N-Q 1 v394666_nq.htm N-Q

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

 

FORM N-Q

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number: 811-08629

 

HARTFORD SERIES FUND, INC.

(Exact name of registrant as specified in charter)

 

5 Radnor Corporate Center, Suite 300, 100 Matsonford Road, Radnor, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

 

Edward P. Macdonald, Esquire

Hartford Funds Management Company, LLC

5 Radnor Corporate Center, Suite 300

100 Matsonford Road

Radnor, PA 19087

(Name and Address of Agent for Service)

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

 

Date of fiscal year end: December 31st

 

Date of reporting period: September 30, 2014

 

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to Rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

 

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

 

 
 

 

 

 

Item 1. Schedule of Investments.

 

 

American Funds Asset Allocation HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.0%        
 2,543   American Funds Insurance Series - Asset Allocation Fund Class 1      $56,250 
                
     Total Investment Companies          
      (Cost $47,564)       $56,250 
                
     Total Investments          
      (Cost $47,564) ▲   100.0%  $56,250 
     Other Assets and Liabilities   %   (18)
     Total Net Assets   100.0%  $56,232 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $47,885 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $8,365 
Unrealized Depreciation    
Net Unrealized Appreciation  $8,365 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:    
Investment in Securities - Level 1  $56,250 
Total  $56,250 

 

American Funds Blue Chip Income and Growth HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.0%
 3,087   American Funds Insurance Series -  Blue Chip Income and Growth Fund Class 1      $44,703 
                
     Total Investment Companies          
      (Cost $31,115)       $44,703 
                
     Total Investments          
      (Cost $31,115) ▲   100.0%  $44,703 
     Other Assets and Liabilities   %   (17)
     Total Net Assets   100.0%  $44,686 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $31,709 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $12,994 
Unrealized Depreciation    
Net Unrealized Appreciation  $12,994 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:     
Investment in Securities - Level 1  $44,703 
Total  $44,703 

 

1
 

 

American Funds Bond HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.0%
 17,698   American Funds Insurance Series -  Bond Fund Class 1      $196,799 
                
     Total Investment Companies          
     (Cost $193,155)       $196,799 
                
     Total Investments          
     (Cost $193,155) ▲   100.0%  $196,799 
     Other Assets and Liabilities   %   (45)
     Total Net Assets   100.0%  $196,754 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $193,894 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $2,905 
Unrealized Depreciation   —   
Net Unrealized Appreciation  $2,905 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:     
Investment in Securities - Level 1  $196,799 
Total  $196,799 

 

American Funds Global Bond HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.1%
 1,374   American Funds Insurance Series - Global Bond Fund Class 1     $16,617 
                
     Total Investment Companies           
     (Cost $16,846)       $16,617 
                
     Total Investments          
      (Cost $16,846) ▲   100.1%  $16,617 
     Other Assets and Liabilities   (0.1)%   (13)
     Total Net Assets   100.0%  $16,604 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $16,857 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $ 
Unrealized Depreciation   (240)
Net Unrealized Depreciation  $(240)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:     
Investment in Securities - Level 1  $16,617 
Total  $16,617 

 

2
 

 

American Funds Global Growth and Income HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.0%
 3,716   American Funds Insurance Series - Global Growth and Income Fund Class 1     $48,309 
                
     Total Investment Companies          
     (Cost $33,210)       $48,309 
                
     Total Investments          
     (Cost $33,210) ▲   100.0%  $48,309 
     Other Assets and Liabilities   %   (21)
     Total Net Assets   100.0%  $48,288 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $34,883 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $13,426 
Unrealized Depreciation    
Net Unrealized Appreciation  $13,426 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:     
Investment in Securities - Level 1  $48,309 
Total  $48,309 

 

American Funds Global Growth HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.1%
 763   American Funds Insurance Series - Global Growth Fund Class 1     $20,850 
                
     Total Investment Companies          
     (Cost $16,583)       $20,850 
                
     Total Investments          
     (Cost $16,583) ▲   100.1%  $20,850 
     Other Assets and Liabilities   (0.1)%   (13)
     Total Net Assets   100.0%  $20,837 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $17,778 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $3,072 
Unrealized Depreciation    
Net Unrealized Appreciation  $3,072 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:     
Investment in Securities - Level 1  $20,850 
Total  $20,850 

 

3
 

 

American Funds Global Small Capitalization HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.0%
 1,956   American Funds Insurance Series - Global Small Capitalization Fund Class 1     $50,425 
                
     Total Investment Companies          
     (Cost $37,797)       $50,425 
                
     Total Investments          
     (Cost $37,797) ▲   100.0%  $50,425 
     Other Assets and Liabilities   %   (23)
     Total Net Assets   100.0%  $50,402 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $39,831 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $10,594 
Unrealized Depreciation    
Net Unrealized Appreciation  $10,594 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:     
Investment in Securities - Level 1  $50,425 
Total  $50,425 

 

American Funds Growth HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.0%
 3,842   American Funds Insurance Series - Growth Fund Class 1     $300,828 
                
     Total Investment Companies          
     (Cost $177,348)       $300,828 
                
     Total Investments          
     (Cost $177,348) ▲   100.0%  $300,828 
     Other Assets and Liabilities   %   (75)
     Total Net Assets   100.0%  $300,753 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $186,492 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $114,336 
Unrealized Depreciation    
Net Unrealized Appreciation  $114,336 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:     
Investment in Securities - Level 1  $300,828 
Total  $300,828 

 

4
 

 

American Funds Growth-Income HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.0%
 3,337   American Funds Insurance Series - Growth-Income Fund Class 1     $173,502 
                
     Total Investment Companies          
     (Cost $106,725)       $173,502 
                
     Total Investments          
     (Cost $106,725) ▲   100.0%  $173,502 
     Other Assets and Liabilities   %   (42)
     Total Net Assets   100.0%  $173,460 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $110,595 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $62,907 
Unrealized Depreciation    
Net Unrealized Appreciation  $62,907 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:     
Investment in Securities - Level 1  $173,502 
Total  $173,502 

 

American Funds International HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.0%
 8,769   American Funds Insurance Series - International Fund Class 1     $183,893 
                
     Total Investment Companies          
     (Cost $144,582)       $183,893 
                
     Total Investments          
     (Cost $144,582) ▲   100.0%  $183,893 
     Other Assets and Liabilities   %   (61)
     Total Net Assets   100.0%  $183,832 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $150,428 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $33,465 
Unrealized Depreciation    
Net Unrealized Appreciation  $33,465 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:     
Investment in Securities - Level 1  $183,893 
Total  $183,893 

 

5
 

 

American Funds New World HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares          Market Value ╪ 
Investment Companies - 100.1%
 1,334   American Funds Insurance Series - New World Fund Class 1     $29,959 
                
     Total Investment Companies          
     (Cost $29,355)       $29,959 
                
     Total Investments          
     (Cost $29,355) ▲   100.1%  $29,959 
     Other Assets and Liabilities   (0.1)%   (19)
     Total Net Assets   100.0%  $29,940 

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $29,900 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $59 
Unrealized Depreciation    
Net Unrealized Appreciation  $59 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

At September 30, 2014, the investment valuation hierarchy levels were: 

Assets:     
Investment in Securities - Level 1  $29,959 
Total  $29,959 

 

6
 

 

Hartford Balanced HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 65.3%     
     Automobiles and Components - 0.5%     
 1,032   Ford Motor Co.  $15,268 
           
     Banks - 3.7%     
 423   BB&T Corp.   15,730 
 399   PNC Financial Services Group, Inc.   34,105 
 1,140   Wells Fargo & Co.   59,129 
         108,964 
     Capital Goods - 4.1%     
 242   3M Co.   34,340 
 361   Eaton Corp. plc   22,845 
 363   Fortune Brands Home & Security, Inc.   14,919 
 372   Ingersoll-Rand plc   20,960 
 150   PACCAR, Inc.   8,539 
 182   United Technologies Corp.   19,197 
         120,800 
     Consumer Durables and Apparel - 0.6%     
 136   PVH Corp.   16,501 
           
     Diversified Financials - 6.3%     
 144   Ameriprise Financial, Inc.   17,711 
 90   BlackRock, Inc.   29,421 
 655   Citigroup, Inc.   33,919 
 120   Goldman Sachs Group, Inc.   21,986 
 592   Invesco Ltd.   23,354 
 962   JP Morgan Chase & Co.   57,925 
         184,316 
     Energy - 6.1%     
 244   Anadarko Petroleum Corp.   24,758 
 890   BG Group plc   16,431 
 232   Chevron Corp.   27,710 
 180   EOG Resources, Inc.   17,790 
 382   Exxon Mobil Corp.   35,883 
 420   Halliburton Co.   27,076 
 210   Occidental Petroleum Corp.   20,176 
 272   Southwestern Energy Co. ●   9,501 
         179,325 
     Food and Staples Retailing - 0.9%     
 347   CVS Health Corp.   27,635 
           
     Food, Beverage and Tobacco - 3.1%     
 126   Anheuser-Busch InBev N.V. ADR   14,011 
 139   Diageo plc ADR   15,983 
 245   Kraft Foods Group, Inc.   13,797 
 439   Mondelez International, Inc.   15,056 
 182   Philip Morris International, Inc.   15,159 
 474   Unilever N.V. NY Shares ADR   18,818 
         92,824 
     Health Care Equipment and Services - 2.9%     
 248   Baxter International, Inc.   17,830 
 363   Covidien plc   31,373 
 217   Medtronic, Inc.   13,418 
 276   UnitedHealth Group, Inc.   23,797 
         86,418 
     Insurance - 2.2%     
 422   American International Group, Inc.   22,803 
 638   Marsh & McLennan Cos., Inc.   33,388 
 272   Unum Group   9,367 
         65,558 
     Materials - 1.9%     
 469   Dow Chemical Co.   24,602 
 385   International Paper Co.   18,385 
 240   Nucor Corp.   13,006 
         55,993 
     Media - 2.8%     
 224   CBS Corp. Class B   11,998 
 430   Comcast Corp. Class A   23,102 
 441   Thomson Reuters Corp.   16,061 
 343   Walt Disney Co.   30,497 
         81,658 
     Pharmaceuticals, Biotechnology and Life Sciences - 10.0%     
 294   Agilent Technologies, Inc.   16,729 
 171   Amgen, Inc.   23,990 
 310   AstraZeneca plc ADR   22,111 
 601   Bristol-Myers Squibb Co.   30,780 
 240   Celgene Corp. ●   22,730 
 265   Gilead Sciences, Inc. ●   28,178 
 110   Johnson & Johnson   11,701 
 854   Merck & Co., Inc.   50,605 
 81   Roche Holding AG   23,877 
 372   UCB S.A.   33,740 
 200   Vertex Pharmaceuticals, Inc. ●   22,462 
 231   Zoetis, Inc.   8,519 
         295,422 
     Retailing - 2.7%     
 11,702   Allstar Co. ⌂●†   7,341 
 37   AutoZone, Inc. ●   18,995 
 285   Home Depot, Inc.   26,127 
 243   Nordstrom, Inc.   16,642 
 163   Tory Burch LLC ⌂●†   9,963 
         79,068 
     Semiconductors and Semiconductor Equipment - 3.5%     
 452   Analog Devices, Inc.   22,352 
 1,082   Intel Corp.   37,688 
 1,120   Maxim Integrated Products, Inc.   33,858 
 253   Xilinx, Inc.   10,714 
         104,612 
     Software and Services - 6.4%     
 303   Accenture plc   24,650 
 375   eBay, Inc. ●   21,262 
 72   Google, Inc. Class C ●   41,616 
 1,169   Microsoft Corp.   54,174 
 534   Oracle Corp.   20,457 
 1,120   Symantec Corp.   26,339 
         188,498 
     Technology Hardware and Equipment - 5.3%     
 566   Apple, Inc.   57,049 
 2,055   Cisco Systems, Inc.   51,732 
 1,100   EMC Corp.   32,173 
 198   Qualcomm, Inc.   14,801 
         155,755 
     Telecommunication Services - 0.4%     
 216   Verizon Communications, Inc.   10,776 
           
     Transportation - 0.8%     
 153   FedEx Corp.   24,695 

 

1
 

 

Hartford Balanced HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 65.3% - (continued)     
     Utilities - 1.1%     
 337   NextEra Energy, Inc.  $31,599 
           
     Total Common Stocks     
     (Cost $1,314,132)  $1,925,685 
           

Asset and Commercial Mortgage Backed Securities - 0.3%

     
     Finance and Insurance - 0.3%     
     Ally Master Owner Trust     
$4,885   1.54%, 09/15/2019  $4,856 
     Hilton USA Trust     
 1,765   2.66%, 11/05/2030 ■   1,771 
     New Century Home Equity Loan Trust     
 8   0.73%, 03/25/2035 Δ   8 
     Santander Drive Automotive Receivables Trust     
 400   2.33%, 11/15/2019   400 
 655   2.57%, 03/15/2019   662 
         7,697 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $7,728)  $7,697 
           

Corporate Bonds - 13.3%

     
     Accommodation and Food Services - 0.0%     
     Sysco Corp.     
$415   3.00%, 10/02/2021 ☼  $416 
 235   3.50%, 10/02/2024 ☼   235 
         651 
     Air Transportation - 0.3%     
     Continental Airlines, Inc.     
 3,489   5.98%, 04/19/2022   3,873 
     Southwest Airlines Co.     
 2,700   5.75%, 12/15/2016   2,951 
 2,576   6.15%, 08/01/2022   2,959 
         9,783 
     Arts, Entertainment and Recreation - 0.9%     
     21st Century Fox America     
 385   4.00%, 10/01/2023   399 
     British Sky Broadcasting Group plc     
 490   2.63%, 09/16/2019 ■   490 
 1,020   3.75%, 09/16/2024 ■   1,017 
     CBS Corp.     
 3,760   3.38%, 03/01/2022   3,765 
     Comcast Corp.     
 1,360   3.60%, 03/01/2024   1,384 
 1,740   4.65%, 07/15/2042   1,797 
 310   4.75%, 03/01/2044   327 
 4,500   5.90%, 03/15/2016   4,835 
     DirecTV Holdings LLC     
 2,620   4.45%, 04/01/2024   2,729 
     Discovery Communications, Inc.     
 280   3.25%, 04/01/2023   272 
 325   4.88%, 04/01/2043   321 
     Grupo Televisa SAB     
 420   5.00%, 05/13/2045   415 
     News America, Inc.     
 1,275   4.50%, 02/15/2021   1,385 
     Time Warner Cable, Inc.     
 4,120   5.85%, 05/01/2017   4,567 
 395   6.55%, 05/01/2037   498 
 250   7.30%, 07/01/2038   340 
     Viacom, Inc.     
 835   3.88%, 12/15/2021   865 
     Walt Disney Co.     
 785   4.13%, 06/01/2044   784 
         26,190 
     Beverage and Tobacco Product Manufacturing - 0.6%     
     Altria Group, Inc.     
 1,950   4.50%, 05/02/2043   1,841 
 1,995   4.75%, 05/05/2021   2,173 
     Anheuser-Busch InBev Worldwide, Inc.     
 3,205   7.75%, 01/15/2019   3,870 
     BAT International Finance plc     
 2,775   3.25%, 06/07/2022 ■   2,767 
     Coca-Cola Co.     
 500   3.30%, 09/01/2021   518 
     Coca-Cola FEMSA SAB CV     
 1,176   2.38%, 11/26/2018   1,181 
 1,300   3.88%, 11/26/2023   1,342 
     Diageo Capital plc     
 1,925   2.63%, 04/29/2023   1,833 
     Molson Coors Brewing Co.     
 60   2.00%, 05/01/2017   61 
 765   3.50%, 05/01/2022   769 
 495   5.00%, 05/01/2042   497 
     Philip Morris International, Inc.     
 270   5.65%, 05/16/2018   305 
         17,157 
     Chemical Manufacturing - 0.0%     
     Monsanto Co.     
 300   4.70%, 07/15/2064   299 
           
     Computer and Electronic Product Manufacturing - 0.2%     
     Apple, Inc.     
 1,500   2.85%, 05/06/2021   1,503 
 1,360   3.45%, 05/06/2024   1,373 
 175   4.45%, 05/06/2044   179 
     SBA Tower Trust     
 2,035   4.25%, 04/15/2015 ■Δ   2,073 
         5,128 
     Couriers and Messengers - 0.1%     
     FedEx Corp.     
 270   2.63%, 08/01/2022   261 
 405   2.70%, 04/15/2023   388 
 845   4.90%, 01/15/2034   909 
 1,435   5.10%, 01/15/2044   1,539 
         3,097 
     Finance and Insurance - 6.5%     
     ACE INA Holdings, Inc.     
 840   3.35%, 05/15/2024   838 
     American Express Centurion Bank     
 6,350   6.00%, 09/13/2017   7,152 
     American International Group, Inc.     
 925   4.13%, 02/15/2024   961 
     American Tower Corp.     
 975   3.45%, 09/15/2021   956 

 

2
 

 

Hartford Balanced HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 13.3% - (continued)     
     Finance and Insurance - 6.5% - (continued)     
     AvalonBay Communities, Inc.     
$760   3.63%, 10/01/2020  $790 
     Bank of America Corp.     
 3,400   4.20%, 08/26/2024   3,371 
 1,655   5.00%, 05/13/2021   1,817 
     Barclays Bank plc     
 1,100   2.50%, 02/20/2019   1,102 
 1,300   3.75%, 05/15/2024   1,292 
 800   6.05%, 12/04/2017 ■   889 
     BNP Paribas     
 2,075   2.40%, 12/12/2018   2,081 
 305   3.25%, 03/03/2023   300 
     BP Capital Markets plc     
 140   3.99%, 09/26/2023   145 
 2,850   4.75%, 03/10/2019   3,139 
     BPCE S.A.     
 1,365   2.50%, 12/10/2018 - 07/15/2019   1,359 
 1,075   4.00%, 04/15/2024   1,083 
 1,275   5.15%, 07/21/2024 ■   1,314 
     Brandywine Operating Partnership L.P.     
 2,010   6.00%, 04/01/2016   2,144 
     Capital One Bank     
 1,655   2.15%, 11/21/2018   1,649 
     Capital One Financial Corp.     
 2,460   2.15%, 03/23/2015   2,479 
 2,875   3.75%, 04/24/2024   2,901 
     Caterpillar Financial Services Corp.     
 2,000   3.30%, 06/09/2024   1,994 
     CDP Financial, Inc.     
 3,475   4.40%, 11/25/2019 ■   3,819 
     Citigroup, Inc.     
 1,220   2.50%, 07/29/2019   1,209 
 1,000   4.95%, 11/07/2043   1,058 
 690   5.30%, 05/06/2044   717 
 1,850   5.85%, 08/02/2016   2,002 
 2,700   6.13%, 05/15/2018   3,057 
 520   8.13%, 07/15/2039   771 
     Compass Bank     
 505   2.75%, 09/29/2019   504 
     Credit Agricole S.A.     
 1,950   2.50%, 04/15/2019 ■   1,946 
     Credit Suisse New York     
 945   2.30%, 05/28/2019   935 
 1,575   3.63%, 09/09/2024   1,554 
     Deutsche Bank AG London     
 2,000   2.50%, 02/13/2019   2,010 
 1,290   3.70%, 05/30/2024   1,279 
     Discover Financial Services     
 3,620   6.45%, 06/12/2017   4,055 
     Eaton Vance Corp.     
 614   6.50%, 10/02/2017   696 
     Everest Reinsurance Holdings, Inc.     
 4,525   5.40%, 10/15/2014   4,533 
     Five Corners Funding Trust     
 1,440   4.42%, 11/15/2023 ■   1,507 
     Ford Motor Credit Co. LLC     
 2,985   2.38%, 03/12/2019   2,955 
     General Electric Capital Corp.     
 4,300   4.63%, 01/07/2021   4,739 
 5,000   5.88%, 01/14/2038   6,031 
     Goldman Sachs Group, Inc.     
 3,335   2.38%, 01/22/2018   3,369 
 2,975   5.63%, 01/15/2017   3,231 
 1,700   6.15%, 04/01/2018   1,917 
 2,590   6.25%, 02/01/2041   3,137 
     HCP, Inc.     
 2,030   6.00%, 01/30/2017   2,242 
     HSBC Holdings plc     
 3,010   6.10%, 01/14/2042   3,799 
     Huntington National Bank     
 760   2.20%, 04/01/2019   756 
     ING Bank N.V.     
 5,200   3.75%, 03/07/2017 ■   5,471 
     JP Morgan Chase & Co.     
 2,240   3.25%, 09/23/2022   2,205 
 850   3.38%, 05/01/2023   814 
 2,000   4.95%, 03/25/2020   2,210 
 1,080   5.40%, 01/06/2042   1,227 
     Korea Development Bank     
 2,600   2.50%, 03/11/2020   2,573 
     Korea Finance Corp.     
 965   2.88%, 08/22/2018   986 
     Liberty Mutual Group, Inc.     
 550   4.25%, 06/15/2023 ■   562 
     Loews Corp.     
 835   2.63%, 05/15/2023   785 
     Merrill Lynch & Co., Inc.     
 1,000   6.40%, 08/28/2017   1,125 
 6,000   6.88%, 04/25/2018   6,920 
     MetLife, Inc.     
 305   2.46%, 12/15/2017 ☼   306 
 2,385   3.60%, 04/10/2024   2,410 
 1,210   4.88%, 11/13/2043   1,288 
     Morgan Stanley     
 4,875   2.50%, 01/24/2019   4,875 
 250   5.63%, 09/23/2019   282 
     National City Corp.     
 4,250   6.88%, 05/15/2019   5,036 
     Nordea Bank AB     
 1,790   3.70%, 11/13/2014 ■   1,797 
     Postal Square L.P.     
 11,812   8.95%, 06/15/2022   14,901 
     Prudential Financial, Inc.     
 1,500   3.50%, 05/15/2024   1,484 
 3,000   5.50%, 03/15/2016   3,196 
     Rabobank Nederland     
 3,900   3.20%, 03/11/2015 ■   3,946 
     Republic New York Capital I     
 500   7.75%, 11/15/2026   506 
     Sovereign Bancorp, Inc.     
 4,795   8.75%, 05/30/2018   5,795 
     State Grid Overseas Investment     
 1,795   2.75%, 05/07/2019 ■   1,799 
     Synchrony Financial     
 355   3.00%, 08/15/2019   356 
     Teachers Insurance & Annuity Assoc. of America     
 505   4.90%, 09/15/2044 ■   515 
     U.S. Bancorp     
 780   3.70%, 01/30/2024   804 

 

3
 

 

Hartford Balanced HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 13.3% - (continued)     
     Finance and Insurance - 6.5% - (continued)     
     UBS AG Stamford CT     
$235   5.88%, 12/20/2017  $265 
     Wachovia Corp.     
 1,000   5.75%, 06/15/2017   1,114 
     Wellpoint, Inc.     
 421   3.30%, 01/15/2023   416 
     Wells Fargo & Co.     
 10,344   4.48%, 01/16/2024   10,908 
         190,461 
     Food Manufacturing - 0.2%     
     ConAgra Foods, Inc.     
 265   1.90%, 01/25/2018   263 
     Grupo Bimbo S.A.B. de C.V.     
 630   3.88%, 06/27/2024 ■   622 
     Kraft Foods Group, Inc.     
 555   2.25%, 06/05/2017   565 
 535   3.50%, 06/06/2022   542 
     Mondelez International, Inc.     
 3,800   4.13%, 02/09/2016   3,965 
     Tyson Foods, Inc.     
 300   2.65%, 08/15/2019   301 
         6,258 
     Health Care and Social Assistance - 0.8%     
     Actavis Funding SCS     
 1,200   4.85%, 06/15/2044 ■   1,127 
     Amgen, Inc.     
 3,300   5.15%, 11/15/2041   3,483 
     Catholic Health Initiatives     
 765   2.60%, 08/01/2018   775 
     Celgene Corp.     
 230   2.25%, 05/15/2019   229 
 535   3.63%, 05/15/2024   529 
     CVS Caremark Corp.     
 2,350   4.00%, 12/05/2023   2,447 
     Eli Lilly & Co.     
 1,015   4.65%, 06/15/2044   1,074 
     Express Scripts Holding Co.     
 1,525   2.25%, 06/15/2019   1,504 
 2,195   3.50%, 06/15/2024   2,149 
     Forest Laboratories, Inc.     
 215   4.88%, 02/15/2021 ■   229 
     Gilead Sciences, Inc.     
 930   3.70%, 04/01/2024   950 
     GlaxoSmithKline Capital, Inc.     
 2,370   2.80%, 03/18/2023   2,282 
     Kaiser Foundation Hospitals     
 326   3.50%, 04/01/2022   329 
 640   4.88%, 04/01/2042   705 
     McKesson Corp.     
 100   2.85%, 03/15/2023   96 
 990   3.80%, 03/15/2024   998 
     Medtronic, Inc.     
 310   3.63%, 03/15/2024   316 
     Merck & Co., Inc.     
 1,640   2.80%, 05/18/2023   1,595 
 630   4.15%, 05/18/2043   623 
     Novartis Capital Corp.     
 2,650   3.40%, 05/06/2024   2,692 
     Zoetis, Inc.     
 150   3.25%, 02/01/2023   147 
 180   4.70%, 02/01/2043   181 
         24,460 
     Information - 0.9%     
     America Movil S.A.B. de C.V.     
 635   3.13%, 07/16/2022   616 
 530   4.38%, 07/16/2042   493 
     AT&T, Inc.     
 2,510   6.80%, 05/15/2036   3,202 
     Orange S.A.     
 3,200   4.13%, 09/14/2021   3,377 
     Verizon Communications, Inc.     
 425   3.45%, 03/15/2021   431 
 2,415   3.50%, 11/01/2021   2,443 
 4,795   4.50%, 09/15/2020   5,188 
 715   4.75%, 11/01/2041   717 
 3,590   6.40%, 09/15/2033   4,373 
 3,430   6.55%, 09/15/2043   4,286 
         25,126 
     Machinery Manufacturing - 0.1%     
     Caterpillar, Inc.     
 835   3.40%, 05/15/2024   842 
 450   4.30%, 05/15/2044   457 
         1,299 
     Mining - 0.1%     
     BHP Billiton Finance USA Ltd.     
 1,720   3.85%, 09/30/2023   1,788 
     Rio Tinto Finance USA Ltd.     
 1,905   3.75%, 09/20/2021   1,976 
         3,764 
     Miscellaneous Manufacturing - 0.0%     
     United Technologies Corp.     
 365   3.10%, 06/01/2022   365 
           
     Motor Vehicle and Parts Manufacturing - 0.2%     
     Daimler Finance NA LLC     
 5,600   2.63%, 09/15/2016 ■   5,764 
           
     Other Services - 0.0%     
     Illinois Tool Works, Inc.     
 760   3.50%, 03/01/2024   772 
           
     Petroleum and Coal Products Manufacturing - 0.5%     
     Atmos Energy Corp.     
 5,875   6.35%, 06/15/2017   6,650 
     Chevron Corp.     
 950   3.19%, 06/24/2023   957 
     EnCana Corp.     
 305   5.90%, 12/01/2017   342 
     Gazprom Neft OAO via GPN Capital S.A.     
 1,100   4.38%, 09/19/2022 ■   947 
     Schlumberger Investment S.A.     
 1,625   3.65%, 12/01/2023   1,682 
     Shell International Finance B.V.     
 500   4.38%, 03/25/2020   552 
     Statoil ASA     
 1,635   2.90%, 11/08/2020   1,667 

 

4
 

 

Hartford Balanced HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 13.3% - (continued)     
     Petroleum and Coal Products Manufacturing - 0.5% - (continued)     
     Total Capital S.A.     
$1,375   2.70%, 01/25/2023  $1,332 
         14,129 
     Pipeline Transportation - 0.2%     
     Kinder Morgan Energy Partners L.P.     
 5,000   6.95%, 01/15/2038   5,832 
           
     Professional, Scientific and Technical Services - 0.1%     
     IBM Corp.     
 2,900   3.63%, 02/12/2024   2,959 
           
     Real Estate, Rental and Leasing - 0.2%     
     ERAC USA Finance Co.     
 655   2.35%, 10/15/2019 ■   651 
 340   2.75%, 03/15/2017 ■   350 
 1,800   4.50%, 08/16/2021 ■   1,950 
 1,500   5.63%, 03/15/2042 ■   1,694 
     WEA Finance, LLC / Westfiled UK & Europe Finance plc     
 480   1.75%, 09/15/2017 ■   480 
 730   2.70%, 09/17/2019 ■   732 
         5,857 
     Retail Trade - 0.3%     
     Amazon.com, Inc.     
 1,550   2.50%, 11/29/2022   1,457 
     AutoZone, Inc.     
 900   3.13%, 07/15/2023   874 
 1,908   3.70%, 04/15/2022   1,944 
     Home Depot, Inc.     
 325   4.40%, 03/15/2045   329 
     Kroger (The) Co.     
 620   3.30%, 01/15/2021   628 
 1,065   4.00%, 02/01/2024   1,093 
     Lowe's Cos., Inc.     
 3,400   4.63%, 04/15/2020   3,770 
         10,095 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.3%     
     Procter & Gamble Co.     
 7,769   9.36%, 01/01/2021   9,711 
           
     Utilities - 0.7%     
     Consolidated Edison Co. of NY     
 4,605   5.30%, 12/01/2016   5,028 
     Electricitie De France     
 2,375   4.88%, 01/22/2044 ■   2,509 
 2,375   5.63%, 01/22/2024 ■♠   2,472 
     Indianapolis Power and Light     
 3,750   6.60%, 06/01/2037 ■   5,059 
     NiSource Finance Corp.     
 340   4.80%, 02/15/2044   346 
     Pacific Gas & Electric Co.     
 695   3.85%, 11/15/2023   720 
 435   5.13%, 11/15/2043   485 
     Southern California Edison Co.     
 4,000   5.55%, 01/15/2037   4,839 
         21,458 
     Wholesale Trade - 0.1%     
     Heineken N.V.     
 1,330   2.75%, 04/01/2023 ■   1,268 
 50   4.00%, 10/01/2042 ■   46 
         1,314 
     Total Corporate Bonds     
     (Cost $365,419)  $391,929 
           

Foreign Government Obligations - 0.0%

     
     Mexico - 0.0%     
     Mexico (United Mexican States)     
$1,674   3.50%, 01/21/2021  $1,697 
           
     Total Foreign Government Obligations     
     (Cost $1,663)  $1,697 
           

Municipal Bonds - 1.1%

     
     General Obligations - 0.3%     
     California State GO, Taxable,     
$1,235   7.55%, 04/01/2039  $1,801 
     Chicago, IL, Metropolitan Water Reclamation GO,     
 685   5.72%, 12/01/2038   821 
     Illinois State GO,     
 775   5.10%, 06/01/2033   752 
     Los Angeles, CA, USD GO,     
 4,300   5.75%, 07/01/2034   5,224 
         8,598 
     Health Care/Services - 0.1%     
     University of California, Regents MedCenter Pooled Rev,     
 1,935   6.58%, 05/15/2049   2,531 
           
     Higher Education (Univ., Dorms, etc.) - 0.1%     
     University of California, Build America Bonds Rev,     
 1,960   5.77%, 05/15/2043   2,427 
           
     Tax Allocation - 0.1%     
     Dallas, TX, Area Rapid Transit Sales Tax Rev,     
 2,200   6.00%, 12/01/2044   2,866 
           
     Transportation - 0.5%     
     Bay Area, CA, Toll Auth Bridge Rev,     
 3,100   6.26%, 04/01/2049   4,153 
     Illinois State Toll Highway Auth, Taxable Rev,     
 1,875   6.18%, 01/01/2034   2,362 
     Maryland State Transportation Auth,     
 1,350   5.89%, 07/01/2043   1,692 
     New York and New Jersey PA, Taxable Rev,     
 975   5.86%, 12/01/2024   1,180 
 570   6.04%, 12/01/2029   702 
     North Texas Tollway Auth Rev,     
 3,400   6.72%, 01/01/2049   4,687 
         14,776 
     Utilities - Combined - 0.0%     
     Utility Debt Securitization Auth, New York,     
 485   3.44%, 12/15/2025   498 
           
     Total Municipal Bonds     
     (Cost $25,172)  $31,696 

 

5
 

 

Hartford Balanced HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
U.S. Government Agencies - 2.5%     
     FHLMC - 0.4%     
$93   2.28%, 04/01/2029 Δ  $96 
 49   4.00%, 03/01/2041   52 
 10,361   4.50%, 08/01/2033 - 01/01/2044   11,217 
         11,365 
     FNMA - 1.8%     
 48,949   4.50%, 11/01/2023 - 10/15/2044 ☼Р  52,897 
 97   5.00%, 02/01/2019 - 04/01/2019   103 
 1   7.00%, 02/01/2029   1 
         53,001 
     GNMA - 0.3%     
 235   5.00%, 07/15/2037   260 
 2,289   6.00%, 06/15/2024 - 06/15/2035   2,605 
 747   6.50%, 03/15/2026 - 02/15/2035   847 
 3,417   7.00%, 11/15/2031 - 11/15/2033   4,032 
 166   7.50%, 09/16/2035   191 
 673   8.00%, 09/15/2026 - 02/15/2031   738 
 20   9.00%, 07/20/2016 - 06/15/2022   21 
         8,694 
     Total U.S. Government Agencies     
     (Cost $71,669)  $73,060 
           
U.S. Government Securities - 15.6%     
Other Direct Federal Obligations - 0.8%     
     Tennessee Valley Authority - 0.8%     
$22,300   4.38%, 06/15/2015  $22,962 
U.S. Treasury Securities - 14.8%     
     U.S. Treasury Bonds - 1.9%     
 18,211   2.88%, 05/15/2043 ‡   17,058 
 362   3.13%, 02/15/2043   356 
 8,800   3.38%, 05/15/2044   9,086 
 22,000   4.38%, 02/15/2038 □   26,706 
 1,750   6.00%, 02/15/2026   2,336 
         55,542 
     U.S. Treasury Notes - 12.9%     
 49,200   0.25%, 11/30/2015   49,231 
 15,800   0.38%, 05/31/2016   15,784 
 80,000   0.50%, 08/31/2016   79,919 
 33,300   0.63%, 05/31/2017 - 08/31/2017   32,898 
 5,343   0.88%, 01/31/2017   5,353 
 7,000   1.00%, 05/31/2018   6,895 
 12,800   1.25%, 10/31/2015 - 11/30/2018   12,738 
 36,835   1.38%, 09/30/2018   36,605 
 28,700   1.50%, 06/30/2016   29,208 
 37,000   1.63%, 07/31/2019   36,769 
 5,300   2.00%, 04/30/2016   5,433 
 43,000   2.75%, 02/15/2019 - 02/15/2024   44,555 
 24,575   3.88%, 05/15/2018   26,746 
         382,134 
         437,676 
     Total U.S. Government Securities     
     (Cost $449,742)  $460,638 
           
     Total Long-Term Investments     
     (Cost $2,235,525)  $2,892,402 
Short-Term Investments - 2.0%     
Repurchase Agreements - 2.0%     
     Bank of America Merrill Lynch  TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $114, collateralized
by U.S. Treasury Note 0.63%, 2017, value of
$117)
     
$114   0.001%, 9/30/14  $114 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $11,382, collateralized by FHLMC
2.40% - 4.50%, 2032 - 2044, FNMA 2.44% -
4.50%, 2026 - 2044,  value of $11,609)
     
 11,382   0.001%, 9/30/14   11,382 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$8,150, collateralized by U.S. Treasury Bond
3.38% - 11.25%, 2015 - 2044, U.S. Treasury
Note 0.13% - 4.63%, 2014 - 2024, value of
$8,313)
     
 8,150   0.001%, 9/30/14   8,150 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$2,591, collateralized by FHLMC 2.00% -
5.00%, 2023 - 2043, FNMA 2.00% - 3.50%,
2021 - 2042,  value of $2,643)
     
 2,591   0.001%, 9/30/14   2,591 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$5,385, collateralized by U.S. Treasury Note
2.38%, 2024, value of $5,493)
     
 5,385   0.01%, 9/30/14   5,385 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $9,410, collateralized by U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2021,
value of $9,598)
     
 9,410   0.001%, 9/30/14   9,410 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $1,985, collateralized by U.S.
Treasury Bond 4.75% - 6.75%, 2026 - 2041,
U.S. Treasury Note 0.25% - 3.13%, 2015 -
2019, value of $2,025)
     
 1,985   0.001%, 9/30/14   1,985 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$3,670, collateralized by U.S. Treasury Bond
3.75%, 2043, U.S. Treasury Note 1.63% -
4.25%, 2014 - 2019, value of $3,743)
     
 3,670   0.001%, 9/30/14   3,670 

 

6
 

 

Hartford Balanced HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount      Market Value ╪ 
Short-Term Investments - 2.0% - (continued)          
Repurchase Agreements - 2.0% - (continued)          
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$16,902, collateralized by FHLMC 3.50% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, U.S. Treasury Note 2.13%, 2021,
value of $17,240)
          
$16,902   0.001%, 9/30/14       $16,902 
              59,589 
     Total Short-Term Investments          
     (Cost $59,589)       $59,589 
                
     Total Investments          
     (Cost $2,295,114) ▲   100.1%  $2,951,991 
     Other Assets and Liabilities   (0.1)%   (2,618)
     Total Net Assets   100.0%  $2,949,373 

 

7
 

 

Hartford Balanced HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

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 may 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.

 

At September 30, 2014, the cost of securities for federal income tax purposes was $2,308,036 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $669,602 
Unrealized Depreciation   (25,647)
Net Unrealized Appreciation  $643,955 

 

These securities were 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, 2014, the aggregate value of these securities was $17,304, which represents 0.6% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

Non-income producing.  

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at September 30, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities was $57,583, which represents 2.0% of total net assets.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   11,702   Allstar Co.  $5,091 
11/2013   163   Tory Burch LLC   12,794 

 

At September 30, 2014, the aggregate value of these securities was $17,304, which represents 0.6% of total net assets.

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

ÐRepresents or includes a TBA transaction.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $11,737 at September 30, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

This security, or a portion of this security, is pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts held at September 30, 2014.

 

Futures Contracts Outstanding at September 30, 2014

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:                                      
U.S. Treasury 10-Year Note Future   176   12/19/2014  $22,009   $21,937   $   $(72)  $   $(10)
U.S. Treasury CME Ultra Long Term Bond Future   22   12/19/2014   3,395    3,355        (40)       (17)
Total                    $   $(112)  $   $(27)

 

* The number of contracts does not omit 000's.

 

8
 

 

Hartford Balanced HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Foreign Currency Contracts Outstanding at September 30, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CHF  Sell  10/02/2014  BNY  $7,781   $7,745   $36   $ 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BNY BNY Mellon
 
Currency Abbreviations:
CHF Swiss Franc
 
Municipal Bond Abbreviations:
GO General Obligation
PA Port Authority
Rev Revenue
USD United School District
   
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
TBA To Be Announced

 

Credit Exposure
as of September 30, 2014
Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   2.8%
Aa/ AA   17.7 
A   5.2 
Baa/ BBB   6.3 
Ba/ BB   0.3 
Not Rated   0.5 
Non-Debt Securities and Other Short-Term Instruments   67.3 
Other Assets and Liabilities   (0.1)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

9
 

 

Hartford Balanced HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities  $7,697   $   $7,689   $8 
Common Stocks ‡   1,925,685    1,834,333    74,048    17,304 
Corporate Bonds   391,929        370,196    21,733 
Foreign Government Obligations   1,697        1,697     
Municipal Bonds   31,696        31,696     
U.S. Government Agencies   73,060        73,060     
U.S. Government Securities   460,638        460,638     
Short-Term Investments   59,589        59,589     
Total  $2,951,991   $1,834,333   $1,078,613   $39,045 
Foreign Currency Contracts *  $36   $   $36   $ 
Total  $36   $   $36   $ 
Liabilities:                    
Futures *  $112   $112   $   $ 
Total  $112   $112   $   $ 

 

For the nine-month period ended September 30, 2014, investments valued at $21,767 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
December
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance as
of
September
30, 2014
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $8      $  $   $   $   $   $   $8 
Common Stocks   38,005        (18,877)†           (1,824)           17,304 
Corporate Bonds   22,994    (41)   (394)‡   (77)       (749)           21,733 
Total  $61,007   $(41)  $(19,271)  $(77)     $(2,573)        $39,045 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 rounds to zero.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $(18,877).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $(394).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

10
 

 

Hartford Capital Appreciation HLS Fund
Schedule of Investments
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
Common Stocks - 97.0% 
     Automobiles and Components - 1.5%     
 2,830   Brilliance China Automotive Holdings, Ltd. ●   $4,942 
 113   Dana Holding Corp.    2,163 
 61   Delphi Automotive plc    3,733 
 3,658   Dongfeng Motor Group Co., Ltd.    5,998 
 248   Fiat S.p.A. ●    2,395 
 250   Fiat S.p.A. Rights ⌂     
 2,255   Goodyear (The) Tire & Rubber Co.    50,936 
 528   Harley-Davidson, Inc.    30,757 
 44   Hyundai Motor Co., Ltd.    7,940 
 65   Tenneco Automotive, Inc. ●    3,396 
         112,260 
     Banks - 3.7%     
 9,841   Alpha Bank A.E. ●    7,629 
 1,118   Barclays Bank plc ADR    4,112 
 9,135   China Construction Bank    6,389 
 180   First Republic Bank    8,896 
 157   ICICI Bank Ltd.    7,709 
 1,145   Itau Unibanco Banco Multiplo S.A. ADR    15,894 
 123   M&T Bank Corp.    15,172 
 11,087   Mitsubishi UFJ Financial Group, Inc.    62,483 
 6   Ocwen Financial Corp. ●    168 
 676   PNC Financial Services Group, Inc.    57,820 
 3,225   Standard Chartered plc    59,492 
 543   Wells Fargo & Co.    28,174 
         273,938 
     Capital Goods - 7.3%     
 55   3M Co.    7,753 
 50   Acuity Brands, Inc.    5,916 
 588   AECOM Technology Corp. ●    19,849 
 271   AMETEK, Inc.    13,595 
 93   Armstrong World Industries, Inc. ●    5,213 
 168   Assa Abloy Ab    8,636 
 318   Belden, Inc.    20,388 
 6,443   Capstone Turbine Corp. ●    6,895 
 69   Danaher Corp.    5,238 
 128   DigitalGlobe, Inc. ●    3,642 
 395   Eaton Corp. plc    25,028 
 211   Fastenal Co.    9,478 
 133   Flowserve Corp.    9,388 
 105   Generac Holdings, Inc. ●    4,273 
 402   HD Supply Holdings, Inc. ●    10,965 
 190   Jacobs Engineering Group, Inc. ●    9,294 
 215   KBR, Inc.    4,054 
 138   Lockheed Martin Corp.    25,143 
 364   Nidec Corp.    24,584 
 177   Northrop Grumman Corp.    23,283 
 490   Owens Corning, Inc.    15,548 
 58   Pall Corp.    4,834 
 133   Polypore International, Inc. ●    5,163 
 803   Raytheon Co.    81,606 
 555   Rexel S.A.    10,373 
 849   Rolls-Royce Holdings plc    13,221 
 770   Safran S.A.    49,938 
 137   Schneider Electric S.A.    10,500 
 27   Sulzer AG    3,278 
 97   Teledyne Technologies, Inc. ●    9,159 
 142   Textron, Inc.    5,094 
 141   TransDigm Group, Inc.    25,909 
 212   United Technologies Corp.    22,345 
 292   Vallourec S.A.    13,431 
 274   WESCO International, Inc. ●    21,480 
         534,494 
     Commercial and Professional Services - 1.1%     
 149   Clean Harbors, Inc. ●    8,048 
 636   Enernoc, Inc. ●    10,795 
 302   Equifax, Inc.    22,563 
 467   Herman Miller, Inc.    13,940 
 50   IHS, Inc. ●    6,209 
 549   Knoll, Inc.    9,498 
 70   Manpowergroup, Inc.    4,877 
 107   Robert Half International, Inc.    5,257 
         81,187 
     Consumer Durables and Apparel - 2.0%     
 850   D.R. Horton, Inc.    17,446 
 329   Electrolux AB Series B    8,666 
 90   Fossil Group, Inc. ●    8,428 
 49   Harman International Industries, Inc.    4,820 
 449   Kate Spade & Co. ●    11,779 
 306   Lennar Corp.    11,886 
 120   Luxottica Group S.p.A.    6,245 
 45   Michael Kors Holdings Ltd. ●    3,241 
 2,382   Pulte Group, Inc.    42,063 
 158   PVH Corp.    19,200 
 270   Vera Bradley, Inc. ●    5,586 
 47   Whirlpool Corp.    6,802 
         146,162 
     Consumer Services - 2.9%     
 387   American Public Education, Inc. ●    10,436 
 182   Bloomin' Brands, Inc. ●    3,331 
 338   Boyd Gaming Corp. ●    3,438 
 24   Buffalo Wild Wings, Inc. ●    3,158 
 10   Chipotle Mexican Grill, Inc. ●    6,932 
 371   Grand Canyon Education, Inc. ●    15,126 
 311   Hilton Worldwide Holdings, Inc. ●    7,649 
 491   Las Vegas Sands Corp.    30,546 
 321   McDonald's Corp.    30,414 
 243   Norwegian Cruise Line Holdings Ltd. ●    8,764 
 88   Outerwall, Inc. ●    4,934 
 46   Panera Bread Co. Class A ●    7,443 
 636   Sands China Ltd. ☼    3,320 
 96   Starbucks Corp.    7,209 
 63   Starwood Hotels & Resorts, Inc.    5,259 
 786   Wyndham Worldwide Corp.    63,888 
         211,847 
     Diversified Financials - 5.5%     
 82   Ameriprise Financial, Inc.    10,089 
 196   Artisan Partners Asset Management, Inc.    10,179 
 217   Banca Generali S.p.A.    5,726 
 155   BlackRock, Inc.    50,987 
 1,772   Citigroup, Inc.    91,826 
 78   Goldman Sachs Group, Inc.    14,240 
 25   Intercontinental Exchange, Inc.    4,857 
 222   Japan Exchange Group, Inc.    5,274 
 1,926   JP Morgan Chase & Co.    116,004 
 709   Julius Baer Group Ltd.    31,676 
 127   Northern Trust Corp.    8,652 
 496   ORIX Corp.    6,850 
 140   Platform Specialty Products Corp. ●    3,497 
 145   Portfolio Recovery Associates, Inc. ●    7,573 
 127   Raymond James Financial, Inc.    6,783 

  

1
 

 

Hartford Capital Appreciation HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
Common Stocks - 97.0% - (continued) 
     Diversified Financials - 5.5% - (continued)     
 75   Solar Cayman Ltd. ⌂■●†   $5 
 458   Waddell & Reed Financial, Inc. Class A    23,679 
 336   Wisdomtree Investment, Inc. ●    3,823 
         401,720 
     Energy - 8.0%     
 128   Anadarko Petroleum Corp.    12,999 
 249   Atwood Oceanics, Inc. ●    10,884 
 51   Baker Hughes, Inc.    3,305 
 2,027   BG Group plc    37,411 
 313   Cabot Oil & Gas Corp.    10,229 
 883   Cameco Corp.    15,586 
 188   Cameron International Corp. ●    12,497 
 180   Canadian Natural Resources Ltd. ADR    6,984 
 370   Chevron Corp.    44,098 
 27,680   China Petroleum & Chemical Corp. Class H    24,210 
 1,794   Cobalt International Energy, Inc. ●    24,396 
 156   Continental Resources, Inc. ●    10,358 
 212   Energen Corp.    15,302 
 119   EQT Corp.    10,908 
 141   Exxon Mobil Corp.    13,274 
 308   Halliburton Co.    19,851 
 206   HollyFrontier Corp.    9,007 
 684   Imperial Oil Ltd.    32,326 
 3,277   Karoon Gas Australia Ltd. ●    9,982 
 629   McDermott International, Inc. ●    3,601 
 191   National Oilwell Varco, Inc.    14,570 
 70   Occidental Petroleum Corp.    6,706 
 2,662   PetroChina Co., Ltd.    3,412 
 4,134   Petroleo Brasileiro S.A. ADR    61,549 
 93   Phillips 66    7,592 
 372   Pioneer Natural Resources Co.    73,238 
 207   QEP Resources, Inc.    6,371 
 157   Range Resources Corp.    10,679 
 446   Southwestern Energy Co. ●    15,576 
 367   Suncor Energy, Inc.    13,275 
 1,205   Trican Well Service Ltd.    14,097 
 1,361   Tsakos Energy Navigation Ltd.    8,685 
 716   YPF Sociedad Anonima ADR    26,494 
         589,452 
     Food and Staples Retailing - 1.0%     
 626   CVS Health Corp.    49,851 
 231   Seven & I Holdings Co., Ltd.    8,954 
 93   Sprouts Farmers Markets, Inc. ●    2,697 
 212   Wal-Mart Stores, Inc.    16,201 
         77,703 
     Food, Beverage and Tobacco - 3.6%     
 178   Anheuser-Busch InBev N.V.    19,741 
 226   Anheuser-Busch InBev N.V. ADR    25,032 
 155   British American Tobacco plc    8,750 
 46   Bunge Ltd. Finance Corp.    3,900 
 222   Coca-Cola Co.    9,466 
 1,001   Diageo Capital plc    28,860 
 61   Diageo plc ADR    7,022 
 48   Hershey Co.    4,600 
 382   Imperial Tobacco Group plc    16,448 
 66   Keurig Green Mountain, Inc.    8,528 
 330   Kraft Foods Group, Inc.    18,593 
 1,602   Mondelez International, Inc.    54,904 
 382   Monster Beverage Corp. ●    35,048 
 67   Philip Morris International, Inc.    5,588 
 147   Post Holdings, Inc. ●    4,884 
 1,183   Treasury Wine Estates Ltd.    4,373 
 191   Unilever N.V. NY Shares ADR    7,569 
 83   WhiteWave Foods Co. Class A ●    3,001 
         266,307 
     Health Care Equipment and Services - 2.8%     
 340   Aetna, Inc.    27,538 
 308   Cardinal Health, Inc.    23,079 
 8,407   CareView Communications, Inc. ●†    3,615 
 102   Cerner Corp. ●    6,099 
 176   Dexcom, Inc. ●    7,036 
 153   Envision Healthcare Holdings ●    5,289 
 682   HCA Holdings, Inc. ●    48,077 
 58   Heartware International, Inc. ●    4,528 
 497   IMS Health Holdings, Inc. ●    13,007 
 315   Medtronic, Inc.    19,544 
 327   UnitedHealth Group, Inc.    28,194 
 94   Universal Health Services, Inc. Class B    9,865 
 86   Wellpoint, Inc.    10,239 
         206,110 
     Household and Personal Products - 0.4%     
 308   Coty, Inc.    5,092 
 1,074   Svenska Cellulosa AB Class B    25,520 
         30,612 
     Insurance - 4.9%     
 361   ACE Ltd.    37,878 
 1,673   American International Group, Inc.    90,352 
 771   Assicurazioni Generali S.p.A.    16,167 
 633   Assured Guaranty Ltd.    14,030 
 366   Delta Lloyd N.V.    8,824 
 25   Fairfax Financial Holdings Ltd.    11,065 
 287   Lincoln National Corp.    15,357 
 22   Markel Corp. ●    14,264 
 738   Marsh & McLennan Cos., Inc.    38,648 
 746   MetLife, Inc.    40,060 
 281   Principal Financial Group, Inc.    14,738 
 432   Prudential Financial, Inc.    37,999 
 523   QBE Insurance Group Ltd.    5,330 
 80   Reinsurance Group of America, Inc.    6,448 
 23   Zurich Financial Services AG    6,981 
         358,141 
     Materials - 3.5%     
 104   Air Liquide    12,708 
 130   Akzo Nobel N.V.    8,894 
 1,077   Barrick Gold Corp.    15,796 
 39   Berry Plastics Group, Inc. ●    992 
 184   Celanese Corp.    10,775 
 187   Dow Chemical Co.    9,811 
 126   Ecolab, Inc.    14,442 
 1,028   Fortescue Metals Group Ltd.    3,122 
 952   Glencore plc    5,270 
 822   Gold Resource Corp.    4,206 
 222   Headwaters, Inc. ●    2,784 
 156   International Paper Co.    7,465 
 2,646   Ivanhoe Mines Ltd. ●    2,693 
 1,437   JSR Corp.    25,083 
 294   Louisiana-Pacific Corp. ●    3,997 
 87   Methanex Corp. ADR    5,825 
 457   Norbord, Inc.    9,365 
 514   Packaging Corp. of America    32,778 

  

2
 

 

