NPORT-P
    false
    
      
      
        
          0001053425
          XXXXXXXX
        
      
      
      
      
        S000003205
        C000008596
        C000008597
      
      
      
    
  
  
    
      HARTFORD SERIES FUND INC
      811-08629
      0001053425
      L2SH4E1KCLEHYZJ8SW12
      690 LEE ROAD
      WAYNE
      
      19087
      610-386-4068
      HARTFORD BALANCED HLS FUND
      S000003205
      Z0JTO1KPL8PY8NSMGS96
      2022-12-31
      2022-03-31
      N
    
    
      2037725040.35
      3466867.47
      2034258172.88
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      824496.20000000
      0.00000000
      0.00000000
      6531262.93000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAD1
        
          
        
        800000.00000000
        PA
        USD
        805600.00000000
        0.039601659747
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2023-03-04
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEF8
        
          
        
        4265000.00000000
        PA
        USD
        3654013.46000000
        0.179623880032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-16
          Fixed
          2.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JAJ7
        
          
        
        395000.00000000
        PA
        USD
        454343.92000000
        0.022334624289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211JFZ5
        
          
        
        5723.53000000
        PA
        USD
        5800.46000000
        0.000285138832
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TACO BELL FUNDING, LLC
        N/A
        Taco Bell Funding LLC
        87342RAG9
        
          
        
        648375.00000000
        PA
        USD
        587773.33000000
        0.028893743077
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291TEA2
        
          
        
        50326.01000000
        PA
        USD
        53852.22000000
        0.002647265756
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209ND58
        
          
        
        120.21000000
        PA
        USD
        128.46000000
        0.000006314832
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAE5
        
          
        
        1200000.00000000
        PA
        USD
        1209178.44000000
        0.059440756149
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-02-23
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        Orange SA
        35177PAL1
        
          
        
        576000.00000000
        PA
        USD
        800105.16000000
        0.039331544573
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-03-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDQ1
        
          
        
        7725000.00000000
        PA
        USD
        7308875.96000000
        0.359289497146
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-12-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Victoria's Secret & Co
        5493006T3O70U3UWVF17
        Victoria's Secret & Co
        926400102
        
          
        
        241682.00000000
        NS
        USD
        12412787.52000000
        0.610187422888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KFR4
        
          
        
        1349.10000000
        PA
        USD
        1468.39000000
        0.000072183069
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        549300LKFJ962MZ46593
        Cisco Systems Inc
        17275R102
        
          
        
        583750.00000000
        NS
        USD
        32549900.00000000
        1.600086971946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CG2
        
          
        
        770000.00000000
        PA
        USD
        776226.50000000
        0.038157718147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X108
        
          
        
        100721.00000000
        NS
        USD
        18314099.43000000
        0.900283930238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        7.00000000
        NC
        USD
        -31435.39000000
        -0.00154529992
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            891560.39000000
            USD
            -31435.39000000
          
        
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
        
        111072.00000000
        NS
        USD
        23582807.04000000
        1.159282895081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209WSU7
        
          
        
        4698.33000000
        PA
        USD
        5022.03000000
        0.000246872794
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBW5
        
          
        
        1245000.00000000
        PA
        USD
        1265176.64000000
        0.062193513923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAC7
        
          
        
        935000.00000000
        PA
        USD
        860330.90000000
        0.042292119627
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2031-07-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431109
        
          
        
        76463.00000000
        NS
        USD
        18998761.61000000
        0.933940532390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Golden State Tobacco Securitization Corp
        N/A
        GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
        38122NB68
        
          
        
        75000.00000000
        PA
        USD
        67817.63000000
        0.003333776946
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761J3R8
        
          
        
        1450000.00000000
        PA
        USD
        1439371.50000000
        0.070756579434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-27
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Treman Park CLO Ltd
        549300E4DX3Q8L455K94
        Treman Park CLO Ltd
        89473LAH7
        
          
        
        1294394.96000000
        PA
        USD
        1291291.00000000
        0.063477242820
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-20
          Floating
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
        
        72710.00000000
        NS
        USD
        24519993.30000000
        1.205353068105
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAH4
        
          
        
        245000.00000000
        PA
        USD
        245297.68000000
        0.012058335725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON GAS COMPANY
        FN7P4E7K9JOBORDEUX61
        Boston Gas Co
        100743AK9
        
          
        
        330000.00000000
        PA
        USD
        319540.98000000
        0.015707985557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2021-REV1
        345340AB9
        
          
        
        275000.00000000
        PA
        USD
        254901.57000000
        0.012530443450
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-17
          Fixed
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212B5E9
        
          
        
        1361.19000000
        PA
        USD
        1366.46000000
        0.000067172398
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-02-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209AD64
        
          
        
        153.40000000
        PA
        USD
        163.72000000
        0.000008048142
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201MNR9
        
          
        
        12575.83000000
        PA
        USD
        13938.10000000
        0.000685168686
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2017-K725 Mortgage Trust
        30301TAE9
        
          
        
        160000.00000000
        PA
        USD
        161018.37000000
        0.007915336025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-25
          Variable
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444UBJ4
        
          
        
        985000.00000000
        PA
        USD
        802752.88000000
        0.039461701110
        Long
        DBT
        
        US
        N
        
        2
        
          2050-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY SOUTH
        3QRVFYR22IUIEOORTK28
        Dominion Energy South Carolina Inc
        837004BV1
        
          
        
        360000.00000000
        PA
        USD
        443125.24000000
        0.021783136767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208Y5P0
        
          
        
        2688.56000000
        PA
        USD
        2873.12000000
        0.000141236743
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAL5
        
          
        
        1715000.00000000
        PA
        USD
        1552368.02000000
        0.076311258850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-20
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCP4
        
          
        
        1560000.00000000
        PA
        USD
        1441415.63000000
        0.070857064713
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-31
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599BG8
        
          
        
        155000.00000000
        PA
        USD
        152790.35000000
        0.007510863273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJ66
        
          
        
        91131.13000000
        PA
        USD
        99861.28000000
        0.004908977696
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JAN8
        
          
        
        250000.00000000
        PA
        USD
        303743.60000000
        0.014931418442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-01
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kansas Development Finance Authority
        549300WTL7BL8KBDPR87
        KANSAS ST DEV FIN AUTH REVENUE
        48542RSV7
        
          
        
        540000.00000000
        PA
        USD
        448818.30000000
        0.022062996033
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TA6
        
          
        
        13060000.00000000
        PA
        USD
        11331590.63000000
        0.557037979793
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUCSON ELECTRIC POWER CO
        YLF139GXSRKPBBTNZL03
        Tucson Electric Power Co
        898813AR1
        
          
        
        350000.00000000
        PA
        USD
        346210.74000000
        0.017019016790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        Progressive Corp/The
        743315103
        
          
        
        152451.00000000
        NS
        USD
        17377889.49000000
        0.854261751122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209N5E8
        
          
        
        234.28000000
        PA
        USD
        236.70000000
        0.000011635691
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211J6D4
        
          
        
        12425.40000000
        PA
        USD
        12702.51000000
        0.000624429591
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-09-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
        
        85885.00000000
        NS
        USD
        22413408.45000000
        1.101797635561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Illinois Municipal Electric Agency
        N/A
        ILLINOIS ST MUNI ELEC AGY PWR SPLY
        452024GT3
        
          
        
        785000.00000000
        PA
        USD
        954179.59000000
        0.046905530611
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-02-01
          Fixed
          6.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207105
        
          
        
        281472.00000000
        NS
        USD
        17670812.16000000
        0.868661234625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bayer US Finance LLC
        54930093Q75GSEM74I71
        Bayer US Finance LLC
        07274EAG8
        
          
        
        955000.00000000
        PA
        USD
        954287.25000000
        0.046910822958
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-08
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCA1
        
          
        
        1405000.00000000
        PA
        USD
        1227626.18000000
        0.060347609579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-25
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
        
        1650000.00000000
        PA
        USD
        1688519.04000000
        0.083004166457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENT
        N/A
        Time Warner Entertainment Co LP
        88731EAF7
        
          
        
        130000.00000000
        PA
        USD
        136875.27000000
        0.006728510266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toledo Hospital/The
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AD9
        
          
        
        320000.00000000
        PA
        USD
        352174.95000000
        0.017312205239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foothill-Eastern Transportation Corridor Agency
        N/A
        FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
        345105JG6
        
          
        
        705000.00000000
        PA
        USD
        689451.86000000
        0.033892053092
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2053-01-15
          Fixed
          3.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
        
        80887.00000000
        NS
        USD
        41249943.39000000
        2.027763434353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        74977RDK7
        
          
        
        1350000.00000000
        PA
        USD
        1236004.74000000
        0.060759482570
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-02-24
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207JXM0
        
          
        
        3948.29000000
        PA
        USD
        4219.33000000
        0.000207413692
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAB9
        
          
        
        2225000.00000000
        PA
        USD
        2293316.44000000
        0.112734778238
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-07-21
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211UKL5
        
          
        
        714.63000000
        PA
        USD
        716.82000000
        0.000035237415
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAD9
        
          
        
        1025000.00000000
        PA
        USD
        1023619.05000000
        0.050319033426
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-10-04
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Health Facilities Financing Authority
        5493007RI8BUDOGHZ546
        CALIFORNIA ST HLTH FACS FING AUTH REVENUE
        13032UD96
        
          
        
        815000.00000000
        PA
        USD
        829470.90000000
        0.040775104706
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207MUA2
        
          
        
        2483.36000000
        PA
        USD
        2653.83000000
        0.000130456892
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22546QAP2
        
          
        
        250000.00000000
        PA
        USD
        253090.78000000
        0.012441428692
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-09-09
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BY5
        
          
        
        1130000.00000000
        PA
        USD
        1079470.04000000
        0.053064554656
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-01-12
          Fixed
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BE1
        
          
        
        920000.00000000
        PA
        USD
        918162.92000000
        0.045135024267
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-13
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225AQW3
        
          
        
        1843.14000000
        PA
        USD
        1962.45000000
        0.000096470056
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200RLS9
        
          
        
        551.79000000
        PA
        USD
        596.59000000
        0.000029327152
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A8VY9
        
          
        
        167393.58000000
        PA
        USD
        177966.33000000
        0.008748463315
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLECO CORPORATE HOLDINGS
        5493002H80P81B3HXL31
        Cleco Corporate Holdings LLC
        18551PAC3
        
          
        
        1030000.00000000
        PA
        USD
        1044892.39000000
        0.051364787613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587CU9
        
          
        
        1050000.00000000
        PA
        USD
        1055932.15000000
        0.051907479791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59259YBY4
        
          
        
        375000.00000000
        PA
        USD
        472043.66000000
        0.023204707558
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-11-15
          Fixed
          6.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDL2
        
          
        
        530000.00000000
        PA
        USD
        499773.44000000
        0.024567847221
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CV9
        
          
        
        1975000.00000000
        PA
        USD
        1779839.86000000
        0.087493312487
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-08-17
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209RLM3
        
          
        
        663.97000000
        PA
        USD
        666.58000000
        0.000032767718
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-03-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAJ9
        
          
        
        375000.00000000
        PA
        USD
        385371.69000000
        0.018944089552
        Long
        DBT
        
        US
        N
        
        2
        
          2026-02-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209RPP2
        
          
        
        3186.59000000
        PA
        USD
        3298.19000000
        0.000162132321
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-05-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAJ3
        
          
        
        2185000.00000000
        PA
        USD
        2065508.38000000
        0.101536196709
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TB4
        
          
        
        21360000.00000000
        PA
        USD
        18723375.00000000
        0.920403085980
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AH3
        
          
        
        955000.00000000
        PA
        USD
        1006389.92000000
        0.049472084390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBJ9
        
          
        
        510000.00000000
        PA
        USD
        454249.28000000
        0.022329971979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Co
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2D6
        
          
        
        615000.00000000
        PA
        USD
        618833.91000000
        0.030420618102
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2029-04-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDD0
        
          
        
        4050000.00000000
        PA
        USD
        3938308.61000000
        0.193599252174
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210RUA6
        
          
        
        2555.84000000
        PA
        USD
        2608.17000000
        0.000128212339
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND TRUST
        N/A
        Bayview Opportunity Master Fund IVb Trust 2017-SPL4
        07331YAA8
        
          
        
        233071.77000000
        PA
        USD
        231575.36000000
        0.011383774345
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-01-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225A2B5
        
          
        
        1537.57000000
        PA
        USD
        1687.00000000
        0.000082929493
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017DD8
        
          
        
        685000.00000000
        PA
        USD
        707066.88000000
        0.034757971698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-ARIA
        05608RAE5
        
          
        
        1460000.00000000
        PA
        USD
        1430227.97000000
        0.070307102071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210GHX5
        
          
        
        4037.56000000
        PA
        USD
        4310.09000000
        0.000211875270
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RK6
        
          
        
        18370000.00000000
        PA
        USD
        17939453.13000000
        0.881867079073
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAQ7
        
          
        
        972000.00000000
        PA
        USD
        913681.16000000
        0.044914710049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Sacramento CA
        N/A
        SACRAMENTO CA PENSN OBLG
        786056BB6
        
          
        
        365000.00000000
        PA
        USD
        384457.24000000
        0.018899137047
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          6.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207FZ79
        
          
        
        2620.03000000
        PA
        USD
        2792.90000000
        0.000137293291
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALCON FINANCE CORP
        549300CUZUI9VU7XNK42
        Alcon Finance Corp
        01400EAB9
        
          
        
        2725000.00000000
        PA
        USD
        2605745.53000000
        0.128093157728
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-23
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
        
        300000.00000000
        PA
        USD
        306540.20000000
        0.015068893618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBY8
        
          
        
        100000.00000000
        PA
        USD
        91449.00000000
        0.004495447098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-31
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CM9
        
          
        
        2085000.00000000
        PA
        USD
        1905476.87000000
        0.093669372717
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-24
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAQ4
        
          
        
        160000.00000000
        PA
        USD
        162178.95000000
        0.007972387780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225AZG8
        
          
        
        3654.76000000
        PA
        USD
        3920.66000000
        0.000192731682
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBB9
        
          
        
        740000.00000000
        PA
        USD
        718679.08000000
        0.035328803864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBT7
        
          
        
        3620000.00000000
        PA
        USD
        3379750.77000000
        0.166141683246
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAJ0
        
          
        
        8770000.00000000
        PA
        USD
        8123897.61000000
        0.399354306071
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BZ43
        
          
        
        17914.53000000
        PA
        USD
        20094.70000000
        0.000987814637
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0KQ1
        
          
        
        322877.81000000
        PA
        USD
        339808.00000000
        0.016704271096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-25
          Floating
          5.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2018-1 B PTT
        N/A
        United Airlines 2018-1 Class B Pass Through Trust
        90932NAA1
        
          
        
        115675.16000000
        PA
        USD
        105700.48000000
        0.005196020908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AE5
        
          
        
