Hartford Balanced HLS Fund

 

 

  Schedule of Investments

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 68.3%

 

  

Automobiles & Components - 0.8%

  
630,612   

Gentex Corp.

   $ 16,238,259  
     

 

 

 
  

Banks - 4.7%

 

1,057,988   

Bank of America Corp.

     25,486,931  
310,964   

JP Morgan Chase & Co.

     29,936,505  
147,743   

PNC Financial Services Group, Inc.

     16,238,433  
491,965   

Truist Financial Corp.

     18,719,268  
     

 

 

 
        90,381,137  
     

 

 

 
  

Capital Goods - 6.5%

  
74,565   

Deere & Co.

     16,525,841  
172,474   

Fortune Brands Home & Security, Inc.

     14,922,450  
104,569   

General Dynamics Corp.

     14,475,487  
91,728   

L3Harris Technologies, Inc.

     15,579,083  
49,339   

Lockheed Martin Corp.

     18,910,652  
724,677   

nVent Electric plc

     12,819,536  
284,494   

Raytheon Technologies Corp.

     16,369,785  
127,243   

Trane Technologies plc

     15,428,214  
     

 

 

 
        125,031,048  
     

 

 

 
  

Consumer Durables & Apparel - 2.3%

  
322,118   

Lennar Corp. Class A

     26,310,598  
263,176   

VF Corp.

     18,488,114  
     

 

 

 
        44,798,712  
     

 

 

 
  

Consumer Services - 1.3%

  
114,060   

McDonald’s Corp.

     25,035,029  
     

 

 

 
  

Diversified Financials - 1.5%

 

25,789   

BlackRock, Inc.

     14,533,391  
288,711   

Blackstone Group, Inc. Class A

     15,070,714  
     

 

 

 
        29,604,105  
     

 

 

 
  

Energy - 0.6%

  
140,158   

Pioneer Natural Resources Co.

     12,052,186  
     

 

 

 
  

Food & Staples Retailing - 0.9%

  
280,881   

Sysco Corp.

     17,476,416  
     

 

 

 
  

Food, Beverage & Tobacco - 1.8%

  
591,912   

Keurig Dr Pepper, Inc.

     16,336,771  
307,518   

Mondelez International, Inc. Class A

     17,666,909  
     

 

 

 
        34,003,680  
     

 

 

 
  

Health Care Equipment & Services - 6.1%

  
85,809   

Anthem, Inc.

     23,047,439  
79,705   

Becton Dickinson and Co.

     18,545,760  
257,385   

Centene Corp.*

     15,013,267  
229,734   

Medtronic plc

     23,873,957  
123,223   

UnitedHealth Group, Inc.

     38,417,235  
     

 

 

 
               118,897,658  
     

 

 

 
  

Insurance - 3.0%

  
131,369   

Assurant, Inc.

     15,936,373  
153,875   

Chubb Ltd.

     17,867,965  
247,473   

Progressive Corp.

     23,428,269  
     

 

 

 
        57,232,607  
     

 

 

 
  

Materials - 2.9%

  
198,463   

Celanese Corp.

     21,324,849  
166,864   

FMC Corp.

     17,672,566  
428,960   

Sealed Air Corp.

     16,647,938  
     

 

 

 
        55,645,353  
     

 

 

 
  

Media & Entertainment - 7.5%

  
43,415   

Alphabet, Inc. Class C*

     63,802,684  
704,527   

Comcast Corp. Class A

     32,591,419  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
183,155   

Facebook, Inc. Class A*

   $ 47,968,295  
     

 

 

 
        144,362,398  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 6.5%

  
319,840   

AstraZeneca plc ADR

     17,527,232  
31,112   

Biogen, Inc.*

     8,825,852  
131,552   

Eli Lilly & Co.

     19,472,327  
173,356   

Novartis AG

     15,051,515  
867,222   

Pfizer, Inc.

     31,827,047  
54,917   

Roche Holding AG

     18,811,300  
54,873   

Vertex Pharmaceuticals, Inc.*

     14,932,041  
     

 

 

 
               126,447,314  
     

 

 

 
  

Real Estate - 0.8%

  
429,355   

Gaming and Leisure Properties, Inc. REIT

     15,856,080  
     

 

 

 
  

Retailing - 3.9%

  
11,702,200   

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

     10,766,024  
9,368   

Booking Holdings, Inc.*

     16,025,650  
98,249   

Home Depot, Inc.

     27,284,730  
338,519   

TJX Cos., Inc.

     18,838,582  
67,006   

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

     2,320,424  
     

 

 

 
        75,235,410  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 3.8%

  
139,207   

Analog Devices, Inc.

     16,251,025  
501,958   

Intel Corp.

     25,991,386  
73,619   

KLA Corp.

     14,262,945  
363,425   

Micron Technology, Inc.*

     17,066,438  
     

 

 

 
        73,571,794  
     

 

 

 
  

Software & Services - 8.4%

  
285,910   

Amdocs Ltd.

     16,414,093  
160,625   

Automatic Data Processing, Inc.

     22,405,581  
129,986   

Fidelity National Information Services, Inc.

     19,135,239  
425,178   

Microsoft Corp.

     89,427,689  
103,998   

VMware, Inc. Class A*(4)

     14,941,393  
     

 

 

 
        162,323,995  
     

 

 

 
  

Technology Hardware & Equipment - 2.5%

  
694,430   

Cisco Systems, Inc.

     27,353,598  
671,298   

Corning, Inc.

     21,756,768  
     

 

 

 
        49,110,366  
     

 

 

 
  

Transportation - 1.7%

  
314,437   

Knight-Swift Transportation Holdings, Inc.

     12,797,586  
103,253   

Union Pacific Corp.

     20,327,418  
     

 

 

 
        33,125,004  
     

 

 

 
  

Utilities - 0.8%

  
410,664   

Exelon Corp.

     14,685,345  
     

 

 

 
  

Total Common Stocks
(cost $941,373,845)

   $ 1,321,113,896  
     

 

 

 

Asset & Commercial Mortgage-Backed Securities - 2.7%

 

  

Asset-Backed - Automobile - 0.1%

  
  

Chesapeake Funding LLC

  
$101,441   

0.60%, 05/15/2029, 1 mo. USD LIBOR + 0.450%(5)(6)

     101,435  
820,778   

0.87%, 08/16/2032(5)

     823,093  
191,792   

1.91%, 08/15/2029(5)

     192,250  
11,266   

Enterprise Fleet Financing LLC 2.13%, 05/22/2023(5)

     11,277  
     

 

 

 
        1,128,055  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 1.4%

  
1,733,606   

Ajax Mortgage Loan Trust 3.16%, 09/25/2056(5)(7)

     1,728,866  
3,480,000   

Atlas Senior Loan Fund Ltd. 1.57%, 01/16/2030, 3 mo. USD LIBOR + 1.300%(5)(6)

     3,442,680  
  

Bayview Koitere Fund Trust

  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
$        750,754   

3.50%, 07/28/2057(5)(7)

   $ 777,478  
392,425   

4.00%, 11/28/2053(5)(7)

     408,583  
  

Bayview Opportunity Master Fund Trust

 

389,182   

3.50%, 01/28/2055(5)(7)

     396,858  
414,411   

3.50%, 06/28/2057(5)(7)

     428,369  
552,365   

4.00%, 10/28/2064(5)(7)

     574,321  
1,194,000   

CF Hippolyta LLC
1.69%, 07/15/2060(5)

     1,207,493  
1,705,000   

CIFC Funding Ltd.
1.31%, 04/24/2030, 3 mo. USD LIBOR + 1.050%(5)(6)

     1,687,126  
  

DB Master Finance LLC

 

311,850   

3.79%, 05/20/2049(5)

     321,421  
277,200   

4.02%, 05/20/2049(5)

     294,068  
505,000   

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

     536,492  
  

GreatAmerica Leasing Receivables Funding LLC

 

291,279   

2.36%, 01/20/2023(5)

     291,895  
78,439   

2.60%, 06/15/2021(5)

     78,605  
332,000   

2.83%, 06/17/2024(5)

     337,689  
  

Horizon Aircraft Finance Ltd.

 

295,100   

3.43%, 11/15/2039(5)

     270,558  
235,728   

3.72%, 07/15/2039(5)

     220,098  
1,465,000   

KKR CLO Ltd.
1.62%, 04/15/2029, 3 mo. USD LIBOR + 1.340%(5)(6)

     1,458,598  
2,635,000   

Madison Park Funding Ltd.
1.03%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(5)(6)

     2,598,294  
2,690,000   

Magnetite VII Ltd.
1.08%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(5)(6)

     2,662,844  
1,615,000   

Magnetite XVIII Ltd.
1.78%, 11/15/2028, 3 mo. USD LIBOR + 1.500%(5)(6)

     1,595,134  
  

MMAF Equipment Finance LLC

 

250,277   

2.21%, 10/17/2022(5)

     252,049  
1,000,000   

2.21%, 12/15/2032(5)

     1,025,618  
448,380   

Springleaf Funding Trust
3.48%, 05/15/2028(5)

     450,291  
2,635,000   

Treman Park CLO Ltd.
1.34%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(5)(6)

     2,622,919  
  

Vantage Data Centers Issuer LLC

 

336,317   

3.19%, 07/15/2044(5)

     343,235  
793,946   

4.07%, 02/16/2043(5)

     821,265  
1,150,000   

Vantage Data Centers LLC
1.65%, 09/15/2045(5)

     1,150,899  
     

 

 

 
              27,983,746  
     

 

 

 
  

Commercial Mortgage-Backed Securities - 0.4%

 

840,000   

BAMLL Commercial Mortgage Securities Trust
4.23%, 08/10/2038(5)(7)

     986,856  
2,220,000   

CSMC Trust
2.76%, 04/05/2033(5)

     2,212,426  
  

FREMF Mortgage Trust

 

790,000   

3.54%, 02/25/2052(5)(7)

     863,189  
160,000   

3.63%, 11/25/2045(5)(7)

     167,645  
810,000   

3.77%, 10/25/2052(5)(7)

     901,124  
285,000   

3.81%, 01/25/2048(5)(7)

     309,025  
160,000   

3.82%, 04/25/2048(5)(7)

     174,055  
200,000   

3.91%, 10/25/2048(5)(7)

     218,775  
160,000   

4.01%, 02/25/2050(5)(7)

     172,251  
1,015,000   

4.22%, 09/25/2025(5)(7)

     1,123,638  
260,000   

4.30%, 04/25/2049(5)(7)

     291,990  
1,000,000   

SFAVE Commercial Mortgage Securities Trust
4.14%, 01/05/2043(5)(7)

     924,960  
     

 

 

 
     8,345,934  
     

 

 

 
  

Other Asset-Backed Securities - 0.4%

 

274,961   

AASET Trust
3.84%, 05/15/2039(5)

     256,223  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
$        1,073,887   

AASET U.S. Ltd.
4.45%, 11/18/2038(5)

   $ 998,788  
1,225,000   

BlueMountain CLO Ltd.
1.70%, 11/20/2028, 3 mo. USD LIBOR + 1.450%(5)(6)

     1,192,362  
511,228   

Castlelake Aircraft Securitization Trust
3.97%, 04/15/2039(5)

     473,120  
1,125,622   

Hertz Fleet Lease Funding L.P.
2.70%, 01/10/2033(5)

     1,141,808  
232,096   

Mach Ltd.
3.47%, 10/15/2039(5)

     211,107  
220,176   

MAPS Ltd.
4.46%, 03/15/2044(5)

     203,833  
284,571   

SoFi Consumer Loan Program Trust
3.54%, 11/26/2027(5)

     286,561  
  

START Ireland

 

18,470   

3.54%, 11/15/2044(5)

     16,998  
201,194   

4.09%, 03/15/2044(5)