Hartford Capital Appreciation HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
Common Stocks - 97.0% - (continued) 
     Materials - 3.5% - (continued)     
 201   Praxair, Inc.   $25,928 
 215   Reliance Steel & Aluminum    14,677 
 209   Rio Tinto plc ADR    10,283 
 148   Vulcan Materials Co.    8,944 
 186   Wacker Chemie AG    22,363 
         258,201 
     Media - 0.7%     
 106   CBS Corp. Class B    5,662 
 30   Harvey Weinstein Co. Holdings Class A-1 ⌂●†∞     
 137   Imax Corp. ●    3,774 
 714   Pandora Media, Inc. ●    17,243 
 313   Quebecor, Inc.    7,864 
 15   Time Warner, Inc.    1,157 
 31   Tribune Media Co. - Class A ●    2,070 
 553   WPP plc    11,077 
         48,847 
     Pharmaceuticals, Biotechnology and Life Sciences - 11.7%     
 432   Actavis plc ●    104,198 
 95   Alkermes plc ●    4,059 
 352   Almirall S.A. ●    5,150 
 97   Amgen, Inc.    13,592 
 1,234   Arena Pharmaceuticals, Inc. ●    5,170 
 363   AstraZeneca plc    26,035 
 31   Biogen Idec, Inc. ●    10,123 
 4,126   Bristol-Myers Squibb Co.    211,178 
 164   Celgene Corp. ●    15,568 
 92   Cepheid, Inc. ●‡    4,064 
 50   Covance, Inc. ●    3,968 
 1,020   Gilead Sciences, Inc. ●    108,555 
 66   H. Lundbeck A/S    1,481 
 44   Illumina, Inc. ●    7,215 
 307   Incyte Corp. ●    15,050 
 315   Johnson & Johnson    33,619 
 172   Medivation, Inc. ●    17,037 
 1,825   Merck & Co., Inc.    108,202 
 54   Ono Pharmaceutical Co., Ltd.    4,786 
 276   Portola Pharmaceuticals, Inc. ●    6,986 
 83   Regeneron Pharmaceuticals, Inc. ●    29,936 
 159   Roche Holding AG    46,949 
 33   Salix Pharmaceuticals Ltd. ●    5,205 
 128   Tesaro, Inc. ●    3,454 
 4,310   TherapeuticsMD, Inc. ●    19,997 
 353   Vertex Pharmaceuticals, Inc. ●    39,629 
 268   Zoetis, Inc.    9,889 
         861,095 
     Real Estate - 0.9%     
 79   AvalonBay Communities, Inc. REIT    11,171 
 64   Boston Properties, Inc. REIT    7,428 
 191   CBRE Group, Inc. ●    5,693 
 7,662   Macquarie Mexico Real Estate Management S.A. de C. V. REIT    13,521 
 285   Mitsui Fudosan Co., Ltd.    8,744 
 119   Plum Creek Timber Co., Inc. REIT    4,635 
 344   Realogy Holdings Corp. ●    12,806 
 164   Weyerhaeuser Co. REIT    5,219 
         69,217 
     Retailing - 7.0%     
 368   Advance Automotive Parts, Inc.    47,907 
 8,452   Allstar Co. ⌂●†    5,302 
 54   Amazon.com, Inc. ●    17,260 
 67   AutoZone, Inc. ●    34,043 
 322   CarMax, Inc. ●    14,962 
 341   Conn's, Inc. ●    10,315 
 263   Dollar General Corp. ●    16,076 
 196   Dollar Tree, Inc. ●    10,988 
 40   GameStop Corp. Class A    1,660 
 146   GNC Holdings, Inc.    5,654 
 3,624   Groupon, Inc. ●    24,206 
 255   Home Depot, Inc.    23,406 
 1,456   Kingfisher plc    7,612 
 622   L Brands, Inc.    41,665 
 739   Lowe's Cos., Inc.    39,090 
 21   Netflix, Inc. ●    9,422 
 587   Office Depot, Inc. ●    3,016 
 26   Priceline (The) Group, Inc. ●    29,898 
 561   Rakuten, Inc.    6,463 
 59   Ross Stores, Inc.    4,494 
 303   Signet Jewelers Ltd.    34,470 
 17   The Honest Co. ⌂●†    423 
 320   The Michaels Co's, Inc. ●    5,592 
 1,323   TJX Cos., Inc.    78,259 
 281   Tory Burch LLC ⌂●†    17,119 
 186   TripAdvisor, Inc. ●    16,961 
 12   Zalando SE ●    339 
 112   Zulily, Inc. ●    4,244 
         510,846 
     Semiconductors and Semiconductor Equipment - 7.2%     
 104   Analog Devices, Inc.    5,159 
 2,903   Applied Materials, Inc.    62,732 
 80   First Solar, Inc. ●    5,239 
 216   Freescale Semiconductor Holdings Ltd. ●    4,218 
 77,643   GCL-Poly Energy Holdings Ltd. ●    28,460 
 1,366   GT Advanced Technologies, Inc. ●    14,790 
 164   Hynix Semiconductor, Inc. ●    7,266 
 2,884   Intel Corp.    100,419 
 728   Marvell Technology Group Ltd.    9,809 
 1,080   Maxim Integrated Products, Inc.    32,645 
 2,938   Micron Technology, Inc. ●    100,653 
 1,118   NXP Semiconductors N.V. ●    76,523 
 5   Samsung Electronics Co., Ltd.    6,149 
 1,329   Sumco Corp.    16,117 
 890   SunEdison, Inc. ●    16,806 
 1,172   SunPower Corp. ●    39,706 
         526,691 
     Software and Services - 9.8%     
 315   Accenture plc    25,617 
 5,144   Activision Blizzard, Inc.    106,948 
 518   Adobe Systems, Inc. ●    35,836 
 458   Akamai Technologies, Inc. ●    27,396 
 488   Alibaba Group Holding Ltd. ●    43,395 
 852   Angie's List, Inc. ●    5,425 
 394   AOL, Inc. ●    17,708 
 216   Automatic Data Processing, Inc.    17,960 
 410   Cadence Design Systems, Inc. ●    7,060 
 245   Cognizant Technology Solutions Corp. ●    10,960 
 2,513   Corindus Vascular Robotics, Inc. ⌂●†    7,648 
 106   CoStar Group, Inc. ●    16,489 
 208   Dropbox, Inc. ⌂●†    3,033 
 231   Ellie Mae, Inc. ●    7,538 
 26   Equinix, Inc. ●    5,515 

 

3
 

 

Hartford Capital Appreciation HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
Common Stocks - 97.0% - (continued) 
     Software and Services - 9.8% - (continued)     
 354   Facebook, Inc. ●   $27,964 
 7   Google, Inc. Class A ●    3,966 
 155   Google, Inc. Class C ●    89,579 
 98   IAC/InterActiveCorp.    6,479 
 165   Intuit, Inc.    14,486 
 206   Markit Ltd. ●    4,803 
 2,437   Microsoft Corp.    112,998 
 1,998   Monster Worldwide, Inc. ●    10,987 
 951   Optimal Payments plc ●    7,908 
 23   Rovi Corp. ●    450 
 107   Salesforce.com, Inc. ●    6,132 
 7   ServiceNow, Inc. ●    425 
 558   Symantec Corp.    13,120 
 185   Tangoe, Inc. ●    2,509 
 320   Teradata Corp. ●    13,407 
 42   Tyler Corp. ●    3,721 
 206   UbiSoft Entertainment S.A. ●    3,381 
 220   Verint Systems, Inc. ●    12,250 
 248   VeriSign, Inc. ●    13,654 
 810   Web.com Group, Inc. ●    16,164 
 220   Yelp, Inc. ●    15,044 
         717,955 
     Technology Hardware and Equipment - 7.5%     
 145   Amphenol Corp. Class A    14,451 
 1,523   Apple, Inc.    153,419 
 782   Aruba Networks, Inc. ●    16,878 
 2,011   Brocade Communications Systems, Inc.    21,861 
 480   CDW Corp. of Delaware    14,913 
 2,648   Cisco Systems, Inc.    66,647 
 150   Cognex Corp. ●    6,023 
 761   EMC Corp.    22,256 
 112   F5 Networks, Inc. ●    13,255 
 305   Hewlett-Packard Co.    10,834 
 2,065   Japan Display, Inc. ●    9,953 
 2,664   Lenovo Group Ltd.    3,968 
 438   Mobileye N.V. ⌂●†    21,905 
 87   Motorola Solutions, Inc.    5,516 
 3,411   NEC Corp.    11,790 
 4,552   ParkerVision, Inc. ●    5,189 
 845   Qualcomm, Inc.    63,162 
 49   SanDisk Corp.    4,834 
 134   Stratasys Ltd. ●    16,242 
 790   TE Connectivity Ltd.    43,659 
 415   Trimble Navigation Ltd. ●    12,661 
 90   Western Digital Corp.    8,779 
         548,195 
     Telecommunication Services - 1.0%     
 994   Gogo, Inc. ●    16,764 
 2,185   Koninklijke (Royal) KPN N.V. ●    6,996 
 150   Nippon Telegraph & Telephone Corp.    9,308 
 586   NTT DoCoMo, Inc.    9,815 
 179   SoftBank Corp.    12,510 
 264   Telenor ASA    5,791 
 233   Verizon Communications, Inc.    11,662 
         72,846 
     Transportation - 1.9%     
 20,492   AirAsia Berhad    15,792 
 199   Canadian National Railway Co.    14,149 
 74   FedEx Corp.    11,931 
 883   International Consolidated Airlines Group S.A. ●    5,243 
 48   Kansas City Southern    5,840 
 752   Mitsui O.S.K. Lines Ltd.    2,402 
 700   Nippon Yusen    1,844 
 126   Norfolk Southern Corp.    14,057 
 97   Spirit Airlines, Inc. ●    6,695 
 274   United Continental Holdings, Inc. ●    12,840 
 440   United Parcel Service, Inc. Class B    43,226 
 395   UTI Worldwide, Inc. ●    4,194 
 57   XPO Logistics, Inc. ●    2,135 
         140,348 
     Utilities - 1.1%     
 338   CGN Meiya Power Holdings Co., Ltd. ●☼    74 
 13,383   China Longyuan Power Group Corp.    13,079 
 439   National Grid plc    6,317 
 344   NRG Energy, Inc.    10,487 
 145   PG&E Corp.    6,517 
 1,508   Snam S.p.A.    8,329 
 387   UGI Corp.    13,197 
 652   Xcel Energy, Inc.    19,811 
         77,811 
     Total Common Stocks     
     ( Cost $6,561,203)   $7,121,985 
           
Preferred Stocks - 0.5%     
     Consumer Durables and Apparel - 0.0%     
 57   Cloudera, Inc. ⌂●†   $1,229 
 128   One Kings Lane, Inc. ⌂●†    1,959 
         3,188 
     Media - 0.2%     
 272   ProSieben Sat.1 Media AG    10,789 
           
     Retailing - 0.0%     
 41   The Honest Co. Series C ⌂●†β    988 
           
     Software and Services - 0.2%     
 30   New Relic, Inc. ⌂●†    785 
 204   Uber Technologies, Inc. ⌂●†    11,381 
         12,166 
     Technology Hardware and Equipment - 0.1%     
 467   Pure Storage, Inc. ⌂●†    6,609 
           
     Telecommunication Services - 0.0%     
 77   DocuSign, Inc. ⌂●†    1,200 
         1,200 
     Total Preferred Stocks     
     (Cost $38,220)   $34,940 
           
     Total Long-Term Investments     
     (Cost $6,599,423)   $7,156,925 
           
Short-Term Investments - 1.8%     
Repurchase Agreements - 1.8%     
     Bank of America Merrill Lynch  TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $249, collateralized
by U.S. Treasury Note 0.63%, 2017, value of
$255)
     
$249    0.001%, 9/30/14   $249 

 

4
 

 

Hartford Capital Appreciation HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount      Market Value ╪ 

Short-Term Investments - 1.8% - (continued) 

        

Repurchase Agreements - 1.8% - (continued) 

        
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $24,785, collateralized by FHLMC
2.40% - 4.50%, 2032 - 2044, FNMA 2.44% -
4.50%, 2026 - 2044,  value of $25,281)
          
$24,785   0.001%, 9/30/14       $24,785 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$17,748, collateralized by U.S. Treasury Bond
3.38% - 11.25%, 2015 - 2044, U.S. Treasury
Note 0.13% - 4.63%, 2014 - 2024, value of
$18,103)
          
 17,748   0.001%, 9/30/14        17,748 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$5,643, collateralized by FHLMC 2.00% -
5.00%, 2023 - 2043, FNMA 2.00% - 3.50%,
2021 - 2042,  value of $5,756)
          
 5,643   0.001%, 9/30/14        5,643 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$11,727, collateralized by U.S. Treasury Note
2.38%, 2024, value of $11,961)
          
 11,727   0.01%, 9/30/14        11,727 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $20,491, collateralized by U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2021,
value of $20,900)
          
 20,490   0.001%, 9/30/14        20,490 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $4,323, collateralized by U.S.
Treasury Bond 4.75% - 6.75%, 2026 - 2041,
U.S. Treasury Note 0.25% - 3.13%, 2015 - 2019,
value of $4,409)
          
 4,323   0.001%, 9/30/14        4,323 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$7,991, collateralized by U.S. Treasury Bond
3.75%, 2043, U.S. Treasury Note 1.63% -
4.25%, 2014 - 2019, value of $8,151)
          
 7,991   0.001%, 9/30/14        7,991 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$36,805, collateralized by FHLMC 3.50% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, U.S. Treasury Note 2.13%, 2021,
value of $37,541)
          
 36,805   0.001%, 9/30/14        36,805 
              129,761 
     Total Short-Term Investments          
     (Cost $129,761)       $129,761 
                
     Total Investments          
     (Cost $6,729,184) ▲   99.3%  $7,286,686 
     Other Assets and Liabilities   0.7%   53,758 
     Total Net Assets   100.0%  $7,340,444 

   

5
 

 

Hartford Capital Appreciation HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

  

At September 30, 2014, the cost of securities for federal income tax purposes was $6,788,668 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $850,685 
Unrealized Depreciation    (352,667)
Net Unrealized Appreciation   $498,018 

 

These securities were 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, 2014, the aggregate value of these securities was $83,201, which represents 1.1% 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.

 

Non-income producing.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities was $5, which rounds to zero percent of total net assets.

 

Securities exempt from registration under Regulation D of the Securities Act of 1933, as amended. The Fund may only be able to resell these securities if they are subsequently registered or if an exemption from registration under the federal and state securities laws is available. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value and percentage of net assets of these securities rounds to zero.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   8,452   Allstar Co.  $3,677 
02/2014   57   Cloudera, Inc. Preferred   826 
09/2014   2,513   Corindus Vascular Robotics, Inc.   6,281 
02/2014   77   DocuSign, Inc. Preferred   1,012 
05/2012   208   Dropbox, Inc.   1,885 
09/2014   250   Fiat S.p.A. Rights    
10/2005   30   Harvey Weinstein Co. Holdings Class A-1  - Reg D   27,951 
08/2013   438   Mobileye N.V.   3,055 
04/2014   30   New Relic, Inc. Preferred   873 
01/2014   128   One Kings Lane, Inc. Preferred   1,972 
04/2014   467   Pure Storage, Inc. Preferred   7,343 
03/2007   75   Solar Cayman Ltd.  - 144A   22 
08/2014   17   The Honest Co.   470 
08/2014   41   The Honest Co. Series C Preferred   1,098 
11/2013   281   Tory Burch LLC   21,985 
06/2014   204   Uber Technologies, Inc. Preferred   12,646 

 

At September 30, 2014, the aggregate value of these securities was $79,586, which represents 1.1% of total net assets.

 

βConvertible security.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $3,474 at September 30, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

6
 

 

Hartford Capital Appreciation HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at September 30, 2014
 
                    

Unrealized Appreciation/(Depreciation)

 
Currency  Buy / Sell  Delivery Date  Counterparty 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 
AUD  Sell  10/01/2014  JPM  $45   $45   $   $ 
CAD  Buy  10/02/2014  BCLY   397    395        (2)
CAD  Buy  10/03/2014  JPM   47    47         
CAD  Buy  10/01/2014  RBC   511    509        (2)
CHF  Buy  10/02/2014  BNY   415    413        (2)
CHF  Sell  10/02/2014  BNY   4,082    4,063    19     
EUR  Buy  10/02/2014  GSC   339    339         
EUR  Buy  10/03/2014  GSC   217    217         
EUR  Sell  12/03/2014  BOA   52,622    51,452    1,170     
EUR  Sell  10/02/2014  GSC   9,820    9,817    3     
EUR  Sell  10/03/2014  GSC   648    648         
GBP  Buy  10/02/2014  MSC   523    521        (2)
GBP  Buy  10/03/2014  UBS   927    927         
HKD  Buy  10/03/2014  BOA   3,398    3,398         
HKD  Buy  10/03/2014  JPM   75    75         
JPY  Buy  12/03/2014  BCLY   12,720    11,765        (955)
JPY  Buy  12/03/2014  DEUT   5,726    5,349        (377)
JPY  Buy  12/03/2014  MSC   8,500    7,899        (601)
JPY  Buy  12/03/2014  SCB   9,373    8,664        (709)
JPY  Sell  12/03/2014  BCLY   67,425    62,663    4,762     
JPY  Sell  12/03/2014  BOA   40,882    37,972    2,910     
JPY  Sell  12/03/2014  CBK   31,738    29,487    2,251     
JPY  Sell  12/03/2014  DEUT   5,954    5,644    310     
JPY  Sell  12/17/2014  JPM   8,277    8,049    228     
JPY  Sell  10/03/2014  UBS   1,103    1,103         
Total                $11,653   $(2,650)

  

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

  

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BNY BNY Mellon
BOA Banc of America Securities LLC
CBK Citibank NA
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
RBC RBC Dominion Securities, Inc.
SCB Standard Chartered Bank
UBS UBS AG
 
Currency Abbreviations:
AUD Australian Dollar  
CAD Canadian Dollar  
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
JPY Japanese Yen  
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
REIT Real Estate Investment Trust

 

Diversification by Sector    
as of September 30, 2014    
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   14.3%
Consumer Staples   5.0 
Energy   8.0 
Financials   15.0 
Health Care   14.5 
Industrials   10.3 
Information Technology   24.8 
Materials   3.5 
Services   1.0 
Utilities   1.1 
Total   97.5%
Short-Term Investments   1.8 
Other Assets and Liabilities   0.7 
Total   100.0%

  

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

  

7
 

 

Hartford Capital Appreciation HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components  $112,260   $95,927   $16,333   $ 
Banks   273,938    133,833    140,105     
Capital Goods   534,494    400,533    133,961     
Commercial and Professional Services   81,187    81,187         
Consumer Durables and Apparel   146,162    131,251    14,911     
Consumer Services   211,847    208,527    3,320     
Diversified Financials   401,720    352,189    49,526    5 
Energy   589,452    514,437    75,015     
Food and Staples Retailing   77,703    68,749    8,954     
Food, Beverage and Tobacco   266,307    188,135    78,172     
Health Care Equipment and Services   206,110    206,110         
Household and Personal Products   30,612    5,092    25,520     
Insurance   358,141    320,839    37,302     
Materials   258,201    180,761    77,440     
Media   48,847    37,770    11,077     
Pharmaceuticals, Biotechnology and Life Sciences   861,095    778,175    82,920     
Real Estate   69,217    60,473    8,744     
Retailing   510,846    473,927    14,075    22,844 
Semiconductors and Semiconductor Equipment   526,691    468,699    57,992     
Software and Services   717,955    695,985    11,289    10,681 
Technology Hardware and Equipment   548,195    500,579    25,711    21,905 
Telecommunication Services   72,846    28,426    44,420     
Transportation   140,348    115,067    25,281     
Utilities   77,811    50,086    27,725     
Total   7,121,985    6,096,757    969,793    55,435 
Preferred Stocks   34,940        10,789    24,151 
Short-Term Investments   129,761        129,761     
Total  $7,286,686   $6,096,757   $1,110,343   $79,586 
Foreign Currency Contracts*  $11,653   $   $11,653   $ 
Total  $11,653   $   $11,653   $ 
Liabilities:                    
Foreign Currency Contracts*  $2,650   $   $2,650   $ 
Total  $2,650   $   $2,650   $ 

  

For the nine-month period ended September 30, 2014, investments valued at $5,601 were transferred from Level 1 to Level 2, and investments valued at $3,829 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

8
 

 

Hartford Capital Appreciation HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
December
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3 *
   Transfers
Out of
Level 3 *
   Balance as
of
September
30, 2014
 
Assets:                                             
Common Stocks   $56,067   $   $4,106  $   $6,752   $(1,318)  $   $(10,172)  $55,435 
Preferred Stocks            (1,617)‡       25,768                24,151 
Warrants    147                            (147)    
Total   $56,214   $   $2,489   $   $32,520   $(1,318)  $   $(10,319)  $79,586 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

1) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

2) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

3) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $4,106.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $(1,617).

  

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

  

9
 

 

 

Hartford Disciplined Equity HLS Fund
Schedule of Investments
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.3% 
     Banks - 3.2%     
 716   EverBank Financial Corp.   $12,647 
 162   PNC Financial Services Group, Inc.    13,849 
         26,496 
     Capital Goods - 4.6%     
 149   AMETEK, Inc.    7,500 
 89   Dover Corp.    7,121 
 107   Illinois Tool Works, Inc.    9,029 
 139   United Technologies Corp.    14,645 
         38,295 
     Commercial and Professional Services - 3.2%     
 149   Equifax, Inc.    11,110 
 139   Nielsen N.V.    6,143 
 149   Verisk Analytics, Inc. ●    9,072 
         26,325 
     Consumer Durables and Apparel - 2.4%     
 81   PVH Corp.    9,829 
 63   Ralph Lauren Corp.    10,361 
         20,190 
     Consumer Services - 1.0%     
 96   Starwood Hotels & Resorts, Inc.    7,972 
           
     Diversified Financials - 2.6%     
 351   JP Morgan Chase & Co.    21,170 
           
     Energy - 5.5%     
 99   Anadarko Petroleum Corp.    10,072 
 148   Chevron Corp.    17,708 
 78   EOG Resources, Inc.    7,760 
 159   Halliburton Co.    10,276 
         45,816 
     Food and Staples Retailing - 4.3%     
 132   Costco Wholesale Corp.    16,494 
 238   CVS Health Corp.    18,969 
         35,463 
     Food, Beverage and Tobacco - 4.1%     
 208   Altria Group, Inc.    9,544 
 441   Mondelez International, Inc.    15,096 
 105   Monster Beverage Corp. ●    9,593 
         34,233 
     Health Care Equipment and Services - 10.4%     
 93   Aetna, Inc.    7,511 
 128   Cerner Corp. ●    7,652 
 231   Envision Healthcare Holdings ●    8,024 
 95   McKesson Corp.    18,560 
 188   MEDNAX, Inc. ●    10,320 
 191   Omnicare, Inc.    11,869 
 158   UnitedHealth Group, Inc.    13,605 
 82   Zimmer Holdings, Inc.    8,201 
         85,742 
     Household and Personal Products - 2.2%     
 474   Coty, Inc.    7,846 
 144   Estee Lauder Co., Inc.    10,735 
         18,581 
     Insurance - 4.3%     
 153   ACE Ltd.    16,045 
 171   American International Group, Inc.    9,239 
 117   Aon plc    10,241 
         35,525 
     Materials - 2.9%     
 58   Airgas, Inc.   6,428 
 180   Crown Holdings, Inc. ●    8,024 
 45   Sherwin-Williams Co.    9,834 
         24,286 
     Media - 3.8%     
 270   Comcast Corp. Special Class A    14,442 
 199   DirecTV ●    17,227 
         31,669 
     Pharmaceuticals, Biotechnology and Life Sciences - 10.0%     
 45   Actavis plc ●    10,878 
 287   Bristol-Myers Squibb Co.    14,707 
 285   Eli Lilly & Co.    18,478 
 138   Gilead Sciences, Inc. ●    14,643 
 304   Merck & Co., Inc.    18,022 
 38   Salix Pharmaceuticals Ltd. ●    5,990 
         82,718 
     Retailing - 7.9%     
 32   AutoZone, Inc. ●    16,508 
 243   Dollar Tree, Inc. ●    13,630 
 245   Lowe's Cos., Inc.    12,982 
 144   Ross Stores, Inc.    10,863 
 191   TJX Cos., Inc.    11,325 
         65,308 
     Semiconductors and Semiconductor Equipment - 1.2%     
 289   Intel Corp.    10,059 
           
     Software and Services - 14.9%     
 137   Accenture plc    11,116 
 518   Activision Blizzard, Inc.    10,772 
 190   Automatic Data Processing, Inc.    15,823 
 376   Genpact Ltd. ●    6,143 
 20   Google, Inc. Class A ●    11,574 
 20   Google, Inc. Class C ●    11,752 
 156   Intuit, Inc.    13,645 
 143   Jack Henry & Associates, Inc.    7,942 
 110   MasterCard, Inc.    8,145 
 449   Microsoft Corp.    20,800 
 98   Solera Holdings, Inc.    5,523 
         123,235 
     Technology Hardware and Equipment - 5.0%     
 208   Apple, Inc.    20,996 
 262   Cisco Systems, Inc.    6,584 
 187   Qualcomm, Inc.    13,991 
         41,571 
     Transportation - 1.5%     
 126   United Parcel Service, Inc. Class B    12,351 
           
     Utilities - 4.3%     
 254   American Electric Power Co., Inc.    13,265 
 150   NextEra Energy, Inc.    14,087 
 146   Pinnacle West Capital Corp.    7,964 
         35,316 
     Total Common Stocks     
     ( Cost $656,263)   $822,321 
           
     Total Long-Term Investments     
     (Cost $656,263)   $822,321 

 

1
 

 

Hartford Disciplined Equity HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Short-Term Investments - 0.4% 
Repurchase Agreements - 0.4%     
     Bank of America Merrill Lynch  TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $6, collateralized by U.S. Treasury
Note 0.63%, 2017, value of $6)
     
$6    0.001%, 9/30/14   $6 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $623, collateralized by FHLMC 2.40%
- 4.50%, 2032 - 2044, FNMA 2.44% - 4.50%,
2026 - 2044,  value of $635)
     
 623    0.001%, 9/30/14    623 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $446,
collateralized by U.S. Treasury Bond 3.38% -
11.25%, 2015 - 2044, U.S. Treasury Note 0.13%
- 4.63%, 2014 - 2024, value of $455)
     
 446    0.001%, 9/30/14    446 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $142,
collateralized by FHLMC 2.00% - 5.00%, 2023 -
2043, FNMA 2.00% - 3.50%, 2021 - 2042,  value
of $145)
     
 142    0.001%, 9/30/14    142 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $295,
collateralized by U.S. Treasury Note 2.38%,
2024, value of $301)
     
 295    0.01%, 9/30/14    295 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $515, collateralized by U.S. Treasury
Note 0.25% - 3.13%, 2015 - 2021, value of
$525)
     
 515    0.001%, 9/30/14    515 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $109, collateralized by U.S. Treasury
Bond 4.75% - 6.75%, 2026 - 2041, U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2019,
value of $111)
     
 108    0.001%, 9/30/14    108 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $201,
collateralized by U.S. Treasury Bond 3.75%,
2043, U.S. Treasury Note 1.63% - 4.25%, 2014 -
2019, value of $205)
     
 201    0.001%, 9/30/14    201 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $925,
collateralized by FHLMC 3.50% - 4.00%, 2026 -
2043, FNMA 2.50% - 5.00%, 2025 - 2044, U.S.
Treasury Note 2.13%, 2021, value of $943)
     
925    0.001%, 9/30/14   925 
         3,261 
     Total Short-Term Investments     
     (Cost $3,261)          $3,261 
                   
     Total Investments          
     (Cost $659,524) ▲    99.7%  $825,582 
    Other Assets and Liabilities    0.3%   2,524 
     Total Net Assets    100.0%  $828,106 

 

2
 

 

Hartford Disciplined Equity HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $659,337 and the aggregate gross unrealized appreciation and depreciation based on that cost were:    

  

Unrealized Appreciation  $172,902 
Unrealized Depreciation   (6,657)
Net Unrealized Appreciation  $166,245 

  

Non-income producing.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association

 

Diversification by Sector
as of September 30, 2014

  

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   15.1%
Consumer Staples   10.6 
Energy   5.5 
Financials   10.1 
Health Care   20.4 
Industrials   9.3 
Information Technology   21.1 
Materials   2.9 
Utilities   4.3 
Total   99.3%
Short-Term Investments   0.4 
Other Assets and Liabilities   0.3 
Total  100.0%

  

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

Investment Valuation Hierarchy Level Summary

September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡   $822,321   $822,321   $   $ 
Short-Term Investments   3,261        3,261     
Total   $825,582   $822,321   $3,261   $ 

 

For the nine-month period ended September 30, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

3
 

 

Hartford Dividend and Growth HLS Fund
Schedule of Investments
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 

Common Stocks - 97.7%

     
     Automobiles and Components - 1.7%     
 3,383   Ford Motor Co.   $50,028 
 549   Honda Motor Co., Ltd. ADR    18,826 
         68,854 
     Banks - 7.4%     
 459   Bank of Nova Scotia    28,374 
 775   PNC Financial Services Group, Inc.    66,338 
 693   US Bancorp    28,967 
 3,417   Wells Fargo & Co.    177,261 
         300,940 
     Capital Goods - 6.7%     
 176   Caterpillar, Inc.    17,462 
 258   Deere & Co.    21,162 
 536   Eaton Corp. plc    33,971 
 1,586   General Electric Co.    40,624 
 501   Honeywell International, Inc.    46,609 
 69   Lockheed Martin Corp.    12,608 
 437   Raytheon Co.    44,366 
 632   Textron, Inc.    22,729 
 326   United Technologies Corp.    34,471 
         274,002 
     Commercial and Professional Services - 1.9%     
 535   Equifax, Inc.    39,954 
 865   Nielsen N.V.    38,323 
         78,277 
     Consumer Services - 0.2%     
 137   Las Vegas Sands Corp.    8,499 
           
     Diversified Financials - 6.7%     
 205   Ameriprise Financial, Inc.    25,278 
 1,802   Bank of America Corp.    30,719 
 179   BlackRock, Inc.    58,684 
 929   Citigroup, Inc.    48,118 
 1,813   JP Morgan Chase & Co.    109,237 
         272,036 
     Energy - 10.4%     
 580   Anadarko Petroleum Corp.    58,803 
 945   Chevron Corp.    112,713 
 1,079   Exxon Mobil Corp.    101,517 
 425   Halliburton Co.    27,393 
 501   Imperial Oil Ltd.    23,656 
 532   Marathon Oil Corp.    20,002 
 184   Phillips 66    14,980 
 287   Schlumberger Ltd.    29,200 
 559   Suncor Energy, Inc.    20,205 
 247   Total S.A. ADR    15,932 
         424,401 
     Food and Staples Retailing - 2.9%     
 939   CVS Health Corp.    74,739 
 547   Wal-Mart Stores, Inc.    41,822 
         116,561 
     Food, Beverage and Tobacco - 2.8%     
 270   Kraft Foods Group, Inc.    15,231 
 644   Mondelez International, Inc.    22,072 
 471   Philip Morris International, Inc.    39,257 
 979   Unilever N.V. Class NY ADR    38,838 
         115,398 
     Health Care Equipment and Services - 4.1%     
 772   Cardinal Health, Inc.    57,820 
 1,069   Medtronic, Inc.    66,229 
 505   UnitedHealth Group, Inc.   43,594 
         167,643 
     Household and Personal Products - 1.0%     
 486   Procter & Gamble Co.    40,721 
           
     Insurance - 7.0%     
 704   ACE Ltd.    73,874 
 375   Aflac, Inc.    21,856 
 591   Marsh & McLennan Cos., Inc.    30,917 
 737   MetLife, Inc.    39,602 
 787   Principal Financial Group, Inc.    41,300 
 861   Prudential Financial, Inc.    75,701 
         283,250 
     Materials - 2.3%     
 782   Dow Chemical Co.    41,012 
 753   Goldcorp, Inc.    17,346 
 758   International Paper Co.    36,173 
         94,531 
     Media - 3.6%     
 2,053   Comcast Corp. Class A    110,410 
 40   Time Warner, Inc.    3,012 
 395   Walt Disney Co.    35,199 
         148,621 
     Pharmaceuticals, Biotechnology and Life Sciences - 12.9%     
 750   AstraZeneca plc ADR    53,578 
 1,185   Bristol-Myers Squibb Co.    60,657 
 1,095   Eli Lilly & Co.    70,978 
 872   Johnson & Johnson    92,978 
 2,511   Merck & Co., Inc.    148,865 
 2,176   Pfizer, Inc.    64,343 
 950   Zoetis, Inc.    35,116 
         526,515 
     Retailing - 1.3%     
 997   Lowe's Cos., Inc.    52,757 
           
     Semiconductors and Semiconductor Equipment - 3.6%     
 577   Altera Corp.    20,644 
 515   Analog Devices, Inc.    25,475 
 2,315   Intel Corp.    80,620 
 455   Texas Instruments, Inc.    21,704 
         148,443 
     Software and Services - 7.3%     
 759   Accenture plc    61,704 
 177   IBM Corp.    33,600 
 2,472   Microsoft Corp.    114,583 
 761   Oracle Corp.    29,122 
 1,349   Symantec Corp.    31,717 
 1,991   Xerox Corp.    26,347 
         297,073 
     Technology Hardware and Equipment - 3.8%     
 614   Apple, Inc.    61,828 
 2,423   Cisco Systems, Inc.    60,980 
 438   Qualcomm, Inc.    32,762 
         155,570 
     Telecommunication Services - 2.7%     
 2,233   Verizon Communications, Inc.    111,624 
           
     Transportation - 4.5%     
 1,430   CSX Corp.    45,847 

 

1
 

 

Hartford Dividend and Growth HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount           Market Value ╪ 
Common Stocks - 97.7% - (continued)             
     Transportation - 4.5% - (continued)             
 1,003   Delta Air Lines, Inc.          $36,267 
 242   FedEx Corp.           39,064 
 631   United Parcel Service, Inc. Class B           61,979 
                 183,157 
     Utilities - 2.9%             
 455   Dominion Resources, Inc.           31,468 
 725   Exelon Corp.           24,722 
 506   NextEra Energy, Inc.           47,507 
 430   NRG Energy, Inc.           13,114 
                 116,811 
     Total Common Stocks             
     ( Cost $2,685,145)          $3,985,684 
                   
     Total Long-Term Investments             
     (Cost $2,685,145)          $3,985,684 
              
Short-Term Investments - 1.2%             
Repurchase Agreements - 1.2%             
     Bank of America Merrill Lynch  TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $91, collateralized
by U.S. Treasury Note 0.63%, 2017, value of
$93)
            
$90    0.001%, 9/30/14          $90 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $9,017, collateralized by FHLMC
2.40% - 4.50%, 2032 - 2044, FNMA 2.44% -
4.50%, 2026 - 2044,  value of $9,197)
            
 9,017    0.001%, 9/30/14           9,017 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$6,457, collateralized by U.S. Treasury Bond
3.38% - 11.25%, 2015 - 2044, U.S. Treasury
Note 0.13% - 4.63%, 2014 - 2024, value of
$6,586)
            
 6,457    0.001%, 9/30/14           6,457 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$2,053, collateralized by FHLMC 2.00% -
5.00%, 2023 - 2043, FNMA 2.00% - 3.50%,
2021 - 2042,  value of $2,094)
            
 2,053    0.001%, 9/30/14           2,053 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$4,266, collateralized by U.S. Treasury Note
2.38%, 2024, value of $4,351)
            
 4,266    0.01%, 9/30/14           4,266 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $7,454, collateralized by U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2021,
value of $7,604)
            
 7,454    0.001%, 9/30/14           7,454 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $1,573, collateralized by U.S.
Treasury Bond 4.75% - 6.75%, 2026 - 2041,
U.S. Treasury Note 0.25% - 3.13%, 2015 -
2019, value of $1,604)
            
1,573   0.001%, 9/30/14          1,573 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$2,907, collateralized by U.S. Treasury Bond
3.75%, 2043, U.S. Treasury Note 1.63% -
4.25%, 2014 - 2019, value of $2,965)
            
 2,907   0.001%, 9/30/14           2,907 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$13,390, collateralized by FHLMC 3.50% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, U.S. Treasury Note 2.13%, 2021,
value of $13,657)
            
 13,390   0.001%, 9/30/14           13,390 
                 47,207 
     Total Short-Term Investments             
     (Cost $47,207)          $47,207 
     Total Investments          
    (Cost $2,732,352) ▲    98.9%  $4,032,891 
     Other Assets and Liabilities    1.1%   43,031 
     Total Net Assets    100.0%  $4,075,922 

 

2
 

 

Hartford Dividend and Growth HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

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

  

At September 30, 2014, the cost of securities for federal income tax purposes was $2,736,397 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $1,318,512 
Unrealized Depreciation   (22,018)
Net Unrealized Appreciation  $1,296,494 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

 GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association

 

Diversification by Sector

as of September 30, 2014

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   6.8%
Consumer Staples   6.7 
Energy   10.4 
Financials   21.1 
Health Care   17.0 
Industrials   13.1 
Information Technology   14.7 
Materials   2.3 
Services   2.7 
Utilities   2.9 
Total   97.7%
Short-Term Investments   1.2 
Other Assets and Liabilities   1.1 
Total   100.0%

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

Investment Valuation Hierarchy Level Summary

September 30, 2014

  

   Total    Level 1 ♦    Level 2 ♦    Level 3  
Assets:                    
Common Stocks ‡  $3,985,684   $3,985,684   $   $ 
Short-Term Investments   47,207        47,207     
Total  $4,032,891   $3,985,684   $47,207   $ 

 

For the nine-month period ended September 30, 2014, there were no transfers between Level 1 and Level 2.

The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.

  

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

3
 

 

 

Hartford Global Growth HLS Fund
Schedule of Investments
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
Common Stocks - 98.6%     
     Automobiles and Components - 0.5%     
 43   Delphi Automotive plc   $2,614 
           
     Banks - 2.1%     
 195   Banco Bilbao Vizcaya Argentaria S.A.    2,346 
 195   Banco Bilbao Vizcaya Argentaria S.A. Rights    19 
 41   BNP Paribas    2,731 
 52   ICICI Bank Ltd.    2,529 
 412   Mitsubishi UFJ Financial Group, Inc.    2,323 
         9,948 
     Capital Goods - 6.6%     
 138   ABB Ltd. ADR    3,089 
 26   Honeywell International, Inc.    2,393 
 22   Lockheed Martin Corp.    4,111 
 472   Mitsubishi Heavy Industries Ltd.    3,038 
 24   Northrop Grumman Corp.    3,211 
 52   Safran S.A.    3,391 
 29   Schneider Electric S.A.    2,261 
 57   Sensata Technologies Holding N.V. ●    2,543 
 8   SMC Corp. of America    2,295 
 73   Textron, Inc.    2,643 
 33   Wabco Holdings, Inc. ●    3,038 
         32,013 
     Commercial and Professional Services - 0.6%     
 37   Equifax, Inc.    2,774 
           
     Consumer Durables and Apparel - 2.1%     
 42   JD.com, Inc. ●    1,095 
 51   Pandora A/S    3,992 
 158   Pulte Group, Inc.    2,784 
 135   Sony Corp.    2,417 
         10,288 
     Consumer Services - 3.1%     
 172   Compass Group plc ●    2,774 
 224   Galaxy Entertainment Group Ltd.    1,299 
 95   MGM Resorts International ●    2,165 
 511   Sands China Ltd.    2,667 
 36   Starbucks Corp.    2,696 
 44   Wyndham Worldwide Corp.    3,558 
         15,159 
     Diversified Financials - 7.9%     
 75   American Express Co.    6,591 
 32   Ameriprise Financial, Inc.    4,009 
 20   BlackRock, Inc.    6,657 
 56   Discover Financial Services    3,627 
 562   Henderson Group plc    1,835 
 51   JP Morgan Chase & Co.    3,057 
 66   Julius Baer Group Ltd.    2,950 
 39   Moody's Corp.    3,678 
 55   MSCI, Inc. ●    2,581 
 93   SEI Investments Co.    3,373 
         38,358 
     Energy - 3.6%     
 106   Cobalt International Energy, Inc. ●    1,442 
 27   EOG Resources, Inc.    2,640 
 60   Halliburton Co.    3,862 
 86   MEG Energy Corp. ●    2,652 
 19   Pioneer Natural Resources Co.    3,720 
 29   Schlumberger Ltd.    2,993 
         17,309 
     Food and Staples Retailing - 2.3%     
 99   CVS Health Corp.    7,886 
 83   Seven & I Holdings Co., Ltd.    3,205 
         11,091 
     Food, Beverage and Tobacco - 6.7%     
 69   Altria Group, Inc.    3,160 
 76   Anheuser-Busch InBev N.V.    8,411 
 68   British American Tobacco plc    3,849 
 96   Diageo Capital plc    2,768 
 76   Imperial Tobacco Group plc    3,268 
 28   Keurig Green Mountain, Inc.    3,643 
 62   Lorillard, Inc.    3,718 
 40   Monster Beverage Corp. ●    3,689 
         32,506 
     Health Care Equipment and Services - 1.2%     
 36   Aetna, Inc.    2,952 
 49   Medtronic, Inc.    3,036 
         5,988 
     Insurance - 5.4%     
 114   American International Group, Inc.    6,166 
 31   Aon plc    2,718 
 113   Assured Guaranty Ltd.    2,502 
 178   BB Seguridade Participacoes    2,353 
 1,872   PICC Property and Casualty Co., Ltd.    3,320 
 145   Prudential plc    3,227 
 58   Sampo Oyj Class A    2,791 
 282   St. James's Place Capital plc    3,330 
         26,407 
     Materials - 1.5%     
 195   Cemex S.A.B. de C.V. ADR    2,542 
 35   HeidelbergCement AG    2,300 
 212   James Hardie Industries plc    2,219 
         7,061 
     Media - 3.5%     
 60   Comcast Corp. Class A    3,237 
 36   DirecTV ●    3,141 
 313   Sky Deutschland AG ●    2,646 
 90   Twenty-First Century Fox, Inc.    3,100 
 29   Walt Disney Co.    2,582 
 115   WPP plc    2,313 
         17,019 
     Pharmaceuticals, Biotechnology and Life Sciences - 14.2%     
 29   Actelion Ltd.    3,343 
 74   AstraZeneca plc    5,272 
 14   Biogen Idec, Inc. ●    4,549 
 165   Bristol-Myers Squibb Co.    8,433 
 40   Celgene Corp. ●    3,765 
 90   Gilead Sciences, Inc. ●    9,581 
 127   Merck & Co., Inc.    7,553 
 93   Novo Nordisk A/S    4,418 
 13   Regeneron Pharmaceuticals, Inc. ●    4,580 
 37   Roche Holding AG    10,925 
 38   UCB S.A.    3,431 
 27   Vertex Pharmaceuticals, Inc. ●    3,057 
         68,907 
     Real Estate - 0.7%     
 36   American Tower Corp. REIT    3,402 
           
     Retailing - 3.8%     
 8   Amazon.com, Inc. ●    2,493 
 156   Lowe's Cos., Inc.    8,270 

 

1
 

  

Hartford Global Growth HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 
Shares or Principal Amount   Market Value ╪ 
Common Stocks - 98.6% - (continued)     
     Retailing - 3.8% - (continued)     
 6   Priceline (The) Group, Inc. ●   $7,399 
 6   Zalando SE ●    151 
         18,313 
     Semiconductors and Semiconductor Equipment - 2.2%     
 142   Arm Holdings plc    2,075 
 235   Infineon Technologies AG    2,424 
 182   MediaTek, Inc.    2,689 
 95   Micron Technology, Inc. ●    3,247 
         10,435 
     Software and Services - 20.0%     
 167   Activision Blizzard, Inc.    3,468 
 47   Adobe Systems, Inc. ●    3,274 
 58   Akamai Technologies, Inc. ●    3,444 
 31   Alibaba Group Holding Ltd. ●    2,781 
 47   Automatic Data Processing, Inc.    3,879 
 34   Baidu, Inc. ADR ●    7,315 
 45   Check Point Software Technologies Ltd. ADR ●    3,139 
 118   Cognizant Technology Solutions Corp. ●    5,265 
 4   Dropbox, Inc. ⌂●†    59 
 81   Facebook, Inc. ●    6,376 
 46   Gartner, Inc. Class A ●    3,398 
 45   Global Payments, Inc.    3,120 
 8   Google, Inc. Class A ●    4,430 
 21   Google, Inc. Class C ●    11,856 
 39   Intuit, Inc.    3,403 
 53   Jack Henry & Associates, Inc.    2,933 
 59   MasterCard, Inc.    4,397 
 142   Microsoft Corp.    6,598 
 110   Oracle Corp.    4,211 
 49   Salesforce.com, Inc. ●    2,820 
 92   Vantiv, Inc. ●    2,841 
 23   Visa, Inc.    4,956 
 46   Yelp, Inc. ●    3,112 
         97,075 
     Technology Hardware and Equipment - 7.3%     
 154   Apple, Inc.    15,556 
 107   Cisco Systems, Inc.    2,687 
 30   F5 Networks, Inc. ●    3,526 
 453   Hitachi Ltd.    3,460 
 40   Largan Precision Co., Ltd.    2,840 
 2,357   Lenovo Group Ltd.    3,510 
 38   SanDisk Corp.    3,760 
         35,339 
     Telecommunication Services - 1.1%     
 36   SoftBank Corp.    2,521 
 94   T-Mobile US, Inc. ●    2,712 
         5,233 
     Transportation - 1.8%     
 18   FedEx Corp.    2,918 
 25   Kansas City Southern    2,980 
 56   United Continental Holdings, Inc. ●    2,602 
         8,500 
     Utilities - 0.4%     
 266   ENN Energy Holdings Ltd.    1,741 
           
     Total Common Stocks     
     (Cost $387,315)   $477,480 
      
Preferred Stocks - 0.5%     
     Automobiles and Components - 0.5%     
 11   Volkswagen AG N.V.  $2,224 
           
     Technology Hardware and Equipment - 0.0%     
 2   Pure Storage, Inc. ⌂●†   34 
           
     Total Preferred Stocks     
     (Cost $2,576)  $2,258 
           
Warrants - 0.0%     
     Diversified Financials - 0.0%     
 16   Atlas Mara Co-Nvest Ltd.  $16 
           
     Total Warrants     
     (Cost $–)  $16 
           
     Total Long-Term Investments     
     (Cost $389,891)  $479,754 
      
Short-Term Investments - 0.8%     
  Repurchase Agreements - 0.8%     
     Bank of America Merrill Lynch  TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $8, collateralized by U.S. Treasury
Note 0.63%, 2017, value of $8)
     
$8   0.001%, 9/30/14  $8 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $780, collateralized by FHLMC 2.40%
- 4.50%, 2032 - 2044, FNMA 2.44% - 4.50%,
2026 - 2044,  value of $795)
     
 780   0.001%, 9/30/14   780 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $558,
collateralized by U.S. Treasury Bond 3.38% -
11.25%, 2015 - 2044, U.S. Treasury Note 0.13%
- 4.63%, 2014 - 2024, value of $569)
     
 558   0.001%, 9/30/14   558 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $177,
collateralized by FHLMC 2.00% - 5.00%, 2023 -
2043, FNMA 2.00% - 3.50%, 2021 - 2042,  value
of $181)
     
 177   0.001%, 9/30/14   177 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $369,
collateralized by U.S. Treasury Note 2.38%,
2024, value of $376)
     
 369   0.01%, 9/30/14   369 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $644, collateralized by U.S. Treasury
Note 0.25% - 3.13%, 2015 - 2021, value of
$657)
     
 644   0.001%, 9/30/14    644 

 

2
 

 

Hartford Global Growth HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount           Market Value ╪ 
Short-Term Investments - 0.8% - (continued)             
Repurchase Agreements - 0.8% - (continued)             
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $136, collateralized by U.S. Treasury
Bond 4.75% - 6.75%, 2026 - 2041, U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2019,
value of $139)
            
$136   0.001%, 9/30/14          $136 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $251,
collateralized by U.S. Treasury Bond 3.75%,
2043, U.S. Treasury Note 1.63% - 4.25%, 2014 -
2019, value of $256)
            
 251   0.001%, 9/30/14           251 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$1,158, collateralized by FHLMC 3.50% - 4.00%,
2026 - 2043, FNMA 2.50% - 5.00%, 2025 -
2044, U.S. Treasury Note 2.13%, 2021, value of $1,181)
            
 1,158   0.001%, 9/30/14       1,158 
              4,081 
     Total Short-Term Investments          
     (Cost $4,081)       $4,081 
                
     Total Investments          
     (Cost $393,972) ▲   99.9%  $483,835 
     Other Assets and Liabilities   0.1%   338 
     Total Net Assets   100.0%  $484,173 

 

3
 

  

Hartford Global Growth HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

  

At September 30, 2014, the cost of securities for federal income tax purposes was $395,015 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $95,909 
Unrealized Depreciation   (7,089)
Net Unrealized Appreciation  $88,820 

 

These securities were 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, 2014, the aggregate value of these securities was $93, which rounds to zero percent 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.

 

Non-income producing.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
05/2012  4   Dropbox, Inc.  $36 
04/2014   2   Pure Storage, Inc. Preferred   37 

 

At September 30, 2014, the aggregate value of these securities was $93, which rounds to zero percent of total net assets.

 

Foreign Currency Contracts Outstanding at September 30, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Sell  10/01/2014  JPM  $39   $39   $   $ 
EUR  Buy  10/02/2014  GSC   151    151         
JPY  Buy  10/02/2014  BOA   235    234        (1)
JPY  Sell  10/01/2014  JPM   286    285    1     
SEK  Sell  10/01/2014  JPM   728    733        (5)
Total                     $1   $(6)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

  

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BOA Banc of America Securities LLC
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.
 
Currency Abbreviations:
AUD Australian Dollar
EUR EURO
JPY Japanese Yen
SEK Swedish Krona
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
REIT Real Estate Investment Trust

 

4
 

 

Hartford Global Growth HLS Fund

Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Diversification by Country

as of September 30, 2014

 

   Percentage of 
Country  Net Assets 
Belgium   2.4%
Brazil   0.5 
British Virgin Islands   0.0 
Canada   0.6 
China   4.1 
Denmark   1.7 
Finland   0.6 
France   1.7 
Germany   2.0 
Hong Kong   0.8 
India   0.5 
Ireland   0.5 
Israel   0.7 
Japan   4.0 
Mexico   0.5 
Spain   0.5 
Switzerland   4.2 
Taiwan   1.1 
United Kingdom   6.9 
United States   65.8 
Short-Term Investments   0.8 
Other Assets and Liabilities   0.1 
Total   100.0%

 

5
 

 

Hartford Global Growth HLS Fund 

Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components  $2,614   $2,614   $   $ 
Banks   9,948    2,548    7,400     
Capital Goods   32,013    17,939    14,074     
Commercial and Professional Services   2,774    2,774         
Consumer Durables and Apparel   10,288    3,879    6,409     
Consumer Services   15,159    8,419    6,740     
Diversified Financials   38,358    33,573    4,785     
Energy   17,309    17,309         
Food and Staples Retailing   11,091    7,886    3,205     
Food, Beverage and Tobacco   32,506    14,210    18,296     
Health Care Equipment and Services   5,988    5,988         
Insurance   26,407    13,739    12,668     
Materials   7,061    2,542    4,519     
Media   17,019    12,060    4,959     
Pharmaceuticals, Biotechnology and Life Sciences   68,907    41,518    27,389     
Real Estate   3,402    3,402         
Retailing   18,313    18,313         
Semiconductors and Semiconductor Equipment   10,435    3,247    7,188     
Software and Services   97,075    97,016        59 
Technology Hardware and Equipment   35,339    25,529    9,810     
Telecommunication Services   5,233    2,712    2,521     
Transportation   8,500    8,500         
Utilities   1,741        1,741     
Total   477,480    345,717    131,704    59 
Preferred Stocks   2,258        2,224    34 
Warrants   16    16         
Short-Term Investments   4,081        4,081     
Total  $483,835   $345,733   $138,009   $93 
Foreign Currency Contracts*  $1   $   $1   $ 
Total  $1   $   $1   $ 
Liabilities:                    
Foreign Currency Contracts*  $6   $   $6   $ 
Total  $6   $   $6   $ 

 

For the nine-month period ended September 30, 2014, investments valued at $3,131 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

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

 

6
 

 

Hartford Global Growth HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
December
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance as
of
September
30, 2014
 
Assets:                                             
Common Stocks  $   $   $22*  $   $37   $   $   $   $59 
Preferred Stocks           (4)†       38                34 
Total  $   $   $18   $   $75   $   $   $   $93 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $22.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $(4).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

7
 

 

 

Hartford Healthcare HLS Fund
Schedule of Investments
September 30, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 98.0%

     
     Biotechnology - 24.5%     
 23   Acorda Therapeutics, Inc. ●  $772 
 154   Alkermes plc ●   6,609 
 42   Alnylam Pharmaceuticals, Inc. ●   3,300 
 130   Anacor Pharmaceuticals, Inc. ●   3,192 
 572   Arena Pharmaceuticals, Inc. ●   2,395 
 201   BioCryst Pharmaceuticals, Inc. ●   1,965 
 8   Biogen Idec, Inc. ●   2,525 
 64   Cepheid, Inc. ●   2,818 
 25   Cubist Pharmaceuticals, Inc. ●   1,675 
 47   Exelixis, Inc. ●   72 
 29   Foundation Medicine, Inc. ●   545 
 182   Gilead Sciences, Inc. ●   19,352 
 131   Glycomimetics, Inc. ●   911 
 67   Incyte Corp. ●   3,270 
 43   Innate Pharma S.A. ●   419 
 127   Ironwood Pharmaceuticals, Inc. ●   1,648 
 3   Kite Pharma, Inc. ●   89 
 157   NPS Pharmaceuticals, Inc. ●   4,070 
 12   Otonomy, Inc. ●   279 
 21   Portola Pharmaceuticals, Inc. ●   537 
 29   PTC Therapeutics, Inc. ●   1,287 
 27   Regeneron Pharmaceuticals, Inc. ●   9,816 
 244   Rigel Pharmaceuticals, Inc. ●   473 
 36   Seattle Genetics, Inc. ●   1,348 
 92   Tesaro, Inc. ●   2,477 
 87   Tetraphase Pharmaceuticals, Inc. ●   1,736 
 20   Trevana, Inc. ●   130 
 2   Ultragenyx Pharmaceutical, Inc. ●   85 
 1   Versartis, Inc. ●   28 
 48   Vertex Pharmaceuticals, Inc. ●   5,403 
         79,226 
     Drug Retail - 2.8%     
 73   CVS Health Corp.   5,786 
 57   Walgreen Co.   3,359 
         9,145 
     Health Care Distributors - 5.2%     
 79   Cardinal Health, Inc.   5,937 
 57   McKesson Corp.   11,010 
         16,947 
     Health Care Equipment - 17.4%     
 126   Abbott Laboratories   5,220 
 62   AtriCure, Inc. ●   914 
 470   Boston Scientific Corp. ●   5,546 
 109   Covidien plc   9,422 
 132   Globus Medical, Inc. ●   2,592 
 26   Heartware International, Inc. ●   1,990 
 199   K2M Group Holdings, Inc. ●   2,877 
 133   Medtronic, Inc.   8,236 
 46   Ocular Therapeutix, Inc. ●   685 
 95   St. Jude Medical, Inc.   5,711 
 57   Stryker Corp.   4,620 
 27   T2 Biosystems, Inc. ●   487 
 122   Tornier N.V. ●   2,905 
 121   TriVascular Techonologies, Inc. ●   1,748 
 31   Zimmer Holdings, Inc.   3,159 
         56,112 
     Health Care Facilities - 5.5%     
 46   Acadia Healthcare Co., Inc. ●   2,234 
 117   HCA Holdings, Inc. ●   8,273 
 198   NMC Health plc   1,528 
 831   Phoenix Healthcare Group Co., Ltd.   1,319 
 276   Spire Healthcare Group plc ●   1,292 
 31   Universal Health Services, Inc. Class B   3,229 
         17,875 
     Health Care Services - 2.5%     
 84   Al Noor Hospitals Group   1,386 
 99   Envision Healthcare Holdings ●   3,439 
 43   Express Scripts Holding Co. ●   3,036 
 8   iKang Healthcare Group, Inc. ●   160 
         8,021 
     Health Care Supplies - 0.7%     
 50   Dentsply International, Inc.   2,270 
           
     Health Care Technology - 1.7%     
 140   Allscripts Healthcare Solutions, Inc. ●   1,884 
 12   athenahealth, Inc. ●   1,584 
 80   IMS Health Holdings, Inc. ●   2,103 
         5,571 
     Internet Software and Services - 0.3%     
 73   Everyday Health, Inc. ●   1,023 
           
     Life Sciences Tools and Services - 2.4%     
 43   Agilent Technologies, Inc.   2,474 
 14   Covance, Inc. ●   1,117 
 11   MorphoSys AG ●   1,122 
 24   Thermo Fisher Scientific, Inc.   2,894 
         7,607 
     Managed Health Care - 5.9%     
 112   Aetna, Inc.   9,041 
 68   CIGNA Corp.   6,208 
 68   Qualicorp S.A. ●   671 
 36   UnitedHealth Group, Inc.   3,101 
         19,021 
     Pharmaceuticals - 28.2%     
 69   Actavis plc ●   16,595 
 137   Aerie Pharmaceuticals, Inc. ●   2,828 
 37   Almirall S.A. ●   548 
 85   AstraZeneca plc ADR   6,051 
 363   Bristol-Myers Squibb Co.   18,597 
 123   Daiichi Sankyo Co., Ltd.   1,930 
 19   Dr. Reddy's Laboratories Ltd. ADR   1,012 
 48   Eisai Co., Ltd.   1,949 
 92   Eli Lilly & Co.   5,961 
 34   Hospira, Inc. ●   1,750 
 27   Johnson & Johnson   2,884 
 98   Medicines Co. ●   2,177 
 83   MediWound Ltd. ●   517 
 98   Merck & Co., Inc.   5,811 
 81   Mylan, Inc. ●   3,678 
 16   Ono Pharmaceutical Co., Ltd.   1,421 
 10   Salix Pharmaceuticals Ltd. ●   1,541 
 205   Shionogi & Co., Ltd.   4,713 
 86   Teva Pharmaceutical Industries Ltd. ADR   4,645 
 40   UCB S.A.   3,634 
 137   Xenoport, Inc. ●   736 
 61   Zoetis, Inc.   2,242 
         91,220 

 

1
 

 

Hartford Healthcare HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount     Market Value ╪ 
Common Stocks - 98.0% - (continued)        
     Research and Consulting Services - 0.9%         
 54   Quintiles Transnational Holdings ●      $3,030 
               
     Total Common Stocks         
     (Cost $213,952)       $317,068 
                
     Total Long-Term Investments          
     (Cost $213,952)       $317,068 
                
Short-Term Investments - 2.0%          
     Repurchase Agreements - 2.0%          
     Bank of America Merrill Lynch  TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $12, collateralized by U.S. Treasury
Note 0.63%, 2017, value of $13)
          
$12    0.001%, 9/30/14       $12 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $1,233, collateralized by FHLMC
2.40% - 4.50%, 2032 - 2044, FNMA 2.44% -
4.50%, 2026 - 2044,  value of $1,258)
          
 1,233    0.001%, 9/30/14        1,233 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $883,
collateralized by U.S. Treasury Bond 3.38% -
 11.25%, 2015 - 2044, U.S. Treasury Note 0.13%
- 4.63%, 2014 - 2024, value of $901)
          
 883    0.001%, 9/30/14        883 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $281,
collateralized by FHLMC 2.00% - 5.00%, 2023 -
2043, FNMA 2.00% - 3.50%, 2021 - 2042,  value
of $286)
          
 281    0.001%, 9/30/14        281 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $584,
collateralized by U.S. Treasury Note 2.38%,
2024, value of $595)
          
 584    0.01%, 9/30/14        584 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $1,020, collateralized by U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2021,
value of $1,040)
          
 1,020    0.001%, 9/30/14        1,020 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $215, collateralized by U.S. Treasury
Bond 4.75% - 6.75%, 2026 - 2041, U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2019,
value of $219)
          
 215    0.001%, 9/30/14        215 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $398,
collateralized by U.S. Treasury Bond 3.75%,
2043, U.S. Treasury Note 1.63% - 4.25%, 2014 -
2019, value of $406)
          
 398    0.001%, 9/30/14        398 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$1,831, collateralized by FHLMC 3.50% - 4.00%,
2026 - 2043, FNMA 2.50% - 5.00%, 2025 -
2044, U.S. Treasury Note 2.13%, 2021, value of
$1,868)
          
1,831   0.001%, 9/30/14       1,831 
              6,457 
     Total Short-Term Investments          
     (Cost $6,457)       $6,457 
                
     Total Investments          
    (Cost $220,409) ▲   100.0%  $323,525 
     Other Assets and Liabilities   %   57 
     Total Net Assets   100.0%  $323,582 

 

2
 

 

Hartford Healthcare HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.
 