        1005000.00000000
        PA
        USD
        931389.43000000
        0.045785212635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER
        3T97Y9RR5EN5Y18QHB56
        Niagara Mohawk Power Corp
        65364UAL0
        
          
        
        645000.00000000
        PA
        USD
        662851.04000000
        0.032584410810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAF6
        
          
        
        1538000.00000000
        PA
        USD
        1439824.29000000
        0.070778837671
        Long
        DBT
        
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XAP9
        
          
        
        207312.19000000
        PA
        USD
        213434.97000000
        0.010492029617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-11-25
          Floating
          5.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-4
        89173UAA5
        
          
        
        287760.22000000
        PA
        USD
        285692.58000000
        0.014044066963
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208L6F9
        
          
        
        10265.10000000
        PA
        USD
        10969.76000000
        0.000539251120
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBF7
        
          
        
        800000.00000000
        PA
        USD
        696159.29000000
        0.034221776728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300OFE1DNC7KO4K57
        FREMF 2015-K44 Mortgage Trust
        30292NAG8
        
          
        
        285000.00000000
        PA
        USD
        282146.95000000
        0.013869770993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-25
          Variable
          3.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAZ4
        
          
        
        1865000.00000000
        PA
        USD
        1726761.71000000
        0.084884098440
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Fixed
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBD5
        
          
        
        385000.00000000
        PA
        USD
        391044.31000000
        0.019222944030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAD2
        
          
        
        1993867.50000000
        PA
        USD
        1834056.63000000
        0.090158498781
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36206W4N2
        
          
        
        70.97000000
        PA
        USD
        74.92000000
        0.000003682915
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-09-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300KQ08QVSM4XK212
        FREMF 2018-K733 Mortgage Trust
        30297MAS9
        
          
        
        1015000.00000000
        PA
        USD
        1024948.12000000
        0.050384367808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-25
          Variable
          4.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
        
        3670000.00000000
        PA
        USD
        3310431.09000000
        0.162734068572
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-05-14
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
        
        204534.00000000
        NS
        USD
        15931153.26000000
        0.783143136519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210RUV0
        
          
        
        388.63000000
        PA
        USD
        401.20000000
        0.000019722177
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
        85208NAD2
        
          
        
        1680000.00000000
        PA
        USD
        1716292.10000000
        0.084369433677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208V4H5
        
          
        
        881.30000000
        PA
        USD
        941.84000000
        0.000046298941
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        5493000RL8X7WTQ7HO20
        Vantage Data Centers Issuer LLC
        92212KAB2
        
          
        
        1150000.00000000
        PA
        USD
        1071572.65000000
        0.052676335004
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        Hess Corp
        42809HAD9
        
          
        
        705000.00000000
        PA
        USD
        792861.74000000
        0.038975472758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
        
        117977.00000000
        NS
        USD
        25235280.30000000
        1.240515124207
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-A
        00833MAA2
        
          
        
        615000.00000000
        PA
        USD
        611769.10000000
        0.030073326392
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
        
        201665.00000000
        NS
        USD
        17117325.20000000
        0.841452939857
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2015-K46 Mortgage Trust
        30292RAJ3
        
          
        
        160000.00000000
        PA
        USD
        159993.74000000
        0.007864967295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-25
          Variable
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCD1
        
          
        
        4000000.00000000
        PA
        USD
        3919843.76000000
        0.192691557652
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AG8
        
          
        
        1710000.00000000
        PA
        USD
        1776844.64000000
        0.087346073555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE RECOVERY FUNDING LLC
        N/A
        SCE Recovery Funding LLC
        78433LAA4
        
          
        
        500339.87000000
        PA
        USD
        451113.37000000
        0.022175817013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-2
        89173HAA4
        
          
        
        53513.89000000
        PA
        USD
        53544.12000000
        0.002632120185
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEA5
        
          
        
        1085000.00000000
        PA
        USD
        1069954.10000000
        0.052596770373
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136AYP31
        
          
        
        104728.29000000
        PA
        USD
        104817.91000000
        0.005152635560
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-25
          Floating
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
        
        77506.00000000
        NS
        USD
        14295981.70000000
        0.702761423824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAJ0
        
          
        
        840000.00000000
        PA
        USD
        841042.73000000
        0.041343952366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2013-K24 Mortgage Trust
        30290XAN3
        
          
        
        160000.00000000
        PA
        USD
        160858.22000000
        0.007907463376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-25
          Variable
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761JVL0
        
          
        
        1000000.00000000
        PA
        USD
        1018885.99000000
        0.050086365810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-23
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SW AIRLINES 07-1 TRUST
        N/A
        Southwest Airlines Co 2007-1 Pass Through Trust
        84474YAA4
        
          
        
        258902.98000000
        PA
        USD
        260571.22000000
        0.012809151929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-01
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
        
        80174.00000000
        NS
        USD
        19336365.32000000
        0.950536445068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-B
        00834DAA1
        
          
        
        870000.00000000
        PA
        USD
        831361.04000000
        0.040868020150
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYN8
        
          
        
        560000.00000000
        PA
        USD
        509109.41000000
        0.025026784544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-21
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137BA4
        
          
        
        1530000.00000000
        PA
        USD
        1435812.22000000
        0.070581612459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        91159HJB7
        
          
        
        1133000.00000000
        PA
        USD
        1015548.29000000
        0.049922291257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-03
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        American Transmission Systems Inc
        030288AC8
        
          
        
        1200000.00000000
        PA
        USD
        1109643.79000000
        0.054547834920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292CK52
        
          
        
        6070.99000000
        PA
        USD
        6484.18000000
        0.000318749118
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJR0
        
          
        
        12210.40000000
        PA
        USD
        13276.95000000
        0.000652667895
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCZ2
        
          
        
        7530000.00000000
        PA
        USD
        7018195.31000000
        0.345000226793
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AF2
        
          
        
        790000.00000000
        PA
        USD
        798880.55000000
        0.039271345232
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-17
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK SPC Ltd
        549300P1ANDK86KWB419
        NBK SPC Ltd
        62877PAA2
        
          
        
        4905000.00000000
        PA
        USD
        4906765.80000000
        0.241206640603
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2022-05-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        Conagra Brands Inc
        205887CB6
        
          
        
        455000.00000000
        PA
        USD
        471636.83000000
        0.023184708621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212FYQ1
        
          
        
        184.69000000
        PA
        USD
        195.78000000
        0.000009624147
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
        
        512935.00000000
        NS
        USD
        24015616.70000000
        1.180558938888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736K101
        
          
        
        118490.00000000
        NS
        USD
        14704609.00000000
        0.722848711930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SU3
        
          
        
        2170000.00000000
        PA
        USD
        1897054.69000000
        0.093255355455
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017BB9
        
          
        
        2275000.00000000
        PA
        USD
        2181874.88000000
        0.107256537497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card Master Trust
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAA4
        
          
        
        575000.00000000
        PA
        USD
        557999.15000000
        0.027430104862
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amdocs Ltd
        549300HQV672RJ7RQV66
        Amdocs Ltd
        000000000
        
          
        
        172093.00000000
        NS
        USD
        14147765.53000000
        0.695475417949
        Long
        EC
        CORP
        GG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2021-R01
        20754RAB2
        
          
        
        280000.00000000
        PA
        USD
        270501.56000000
        0.013297307274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-25
          Floating
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-ATLANTIC INTERSTATE
        N/A
        Mid-Atlantic Interstate Transmission LLC
        59524QAA3
        
          
        
        691000.00000000
        PA
        USD
        698378.41000000
        0.034330864160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
        
        378936.00000000
        NS
        USD
        18048721.68000000
        0.887238499056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599AZ7
        
          
        
        2850000.00000000
        PA
        USD
        2883683.15000000
        0.141756006609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-10
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJQ2
        
          
        
        81987.02000000
        PA
        USD
        89628.87000000
        0.004405973204
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36202WG45
        
          
        
        1661.13000000
        PA
        USD
        1773.71000000
        0.000087191981
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210HTZ5
        
          
        
        20426.08000000
        PA
        USD
        21806.31000000
        0.001071953908
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2021-REV1
        345340AC7
        
          
        
        260000.00000000
        PA
        USD
        242258.33000000
        0.011908927452
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-17
          Fixed
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axalta Coating Systems Ltd
        529900AGLPA40GV6H619
        Axalta Coating Systems Ltd
        000000000
        
          
        
        473266.00000000
        NS
        USD
        11632878.28000000
        0.571848668722
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Horizon Aircraft Finance III Limited
        N/A
        Horizon Aircraft Finance III Ltd
        44040JAA6
        
          
        
        276443.01000000
        PA
        USD
        254842.47000000
        0.012527538215
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-11-15
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209ND66
        
          
        
        36100.41000000
        PA
        USD
        38578.58000000
        0.001896444635
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
        
        165871.00000000
        NS
        USD
        18403387.45000000
        0.904673147948
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES
        5BV01I6231JPDAPMGH09
        TransCanada PipeLines Ltd
        89352HBA6
        
          
        
        425000.00000000
        PA
        USD
        438895.27000000
        0.021575200033
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDK4
        
          
        
        12080000.00000000
        PA
        USD
        11444856.31000000
        0.562605890568
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBQ3
        
          
        
        4300000.00000000
        PA
        USD
        3980019.54000000
        0.195649676774
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBX2
        
          
        
        1600000.00000000
        PA
        USD
        1327088.75000000
        0.065236987501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135B101
        
          
        
        261718.00000000
        NS
        USD
        22034038.42000000
        1.083148575424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36204SGQ3
        
          
        
        417.65000000
        PA
        USD
        444.69000000
        0.000021860057
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208VX26
        
          
        
        917.61000000
        PA
        USD
        980.60000000
        0.000048204304
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2021-2 Trust
        43732VAA4
        
          
        
        1365690.06000000
        PA
        USD
        1293992.70000000
        0.063610052905
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-17
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAQ3
        
          
        
        960000.00000000
        PA
        USD
        896784.00000000
        0.044084079983
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2041-08-14
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36202XDC8
        
          
        
        58313.44000000
        PA
        USD
        63414.50000000
        0.003117328018
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-Z1
        00834CAA3
        
          
        
        495224.82000000
        PA
        USD
        488145.58000000
        0.023996245241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374L5Y3
        
          
        
        1423.08000000
        PA
        USD
        1521.41000000
        0.000074789425
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCCORMICK & CO
        549300JQQA6MQ4OJP259
        McCormick & Co Inc/MD
        579780AQ0
        
          
        
        285000.00000000
        PA
        USD
        264342.87000000
        0.012994558582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
        
        400000.00000000
        PA
        USD
        401719.04000000
        0.019747692075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
        
        38306.00000000
        NS
        
        15156217.13000000
        0.745048850340
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212RXG8
        
          
        
        4832.20000000
        PA
        USD
        4850.24000000
        0.000238427947
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-11-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EGWV2
        
          
        
        206027.45000000
        PA
        USD
        219409.91000000
        0.010785745532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
        
        394738.00000000
        NS
        USD
        17482946.02000000
        0.859426116757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208HQH2
        
          
        
        63.48000000
        PA
        USD
        64.45000000
        0.000003168231
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-09-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752103
        
          
        
        60594.00000000
        NS
        USD
        29764984.68000000
        1.463186191252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
        
        146283.00000000
        NS
        USD
        11873791.11000000
        0.583691454127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210BMP7
        
          
        
        6564.45000000
        PA
        USD
        7007.57000000
        0.000344477908
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJS8
        
          
        
        2746.88000000
        PA
        USD
        2931.75000000
        0.000144118875
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gaming and Leisure Properties Inc
        5493006GWRDBCZYWTM57
        Gaming and Leisure Properties Inc
        36467J108
        
          
        
        359989.00000000
        NS
        USD
        16894283.77000000
        0.830488676178
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALLSTAR COINV LLC PP
        N/A
        ALLSTAR COINV LLC PP
        000000000
        
          
        
        11702200.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND TRUST
        N/A
        Bayview Opportunity Master Fund IVa Trust 2017-SPL5
        07331UAA6
        
          
        
        233215.72000000
        PA
        USD
        232092.79000000
        0.011409210153
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-06-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L8K45
        
          
        
        325000.00000000
        PA
        USD
        326965.05000000
        0.016072937759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209J6E6
        
          
        
        549.24000000
        PA
        USD
        605.81000000
        0.000029780389
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LGF0
        
          
        
        8542.78000000
        PA
        USD
        8854.98000000
        0.000435292831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBW0
        
          
        
        5655000.00000000
        PA
        USD
        5273508.38000000
        0.259234960945
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207UD96
        
          
        
        18.44000000
        PA
        USD
        18.51000000
        0.000000909914
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-11-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36205RH26
        
          
        
        10663.30000000
        PA
        USD
        11432.38000000
        0.000561992580
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        549300O8WGQU5B6HEB94
        CIFC Funding 2014-II-R Ltd
        12548RAB0
        
          
        
        1705000.00000000
        PA
        USD
        1697242.25000000
        0.083432981743
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-24
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAG4
        
          
        
        2255000.00000000
        PA
        USD
        2044681.63000000
        0.100512395980
        Long
        DBT
        
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        Ford Credit Auto Lease Trust 2021-A
        34532QAF5
        
          
        
        545000.00000000
        PA
        USD
        530837.14000000
        0.026094875619
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAZ4
        
          
        
        8325000.00000000
        PA
        USD
        7705177.78000000
        0.378770889689
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-30
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CM0
        
          
        
        685000.00000000
        PA
        USD
        752147.54000000
        0.036974045380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-20
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUTTER HEALTH
        549300MJCC12LU768G81
        Sutter Health
        86944BAG8
        
          
        
        335000.00000000
        PA
        USD
        303918.21000000
        0.014940001915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA5
        35566AAH2
        
          
        
        630059.27000000
        PA
        USD
        631259.03000000
        0.031031411765
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Floating
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAC5
        
          
        
        606000.00000000
        PA
        USD
        581876.06000000
        0.028603845261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAQ2
        
          
        
        945000.00000000
        PA
        USD
        973294.03000000
        0.047845157658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-15
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAP6
        
          
        
        1900000.00000000
        PA
        USD
        1692572.88000000
        0.083203444998
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211K100
        
          
        
        199555.00000000
        NS
        USD
        13362202.80000000
        0.656858749697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        322051.00000000
        NS
        USD
        99291543.81000000
        4.880970622791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        arbor multifamily mortgage securities trust
        N/A
        Arbor Multifamily Mortgage Securities Trust 2021-MF3
        03882KAJ1
        
          
        
        1100000.00000000
        PA
        USD
        1025745.93000000
        0.050423586527
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-10-15
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCY HEALTHCARE SYSTEM
        RV2KCMRGYKSCKT5REH48
        Mercy Health/OH
        58942HAC5
        
          
        
        455000.00000000
        PA
        USD
        472625.19000000
        0.023233294392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GGM0
        
          
        
        1150000.00000000
        PA
        USD
        1485925.21000000
        0.073045065263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AU4
        
