806,176   

2.75%, 10/25/2056(4)(6)

     806,538  
200,429   

2.75%, 04/25/2057(4)(6)

     196,346  
621,677   

2.75%, 06/25/2057(4)(6)

     602,039  
297,825   

3.00%, 01/25/2058(4)(6)

     299,191  
     

 

 

 
        7,566,101  
     

 

 

 
  

Whole Loan Collateral CMO - 0.5%

 

  

Angel Oak Mortgage Trust LLC

 

545,602   

2.62%, 11/25/2059(4)(6)

     540,398  
130,876   

2.71%, 11/25/2047(4)(6)

     128,126  
237,594   

3.63%, 03/25/2049(4)(6)

     239,268  
231,394   

COLT Mortgage Loan Trust
3.69%, 10/26/2048(4)(6)

     228,840  
  

Deephaven Residential Mortgage Trust

 

208,861   

2.45%, 06/25/2047(4)(6)

     202,792  
150,366   

2.58%, 10/25/2047(4)(6)

     150,395  
77,005   

2.73%, 12/26/2046(4)(6)

     75,205  
266,713   

2.98%, 12/25/2057(4)(6)

     263,603  
218,344   

3.56%, 04/25/2059(4)(6)

     212,419  
493,071   

Fannie Mae Connecticut Avenue Securities
6.85%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(5)

     480,744  
603,755   

MetLife Securitization Trust
3.00%, 04/25/2055(4)(6)

     597,440  
  

Mill City Mortgage Loan Trust

 

208,298   

2.50%, 04/25/2057(4)(6)

     206,539  
621,499   

2.75%, 01/25/2061(4)(6)

     620,567  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$        775,162   

New Residential Mortgage Loan Trust
4.00%, 04/25/2057(4)(6)

   $ 802,826  
  

Seasoned Credit Risk Transfer Trust

 

810,780   

3.50%, 03/25/2058

     856,834  
789,367   

3.50%, 07/25/2058

     835,072  
1,047,168   

3.50%, 10/25/2058

     1,109,331  
612,842   

Verus Securitization Trust
3.21%, 05/25/2059(4)(6)

     600,083  
     

 

 

 
     8,150,482  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $53,937,765)

   $ 51,290,558  
     

 

 

 

Corporate Bonds - 17.3%

  
  

Aerospace/Defense - 0.4%

 

850,000   

BAE Systems Holdings, Inc.
3.85%, 12/15/2025(4)

     864,304  
  

Boeing Co.

 

540,000   

2.70%, 02/01/2027

     495,160  
289,000   

2.95%, 02/01/2030(7)

     270,863  
911,000   

3.25%, 03/01/2028

     857,082  
375,000   

3.45%, 11/01/2028

     325,629  
  

Lockheed Martin Corp.

 

500,000   

4.07%, 12/15/2042

     577,455  
256,000   

4.50%, 05/15/2036

     270,565  
560,000   

4.85%, 09/15/2041

     682,443  
  

United Technologies Corp.

 

685,000   

3.95%, 08/16/2025

     747,741  
1,500,000   

4.13%, 11/16/2028

     1,646,629  
     

 

 

 
     6,737,871  
     

 

 

 
  

Agriculture - 0.6%

 

  

Altria Group, Inc.

 

560,000   

4.50%, 05/02/2043

     553,346  
1,995,000   

4.75%, 05/05/2021

     2,038,017  
280,000   

5.80%, 02/14/2039

     306,522  
3,160,000   

BAT Capital Corp.
3.56%, 08/15/2027

     2,976,195  
  

BAT International Finance plc

 

2,775,000   

3.25%, 06/07/2022(4)

     2,765,509  
290,000   

3.50%, 06/15/2022(4)

     289,141  
1,065,000   

Imperial Brands Finance plc
3.75%, 07/21/2022(4)

     1,064,821  
325,000   

Philip Morris International, Inc.
4.88%, 11/15/2043

     380,312  
     

 

 

 
         10,373,863  
     

 

 

 
  

Airlines - 0.2%

 

2,679,447   

Continental Airlines, Inc.
5.98%, 10/19/2023

     2,747,185  
1,201,444   

Southwest Airlines Co.
6.15%, 02/01/2024

     1,235,439  
148,096   

United Airlines Class B Pass -Through Trust
4.60%, 09/01/2027

     128,297  
     

 

 

 
     4,110,921  
     

 

 

 
  

Auto Manufacturers - 0.5%

 

1,440,000   

Daimler Finance North America LLC
2.30%, 02/12/2021(4)

     1,402,740  
  

Ford Motor Credit Co. LLC

 

1,030,000   

3.82%, 11/02/2027(7)

     854,900  
3,190,000   

4.27%, 01/09/2027

     2,719,475  
  

General Motors Financial Co., Inc.

 

3,185,000   

3.70%, 05/09/2023

     2,864,870  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$        1,245,000   

3.95%, 04/13/2024

   $ 1,128,213  
     

 

 

 
     8,970,198  
     

 

 

 
  

Beverages - 0.5%

 

  

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

 

1,750,000   

3.65%, 02/01/2026

     1,834,844  
310,000   

4.70%, 02/01/2036

     324,645  
280,000   

4.90%, 02/01/2046

     304,966  
  

Anheuser-Busch InBev Worldwide, Inc.

 

1,125,000   

3.50%, 01/12/2024

     1,175,830  
220,000   

4.38%, 04/15/2038

     221,465  
535,000   

4.60%, 04/15/2048

     566,005  
1,405,000   

4.75%, 01/23/2029

     1,550,909  
2,725,000   

Molson Coors Brewing Co.
3.00%, 07/15/2026

     2,574,450  
     

 

 

 
     8,553,114  
     

 

 

 
  

Biotechnology - 0.1%

 

1,340,000   

Biogen, Inc.
2.90%, 09/15/2020

     1,343,883  
335,000   

Gilead Sciences, Inc.
2.55%, 09/01/2020

     335,999  
     

 

 

 
     1,679,882  
     

 

 

 
  

Chemicals - 0.2%

 

2,740,000   

CNAC HK Synbridge Co., Ltd.
5.00%, 05/05/2020

     2,743,425  
925,000   

Syngenta Finance N.V.
5.18%, 04/24/2028(4)

     789,246  
     

 

 

 
         3,532,671  
     

 

 

 
  

Commercial Banks - 4.3%

 

  

Banco Santander S.A.

 

1,200,000   

3.13%, 02/23/2023

     1,143,873  
600,000   

3.85%, 04/12/2023

     603,063  
  

Bank of America Corp.

 

1,220,000   

2.63%, 10/19/2020

     1,221,899  
1,799,000   

3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(8)

     1,855,737  
1,610,000   

3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(8)

     1,646,352  
4,225,000   

4.20%, 08/26/2024

     4,493,772  
2,380,000   

Bank of Nova Scotia
2.70%, 08/03/2026

     2,399,720  
  

Barclays plc

 

2,740,000   

3.20%, 08/10/2021

     2,711,942  
1,000,000   

3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(8)

     959,538  
  

BNP Paribas S.A.

 

830,000   

2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(4)(8)

     819,847  
1,000,000   

3.38%, 01/09/2025(4)

     991,220  
  

BPCE S.A.

 

2,225,000   

5.15%, 07/21/2024(4)

     2,345,632  
3,625,000   

5.70%, 10/22/2023(4)

     3,723,889  
1,875,000   

Capital One Financial Corp.
3.75%, 04/24/2024(7)

     1,886,726  
290,000   

Citigroup, Inc.
8.13%, 07/15/2039

     454,879  
1,695,000   

Citizens Bank NA
2.55%, 05/13/2021

     1,693,322  
  

Credit Agricole S.A.

 

1,025,000   

3.25%, 10/04/2024(4)

     1,026,430  
535,000   

3.75%, 04/24/2023(4)

     546,696  
790,000   

4.38%, 03/17/2025(4)

     788,771  
250,000   

Credit Suisse AG
3.63%, 09/09/2024

     264,012  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$        530,000   

Credit Suisse Group AG
3.57%, 01/09/2023(4)

   $ 534,770  
  

Credit Suisse Group Funding Guernsey Ltd.

 

1,425,000   

3.75%, 03/26/2025

     1,406,745  
1,885,000   

3.80%, 09/15/2022

     1,909,976  
  

Danske Bank A/S

 

775,000   

3.88%, 09/12/2023(4)

     764,916  
440,000   

5.00%, 01/12/2022(4)

     451,808  
575,000   

5.38%, 01/12/2024(4)

     592,855  
785,000   

Deutsche Bank AG
4.25%, 10/14/2021

     750,410  
1,600,000   

Goldman Sachs Group, Inc.
6.25%, 02/01/2041

     2,153,488  
  

HSBC Holdings plc

 

1,030,000   

3.40%, 03/08/2021

     1,035,664  
2,625,000   

3.60%, 05/25/2023(7)

     2,649,894  
  

ING Groep N.V.

 

345,000   

3.15%, 03/29/2022

     346,633  
1,100,000   

3.95%, 03/29/2027

     1,100,849  
  

JP Morgan Chase & Co.

 

2,240,000   

3.25%, 09/23/2022

     2,310,138  
705,000   

3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(8)

     756,066  
2,775,000   

4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)(8)

     3,122,817  
1,500,000   

Macquarie Group Ltd.
4.15%, 03/27/2024, (4.15% fixed rate until 03/27/2023; 3 mo. USD LIBOR + 1.330% thereafter)(4)(8)

     1,569,138  
  

Morgan Stanley

 

1,450,000   

3.13%, 07/27/2026

     1,486,927  
1,095,000   

3.63%, 01/20/2027

     1,171,554  
1,000,000   

3.70%, 10/23/2024

     1,048,606  
4,905,000   

NBK SPC Ltd.
2.75%, 05/30/2022(4)

     4,834,495  
1,755,000   

Santander Holdings USA, Inc.
3.40%, 01/18/2023

     1,733,808  
1,660,000   

Truist Financial Corp.
3.20%, 09/03/2021(7)

     1,670,610  
  

UBS Group Funding Switzerland AG

 

1,665,000   

2.95%, 09/24/2020(4)

     1,667,789  
1,900,000   

3.00%, 04/15/2021(4)

     1,903,661  
4,344,000   

Wells Fargo & Co.
4.48%, 01/16/2024

     4,558,242  
     

 

 

 
         73,109,179  
     

 

 

 
  

Commercial Services - 0.2%

 

  

CommonSpirit Health

 

1,854,000   

2.95%, 11/01/2022

     1,810,512  
245,000   

4.35%, 11/01/2042

     239,841  
1,500,000   

ERAC USA Finance LLC
5.63%, 03/15/2042(4)

     1,631,765  
     

 

 

 
     3,682,118  
     

 

 

 
  

Construction Materials - 0.0%

 

267,000   

Carrier Global Corp.
2.72%, 02/15/2030(4)

     246,023  
     

 

 

 
  

Diversified Financial Services - 0.4%

 

4,610,520   

Postal Square L.P.
8.95%, 06/15/2022

     5,072,476  
1,220,000   

Societe Generale S.A.
3.25%, 01/12/2022(4)(7)

     1,213,034  
     

 

 

 
     6,285,510  
     

 

 

 
  

Electric - 1.5%

 

  

Cleco Corporate Holdings LLC

 

650,000   

3.38%, 09/15/2029(4)

     644,963  
2,000,000   

3.74%, 05/01/2026

     1,959,458  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$        875,000   

4.97%, 05/01/2046

   $ 842,514  
1,960,000   

Cleveland Electric Illuminating Co.
3.50%, 04/01/2028(4)

     1,843,665  
  

Dominion Energy South Carolina, Inc.