 

At September 30, 2014, the cost of securities for federal income tax purposes was $221,926 and the aggregate gross unrealized appreciation and depreciation based on that cost were: 

 

Unrealized Appreciation  $108,005 
Unrealized Depreciation   (6,406)
Net Unrealized Appreciation  $101,599 

 

Non-income producing.

 

Foreign Currency Contracts Outstanding at September 30, 2014
 

                     Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty   Contract Amount   Market Value ╪   Asset   Liability 
GBP  Sell  10/02/2014   MSC   $6   $6   $   $ 
GBP  Sell  10/03/2014   UBS    16    16         
JPY  Sell  12/17/2014   JPM    5,059    4,920    139     
Total                       $139   $ 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
JPM JP Morgan Chase & Co.
MSC Morgan Stanley
UBS UBS AG
 
Currency Abbreviations:
GBP British Pound
JPY Japanese Yen
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association

 

Diversification by Sector
as of September 30, 2014
Sector   

Percentage of
Net Assets

 
Equity Securities     
Consumer Staples   2.8%
Health Care   94.0 
Industrials   0.9 
Information Technology   0.3 
Total   98.0%
Short-Term Investments   2.0 
Other Assets and Liabilities   0.0 
Total   100.0%
      
A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

3
 

 

Hartford Healthcare HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
September 30, 2014
 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $317,068   $300,013   $17,055   $ 
Short-Term Investments   6,457        6,457     
Total  $323,525   $300,013   $23,512   $ 
Foreign Currency Contracts *  $139   $   $139   $ 
Total  $139   $   $139   $ 

 

For the nine-month period ended September 30, 2014, investments valued at $1,932 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
    1) Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
    2) U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
    3) Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
* Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.
 

 

4
 

 

Hartford High Yield HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 0.0%     
     Finance and Insurance - 0.0%     
     Soundview NIM Trust     
$2,490    0.00%, 12/25/2036 ■●  $ 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $2,479)  $ 
           
Corporate Bonds - 91.7%     
     Administrative, Support, Waste Management and Remediation Services - 1.9%     
     Carlson Travel Holdings, Inc.     
$470   7.50%, 08/15/2019 ■  $475 
     Carlson Wagonlit B.V.     
 1,675   6.88%, 06/15/2019 ■   1,754 
     Casella Waste Systems, Inc.     
 1,665   7.75%, 02/15/2019   1,669 
     Equinix, Inc.     
 165   4.88%, 04/01/2020   163 
 2,050   7.00%, 07/15/2021   2,196 
     ServiceMaster (The) Co.     
 2,091   7.00%, 08/15/2020   2,175 
         8,432 
     Arts, Entertainment and Recreation - 6.0%     
     AMC Entertainment, Inc.     
 3,269   9.75%, 12/01/2020   3,600 
     CCO Holdings LLC     
 120   5.13%, 02/15/2023   115 
 95   5.25%, 09/30/2022   93 
 545   5.75%, 09/01/2023   542 
 4,042   7.38%, 06/01/2020   4,275 
     Cequel Communications Holdings I LLC     
 2,510   5.13%, 12/15/2021 ■   2,403 
     Emdeon, Inc.     
 1,640   11.00%, 12/31/2019   1,825 
     Gannett Co., Inc.     
 1,315   4.88%, 09/15/2021 ■   1,272 
 4,390   5.13%, 10/15/2019 ■   4,434 
 250   5.50%, 09/15/2024 ■   246 
     Gray Television, Inc.     
 2,966   7.50%, 10/01/2020   3,033 
     NBC Universal Enterprise     
 2,180   5.25%, 12/19/2049 ■   2,267 
     Sirius XM Radio, Inc.     
 860   4.25%, 05/15/2020 ■   823 
 2,420   4.63%, 05/15/2023 ■   2,251 
         27,179 
     Chemical Manufacturing - 2.5%     
     Hexion Specialty Chemicals     
 3,055   8.88%, 02/01/2018   3,113 
     Hexion U.S. Finance Corp.     
 1,245   6.63%, 04/15/2020   1,251 
     Ineos Group Holdings plc     
 4,860   5.88%, 02/15/2019 ■   4,787 
 2,040   6.13%, 08/15/2018 ■   2,035 
         11,186 
     Computer and Electronic Product Manufacturing - 3.2%     
     Alcatel-Lucent USA, Inc.     
 2,430   6.75%, 11/15/2020 ■   2,466 
     CDW Escrow Corp.     
 1,842   8.50%, 04/01/2019   1,953 
     CDW LLC / CDW Finance Corp.     
 1,780   6.00%, 08/15/2022   1,847 
     Freescale Semiconductor, Inc.     
 4,895   6.00%, 01/15/2022 ■   4,968 
     Lucent Technologies, Inc.     
 2,681   6.45%, 03/15/2029   2,527 
 765   6.50%, 01/15/2028   721 
         14,482 
     Construction - 5.4%     
     K Hovnanian Enterprises, Inc.     
 1,705   7.00%, 01/15/2019 ■   1,671 
 1,775   9.13%, 11/15/2020 ■   1,921 
     KB Home     
 2,206   7.50%, 09/15/2022   2,360 
 2,930   8.00%, 03/15/2020   3,223 
     Lennar Corp.     
 5,590   4.75%, 12/15/2017 - 11/15/2022   5,680 
     M/I Homes, Inc.     
 566   3.00%, 03/01/2018 β   570 
     MPH Acquisition Holdings LLC     
 1,785   6.63%, 04/01/2022 ■   1,803 
     Paragon Offshore Ltd.     
 3,510   6.75%, 07/15/2022 ■   2,966 
     Ply Gem Industries, Inc.     
 4,000   6.50%, 02/01/2022   3,800 
     Pulte Homes, Inc.     
 615   6.38%, 05/15/2033   614 
         24,608 
     Fabricated Metal Product Manufacturing - 0.7%     
     Entegris, Inc.     
 2,665   6.00%, 04/01/2022 ■   2,705 
     Masco Corp.     
 320   7.13%, 03/15/2020   368 
         3,073 
     Finance and Insurance - 9.3%     
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR3,600     7.00%, 12/29/2049 §   4,793 
     Barclays Bank plc     
 3,640   8.25%, 12/15/2018 ♠β   3,736 
     CIT Group, Inc.     
 2,261   5.25%, 03/15/2018   2,329 
     Credit Agricole S.A.     
 1,015   7.88%, 01/23/2024 ■♠   1,025 
     Credit Suisse Group AG     
 1,400   7.50%, 12/11/2023 ■♠   1,470 
     Nationstar Mortgage LLC     
 6,335   6.50%, 08/01/2018 - 07/01/2021   6,179 
     Nuveen Investments, Inc.     
 1,850   9.13%, 10/15/2017 ■   1,979 
     Provident Funding Associates L.P.     
 5,300   6.75%, 06/15/2021 ■   5,247 
     Royal Bank of Scotland Group plc     
 2,520   6.99%, 10/05/2017 ■♠   2,884 
 1,000   7.64%, 09/27/2017 ♠Δ   1,057 

 

1
 

 

Hartford High Yield HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 91.7% - (continued)     
     Finance and Insurance - 9.3% - (continued)     
     Societe Generale     
$1,355   6.00%, 01/27/2020 ■♠  $1,241 
 3,780   7.88%, 12/18/2023 ■♠   3,780 
 1,600   8.25%, 11/29/2018 §♠   1,645 
     SoftBank Corp.     
 2,825   4.50%, 04/15/2020 ■   2,818 
     TMX Finance LLC     
 1,750   8.50%, 09/15/2018 ■   1,741 
         41,924 
     Food Services - 1.2%     
     ARAMARK Corp.     
 3,825   5.75%, 03/15/2020 ‡   3,921 
     CEC Entertainment, Inc.     
 1,595   8.00%, 02/15/2022 ■   1,491 
         5,412 
     Health Care and Social Assistance - 9.9%     
     Alere, Inc.     
 2,340   6.50%, 06/15/2020   2,328 
     AmSurg Corp.     
 1,325   5.63%, 07/15/2022 ■   1,312 
     Biomet, Inc.     
 2,710   6.50%, 08/01/2020 - 10/01/2020   2,860 
     Community Health Systems, Inc.     
 2,076   5.13%, 08/15/2018   2,133 
 5,080   6.88%, 02/01/2022 ■   5,283 
 2,935   7.13%, 07/15/2020   3,111 
     Cubist Pharmaceuticals     
 707   1.88%, 09/01/2020 β   787 
     Envision Healthcare Corp.     
 1,040   5.13%, 07/01/2022 ■   1,024 
     Grifols Worldwide Operations Ltd.     
 1,155   5.25%, 04/01/2022 ■   1,141 
     HCA Holdings, Inc.     
 1,835   6.25%, 02/15/2021   1,918 
 5,919   7.50%, 11/15/2095   5,564 
     InVentiv Health, Inc.     
 730   9.00%, 01/15/2018 ■   757 
     Pinnacle Merger Sub, Inc.     
 3,180   9.50%, 10/01/2023 ■   3,466 
     Salix Pharmaceuticals Ltd.     
 4,500   6.00%, 01/15/2021 ■   4,871 
     Savient Pharmaceuticals, Inc.     
 3,885   0.00%, 02/01/2018 Ω   5 
     Tenet Healthcare Corp.     
 3,030   5.00%, 03/01/2019 ■   2,992 
 3,425   8.13%, 04/01/2022   3,759 
     Wellcare Health Plans, Inc.     
 1,255   5.75%, 11/15/2020   1,277 
         44,588 
     Information - 22.2%     
     Activision Blizzard, Inc.     
 6,152   5.63%, 09/15/2021 ■   6,398 
 910   6.13%, 09/15/2023 ■   967 
     Altice Financing S.A.     
 885   6.50%, 01/15/2022 ■   907 
 1,500   7.88%, 12/15/2019 ■   1,599 
 295   8.13%, 01/15/2024 ■   316 
 1,080   9.88%, 12/15/2020 ■   1,210 
     Audatex North America, Inc.     
 3,440   6.00%, 06/15/2021 ■   3,526 
     DISH DBS Corp.     
 2,170   5.00%, 03/15/2023   2,082 
 3,725   5.88%, 07/15/2022   3,799 
 945   6.75%, 06/01/2021   1,016 
 3,861   7.88%, 09/01/2019   4,363 
     First Data Corp.     
 1,169   6.75%, 11/01/2020 ■   1,239 
 2,895   7.38%, 06/15/2019 ■   3,047 
 4,130   8.25%, 01/15/2021 ■   4,378 
 515   14.50%, 09/24/2019 ■Þ   541 
     Infor Software Parent LLC     
 3,710   7.13%, 05/01/2021 ■   3,673 
     Infor US, Inc.     
 1,890   9.38%, 04/01/2019   2,041 
     Intelsat Jackson Holdings S.A.     
 2,330   6.63%, 12/15/2022   2,353 
     Intelsat Luxembourg S.A.     
 695   6.75%, 06/01/2018   714 
 6,550   7.75%, 06/01/2021   6,673 
     Level 3 Escrow, Inc.     
 2,515   5.38%, 08/15/2022 ■   2,477 
     Level 3 Financing, Inc.     
 970   6.13%, 01/15/2021 ■   999 
     MetroPCS Wireless, Inc.     
 1,425   6.63%, 11/15/2020   1,464 
     Sprint Communications, Inc.     
 507   7.00%, 03/01/2020 ■   555 
 6,120   7.25%, 09/15/2021 ■   6,372 
 5,715   7.88%, 09/15/2023 ■   6,058 
 3,092   9.00%, 11/15/2018 ■   3,571 
     Syniverse Holdings, Inc.     
 3,470   9.13%, 01/15/2019   3,643 
     T-Mobile USA, Inc.     
 330   6.13%, 01/15/2022   332 
 2,490   6.46%, 04/28/2019   2,587 
 490   6.50%, 01/15/2024   496 
 1,030   6.63%, 04/28/2021   1,056 
 2,865   6.73%, 04/28/2022   2,929 
 405   6.84%, 04/28/2023   416 
     Unitymedia Hessen GmbH & Co.     
 2,555   5.50%, 01/15/2023 ■   2,581 
     UPCB Finance III Ltd.     
 1,768   6.63%, 07/01/2020 ■   1,848 
     UPCB Finance VI Ltd.     
 1,845   6.88%, 01/15/2022 ■   1,970 
     Verint Systems, Inc.     
 1,101   1.50%, 06/01/2021 β   1,194 
     Videotron Ltd.     
 249   9.13%, 04/15/2018   257 
     Wind Acquisition Finance S.A.     
EUR3,565     4.00%, 07/15/2020 ■   4,441 
 1,145   6.50%, 04/30/2020 ■   1,194 
     Windstream Corp.     
 2,820   7.50%, 04/01/2023   2,890 
         100,172 

 

2
 

 

Hartford High Yield HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 91.7% - (continued)     
     Machinery Manufacturing - 1.1%     
     Case New Holland Industrial, Inc.     
$4,301   7.88%, 12/01/2017  $4,779 
           
     Mining - 2.9%     
     AK Steel Corp.     
 5,080   7.63%, 05/15/2020 - 10/01/2021   4,977 
 1,285   8.38%, 04/01/2022   1,285 
     FMG Resources Aug 2006     
 4,445   6.88%, 04/01/2022 ■   4,523 
     Steel Dynamics, Inc.     
 1,030   5.13%, 10/01/2021 ■   1,045 
 1,130   5.50%, 10/01/2024 ■   1,136 
         12,966 
     Miscellaneous Manufacturing - 0.9%     
     BE Aerospace, Inc.     
 1,286   5.25%, 04/01/2022   1,386 
     DigitalGlobe, Inc.     
 2,945   5.25%, 02/01/2021 ■   2,827 
         4,213 
     Motor Vehicle and Parts Manufacturing - 1.9%     
     Chrysler Group LLC     
 2,095   8.00%, 06/15/2019   2,223 
 3,085   8.25%, 06/15/2021   3,363 
     General Motors Co.     
 2,510   4.88%, 10/02/2023   2,654 
 335   6.25%, 10/02/2043   392 
         8,632 
     Nonmetallic Mineral Product Manufacturing - 1.8%     
     Ardagh Finance Holdings S.A.     
 1,185   8.63%, 06/15/2019 ■   1,191 
     Ardagh Packaging Finance plc     
 2,065   6.00%, 06/30/2021 ■   1,982 
 278   7.00%, 11/15/2020 ■   281 
 511   9.13%, 10/15/2020 ■   553 
     Cemex Finance LLC     
 2,580   6.00%, 04/01/2024 ■   2,573 
     Cemex S.A.B de C.V.     
 1,800   5.70%, 01/11/2025 ■   1,734 
         8,314 
     Other Services - 2.4%     
     Abengoa Finance     
EUR1,050     6.00%, 03/31/2021 §   1,328 
EUR855     6.00%, 03/31/2021 ■   1,082 
 2,255   7.75%, 02/01/2020 ■   2,424 
     Abengoa Greenfield S.A.     
 2,310   6.50%, 10/01/2019 ■   2,299 
     Service Corp. International     
 3,415   7.63%, 10/01/2018   3,859 
         10,992 
     Petroleum and Coal Products Manufacturing - 5.8%     
     Antero Resources Finance Corp.     
 2,700   6.00%, 12/01/2020   2,754 
     Bonanza Creek Energy, Inc.     
 1,940   6.75%, 04/15/2021   1,998 
     Cobalt International Energy, Inc.     
 1,790   2.63%, 12/01/2019 β   1,482 
     Concho Resources, Inc.     
 1,020   5.50%, 10/01/2022   1,051 
     Diamondback Energy, Inc.     
2,485   7.63%, 10/01/2021 ■   2,678 
     Everest Acquisition LLC     
 3,052   9.38%, 05/01/2020   3,327 
     Harvest Operations Corp.     
 990   6.88%, 10/01/2017   1,032 
     Range Resources Corp.     
 500   5.00%, 08/15/2022   511 
     Rosetta Resources, Inc.     
 1,875   5.63%, 05/01/2021   1,828 
 1,860   5.88%, 06/01/2022   1,853 
     Seadrill Ltd.     
 1,595   6.13%, 09/15/2017 ■   1,589 
     Tullow Oil plc     
 1,725   6.00%, 11/01/2020 ■   1,725 
 2,865   6.25%, 04/15/2022 ■   2,800 
     WPX Energy, Inc.     
 1,185   5.25%, 09/15/2024   1,149 
 500   6.00%, 01/15/2022   516 
         26,293 
     Pipeline Transportation - 1.3%     
     Energy Transfer Equity L.P.     
 2,588   7.50%, 10/15/2020   2,879 
     Kinder Morgan Finance Co.     
 2,545   6.00%, 01/15/2018 ■   2,771 
         5,650 
     Plastics and Rubber Products Manufacturing - 0.9%     
     Associated Materials LLC     
 1,005   9.13%, 11/01/2017   985 
     Nortek, Inc.     
 2,785   8.50%, 04/15/2021   2,994 
         3,979 
     Primary Metal Manufacturing - 0.9%     
     Constellium N.V.     
 535   5.75%, 05/15/2024 ■   535 
     United States Steel Corp.     
 3,026   7.38%, 04/01/2020   3,359 
         3,894 
     Printing and Related Support Activities - 0.5%     
     Quad Graphics, Inc.     
 2,385   7.00%, 05/01/2022 ■   2,305 
           
     Professional, Scientific and Technical Services - 1.4%     
     Getty Images, Inc.     
 3,440   7.00%, 10/15/2020 ■   2,537 
     SunGard Data Systems, Inc.     
 490   6.63%, 11/01/2019   490 
 1,808   7.38%, 11/15/2018   1,862 
 1,520   7.63%, 11/15/2020   1,589 
         6,478 
     Real Estate, Rental and Leasing - 2.4%     
     International Lease Finance Corp.     
 8,421   5.88%, 04/01/2019 - 08/15/2022   8,955 
 1,720   6.25%, 05/15/2019   1,843 
         10,798 
     Retail Trade - 2.6%     
     99 Cents Only Stores     
 2,260   11.00%, 12/15/2019   2,452 

 

3
 

 

Hartford High Yield HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬     Market Value ╪ 
Corporate Bonds - 91.7% - (continued)           
     Retail Trade - 2.6% - (continued)         
     GRD Holding III Corp.         
$3,095   10.75%, 06/01/2019 ■      $3,412 
     Michaels Stores, Inc.         
 1,735   5.88%, 12/15/2020 ■       1,726 
     Party City Holdings, Inc.          
 1,080   8.88%, 08/01/2020        1,167 
     PC Nextco Holdings LLC/PC Nextco Finance, Inc.          
 2,995   8.75%, 08/15/2019        3,010 
              11,767 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.5%          
     Sun Products Corp.          
 2,885   7.75%, 03/15/2021 ■        2,207 
                
     Utilities - 1.4%          
     Dolphin Subsidiary II, Inc.          
 3,800   7.25%, 10/15/2021        3,923 
     GenOn Americas Generation LLC          
 1,185   9.13%, 05/01/2031        1,084 
     Texas Competitive Electric Holdings Co. LLC          
 1,640   11.50%, 10/01/2020 ■Ϫ        1,374 
              6,381 
     Wholesale Trade - 0.7%          
     Dynegy, Inc.          
 835   5.88%, 06/01/2023        778 
     J.M. Huber Corp.          
 2,290   9.88%, 11/01/2019 ■        2,565 
              3,343 
     Total Corporate Bonds          
     (Cost $410,982)       $414,047 
                
Senior Floating Rate Interests ♦ - 5.4%          
     Computer and Electronic Product Manufacturing - 0.5%          
     Freescale Semiconductor, Inc.          
$2,030   5.00%, 01/15/2021       $2,020 
                
     Finance and Insurance - 1.0%          
     Asurion LLC          
 1,110   4.25%, 07/08/2020 ☼        1,091 
 2,444   5.00%, 05/24/2019        2,430 
 945   8.50%, 03/03/2021        954 
              4,475 
     Health Care and Social Assistance - 0.2%          
     AmSurg Corp.          
 1,102   3.75%, 07/16/2021        1,090 
                
     Mining - 0.5%          
     Arch Coal, Inc.          
 2,613   6.25%, 05/16/2018        2,389 
                
     Other Services - 1.4%          
     Gardner Denver, Inc.          
 2,992   4.25%, 07/30/2020        2,930 
     Rexnord LLC          
 3,653   4.00%, 08/21/2020        3,590 
              6,520 
     Retail Trade - 0.8%         
     Lands' End, Inc.         
 1,393   4.25%, 04/04/2021       1,374 
     Neiman Marcus (The) Group, Inc.         
 2,204   4.25%, 10/25/2020        2,163 
              3,537 
     Utilities - 1.0%          
     Calpine Corp.          
 511   4.00%, 10/31/2020        505 
     Texas Competitive Electric Holdings Co. LLC          
 5,425   4.65%, 10/10/2017 Ψ        4,008 
              4,513 
     Total Senior Floating Rate Interests          
     (Cost $24,690)       $24,544 
                
Common Stocks - 0.3%          
     Energy - 0.3%          
 206,275   KCA Deutag ⌂●†       $1,439 
                
     Total Common Stocks          
     (Cost $2,795)       $1,439 
                
Preferred Stocks - 1.4%          
     Diversified Financials - 1.0%          
 1   Citigroup Capital XIII       $34 
 171   GMAC Capital Trust I β        4,542 
              4,576 
     Telecommunication Services - 0.4%          
 36   Intelsat S.A., 5.75%  β        1,707 
                
     Total Preferred Stocks          
     (Cost $5,938)       $6,283 
                
     Total Long-Term Investments          
     (Cost $446,884)       $446,313 
                
     Total Investments          
     (Cost $446,884) ▲   98.8%  $446,313 
     Other Assets and Liabilities   1.2%   5,236 
     Total Net Assets   100.0%  $451,549 

 

4
 

 

Hartford High Yield HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $447,022 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $11,758 
Unrealized Depreciation   (12,467)
Net Unrealized Depreciation  $(709)

 

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, 2014, the aggregate value of these securities was $1,439, which represents 0.3% of total net assets.
   
Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
   
Ψ The company is in bankruptcy. The investment held by the Fund is current with respect to interest payments.
   
Ϫ The company is in bankruptcy. The investment held by the Fund has made partial interest payments.
   
Ω Debt security in default due to bankruptcy.
   
Δ Variable rate securities; the rate reported is the coupon rate in effect at September 30, 2014.
   
Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of September 30, 2014.
   
Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities was $197,510, which represents 43.7% of total net assets.
   
§ These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities was $7,766, which represents 1.7% of total net assets.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
03/2011   206,275   KCA Deutag  $2,795 

 

  At September 30, 2014, the aggregate value of these securities was $1,439, which represents 0.3% of total net assets.

 

β Convertible security.
   
Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
   
Þ This security may pay interest in additional principal instead of cash.
   
This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1,155 at September 30, 2014.
   
This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.
   
All principal amounts are in U.S. dollars unless otherwise indicated.

 

5
 

 

Hartford High Yield HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Foreign Currency Contracts Outstanding at September 30, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Sell  10/31/2014  JPM  $11,853   $11,701   $152   $ 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
JPM JP Morgan Chase & Co.
 
Currency Abbreviations:
EUR EURO
 
Other Abbreviations:
LIBOR London Interbank Offered Rate

 

Credit Exposure

as of September 30, 2014

 

Credit Rating *   

Percentage of
Net Assets

 
Baa/ BBB   0.9%
Ba/ BB   27.6 
B   44.2 
Caa/ CCC or Lower   22.4 
Not Rated   2.0 
Non-Debt Securities and Other Short-Term Instruments   1.7 
Other Assets and Liabilities   1.2 
Total   100.0%

 

* Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

6
 

 

Hartford High Yield HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities  $   $   $   $ 
Common Stocks ‡   1,439            1,439 
Corporate Bonds   414,047        414,047     
Preferred Stocks   6,283    6,283         
Senior Floating Rate Interests   24,544        24,544     
Total  $446,313   $6,283   $438,591   $1,439 
Foreign Currency Contracts *  $152   $   $152   $ 
Total  $152   $   $152   $ 

 

For the nine-month period ended September 30, 2014, there were no transfers between Level 1 and Level 2.  
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
* Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
December
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance as
of
September
30, 2014
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $   $     $   $   $   $   $   $ 
Common Stocks   1,526    (17)   (70)†                       1,439 
Preferred Stocks   160    (160)                            
Total  $1,686   $(177)  $(70)  $   $   $   $   $   $1,439 

 

* Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was zero.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $(70).

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

7
 

 

Hartford Index HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.3%
     Automobiles and Components - 1.0%     
 16   BorgWarner, Inc.  $825 
 20   Delphi Automotive plc   1,242 
 264   Ford Motor Co.   3,907 
 92   General Motors Co.   2,937 
 19   Goodyear (The) Tire & Rubber Co.   420 
 15   Harley-Davidson, Inc.   861 
 45   Johnson Controls, Inc.   1,996 
         12,188 
     Banks - 2.9%     
 49   BB&T Corp.   1,811 
 12   Comerica, Inc.   609 
 56   Fifth Third Bancorp   1,131 
 34   Hudson City Bancorp, Inc.   330 
 56   Huntington Bancshares, Inc.   543 
 60   KeyCorp   802 
 9   M&T Bank Corp.   1,096 
 21   People's United Financial, Inc.   306 
 37   PNC Financial Services Group, Inc.   3,143 
 96   Regions Financial Corp.   961 
 36   SunTrust Banks, Inc.   1,380 
 122   US Bancorp   5,121 
 323   Wells Fargo & Co.   16,761 
 14   Zions Bancorporation   410 
         34,404 
     Capital Goods - 7.5%     
 44   3M Co.   6,249 
 17   AMETEK, Inc.   839 
 46   Boeing Co.   5,816 
 43   Caterpillar, Inc.   4,237 
 12   Cummins, Inc.   1,538 
 42   Danaher Corp.   3,156 
 24   Deere & Co.   1,992 
 11   Dover Corp.   910 
 32   Eaton Corp. plc   2,051 
 47   Emerson Electric Co.   2,969 
 19   Fastenal Co.   834 
 9   Flowserve Corp.   657 
 11   Fluor Corp.   711 
 22   General Dynamics Corp.   2,738 
 683   General Electric Co.   17,511 
 53   Honeywell International, Inc.   4,961 
 25   Illinois Tool Works, Inc.   2,101 
 18   Ingersoll-Rand plc   1,031 
 9   Jacobs Engineering Group, Inc. ●   443 
 7   Joy Global, Inc.   369 
 6   L-3 Communications Holdings, Inc.   698 
 18   Lockheed Martin Corp.   3,353 
 24   Masco Corp.   585 
 14   Northrop Grumman Corp.   1,859 
 24   PACCAR, Inc.   1,378 
 7   Pall Corp.   608 
 10   Parker-Hannifin Corp.   1,157 
 13   Pentair plc   856 
 10   Precision Castparts Corp.   2,321 
 15   Quanta Services, Inc. ●   530 
 21   Raytheon Co.   2,150 
 9   Rockwell Automation, Inc.   1,024 
 9   Rockwell Collins, Inc.   717 
 7   Roper Industries, Inc.   985 
 4   Snap-On, Inc.   471 
 11   Stanley Black & Decker, Inc.   943 
 19   Textron, Inc.   688 
 7   United Rentals, Inc. ●   722 
 58   United Technologies Corp.   6,121 
 4   W.W. Grainger, Inc.   1,048 
 13   Xylem, Inc.   446 
         89,773 
     Commercial and Professional Services - 0.7%     
 12   ADT (The) Corp.   430 
 6   Avery Dennison Corp.   286 
 6   Cintas Corp.   453 
 2   Dun & Bradstreet Corp.   282 
 8   Equifax, Inc.   615 
 12   Iron Mountain, Inc.   381 
 21   Nielsen N.V.   922 
 14   Pitney Bowes, Inc.   341 
 17   Republic Services, Inc.   674 
 9   Robert Half International, Inc.   455 
 6   Stericycle, Inc. ●   652 
 30   Tyco International Ltd.   1,347 
 30   Waste Management, Inc.   1,409 
         8,247 
     Consumer Durables and Apparel - 1.3%     
 19   Coach, Inc.   671 
 22   D.R. Horton, Inc.   461 
 3   Fossil Group, Inc. ●   301 
 8   Garmin Ltd.   429 
 5   Harman International Industries, Inc.   452 
 8   Hasbro, Inc.   426 
 9   Leggett & Platt, Inc.   327 
 12   Lennar Corp.   473 
 23   Mattel, Inc.   706 
 14   Michael Kors Holdings Ltd. ●   999 
 4   Mohawk Industries, Inc. ●   566 
 19   Newell Rubbermaid, Inc.   639 
 48   NIKE, Inc. Class B   4,277 
 23   Pulte Group, Inc.   404 
 6   PVH Corp.   678 
 4   Ralph Lauren Corp.   690 
 11   Under Armour, Inc. Class A ●   781 
 23   V.F. Corp.   1,550 
 5   Whirlpool Corp.   774 
         15,604 
     Consumer Services - 1.7%     
 31   Carnival Corp.   1,241 
 2   Chipotle Mexican Grill, Inc. ●   1,407 
 9   Darden Restaurants, Inc.   468 
 19   H & R Block, Inc.   582 
 15   Marriott International, Inc. Class A   1,034 
 67   McDonald's Corp.   6,331 
 51   Starbucks Corp.   3,862 
 13   Starwood Hotels & Resorts, Inc.   1,096 
 8   Wyndham Worldwide Corp.   690 
 6   Wynn Resorts Ltd.   1,034 
 30   Yum! Brands, Inc.   2,157 
         19,902 
     Diversified Financials - 6.8%     
 4   Affiliated Managers Group, Inc. ●   761 
 61   American Express Co.   5,360 
 13   Ameriprise Financial, Inc.   1,603 

 

1
 

  

Hartford Index HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.3% - (continued)    
     Diversified Financials - 6.8% - (continued)     
 717   Bank of America Corp.  $12,216 
 77   Bank of New York Mellon Corp.   2,986 
 9   BlackRock, Inc.   2,813 
 38   Capital One Financial Corp.   3,109 
 78   Charles Schwab Corp.   2,298 
 207   Citigroup, Inc.   10,711 
 22   CME Group, Inc.   1,730 
 31   Discover Financial Services   2,020 
 20   E*Trade Financial Corp. ●   450 
 27   Franklin Resources, Inc.   1,459 
 28   Goldman Sachs Group, Inc.   5,122 
 8   Intercontinental Exchange, Inc.   1,515 
 29   Invesco Ltd.   1,162 
 256   JP Morgan Chase & Co.   15,425 
 7   Legg Mason, Inc.   360 
 22   Leucadia National Corp.   514 
 13   Moody's Corp.   1,187 
 104   Morgan Stanley   3,609 
 8   Nasdaq OMX Group, Inc.   341 
 28   Navient Corp.   496 
 15   Northern Trust Corp.   1,011 
 29   State Street Corp.   2,125 
 18   T. Rowe Price Group, Inc.   1,400 
         81,783 
     Energy - 9.6%     
 35   Anadarko Petroleum Corp.   3,507 
 26   Apache Corp.   2,451 
 30   Baker Hughes, Inc.   1,921 
 28   Cabot Oil & Gas Corp.   929 
 14   Cameron International Corp. ●   912 
 36   Chesapeake Energy Corp.   819 
 129   Chevron Corp.   15,418 
 6   Cimarex Energy Co.   747 
 84   ConocoPhillips Holding Co.   6,399 
 16   Consol Energy, Inc.   595 
 24   Denbury Resources, Inc.   362 
 26   Devon Energy Corp.   1,787 
 5   Diamond Offshore Drilling, Inc.   159 
 16   Ensco plc   659 
 37   EOG Resources, Inc.   3,689 
 10   EQT Corp.   947 
 290   Exxon Mobil Corp.   27,296 
 16   FMC Technologies, Inc. ●   858 
 58   Halliburton Co.   3,732 
 7   Helmerich & Payne, Inc.   713 
 18   Hess Corp.   1,679 
 45   Kinder Morgan, Inc.   1,724 
 46   Marathon Oil Corp.   1,728 
 19   Marathon Petroleum Corp.   1,633 
 11   Murphy Oil Corp.   647 
 20   Nabors Industries Ltd.   451 
 29   National Oilwell Varco, Inc.   2,225 
 9   Newfield Exploration Co. ●   347 
 17   Noble Corp. plc   386 
 25   Noble Energy, Inc.   1,676 
 53   Occidental Petroleum Corp.   5,098 
 38   Phillips 66   3,091 
 10   Pioneer Natural Resources Co.   1,928 
 11   QEP Resources, Inc.   351 
 11   Range Resources Corp.   777 

 88   Schlumberger Ltd.  8,970 
 24   Southwestern Energy Co. ●   838 
 46   Spectra Energy Corp.   1,793 
 9   Tesoro Corp.   532 
 23   Transocean, Inc.   750 
 36   Valero Energy Corp.   1,661 
 46   Williams Cos., Inc.   2,538 
         114,723 
     Food and Staples Retailing - 2.2%     
 30   Costco Wholesale Corp.   3,732 
 79   CVS Health Corp.   6,272 
 33   Kroger (The) Co.   1,724 
 16   Safeway, Inc.   546 
 40   Sysco Corp.   1,520 
 60   Walgreen Co.   3,556 
 107   Wal-Mart Stores, Inc.   8,210 
 25   Whole Foods Market, Inc.   936 
         26,496 
     Food, Beverage and Tobacco - 5.2%     
 135   Altria Group, Inc.   6,199 
 44   Archer-Daniels-Midland Co.   2,249 
 11   Brown-Forman Corp.   968 
 12   Campbell Soup Co.   513 
 269   Coca-Cola Co.   11,465 
 15   Coca-Cola Enterprises, Inc.   677 
 29   ConAgra Foods, Inc.   953 
 11   Constellation Brands, Inc. Class A ●   989 
 13   Dr. Pepper Snapple Group   846 
 42   General Mills, Inc.   2,103 
 10   Hershey Co.   971 
 9   Hormel Foods Corp.   468 
 7   J.M. Smucker Co.   689 
 17   Kellogg Co.   1,069 
 8   Keurig Green Mountain, Inc.   1,080 
 40   Kraft Foods Group, Inc.   2,275 
 24   Lorillard, Inc.   1,465 
 9   McCormick & Co., Inc.   590 
 14   Mead Johnson Nutrition Co.   1,319 
 11   Molson Coors Brewing Co.   810 
 115   Mondelez International, Inc.   3,938 
 10   Monster Beverage Corp. ●   898 
 103   PepsiCo, Inc.   9,543 
 106   Philip Morris International, Inc.   8,859 
 21   Reynolds American, Inc.   1,240 
 20   Tyson Foods, Inc. Class A   783 
         62,959 
     Health Care Equipment and Services - 4.3%     
 102   Abbott Laboratories   4,259 
 24   Aetna, Inc.   1,955 
 14   AmerisourceBergen Corp.   1,118 
 5   Bard (C.R.), Inc.   715 
 37   Baxter International, Inc.   2,643 
 13   Becton, Dickinson & Co.   1,479 
 91   Boston Scientific Corp. ●   1,075 
 23   Cardinal Health, Inc.   1,714 
 14   CareFusion Corp. ●   627 
 21   Cerner Corp. ●   1,231 
 18   CIGNA Corp.   1,641 
 31   Covidien plc   2,662 
 12   DaVita HealthCare Partners, Inc. ●   851 

 

2
 

 

Hartford Index HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.3% - (continued) 
     Health Care Equipment and Services - 4.3% - (continued)     
 10   Dentsply International, Inc.  $437 
 7   Edwards Lifesciences Corp. ●   736 
 51   Express Scripts Holding Co. ●   3,583 
 10   Humana, Inc.   1,368 
 2   Intuitive Surgical, Inc. ●   1,133 
 6   Laboratory Corp. of America Holdings ●   580 
 16   McKesson Corp.   3,070 
 67   Medtronic, Inc.   4,132 
 6   Patterson Cos., Inc.   236 
 10   Quest Diagnostics, Inc.   599 
 19   St. Jude Medical, Inc.   1,166 
 20   Stryker Corp.   1,646 
 7   Tenet Healthcare Corp. ●   399 
 66   UnitedHealth Group, Inc.   5,702 
 6   Universal Health Services, Inc. Class B   648 
 7   Varian Medical Systems, Inc. ●   557 
 19   Wellpoint, Inc.   2,231 
 12   Zimmer Holdings, Inc.   1,161 
         51,354 
     Household and Personal Products - 2.0%     
 30   Avon Products, Inc.   377 
 9   Clorox Co.   834 
 58   Colgate-Palmolive Co.   3,807 
 15   Estee Lauder Co., Inc.   1,145 
 25   Kimberly-Clark Corp.   2,726 
 184   Procter & Gamble Co.   15,441 
         24,330 
     Insurance - 4.2%     
 23   ACE Ltd.   2,444 
 34   Aflac, Inc.   1,957 
 31   Allstate (The) Corp.   1,897 
 98   American International Group, Inc.   5,319 
 20   Aon plc   1,735 
 5   Assurant, Inc.   339 
 124   Berkshire Hathaway, Inc. Class B ●   17,150 
 16   Chubb Corp.   1,503 
 10   Cincinnati Financial Corp.   478 
 36   Genworth Financial, Inc. ●   475 
 20   Lincoln National Corp.   1,049 
 21   Loews Corp.   872 
 37   Marsh & McLennan Cos., Inc.   1,939 
 79   MetLife, Inc.   4,219 
 19   Principal Financial Group, Inc.   975 
 37   Progressive Corp.   938 
 31   Prudential Financial, Inc.   2,769 
 12   Torchmark Corp.   633 
 23   Travelers Cos., Inc.   2,175 
 22   Unum Group   753 
 19   XL Group plc   642 
         50,261 
     Materials - 3.4%     
 13   Air Products & Chemicals, Inc.   1,698 
 4   Airgas, Inc.   495 
 81   Alcoa, Inc.   1,299 
 8   Allegheny Technologies, Inc.   281 
 9   Ball Corp.   574 
 7   Bemis Co., Inc.   255 
 3   CF Industries Holdings, Inc.   951 
 76   Dow Chemical Co.   4,011 
 62   E.I. DuPont de Nemours & Co.   4,470 
 10   Eastman Chemical Co.   810 
 18   Ecolab, Inc.   2,094 
 9   FMC Corp.   517 
 71   Freeport-McMoRan, Inc.   2,309 
 5   International Flavors & Fragrances, Inc.   525 
 29   International Paper Co.   1,392 
 29   LyondellBasell Industries Class A   3,140 
 4   Martin Marietta Materials, Inc.   542 
 12   MeadWestvaco Corp.   476 
 36   Monsanto Co.   4,021 
 22   Mosaic Co.   971 
 34   Newmont Mining Corp.   783 
 22   Nucor Corp.   1,181 
 11   Owens-Illinois, Inc. ●   286 
 9   PPG Industries, Inc.   1,846 
 20   Praxair, Inc.   2,559 
 15   Sealed Air Corp.   507 
 6   Sherwin-Williams Co.   1,229 
 8   Sigma-Aldrich Corp.   1,096 
 9   Vulcan Materials Co.   540 
         40,858 
     Media - 3.6%     
 15   Cablevision Systems Corp.   256 
 33   CBS Corp. Class B   1,776 
 176   Comcast Corp. Class A   9,478 
 34   DirecTV ●   2,941 
 10   Discovery Communications, Inc. ●   373 
 19   Discovery Communications, Inc. Series C ●   704 
 16   Gannett Co., Inc.   463 
 29   Interpublic Group of Cos., Inc.   527 
 18   McGraw Hill Financial, Inc.   1,557 
 35   News Corp. Class A ●   574 
 17   Omnicom Group, Inc.   1,174 
 7   Scripps Networks Interactive Class A   547 
 19   Time Warner Cable, Inc.   2,724 
 58   Time Warner, Inc.   4,380 
 128   Twenty-First Century Fox, Inc.   4,401 
 26   Viacom, Inc. Class B   1,984 
 108   Walt Disney Co.   9,572 
         43,431 
     Pharmaceuticals, Biotechnology and Life Sciences - 9.5%     
 108   AbbVie, Inc.   6,258 
 18   Actavis plc ●   4,349 
 23   Agilent Technologies, Inc.   1,295 
 14   Alexion Pharmaceuticals, Inc. ●   2,239 
 20   Allergan, Inc.   3,614 
 52   Amgen, Inc.   7,264 
 16   Biogen Idec, Inc. ●   5,312 
 113   Bristol-Myers Squibb Co.   5,780 
 54   Celgene Corp. ●   5,156 
 67   Eli Lilly & Co.   4,346 
 103   Gilead Sciences, Inc. ●   10,951 
 11   Hospira, Inc. ●   596 
 192   Johnson & Johnson   20,460 
 8   Mallinckrodt plc ●   694 
 196   Merck & Co., Inc.   11,644 
 25   Mylan, Inc. ●   1,158 
 8   PerkinElmer, Inc.   335 
 9   Perrigo Co. plc   1,364 
 432   Pfizer, Inc.   12,769 

 

3
 

  

Hartford Index HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.3% - (continued) 
     Pharmaceuticals, Biotechnology and Life Sciences - 9.5% - (continued)     
 5   Regeneron Pharmaceuticals, Inc. ●  $1,821 
 27   Thermo Fisher Scientific, Inc.   3,297 
 16   Vertex Pharmaceuticals, Inc. ●   1,831 
 6   Waters Corp. ●   560 
 34   Zoetis, Inc.   1,262 
         114,355 
     Real Estate - 2.0%     
 27   American Tower Corp. REIT   2,507 
 10   Apartment Investment & Management Co. Class A REIT   320 
 9   AvalonBay Communities, Inc. REIT   1,251 
 10   Boston Properties, Inc. REIT   1,204 
 19   CBRE Group, Inc. ●   562 
 25   Equity Residential Properties Trust REIT   1,520 
 4   Essex Property Trust, Inc. REIT   769 
 43   General Growth Properties, Inc. REIT   1,010 
 31   HCP, Inc. REIT   1,239 
 22   Health Care REIT, Inc.   1,383 
 52   Host Hotels & Resorts, Inc. REIT   1,107 
 29   Kimco Realty Corp. REIT   627 
 10   Macerich Co. REIT   622 
 12   Plum Creek Timber Co., Inc. REIT   471 
 34   ProLogis L.P. REIT   1,291 
 10   Public Storage REIT   1,629 
 21   Simon Property Group, Inc. REIT   3,468 
 20   Ventas, Inc. REIT   1,234 
 12   Vornado Realty Trust REIT   1,195 
 36   Weyerhaeuser Co. REIT   1,154 
         24,563 
     Retailing - 4.2%     
 26   Amazon.com, Inc. ●   8,320 
 5   AutoNation, Inc. ●   268 
 2   AutoZone, Inc. ●   1,101 
 14   Bed Bath & Beyond, Inc. ●   902 
 20   Best Buy Co., Inc.   666 
 15   CarMax, Inc. ●   694 
 21   Dollar General Corp. ●   1,262 
 14   Dollar Tree, Inc. ●   779 
 7   Expedia, Inc.   598 
 7   Family Dollar Stores, Inc.   507 
 8   GameStop Corp. Class A   319 
 19   Gap, Inc.   779 
 10   Genuine Parts Co.   911 
 92   Home Depot, Inc.   8,404 
 14   Kohl's Corp.   850 
 17   L Brands, Inc.   1,116 
 67   Lowe's Cos., Inc.   3,560 
 24   Macy's, Inc.   1,397 
 4   Netflix, Inc. ●   1,867 
 10   Nordstrom, Inc.   662 
 7   O'Reilly Automotive, Inc. ●   1,060 
 7   PetSmart, Inc.   470 
 4   Priceline (The) Group, Inc. ●   4,181 
 14   Ross Stores, Inc.   1,077 
 44   Staples, Inc.   533 
 43   Target Corp.   2,708 
 8   Tiffany & Co.   746 
 47   TJX Cos., Inc.   2,790 
 9   Tractor Supply Co.   578 
 8   TripAdvisor, Inc. ●  688 
 7   Urban Outfitters, Inc. ●   255 
         50,048 
     Semiconductors and Semiconductor Equipment - 2.4%     
 21   Altera Corp.   756 
 21   Analog Devices, Inc.   1,059 
 83   Applied Materials, Inc.   1,792 
 17   Avago Technologies Ltd.   1,488 
 37   Broadcom Corp. Class A   1,479 
 5   First Solar, Inc. ●   337 
 337   Intel Corp.   11,733 
 11   KLA-Tencor Corp.   886 
 11   Lam Research Corp.   820 
 16   Linear Technology Corp.   719 
 14   Microchip Technology, Inc.   643 
 73   Micron Technology, Inc. ●   2,494 
 35   NVIDIA Corp.   650 
 73   Texas Instruments, Inc.   3,467 
 18   Xilinx, Inc.   774 
         29,097 
     Software and Services - 10.5%     
 43   Accenture plc   3,489 
 32   Adobe Systems, Inc. ●   2,228 
 12   Akamai Technologies, Inc. ●   725 
 4   Alliance Data Systems Corp. ●   943 
 15   Autodesk, Inc. ●   853 
 33   Automatic Data Processing, Inc.   2,718 
 22   CA, Inc.   609 
 11   Citrix Systems, Inc. ●   799 
 41   Cognizant Technology Solutions Corp. ●   1,850 
 10   Computer Sciences Corp.   609 
 77   eBay, Inc. ●   4,361 
 21   Electronic Arts, Inc. ●   759 
 133   Facebook, Inc. ●   10,489 
 19   Fidelity National Information Services, Inc.   1,091 
 17   Fiserv, Inc. ●   1,088 
 19   Google, Inc. Class A ●   11,390 
 19   Google, Inc. Class C ●   11,177 
 63   IBM Corp.   11,974 
 19   Intuit, Inc.   1,694 
 67   MasterCard, Inc.   4,955 
 561   Microsoft Corp.   26,000 
 221   Oracle Corp.   8,474 
 22   Paychex, Inc.   984 
 13   Red Hat, Inc. ●   727 
 39   Salesforce.com, Inc. ●   2,257 
 47   Symantec Corp.   1,111 
 11   Teradata Corp. ●   443 
 11   Total System Services, Inc.   342 
 8   VeriSign, Inc. ●   415 
 34   Visa, Inc.   7,156 
 36   Western Union Co.   578 
 74   Xerox Corp.   978 
 63   Yahoo!, Inc. ●   2,568 
         125,834 
     Technology Hardware and Equipment - 6.6%     
 7   Allegion plc   310 
 11   Amphenol Corp. Class A   1,066 
 408   Apple, Inc.   41,060 
 347   Cisco Systems, Inc.   8,738 

 

4
 

  

Hartford Index HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

  

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.3% - (continued) 
     Technology Hardware and Equipment - 6.6% - (continued)     
 88   Corning, Inc.  $1,704 
 138   EMC Corp.   4,043 
 5   F5 Networks, Inc. ●   601 
 10   FLIR Systems, Inc.   302 
 7   Harris Corp.   472 
 127   Hewlett-Packard Co.   4,505 
 14   Jabil Circuit, Inc.   276 
 28   Juniper Networks, Inc.   610 
 15   Motorola Solutions, Inc.   953 
 22   NetApp, Inc.   933 
 114   Qualcomm, Inc.   8,533 
 15   SanDisk Corp.   1,493 
 22   Seagate Technology plc   1,268 
 28   TE Connectivity Ltd.   1,538 
 15   Western Digital Corp.   1,450 
         79,855 
     Telecommunication Services - 2.6%     
 353   AT&T, Inc.   12,439 
 39   CenturyLink, Inc.   1,591 
 23   Crown Castle International Corp.   1,832 
 69   Frontier Communications Co.   447 
 282   Verizon Communications, Inc.   14,092 
 41   Windstream Holdings, Inc.   443 
         30,844 
     Transportation - 2.1%     
 10   C.H. Robinson Worldwide, Inc.   664 
 68   CSX Corp.   2,183 
 57   Delta Air Lines, Inc.   2,070 
 13   Expeditors International of Washington, Inc.   543 
 18   FedEx Corp.   2,913 
 8   Kansas City Southern   915 
 21   Norfolk Southern Corp.   2,352 
 4   Ryder System, Inc.   321 
 47   Southwest Airlines Co.   1,575 
 61   Union Pacific Corp.   6,622 
 48   United Parcel Service, Inc. Class B   4,707 
         24,865 
     Utilities - 3.0%     
 45   AES (The) Corp.   637 
 8   AGL Resources, Inc.   399 
 17   Ameren Corp.   636 
 33   American Electric Power Co., Inc.   1,734 
 29   CenterPoint Energy, Inc.   718 
 18   CMS Energy Corp.   545 
 20   Consolidated Edison, Inc.   1,128 
 40   Dominion Resources, Inc.   2,732 
 12   DTE Energy Co.   914 
 48   Duke Energy Corp.   3,603 
 22   Edison International   1,234 
 12   Entergy Corp.   947 
 59   Exelon Corp.   1,996 
 29   FirstEnergy Corp.   966 
 6   Integrys Energy Group, Inc.   358 
 30   NextEra Energy, Inc.   2,781 
 21   NiSource, Inc.   879 
 21   Northeast Utilities   949 
 23   NRG Energy, Inc.   703 
 14   Oneok, Inc.   930 
 17   Pepco Holdings, Inc.   459 
 32   PG&E Corp.   1,450 
 8   Pinnacle West Capital Corp.  411 
 45   PPL Corp.   1,483 
 34   Public Service Enterprise Group, Inc.   1,284 
 9   SCANA Corp.   467 
 16   Sempra Energy   1,650 
 61   Southern Co.   2,664 
 16   TECO Energy, Inc.   280 
 15   Wisconsin Energy Corp.   659 
 34   Xcel Energy, Inc.   1,045 
         36,641 
     Total Common Stocks     
     ( Cost $690,758)  $1,192,415 
           
     Total Long-Term Investments     
     (Cost $690,758)  $1,192,415 

 

Short-Term Investments - 0.7% 
 Repurchase Agreements - 0.6%     
     RBS Greenwich TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$6,973, collateralized by U.S. Treasury Note
0.63% - 1.88%, 2017, value of $7,115)
     
$6,973   0.00%, 9/30/2014  $6,973 
           
 U.S. Treasury Bills - 0.1%     
 850   0.03%, 11/20/2014 □○  $850 
           
     Total Short-Term Investments     
     (Cost $7,823)  $7,823 

                
     Total Investments          
    (Cost $698,581) ▲   100.0%  $1,200,238 
     Other Assets and Liabilities   —%   14 
     Total Net Assets   100.0%  $1,200,252 

  

5
 

 

Hartford Index HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

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

 

At September 30, 2014, the cost of securities for federal income tax purposes was $735,389 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $527,659 
Unrealized Depreciation   (62,810)
Net Unrealized Appreciation  $464,849 

 

Non-income producing.
   