     187,546  
  

Towd Point Mortgage Trust

 

381,956   

2.25%, 04/25/2056(5)(7)

     386,551  
669,529   

2.75%, 10/25/2056(5)(7)

     686,730  
171,006   

2.75%, 04/25/2057(5)(7)

     175,799  
546,380   

2.75%, 06/25/2057(5)(7)

     566,461  
265,372   

3.00%, 01/25/2058(5)(7)

     276,823  
     

 

 

 
     7,060,710  
     

 

 

 
  

Whole Loan Collateral CMO - 0.4%

 

  

Angel Oak Mortgage Trust LLC

 

447,130   

2.62%, 11/25/2059(5)(7)

     451,593  
60,639   

2.71%, 11/25/2047(5)(7)

     60,715  
185,150   

3.63%, 03/25/2049(5)(7)

     189,289  
  

Deephaven Residential Mortgage Trust

 

153,018   

2.45%, 06/25/2047(5)(7)

     153,347  
95,522   

2.58%, 10/25/2047(5)(7)

     96,659  
45,832   

2.73%, 12/26/2046(5)(7)

     45,884  
209,303   

2.98%, 12/25/2057(5)(7)

     210,587  
174,425   

3.56%, 04/25/2059(5)(7)

     176,454  
327,989   

Fannie Mae Connecticut Avenue Securities
6.05%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(6)

     346,494  
526,383   

MetLife Securitization Trust
3.00%, 04/25/2055(5)(7)

     555,534  
  

Mill City Mortgage Loan Trust

 

153,499   

2.50%, 04/25/2057(5)(7)

     155,591  
539,204   

2.75%, 01/25/2061(5)(7)

     555,425  
695,260   

New Residential Mortgage Loan Trust
4.00%, 04/25/2057(5)(7)

     751,218  
  

Seasoned Credit Risk Transfer Trust

 

742,425   

3.50%, 03/25/2058

     800,824  
723,160   

3.50%, 07/25/2058

     780,877  
947,039   

3.50%, 10/25/2058

     1,024,463  
497,307   

Verus Securitization Trust
3.21%, 05/25/2059(5)(7)

     508,540  
     

 

 

 
                6,863,494  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $51,107,682)

   $ 51,381,939  
     

 

 

 
Corporate Bonds - 15.5%   
   Aerospace/Defense - 0.3%   
850,000   

BAE Systems Holdings, Inc.
3.85%, 12/15/2025(5)

     959,483  
220,000   

BAE Systems plc
3.40%, 04/15/2030(5)

     245,875  
  

Boeing Co.

 

911,000   

3.25%, 03/01/2028

     904,510  
375,000   

3.45%, 11/01/2028

     375,723  
560,000   

Lockheed Martin Corp.
4.85%, 09/15/2041

     735,789  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
  

United Technologies Corp.

 

$        685,000   

3.95%, 08/16/2025

   $ 778,458  
1,500,000   

4.13%, 11/16/2028

     1,776,187  
     

 

 

 
        5,776,025  
     

 

 

 
  

Agriculture - 0.4%

 

  

Altria Group, Inc.

 

560,000   

4.50%, 05/02/2043

     613,413  
280,000   

5.80%, 02/14/2039

     358,319  
3,985,000   

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

     4,303,843  
1,065,000   

Imperial Brands Finance plc
3.75%, 07/21/2022(5)

     1,112,781  
325,000   

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

     416,491  
     

 

 

 
        6,804,847  
     

 

 

 
  

Airlines - 0.2%

 

2,513,554   

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

     2,465,109  
980,939   

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

     982,325  
139,991   

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

     108,552  
     

 

 

 
        3,555,986  
     

 

 

 
  

Apparel - 0.1%

 

  

VF Corp.

 

300,000   

2.80%, 04/23/2027

     327,712  
1,840,000   

2.95%, 04/23/2030

     2,003,247  
     

 

 

 
        2,330,959  
     

 

 

 
  

Auto Manufacturers - 0.5%

 

1,440,000   

Daimler Finance North America LLC
2.30%, 02/12/2021(5)

     1,448,838  
  

General Motors Financial Co., Inc.

 

3,185,000   

3.70%, 05/09/2023

     3,328,307  
1,245,000   

3.95%, 04/13/2024

     1,317,276  
3,040,000   

Nissan Motor Co., Ltd.
4.35%, 09/17/2027(5)

     3,045,306  
920,000   

Volkswagen Group of America Finance LLC
3.35%, 05/13/2025(5)

     1,004,590  
     

 

 

 
                 10,144,317  
     

 

 

 
  

Beverages - 0.2%

 

  

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

 

310,000   

4.70%, 02/01/2036

     374,486  
280,000   

4.90%, 02/01/2046

     345,248  
  

Anheuser-Busch InBev Worldwide, Inc.

 

480,000   

4.00%, 04/13/2028

     556,189  
220,000   

4.38%, 04/15/2038

     256,317  
430,000   

4.50%, 06/01/2050

     515,379  
535,000   

4.60%, 04/15/2048

     637,959  
580,000   

4.60%, 06/01/2060

     698,673  
275,000   

Constellation Brands, Inc.
2.88%, 05/01/2030

     296,926  
     

 

 

 
        3,681,177  
     

 

 

 
  

Biotechnology - 0.1%

 

1,350,000   

Amgen, Inc.
2.30%, 02/25/2031

     1,416,202  
640,000   

Gilead Sciences, Inc.
2.80%, 10/01/2050

     632,475  
     

 

 

 
        2,048,677  
     

 

 

 
  

Chemicals - 0.1%

 

925,000   

Syngenta Finance N.V.
5.18%, 04/24/2028(5)

     1,018,613  
     

 

 

 

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
  

Commercial Banks - 4.1%

 

  

Banco Santander S.A.

 

$        1,200,000   

3.13%, 02/23/2023

   $ 1,257,006  
600,000   

3.85%, 04/12/2023

     640,568  
  

Bank of America Corp.

 

1,220,000   

2.63%, 10/19/2020

                1,221,329  
1,799,000   

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

     2,001,883  
1,610,000   

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

     1,808,125  
4,225,000   

4.20%, 08/26/2024

     4,705,123  
2,380,000   

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

     2,606,723  
  

Barclays plc

 

2,740,000   

3.20%, 08/10/2021

     2,803,172  
1,000,000   

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

     1,076,931  
  

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)(5)(8)

     874,670  
1,000,000   

3.38%, 01/09/2025(5)

     1,084,672  
  

BPCE S.A.

 

2,225,000   

5.15%, 07/21/2024(5)

     2,492,053  
3,625,000   

5.70%, 10/22/2023(5)

     4,065,415  
1,875,000   

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

     2,040,499  
1,695,000   

Citizens Bank NA
2.55%, 05/13/2021

     1,715,067  
  

Credit Agricole S.A.

 

1,025,000   

3.25%, 10/04/2024(5)

     1,107,215  
535,000   

3.75%, 04/24/2023(5)

     573,323  
790,000   

4.38%, 03/17/2025(5)

     871,671  
  

Credit Suisse Group AG

 

530,000   

3.57%, 01/09/2023(5)

     548,226  
250,000   

3.63%, 09/09/2024

     276,583  
  

Credit Suisse Group Funding Guernsey Ltd.

 

1,425,000   

3.75%, 03/26/2025

     1,571,736  
1,885,000   

3.80%, 09/15/2022

     1,994,606  
  

Danske Bank A/S

 

1,865,000   

1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(5)(8)

     1,851,613  
775,000   

3.88%, 09/12/2023(5)

     834,413  
440,000   

5.00%, 01/12/2022(5)

     462,241  
575,000   

5.38%, 01/12/2024(5)

     646,762  
785,000   

Deutsche Bank AG
4.25%, 10/14/2021

     808,098  
825,000   

Fifth Third Bancorp
2.55%, 05/05/2027

     888,358  
1,600,000   

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

     2,390,240  
2,625,000   

HSBC Holdings plc
3.60%, 05/25/2023

     2,795,429  
  

ING Groep N.V.

 

345,000   

3.15%, 03/29/2022

     357,970  
1,100,000   

3.95%, 03/29/2027

     1,260,403  
  

JP Morgan Chase & Co.

 

620,000   

2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 3 mo. USD SOFR + 2.040% thereafter)(8)

     659,725  
390,000   

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8)

     423,048  
2,240,000   

3.25%, 09/23/2022

     2,367,635  
705,000   

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

     809,120  
2,775,000   

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

     3,336,367  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
$        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)(5)(8)

   $ 1,608,030  
  

Morgan Stanley

  
1,450,000   

3.13%, 07/27/2026

     1,605,238  
1,095,000   

3.63%, 01/20/2027

     1,240,920  
1,000,000   

3.70%, 10/23/2024

     1,109,457  
1,410,000   

National Australia Bank Ltd.
2.33%, 08/21/2030(5)

     1,394,751  
4,905,000   

NBK SPC Ltd.
2.75%, 05/30/2022(5)

     5,017,972  
1,755,000   

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

     1,837,413  
1,660,000   

Truist Financial Corp.
3.20%, 09/03/2021

     1,700,657  
1,900,000   

UBS AG
3.00%, 04/15/2021(5)

     1,926,737  
4,344,000   

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

     4,815,732  
     

 

 

 
                 79,484,925  
     

 

 

 
  

Commercial Services - 0.2%

  
  

CommonSpirit Health

  
1,854,000   

2.95%, 11/01/2022

     1,933,548  
245,000   

4.35%, 11/01/2042

     266,371  
1,500,000   

ERAC USA Finance LLC
5.63%, 03/15/2042(5)

     1,910,476  
     

 

 

 
        4,110,395  
     

 

 

 
  

Construction Materials - 0.1%

  
972,000   

Carrier Global Corp.
2.72%, 02/15/2030(5)

     1,016,747  
996,000   

Johnson Controls International plc
4.95%, 07/02/2064(9)

     1,288,380  
     

 

 

 
        2,305,127  
     

 

 

 
  

Diversified Financial Services - 0.4%

  
1,195,000   

Charles Schwab Corp.
4.63%, 03/22/2030

     1,507,184  
950,000   

Intercontinental Exchange, Inc.
3.00%, 09/15/2060

     955,004  
3,767,180   

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

     4,071,722  
1,220,000   

Societe Generale S.A.
3.25%, 01/12/2022(5)

     1,254,913  
     

 

 

 
        7,788,823  
     

 

 

 
  

Electric - 1.4%

  
  

Cleco Corporate Holdings LLC

  
650,000   

3.38%, 09/15/2029

     659,226  
2,000,000   

3.74%, 05/01/2026

     2,133,710  
875,000   

4.97%, 05/01/2046

     969,929  
1,960,000   

Cleveland Electric Illuminating Co.
3.50%, 04/01/2028(5)

     2,117,931  
360,000   

Dominion Energy South Carolina, Inc.
6.63%, 02/01/2032

     515,514  
1,200,000   

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

     1,763,358  
570,000   

Duquesne Light Holdings, Inc.
2.53%, 10/01/2030(5)

     571,216  
370,000   

Evergy Metro, Inc.
2.25%, 06/01/2030

     391,755  
2,405,000   

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

     2,628,464  
245,000   

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

     301,613  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
$        1,275,000   

Indianapolis Power and Light Co.
6.60%, 06/01/2037(5)

   $ 1,864,757  
315,000   

Infraestructura Energetica Nova S.A.B. de C.V.
4.88%, 01/14/2048(5)

     303,188  
1,445,000   

ITC Holdings Corp.
2.95%, 05/14/2030(5)

     1,553,865  
506,000   

Mid-Atlantic Interstate Transmission LLC
4.10%, 05/15/2028(5)

     571,809  
  

NextEra Energy Capital Holdings, Inc.