 

1,180,000   

6.05%, 01/15/2038

     1,400,023  
360,000   

6.63%, 02/01/2032

     468,325  
1,200,000   

Duke Energy Carolinas LLC
6.10%, 06/01/2037

     1,602,514  
500,000   

FirstEnergy Corp.
3.90%, 07/15/2027

     507,914  
2,405,000   

Fortis, Inc.
3.06%, 10/04/2026

     2,303,393  
245,000   

Georgia Power Co.
4.75%, 09/01/2040

     240,541  
1,275,000   

Indianapolis Power and Light Co.
6.60%, 06/01/2037(4)

     1,793,537  
315,000   

Infraestructura Energetica Nova S.A.B. de C.V.
4.88%, 01/14/2048(4)

     242,358  
  

NextEra Energy Capital Holdings, Inc.

 

215,000   

3.25%, 04/01/2026

     220,385  
335,000   

3.50%, 04/01/2029

     345,978  
645,000   

Niagara Mohawk Power Corp.
4.28%, 12/15/2028(4)

     684,663  
1,325,000   

Oglethorpe Power Corp.
5.25%, 09/01/2050

     1,518,168  
  

Oncor Electric Delivery Co. LLC

 

385,000   

2.95%, 04/01/2025

     391,604  
1,185,000   

4.10%, 06/01/2022

     1,207,416  
2,300,000   

PPL Capital Funding, Inc.
3.10%, 05/15/2026(7)

     2,340,113  
484,000   

SCANA Corp.
6.25%, 04/01/2020(7)

     484,000  
  

Southern California Edison Co.

 

145,000   

2.25%, 06/01/2030

     130,915  
45,000   

3.65%, 02/01/2050

     43,664  
2,000,000   

5.55%, 01/15/2037

     2,130,757  
  

Southern Co.

 

1,450,000   

2.75%, 06/15/2020

     1,451,255  
1,050,000   

2.95%, 07/01/2023

     1,056,247  
385,000   

4.40%, 07/01/2046

     400,378  
     

 

 

 
         26,254,748  
     

 

 

 
  

Engineering & Construction - 0.1%

 

  

SBA Tower Trust

 

1,235,000   

2.88%, 07/15/2046(4)

     1,230,766  
225,000   

3.45%, 03/15/2048(4)

     227,536  
     

 

 

 
     1,458,302  
     

 

 

 
  

Food - 0.2%

 

  

Conagra Brands, Inc.

 

455,000   

4.60%, 11/01/2025

     479,892  
530,000   

5.30%, 11/01/2038

     576,278  
1,255,000   

Danone S.A.
2.95%, 11/02/2026(4)

     1,252,923  
1,065,000   

Kroger Co.
4.00%, 02/01/2024

     1,120,451  
480,000   

Sigma Alimentos S.A. de C.V.
4.13%, 05/02/2026(4)

     444,725  
     

 

 

 
     3,874,269  
     

 

 

 
  

Gas - 0.2%

 

330,000   

Boston Gas Co.
3.15%, 08/01/2027(4)

     325,024  
1,870,000   

KeySpan Gas East Corp.
2.74%, 08/15/2026(4)

     1,891,687  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$        350,000   

Sempra Energy
3.40%, 02/01/2028

   $ 350,708  
     

 

 

 
     2,567,419  
     

 

 

 
  

Healthcare-Products - 0.0%

 

135,000   

Boston Scientific Corp.
4.00%, 03/01/2029(7)

     142,959  
     

 

 

 
  

Healthcare-Services - 0.8%

 

  

Anthem, Inc.

 

421,000   

3.30%, 01/15/2023

     427,335  
1,360,000   

4.10%, 03/01/2028

     1,455,475  
475,000   

4.65%, 08/15/2044

     520,634  
  

CommonSpirit Health

 

125,000   

4.19%, 10/01/2049

     117,415  
590,000   

4.20%, 08/01/2023

     611,690  
280,000   

Cottage Health Obligated Group
3.30%, 11/01/2049

     285,059  
  

Dignity Health

 

714,000   

3.81%, 11/01/2024

     755,546  
1,353,000   

4.50%, 11/01/2042

     1,478,561  
425,000   

HCA, Inc.
5.25%, 06/15/2049

     453,111  
  

Mercy Health

 

1,400,000   

3.56%, 08/01/2027

     1,506,537  
1,210,000   

4.30%, 07/01/2028

     1,412,319  
  

Toledo Hospital

 

900,000   

5.33%, 11/15/2028

     946,484  
330,000   

5.75%, 11/15/2038

     382,943  
  

UnitedHealth Group, Inc.

 

920,000   

3.35%, 07/15/2022

     951,428  
1,440,000   

3.75%, 07/15/2025

     1,556,149  
     

 

 

 
         12,860,686  
     

 

 

 
  

Household Products - 0.1%

 

1,529,088   

Procter & Gamble - Esop
9.36%, 01/01/2021

     1,594,852  
     

 

 

 
  

Insurance - 0.5%

 

420,000   

AIA Group Ltd.
3.38%, 04/07/2030(4)

     423,376  
1,000,000   

Berkshire Hathaway, Inc.
2.75%, 03/15/2023

     1,034,703  
  

Chubb INA Holdings, Inc.

 

495,000   

2.30%, 11/03/2020

     495,529  
840,000   

3.35%, 05/15/2024

     873,699  
200,000   

Five Corners Funding Trust
4.42%, 11/15/2023(4)

     213,803  
  

Liberty Mutual Group, Inc.

 

122,000   

4.25%, 06/15/2023(4)

     124,208  
428,000   

4.57%, 02/01/2029(4)

     472,918  
705,000   

Marsh & McLennan Cos., Inc.
4.38%, 03/15/2029

     776,268  
1,000,000   

MetLife, Inc. 3.60%, 04/10/2024

     1,052,730  
132,000   

Northwestern Mutual Life Insurance Co.
3.63%, 09/30/2059(4)

     115,792  
2,220,000   

Trinity Acquisition plc
4.40%, 03/15/2026

     2,312,699  
     

 

 

 
     7,895,725  
     

 

 

 
  

Internet - 0.4%

 

1,775,000   

Alibaba Group Holding Ltd.
3.40%, 12/06/2027

     1,860,616  
  

Amazon.com, Inc.

 

1,250,000   

2.50%, 11/29/2022(7)

     1,288,074  
1,020,000   

4.80%, 12/05/2034

     1,327,885  
  

Tencent Holdings Ltd.

 


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$        1,095,000   

3.60%, 01/19/2028(4)

   $ 1,157,967  
470,000   

3.98%, 04/11/2029(4)

     524,403  
     

 

 

 
     6,158,945  
     

 

 

 
  

IT Services - 0.2%

 

  

Apple, Inc.

 

546,000   

3.25%, 02/23/2026

     592,775  
1,360,000   

3.45%, 05/06/2024

     1,468,143  
1,675,000   

International Business Machines Corp.
3.30%, 05/15/2026

     1,790,058  
     

 

 

 
     3,850,976  
     

 

 

 
  

Machinery-Diversified - 0.1%

 

  

Otis Worldwide Corp.

 

140,000   

2.57%, 02/15/2030(4)

     136,066  
295,000   

3.11%, 02/15/2040(4)

     276,727  
525,000   

3.36%, 02/15/2050(4)(7)

     509,744  
     

 

 

 
     922,537  
     

 

 

 
  

Media - 0.7%

 

  

Comcast Corp.

 

1,140,000   

3.95%, 10/15/2025

     1,239,567  
1,500,000   

4.40%, 08/15/2035

     1,799,436  
585,000   

4.60%, 10/15/2038

     716,051  
2,000,000   

Cox Communications, Inc.
4.80%, 02/01/2035(4)

     2,170,665  
365,000   

FOX Corp.
4.03%, 01/25/2024

     379,166  
2,386,000   

Sky Ltd.
3.75%, 09/16/2024(4)

     2,472,619  
  

Time Warner Cable LLC

 

395,000   

6.55%, 05/01/2037

     443,131  
250,000   

7.30%, 07/01/2038

     306,816  
130,000   

Time Warner Entertainment Co., L.P.
8.38%, 03/15/2023

     146,746  
  

Walt Disney Co.

 

385,000   

4.00%, 10/01/2023

     411,416  
1,275,000   

4.50%, 02/15/2021

     1,307,270  
     

 

 

 
         11,392,883  
     

 

 

 
  

Mining - 0.1%

 

1,575,000   

Glencore Finance Canada Ltd.
4.25%, 10/25/2022(4)(7)

     1,509,669  
     

 

 

 
  

Oil & Gas - 0.5%

 

1,545,000   

Aker BP ASA
3.75%, 01/15/2030(4)

     1,155,175  
1,200,000   

BG Energy Capital plc
4.00%, 10/15/2021(4)

     1,204,782  
2,080,000   

Cimarex Energy Co.
4.38%, 06/01/2024

     1,639,145  
100,000   

ConocoPhillips Co.
4.95%, 03/15/2026

     106,771  
  

Equinor ASA

 

160,000   

2.45%, 01/17/2023(7)

     162,307  
210,000   

3.25%, 11/10/2024

     205,202  
1,290,000   

Hess Corp.
7.30%, 08/15/2031

     1,103,948  
  

Occidental Petroleum Corp.

