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 | McDonalds 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 |
$ | 1,136,258,077 | ||||
|
|
|||||
Asset & Commercial Mortgage-Backed Securities - 3.0% |
||||||
Asset-Backed - Automobile - 0.1% |
| |||||
$ 28,883 | ARI Fleet Lease Trust |
28,826 | ||||
52,765 | Canadian Pacer Auto Receivables Trust |
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 |
7,315 | ||||
125,786 | First Investors Auto Owner Trust |
125,620 | ||||
84,126 | Securitized Term Auto Receivables Trust |
83,971 | ||||
4,176 | Wheels SPV LLC |
4,172 | ||||
|
|
|||||
1,271,197 | ||||||
|
|
|||||
Asset-Backed - Finance & Insurance - 1.6% |
| |||||
277,337 | AASET Trust |
208,947 | ||||
1,910,246 | Ajax Mortgage Loan Trust |
1,936,878 | ||||
3,480,000 | Atlas Senior Loan Fund Ltd. |
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. |
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 |
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. |
1,406,192 | ||||
2,635,000 | Madison Park Funding Ltd. |
2,514,855 | ||||
2,690,000 | Magnetite VII Ltd. |
2,593,830 | ||||
1,615,000 | Magnetite XVIII Ltd. |
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 |
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. |
2,556,153 |
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 |
872,830 | ||||
2,220,000 | CSMC Trust |
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 |
875,606 | ||||
|
|
|||||
7,688,784 | ||||||
|
|
|||||
Other Asset-Backed Securities - 0.4% |
| |||||
1,082,969 | AASET U.S. Ltd. |
859,910 | ||||
1,225,000 | BlueMountain CLO Ltd. |
1,022,980 | ||||
533,795 | Castlelake Aircraft Securitization Trust |
373,460 | ||||
1,585,740 | Hertz Fleet Lease Funding L.P. |
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 |
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 |
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 |
480,744 | ||||
603,755 | MetLife Securitization Trust |
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 |
$ | 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 |
600,083 | ||||
|
|
|||||
8,150,482 | ||||||
|
|
|||||
Total Asset & Commercial Mortgage-Backed Securities |
$ | 51,290,558 | ||||
|
|
|||||
Corporate Bonds - 17.3% |
||||||
Aerospace/Defense - 0.4% |
| |||||
850,000 | BAE Systems Holdings, Inc. |
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. |
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 |
1,064,821 | ||||
325,000 | Philip Morris International, Inc. |
380,312 | ||||
|
|
|||||
10,373,863 | ||||||
|
|
|||||
Airlines - 0.2% |
| |||||
2,679,447 | Continental Airlines, Inc. |
2,747,185 | ||||
1,201,444 | Southwest Airlines Co. |
1,235,439 | ||||
148,096 | United Airlines Class B Pass -Through Trust |
128,297 | ||||
|
|
|||||
4,110,921 | ||||||
|
|
|||||
Auto Manufacturers - 0.5% |
| |||||
1,440,000 | Daimler Finance North America LLC |
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. |
2,574,450 | ||||
|
|
|||||
8,553,114 | ||||||
|
|
|||||
Biotechnology - 0.1% |
| |||||
1,340,000 | Biogen, Inc. |
1,343,883 | ||||
335,000 | Gilead Sciences, Inc. |
335,999 | ||||
|
|
|||||
1,679,882 | ||||||
|
|
|||||
Chemicals - 0.2% |
| |||||
2,740,000 | CNAC HK Synbridge Co., Ltd. |
2,743,425 | ||||
925,000 | Syngenta Finance N.V. |
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 |
2,399,720 | ||||
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. |
1,886,726 | ||||
290,000 | Citigroup, Inc. |
454,879 | ||||
1,695,000 | Citizens Bank NA |
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 |
264,012 |
Hartford Balanced HLS Fund
|
Schedule of Investments (continued) March 31, 2020 (Unaudited) |
$ 530,000 | Credit Suisse Group AG |
$ | 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 |
750,410 | ||||
1,600,000 | Goldman Sachs Group, Inc. |
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. |
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. |
4,834,495 | ||||
1,755,000 | Santander Holdings USA, Inc. |
1,733,808 | ||||
1,660,000 | Truist Financial Corp. |
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. |
4,558,242 | ||||
|
|
|||||
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 |
1,631,765 | ||||
|
|
|||||
3,682,118 | ||||||
|
|
|||||