  
2,400,000   

2.25%, 06/01/2030

     2,485,267  
215,000   

3.25%, 04/01/2026

     241,008  
  

Niagara Mohawk Power Corp.

  
370,000   

3.03%, 06/27/2050(4)(5)

     390,676  
645,000   

4.28%, 12/15/2028(5)

     776,701  
  

Oglethorpe Power Corp.

  
410,000   

3.75%, 08/01/2050(5)

     408,370  
1,325,000   

5.25%, 09/01/2050

     1,599,810  
165,000   

PacifiCorp
4.13%, 01/15/2049

     206,037  
  

San Diego Gas & Electric Co.

  
2,715,000   

1.70%, 10/01/2030

     2,704,271  
90,000   

3.75%, 06/01/2047

     102,805  
25,000   

4.15%, 05/15/2048

     30,287  
  

Southern Co.

  
1,050,000   

2.95%, 07/01/2023

     1,115,807  
385,000   

4.40%, 07/01/2046

     455,395  
350,000   

Tucson Electric Power Co.
4.00%, 06/15/2050

     419,333  
248,000   

Union Electric Co.
4.00%, 04/01/2048

     304,875  
     

 

 

 
                 27,586,977  
     

 

 

 
  

Electronics - 0.1%

  
1,270,000   

Fortive Corp.
4.30%, 06/15/2046

     1,512,453  
     

 

 

 
  

Environmental Control - 0.1%

  
1,480,000   

Republic Services, Inc.
2.30%, 03/01/2030

     1,573,492  
     

 

 

 
  

Food - 0.2%

  
455,000   

Conagra Brands, Inc.
4.60%, 11/01/2025

     528,214  
1,255,000   

Danone S.A.
2.95%, 11/02/2026(5)

     1,391,747  
1,065,000   

Kroger Co.
4.00%, 02/01/2024

     1,174,415  
285,000   

McCormick & Co., Inc.
2.50%, 04/15/2030

     304,828  
480,000   

Sigma Alimentos S.A. de C.V.
4.13%, 05/02/2026(5)

     510,960  
     

 

 

 
        3,910,164  
     

 

 

 
  

Gas - 0.1%

  
330,000   

Boston Gas Co.
3.15%, 08/01/2027(5)

     365,576  
1,870,000   

KeySpan Gas East Corp.
2.74%, 08/15/2026(5)

     2,056,677  
     

 

 

 
        2,422,253  
     

 

 

 
  

Healthcare-Products - 0.3%

  
2,725,000   

Alcon Finance Corp.
3.00%, 09/23/2029(5)

     2,947,244  
  

Boston Scientific Corp.

  
1,530,000   

2.65%, 06/01/2030

     1,623,727  
135,000   

4.00%, 03/01/2029

     157,051  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
$           835,000   

Zimmer Biomet Holdings, Inc.
3.05%, 01/15/2026

   $ 916,220  
     

 

 

 
        5,644,242  
     

 

 

 
  

Healthcare-Services - 0.7%

  
1,510,000   

Anthem, Inc.
2.25%, 05/15/2030

     1,554,941  
475,000   

Children’s Hospital
2.93%, 07/15/2050

     463,188  
  

CommonSpirit Health

  
125,000   

4.19%, 10/01/2049

     132,994  
590,000   

4.20%, 08/01/2023

     636,276  
280,000   

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

     310,833  
  

Dignity Health

  
714,000   

3.81%, 11/01/2024

     760,150  
1,353,000   

4.50%, 11/01/2042(4)

     1,507,767  
425,000   

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

     520,260  
420,000   

Memorial Sloan-Kettering Cancer Center
2.96%, 01/01/2050

     445,142  
  

Mercy Health

  
1,400,000   

3.56%, 08/01/2027

     1,521,738  
1,210,000   

4.30%, 07/01/2028

     1,377,038  
  

Toledo Hospital

  
900,000   

5.33%, 11/15/2028

     1,013,675  
330,000   

5.75%, 11/15/2038

     388,784  
  

UnitedHealth Group, Inc.

  
355,000   

2.00%, 05/15/2030

     371,966  
125,000   

2.90%, 05/15/2050

     131,826  
1,440,000   

3.75%, 07/15/2025

     1,643,575  
     

 

 

 
                 12,780,153  
     

 

 

 
  

Household Products - 0.0%

  
782,720   

Procter & Gamble - Esop

9.36%, 01/01/2021

     799,239  
     

 

 

 
  

Insurance - 0.6%

  
420,000   

AIA Group Ltd.
3.38%, 04/07/2030(5)

     471,170  
375,000   

American International Group, Inc.
4.38%, 06/30/2050

     438,693  
840,000   

Chubb INA Holdings, Inc.
3.35%, 05/15/2024

     920,841  
1,200,000   

Equitable Financial Life Global Funding
1.40%, 08/27/2027(5)

     1,204,480  
200,000   

Five Corners Funding Trust
4.42%, 11/15/2023(5)

     222,220  
  

Liberty Mutual Group, Inc.

  
122,000   

4.25%, 06/15/2023(5)

     133,741  
428,000   

4.57%, 02/01/2029(5)

     516,355  
705,000   

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

     853,601  
605,000   

Massachusetts Mutual Life Insurance Co.
3.38%, 04/15/2050(5)

     617,639  
1,000,000   

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

     1,104,403  
1,335,000   

Nationwide Mutual Insurance Co.
4.35%, 04/30/2050(5)

     1,430,173  
132,000   

Northwestern Mutual Life Insurance Co.
3.63%, 09/30/2059(5)

     144,097  
870,000   

Prudential plc
3.13%, 04/14/2030

     966,143  
2,220,000   

Trinity Acquisition plc
4.40%, 03/15/2026

     2,563,581  
     

 

 

 
        11,587,137  
     

 

 

 

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
  

Internet - 0.2%

  
$         1,020,000   

Amazon.com, Inc.
4.80%, 12/05/2034

   $ 1,406,221  
  

Tencent Holdings Ltd.

  
1,095,000   

3.60%, 01/19/2028(5)

     1,205,559  
470,000   

3.98%, 04/11/2029(5)

     534,216  
     

 

 

 
        3,145,996  
     

 

 

 
  

IT Services - 0.3%

  
  

Apple, Inc.

  
546,000   

3.25%, 02/23/2026

     613,825  
1,360,000   

3.45%, 05/06/2024

     1,499,070  
  

International Business Machines Corp.

  
2,260,000   

1.95%, 05/15/2030

     2,331,586  
1,675,000   

3.30%, 05/15/2026

     1,886,240  
     

 

 

 
        6,330,721  
     

 

 

 
  

Machinery-Diversified - 0.1%

  
  

Otis Worldwide Corp.

  
140,000   

2.57%, 02/15/2030

     150,462  
295,000   

3.11%, 02/15/2040

     315,816  
525,000   

3.36%, 02/15/2050

     576,665  
     

 

 

 
        1,042,943  
     

 

 

 
  

Media - 0.6%

  
  

Comcast Corp.

  
640,000   

2.65%, 08/15/2062

     611,808  
1,140,000   

3.95%, 10/15/2025

     1,308,485  
1,500,000   

4.40%, 08/15/2035

     1,903,437  
585,000   

4.60%, 10/15/2038

     747,716  
2,000,000   

Cox Communications, Inc.
4.80%, 02/01/2035(5)

     2,515,392  
585,000   

Discovery Communications LLC
4.65%, 05/15/2050

     670,593  
365,000   

Fox Corp.
4.03%, 01/25/2024

     401,840  
2,386,000   

Sky Ltd.
3.75%, 09/16/2024(5)

     2,661,067  
  

Time Warner Cable LLC

  
395,000   

6.55%, 05/01/2037

     525,138  
250,000   

7.30%, 07/01/2038

     353,828  
130,000   

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

     152,776  
385,000   

Walt Disney Co.
4.00%, 10/01/2023

     422,861  
     

 

 

 
                 12,274,941  
     

 

 

 
  

Mining - 0.1%

  
1,575,000   

Glencore Finance Canada Ltd.
4.25%, 10/25/2022(5)

     1,672,245  
     

 

 

 
  

Oil & Gas - 0.6%

  
1,545,000   

Aker BP ASA
4.00%, 01/15/2031(5)

     1,519,468  
1,200,000   

BG Energy Capital plc
4.00%, 10/15/2021(5)

     1,241,868  
100,000   

ConocoPhillips Co.
4.95%, 03/15/2026

     119,483  
  

Equinor ASA

  
160,000   

2.45%, 01/17/2023

     167,128  
85,000   

2.88%, 04/06/2025

     92,400  
2,470,000   

3.00%, 04/06/2027

     2,721,470  
125,000   

3.25%, 11/10/2024

     137,506  
1,290,000   

Hess Corp.
7.30%, 08/15/2031

     1,577,626  
1,785,000   

Marathon Oil Corp.
6.60%, 10/01/2037

     1,837,931  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
$    615,000   

Saudi Arabian Oil Co.
3.50%, 04/16/2029(5)

   $ 677,245  
1,375,000   

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

     1,443,322  
     

 

 

 
              11,535,447  
     

 

 

 
  

Pharmaceuticals - 0.7%

 

  

AbbVie, Inc.

 

645,000   

3.45%, 03/15/2022(5)

     669,013  
975,000   

3.80%, 03/15/2025(5)

     1,081,121  
275,000   

4.25%, 11/21/2049(5)

     326,473  
845,000   

4.45%, 05/14/2046

     1,006,302  
600,000   

4.85%, 06/15/2044(5)

     745,029  
800,000   

5.00%, 12/15/2021(5)

     834,199  
955,000   

Bayer U.S. Finance LLC
3.38%, 10/08/2024(5)

     1,038,924  
770,000   

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

     816,676  
955,000   

Cigna Corp.
4.38%, 10/15/2028

     1,136,027  
  

CVS Health Corp.

 

752,000   

4.10%, 03/25/2025

     849,482  
511,000   

4.30%, 03/25/2028

     598,111  
    2,015,000   

EMD Finance LLC
2.95%, 03/19/2022(5)

     2,074,757  
1,175,000   

Merck & Co., Inc.
2.80%, 05/18/2023

     1,252,816  
650,000   

Takeda Pharmaceutical Co., Ltd.
3.18%, 07/09/2050

     660,304  
820,000   

Upjohn, Inc.
3.85%, 06/22/2040(5)

     885,669  
     

 

 

 
     13,974,903  
     

 

 

 
  

Pipelines - 0.4%

 

  

Energy Transfer Operating L.P.

 

180,000   

4.95%, 06/15/2028

     190,732  
125,000   

5.00%, 05/15/2050

     115,738  
872,000   

7.60%, 02/01/2024

     973,935  
  

Enterprise Products Operating LLC

 

100,000   

3.70%, 01/31/2051

     98,613  
145,000   

3.95%, 01/31/2060

     143,083  
  

MPLX L.P.

 

485,000   

4.00%, 03/15/2028(4)

     527,822  
1,280,000   

4.13%, 03/01/2027

     1,407,032  
1,075,000   

Sunoco Logistics Partners Operations L.P.
5.35%, 05/15/2045

     1,000,413  
425,000   

TransCanada PipeLines Ltd.
4.10%, 04/15/2030

     490,140  
2,470,000   

Western Midstream Operating L.P.
4.00%, 07/01/2022

     2,484,635  
     

 

 

 
     7,432,143  
     

 

 

 
  

Real Estate Investment Trusts - 0.6%

 

  

American Tower Corp.

