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 | McDonalds 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 |
$ | 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 |
1,207,493 | ||||
1,705,000 | CIFC Funding Ltd. |
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 |
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. |
1,458,598 | ||||
2,635,000 | Madison Park Funding Ltd. |
2,598,294 | ||||
2,690,000 | Magnetite VII Ltd. |
2,662,844 | ||||
1,615,000 | Magnetite XVIII Ltd. |
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 |
450,291 | ||||
2,635,000 | Treman Park CLO Ltd. |
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 |
1,150,899 | ||||
|
|
|||||
27,983,746 | ||||||
|
|
|||||
Commercial Mortgage-Backed Securities - 0.4% |
| |||||
840,000 | BAMLL Commercial Mortgage Securities Trust |
986,856 | ||||
2,220,000 | CSMC Trust |
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 |
924,960 | ||||
|
|
|||||
8,345,934 | ||||||
|
|
|||||
Other Asset-Backed Securities - 0.4% |
| |||||
274,961 | AASET Trust |
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. |
$ | 998,788 | |||
1,225,000 | BlueMountain CLO Ltd. |
1,192,362 | ||||
511,228 | Castlelake Aircraft Securitization Trust |
473,120 | ||||
1,125,622 | Hertz Fleet Lease Funding L.P. |
1,141,808 | ||||
232,096 | Mach Ltd. |
211,107 | ||||
220,176 | MAPS Ltd. |
203,833 | ||||
284,571 | SoFi Consumer Loan Program Trust |
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 |
346,494 | ||||
526,383 | MetLife Securitization Trust |
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 |
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 |
508,540 | ||||
|
|
|||||
6,863,494 | ||||||
|
|
|||||
Total Asset & Commercial Mortgage-Backed Securities |
$ | 51,381,939 | ||||
|
|
|||||
Corporate Bonds - 15.5% | ||||||
Aerospace/Defense - 0.3% | ||||||
850,000 | BAE Systems Holdings, Inc. |
959,483 | ||||
220,000 | BAE Systems plc |
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. |
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. |
4,303,843 | ||||
1,065,000 | Imperial Brands Finance plc |
1,112,781 | ||||
325,000 | Philip Morris International, Inc. |
416,491 | ||||
|
|
|||||
6,804,847 | ||||||
|
|
|||||
Airlines - 0.2% |
| |||||
2,513,554 | Continental Airlines, Inc. |
2,465,109 | ||||
980,939 | Southwest Airlines Co. |
982,325 | ||||
139,991 | United Airlines Class B Pass -Through Trust |
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 |
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. |
3,045,306 | ||||
920,000 | Volkswagen Group of America Finance LLC |
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. |
296,926 | ||||
|
|
|||||
3,681,177 | ||||||
|
|
|||||
Biotechnology - 0.1% |
| |||||
1,350,000 | Amgen, Inc. |
1,416,202 | ||||
640,000 | Gilead Sciences, Inc. |
632,475 | ||||
|
|
|||||
2,048,677 | ||||||
|
|
|||||
Chemicals - 0.1% |
| |||||
925,000 | Syngenta Finance N.V. |
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 |
2,606,723 | ||||
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. |
2,040,499 | ||||
1,695,000 | Citizens Bank NA |
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 |
808,098 | ||||
825,000 | Fifth Third Bancorp |
888,358 | ||||
1,600,000 | Goldman Sachs Group, Inc. |
2,390,240 | ||||
2,625,000 | HSBC Holdings plc |
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. |
$ | 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. |
1,394,751 | ||||
4,905,000 | NBK SPC Ltd. |
5,017,972 | ||||
1,755,000 | Santander Holdings USA, Inc. |
1,837,413 | ||||
1,660,000 | Truist Financial Corp. |
1,700,657 | ||||
1,900,000 | UBS AG |
1,926,737 | ||||
4,344,000 | Wells Fargo & Co. |
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 |
1,910,476 | ||||
|
|
|||||
4,110,395 | ||||||
|
|
|||||
Construction Materials - 0.1% |
||||||
972,000 | Carrier Global Corp. |
1,016,747 | ||||
996,000 | Johnson Controls International plc |
1,288,380 | ||||
|
|
|||||
2,305,127 | ||||||
|
|
|||||
Diversified Financial Services - 0.4% |
||||||
1,195,000 | Charles Schwab Corp. |
1,507,184 | ||||
950,000 | Intercontinental Exchange, Inc. |
955,004 | ||||
3,767,180 | Postal Square L.P. 8.95%, |
4,071,722 | ||||
1,220,000 | Societe Generale S.A. |
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. |
2,117,931 | ||||
360,000 | Dominion Energy South Carolina, Inc. |
515,514 | ||||
1,200,000 | Duke Energy Carolinas LLC |
1,763,358 | ||||
570,000 | Duquesne Light Holdings, Inc. |
571,216 | ||||
370,000 | Evergy Metro, Inc. |
391,755 | ||||
2,405,000 | Fortis, Inc. |
2,628,464 | ||||
245,000 | Georgia Power Co. |
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. |
$ | 1,864,757 | |||
315,000 | Infraestructura Energetica Nova S.A.B. de C.V. |
303,188 | ||||
1,445,000 | ITC Holdings Corp. |
1,553,865 | ||||
506,000 | Mid-Atlantic Interstate Transmission LLC |