 

1,326,000   

4.85%, 03/15/2021(7)

     1,113,165  
330,000   

7.50%, 05/01/2031(7)

     170,478  
615,000   

Saudi Arabian Oil Co.
3.50%, 04/16/2029(4)

     607,271  
1,375,000   

Total Capital International S.A.
2.70%, 01/25/2023

     1,390,656  
     

 

 

 
     8,858,900  
     

 

 

 


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

  

Oil & Gas Services - 0.1%

 

$        948,000   

Schlumberger Holdings Corp.
3.90%, 05/17/2028(4)

   $ 880,756  
     

 

 

 
  

Pharmaceuticals - 0.9%

 

845,000   

AbbVie, Inc.
4.45%, 05/14/2046

     896,824  
  

Allergan Funding SCS

 

645,000   

3.45%, 03/15/2022

     669,728  
975,000   

3.80%, 03/15/2025

     998,248  
600,000   

4.85%, 06/15/2044

     743,685  
  

Allergan Sales LLC

 

142,000   

4.88%, 02/15/2021(4)

     144,199  
800,000   

5.00%, 12/15/2021(4)

     828,870  
955,000   

Bayer U.S. Finance LLC
3.38%, 10/08/2024(4)

     980,020  
770,000   

Bristol-Myers Squibb Co.
3.55%, 08/15/2022(4)

     811,674  
955,000   

Cigna Corp.
4.38%, 10/15/2028

     1,024,901  
3,130,000   

CVS Health Corp.
4.10%, 03/25/2025

     3,311,015  
2,015,000   

EMD Finance LLC
2.95%, 03/19/2022(4)

     2,044,104  
  

Merck & Co., Inc.

 

1,960,000   

2.75%, 02/10/2025

     2,040,256  
1,640,000   

2.80%, 05/18/2023

     1,651,341  
     

 

 

 
            16,144,865  
     

 

 

 
  

Pipelines - 0.7%

 

  

Energy Transfer Operating L.P.

 

125,000   

5.00%, 05/15/2050

     97,306  
872,000   

7.60%, 02/01/2024

     850,251  
375,000   

Energy Transfer Partners L.P.
4.50%, 11/01/2023

     337,169  
  

Enterprise Products Operating LLC

 

200,000   

3.70%, 01/31/2051

     176,374  
145,000   

3.95%, 01/31/2060

     121,846  
1,137,000   

EQM Midstream Partners L.P.
4.75%, 07/15/2023

     822,847  
  

MPLX L.P.

 

485,000   

4.00%, 03/15/2028

     420,621  
1,280,000   

4.13%, 03/01/2027

     1,090,682  
2,425,000   

Phillips 66 Partners L.P.
3.61%, 02/15/2025

     2,302,815  
  

Sunoco Logistics Partners Operations L.P.

 

509,000   

4.40%, 04/01/2021

     507,377  
1,075,000   

5.35%, 05/15/2045

     843,049  
2,310,000   

Tennessee Gas Pipeline Co. LLC
2.90%, 03/01/2030(4)

     1,951,332  
  

Western Midstream Operating L.P.

 

2,470,000   

4.00%, 07/01/2022

     1,592,734  
890,000   

4.05%, 02/01/2030

     387,454  
     

 

 

 
        11,501,857  
     

 

 

 
  

Real Estate - 0.1%

 

1,170,000   

WEA Finance LLC
4.13%, 09/20/2028(4)

     1,163,525  
1,400,000   

WEA Finance LLC / Westfield UK & Europe Finance plc
3.25%, 10/05/2020(4)

     1,386,182  
     

 

 

 
        2,549,707  
     

 

 

 
  

Real Estate Investment Trusts - 0.4%

 

  

American Tower Corp.

 

975,000   

3.45%, 09/15/2021

     981,278  
375,000   

4.40%, 02/15/2026

     393,087  
400,000   

5.00%, 02/15/2024

     423,375  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$        1,950,000   

Brandywine Operating Partnership L.P.
3.95%, 11/15/2027

   $ 1,827,877  
  

Healthpeak Properties, Inc.

 

980,000   

3.00%, 01/15/2030

     934,348  
2,000,000   

4.00%, 06/01/2025

     1,985,315  
470,000   

SBA Tower Trust
2.84%, 01/15/2025(4)

     453,820  
500,000   

Simon Property Group L.P.
2.45%, 09/13/2029

     453,213  
     

 

 

 
     7,452,313  
     

 

 

 
  

Retail - 0.3%

  
1,000,000   

AutoZone, Inc.
3.25%, 04/15/2025

     996,700  
  

CVS Health Corp.

  
2,100,000   

4.00%, 12/05/2023

     2,213,414  
685,000   

4.88%, 07/20/2035

     781,678  
355,000   

Lowe’s Cos., Inc.
4.55%, 04/05/2049

     382,972  
350,000   

McDonald’s Corp.
3.63%, 09/01/2049

     353,131  
315,000   

Starbucks Corp.
3.35%, 03/12/2050

     296,893  
     

 

 

 
        5,024,788  
     

 

 

 
  

Semiconductors - 0.1%

 

  

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 

1,855,000   

3.63%, 01/15/2024

     1,822,133  
625,000   

3.88%, 01/15/2027

     597,105  
110,000   

Broadcom, Inc.
4.25%, 04/15/2026(4)

     108,142  
     

 

 

 
     2,527,380  
     

 

 

 
  

Software - 0.4%

 

1,820,000   

Fiserv, Inc.
3.20%, 07/01/2026

     1,879,820  
  

Microsoft Corp.

 

1,605,000   

2.40%, 08/08/2026

     1,703,847  
1,000,000   

3.70%, 08/08/2046

     1,200,438  
1,450,000   

Oracle Corp.
3.25%, 11/15/2027

     1,493,677  
     

 

 

 
     6,277,782  
     

 

 

 
  

Telecommunications - 1.0%

 

  

AT&T, Inc.

 

2,325,000   

3.60%, 07/15/2025

     2,463,332  
2,185,000   

4.45%, 04/01/2024

     2,326,524  
1,125,000   

British Telecommunications plc
3.25%, 11/08/2029(4)

     1,093,816  
  

Deutsche Telekom International Finance B.V.

 

450,000   

3.60%, 01/19/2027(4)

     465,380  
665,000   

4.38%, 06/21/2028(4)

     727,931  
715,000   

GTP Acquisition Partners LLC
2.35%, 06/15/2045(4)

     719,702  
576,000   

Orange S.A.
9.00%, 03/01/2031

     874,588  
2,440,000   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
4.74%, 09/20/2029(4)

     2,488,800  
  

Telefonica Emisiones S.A.

 

1,035,000   

5.21%, 03/08/2047

     1,159,984  
300,000   

5.52%, 03/01/2049(7)

     351,595  
  

Verizon Communications, Inc.

 

2,300,000   

2.95%, 03/15/2022

     2,351,559  
781,000   

4.52%, 09/15/2048

     999,859  
222,000   

4.67%, 03/15/2055

     282,328  
715,000   

4.75%, 11/01/2041

     831,544  
283,000   

4.81%, 03/15/2039

     348,376  
     

 

 

 
         17,485,318  
     

 

 

 
  

Transportation - 0.5%

 

  

FedEx Corp.

 

62,000   

4.05%, 02/15/2048

     54,497  
155,000   

4.10%, 02/01/2045

     141,134  
211,000   

4.55%, 04/01/2046

     200,601  
425,000   

4.75%, 11/15/2045

     407,264  
397,000   

4.95%, 10/17/2048

     387,967  
  

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 

155,000   

2.70%, 11/01/2024(4)

     144,631  
1,685,000   

3.20%, 07/15/2020(4)

     1,676,557  
1,100,000   

3.38%, 02/01/2022(4)

     1,112,075  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$        2,850,000   

3.95%, 03/10/2025(4)

   $ 2,948,218  
  

Union Pacific Corp.

 

795,000   

3.25%, 02/05/2050

     790,363  
465,000   

3.75%, 02/05/2070

     479,565  
     

 

 

 
     8,342,872  
     

 

 

 
  

Water - 0.0%

 

625,000   

American Water Capital Corp.
2.95%, 09/01/2027

     619,519  
     

 

 

 
  

Total Corporate Bonds
(cost $294,025,790)

   $     295,431,377  
     

 

 

 

Foreign Government Obligations - 0.5%

  
  

Qatar - 0.4%

 

  

Qatar Government International Bond

 

4,990,000   

2.38%, 06/02/2021(4)

     4,962,834  
1,680,000   

3.88%, 04/23/2023(4)

     1,726,536  
636,000   

4.00%, 03/14/2029(4)

     680,062  
     

 

 

 
     7,369,432  
     

 

 

 
  

Saudi Arabia - 0.1%

 

1,000,000   

Saudi Government International Bond
2.88%, 03/04/2023(4)

     997,540  
     

 

 

 
  

Total Foreign Government Obligations
(cost $8,252,450)

   $ 8,366,972  
     

 

 

 

Municipal Bonds - 1.0%

  
  

Airport - 0.0%

 

190,000   

Broward County, FL, Airport System Rev
3.48%, 10/01/2043

     184,471  
     

 

 

 
  

Education - 0.0%

 

310,000   

Massachusetts School Building Auth
3.40%, 10/15/2040

     317,577  
     

 

 

 
  

General - 0.4%

 

  

Chicago, IL, Transit Auth

 

140,000   

6.30%, 12/01/2021

     147,559  
1,000,000   

6.90%, 12/01/2040

     1,342,070  
365,000   

City of Sacramento, CA
6.42%, 08/01/2023

     415,826  
375,000   

Metropolitan Transportation Auth, NY, Rev
6.67%, 11/15/2039

     489,116  
1,485,000   

New York State Urban Dev Corp. Rev
2.10%, 03/15/2022

     1,497,177  
1,250,000   

Philadelphia, PA, Auth for Industrial Dev
6.55%, 10/15/2028

     1,637,100  
1,335,000   

Sales Tax Securitization Corp., IL
4.79%, 01/01/2048

     1,636,483  
     

 

 

 
     7,165,331  
     

 

 

 
  

General Obligation - 0.2%

 

  

California State, GO Taxable

 

420,000   

7.35%, 11/01/2039

     649,190  
195,000   

7.55%, 04/01/2039

     316,427  
685,000   

Chicago, IL, Metropolitan Water Reclamation Dist, GO
5.72%, 12/01/2038

     924,092  
1,180,000   

State of Illinois, GO
5.10%, 06/01/2033

     1,171,303  
     

 

 

 
     3,061,012  
     

 

 

 
  

Power - 0.0%

 