 

375,000   

4.40%, 02/15/2026

     427,849  
400,000   

5.00%, 02/15/2024

     452,307  
1,950,000   

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

     2,024,010  
985,000   

Equinix, Inc.
3.00%, 07/15/2050

     979,211  
2,000,000   

Healthpeak Properties, Inc.
4.00%, 06/01/2025

     2,252,699  
  

SBA Tower Trust

 

300,000   

1.88%, 07/15/2050(5)

     306,663  
470,000   

2.84%, 01/15/2050(5)

     503,010  
225,000   

3.45%, 03/15/2048(5)

     237,258  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
$        815,000   

Scentre Group Trust
3.63%, 01/28/2026(5)

   $ 869,348  
500,000   

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

     495,262  
780,000   

VEREIT Operating Partnership L.P.
3.40%, 01/15/2028

     814,392  
1,155,000   

WEA Finance LLC
4.13%, 09/20/2028(5)

     1,189,056  
977,000   

WEA Finance LLC / Westfield UK & Europe Finance plc
3.25%, 10/05/2020(5)

     977,214  
     

 

 

 
              11,528,279  
     

 

 

 
  

Retail - 0.2%

 

1,000,000   

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

     1,101,143  
685,000   

CVS Health Corp.
4.88%, 07/20/2035

     871,570  
355,000   

Lowe’s Cos., Inc.
4.55%, 04/05/2049

     455,525  
350,000   

McDonald’s Corp.
3.63%, 09/01/2049

     392,999  
315,000   

Starbucks Corp.
3.35%, 03/12/2050

     323,246  
1,170,000   

TJX Cos., Inc.
4.50%, 04/15/2050

     1,510,532  
     

 

 

 
     4,655,015  
     

 

 

 
  

Semiconductors - 0.0%

 

375,000   

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 01/15/2027

     415,464  
160,000   

Broadcom, Inc.
4.15%, 11/15/2030

     179,735  
     

 

 

 
     595,199  
     

 

 

 
  

Software - 0.3%

 

  

Microsoft Corp.

 

1,605,000   

2.40%, 08/08/2026

     1,753,223  
1,000,000   

3.70%, 08/08/2046

     1,255,699  
  

Oracle Corp.

 

1,565,000   

3.60%, 04/01/2050

     1,764,020  
315,000   

3.85%, 04/01/2060

     371,862  
     

 

 

 
     5,144,804  
     

 

 

 
  

Telecommunications - 0.9%

 

  

AT&T, Inc.

 

1,865,000   

2.30%, 06/01/2027

     1,953,201  
1,930,000   

3.10%, 02/01/2043

     1,882,414  
2,185,000   

4.45%, 04/01/2024

     2,440,599  
1,125,000   

British Telecommunications plc
3.25%, 11/08/2029(5)

     1,204,456  
  

Deutsche Telekom International Finance B.V.

 

450,000   

3.60%, 01/19/2027(5)

     504,238  
665,000   

4.38%, 06/21/2028(5)

     788,380  
576,000   

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

     938,938  
2,440,000   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
4.74%, 09/20/2029(5)

     2,638,250  
  

Telefonica Emisiones S.A.

 

1,035,000   

5.21%, 03/08/2047

     1,229,844  
300,000   

5.52%, 03/01/2049

     373,580  
  

Verizon Communications, Inc.

 

781,000   

4.52%, 09/15/2048

     1,023,204  
222,000   

4.67%, 03/15/2055

     307,588  
715,000   

4.75%, 11/01/2041

     955,478  
283,000   

4.81%, 03/15/2039

     370,593  
     

 

 

 
     16,610,763  
     

 

 

 

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
  

Transportation - 0.3%

 

  

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

  
$        155,000   

2.70%, 11/01/2024(5)

   $ 164,450  
1,100,000   

3.38%, 02/01/2022(5)

     1,135,833  
2,850,000   

3.95%, 03/10/2025(5)

     3,170,262  
  

Union Pacific Corp.

 

795,000   

3.25%, 02/05/2050

     876,129  
465,000   

3.75%, 02/05/2070

     524,980  
     

 

 

 
                   5,871,654  
     

 

 

 
  

Total Corporate Bonds
(cost $276,904,515)

   $ 298,681,034  
     

 

 

 

Foreign Government Obligations - 0.4%

 

  

Qatar - 0.4%

 

  

Qatar Government International Bond

 

4,990,000   

2.38%, 06/02/2021(5)

     5,039,900  
1,680,000   

3.88%, 04/23/2023(5)

     1,802,640  
     

 

 

 
        6,842,540  
     

 

 

 
  

Saudi Arabia - 0.0%

 

800,000   

Saudi Government International Bond
2.88%, 03/04/2023(5)

     835,184  
     

 

 

 
  

Total Foreign Government Obligations
(cost $7,435,010)

   $ 7,677,724  
     

 

 

 

Municipal Bonds - 1.0%

  
  

Airport - 0.0%

 

190,000   

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

     193,595  
  

Dallas-Fort Worth, TX, International Airport Rev

 

115,000   

2.92%, 11/01/2050

     114,404  
135,000   

3.09%, 11/01/2040

     136,627  
     

 

 

 
        444,626  
     

 

 

 
  

Education - 0.0%

 

310,000   

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

     333,402  
     

 

 

 
  

General - 0.5%

 

  

Chicago, IL, Transit Auth

 

140,000   

6.30%, 12/01/2021

     144,739  
1,000,000   

6.90%, 12/01/2040

     1,426,450  
365,000   

City of Sacramento, CA (AGM Insured)
6.42%, 08/01/2023

     423,268  
1,020,000   

Florida State Board of Administration Finance Co.
1.71%, 07/01/2027

     1,034,902  
375,000   

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

     475,069  
1,485,000   

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

     1,505,315  
1,250,000   

Philadelphia, PA, Auth for Industrial Dev (NATL Insured)
6.55%, 10/15/2028

     1,618,675  
1,335,000   

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

     1,691,672  
     

 

 

 
        8,320,090  
     

 

 

 
  

General Obligation - 0.1%

 

685,000   

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

     986,284  
1,180,000   

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

     1,192,496  
     

 

 

 
        2,178,780  
     

 

 

 
  

Higher Education - 0.1%

 

535,000   

California State University
2.90%, 11/01/2051

     536,781  
245,000   

Pennsylvania State University
2.84%, 09/01/2050

     252,573  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
  

University of California

 

$        225,000   

1.32%, 05/15/2027

   $ 227,398  
380,000   

1.61%, 05/15/2030

     380,806  
     

 

 

 
        1,397,558  
     

 

 

 
  

Power - 0.0%

 

485,000   

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

     511,229  
     

 

 

 
  

Transportation - 0.2%

 

225,000   

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

     244,094  
  

Foothill-Eastern Transportation Corridor Agency, CA

 

95,000   

4.09%, 01/15/2049

     100,865  
705,000   

3.92%, 01/15/2053, (AGM Insured)

     753,976  
875,000   

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

     1,261,838  
  

Metropolitan Transportation Auth, NY

 

640,000   

5.18%, 11/15/2049

     698,758  
35,000   

6.20%, 11/15/2026

     39,064  
570,000   

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

     783,186  
     

 

 

 
                   3,881,781  
     

 

 

 
  

Utility - Electric - 0.1%

 

785,000   

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

     1,089,046  
  

Municipal Electric Auth, GA

 

740,000   

6.64%, 04/01/2057

     1,101,919  
208,000   

6.66%, 04/01/2057

     314,796  
     

 

 

 
        2,505,761  
     

 

 

 
  

Total Municipal Bonds
(cost $17,246,183)

   $ 19,573,227  
     

 

 

 

U.S. Government Agencies - 0.8%

  
  

Mortgage-Backed Agencies - 0.8%

 

  

FHLMC - 0.0%

 

$        570,000   

2.28%, 07/25/2026

   $ 614,154  
11,886   

3.56%, 04/01/2029, 12 mo. USD CMT + 2.251%(6)

     12,004  
23,060   

4.00%, 03/01/2041

     25,429  
     

 

 

 
        651,587  
     

 

 

 
  

FNMA - 0.4%

 

$        352,384   

0.58%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(6)

   $ 351,520  
650,000   

2.78%, 06/01/2026

     713,432  
1,351,586   

3.00%, 03/25/2053

     1,410,846  
325,000   

3.07%, 02/01/2025

     353,729  
2,827,772   

3.50%, 06/25/2059

     3,151,545  
26,453   

4.50%, 11/01/2023

     28,548  
96,155   

4.50%, 03/01/2038

     107,761  
49,043   

4.50%, 11/01/2039

     55,128  
29,962   

4.50%, 04/01/2040

     33,644  
71,578   

4.50%, 08/01/2040

     80,512  
27,856   

4.50%, 02/01/2041

     31,272  
395,019   

4.50%, 04/01/2041

     440,989  
298,978   

4.50%, 06/01/2041

     336,030  
345,578   

4.50%, 07/01/2041

     388,979  
95,134   

4.50%, 09/01/2041

     105,424  
57,991   

4.50%, 07/01/2044

     63,574  
     

 

 

 
        7,652,933  
     

 

 

 
  

GNMA - 0.2%

 

$          61,445   

5.00%, 07/15/2037

   $ 70,335  
5,378   

6.00%, 06/15/2024

     5,976  
3,739   

6.00%, 07/15/2026

     4,157  
904   

6.00%, 01/15/2028

     1,004  
1,350   

6.00%, 03/15/2028

     1,510  
26,581   

6.00%, 04/15/2028

     29,633  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
$        55,360   

6.00%, 05/15/2028

   $ 61,615  
16,185   

6.00%, 06/15/2028

     18,019  
32,018   

6.00%, 07/15/2028

     35,662  
10,407   

6.00%, 08/15/2028

     11,584  
37,798   

6.00%, 09/15/2028

     42,079  
79,166   

6.00%, 10/15/2028

     88,153  
59,701   

6.00%, 11/15/2028

     66,417  
75,411   

6.00%, 12/15/2028

     83,937  
1,443   

6.00%, 12/15/2031

     1,645  
18,143   

6.00%, 09/15/2032

     21,480  
5,897   

6.00%, 11/15/2032

     6,743  
1,812   

6.00%, 04/15/2033

     2,018  
74,390   

6.00%, 06/15/2033

     86,290  
24,509   

6.00%, 10/15/2033

     29,249  
2,928   

6.00%, 11/15/2033

     3,445  
48,302   

6.00%, 10/15/2034

     54,971  
54,123   

6.00%, 01/15/2035

     60,749  
6,701   

6.00%, 05/15/2035

     7,465  
10,664   

6.00%, 06/15/2035

     12,069  
419   

6.50%, 03/15/2026

     462  
2,944   

6.50%, 01/15/2028

     3,252  
29,520   

6.50%, 03/15/2028

     32,622  
78,571   

6.50%, 04/15/2028

     86,826  
25,531   

6.50%, 05/15/2028

     28,213  
113,490   

6.50%, 06/15/2028

     125,501  
5,802   

6.50%, 10/15/2028

     6,453  
2,002   

6.50%, 02/15/2035

     2,343  
10,205   

7.00%, 11/15/2031

     11,465  
5,146   

7.00%, 03/15/2032

     5,796  
840,344   

7.00%, 11/15/2032

     1,016,165  
108,118   

7.00%, 01/15/2033

     127,820  
117,575   

7.00%, 05/15/2033

     138,436  
19,651   

7.00%, 07/15/2033

     22,823  
134,305   

7.00%, 11/15/2033

     158,720  
54,468   

7.50%, 09/16/2035

     62,778  
98   

8.00%, 09/15/2026

     108  
38   

8.00%, 11/15/2026

     38  
6,133   

8.00%, 12/15/2026

     6,992  
99   

8.00%, 09/15/2027

     103  
3,915   

8.00%, 07/15/2029

     4,566  
8,310   

8.00%, 12/15/2029

     8,645  
3,665   

8.00%, 01/15/2030

     3,793  
3,209   

8.00%, 02/15/2030

     3,236  
771   

8.00%, 03/15/2030

     781  
19,407   

8.00%, 04/15/2030

     19,634  
4,079   

8.00%, 05/15/2030

     4,260  
31,321   

8.00%, 06/15/2030

     32,784  
1,934   

8.00%, 07/15/2030

     2,021  
56,248   

8.00%, 08/15/2030

     58,059  
13,978   

8.00%, 09/15/2030

     14,450  
6,189   

8.00%, 11/15/2030

     6,263  
86,598   

8.00%, 12/15/2030

     98,386  
     

 