          
        
        580000.00000000
        PA
        USD
        616085.47000000
        0.030285510374
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887109
        
          
        
        65688.00000000
        NS
        USD
        17473008.00000000
        0.858937583879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Funds - Government Fund
        38141W273
        
          
        
        266202.47000000
        NS
        USD
        266202.47000000
        0.013085972741
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209LFV3
        
          
        
        4358.50000000
        PA
        USD
        4652.74000000
        0.000228719248
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Start Ltd.
        N/A
        START Ireland
        85573LAA9
        
          
        
        174294.83000000
        PA
        USD
        161341.87000000
        0.007931238627
        Long
        ABS-O
        CORP
        BM
        N
        
        2
        
          2044-03-15
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCY5
        
          
        
        1480000.00000000
        PA
        USD
        1374954.69000000
        0.067589979891
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-09-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KCU1
        
          
        
        321832.90000000
        PA
        USD
        319555.64000000
        0.015708706213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-25
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417XAB5
        
          
        
        16820.99000000
        PA
        USD
        17913.80000000
        0.000880606023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
        N/A
        CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE
        167725AF7
        
          
        
        185000.00000000
        PA
        USD
        237819.39000000
        0.011690718177
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-12-01
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-3
        35563PLH0
        
          
        
        559217.06000000
        PA
        USD
        562556.76000000
        0.027654147713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Government & Agency Portfolio
        5493007T1J7WZ5QI1A47
        Invesco Government & Agency Portfolio
        825252885
        
          
        
        31817.29000000
        NS
        USD
        31817.29000000
        0.001564073352
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBB0
        
          
        
        3985000.00000000
        PA
        USD
        3884530.46000000
        0.190955627549
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2016-K55 Mortgage Trust
        30289HAE1
        
          
        
        260000.00000000
        PA
        USD
        263451.14000000
        0.012950722947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-25
          Variable
          4.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017CY3
        
          
        
        1500000.00000000
        PA
        USD
        1570825.34000000
        0.077218583213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-16
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDC3
        
          
        
        2185000.00000000
        PA
        USD
        2250132.86000000
        0.110611961156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DF1
        
          
        
        750000.00000000
        PA
        USD
        725625.00000000
        0.035670251184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE RECOVERY FUNDING LLC
        N/A
        SCE Recovery Funding LLC
        78433LAC0
        
          
        
        125000.00000000
        PA
        USD
        107652.82000000
        0.005291993977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-15
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacifiCorp
        SGY07Y7FNYBNLM6Z1M11
        PacifiCorp
        695114CT3
        
          
        
        165000.00000000
        PA
        USD
        170536.13000000
        0.008383209775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
        
        278625.00000000
        NS
        USD
        18269441.25000000
        0.898088624814
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MERCY HEALTHCARE SYSTEM
        RV2KCMRGYKSCKT5REH48
        Mercy Health/OH
        58942HAB7
        
          
        
        1400000.00000000
        PA
        USD
        1395422.13000000
        0.068596117670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2D5
        
          
        
        1000000.00000000
        PA
        USD
        995948.55000000
        0.048958807848
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-09
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE Systems Holdings Inc
        MF62XBVMNYTYMC18DL76
        BAE Systems Holdings Inc
        05523UAP5
        
          
        
        850000.00000000
        PA
        USD
        853951.71000000
        0.041978531603
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2021-9INV
        33851MAB8
        
          
        
        728978.16000000
        PA
        USD
        687906.07000000
        0.033816065196
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-09-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAG0
        
          
        
        600000.00000000
        PA
        USD
        608178.00000000
        0.029896795210
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-04-12
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO GLOBAL FUNDING
        6354008GTNR4833ULD48
        CNO Global Funding
        18977W2C3
        
          
        
        2215000.00000000
        PA
        USD
        2049521.09000000
        0.100750294005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-06
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440CC6
        
          
        
        860000.00000000
        PA
        USD
        859626.34000000
        0.042257484888
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp
        549300H47WTHXPU08X20
        FIXED INC CLEARING CORP.REPO
        000000000
        
          
        
        26209125.00000000
        PA
        USD
        26209125.00000000
        1.288387351684
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          N
          0.24000000
          2022-04-01
          
            
              25791800.00000000
              USD
              26733369.35000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAN4
        
          
        
        2125000.00000000
        PA
        USD
        1836859.56000000
        0.090296285126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKA6
        
          
        
        2210000.00000000
        PA
        USD
        1967227.32000000
        0.096704899418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DN4
        
          
        
        2150000.00000000
        PA
        USD
        2248841.95000000
        0.110548502642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208VFN0
        
          
        
        6140.28000000
        PA
        USD
        6224.40000000
        0.000305978861
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        Hubbell Inc
        443510607
        
          
        
        72605.00000000
        NS
        USD
        13342620.85000000
        0.655896140808
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DAR0
        
          
        
        935000.00000000
        PA
        USD
        935533.60000000
        0.045988931615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
        
        29101.00000000
        NS
        USD
        81278801.99000000
        3.995500820573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2021-5 Mortgage Loan Trust
        12598RAA1
        
          
        
        1272109.95000000
        PA
        USD
        1227282.07000000
        0.060330693830
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-26
          Variable
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353108
        
          
        
        297036.00000000
        NS
        USD
        19705368.24000000
        0.968675879133
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210HVJ8
        
          
        
        1076.03000000
        PA
        USD
        1148.03000000
        0.000056434823
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NBP5
        
          
        
        1500000.00000000
        PA
        USD
        1620795.72000000
        0.079675025599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-08-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBS9
        
          
        
        960000.00000000
        PA
        USD
        896512.50000000
        0.044070733594
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-03-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dignity Health
        TFVG45LTYVO3XKPZWP18
        Dignity Health
        254010AD3
        
          
        
        714000.00000000
        PA
        USD
        721280.16000000
        0.035456667674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND TRUST
        N/A
        Bayview Koitere Fund Trust 2017-RT4
        07332CAA5
        
          
        
        441128.31000000
        PA
        USD
        438306.68000000
        0.021546266144
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-07-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209ENE8
        
          
        
        277.11000000
        PA
        USD
        296.13000000
        0.000014557149
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T Bank Corp
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261F104
        
          
        
        142206.00000000
        NS
        USD
        24103917.00000000
        1.184899602289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211XWJ1
        
          
        
        649.35000000
        PA
        USD
        656.78000000
        0.000032285970
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209YA24
        
          
        
        7172.79000000
        PA
        USD
        7200.43000000
        0.000353958514
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-04-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden State Tobacco Securitization Corp
        N/A
        GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
        38122NB50
        
          
        
        35000.00000000
        PA
        USD
        31800.67000000
        0.001563256346
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Mutual Group Inc
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBE3
        
          
        
        122000.00000000
        PA
        USD
        123939.90000000
        0.006092633749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201MSC7
        
          
        
        4493.44000000
        PA
        USD
        4873.32000000
        0.000239562513
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBM7
        
          
        
        390000.00000000
        PA
        USD
        352800.58000000
        0.017342959940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-22
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2J2
        
          
        
        830000.00000000
        PA
        USD
        811150.93000000
        0.039874532191
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-11-19
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209L3X2
        
          
        
        18789.95000000
        PA
        USD
        20052.07000000
        0.000985719033
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209VNE0
        
          
        
        5442.84000000
        PA
        USD
        5807.62000000
        0.000285490803
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        29446MAD4
        
          
        
        85000.00000000
        PA
        USD
        85100.59000000
        0.004183372156
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2025-04-06
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sales Tax Securitization Corp
        N/A
        SALES TAX SECURITIZATION CORP IL
        79467BCN3
        
          
        
        750000.00000000
        PA
        USD
        842965.73000000
        0.041438483140
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-01-01
          Fixed
          4.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAM3
        
          
        
        14815000.00000000
        PA
        USD
        13700981.48000000
        0.673512421513
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDJ7
        
          
        
        7280000.00000000
        PA
        USD
        6682812.50000000
        0.328513489049
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452151LF8
        
          
        
        4910000.00000000
        PA
        USD
        5221330.33000000
        0.256669993986
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292CQT4
        
          
        
        6752.73000000
        PA
        USD
        7219.01000000
        0.000354871869
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212DLN7
        
          
        
        9595.01000000
        PA
        USD
        9769.28000000
        0.000480237962
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGMA ALIMENTOS SA
        549300FW3RGHPHT21D10
        Sigma Alimentos SA de CV
        82655AAC7
        
          
        
        480000.00000000
        PA
        USD
        483600.00000000
        0.023772793760
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-05-02
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCW9
        
          
        
        2305000.00000000
        PA
        USD
        2139328.13000000
        0.105165025684
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden State Tobacco Securitization Corp
        N/A
        GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
        38122NB76
        
          
        
        185000.00000000
        PA
        USD
        183219.30000000
        0.009006688651
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Management Corp
        529900JUV61FH7B8VW38
        Ares Management Corp
        03990B101
        
          
        
        238328.00000000
        NS
        USD
        19359383.44000000
        0.951667969095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDG3
        
          
        
        3745000.00000000
        PA
        USD
        3527175.60000000
        0.173388788454
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aircraft Securitization Trust
        549300MHTIBONNXM3R82
        Castlelake Aircraft Structured Trust 2019-1
        14855MAA6
        
          
        
        404760.69000000
        PA
        USD
        366617.18000000
        0.018022155933
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-04-15
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AEKF9
        
          
        
        98545.66000000
        PA
        USD
        104686.94000000
        0.005146197340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BV5
        
          
        
        90000.00000000
        PA
        USD
        88172.31000000
        0.004334371672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        FirstKey Homes 2021-SFR1 Trust
        33767WAA1
        
          
        
        1718464.22000000
        PA
        USD
        1599543.06000000
        0.078630288000
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        -46.00000000
        NC
        USD
        158372.03000000
        0.007785247325
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            -6389934.53000000
            USD
            158372.03000000
          
        
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        Corning Inc
        219350105
        
          
        
        498869.00000000
        NS
        USD
        18413254.79000000
        0.905158206341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHD4
        
          
        
        1799000.00000000
        PA
        USD
        1783819.41000000
        0.087688939082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LLC
        N/A
        Domino's Pizza Master Issuer LLC
        25755TAP5
        
          
        
        853550.00000000
        PA
        USD
        780067.88000000
        0.038346552586
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-04-25
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDX7
        
          
        
        355000.00000000
        PA
        USD
        327245.89000000
        0.016086743283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BA6
        
          
        
        2625000.00000000
        PA
        USD
        2655276.28000000
        0.130527988797
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-25
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE RECOVERY FUNDING LLC
        N/A
        SCE Recovery Funding LLC
        78433LAB2
        
          
        
        220000.00000000
        PA
        USD
        191582.39000000
        0.009417801169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-05-15
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2019-6
        03464VAA2
        
          
        
        115053.54000000
        PA
        USD
        114930.74000000
        0.005649761742
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208RDC5
        
          
        
        17274.53000000
        PA
        USD
        18460.37000000
        0.000907474294
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        -7.00000000
        NC
        USD
        -23669.06000000
        -0.00116352291
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            -1216205.94000000
            USD
            -23669.06000000
          
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAN0
        
          
        
        470000.00000000
        PA
        USD
        462672.75000000
        0.022744052656
        Long
        DBT
        
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211BWL4
        
          
        
        8072.10000000
        PA
        USD
        8572.33000000
        0.000421398331
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM8
        12659FAA3
        
          
        
        633042.87000000
        PA
        USD
        607898.41000000
        0.029883051134
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRUST
        N/A
        SoFi Consumer Loan Program 2021-1 Trust
        83407CAA6
        
          
        
        365029.10000000
        PA
        USD
        358298.40000000
        0.017613221604
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-25
          Fixed
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254CB4
        
          
        
        3215000.00000000
        PA
        USD
        3067607.84000000
        0.150797370800
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-23
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER
        3T97Y9RR5EN5Y18QHB56
        Niagara Mohawk Power Corp
        65364UAP1
        
          
        
        370000.00000000
        PA
        USD
        297273.44000000
        0.014613358518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-27
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211SVV6
        
          
        
        369.25000000
        PA
        USD
        370.68000000
        0.000018221875
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-05-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-1
        89176EAA8
        
          
        
        130313.02000000
        PA
        USD
        129845.72000000
        0.006382951865
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211EZJ0
        
          
        
        575.27000000
        PA
        USD
        595.96000000
        0.000029296183
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX Cos Inc/The
        872540109
        
          
        
        290001.00000000
        NS
        USD
        17568260.58000000
        0.863620007244
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JOHNSON CONTROLS INTL PL
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        478375AN8
        
          
        
        996000.00000000
        PA
        USD
        1043844.11000000
        0.051313256297
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2064-07-02
          Variable
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208YX53
        
          
        
        8116.36000000
        PA
        USD
        8147.77000000
        0.000400527824
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208WDL4
        
          
        
        808.10000000
        PA
        USD
        890.34000000
        0.000043767306
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAF0
        
          
        
        180000.00000000
        PA
        USD
        188759.92000000
        0.009279054277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAM2
        
          
        
        225000.00000000
        PA
        USD
        225044.33000000
        0.011062722175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RBH4
        
          
        
        200000.00000000
        PA
        USD
        202030.49000000
        0.009931408544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAPS LTD
        N/A
        MAPS 2019-1 Ltd
        55283LAA3
        
          
        
        144869.78000000
        PA
        USD
        135192.55000000
        0.006645791168
        Long
        ABS-O
        CORP
        BM
        N
        
        2
        
          2044-03-15
          Fixed
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374L5X5
        
          
        
        1403.37000000
        PA
        USD
        1462.06000000
        0.000071871900
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foothill-Eastern Transportation Corridor Agency
        N/A
        FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
        345105JE1
        
          
        
        95000.00000000
        PA
        USD
        94601.85000000
        0.004650434800
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209TZZ5
        
          
        
        2262.52000000
        PA
        USD
        2415.21000000
        0.000118726818
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBF0
        
          
        
        1160000.00000000
        PA
        USD
        1075789.97000000
        0.052883649889
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDV0
        
          
        
        3350000.00000000
        PA
        USD
        3266904.29000000
        0.160594379491
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AB0
        
          
        
        2470000.00000000
        PA
        USD
        2470000.00000000
        0.121420183186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        Consolidated Edison Co of New York Inc
        209111GC1
        
          
        
        1020000.00000000
        PA
        USD
        901302.24000000
        0.044306187484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFH7
        
          
        
        4225000.00000000
        PA
        USD
        4331429.61000000
        0.212924282067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-26
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312946KH8
        
          
        
        12030.01000000
        PA
        USD
        12574.31000000
        0.000618127539
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417UBY0
        
          
        
        25959.50000000
        PA
        USD
        27623.90000000
        0.001357934817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT Trust
        N/A
        SREIT Trust 2021-MFP
        78472UAC2
        
          
        