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 |
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. |
419,333 | ||||
248,000 | Union Electric Co. |
304,875 | ||||
|
|
|||||
27,586,977 | ||||||
|
|
|||||
Electronics - 0.1% |
||||||
1,270,000 | Fortive Corp. |
1,512,453 | ||||
|
|
|||||
Environmental Control - 0.1% |
||||||
1,480,000 | Republic Services, Inc. |
1,573,492 | ||||
|
|
|||||
Food - 0.2% |
||||||
455,000 | Conagra Brands, Inc. |
528,214 | ||||
1,255,000 | Danone S.A. |
1,391,747 | ||||
1,065,000 | Kroger Co. |
1,174,415 | ||||
285,000 | McCormick & Co., Inc. |
304,828 | ||||
480,000 | Sigma Alimentos S.A. de C.V. |
510,960 | ||||
|
|
|||||
3,910,164 | ||||||
|
|
|||||
Gas - 0.1% |
||||||
330,000 | Boston Gas Co. |
365,576 | ||||
1,870,000 | KeySpan Gas East Corp. |
2,056,677 | ||||
|
|
|||||
2,422,253 | ||||||
|
|
|||||
Healthcare-Products - 0.3% |
||||||
2,725,000 | Alcon Finance Corp. |
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. |
$ | 916,220 | |||
|
|
|||||
5,644,242 | ||||||
|
|
|||||
Healthcare-Services - 0.7% |
||||||
1,510,000 | Anthem, Inc. |
1,554,941 | ||||
475,000 | Childrens Hospital |
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 |
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. |
520,260 | ||||
420,000 | Memorial Sloan-Kettering Cancer Center |
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. |
471,170 | ||||
375,000 | American International Group, Inc. |
438,693 | ||||
840,000 | Chubb INA Holdings, Inc. |
920,841 | ||||
1,200,000 | Equitable Financial Life Global Funding |
1,204,480 | ||||
200,000 | Five Corners Funding Trust |
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. |
853,601 | ||||
605,000 | Massachusetts Mutual Life Insurance Co. |
617,639 | ||||
1,000,000 | MetLife, Inc. |
1,104,403 | ||||
1,335,000 | Nationwide Mutual Insurance Co. |
1,430,173 | ||||
132,000 | Northwestern Mutual Life Insurance Co. |
144,097 | ||||
870,000 | Prudential plc |
966,143 | ||||
2,220,000 | Trinity Acquisition plc |
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. |
$ | 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. |
2,515,392 | ||||
585,000 | Discovery Communications LLC |
670,593 | ||||
365,000 | Fox Corp. |
401,840 | ||||
2,386,000 | Sky Ltd. |
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. |
152,776 | ||||
385,000 | Walt Disney Co. |
422,861 | ||||
|
|
|||||
12,274,941 | ||||||
|
|
|||||
Mining - 0.1% |
||||||
1,575,000 | Glencore Finance Canada Ltd. |
1,672,245 | ||||
|
|
|||||
Oil & Gas - 0.6% |
||||||
1,545,000 | Aker BP ASA |
1,519,468 | ||||
1,200,000 | BG Energy Capital plc |
1,241,868 | ||||
100,000 | ConocoPhillips Co. |
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. |
1,577,626 | ||||
1,785,000 | Marathon Oil Corp. |
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. |
$ | 677,245 | |||
1,375,000 | Total Capital International S.A. |
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 |
1,038,924 | ||||
770,000 | Bristol-Myers Squibb Co. |
816,676 | ||||
955,000 | Cigna Corp. |
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 |
2,074,757 | ||||
1,175,000 | Merck & Co., Inc. |
1,252,816 | ||||
650,000 | Takeda Pharmaceutical Co., Ltd. |
660,304 | ||||
820,000 | Upjohn, Inc. |
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. |
1,000,413 | ||||
425,000 | TransCanada PipeLines Ltd. |
490,140 | ||||
2,470,000 | Western Midstream Operating L.P. |
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. |
2,024,010 | ||||
985,000 | Equinix, Inc. |
979,211 | ||||
2,000,000 | Healthpeak Properties, Inc. |
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 |
$ | 869,348 | |||
500,000 | Simon Property Group L.P. |
495,262 | ||||
780,000 | VEREIT Operating Partnership L.P. |
814,392 | ||||
1,155,000 | WEA Finance LLC |
1,189,056 | ||||
977,000 | WEA Finance LLC / Westfield UK & Europe Finance plc |
977,214 | ||||
|
|
|||||
11,528,279 | ||||||
|
|
|||||
Retail - 0.2% |
| |||||
1,000,000 | AutoZone, Inc. |
1,101,143 | ||||
685,000 | CVS Health Corp. |
871,570 | ||||
355,000 | Lowes Cos., Inc. |
455,525 | ||||
350,000 | McDonalds Corp. |
392,999 | ||||
315,000 | Starbucks Corp. |
323,246 | ||||
1,170,000 | TJX Cos., Inc. |
1,510,532 | ||||
|
|
|||||
4,655,015 | ||||||
|
|
|||||
Semiconductors - 0.0% |
| |||||
375,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd. |
415,464 | ||||
160,000 | Broadcom, Inc. |
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 |
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. |
938,938 | ||||
2,440,000 | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC |
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 |
$ | 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 |
835,184 | ||||
|
|
|||||
Total Foreign Government Obligations |
$ | 7,677,724 | ||||
|
|
|||||
Municipal Bonds - 1.0% |
||||||