 

 
        2,899,999  
     

 

 

 
   UMBS - 0.2%

 

$        1,975,000   

2.00%, 10/19/2035(10)

   $ 2,053,383  
1,125,000   

2.00%, 10/14/2050(10)

     1,163,144  
1,000,000   

2.00%, 11/15/2050(10)

     1,032,171  
     

 

 

 
                   4,248,698  
     

 

 

 
  

Total U.S. Government Agencies
(cost $14,639,968)

   $ 15,453,217  
     

 

 

 

U.S. Government Securities - 10.6%

  
  

U.S. Treasury Securities - 10.6%

 

  

U.S. Treasury Bonds - 5.1%

 

$           970,000   

1.13%, 08/15/2040

   $ 953,783  

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
$               72,700   

1.25%, 05/15/2050

   $ 69,110  
1,835,000   

1.38%, 08/15/2050

     1,800,880  
290,000   

2.00%, 02/15/2050

     329,014  
19,250,000   

2.50%, 02/15/2045(11)

     23,743,672  
6,214,000   

2.75%, 11/15/2047

     8,095,434  
9,735,800   

2.88%, 05/15/2043

     12,735,263  
630,000   

3.00%, 08/15/2048

     860,664  
7,895,000   

3.13%, 08/15/2044

     10,764,956  
4,630,000   

3.38%, 05/15/2044

     6,546,567  
21,300,000   

4.38%, 02/15/2038

     32,808,656  
     

 

 

 
        98,707,999  
     

 

 

 
  

U.S. Treasury Notes - 5.5%

 

7,155,000   

0.13%, 05/31/2022

     7,154,441  
4,260,000   

0.13%, 06/30/2022

     4,260,000  
1,715,000   

0.13%, 05/15/2023

     1,714,062  
20,715,000   

0.25%, 05/31/2025

     20,717,428  
17,385,000   

0.25%, 07/31/2025

     17,372,776  
14,005,000   

0.25%, 08/31/2025

     13,994,059  
11,305,000   

0.25%, 09/30/2025

     11,292,635  
910,000   

0.63%, 05/15/2030

     907,298  
4,736,000   

0.63%, 08/15/2030

     4,712,320  
2,730,000   

1.13%, 02/28/2025

     2,836,961  
560,000   

1.50%, 02/15/2030

     604,450  
8,520,000   

1.63%, 10/31/2026

     9,159,000  
1,300,000   

1.63%, 08/15/2029

     1,415,781  
1,420,000   

1.75%, 11/15/2029

     1,564,163  
8,205,000   

2.13%, 03/31/2024

     8,760,761  
80,000   

2.38%, 05/15/2029

     92,091  
     

 

 

 
               106,558,226  
     

 

 

 
  

Total U.S. Government Securities
(cost $175,082,332)

   $ 205,266,225  
     

 

 

 
  

Total Long-Term Investments
(cost $1,483,789,535)

   $ 1,919,147,262  
     

 

 

 

Short-Term Investments - 1.9%

  
  

Repurchase Agreements - 1.1%

 

21,889,777   

Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/2020 at 0.040%, due on 10/01/2020 with a maturity value of $21,889,801; collateralized by U.S. Treasury Note at 2.875%, maturing 08/15/2028, with a market value of $22,327,628

     21,889,777  
     

 

 

 
  

Securities Lending Collateral - 0.8%

 

        15,036,698   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.03%(12)

     15,036,698  
146,012   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(12)

     146,012  
     

 

 

 
        15,182,710  
     

 

 

 
  

Total Short-Term Investments
(cost $37,072,487)

   $ 37,072,487  
     

 

 

 

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

            Market Value  
   Total Investments
(cost $1,520,862,022)
     101.2%      $ 1,956,219,749  
   Other Assets and Liabilities      (1.2)%        (22,508,838
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $     1,933,710,911  
     

 

 

    

 

 

 

 

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 September 30, 2020, the aggregate fair value of these securities was $13,086,448, which represented 0.7% 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 $13,086,448 or 0.7% 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      $ 10,766,024  
  11/2013   

Tory Burch LLC

     67,006        5,251,707        2,320,424  
          

 

 

    

 

 

 
           $             10,342,388      $             13,086,448  
          

 

 

    

 

 

 
(4)

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

(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 September 30, 2020, the aggregate value of these securities was $147,889,154, representing 7.6% of net assets.

(6)

Variable rate securities; the rate reported is the coupon rate in effect at September 30, 2020. Base lending rates may be subject to a floor or cap.

(7)

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.

(8)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at September 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(9)

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

(10)

Represents or includes a TBA transaction.

(11)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of September 30, 2020, the market value of securities pledged was $191,183.

(12)

Current yield as of period end.

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

 

Futures Contracts Outstanding at September 30, 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

     58        12/31/2020      $         7,309,813      $ 5,667  

U.S. Treasury Long Bond Future

     1        12/21/2020        176,281        811  
           

 

 

 

Total futures contracts

 

   $         6,478  
           

 

 

 

 

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:   
CMT    Constant Maturity Treasury Index   
Other Abbreviations:   
ADR    American Depositary Receipt   
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   
SOFR    Secured Overnight Financing Rate   
TBA    To Be Announced   
UMBS    Uniform Mortgage-Backed Securities   
Municipal Abbreviations:   
AGM    Assured Guaranty Municipal Corp.   
Auth    Authority   
Dev    Development   
Dist    District   
NATL    National   
PA    Port Authority   
Rev    Revenue   

 

  Hartford Balanced HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of September 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

           

Automobiles & Components

   $ 16,238,259      $ 16,238,259      $      $  

Banks

     90,381,137        90,381,137                

Capital Goods

     125,031,048        125,031,048                

Consumer Durables & Apparel

     44,798,712        44,798,712                

Consumer Services

     25,035,029        25,035,029                

Diversified Financials

     29,604,105        29,604,105                

Energy

     12,052,186        12,052,186                

Food & Staples Retailing

     17,476,416        17,476,416                

Food, Beverage & Tobacco

     34,003,680        34,003,680                

Health Care Equipment & Services

     118,897,658        118,897,658                

Insurance

     57,232,607        57,232,607                

Materials

     55,645,353        55,645,353                

Media & Entertainment

     144,362,398        144,362,398                

Pharmaceuticals, Biotechnology & Life Sciences

     126,447,314        92,584,499        33,862,815         

Real Estate

     15,856,080        15,856,080                

Retailing

     75,235,410        62,148,962               13,086,448  

Semiconductors & Semiconductor Equipment

     73,571,794        73,571,794                

Software & Services

     162,323,995        162,323,995                

Technology Hardware & Equipment

     49,110,366        49,110,366                

Transportation

     33,125,004        33,125,004                

Utilities

     14,685,345        14,685,345                

Asset & Commercial Mortgage-Backed Securities

     51,381,939               51,381,939         

Corporate Bonds

     298,681,034               298,681,034         

Foreign Government Obligations

     7,677,724               7,677,724         

Municipal Bonds

     19,573,227               19,573,227         

U.S. Government Agencies

     15,453,217               15,453,217         

U.S. Government Securities

     205,266,225               205,266,225         

Short-Term Investments

     37,072,487        15,182,710        21,889,777         

Futures Contracts(2)

     6,478        6,478                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

     $  1,956,226,227      $     1,289,353,821      $     653,785,958      $     13,086,448  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended September 30, 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 September 30, 2020 is not presented.

 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.3%

  
  

Automobiles & Components - 0.8%

  
23,973   

Ferrari N.V.

   $ 4,399,496  
577,020   

General Motors Co.

     17,074,022  
106,181   

Thor Industries, Inc.

     10,114,802  
     

 

 

 
        31,588,320  
     

 

 

 
  

Banks - 1.1%

  
216,995   

Atlantic Union Bankshares Corp.

     4,637,183  
586,331   

Bank of America Corp.

     14,124,714  
315,903   

Bank OZK

     6,735,052  
46,958   

BNP Paribas S.A.*

     1,698,684  
91,042   

PNC Financial Services Group, Inc.

     10,006,426  
233,637   

Zions Bancorp NA

     6,826,873  
     

 

 

 
        44,028,932  
     

 

 

 
  

Capital Goods - 5.9%

  
105,152   

3M Co.

     16,843,247  
103,097   

A.O. Smith Corp.

     5,443,522  
116,199   

Airbus SE*

     8,427,400  
85,001   

Deere & Co.

     18,838,772  
106,650   

Dover Corp.

     11,554,461  
259,322   

Emerson Electric Co.

     17,003,744  
106,872   

Fortive Corp.

     8,144,715  
166,528   

General Dynamics Corp.

     23,052,471  
350,600   

HF Global, Inc.(1)(2)(3)

     5,578,046  
213,880   

Johnson Controls International plc

     8,736,998  
62,379   

Lockheed Martin Corp.

     23,908,623  
97,564   

Middleby Corp.*

     8,752,466  
83,321   

Northrop Grumman Corp.

     26,286,942  
116,187   

Pentair plc

     5,317,879  
208,575   

Raytheon Technologies Corp.

     12,001,405  
10,466   

Rockwell Automation, Inc.

     2,309,637  
10,420   

Roper Technologies, Inc.

     4,117,046  
22,259   

Safran S.A.*

     2,189,997  
809,630   

Sanwa Holdings Corp.

     8,584,793  
111,015   

Trane Technologies plc

     13,460,569  
233,453   

Westinghouse Air Brake Technologies Corp.

     14,446,072  
     

 

 

 
               244,998,805  
     

 

 

 
  

Commercial & Professional Services - 1.7%

  
305,550   

Copart, Inc.*

     32,131,638  
41,697   

CoStar Group, Inc.*

     35,380,321  
93,210   

Recruit Holdings Co., Ltd.

     3,701,868  
     

 

 

 
        71,213,827  
     

 

 

 
  

Consumer Durables & Apparel - 3.2%

  
11,739   

adidas AG*

     3,791,016  
242,235   

Carter’s, Inc.

     20,972,706  
363,404   

NIKE, Inc. Class B

     45,621,738  
173,237   

Peloton Interactive, Inc. Class A*

     17,192,040  
80,246   

Polaris, Inc.

     7,570,408  
231,159   

Steven Madden Ltd.

     4,507,600  
489,624   

VF Corp.

     34,396,086  
     

 

 

 
        134,051,594  
     

 

 

 
  

Consumer Services - 3.5%

  
288,802   

Aramark

     7,638,813  
646,103   

Compass Group plc

     9,705,606  
8,872   

Domino’s Pizza, Inc.

     3,773,084  
160,137   

DraftKings, Inc.*(2)(3)

     9,371,217  
125,018   

DraftKings, Inc. Class A*(4)

     7,356,059  
158,964   

Las Vegas Sands Corp.

     7,417,260  
344,116   

McDonald’s Corp.

     75,530,021  
22,991   

New Oriental Education & Technology Group, Inc. ADR*

     3,437,155  
139,439   

Penn National Gaming, Inc.*

     10,137,216  

 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
95,197   

Yum! Brands, Inc.

   $ 8,691,486  
     

 

 

 
        143,057,917  
     

 

 

 
  

Diversified Financials - 3.7%

  
364,221   

American Express Co.

     36,513,155  
468,593   

Bank of New York Mellon Corp.