        1735000.00000000
        PA
        USD
        1694855.57000000
        0.083315657402
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830AZ2
        
          
        
        560000.00000000
        PA
        USD
        631587.81000000
        0.031047573922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0QQ5
        
          
        
        1127793.49000000
        PA
        USD
        1136414.68000000
        0.055863837498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Floating
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAB HOLDINGS BV
        529900RRNKUM3INJGF98
        JAB Holdings BV
        46653KAB4
        
          
        
        1120000.00000000
        PA
        USD
        1029606.12000000
        0.050613345627
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2051-05-28
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36205DA99
        
          
        
        3056.91000000
        PA
        USD
        3262.70000000
        0.000160387705
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
        
        2040000.00000000
        PA
        USD
        1930835.81000000
        0.094915966701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAM3
        
          
        
        1169000.00000000
        PA
        USD
        1068621.34000000
        0.052531254599
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-02-21
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Mutual Group Inc
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBG8
        
          
        
        428000.00000000
        PA
        USD
        453713.46000000
        0.022303632156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AH4V5
        
          
        
        142747.86000000
        PA
        USD
        149528.47000000
        0.007350515878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209RGC1
        
          
        
        296.76000000
        PA
        USD
        304.60000000
        0.000014973517
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PBF4
        
          
        
        275000.00000000
        PA
        USD
        257980.72000000
        0.012681808210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAB7
        
          
        
        15320000.00000000
        PA
        USD
        14218875.00000000
        0.698971015063
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209WCJ9
        
          
        
        2197.13000000
        PA
        USD
        2344.62000000
        0.000115256757
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AS4N9
        
          
        
        51758.62000000
        PA
        USD
        54980.52000000
        0.002702730692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCHSNER LSU HEALTH SYST
        N/A
        Ochsner LSU Health System of North Louisiana
        67555JAA4
        
          
        
        1050000.00000000
        PA
        USD
        924552.89000000
        0.045449142214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAR2
        
          
        
        430000.00000000
        PA
        USD
        380479.45000000
        0.018703596970
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-11-18
          Fixed
          2.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        190.00000000
        NC
        USD
        -542567.42000000
        -0.02667151235
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            40807723.86000000
            USD
            -542567.42000000
          
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
        
        80364.00000000
        NS
        USD
        24055356.12000000
        1.182512448060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bayview Koitere Fund Trust
        N/A
        Bayview Koitere Fund Trust 2017-SPL3
        500274AA3
        
          
        
        226614.66000000
        PA
        USD
        224933.07000000
        0.011057252859
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-11-28
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIANAPOLIS PWR & LIGHT
        2T85JNP2R2B2GTSFND21
        Indianapolis Power & Light Co
        455434BL3
        
          
        
        1275000.00000000
        PA
        USD
        1606490.11000000
        0.078971790867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209VRH9
        
          
        
        17910.67000000
        PA
        USD
        19108.73000000
        0.000939346355
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Knight-Swift Transportation Holdings Inc
        N/A
        Knight-Swift Transportation Holdings Inc
        499049104
        
          
        
        251383.00000000
        NS
        USD
        12684786.18000000
        0.623558324558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2018-3
        33851JAC3
        
          
        
        375556.45000000
        PA
        USD
        375919.50000000
        0.018479439090
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209KCK2
        
          
        
        20328.71000000
        PA
        USD
        21698.75000000
        0.001066666477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAG0
        
          
        
        163965.91000000
        PA
        USD
        150982.76000000
        0.007422005820
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-03-15
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEC1
        
          
        
        4020000.00000000
        PA
        USD
        3918243.75000000
        0.192612904410
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Municipal Electric Authority of Georgia
        JA0WNILDDF2KUPS83B16
        MUNI ELEC AUTH OF GEORGIA
        626207YF5
        
          
        
        732000.00000000
        PA
        USD
        976923.69000000
        0.048023584372
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2057-04-01
          Fixed
          6.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BT9
        
          
        
        1480000.00000000
        PA
        USD
        1218756.50000000
        0.059911594125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security Inc
        54930032LHW54PQUJD44
        Fortune Brands Home & Security Inc
        34964C106
        
          
        
        163875.00000000
        NS
        USD
        12172635.00000000
        0.598382012778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212GG71
        
          
        
        5034.24000000
        PA
        USD
        5246.80000000
        0.000257922031
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBH3
        
          
        
        7435000.00000000
        PA
        USD
        6859658.81000000
        0.337206894456
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207FL90
        
          
        
        2040.34000000
        PA
        USD
        2180.40000000
        0.000107184035
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBB4
        
          
        
        872000.00000000
        PA
        USD
        931007.66000000
        0.045766445597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aligned Data Centers Issuer LLC
        N/A
        Aligned Data Centers Issuer LLC
        01627AAA6
        
          
        
        1425000.00000000
        PA
        USD
        1314026.27000000
        0.064594862516
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
        
        6030000.00000000
        PA
        USD
        5437364.06000000
        0.267289773367
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIF GAS CO
        XY0N0J73VHV5F4CUJV89
        Southern California Gas Co
        842434CW0
        
          
        
        1220000.00000000
        PA
        USD
        1205062.86000000
        0.059238442596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        29446MAE2
        
          
        
        2470000.00000000
        PA
        USD
        2462344.01000000
        0.121043830268
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2027-04-06
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDZ2
        
          
        
        125000.00000000
        PA
        USD
        111504.09000000
        0.005481314588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208QSB3
        
          
        
        5990.74000000
        PA
        USD
        6394.36000000
        0.000314333750
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        111.00000000
        NC
        USD
        -333367.41000000
        -0.01638766477
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            13063679.91000000
            USD
            -333367.41000000
          
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAP5
        
          
        
        300000.00000000
        PA
        USD
        283335.48000000
        0.013928196714
        Long
        DBT
        
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND ELECTRIC ILLUM
        N/A
        Cleveland Electric Illuminating Co/The
        186108CK0
        
          
        
        1960000.00000000
        PA
        USD
        1916100.94000000
        0.094191630420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XCT9
        
          
        
        251908.79000000
        PA
        USD
        265205.32000000
        0.013036954873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Floating
          6.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois State Toll Highway Authority
        549300ISBFGI8MJJKM98
        ILLINOIS ST TOLL HIGHWAY AUTH
        452252FH7
        
          
        
        875000.00000000
        PA
        USD
        1083405.05000000
        0.053257991755
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-01-01
          Fixed
          6.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
        
        1595000.00000000
        PA
        USD
        1491209.00000000
        0.073304805647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748BG6
        
          
        
        705000.00000000
        PA
        USD
        745082.49000000
        0.036626741872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZP8
        
          
        
        1175000.00000000
        PA
        USD
        1152968.75000000
        0.056677601956
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank NA
        E57ODZWZ7FF32TWEFA76
        CITIBANK NA DDCA
        000000000
        
          
        
        15685.25000000
        NS
        USD
        15685.25000000
        0.000771055031
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200SAQ3
        
          
        
        277.34000000
        PA
        USD
        296.10000000
        0.000014555674
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AZ9
        
          
        
        650000.00000000
        PA
        USD
        568285.45000000
        0.027935758478
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2050-07-09
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBC4
        
          
        
        6815000.00000000
        PA
        USD
        6300680.47000000
        0.309728654602
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        Consolidated Edison Co of New York Inc
        209111FQ1
        
          
        
        370000.00000000
        PA
        USD
        390253.94000000
        0.019184091046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2058-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209J5T4
        
          
        
        2965.21000000
        PA
        USD
        3168.76000000
        0.000155769805
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBK1
        
          
        
        3185000.00000000
        PA
        USD
        3217919.75000000
        0.158186398997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-09
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAX4
        
          
        
        805000.00000000
        PA
        USD
        840685.09000000
        0.041326371510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-05
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aircraft Securitization Trust
        N/A
        Castlelake Aircraft Structured Trust 2021-1
        14856GAA8
        
          
        
        222954.28000000
        PA
        USD
        206488.33000000
        0.010150546904
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-01-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKE1
        
          
        
        1110000.00000000
        PA
        USD
        944622.13000000
        0.046435705290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKA9
        
          
        
        84000.00000000
        PA
        USD
        76313.67000000
        0.003751425016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDR9
        
          
        
        1367000.00000000
        PA
        USD
        1151729.80000000
        0.056616697691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2021-6
        85573RAA6
        
          
        
        1001734.52000000
        PA
        USD
        944468.96000000
        0.046428175764
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-25
          Variable
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212FZN7
        
          
        
        989.60000000
        PA
        USD
        1025.87000000
        0.000050429685
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-08-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211XJM9
        
          
        
        10369.30000000
        PA
        USD
        10993.94000000
        0.000540439760
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-08-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-LGCY
        12434DAA0
        
          
        
        3315000.00000000
        PA
        USD
        3200448.52000000
        0.157327548816
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-10-15
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2019-2
        03463WAA1
        
          
        
        25732.35000000
        PA
        USD
        25710.64000000
        0.001263882841
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Variable
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2V2
        
          
        
        2815000.00000000
        PA
        USD
        2597128.18000000
        0.127669546305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208YYL7
        
          
        
        14449.20000000
        PA
        USD
        14666.59000000
        0.000720979775
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-08-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-6
        03465JAA8
        
          
        
        1127066.07000000
        PA
        USD
        1066129.67000000
        0.052408769162
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-25
          Variable
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207V2C9
        
          
        
        2654.81000000
        PA
        USD
        2833.84000000
        0.000139305818
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31414CRX8
        
          
        
        68027.18000000
        PA
        USD
        72063.98000000
        0.003542518887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829107
        
          
        
        205371.00000000
        NS
        USD
        16768542.15000000
        0.824307473532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210GL85
        
          
        
        31115.14000000
        PA
        USD
        33211.61000000
        0.001632615291
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAG8
        
          
        
        45000.00000000
        PA
        USD
        42848.79000000
        0.002106359486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208XEZ0
        
          
        
        6656.21000000
        PA
        USD
        7113.14000000
        0.000349667514
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
        
        154039.00000000
        NS
        USD
        15468596.38000000
        0.760404779797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746RE3
        
          
        
        4344000.00000000
        PA
        USD
        4476332.40000000
        0.220047408911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-16
          Fixed
          4.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Middleby Corp/The
        JDFO86U9VQRBKW5KYA35
        Middleby Corp/The
        596278101
        
          
        
        91670.00000000
        NS
        USD
        15028379.80000000
        0.738764626847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36202XJT5
        
          
        
        1862.37000000
        PA
        USD
        2077.66000000
        0.000102133545
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209AEN6
        
          
        
        14767.84000000
        PA
        USD
        15754.44000000
        0.000774456271
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DR5
        
          
        
        750000.00000000
        PA
        USD
        748059.59000000
        0.036773090061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TACO BELL FUNDING, LLC
        N/A
        Taco Bell Funding LLC
        87342RAH7
        
          
        
        593512.50000000
        PA
        USD
        530484.44000000
        0.026077537604
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59259YDK2
        
          
        
        35000.00000000
        PA
        USD
        37575.02000000
        0.001847111664
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
        
        117237.00000000
        NS
        USD
        19365207.66000000
        0.951954275920
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CUBESMART LP
        549300MPHKO3I3FJRA97
        CubeSmart LP
        22966RAH9
        
          
        
        1110000.00000000
        PA
        USD
        1009982.26000000
        0.049648676528
        Long
        DBT
        
        US
        N
        
        2
        
          2028-12-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156R108
        
          
        
        366409.00000000
        NS
        USD
        25751224.52000000
        1.265877894128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAH2
        
          
        
        375000.00000000
        PA
        USD
        378016.76000000
        0.018582536132
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374L5Z0
        
          
        
        32487.87000000
        PA
        USD
        35309.52000000
        0.001735744286
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208RWB6
        
          
        
        1824.24000000
        PA
        USD
        1949.47000000
        0.000095831985
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2021-AL1 LLC
        12529UAF7
        
          
        
        2629248.22000000
        PA
        USD
        2572025.00000000
        0.126435524963
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-22
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F5 Inc
        54930015FPK9KT966303
        F5 Inc
        315616102
        
          
        
        92751.00000000
        NS
        USD
        19380321.45000000
        0.952697239139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
        
        835000.00000000
        PA
        USD
        733345.01000000
        0.036049751195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
        
        130991.00000000
        NS
        USD
        29127158.76000000
        1.431831964512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
        
        672557.00000000
        NS
        USD
        34818275.89000000
        1.711595723403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BFLD Trust
        N/A
        BFLD Trust 2020-OBRK
        05553JAA6
        
          
        
        255000.00000000
        PA
        USD
        252445.21000000
        0.012409693782
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-11-15
          Floating
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        Duke Energy Carolinas LLC
        26442CAA2
        
          
        
        1200000.00000000
        PA
        USD
        1422166.58000000
        0.069910820512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAT8
        
          
        
        575000.00000000
        PA
        USD
        593228.77000000
        0.029161921427
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-01-12
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTL AIRLINES 2007-1
        N/A
        Continental Airlines 2007-1 Class A Pass Through Trust
        21079NAA9
        
          
        
        621851.18000000
        PA
        USD
        622733.90000000
        0.030612333690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-19
          Fixed
          5.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCF Equipment Trust Llc
        N/A
        SCF Equipment Leasing 2021-1 LLC
        783897AC5
        
          
        
        2025000.00000000
        PA
        USD
        1977985.37000000
        0.097233743306
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-08-21
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513E101
        
          
        
        218122.00000000
        NS
        USD
        21609346.54000000
        1.062271585194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCF6
        
          
        
        3455000.00000000
        PA
        USD
        3217198.85000000
        0.158150961018
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philadelphia Authority for Industrial Development
        549300DIY68KQZEW7M79
        PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING
        71781LBH1
        
          
        
        1250000.00000000
        PA
        USD
        1476547.88000000
        0.072584094766
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAT7
        
          
        
        545000.00000000
        PA
        USD
        512819.88000000
        0.025209183713
        Long
        DBT
        
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXHPP TRUST
        N/A
        BXHPP Trust 2021-FILM
        05609JAA0
        
          
        
        780000.00000000
        PA
        USD
        758452.34000000
        0.037283976542
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EIG PEARL HOLDINGS SARL
        549300KIMRL45BWA5H76
        EIG Pearl Holdings Sarl
        28249NAA9
        
          
        
        1955000.00000000
        PA
        USD
        1862301.72000000
        0.091546970036
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-08-31
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mach I
        N/A
        MACH 1 Cayman 2019-1 Ltd
        55446MAA5
        
          
        
        175613.19000000
        PA
        USD
        162996.21000000
        0.008012562622
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-10-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCE9
        
          
        
        150000.00000000
        PA
        USD
        139810.55000000
        0.006872802668
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        3128HDPZ6
        
          
        
        5253.96000000
        PA
        USD
        5259.91000000
        0.000258566492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Floating
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAE7
        
          
        