485,000   

New York Utility Debt Securitization Auth
3.44%, 12/15/2025

     506,330  
     

 

 

 
  

Transportation - 0.2%

 

225,000   

Bay Area Toll Auth, CA
2.57%, 04/01/2031

     228,735  
  

Foothill-Eastern Transportation Corridor Agency, CA

 

705,000   

3.92%, 01/15/2053

     721,596  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$        95,000   

4.09%, 01/15/2049

   $ 96,204  
875,000   

Illinois State Toll Highway Auth
6.18%, 01/01/2034

     1,155,070  
570,000   

New York and New Jersey Port Auth, Taxable Rev
6.04%, 12/01/2029

     754,463  
     

 

 

 
     2,956,068  
     

 

 

 
  

Utility - Electric - 0.2%

 

785,000   

Illinois Municipal Electric Agency
6.83%, 02/01/2035

     1,036,388  
  

Municipal Electric Auth, GA

 

1,596,000   

6.64%, 04/01/2057

     2,089,547  
412,000   

6.66%, 04/01/2057

     550,107  
     

 

 

 
     3,676,042  
     

 

 

 
  

Total Municipal Bonds
(cost $15,955,430)

   $     17,866,831  
     

 

 

 

U.S. Government Agencies - 1.5%

  
  

Mortgage-Backed Agencies - 1.5%

 

  

FHLMC - 0.6%

 

$        570,000   

2.28%, 07/25/2026

   $ 596,193  
737,442   

2.50%, 11/01/2049

     764,031  
7,562,542   

3.50%, 08/01/2048

     7,980,056  
24,494   

4.00%, 03/01/2041

     26,443  
15,791   

4.49%, 04/01/2029, 12 mo. USD CMT + 2.253%(5)

     15,939  
     

 

 

 
     9,382,662  
     

 

 

 
  

FNMA - 0.6%

 

$        456,595   

2.05%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(5)

   $ 452,452  
1,719,035   

2.50%, 12/01/2049

     1,780,875  
650,000   

2.78%, 06/01/2026

     704,624  
1,488,244   

3.00%, 03/25/2053

     1,563,851  
325,000   

3.07%, 02/01/2025

     352,018  
3,107,019   

3.50%, 06/25/2059

     3,426,866  
34,018   

4.50%, 11/01/2023

     36,539  
116,702   

4.50%, 03/01/2038

     127,760  
56,660   

4.50%, 11/01/2039

     61,958  
36,501   

4.50%, 04/01/2040

     39,953  
75,902   

4.50%, 08/01/2040

     82,570  
33,191   

4.50%, 02/01/2041

     36,358  
489,727   

4.50%, 04/01/2041

     536,382  
304,467   

4.50%, 06/01/2041

     333,603  
400,778   

4.50%, 07/01/2041

     439,063  
130,689   

4.50%, 09/01/2041

     143,083  
58,638   

4.50%, 07/01/2044

     63,468  
     

 

 

 
     10,181,423  
     

 

 

 
  

GNMA - 0.2%

 

$        71,657   

5.00%, 07/15/2037

   $ 79,796  
6,916   

6.00%, 06/15/2024

     7,618  
4,075   

6.00%, 07/15/2026

     4,492  
2,262   

6.00%, 01/15/2028

     2,492  
1,649   

6.00%, 03/15/2028

     1,844  
28,220   

6.00%, 04/15/2028

     31,189  
59,833   

6.00%, 05/15/2028

     66,004  
17,075   

6.00%, 06/15/2028

     18,835  
36,750   

6.00%, 07/15/2028

     40,580  
10,945   

6.00%, 08/15/2028

     12,071  
39,967   

6.00%, 09/15/2028

     44,085  
85,056   

6.00%, 10/15/2028

     93,841  
75,499   

6.00%, 11/15/2028

     83,261  
79,748   

6.00%, 12/15/2028

     87,975  
2,047   

6.00%, 12/15/2031

     2,335  
20,097   

6.00%, 09/15/2032

     23,410  
7,493   

6.00%, 11/15/2032

     8,463  
1,859   

6.00%, 04/15/2033

     2,052  
76,832   

6.00%, 06/15/2033

     86,895  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$    26,959   

6.00%, 10/15/2033

   $ 30,627  
3,568   

6.00%, 11/15/2033

     4,053  
49,511   

6.00%, 10/15/2034

     54,893  
55,309   

6.00%, 01/15/2035

     61,179  
6,906   

6.00%, 05/15/2035

     7,623  
10,898   

6.00%, 06/15/2035

     12,110  
451   

6.50%, 03/15/2026

     494  
3,642   

6.50%, 01/15/2028

     3,997  
39,404   

6.50%, 03/15/2028

     43,239  
90,737   

6.50%, 04/15/2028

     99,597  
27,150   

6.50%, 05/15/2028

     29,800  
131,999   

6.50%, 06/15/2028

     145,039  
6,065   

6.50%, 10/15/2028

     6,730  
2,273   

6.50%, 02/15/2035

     2,670  
12,169   

7.00%, 11/15/2031

     13,739  
6,088   

7.00%, 03/15/2032

     6,896  
945,632   

7.00%, 11/15/2032

     1,159,056  
125,997   

7.00%, 01/15/2033

     150,431  
133,570   

7.00%, 05/15/2033

     158,450  
22,564   

7.00%, 07/15/2033

     26,377  
157,250   

7.00%, 11/15/2033

     186,807  
61,600   

7.50%, 09/16/2035

     72,034  
110   

8.00%, 09/15/2026

     122  
40   

8.00%, 11/15/2026

     41  
6,877   

8.00%, 12/15/2026

     7,932  
111   

8.00%, 09/15/2027

     115  
4,460   

8.00%, 07/15/2029

     5,260  
9,604   

8.00%, 12/15/2029

     10,025  
3,795   

8.00%, 01/15/2030

     3,927  
3,492   

8.00%, 02/15/2030

     3,522  
812   

8.00%, 03/15/2030

     824  
20,226   

8.00%, 04/15/2030

     20,467  
4,239   

8.00%, 05/15/2030

     4,428  
35,005   

8.00%, 06/15/2030

     37,619  
2,008   

8.00%, 07/15/2030

     2,103  
58,196   

8.00%, 08/15/2030

     60,128  
14,454   

8.00%, 09/15/2030

     14,939  
6,604   

8.00%, 11/15/2030

     6,697  
89,411   

8.00%, 12/15/2030

     101,289  
     

 

 

 
     3,252,517  
     

 

 

 
  

UMBS - 0.1%

 

$    2,100,000   

3.00%, 04/15/2050(9)

   $ 2,201,473  
     

 

 

 
  

Total U.S. Government Agencies
(cost $23,624,081)

   $     25,018,075  
     

 

 

 

U.S. Government Securities - 9.1%

  
  

U.S. Treasury Securities - 9.1%

 

  

U.S. Treasury Bonds - 5.8%

 

$      1,140,000   

2.00%, 02/15/2050

   $ 1,320,663  
19,250,000   

2.50%, 02/15/2045(10)

     24,069,268  
6,214,000   

2.75%, 11/15/2047

     8,242,531  
9,735,800   

2.88%, 05/15/2043

     12,849,355  
1,530,000   

3.00%, 08/15/2048

     2,125,266  
7,895,000   

3.13%, 08/15/2044

     10,896,950  
4,630,000   

3.38%, 05/15/2044

     6,623,070  
21,300,000   

4.38%, 02/15/2038

     33,222,176  
     

 

 

 
     99,349,279  
     

 

 

 
  

U.S. Treasury Notes - 3.3%

 

2,730,000   

1.13%, 02/28/2025

     2,830,135  
3,740,000   

1.50%, 02/15/2030(7)

     4,026,782  
8,520,000   

1.63%, 10/31/2026

     9,120,061  
5,000,000   

1.63%, 08/15/2029

     5,426,758  
4,845,000   

1.75%, 11/15/2029

     5,322,687  
17,305,000   

2.13%, 03/31/2024

     18,531,897  
2,580,000   

2.38%, 05/15/2029

     2,967,907  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

$      7,975,000   

2.63%, 12/31/2023

      $ 8,660,975  
        

 

 

 
           56,887,202  
        

 

 

 
  

Total U.S. Government Securities
(cost $122,327,322)

      $ 156,236,481  
        

 

 

 
  

Total Long-Term Investments
(cost $1,506,216,183)

      $ 1,690,468,371  
        

 

 

 

Short-Term Investments - 1.5%

     
  

Other Investment Pools & Funds - 1.0%

     

17,142,672

  

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.22%(11)

        17,142,672  
        

 

 

 
  

Securities Lending Collateral - 0.5%

     
383,205   

Citibank NA DDCA,
0.08%, 4/1/2020(11)

        383,205  
4,107,526   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.30%(11)

        4,107,526  
815,819   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.32%(11)

        815,819  
2,344,660   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.22%(11)

        2,344,660  
        

 

 

 
           7,651,210  
        

 

 

 
  

Total Short-Term Investments
(cost $24,793,882)

      $ 24,793,882  
        

 

 

 
  

Total Investments
(cost $1,531,010,065)

     100.4%      $ 1,715,262,253  
  

Other Assets and Liabilities

     (0.4)%        (6,221,169
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     1,709,041,084  
     

 

 

    

 

 

 

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

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

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

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

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

 

*

Non-income producing.

(1)

Investment valued using significant unobservable inputs.

(2)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At March 31, 2020, the aggregate fair value of these securities was $2,573,018, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(3)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $2,573,018 or 0.2% of net assets.

 

            Period Acquired      Security Name    Shares/Par Value        Base Total Cost        Base Market Value      
  08/2011      Allstar Co.      11,702,200      $ 5,090,681      $  
  11/2013      Tory Burch LLC      67,006        5,251,707      $ 2,573,018  
        

 

 

    

 

 

 
         $       10,342,388      $       2,573,018  
        

 

 

    

 

 

 


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

(4)

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 March 31, 2020, the aggregate value of these securities was $134,485,833, representing 7.9% of net assets.

(5)

Variable rate securities; the rate reported is the coupon rate in effect at March 31, 2020. Base lending rates may be subject to a floor or cap.

(6)

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.

(7)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(8)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(9)

Represents or includes a TBA transaction.

(10)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of March 31, 2020, the market value of securities pledged was $693,945.

(11)

Current yield as of period end.