Airport - 0.0% |
| |||||
190,000 | Broward County, FL, Airport System Rev |
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 |
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) |
423,268 | ||||
1,020,000 | Florida State Board of Administration Finance Co. |
1,034,902 | ||||
375,000 | Metropolitan Transportation Auth, NY |
475,069 | ||||
1,485,000 | New York State Urban Dev Corp. Rev |
1,505,315 | ||||
1,250,000 | Philadelphia, PA, Auth for Industrial Dev (NATL Insured) |
1,618,675 | ||||
1,335,000 | Sales Tax Securitization Corp., IL |
1,691,672 | ||||
|
|
|||||
8,320,090 | ||||||
|
|
|||||
General Obligation - 0.1% |
| |||||
685,000 | Chicago, IL, Metropolitan Water Reclamation Dist, GO |
986,284 | ||||
1,180,000 | State of Illinois, GO |
1,192,496 | ||||
|
|
|||||
2,178,780 | ||||||
|
|
|||||
Higher Education - 0.1% |
| |||||
535,000 | California State University |
536,781 | ||||
245,000 | Pennsylvania State University |
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 |
511,229 | ||||
|
|
|||||
Transportation - 0.2% |
| |||||
225,000 | Bay Area, CA, Toll Auth |
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 |
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 |
783,186 | ||||
|
|
|||||
3,881,781 | ||||||
|
|
|||||
Utility - Electric - 0.1% |
| |||||
785,000 | Illinois Municipal Electric Agency |
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 |
$ | 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 |
$ | 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 |
$ | 205,266,225 | ||||
|
|
|||||
Total Long-Term Investments |
$ | 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 |
$ | 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 & Poors. |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
* | Non-income producing. |
(1) | Investment valued using significant unobservable inputs. |
(2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At 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 Funds significant accounting policies, please refer to the Funds 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 Funds 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 | Carters, 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 | Dominos 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 | McDonalds 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 | Lowes 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 |
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 |
$ | 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 |
$ | 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 |
$ | 20,467 | ||||||||
|
|
|||||||||
Total Long-Term Investments |
$ | 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 |
$ | 79,485,402 | ||||||||
|
|
|||||||||
Total Investments |
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 & Poors.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
* | Non-income producing. |
(1) | Investment valued using significant unobservable inputs. |
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 Funds significant accounting policies, please refer to the Funds most recent shareholder report.
GLOSSARY: (abbreviations used in preceding Schedule of Investments) | ||
Index Abbreviations: | ||
S&P | Standard & Poors | |
Other Abbreviations: | ||
ACWI | All Country World Index | |
ADR | American Depositary Receipt | |
DDCA | Dollars on Deposit in Custody Account | |
ETF | Exchange-Traded Fund |
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 Funds 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 | McDonalds 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 |
$ | 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 |
$ | 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 |
$ | 32,950,315 | ||||
|
|
|||||
Escrows - 0.0% |
| |||||
Software & Services - 0.0% |
||||||
210,735 | Veracode, Inc.*(1)(2)(3) |
114,640 | ||||
|
|
|||||
Total Escrows |
$ | 114,640 | ||||
|
|
|||||
Total Long-Term Investments |
$ | 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 |
$ | 13,066,433 | ||||
|
|
Hartford Disciplined Equity HLS Fund
|
Schedule of Investments (continued) September 30, 2020 (Unaudited) |
Market Value | ||||||||||
Total Investments |
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 & Poors.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
* | Non-income producing. |
(1) | 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 Funds significant accounting policies, please refer to the Funds 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 & Poors 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 Funds 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 | | ||||||||||||
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Total |
$ | 2,958,215,905 | $ | 2,881,920,046 | $ | 40,905,557 | $ | 35,390,302 | ||||||||
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