        535000.00000000
        PA
        USD
        542130.72000000
        0.026650045074
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-04-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXHPP TRUST
        N/A
        BXHPP Trust 2021-FILM
        05609JAJ1
        
          
        
        690000.00000000
        PA
        USD
        665188.29000000
        0.032699305273
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2019-1 Trust
        549300TXM3PCKZJKD061
        Aaset 2019-1 Trust
        00256DAA0
        
          
        
        222672.46000000
        PA
        USD
        142763.42000000
        0.007017959760
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-05-15
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCX5
        
          
        
        975000.00000000
        PA
        USD
        994108.92000000
        0.048868375374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        14916RAF1
        
          
        
        590000.00000000
        PA
        USD
        599315.66000000
        0.029461140576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300MYRV6PEDBLPL32
        Venture 34 CLO Ltd
        92332CAA7
        
          
        
        500000.00000000
        PA
        USD
        498143.50000000
        0.024487722681
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AH1
        
          
        
        1695000.00000000
        PA
        USD
        1540625.60000000
        0.075734025333
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGR4
        
          
        
        1610000.00000000
        PA
        USD
        1615331.47000000
        0.079406414167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-21
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TD0
        
          
        
        4145000.00000000
        PA
        USD
        3973371.09000000
        0.195322852476
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XLK76
        
          
        
        34765.45000000
        PA
        USD
        36104.02000000
        0.001774800292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418XXS2
        
          
        
        43303.04000000
        PA
        USD
        46111.44000000
        0.002266744733
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208LXB8
        
          
        
        580.76000000
        PA
        USD
        620.63000000
        0.000030508910
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Trust
        N/A
        Credit Acceptance Auto Loan Trust 2020-3
        22536BAA0
        
          
        
        1810000.00000000
        PA
        USD
        1780507.86000000
        0.087526150010
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBZ7
        
          
        
        730000.00000000
        PA
        USD
        642634.80000000
        0.031590621513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL LIFE
        1DU7IM20QESYGDO4HO54
        Northwestern Mutual Life Insurance Co/The
        668138AC4
        
          
        
        132000.00000000
        PA
        USD
        119466.53000000
        0.005872731966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-30
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Economy Assets Phase 1 Issuer LLC
        N/A
        New Economy Assets Phase 1 Sponsor LLC
        643821AB7
        
          
        
        480000.00000000
        PA
        USD
        452496.00000000
        0.022243784296
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-10-20
          Fixed
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208UUR6
        
          
        
        1126.14000000
        PA
        USD
        1239.44000000
        0.000060928352
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36205YLR1
        
          
        
        22014.37000000
        PA
        USD
        23525.58000000
        0.001156469730
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AD7
        
          
        
        1255000.00000000
        PA
        USD
        1162386.96000000
        0.057140582031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TC2
        
          
        
        9650000.00000000
        PA
        USD
        8742296.88000000
        0.429753558154
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AW9
        
          
        
        920000.00000000
        PA
        USD
        830335.25000000
        0.040817594397
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2027-06-03
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810PW2
        
          
        
        14935000.00000000
        PA
        USD
        18886357.58000000
        0.928414978579
        Long
        DBT
        UST
        US
        N
        
        2
        
          2038-02-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209Y3R7
        
          
        
        44472.33000000
        PA
        USD
        46337.17000000
        0.002277841161
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213XJ54
        
          
        
        129.71000000
        PA
        USD
        138.51000000
        0.000006808870
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBC7
        
          
        
        750000.00000000
        PA
        USD
        727573.95000000
        0.035766057607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300R3J0I74BM2LZ86
        FREMF 2015-K50 Mortgage Trust
        30293WAE2
        
          
        
        200000.00000000
        PA
        USD
        200482.76000000
        0.009855325281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-25
          Variable
          3.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAE9
        
          
        
        240000.00000000
        PA
        USD
        240629.46000000
        0.011828855511
        Long
        DBT
        
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828U24
        
          
        
        7680000.00000000
        PA
        USD
        7522199.96000000
        0.369776071704
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJ74
        
          
        
        5200.76000000
        PA
        USD
        5552.10000000
        0.000272929959
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419BCW3
        
          
        
        13963.08000000
        PA
        USD
        14790.69000000
        0.000727080279
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211UFX5
        
          
        
        70.27000000
        PA
        USD
        70.55000000
        0.000003468094
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AN3
        
          
        
        1510000.00000000
        PA
        USD
        1386846.20000000
        0.068174542370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209AE48
        
          
        
        9864.43000000
        PA
        USD
        10528.11000000
        0.000517540503
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILDREN'S HOSPITAL/DC
        549300C1PQZDYQ6KZS51
        Children's Hospital/DC
        16876DAA6
        
          
        
        475000.00000000
        PA
        USD
        388860.55000000
        0.019115594823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SAQ6
        
          
        
        310000.00000000
        PA
        USD
        282495.64000000
        0.013886911885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-02
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RZ3
        
          
        
        2624000.00000000
        PA
        USD
        2723937.51000000
        0.133903235406
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291PBY1
        
          
        
        21487.52000000
        PA
        USD
        22961.95000000
        0.001128762824
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BZ6
        
          
        
        2715000.00000000
        PA
        USD
        2392040.27000000
        0.117587841203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        242503.00000000
        NS
        USD
        21194762.20000000
        1.041891461101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBF1
        
          
        
        1875000.00000000
        PA
        USD
        1903698.92000000
        0.093581972307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787107
        
          
        
        107460.00000000
        NS
        USD
        26868223.80000000
        1.320787309998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAS5
        
          
        
        1755000.00000000
        PA
        USD
        1765648.34000000
        0.086795686188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-18
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDF5
        
          
        
        1020000.00000000
        PA
        USD
        954656.25000000
        0.046928962249
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-10-31
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBZ5
        
          
        
        145000.00000000
        PA
        USD
        134724.02000000
        0.006622759185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-01-31
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CX6
        
          
        
        113000.00000000
        PA
        USD
        118403.02000000
        0.005820451975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gentex Corp
        549300S3UD8XV1MN0287
        Gentex Corp
        371901109
        
          
        
        508433.00000000
        NS
        USD
        14830990.61000000
        0.729061375184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENTING NY LLC/GENNY CAP
        N/A
        Genting New York LLC / GENNY Capital Inc
        37255JAA0
        
          
        
        2003000.00000000
        PA
        USD
        1896723.18000000
        0.093239059097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209T6P9
        
          
        
        4953.86000000
        PA
        USD
        5293.93000000
        0.000260238846
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RH3
        
          
        
        7895000.00000000
        PA
        USD
        8549113.07000000
        0.420257034430
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-08-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Utility Debt Securitization Authority
        N/A
        UTILITY DEBT SECURITIZATION AUTH NY
        91802RAW9
        
          
        
        291000.00000000
        PA
        USD
        292879.45000000
        0.014397358894
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-15
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DP9
        
          
        
        375000.00000000
        PA
        USD
        410787.28000000
        0.020193468335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-30
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFAVE Commercial Mortgage Securities Trust
        549300FIGODFFTOAAU64
        SFAVE Commercial Mortgage Securities Trust 2015-5AVE
        78413MAE8
        
          
        
        375000.00000000
        PA
        USD
        357695.18000000
        0.017583568534
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-01-05
          Variable
          4.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAD2
        
          
        
        400000.00000000
        PA
        USD
        414103.74000000
        0.020356498772
        Long
        DBT
        
        US
        N
        
        2
        
          2024-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208RXQ2
        
          
        
        15390.76000000
        PA
        USD
        16447.28000000
        0.000808514878
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225433AC5
        
          
        
        1425000.00000000
        PA
        USD
        1421278.47000000
        0.069867162828
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-03-26
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp
        482480100
        
          
        
        37221.00000000
        NS
        USD
        13625119.26000000
        0.669783188861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209KTC2
        
          
        
        6028.99000000
        PA
        USD
        6442.86000000
        0.000316717911
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807102
        
          
        
        42392.00000000
        NS
        USD
        18958550.24000000
        0.931963823114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAB3
        
          
        
        1200000.00000000
        PA
        USD
        1079663.08000000
        0.053074044110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-27
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
        
        147662.00000000
        NS
        USD
        18680719.62000000
        0.918306234137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208SC91
        
          
        
        2701.37000000
        PA
        USD
        2883.42000000
        0.000141743070
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXH2
        
          
        
        510000.00000000
        PA
        USD
        513450.19000000
        0.025240168472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDA6
        
          
        
        15470000.00000000
        PA
        USD
        15048200.86000000
        0.739738989898
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241L4W3
        
          
        
        39973.00000000
        PA
        USD
        43886.24000000
        0.002157358421
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Postal Square LP
        N/A
        Postal Square LP
        737518AA8
        
          
        
        1004349.22000000
        PA
        USD
        1016245.74000000
        0.049956576483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209BWD6
        
          
        
        16920.72000000
        PA
        USD
        18061.62000000
        0.000887872554
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36217GGC5
        
          
        
        941.84000000
        PA
        USD
        1012.84000000
        0.000049789157
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208TAX8
        
          
        
        6661.49000000
        PA
        USD
        7339.80000000
        0.000360809660
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELECTRIC DELIVERY
        549300SP2X2BS1KERD24
        Oncor Electric Delivery Co LLC
        68233JBP8
        
          
        
        1455000.00000000
        PA
        USD
        1483498.74000000
        0.072925784926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        Hess Corp
        023551AJ3
        
          
        
        1775000.00000000
        PA
        USD
        2175977.29000000
        0.106966623952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        14916RAD6
        
          
        
        245000.00000000
        PA
        USD
        246388.98000000
        0.012111981816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJL3
        
          
        
        599499.34000000
        PA
        USD
        667597.78000000
        0.032817750907
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AK4
        
          
        
        2195000.00000000
        PA
        USD
        1994858.96000000
        0.098063214718
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2033-02-11
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Financial Services Trust
        N/A
        Life 2021-BMR Mortgage Trust
        53218CAA8
        
          
        
        289976.20000000
        PA
        USD
        283447.39000000
        0.013933697982
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAW1
        
          
        
        1680000.00000000
        PA
        USD
        1709366.40000000
        0.084028980332
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2023-04-23
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CT4
        
          
        
        655000.00000000
        PA
        USD
        596794.05000000
        0.029337183350
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-24
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208L5U7
        
          
        
        7716.94000000
        PA
        USD
        8239.57000000
        0.000405040525
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209RJS3
        
          
        
        414.49000000
        PA
        USD
        415.86000000
        0.000020442832
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-02-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJT6
        
          
        
        71165.68000000
        PA
        USD
        77994.54000000
        0.003834053171
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        453140AE5
        
          
        
        1065000.00000000
        PA
        USD
        1067508.20000000
        0.052476534897
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BW3
        
          
        
        25000.00000000
        PA
        USD
        26236.38000000
        0.001289727152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIVE CORNERS FUNDING TRS
        N/A
        Five Corners Funding Trust
        33829TAA4
        
          
        
        200000.00000000
        PA
        USD
        204529.36000000
        0.010054247918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BFK9
        
          
        
        2415.87000000
        PA
        USD
        2633.71000000
        0.000129467834
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661EH6
        
          
        
        830000.00000000
        PA
        USD
        839622.69000000
        0.041274146083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBW9
        
          
        
        1290000.00000000
        PA
        USD
        1185662.58000000
        0.058284764235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAB7
        
          
        
        100000.00000000
        PA
        USD
        96386.23000000
        0.004738151296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAC7
        
          
        
        308000.00000000
        PA
        USD
        306317.77000000
        0.015057959411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBD7
        
          
        
        705000.00000000
        PA
        USD
        708440.87000000
        0.034825514255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
        
        12430000.00000000
        PA
        USD
        11938626.56000000
        0.586878633162
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RB6
        
          
        
        7640800.00000000
        PA
        USD
        7921360.63000000
        0.389397999506
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeySpan Gas East Corp
        K8TS3HOE1568DUBUJL44
        KeySpan Gas East Corp
        49338CAB9
        
          
        
        1870000.00000000
        PA
        USD
        1803392.38000000
        0.088651106533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dignity Health
        TFVG45LTYVO3XKPZWP18
        Dignity Health
        254010AB7
        
          
        
        1353000.00000000
        PA
        USD
        1392005.85000000
        0.068428180284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209T6M6
        
          
        
        5386.90000000
        PA
        USD
        5752.12000000
        0.000282762536
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YQ7
        
          
        
        2905000.00000000
        PA
        USD
        2800147.66000000
        0.137649571589
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208PTY4
        
          
        
        4065.83000000
        PA
        USD
        4344.94000000
        0.000213588425
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABU0
        
          
        
        1625000.00000000
        PA
        USD
        1594457.85000000
        0.078380309405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-03
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYA6
        
          
        
        1300000.00000000
        PA
        USD
        1200810.95000000
        0.059029427336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-09
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAGRA BRANDS INC
        54930035UDEIH090K650
        Conagra Brands Inc
        205887CF7
        
          
        
        900000.00000000
        PA
        USD
        800074.66000000
        0.039330045255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208RPG3
        
          
        
        13267.77000000
        PA
        USD
        14161.52000000
        0.000696151559
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210JQK7
        
          
        
        26609.85000000
        PA
        USD
        28394.00000000
        0.001395791368
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAA1
        
          
        
        3625000.00000000
        PA
        USD
        3751870.18000000
        0.184434317630
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-10-22
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59259YGF0
        
          
        
        785000.00000000
        PA
        USD
        1007063.23000000
        0.049505182942
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-11-15
          Fixed
          6.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208TKE9
        
          
        
        8582.63000000
        PA
        USD
        9171.80000000
        0.000450867059
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VBE3
        
          
        
        715000.00000000
        PA
        USD
        786516.72000000
        0.038663564462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BM0
        
          
        
        400000.00000000
        PA
        USD
        372499.01000000
        0.018311294749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCK5
        
          
        
        7700000.00000000
        PA
        USD
        7529757.77000000
        0.370147598293
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-06-30
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211K7H1
        
          
        
        158.76000000
        PA
        USD
        160.02000000
        0.000007866258
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBL9
        
          
        
        620000.00000000
        PA
        USD
        574826.80000000
        0.028257317958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-22
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAP6
        
          
        
        775000.00000000
        PA
        USD
        782608.31000000
        0.038471434965
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2023-09-12
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZT0
        
          
        
        290000.00000000
        PA
        USD
        270175.78000000
        0.013281292591
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGM0
        
          
        
        5588000.00000000
        PA
        USD
        5038904.12000000
        0.247702292028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAE3
        
          
        
        780000.00000000
        PA
        USD
        709684.56000000
        0.034886651530
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2041-07-12
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Aircraft Finance II LLC
        549300KSCDSEIWTVMM32
        Horizon Aircraft Finance II Ltd
        44040HAA0
        
          
        
        216919.37000000
        PA
        USD
        193488.48000000
        0.009511500682
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-07-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toledo Hospital/The
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AC1
        
          
        
        900000.00000000
        PA
        USD
        964208.89000000
        0.047398550629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBY0
        