Futures Contracts Outstanding at March 31, 2020

 

Description    Number
of
Contracts
     Expiration Date     

Current

Notional
Amount

    

Value and

Unrealized
Appreciation/
  (Depreciation)  

 

Long position contracts:

           

U.S. Treasury 5-Year Note Future

     35        06/30/2020      $ 4,387,578      $ 145,939  
           

 

 

 

Short position contracts:

           

U.S. Treasury Ultra Long Bond Future

     17        06/19/2020      $ 3,771,875      $ (279,343
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ (133,404
           

 

 

 

TBA Sale Commitments Outstanding at March 31, 2020

 

Description    Principal
  Amount  
     Maturity Date      Market Value †     Unrealized
Appreciation/
  (Depreciation)  
 

UMBS, 3.00%

   $ 2,100,000        04/15/2050      $ (2,201,473   $ (40,113
        

 

 

   

 

 

 

Total (proceeds receivable $2,161,359)

 

   $ (2,201,473   $ (40,113
        

 

 

   

 

 

 

At March 31, 2020, the aggregate market value of TBA Sale Commitments represents (0.1)% of total net assets.

Centrally Cleared Credit Default Swap Contracts Outstanding at March 31, 2020

 

Reference Entity    Notional
Amount (a)
    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

    

Periodic

Payment

Frequency

     Cost Basis      Value †      Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                   

  Buy protection:

                   

  CDX.NA.IG.34. V1

     USD 12,305,000        (1.00%)       06/20/25        Quarterly      $ 308,646      $ 82,248      $ (226,398
             

 

 

    

 

 

    

 

 

 
                   
             

 

 

    

 

 

    

 

 

 

Total

 

   $ 308,646      $ 82,248      $ (226,398
             

 

 

    

 

 

    

 

 

 

 

(a)

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

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Index Abbreviations:

    
CDX.NA.IG   

Credit Derivatives North American Investment Grade

  
CMT   

Constant Maturity Treasury Index

  

Other Abbreviations:

    
ADR   

American Depositary Receipt

  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

CLO   

Collateralized Loan Obligation

  
CMO   

Collateralized Mortgage Obligation

  
DDCA   

Dollars on Deposit in Custody Account

  
FHLMC   

Federal Home Loan Mortgage Corp.

  
FNMA   

Federal National Mortgage Association

  
GNMA   

Government National Mortgage Association

  
LIBOR   

London Interbank Offered Rate

  
REIT   

Real Estate Investment Trust

  
TBA   

To Be Announced

  
UMBS   

Uniform Mortgage-Backed Securities

  

Municipal Abbreviations:

    
Auth   

Authority

  
Dev   

Development

  
Dist   

District

  
GO   

General Obligation

  
Rev   

Revenue

  


 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2020 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

 

Common Stocks

        

Automobiles & Components

   $ 11,200,794     $ 11,200,794     $     $  

Banks

     93,353,867       93,353,867              

Capital Goods

     113,590,100       113,590,100              

Consumer Durables & Apparel

     23,909,334       23,909,334              

Consumer Services

     29,221,047       29,221,047              

Diversified Financials

     13,931,706       13,931,706              

Energy

     13,114,593       13,114,593              

Food & Staples Retailing

     14,525,809       14,525,809              

Food, Beverage & Tobacco

     16,307,751       16,307,751              

Health Care Equipment & Services

     107,670,155       107,670,155              

Household & Personal Products

     10,818,743       10,818,743              

Insurance

     54,910,425       54,910,425              

Materials

     43,390,410       43,390,410              

Media & Entertainment

     114,257,489       114,257,489              

Pharmaceuticals, Biotechnology & Life Sciences

     128,775,486       94,916,130       33,859,356        

Real Estate

     14,565,484       14,565,484              

Retailing

     44,302,833       41,729,815             2,573,018  

Semiconductors & Semiconductor Equipment

     72,817,415       72,817,415              

Software & Services

     123,495,862       123,495,862              

Technology Hardware & Equipment

     44,427,589       44,427,589              

Transportation

     31,660,528       31,660,528              

Utilities

     16,010,657       16,010,657              

Asset & Commercial Mortgage-Backed Securities

     51,290,558             51,290,558        

Corporate Bonds

     295,431,377             295,431,377        

Foreign Government Obligations

     8,366,972             8,366,972        

Municipal Bonds

     17,866,831             17,866,831        

U.S. Government Agencies

     25,018,075             25,018,075        

U.S. Government Securities

     156,236,481             156,236,481        

Short-Term Investments

     24,793,882       24,793,882              

Futures Contracts(2)

     145,939       145,939              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 1,715,408,192     $ 1,124,765,524     $ 588,069,650     $ 2,573,018  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Futures Contracts(2)

   $ (279,343   $ (279,343   $     $  

Swaps - Credit Default(2)

     (226,398           (226,398      

TBA Sale Commitments

     (2,201,472           (2,201,472      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (2,707,213   $ (279,343   $ (2,427,870   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended March 31, 2020, there were no transfers in and out of Level 3.

(2)

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended March 31, 2020 is not presented.


 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments

  March 31, 2020 (Unaudited)

 

Shares or Principal Amount         Market Value

Common Stocks - 97.2%

  
   Automobiles & Components - 0.5%   
14,973   

Ferrari N.V.(1)

   $ 2,306,364  
445,562   

General Motors Co.

     9,258,778  
9,270   

Tesla, Inc.*

     4,857,480  
     

 

 

 

        16,422,622  
     

 

 

 

   Banks - 2.1%   
217,128   

Atlantic Union Bankshares Corp.

     4,755,103  
675,568   

Bank of America Corp.

     14,342,309  
332,050   

Bank OZK

     5,545,235  
213,474   

Citigroup, Inc.

     8,991,525  
1,524,319   

People’s United Financial, Inc.

     16,843,725  
138,546   

PNC Financial Services Group, Inc.

     13,261,623  
253,437   

Zions Bancorp NA

     6,781,974  
     

 

 

 

        70,521,494  
     

 

 

 

   Capital Goods - 4.7%   
220,750   

A.O. Smith Corp.

     8,346,558  
32,288   

Airbus SE

     2,081,989  
56,470   

Deere & Co.

     7,801,895  
241,049   

General Dynamics Corp.

     31,893,193  
350,600   

HF Global, Inc.(2)(3)(4)

     4,179,152  
72,289   

Honeywell International, Inc.

     9,671,545  
37,660   

Ingersoll Rand, Inc.*

     933,968  
113,298   

L3Harris Technologies, Inc.

     20,407,236  
41,694   

Lockheed Martin Corp.

     14,132,181  
87,500   

Middleby Corp.*

     4,977,000  
149,730   

Pentair plc

     4,455,965  
16,537   

Rockwell Automation, Inc.

     2,495,599  
32,112   

Safran S.A.

     2,845,029  
874,030   

Sanwa Holdings Corp.

     6,787,725  
297,660   

Trane Technologies plc

     24,583,739  
252,792   

Wabtec Corp.

     12,166,879  
     

 

 

 

        157,759,653  
     

 

 

 

   Commercial & Professional Services - 3.1%   
305,846   

Copart, Inc.*

     20,956,568  
39,466   

CoStar Group, Inc.*

     23,174,830  
29,653   

Equifax, Inc.

     3,542,051  
193,875   

Herman Miller, Inc.

     4,304,025  
78,610   

Recruit Holdings Co., Ltd.

     2,030,596  
259,998   

Republic Services, Inc.

     19,515,450  
325,133   

Steelcase, Inc. Class A

     3,209,063  
212,835   

TransUnion

     14,085,420  
164,704   

Waste Connections, Inc.

     12,764,560  
     

 

 

 

            103,582,563  
     

 

 

 

   Consumer Durables & Apparel - 2.2%   
240,914   

Carter’s, Inc.

     15,835,277  
415,872   

NIKE, Inc. Class B

     34,409,249  
289,332   

Peloton Interactive, Inc. Class A*

     7,681,765  
247,791   

Steven Madden Ltd.

     5,756,185  
153,206   

VF Corp.

     8,285,381  
     

 

 

 

        71,967,857  
     

 

 

 

   Consumer Services - 2.4%   
168,134   

Aramark

     3,357,636  
9,635   

Chipotle Mexican Grill, Inc.*

     6,305,144  
235,725   

Compass Group plc

     3,672,620  
4,996   

Domino’s Pizza, Inc.

     1,619,054  
514,432   

DraftKings, Inc.*(2)(3)(4)

     2,041,935  
172,143   

Las Vegas Sands Corp.

     7,310,913  
8,570   

Marriott Vacations Worldwide Corp.

     476,321  
227,434   

McDonald’s Corp.

     37,606,212  
11,798   

New Oriental Education & Technology Group, Inc. ADR*

     1,277,015  


 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

220,116   

Norwegian Cruise Line Holdings Ltd.*

   $ 2,412,471  
149,423   

Planet Fitness, Inc. Class A*

     7,276,900  
85,715   

Royal Caribbean Cruises Ltd.

     2,757,452  
27,588   

Vail Resorts, Inc.

     4,075,023  
     

 

 

 
        80,188,696  
     

 

 

 
   Diversified Financials - 3.7%

 

387,020   

American Express Co.

     33,132,782  
29,016   

Ameriprise Financial, Inc.

     2,973,560  
347,000   

B3 S.A. - Brasil Bolsa Balcao

     2,397,433  
247,918   

Blackstone Group, Inc. Class A

     11,297,623  
233,624   

Charles Schwab Corp.

     7,854,439  
344,327   

Equitable Holdings, Inc.

     4,975,525  
39,080   

Intercontinental Exchange, Inc.

     3,155,710  
87,084   

London Stock Exchange Group plc

     7,790,170  
184,721   

Morgan Stanley

     6,280,514  
284,865   

Raymond James Financial, Inc.

     18,003,468  
1,254,848   

SLM Corp.

     9,022,357  
273,356   

TD Ameritrade Holding Corp.

     9,474,519  
200,313   

Voya Financial, Inc.

     8,122,692  
     

 

 

 
        124,480,792  
     

 

 

 
   Energy - 1.0%

 

597,010   

Canadian Natural Resources Ltd.

     8,089,486  
118,269   

Cimarex Energy Co.

     1,990,467  
164,291   

Concho Resources, Inc.

     7,039,869  
163,341   

Diamondback Energy, Inc.

     4,279,534  
325,669   

Halliburton Co.

     2,230,833  
108,686   

Phillips 66

     5,831,004  
310,424   

Tenaris S.A. ADR

     3,740,609  
     

 

 

 
        33,201,802  
     

 

 

 
   Food & Staples Retailing - 0.7%

 

177,400   

Sysco Corp.

     8,094,762  
129,217   

Walmart, Inc.