Construction Materials - 0.0% |
| |||||
267,000 | Carrier Global Corp. |
246,023 | ||||
|
|
|||||
Diversified Financial Services - 0.4% |
| |||||
4,610,520 | Postal Square L.P. |
5,072,476 | ||||
1,220,000 | Societe Generale S.A. |
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. |
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 |
1,602,514 | ||||
500,000 | FirstEnergy Corp. |
507,914 | ||||
2,405,000 | Fortis, Inc. |
2,303,393 | ||||
245,000 | Georgia Power Co. |
240,541 | ||||
1,275,000 | Indianapolis Power and Light Co. |
1,793,537 | ||||
315,000 | Infraestructura Energetica Nova S.A.B. de C.V. |
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. |
684,663 | ||||
1,325,000 | Oglethorpe Power Corp. |
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. |
2,340,113 | ||||
484,000 | SCANA Corp. |
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. |
1,252,923 | ||||
1,065,000 | Kroger Co. |
1,120,451 | ||||
480,000 | Sigma Alimentos S.A. de C.V. |
444,725 | ||||
|
|
|||||
3,874,269 | ||||||
|
|
|||||
Gas - 0.2% |
| |||||
330,000 | Boston Gas Co. |
325,024 | ||||
1,870,000 | KeySpan Gas East Corp. |
1,891,687 |
Hartford Balanced HLS Fund
|
Schedule of Investments (continued) March 31, 2020 (Unaudited) |
$ 350,000 | Sempra Energy |
$ | 350,708 | |||
|
|
|||||
2,567,419 | ||||||
|
|
|||||
Healthcare-Products - 0.0% |
| |||||
135,000 | Boston Scientific Corp. |
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 |
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. |
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 |
1,594,852 | ||||
|
|
|||||
Insurance - 0.5% |
| |||||
420,000 | AIA Group Ltd. |
423,376 | ||||
1,000,000 | Berkshire Hathaway, Inc. |
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 |
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. |
776,268 | ||||
1,000,000 | MetLife, Inc. 3.60%, 04/10/2024 |
1,052,730 | ||||
132,000 | Northwestern Mutual Life Insurance Co. |
115,792 | ||||
2,220,000 | Trinity Acquisition plc |
2,312,699 | ||||
|
|
|||||
7,895,725 | ||||||
|
|
|||||
Internet - 0.4% |
| |||||
1,775,000 | Alibaba Group Holding Ltd. |
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. |
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. |
2,170,665 | ||||
365,000 | FOX Corp. |
379,166 | ||||
2,386,000 | Sky Ltd. |
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. |
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. |
1,509,669 | ||||
|
|
|||||
Oil & Gas - 0.5% |
| |||||
1,545,000 | Aker BP ASA |
1,155,175 | ||||
1,200,000 | BG Energy Capital plc |
1,204,782 | ||||
2,080,000 | Cimarex Energy Co. |
1,639,145 | ||||
100,000 | ConocoPhillips Co. |
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. |
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. |
607,271 | ||||
1,375,000 | Total Capital International S.A. |
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. |
$ | 880,756 | |||
|
|
|||||
Pharmaceuticals - 0.9% |
| |||||
845,000 | AbbVie, Inc. |
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 |
980,020 | ||||
770,000 | Bristol-Myers Squibb Co. |
811,674 | ||||
955,000 | Cigna Corp. |
1,024,901 | ||||
3,130,000 | CVS Health Corp. |
3,311,015 | ||||
2,015,000 | EMD Finance LLC |
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. |
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. |
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. |
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 |
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 |
1,163,525 | ||||
1,400,000 | WEA Finance LLC / Westfield UK & Europe Finance plc |
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. |
$ | 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 |
453,820 | ||||
500,000 | Simon Property Group L.P. |
453,213 | ||||
|
|
|||||
7,452,313 | ||||||
|
|
|||||
Retail - 0.3% |
||||||
1,000,000 | AutoZone, Inc. |
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 | Lowes Cos., Inc. |
382,972 | ||||
350,000 | McDonalds Corp. |
353,131 | ||||
315,000 | Starbucks Corp. |
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. |
108,142 | ||||
|
|
|||||
2,527,380 | ||||||
|
|
|||||
Software - 0.4% |
| |||||
1,820,000 | Fiserv, Inc. |
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. |