The interest rate disclosed for these securities represents the effective yield on the date of the acquisition.
   
This security, or a portion of this security, is pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts held at September 30, 2014.

 

Cash pledged and received as collateral in connection with derivatives at September 30, 2014.

 

   Pledged   Received 
Futures contracts  $300   $ 
Total  $300   $ 

  

Futures Contracts Outstanding at September 30, 2014

 

   Number of   Expiration   Notional   Market   Unrealized
Appreciation/(Depreciation)
 Variation Margin  
Description  Contracts*   Date   Amount   Value ╪   Asset   Liability Asset  Liability 
Long position contracts:                                      
S&P 500 (E-Mini) Future  91    12/19/2014   $9,101   $8,943   $   $(158)$   $(18)

 

* The number of contracts does not omit 000's.

 

For information regarding the Fund's policy for valuation of investments and other 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 & Poors
 
Other Abbreviations:
REIT Real Estate Investment Trust

 

6
 

  

Hartford Index HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Diversification by Sector
as of September 30, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   11.8%
Consumer Staples   9.4 
Energy   9.6 
Financials   15.9 
Health Care   13.8 
Industrials   10.3 
Information Technology   19.5 
Materials   3.4 
Services   2.6 
Utilities   3.0 
Total   99.3%
Short-Term Investments   0.7 
Other Assets and Liabilities   0.0 
Total   100.0%

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

Investment Valuation Hierarchy Level Summary
September 30, 2014
 

  

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $1,192,415   $1,192,415   $   $ 
Short-Term Investments   7,823        7,823     
Total  $1,200,238   $1,192,415   $7,823   $ 
Liabilities:                    
Futures *  $158   $158   $   $ 
Total  $158   $158   $   $ 

 

For the nine-month period ended September 30, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level. Refer to the Schedule of Investments for further industry breakout.
* Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

7
 

 

Hartford International Opportunities HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount      Market Value ╪ 
Common Stocks - 95.3%          
     Belgium - 3.3%          
 383   Anheuser-Busch InBev N.V.      $42,506 
 163   Umicore S.A.        7,117 
              49,623 
     Brazil - 0.6%          
 11   BB Seguridade Participacoes        144 
 596   Petroleo Brasileiro S.A. ADR        8,460 
              8,604 
     Canada - 4.9%          
 241   Canadian National Railway Co.        17,143 
 455   Imperial Oil Ltd.        21,487 
 196   Tim Hortons, Inc.        15,437 
 374   Transcanada Corp.        19,286 
              73,353 
     China - 4.4%          
 165   Alibaba Group Holding Ltd. ●        14,699 
 64   Baidu, Inc. ADR ●        13,949 
 1,621   ENN Energy Holdings Ltd.        10,607 
 7,727   Lenovo Group Ltd.        11,509 
 11,604   PetroChina Co., Ltd. ☼        14,873 
              65,637 
     Colombia - 0.3%          
 392   Grupo Aval Acciones y Valores S.A.        5,317 
                
     Denmark - 0.2%          
 163   H. Lundbeck A/S        3,648 
                
     Finland - 0.5%          
 196   Kone Oyj Class B        7,837 
                
     France - 9.3%          
 281   Air Liquide        34,249 
 116   BNP Paribas        7,674 
 168   Cie Generale d'Optique Essilor International S.A.        18,477 
 278   Groupe Eurotunnel S.A.        3,395 
 440   Orange S.A.        6,570 
 242   Peugeot S.A. ●        3,093 
 766   Rexel S.A.        14,307 
 254   Schneider Electric S.A.        19,507 
 128   Societe Generale Class A        6,514 
 102   Unibail Rodamco REIT        26,228 
              140,014 
     Germany - 2.6%          
 142   Brenntag AG        6,942 
 50   Continental AG        9,424 
 657   Deutsche Lufthansa AG        10,317 
 390   Deutsche Post AG        12,419 
              39,102 
     Greece - 1.4%          
 17,248   Alpha Bank A.E. ●        13,372 
 563   Hellenic Telecommunications Organization S.A. ●        7,390 
              20,762 
     Hong Kong - 0.5%          
 320   Hong Kong Exchanges & Clearing Ltd. ☼        6,883 
                
     India - 1.7%          
 662   ICICI Bank Ltd.        15,358 
 853   ITC Ltd.        5,105 
 343   Reliance Industries Ltd.        5,242 
              25,705 
     Ireland - 2.5%          
 25,613   Bank of Ireland ●        10,014 
 1,218   CRH plc        27,681 
              37,695 
     Italy - 5.7%          
 1,110   Assicurazioni Generali S.p.A.        23,263 
 272   Banca Generali S.p.A.        7,164 
 1,359   FinecoBank Banca Fineco S.p.A. ●        7,276 
 2,215   Intesa Sanpaolo S.p.A. ‡        6,687 
 363   Luxottica Group S.p.A.        18,885 
 4,140   Snam S.p.A.        22,860 
              86,135 
     Japan - 20.8%          
 229   Aisin Seiki Co., Ltd.        8,268 
 389   Asahi Group Holdings Ltd.        11,244 
 175   Asics Corp.        3,944 
 283   Bridgestone Corp.        9,375 
 102   Daito Trust Construction Co., Ltd.        12,048 
 511   Daiwa House Industry Co., Ltd.        9,177 
 260   Eisai Co., Ltd.        10,517 
 1,079   Hitachi Ltd.        8,244 
 1,214   Isuzu Motors Ltd.        17,174 
 310   Japan Exchange Group, Inc.        7,353 
 254   Kansai Electric Power Co., Inc. ●        2,402 
 268   Kyushu Electric Power Co., Inc. ●        2,890 
 680   M3, Inc.        10,903 
 3,268   Mitsubishi UFJ Financial Group, Inc.        18,419 
 631   Mitsui Fudosan Co., Ltd.        19,372 
 3,167   NEC Corp.        10,946 
 199   Nippon Telegraph & Telephone Corp.        12,352 
 361   Olympus Corp. ●        12,932 
 206   Ono Pharmaceutical Co., Ltd.        18,323 
 1,220   ORIX Corp.        16,847 
 1,329   Rakuten, Inc.        15,293 
 600   Seven & I Holdings Co., Ltd.        23,257 
 183   Shikoku Electric Power Co. ●        2,349 
 160   SoftBank Corp.        11,183 
 713   T&D Holdings, Inc.        9,159 
 254   Takeda Pharmaceutical Co., Ltd.        11,042 
 3,502   Toshiba Corp.        16,257 
              311,270 
     Jersey - 1.1%          
 2,857   Glencore plc        15,823 
                
     Marshall Islands - 0.1%          
 133   Tanker Investments Ltd. ●        1,326 
                
     Mexico - 0.8%          
 679   Cemex S.A.B. de C.V. ADR        8,852 
 826   Fibra Uno Administracion S.A. REIT        2,718 
              11,570 
     Netherlands - 6.3%          
 108   ASML Holding N.V.        10,717 
 2,092   ING Groep N.V. ●        29,740 
 5,172   Koninklijke (Royal) KPN N.V. ●        16,560 
 247   NXP Semiconductors N.V. ●        16,894 
 542   Royal Dutch Shell plc        20,719 
              94,630 
     Panama - 0.1%          
 121   Avianca Holdings S.A. ADR        1,655 

 

1
 

 

Hartford International Opportunities HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount      Market Value ╪ 
Common Stocks - 95.3% - (continued)       
    Portugal - 0.7%        
 637   Galp Energia SGPS S.A.      $10,361 
                
     Romania - 0.3%          
 294   Electrica S.A. ■●        4,294 
                
     South Korea - 1.9%          
 318   Hynix Semiconductor, Inc. ●        14,068 
 100   Korea Electric Power Corp.        4,525 
 32   Posco Ltd.        9,872 
              28,465 
     Spain - 0.8%          
 1,948   CaixaBank        11,843 
                
     Sweden - 1.7%          
 485   Assa Abloy Ab        24,902 
                
     Switzerland - 9.8%          
 163   Adecco S.A.        10,991 
 41   Compagnie Financiere Richemont S.A.        3,340 
 627   Julius Baer Group Ltd.        28,007 
 529   Novartis AG        49,798 
 108   Roche Holding AG        31,971 
 1,275   UBS AG        22,166 
              146,273 
     Taiwan - 2.1%          
 7,758   Taiwan Semiconductor Manufacturing Co., Ltd.        30,886 
                
     United Kingdom - 10.4%          
 298   Al Noor Hospitals Group        4,913 
 648   AstraZeneca plc        46,431 
 1,357   BG Group plc        25,044 
 1,510   British Sky Broadcasting Group plc        21,542 
 72   Derwent London plc REIT        3,158 
 660   Diageo Capital plc        19,032 
 1,276   Direct Line Insurance Group plc        6,074 
 383   easyJet plc        8,808 
 240   Great Portland Est        2,484 
 1,545   International Consolidated Airlines Group S.A. ●        9,171 
 651   NMC Health plc        5,031 
 118   Schroders plc        4,543 
              156,231 
     United States - 0.5%          
 325   Markit Ltd. ●        7,582 
                
     Total Common Stocks          
     (Cost $1,348,646)       $1,427,426 
                
     Total Long-Term Investments          
     (Cost $1,348,646)       $1,427,426 
                
Short-Term Investments - 5.1%          
     Repurchase Agreements - 5.1%          
     Bank of America Merrill Lynch  TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $147, collateralized
by U.S. Treasury Note 0.63%, 2017, value of
$151)
          
$147   0.001%, 9/30/14       $147 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $14,667, collateralized by FHLMC
2.40% - 4.50%, 2032 - 2044, FNMA 2.44% -
4.50%, 2026 - 2044,  value of $14,960)
          
14,667   0.001%, 9/30/14       14,667 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$10,502, collateralized by U.S. Treasury Bond
3.38% - 11.25%, 2015 - 2044, U.S. Treasury
Note 0.13% - 4.63%, 2014 - 2024, value of
$10,712)
          
 10,502   0.001%, 9/30/14        10,502 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$3,339, collateralized by FHLMC 2.00% -
5.00%, 2023 - 2043, FNMA 2.00% - 3.50%,
2021 - 2042,  value of $3,406)
          
 3,339   0.001%, 9/30/14        3,339 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$6,939, collateralized by U.S. Treasury Note
2.38%, 2024, value of $7,078)
          
 6,939   0.01%, 9/30/14        6,939 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $12,125, collateralized by U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2021,
value of $12,368)
          
 12,125   0.001%, 9/30/14        12,125 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $2,558, collateralized by U.S.
Treasury Bond 4.75% - 6.75%, 2026 - 2041,
U.S. Treasury Note 0.25% - 3.13%, 2015 -
2019, value of $2,609)
          
 2,558   0.001%, 9/30/14        2,558 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$4,729, collateralized by U.S. Treasury Bond
3.75%, 2043, U.S. Treasury Note 1.63% -
4.25%, 2014 - 2019, value of $4,823)
          
 4,729   0.001%, 9/30/14        4,729 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$21,779, collateralized by FHLMC 3.50% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, U.S. Treasury Note 2.13%, 2021,
value of $22,215)
          
 21,779   0.001%, 9/30/14        21,779 
             76,785 
     Total Short-Term Investments          
     (Cost $76,785)       $76,785 
                
     Total Investments          
     (Cost $1,425,431) ▲   100.4%  $1,504,211 
     Other Assets and Liabilities   (0.4)%   (5,961)
     Total Net Assets   100.0%  $1,498,250 

 

2
 

 

Hartford International Opportunities HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

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 may 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.

 

At September 30, 2014, the cost of securities for federal income tax purposes was $1,434,793 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $126,569 
Unrealized Depreciation   (57,151)
Net Unrealized Appreciation  $69,418 

 

Non-income producing.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities  was $4,294, which represents 0.3% of total net assets.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1,847 at September 30, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

Foreign Currency Contracts Outstanding at September 30, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
BRL  Buy  10/02/2014  JPM  $141   $141   $   $ 
EUR  Buy  10/01/2014  JPM   2,899    2,887        (12)
EUR  Sell  10/03/2014  GSC   1,199    1,198    1     
EUR  Sell  10/02/2014  HSBC   805    801    4     
GBP  Buy  10/01/2014  BCLY   1,151    1,148        (3)
GBP  Buy  10/02/2014  MSC   1,982    1,977        (5)
HKD  Buy  10/03/2014  BOA   738    738         
HKD  Buy  10/06/2014  UBS   370    370         
INR  Sell  10/01/2014  JPM   661    660    1     
JPY  Buy  10/02/2014  BOA   3,125    3,116        (9)
JPY  Buy  10/01/2014  JPM   842    838        (4)
JPY  Sell  10/03/2014  UBS   2,944    2,945        (1)
Total                     $6   $(34)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

3
 

 

Hartford International Opportunities HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BOA Banc of America Securities LLC
GSC Goldman Sachs & Co.
HSBC HSBC Bank USA
JPM JP Morgan Chase & Co.
MSC Morgan Stanley
UBS UBS AG
   
Currency Abbreviations:
BRL Brazilian Real
EUR EURO
GBP British Pound
HKD Hong Kong Dollar
INR Indian Rupee
JPY Japanese Yen
   
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
REIT Real Estate Investment Trust

 

Currency Concentration of Securities

as of September 30, 2014

 

   Percentage of 
Description  Net Assets 
Brazilian Real   0.0%
British Pound   14.7 
Canadian Dollar   4.9 
Danish Kroner   0.2 
Euro   28.8 
Hong Kong Dollar   3.0 
Indian Rupee   1.7 
Japanese Yen   20.8 
Mexican New Peso   0.2 
Norwegian Krone   0.1 
Republic of Korea Won   1.9 
Swedish Krona   1.7 
Swiss Franc   9.8 
Taiwanese Dollar   2.1 
United States Dollar   10.5 
Other Assets and Liabilities   (0.4)
Total   100.0%

 

4
 

 

Hartford International Opportunities HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Belgium  $49,623   $   $49,623   $ 
Brazil   8,604    8,604         
Canada   73,353    73,353         
China   65,637    28,648    36,989     
Colombia   5,317    5,317         
Denmark   3,648    3,648         
Finland   7,837        7,837     
France   140,014        140,014     
Germany   39,102        39,102     
Greece   20,762        20,762     
Hong Kong   6,883        6,883     
India   25,705        25,705     
Ireland   37,695        37,695     
Italy   86,135    7,276    78,859     
Japan   311,270        311,270     
Jersey   15,823        15,823     
Marshall Islands   1,326    1,326         
Mexico   11,570    11,570         
Netherlands   94,630    16,894    77,736     
Panama   1,655    1,655         
Portugal   10,361        10,361     
Romania   4,294        4,294     
South Korea   28,465        28,465     
Spain   11,843        11,843     
Sweden   24,902        24,902     
Switzerland   146,273        146,273     
Taiwan   30,886        30,886     
United Kingdom   156,231    9,944    146,287     
United States   7,582    7,582         
Total  $1,427,426   $175,817   $1,251,609   $ 
Short-Term Investments   76,785        76,785     
Total  $1,504,211   $175,817   $1,328,394   $ 
Foreign Currency Contracts*  $6   $   $6   $ 
Total  $6   $   $6   $ 
Liabilities:                    
Foreign Currency Contracts*  $34   $   $34   $ 
Total  $34   $   $34   $ 

 

For the nine-month period ended September 30, 2014, investments valued at $9,218 were transferred from Level 1 to Level 2, and investments valued at $10,660 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

5
 

 

Hartford MidCap HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.1% 
     Automobiles and Components - 2.5%     
 683   Allison Transmission Holdings, Inc.  $19,460 
 371   Harley-Davidson, Inc.   21,612 
         41,072 
     Banks - 3.8%     
 90   Cullen/Frost Bankers, Inc.   6,861 
 192   East West Bancorp, Inc.   6,538 
 335   First Republic Bank   16,563 
 266   M&T Bank Corp.   32,850 
         62,812 
     Capital Goods - 6.6%     
 248   IDEX Corp.   17,916 
 337   Jacobs Engineering Group, Inc. ●   16,471 
 277   Lennox International, Inc.   21,303 
 263   MSC Industrial Direct Co., Inc.   22,479 
 315   PACCAR, Inc.   17,940 
 163   Pall Corp.   13,622 
         109,731 
     Commercial and Professional Services - 8.6%     
 349   Clean Harbors, Inc. ●   18,822 
 489   Equifax, Inc.   36,573 
 329   Manpowergroup, Inc.   23,071 
 707   Robert Half International, Inc.   34,640 
 163   Trinet Group, Inc. ●   4,186 
 526   Waste Connections, Inc.   25,519 
         142,811 
     Consumer Durables and Apparel - 1.6%     
 23   NVR, Inc. ●   26,455 
           
     Consumer Services - 1.0%     
 345   Apollo Education Group, Inc. ●   8,670 
 200   DeVry Education Group, Inc.   8,547 
         17,217 
     Diversified Financials - 4.3%     
 273   Invesco Ltd.   10,772 
 176   Moody's Corp.   16,622 
 263   MSCI, Inc. ●   12,356 
 223   Northern Trust Corp.   15,139 
 469   SEI Investments Co.   16,968 
         71,857 
     Energy - 7.5%     
 296   Athlon Energy, Inc. ●   17,237 
 265   Cabot Oil & Gas Corp.   8,663 
 777   Cobalt International Energy, Inc. ●   10,568 
 368   Consol Energy, Inc.   13,947 
 229   Energen Corp.   16,572 
 148   EQT Corp.   13,567 
 388   Laredo Petroleum, Inc. ●   8,689 
 414   Patterson-UTI Energy, Inc.   13,452 
 124   Range Resources Corp.   8,429 
 410   Superior Energy Services, Inc.   13,471 
         124,595 
     Food and Staples Retailing - 0.6%     
 111   PriceSmart, Inc.   9,515 
           
     Food, Beverage and Tobacco - 2.3%     
 204   Molson Coors Brewing Co.   15,195 
 249   Monster Beverage Corp. ●   22,846 
         38,041 
           
     Health Care Equipment and Services - 7.3%     
 486   Envision Healthcare Holdings ●   16,854 
 573   IMS Health Holdings, Inc. ●   14,994 
 178   MEDNAX, Inc. ●   9,769 
 175   Omnicare, Inc.   10,923 
 346   Patterson Cos., Inc.   14,329 
 219   Sirona Dental Systems, Inc. ●   16,814 
 226   Team Health Holdings ●   13,127 
 232   Universal Health Services, Inc. Class B   24,293 
         121,103 
     Insurance - 5.6%     
 46   Alleghany Corp. ●   19,130 
 38   Fairfax Financial Holdings Ltd.   17,205 
 48   Markel Corp. ●   30,359 
 270   W.R. Berkley Corp.   12,919 
 21   White Mountains Insurance Group Ltd.   13,424 
         93,037 
     Materials - 3.0%     
 251   Packaging Corp. of America   15,999 
 47   Reliance Steel & Aluminum   3,181 
 50   Sherwin-Williams Co.   11,040 
 221   Silgan Holdings, Inc.   10,391 
 391   Steel Dynamics, Inc.   8,842 
         49,453 
     Media - 1.4%     
 307   DreamWorks Animation SKG, Inc. ●   8,360 
 588   Pandora Media, Inc. ●   14,195 
         22,555 
     Pharmaceuticals, Biotechnology and Life Sciences - 11.5%     
 877   Alkermes plc ●   37,612 
 161   Alnylam Pharmaceuticals, Inc. ●   12,564 
 318   Cubist Pharmaceuticals, Inc. ●   21,123 
 203   Hospira, Inc. ●   10,547 
 360   Incyte Corp. ●   17,659 
 762   Ironwood Pharmaceuticals, Inc. ●   9,870 
 39   Jazz Pharmaceuticals plc ●   6,296 
 223   Medivation, Inc. ●   22,026 
 32   Mettler-Toledo International, Inc. ●   8,298 
 185   Salix Pharmaceuticals Ltd. ●   28,918 
 146   Waters Corp. ●   14,514 
         189,427 
     Retailing - 7.0%     
 282   Advance Automotive Parts, Inc.   36,763 
 532   CarMax, Inc. ●   24,723 
 560   HomeAway, Inc. ●   19,884 
 97   Tiffany & Co.   9,344 
 265   TripAdvisor, Inc. ●   24,186 
         114,900 
     Semiconductors and Semiconductor Equipment - 2.8%     
 112   First Solar, Inc. ●   7,394 
 512   Maxim Integrated Products, Inc.   15,490 
 235   NXP Semiconductors N.V. ●   16,052 
 212   SunPower Corp. ●   7,192 
         46,128 
     Software and Services - 11.4%     
 442   Akamai Technologies, Inc. ●   26,426 
 130   Citrix Systems, Inc. ●   9,279 
 180   Factset Research Systems, Inc.   21,848 
 1,947   Genpact Ltd. ●   31,768 
 246   Solera Holdings, Inc.   13,869 
 1,031   Vantiv, Inc. ●   31,847 

 

1
 

 

Hartford MidCap HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
Common Stocks - 99.1% - (continued)
     Software and Services - 11.4% - (continued)             
 267   VeriSign, Inc. ●          $14,715 
 212   WEX, Inc. ●           23,358 
 222   Yelp, Inc. ●           15,178 
                 188,288 
     Technology Hardware and Equipment - 5.2%             
 162   Amphenol Corp. Class A           16,224 
 82   F5 Networks, Inc. ●           9,679 
 99   FEI Co.           7,477 
 786   National Instruments Corp.           24,323 
 135   Nimble Storage, Inc. ●           3,498 
 829   Trimble Navigation Ltd. ●           25,285 
                 86,486 
     Transportation - 3.0%             
 28   AMERCO, Inc.           7,223 
 328   Expeditors International of Washington, Inc.           13,306 
 174   Genesee & Wyoming, Inc. Class A ●           16,583 
 161   J.B. Hunt Transport Services, Inc.           11,908 
                 49,020 
     Utilities - 2.1%             
 136   Northeast Utilities           6,026 
 649   UGI Corp.           22,117 
 169   Wisconsin Energy Corp.           7,252 
                 35,395 
     Total Common Stocks             
     ( Cost $1,272,802)          $1,639,898 
                   
     Total Long-Term Investments             
     (Cost $1,272,802)          $1,639,898 
                   
Short-Term Investments - 0.4%
Repurchase Agreements - 0.4%
     Bank of America Merrill Lynch  TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $12, collateralized
by U.S. Treasury Note 0.63%, 2017, value of
$13)
            
$12   0.001%, 9/30/14          $12 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $1,220, collateralized by FHLMC
2.40% - 4.50%, 2032 - 2044, FNMA 2.44% -
4.50%, 2026 - 2044,  value of $1,244)
            
 1,220   0.001%, 9/30/14           1,220 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $874,
collateralized by U.S. Treasury Bond 3.38% -
11.25%, 2015 - 2044, U.S. Treasury Note 0.13%
- 4.63%, 2014 - 2024, value of $891)
            
 874   0.001%, 9/30/14           874 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $278,
collateralized by FHLMC 2.00% - 5.00%, 2023 -
2043, FNMA 2.00% - 3.50%, 2021 - 2042,  value
of $283)
            
 278   0.001%, 9/30/14           278 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $577,
collateralized by U.S. Treasury Note 2.38%,
2024, value of $589)
            
 577   0.01%, 9/30/14           577 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $1,008, collateralized by U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2021,
value of $1,029)
            
 1,008   0.001%, 9/30/14           1,008 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $213, collateralized by U.S. Treasury
Bond 4.75% - 6.75%, 2026 - 2041, U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2019,
value of $217)
            
 213   0.001%, 9/30/14           213 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $393,
collateralized by U.S. Treasury Bond 3.75%,
2043, U.S. Treasury Note 1.63% - 4.25%, 2014 -
2019, value of $401)
            
 393   0.001%, 9/30/14           393 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$1,812, collateralized by FHLMC 3.50% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, U.S. Treasury Note 2.13%, 2021,
value of $1,848)
            
 1,812   0.001%, 9/30/14           1,812 
                 6,387 
     Total Short-Term Investments             
     (Cost $6,387)          $6,387 
                   
    Total Investments        
     (Cost $1,279,189) ▲   99.5%  $1,646,285 
     Other Assets and Liabilities   0.5%   8,312 
     Total Net Assets   100.0%  $1,654,597 

 

2
 

 

Hartford MidCap HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

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 may 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.

 

At September 30, 2014, the cost of securities for federal income tax purposes was $1,284,178 and the aggregate gross unrealized appreciation and depreciation based on that cost were: 

 

Unrealized Appreciation  $385,580
Unrealized Depreciation  (23,473)
Net Unrealized Appreciation  $362,107 

 

Non-income producing.    

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association

 

Diversification by Sector
as of September 30, 2014

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   13.5%
Consumer Staples   2.9 
Energy   7.5 
Financials   13.7 
Health Care   18.8 
Industrials   18.2 
Information Technology   19.4 
Materials   3.0 
Utilities   2.1 
Total   99.1%
Short-Term Investments   0.4 
Other Assets and Liabilities   0.5 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

Investment Valuation Hierarchy Level Summary
September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $1,639,898   $1,639,898   $   $ 
Short-Term Investments   6,387        6,387     
Total  $1,646,285   $1,639,898   $6,387   $ 

 

For the nine-month period ended September 30, 2014, there were no transfers between Level 1 and Level 2.  
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

3
 

 

Hartford MidCap Value HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 98.4% 
     Automobiles and Components - 0.7%     
 149   Goodyear (The) Tire & Rubber Co.   $3,365 
           
     Banks - 6.8%     
 181   BankUnited, Inc.    5,527 
 172   Comerica, Inc.    8,566 
 147   EverBank Financial Corp.    2,597 
 87   Iberiabank Corp.    5,413 
 314   Zions Bancorporation    9,119 
         31,222 
     Capital Goods - 14.4%     
 224   Barnes Group, Inc.    6,793 
 71   Curtis-Wright Corp.    4,674 
 77   Esterline Technologies Corp. ●    8,610 
 114   Generac Holdings, Inc. ●    4,601 
 70   Hubbell, Inc. Class B    8,473 
 118   Moog, Inc. Class A ●    8,064 
 212   Orbital Sciences Corp. ●    5,899 
 130   Rexel S.A.    2,430 
 127   Sensata Technologies Holding N.V. ●    5,638 
 19   Teledyne Technologies, Inc. ●    1,824 
 115   WESCO International, Inc. ●    8,961 
         65,967 
     Consumer Durables and Apparel - 6.9%     
 157   Lennar Corp.    6,104 
 280   Newell Rubbermaid, Inc.    9,621 
 294   Performance Sports Group Ltd. ●    4,717 
 1,694   Samsonite International S.A.    5,453 
 177   Toll Brothers, Inc. ●    5,528 
         31,423 
     Consumer Services - 1.6%     
 202   Norwegian Cruise Line Holdings Ltd. ●    7,265 
           
     Diversified Financials - 1.2%     
 118   LPL Financial Holdings, Inc.    5,443 
 452   Solar Cayman Ltd. ⌂■●†    32 
         5,475 
     Energy - 6.1%     
 431   Cobalt International Energy, Inc. ●    5,856 
 92   Diamondback Energy, Inc. ●    6,902 
 75   HollyFrontier Corp.    3,263 
 51   Newfield Exploration Co. ●    1,905 
 148   QEP Resources, Inc.    4,556 
 443   Trican Well Service Ltd.    5,184 
         27,666 
     Food, Beverage and Tobacco - 3.2%     
 134   Ebro Foods S.A.    2,540 
 94   Ingredion, Inc.    7,117 
 1,369   Treasury Wine Estates Ltd.    5,062 
         14,719 
     Health Care Equipment and Services - 2.9%     
 239   Brookdale Senior Living, Inc. ●    7,713 
 94   Wellcare Health Plans, Inc. ●    5,654 
         13,367 
     Insurance - 9.7%     
 97   Argo Group International Holdings Ltd.    4,900 
 127   Hanover Insurance Group, Inc.    7,819 
 59   NN Group N.V. ●    1,702 
 138   Reinsurance Group of America, Inc.    11,035 
 76   StanCorp Financial Group, Inc.    4,802 
 192   Unum Group   6,597 
 221   XL Group plc    7,327 
         44,182 
     Materials - 8.6%     
 127   Cabot Corp.    6,437 
 110   Celanese Corp.    6,437 
 340   Louisiana-Pacific Corp. ●    4,625 
 208   Methanex Corp. ADR    13,888 
 119   Owens-Illinois, Inc. ●    3,092 
 20   Packaging Corp. of America    1,302 
 49   Reliance Steel & Aluminum    3,345 
         39,126 
     Media - 2.4%     
 63   AMC Entertainment Holdings    1,455 
 240   Interpublic Group of Cos., Inc.    4,395 
 198   Quebecor, Inc.    4,980 
         10,830 
     Pharmaceuticals, Biotechnology and Life Sciences - 4.3%     
 624   Almirall S.A. ●    9,138 
 78   Ono Pharmaceutical Co., Ltd.    6,882 
 42   UCB S.A.    3,785 
         19,805 
     Real Estate - 8.3%     
 165   American Assets Trust, Inc. REIT    5,450 
 219   Blackstone Mortgage Trust, Inc. REIT    5,924 
 163   Equity Lifestyle Properties, Inc. REIT    6,909 
 131   Extra Space Storage, Inc. REIT    6,740 
 240   Forest City Enterprises, Inc. REIT ●    4,685 
 101   Plum Creek Timber Co., Inc. REIT    3,956 
 42   SL Green Realty Corp. REIT    4,245 
         37,909 
     Retailing - 1.0%     
 150   DSW, Inc.    4,514 
           
     Semiconductors and Semiconductor Equipment - 6.1%     
 15   Avago Technologies Ltd.    1,340 
 202   Maxim Integrated Products, Inc.    6,096 
 293   Microsemi Corp. ●    7,445 
 136   NXP Semiconductors N.V. ●    9,300 
 137   RF Micro Devices, Inc. ●    1,583 
 36   Skyworks Solutions, Inc.    2,090 
         27,854 
     Software and Services - 5.1%     
 147   Booz Allen Hamilton Holding Corp.    3,447 
 72   Check Point Software Technologies Ltd. ADR ●    4,964 
 146   Teradata Corp. ●    6,108 
 155   Verint Systems, Inc. ●    8,642 
         23,161 
     Technology Hardware and Equipment - 3.6%     
 214   Arris Group, Inc. ●    6,054 
 185   Arrow Electronics, Inc. ●    10,256 
         16,310 
     Utilities - 5.5%     
 46   Alliant Energy Corp.    2,554 
 166   Great Plains Energy, Inc.    4,020 
 169   Portland General Electric Co.    5,432 
 254   UGI Corp.    8,642 

 

1
 

 

Hartford MidCap Value HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

  

Shares or Principal Amount        Market Value ╪ 
Common Stocks - 98.4% - (continued) 
     Utilities - 5.5% - (continued)           
 130   Westar Energy, Inc.        $4,442 
               25,090 
     Total Common Stocks           
     ( Cost $356,064)        $449,250 
                 
     Total Long-Term Investments           
     (Cost $356,064)        $449,250 
                 
Short-Term Investments - 1.4% 
 Repurchase Agreements - 1.4%           
    

Bank of America Merrill Lynch  TriParty Repurchase

Agreement (maturing on 10/01/2014 in the

amount of $12, collateralized by U.S. Treasury

Note 0.63%, 2017, value of $12)

          
$12    0.001%, 9/30/14        $12 
    

Bank of America Merrill Lynch TriParty Repurchase

Agreement (maturing on 10/01/2014 in the

amount of $1,194, collateralized by FHLMC

2.40% - 4.50%, 2032 - 2044, FNMA 2.44% -

4.50%, 2026 - 2044,  value of $1,218)

          
 1,194    0.001%, 9/30/14         1,194 
    

Bank of Montreal  TriParty Repurchase Agreement

(maturing on 10/01/2014 in the amount of $855,

collateralized by U.S. Treasury Bond 3.38% -

11.25%, 2015 - 2044, U.S. Treasury Note 0.13%

- 4.63%, 2014 - 2024, value of $872)

          
 855    0.001%, 9/30/14         855 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $272,
collateralized by FHLMC 2.00% - 5.00%, 2023 -
2043, FNMA 2.00% - 3.50%, 2021 - 2042,  value
of $277)
          
 272    0.001%, 9/30/14         272 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $565,
collateralized by U.S. Treasury Note 2.38%,
2024, value of $576)
          
 565    0.01%, 9/30/14         565 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $988, collateralized by U.S. Treasury
Note 0.25% - 3.13%, 2015 - 2021, value of
$1,007)
          
 988    0.001%, 9/30/14         988 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $208, collateralized by U.S. Treasury
Bond 4.75% - 6.75%, 2026 - 2041, U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2019,
value of $212)
          
 208    0.001%, 9/30/14         208 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $385,
collateralized by U.S. Treasury Bond 3.75%,
2043, U.S. Treasury Note 1.63% - 4.25%, 2014 -
2019, value of $393)
          
 385    0.001%, 9/30/14         385 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$1,774, collateralized by FHLMC 3.50% - 4.00%,
2026 - 2043, FNMA 2.50% - 5.00%, 2025 -
2044, U.S. Treasury Note 2.13%, 2021, value of
$1,809)
          
1,774    0.001%, 9/30/14        1,774 
               6,253 
     Total Short-Term Investments           
     (Cost $6,253)        $6,253 
                 
    Total Investments           
    (Cost $362,317) ▲  99.8%   $ 455,503 
     Other Assets and Liabilities  0.2%     852 
     Total Net Assets  100.0%   $ 456,355 

 

2
 

 

Hartford MidCap Value HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

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 may 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.

 

At September 30, 2014, the cost of securities for federal income tax purposes was $364,900 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $99,905 
Unrealized Depreciation   (9,302)
Net Unrealized Appreciation  $90,603 

 

These securities were 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, 2014, the aggregate value of these securities was $32, which rounds to zero percent 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.

 

Non-income producing.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities was $32, which rounds to zero percent of total net assets.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
03/2007   452   Solar Cayman Ltd. - 144A  $132 

 

At September 30, 2014, the aggregate value of these securities was $32, which rounds to zero percent of total net assets.

 

Foreign Currency Contracts Outstanding at September 30, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CAD  Sell  10/01/2014  RBC  $9   $9   $   $ 
EUR  Sell  10/02/2014  HSBC   232    231    1     
EUR  Sell  10/01/2014  JPM   266    265    1     
JPY  Sell  10/02/2014  BOA   9    9         
Total                     $2   $ 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

3
 

 

Hartford MidCap Value HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BOA Banc of America Securities LLC
HSBC HSBC Bank USA
JPM JP Morgan Chase & Co.  
RBC RBC Dominion Securities, Inc.
 
Currency Abbreviations:
CAD Canadian Dollar  
EUR EURO  
JPY Japanese Yen  
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
REIT Real Estate Investment Trust

 

Diversification by Sector

as of September 30, 2014

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   12.6%
Consumer Staples   3.2 
Energy   6.1 
Financials   26.0 
Health Care   7.2 
Industrials   14.4 
Information Technology   14.8 
Materials   8.6 
Utilities   5.5 
Total   98.4%
Short-Term Investments   1.4 
Other Assets and Liabilities   0.2 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

4
 

 

Hartford MidCap Value HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $449,250   $419,381   $29,837   $32 
Short-Term Investments   6,253        6,253     
Total  $455,503   $419,381   $36,090   $32 
Foreign Currency Contracts *  $2   $   $2   $ 
Total  $2   $   $2   $ 

 

For the nine-month period ended September 30, 2014, investments valued at $7,666 were transferred from Level 2 to Level 1, and there were no transfers from Level 1 to Level 2. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
December
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance as
of
September
30, 2014
 
Assets:                                             
Common Stocks  $32   $   $  $   $   $   $   $   $32 
Total  $32   $   $   $   $   $   $   $   $32 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was zero.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

5
 

 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 23.5%     
     Automobiles and Components - 0.2%     
 1   BorgWarner, Inc.  $69 
 2   Delphi Automotive plc   105 
 22   Ford Motor Co.   331 
 8   General Motors Co.   249 
 2   Goodyear (The) Tire & Rubber Co.   36 
 1   Harley-Davidson, Inc.   73 
 4   Johnson Controls, Inc.   169 
         1,032 
     Banks - 0.7%     
 4   BB&T Corp.   154 
 1   Comerica, Inc.   52 
 5   Fifth Third Bancorp   96 
 3   Hudson City Bancorp, Inc.   28 
 5   Huntington Bancshares, Inc.   46 
 5   KeyCorp   68 
 1   M&T Bank Corp.   92 
 2   People's United Financial, Inc.   27 
 3   PNC Financial Services Group, Inc.   266 
 8   Regions Financial Corp.   81 
 3   SunTrust Banks, Inc.   117 
 10   US Bancorp   433 
 27   Wells Fargo & Co.   1,420 
 1   Zions Bancorporation   34 
         2,914 
     Capital Goods - 1.8%     
 4   3M Co.   529 
 1   AMETEK, Inc.   71 
 4   Boeing Co.   492 
 4   Caterpillar, Inc.   359 
 1   Cummins, Inc.   129 
 4   Danaher Corp.   266 
 2   Deere & Co.   169 
 1   Dover Corp.   77 
 3   Eaton Corp. plc   174 
 4   Emerson Electric Co.   251 
 2   Fastenal Co.   70 
 1   Flowserve Corp.   55 
 1   Fluor Corp.   60 
 2   General Dynamics Corp.   232 
 58   General Electric Co.   1,482 
 5   Honeywell International, Inc.   420 
 2   Illinois Tool Works, Inc.   177 
 2   Ingersoll-Rand plc   87 
 1   Jacobs Engineering Group, Inc. ●   37 
 1   Joy Global, Inc.   31 
 1   L-3 Communications Holdings, Inc.   60 
 2   Lockheed Martin Corp.   284 
 2   Masco Corp.   50 
 1   Northrop Grumman Corp.   158 
 2   PACCAR, Inc.   116 
 1   Pall Corp.   52 
 1   Parker-Hannifin Corp.   98 
 1   Pentair plc   73 
 1   Precision Castparts Corp.   197 
 1   Quanta Services, Inc. ●   45 
 2   Raytheon Co.   182 
 1   Rockwell Automation, Inc.   87 
 1   Rockwell Collins, Inc.   61 
 1   Roper Industries, Inc.   84 
    Snap-On, Inc.   41 
 1   Stanley Black & Decker, Inc.   80 
 2   Textron, Inc.   58 
 1   United Rentals, Inc. ●   62 
 5   United Technologies Corp.   518 
    W.W. Grainger, Inc.   87 
 1   Xylem, Inc.   38 
         7,599 
     Commercial and Professional Services - 0.2%     
 1   ADT (The) Corp.   37 
 1   Avery Dennison Corp.   24 
 1   Cintas Corp.   39 
    Dun & Bradstreet Corp.   25 
 1   Equifax, Inc.   52 
 1   Iron Mountain, Inc.   33 
 2   Nielsen N.V.   78 
 1   Pitney Bowes, Inc.   30 
 1   Republic Services, Inc.   57 
 1   Robert Half International, Inc.   38 
    Stericycle, Inc. ●   57 
 3   Tyco International Ltd.   114 
 3   Waste Management, Inc.   119 
         703 
     Consumer Durables and Apparel - 0.3%     
 2   Coach, Inc.   57 
 2   D.R. Horton, Inc.   39 
    Fossil Group, Inc. ●   25 
 1   Garmin Ltd.   36 
    Harman International Industries, Inc.   39 
 1   Hasbro, Inc.   36 
 1   Leggett & Platt, Inc.   28 
 1   Lennar Corp.   40 
 2   Mattel, Inc.   59 
 1   Michael Kors Holdings Ltd. ●   85 
    Mohawk Industries, Inc. ●   49 
 2   Newell Rubbermaid, Inc.   54 
 4   NIKE, Inc. Class B   361 
 2   Pulte Group, Inc.   34 
    PVH Corp.   58 
    Ralph Lauren Corp.   58 
 1   Under Armour, Inc. Class A ●   67 
 2   V.F. Corp.   131 
    Whirlpool Corp.   65 
         1,321 
     Consumer Services - 0.4%     
 3   Carnival Corp.   105 
    Chipotle Mexican Grill, Inc. ●   117 
 1   Darden Restaurants, Inc.   40 
 2   H & R Block, Inc.   49 
 1   Marriott International, Inc. Class A   88 
 6   McDonald's Corp.   536 
 4   Starbucks Corp.   326 
 1   Starwood Hotels & Resorts, Inc.   92 
 1   Wyndham Worldwide Corp.   59 
    Wynn Resorts Ltd.   88 
 3   Yum! Brands, Inc.   183 
         1,683 
     Diversified Financials - 1.6%     
    Affiliated Managers Group, Inc. ●   65 
 5   American Express Co.   455 
 1   Ameriprise Financial, Inc.   135 
 61   Bank of America Corp.   1,034 
 7   Bank of New York Mellon Corp.   253 

 

1
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 23.5% - (continued)     
     Diversified Financials - 1.6% - (continued)     
 1   BlackRock, Inc.  $238 
 3   Capital One Financial Corp.   264 
 7   Charles Schwab Corp.   194 
 17   Citigroup, Inc.   907 
 2   CME Group, Inc.   145 
 3   Discover Financial Services   171 
 2   E*Trade Financial Corp. ●   38 
 2   Franklin Resources, Inc.   123 
 2   Goldman Sachs Group, Inc.   434 
 1   Intercontinental Exchange, Inc.   128 
 2   Invesco Ltd.   98 
 22   JP Morgan Chase & Co.   1,306 
 1   Legg Mason, Inc.   30 
 2   Leucadia National Corp.   44 
 1   Moody's Corp.   101 
 9   Morgan Stanley   306 
 1   Nasdaq OMX Group, Inc.   28 
 2   Navient Corp.   43 
 1   Northern Trust Corp.   88 
 2   State Street Corp.   179 
 1   T. Rowe Price Group, Inc.   118 
         6,925 
     Energy - 2.3%     
 3   Anadarko Petroleum Corp.   297 
 2   Apache Corp.   207 
 3   Baker Hughes, Inc.   163 
 2   Cabot Oil & Gas Corp.   79 
 1   Cameron International Corp. ●   78 
 3   Chesapeake Energy Corp.   69 
 11   Chevron Corp.   1,303 
 1   Cimarex Energy Co.   64 
 7   ConocoPhillips Holding Co.   541 
 1   Consol Energy, Inc.   51 
 2   Denbury Resources, Inc.   31 
 2   Devon Energy Corp.   151 
    Diamond Offshore Drilling, Inc.   13 
 1   Ensco plc   55 
 3   EOG Resources, Inc.   312 
 1   EQT Corp.   80 
 25   Exxon Mobil Corp.   2,309 
 1   FMC Technologies, Inc. ●   73 
 5   Halliburton Co.   316 
 1   Helmerich & Payne, Inc.   61 
 2   Hess Corp.   142 
 4   Kinder Morgan, Inc.   146 
 4   Marathon Oil Corp.   146 
 2   Marathon Petroleum Corp.   138 
 1   Murphy Oil Corp.   54 
 2   Nabors Industries Ltd.   38 
 2   National Oilwell Varco, Inc.   189 
 1   Newfield Exploration Co. ●   30 
 1   Noble Corp. plc   33 
 2   Noble Energy, Inc.   142 
 4   Occidental Petroleum Corp.   432 
 3   Phillips 66   261 
 1   Pioneer Natural Resources Co.   164 
 1   QEP Resources, Inc.   30 
 1   Range Resources Corp.   67 
 7   Schlumberger Ltd.   759 
 2   Southwestern Energy Co. ●   71 
 4   Spectra Energy Corp.   152 
 1   Tesoro Corp.   45 
 2   Transocean, Inc.   63 
 3   Valero Energy Corp.   140 
 4   Williams Cos., Inc.   215 
         9,710 
     Food and Staples Retailing - 0.5%     
 3   Costco Wholesale Corp.   316 
 7   CVS Health Corp.   531 
 3   Kroger (The) Co.   147 
 1   Safeway, Inc.   46 
 3   Sysco Corp.   128 
 5   Walgreen Co.   300 
 9   Wal-Mart Stores, Inc.   695 
 2   Whole Foods Market, Inc.   79 
         2,242 
     Food, Beverage and Tobacco - 1.2%     
 11   Altria Group, Inc.   525 
 4   Archer-Daniels-Midland Co.   190 
 1   Brown-Forman Corp.   81 
 1   Campbell Soup Co.   44 
 23   Coca-Cola Co.   970 
 1   Coca-Cola Enterprises, Inc.   58 
 2   ConAgra Foods, Inc.   81 
 1   Constellation Brands, Inc. Class A ●   84 
 1   Dr. Pepper Snapple Group   72 
 4   General Mills, Inc.   178 
 1   Hershey Co.   81 
 1   Hormel Foods Corp.   39 
 1   J.M. Smucker Co.   58 
 1   Kellogg Co.   91 
 1   Keurig Green Mountain, Inc.   91 
 3   Kraft Foods Group, Inc.   193 
 2   Lorillard, Inc.   125 
 1   McCormick & Co., Inc.   50 
 1   Mead Johnson Nutrition Co.   113 
 1   Molson Coors Brewing Co.   69 
 10   Mondelez International, Inc.   333 
 1   Monster Beverage Corp. ●   76 
 9   PepsiCo, Inc.   808 
 9   Philip Morris International, Inc.   752 
 2   Reynolds American, Inc.   104 
 2   Tyson Foods, Inc. Class A   66 
         5,332 
     Health Care Equipment and Services - 1.0%     
 9   Abbott Laboratories   360 
 2   Aetna, Inc.   165 
 1   AmerisourceBergen Corp.   95 
    Bard (C.R.), Inc.   62 
 3   Baxter International, Inc.   224 
 1   Becton, Dickinson & Co.   126 
 8   Boston Scientific Corp. ●   91 
 2   Cardinal Health, Inc.   145 
 1   CareFusion Corp. ●   53 
 2   Cerner Corp. ●   104 
 2   CIGNA Corp.   138 
 3   Covidien plc   225 
 1   DaVita HealthCare Partners, Inc. ●   73 
 1   Dentsply International, Inc.   37 
 1   Edwards Lifesciences Corp. ●   62 
 4   Express Scripts Holding Co. ●   303 
 1   Humana, Inc.   115 

 

2
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 23.5% - (continued)     
     Health Care Equipment and Services - 1.0% - (continued)     
    Intuitive Surgical, Inc. ●  $94 
    Laboratory Corp. of America Holdings ●   50 
 1   McKesson Corp.   260 
 6   Medtronic, Inc.   349 
    Patterson Cos., Inc.   21 
 1   Quest Diagnostics, Inc.   51 
 2   St. Jude Medical, Inc.   99 
 2   Stryker Corp.   139 
 1   Tenet Healthcare Corp. ●   34 
 6   UnitedHealth Group, Inc.   483 
 1   Universal Health Services, Inc. Class B   55 
 1   Varian Medical Systems, Inc. ●   47 
 2   Wellpoint, Inc.   189 
 1   Zimmer Holdings, Inc.   98 
         4,347 
     Household and Personal Products - 0.5%     
 3   Avon Products, Inc.   32 
 1   Clorox Co.   73 
 5   Colgate-Palmolive Co.   323 
 1   Estee Lauder Co., Inc.   97 
 2   Kimberly-Clark Corp.   231 
 16   Procter & Gamble Co.   1,306 
         2,062 
     Insurance - 1.0%     
 2   ACE Ltd.   207 
 3   Aflac, Inc.   165 
 3   Allstate (The) Corp.   160 
 8   American International Group, Inc.   451 
 2   Aon plc   146 
    Assurant, Inc.   30 
 11   Berkshire Hathaway, Inc. Class B ●   1,452 
 1   Chubb Corp.   128 
 1   Cincinnati Financial Corp.   40 
 3   Genworth Financial, Inc. ●   40 
 2   Lincoln National Corp.   89 
 2   Loews Corp.   73 
 3   Marsh & McLennan Cos., Inc.   164 
 7   MetLife, Inc.   358 
 2   Principal Financial Group, Inc.   82 
 3   Progressive Corp.   80 
 3   Prudential Financial, Inc.   235 
 1   Torchmark Corp.   54 
 2   Travelers Cos., Inc.   184 
 2   Unum Group   64 
 2   XL Group plc   54 
         4,256 
     Materials - 0.8%     
 1   Air Products & Chemicals, Inc.   144 
    Airgas, Inc.   43 
 7   Alcoa, Inc.   110 
 1   Allegheny Technologies, Inc.   23 
 1   Ball Corp.   50 
 1   Bemis Co., Inc.   22 
    CF Industries Holdings, Inc.   81 
 6   Dow Chemical Co.   340 
 5   E.I. DuPont de Nemours & Co.   378 
 1   Eastman Chemical Co.   70 
 2   Ecolab, Inc.   179 
 1   FMC Corp.   44 
 6   Freeport-McMoRan, Inc.   195 
    International Flavors & Fragrances, Inc.   45 
 2   International Paper Co.   117 
 2   LyondellBasell Industries Class A   266 
    Martin Marietta Materials, Inc.   46 
 1   MeadWestvaco Corp.   40 
 3   Monsanto Co.   341 
 2   Mosaic Co.   82 
 3   Newmont Mining Corp.   67 
 2   Nucor Corp.   100 
 1   Owens-Illinois, Inc. ●   25 
 1   PPG Industries, Inc.   156 
 2   Praxair, Inc.   217 
 1   Sealed Air Corp.   43 
    Sherwin-Williams Co.   105 
 1   Sigma-Aldrich Corp.   93 
 1   Vulcan Materials Co.   46 
         3,468 
     Media - 0.8%     
 1   Cablevision Systems Corp.   23 
 3   CBS Corp. Class B   150 
 15   Comcast Corp. Class A   801 
 3   DirecTV ●   251 
 1   Discovery Communications, Inc. ●   32 
 2   Discovery Communications, Inc. Series C ●   59 
 1   Gannett Co., Inc.   39 
 2   Interpublic Group of Cos., Inc.   45 
 2   McGraw Hill Financial, Inc.   132 
 3   News Corp. Class A ●   47 
 1   Omnicom Group, Inc.   100 
 1   Scripps Networks Interactive Class A   46 
 2   Time Warner Cable, Inc.   231 
 5   Time Warner, Inc.   371 
 11   Twenty-First Century Fox, Inc.   372 
 2   Viacom, Inc. Class B   169 
 9   Walt Disney Co.   809 
         3,677 
     Pharmaceuticals, Biotechnology and Life Sciences - 2.2%     
 9   AbbVie, Inc.   530 
 2   Actavis plc ●   368 
 2   Agilent Technologies, Inc.   110 
 1   Alexion Pharmaceuticals, Inc. ●   189 
 2   Allergan, Inc.   306 
 4   Amgen, Inc.   615 
 1   Biogen Idec, Inc. ●   450 
 10   Bristol-Myers Squibb Co.   489 
 5   Celgene Corp. ●   437 
 6   Eli Lilly & Co.   367 
 9   Gilead Sciences, Inc. ●   927 
 1   Hospira, Inc. ●   51 
 16   Johnson & Johnson   1,732 
 1   Mallinckrodt plc ●   59 
 17   Merck & Co., Inc.   985 
 2   Mylan, Inc. ●   98 
 1   PerkinElmer, Inc.   29 
 1   Perrigo Co. plc   116 
 37   Pfizer, Inc.   1,080 
    Regeneron Pharmaceuticals, Inc. ●   154 
 2   Thermo Fisher Scientific, Inc.   280 
 1   Vertex Pharmaceuticals, Inc. ●   154 
    Waters Corp. ●   48 
 3   Zoetis, Inc.   107 
         9,681 

 

3
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 23.5% - (continued)     
     Real Estate - 0.5%     
 2   American Tower Corp. REIT  $214 
 1   Apartment Investment & Management Co. Class A REIT   28 
 1   AvalonBay Communities, Inc. REIT   106 
 1   Boston Properties, Inc. REIT   102 
 2   CBRE Group, Inc. ●   47 
 2   Equity Residential Properties Trust REIT   129 
    Essex Property Trust, Inc. REIT   66 
 4   General Growth Properties, Inc. REIT   86 
 3   HCP, Inc. REIT   104 
 2   Health Care REIT, Inc.   118 
 4   Host Hotels & Resorts, Inc. REIT   93 
 2   Kimco Realty Corp. REIT   52 
 1   Macerich Co. REIT   53 
 1   Plum Creek Timber Co., Inc. REIT   40 
 3   ProLogis L.P. REIT   109 
 1   Public Storage REIT   137 
 2   Simon Property Group, Inc. REIT   294 
 2   Ventas, Inc. REIT   105 
 1   Vornado Realty Trust REIT   101 
 3   Weyerhaeuser Co. REIT   96 
         2,080 
     Retailing - 1.0%     
 2   Amazon.com, Inc. ●   705 
    AutoNation, Inc. ●   22 
    AutoZone, Inc. ●   98 
 1   Bed Bath & Beyond, Inc. ●   76 
 2   Best Buy Co., Inc.   56 
 1   CarMax, Inc. ●   59 
 2   Dollar General Corp. ●   107 
 1   Dollar Tree, Inc. ●   66 
 1   Expedia, Inc.   50 
 1   Family Dollar Stores, Inc.   43 
 1   GameStop Corp. Class A   27 
 2   Gap, Inc.   66 
 1   Genuine Parts Co.   76 
 8   Home Depot, Inc.   711 
 1   Kohl's Corp.   72 
 1   L Brands, Inc.   96 
 6   Lowe's Cos., Inc.   301 
 2   Macy's, Inc.   119 
    Netflix, Inc. ●   158 
 1   Nordstrom, Inc.   57 
 1   O'Reilly Automotive, Inc. ●   89 
 1   PetSmart, Inc.   40 
    Priceline (The) Group, Inc. ●   356 
 1   Ross Stores, Inc.   91 
 4   Staples, Inc.   45 
 4   Target Corp.   229 
 1   Tiffany & Co.   62 
 4   TJX Cos., Inc.   236 
 1   Tractor Supply Co.   49 
 1   TripAdvisor, Inc. ●   59 
 1   Urban Outfitters, Inc. ●   22 
         4,243 
     Semiconductors and Semiconductor Equipment - 0.6%     
 2   Altera Corp.   64 
 2   Analog Devices, Inc.   89 
 7   Applied Materials, Inc.   152 
 1   Avago Technologies Ltd.   126 
 3   Broadcom Corp. Class A   125 
    First Solar, Inc. ●   29 
 29   Intel Corp.   993 
 1   KLA-Tencor Corp.   75 
 1   Lam Research Corp.   70 
 1   Linear Technology Corp.   61 
 1   Microchip Technology, Inc.   55 
 6   Micron Technology, Inc. ●   211 
 3   NVIDIA Corp.   55 
 6   Texas Instruments, Inc.   293 
 2   Xilinx, Inc.   66 
         2,464 
     Software and Services - 2.5%     
 4   Accenture plc   295 
 3   Adobe Systems, Inc. ●   188 
 1   Akamai Technologies, Inc. ●   61 
    Alliance Data Systems Corp. ●   80 
 1   Autodesk, Inc. ●   72 
 3   Automatic Data Processing, Inc.   228 
 2   CA, Inc.   51 
 1   Citrix Systems, Inc. ●   68 
 4   Cognizant Technology Solutions Corp. ●   157 
 1   Computer Sciences Corp.   51 
 7   eBay, Inc. ●   369 
 2   Electronic Arts, Inc. ●   64 
 11   Facebook, Inc. ●   889 
 2   Fidelity National Information Services, Inc.   93 
 1   Fiserv, Inc. ●   93 
 2   Google, Inc. Class A ●   965 
 2   Google, Inc. Class C ●   948 
 5   IBM Corp.   1,014 
 2   Intuit, Inc.   144 
 6   MasterCard, Inc.   419 
 47   Microsoft Corp.   2,201 
 19   Oracle Corp.   717 
 2   Paychex, Inc.   83 
 1   Red Hat, Inc. ●   62 
 3   Salesforce.com, Inc. ●   192 
 4   Symantec Corp.   94 
 1   Teradata Corp. ●   38 
 1   Total System Services, Inc.   30 
 1   VeriSign, Inc. ●   36 
 3   Visa, Inc.   606 
 3   Western Union Co.   49 
 6   Xerox Corp.   83 
 5   Yahoo!, Inc. ●   217 
         10,657 
     Technology Hardware and Equipment - 1.6%     
 1   Allegion plc   27 
 1   Amphenol Corp. Class A   91 
 35   Apple, Inc.   3,476 
 29   Cisco Systems, Inc.   739 
 7   Corning, Inc.   144 
 12   EMC Corp.   342 
    F5 Networks, Inc. ●   51 
 1   FLIR Systems, Inc.   26 
 1   Harris Corp.   40 
 11   Hewlett-Packard Co.   381 
 1   Jabil Circuit, Inc.   24 
 2   Juniper Networks, Inc.   51 
 1   Motorola Solutions, Inc.   81 