     14,681,636  
     

 

 

 
        22,776,398  
     

 

 

 
   Food, Beverage & Tobacco - 6.5%

 

599,749   

Altria Group, Inc.

     23,192,294  
216,552   

Archer-Daniels-Midland Co.

     7,618,299  
833,595   

Coca-Cola Co.

     36,886,579  
903,102   

Diageo plc

     28,636,939  
74,915   

Hershey Co.

     9,926,237  
122,023   

JM Smucker Co.

     13,544,553  
499,300   

Keurig Dr Pepper, Inc.

     12,118,011  
526,903   

Monster Beverage Corp.*

     29,643,563  
249,045   

PepsiCo., Inc.

     29,910,304  
356,951   

Philip Morris International, Inc.

     26,043,145  
     

 

 

 
            217,519,924  
     

 

 

 
   Health Care Equipment & Services - 11.2%

 

82,585   

ABIOMED, Inc.*

     11,988,039  
26,620   

Anthem, Inc.

     6,043,805  
264,535   

Baxter International, Inc.

     21,477,597  
29,089   

Becton Dickinson and Co.

     6,683,779  
343,734   

Centene Corp.*

     20,421,237  
445,611   

CVS Health Corp.

     26,438,101  
210,004   

Danaher Corp.

     29,066,654  
209,000   

Dentsply Sirona, Inc.

     8,115,470  
80,395   

DexCom, Inc.*

     21,647,962  
7,728   

Haemonetics Corp.*

     770,172  
198,078   

Insulet Corp.*

     32,817,563  
75,721   

Intuitive Surgical, Inc.*

     37,497,796  
70,031   

Koninklijke Philips N.V. ADR(1)

     2,812,445  
446,745   

Medtronic plc

     40,287,464  
107,900   

Stryker Corp.

     17,964,271  
57,725   

Teleflex, Inc.

     16,905,343  
192,666   

UnitedHealth Group, Inc.

     48,047,047  


 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

157,939   

Veeva Systems, Inc. Class A*

   $ 24,696,921  
     

 

 

 
        373,681,666  
     

 

 

 
   Household & Personal Products - 0.9%

 

432,292   

Colgate-Palmolive Co.

     28,686,897  
40,705   

Shiseido Co., Ltd.

     2,392,333  
     

 

 

 
        31,079,230  
     

 

 

 
   Insurance - 3.5%

 

362,678   

Athene Holding Ltd. Class A*

     9,001,668  
289,809   

Chubb Ltd.

     32,368,767  
630,234   

CNO Financial Group, Inc.

     7,808,600  
204,832   

Fidelity National Financial, Inc.

     5,096,220  
248,698   

Marsh & McLennan Cos., Inc.

     21,502,429  
524,837   

MetLife, Inc.

     16,044,267  
303,634   

Ping An Insurance Group Co. of China Ltd. Class H

     2,965,367  
1,405,571   

Unum Group

     21,097,621  
     

 

 

 
            115,884,939  
     

 

 

 
   Materials - 2.2%

 

122,650   

Celanese Corp.

     9,001,284  
234,060   

CRH plc

     6,351,132  
186,309   

FMC Corp.

     15,219,582  
146,531   

Linde plc

     25,349,863  
124,412   

Nutrien Ltd.(1)

     4,253,152  
148,183   

Reliance Steel & Aluminum Co.

     12,979,349  
     

 

 

 
        73,154,362  
     

 

 

 
   Media & Entertainment - 6.2%

 

343,164   

Activision Blizzard, Inc.

     20,411,395  
7,383   

Alphabet, Inc. Class A*

     8,578,677  
13,524   

Charter Communications, Inc. Class A*

     5,900,656  
409,300   

Cinemark Holdings, Inc.

     4,170,767  
786,850   

Comcast Corp. Class A

     27,051,903  
92,537   

Electronic Arts, Inc.*

     9,269,431  
81,092   

Facebook, Inc. Class A*

     13,526,146  
1,137,137   

Interpublic Group of Cos., Inc.

     18,410,248  
38,028   

Live Nation Entertainment, Inc.*

     1,728,753  
164,430   

Match Group, Inc.*(1)

     10,858,957  
73,983   

Netflix, Inc.*

     27,780,616  
697,424   

Pinterest, Inc. Class A*(1)

     10,768,227  
163,454   

Roku, Inc.*(1)

     14,298,956  
159,613   

Spotify Technology S.A.*

     19,383,403  
93,847   

Tencent Holdings Ltd.

     4,638,631  
121,575   

Walt Disney Co.

     11,744,145  
     

 

 

 
        208,520,911  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 8.0%

 

157,937   

Alnylam Pharmaceuticals, Inc.*

     17,191,442  
301,924   

AstraZeneca plc ADR

     13,483,926  
100,708   

Bausch Health Cos., Inc.*

     1,560,974  
150,903   

Bristol-Myers Squibb Co.

     8,411,333  
402,125   

Elanco Animal Health, Inc.*

     9,003,579  
56,207   

Eli Lilly & Co.

     7,797,035  
144,522   

Exact Sciences Corp.*

     8,382,276  
3,549   

Galapagos N.V. ADR*(1)

     695,320  
43,185   

Galapagos N.V.*

     8,480,554  
64,491   

Gilead Sciences, Inc.

     4,821,347  
323,165   

Ionis Pharmaceuticals, Inc.*

     15,279,241  
434,520   

Johnson & Johnson

     56,978,608  
301,931   

Merck & Co., Inc.

     23,230,571  
23,148   

Mettler-Toledo International, Inc.*

     15,983,926  
910,691   

Pfizer, Inc.

     29,724,954  
13,035   

Regeneron Pharmaceuticals, Inc.*

     6,364,860  
157,932   

Seattle Genetics, Inc.*

     18,222,194  
78,984   

Thermo Fisher Scientific, Inc.

     22,399,862  
     

 

 

 
        268,012,002  
     

 

 

 

 


 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

   Real Estate - 5.3%

 

87,052   

Alexandria Real Estate Equities, Inc. REIT

   $ 11,931,347  
63,569   

American Tower Corp. REIT

     13,842,150  
473,252   

Americold Realty Trust REIT

     16,109,498  
81,350   

AvalonBay Communities, Inc. REIT

     11,972,279  
147,045   

Boston Properties, Inc. REIT

     13,561,960  
392,276   

Columbia Property Trust, Inc. REIT

     4,903,450  
81,353   

Digital Realty Trust, Inc. REIT

     11,300,745  
41,458   

Equinix, Inc. REIT

     25,893,423  
920,845   

Host Hotels & Resorts, Inc. REIT

     10,166,129  
141,234   

Jones Lang LaSalle, Inc. REIT

     14,261,809  
154,685   

Mitsui Fudosan Co., Ltd. REIT

     2,678,327  
99,800   

Prologis, Inc. REIT

     8,020,926  
104,791   

Public Storage REIT

     20,812,541  
665,100   

VICI Properties, Inc. REIT

     11,067,264  
     

 

 

 
        176,521,848  
     

 

 

 
   Retailing - 6.6%

 

116,627   

Alibaba Group Holding Ltd. ADR*

     22,681,619  
8,451,700   

Allstar Co.*(2)(3)(4)

      
32,883   

Amazon.com, Inc.*

     64,112,643  
184,422   

Dollar Tree, Inc.*

     13,549,484  
245,699   

Expedia Group, Inc.

     13,825,483  
64,948   

Genuine Parts Co.

     4,372,949  
99,096   

Home Depot, Inc.

     18,502,214  
370,318   

Kohl’s Corp.

     5,402,940  
207,018   

Lowe’s Cos., Inc.

     17,813,899  
73,720   

Ross Stores, Inc.

     6,411,428  
1,029,146   

TJX Cos., Inc.

     49,203,470  
115,140   

Tory Burch LLC*(2)(3)(4)

     4,421,331  
     

 

 

 
        220,297,460  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 3.7%

 

606,476   

Advanced Micro Devices, Inc.*

     27,582,529  
5,987   

ASML Holding N.V.

     1,578,260  
49,439   

Broadcom, Inc.

     11,721,987  
167,764   

Infineon Technologies AG

     2,421,798  
418,829   

Intel Corp.

     22,667,025  
73,719   

KLA Corp.

     10,596,369  
600,084   

Marvell Technology Group Ltd.

     13,579,901  
208,411   

Micron Technology, Inc.*

     8,765,767  
80,387   

NVIDIA Corp.

     21,190,013  
25,060   

Texas Instruments, Inc.

     2,504,246  
     

 

 

 
            122,607,895  
     

 

 

 
   Software & Services - 10.8%

 

102,930   

Accenture plc Class A

     16,804,352  
4,312   

Adobe, Inc.*

     1,372,251  
139,585   

Amdocs Ltd.

     7,672,987  
29,104   

DocuSign, Inc.*

     2,689,210  
22,010   

Fair Isaac Corp.*

     6,772,257  
34,560   

Fidelity National Information Services, Inc.

     4,203,878  
100,052   

FleetCor Technologies, Inc.*

     18,663,700  
857,668   

Genpact Ltd.

     25,043,906  
130,267   

Global Payments, Inc.

     18,788,409  
472,046   

GoDaddy, Inc. Class A*

     26,958,547  
169,531   

Guidewire Software, Inc.*

     13,445,504  
6,205   

Intuit, Inc.

     1,427,150  
187,506   

Microsoft Corp.

     29,571,571  
164,550   

PayPal Holdings, Inc.*

     15,754,017  
15,513   

RingCentral, Inc. Class A*

     3,287,360  
36,009   

salesforce.com, Inc.*

     5,184,576  
89,433   

ServiceNow, Inc.*

     25,629,709  
1,195,426   

Slack Technologies, Inc. Class A*(1)

     32,085,234  
174,746   

Splunk, Inc.*

     22,058,188  
271,883   

Square, Inc. Class A*

     14,241,231  
6,118   

Trade Desk, Inc. Class A*

     1,180,774  


 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

95,752   

VeriSign, Inc.*

   $ 17,243,978  
83,727   

Visa, Inc. Class A

     13,490,094  
80,081   

WEX, Inc.*

     8,372,468  
160,685   

Workday, Inc. Class A*

     20,924,401  
53,657   

Worldline S.A.*(5)

     3,166,900  
41,882   

Zoom Video Communications, Inc. Class A*

     6,119,798  
     

 

 

 
     362,152,450  
     

 

 

 
   Technology Hardware & Equipment - 3.1%

 

80,239   

Apple, Inc.

     20,403,975  
149,169   

CDW Corp.