     16,091,484  
22,914   

BlackRock, Inc.

     12,913,185  
217,055   

Blackstone Group, Inc. Class A

     11,330,271  
89,895   

Brookfield Asset Management, Inc. Class A

     2,974,559  
288,240   

Charles Schwab Corp.

     10,442,935  
318,063   

Equitable Holdings, Inc.

     5,801,469  
95,631   

LPL Financial Holdings, Inc.

     7,332,029  
264,085   

Raymond James Financial, Inc.

     19,214,825  
1,159,033   

SLM Corp.

     9,376,577  
372,310   

TD Ameritrade Holding Corp.

     14,575,936  
185,008   

Voya Financial, Inc.

     8,867,433  
     

 

 

 
               155,433,858  
     

 

 

 
  

Energy - 0.7%

  
674,349   

Canadian Natural Resources Ltd.

     10,796,327  
159,017   

Concho Resources, Inc.

     7,015,830  
169,672   

Diamondback Energy, Inc.

     5,110,521  
309,823   

Halliburton Co.

     3,733,367  
286,336   

Tenaris S.A. ADR

     2,820,410  
     

 

 

 
        29,476,455  
     

 

 

 
  

Food & Staples Retailing - 1.0%

  
188,003   

Sysco Corp.

     11,697,547  
222,907   

Walmart, Inc.

     31,186,918  
     

 

 

 
        42,884,465  
     

 

 

 
  

Food, Beverage & Tobacco - 8.0%

  
762,848   

Altria Group, Inc.

     29,476,447  
166,656   

Archer-Daniels-Midland Co.

     7,747,837  
132,339   

Campbell Soup Co.

     6,401,237  
840,223   

Coca-Cola Co.

     41,481,810  
86,841   

Constellation Brands, Inc. Class A

     16,457,238  
953,148   

Diageo plc

     32,739,371  
313,175   

General Mills, Inc.

     19,316,634  
133,047   

JM Smucker Co.

     15,369,589  
147,503   

Kellogg Co.

     9,527,219  
755,355   

Keurig Dr Pepper, Inc.

     20,847,798  
316,642   

Mondelez International, Inc. Class A

     18,191,083  
453,185   

Monster Beverage Corp.*

     36,345,437  
251,288   

PepsiCo., Inc.

     34,828,517  
336,955   

Philip Morris International, Inc.

     25,268,256  
258,187   

Tyson Foods, Inc. Class A

     15,356,963  
     

 

 

 
        329,355,436  
     

 

 

 
  

Health Care Equipment & Services - 9.2%

  
45,423   

ABIOMED, Inc.*

     12,584,896  
51,775   

Align Technology, Inc.*

     16,949,064  
24,425   

Anthem, Inc.

     6,560,311  
243,552   

Baxter International, Inc.

     19,586,452  
297,956   

Centene Corp.*

     17,379,773  
414,953   

CVS Health Corp.

     24,233,255  
165,890   

Danaher Corp.

     35,721,094  
326,564   

Dentsply Sirona, Inc.

     14,280,644  
40,979   

DexCom, Inc.*

     16,892,773  
168,203   

Insulet Corp.*

     39,795,148  
47,485   

Intuitive Surgical, Inc.*

     33,692,507  
473,644   

Medtronic plc

     49,221,085  
68,094   

Quest Diagnostics, Inc.

     7,796,082  
52,222   

Teleflex, Inc.

     17,777,413  
149,861   

UnitedHealth Group, Inc.

     46,722,164  
75,870   

Veeva Systems, Inc. Class A*

     21,333,885  
     

 

 

 
        380,526,546  
     

 

 

 

 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
  

Household & Personal Products - 2.4%

 

47,510   

Clorox Co.

   $ 9,985,177  
501,343   

Colgate-Palmolive Co.

     38,678,612  
218,716   

Kimberly-Clark Corp.

     32,295,605  
120,464   

Procter & Gamble Co.

     16,743,291  
     

 

 

 
        97,702,685  
     

 

 

 
  

Insurance - 3.5%

 

879,941   

Aflac, Inc.

     31,985,855  
25,692   

American International Group, Inc.

     707,301  
334,931   

Athene Holding Ltd. Class A*

     11,414,448  
356,997   

Chubb Ltd.

     41,454,492  
582,013   

CNO Financial Group, Inc.

     9,335,489  
99,776   

Globe Life, Inc.

     7,972,102  
191,991   

Marsh & McLennan Cos., Inc.

     22,021,368  
459,889   

MetLife, Inc.

     17,094,074  
262,625   

Unum Group

     4,419,979  
     

 

 

 
        146,405,108  
     

 

 

 
  

Materials - 2.7%

  
113,758   

Celanese Corp.

     12,223,297  
188,838   

CRH plc

     6,810,333  
104,528   

Ecolab, Inc.

     20,888,875  
178,588   

FMC Corp.

     18,914,255  
122,733   

Linde plc

     29,226,409  
117,941   

Nutrien Ltd.

     4,624,460  
136,968   

Reliance Steel & Aluminum Co.

     13,976,215  
77,091   

Rio Tinto plc

     4,638,751  
     

 

 

 
        111,302,595  
     

 

 

 
  

Media & Entertainment - 5.6%

  
235,388   

Activision Blizzard, Inc.

     19,054,659  
6,747   

Alphabet, Inc. Class A*

     9,888,403  
6,202   

Charter Communications, Inc. Class A*

     3,872,157  
831,266   

Comcast Corp. Class A

     38,454,365  
47,315   

Electronic Arts, Inc.*

     6,170,349  
94,168   

Facebook, Inc. Class A*

     24,662,599  
34,625   

Live Nation Entertainment, Inc.*

     1,865,595  
178,228   

Match Group, Inc.*

     19,720,928  
3,558   

Netflix, Inc.*

     1,779,107  
389,197   

Omnicom Group, Inc.

     19,265,252  
577,981   

Pinterest, Inc. Class A*

     23,991,991  
123,464   

Roku, Inc.*

     23,310,003  
696,838   

Snap, Inc. Class A*

     18,194,440  
52,154   

Spotify Technology S.A.*

     12,650,996  
81,747   

Tencent Holdings Ltd.

     5,521,468  
48,600   

Twitter, Inc.*

     2,162,700  
     

 

 

 
               230,565,012  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 6.7%

  
131,193   

Alnylam Pharmaceuticals, Inc.*

     19,101,701  
8,774   

Argenx SE ADR*

     2,303,350  
14,781   

Ascendis Pharma A/S ADR*

     2,281,004  
290,256   

AstraZeneca plc ADR

     15,906,029  
78,133   

Bristol-Myers Squibb Co.

     4,710,639  
397,547   

ChemoCentryx, Inc.*

     21,785,576  
294,523   

Elanco Animal Health, Inc.*

     8,226,027  
28,878   

Eli Lilly & Co.

     4,274,522  
198,651   

Exact Sciences Corp.*

     20,252,469  
1,181   

Galapagos N.V. ADR*

     167,596  
73,949   

Galapagos N.V.*

     10,483,736  
70,500   

Hangzhou Tigermed Consulting Co., Ltd. Class H*(5)

     1,004,277  
8,639   

Illumina, Inc.*

     2,670,142  
274,630   

Johnson & Johnson

     40,886,914  
20,782   

Mettler-Toledo International, Inc.*

     20,070,216  
131,488   

Pfizer, Inc.

     4,825,610  
473,836   

PTC Therapeutics, Inc.*

     22,151,833  

 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
41,292   

Regeneron Pharmaceuticals, Inc.*

   $ 23,114,436  
108,815   

Seattle Genetics, Inc.*

     21,294,007  
49,463   

Thermo Fisher Scientific, Inc.

     21,838,904  
46,741   

Waters Corp.*

     9,146,279  
82,687   

Wuxi Biologics Cayman, Inc.*(5)

     2,026,498  
     

 

 

 
               278,521,765  
     

 

 

 
  

Real Estate - 3.5%

  
108,655   

Alexandria Real Estate Equities, Inc. REIT

     17,384,800  
40,745   

American Tower Corp. REIT

     9,849,289  
412,928   

Americold Realty Trust REIT

     14,762,176  
104,851   

Camden Property Trust REIT

     9,329,642  
57,607   

Crown Castle International Corp. REIT

     9,591,565  
44,936   

Digital Realty Trust, Inc. REIT

     6,594,807  
33,819   

Equinix, Inc. REIT

     25,706,836  
105,530   

Prologis, Inc. REIT

     10,618,429  
71,054   

Public Storage REIT

     15,825,147  
360,879   

STORE Capital Corp. REIT

     9,898,911  
709,940   

VICI Properties, Inc. REIT

     16,591,298  
     

 

 

 
        146,152,900  
     

 

 

 
  

Retailing - 6.9%

  
102,745   

Alibaba Group Holding Ltd. ADR*

     30,204,975  
8,451,700   

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

     7,775,564  
18,840   

Amazon.com, Inc.*

     59,322,073  
8,597   

AutoZone, Inc.*

     10,124,171  
10,790   

Booking Holdings, Inc.*

     18,458,237  
337,451   

Chewy, Inc. Class A*(4)

     18,502,438  
53,752   

Dollar General Corp.

     11,267,494  
199,080   

Dollar Tree, Inc.*

     18,183,967  
155,572   

Lowe’s Cos., Inc.

     25,803,172  
31,460   

Meituan Dianping Class B*

     991,030  
1,404,319   

TJX Cos., Inc.

     78,150,353  
115,140   

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

     3,987,288  
38,058   

Zalando SE*(5)

     3,555,753  
     

 

 

 
        286,326,515  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 3.7%

  
324,510   

Advanced Micro Devices, Inc.*

     26,606,575  
9,274   

ASML Holding N.V.

     3,425,564  
40,546   

Broadcom, Inc.

     14,771,719  
120,639   

Infineon Technologies AG

     3,400,304  
367,587   

Intel Corp.

     19,033,655  
49,830   

KLA Corp.

     9,654,064  
419,723   

Marvell Technology Group Ltd.

     16,663,003  
147,359   

Micron Technology, Inc.*

     6,919,978  
93,954   

NVIDIA Corp.

     50,849,784  
     

 

 

 
        151,324,646  
     

 

 

 
  

Software & Services - 13.1%

  
88,347   

Accenture plc Class A

     19,965,539  
128,737   

Amdocs Ltd.

     7,390,791  
53,673   

Booz Allen Hamilton Holding Corp.

     4,453,786  
163,002   

CDK Global, Inc.

     7,105,257  
43,365   

Citrix Systems, Inc.

     5,971,794  
2,931   

DocuSign, Inc.*

     630,868  
22,697   

Fair Isaac Corp.*

     9,654,850  
31,351   

Fidelity National Information Services, Inc.

     4,615,181  
147,732   

FleetCor Technologies, Inc.*

     35,174,989  
839,570   

Genpact Ltd.

     32,701,252  
80,693   

Global Payments, Inc.

     14,329,463  
506,654   

GoDaddy, Inc. Class A*

     38,490,504  
127,194   

Guidewire Software, Inc.*

     13,262,518  
335,094   

International Business Machines Corp.

     40,770,887  
16,687   

Intuit, Inc.

     5,443,466  
243,034   

Leidos Holdings, Inc.

     21,666,481  
136,481   

Microsoft Corp.

     28,706,049  

 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount    Market Value  
583,744   

Oracle Corp.