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 |
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 |
719,702 | ||||
576,000 | Orange S.A. |
874,588 | ||||
2,440,000 | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC |
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. |
619,519 | ||||
|
|
|||||
Total Corporate Bonds |
$ | 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 |
997,540 | ||||
|
|
|||||
Total Foreign Government Obligations |
$ | 8,366,972 | ||||
|
|
|||||
Municipal Bonds - 1.0% |
||||||
Airport - 0.0% |
| |||||
190,000 | Broward County, FL, Airport System Rev |
184,471 | ||||
|
|
|||||
Education - 0.0% |
| |||||
310,000 | Massachusetts School Building Auth |
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 |
415,826 | ||||
375,000 | Metropolitan Transportation Auth, NY, Rev |
489,116 | ||||
1,485,000 | New York State Urban Dev Corp. Rev |
1,497,177 | ||||
1,250,000 | Philadelphia, PA, Auth for Industrial Dev |
1,637,100 | ||||
1,335,000 | Sales Tax Securitization Corp., IL |
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 |
924,092 | ||||
1,180,000 | State of Illinois, GO |
1,171,303 | ||||
|
|
|||||
3,061,012 | ||||||
|
|
|||||
Power - 0.0% |
| |||||
485,000 | New York Utility Debt Securitization Auth |
506,330 | ||||
|
|
|||||
Transportation - 0.2% |
| |||||
225,000 | Bay Area Toll Auth, CA |
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 |
1,155,070 | ||||
570,000 | New York and New Jersey Port Auth, Taxable Rev |
754,463 | ||||
|
|
|||||
2,956,068 | ||||||
|
|
|||||
Utility - Electric - 0.2% |
| |||||
785,000 | Illinois Municipal Electric Agency |
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 |
$ | 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 |
$ | 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 |
$ | 156,236,481 | ||||||||
|
|
|||||||||
Total Long-Term Investments |
$ | 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, |
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 |
$ | 24,793,882 | ||||||||
|
|
|||||||||
Total Investments |
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 & Poors.
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 |
Value and Unrealized |
||||||||||||
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 Funds significant accounting policies, please refer to the Funds 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 Funds 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 | Peoples 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 | Carters, 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 | Dominos 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 | McDonalds 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 | Kohls Corp. |
5,402,940 | ||||
207,018 | Lowes 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 |
$ | 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 |
$ | 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 |
$ | 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 |
$ | 20,467 | ||||||||
|
|
|||||||||
Total Long-Term Investments |
$ | 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 |
$ | 84,215,060 | ||||||||
|
|
|||||||||
Total Investments |
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 & Poors.
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 Funds significant accounting policies, please refer to the Funds most recent shareholder report.
GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
||||
Currency Abbreviations: |
||||
USD |
United States Dollar |
|||
Index Abbreviations: |
||||
S&P |
Standard & Poors |
|||
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 Funds 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 | McDonalds 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 |
$ | 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 |
$ | 7,970,908 | ||||||||||
|
|
|||||||||||
Total Investments |
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 & Poors.
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 Funds significant accounting policies, please refer to the Funds 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 Funds 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 | McDonalds 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 | ||||||
|
|
|||||