     13,912,993  
374,335   

Cisco Systems, Inc.

     14,715,109  
58,786   

Coherent, Inc.*

     6,255,418  
9,870   

Keyence Corp.

     3,173,327  
191,507   

Lumentum Holdings, Inc.*

     14,114,066  
31,066   

Motorola Solutions, Inc.

     4,129,293  
306,251   

Samsung Electronics Co., Ltd.

     11,907,494  
131,863   

TE Connectivity Ltd.

     8,304,732  
125,135   

Western Digital Corp.

     5,208,119  
     

 

 

 
     102,124,526  
     

 

 

 
   Telecommunication Services - 2.3%

 

725,143   

AT&T, Inc.

     21,137,919  
86,250   

Cellnex Telecom S.A.*(5)

     3,912,511  
20,188,642   

China Tower Corp. Ltd. Class H(5)

     4,485,929  
69,000   

KDDI Corp.

     2,038,162  
64,400   

SoftBank Group Corp.

     2,279,913  
410,700   

T-Mobile U.S., Inc.*

     34,457,730  
175,567   

Verizon Communications, Inc.

     9,433,215  
     

 

 

 
     77,745,379  
     

 

 

 
   Transportation - 2.9%

 

343,260   

Canadian National Railway Co.

     26,837,844  
269,485   

Southwest Airlines Co.

     9,596,361  
1,202,934   

Uber Technologies, Inc.*

     33,585,917  
189,480   

Union Pacific Corp.

     26,724,259  
     

 

 

 
     96,744,381  
     

 

 

 
   Utilities - 3.6%

 

250,171   

American Electric Power Co., Inc.

     20,008,677  
192,361   

Dominion Energy, Inc.

     13,886,541  
386,784   

Duke Energy Corp.

     31,283,090  
509,171   

Exelon Corp.

     18,742,584  
1,268,130   

Iberdrola S.A.

     12,403,586  
410,296   

Southern Co.

     22,213,425  
     

 

 

 
     118,537,903  
     

 

 

 
  

Total Common Stocks
(cost $3,328,591,863)

   $     3,245,486,753  
     

 

 

 

Exchange-Traded Funds - 0.7%

  
   Other Investment Pools & Funds - 0.7%

 

93,289   

iShares MSCI ACWI ETF(1)

     5,837,093  
123,331   

iShares Russell 1000 Growth ETF

     18,579,815  
     

 

 

 
     24,416,908  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $23,786,225)

   $ 24,416,908  
     

 

 

 

Convertible Preferred Stocks - 0.3%

  
   Consumer Services - 0.1%

 

16,619   

Airbnb, Inc. Series E*(2)(3)(4)

     1,417,053  
     

 

 

 
   Diversified Financials - 0.0%

 

85,350   

Social Finance, Inc. Series F*(2)(3)(4)

     1,310,966  
     

 

 

 
   Retailing - 0.0%

 

40,566   

Honest Co., Inc. Series C*(2)(3)(4)

     1,356,527  
     

 

 

 
   Software & Services - 0.2%

 

50,200   

Nanigans, Inc. Series D*(2)(3)(4)

     55,359  


 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

20,891    Sharecare, Inc. Series B2*(2)(3)(4)       $ 4,470,674  
29,504    Magic Leap, Inc. Series C*(2)(3)(4)         726,828  
        

 

 

 
           5,252,861  
        

 

 

 
  

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

      $ 9,337,407  
        

 

 

 

Escrows - 0.0%(6)

        
   Consumer Durables & Apparel - 0.0%      
127,917    One Kings Lane, Inc.*(2)(3)(4)         20,467  
        

 

 

 
  

Total Escrows
(cost $—)

      $ 20,467  
        

 

 

 
  

Total Long-Term Investments
(cost $3,362,817,046)

      $ 3,279,261,535  
        

 

 

 

Short-Term Investments - 2.5%

     
   Other Investment Pools & Funds - 1.9%      
64,355,814    BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.36%(7)         64,355,814  
        
   Securities Lending Collateral - 0.6%      
994,636    Citibank NA DDCA, 0.08%, 4/1/2020(7)         994,636  
10,661,368    Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.30%(7)         10,661,368  
2,117,516    Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.32%(7)         2,117,516  
6,085,726    Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.22%(7)         6,085,726  
        

 

 

 
           19,859,246  
        

 

 

 
  

Total Short-Term Investments
(cost $84,215,060)

      $ 84,215,060  
        

 

 

 
  

Total Investments
(cost $3,447,032,106)

     100.7%      $ 3,363,476,595  
   Other Assets and Liabilities      (0.7)%        (23,297,970
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $ 3,340,178,625  
     

 

 

    

 

 

 

 

Note:

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

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

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

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

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Investment valued using significant unobservable inputs.

(3)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $20,000,292 or 0.6% of net assets.

 

            Period Acquired    Security Name    Shares/Par Value   Base Total Cost      Base Market Value  

 

 

06/2015

   Airbnb, Inc. Series E Convertible Preferred      16,619       $ 1,547,136      $ 1,417,053  

08/2011

   Allstar Co.      8,451,700       3,676,649         

07/2015

   DraftKings, Inc.      514,432       1,938,195        2,041,935  

06/2015

   HF Global, Inc.      350,600       4,713,607        4,179,152  

08/2014

  

Honest Co., Inc. Series C Convertible Preferred

     40,566       1,097,606        1,356,527  


 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

12/2015

  

Magic Leap, Inc. Series C Convertible Preferred

     29,504        679,566      $ 726,828  

03/2015

  

Nanigans, Inc. Series D Convertible Preferred

     50,200        548,109        55,359  

01/2014

  

One Kings Lane, Inc.

     127,917               20,467  

03/2015

  

Sharecare, Inc. Series B2 Convertible Preferred

     20,891        5,220,034        4,470,674  

09/2015

  

Social Finance, Inc. Series F Convertible Preferred

     85,350        1,346,507        1,310,966  

11/2013

  

Tory Burch LLC

     115,140        9,024,247        4,421,331  
        

 

 

    

 

 

 
         $     29,791,656      $     20,000,292  
        

 

 

    

 

 

 
(4)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At March 31, 2020, the aggregate fair value of these securities was $20,000,292, which represented 0.6% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(5)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At March 31, 2020, the aggregate value of these securities was $11,565,340, representing 0.3% of net assets.

(6)

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

(7)

Current yield as of period end.

Futures Contracts Outstanding at March 31, 2020

 

Description   

Number

of

Contracts

     Expiration Date     

Current

Notional

Amount

    

Value and

Unrealized

Appreciation/

(Depreciation)

 

Long position contracts:

           

S&P 500 (E-Mini) Future

     118        06/19/2020      $ 15,161,230      $ 668,695  
           

 

 

 

    

           
           

 

 

 

Total futures contracts

 

   $         668,695  
           

 

 

 

† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Currency Abbreviations:

       

USD

  

United States Dollar

  

Index Abbreviations:

       

S&P

  

Standard & Poor’s

  

Other Abbreviations:

       

ACWI

  

All Country World Index

  

ADR

  

American Depositary Receipt

  

DDCA

  

Dollars on Deposit in Custody Account

  

ETF

  

Exchange-Traded Fund

  

MSCI

  

Morgan Stanley Capital International

  

REIT

  

Real Estate Investment Trust

  


 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2020 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2    Level 3(1)

Assets

 

Common Stocks

           

Automobiles & Components

   $ 16,422,622      $ 14,116,258      $ 2,306,364      $  

Banks

     70,521,494        70,521,494                

Capital Goods

     157,759,653        141,865,758        11,714,743        4,179,152  

Commercial & Professional Services

     103,582,563        101,551,967        2,030,596         

Consumer Durables & Apparel

     71,967,857        71,967,857                

Consumer Services

     80,188,696        74,474,141        3,672,620        2,041,935  

Diversified Financials

     124,480,792        116,690,622        7,790,170         

Energy

     33,201,802        33,201,802                

Food & Staples Retailing

     22,776,398        22,776,398                

Food, Beverage & Tobacco

     217,519,924        188,882,985        28,636,939         

Health Care Equipment & Services

     373,681,666        373,681,666                

Household & Personal Products

     31,079,230        28,686,897        2,392,333         

Insurance

     115,884,939        112,919,572        2,965,367         

Materials

     73,154,362        66,803,230        6,351,132         

Media & Entertainment

     208,520,911        203,882,280        4,638,631         

Pharmaceuticals, Biotechnology & Life Sciences

     268,012,002        259,531,448        8,480,554         

Real Estate

     176,521,848        173,843,521        2,678,327         

Retailing

     220,297,460        215,876,129               4,421,331  

Semiconductors & Semiconductor Equipment

     122,607,895        118,607,837        4,000,058         

Software & Services

     362,152,450        358,985,550        3,166,900         

Technology Hardware & Equipment

     102,124,526        87,043,705        15,080,821         

Telecommunication Services

     77,745,379        65,028,864        12,716,515         

Transportation

     96,744,381        96,744,381                

Utilities

     118,537,903        106,134,317        12,403,586         

Exchange-Traded Funds

     24,416,908        24,416,908                

Convertible Preferred Stocks

     9,337,407                      9,337,407  

Escrows

     20,467                      20,467  

Short-Term Investments

     84,215,060        84,215,060                

Futures Contracts(2)

     668,695        668,695                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $       3,364,145,290      $       3,213,119,342      $       131,025,656      $       20,000,292  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended March 31, 2020, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended March 31, 2020 is not presented.


 

  Hartford Disciplined Equity HLS Fund

 

 

  Schedule of Investments

  March 31, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.9%

  
   Banks - 5.6%

 

465,438   

Bank of America Corp.

   $ 9,881,249  
126,636   

JP Morgan Chase & Co.

     11,401,039  
68,759   

PNC Financial Services Group, Inc.

     6,581,611  
     

 

 

 
     27,863,899  
     

 

 

 
   Capital Goods - 5.2%

 

75,739   

AMETEK, Inc.

     5,454,723  
103,534   

Fortune Brands Home & Security, Inc.

     4,477,846  
4,900   

IDEX Corp.

     676,739  
46,262   

Illinois Tool Works, Inc.

     6,574,755  
44,189   

Raytheon Co.

     5,795,387  
26,126   

Snap-on, Inc.

     2,843,031  
     

 

 

 
     25,822,481  
     

 

 

 
   Commercial & Professional Services - 2.0%

 

36,034   

Equifax, Inc.

     4,304,261  
75,742   

Republic Services, Inc.