   $ 34,849,517  
7,693   

Paycom Software, Inc.*

     2,394,831  
183,128   

PayPal Holdings, Inc.*

     36,081,710  
39,324   

RingCentral, Inc. Class A*

     10,798,764  
18,786   

salesforce.com, Inc.*

     4,721,298  
24,658   

ServiceNow, Inc.*

     11,959,130  
66,850   

Slack Technologies, Inc. Class A*

     1,795,591  
112,411   

Splunk, Inc.*

     21,147,881  
193,844   

Square, Inc. Class A*

     31,509,342  
26,874   

StoneCo Ltd. Class A*

     1,421,366  
67,432   

VeriSign, Inc.*

     13,813,445  
72,465   

Visa, Inc. Class A

     14,490,826  
66,257   

VMware, Inc. Class A*(4)

     9,519,143  
133,564   

WEX, Inc.*

     18,561,389  
164,948   

Workday, Inc. Class A*

     35,485,263  
41,964   

Worldline S.A.*(5)

     3,436,145  
     

 

 

 
               542,319,316  
     

 

 

 
  

Technology Hardware & Equipment - 4.2%

  
773,175   

Apple, Inc.

     89,541,397  
175,836   

CDW Corp.

     21,017,677  
373,120   

Cisco Systems, Inc.

     14,697,197  
54,247   

Coherent, Inc.*

     6,017,620  
40,982   

F5 Networks, Inc.*

     5,031,360  
7,470   

Keyence Corp.

     3,492,069  
168,140   

Lumentum Holdings, Inc.*

     12,632,358  
19,194   

Motorola Solutions, Inc.

     3,009,811  
261,386   

Samsung Electronics Co., Ltd.

     12,976,280  
116,726   

Western Digital Corp.

     4,266,335  
     

 

 

 
        172,682,104  
     

 

 

 
  

Telecommunication Services - 1.2%

  
65,398   

Cellnex Telecom S.A.(5)

     3,969,829  
764,330   

Churchill Capital Corp. Class A*

     7,834,383  
45,800   

KDDI Corp.

     1,151,941  
269,618   

T-Mobile U.S., Inc.*

     30,833,514  
111,511   

Verizon Communications, Inc.

     6,633,789  
     

 

 

 
        50,423,456  
     

 

 

 
  

Transportation - 3.5%

  
198,169   

Canadian National Railway Co.

     21,104,987  
109,366   

FedEx Corp.

     27,507,736  
25,674   

J.B. Hunt Transport Services, Inc.

     3,244,680  
237,900   

Localiza Rent a Car S.A.

     2,400,647  
240,448   

Southwest Airlines Co.

     9,016,800  
591,027   

Uber Technologies, Inc.*

     21,560,665  
159,028   

Union Pacific Corp.

     31,307,842  
171,504   

United Parcel Service, Inc. Class B

     28,577,712  
     

 

 

 
        144,721,069  
     

 

 

 
  

Utilities - 1.5%

  
112,273   

Consolidated Edison, Inc.

     8,734,839  
98,239   

Duke Energy Corp.

     8,700,046  
470,415   

Exelon Corp.

     16,822,041  
1,315,793   

Iberdrola S.A.

     16,195,549  
161,137   

Pinnacle West Capital Corp.

     12,012,763  
     

 

 

 
        62,465,238  
     

 

 

 
  

Total Common Stocks
(cost $3,217,971,493)

     4,027,528,564  
     

 

 

 
Exchange-Traded Funds - 0.3%   
  

Other Investment Pools & Funds - 0.3%

  
12,000   

iShares MSCI ACWI ETF

     959,040  

 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Shares or Principal Amount          Market Value  
43,423   

iShares Russell 1000 Growth ETF

     $ 9,418,014  
       

 

 

 
          10,377,054  
       

 

 

 
  

Total Exchange-Traded Funds
(cost $7,848,265)

     $ 10,377,054  
       

 

 

 

Convertible Preferred Stocks - 0.2%

    
  

Consumer Services - 0.0%

    
16,619   

Airbnb, Inc. Series E*(1)(2)(3)

       1,386,856  
       

 

 

 
  

Diversified Financials - 0.0%

    
85,350   

Social Finance, Inc. Series F*(1)(2)(3)

       1,328,899  
       

 

 

 
  

Retailing - 0.1%

    
40,566   

Honest Co., Inc. Series C*(1)(2)(3)

       1,431,980  
       

 

 

 
  

Software & Services - 0.1%

    
50,200   

Nanigans, Inc. Series D*(1)(2)(3)

       19,076  
20,891   

Sharecare, Inc. Series B2*(1)(2)(3)

       4,970,596  
29,504   

Magic Leap, Inc. Series C*(1)(2)(3)

       339,886  
       

 

 

 
          5,329,558  
       

 

 

 
  

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

     $ 9,477,293  
       

 

 

 

Escrows - 0.0%(6)

    
  

Consumer Durables & Apparel - 0.0%

    
127,917   

One Kings Lane, Inc.*(1)(2)(3)

       20,467  
       

 

 

 
  

Total Escrows
(cost $—)

     $ 20,467  
       

 

 

 
  

Total Long-Term Investments
(cost $3,236,258,716)

     $ 4,047,403,378  
       

 

 

 

Short-Term Investments - 1.9%

    
  

Repurchase Agreements - 1.5%

    
63,626,544   

Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/2020 at 0.040%, due on 10/01/2020 with a maturity value of $63,626,615; collateralized by U.S. Treasury Note at 3.125%, maturing 11/15/2028, with a market value of $64,899,133

       63,626,544  
       

 

 

 
  

Securities Lending Collateral - 0.4%

    
15,706,344   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.03%(7)

       15,706,344  
152,514   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(7)

       152,514  
       

 

 

 
          15,858,858  
       

 

 

 
  

Total Short-Term Investments
(cost $79,485,402)

     $ 79,485,402  
       

 

 

 
  

Total Investments
(cost $3,315,744,118)

     99.7   $ 4,126,888,780  
  

Other Assets and Liabilities

     0.3     11,811,991  
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $     4,138,700,771  
     

 

 

   

 

 

 

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)

Investment valued using significant unobservable inputs.

 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

(2)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At September 30, 2020, the aggregate fair value of these securities was $36,209,875, which represented 0.9% 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 $36,209,875 or 0.9% 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      $ 1,386,856  
  08/2011   

Allstar Co.

     8,451,700        3,676,649        7,775,564  
  07/2015   

DraftKings, Inc.

     160,137        1,684,514        9,371,217  
  06/2015   

HF Global, Inc.

     350,600        4,713,607        5,578,046  
  08/2014   

Honest Co., Inc. Series C Convertible Preferred

     40,566        1,097,606        1,431,980  
  12/2015   

Magic Leap, Inc. Series C Convertible Preferred

     29,504        679,566        339,886  
  03/2015   

Nanigans, Inc. Series D Convertible Preferred

     50,200        548,109        19,076  
  01/2014   

One Kings Lane, Inc.

     127,917               20,467  
  03/2015   

Sharecare, Inc. Series B2 Convertible Preferred

     20,891        5,220,034        4,970,596  
  09/2015   

Social Finance, Inc. Series F Convertible Preferred

     85,350        1,346,507        1,328,899  
  11/2013   

Tory Burch LLC

     115,140        9,024,247        3,987,288  
          

 

 

    

 

 

 
           $     29,537,975      $     36,209,875  
          

 

 

    

 

 

 
(4)

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

(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 September 30, 2020, the aggregate value of these securities was $13,992,502, 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 September 30, 2020  
Description    Number
of
Contracts
       Expiration Date        Current
Notional
Amount
       Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

S&P 500 (E-Mini) Future

     379          12/18/2020        $     63,520,400        $ 411,944  
                 

 

 

 
                          
                 

 

 

 

Total futures contracts

 

     $         411,944  
                 

 

 

 

† 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:

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

 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

MSCI   

Morgan Stanley Capital International

REIT   

Real Estate Investment Trust

 

  Hartford Capital Appreciation HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of September 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level  3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 31,588,320      $ 27,188,824      $ 4,399,496      $  

Banks

     44,028,932        42,330,248        1,698,684         

Capital Goods

     244,998,805        220,218,569        19,202,190        5,578,046  

Commercial & Professional Services

     71,213,827        67,511,959        3,701,868         

Consumer Durables & Apparel

     134,051,594        130,260,578        3,791,016         

Consumer Services

     143,057,917        123,981,094        19,076,823         

Diversified Financials

     155,433,858        155,433,858                

Energy

     29,476,455        29,476,455                

Food & Staples Retailing

     42,884,465        42,884,465                

Food, Beverage & Tobacco

     329,355,436        296,616,065        32,739,371         

Health Care Equipment & Services

     380,526,546        380,526,546                

Household & Personal Products

     97,702,685        97,702,685                

Insurance

     146,405,108        146,405,108                

Materials

     111,302,595        99,853,511        11,449,084         

Media & Entertainment

     230,565,012        225,043,544        5,521,468         

Pharmaceuticals, Biotechnology & Life Sciences

     278,521,765        266,011,531        12,510,234         

Real Estate

     146,152,900        146,152,900                

Retailing

     286,326,515        270,016,880        4,546,783        11,762,852  

Semiconductors & Semiconductor Equipment

     151,324,646        144,498,778        6,825,868         

Software & Services

     542,319,316        538,883,171        3,436,145         

Technology Hardware & Equipment

     172,682,104        156,213,755        16,468,349         

Telecommunication Services

     50,423,456        45,301,686        5,121,770         

Transportation

     144,721,069        144,721,069                

Utilities

     62,465,238        46,269,689        16,195,549         

Exchange-Traded Funds

     10,377,054        10,377,054                

Convertible Preferred Stocks

     9,477,293                      9,477,293  

Escrows

     20,467                      20,467  

Short-Term Investments

     79,485,402        15,858,858        63,626,544         

Futures Contracts (2)

     411,944        411,944                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,127,300,724      $     3,870,150,824      $     230,311,242      $     26,838,658  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended September 30, 2020, investments valued at $1,760,386 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input and there were no transfers into 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 September 30, 2020 is not presented.

 

  Hartford Disciplined Equity HLS Fund

 

 

  Schedule of Investments

  September 30, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.6%

 

  

Banks - 4.7%

  
2,059,590   

Bank of America Corp.

   $ 49,615,523  
592,979   

JP Morgan Chase & Co.

     57,086,088  
301,357   

PNC Financial Services Group, Inc.

     33,122,148  
     

 

 

 
        139,823,759  
     

 

 

 
  

Capital Goods - 5.4%

  
317,416   

AMETEK, Inc.

     31,551,151  
453,768   

Fortune Brands Home & Security, Inc.

     39,260,007  
139,642   

IDEX Corp.

     25,472,097  
202,545   

Illinois Tool Works, Inc.

     39,133,720  
449,328   

Raytheon Technologies Corp.

     25,854,333  
     

 

 

 
               161,271,308  
     

 

 

 
  

Commercial & Professional Services - 1.9%

  
159,194   

Equifax, Inc.

     24,977,538  
336,742   

Republic Services, Inc.

     31,434,866  
     

 

 

 
        56,412,404  
     

 

 

 
  

Consumer Durables & Apparel - 2.5%

  
312,936   

NIKE, Inc. Class B

     39,285,985  
490,487   

VF Corp.

     34,456,712  
     

 

 

 
        73,742,697  
     

 

 

 
  

Consumer Services - 2.6%

  
484,551   

DraftKings, Inc.*(1)(2)

     28,355,924  
215,085   

McDonald’s Corp.

     47,209,007  
     

 

 

 
        75,564,931  
     

 

 

 
  

Diversified Financials - 3.1%

  
296,222   

American Express Co.

     29,696,255  
50,216   

BlackRock, Inc.

     28,299,227  
730,256   

Morgan Stanley

     35,307,878  
     

 

 

 
        93,303,360  
     

 

 

 
  

Energy - 0.7%

  
572,435   

EOG Resources, Inc.

     20,573,314  
     

 

 

 
  

Food & Staples Retailing - 2.9%

  
101,333   

Costco Wholesale Corp.

     35,973,215  
348,119   

Walmart, Inc.