          
        
        315000.00000000
        PA
        USD
        258359.66000000
        0.012700436131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759AV2
        
          
        
        1480000.00000000
        PA
        USD
        1361277.64000000
        0.066917643893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKB7
        
          
        
        146000.00000000
        PA
        USD
        130606.71000000
        0.006420360588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYB4
        
          
        
        630000.00000000
        PA
        USD
        572664.81000000
        0.028151038920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271V100
        
          
        
        401867.00000000
        NS
        USD
        15230759.30000000
        0.748713192015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonic Capital LLC
        N/A
        Sonic Capital LLC
        83546DAN8
        
          
        
        736300.00000000
        PA
        USD
        643745.62000000
        0.031645227168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-20
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEH4
        
          
        
        515000.00000000
        PA
        USD
        464227.99000000
        0.022820505095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCJ8
        
          
        
        10155000.00000000
        PA
        USD
        9496511.72000000
        0.466829227804
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE TELEKOM INT FIN
        529900ERDFHS6C1M4U58
        Deutsche Telekom International Finance BV
        25156PBA0
        
          
        
        450000.00000000
        PA
        USD
        454863.48000000
        0.022360164804
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Z78
        
          
        
        14980000.00000000
        PA
        USD
        14336328.13000000
        0.704744772375
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
        
        51835.00000000
        NS
        USD
        21261680.30000000
        1.045181018980
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209E3S9
        
          
        
        97.65000000
        PA
        USD
        104.51000000
        0.000005137499
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468X0
        
          
        
        1755000.00000000
        PA
        USD
        1517139.29000000
        0.074579486037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-28
          Fixed
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        N/A
        Vantage Data Centers Issuer LLC
        92212KAA4
        
          
        
        331216.66000000
        PA
        USD
        328486.64000000
        0.016147736033
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-07-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207AFH0
        
          
        
        145.22000000
        PA
        USD
        155.19000000
        0.000007628825
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
        
        118150.00000000
        NS
        USD
        33834615.50000000
        1.663240976542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300B54XJTQC6DWJ15
        Magnetite VII Ltd
        55951PBA4
        
          
        
        2555736.28000000
        PA
        USD
        2537547.10000000
        0.124740661427
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-15
          Floating
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940X102
        
          
        
        122831.00000000
        NS
        USD
        16808194.04000000
        0.826256679908
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
        
        238417.00000000
        NS
        USD
        32501005.44000000
        1.597683414686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XNX8
        
          
        
        481791.04000000
        PA
        USD
        484164.39000000
        0.023800538026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Floating
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358XCN0
        
          
        
        710000.00000000
        PA
        USD
        599662.24000000
        0.029478177745
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2060-07-15
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332AR3
        
          
        
        1000000.00000000
        PA
        USD
        999742.46000000
        0.049145308758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBH7
        
          
        
        1000000.00000000
        PA
        USD
        1008901.89000000
        0.049595567733
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-07
          Fixed
          3.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BZ1
        
          
        
        425000.00000000
        PA
        USD
        465219.82000000
        0.022869261443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
        
        545000.00000000
        PA
        USD
        499375.55000000
        0.024548287757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209LE85
        
          
        
        15186.03000000
        PA
        USD
        16201.35000000
        0.000796425459
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA1
        35564KAA7
        
          
        
        45165.71000000
        PA
        USD
        45071.56000000
        0.002215626344
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMware Inc
        928563402
        
          
        
        87837.00000000
        NS
        USD
        10001999.19000000
        0.491677965134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAE5
        
          
        
        332754.35000000
        PA
        USD
        308759.43000000
        0.015177986457
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-03-15
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBV6
        
          
        
        1510000.00000000
        PA
        USD
        1369824.40000000
        0.067337785255
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-11-24
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TF5
        
          
        
        960000.00000000
        PA
        USD
        927000.00000000
        0.045569437171
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        METLIFE SECURITIZATION TRUST
        59166BAA9
        
          
        
        294551.31000000
        PA
        USD
        291955.13000000
        0.014351921201
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-04-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAC3
        
          
        
        245000.00000000
        PA
        USD
        245491.54000000
        0.012067865488
        Long
        DBT
        
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJS9
        
          
        
        1570000.00000000
        PA
        USD
        1459985.81000000
        0.071769937044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209WFS6
        
          
        
        8545.83000000
        PA
        USD
        9122.95000000
        0.000448465692
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RG5
        
          
        
        5965000.00000000
        PA
        USD
        6708294.95000000
        0.329766154534
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-05-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Electric Co
        O1PLQWO3TX952VMBJ146
        Pennsylvania Electric Co
        708696BZ1
        
          
        
        241000.00000000
        PA
        USD
        239509.68000000
        0.011773809401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAR4
        
          
        
        750000.00000000
        PA
        USD
        758512.09000000
        0.037286913731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SS8
        
          
        
        470000.00000000
        PA
        USD
        385914.06000000
        0.018970751360
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209KKX5
        
          
        
        2278.20000000
        PA
        USD
        2431.27000000
        0.000119516295
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2017-3
        59980CAA1
        
          
        
        229282.68000000
        PA
        USD
        229869.48000000
        0.011299916749
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-01-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA POWER COMPANY
        D981X4Z4RWS7PDMJUZ03
        Georgia Power Co
        373334JS1
        
          
        
        245000.00000000
        PA
        USD
        258567.98000000
        0.012710676719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155QAE0
        
          
        
        3190000.00000000
        PA
        USD
        2688863.09000000
        0.132179048158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-04-29
      HARTFORD SERIES FUND INC
      John Stanziani
      John Stanziani
      Assistant Treasurer
    
  
  XXXX




Hartford Balanced HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.3%
  Asset-Backed - Automobile - 0.2%
$    2,629,248 CFMT LLC 1.39%, 09/22/2031(1) $     2,572,025
  1,810,000 Credit Acceptance Auto Loan Trust 1.24%, 10/15/2029(1)      1,780,508
    545,000 Ford Credit Auto Lease Trust 0.78%, 09/15/2025        530,837
            Ford Credit Auto Owner Trust  
    275,000 1.61%, 10/17/2033(1)        254,902
    260,000 1.91%, 10/17/2033(1)       242,258
      5,380,530
  Asset-Backed - Credit Card - 0.0%
575,000 Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1) 557,999
  Asset-Backed - Finance & Insurance - 0.3%
  Bayview Koitere Fund Trust  
441,128 3.50%, 07/28/2057(1)(2) 438,307
226,615 4.00%, 11/28/2053(1)(2) 224,933
2,555,736 Magnetite Ltd. 1.04%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(1)(3) 2,537,547
  Taco Bell Funding LLC  
648,375 1.95%, 08/25/2051(1) 587,773
593,513 2.29%, 08/25/2051(1) 530,484
1,294,395 Treman Park CLO Ltd. 1.32%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(3) 1,291,291
500,000 Venture 34 CLO Ltd. 1.47%, 10/15/2031, 3 mo. USD LIBOR + 1.230%(1)(3) 498,144
      6,108,479
  Commercial Mortgage-Backed Securities - 0.6%
1,100,000 Arbor Multifamily Mortgage Securities Trust 2.57%, 10/15/2054(1) 1,025,746
255,000 BFLD Trust 2.45%, 11/15/2028, 1 mo. USD LIBOR + 2.050%(1)(3) 252,445
  BX Trust  
3,315,000 0.90%, 10/15/2023, 1 mo. USD LIBOR + 0.506%(1)(3) 3,200,449
1,460,000 1.69%, 10/15/2036, 1 mo. USD LIBOR + 1.297%(1)(3) 1,430,228
  BXHPP Trust  
780,000 1.05%, 08/15/2036, 1 mo. USD LIBOR + 0.650%(1)(3) 758,452
690,000 1.30%, 08/15/2036, 1 mo. USD LIBOR + 0.900%(1)(3) 665,188
  FREMF Mortgage Trust  
160,000 3.51%, 11/25/2045(1)(2) 160,858
285,000 3.67%, 01/25/2048(1)(2) 282,147
160,000 3.70%, 04/25/2048(1)(2) 159,994
200,000 3.78%, 10/25/2048(1)(2) 200,483
160,000 3.88%, 02/25/2050(1)(2) 161,018
1,015,000 4.08%, 09/25/2025(1)(2) 1,024,948
260,000 4.16%, 04/25/2049(1)(2) 263,451
289,976 Life Mortgage Trust 1.10%, 03/15/2038, 1 mo. USD LIBOR + 0.700%(1)(3) 283,448
375,000 SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(1)(2) 357,695
1,735,000 SREIT Trust 1.48%, 11/15/2038, 1 mo. USD LIBOR + 1.080%(1)(3) 1,694,856
      11,921,406
  Other Asset-Backed Securities - 0.8%
222,672 Aaset Trust 3.84%, 05/15/2039(1) 142,763
  Affirm Asset Securitization Trust  
615,000 0.88%, 08/15/2025(1) 611,769
870,000 1.03%, 08/17/2026(1) 831,361
495,225 1.07%, 08/15/2025(1) 488,146
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.3% - (continued)
  Other Asset-Backed Securities - 0.8% - (continued)
$    1,425,000 Aligned Data Centers Issuer LLC 1.94%, 08/15/2046(1) $     1,314,026
            Bayview Opportunity Master Fund Trust  
    223,897 3.50%, 01/28/2055(1)(2)        222,459
    233,216 3.50%, 06/28/2057(1)(2)        232,093
            Castlelake Aircraft Structured Trust  
    222,954 3.47%, 01/15/2046(1)        206,488
    404,761 3.97%, 04/15/2039(1)        366,617
  CF Hippolyta LLC  
332,754 1.53%, 03/15/2061(1) 308,759
163,966 1.98%, 03/15/2061(1) 150,983
1,705,000 CIFC Funding Ltd. 1.31%, 04/24/2030, 3 mo. USD LIBOR + 1.050%(1)(3) 1,697,242
853,550 Domino's Pizza Master Issuer LLC 3.15%, 04/25/2051(1) 780,068
1,718,464 FirstKey Homes Trust 1.54%, 08/17/2038(1) 1,599,543
1,365,690 Home Partners of America Trust 2.30%, 12/17/2026(1) 1,293,993
  Horizon Aircraft Finance Ltd.  
276,443 3.43%, 11/15/2039(1) 254,842
216,919 3.72%, 07/15/2039(1) 193,489
175,613 Mach I 3.47%, 10/15/2039(1) 162,996
144,870 MAPS Ltd. 4.46%, 03/15/2044(1) 135,193
229,283 Mill City Mortgage Loan Trust 2.75%, 01/25/2061(1)(2) 229,870
480,000 New Economy Assets Phase 1 Sponsor LLC 2.41%, 10/20/2061(1) 452,496
2,025,000 SCF Equipment Leasing 0.83%, 08/21/2028(1) 1,977,985
365,029 SoFi Consumer Loan Program Trust 0.49%, 09/25/2030(1) 358,298
736,300 Sonic Capital LLC 2.19%, 08/20/2051(1) 643,746
174,295 START Ireland 4.09%, 03/15/2044(1) 161,342
  Vantage Data Centers Issuer LLC  
1,150,000 1.65%, 09/15/2045(1) 1,071,573
331,217 3.19%, 07/15/2044(1) 328,487
      16,216,627
  Whole Loan Collateral CMO - 0.4%
  Angel Oak Mortgage Trust  
1,127,066 1.46%, 09/25/2066(1)(2) 1,066,130
115,054 2.62%, 11/25/2059(1)(2) 114,931
25,732 3.63%, 03/25/2049(1)(2) 25,711
1,272,110 COLT Mortgage Loan Trust 1.73%, 11/26/2066(1)(2) 1,227,282
280,000 Connecticut Avenue Securities Trust 1.65%, 10/25/2041, 1 mo. USD SOFR + 1.550%(1)(3) 270,501
633,043 CSMC Trust 1.84%, 10/25/2066(1)(2) 607,898
  Fannie Mae Connecticut Avenue Securities  
481,791 2.66%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(3) 484,164
207,312 5.36%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(3) 213,435
251,909 6.36%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(3) 265,205
  Flagstar Mortgage Trust  
728,978 2.00%, 09/25/2041(1)(2) 687,906
375,556 4.00%, 05/25/2048(1)(2) 375,919
294,551 MetLife Securitization Trust 3.00%, 04/25/2055(1)(2) 291,955
559,217 Seasoned Credit Risk Transfer Trust 3.50%, 10/25/2058 562,557
1,001,735 Starwood Residential Mortgage Trust 1.92%, 11/25/2066(1)(2) 944,469
 