 

4
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 23.5% - (continued)     
     Technology Hardware and Equipment - 1.6% - (continued)     
 2   NetApp, Inc.  $79 
 10   Qualcomm, Inc.   721 
 1   SanDisk Corp.   126 
 2   Seagate Technology plc   108 
 2   TE Connectivity Ltd.   130 
 1   Western Digital Corp.   123 
         6,760 
     Telecommunication Services - 0.6%     
 30   AT&T, Inc.   1,052 
 3   CenturyLink, Inc.   135 
 2   Crown Castle International Corp.   156 
 6   Frontier Communications Co.   38 
 24   Verizon Communications, Inc.   1,194 
 4   Windstream Holdings, Inc.   38 
         2,613 
     Transportation - 0.5%     
 1   C.H. Robinson Worldwide, Inc.   57 
 6   CSX Corp.   185 
 5   Delta Air Lines, Inc.   175 
 1   Expeditors International of Washington, Inc.   45 
 2   FedEx Corp.   246 
 1   Kansas City Southern   77 
 2   Norfolk Southern Corp.   199 
    Ryder System, Inc.   28 
 4   Southwest Airlines Co.   134 
 5   Union Pacific Corp.   561 
 4   United Parcel Service, Inc. Class B   398 
         2,105 
     Utilities - 0.7%     
 4   AES (The) Corp.   55 
 1   AGL Resources, Inc.   35 
 1   Ameren Corp.   53 
 3   American Electric Power Co., Inc.   147 
 3   CenterPoint Energy, Inc.   62 
 2   CMS Energy Corp.   48 
 2   Consolidated Edison, Inc.   95 
 3   Dominion Resources, Inc.   232 
 1   DTE Energy Co.   77 
 4   Duke Energy Corp.   306 
 2   Edison International   104 
 1   Entergy Corp.   80 
 5   Exelon Corp.   169 
 2   FirstEnergy Corp.   82 
    Integrys Energy Group, Inc.   30 
 3   NextEra Energy, Inc.   236 
 2   NiSource, Inc.   75 
 2   Northeast Utilities   80 
 2   NRG Energy, Inc.   60 
 1   Oneok, Inc.   80 
 1   Pepco Holdings, Inc.   39 
 3   PG&E Corp.   122 
 1   Pinnacle West Capital Corp.   34 
 4   PPL Corp.   127 
 3   Public Service Enterprise Group, Inc.   108 
 1   SCANA Corp.   40 
 1   Sempra Energy   140 
 5   Southern Co.   224 
 1   TECO Energy, Inc.   25 
 1   Wisconsin Energy Corp.   55 
 3   Xcel Energy, Inc.   88 
         3,108 
     Total Common Stocks     
     ( Cost $77,578)  $100,982 
           
Exchange Traded Funds - 0.1%     
     Diversified Financials - 0.1%     
 2   Vanguard S&P 500 ETF  $450 
           
     Total Exchange Traded Funds     
     (Cost $461)  $450 
           
Asset and Commercial Mortgage Backed Securities - 0.7%     
     Finance and Insurance - 0.7%     
     Ally Automotive Receivables Trust     
$3   0.93%, 02/16/2016  $3 
     Banc of America Commercial Mortgage, Inc.     
 25   5.41%, 09/10/2047   27 
 24   5.45%, 01/15/2049   26 
 20   5.49%, 02/10/2051 Δ   21 
 60   5.68%, 07/10/2046   65 
 30   5.76%, 06/10/2049 Δ   32 
 24   5.89%, 07/10/2044 Δ   26 
 15   5.92%, 05/10/2045 Δ   16 
 8   5.95%, 02/10/2051 Δ   9 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 60   5.20%, 12/11/2038   64 
 22   5.33%, 02/11/2044   24 
 53   5.41%, 12/11/2040   55 
 25   5.70%, 06/13/2050   27 
 60   5.90%, 06/11/2040 Δ   66 
     Chase Issuance Trust     
 150   0.79%, 06/15/2017   150 
 100   1.30%, 02/18/2020   99 
     Citibank Credit Card Issuance Trust     
 110   4.85%, 03/10/2017   112 
 100   5.65%, 09/20/2019   112 
     Citigroup Commercial Mortgage Trust     
 35   5.90%, 12/10/2049 Δ   38 
 20   6.34%, 12/10/2049 Δ   22 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 25   5.32%, 12/11/2049   27 
 33   5.40%, 07/15/2044 Δ   34 
 22   5.62%, 10/15/2048   24 
 33   5.89%, 11/15/2044   36 
     Commercial Mortgage Pass-Through Certificates     
 30   3.15%, 08/15/2045   30 
 20   5.31%, 12/10/2046   21 
 23   5.94%, 06/10/2046 Δ   25 
 15   5.99%, 12/10/2049 Δ   16 
     Community or Commercial Mortgage Trust     
 15   2.94%, 01/10/2046   15 
     Credit Suisse Mortgage Capital Certificates     
 26   5.47%, 09/15/2039   28 
 50   5.61%, 02/15/2039 Δ   52 
 24   5.89%, 06/15/2039 Δ   26 
     CS First Boston Mortgage Securities Corp.     
 60   5.10%, 08/15/2038   61 

 

5
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 0.7% - (continued)     
     Finance and Insurance - 0.7% - (continued)     
     CW Capital Cobalt Ltd.     
$36   5.22%, 08/15/2048  $38 
 24   5.48%, 04/15/2047   26 
 23   5.97%, 05/15/2046 Δ   25 
     Ford Credit Automotive Owner Trust     
 100   0.78%, 05/15/2018   100 
     GE Capital Commercial Mortgage Corp.     
 30   5.54%, 12/10/2049   32 
     Greenwich Capital Commercial Funding Corp.     
 40   5.22%, 04/10/2037 Δ   41 
 35   5.44%, 03/10/2039 Δ   38 
 25   5.74%, 12/10/2049   27 
 48   6.01%, 07/10/2038 Δ   51 
     GS Mortgage Securities Trust     
 10   2.94%, 02/10/2046   10 
 40   3.14%, 06/10/2046   40 
 50   3.38%, 05/10/2045   51 
 20   3.48%, 01/10/2045   20 
 33   4.75%, 07/10/2039   33 
 25   5.56%, 11/10/2039   27 
 41   5.99%, 08/10/2045 Δ   45 
     Honda Automotive Receivables Owner Trust     
 22   0.77%, 01/15/2016   22 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 10   4.17%, 08/15/2046   11 
 25   5.34%, 05/15/2047   26 
 25   5.40%, 12/15/2044 Δ   26 
 19   5.42%, 01/15/2049   20 
 34   5.44%, 06/12/2047 Δ   36 
 18   5.48%, 12/12/2044 Δ   19 
 38   5.79%, 02/12/2051 Δ   41 
 25   5.98%, 06/15/2049 Δ   27 
 100   6.06%, 04/15/2045 Δ   106 
     LB-UBS Commercial Mortgage Trust     
 25   5.37%, 09/15/2039 Δ   27 
 59   5.42%, 02/15/2040   64 
 15   5.87%, 09/15/2045   17 
 10   6.03%, 06/15/2038 Δ   10 
     Merrill Lynch/Countrywide Commercial Mortgage Trust     
 25   5.17%, 12/12/2049 Δ   27 
 24   5.38%, 08/12/2048   26 
 40   5.70%, 09/12/2049   44 
 35   6.07%, 06/12/2046 Δ   37 
     Morgan Stanley Capital I     
 80   4.99%, 08/13/2042   81 
 48   5.33%, 12/15/2043   51 
 25   5.69%, 04/15/2049 Δ   27 
 33   5.83%, 10/15/2042 Δ   35 
     Morgan Stanley Capital Investments     
 25   5.81%, 12/12/2049   27 
     Wachovia Bank Commercial Mortgage Trust     
 25   5.31%, 11/15/2048   26 
 25   5.34%, 12/15/2043   27 
 20   5.42%, 01/15/2045 Δ   21 
 24   5.45%, 12/15/2044 Δ   25 
 25   5.51%, 04/15/2047   27 
 37   5.57%, 10/15/2048   40 
 25   5.68%, 05/15/2046   27 
 25   5.93%, 06/15/2049 Δ   27 
     WF-RBS Commercial Mortgage Trust     
 40   2.88%, 12/15/2045   39 
         3,059 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $3,065)  $3,059 
           
Corporate Bonds - 12.2%     
     Administrative, Support, Waste Management and Remediation Services - 0.1%     
     Republic Services, Inc.     
$95   5.00%, 03/01/2020  $105 
     Waste Management, Inc.     
 105   4.75%, 06/30/2020   116 
 25   6.13%, 11/30/2039   31 
         252 
     Agriculture, Forestry, Fishing and Hunting - 0.0%     
     Monsanto Co.     
 80   4.40%, 07/15/2044   79 
     Weyerhaeuser Co.     
 40   7.38%, 03/15/2032   53 
         132 
     Arts, Entertainment and Recreation - 0.5%     
     CBS Corp.     
 90   3.70%, 08/15/2024   89 
     Comcast Corp.     
 90   4.65%, 07/15/2042   93 
 305   5.15%, 03/01/2020   345 
 55   7.05%, 03/15/2033   74 
     DirecTV Holdings LLC     
 30   3.50%, 03/01/2016   31 
 145   5.00%, 03/01/2021   161 
 50   5.15%, 03/15/2042   50 
     Discovery Communications, Inc.     
 50   4.88%, 04/01/2043   50 
 85   5.05%, 06/01/2020   94 
     NBC Universal Media LLC     
 125   4.38%, 04/01/2021   136 
     News America, Inc.     
 155   4.50%, 02/15/2021   168 
 131   6.40%, 12/15/2035   163 
     Time Warner Cable, Inc.     
 345   4.00%, 09/01/2021   363 
 65   6.75%, 07/01/2018   76 
     Time Warner, Inc.     
 130   4.88%, 03/15/2020   143 
 160   6.50%, 11/15/2036   193 
     Viacom, Inc.     
 88   4.38%, 03/15/2043   81 
     Walt Disney Co.     
 35   4.13%, 12/01/2041   35 
 50   5.63%, 09/15/2016   55 
         2,400 
     Beverage and Tobacco Product Manufacturing - 0.4%     
     Altria Group, Inc.     
 360   4.75%, 05/05/2021   392 
 6   9.70%, 11/10/2018   8 
     Anheuser-Busch InBev Worldwide, Inc.     
 95   3.75%, 07/15/2042   85 
 325   5.38%, 01/15/2020   367 

 

6
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 12.2% - (continued)     
     Beverage and Tobacco Product Manufacturing - 0.4% - (continued)     
     Coca-Cola Co.     
$340   1.65%, 03/14/2018  $342 
 30   3.15%, 11/15/2020   31 
     Diageo Capital plc     
 50   3.88%, 04/29/2043   46 
 75   5.50%, 09/30/2016   82 
     Dr. Pepper Snapple Group     
 40   2.90%, 01/15/2016   41 
     PepsiCo, Inc.     
 180   3.13%, 11/01/2020   186 
 30   5.50%, 01/15/2040   35 
     Philip Morris International, Inc.     
 215   4.50%, 03/26/2020 - 03/20/2042   231 
         1,846 
     Chemical Manufacturing - 0.2%     
     CF Industries Holdings, Inc.     
 50   4.95%, 06/01/2043   50 
     Dow Chemical Co.     
 200   4.13%, 11/15/2021   210 
 25   4.38%, 11/15/2042   24 
 90   8.55%, 05/15/2019   113 
     E.I. DuPont de Nemours & Co.     
 160   3.63%, 01/15/2021   168 
 20   5.60%, 12/15/2036   24 
     Ecolab, Inc.     
 95   4.35%, 12/08/2021   103 
     Potash Corp. of Saskatchewan, Inc.     
 35   6.50%, 05/15/2019   41 
     PPG Industries, Inc.     
 20   3.60%, 11/15/2020   21 
     Praxair, Inc.     
 55   2.45%, 02/15/2022   53 
 25   5.38%, 11/01/2016   27 
         834 
     Computer and Electronic Product Manufacturing - 0.5%     
     Apple, Inc.     
 360   2.40%, 05/03/2023   340 
     Cingular Wireless LLC     
 25   7.13%, 12/15/2031   33 
     Cisco Systems, Inc.     
 320   4.45%, 01/15/2020   351 
 40   5.50%, 02/22/2016   43 
     EMC Corp.     
 110   2.65%, 06/01/2020   109 
     Hewlett-Packard Co.     
 45   4.30%, 06/01/2021   48 
 250   5.50%, 03/01/2018   279 
     Intel Corp.     
 90   2.70%, 12/15/2022   87 
 100   3.30%, 10/01/2021   103 
     Lockheed Martin Corp.     
 140   4.25%, 11/15/2019   153 
 15   4.85%, 09/15/2041   16 
     Raytheon Co.     
 95   3.13%, 10/15/2020   98 
     Texas Instruments, Inc.     
 80   1.65%, 08/03/2019   78 
 25   2.38%, 05/16/2016   26 
     Thermo Fisher Scientific, Inc.     
 155   2.25%, 08/15/2016   158 
 100   4.15%, 02/01/2024   104 
         2,026 
     Construction - 0.0%     
     CRH America, Inc.     
 125   6.00%, 09/30/2016   137 
           
     Couriers and Messengers - 0.0%     
     United Parcel Service, Inc.     
 110   3.13%, 01/15/2021   114 
           
     Educational Services - 0.0%     
     Princeton University     
 75   4.95%, 03/01/2019   85 
           
     Electrical Equipment and Appliance Manufacturing - 0.1%     
     Emerson Electric Co.     
 70   4.88%, 10/15/2019   79 
     General Electric Co.     
 107   4.13%, 10/09/2042   106 
 120   5.25%, 12/06/2017   133 
     Koninklijke Philips Electronics N.V.     
 58   6.88%, 03/11/2038   78 
         396 
     Finance and Insurance - 4.6%     
     ACE INA Holdings, Inc.     
 115   2.70%, 03/13/2023   110 
     Allstate (The) Corp.     
 75   5.55%, 05/09/2035   88 
     American Express Co.     
 208   2.65%, 12/02/2022   201 
     American International Group, Inc.     
 90   4.50%, 07/16/2044   89 
 136   6.40%, 12/15/2020   162 
     Aon Corp.     
 20   5.00%, 09/30/2020   22 
     Asian Development Bank     
 100   1.75%, 09/11/2018   100 
 265   2.50%, 03/15/2016   273 
     Bank of America Corp.     
 160   3.30%, 01/11/2023   156 
 445   5.00%, 05/13/2021   489 
 560   5.65%, 05/01/2018   623 
 50   5.88%, 02/07/2042   60 
     Bank of Montreal     
 150   1.45%, 04/09/2018   148 
     Bank of New York Mellon Corp.     
 135   2.30%, 07/28/2016   139 
 50   3.55%, 09/23/2021   52 
     Bank of Nova Scotia     
 95   4.38%, 01/13/2021   104 
     Barclays Bank plc     
 250   5.00%, 09/22/2016   268 
     BB&T Corp.     
 80   3.20%, 03/15/2016   83 
 130   5.25%, 11/01/2019   146 
     Berkshire Hathaway Finance Corp.     
 75   4.50%, 02/11/2043   76 
 225   5.40%, 05/15/2018   253 

 

7
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 12.2% - (continued)     
     Finance and Insurance - 4.6% - (continued)     
     BlackRock, Inc.     
$105   5.00%, 12/10/2019  $119 
     BP Capital Markets plc     
 160   2.25%, 11/01/2016   164 
 190   3.25%, 05/06/2022   189 
     Capital One Financial Corp.     
 140   4.75%, 07/15/2021   152 
 110   6.15%, 09/01/2016   120 
     Chubb Corp.     
 90   5.75%, 05/15/2018   102 
     CIGNA Corp.     
 100   4.00%, 02/15/2022   105 
 10   5.38%, 02/15/2042   11 
     Citigroup, Inc.     
 40   3.38%, 03/01/2023   39 
 100   4.45%, 01/10/2017   107 
 568   5.38%, 08/09/2020   643 
 135   6.63%, 06/15/2032   163 
     Credit Suisse New York     
 110   5.30%, 08/13/2019   124 
     Deutsche Bank AG London     
 110   3.25%, 01/11/2016   113 
 70   3.70%, 05/30/2024   70 
     European Bank for Reconstruction & Development     
 285   2.50%, 03/15/2016   293 
     European Investment Bank     
 695   1.25%, 10/14/2016   702 
 555   2.88%, 09/15/2020   578 
     Fifth Third Bancorp     
 100   3.50%, 03/15/2022   102 
 35   3.63%, 01/25/2016   36 
     Ford Motor Credit Co. LLC     
 270   6.63%, 08/15/2017   305 
     General Electric Capital Corp.     
 455   4.38%, 09/16/2020   497 
 525   5.30%, 02/11/2021   592 
 35   5.88%, 01/14/2038   42 
     Goldman Sachs Group, Inc.     
 400   3.85%, 07/08/2024   398 
 189   6.25%, 02/01/2041   229 
     HCP, Inc.     
 160   6.70%, 01/30/2018   184 
     Health Care REIT, Inc.     
 40   3.75%, 03/15/2023   39 
 55   5.25%, 01/15/2022   61 
     HSBC Finance Corp.     
 160   6.68%, 01/15/2021   188 
     HSBC Holdings plc     
 570   5.10%, 04/05/2021   641 
     Inter-American Development Bank     
 480   3.88%, 02/14/2020   526 
     John Deere Capital Corp.     
 105   1.85%, 09/15/2016   107 
 165   2.80%, 09/18/2017   172 
     JP Morgan Chase & Co.     
 785   4.95%, 03/25/2020   867 
 25   5.50%, 10/15/2040   29 
 80   6.00%, 01/15/2018   90 
 365   6.30%, 04/23/2019   423 
     Kreditanstalt fuer Wiederaufbau     
 450   1.25%, 10/26/2015 - 02/15/2017   454 
 185   2.63%, 01/25/2022   188 
 561   4.00%, 01/27/2020   617 
     Landwirtschaftliche Rentenbank     
 180   2.50%, 02/15/2016   185 
     Lincoln National Corp.     
 60   4.00%, 09/01/2023   62 
 60   4.85%, 06/24/2021   66 
     LYB Internantional Finance B.V.     
 100   4.00%, 07/15/2023   103 
 30   4.88%, 03/15/2044   31 
     Marsh & McLennan Cos., Inc.     
 35   4.80%, 07/15/2021   39 
     MetLife, Inc.     
 90   5.70%, 06/15/2035   108 
 120   7.72%, 02/15/2019   147 
     Morgan Stanley     
 200   5.45%, 01/09/2017   217 
 655   5.50%, 07/28/2021   738 
     National Rural Utilities Cooperative Finance Corp.     
 110   3.05%, 02/15/2022   110 
 30   5.45%, 04/10/2017   33 
     Nomura Holdings, Inc.     
 130   4.13%, 01/19/2016   135 
     Oesterreichische Kontrollbank AG     
 95   4.88%, 02/16/2016   101 
     PNC Funding Corp.     
 70   2.70%, 09/19/2016   72 
 70   3.30%, 03/08/2022   71 
 150   5.13%, 02/08/2020   169 
     Principal Financial Group, Inc.     
 70   3.30%, 09/15/2022   70 
     Prudential Financial, Inc.     
 205   5.38%, 06/21/2020   232 
 45   5.80%, 11/16/2041   52 
     Rabobank Nederland     
 245   4.50%, 01/11/2021   267 
 25   5.25%, 05/24/2041   28 
     Royal Bank of Canada     
 185   2.30%, 07/20/2016   190 
     Royal Bank of Scotland Group plc     
 35   6.13%, 01/11/2021   41 
     Simon Property Group L.P.     
 220   5.65%, 02/01/2020   253 
     State Street Corp.     
 80   4.38%, 03/07/2021   88 
     Toyota Motor Credit Corp.     
 70   2.00%, 10/24/2018   70 
 140   3.40%, 09/15/2021   145 
     Travelers Cos., Inc.     
 140   3.90%, 11/01/2020   150 
 30   4.60%, 08/01/2043   31 
     U.S. Bancorp     
 50   4.13%, 05/24/2021   54 
     UBS AG Stamford CT     
 150   5.75%, 04/25/2018   169 
 100   5.88%, 07/15/2016   108 
     UnitedHealth Group, Inc.     
 125   6.88%, 02/15/2038   171 

 

8
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 12.2% - (continued)
     Finance and Insurance - 4.6% - (continued)     
     Wellpoint, Inc.     
$65   4.65%, 01/15/2043  $64 
     Wells Fargo & Co.     
 330   2.10%, 05/08/2017   337 
 70   3.50%, 03/08/2022   71 
 335   4.60%, 04/01/2021   367 
 100   5.61%, 01/15/2044   113 
     Westpac Banking Corp.     
 110   3.00%, 12/09/2015   113 
         19,794 
     Food Manufacturing - 0.2%     
     Archer-Daniels-Midland Co.     
 33   4.02%, 04/16/2043   31 
     ConAgra Foods, Inc.     
 14   4.65%, 01/25/2043   14 
 94   7.00%, 04/15/2019   111 
     General Mills, Inc.     
 80   5.65%, 02/15/2019   91 
     Kellogg Co.     
 45   4.00%, 12/15/2020   48 
     Kraft Foods Group, Inc.     
 50   5.00%, 06/04/2042   52 
 113   5.38%, 02/10/2020   128 
     Mondelez International, Inc.     
 200   4.00%, 02/01/2024   205 
     Tyson Foods, Inc.     
 50   3.95%, 08/15/2024   50 
     Unilever Capital Corp.     
 70   5.90%, 11/15/2032   92 
         822 
     Food Services - 0.0%     
     McDonald's Corp.     
 49   3.70%, 02/15/2042   45 
 80   5.35%, 03/01/2018   89 
     Yum! Brands, Inc.     
 7   6.88%, 11/15/2037   9 
         143 
     Health Care and Social Assistance - 0.9%     
     AbbVie, Inc.     
 265   2.90%, 11/06/2022   253 
     Actavis Funding SCS     
 110   3.85%, 06/15/2024 ■   107 
     Aetna, Inc.     
 165   3.95%, 09/01/2020   176 
     Amgen, Inc.     
 195   3.88%, 11/15/2021   205 
 87   5.75%, 03/15/2040   100 
     AstraZeneca plc     
 130   5.90%, 09/15/2017   146 
 35   6.45%, 09/15/2037   46 
     Baxter International, Inc.     
 130   2.40%, 08/15/2022   123 
 30   4.50%, 08/15/2019   33 
     Boston Scientific Corp.     
 70   6.00%, 01/15/2020   80 
     Bristol-Myers Squibb Co.     
 25   3.25%, 08/01/2042   21 
     Celgene Corp.     
 85   3.25%, 08/15/2022   84 
     Covidien International Finance S.A.     
 45   3.20%, 06/15/2022   46 
 25   6.00%, 10/15/2017   28 
     Eli Lilly & Co.     
 20   5.20%, 03/15/2017   22 
     Express Scripts Holding Co.     
 205   4.75%, 11/15/2021   224 
     Gilead Sciences, Inc.     
 110   3.70%, 04/01/2024   112 
 20   4.40%, 12/01/2021   22 
     GlaxoSmithKline Capital, Inc.     
 40   2.80%, 03/18/2023   38 
 180   5.65%, 05/15/2018   204 
 47   6.38%, 05/15/2038   61 
     Johnson & Johnson     
 75   2.15%, 05/15/2016   77 
 75   5.95%, 08/15/2037   97 
     McKesson Corp.     
 70   3.80%, 03/15/2024   70 
 50   4.75%, 03/01/2021   56 
     Medtronic, Inc.     
 15   4.00%, 04/01/2043   14 
 120   4.45%, 03/15/2020   132 
     Merck & Co., Inc.     
 65   3.60%, 09/15/2042   59 
 195   3.88%, 01/15/2021   209 
     Novartis Capital Corp.     
 140   2.40%, 09/21/2022   135 
     Novartis Securities Investment Ltd.     
 75   5.13%, 02/10/2019   84 
     Pfizer, Inc.     
 470   6.20%, 03/15/2019   549 
     Quest Diagnostics, Inc.     
 40   4.70%, 04/01/2021   43 
     Sanofi-Aventis S.A.     
 20   4.00%, 03/29/2021   21 
     Teva Pharmaceutical Finance IV B.V.     
 60   3.65%, 11/10/2021   61 
     Walgreen Co.     
 30   3.10%, 09/15/2022   29 
         3,767 
     Information - 0.9%     
     America Movil S.A.B. de C.V.     
 110   5.63%, 11/15/2017   123 
 95   6.13%, 11/15/2037   111 
     AT&T, Inc.     
 310   2.63%, 12/01/2022   293 
 84   4.35%, 06/15/2045   77 
 73   5.35%, 09/01/2040   78 
 200   5.80%, 02/15/2019   229 
     British Telecommunications plc     
 43   9.62%, 12/15/2030 Δ   68 
     Deutsche Telekom International Finance B.V.     
 82   8.75%, 06/15/2030   119 
     Google, Inc.     
 65   2.13%, 05/19/2016   67 
     Microsoft Corp.     
 135   5.20%, 06/01/2039   154 

 

9
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 12.2% - (continued)     
     Information - 0.9% - (continued)     
     Oracle Corp.     
$150   2.80%, 07/08/2021  $149 
 110   5.38%, 07/15/2040   125 
 120   5.75%, 04/15/2018   136 
     Orange S.A.     
 105   5.38%, 07/08/2019 - 01/13/2042   117 
     Qwest Corp.     
 110   6.88%, 09/15/2033   110 
     Rogers Communications, Inc.     
 30   4.50%, 03/15/2043   29 
 50   6.80%, 08/15/2018   59 
     Telefonica Emisiones SAU     
 180   5.46%, 02/16/2021   200 
     Verizon Communications, Inc.     
 260   2.63%, 02/21/2020 ■   257 
 111   5.01%, 08/21/2054 ■   111 
 310   5.15%, 09/15/2023   343 
 95   6.00%, 04/01/2041   111 
 300   6.35%, 04/01/2019   349 
 112   6.55%, 09/15/2043   140 
     Vodafone Group plc     
 195   5.45%, 06/10/2019   219 
 20   6.15%, 02/27/2037   23 
         3,797 
     Machinery Manufacturing - 0.1%     
     Baker Hughes, Inc.     
 46   5.13%, 09/15/2040   51 
     Caterpillar, Inc.     
 50   3.80%, 08/15/2042   46 
 185   3.90%, 05/27/2021   198 
     Deere & Co.     
 30   3.90%, 06/09/2042   29 
     Joy Global, Inc.     
 10   5.13%, 10/15/2021   11 
     Xerox Corp.     
 20   6.35%, 05/15/2018   23 
         358 
     Mining - 0.3%     
     Barrick Gold Corp.     
 25   5.25%, 04/01/2042   23 
 110   6.95%, 04/01/2019   128 
     BHP Billiton Finance USA Ltd.     
 80   3.85%, 09/30/2023   83 
 15   4.13%, 02/24/2042   15 
 110   6.50%, 04/01/2019   130 
     Freeport-McMoRan Copper & Gold, Inc.     
 220   3.88%, 03/15/2023   217 
     Newmont Mining Corp.     
 38   6.25%, 10/01/2039   37 
     Rio Tinto Finance USA Ltd.     
 145   3.75%, 09/20/2021   150 
 170   6.50%, 07/15/2018   197 
     Southern Copper Corp.     
 55   6.75%, 04/16/2040   61 
     Teck Resources Ltd.     
 40   4.50%, 01/15/2021   42 
 30   5.40%, 02/01/2043   28 
     Vale Overseas Ltd.     
 190   6.25%, 01/23/2017   209 
 90   6.88%, 11/10/2039   102 
         1,422 
     Miscellaneous Manufacturing - 0.2%     
     3M Co.     
 75   1.38%, 09/29/2016   76 
 25   5.70%, 03/15/2037   32 
     Boeing Co.     
 200   4.88%, 02/15/2020   225 
     Honeywell International, Inc.     
 160   4.25%, 03/01/2021   176 
     Northrop Grumman Corp.     
 60   4.75%, 06/01/2043   62 
 20   5.05%, 08/01/2019   22 
     United Technologies Corp.     
 150   4.50%, 04/15/2020 - 06/01/2042   161 
 195   6.13%, 02/01/2019   227 
         981 
     Motor Vehicle and Parts Manufacturing - 0.1%     
     DaimlerChrysler NA Holdings Corp.     
 18   8.50%, 01/18/2031   27 
     Ford Motor Co.     
 130   7.45%, 07/16/2031   172 
     Johnson Controls, Inc.     
 100   5.00%, 03/30/2020   110 
         309 
     Other Services - 0.0%     
     Illinois Tool Works, Inc.     
 15   3.90%, 09/01/2042   14 
           
     Paper Manufacturing - 0.1%     
     International Paper Co.     
 110   7.50%, 08/15/2021   137 
     Kimberly-Clark Corp.     
 12   5.30%, 03/01/2041   14 
 90   6.13%, 08/01/2017   102 
         253 
     Petroleum and Coal Products Manufacturing - 1.1%     
     Anadarko Petroleum Corp.     
 40   5.95%, 09/15/2016   43 
 30   6.20%, 03/15/2040   37 
     Apache Corp.     
 100   5.10%, 09/01/2040   106 
     Atmos Energy Corp.     
 8   5.50%, 06/15/2041   10 
     Canadian Natural Resources Ltd.     
 60   5.70%, 05/15/2017   66 
 40   6.50%, 02/15/2037   50 
     Cenovus Energy, Inc.     
 15   4.45%, 09/15/2042   14 
 25   5.70%, 10/15/2019   29 
     Chevron Corp.     
 35   2.36%, 12/05/2022   33 
 150   2.43%, 06/24/2020   152 
     ConocoPhillips     
 128   6.50%, 02/01/2039   168 
     Continental Resources, Inc.     
 60   4.90%, 06/01/2044   58 
     Devon Financing Corp.     
 90   7.88%, 09/30/2031   126 
     EnCana Corp.     
 50   6.50%, 02/01/2038   61 
     Ensco plc     
 50   4.70%, 03/15/2021   53 

 

10
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 12.2% - (continued)     
     Petroleum and Coal Products Manufacturing - 1.1% - (continued)     
     Hess Corp.     
$53   5.60%, 02/15/2041  $60 
     Kerr-McGee Corp.     
 100   6.95%, 07/01/2024   126 
     Marathon Oil Corp.     
 15   6.60%, 10/01/2037   19 
     Marathon Petroleum Corp.     
 15   5.13%, 03/01/2021   17 
     National Oilwell Varco, Inc.     
 50   2.60%, 12/01/2022   48 
 15   3.95%, 12/01/2042   14 
     Nexen, Inc.     
 50   7.50%, 07/30/2039   69 
     Noble Corp.     
 45   3.95%, 03/15/2022   44 
     Noble Energy, Inc.     
 20   6.00%, 03/01/2041   23 
     Occidental Petroleum Corp.     
 40   4.10%, 02/01/2021   43 
     Pemex Project Funding Master Trust     
 185   5.75%, 03/01/2018   205 
     Petrobras International Finance Co.     
 595   5.38%, 01/27/2021   601 
     Petroleos Mexicanos     
 195   6.50%, 06/02/2041   226 
     Phillips 66     
 85   4.30%, 04/01/2022   90 
     Sempra Energy     
 65   6.00%, 10/15/2039   81 
 35   6.50%, 06/01/2016   38 
     Shell International Finance B.V.     
 85   3.63%, 08/21/2042   77 
 170   4.30%, 09/22/2019   187 
     Southern Natural Gas Co. LLC     
 60   5.90%, 04/01/2017 ■   66 
     Statoil ASA     
 35   5.10%, 08/17/2040   39 
     Statoilhydro ASA     
 335   5.25%, 04/15/2019   377 
     Suncor Energy, Inc.     
 100   6.50%, 06/15/2038   127 
     Talisman Energy, Inc.     
 25   7.75%, 06/01/2019   30 
     Total Capital International S.A.     
 145   1.50%, 02/17/2017   146 
     Total Capital S.A.     
 95   4.25%, 12/15/2021   104 
     Transocean, Inc.     
 185   6.50%, 11/15/2020   197 
     TXU Electric Delivery Co.     
 95   7.00%, 09/01/2022   120 
     Valero Energy Corp.     
 200   6.13%, 02/01/2020   232 
     Weatherford International Ltd.     
 110   5.13%, 09/15/2020   120 
 30   6.75%, 09/15/2040   35 
     Williams Partners L.P.     
 125   5.25%, 03/15/2020   139 
 40   6.30%, 04/15/2040   47 
         4,753 
    Pipeline Transportation - 0.3%    
     El Paso Pipeline Partners Operating Co. LLC     
 35   4.70%, 11/01/2042   31 
     Energy Transfer Equity L.P.     
 90   6.50%, 02/01/2042   103 
 64   9.00%, 04/15/2019   80 
     Enterprise Products Operating LLC     
 65   4.45%, 02/15/2043   63 
 20   4.85%, 03/15/2044   20 
 140   5.20%, 09/01/2020   157 
     Kinder Morgan Energy Partners L.P.     
 187   6.38%, 03/01/2041   211 
     Oneok Partners L.P.     
 65   6.65%, 10/01/2036   78 
     Plains All American Pipeline L.P.     
 65   6.65%, 01/15/2037   81 
     TransCanada Pipelines Ltd.     
 125   3.75%, 10/16/2023   127 
 105   3.80%, 10/01/2020   111 
 90   7.13%, 01/15/2019   108 
     Transcontinental Gas Pipe Corp.     
 20   4.45%, 08/01/2042   19 
         1,189 
     Professional, Scientific and Technical Services - 0.1%     
     IBM Corp.     
 115   5.60%, 11/30/2039   138 
 100   5.70%, 09/14/2017   112 
     Omnicom Group, Inc.     
 110   3.63%, 05/01/2022   111 
         361 
     Public Administration - 0.1%     
     International Bank for Reconstruction & Development     
 237   7.63%, 01/19/2023   328 
           
     Rail Transportation - 0.2%     
     Burlington Northern Santa Fe Corp.     
 47   4.38%, 09/01/2042   46 
 45   4.45%, 03/15/2043   45 
 170   4.70%, 10/01/2019   189 
     Canadian National Railway Co.     
 40   2.85%, 12/15/2021   40 
     Canadian Pacific Railway Co.     
 60   4.45%, 03/15/2023   65 
 8   7.13%, 10/15/2031   11 
     CSX Corp.     
 85   3.70%, 10/30/2020   89 
 105   4.25%, 06/01/2021   114 
     Norfolk Southern Corp.     
 75   4.84%, 10/01/2041   81 
     Union Pacific Corp.     
 60   4.00%, 02/01/2021   65 
 34   4.82%, 02/01/2044   37 
         782 
     Real Estate, Rental and Leasing - 0.0%     
     Boston Properties L.P.     
 100   5.88%, 10/15/2019   115 
     ERP Operating L.P.     
 70   5.75%, 06/15/2017   78 
         193 

 

11
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 12.2% - (continued)     
     Retail Trade - 0.4%     
     Eaton Corp.     
$165   2.75%, 11/02/2022  $159 
     Federated Retail Holdings, Inc.     
 128   5.90%, 12/01/2016   141 
     Home Depot, Inc.     
 290   2.70%, 04/01/2023   281 
 35   5.88%, 12/16/2036   43 
     Kroger (The) Co.     
 40   3.90%, 10/01/2015   41 
 70   6.80%, 12/15/2018   83 
 40   7.50%, 04/01/2031   52 
     Lowe's Cos., Inc.     
 70   6.65%, 09/15/2037   92 
     Macy's Retail Holdings, Inc.     
 60   3.88%, 01/15/2022   62 
     Target Corp.     
 270   3.88%, 07/15/2020   289 
     Wal-Mart Stores, Inc.     
 115   3.25%, 10/25/2020   120 
 150   4.25%, 04/15/2021   165 
 178   5.63%, 04/15/2041   215 
         1,743 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.1%     
     Colgate-Palmolive Co.     
 140   2.30%, 05/03/2022   135 
     Procter & Gamble Co.     
 115   4.70%, 02/15/2019   128 
 20   5.55%, 03/05/2037   25 
         288 
     Transportation Equipment Manufacturing - 0.0%     
     General Dynamics Corp.     
 15   3.88%, 07/15/2021   16 
           
     Utilities - 0.7%     
     Alabama Power Co.     
 40   6.00%, 03/01/2039   51 
     Berkshire Hathaway Energy Co.     
 170   6.13%, 04/01/2036   210 
     CenterPoint Energy Houston Electric LLC     
 15   3.55%, 08/01/2042   14 
     CMS Energy Corp.     
 60   5.05%, 03/15/2022   67 
     Consolidated Edison Co. of NY     
 55   3.95%, 03/01/2043   52 
 25   5.50%, 12/01/2039   29 
 40   6.65%, 04/01/2019   48 
     Dominion Gas Holdings LLC     
 100   3.55%, 11/01/2023   101 
     Dominion Resources, Inc.     
 295   4.45%, 03/15/2021   320 
     Duke Energy Corp.     
 25   4.00%, 09/30/2042   24 
 105   5.30%, 02/15/2040   124 
     Exelon Generation Co. LLC     
 145   4.00%, 10/01/2020   153 
 85   6.25%, 10/01/2039   99 
     Florida Power & Light Co.     
 105   5.69%, 03/01/2040   131 
     Georgia Power Co.     
 100   2.85%, 05/15/2022   99 
 50   4.75%, 09/01/2040   53 
     Hydro-Quebec     
 150   1.38%, 06/19/2017   151 
 70   8.40%, 01/15/2022   91 
     Indiana Michigan Power Co.     
 25   6.05%, 03/15/2037   31 
     Kentucky Utilities Co.     
 70   5.13%, 11/01/2040   81 
     Nevada Power Co.     
 55   6.75%, 07/01/2037   75 
     Northern States Power Co.     
 95   3.40%, 08/15/2042   84 
     Ohio Power Co.     
 155   5.38%, 10/01/2021   180 
     Pacific Gas & Electric Co.     
 165   6.05%, 03/01/2034   203 
     Progress Energy, Inc.     
 270   4.40%, 01/15/2021   295 
     PSEG Power LLC     
 25   5.13%, 04/15/2020   28 
     Public Service Electric & Gas Co.     
 75   3.95%, 05/01/2042   73 
     San Diego Gas & Electric Co.     
 32   4.50%, 08/15/2040   34 
     South Carolina Electric & Gas Co.     
 40   6.05%, 01/15/2038   51 
     Southern California Edison Co.     
 125   4.50%, 09/01/2040   132 
     Xcel Energy, Inc.     
 65   4.70%, 05/15/2020   72 
         3,156 
     Wholesale Trade - 0.0%     
     Georgia-Pacific LLC     
 40   7.75%, 11/15/2029   55 
           
     Total Corporate Bonds     
     (Cost $52,337)  $52,746 
           
Foreign Government Obligations - 0.9%     
     Brazil - 0.1%     
     Brazil (Federative Republic of)     
$225   5.88%, 01/15/2019  $253 
 187   7.13%, 01/20/2037   230 
        $483 
     Canada - 0.3%     
     British Columbia (Province of)     
 60   2.10%, 05/18/2016   61 
 105   2.65%, 09/22/2021   107 
     Canada (Government of)     
 135   0.88%, 02/14/2017   135 
     Manitoba (Province of)     
 85   2.10%, 09/06/2022   82 
     Nova Scotia (Province of)     
 35   5.13%, 01/26/2017   38 
     Ontario (Province of)     
 415   4.40%, 04/14/2020   460 
     Quebec (Province of)     
 140   3.50%, 07/29/2020   149 
 60   5.13%, 11/14/2016   65 
 50   7.50%, 09/15/2029   71 
         1,168 
           

 

12
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Foreign Government Obligations - 0.9% - (continued)     
     Colombia - 0.1%     
     Colombia (Republic of)     
$161   8.13%, 05/21/2024  $213 
           
     Italy - 0.0%     
     Italy (Republic of)     
 45   5.38%, 06/15/2033   54 
           
     Mexico - 0.1%     
     Mexico (United Mexican States)     
 220   5.13%, 01/15/2020   244 
 232   6.05%, 01/11/2040   274 
         518 
     Panama - 0.0%     
     Panama (Republic of)     
 50   6.70%, 01/26/2036   61 
           
     Peru - 0.0%     
     Peru (Republic of)     
 75   5.63%, 11/18/2050   85 
 30   7.13%, 03/30/2019   35 
         120 
     Philippines - 0.1%     
     Philippines (Republic of)     
 220   4.00%, 01/15/2021   232 
 100   6.38%, 10/23/2034   126 
         358 
     Poland - 0.0%     
     Poland (Republic of)     
 140   5.00%, 03/23/2022   154 
           
     South Africa - 0.1%     
     South Africa (Republic of)     
 200   6.88%, 05/27/2019   227 
           
     Turkey - 0.1%     
     Turkey (Republic of)     
 110   6.75%, 05/30/2040   125 
 310   7.38%, 02/05/2025   368 
         493 
     Total Foreign Government Obligations     
     (Cost $3,899)  $3,849 
           
Municipal Bonds - 0.3%     
     Airport Revenues - 0.0%     
     Clark County, NV, Airport Rev,     
$5   6.82%, 07/01/2045  $7 
           
     General Obligations - 0.2%     
     California State GO,     
 105   7.60%, 11/01/2040   155 
     California State GO, Taxable,     
 55   7.55%, 04/01/2039   80 
     Connecticut State GO,     
 45   5.85%, 03/15/2032   55 
     Illionis State, GO,     
 195   5.10%, 06/01/2033   189 
     Massachusetts State GO,     
 15   5.46%, 12/01/2039   18 
     Mississippi State GO,     
 25   5.25%, 11/01/2034   29 
     New York, NY, GO,     
 15   5.85%, 06/01/2040   19 
     Texas State GO,     
 30   5.52%, 04/01/2039   38 
         583 
     Higher Education (Univ., Dorms, etc.) - 0.0%     
     University of California, Build America Bonds Rev,     
 50   5.77%, 05/15/2043   62 
     University of Texas,     
 25   4.79%, 08/15/2046   28 
         90 
     Miscellaneous - 0.0%     
     New Jersey State Econ DA Lease Rev,     
 15   7.43%, 02/15/2029   19 
           
     Tax Allocation - 0.0%     
     New York, NY, Dormitory Auth Rev,     
 20   5.60%, 03/15/2040   25 
           
     Transportation - 0.1%     
     Bay Area, CA, Toll Auth Bridge Rev,     
 30   6.26%, 04/01/2049   40 
     Metropolitan Transportation Auth, NY, Rev,     
 20   5.87%, 11/15/2039   24 
 25   6.55%, 11/15/2031   32 
 15   6.65%, 11/15/2039   20 
     New Jersey State Turnpike Auth,     
 45   7.10%, 01/01/2041   62 
     New Jersey State Turnpike Auth, Taxable,     
 15   7.41%, 01/01/2040   22 
     New York and New Jersey PA,     
 50   4.93%, 10/01/2051   55 
         255 
     Utilities - Electric - 0.0%     
     American Municipal Power Ohio, Inc. Rev,     
 45   6.05%, 02/15/2043   55 
     Municipal Elec Auth Georgia,     
 40   6.64%, 04/01/2057   50 
         105 
     Utilities - Water and Sewer - 0.0%     
     New York City, NY, Municipal Water FA,     
 45   5.88%, 06/15/2044   57 
           
     Total Municipal Bonds     
     (Cost $1,096)  $1,141 
           
U.S. Government Agencies - 14.2%     
     FHLMC - 4.0%     
$270   2.38%, 01/13/2022  $269 
 1,509   2.50%, 05/27/2016 - 12/01/2042   1,526 
 3,088   3.00%, 12/01/2025 - 05/01/2043   3,102 
 3,233   3.50%, 04/01/2026 - 12/01/2043   3,338 
 680   3.75%, 03/27/2019   736 
 2,876   4.00%, 06/01/2024 - 07/01/2044 ☼   3,034 
 1,778   4.50%, 03/01/2015 - 09/01/2041   1,921 
 1,488   5.00%, 05/01/2023 - 08/01/2041   1,649 
 360   5.13%, 10/18/2016   393 
 370   5.25%, 04/18/2016   397 
 596   5.50%, 05/01/2036 - 08/01/2038   665 
 121   6.00%, 06/01/2036 - 10/01/2037   137 

 

13
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
U.S. Government Agencies - 14.2% - (continued)     
     FHLMC - 4.0% - (continued)     
$100   6.25%, 07/15/2032  $139 
         17,306 
     FNMA - 6.7%     
 690   0.88%, 08/28/2017   685 
 830   1.25%, 01/30/2017   838 
 1,310   1.63%, 10/26/2015 - 11/27/2018   1,325 
 1,712   2.50%, 03/01/2027 - 01/01/2043   1,723 
 5,519   3.00%, 12/01/2025 - 11/01/2043 ☼   5,535 
 5,512   3.50%, 09/01/2025 - 08/01/2044 ☼   5,684 
 5,418   4.00%, 05/01/2020 - 05/01/2044   5,733 
 2,991   4.50%, 05/01/2025 - 01/01/2044   3,230 
 1,960   5.00%, 02/01/2022 - 01/01/2041   2,164 
 1,089   5.50%, 10/01/2035 - 05/01/2040   1,217 
 130   5.63%, 07/15/2037   173 
 286   6.00%, 04/01/2036 - 07/01/2037   325 
 67   6.50%, 06/01/2039   76 
 53   6.63%, 11/15/2030   75 
         28,783 
     GNMA - 3.5%     
 142   2.50%, 10/15/2027 - 01/15/2043   140 
 2,968   3.00%, 04/15/2027 - 12/20/2043   3,004 
 3,817   3.50%, 09/15/2025 - 07/20/2044   3,953 
 3,490   4.00%, 08/15/2026 - 09/20/2044 ☼   3,707 
 2,217   4.50%, 05/15/2039 - 10/20/2043   2,419 
 1,099   5.00%, 11/20/2035 - 12/20/2041   1,219 
 221   5.50%, 05/20/2038 - 08/20/2041   247 
 166   6.00%, 02/15/2036 - 08/20/2041   188 
         14,877 
     Total U.S. Government Agencies     
     (Cost $60,950)  $60,966 
           
U.S. Government Securities - 16.2%     
Other Direct Federal Obligations - 0.4%     
     FFCB - 0.0%     
$165   4.88%, 12/16/2015 - 01/17/2017  $176 
           
     FHLB - 0.3%     
 540   4.75%, 12/16/2016   587 
 470   5.00%, 11/17/2017   524 
 60   5.50%, 07/15/2036   78 
         1,189 
     Tennessee Valley Authority - 0.1%     
 213   6.75%, 11/01/2025   285 
           
         1,650 
U.S. Treasury Securities - 15.8%     
     U.S. Treasury Bonds - 2.6%     
 6,116   3.13%, 11/15/2041 - 02/15/2043 Θ   6,045 
 305   3.75%, 08/15/2041   339 
 728   4.25%, 11/15/2040   874 
 2,810   5.38%, 02/15/2031   3,719 
         10,977 
     U.S. Treasury Notes - 13.2%     
 1,500   0.25%, 11/30/2015   1,501 
 400   0.50%, 07/31/2017   394 
 11,270   0.63%, 05/31/2017 - 04/30/2018   11,078 
 4,085   0.88%, 11/30/2016   4,100 
 12,812   1.00%, 08/31/2016   12,916 
 4,620   1.25%, 08/31/2015 - 11/30/2018   4,640 
 5,220   1.63%, 06/30/2019   5,192 
 7,564   1.75%, 05/31/2016 - 05/15/2022   7,484 
 3,878   1.88%, 09/30/2017 ‡   3,964 
 345   2.13%, 08/15/2021   343 
 5,270   2.75%, 11/15/2023 - 02/15/2024   5,397 
 215   3.13%, 05/15/2021   228 
         57,237 
         68,214 
     Total U.S. Government Securities     
     (Cost $69,812)  $69,864 
           
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $269,198)  $293,057 
           
Short-Term Investments - 32.3%     
Other Direct Federal Obligations - 5.0%     
     FHLB     
$10,000   0.08%, 10/3/2014   ○  $10,000 
 11,800   0.09%, 11/21/2014   ○   11,800 
         21,800 
Other Investment Pools and Funds - 0.0%     
 3   JP Morgan U.S. Government Money Market Fund  $3 
           
Repurchase Agreements - 2.5%     
     RBS Greenwich TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$8,099, collateralized by U.S. Treasury Note
0.63% - 1.88%, 2017, value of $8,264)
     
$8,099   0.00%, 9/30/2014  $8,099 
     UBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $2,578, collateralized by U.S.
Treasury Note 1.50% - 2.50%, 2019 - 2024,
value of $2,630)
     
 2,578   0.00%, 9/30/2014   2,578 
         10,677 
U.S. Government Agencies - 16.4%     
     FHLMC     
$10,000   0.06%, 3/19/2015   ○  $9,999 
 5,000   0.07%, 11/19/2014   ○   5,000 
 25,000   0.08%, 12/10/2014   ○   24,999 
     FNMA     
 20,500   0.07%, 11/12/2014 - 1/20/2015   ○   20,499 
 10,000   0.08%, 12/3/2014   ○   9,999 
         70,496 

 

14
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount      Market Value ╪ 
Short-Term Investments - 32.3%          
U.S. Treasury Bills - 8.4%          
$11,000   0.03%, 11/20/2014   □○       $11,000 
 25,000   0.05%, 01/08/2015   ○        24,999 
              35,999 
     Total Short-Term Investments          
     (Cost $138,962)       $138,975 
                
     Total Investments Excluding Purchased Options          
     (Cost $408,160)   100.4%  $432,032 
     Total Purchased Options          
     (Cost $22,592)   0.5%   1,978 
     Total Investments          
     (Cost $430,752) ▲   100.9%  $434,010 
     Other Assets and Liabilities   (0.9)%   (3,763)
     Total Net Assets   100.0%  $430,247 

 

15
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

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

 

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

 

Other than the industry classifications “Other Investment Pools and Funds” and “Exchange Traded Funds,” 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 shown in this report as the classifications are used for reporting ease.

 

At September 30, 2014, the cost of securities for federal income tax purposes was $412,623 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $25,709 
Unrealized Depreciation   (4,322)
Net Unrealized Appreciation  $21,387 

 

Non-income producing.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at September 30, 2014.

 

The interest rate disclosed for these securities represents the effective yield on the date of the acquisition.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities was $541, which represents 0.1% of total net assets.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1,520 at September 30, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

ΘThis security, or a portion of this security, is designated to cover open OTC options contracts at September 30, 2014.

 

This security, or a portion of this security, is pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts held at September 30, 2014.

 

Futures Contracts Outstanding at September 30, 2014

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Short position contracts:                                      
S&P 500 (E-Mini) Future   1,892   12/19/2014  $187,979   $185,936   $   $2,043   $379   $ 

 

* The number of contracts does not omit 000's.

 

OTC Option Contracts Outstanding at September 30, 2014

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums
Received/
Paid by
Fund Δ
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:                                
Put option contracts                                
S&P 500 Index Option  JPM  EQ  1,170.00 USD  06/06/16  USD31,850   $648   $7,383   $(6,735)
S&P 500 Index Option  BCLY  EQ  1,170.00 USD  06/06/16  USD32,964    671    7,621    (6,950)
S&P 500 Index Option  BOA  EQ  1,170.00 USD  06/06/16  USD20,282    412    4,391    (3,979)
S&P 500 Index Option  CSI  EQ  1,170.00 USD  06/06/16  USD3,348    68    858    (790)
S&P 500 Index Option  UBS  EQ  1,170.00 USD  06/06/16  USD8,811    179    2,339    (2,160)

 

16
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

OTC Option Contracts Outstanding at September 30, 2014 - (continued)

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums
Received/
Paid by
Fund Δ
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts: - (continued)                                
Put option contracts - (continued)                                
Total put option contracts               97,255   $1,978   $22,592   $(20,614)
Total purchased option contracts               97,255   $1,978   $22,592   $(20,614)
Written option contracts:                                
Put option contracts                                
S&P 500 Index Option  BCLY  EQ  910.00 USD  06/06/16  USD32,964   $239   $4,456   $4,217 
S&P 500 Index Option  JPM  EQ  910.00 USD  06/06/16  USD31,850    232    4,300    4,068 
S&P 500 Index Option  BOA  EQ  910.00 USD  06/06/16  USD20,282    147    2,564    2,417 
S&P 500 Index Option  CSI  EQ  910.00 USD  06/06/16  USD3,348    24    509    485 
S&P 500 Index Option  UBS  EQ  910.00 USD  06/06/16  USD8,811    64    1,388    1,324 
Total put option contracts               97,255   $706   $13,217   $12,511 
Total written option contracts               97,255   $706   $13,217   $12,511 

 

*The number of contracts does not omit 000's.
ΔFor purchased options, premiums are paid by the Fund, for written options, premiums are received.