     5,685,195  
     

 

 

 
     9,989,456  
     

 

 

 
   Consumer Durables & Apparel - 2.0%

 

75,754   

NIKE, Inc. Class B

     6,267,886  
72,393   

VF Corp.

     3,915,013  
     

 

 

 
     10,182,899  
     

 

 

 
   Consumer Services - 1.6%

 

48,582   

McDonald’s Corp.

     8,033,034  
     

 

 

 
   Diversified Financials - 1.6%

 

57,381   

American Express Co.

     4,912,387  
66,112   

Capital One Financial Corp.

     3,333,367  
     

 

 

 
     8,245,754  
     

 

 

 
   Energy - 0.6%

 

76,922   

EOG Resources, Inc.

     2,763,038  
     

 

 

 
   Food & Staples Retailing - 3.6%

 

28,097   

Costco Wholesale Corp.

     8,011,297  
89,672   

Walmart, Inc.

     10,188,533  
     

 

 

 
     18,199,830  
     

 

 

 
   Food, Beverage & Tobacco - 3.9%

 

42,518   

Constellation Brands, Inc. Class A

     6,095,381  
132,453   

Kellogg Co.

     7,945,855  
100,465   

Monster Beverage Corp.*

     5,652,161  
     

 

 

 
     19,693,397  
     

 

 

 
   Health Care Equipment & Services - 10.7%

 

55,491   

Abbott Laboratories

     4,378,795  
5,718   

Anthem, Inc.

     1,298,215  
112,002   

Baxter International, Inc.

     9,093,442  
24,137   

Becton Dickinson and Co.

     5,545,959  
42,500   

Danaher Corp.

     5,882,425  
120,698   

Hologic, Inc.*

     4,236,500  
38,860   

Laboratory Corp. of America Holdings*

     4,911,515  
94,376   

Medtronic plc

     8,510,828  
38,977   

UnitedHealth Group, Inc.

     9,720,084  
     

 

 

 
     53,577,763  
     

 

 

 
   Household & Personal Products - 4.3%

 

122,961   

Colgate-Palmolive Co.

     8,159,692  
121,247   

Procter & Gamble Co.

     13,337,170  
     

 

 

 
         21,496,862  
     

 

 

 
   Insurance - 3.1%

 

64,066   

Allstate Corp.

     5,876,774  
93,966   

Athene Holding Ltd. Class A*

     2,332,236  


 

  Hartford Disciplined Equity HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

64,487   

Chubb Ltd.

   $ 7,202,553  
     

 

 

 
        15,411,563  
     

 

 

 
   Materials - 1.7%

 

28,881   

Ecolab, Inc.

     4,500,526  
48,978   

PPG Industries, Inc.

     4,094,561  
     

 

 

 
        8,595,087  
     

 

 

 
   Media & Entertainment - 5.5%

 

11,933   

Alphabet, Inc. Class A*

     13,865,549  
36,522   

Facebook, Inc. Class A*

     6,091,870  
76,598   

Walt Disney Co.

     7,399,367  
     

 

 

 
        27,356,786  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 6.6%

 

31,705   

Allergan plc

     5,614,956  
81,279   

Eli Lilly & Co.

     11,275,023  
105,796   

Merck & Co., Inc.

     8,139,944  
27,939   

Thermo Fisher Scientific, Inc.

     7,923,500  
     

 

 

 
        32,953,423  
     

 

 

 
   Real Estate - 2.4%

 

32,846   

American Tower Corp. REIT

     7,152,217  
54,753   

Boston Properties, Inc. REIT

     5,049,869  
     

 

 

 
        12,202,086  
     

 

 

 
   Retailing - 5.2%

 

9,961   

Amazon.com, Inc.*

     19,421,161  
134,696   

TJX Cos., Inc.

     6,439,816  
     

 

 

 
        25,860,977  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 4.5%

 

29,630   

KLA Corp.

     4,259,016  
96,056   

Micron Technology, Inc.*

     4,040,115  
46,076   

QUALCOMM, Inc.

     3,117,042  
96,016   

Teradyne, Inc.

     5,201,187  
56,558   

Texas Instruments, Inc.

     5,651,841  
     

 

 

 
        22,269,201  
     

 

 

 
   Software & Services - 12.5%

 

24,200   

Fidelity National Information Services, Inc.

     2,943,688  
40,945   

Global Payments, Inc.

     5,905,497  
56,113   

GoDaddy, Inc. Class A*

     3,204,614  
91,702   

Leidos Holdings, Inc.

     8,404,488  
41,559   

Mastercard, Inc. Class A

     10,038,992  
126,355   

Microsoft Corp.

     19,927,447  
43,812   

salesforce.com, Inc.*

     6,308,052  
69,582   

SS&C Technologies Holdings, Inc.

     3,049,083  
22,764   

Workday, Inc. Class A*

     2,964,328  
     

 

 

 
        62,746,189  
     

 

 

 
   Technology Hardware & Equipment - 6.9%

 

77,241   

Apple, Inc.

     19,641,614  
41,108   

CDW Corp.

     3,834,143  
212,773   

Corning, Inc.

     4,370,358  
50,847   

Motorola Solutions, Inc.

     6,758,583  
     

 

 

 
        34,604,698  
     

 

 

 
   Telecommunication Services - 1.8%

 

169,522   

Verizon Communications, Inc.

     9,108,417  
     

 

 

 
   Transportation - 1.4%

 

32,483   

Norfolk Southern Corp.

     4,742,518  
83,872   

Uber Technologies, Inc.*

     2,341,706  
     

 

 

 
        7,084,224  
     

 

 

 
   Utilities - 5.2%

 

109,269   

American Electric Power Co., Inc.

     8,739,335  
49,025   

NextEra Energy, Inc.

     11,796,395  


 

  Hartford Disciplined Equity HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

 

  73,322     

Pinnacle West Capital Corp.

      $ 5,557,074  
        

 

 

 
           26,092,804  
        

 

 

 
  

Total Common Stocks
(cost $388,443,055)

      $ 490,153,868  
        

 

 

 
  

Short-Term Investments - 1.6%

     
  

Other Investment Pools & Funds - 1.6%

     
          7,970,908     

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.36%(1)

        7,970,908  
        

 

 

 
  

Total Short-Term Investments
(cost $7,970,908)

      $ 7,970,908  
        

 

 

 
  

Total Investments
(cost $396,413,963)

     99.5%      $ 498,124,776  
  

Other Assets and Liabilities

     0.5%        2,311,350  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 500,436,126  
     

 

 

    

 

 

 

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.

 

*

Non-income producing.

(1)

Current yield as of period end.

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

REIT   

Real Estate Investment Trust


 

  Hartford Disciplined Equity HLS Fund

 

 

  Schedule of Investments – (continued)

  March 31, 2020 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2020 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2        Level 3(1)    

Assets

 

Common Stocks

           

Banks

   $         27,863,899      $         27,863,899      $                 —      $                 —  

Capital Goods

     25,822,481        25,822,481                

Commercial & Professional Services

     9,989,456        9,989,456                

Consumer Durables & Apparel

     10,182,899        10,182,899                

Consumer Services

     8,033,034        8,033,034                

Diversified Financials

     8,245,754        8,245,754                

Energy

     2,763,038        2,763,038                

Food & Staples Retailing

     18,199,830        18,199,830                

Food, Beverage & Tobacco

     19,693,397        19,693,397                

Health Care Equipment & Services

     53,577,763        53,577,763                

Household & Personal Products

     21,496,862        21,496,862                

Insurance

     15,411,563        15,411,563                

Materials

     8,595,087        8,595,087                

Media & Entertainment

     27,356,786        27,356,786                

Pharmaceuticals, Biotechnology & Life Sciences

     32,953,423        32,953,423                

Real Estate

     12,202,086        12,202,086                

Retailing

     25,860,977        25,860,977                

Semiconductors & Semiconductor Equipment

     22,269,201        22,269,201                

Software & Services

     62,746,189        62,746,189                

Technology Hardware & Equipment

     34,604,698        34,604,698                

Telecommunication Services

     9,108,417        9,108,417                

Transportation

     7,084,224        7,084,224                

Utilities

     26,092,804        26,092,804                

Short-Term Investments

     7,970,908        7,970,908                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $ 498,124,776      $ 498,124,776      $      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 

(1)

For the period ended March 31, 2020, there were no transfers in and out of Level 3.


 

  Hartford Dividend and Growth HLS Fund

 

 

  Schedule of Investments

  March 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  

Common Stocks - 97.1%

 

  

Banks - 8.5%

 

3,688,913   

Bank of America Corp.

   $     78,315,623  
398,287   

Bank of Nova Scotia

     16,170,452  
1,008,771   

JP Morgan Chase & Co.

     90,819,653  
238,725   

PNC Financial Services Group, Inc.

     22,850,757  
     

 

 

 
        208,156,485  
     

 

 

 
  

Capital Goods - 6.1%

 

209,449   

Deere & Co.

     28,937,474  
138,917   

Eaton Corp. plc

     10,792,462  
129,816   

General Dynamics Corp.

     17,175,955  
711,090   

Johnson Controls International plc

     19,170,986  
62,423   

Lockheed Martin Corp.

     21,158,276  
107,611   

Raytheon Co.

     14,113,182  
352,981   

Raytheon Technologies Corp.

     33,296,698  
74,363   

Trane Technologies plc

     6,141,640  
     

 

 

 
        150,786,673  
     

 

 

 
  

Consumer Services - 1.8%

 

305,714   

Hilton Worldwide Holdings, Inc.

     20,861,923  
145,270   

McDonald’s Corp.

     24,020,395  
     

 

 

 
        44,882,318  
     

 

 

 
  

Diversified Financials - 4.2%

 

387,185   

American Express Co.

     33,146,908  
54,821   

BlackRock, Inc.

     24,119,596  
630,947   

Charles Schwab Corp.

     21,212,438  
340,818   

Northern Trust Corp.(1)

     25,718,126  
     

 

 

 
        104,197,068  
     

 

 

 
  

Energy - 4.5%

 

606,122   

Chevron Corp.

     43,919,600  
919,490   

ConocoPhillips

     28,320,292  
342,983   

Hess Corp.(1)

     11,421,334  
412,624   

Marathon Petroleum Corp.

     9,746,179  
473,077   

Total S.A. ADR

     17,617,388  
     

 

 

 
        111,024,793  
     

 

 

 
  

Food & Staples Retailing - 2.9%

 

507,374   

Sysco Corp.

     23,151,476  
420,541   

Walmart, Inc.

     47,781,868  
     

 

 

 
        70,933,344