1

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.3% - (continued)
  Whole Loan Collateral CMO - 0.4% - (continued)
            Towd Point Mortgage Trust  
$       53,514 2.75%, 04/25/2057(1)(2) $        53,544
    287,760 2.75%, 06/25/2057(1)(2)        285,693
    130,313 3.00%, 01/25/2058(1)(2)        129,846
      7,607,146
  Total Asset & Commercial Mortgage-Backed Securities
(cost $49,699,573)
$ 47,792,187
CORPORATE BONDS - 12.1%
  Aerospace/Defense - 0.4%
850,000 BAE Systems Holdings, Inc. 3.85%, 12/15/2025(1) $ 853,952
2,040,000 Boeing Co. 2.20%, 02/04/2026 1,930,836
560,000 Lockheed Martin Corp. 4.85%, 09/15/2041 631,588
  Raytheon Technologies Corp.  
685,000 3.95%, 08/16/2025 707,067
1,500,000 4.13%, 11/16/2028 1,570,825
  Teledyne Technologies, Inc.  
1,255,000 2.25%, 04/01/2028 1,162,387
1,005,000 2.75%, 04/01/2031 931,389
      7,788,044
  Agriculture - 0.3%
310,000 Altria Group, Inc. 4.50%, 05/02/2043 282,496
3,985,000 BAT Capital Corp. 3.56%, 08/15/2027(4) 3,884,530
1,065,000 Imperial Brands Finance plc 3.75%, 07/21/2022(1) 1,067,508
      5,234,534
  Airlines - 0.0%
621,851 Continental Airlines, Inc. 5.98%, 10/19/2023 622,734
258,903 Southwest Airlines Co. 6.15%, 02/01/2024 260,571
115,675 United Airlines Class B Pass-Through Trust 4.60%, 09/01/2027 105,701
      989,006
  Auto Manufacturers - 0.3%
  General Motors Financial Co., Inc.  
3,185,000 3.70%, 05/09/2023 3,217,920
1,245,000 3.95%, 04/13/2024 1,265,176
1,625,000 Hyundai Capital America 0.80%, 04/03/2023(1) 1,594,458
920,000 Volkswagen Group of America Finance LLC 3.35%, 05/13/2025(1) 918,163
      6,995,717
  Beverages - 0.0%
580,000 Anheuser-Busch InBev Worldwide, Inc. 4.60%, 06/01/2060 616,085
275,000 Constellation Brands, Inc. 2.88%, 05/01/2030 257,981
      874,066
  Biotechnology - 0.1%
1,480,000 Gilead Sciences, Inc. 2.80%, 10/01/2050 1,218,757
  Commercial Banks - 3.8%
  Banco Santander S.A.  
1,200,000 3.13%, 02/23/2023 1,209,178
600,000 3.85%, 04/12/2023 608,178
  Bank of America Corp.  
1,570,000 1.73%, 07/22/2027, (1.73% fixed rate until 07/22/2026; 3 mo. USD SOFR + 0.960% thereafter)(5) 1,459,986
2,210,000 2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.220% thereafter)(5) 1,967,227
Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Commercial Banks - 3.8% - (continued)
$    1,799,000 3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(5) $     1,783,819
  1,610,000 3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(5)      1,615,332
  4,225,000 4.20%, 08/26/2024      4,331,430
            Barclays plc  
  1,510,000 2.89%, 11/24/2032, (2.89% fixed rate until 11/24/2031; 12 mo. USD CMT + 1.300% thereafter)(5)      1,369,824
  1,000,000 3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(5)      1,008,902
  BNP Paribas S.A.  
    830,000 2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(1)(5)        811,151
1,000,000 3.38%, 01/09/2025(1) 995,949
  BPCE S.A.  
2,225,000 5.15%, 07/21/2024(1) 2,293,316
3,625,000 5.70%, 10/22/2023(1) 3,751,870
1,350,000 Cooperatieve Rabobank UA 1.11%, 02/24/2027, (1.11% fixed rate until 02/24/2026; 3 mo. USD SOFR + 0.55% thereafter)(1)(5) 1,236,005
  Credit Agricole S.A.  
1,025,000 3.25%, 10/04/2024(1) 1,023,619
535,000 3.75%, 04/24/2023(1) 542,131
790,000 4.38%, 03/17/2025(1) 798,881
250,000 Credit Suisse AG 3.63%, 09/09/2024 253,091
  Credit Suisse Group AG  
3,670,000 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(1)(5) 3,310,431
1,425,000 3.75%, 03/26/2025 1,421,278
  Danske Bank A/S  
1,865,000 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(1)(5) 1,726,762
775,000 3.88%, 09/12/2023(1) 782,608
575,000 5.38%, 01/12/2024(1) 593,229
  Goldman Sachs Group, Inc.  
1,300,000 1.43%, 03/09/2027, (1.43% fixed rate until 03/09/2026; 3 mo. USD SOFR + 0.798% thereafter)(5) 1,200,811
630,000 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(5) 572,665
560,000 2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 3 mo. USD SOFR + 1.264% thereafter)(5) 509,109
510,000 3.80%, 03/15/2030 513,450
1,150,000 6.25%, 02/01/2041 1,485,925
  HSBC Holdings plc  
2,085,000 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(5) 1,905,477
1,975,000 2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 3 mo. USD SOFR + 1.285% thereafter)(5) 1,779,840
655,000 2.80%, 05/24/2032, (2.80% fixed rate until 05/24/2031; 3 mo. USD SOFR + 1.187% thereafter)(5) 596,794
 

2

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Commercial Banks - 3.8% - (continued)
$    2,625,000 3.60%, 05/25/2023 $     2,655,276
            JP Morgan Chase & Co.  
    620,000 2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 3 mo. USD LIBOR 2.040% thereafter)(5)        574,827
    545,000 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(5)        499,376
    390,000 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(5)        352,801
    705,000 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(5)        708,441
    805,000 4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)(5)        840,685
  Morgan Stanley  
1,755,000 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 3 mo. USD SOFR + 1.020% thereafter)(5) 1,517,139
4,265,000 2.48%, 09/16/2036, (2.48% fixed rate until 09/16/2031; 3 mo. USD SOFR + 1.360% thereafter)(5) 3,654,013
515,000 2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.200% thereafter)(5) 464,228
1,450,000 3.13%, 07/27/2026 1,439,372
1,000,000 3.70%, 10/23/2024 1,018,886
4,905,000 NBK SPC Ltd. 2.75%, 05/30/2022(1) 4,906,766
1,755,000 Santander Holdings USA, Inc. 3.40%, 01/18/2023 1,765,648
  Standard Chartered plc  
1,130,000 0.99%, 01/12/2025, (0.99% fixed rate until 01/12/2024; 3 mo. USD LIBOR + 0.78% thereafter)(1)(5) 1,079,470
3,215,000 1.21%, 03/23/2025, (1.21% fixed rate until 03/23/2024; 12 mo. USD CMT + 0.880% thereafter)(1)(5) 3,067,608
  UBS Group AG  
1,695,000 1.49%, 08/10/2027, (1.49% fixed rate until 08/10/2026; 12 mo. USD CMT + 0.850% thereafter)(1)(5) 1,540,626
2,195,000 2.75%, 02/11/2033, (2.75% fixed rate until 02/11/2032; 12 mo. USD CMT + 1.100% thereafter)(1)(5) 1,994,859
920,000 UniCredit S.p.A. 1.98%, 06/03/2027, (1.98% fixed rate until 06/03/2026; 12 mo. USD CMT + 1.200% thereafter)(1)(5) 830,335
1,133,000 US Bancorp 2.49%, 11/03/2036, (2.49% fixed rate until 11/03/2031; 5 year USD CMT + 0.9500% thereafter)(5) 1,015,548
4,344,000 Wells Fargo & Co. 4.48%, 01/16/2024 4,476,332
      77,860,504
  Commercial Services - 0.1%
  S&P Global, Inc.  
740,000 2.70%, 03/01/2029(1) 718,679
750,000 2.90%, 03/01/2032(1) 727,574
      1,446,253
Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Construction Materials - 0.1%
$      972,000 Carrier Global Corp. 2.72%, 02/15/2030 $       913,681
    996,000 Johnson Controls International plc 4.95%, 07/02/2064(6)     1,043,844
      1,957,525
  Diversified Financial Services - 0.5%
  1,715,000 Aviation Capital Group LLC 1.95%, 09/20/2026(1)      1,552,368
            Avolon Holdings Funding Ltd.  
  1,169,000 2.13%, 02/21/2026(1)      1,068,621
    430,000 2.53%, 11/18/2027(1)        380,479
1,900,000 2.75%, 02/21/2028(1) 1,692,573
1,875,000 Capital One Financial Corp. 3.75%, 04/24/2024 1,903,699
2,125,000 Intercontinental Exchange, Inc. 1.85%, 09/15/2032 1,836,860
1,004,349 Postal Square L.P. 8.95%, 06/15/2022 1,016,246
      9,450,846
  Electric - 1.0%
1,200,000 American Transmission Systems, Inc. 2.65%, 01/15/2032(1) 1,109,644
1,030,000 Cleco Corporate Holdings LLC 3.74%, 05/01/2026 1,044,892
1,960,000 Cleveland Electric Illuminating Co. 3.50%, 04/01/2028(1) 1,916,101
  Consolidated Edison Co. of New York, Inc.  
1,020,000 3.20%, 12/01/2051 901,302
370,000 4.50%, 05/15/2058 390,254
360,000 Dominion Energy South Carolina, Inc. 6.63%, 02/01/2032 443,125
1,200,000 Duke Energy Carolinas LLC 6.10%, 06/01/2037 1,422,167
245,000 Georgia Power Co. 4.75%, 09/01/2040 258,568
1,275,000 Indianapolis Power and Light Co. 6.60%, 06/01/2037(1) 1,606,490
691,000 Mid-Atlantic Interstate Transmission LLC 4.10%, 05/15/2028(1) 698,379
1,290,000 NextEra Energy Capital Holdings, Inc. 1.90%, 06/15/2028 1,185,663
  Niagara Mohawk Power Corp.  
370,000 3.03%, 06/27/2050(1) 297,274
645,000 4.28%, 12/15/2028(1) 662,851
1,455,000 Oncor Electric Delivery Co. LLC 3.80%, 06/01/2049 1,483,499
165,000 PacifiCorp 4.13%, 01/15/2049 170,536
241,000 Pennsylvania Electric Co. 3.60%, 06/01/2029(1) 239,510
  San Diego Gas & Electric Co.  
2,715,000 1.70%, 10/01/2030 2,392,040
860,000 3.70%, 03/15/2052 859,626
90,000 3.75%, 06/01/2047 88,172
25,000 4.15%, 05/15/2048 26,236
  SCE Recovery Funding LLC  
500,340 0.86%, 11/15/2031 451,113
220,000 1.94%, 05/15/2038 191,582
125,000 2.51%, 11/15/2043 107,653
400,000 Sempra Energy 4.13%, 04/01/2052, (4.13% fixed rate until 01/01/2027; 5 year USD CMT + 2.868% thereafter)(5) 372,499
  Southern Co.  
1,050,000 2.95%, 07/01/2023 1,055,932
 

3

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Electric - 1.0% - (continued)
$      750,000 4.00%, 01/15/2051, (4.00% fixed rate until 10/15/2025; 5 year USD CMT + 3.733% thereafter)(5) $       725,625
    350,000 Tucson Electric Power Co. 4.00%, 06/15/2050       346,211
      20,446,944
  Entertainment - 0.0%
            Magallanes, Inc.  
    400,000 4.28%, 03/15/2032(1)        401,719
    300,000 5.05%, 03/15/2042(1)       306,540
      708,259
  Environmental Control - 0.1%
1,480,000 Republic Services, Inc. 2.30%, 03/01/2030 1,361,278
  Food - 0.1%
  Conagra Brands, Inc.  
900,000 1.38%, 11/01/2027 800,074
455,000 4.60%, 11/01/2025 471,637
285,000 McCormick & Co., Inc. 2.50%, 04/15/2030 264,343
480,000 Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026(1) 483,600
      2,019,654
  Gas - 0.2%
330,000 Boston Gas Co. 3.15%, 08/01/2027(1) 319,541
1,870,000 KeySpan Gas East Corp. 2.74%, 08/15/2026(1) 1,803,392
1,220,000 Southern California Gas Co. 2.95%, 04/15/2027 1,205,063
      3,327,996
  Healthcare - Products - 0.2%
2,725,000 Alcon Finance Corp. 3.00%, 09/23/2029(1) 2,605,746
1,530,000 Boston Scientific Corp. 2.65%, 06/01/2030 1,435,812
      4,041,558
  Healthcare - Services - 0.6%
  Anthem, Inc.  
1,510,000 2.25%, 05/15/2030 1,386,846
1,710,000 4.10%, 03/01/2028 1,776,845
475,000 Children's Hospital 2.93%, 07/15/2050 388,860
  CommonSpirit Health  
45,000 3.91%, 10/01/2050 42,849
308,000 4.19%, 10/01/2049 306,318
590,000 4.20%, 08/01/2023 599,316
245,000 4.35%, 11/01/2042 246,389
  Dignity Health  
714,000 3.81%, 11/01/2024 721,280
1,353,000 4.50%, 11/01/2042(4) 1,392,006
  HCA, Inc.  
770,000 4.63%, 03/15/2052 776,226
425,000 5.25%, 06/15/2049 465,220
  Mercy Health  
1,400,000 3.56%, 08/01/2027 1,395,422
455,000 4.30%, 07/01/2028(4) 472,625
1,050,000 Ochsner LSU Health System of North Louisiana 2.51%, 05/15/2031 924,553
335,000 Sutter Health 2.29%, 08/15/2030 303,918
  Toledo Hospital  
900,000 5.33%, 11/15/2028 964,209
320,000 5.75%, 11/15/2038 352,175
  UnitedHealth Group, Inc.  
355,000 2.00%, 05/15/2030 327,246
125,000 2.90%, 05/15/2050 111,504
      12,953,807
Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Insurance - 0.6%
            American International Group, Inc.  
$      750,000 3.40%, 06/30/2030 $       748,060
  2,150,000 4.25%, 03/15/2029      2,248,842
    375,000 4.38%, 06/30/2050        410,787
  2,815,000 Athene Global Funding 2.50%, 03/24/2028(1)      2,597,128
  2,215,000 CNO Global Funding 2.65%, 01/06/2029(1)      2,049,521
  Corebridge Financial, Inc.  
    435,000 3.90%, 04/05/2032        434,356
90,000 4.35%, 04/05/2042 89,976
290,000 4.40%, 04/05/2052 289,951
1,200,000 Equitable Financial Life Global Funding 1.40%, 08/27/2027(1) 1,079,663
200,000 Five Corners Funding Trust 4.42%, 11/15/2023(1) 204,529
  Liberty Mutual Group, Inc.  
122,000 4.25%, 06/15/2023(1) 123,940
428,000 4.57%, 02/01/2029(1) 453,713
705,000 Marsh & McLennan Cos., Inc. 4.38%, 03/15/2029 745,083
132,000 Northwestern Mutual Life Insurance Co. 3.63%, 09/30/2059(1) 119,467
      11,595,016
  Investment Company Security - 0.1%
1,120,000 JAB Holdings B.V. 3.75%, 05/28/2051(1) 1,029,606
1,650,000 Magallanes, Inc. 5.14%, 03/15/2052(1) 1,688,519
      2,718,125
  IT Services - 0.1%
3,190,000 Kyndryl Holdings, Inc. 3.15%, 10/15/2031(1) 2,688,863
  Lodging - 0.1%
2,003,000 Genting New York LLC 3.30%, 02/15/2026(1) 1,896,723
  Media - 0.2%
  Comcast Corp.  
1,367,000 2.89%, 11/01/2051(1) 1,151,730
1,500,000 4.40%, 08/15/2035 1,620,796
935,000 Discovery Communications LLC 3.95%, 03/20/2028 935,533
  Time Warner Cable LLC  
395,000 6.55%, 05/01/2037 454,344
250,000 7.30%, 07/01/2038 303,744
130,000 Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023 136,875
      4,603,022
  Oil & Gas - 0.4%
  Equinor ASA  
85,000 2.88%, 04/06/2025 85,101
2,470,000 3.00%, 04/06/2027 2,462,344
  Hess Corp.  
705,000 5.60%, 02/15/2041 792,862
1,775,000 7.30%, 08/15/2031 2,175,977
  Qatar Energy  
935,000 2.25%, 07/12/2031(1) 860,331
780,000 3.13%, 07/12/2041(1) 709,684
615,000 Saudi Arabian Oil Co. 3.50%, 04/16/2029(1) 618,834
      7,705,133
  Pharmaceuticals - 0.2%
975,000 AbbVie, Inc. 3.80%, 03/15/2025 994,109
955,000 Bayer U.S. Finance LLC 3.38%, 10/08/2024(1) 954,287
955,000 Cigna Corp. 4.38%, 10/15/2028 1,006,390
  CVS Health Corp.  
113,000 4.30%, 03/25/2028 118,403
 