 

The broker deposited securities valued at $1,617 with the custodian to serve as collateral for the options purchased by the Fund. The collateral is maintained in a segregated account at the custodian on behalf of the Fund. Since the broker retains legal title to the securities, the securities are not considered assets of the Fund.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BOA Banc of America Securities LLC
CSI Credit Suisse International
JPM JP Morgan Chase & Co.
UBS UBS AG
 
Currency Abbreviations:
USD U.S. Dollar
 
Index Abbreviations:
S&P Standard & Poors
 
Municipal Bond Abbreviations:
DA Development Authority
FA Finance Authority
GO General Obligation
PA Port Authority
Rev Revenue
 
Other Abbreviations:
EQ Equity
ETF Exchange Traded Fund
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GNMA Government National Mortgage Association
OTC Over-the-Counter
REIT Real Estate Investment Trust

 

Credit Exposure

as of September 30, 2014

Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   14.4%
Aa/ AA   19.0 
A   4.9 
Baa/ BBB   6.1 
Ba/ BB   0.0 
Not Rated   0.1 
Non-Debt Securities and Other Short-Term Instruments   56.4 
Other Assets and Liabilities   (0.9)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

17
 

 

Hartford Portfolio Diversifier HLS Fund

Schedule of Investments – (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities  $3,059   $   $3,059   $ 
Common Stocks ‡   100,982    100,982         
Corporate Bonds   52,746        52,746     
Exchange Traded Funds   450    450         
Foreign Government Obligations   3,849        3,849     
Municipal Bonds   1,141        1,141     
Put Options Purchased   1,978        1,978     
U.S. Government Agencies   60,966        60,966     
U.S. Government Securities   69,864        69,864     
Short-Term Investments   138,975    3    138,972     
Total  $434,010   $101,435   $332,575   $ 
Liabilities:                    
Written Options   706        706     
Total  $706   $   $706   $ 
Futures *   2,043    2,043         
Total  $2,043   $2,043   $   $ 

 

For the nine-month period ended September 30, 2014, investments valued at $978 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

18
 

 

 

Hartford Small Company HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 95.3%     
     Automobiles and Components - 1.7%     
 38   Dana Holding Corp.  $726 
 190   Gentherm, Inc. ●   8,043 
 10   Standard Motor Products, Inc.   352 
 260   Tenneco Automotive, Inc. ●   13,584 
 1   Tesla Motors, Inc. ●   144 
         22,849 
     Banks - 1.5%     
 8   Bank of Marin Bancorp   352 
 28   Blue Hills Bancorp, Inc.    369 
 30   Clifton Bancorp, Inc.   375 
 61   EverBank Financial Corp.   1,083 
 35   First Merchants Corp.   711 
 38   Flushing Financial Corp.   691 
 22   Heritage Financial Corp.   342 
 16   Home Loan Servicing Solutions Ltd.   345 
 64   MGIC Investment Corp. ●   503 
 347   PacWest Bancorp   14,299 
 15   Trico Bancshares   344 
 22   Wintrust Financial Corp.   980 
 5   WSFS Financial Corp.   351 
         20,745 
     Capital Goods - 13.8%     
 13   A.O. Smith Corp.   598 
 28   AAON, Inc.   481 
 153   Acuity Brands, Inc.   18,054 
 5   Advanced Drainage Systems, Inc. ●   101 
 507   AECOM Technology Corp. ●   17,095 
 559   Altra Industrial Motion Corp.   16,311 
 342   Applied Industrial Technologies, Inc.   15,591 
 191   Astronics Corp. ●   9,084 
 2   Astronics Corp. Class B   109 
 16   AZZ, Inc.   670 
 18   CAI International, Inc. ●   357 
 2   Carlisle Cos., Inc.   182 
 14   Chart Industries, Inc. ●   836 
 3   Crane Co.   182 
 459   DigitalGlobe, Inc. ●   13,076 
 8   EMCOR Group, Inc.   328 
 6   Esterline Technologies Corp. ●   644 
 275   Generac Holdings, Inc. ●   11,164 
 9   H & E Equipment Services, Inc.   366 
 622   HD Supply Holdings, Inc. ●   16,962 
 13   Heico Corp.   611 
 16   Insteel Industries, Inc.   335 
 10   Lennox International, Inc.   799 
 20   Luxfer Holdings plc   340 
 13   Lydall, Inc. ●   344 
 140   Moog, Inc. Class A ●   9,547 
 489   Orbital Sciences Corp. ●   13,604 
 8   Polypore International, Inc. ●   314 
 10   Sun Hydraulics Corp.   358 
 106   Teledyne Technologies, Inc. ●   9,935 
 10   Textainer Group Holdings Ltd.   323 
 30   Titan International, Inc.   357 
 12   Toro Co.   712 
 276   Watts Water Technologies, Inc.   16,089 
 169   WESCO International, Inc. ●   13,264 
         189,123 
     Commercial and Professional Services - 2.6%     
 9   Barrett Business Services, Inc.   351 
 192   Clean Harbors, Inc. ●   10,348 
 19   Deluxe Corp.   1,072 
 12   Exponent, Inc.   828 
 13   Gategroup Holding AG   276 
 24   GP Strategies Corp. ●   678 
 24   On Assignment, Inc. ●   640 
 553   TrueBlue, Inc. ●   13,962 
 176   Wageworks, Inc. ●   8,005 
         36,160 
     Consumer Durables and Apparel - 4.3%     
 19   Arctic Cat, Inc.   650 
 11   iRobot Corp. ●   323 
 171   Kate Spade & Co. ●   4,474 
 19   LGI Homes, Inc. ●   349 
 17   M/I Schottenstein Homes, Inc. ●   340 
 32   New Home (The) Co., Inc. ●   427 
 3,363   Samsonite International S.A.   10,828 
 201   Skechers USA, Inc. Class A ●   10,709 
 1,537   Standard-Pacific Corp. ●   11,512 
 29   Steven Madden Ltd. ●   943 
 373   Taylor Morrison Home Corp. ●   6,048 
 403   Vince Holding Corp. ●   12,198 
         58,801 
     Consumer Services - 4.6%     
 590   Bloomin' Brands, Inc. ●   10,819 
 18   Brinker International, Inc.   912 
 97   Buffalo Wild Wings, Inc. ●   13,023 
 44   Del Frisco's Restaurant Group, Inc. ●   844 
 602   Diamond Resorts International, Inc. ●   13,703 
 57   Ignite Restaurant Group, Inc. ●   339 
 15   Marriott Vacations Worldwide Corp. ●   966 
 63   Panera Bread Co. Class A ●   10,320 
 200   Red Robin Gourmet Burgers, Inc. ●   11,395 
 19   Sotheby's Holdings   664 
         62,985 
     Diversified Financials - 4.0%     
 12   Alaris Royalty Corp.   331 
 12   Evercore Partners, Inc.   555 
 141   Financial Engines, Inc.   4,824 
 458   HFF, Inc.   13,253 
 10   Marcus & Millichap, Inc. ●   292 
 10   Platform Specialty Products Corp. ●   248 
 591   Platform Specialty Products Corp. PIPE ●   14,791 
 6   Portfolio Recovery Associates, Inc. ●   293 
 23   Regional Management Corp. ●   413 
 55   Virtus Investment Partners, Inc.   9,493 
 530   Wisdomtree Investment, Inc. ●   6,031 
 348   WL Ross Holding Corp. ●   3,726 
         54,250 
     Energy - 3.2%     
 231   Athlon Energy, Inc. ●   13,449 
 218   BPZ Resources, Inc. ●   417 
 13   C&J Energy Services, Inc. ●   391 
 145   Diamondback Energy, Inc. ●   10,834 
 64   Energy XXI (Bermuda) Ltd.   726 
 18   Forum Energy Technologies, Inc. ●   547 
 28   Jones Energy, Inc. ●   527 
 122   Karoon Gas Australia Ltd. ●   372 
 67   Laredo Petroleum, Inc. ●   1,497 
 13   Parsley Energy, Inc. ●   276 

 

1
 

 

Hartford Small Company HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 95.3% - (continued)     
     Energy - 3.2% - (continued)     
 15   PBF Energy, Inc.  $353 
 16   Rosetta Resources, Inc. ●   694 
 485   RSP Permian, Inc. ●   12,407 
 52   Superior Drilling Products I ●   326 
 32   Synergy Resources Corp. ●   384 
         43,200 
     Food and Staples Retailing - 0.2%     
 17   Casey's General Stores, Inc.   1,229 
 30   Natural Grocers by Vitamin Cottage, Inc. ●   482 
 8   PriceSmart, Inc.   668 
         2,379 
     Food, Beverage and Tobacco - 0.1%     
 18   Darling Ingredients, Inc. ●   327 
 14   TreeHouse Foods, Inc. ●   1,090 
         1,417 
     Health Care Equipment and Services - 9.0%     
 333   Acadia Healthcare Co., Inc. ●   16,132 
 2   Atrion Corp.   621 
 21   CareTrust REIT, Inc. ●   299 
 18   Corvel Corp. ●   596 
 12   Cyberonics, Inc. ●   636 
 386   Dexcom, Inc. ●   15,443 
 11   Ensign Group, Inc.   367 
 414   Envision Healthcare Holdings ●   14,370 
 374   Examworks Group, Inc. ●   12,251 
 62   Globus Medical, Inc. ●   1,218 
 7   Greatbatch, Inc. ●   315 
 32   HealthSouth Corp.   1,165 
 180   Heartware International, Inc. ●   13,957 
 11   ICU Medical, Inc. ●   701 
 400   Insulet Corp. ●   14,745 
 5   MEDNAX, Inc. ●   294 
 13   Natus Medical, Inc. ●   384 
 24   Omnicell, Inc. ●   647 
 185   Team Health Holdings ●   10,756 
 24   U.S. Physical Therapy, Inc.   843 
 38   Vascular Solutions, Inc. ●   950 
 563   Veeva Systems, Inc. ●   15,854 
 11   Wellcare Health Plans, Inc. ●   660 
         123,204 
     Household and Personal Products - 0.8%     
 28   Prestige Brands Holdings, Inc. ●   903 
 108   Spectrum Brands Holdings, Inc.   9,779 
         10,682 
     Insurance - 0.7%     
 21   Amerisafe, Inc.   810 
 362   Assured Guaranty Ltd.   8,012 
 6   Phoenix Cos., Inc. ●   334 
         9,156 
     Materials - 1.6%     
 18   Advanced Emissions Solutions, Inc. ●   392 
 13   Cabot Corp.   680 
 96   Graphic Packaging Holding Co. ●   1,195 
 927   Headwaters, Inc. ●   11,624 
 7   Innospec, Inc.   269 
 162   KapStone Paper & Packaging Corp. ●   4,521 
 19   Myers Industries, Inc.   329 
 41   New Gold, Inc. ●   208 
 71   Omnova Solutions, Inc. ●   381 
 36   Orion Engineered Carbons S. A. ●   636 
 17   Philbro Animal Health Corp.-A   374 
 30   PolyOne Corp.   1,057 
 15   Silgan Holdings, Inc.   698 
         22,364 
     Media - 1.8%     
 16   DreamWorks Animation SKG, Inc. ●   448 
 465   Imax Corp. ●   12,777 
 159   Shutterstock, Inc. ●   11,371 
 119   Speed Commerce, Inc. ●   327 
         24,923 
     Pharmaceuticals, Biotechnology and Life Sciences - 10.4%     
 17   Acorda Therapeutics, Inc. ●   571 
 191   Aerie Pharmaceuticals, Inc. ●   3,960 
 17   Agios Pharmaceuticals, Inc. ●   1,063 
 18   Albany Molecular Research, Inc. ●   401 
 20   Alkermes plc ●   871 
 119   Alnylam Pharmaceuticals, Inc. ●   9,302 
 342   Anacor Pharmaceuticals, Inc. ●   8,373 
 87   Arena Pharmaceuticals, Inc. ●   363 
 502   BioCryst Pharmaceuticals, Inc. ●   4,906 
 39   Bruker Corp. ●   716 
 34   Cara Therapeutics, Inc. ●   285 
 193   Cepheid, Inc. ●   8,477 
 169   Covance, Inc. ●   13,312 
 159   Cubist Pharmaceuticals, Inc. ●   10,557 
 32   Durata Therapeutics, Inc. ●   408 
 180   Exelixis, Inc. ●   275 
 23   Five Prime Therapeutics, Inc. ●   272 
 23   Glycomimetics, Inc. ●   159 
 261   Hyperion Therapeutics, Inc. ●   6,577 
 35   Immunogen, Inc. ●   367 
 176   Intersect ENT, Inc. ●   2,732 
 431   Ironwood Pharmaceuticals, Inc. ●   5,589 
 259   Medicines Co. ●   5,783 
 304   NPS Pharmaceuticals, Inc. ●   7,915 
 18   PAREXEL International Corp. ●   1,146 
 341   Portola Pharmaceuticals, Inc. ●   8,632 
 182   PTC Therapeutics, Inc. ●   7,995 
 4   Puma Biotechnology, Inc. ●   933 
 80   Salix Pharmaceuticals Ltd. ●   12,533 
 227   Seattle Genetics, Inc. ●   8,423 
 294   Tesaro, Inc. ●   7,916 
 10   Ultragenyx Pharmaceutical, Inc. ●   560 
 112   Xenoport, Inc. ●   601 
 16   Zafgen, Inc. ●   324 
         142,297 
     Real Estate - 2.4%     
 15   Altisource Residential Corp.   349 
 45   Arbor Realty Trust   300 
 35   Armada Hoffler Properties, Inc.   322 
 17   Coresite Realty Corp. REIT   563 
 289   Douglas Emmett, Inc. REIT   7,409 
 560   Kennedy-Wilson Holdings, Inc.   13,428 
 26   Medical Properties Trust, Inc. REIT   321 
 234   Pebblebrook Hotel Trust REIT   8,723 
 25   Ramco-Gershenson Properties Trust REIT   403 
 15   Stag Industrial, Inc. REIT   315 
 32   Summit Hotel Properties, Inc. REIT   349 
 54   Sunstone Hotel Investors, Inc. REIT   748 
         33,230 

 

2
 

 

Hartford Small Company HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 95.3% - (continued)     
     Retailing - 3.6%     
 5,016   Allstar Co. ⌂●†  $3,147 
 22   Core-Mark Holding Co., Inc.   1,156 
 16   Destination Maternity Corp.   240 
 24   DSW, Inc.   717 
 23   Express, Inc. ●   358 
 12   Finish Line (The), Inc.   310 
 20   Five Below, Inc. ●   796 
 2   Group 1 Automotive, Inc.   135 
 255   HSN, Inc.   15,637 
 61   Pier 1 Imports, Inc.   730 
 20   Shoe Carnival, Inc.   353 
 105   Tory Burch LLC ⌂●†   6,407 
 503   Tuesday Morning Corp. ●   9,751 
 28   Zalando SE ●   768 
 236   Zulily, Inc. ●   8,957 
         49,462 
     Semiconductors and Semiconductor Equipment - 3.8%     
 40   Exar Corp. ●   355 
 359   Freescale Semiconductor Holdings Ltd. ●   7,008 
 44   GT Advanced Technologies, Inc. ●   481 
 23   Inphi Corp. ●   324 
 21   Integrated Silicon Solution, Inc.   285 
 671   Lattice Semiconductor Corp. ●   5,034 
 30   Nanometrics, Inc. ●   454 
 194   Power Integrations, Inc.   10,470 
 30   Rambus, Inc. ●   377 
 131   Silicon Laboratories, Inc. ●   5,334 
 16   SunEdison Semiconductor Ltd. ●   303 
 522   SunEdison, Inc. ●   9,848 
 332   SunPower Corp. ●   11,258 
 22   Ultratech Stepper, Inc. ●   490 
         52,021 
     Software and Services - 15.7%     
 24   Aspen Technology, Inc. ●   917 
 28   Bankrate, Inc. ●   321 
 9   CACI International, Inc. Class A ●   659 
 57   Carbonite, Inc. ●   585 
 17   Cass Information Systems, Inc.   687 
 459   Constant Contact, Inc. ●   12,451 
 69   CoStar Group, Inc. ●   10,668 
 14   CSG Systems International, Inc.   367 
 12   Cvent, Inc. ●   301 
 195   DealerTrack Technologies, Inc. ●   8,463 
 145   Demandware, Inc. ●   7,394 
 6   Digimarc Corp.   123 
 29   Digital River, Inc. ●   415 
 41   Ellie Mae, Inc. ●   1,329 
 149   Envestnet, Inc. ●   6,709 
 20   ePlus, Inc. ●   1,125 
 39   Exlservice Holdings, Inc. ●   952 
 16   Fair Isaac, Inc.   877 
 79   Five9, Inc. ●   519 
 332   Fleetmatics Group Ltd. ●   10,129 
 46   Global Cash Access, Inc. ●   310 
 359   Heartland Payment Systems, Inc.   17,113 
 27   j2 Global, Inc.   1,314 
 45   Kofax Ltd. ●   350 
 33   Manhattan Associates, Inc. ●   1,114 
 55   Marchex, Inc.   228 
 315   Marketo, Inc. ●   10,190 
 197   MAXIMUS, Inc.   7,898 
 51   Model N, Inc. ●   506 
 18   Netscout Systems, Inc. ●   831 
 20   Nuance Communications, Inc. ●   310 
 286   PTC, Inc. ●   10,553 
 19   Qualys, Inc. ●   508 
 59   Sapient Corp. ●   822 
 20   SeaChange International, Inc. ●   142 
 10   Solera Holdings, Inc.   569 
 34   Tangoe, Inc. ●   461 
 10   Textura Corp. ●   267 
 167   Tyler Corp. ●   14,737 
 307   Verint Systems, Inc. ●   17,073 
 398   Virtusa Corp. ●   14,170 
 16   WebMD Health Corp. ●   648 
 144   WEX, Inc. ●   15,880 
 631   WNS Holdings Ltd. ADR ●   14,205 
 394   Xoom Corp. ●   8,639 
 148   Yelp, Inc. ●   10,094 
 7   Zendesk, Inc. ●   152 
 59   Zix Corp. ●   202 
         214,277 
     Technology Hardware and Equipment - 5.1%     
 33   Aruba Networks, Inc. ●   721 
 36   Calix, Inc. ●   341 
 25   CDW Corp. of Delaware   782 
 331   Cognex Corp. ●   13,340 
 10   FEI Co.   779 
 43   Mitel Networks Corp. ●   390 
 756   Mobileye N.V. ⌂●†   37,811 
 260   Nimble Storage, Inc. ●   6,748 
 97   ParkerVision, Inc. ●   111 
 248   Ubiquiti Networks, Inc. ●   9,315 
         70,338 
     Transportation - 4.3%     
 43   Celadon Group, Inc.   840 
 259   Landstar System, Inc.   18,685 
 20   Marten Transport Ltd.   363 
 168   Old Dominion Freight Line, Inc. ●   11,865 
 6   Park-Ohio Holdings Corp.   310 
 174   Spirit Airlines, Inc. ●   12,041 
 657   Swift Transportation Co. ●   13,788 
 1,069   Telogis, Inc. ⌂●†   749 
         58,641 
     Utilities - 0.1%     
 6   ALLETE, Inc.   276 
 9   Pattern Energy Group, Inc.   292 
 13   Spark Energy, Inc. ●   229 
         797 
     Total Common Stocks     
     ( Cost $1,150,742)  $1,303,301 
           
Preferred Stocks - 1.8%     
     Consumer Durables and Apparel - 0.3%     
 170   Cloudera, Inc. ⌂●†  $3,685 
           
     Pharmaceuticals, Biotechnology and Life Sciences - 0.0%     
 92   Sancilio & Co., Inc. ⌂●†   314 

 

3
 

 

Hartford Small Company HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount     Market Value ╪ 
Preferred Stocks - 1.8% - (continued)          
     Software and Services - 0.7%         
 1,394   Apigee Corp. ⌂●†      $4,237 
 207   Nutanix, Inc. ⌂●†       2,494 
 157   Veracode, Inc. ⌂●†       2,610 
              9,341 
     Technology Hardware and Equipment - 0.2%          
 197   Pure Storage, Inc. ⌂●†        2,788 
                
     Telecommunication Services - 0.2%          
 133   DocuSign, Inc. ⌂●†        2,080 
               
     Transportation - 0.4%          
 1,456   Telogis, Inc. ⌂●†        6,146 
                
     Total Preferred Stocks          
     (Cost $20,608)       $24,354 
                
     Total Long-Term Investments          
     (Cost $1,171,350)       $1,327,655 
                
Short-Term Investments - 3.1%          
Repurchase Agreements - 3.1%          
     Bank of America Merrill Lynch  TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $80, collateralized
by U.S. Treasury Note 0.63%, 2017, value of
$82)
          
$80    0.001%, 9/30/14       $80 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $8,010, collateralized by FHLMC
2.40% - 4.50%, 2032 - 2044, FNMA 2.44% -
4.50%, 2026 - 2044,  value of $8,170)
          
 8,010    0.001%, 9/30/14        8,010 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$5,736, collateralized by U.S. Treasury Bond
3.38% - 11.25%, 2015 - 2044, U.S. Treasury
Note 0.13% - 4.63%, 2014 - 2024, value of
$5,850)
          
 5,736    0.001%, 9/30/14        5,736 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$1,824, collateralized by FHLMC 2.00% -
5.00%, 2023 - 2043, FNMA 2.00% - 3.50%,
2021 - 2042,  value of $1,860)
          
 1,824    0.001%, 9/30/14        1,824 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$3,790, collateralized by U.S. Treasury Note
2.38%, 2024, value of $3,866)
          
 3,790    0.01%, 9/30/14        3,790 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $6,622, collateralized by U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2021,
value of $6,754)
          
 6,622    0.001%, 9/30/14        6,622 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $1,397, collateralized by U.S.
Treasury Bond 4.75% - 6.75%, 2026 - 2041,
U.S. Treasury Note 0.25% - 3.13%, 2015 -
2019, value of $1,425)
         
1,397    0.001%, 9/30/14      1,397 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$2,582, collateralized by U.S. Treasury Bond
3.75%, 2043, U.S. Treasury Note 1.63% -
4.25%, 2014 - 2019, value of $2,634)
          
 2,582    0.001%, 9/30/14        2,582 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$11,894, collateralized by FHLMC 3.50% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, U.S. Treasury Note 2.13%, 2021,
value of $12,132)
          
 11,894    0.001%, 9/30/14        11,894 
              41,935 
     Total Short-Term Investments          
     (Cost $41,935)       $41,935 
                
     Total Investments          
     (Cost $1,213,285) ▲   100.2%  $1,369,590 
     Other Assets and Liabilities   (0.2)%   (3,006)
     Total Net Assets   100.0%  $1,366,584 

 

4
 

 

Hartford Small Company HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

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 may 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.

 

At September 30, 2014, the cost of securities for federal income tax purposes was $1,216,847 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $207,274 
Unrealized Depreciation   (54,531)
Net Unrealized Appreciation  $152,743 

 

These securities were 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, 2014, the aggregate value of these securities was $72,468, which represents 5.3% 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.
   
Non-income producing.
   
The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   5,016   Allstar Co.  $2,182 
04/2014   1,394   Apigee Corp. Preferred   4,056 
02/2014   170   Cloudera, Inc. Preferred   2,475 
02/2014   133   DocuSign, Inc. Preferred   1,753 
08/2013   756   Mobileye N.V.   5,273 
08/2014   207   Nutanix, Inc. Preferred   2,772 
04/2014   197   Pure Storage, Inc. Preferred   3,098 
05/2014   92   Sancilio & Co., Inc. Preferred   349 
09/2013   1,456   Telogis, Inc. Preferred   3,206 
09/2013   1,069   Telogis, Inc.   2,119 
11/2013   105   Tory Burch LLC   8,228 
08/2014   157   Veracode, Inc. Preferred   2,900 

 

At September 30, 2014, the aggregate value of these securities was $72,468, which represents 5.3% of total net assets.

 

Foreign Currency Contracts Outstanding at September 30, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Buy  10/02/2014  GSC  $768   $768   $   $ 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

5
 

 

Hartford Small Company HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
GSC Goldman Sachs & Co.
 
Currency Abbreviations:
EUR EURO
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
PIPE Private Investment in Public Equity
REIT Real Estate Investment Trust

 

Diversification by Sector

as of September 30, 2014

Sector  Percentage of
Net Assets
 
Equity Securities    
Consumer Discretionary   16.3%
Consumer Staples   1.1 
Energy   3.2 
Financials   8.6 
Health Care   19.4 
Industrials   21.1 
Information Technology   25.5 
Materials   1.6 
Services   0.2 
Utilities   0.1 
Total   97.1%
Short-Term Investments   3.1 
Other Assets and Liabilities   (0.2)
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

6
 

 

Hartford Small Company HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $1,303,301   $1,254,539   $648   $48,114 
Preferred Stocks   24,354            24,354 
Short-Term Investments   41,935        41,935     
Total  $1,369,590   $1,254,539   $42,583   $72,468 
Liabilities:                    
Foreign Currency Contracts *  $   $   $   $ 
Total  $   $   $   $ 

 

For the nine-month period ended September 30, 2014, investments valued at $475 were transferred from Level 1 to Level 2, and investments valued at $10,466 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:

 

1) Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2) U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3) Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

 

The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
* Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
December
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3 *
   Transfers
Out of
Level 3 *
   Balance as
of
September
30, 2014
 
Assets:                                             
Common Stocks  $26,780   $768   $21,968  $   $   $(2,536)  $1,134   $   $48,114 
Preferred Stocks   2,885        4,067       17,402                24,354 
Total  $29,665   $768   $26,035   $   $17,402   $(2,536)  $1,134   $   $72,468 

 

* Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

 

1) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).
2) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).
3) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

 

Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $22,115.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $4,067.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

7
 

 

Hartford Stock HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 98.6% 
     Banks - 3.0%     
 307   PNC Financial Services Group, Inc.   $26,259 
 495   Wells Fargo & Co.    25,689 
         51,948 
     Capital Goods - 11.2%     
 329   Emerson Electric Co.    20,581 
 168   General Dynamics Corp.    21,383 
 341   Honeywell International, Inc.    31,746 
 260   Lockheed Martin Corp.    47,581 
 228   Northrop Grumman Corp.    30,041 
 384   United Technologies Corp.    40,531 
         191,863 
     Consumer Durables and Apparel - 3.8%     
 741   Mattel, Inc.    22,699 
 471   NIKE, Inc. Class B    41,971 
         64,670 
     Consumer Services - 2.2%     
 402   McDonald's Corp.    38,080 
           
     Diversified Financials - 1.7%     
 90   BlackRock, Inc.    29,474 
           
     Energy - 10.0%     
 1,870   BG Group plc    34,518 
 354   Chevron Corp.    42,211 
 624   Enbridge, Inc.    29,862 
 421   Exxon Mobil Corp.    39,617 
 249   Schlumberger Ltd.    25,342 
         171,550 
     Food and Staples Retailing - 4.5%     
 381   CVS Health Corp.    30,307 
 618   Wal-Mart Stores, Inc.    47,257 
         77,564 
     Food, Beverage and Tobacco - 5.8%     
 290   Anheuser-Busch InBev N.V.    32,149 
 870   Coca-Cola Co.    37,130 
 1,058   Diageo Capital plc    30,502 
         99,781 
     Health Care Equipment and Services - 7.4%     
 568   Cardinal Health, Inc.    42,540 
 606   Medtronic, Inc.    37,564 
 546   UnitedHealth Group, Inc.    47,078 
         127,182 
     Household and Personal Products - 3.7%     
 455   Colgate-Palmolive Co.    29,653 
 406   Procter & Gamble Co.    34,036 
         63,689 
     Insurance - 6.1%     
 378   ACE Ltd.    39,685 
 338   Chubb Corp.    30,822 
 666   Marsh & McLennan Cos., Inc.    34,884 
         105,391 
     Materials - 4.2%     
 258   Ecolab, Inc.    29,634 
 326   Praxair, Inc.    42,117 
         71,751 
     Media - 2.2%     
 202   Omnicom Group, Inc.    13,916 
 270   Walt Disney Co.    24,053 
         37,969 
     Pharmaceuticals, Biotechnology and Life Sciences - 10.4%     
 213   Amgen, Inc.    29,952 
 401   Johnson & Johnson    42,767 
 738   Merck & Co., Inc.    43,726 
 732   Pfizer, Inc.    21,644 
 140   Roche Holding AG    41,432 
         179,521 
     Real Estate - 1.3%     
 129   Public Storage REIT    21,414 
           
     Retailing - 4.8%     
 9,440   Allstar Co. ⌂●†    5,922 
 646   Lowe's Cos., Inc.    34,209 
 717   TJX Cos., Inc.    42,434 
         82,565 
     Software and Services - 10.3%     
 509   Accenture plc    41,428 
 498   Automatic Data Processing, Inc.    41,335 
 89   IBM Corp.    16,852 
 926   Microsoft Corp.    42,925 
 883   Oracle Corp.    33,786 
         176,326 
     Transportation - 5.0%     
 481   Canadian National Railway Co.    34,127 
 529   United Parcel Service, Inc. Class B    51,994 
         86,121 
     Utilities - 1.0%     
 248   Dominion Resources, Inc.    17,113 
           
     Total Common Stocks     
     ( Cost $1,318,787)   $1,693,972 
           
     Total Long-Term Investments     
     (Cost $1,318,787)   $1,693,972 
           

Short-Term Investments - 1.1% 

     
Repurchase Agreements - 1.1%     
     Bank of America Merrill Lynch  TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $38, collateralized
by U.S. Treasury Note 0.63%, 2017, value of
$39)
     
$38   0.001%, 9/30/14   $38 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $3,761, collateralized by FHLMC
2.40% - 4.50%, 2032 - 2044, FNMA 2.44% -
4.50%, 2026 - 2044,  value of $3,837)
     
 3,761   0.001%, 9/30/14    3,761 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$2,693, collateralized by U.S. Treasury Bond
3.38% - 11.25%, 2015 - 2044, U.S. Treasury
Note 0.13% - 4.63%, 2014 - 2024, value of
$2,747)
     
 2,693   0.001%, 9/30/14    2,693 

 

1
 

 

Hartford Stock HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
Short-Term Investments - 1.1% - (continued) 
Repurchase Agreements - 1.1% - (continued)             
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $856,
collateralized by FHLMC 2.00% - 5.00%, 2023 -
2043, FNMA 2.00% - 3.50%, 2021 -
2042,  value of $874)
            
$856   0.001%, 9/30/14          $856 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$1,780, collateralized by U.S. Treasury Note
2.38%, 2024, value of $1,815)
            
 1,780   0.01%, 9/30/14           1,780 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $3,110, collateralized by U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2021,
value of $3,172)
            
 3,110   0.001%, 9/30/14           3,110 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $656, collateralized by U.S. Treasury
Bond 4.75% - 6.75%, 2026 - 2041, U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2019,
value of $669)
            
 656   0.001%, 9/30/14           656 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$1,213, collateralized by U.S. Treasury Bond
3.75%, 2043, U.S. Treasury Note 1.63% -
4.25%, 2014 - 2019, value of $1,237)
            
 1,213   0.001%, 9/30/14           1,213 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$5,586, collateralized by FHLMC 3.50% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, U.S. Treasury Note 2.13%, 2021,
value of $5,697)
            
 5,586   0.001%, 9/30/14           5,586 
                 19,693 
     Total Short-Term Investments             
     (Cost $19,693)          $19,693 
                   
     Total Investments          
    (Cost $1,338,480) ▲    99.7%  $1,713,665 
     Other Assets and Liabilities    0.3%   5,122 
     Total Net Assets    100.0%  $1,718,787 

 

2
 

 

Hartford Stock HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

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 may 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.

 

At September 30, 2014, the cost of securities for federal income tax purposes was $1,340,962 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $384,633 
Unrealized Depreciation   (11,930)
Net Unrealized Appreciation  $372,703 

 

These securities were 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, 2014, the aggregate value of these securities was $5,922, which represents 0.3% 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.

 

Non-income producing.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   9,440   Allstar Co.  $4,107 

 

At September 30, 2014, the aggregate value of these securities was $5,922, which represents 0.3% of total net assets.

 

Foreign Currency Contracts Outstanding at September 30, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CAD  Sell  10/02/2014  BCLY  $684   $681   $3   $ 
CAD  Sell  10/03/2014  JPM   1,342    1,342         
GBP  Buy  10/02/2014  MSC   2,182    2,175        (7)
GBP  Buy  10/03/2014  UBS   4,067    4,065        (2)
Total                     $3   $(9)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

3
 

 

Hartford Stock HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
UBS UBS AG
 
Currency Abbreviations:
CAD Canadian Dollar  
GBP British Pound  
 
Other Abbreviations:
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
REIT Real Estate Investment Trust

 

Diversification by Sector

as of September 30, 2014

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   13.0%
Consumer Staples   14.0 
Energy   10.0 
Financials   12.1 
Health Care   17.8 
Industrials   16.2 
Information Technology   10.3 
Materials   4.2 
Utilities   1.0 
Total   98.6%
Short-Term Investments   1.1 
Other Assets and Liabilities   0.3 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

4
 

 

Hartford Stock HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $1,693,972   $1,549,449   $138,601   $5,922 
Short-Term Investments   19,693        19,693     
Total  $1,713,665   $1,549,449   $158,294   $5,922 
Foreign Currency Contracts *  $3   $   $3   $ 
Total  $3   $   $3   $ 
Liabilities:                    
Foreign Currency Contracts *  $9   $   $9   $ 
Total  $9   $   $9   $ 

 

For the nine-month period ended September 30, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
December
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance as
of
September
30, 2014
 
Assets:                                    
Common Stocks  $20,482   $   $(13,089)*  $   $   $(1,471)  $   $   $5,922 
Total  $20,482   $   $(13,089)  $   $   $(1,471)  $   $   $5,922 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $(13,089).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

5
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments

September 30, 2014 (Unaudited)

(000’s Omitted)

 

  

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 29.8% 
     Finance and Insurance - 29.8%     
     American Home Mortgage Assets Trust     
$2,352    1.06%, 10/25/2046 Δ   $1,705 
     American Money Management Corp.     
 9,180    1.68%, 07/27/2026 ■‡Δ    9,157 
     Apidos CLO     
 6,015    1.68%, 01/19/2025 ■Δ    6,015 
 10,915    1.71%, 04/17/2026 ■‡Δ    10,919 
     Ares CLO Ltd.     
 9,030    1.02%, 04/20/2023 ■‡Δ    8,946 
 10,350    1.73%, 04/17/2026 ■‡Δ    10,358 
     Atlas Senior Loan Fund Ltd.     
 7,610    1.78%, 10/15/2026 ■‡Δ    7,606 
 4,200    1.81%, 07/16/2026 ■Δ    4,210 
     Atrium CDO Corp.     
 790    1.35%, 07/16/2025 ■Δ    782 
 3,535    1.99%, 11/16/2022 ■Δ    3,472 
     Avalon IV Capital Ltd.     
 3,980    2.08%, 04/17/2023 ■Δ    3,980 
     Avery Point CLO Ltd.     
 10,050    1.75%, 04/25/2026 ■Δ    10,061 
     Babson CLO Ltd.     
 2,330    1.72%, 07/12/2025 ■Δ    2,332 
     Banc of America Commercial Mortgage, Inc.     
 4,762    5.35%, 09/10/2047 Δ    4,903 
 11,725    5.44%, 11/10/2042 Δ    11,793 
     Banc of America Funding Corp.     
 844    0.39%, 02/20/2047 Δ    732 
 6,683    0.46%, 05/20/2047 Δ    5,492 
 8,260    5.77%, 05/25/2037 ‡    6,967 
 367    5.85%, 01/25/2037    298 
     BB-UBS Trust     
 2,790    3.43%, 11/05/2036 ■    2,752 
     BCAP LLC Trust     
 1,370    0.32%, 01/25/2037 Δ    1,039 
 3,614    0.33%, 03/25/2037 Δ    2,939 
     Bear Stearns Adjustable Rate Mortgage Trust     
 985    2.26%, 08/25/2035 Δ    999 
 7,885    2.43%, 10/25/2035 ‡Δ    7,819 
     Bear Stearns Alt-A Trust     
 750    0.53%, 05/25/2036 Δ    551 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 1,105    5.29%, 10/12/2042 Δ    1,108 
 1,407    5.33%, 02/11/2044    1,499 
 7,917    5.41%, 12/11/2040    8,193 
 2,010    5.47%, 01/12/2045    2,177 
 3,063    5.69%, 06/11/2050    3,348 
     Cal Funding II Ltd.     
 1,653    3.47%, 10/25/2027 ■    1,650 
     Cent CLO L.P.     
 9,345    1.71%, 01/25/2026 ■‡Δ    9,350 
 6,305    1.72%, 07/27/2026 ■Δ    6,296 
     CIFC Funding Ltd.     
 11,095    1.66%, 04/18/2025 ■‡Δ    11,095 
 8,640    1.73%, 05/24/2026 ■‡Δ    8,632 
 7,240    2.34%, 08/14/2024 ■Δ    7,240 
     Citigroup Commercial Mortgage Trust     
 4,080    3.86%, 05/10/2047    4,215 
 4,135    4.02%, 03/10/2047    4,332 
 6,460    6.34%, 12/10/2049 ‡Δ    7,119 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 5,445    5.32%, 12/11/2049    5,817 
 5,070    5.48%, 01/15/2046 Δ    5,280 
     Commercial Mortgage Loan Trust     
 10,990    6.21%, 12/10/2049 ‡Δ    11,899 
     Commercial Mortgage Pass-Through Certificates     
 27,032    2.59%, 07/10/2046 ■►    1,237 
 650    2.85%, 10/15/2045    635 
 6,760    3.96%, 02/10/2047 - 03/10/2047    7,064 
 3,555    4.02%, 07/10/2045    3,750 
 5,200    4.05%, 04/10/2047    5,465 
 7,609    5.94%, 06/10/2046 Δ    8,065 
     Commercial Mortgage Trust     
 6,780    3.42%, 03/10/2031 ■    6,848 
 1,705    4.40%, 07/10/2045 ■Δ    1,408 
 2,435    4.50%, 03/10/2046 ■Δ    1,601 
     Community or Commercial Mortgage Trust     
 4,660    3.21%, 03/10/2046    4,649 
 10,355    3.69%, 08/10/2047 ‡    10,550 
 6,910    4.01%, 04/10/2047 ‡    7,238 
 4,515    4.38%, 07/10/2045 Δ    4,855 
     Countrywide Alternative Loan Trust     
 385    0.42%, 01/25/2036 Δ    343 
 3,502    0.47%, 11/25/2035 Δ    2,854 
 7,302    5.75%, 05/25/2036    6,233 
     Countrywide Home Loans, Inc.     
 6,248    2.64%, 09/25/2047 Δ    5,590 
 1,148    2.73%, 04/20/2036 Δ    807 
 2,306    4.87%, 11/20/2035 Δ    2,083 
 5,276    5.75%, 08/25/2037    5,054 
     CPS Automotive Trust     
 298    5.01%, 06/17/2019 ■    307 
     Credit Acceptance Automotive Loan Trust     
 8,005    1.88%, 03/15/2022 ■    8,004 
 1,860    2.21%, 09/15/2020 ■    1,880 
     Credit Suisse Mortgage Capital Certificates     
 6,262    5.47%, 09/15/2039    6,667 
     CS First Boston Mortgage Securities Corp.     
 2,915    4.77%, 07/15/2037    2,966 
 6,530    4.88%, 04/15/2037    6,584 
 4,489    5.50%, 06/25/2035    4,321 
     CW Capital Cobalt Ltd.     
 7,196    5.22%, 08/15/2048    7,650 
     DBUBS Mortgage Trust     
 25,787    1.55%, 01/01/2021 ■►    696 
     Downey S & L Assoc Mortgage Loan Trust     
 2,711    1.04%, 03/19/2046 Δ    2,111 
     Dryden Senior Loan Fund     
 10,915    1.62%, 04/18/2026 ■‡Δ    10,865 
 10,870    1.71%, 07/15/2026 ■Δ    10,875 
     Fieldstone Mortgage Investment Corp.     
 3,533    0.42%, 05/25/2036 Δ    2,314 
     First Franklin Mortgage Loan Trust     
 3,267    0.39%, 04/25/2036 Δ    2,134 
     First Horizon Alternative Mortgage Securities     
 12,205    2.21%, 04/25/2036 ‡Δ    10,288 
 13,294    2.24%, 09/25/2035 ‡Δ    11,700 

  

1
 

  

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 29.8% - (continued) 
     Finance and Insurance - 29.8% - (continued)     
     First Investors Automotive Owner Trust     
$2,665    1.49%, 01/15/2020 ■   $2,668 
 1,295    1.81%, 10/15/2018 ■    1,303 
     Flatiron CLO Ltd.     
 2,210    2.13%, 07/17/2026 ■Δ    2,196 
     Four Times Square Trust     
 3,175    5.40%, 12/13/2028 ■    3,597 
     FREMF Mortgage Trust     
 5,485    5.41%, 09/25/2043 ■Δ    6,020 
     GE Business Loan Trust     
 4,625    1.15%, 05/15/2034 ■Δ    3,631 
     GE Capital Commercial Mortgage Corp.     
 2,220    5.49%, 11/10/2045 Δ    2,280 
     GM Financial Automobile Leasing Trust     
 1,260    1.96%, 03/20/2018 ■    1,258 
     GMAC Commercial Mortgage Securities, Inc.     
 2,770    5.24%, 11/10/2045 Δ    2,858 
     GMAC Mortgage Corp. Loan Trust     
 5,227    2.94%, 09/19/2035 Δ    4,910 
 86    2.95%, 04/19/2036 Δ    76 
     Gramercy Park CLO Ltd.     
 8,670    1.53%, 07/17/2023 ■‡Δ    8,670 
     Greenwich Capital Commercial Funding Corp.     
 8,355    5.74%, 12/10/2049    9,151 
     GS Mortgage Securities Trust     
 53,277    0.37%, 07/10/2046 ►    647 
 10,938    1.87%, 08/10/2044 ■►    680 
 4,340    2.95%, 11/05/2034 ■    4,256 
 1,580    3.67%, 04/10/2047 ■Δ    1,061 
 4,510    3.68%, 04/12/2047 Δ    4,675 
 8,250    3.86%, 06/10/2047 ‡    8,524 
 4,110    4.00%, 04/10/2047 Δ    4,296 
 2,960    5.03%, 04/10/2047 ■Δ    2,742 
     GSAA Home Equity Trust     
 14,571    0.23%, 02/25/2037 ‡Δ    7,982 
 6,999    0.25%, 03/25/2037 Δ    3,665 
 180    0.39%, 11/25/2036 Δ    110 
 1,523    0.45%, 03/25/2036 Δ    1,105 
 4,275    5.98%, 06/25/2036    2,519 
     GSAMP Trust     
 4,764    0.24%, 01/25/2037 Δ    2,933 
     GSR Mortgage Loan Trust     
 8,139    2.71%, 01/25/2036 Δ    7,493 
     Harborview Mortgage Loan Trust     
 3,341    0.34%, 01/19/2038 Δ    2,852 
 7,750    0.37%, 05/19/2047 Δ    3,022 
 17,557    0.39%, 12/19/2036 ‡Δ    12,221 
 4,424    0.48%, 09/19/2035 Δ    3,372 
 1,357    0.50%, 01/19/2035 Δ    964 
     Hilton USA Trust     
 8,605    2.66%, 11/05/2030 ■‡    8,635 
 1,200    2.91%, 11/05/2030 ■Δ    1,201 
     IndyMac Index Mortgage Loan Trust     
 4,206    0.43%, 07/25/2035 Δ    3,630 
 683    0.44%, 01/25/2036 Δ    463 
 9,593    0.55%, 07/25/2046 Δ    4,776 
 4,190    2.46%, 08/25/2035 - 01/25/2036 Δ    3,715 
 3,632    2.53%, 03/25/2036 Δ    2,763 
     ING Investment Management CLO Ltd.     
 5,215    1.43%, 03/14/2022 ■Δ    5,188 
 10,895    1.74%, 04/18/2026 ■‡Δ    10,920 
 3,335    2.08%, 03/14/2022 ■Δ    3,315 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 8,801    1.65%, 02/12/2051 ‡Δ    8,473 
 1,380    2.75%, 10/15/2045 ■    1,039 
 1,365    2.83%, 10/15/2045    1,336 
 1,470    2.84%, 12/15/2047    1,431 
 3,255    3.80%, 07/15/2047    3,352 
 5,915    3.91%, 05/05/2030 ■Δ    6,064 
 1,676    4.57%, 12/15/2047 ■Δ    1,420 
 700    4.82%, 10/15/2045 ■Δ    686 
 9,511    5.34%, 05/15/2047 ‡    10,191 
 9,995    5.40%, 12/15/2044 ‡Δ    10,289 
 6,186    5.42%, 01/12/2043 Δ    6,400 
 3,440    5.72%, 02/15/2051    3,738 
 8,447    5.89%, 02/12/2049 ‡Δ    9,182 
     JP Morgan Mortgage Trust     
 2,976    2.54%, 09/25/2035 Δ    2,879 
 729    2.56%, 04/25/2037 Δ    656 
 1,783    2.61%, 05/25/2036 Δ    1,617 
     JPMBB Commercial Mortgage Securities Trust     
 30,145    0.89%, 09/15/2047 ►    1,601 
 3,350    3.77%, 08/15/2047    3,440 
 6,860    3.80%, 09/15/2047 ‡    7,038 
 4,100    4.00%, 04/15/2047    4,289 
     LB-UBS Commercial Mortgage Trust     
 10,849    5.86%, 07/15/2040 ‡    11,495 
 1,085    6.32%, 04/15/2041 Δ    1,214 
     LCM Ltd.     
 1,345    2.13%, 04/15/2022 ■Δ    1,339 
     Lehman Brothers Small Balance Commercial     
 1,095    5.52%, 09/25/2030 ■Δ    1,081 
     Lehman XS Trust     
 2,717    0.36%, 07/25/2046 Δ    2,203 
     Limerock CLO     
 11,335    1.73%, 04/18/2026 ■‡Δ    11,333 
     Luminent Mortgage Trust     
 3,895    0.35%, 02/25/2046 Δ    2,888 
 2,509    0.41%, 11/25/2035 Δ    2,299 
     Madison Park Funding Ltd.     
 6,520    1.68%, 01/19/2025 ■Δ    6,514 
     Madison Park Funding Ltd. CLO     
 9,860    1.72%, 07/20/2026 ■‡Δ    9,884 
     Magnetite CLO Ltd.     
 8,310    1.70%, 07/25/2026 ■‡Δ    8,306 
 6,540    1.71%, 04/15/2026 ■Δ    6,519 
 6,695    2.23%, 07/25/2026 ■Δ    6,695 
     Merrill Lynch Mortgage Investors Trust     
 1,743    2.50%, 07/25/2035 - 12/25/2035 Δ    1,471 
 2,052    2.77%, 03/25/2036 Δ    1,408 
     Merrill Lynch Mortgage Trust     
 1,835    5.14%, 07/12/2038    1,894 
     Merrill Lynch/Countrywide Commercial Mortgage Trust     
 6,491    5.38%, 08/12/2048 ‡    6,939 
 2,285    5.42%, 08/12/2048    2,405 
 4,830    5.70%, 09/12/2049    5,294 

 

2
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 29.8% - (continued) 
     Finance and Insurance - 29.8% - (continued)     
     Merrill Lynch/Countrywide Commercial Mortgage Trust - (continued)     
$6,505    5.81%, 06/12/2050 ‡Δ   $7,077 
     Morgan Stanley ABS Capital I     
 4,903    0.30%, 06/25/2036 Δ    3,797 
     Morgan Stanley BAML Trust     
 10,675    3.74%, 08/15/2047 ‡Δ    10,924 
 8,550    3.89%, 06/15/2047 ‡    8,861 
 1,530    4.06%, 02/15/2047    1,608 
 1,605    4.50%, 08/15/2045 ■    1,223 
     Morgan Stanley Capital I     
 98,984    1.08%, 09/15/2047 ■►    1,784 
 1,545    4.99%, 08/13/2042    1,562 
 1,584    5.38%, 11/14/2042 Δ    1,623 
 10,889    5.69%, 04/15/2049 ‡Δ    11,828 
 749    5.83%, 10/15/2042 Δ    781 
     Morgan Stanley Capital I Trust     
 920    5.55%, 10/12/2052 ■Δ    934 
     Morgan Stanley Capital Investments     
 4,853    5.81%, 12/12/2049    5,303 
     Morgan Stanley Mortgage Loan Trust     
 2,464    0.32%, 05/25/2036 - 11/25/2036 Δ    1,208 
     Morgan Stanley Re-Remic Trust     
 6,606    5.99%, 08/12/2045 - 08/15/2045 ■Δ    7,184 
     National Credit Union Administration     
 1,372    1.84%, 10/07/2020 Δ    1,382 
     Neuberger Berman CLO XVI Ltd.     
 8,335    1.74%, 03/01/2026 ■‡Δ    8,330 
     Neuberger Berman CLO XVII Ltd.     
 8,265    1.70%, 08/04/2025 ■‡Δ    8,253 
     Oak Hill Credit Partners     
 3,030    1.62%, 07/20/2026 ■Δ    3,030 
     OZLM Funding Ltd.     
 10,530    1.73%, 04/17/2026 ■‡Δ    10,538 
     RBSGC Mortage Pass Through Certificates     
 6,339    6.25%, 01/25/2037    5,945 
     Residential Accredit Loans, Inc.     
 438    0.37%, 02/25/2046 Δ    211 
 949    0.92%, 09/25/2046 Δ    643 
 8,868    1.41%, 11/25/2037 Δ    5,753 
     Residential Asset Securitization Trust     
 3,316    0.60%, 03/25/2035 Δ    2,618 
 1,683    6.25%, 11/25/2036    1,270 
     Residential Funding Mortgage Securities     
 571    3.05%, 04/25/2037 Δ    501 
     Santander Drive Automotive Receivables Trust     
 1,920    1.82%, 05/15/2019    1,919 
 1,385    2.25%, 06/17/2019    1,392 
     Securitized Asset Backed Receivables LLC     
 569    0.24%, 07/25/2036 Δ    278 
     Seneca Park CLO Ltd.     
 7,360    1.70%, 07/17/2026 ■‡Δ    7,371 
     Sequoia Mortgage Trust     
 893    2.42%, 07/20/2037 Δ    733 
     Shackleton CLO Ltd.     
 7,325    0.11%, 07/17/2026 ■‡Δ    7,336 
     Soundview Home Equity Loan Trust, Inc.     
 3,225    0.33%, 07/25/2037 Δ    2,053 
     SpringCastle America Funding LLC     
 8,590    2.70%, 05/25/2023 ■☼    8,589 
     Springleaf Funding Trust     
 8,435    2.41%, 12/15/2022 ■    8,419 
     Springleaf Mortgage Loan Trust     
 6,285    3.52%, 12/25/2065 ■    6,414 
     Structured Adjustable Rate Mortgage Loan Trust     
 1,600    0.45%, 09/25/2034 Δ    1,423 
     Symphony CLO Ltd.     
 8,660    1.48%, 07/14/2026 ■‡Δ    8,660 
 8,030    1.98%, 01/09/2023 ■Δ    7,999 
     UBS-Barclays Commercial Mortgage Trust     
 4,680    3.18%, 03/10/2046 Δ    4,651 
 985    4.23%, 03/10/2046 ■Δ    817 
     Voya CLO Ltd.     
 2,915    1.68%, 07/17/2026 ■Δ    2,915 
     Wachovia Bank Commercial Mortgage Trust     
 2,130    5.59%, 03/15/2042 ■Δ    2,130 
     Wells Fargo Alternative Loan Trust     
 5,646    6.25%, 11/25/2037    5,342 
     Wells Fargo Commercial Mortgage Trust     
 6,965    2.92%, 10/15/2045 ‡    6,866 
 6,980    3.82%, 08/15/2050 ‡    7,171 
     Wells Fargo Mortgage Backed Securities Trust     
 1,831    5.21%, 10/25/2035 Δ    1,826 
     WF-RBS Commercial Mortgage Trust     
 2,410    2.92%, 08/15/2047    2,464 
 175    3.44%, 04/15/2045    180 
 6,700    3.68%, 08/15/2047 ‡    6,823 
 120    3.88%, 08/15/2046    125 
 8,520    4.00%, 05/15/2047 ‡    8,907 
 7,960    4.05%, 03/15/2047 ‡    8,348 
 3,174    4.10%, 03/15/2047    3,347 
 550    4.90%, 06/15/2044 ■    613 
 1,525    5.00%, 06/15/2044 - 04/15/2045 ■    1,277 
 1,045    5.75%, 04/15/2045 ■Δ    1,094 
         987,066 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $972,337)   $987,066 
           

Corporate Bonds - 26.7%

   
     Accommodation and Food Services - 0.1%     
     Sysco Corp.     
$4,390   2.35%, 10/02/2019 ☼   $4,390 
           
     Administrative, Support, Waste Management and Remediation Services - 0.1%     
     ADT (The) Corp.     
 2,045   6.25%, 10/15/2021    2,117 
     Clean Harbors, Inc.     
 345   5.13%, 06/01/2021    342 
 1,385   5.25%, 08/01/2020    1,385 
         3,844 
     Agriculture, Forestry, Fishing and Hunting - 0.0%     
     Weyerhaeuser Co.     
 200   7.38%, 10/01/2019    242 
           
     Arts, Entertainment and Recreation - 1.8%     
     British Sky Broadcasting Group plc     
 5,070   2.63%, 09/16/2019 ■    5,067 

  