     48,705,329  
     

 

 

 
        84,678,544  
     

 

 

 
  

Food, Beverage & Tobacco - 3.1%

  
222,732   

Constellation Brands, Inc. Class A

     42,209,941  
267,233   

Kellogg Co.

     17,260,580  
397,497   

Monster Beverage Corp.*

     31,879,259  
     

 

 

 
        91,349,780  
     

 

 

 
  

Health Care Equipment & Services - 8.5%

  
257,454   

Abbott Laboratories

     28,018,719  
452,546   

Baxter International, Inc.

     36,393,749  
119,253   

Becton Dickinson and Co.

     27,747,788  
190,239   

Danaher Corp.

     40,964,164  
528,997   

Hologic, Inc.*

     35,162,431  
122,976   

Laboratory Corp. of America Holdings*

     23,152,692  
197,368   

UnitedHealth Group, Inc.

     61,533,421  
     

 

 

 
        252,972,964  
     

 

 

 
  

Household & Personal Products - 3.8%

  
492,083   

Colgate-Palmolive Co.

     37,964,203  
536,610   

Procter & Gamble Co.

     74,583,424  
     

 

 

 
        112,547,627  
     

 

 

 
  

Insurance - 1.4%

  
585,228   

Athene Holding Ltd. Class A*

     19,944,570  

 

  Hartford Disciplined Equity HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
197,547   

Chubb Ltd.

   $ 22,939,158  
     

 

 

 
        42,883,728  
     

 

 

 
  

Materials - 1.8%

 

246,954   

PPG Industries, Inc.

     30,148,144  
161,074   

Vulcan Materials Co.

     21,831,970  
     

 

 

 
        51,980,114  
     

 

 

 
  

Media & Entertainment - 7.8%

 

5,345   

Alphabet, Inc. Class C*

     7,855,012  
63,672   

Alphabet, Inc. Class A*

     93,317,683  
296,790   

Facebook, Inc. Class A*

     77,729,301  
408,902   

Walt Disney Co.

     50,736,560  
     

 

 

 
        229,638,556  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 5.4%

 

359,352   

Eli Lilly & Co.

     53,191,283  
131,412   

Incyte Corp.*

     11,792,913  
473,819   

Merck & Co., Inc.

     39,303,286  
123,320   

Thermo Fisher Scientific, Inc.

     54,448,247  
     

 

 

 
               158,735,729  
     

 

 

 
  

Real Estate - 1.8%

 

143,958   

American Tower Corp. REIT

     34,798,967  
238,455   

Boston Properties, Inc. REIT

     19,147,937  
10,657   

We Co. Class A*(1)(2)(3)

     53,924  
     

 

 

 
        54,000,828  
     

 

 

 
  

Retailing - 6.3%

 

43,585   

Amazon.com, Inc.*

     137,237,397  
41,578   

JAND, Inc. Class A(1)(2)(3)

     927,605  
829,326   

TJX Cos., Inc.

     46,151,992  
38,805   

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

     1,343,818  
     

 

 

 
        185,660,812  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 5.2%

 

279,897   

Advanced Micro Devices, Inc.*

     22,948,755  
96,868   

KLA Corp.

     18,767,206  
338,760   

Micron Technology, Inc.*

     15,908,170  
247,853   

QUALCOMM, Inc.

     29,167,341  
258,368   

Teradyne, Inc.

     20,529,921  
318,281   

Texas Instruments, Inc.

     45,447,344  
     

 

 

 
        152,768,737  
     

 

 

 
  

Software & Services - 13.3%

 

211,896   

Fidelity National Information Services, Inc.

     31,193,210  
179,456   

Global Payments, Inc.

     31,867,797  
303,667   

GoDaddy, Inc. Class A*

     23,069,582  
352,404   

Leidos Holdings, Inc.

     31,416,817  
170,596   

Mastercard, Inc. Class A

     57,690,449  
558,631   

Microsoft Corp.

     117,496,858  
224,249   

salesforce.com, Inc.*

     56,358,259  
303,037   

SS&C Technologies Holdings, Inc.

     18,339,799  
123,771   

Workday, Inc. Class A*

     26,626,855  
     

 

 

 
        394,059,626  
     

 

 

 
  

Technology Hardware & Equipment - 8.5%

 

1,382,311   

Apple, Inc.

     160,085,437  
179,032   

CDW Corp.

     21,399,695  
1,075,655   

Corning, Inc.

     34,861,979  
222,851   

Motorola Solutions, Inc.

     34,945,265  
     

 

 

 
        251,292,376  
     

 

 

 
  

Telecommunication Services - 1.5%

 

742,979   

Verizon Communications, Inc.

     44,199,821  
     

 

 

 
  

Transportation - 2.0%

 

175,736   

FedEx Corp.

     44,201,119  

 

  Hartford Disciplined Equity HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
384,254   

Uber Technologies, Inc.*

   $ 14,017,586  
     

 

 

 
        58,218,705  
     

 

 

 
  

Utilities - 3.4%

  
478,906   

American Electric Power Co., Inc.

     39,140,987  
217,024   

NextEra Energy, Inc.

     60,237,182  
     

 

 

 
        99,378,169  
     

 

 

 
  

Total Common Stocks
(cost $2,385,014,505)

   $ 2,885,057,889  
     

 

 

 

Exchange-Traded Funds - 0.9%

 

  

Other Investment Pools & Funds - 0.9%

  
80,703   

SPDR S&P 500 ETF Trust(4)

     27,026,628  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $27,454,354)

   $ 27,026,628  
     

 

 

 

Convertible Preferred Stocks - 1.1%

 

  

Real Estate - 0.1%

  
145,709   

We Co. Series D1*(1)(2)(3)

     1,140,902  
114,486   

We Co. Series D2*(1)(2)(3)

     896,425  
     

 

 

 
        2,037,327  
     

 

 

 
  

Retailing - 0.7%

  
92,843   

JAND, Inc. Series D*(1)(2)(3)

     2,103,822  
102,040   

Honest Co., Inc. Series C*(1)(2)(3)

     3,602,012  
1,605,750   

Coupang LLC *(1)(2)(3)

     14,628,383  
     

 

 

 
        20,334,217  
     

 

 

 
  

Software & Services - 0.3%

  
366,944   

MarkLogic Corp. Series F*(1)(2)(3)

     3,196,082  
287,204   

Lookout, Inc. Series F*(1)(2)(3)

     2,553,244  
1,871,878   

Essence Group Holdings Corp. Series 3*(1)(2)(3)

     4,829,445  
     

 

 

 
        10,578,771  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $23,661,221)

   $ 32,950,315  
     

 

 

 

Escrows - 0.0%

 

  

Software & Services - 0.0%

  
210,735   

Veracode, Inc.*(1)(2)(3)

     114,640  
     

 

 

 
  

Total Escrows
(cost $—)

   $ 114,640  
     

 

 

 
  

Total Long-Term Investments
(cost $2,436,130,080)

   $     2,945,149,472  
     

 

 

 

Short-Term Investments - 0.4%

 

  

Repurchase Agreements - 0.4%

  
12,549,633   

Fixed Income Clearing Corp. Repurchase Agreement dated 9/30/2020 at 0.040%, due on 10/01/2020 with a maturity value of $12,549,647; collateralized by U.S. Treasury Note at 0.125%, maturing 07/15/2030, with a market value of $12,800,645

     12,549,633  
     

 

 

 
  

Securities Lending Collateral - 0.0%

  
511,830   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.03%(5)

     511,830  
4,970   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(5)

     4,970  
     

 

 

 
        516,800  
     

 

 

 
  

Total Short-Term Investments
(cost $13,066,433)

   $ 13,066,433  
     

 

 

 

 

  Hartford Disciplined Equity HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

 

            Market Value  
  

Total Investments
(cost $2,449,196,513)

     100.0%      $ 2,958,215,905  
  

Other Assets and Liabilities

     0.0%        230,811  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     2,958,446,716  
     

 

 

    

 

 

 

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)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At September 30, 2020, the aggregate fair value of these securities was $63,746,226, which represented 2.2% 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.

(2)

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 $63,746,226 or 2.2% of net assets.

 

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

 

 
  11/2014   

Coupang LLC Convertible Preferred

     1,605,750      $ 4,998,894      $ 14,628,383  
  12/2014   

DraftKings, Inc.

     484,551        1,998,084        28,355,924  
  05/2014   

Essence Group Holdings Corp. Series 3 Convertible Preferred

     1,871,878        2,960,001        4,829,445  
  08/2014   

Honest Co., Inc. Series C Convertible Preferred

     102,040        2,760,927        3,602,012  
  04/2015   

JAND, Inc. Class A

     41,578        477,536        927,605  
  04/2015   

JAND, Inc. Series D Convertible Preferred

     92,843        1,066,330        2,103,822  
  07/2014   

Lookout, Inc. Series F Convertible Preferred

     287,204        3,280,760        2,553,244  
  04/2015   

MarkLogic Corp. Series F Convertible Preferred

     366,944        4,261,761        3,196,082  
  11/2013   

Tory Burch LLC

     38,805        3,041,403        1,343,818  
  04/2017   

Veracode, Inc.

     210,735               114,640  
  12/2014   

We Co. Class A

     10,657        177,451        53,924  
  12/2014   

We Co. Series D1 Convertible Preferred

     145,709        2,426,224        1,140,902  
  12/2014   

We Co. Series D2 Convertible Preferred

     114,486        1,906,324        896,425  
          

 

 

    

 

 

 
           $     29,355,695      $     63,746,226  
          

 

 

    

 

 

 
(3)

Investment valued using significant unobservable inputs.

(4)

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

(5)

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:

DDCA   

Dollars on Deposit in Custody Account

ETF   

Exchange-Traded Fund

 

  Hartford Disciplined Equity HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

 

REIT   

Real Estate Investment Trust

SPDR   

Standard & Poor’s Depositary Receipt

 

  Hartford Disciplined Equity HLS Fund

 

 

  Schedule of Investments – (continued)

  September 30, 2020 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of September 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level  3(1)  

Assets

 

Common Stocks

 

Banks

   $ 139,823,759      $ 139,823,759      $      $  

Capital Goods

     161,271,308        161,271,308                

Commercial & Professional Services

     56,412,404        56,412,404                

Consumer Durables & Apparel

     73,742,697        73,742,697                

Consumer Services

     75,564,931        47,209,007        28,355,924         

Diversified Financials

     93,303,360        93,303,360                

Energy

     20,573,314        20,573,314                

Food & Staples Retailing

     84,678,544        84,678,544                

Food, Beverage & Tobacco

     91,349,780        91,349,780                

Health Care Equipment & Services

     252,972,964        252,972,964                

Household & Personal Products

     112,547,627        112,547,627                

Insurance

     42,883,728        42,883,728                

Materials

     51,980,114        51,980,114                

Media & Entertainment

     229,638,556        229,638,556                

Pharmaceuticals, Biotechnology & Life Sciences

     158,735,729        158,735,729                

Real Estate

     54,000,828        53,946,904               53,924  

Retailing

     185,660,812        183,389,389               2,271,423  

Semiconductors & Semiconductor Equipment

     152,768,737        152,768,737                

Software & Services

     394,059,626        394,059,626                

Technology Hardware & Equipment

     251,292,376        251,292,376                

Telecommunication Services

     44,199,821        44,199,821                

Transportation

     58,218,705        58,218,705                

Utilities

     99,378,169        99,378,169                

Exchange-Traded Funds

     27,026,628        27,026,628                

Convertible Preferred Stocks

     32,950,315                      32,950,315  

Escrows

     114,640                      114,640  

Short-Term Investments

     13,066,433        516,800        12,549,633         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,958,215,905      $     2,881,920,046      $     40,905,557      $     35,390,302