3
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 26.7% - (continued) 
     Arts, Entertainment and Recreation - 1.8% - (continued)     
     CCO Holdings LLC     
$80   5.13%, 02/15/2023   $77 
 65   5.25%, 09/30/2022    64 
 385   5.75%, 09/01/2023    383 
     Comcast Corp.     
 1,720   4.75%, 03/01/2044    1,815 
 425   5.70%, 07/01/2019    491 
     DirecTV Holdings LLC     
 4,000   5.00%, 03/01/2021    4,429 
     Gannett Co., Inc.     
 4,005   5.13%, 10/15/2019 ■    4,045 
 565   5.13%, 07/15/2020    566 
     GLP Capital L.P./Financing II, Inc.     
 250   4.88%, 11/01/2020    255 
     Grupo Televisa SAB     
 1,260   5.00%, 05/13/2045    1,245 
     NBC Universal Media LLC     
 1,715   5.95%, 04/01/2041    2,093 
     News America, Inc.     
 5,500   6.15%, 03/01/2037    6,543 
 1,675   6.20%, 12/15/2034    2,034 
     Numericable Group S.A.     
 645   4.88%, 05/15/2019 ■    637 
     Time Warner Entertainment Co., L.P.     
 8,255   8.38%, 03/15/2023 - 07/15/2033 ‡    12,182 
     Time Warner, Inc.     
 350   2.10%, 06/01/2019    344 
 2,040   3.40%, 06/15/2022    2,041 
 2,550   4.75%, 03/29/2021    2,779 
 3,800   6.10%, 07/15/2040    4,405 
 2,700   6.50%, 11/15/2036    3,249 
     Viacom, Inc.     
 5,200   5.63%, 09/15/2019    5,917 
         60,661 
     Beverage and Tobacco Product Manufacturing - 0.3%     
     Altria Group, Inc.     
 1,203   10.20%, 02/06/2039    2,027 
     Anheuser-Busch InBev Worldwide, Inc.     
 4,274   0.80%, 07/15/2015    4,286 
     Molson Coors Brewing Co.     
 1,825   3.50%, 05/01/2022    1,834 
         8,147 
     Chemical Manufacturing - 0.3%     
     CF Industries Holdings, Inc.     
 7,270   5.15%, 03/15/2034 ‡    7,661 
     Dow Chemical Co.     
 1,350   8.55%, 05/15/2019    1,697 
     Monsanto Co.     
 180   2.75%, 07/15/2021    178 
         9,536 
     Computer and Electronic Product Manufacturing - 0.4%     
     SBA Tower Trust     
 5,620   2.93%, 12/15/2017 ■    5,699 
 7,645   3.60%, 04/15/2043 ■‡    7,643 
     Semiconductor Manufacturing International     
 250   4.13%, 10/07/2019 ■☼    249 
         13,591 
     Construction - 0.1%     
     Lennar Corp.     
 1,805   4.50%, 06/15/2019    1,789 
           
     Finance and Insurance - 13.1%     
     Abbey National Treasury Services plc     
 525   2.35%, 09/10/2019    518 
     AerCap Ireland Capital Ltd.     
 495   5.00%, 10/01/2021 ■    493 
     Ally Financial, Inc.     
 285   5.13%, 09/30/2024    279 
     American International Group, Inc.     
 2,930   4.50%, 07/16/2044    2,895 
 1,430   6.40%, 12/15/2020    1,701 
 335   8.18%, 05/15/2058    451 
     American Tower Corp.     
 250   4.50%, 01/15/2018    267 
 960   5.00%, 02/15/2024    1,006 
     Aquarius Invest. plc Swiss Reinsurance Co., Ltd.     
 425   6.38%, 09/01/2024 §    445 
     Asian Development Bank     
INR310,000   6.35%, 08/17/2016    5,005 
     AXA S.A.     
 220   6.46%, 12/14/2018 §♠    231 
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR6,200   7.00%, 12/29/2049 §    8,254 
 3,800   9.00%, 05/09/2018 §♠    4,038 
     Banco Santander S.A.     
EUR8,700   6.25%, 03/12/2049 §‡    10,645 
     Bank of America Corp.     
 3,705   4.00%, 04/01/2024    3,744 
 3,330   4.10%, 07/24/2023    3,399 
 2,055   4.20%, 08/26/2024    2,037 
 450   4.88%, 04/01/2044    467 
 795   5.13%, 06/17/2019 ♠    769 
     Bank of Ireland     
EUR 2,930   10.00%, 07/30/2016 §    3,997 
     Bankia S.A.     
EUR200    4.00%, 05/22/2024 §Δ    243 
     Barclays Bank plc     
 16,740   6.05%, 12/04/2017 ■╦    18,608 
EUR1,010   6.50%, 06/15/2049    1,225 
EUR1,420   8.00%, 12/15/2049    1,865 
 3,245   8.25%, 12/15/2018 ♠β    3,330 
     Bear Stearns & Co., Inc.     
 4,392   5.55%, 01/22/2017    4,785 
     BPCE S.A.     
 250   0.84%, 06/23/2017 Δ    251 
 5,115   2.50%, 12/10/2018    5,128 
 550   4.50%, 03/15/2025 ■    533 
 6,235   5.15%, 07/21/2024 ■    6,425 
 5,730   5.70%, 10/22/2023 ■    6,095 
     Brandywine Operating Partnership L.P.     
 6,200   3.95%, 02/15/2023    6,196 
     Capital One Financial Corp.     
 4,000   6.15%, 09/01/2016    4,371 
     CIT Group, Inc.     
 3,108   5.50%, 02/15/2019 ■    3,252 

  

4
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 26.7% - (continued) 
     Finance and Insurance - 13.1% - (continued)     
     Citigroup, Inc.     
$1,850   1.70%, 07/25/2016   $1,869 
 2,200   2.50%, 09/26/2018    2,214 
 1,427   4.88%, 05/07/2015    1,463 
 205   5.30%, 05/06/2044    213 
 10,205   6.68%, 09/13/2043 ‡    12,507 
 2,699   8.50%, 05/22/2019    3,374 
     CNH Industrial Capital LLC     
 675   3.38%, 07/15/2019 ■    636 
     Credit Agricole S.A.     
EUR2,940   6.50%, 06/23/2049 §    3,741 
 1,710   6.63%, 09/23/2019 ■♠Δ    1,631 
 375   7.88%, 01/23/2024 §♠    379 
     Credit Suisse AG     
EUR 1,650   5.75%, 09/18/2025 §    2,284 
     Credit Suisse Group AG     
 2,015   6.25%, 12/18/2024 ■♠Δ    1,950 
 3,410   7.50%, 12/11/2023 ■♠    3,580 
 1,640   7.88%, 02/24/2041 §    1,738 
     Fifth Third Bancorp     
 375   4.90%, 09/30/2019 ♠    367 
     Ford Motor Credit Co. LLC     
 475   6.63%, 08/15/2017    537 
     General Electric Capital Corp.     
 3,925   5.30%, 02/11/2021    4,424 
 3,900   6.25%, 12/15/2022 ♠    4,202 
     Goldman Sachs Group, Inc.     
 100   3.85%, 07/08/2024    100 
 1,975   4.80%, 07/08/2044    1,986 
 6,637   6.00%, 06/15/2020 ‡    7,625 
 4,400   6.45%, 05/01/2036    5,124 
 6,110   6.75%, 10/01/2037 ‡    7,294 
     HCP, Inc.     
 3,810   4.25%, 11/15/2023    3,927 
     Health Care REIT, Inc.     
 5,400   4.50%, 01/15/2024    5,556 
     HSBC Holdings plc     
 1,800   5.25%, 03/14/2044    1,911 
 2,100   5.63%, 01/17/2020 ♠    2,085 
 1,865   6.38%, 09/17/2024 ♠    1,863 
 1,765   6.50%, 09/15/2037    2,171 
 4,250   6.80%, 06/01/2038    5,452 
     Humana, Inc.     
 2,840   2.63%, 10/01/2019    2,838 
     JP Morgan Chase & Co.     
 1,600   3.38%, 05/01/2023    1,533 
 2,420   4.35%, 08/15/2021    2,587 
 520   5.00%, 07/01/2019 ♠    507 
 9,885   5.63%, 08/16/2043 ╦    10,954 
 6,375   6.00%, 01/15/2018 ‡    7,175 
     KBC Groep N.V.     
EUR 1,290   5.63%, 03/19/2019 §♠    1,562 
     Kimco Realty Corp.     
 5,075   3.13%, 06/01/2023    4,876 
 1,390   4.30%, 02/01/2018    1,494 
     Liberty Property L.P.     
 2,165   3.38%, 06/15/2023    2,101 
 1,930   4.13%, 06/15/2022    2,000 
     Lloyds Banking Group plc     
EUR 4,115   6.38%, 06/27/2049 §    5,341 
GBP 1,820   7.00%, 12/29/2049 §    2,912 
     Mapfre S.A.     
EUR 250   5.92%, 07/24/2037    334 
     Marsh & McLennan Cos., Inc.     
 3,040   2.55%, 10/15/2018    3,091 
 2,360   3.50%, 03/10/2025    2,321 
     Massachusetts Mutual Life Insurance Co.     
 2,818   8.88%, 06/01/2039 ■    4,353 
     Merrill Lynch & Co., Inc.     
 3,006   5.70%, 05/02/2017    3,296 
 19,825   6.05%, 05/16/2016 ╦    21,286 
 4,905   7.75%, 05/14/2038    6,628 
     MetLife, Inc.     
 1,245   4.37%, 09/15/2023    1,331 
     Minerva Luxembourg S.A.     
 1,645   7.75%, 01/31/2023 ■    1,675 
     Morgan Stanley     
 5,915   4.35%, 09/08/2026    5,813 
 3,685   4.88%, 11/01/2022    3,893 
 2,750   5.75%, 01/25/2021    3,125 
 9,000   6.25%, 08/28/2017 ‡    10,112 
 1,600   7.30%, 05/13/2019    1,908 
     Nationwide Building Society     
GBP 4,535   6.88%, 03/11/2049 §    7,096 
     Nationwide Mutual Insurance Co.     
 5,925   9.38%, 08/15/2039 ■‡    9,122 
     Navient Corp.     
 1,590   5.50%, 01/15/2019    1,622 
 1,915   7.25%, 01/25/2022    2,078 
     NN Group N.V.     
EUR 500   4.63%, 04/08/2044 §    646 
     Pacific Life Insurance Co.     
 325   9.25%, 06/15/2039 ■    503 
     PNC Bank NA     
 1,874   6.88%, 04/01/2018    2,171 
     PNC Funding Corp.     
 705   5.25%, 11/15/2015    740 
     Prudential Financial, Inc.     
 650   4.60%, 05/15/2044    644 
     Realty Income Corp.     
 3,966   3.25%, 10/15/2022    3,876 
     Royal Bank of Scotland Group plc     
 5,165   5.13%, 05/28/2024    5,075 
 3,090   6.13%, 12/15/2022    3,270 
 850   9.50%, 03/16/2022 §    969 
     Santander U.S. Debt S.A.     
 8,000   3.72%, 01/20/2015 ■‡    8,068 
     Societe Generale     
 2,285   6.00%, 01/27/2020 ■♠    2,093 
EUR 3,105   6.75%, 04/07/2049 §    3,902 
 7,960   8.25%, 11/29/2018 §‡♠    8,183 
     Standard Chartered plc     
 250   0.57%, 09/08/2017 ■Δ    250 
 975   4.00%, 07/12/2022 §    1,001 
     State Street Corp.     
 925   4.96%, 03/15/2018    1,007 
     Sumitomo Mitsui Financial Group, Inc.     
 6,715   4.44%, 04/02/2024 ■‡    6,879 

 

5
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 26.7% - (continued) 
     Finance and Insurance - 13.1% - (continued)     
     Teachers Insurance & Annuity Association of America     
$5,034   6.85%, 12/16/2039 ■   $6,485 
     TSMC Global Ltd.     
 1,315   1.63%, 04/03/2018 ■    1,298 
     UBS AG Stamford CT     
 1,600   7.63%, 08/17/2022    1,859 
     UDR, Inc.     
 1,645   3.70%, 10/01/2020    1,699 
     UniCredit S.p.A.     
 1,500   8.00%, 06/03/2024 §♠    1,488 
     UNIQA Insurance Group AG     
EUR 300   6.88%, 07/31/2043 §    428 
     Ventas Realty L.P.     
 3,425   2.70%, 04/01/2020    3,369 
 1,275   3.25%, 08/15/2022    1,240 
     Wellpoint, Inc.     
 2,170   2.30%, 07/15/2018    2,176 
 500   5.10%, 01/15/2044    531 
     Wells Fargo & Co.     
 11,200   3.30%, 09/09/2024 ‡    10,987 
 4,165   3.45%, 02/13/2023    4,093 
 3,240   4.10%, 06/03/2026    3,229 
 3,875   4.13%, 08/15/2023    4,006 
 1,950   5.38%, 11/02/2043    2,130 
         434,410 
     Food Manufacturing - 0.3%     
     Cargill, Inc.     
 400   3.25%, 11/15/2021 ■    410 
     Grupo Bimbo S.A.B. de C.V.     
 8,655   4.88%, 06/27/2044 ■    8,373 
         8,783 
     Health Care and Social Assistance - 0.4%     
     Amgen, Inc.     
 520   0.83%, 05/22/2019 Δ    523 
     Community Health Systems, Inc.     
 805   5.13%, 08/01/2021 ■    803 
     CVS Caremark Corp.     
 2,591   8.35%, 07/10/2031 ■    3,491 
     HCA, Inc.     
 3,660   6.50%, 02/15/2020    3,998 
     Mylan, Inc.     
 490   6.00%, 11/15/2018 ■    508 
     Tenet Healthcare Corp.     
 3,695   6.00%, 10/01/2020    3,907 
     Wellcare Health Plans, Inc.     
 720   5.75%, 11/15/2020    733 
         13,963 
     Information - 2.3%     
     Activision Blizzard, Inc.     
 4,915   5.63%, 09/15/2021 ■    5,112 
     AT&T, Inc.     
 5,540   4.80%, 06/15/2044    5,458 
     Audatex North America, Inc.     
 1,850   6.00%, 06/15/2021 ■    1,896 
     Cox Communications, Inc.     
 6,895   2.95%, 06/30/2023 ■    6,454 
     DISH DBS Corp.     
 1,785   7.88%, 09/01/2019    2,017 
     First Data Corp.     
 162   6.75%, 11/01/2020 ■    172 
 225   11.25%, 01/15/2021    256 
 400   12.63%, 01/15/2021    479 
     Inmarsat Finance plc     
 890   4.88%, 05/15/2022 ■    870 
     Sprint Communications, Inc.     
 2,370   7.00%, 03/01/2020 ■    2,592 
 1,766   9.00%, 11/15/2018 ■    2,040 
     T-Mobile USA, Inc.     
 1,315   5.25%, 09/01/2018    1,354 
 1,995   6.46%, 04/28/2019    2,072 
 860   6.63%, 04/28/2021    882 
     Unitymedia Hessen GmbH & Co.     
 650   5.50%, 01/15/2023 ■    657 
 1,814   7.50%, 03/15/2019 ■    1,918 
     Verizon Communications, Inc.     
 6,031   2.63%, 02/21/2020 ■    5,955 
 3,258   5.01%, 08/21/2054 ■    3,274 
 8,270   5.15%, 09/15/2023 ‡    9,158 
 5,020   6.40%, 02/15/2038    6,081 
 9,920   6.55%, 09/15/2043 ‡    12,394 
     VimpelCom Holdings B.V.     
 3,915   5.95%, 02/13/2023 ■    3,582 
     Wind Acquisition Finance S.A.     
 1,240   4.75%, 07/15/2020 ■    1,190 
         75,863 
     Machinery Manufacturing - 0.3%     
     Case New Holland Industrial, Inc.     
 1,301   7.88%, 12/01/2017    1,446 
     Hutchison Whampoa International Ltd.     
 9,000   2.00%, 11/08/2017 ■‡    9,067 
         10,513 
     Mining - 0.5%     
     ABJA Investment Co. Pte Ltd.     
 6,445   5.95%, 07/31/2024 §    6,522 
     Barrick Gold Corp.     
 1,645   4.10%, 05/01/2023    1,581 
     Barrick North America Finance LLC     
 500   4.40%, 05/30/2021    506 
     BHP Billiton Finance USA Ltd.     
 225   5.00%, 09/30/2043    247 
     FMG Resources Aug 2006     
 1,380   6.88%, 04/01/2022 ■    1,404 
     Glencore Funding LLC     
 4,580   1.70%, 05/27/2016 ■    4,611 
     Newmont Mining Corp.     
 175   4.88%, 03/15/2042    148 
     Peabody Energy Corp.     
 2,385   6.50%, 09/15/2020    2,230 
     Steel Dynamics, Inc.     
 240   5.13%, 10/01/2021 ■    244 
 255   5.50%, 10/01/2024 ■    256 
         17,749 
     Miscellaneous Manufacturing - 0.0%     
     Triumph Group, Inc.     
 1,115   5.25%, 06/01/2022    1,098 

  

6
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 26.7% - (continued) 
     Motor Vehicle and Parts Manufacturing - 0.6%     
     Chrysler Group LLC     
$900   8.00%, 06/15/2019   $955 
     General Motors Co.     
 2,740   6.25%, 10/02/2043    3,206 
     General Motors Financial Co., Inc.     
 4,985   3.50%, 07/10/2019    5,022 
 8,360   4.75%, 08/15/2017 ‡    8,757 
     TRW Automotive, Inc.     
 450   7.25%, 03/15/2017 ■    495 
         18,435 
     Other Services - 0.1%     
     Cardtronics, Inc.     
 1,430   5.13%, 08/01/2022 ■    1,409 
           
     Paper Manufacturing - 0.0%     
     Clearwater Paper Corp.     
 1,415   5.38%, 02/01/2025 ■    1,397 
           
     Petroleum and Coal Products Manufacturing - 2.3%     
     Anadarko Petroleum Corp.     
 3,315   6.38%, 09/15/2017    3,758 
     California Resources Corp.     
 670   5.00%, 01/15/2020 ■☼    680 
 510   5.50%, 09/15/2021 ■☼    518 
 350   6.00%, 11/15/2024 ■☼    359 
     Cenovus Energy, Inc.     
 9,000   5.20%, 09/15/2043 ‡    9,627 
     CNPC General Capital     
 9,060   1.45%, 04/16/2016 ■‡    9,057 
     Denbury Resources, Inc.     
 810   5.50%, 05/01/2022    802 
     EDC Finance Ltd.     
 3,135   4.88%, 04/17/2020 ■    2,822 
     Enable Midstream Partners L.P.     
 80   5.00%, 05/15/2044 ■    80 
     Harvest Operations Corp.     
 1,695   6.88%, 10/01/2017    1,767 
     Kosmos Energy Ltd.     
 375   7.88%, 08/01/2021 §    379 
     Lukoil International Finance B.V.     
 8,025   3.42%, 04/24/2018 ■‡    7,513 
     Nexen, Inc.     
 1,185   7.50%, 07/30/2039    1,634 
     Pemex Project Funding Master Trust     
 5,805   6.63%, 06/15/2035    6,737 
     Petrobras Global Finance Co.     
 3,810   3.00%, 01/15/2019    3,711 
     Petrobras International Finance Co.     
 850   5.38%, 01/27/2021    859 
     Pioneer Natural Resources Co.     
 660   6.65%, 03/15/2017    737 
 2,090   7.50%, 01/15/2020    2,542 
     Plains Exploration & Production Co.     
 1,150   6.63%, 05/01/2021    1,259 
 712   6.88%, 02/15/2023    808 
     Tesoro Corp.     
 250   5.13%, 04/01/2024    243 
     Transocean, Inc.     
 475   6.38%, 12/15/2021    505 
 250   7.35%, 12/15/2041    270 
     Valero Energy Corp.     
 4,391   9.38%, 03/15/2019    5,647 
     Williams Partners L.P.     
 6,085   3.90%, 01/15/2025    6,040 
 5,085   4.30%, 03/04/2024    5,186 
     WPX Energy, Inc.     
 990   5.25%, 09/15/2024    960 
         74,500 
     Pipeline Transportation - 0.7%     
     El Paso Corp.     
 1,200   7.00%, 06/15/2017    1,323 
     Energy Transfer Equity L.P.     
 9,305   5.95%, 10/01/2043 ‡    9,975 
 2,910   6.50%, 02/01/2042    3,314 
 3,137   7.50%, 10/15/2020    3,490 
     Kinder Morgan Energy Partners L.P.     
 4,510   5.50%, 03/01/2044    4,520 
     Kinder Morgan Finance Co.     
 1,160   6.00%, 01/15/2018 ■    1,263 
     Southern Star Central Corp.     
 160   5.13%, 07/15/2022 ■    159 
         24,044 
     Plastics and Rubber Products Manufacturing - 0.0%     
     Continental Rubber of America Corp.     
 475   4.50%, 09/15/2019 ■    498 
           
     Primary Metal Manufacturing - 0.1%     
     ArcelorMittal     
 2,525   9.50%, 02/15/2015    2,595 
     United States Steel Corp.     
 1,265   7.38%, 04/01/2020    1,404 
         3,999 
     Rail Transportation - 0.1%     
     Canadian Pacific Railway Co.     
 1,780   9.45%, 08/01/2021    2,417 
           
     Real Estate, Rental and Leasing - 1.1%     
     Air Lease Corp.     
 500   2.13%, 01/15/2018    496 
     Duke Realty L.P.     
 4,000   3.63%, 04/15/2023    3,924 
     ERAC USA Finance Co.     
 115   2.35%, 10/15/2019 ■    114 
 4,295   6.38%, 10/15/2017 ■    4,886 
     GATX Corp.     
 400   2.50%, 07/30/2019    399 
     International Lease Finance Corp.     
 5,740   5.88%, 04/01/2019    6,113 
 2,500   6.75%, 09/01/2016 ■    2,694 
     Kennedy-Wilson, Inc.     
 935   8.75%, 04/01/2019    994 
     ProLogis L.P.     
 13,600   3.35%, 02/01/2021 ╦    13,571 
     Ryder System, Inc.     
 2,560   2.55%, 06/01/2019    2,564 
         35,755 
     Retail Trade - 0.6%     
     Arcelik AS     
 2,810   5.00%, 04/03/2023 ■    2,641 

 

7
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 26.7% - (continued) 
     Retail Trade - 0.6% - (continued)     
     AutoZone, Inc.     
$5,400   3.70%, 04/15/2022   $5,501 
     Building Materials Corp.     
 219   6.75%, 05/01/2021 ■    230 
 1,962   7.50%, 03/15/2020 ■    2,050 
     Group 1 Automotive, Inc.     
 600   5.00%, 06/01/2022 ■    581 
     Home Depot, Inc.     
 265   4.20%, 04/01/2043    261 
     Jaguar Land Rover plc     
 450   8.13%, 05/15/2021 ■    492 
     Sotheby's     
 2,390   5.25%, 10/01/2022 ■    2,265 
     Wal-Mart Stores, Inc.     
 4,235   4.30%, 04/22/2044    4,260 
     William Carter Co.     
 2,645   5.25%, 08/15/2021    2,724 
         21,005 
     Truck Transportation - 0.3%     
     Penske Truck Leasing Co.     
 1,770   2.50%, 06/15/2019 ■    1,760 
 3,575   2.88%, 07/17/2018 ■    3,658 
 2,490   4.88%, 07/11/2022 ■    2,676 
         8,094 
     Utilities - 0.8%     
     AES (The) Corp.     
 460   5.50%, 03/15/2024    448 
 503   9.75%, 04/15/2016    557 
     Appalachian Power Co.     
 95   4.40%, 05/15/2044    95 
     Berkshire Hathaway Energy Co.     
 7,665   8.48%, 09/15/2028 ‡    11,155 
     CenterPoint Energy, Inc.     
 4,175   6.85%, 06/01/2015    4,342 
     Dolphin Subsidiary II, Inc.     
 2,860   7.25%, 10/15/2021    2,953 
     EDP Finance B.V.     
 830   5.25%, 01/14/2021 ■    863 
     Pacific Gas & Electric Co.     
 3,700   8.25%, 10/15/2018    4,548 
     Xcel Energy, Inc.     
 1,750   6.50%, 07/01/2036    2,286 
         27,247 
     Total Corporate Bonds     
     (Cost $858,339)   $883,379 
           

Foreign Government Obligations - 2.1%

   
     Brazil - 0.5%     
     Brazil (Federative Republic of)     
$5,525   4.88%, 01/22/2021   $5,873 
BRL 36,600   9.70%, 09/01/2020 ○   $9,513 
         15,386 
     Costa Rica - 0.2%     
     Costa Rica (Republic of)     
 7,425   5.63%, 04/30/2043 §    6,348 
           
     Dominican Republic - 0.1%     
     Dominican (Republic of)     
DOP 178,000   11.50%, 05/10/2024 ■    4,288 
     France - 0.1%     
     France (Government of)     
EUR 2,559   0.25%, 07/25/2024 ◄    3,371 
           
     Indonesia - 0.1%     
     Indonesia (Republic of)     
IDR 60,000,000   8.38%, 03/15/2024    4,887 
           
     Italy - 0.1%     
     Italy (Republic of)     
EUR 2,592   2.35%, 09/15/2024 ■◄    3,640 
           
     Latvia - 0.0%     
     Latvia (Republic of)     
 400   2.75%, 01/12/2020 §    393 
           
     Mexico - 0.2%     
     Mexico (United Mexican States)     
 5,934   4.75%, 03/08/2044    5,890 
           
     Russia - 0.2%     
     Russia (Federation of)     
 500   3.63%, 04/29/2015 §    504 
RUB 195,100   7.50%, 02/27/2019 Δ    4,624 
         5,128 
     South Africa - 0.2%     
     South Africa (Republic of)     
ZAR 74,975   7.75%, 02/28/2023    6,491 
           
     Spain - 0.1%     
     Spain (Kingdom of)     
EUR2,518   1.80%, 11/30/2024 ■◄    3,484 
           
     Turkey - 0.1%     
     Turkey (Republic of)     
EUR 2,300   4.35%, 11/12/2021    3,117 
           
     Uruguay - 0.2%     
     Uruguay (Republic of)     
UYU 143,790   4.25%, 04/05/2027 ◄    6,383 
           
     Total Foreign Government Obligations     
     (Cost $70,880)   $68,806 
           

Municipal Bonds - 1.0%

   
     General Obligations - 0.5%     
     California State GO     
$2,480   7.50%, 04/01/2034   $3,538 
     California State GO, Taxable     
 7,345   7.55%, 04/01/2039 ‡    10,711 
     Illinois State GO     
 230   5.88%, 03/01/2019    255 
         14,504 
     Higher Education (Univ., Dorms, etc.) - 0.2%     
     Massachusetts State Development Fin Agency Rev     
 130   5.35%, 12/01/2028    144 
     University of California     
 5,580   4.60%, 05/15/2031    6,030 
         6,174 

  

8
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Municipal Bonds - 1.0% - (continued) 
     Miscellaneous - 0.2%     
     Employees Retire System Govt of Cmwlth Puerto Rico     
$1,575   6.20%, 07/01/2039   $898 
     Puerto Rico Government Employees Retirement System     
 2,000   6.15%, 07/01/2038    1,140 
 7,965   6.30%, 07/01/2043    4,556 
 1,995   6.55%, 07/01/2058    1,141 
         7,735 
     Tax Allocation - 0.0%     
     Industry, CA, Urban Development Agency     
 275   6.10%, 05/01/2024    284 
           
     Utilities - Electric - 0.1%     
     Municipal Elec Auth Georgia     
 3,185   6.64%, 04/01/2057    3,994 
           
     Total Municipal Bonds     
     (Cost $29,773)   $32,691 
           

Senior Floating Rate Interests ♦ - 5.1%

   
     Administrative, Support, Waste Management and Remediation Services - 0.1%     
     Acosta Holdco, Inc.     
$985   5.00%, 09/26/2021 ☼   $983 
     Audio Visual Services Group, Inc.     
 1,242   4.50%, 01/25/2021    1,230 
     ServiceMaster (The) Co.     
 997   4.25%, 07/01/2021    981 
         3,194 
     Agriculture, Construction, Mining and Machinery - 0.0%     
     Signode Industrial Group US, Inc.     
 951   4.00%, 05/01/2021    932 
           
     Air Transportation - 0.0%     
     Delta Air Lines, Inc.     
 953   3.25%, 10/18/2018    929 
           
     Arts, Entertainment and Recreation - 0.4%     
     24 Hour Fitness Worldwide, Inc.     
 1,072   4.75%, 05/28/2021    1,065 
     Aristocrat Leisure Ltd.     
 1,130   4.75%, 09/29/2021 ☼    1,117 
     Caesars Entertainment Operating Co., Inc.     
 1,457   5.95%, 03/01/2017    1,324 
 2,003   6.95%, 03/01/2017    1,824 
     Caesars Growth Property Holdings LLC     
 793   6.25%, 05/08/2021    751 
     Formula One Holdings     
 1,750   4.75%, 07/30/2021    1,726 
 665   7.75%, 07/29/2022    662 
     MGM Resorts International     
 1,361   3.50%, 12/20/2019    1,335 
     Numericable     
 1,040   4.50%, 05/21/2020    1,032 
     Scientific Games International, Inc.     
 585   5.25%, 09/17/2021 ☼    573 
     Station Casinos LLC     
 384   4.25%, 03/02/2020    378 
     Tribune Co.     
 1,176   4.00%, 12/27/2020    1,159 
         12,946 
     Chemical Manufacturing - 0.2%     
     Cytec Industries, Inc.     
 246   4.50%, 10/03/2019    245 
     Ferro Corp.     
 355   4.00%, 07/30/2021    351 
     Ineos US Finance LLC     
 4,193   3.75%, 05/04/2018    4,103 
     Minerals Technologies, Inc.     
 1,000   4.00%, 05/07/2021    991 
     Monarch, Inc.     
 475   4.50%, 10/03/2019    471 
     Pinnacle Operating Corp.     
 882   4.75%, 11/15/2018    873 
     Univar, Inc.     
 372   5.00%, 06/30/2017    368 
         7,402 
     Computer and Electronic Product Manufacturing - 0.3%     
     Avago Technologies Ltd.     
 1,496   3.75%, 05/06/2021    1,481 
     CDW LLC     
 2,847   3.25%, 04/29/2020    2,775 
     Freescale Semiconductor, Inc.     
 729   4.25%, 02/28/2020    718 
 1,389   5.00%, 01/15/2021    1,383 
     NXP Semiconductors Netherlands B.V.     
 1,059   3.25%, 01/11/2020    1,040 
     Verint Systems, Inc.     
 1,676   3.50%, 09/06/2019    1,664 
         9,061 
     Finance and Insurance - 0.8%     
     Asurion LLC     
 1,228   5.00%, 05/24/2019    1,220 
 1,615   8.50%, 03/03/2021    1,630 
     Chrysler Group LLC     
 1,539   3.25%, 12/31/2018    1,510 
 2,669   3.50%, 05/24/2017    2,646 
     Cooper Gay Swett & Crawford Ltd.     
 805   5.00%, 04/16/2020    742 
     Evertec LLC     
 4,663   3.50%, 04/17/2020    4,578 
     Interactive Data Corp.     
 845   4.75%, 05/02/2021    840 
     National Financial Partners Corp.     
 368   4.50%, 07/01/2020    364 
     Nuveen Investments, Inc.     
 5,975   4.16%, 05/13/2017    5,957 
     Ocwen Financial Corp.     
 414   5.00%, 02/15/2018    406 
     Sedgwick CMS Holdings, Inc.     
 3,737   3.75%, 03/01/2021    3,618 
 1,250   6.75%, 02/28/2022    1,219 
     USI Insurance Services LLC     
 1,088   4.25%, 12/27/2019    1,068 
     Walter Investment Management Corp.     
 1,734   4.75%, 12/18/2020    1,659 
         27,457 

  

9
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Senior Floating Rate Interests ♦ - 5.1% - (continued) 
     Food Manufacturing - 0.2%     
     Burger King Co.     
$800   4.50%, 09/24/2021 ☼   $794 
     H.J. Heinz Co.     
 3,551   3.50%, 06/05/2020    3,503 
     Hearthside Food Solutions     
 599   4.50%, 06/02/2021    595 
     Hostess Brands, Inc.     
 363   6.75%, 04/09/2020    370 
     Roundy's Supermarkets, Inc.     
 642   5.75%, 03/03/2021    606 
     U.S. Foodservice, Inc.     
 1,141   4.50%, 03/31/2019    1,135 
         7,003 
     Food Services - 0.0%     
     ARAMARK Corp.     
 1,012   3.25%, 02/24/2021    991 
           
     Furniture and Related Product Manufacturing - 0.1%     
     Tempur Sealy International, Inc.     
 988   3.50%, 03/18/2020    974 
     Wilsonart International Holding LLC     
 847   4.00%, 10/31/2019    830 
         1,804 
     Health Care and Social Assistance - 0.4%     
     American Renal Holdings, Inc.     
 1,216   4.50%, 08/20/2019    1,194 
     Catalent Pharma Solutions, Inc.     
 204   4.50%, 05/20/2021    203 
     Community Health Systems, Inc.     
 1,409   4.25%, 01/27/2021    1,404 
     DaVita HealthCare Partners, Inc.     
 1,840   3.50%, 06/24/2021    1,817 
     HCA, Inc.     
 2,163   2.98%, 05/01/2018    2,136 
     Healogics, Inc.     
 375   5.25%, 07/01/2021    371 
     Ikaria Acquisition, Inc.     
 541   5.00%, 02/12/2021    540 
 215   8.75%, 02/14/2022    217 
     IMS Health, Inc.     
 1,021   3.50%, 03/17/2021    1,000 
     Jazz Pharmaceuticals, Inc.     
 993   3.25%, 06/12/2018    984 
     Mallinckrodt International Finance S.A.     
 1,517   3.50%, 03/19/2021    1,492 
     One Call Medical, Inc.     
 662   5.00%, 11/27/2020    660 
     Ortho-Clinical Diagnostics, Inc.     
 1,606   4.75%, 06/30/2021    1,585 
     STHI Holding Corp.     
 245   4.50%, 08/06/2021    243 
     Surgery Center Holdings, Inc.     
 520   5.25%, 07/24/2020 ☼    518 
         14,364 
     Information - 0.8%     
     Charter Communications Operating LLC     
 4,131   3.00%, 07/01/2020 - 01/03/2021    4,005 
 450   4.25%, 09/10/2021    448 
     Eagle Parent, Inc.     
 422   4.00%, 05/16/2018    416 
     First Data Corp.     
 5,740   3.65%, 03/23/2018    5,624 
 845   4.15%, 03/24/2021    832 
     Hyland Software, Inc.     
 368   4.75%, 02/19/2021    367 
     Kronos, Inc.     
 2,729   4.50%, 10/30/2019    2,708 
 594   9.75%, 04/30/2020    610 
     La Quinta Intermediate Holdings     
 1,324   4.00%, 04/14/2021    1,308 
     Lawson Software, Inc.     
 2,260   3.75%, 06/03/2020    2,207 
     Syniverse Holdings, Inc.     
 1,008   4.00%, 04/23/2019    988 
     Virgin Media Finance plc     
 2,900   3.50%, 06/07/2020    2,821 
     Ziggo B.V.     
 1,654   2.75%, 01/15/2022 ☼Б    1,605 
 971   3.25%, 01/15/2022    942 
         24,881 
     Mining - 0.3%     
     American Rock Salt Holdings LLC     
 1,441   4.75%, 05/20/2021    1,423 
     Arch Coal, Inc.     
 4,262   6.25%, 05/16/2018    3,896 
     BWAY Holding Co.     
 618   5.50%, 08/14/2020    617 
     Fortescue Metals Group Ltd.     
 2,604   3.75%, 06/30/2019    2,546 
         8,482 
     Miscellaneous Manufacturing - 0.1%     
     DigitalGlobe, Inc.     
 798   3.75%, 01/31/2020    789 
     Hamilton Sundstrand Corp.     
 919   4.00%, 12/13/2019    902 
     Reynolds Group Holdings, Inc.     
 1,720   4.00%, 11/30/2018    1,700 
         3,391 
     Motor Vehicle and Parts Manufacturing - 0.1%     
     Tower Automotive Holdings USA LLC     
 1,747   4.00%, 04/23/2020    1,718 
           
     Nonmetallic Mineral Product Manufacturing - 0.0%     
     Ardagh Holdings USA, Inc.     
 468   4.00%, 12/17/2019    461 
           
     Other Services - 0.1%     
     Apex Tool Group LLC     
 445   4.50%, 01/31/2020    429 
     Husky Injection Molding Systems Ltd.     
 220   4.25%, 06/30/2021    216 
     Rexnord LLC     
 2,005   4.00%, 08/21/2020    1,970 
         2,615 
     Petroleum and Coal Products Manufacturing - 0.2%     
     American Energy-Marcellus LLC     
 540   5.25%, 08/04/2020    535 
     Chief Exploration & Development     
 625   7.50%, 05/16/2021    623 

  

10
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Senior Floating Rate Interests ♦ - 5.1% - (continued)     
     Petroleum and Coal Products Manufacturing - 0.2% - (continued)     
     Drillships Ocean Ventures, Inc.     
$540   5.50%, 07/25/2021  $522 
     Endeavour International Corp.     
 541   8.25%, 11/30/2017   538 
     Fieldwood Energy LLC     
 1,533   3.88%, 09/28/2018   1,509 
     Seadrill Ltd.     
 2,155   4.00%, 02/21/2021   2,048 
     Templar Energy LLC     
 600   8.50%, 11/25/2020   581 
         6,356 
     Pipeline Transportation - 0.1%     
     EP Energy LLC     
 1,404   4.50%, 04/30/2019   1,396 
     Philadelphia Energy Solutions LLC     
 818   6.25%, 04/04/2018   771 
         2,167 
     Plastics and Rubber Products Manufacturing - 0.1%     
     Berry Plastics Group, Inc.     
 3,324   3.50%, 02/08/2020   3,235 
     Consolidated Container Co.     
 1,176   5.00%, 07/03/2019   1,154 
         4,389 
     Primary Metal Manufacturing - 0.1%     
     Novelis, Inc.     
 3,687   3.75%, 03/10/2017   3,640 
           
     Professional, Scientific and Technical Services - 0.1%     
     Advantage Sales & Marketing, Inc.     
 820   4.25%, 07/23/2021   805 
     MoneyGram International, Inc.     
 2,251   4.25%, 03/27/2020   2,208 
         3,013 
     Real Estate, Rental and Leasing - 0.1%     
     International Lease Finance Corp.     
 765   3.50%, 03/06/2021   754 
     Neff Corp.     
 730   7.25%, 06/09/2021   731 
     SBA Senior Finance II LLC     
 2,354   3.25%, 03/24/2021   2,301 
         3,786 
     Retail Trade - 0.3%     
     Affinia Group, Inc.     
 558   4.75%, 04/25/2020   554 
     Albertson's LLC     
 805   5.50%, 08/25/2021   801 
     American Builders & Contractors Supply Co., Inc.     
 931   3.50%, 04/16/2020   912 
     Cooper-Standard Automotive, Inc.     
 778   4.00%, 04/04/2021   768 
     Lands' End, Inc.     
 791   4.25%, 04/04/2021   780 
     Mauser-Werke GmbH     
 405   4.50%, 07/31/2021   402 
     Michaels Stores, Inc.     
 1,155   4.00%, 01/28/2020   1,141 
     Neiman Marcus (The) Group, Inc.     
 1,576   4.25%, 10/25/2020   1,547 
     Rite Aid Corp.     
 250   5.75%, 08/21/2020   253 
     Weight Watchers International, Inc.     
 5,876   4.00%, 04/02/2020   4,465 
         11,623 
     Truck Transportation - 0.0%     
     Nexeo Solutions LLC     
 642   5.00%, 09/09/2017   635 
           
     Utilities - 0.1%     
     Calpine Corp.     
 1,384   3.25%, 01/31/2022   1,344 
     Energy Future Holdings     
 600   4.25%, 06/19/2016   597 
     Star West Generation LLC     
 2,134   4.25%, 03/13/2020   2,112 
     Texas Competitive Electric Holdings Co. LLC     
 800   4.65%, 10/10/2017 Ψ   591 
         4,644 
     Wholesale Trade - 0.1%     
     Gates Global LLC     
 1,900   4.25%, 07/05/2021   1,864 
           
     Total Senior Floating Rate Interests     
     (Cost $173,728)  $169,748 
           
U.S. Government Agencies - 31.9%     
     FHLMC - 7.7%     
$70,216   0.53%, 10/25/2020 ►  $1,048 
 33,056   2.15%, 08/25/2018 ►   2,186 
 25,575   3.00%, 10/15/2027 - 08/01/2029 ☼,Р  26,323 
 52,134   3.50%, 10/15/2029 - 10/15/2044 ☼,Р  53,688 
 46,997   4.00%, 08/01/2025 - 10/15/2044 ☼,Р  49,673 
 65,300   4.50%, 10/15/2044 ☼,Р  70,422 
 32,526   5.50%, 10/01/2018 - 06/01/2041   36,239 
 11,895   6.00%, 04/01/2017 - 10/15/2043 ☼,Р  13,476 
 478   6.50%, 07/01/2031 - 12/01/2037   541 
 4   7.50%, 09/01/2029 - 11/01/2031   5 
         253,601 
     FNMA - 17.4%     
 7,544   2.14%, 11/01/2022   7,269 
 10,511   2.15%, 10/01/2022   10,139 
 5,056   2.20%, 12/01/2022   4,890 
 2,943   2.28%, 11/01/2022   2,860 
 131   2.29%, 10/01/2022   127 
 2,498   2.34%, 11/01/2022   2,437 
 2,306   2.40%, 10/01/2022   2,261 
 2,991   2.42%, 10/01/2022 - 11/01/2022   2,935 
 135   2.44%, 01/01/2023   131 
 115   2.45%, 08/01/2022   114 
 2,020   2.47%, 11/01/2022   1,988 
 21,990   2.50%, 01/01/2043 - 10/15/2044 ☼,Р  20,847 
 131   2.66%, 09/01/2022   131 
 1,150   2.76%, 05/01/2021   1,163 
 182   2.78%, 04/01/2022   184 
 182   2.98%, 01/01/2022   185 
 147,800   3.00%, 10/15/2044 ☼,Р  145,698 
 140   3.20%, 04/01/2022   145 
 1,055   3.21%, 05/01/2023   1,082 
 1,483   3.26%, 05/01/2024   1,522 

 

11
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬   Market Value ╪ 
U.S. Government Agencies - 31.9% - (continued)     
     FNMA - 17.4% - (continued)     
$575   3.34%, 04/01/2024  $595 
 220   3.45%, 01/01/2024   229 
 233   3.47%, 01/01/2024   243 
 34,600   3.50%, 10/15/2044 ☼,Р  35,365 
 582   3.67%, 08/01/2023   615 
 155   3.70%, 10/01/2023   164 
 2,092   3.74%, 06/01/2026   2,195 
 210   3.76%, 03/01/2024   223 
 480   3.86%, 11/01/2023 - 12/01/2025   511 
 553   3.87%, 10/01/2025   590 
 703   3.89%, 05/01/2030   738 
 730   3.93%, 10/01/2023   785 
 309   3.96%, 05/01/2034   322 
 195   3.97%, 05/01/2029   207 
 142,365   4.00%, 06/01/2025 - 10/15/2044 ☼,Р  150,144 
 2,906   4.02%, 11/01/2028   3,095 
 466   4.06%, 10/01/2028   500 
 90,103   4.50%, 04/01/2025 - 10/15/2044 ☼,Р  97,274 
 28,419   5.00%, 02/01/2018 - 10/15/2044 ☼,Р  31,029 
 30,096   5.50%, 01/01/2017 - 01/01/2037   33,624 
 7,084   5.50%, 06/25/2042 ►   1,462 
 7,369   6.00%, 04/01/2016 - 02/01/2037   8,364 
 11   6.50%, 11/01/2014 - 07/01/2032   12 
 233   7.00%, 02/01/2016 - 10/01/2037   268 
 232   7.50%, 11/01/2015 - 05/01/2032   264 
    8.00%, 04/01/2032    
         574,926 
     GNMA - 6.8%     
 20,600   3.00%, 10/15/2044 ☼,Р  20,735 
 44,754   3.50%, 11/15/2042 - 12/15/2044 ☼,Р  46,322 
 60,972   4.00%, 07/20/2040 - 12/20/2040   64,847 
 30,328   4.50%, 11/15/2039 - 10/15/2044 Р  33,054 
 23,559   5.00%, 05/20/2040 - 10/15/2044 ☼,Р  25,938 
 7,127   5.50%, 03/15/2033 - 10/20/2034   8,058 
 19,175   6.00%, 12/15/2023 - 10/15/2044 ☼,Р  21,769 
 4,892   6.50%, 06/15/2028 - 09/15/2032   5,593 
 17   7.00%, 06/20/2030 - 08/15/2031   20 
 1   8.50%, 11/15/2024   1 
         226,337 
     Total U.S. Government Agencies     
     (Cost $1,044,494)  $1,054,864 
           
U.S. Government Securities - 9.0%     
 U.S. Treasury Securities - 9.0%     
     U.S. Treasury Bonds - 2.1%     
$20,425    1.38%, 02/15/2044 ◄╦  $22,333 
 17,430    3.13%, 08/15/2044   17,152 
 15,195    3.38%, 05/15/2044 Є   15,689 
 2,430    3.63%, 02/15/2044   2,626 
 10,150    3.75%, 11/15/2043 ╦   11,219 
         69,019 
     U.S. Treasury Notes - 6.9%     
 120,875   0.13%, 04/15/2019 - 07/15/2024 ◄Є   120,514 
 3,605   0.25%, 07/31/2015 □Є   3,610 
 1,300   0.50%, 09/30/2016   1,298 
 79,115   0.63%, 01/15/2024 ◄╦   81,187 
 11,000   0.88%, 04/30/2017 □Є   10,989 
 9,694   1.00%, 10/31/2016 - 09/15/2017 □Є   9,760 
 125   2.38%, 08/15/2024   123 
 435   2.50%, 05/15/2024   435 
         227,916 
         296,935 
     Total U.S. Government Securities     
     (Cost $296,424)  $296,935 
           
Preferred Stocks - 0.1%     
     Banks - 0.0%     
 2   U.S. Bancorp  $1,855 
           
     Diversified Financials - 0.1%     
 66   Citigroup Capital XIII   1,771 
 10   Discover Financial Services   262 
         2,033 
     Insurance - 0.0%     
 11   Allstate (The) Corp.   269 
           
     Total Preferred Stocks     
     (Cost $3,955)  $4,157 
           
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $3,449,930)  $3,497,646 
           
Short-Term Investments - 14.7%     
 Repurchase Agreements - 3.7%     
     Bank of America Merrill Lynch  TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $237,
collateralized by U.S. Treasury Note 0.63%,
2017, value of $242)
     
$237   0.001%, 9/30/14  $237 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $23,588,
collateralized by FHLMC 2.40% - 4.50%,
2032 - 2044, FNMA 2.44% - 4.50%, 2026 -
2044,  value of $24,060)
     
 23,588   0.001%, 9/30/14   23,588 
     Bank of Montreal  TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $16,891, collateralized by U.S.
Treasury Bond 3.38% - 11.25%, 2015 - 2044,
U.S. Treasury Note 0.13% - 4.63%, 2014 -
2024, value of $17,229)
     
 16,891   0.001%, 9/30/14   16,891 

 

12
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬      Market Value ╪ 
Short-Term Investments - 14.7% - (continued)         
 Repurchase Agreements - 3.7% - (continued)          
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $5,371, collateralized by FHLMC
2.00% - 5.00%, 2023 - 2043, FNMA 2.00% -
3.50%, 2021 - 2042,  value of $5,478)
          
$5,371   0.001%, 9/30/14      $5,371 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $11,161, collateralized by U.S.
Treasury Note 2.38%, 2024, value of
$11,384)
          
 11,161   0.01%, 9/30/14        11,161 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $19,501,
collateralized by U.S. Treasury Note 0.25% -
3.13%, 2015 - 2021, value of $19,891)
          
 19,501   0.001%, 9/30/14        19,501 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $4,114, collateralized by U.S.
Treasury Bond 4.75% - 6.75%, 2026 - 2041,
U.S. Treasury Note 0.25% - 3.13%, 2015 -
2019, value of $4,196)
          
 4,114   0.001%, 9/30/14        4,114 
     Societe Generale TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $7,605, collateralized by U.S.
Treasury Bond 3.75%, 2043, U.S. Treasury
Note 1.63% - 4.25%, 2014 - 2019, value of
$7,757)
          
 7,605   0.001%, 9/30/14        7,605 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$35,028, collateralized by FHLMC 3.50% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, U.S. Treasury Note 2.13%,
2021, value of $35,729)
          
 35,028   0.001%, 9/30/14        35,028 
              123,496 
 U.S. Government Agencies - 11.0%          
     FHLMC          
$365,000   0.02%, 11/26/2014 ○       $364,993 
                
              364,993 
     Total Short-Term Investments          
     (Cost $488,485)       $488,489 
                
     Total Investments Excluding Purchased Options          
     (Cost $3,938,415)   120.4%  $3,986,135 
     Total Purchased Options          
     (Cost $10,171)   0.3%   9,165 
     Total Investments          
     (Cost $3,948,586) ▲   120.7%  $3,995,300 
     Other Assets and Liabilities   (20.7)%   (685,073)
     Total Net Assets   100.0%  $3,310,227 

 

13
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

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

 

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

 

Other than the industry classifications “Other Investment Pools and Funds” and “Exchange Traded Funds,” 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 shown in this report as the classifications are used for reporting ease.

 

At September 30, 2014, the cost of securities for federal income tax purposes was $3,949,452 and the aggregate gross unrealized appreciation and depreciation based on that cost were:    

 

Unrealized Appreciation  $80,234 
Unrealized Depreciation   (34,386)
Net Unrealized Appreciation  $45,848 

 

All principal amounts are in U.S. dollars unless otherwise indicated.

 

ΨThe company is in bankruptcy. The investment held by the Fund is current with respect to interest payments.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at September 30, 2014.

 

The interest rate disclosed for these securities represents the effective yield on the date of the acquisition.

 

Securities disclosed are interest-only strips.

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of September 30, 2014.

 

БThis security, or a portion of this security, has unfunded loan commitments. As of September 30, 2014, the aggregate value of the unfunded commitment was $1,922, which  represents 0.1% of total net assets.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities was $636,425, which represents 19.2% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities was $83,669, which represents 2.5% of total net assets.
   
βConvertible security.

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

ÐRepresents or includes a TBA transaction.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $659,869 at September 30, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

14
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts. In addition, securities valued at $7,723, held on behalf of the Fund at the custody bank, were designated by broker(s) as collateral in connection with OTC swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund.

 

ЄThis security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

 

This security, or a portion of this security, is pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts held at September 30, 2014.

  

Cash pledged and received as collateral in connection with derivatives at September 30, 2014.

 

   Pledged   Received 
OTC swaps contracts  $   $18,252 
Total  $   $18,252 

 

OTC Option Contracts Outstanding at September 30, 2014

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
  Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:                                
Call option contracts                                
BRL Call/USD Put  JPM  FX  2.43 BRL per USD  09/28/15  BRL 21,400,000  $150   $152   $(2)
RUB Call/USD Put  GSC  FX  36.97 RUB per USD  09/03/15  RUB 312,000,000   37    113    (76)
Total call option contracts                333,400,000  $187   $265   $(78)
Put option contracts                                
Italy (Republic of) Debt Option  JPM  IR  106.60 EUR  10/13/14  EUR 11,494,197  $   $197   $(197)
Italy (Republic of) Debt Option  MSC  IR  106.70 EUR  10/13/14  EUR 11,917,196       196    (196)
Italy (Republic of) Debt Option  MSC  IR  107.16 EUR  10/15/14  EUR 11,917,195       202    (202)
Italy (Republic of) Debt Option  MSC  IR  107.45 EUR  10/16/14  EUR 11,917,196       198    (198)
Italy (Republic of) Debt Option  BNP  IR  107.48 EUR  10/20/14  EUR 11,387,903       182    (182)
Total put option contracts                58,633,687  $   $975   $(975)
Total purchased option contracts                392,033,687  $187   $1,240   $(1,053)

 

*The number of contracts does not omit 000's.

 

OTC Swaption Contracts Outstanding at September 30, 2014

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
   Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased swaption contracts:                                  
Call swaption contracts                                  
Interest Rate Swaption  BOA  IR   4.42%  11/27/23  USD9,785,000   $1,877   $1,037   $840 
Interest Rate Swaption  DEUT  IR   3.94%  04/15/24  USD8,550,000    1,224    955    269 
Interest Rate Swaption  JPM  IR   3.76%  09/16/24  USD18,335,000    2,343    2,026    317 
Total call swaption contracts                 36,670,000   $5,444   $4,018   $1,426 
Put swaption contracts                                  
Interest Rate Swaption  BOA  IR   4.42%  11/27/23  USD9,785,000   $655   $1,038   $(383)
Interest Rate Swaption  DEUT  IR   3.94%  04/15/24  USD8,550,000    780    954    (174)
Interest Rate Swaption  JPM  IR   3.50%  04/29/15  USD50,860,000    235    895    (660)
Interest Rate Swaption  JPM  IR   3.76%  09/16/24  USD18,335,000    1,864    2,026    (162)
Total put swaption contracts                 87,530,000   $3,534   $4,913   $(1,379)
Total purchased swaption contracts                 124,200,000   $8,978   $8,931   $47 

 

* The number of contracts does not omit 000's.

 

15
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Futures Contracts Outstanding at September 30, 2014

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:                                      
U.S. Treasury 2-Year Note Future   893   12/31/2014  $195,439   $195,427   $   $(12)  $   $(28)
U.S. Treasury 5-Year Note Future   4,416   12/31/2014   521,866    522,227    361            (207)
U.S. Treasury CME Ultra Long Term Bond Future   200   12/19/2014   30,067    30,500    433            (156)
U.S. Treasury Long Bond Future   1,381   12/19/2014   191,844    190,449        (1,395)       (544)
Total                    $794   $(1,407)  $   $(935)
Short position contracts:                                      
Euro-BOBL Future   1   12/08/2014  $161   $162   $   $(1)  $   $ 
Euro-BUND Future   6   12/08/2014   1,127    1,134        (7)       (2)
U.S. Treasury 10-Year Note Future   3,719   12/19/2014   461,246    463,539        (2,293)   467    (6)
Total                    $   $(2,301)  $467   $(8)
Total futures contracts                    $794   $(3,708)  $467   $(943)

 

* The number of contracts does not omit 000's.

 

OTC Credit Default Swap Contracts Outstanding at September 30, 2014

 

   Counter-  Notional   (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)   Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on indices:                                         
Buy protection:                                         
ABX.HE.AA.06-1  BCLY  USD3,895    (0.32)%  07/25/45  $1,453   $   $861   $   $(592)
ABX.HE.AAA.06-1  BCLY  USD592    (0.18)%  07/25/45   62        15        (47)
ABX.HE.AAA.06-1  BOA  USD  297    (0.18)%  07/25/45   16        7        (9)
ABX.HE.AAA.06-1  GSC  USD43    (0.18)%  07/25/45   3        1        (2)
ABX.HE.AAA.06-1  JPM  USD244    (0.18)%  07/25/45   6        6         
ABX.HE.AAA.06-1  MSC  USD225    (0.18)%  07/25/45   19        6        (13)
ABX.HE.AAA.06-2  BOA  USD4,826    (0.11)%  05/25/46   1,015        984        (31)
ABX.HE.AAA.06-2  CSI  USD2,395    (0.11)%  05/25/46   569        488        (81)
ABX.HE.AAA.06-2  JPM  USD1,515    (0.11)%  05/25/46   308        309    1     
ABX.HE.AAA.06-2  MSC  USD785    (0.11)%  05/25/46   160        160         
ABX.HE.AAA.07  GSC  USD2,029    (0.09)%  08/25/37   516        525    9     
ABX.HE.AAA.07  MSC  USD2,641    (0.09)%  08/25/37   653        684    31     
ABX.HE.AAA.07-1  CSI  USD  4,631    (0.09)%  08/25/37   1,357        1,200        (157)
ABX.HE.AAA.07-1  JPM  USD51    (0.09)%  08/25/37   15        13        (2)
ABX.HE.PENAAA.06-2  BCLY  USD831    (0.11)%  05/25/46   136        116        (20)
ABX.HE.PENAAA.06-2  BOA  USD2,169    (0.11)%  05/25/46   494        304        (190)
ABX.HE.PENAAA.06-2  GSC  USD2,042    (0.11)%  05/25/46   511        286        (225)
ABX.HE.PENAAA.06-2  JPM  USD3,685    (0.11)%  05/25/46   900        516        (384)
ABX.HE.PENAAA.06-2  JPM  USD1,289    (0.11)%  05/25/46   179        181    2     
ABX.HE.PENAAA.06-2  MSC  USD2,572    (0.11)%  05/25/46   624        360        (264)
ABX.HE.PENAAA.07-1  JPM  USD3,089    (0.09)%  08/25/37   1,270        710        (560)
CDX.EM.21  GSC  USD19,037    (5.00)%  06/20/19       (1,788)   (1,769)   19     
CMBX.NA.A.7  JPM  USD3,130    (2.00)%  01/17/47       (66)   3    69     
CMBX.NA.AA.1  UBS  USD7,750    (0.25)%  10/12/52   1,667        1,188        (479)
CMBX.NA.AA.2  BOA  USD7,910    (0.15)%  03/15/49   3,002        2,578        (424)
CMBX.NA.AA.2  CSI  USD3,511    (0.15)%  03/15/49   1,097        1,144    47     
CMBX.NA.AA.2  CSI  USD1,572    (0.15)%  03/15/49   549        512        (37)
CMBX.NA.AA.7  CSI  USD4,265    (1.50)%  01/17/47       (43)   30    73     
CMBX.NA.AA.7  CSI  USD7,880    (1.50)%  01/17/47   37        55    18     
CMBX.NA.AA.7  MSC  USD3,400    (1.50)%  01/17/47       (36)   24    60     
CMBX.NA.AJ.1  DEUT  USD1,430    (0.84)%  10/12/52   100        40        (60)
CMBX.NA.AJ.1  JPM  USD710    (0.84)%  10/12/52   45        20        (25)
CMBX.NA.AJ.1  MSC  USD2,550    (0.84)%  10/12/52   179        71        (108)
CMBX.NA.AJ.2  DEUT  USD4,567    (1.09)%  03/15/49   415        400        (15)
CMBX.NA.AJ.2  GSC  USD  6,180    (1.09)%  03/15/49   468        542    74     

 

16
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at September 30, 2014 - (continued)

 

   Counter-  Notional   (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)   Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on indices: - (continued)                                         
Buy protection: - (continued)                                         
CMBX.NA.AJ.4  CBK  USD2,376    (0.96)%  02/17/51  $451   $   $457   $6   $ 
CMBX.NA.AJ.4  CSI  USD4,761    (0.96)%  02/17/51   879        916    37     
CMBX.NA.AJ.4  DEUT  USD2,963    (0.96)%  02/17/51   579        570        (9)
CMBX.NA.AJ.4  GSC  USD6,908    (0.96)%  02/17/51   1,217        1,329    112     
CMBX.NA.AJ.4  MSC  USD2,286    (0.96)%  02/17/51   403        440    37     
CMBX.NA.AJ.4  MSC  USD4,577    (0.96)%  02/17/51   1,714        881        (833)
CMBX.NA.AM.2  CSI  USD7,960    (0.50)%  03/15/49   488        118        (370)
CMBX.NA.AM.2  DEUT  USD7,960    (0.50)%  03/15/49   458        118        (340)
CMBX.NA.AM.2  JPM  USD790    (0.50)%  03/15/49   26        12        (14)
CMBX.NA.AM.2  MSC  USD2,050    (0.50)%  03/15/49   101        30        (71)
CMBX.NA.AM.4  BOA  USD1,910    (0.50)%  02/17/51   229        88        (141)
CMBX.NA.AM.4  CSI  USD1,230    (0.50)%  02/17/51   142        56        (86)
CMBX.NA.AM.4  GSC  USD1,125    (0.50)%  02/17/51   141        52        (89)
CMBX.NA.AM.4  JPM  USD120    (0.50)%  02/17/51   10        6        (4)
CMBX.NA.AM.4  MSC  USD4,750    (0.50)%  02/17/51   810        219        (591)
CMBX.NA.AS.6  CSI  USD7,055    (1.00)%  05/11/63   94        76        (18)
CMBX.NA.AS.7  CBK  USD3,160    (1.00)%  01/17/47   75        58        (17)
CMBX.NA.AS.7  CSI  USD3,650    (1.00)%  01/17/47   87        67        (20)
Total                  $25,729   $(1,933)  $18,063   $595   $(6,328)
Sell protection:                                         
CMBX.NA.A.2  BOA  USD1,791    0.25%  03/15/49  $   $(1,042)  $(1,104)  $   $(62)
CMBX.NA.A.7  BOA  USD5,070    0.50%  01/17/47       (126)   (158)       (32)
CMBX.NA.AAA.6  BOA  USD6,280    0.50%  05/11/63       (159)   (132)   27     
CMBX.NA.AAA.6  CSI  USD7,695    0.50%  05/11/63       (152)   (161)       (9)
CMBX.NA.AAA.6  CSI  USD15,965    0.50%  05/11/63       (436)   (334)   102     
CMBX.NA.AAA.6  DEUT  USD4,850    0.50%  05/11/63       (74)   (101)       (27)
CMBX.NA.AAA.6  DEUT  USD12,145    0.50%  05/11/63       (295)   (253)   42     
CMBX.NA.AAA.6  GSC  USD2,610    0.50%  05/11/63       (57)   (55)   2     
CMBX.NA.AAA.6  UBS  USD23,365    0.50%  05/11/63       (596)   (488)   108     
CMBX.NA.AAA.7  CSI  USD5,010    0.50%  01/17/47       (137)   (155)       (18)
CMBX.NA.BB.6  BCLY  USD1,625    5.00%  05/11/63   11        (3)       (14)
CMBX.NA.BB.6  BOA  USD4,270    5.00%  05/11/63       (41)   (7)   34     
CMBX.NA.BB.6  CBK  USD3,325    5.00%  05/11/63       (25)   (5)   20     
CMBX.NA.BB.6  CSI  USD2,765    5.00%  05/11/63       (49)   (4)   45     
CMBX.NA.BB.6  CSI  USD8,740    5.00%  05/11/63   93        (14)       (107)
CMBX.NA.BB.6  DEUT  USD595    5.00%  05/11/63       (7)   (1)   6     
CMBX.NA.BB.6  GSC  USD2,185    5.00%  05/11/63   13        (4)       (17)
CMBX.NA.BB.6  MSC  USD2,335    5.00%  05/11/63       (150)   (4)   146     
CMBX.NA.BB.6  UBS  USD1,228    5.00%  05/11/63   32        (2)       (34)
CMBX.NA.BB.7  BCLY  USD745    5.00%  01/17/47       (24)   (22)   2     
CMBX.NA.BB.7  BOA  USD1,455    5.00%  01/17/47       (53)   (39)   14     
CMBX.NA.BB.7  CBK  USD790    5.00%  01/17/47       (25)   (23)   2     
CMBX.NA.BB.7  CSI  USD420    5.00%  01/17/47   4        (12)       (16)
CMBX.NA.BB.7  CSI  USD6,540    5.00%  01/17/47       (307)   (190)   117     
CMBX.NA.BB.7  DEUT  USD2,320    5.00%  01/17/47       (60)   (67)       (7)
CMBX.NA.BB.7  DEUT  USD735    5.00%  01/17/47       (22)   (21)   1     
CMBX.NA.BB.7  MSC  USD1,580    5.00%  01/17/47       (21)   (46)       (25)
CMBX.NA.BBB-.6  BCLY  USD2,595    3.00%  05/11/63   48        (10)       (58)
CMBX.NA.BBB-.6  CSI  USD3,395    3.00%  05/11/63   5        (13)       (18)
CMBX.NA.BBB-.7  CSI  USD2,435    3.00%  01/17/47       (43)   (67)       (24)
CMBX.NA.BBB-.7  CSI  USD  6,065    3.00%  01/17/47       (375)   (166)   209     
PrimeX.ARM.2  JPM  USD21    4.58%  12/25/37   1        1         
PrimeX.ARM.2  MSC  USD5,865    4.58%  06/25/36       (431)   183    614     
PrimeX.ARM.2  MSC  USD376    4.58%  12/25/37   13        12        (1)
PrimeX.FRM.1  JPM  USD809    4.42%  07/25/36   83        83         
Total                  $303   $(4,707)  $(3,382)  $1,491   $(469)

 

17
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at September 30, 2014 - (continued)

 

   Counter-  Notional   (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)   Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on  indices: - (continued)                                         
Sell protection: - (continued)                                         
Total traded indices                  $26,032   $(6,640)  $14,681   $2,086   $(6,797)
Credit default swaps on single-name issues:                                         
Buy protection:                                         
ConAgra Foods, Inc.  GSC  USD1,275    (1.00)% / (0.67)%   12/20/19  $   $(21)  $(21)  $   $ 
                                          
Sell protection:                                         
Brazil  GSC  USD8,595    1.00% / 1.68%   09/20/19  $   $(88)  $(275)  $   $(187)
Illinois State GO  GSC  USD1,050    1.00% / 1.07%   06/20/17   4        (2)       (6)
Total                  $4   $(88)  $(277)  $   $(193)
Total single-name issues                  $4   $(109)  $(298)  $   $(193)
                   $26,036   $(6,749)  $14,383   $2,086   $(6,990)

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
   
(b) Implied credit spreads, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on September 30, 2014. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at September 30, 2014

 

   Clearing  Notional   (Pay)/ Receive
Fixed
   Expiration      Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate   Date  Cost Basis   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps  on indices:                                              
Buy protection:                                              
CDX.NA.HY.22  CME  USD  191,476    (5.00)%  06/20/19  $(14,390)  $(11,586)  $2,804   $   $   $(1,288)
CDX.NA.IG.22  CME  USD142,575    (1.00)%  06/20/19   (2,520)   (2,287)   233            (156)
ITRX.XOV.21  ICE  EUR  31,615    (5.00)%  06/20/19   (4,473)   (4,067)   406            (171)
   Total                  $(21,383)  $(17,940)  $3,443   $   $   $(1,615)
Sell protection:                                              
ITRX.EUR.21  ICE  EUR42,880    1.00%  06/20/19  $1,039   $932   $   $(107)  $100   $ 
                                               
Total traded indices                  $(20,344)  $(17,008)  $3,443   $(107)  $100   $(1,615)

 

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

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at September 30, 2014

 

Clearing  Payments made  Payments received  Notional   Expiration  Upfront
Premiums Paid
   Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
House (a)  by Fund  by Fund  Amount   Date  (Received)   Value ╪   Asset   Liability   Asset   Liability 
LCH  0.43% Fixed  6M EURIBOR  EUR 250   09/17/17  $   $(2)  $   $(2)  $   $ 

 

(a) The FCM to the contracts is GSC.

 

18
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

TBA Sale Commitments Outstanding at September 30, 2014

 

Description   

Principal
Amount

   Maturity Date   

Market Value ╪

    

Unrealized
Appreciation/
Depreciation

 
FHLMC, 3.00%  $27,700   10/15/2044  $27,347   $(2)
FHLMC, 4.00%   33,300   10/15/2044   35,059    35 
FHLMC, 5.00%   2,900   10/15/2043   3,194    (6)
FHLMC, 5.50%   40,400   10/15/2043   44,882    (62)
FNMA, 2.50%   55,760   10/15/2029   56,074     
FNMA, 3.00%   16,180   10/15/2029   16,665    13 
FNMA, 3.50%   41,600   10/15/2029   43,729    36 
FNMA, 4.00%   8,400   10/15/2029   8,884    (24)
FNMA, 5.50%   17,300   10/15/2044   19,266    (39)
FNMA, 6.00%   5,700   10/15/2043   6,442    (18)
GNMA, 3.50%   12,800   10/15/2044   13,226    (73)
GNMA, 4.00%   7,700   10/15/2044   8,160    (16)
GNMA, 4.50%   53,700   10/15/2044   58,239    (154)
Total          $341,167   $(310)

 

At September 30, 2014, the aggregate market value of these securities represents 10.3% of total net assets.

 

Foreign Currency Contracts Outstanding at September 30, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability
EUR  Buy  10/03/2014  BCLY  $1,921   $1,921   $   $ 
EUR  Buy  10/02/2014  CSFB   1,334    1,328        (6)
EUR  Buy  12/17/2014  DEUT   806    796        (10)
EUR  Sell  12/17/2014  BCLY   1,922    1,922         
EUR  Sell  09/18/2015  CBK   3,350    3,285    65     
EUR  Sell  12/17/2014  CSFB   1,334    1,328    6     
EUR  Sell  12/17/2014  DEUT   13,343    13,023    320     
EUR  Sell  12/17/2014  HSBC   270    264    6     
EUR  Sell  10/31/2014  JPM   44,091    43,525    566     
GBP  Sell  10/31/2014  CBK   10,691    10,588    103     
JPY  Buy  12/17/2014  JPM   3,177    3,090        (87)
JPY  Sell  12/17/2014  GSC   3,095    3,090    5     
RSD  Buy  09/18/2015  CBK   3,094    3,022        (72)
Total                     $1,071   $(175)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

19
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BNP BNP Paribas Securities Services
BOA Banc of America Securities LLC
CBK Citibank NA
CME Chicago Mercantile Exchange
CSFB Credit Suisse First Boston Corp.
CSI Credit Suisse International
DEUT Deutsche Bank Securities, Inc.
FCM Futures Commission Merchant
GSC Goldman Sachs & Co.
HSBC HSBC Bank USA
ICE Intercontinental Exchange
JPM JP Morgan Chase & Co.  
LCH LCH Clearnet
MSC Morgan Stanley
UBS UBS AG
 
Currency Abbreviations:
BRL Brazilian Real
DOP Dominican Peso
EUR EURO
GBP British Pound
IDR Indonesian New Rupiah
INR Indian Rupee
JPY Japanese Yen
RSD Serbian Dinar
RUB Russian New Ruble
USD U.S. Dollar
UYU Uruguayan Peso
ZAR South African Rand
 
Index Abbreviations:
ABX.HE Markit Asset Backed Security Home Equity
ABX.HE.PEN Markit Asset Backed Security Home Equity Penultimate
CDX.EM Credit Derivatives Emerging Markets
CDX.NA.HY Credit Derivatives North American High Yield
CDX.NA.IG Credit Derivatives North American Investment Grade
CMBX.NA Markit Commercial Mortgage Backed North American
ITRX.EUR Markit iTraxx - Europe
ITRX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security
PrimeX.FRM Markit PrimeX Fixed Rate Mortgage Backed Security
 
Municipal Bond Abbreviations:
GO General Obligation
Rev Revenue
     
Other Abbreviations:
CLO Collateralized Loan Obligation
EURIBOR Euro Interbank Offered Rate
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GNMA Government National Mortgage Association
IR Interest Rate
LIBOR London Interbank Offered Rate
OTC Over-the-Counter
REIT Real Estate Investment Trust
TBA To Be Announced

 

Credit Exposure
as of September 30, 2014
Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   44.0%
Aa/ AA   18.2 
A   5.2 
Baa/ BBB   17.5 
Ba/ BB   7.8 
B   4.7 
Caa/ CCC or Lower   5.9 
Not Rated   2.3 
Non-Debt Securities and Other Short-Term Instruments   15.1 
Other Assets and Liabilities   (20.7)
Total   100.0%

 

*    Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

20
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities  $987,066   $   $883,807   $103,259 
Corporate Bonds   883,379        883,379     
Foreign Government Obligations   68,806        68,806     
Municipal Bonds   32,691        32,691     
Preferred Stocks   4,157    2,302    1,855     
Senior Floating Rate Interests   169,748        169,748     
U.S. Government Agencies   1,054,864        1,054,864     
U.S. Government Securities   296,935    78,902    218,033     
Short-Term Investments   488,489        488,489     
Purchased Options   9,165        9,165     
Total  $3,995,300   $81,204   $3,810,837   $103,259 
Foreign Currency Contracts *  $1,071   $   $1,071   $ 
Futures *   794    794         
Swaps - Credit Default *   5,529        5,529     
Total  $7,394   $794   $6,600   $ 
Liabilities:                    
TBA Sale Commitments  $341,167   $   $341,167   $ 
Total  $341,167   $   $341,167   $ 
Foreign Currency Contracts *  $175   $   $175   $ 
Futures *   3,708    3,708         
Swaps - Credit Default *   7,097        7,097     
Swaps - Interest Rate *   2        2     
Total  $10,982   $3,708   $7,274   $ 

 

For the nine-month period ended September 30, 2014, investments valued at $305,412 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:

1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).

2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).

3)Equity investments with no observable trading but a bid or mean price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

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

 

21
 

 

Hartford Total Return Bond HLS Fund

Schedule of Investments ― (continued)

September 30, 2014 (Unaudited)

(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
December
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3 *
   Transfers
Out of
Level 3 *
   Balance as
of
September
30, 2014
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $100,975   $2,826   $1,768  $3,835   $49,694   $(44,109)  $   $(11,730)  $103,259 
Corporate Bonds   4,547    100    23            (4,670)            
Total  $105,522   $2,926   $1,791   $3,835   $49,694   $(48,779)  $   $(11,730)  $103,259 
Swaps‡  $294   $   $   $   $   $   $   $(294)  $ 
Total  $294   $   $   $   $   $   $   $(294)  $ 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

1)Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

2)Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

3)Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $2,278.

Derivative instruments not reflected in the Schedule of Investments are valued at the unrealized appreciation/ depreciation on the investment.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

22
 

 

 

Hartford Ultrashort Bond HLS Fund
Schedule of Investments
September 30, 2014 (Unaudited)
(000’s Omitted)

 

 Shares or Principal Amount   Market Value ╪ 
 Asset and Commercial Mortgage Backed Securities - 26.2% 
     Finance and Insurance - 24.8%     
     Ally Automotive Receivables Trust     
$4,395    0.63%, 05/15/2017   $4,399 
 6,000    0.70%, 12/21/2015    6,002 
 1,885    0.75%, 02/21/2017    1,880 
     Ally Master Owner Trust     
 4,410    0.52%, 01/16/2018 Δ    4,413 
 4,380    0.62%, 01/15/2019 Δ    4,394 
     American Express Credit Account Master Trust     
 1,520    0.98%, 05/15/2019    1,519 
 1,485    1.26%, 01/15/2020    1,479 
     AmeriCredit Automobile Receivables Trust     
 1,301    0.54%, 03/08/2017 Δ    1,302 
     Banc of America Commercial Mortgage, Inc.     
 1,984    5.35%, 09/10/2047 Δ    2,043 
     Bank of America Credit Card Trust     
 2,995    0.53%, 06/15/2021 Δ    2,992 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 3,000    5.29%, 10/12/2042 Δ    3,093 
     BMW Vehicle Owner Trust     
 1,287    0.41%, 02/25/2016    1,288 
     Cabela's Master Credit Card Trust     
 1,085    0.51%, 03/16/2020 Δ    1,084 
     Capital Automotive Receivables Asset Trust     
 3,910    0.54%, 03/21/2016 Δ    3,913 
 3,265    0.68%, 05/20/2016    3,268 
     Capital One Multi-Asset Execution Trust     
 6,000    0.33%, 02/15/2019 Δ    5,999 
 3,605    0.96%, 09/16/2019    3,595 
     CarMax Automotive Owner Trust     
 3,128    0.52%, 11/15/2016    3,130 
     Chase Issuance Trust     
 6,000    0.57%, 11/16/2020 Δ    6,012 
 6,850    0.59%, 08/15/2017    6,857 
 6,905    0.79%, 06/15/2017    6,923 
     Chesapeake Funding LLC     
 1,955    0.58%, 03/07/2026 ■Δ    1,953 
     Citibank Credit Card Issuance Trust     
 3,660    0.45%, 11/07/2018 Δ    3,665 
 2,045    1.02%, 02/22/2019    2,037 
 4,965    1.32%, 09/07/2018    4,998 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 4,755    5.40%, 07/15/2044 Δ    4,883 
 1,730    5.48%, 01/15/2046 Δ    1,802 
     CNH Equipment Trust     
 2,484    0.49%, 07/15/2015    2,484 
 3,037    0.63%, 01/17/2017    3,039 
 2,383    0.86%, 09/15/2017    2,387 
 910    1.19%, 12/15/2016    911 
     Community or Commercial Mortgage Trust     
 1,130    0.96%, 03/15/2029 ■Δ    1,131 
     Credit Acceptance Automotive Loan Trust     
 1,985    1.50%, 04/15/2021 ■    1,994 
     Credit Suisse Mortgage Capital Certificates     
 1,901    5.47%, 09/15/2039    2,024 
     Discover Card Master Trust     
 7,480    0.86%, 11/15/2017    7,500 
     DT Automotive Owner Trust     
 1,309    0.66%, 07/17/2017 ■    1,309 
     First Investors Automotive Owner Trust     
 1,427    0.89%, 09/15/2017 ■   1,429 
     Ford Credit Automotive Owner Trust     
 2,441    0.48%, 11/15/2016    2,441 
 3,000    0.57%, 06/15/2016    3,003 
 1,575    0.76%, 09/15/2016    1,576 
     Ford Credit Floorplan Master Owner Trust     
 2,105    0.55%, 02/15/2019 Δ    2,108 
 2,450    0.85%, 01/15/2018    2,453 
     GE Capital Credit Card Master Note Trust     
 6,735    1.03%, 01/15/2018    6,746 
     GE Dealer Floorplan Master Note Trust     
 6,500    0.59%, 10/20/2017 Δ    6,509 
 8,345    0.64%, 06/20/2017 Δ    8,353 
     Golden Credit Card Trust     
 4,465    0.41%, 02/15/2018 ■Δ    4,463 
 3,125    0.47%, 03/15/2019 ■Δ    3,117 
 3,275    0.79%, 09/15/2017 ■    3,281 
     Hilton USA Trust     
 1,885    1.16%, 11/05/2030 ■Δ    1,885 
     Huntington Automotive Trust     
 2,876    0.81%, 09/15/2016    2,880 
     Hyundai Automotive Lease Securitization Trust     
 1,324    0.92%, 08/17/2015 ■    1,324 
     John Deere Owner Trust     
 6,000    0.69%, 01/15/2019    5,991 
 6,000    0.87%, 08/15/2017    6,014 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 707    3.85%, 06/15/2043 ■    715 
 2,380    4.92%, 10/15/2042    2,438 
 1,085    6.06%, 04/15/2045 Δ    1,151 
     M&T Bank Automotive Receivables Trust     
 6,535    1.06%, 11/15/2017 ■    6,568 
     Mercedes-Benz Automotive Lease Trust     
 6,635    0.59%, 02/15/2016    6,638 
 3,980    0.61%, 12/17/2018    3,979 
 3,445    0.62%, 07/15/2016    3,447 
     Morgan Stanley Capital I     
 495    4.99%, 08/13/2042    500 
 1,159    5.38%, 11/14/2042 Δ    1,187 
     New York City Tax Lien     
 1,100    1.03%, 11/10/2027 ■    1,100 
     Nissan Automotive Lease Trust     
 1,881    0.40%, 06/15/2016    1,881 
 1,106    0.43%, 01/15/2016 Δ    1,107 
 2,890    0.61%, 09/15/2015    2,892 
 925    0.75%, 06/15/2016    925 
     Porsche Innovative Lease Owner Trust     
 1,948    0.54%, 01/22/2016 ■    1,949 
     Prestige Automotive Receivables Trust     
 1,977    0.97%, 03/15/2018 ■    1,977 
     Santander Drive Automotive Receivables Trust     
 1,598    0.53%, 04/17/2017 Δ    1,599 
 935    0.66%, 07/17/2017    936 
 635    1.04%, 08/15/2016    635 
     Volvo Financial Equipment LLC     
 2,230    0.82%, 04/16/2018 ■    2,224 
     Westlake Automobile Receivables Trust     
 2,550    0.70%, 05/15/2017 ■    2,550 

 

1
 

 

Hartford Ultrashort Bond HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 26.2% - (continued) 
     Finance and Insurance - 24.8% - (continued)     
     Wheels SPV LLC     
$675    0.84%, 03/20/2023 ■   $672 
     World Omni Automotive Receivables Trust     
 4,199    0.48%, 11/15/2016    4,200 
         232,545 
           
     Machinery Manufacturing - 0.1%     
     Kubota Credit Owner Trust     
 1,025    0.58%, 02/15/2017 ■    1,025 
           
     Real Estate, Rental and Leasing - 0.8%     
     Enterprise Fleet Financing LLC     
 3,784    0.68%, 09/20/2018 ■    3,784 
 1,190    0.87%, 09/20/2019 ■    1,190 
 2,212    1.06%, 03/20/2019 ■    2,219 
         7,193 
           
     Transportation Equipment Manufacturing - 0.5%     
     GE Equipment Transportation LLC     
 1,882    0.61%, 06/24/2016    1,884 
 3,000    0.92%, 09/25/2017    3,006 
         4,890 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $245,777)   $245,653 
           

Certificates of Deposit - 0.5%

     
     Finance and Insurance - 0.5%     
     Credit Suisse New York,     
$4,500   0.64%, 12/7/2015 Δ   $4,503 
           
     Total Certificates of Deposit     
     (Cost $4,500)   $4,503 
           

Corporate Bonds - 48.6%

     
     Arts, Entertainment and Recreation - 0.7%     
     Comcast Corp.     
$3,000   5.85%, 11/15/2015   $3,174 
     Fidelity National Information Services, Inc.     
 405   1.45%, 06/05/2017    403 
     NBC Universal Enterprise     
 3,000   0.92%, 04/15/2018 ■Δ    3,030 
         6,607 
     Beverage and Tobacco Product Manufacturing - 2.0%     
     Anheuser-Busch InBev Worldwide, Inc.     
 5,000   0.64%, 02/01/2019 Δ    4,996 
     BAT International Finance plc     
 2,105   1.40%, 06/05/2015 ■    2,115 
     Coca-Cola Enterprises, Inc.     
 5,000   2.13%, 09/15/2015    5,073 
     Philip Morris International, Inc.     
 6,000   2.50%, 05/16/2016    6,170 
         18,354 
     Chemical Manufacturing - 0.2%     
     Monsanto Co.     
 2,000   1.15%, 06/30/2017    1,986 
     Yara International ASA     
 200   5.25%, 12/15/2014 ■    202 
         2,188 
     Computer and Electronic Product Manufacturing - 0.5%     
     Hewlett-Packard Co.     
 3,000   1.17%, 01/14/2019 Δ    3,040 
     Thermo Fisher Scientific, Inc.     
 1,450   1.30%, 02/01/2017    1,446 
         4,486 
     Electrical Equipment, Appliance Manufacturing - 0.3%     
     Whirlpool Corp.     
 2,645   1.35%, 03/01/2017    2,636 
           
     Finance and Insurance - 35.2%     
     Abbey National Treasury Services plc     
 1,500   0.64%, 09/29/2017 Δ    1,500 
 3,000   0.74%, 03/13/2017 Δ    3,007 
     ABN Amro Bank N.V.     
 2,150   0.64%, 06/06/2016 ■Δ    2,147 
     American Express Credit Corp.     
 1,500   0.74%, 07/29/2016 Δ    1,508 
 2,500   0.78%, 03/18/2019 Δ    2,511 
 1,500   1.13%, 06/05/2017    1,489 
     American Honda Finance Corp.     
 6,000   0.73%, 10/07/2016 Δ    6,042 
     Australia & New Zealand Banking Group Ltd.     
 3,000   0.44%, 05/07/2015 ■Δ    3,003 
 3,000   0.61%, 01/10/2017 ■Δ    3,009 
     Bank of America Corp.     
 2,000   1.05%, 03/22/2016 Δ    2,014 
 2,000   1.27%, 01/15/2019 Δ    2,029 
 2,000   1.30%, 03/22/2018 Δ    2,037 
 2,000   1.70%, 08/25/2017    1,991 
     Bank of Montreal     
 6,000   0.75%, 07/15/2016 Δ    6,034 
     Bank of New York Mellon Corp.     
 6,000   0.46%, 03/04/2016 Δ    6,005 
     Bank of Nova Scotia     
 6,000   0.75%, 07/15/2016 Δ    6,036 
     Bank of Tokyo-Mitsubishi UFJ Ltd.     
 2,000   0.54%, 09/08/2017 ■Δ    2,001 
     Barclays Bank plc     
 2,815   0.81%, 02/17/2017 Δ    2,826 
     BB&T Corp.     
 2,500   0.90%, 02/01/2019 Δ    2,526 
     BNP Paribas     
 5,000   0.82%, 12/12/2016 Δ    5,026 
     BP Capital Markets plc     
 3,000   0.66%, 11/07/2016 Δ    3,004 
 4,000   0.87%, 09/26/2018 Δ    4,025 
     BPCE S.A.     
 6,000   1.08%, 02/10/2017 Δ    6,056 
     Branch Banking & Trust Co.     
 2,500   0.66%, 12/01/2016 Δ    2,512 
     Canadian Imperial Bank of Commerce     
 6,000   0.75%, 07/18/2016 Δ    6,035 
     Capital One Bank     
 2,500   1.15%, 11/21/2016    2,499 
 1,500   1.30%, 06/05/2017    1,492 

 

2
 

 

Hartford Ultrashort Bond HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 48.6% - (continued) 
     Finance and Insurance - 35.2% - (continued)     
     Caterpillar Financial Services Corp.     
$2,175   0.46%, 03/03/2017 Δ   $2,180 
 6,000   0.47%, 02/26/2016 Δ    6,016 
     Citigroup, Inc.     
 6,500   0.91%, 11/15/2016 Δ    6,537 
 4,000   1.00%, 04/08/2019 Δ    4,016 
     Commonwealth Bank of Australia     
 2,000   0.73%, 09/20/2016 ■Δ    2,013 
     Credit Agricole S.A.     
 6,000   1.08%, 10/03/2016 ■Δ    6,049 
     Credit Suisse New York     
 1,700   1.38%, 05/26/2017    1,690 
     Deutsche Bank AG London     
 2,000   0.84%, 02/13/2017 Δ    2,010 
 2,000   1.35%, 05/30/2017    1,986 
     Fifth Third Bancorp     
 2,500   0.74%, 11/18/2016 Δ    2,516 
 2,500   1.35%, 06/01/2017    2,493 
     Ford Motor Credit Co. LLC     
 2,150   1.01%, 01/17/2017 Δ    2,168 
 2,500   1.06%, 03/12/2019 Δ    2,510 
 2,000   1.72%, 12/06/2017    1,986 
     General Electric Capital Corp.     
 2,000   0.51%, 05/15/2017 Δ    2,004 
 3,000   0.94%, 04/02/2018 Δ    3,034 
     Goldman Sachs Group, Inc.     
 2,000   1.33%, 11/15/2018 Δ    2,035 
 3,000   1.44%, 04/30/2018 Δ    3,066 
 2,000   1.60%, 11/23/2015    2,016 
     Harley-Davidson Financial Services, Inc.     
 2,600   3.88%, 03/15/2016 ■    2,710 
     HSBC Bank plc     
 3,000   0.87%, 05/15/2018 ■Δ    3,026 
     Huntington National Bank     
 3,000   0.66%, 04/24/2017 Δ    3,002 
     ING Bank N.V.     
 6,000   1.87%, 09/25/2015 ■Δ    6,090 
     John Deere Capital Corp.     
 3,000   0.35%, 06/15/2015 Δ    3,003 
 3,000   1.05%, 12/15/2016    3,004 
     JP Morgan Chase & Co.     
 3,000   0.85%, 02/26/2016 Δ    3,018 
 3,000   0.87%, 01/28/2019 Δ    3,022 
     JP Morgan Chase Bank     
 15,500   0.35%, 12/05/2014 Δ    15,499 
     Lloyds Banking Group plc     
 2,595   4.38%, 01/12/2015 ■    2,623 
     Macquarie Bank Ltd.     
 3,750   1.24%, 01/31/2017 ■Δ    3,792 
     Manufacturers & Traders Trust Co.     
 3,000   0.61%, 01/30/2017 Δ    3,007 
 1,500   1.40%, 07/25/2017    1,497 
     MetLife Global Funding I     
 9,500   0.46%, 03/10/2015 ■Δ    9,500 
     Morgan Stanley     
 3,000   1.08%, 01/24/2019 Δ    3,034 
 1,525   1.48%, 02/25/2016 Δ    1,546 
 1,275   5.95%, 12/28/2017    1,428 
     National Rural Utilities Cooperative Finance Corp.     
 4,000   0.53%, 11/23/2016 Δ    4,011 
     New York Life Global Funding     
 3,500   1.13%, 03/01/2017 ■    3,500 
     Nissan Motor Acceptance Corp.     
 1,375   0.78%, 03/03/2017 ■Δ    1,380 
 3,975   0.94%, 09/26/2016 ■Δ    4,007 
     Nordea Bank AB     
 3,000   0.59%, 04/04/2017 ■Δ    3,005 
 3,000   0.69%, 05/13/2016 ■Δ    3,016 
     PNC Bank NA     
 7,500   1.15%, 11/01/2016    7,521 
     Pricoa Global Funding I     
 3,500   1.15%, 11/25/2016 ■    3,495 
     Principal Life Global Funding II     
 2,000   1.13%, 02/24/2017 ■    1,989 
 1,450   1.20%, 05/19/2017 ■    1,439 
     Private Export Funding Corp.     
 23,370   4.55%, 05/15/2015    24,004 
     Prudential Financial, Inc.     
 4,000   1.01%, 08/15/2018 Δ    4,037 
     Rabobank Nederland     
 6,000   0.71%, 03/18/2016 Δ    6,031 
     Royal Bank of Canada     
 3,000   0.56%, 01/23/2017 Δ    3,010 
 3,000   0.60%, 03/08/2016 Δ    3,009 
     Societe Generale     
 3,000   1.31%, 10/01/2018 Δ    3,004 
     Sumitomo Mitsui Banking Corp.     
 3,000   0.66%, 01/10/2017 Δ    3,009 
     SunTrust Banks, Inc.     
 3,000   0.67%, 02/15/2017 Δ    3,006 
     Svenska Handelsbanken AB     
 6,000   0.70%, 09/23/2016 Δ    6,036 
     Toronto-Dominion Bank     
 3,000   0.48%, 05/02/2017 Δ    2,998 
 3,000   0.69%, 09/09/2016 Δ    3,016 
     Toyota Motor Credit Corp.     
 4,000   0.52%, 05/17/2016 Δ    4,014 
 2,000   1.13%, 05/16/2017    1,992 
     U.S. Bancorp     
 875   0.72%, 11/15/2018 Δ    882 
     UBS AG Stamford CT     
 6,000   5.88%, 12/20/2017    6,755 
     Ventas Realty L.P.     
 570   1.25%, 04/17/2017    567 
 4,000   1.55%, 09/26/2016    4,028 
     Wells Fargo & Co.     
 2,000   1.15%, 06/02/2017    1,987 
     Wells Fargo Bank NA     
 1,450   0.38%, 06/02/2016 Δ    1,450 
         329,688 
     Health Care and Social Assistance - 1.3%     
     Actavis Funding SCS     
 2,000   1.30%, 06/15/2017 ■    1,963 
     CVS Caremark Corp.     
 2,585   1.20%, 12/05/2016    2,589 

  

3
 

 

Hartford Ultrashort Bond HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 48.6% - (continued) 
     Health Care and Social Assistance - 1.3% - (continued)     
     Express Scripts Holding Co.     
$1,500   1.25%, 06/02/2017   $1,488 
 1,500   3.13%, 05/15/2016    1,553 
     McKesson Corp.     
 3,300   1.29%, 03/10/2017    3,288 
     Perrigo Co., Ltd.     
 935   1.30%, 11/08/2016 ■    936 
         11,817 
     Information - 2.2%     
     AT&T, Inc.     
 6,000   0.62%, 02/12/2016 Δ    6,014 
     British Telecommunications plc     
 1,190   1.25%, 02/14/2017    1,187 
 3,135   1.63%, 06/28/2016    3,164 
     Thomson Reuters Corp.     
 700   0.88%, 05/23/2016    699 
 3,000   1.30%, 02/23/2017    2,995 
     Verizon Communications, Inc.     
 6,000   1.98%, 09/14/2018 Δ    6,320 
         20,379 
     Miscellaneous Manufacturing - 0.7%     
     Rockwell Collins, Inc.     
 2,300   0.58%, 12/15/2016 Δ    2,298 
     United Technologies Corp.     
 3,800   0.73%, 06/01/2015 Δ    3,812 
         6,110 
     Motor Vehicle and Parts Manufacturing - 0.2%     
     Daimler Finance NA LLC     
 2,200   0.58%, 03/10/2017 ■Δ    2,201 
           
     Petroleum and Coal Products Manufacturing - 1.5%     
     Devon Energy Corp.     
 4,250   0.77%, 12/15/2016 Δ    4,276 
     Enbridge, Inc.     
 1,800   0.68%, 06/02/2017 Δ    1,806 
 2,000   0.88%, 10/01/2016 Δ    2,012 
     Petrobras Global Finance Co.     
 3,000   1.85%, 05/20/2016 Δ    2,997 
     Statoil ASA     
 3,000   0.69%, 11/08/2018 Δ    3,021 
         14,112 
     Pipeline Transportation - 0.5%     
     Enterprise Products Operating LLC     
 5,000   1.25%, 08/13/2015    5,024 
           
     Rail Transportation - 0.4%     
     Canadian National Railway Co.     
 3,860   0.44%, 11/06/2015 Δ    3,864 
           
     Real Estate, Rental and Leasing - 0.4%     
     GATX Corp.     
 1,145   1.25%, 03/04/2017    1,137 
     PACCAR Financial Services Corp.     
 1,500   0.83%, 12/06/2018 Δ    1,515 
 975   1.10%, 06/06/2017    970 
         3,622 
     Retail Trade - 0.5%     
     Kroger (The) Co.     
 4,500   0.76%, 10/17/2016 Δ    4,513 
           
     Utilities - 1.4%     
     Dominion Resources, Inc.      
 4,000   1.05%, 11/01/2016    3,995 
     Duke Energy Indiana, Inc.      
 6,000   0.58%, 07/11/2016 Δ    6,024 
     Nstar Electric Co.      
 3,165   0.47%, 05/17/2016 Δ    3,163 
         13,182 
     Wholesale Trade - 0.6%     
     SABMiller Holdings, Inc.      
 6,000   0.93%, 08/01/2018 ■Δ    6,045 
           
     Total Corporate Bonds      
     (Cost $453,855)   $454,828 
      
Municipal Bonds - 0.5%     
     Industrial - 0.2%     
     New Jersey State Econ DA      
$2,000   1.10%, 06/15/2016   $1,995 
           
     Tax Allocation - 0.1%     
     New York State Dormitory Auth Rev      
 1,000   4.81%, 12/15/2014    1,009 
           
     Transportation - 0.2%     
     New Jersey State Transit Corp      
 2,000   0.80%, 09/15/2015    1,999 
           
     Total Municipal Bonds      
     (Cost $5,009)   $5,003 
           
 U.S. Government Agencies - 20.0%     
     FHLMC - 3.7%     
$9,595   0.35%, 03/18/2015   $9,608 
 25,000   0.63%, 12/29/2014    25,031 
         34,639 
     FNMA - 16.3%     
 85,049   0.50%, 07/02/2015 - 09/28/2015    85,254 
 67,000   0.75%, 12/19/2014    67,091 
         152,345 
     Total U.S. Government Agencies      
      (Cost $186,902)   $186,984 
           
 U.S. Government Securities - 2.9%     
  Other Direct Federal Obligations - 2.9%     
     FHLB - 2.9%     
$23,000    0.34%, 01/25/2016   $23,004 
 4,600    1.63%, 09/28/2015    4,663 
         27,667 
     Total U.S. Government Securities      
     (Cost $27,681)   $27,667 
     Total Long-Term Investments      
     (Cost $923,724)   $924,638 

 

4
 

 

Hartford Ultrashort Bond HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value 
Short-Term Investments - 1.3%             
Commercial Paper - 1.1%             
     Finance and Insurance - 1.1%             
     MetLife Global Funding I             
$10,000    0.46%, 4/10/2015 ■Δ          $10,000 
                   
 Repurchase Agreements - 0.2%             
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $3, collateralized
by U.S. Treasury Note 0.63%, 2017, value of
$4)
            
$3    0.001%, 9/30/14          $3 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $346,
collateralized by FHLMC 2.40% - 4.50%, 2032
- 2044, FNMA 2.44% - 4.50%, 2026 -
2044,  value of $353)
            
 346    0.001%, 9/30/14           346 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $248, collateralized by U.S.
Treasury Bond 3.38% - 11.25%, 2015 - 2044,
U.S. Treasury Note 0.13% - 4.63%, 2014 -
2024, value of $253)
            
 248    0.001%, 9/30/14           248 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $79, collateralized by FHLMC
2.00% - 5.00%, 2023 - 2043, FNMA 2.00% -
3.50%, 2021 - 2042,  value of $80)
            
 79    0.001%, 9/30/14           79 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$164, collateralized by U.S. Treasury Note
2.38%, 2024, value of $167)
            
 164    0.01%, 9/30/14           164 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
10/01/2014 in the amount of $286,
collateralized by U.S. Treasury Note 0.25% -
3.13%, 2015 - 2021, value of $292)
            
 286    0.001%, 9/30/14           286 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $60, collateralized by U.S. Treasury
Bond 4.75% - 6.75%, 2026 - 2041, U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2019,
value of $62)
            
 60    0.001%, 9/30/14           60 
     Societe Generale TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $111, collateralized by U.S.
Treasury Bond 3.75%, 2043, U.S. Treasury
Note 1.63% - 4.25%, 2014 - 2019, value of
 $114)
            
 111    0.001%, 9/30/14           111 
    TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$513, collateralized by FHLMC 3.50% -
4.00%, 2026  - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, U.S. Treasury Note 2.13%, 2021,
value of  $524)
           
513   0.001%, 9/30/14      513 
              1,810 
     Total Short-Term Investments          
     (Cost $11,810)        $11,810 
                
     Total Investments          
     (Cost $935,534) ▲    100.0%  $936,448 
     Other Assets and Liabilities     –%   (50)
     Total Net Assets    100.0%  $936,398 

 

5
 

 

Hartford Ultrashort Bond HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

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

 

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

 

Other than the industry classifications “Other Investment Pools and Funds” and “Exchange Traded Funds,” 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 shown in this report as the classifications are used for reporting ease. 

 

At September 30, 2014, the cost of securities for federal income tax purposes was $935,534 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $1,498 
Unrealized Depreciation   (584)
Net Unrealized Appreciation  $914 

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at September 30, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities was $142,145, which represents 15.2% of total net assets.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Municipal Bond Abbreviations:
DA Development Authority
Rev Revenue
 
Other Abbreviations:
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association

 

Credit Exposure

as of September 30, 2014

 

Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   26.2%
Aa/ AA   32.5 
A   24.2 
Baa/ BBB   14.1 
Not Rated   1.7 
Non-Debt Securities and Other Short-Term Instruments   1.3 
Other Assets and Liabilities   0.0 
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

6
 

 

Hartford Ultrashort Bond HLS Fund 

Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

September 30, 2014 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities  $245,653   $   $241,436   $4,217 
Certificates of Deposit   4,503        4,503     
Corporate Bonds   454,828        454,828     
Municipal Bonds   5,003        5,003     
U.S. Government Agencies   186,984        186,984     
U.S. Government Securities   27,667        27,667     
Short-Term Investments   11,810        11,810     
Total  $936,448   $   $932,231   $4,217 

 

For the nine-month period ended September 30, 2014, there were no transfers between Level 1 and Level 2.

  

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
December
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3 *
   Transfers
Out of
Level 3 *
   Balance as
of
September
30, 2014
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $7,186   $   $(9)†  $   $4,226   $   $   $(7,186)  $4,217 
Total   $7,186   $   $(9)  $   $4,225   $   $   $(7,185)  $4,217 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:
1)Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).
2)Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).
3)Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was $(9).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

  

7
 

 

 

Hartford Value HLS Fund
Schedule of Investments
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 99.2%

     
     Banks - 7.4%     
 193   BB&T Corp.  $7,177 
 167   PNC Financial Services Group, Inc.   14,277 
 468   Wells Fargo & Co.   24,262 
         45,716 
     Capital Goods - 9.7%     
 44   3M Co.   6,240 
 136   Eaton Corp. plc   8,643 
 124   Fortune Brands Home & Security, Inc.   5,089 
 422   General Electric Co.   10,811 
 61   Illinois Tool Works, Inc.   5,172 
 95   Ingersoll-Rand plc   5,347 
 31   PACCAR, Inc.   1,779 
 204   Spirit Aerosystems Holdings, Inc. ●   7,761 
 91   United Technologies Corp.   9,627 
         60,469 
     Consumer Durables and Apparel - 3.0%     
 186   Newell Rubbermaid, Inc.   6,394 
 306   Pulte Group, Inc.   5,405 
 57   PVH Corp.   6,923 
         18,722 
     Consumer Services - 0.6%     
 100   Norwegian Cruise Line Holdings Ltd. ●   3,585 
           
     Diversified Financials - 11.6%     
 68   Ameriprise Financial, Inc.   8,397 
 29   BlackRock, Inc.   9,641 
 294   Citigroup, Inc.   15,225 
 50   Goldman Sachs Group, Inc.   9,120 
 37   Intercontinental Exchange, Inc.   7,237 
 373   JP Morgan Chase & Co.   22,494 
 230   Solar Cayman Ltd. ⌂■●†   16 
         72,130 
     Energy - 12.2%     
 65   Anadarko Petroleum Corp.   6,606 
 166   Chevron Corp.   19,866 
 66   EOG Resources, Inc.   6,526 
 119   Exxon Mobil Corp.   11,209 
 151   Halliburton Co.   9,758 
 191   Marathon Oil Corp.   7,161 
 82   Occidental Petroleum Corp.   7,858 
 203   Southwestern Energy Co. ●   7,082 
         76,066 
     Food and Staples Retailing - 1.2%     
 97   CVS Health Corp.   7,699 
           
     Food, Beverage and Tobacco - 3.5%     
 66   Anheuser-Busch InBev N.V. ADR   7,343 
 49   Diageo plc ADR   5,633 
 68   Kraft Foods Group, Inc.   3,817 
 57   Philip Morris International, Inc.   4,785 
         21,578 
     Health Care Equipment and Services - 4.4%     
 80   Baxter International, Inc.   5,756 
 117   Covidien plc   10,104 
 134   UnitedHealth Group, Inc.   11,591 
         27,451 
     Insurance - 6.7%     
 97   ACE Ltd.   10,201 
 112   American International Group, Inc.   6,037 
 182   Marsh & McLennan Cos., Inc.   9,540 
 136   MetLife, Inc.   7,310 
 98   Principal Financial Group, Inc.   5,127 
 104   Unum Group   3,561 
         41,776 
     Materials - 4.3%     
 155   Dow Chemical Co.   8,139 
 58   E.I. DuPont de Nemours & Co.   4,162 
 113   International Paper Co.   5,382 
 65   Nucor Corp.   3,543 
 232   Steel Dynamics, Inc.   5,236 
         26,462 
     Media - 3.6%     
 78   CBS Corp. Class B   4,179 
 157   Comcast Corp. Class A   8,451 
 244   Interpublic Group of Cos., Inc.   4,474 
 149   Thomson Reuters Corp.   5,419 
         22,523 
     Pharmaceuticals, Biotechnology and Life Sciences - 8.9%     
 59   Amgen, Inc.   8,248 
 103   AstraZeneca plc ADR   7,352 
 63   Johnson & Johnson   6,704 
 284   Merck & Co., Inc.   16,858 
 159   Pfizer, Inc.   4,716 
 30   Roche Holding AG   8,764 
 74   Zoetis, Inc.   2,733 
         55,375 
     Real Estate - 1.1%     
 307   Host Hotels & Resorts, Inc. REIT   6,552 
           
     Retailing - 3.9%     
 10   AutoZone, Inc. ●   4,898 
 73   Home Depot, Inc.   6,657 
 149   Lowe's Cos., Inc.   7,901 
 68   Nordstrom, Inc.   4,679 
         24,135 
     Semiconductors and Semiconductor Equipment - 5.6%     
 119   Analog Devices, Inc.   5,893 
 389   Intel Corp.   13,556 
 501   Marvell Technology Group Ltd.   6,759 
 288   Maxim Integrated Products, Inc.   8,698 
         34,906 
     Software and Services - 2.8%     
 196   Microsoft Corp.   9,079 
 352   Symantec Corp.   8,270 
         17,349 
     Technology Hardware and Equipment - 4.7%     
 699   Cisco Systems, Inc.   17,603 
 404   EMC Corp.   11,811 
         29,414 
     Telecommunication Services - 1.6%     
 204   Verizon Communications, Inc.   10,212 
           
     Utilities - 2.4%     
 92   Edison International   5,166 
 34   NextEra Energy, Inc.   3,182 

 

1
 

 

Hartford Value HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪  
Common Stocks - 99.2% - (continued)           
     Utilities - 2.4% - (continued)          
 155   Northeast Utilities      $6,856 
             15,204 
     Total Common Stocks         
     ( Cost $427,550)       $617,324 
                
     Total Long-Term Investments          
     (Cost $427,550)       $617,324 
                 
Short-Term Investments - 0.7%           
 Repurchase Agreements - 0.7%          
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $8, collateralized by U.S. Treasury
Note 0.63%, 2017, value of $8)
          
$8    0.001%, 9/30/14        $8 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $780, collateralized by FHLMC 2.40%
- 4.50%, 2032 - 2044, FNMA 2.44% - 4.50%,
2026 - 2044,  value of $795)
          
 780    0.001%, 9/30/14         780 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $558,
collateralized by U.S. Treasury Bond 3.38% -
11.25%, 2015 - 2044, U.S. Treasury Note 0.13%
- 4.63%, 2014 - 2024, value of $569)
          
 558    0.001%, 9/30/14         558 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $177,
collateralized by FHLMC 2.00% - 5.00%, 2023 -
2043, FNMA 2.00% - 3.50%, 2021 - 2042,  value
of $181)
          
 177    0.001%, 9/30/14         177 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $369,
collateralized by U.S. Treasury Note 2.38%,
2024, value of $376)
          
 369    0.01%, 9/30/14         369 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $644, collateralized by U.S. Treasury
Note 0.25% - 3.13%, 2015 - 2021, value of
$657)
          
 644    0.001%, 9/30/14         644 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 10/01/2014 in the
amount of $136, collateralized by U.S. Treasury
Bond 4.75% - 6.75%, 2026 - 2041, U.S.
Treasury Note 0.25% - 3.13%, 2015 - 2019,
value of $139)
          
 136    0.001%, 9/30/14         136 
     Societe Generale TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of $251,
collateralized by U.S. Treasury Bond 3.75%,
2043, U.S. Treasury Note 1.63% - 4.25%, 2014 -
2019, value of $256)
          
 251    0.001%, 9/30/14         251 
     TD Securities TriParty Repurchase Agreement
(maturing on 10/01/2014 in the amount of
$1,158, collateralized by FHLMC 3.50% - 4.00%,
2026 - 2043, FNMA 2.50% - 5.00%, 2025 -
2044, U.S. Treasury Note 2.13%, 2021, value of
$1,181)
          
1,158    0.001%, 9/30/14        1,158 
              4,081 
     Total Short-Term Investments          
     (Cost $4,081)       $4,081 
                
     Total Investments          
     (Cost $431,631) ▲   99.9%   $621,405 
     Other Assets and Liabilities   0.1%   777 
     Total Net Assets   100.0%  $622,182 

 

2
 

 

Hartford Value HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At September 30, 2014, the cost of securities for federal income tax purposes was $436,142 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $191,947 
Unrealized Depreciation   (6,684)
Net Unrealized Appreciation  $185,263 

 

These securities were 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, 2014, the aggregate value of these securities was $16, which rounds to zero percent 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.  
   
Non-income producing.    
   
Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At September 30, 2014, the aggregate value of these securities was $16, which rounds to zero percent of total net assets.  

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.      

 

Period Acquired  Shares/ Par   Security  Cost Basis 
03/2007   230   Solar Cayman Ltd.  - 144A  $67 

 

At September 30, 2014, the aggregate value of these securities was $16, which rounds to zero percent of total net assets.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
REIT Real Estate Investment Trust

 

3
 

 

Hartford Value HLS Fund
Schedule of Investments ― (continued)
September 30, 2014 (Unaudited)
(000’s Omitted)

 

Diversification by Sector
as of September 30, 2014
Sector

Percentage of
Net Assets

 
Equity Securities     
Consumer Discretionary   11.1% 
Consumer Staples   4.7 
Energy   12.2 
Financials   26.8 
Health Care   13.3 
Industrials   9.7 
Information Technology   13.1 
Materials   4.3 
Services   1.6 
Utilities   2.4 
Total   99.2% 
Short-Term Investments   0.7 
Other Assets and Liabilities   0.1 
Total   100.0
      
A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

Investment Valuation Hierarchy Level Summary
September 30, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $617,324   $608,544   $8,764   $16 
Short-Term Investments   4,081        4,081     
Total  $621,405   $608,544   $12,845   $16 

 

For the nine-month period ended September 30, 2014, there were no transfers between Level 1 and Level 2.  
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
December
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance as
of
September
30, 2014
 
Assets:                                             
Common Stocks  $16   $   $  —*  $   $   $   $   $   $16 
Total  $16   $   $   $   $   $   $   $   $16 

 

* Change in unrealized appreciation (depreciation) in the current period relating to assets still held at September 30, 2014 was zero.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

4
 

 

 

Item 2. Controls and Procedures.

 

(a)The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

(b)There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

Item 3. Exhibits.

 

(a)Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) are attached herewith.

 

 

 
 

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

  HARTFORD SERIES FUND, INC.
     
     
Date:  November 17, 2014 By: /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

  

Date:  November 17, 2014 By: /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer
     
     
Date:  November 17, 2014 By: /s/ Mark A. Annoni
    Mark A. Annoni
    Vice President, Treasurer and Controller