4

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Pharmaceuticals - 0.2% - (continued)
$      685,000 4.88%, 07/20/2035 $       752,148
    650,000 Takeda Pharmaceutical Co., Ltd. 3.18%, 07/09/2050       568,285
      4,393,622
  Pipelines - 0.5%
  1,955,000 EIG Pearl Holding S.a.r.l. 3.55%, 08/31/2036(1)      1,862,302
            Energy Transfer L.P.  
    180,000 4.95%, 06/15/2028        188,760
    750,000 5.00%, 05/15/2050        758,512
945,000 5.35%, 05/15/2045 973,294
872,000 7.60%, 02/01/2024 931,008
  Enterprise Products Operating LLC  
100,000 3.70%, 01/31/2051 91,449
145,000 3.95%, 01/31/2060 134,724
1,993,868 Galaxy Pipeline Assets Bidco Ltd. 2.16%, 03/31/2034(1) 1,834,057
  Gray Oak Pipeline LLC  
606,000 2.60%, 10/15/2025(1) 581,876
100,000 3.45%, 10/15/2027(1) 96,386
425,000 TransCanada PipeLines Ltd. 4.10%, 04/15/2030 438,895
2,470,000 Western Midstream Operating L.P. 4.00%, 07/01/2022 2,470,000
      10,361,263
  Real Estate Investment Trusts - 0.4%
  American Tower Corp.  
375,000 4.40%, 02/15/2026 385,372
400,000 5.00%, 02/15/2024 414,104
1,110,000 CubeSmart L.P. 2.25%, 12/15/2028 1,009,982
  EPR Properties  
2,255,000 3.60%, 11/15/2031 2,044,682
1,538,000 3.75%, 08/15/2029 1,439,824
245,000 4.75%, 12/15/2026 245,492
240,000 4.95%, 04/15/2028 240,629
985,000 Equinix, Inc. 3.00%, 07/15/2050 802,753
  SBA Tower Trust  
545,000 1.63%, 05/15/2051(1) 512,820
300,000 1.88%, 07/15/2050(1) 283,335
470,000 2.84%, 01/15/2050(1) 462,673
225,000 3.45%, 03/15/2048(1) 225,044
      8,066,710
  Retail - 0.1%
1,000,000 AutoZone, Inc. 3.25%, 04/15/2025 999,742
830,000 Lowe's Cos., Inc. 3.75%, 04/01/2032 839,623
      1,839,365
  Semiconductors - 0.3%
375,000 Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027 378,017
  Broadcom, Inc.  
800,000 2.60%, 02/15/2033(1) 696,159
1,595,000 3.42%, 04/15/2033(1) 1,491,209
510,000 3.50%, 02/15/2041(1) 454,249
160,000 4.15%, 11/15/2030 162,179
2,275,000 Microchip Technology, Inc. 0.97%, 02/15/2024 2,181,875
      5,363,688
  Software - 0.3%
  Oracle Corp.  
1,600,000 3.60%, 04/01/2050 1,327,089
730,000 3.65%, 03/25/2041 642,635
315,000 3.85%, 04/01/2060 258,360
1,405,000 3.95%, 03/25/2051 1,227,626
Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Software - 0.3% - (continued)
$      385,000 S & P Global, Inc. 3.70%, 03/01/2052 $       391,044
            Workday, Inc.  
    245,000 3.70%, 04/01/2029        245,298
  2,380,000 3.80%, 04/01/2032     2,382,954
      6,475,006
  Telecommunications - 0.6%
  AT&T, Inc.  
  1,110,000 3.30%, 02/01/2052        944,622
835,000 3.50%, 09/15/2053 733,345
84,000 3.65%, 06/01/2051 76,314
146,000 3.85%, 06/01/2060 130,607
200,000 4.30%, 12/15/2042 202,030
2,185,000 4.45%, 04/01/2024 2,250,133
450,000 Deutsche Telekom International Finance B.V. 3.60%, 01/19/2027(1) 454,863
576,000 Orange S.A. 9.00%, 03/01/2031 800,105
1,680,000 Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%, 03/20/2025(1) 1,716,292
  Verizon Communications, Inc.  
5,588,000 2.36%, 03/15/2032(1) 5,038,904
715,000 4.75%, 11/01/2041 786,517
      13,133,732
  Transportation - 0.1%
1,160,000 Canadian Pacific Railway Co. 2.45%, 12/02/2031 1,075,790
  Trucking & Leasing - 0.3%
2,185,000 DAE Funding LLC 1.55%, 08/01/2024(1) 2,065,509
  Penske Truck Leasing Co. L.P. / PTL Finance Corp.  
155,000 2.70%, 11/01/2024(1) 152,790
2,850,000 3.95%, 03/10/2025(1) 2,883,683
      5,101,982
  Total Corporate Bonds
(cost $255,014,409)
$ 245,692,788
FOREIGN GOVERNMENT OBLIGATIONS - 0.2%
  Mexico - 0.1%
960,000 Mexico Government International Bond 4.28%, 08/14/2041 $ 896,784
  Qatar - 0.1%
1,680,000 Qatar Government International Bond 3.88%, 04/23/2023(1) 1,709,366
  Saudi Arabia - 0.0%
800,000 Saudi Government International Bond 2.88%, 03/04/2023(1) 805,600
  Total Foreign Government Obligations
(cost $3,424,826)
  $ 3,411,750
MUNICIPAL BONDS - 0.8%
  Development - 0.1%
1,250,000 Philadelphia, PA, Auth Industrial Dev, (NATL Insured) 6.55%, 10/15/2028 $ 1,476,548
  General - 0.1%
815,000 California State Health Facs Finance Auth Rev 4.35%, 06/01/2041 829,471
365,000 City of Sacramento, CA, (AGM Insured) 6.42%, 08/01/2023 384,457
 

5

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 0.8% - (continued)
  General - 0.1% - (continued)
$      540,000 Kansas State Dev Finance Auth 2.77%, 05/01/2051 $       448,818
    750,000 Sales Tax Securitization Corp., IL Rev 4.79%, 01/01/2048       842,966
      2,505,712
  General Obligation - 0.3%
  4,910,000 State of Illinois, GO 5.10%, 06/01/2033     5,221,330
  Tobacco - 0.0%
  Golden State, CA, Tobacco Securitization Corp.  
     35,000 2.75%, 06/01/2034         31,801
185,000 3.00%, 06/01/2046 183,219
75,000 3.29%, 06/01/2042 67,818
      282,838
  Transportation - 0.2%
185,000 Chicago, IL, Transit Auth Sales & Transfer Tax Receipts Rev 6.90%, 12/01/2040 237,819
  Foothill-Eastern Transportation Corridor Agency, CA, (AGM Insured)  
705,000 3.92%, 01/15/2053 689,452
95,000 4.09%, 01/15/2049 94,602
875,000 Illinois State Toll Highway Auth, Taxable Rev 6.18%, 01/01/2034 1,083,405
  Metropolitan Transportation Auth, NY, Rev  
35,000 6.20%, 11/15/2026 37,575
375,000 6.67%, 11/15/2039 472,044
785,000 6.81%, 11/15/2040 1,007,063
710,000 Port Authority of New York & New Jersey 3.18%, 07/15/2060 599,662
      4,221,622
  Utility - Electric - 0.1%
785,000 Illinois Municipal Electric Agency 6.83%, 02/01/2035 954,180
732,000 Municipal Electric Auth, GA 6.64%, 04/01/2057 976,924
291,000 New York Utility Debt Securitization Auth 3.44%, 12/15/2025 292,879
      2,223,983
  Total Municipal Bonds
(cost $15,925,273)
  $ 15,932,033
U.S. GOVERNMENT AGENCIES - 0.3%
  Mortgage-Backed Agencies - 0.3%
  FHLMC - 0.1%
45,166 0.75%, 01/25/2051, 1 mo. USD SOFR + 0.650%(1)(3) $ 45,071
321,833 0.90%, 08/25/2033, 1 mo. USD SOFR + 0.800%(1)(3) 319,556
5,254 2.35%, 04/01/2029, 12 mo. USD CMT + 2.238%(3) 5,260
630,059 2.90%, 10/25/2050, 1 mo. USD SOFR + 2.800%(1)(3) 631,259
1,127,793 2.96%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(3) 1,136,415
12,030 4.00%, 03/01/2041 12,574
322,878 5.46%, 12/25/2028, 1 mo. USD LIBOR + 5.000%(3) 339,808
      2,489,943
Shares or Principal Amount   Market Value
U.S. GOVERNMENT AGENCIES - 0.3% - (continued)
  Mortgage-Backed Agencies - 0.3% - (continued)
  FNMA - 0.1%
$      104,728 0.53%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(3) $       104,818
    325,000 3.07%, 02/01/2025        326,965
      8,543 4.50%, 11/01/2023          8,855
     68,027 4.50%, 03/01/2038         72,064
     25,960 4.50%, 11/01/2039         27,624
     16,821 4.50%, 04/01/2040         17,914
     43,303 4.50%, 08/01/2040         46,111
13,963 4.50%, 02/01/2041 14,791
265,940 4.50%, 04/01/2041 282,653
142,748 4.50%, 06/01/2041 149,528
206,027 4.50%, 07/01/2041 219,410
51,759 4.50%, 09/01/2041 54,981
34,765 4.50%, 07/01/2044 36,104
      1,361,818
  GNMA - 0.1%
39,973 5.00%, 07/15/2037 43,886
2,261 6.00%, 06/15/2024 2,407
2,620 6.00%, 07/15/2026 2,793
881 6.00%, 03/15/2028 942
21,669 6.00%, 04/15/2028 23,176
30,701 6.00%, 05/15/2028 32,773
13,268 6.00%, 06/15/2028 14,162
14,768 6.00%, 07/15/2028 15,754
4,964 6.00%, 08/15/2028 5,298
30,851 6.00%, 09/15/2028 32,925
60,404 6.00%, 10/15/2028 64,467
43,004 6.00%, 11/15/2028 45,896
56,318 6.00%, 12/15/2028 60,112
959 6.00%, 12/15/2031 1,031
12,576 6.00%, 09/15/2032 13,938
4,493 6.00%, 11/15/2032 4,873
1,661 6.00%, 04/15/2033 1,774
58,313 6.00%, 06/15/2033 63,414
17,915 6.00%, 10/15/2033 20,095
1,862 6.00%, 11/15/2033 2,078
21,488 6.00%, 10/15/2034 22,962
50,326 6.00%, 01/15/2035 53,852
6,071 6.00%, 05/15/2035 6,484
6,753 6.00%, 06/15/2035 7,219
145 6.50%, 03/15/2026 155
2,044 6.50%, 01/15/2028 2,220
22,587 6.50%, 03/15/2028 24,175
50,637 6.50%, 04/15/2028 54,352
15,511 6.50%, 05/15/2028 16,575
73,253 6.50%, 06/15/2028 78,310
4,954 6.50%, 10/15/2028 5,294
1,349 6.50%, 02/15/2035 1,468
5,201 7.00%, 11/15/2031 5,552
2,747 7.00%, 03/15/2032 2,932
599,499 7.00%, 11/15/2032 667,598
71,166 7.00%, 01/15/2033 77,995
81,987 7.00%, 05/15/2033 89,629
12,210 7.00%, 07/15/2033 13,277
91,131 7.00%, 11/15/2033 99,861
35,314 7.50%, 09/16/2035 38,293
71 8.00%, 09/15/2026 75
18 8.00%, 11/15/2026 19
3,655 8.00%, 12/15/2026 3,921
63 8.00%, 09/15/2027 64
2,416 8.00%, 07/15/2029 2,634
2,232 8.00%, 12/15/2029 2,326
 

6

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
U.S. GOVERNMENT AGENCIES - 0.3% - (continued)
  Mortgage-Backed Agencies - 0.3% - (continued)
  GNMA - 0.1% - (continued)
$        3,242 8.00%, 01/15/2030         3,314
      1,776 8.00%, 02/15/2030         1,782
        664 8.00%, 03/15/2030 $           667
      7,173 8.00%, 04/15/2030          7,200
      3,556 8.00%, 05/15/2030         3,669
     27,175 8.00%, 06/15/2030        27,998
      1,068 8.00%, 07/15/2030         1,090
25,808 8.00%, 08/15/2030 26,687
12,425 8.00%, 09/15/2030 12,702
4,832 8.00%, 11/15/2030 4,850
60,207 8.00%, 12/15/2030 62,330
      1,881,325
  Total U.S. Government Agencies
(cost $5,637,933)
  $ 5,733,086
U.S. GOVERNMENT SECURITIES - 15.6%
  U.S. Treasury Securities - 15.6%
  U.S. Treasury Bonds - 5.7%
470,000 1.63%, 11/15/2050 $ 385,914
13,060,000 1.75%, 08/15/2041 11,331,591
2,170,000 1.88%, 02/15/2051 1,897,055
21,360,000 1.88%, 11/15/2051 18,723,375
9,650,000 2.00%, 11/15/2041 8,742,297
5,790,000 2.00%, 08/15/2051 5,220,951
5,735,000 2.25%, 02/15/2052 5,497,535
960,000 2.38%, 02/15/2042 927,000
18,370,000 2.50%, 02/15/2045 17,939,453
2,624,000 2.75%, 11/15/2047 2,723,937
7,570,800 2.88%, 05/15/2043 7,848,790
7,895,000 3.13%, 08/15/2044(7) 8,549,113
5,965,000 3.38%, 05/15/2044 6,708,295
14,935,000 4.38%, 02/15/2038 18,886,358
      115,381,664
  U.S. Treasury Notes - 9.9%
1,175,000 0.13%, 05/15/2023 1,152,969
4,000,000 0.13%, 05/31/2023 3,919,844
7,700,000 0.13%, 06/30/2023 7,529,758
15,470,000 0.25%, 09/30/2023 15,048,201
290,000 0.25%, 05/31/2025 270,176
15,320,000 0.25%, 07/31/2025 14,218,875
8,770,000 0.25%, 08/31/2025 8,123,898
14,815,000 0.25%, 09/30/2025 13,700,981
4,050,000 0.38%, 10/31/2023 3,938,309
8,325,000 0.38%, 11/30/2025 7,705,178
6,815,000 0.38%, 12/31/2025 6,300,680
7,435,000 0.38%, 01/31/2026 6,859,659
4,300,000 0.50%, 02/28/2026 3,980,019
1,560,000 0.63%, 07/31/2026 1,441,416
3,620,000 0.75%, 03/31/2026 3,379,751
5,655,000 0.75%, 04/30/2026 5,273,508
3,455,000 0.75%, 05/31/2026 3,217,199
2,305,000 0.75%, 08/31/2026 2,139,328
3,350,000 0.88%, 01/31/2024 3,266,904
10,155,000 0.88%, 06/30/2026 9,496,512
7,530,000 0.88%, 09/30/2026 7,018,195
3,745,000 1.13%, 10/31/2026 3,527,176
12,080,000 1.25%, 11/30/2026 11,444,856
7,725,000 1.25%, 12/31/2026 7,308,876
960,000 1.25%, 03/31/2028 896,512
150,000 1.25%, 05/31/2028 139,811
1,480,000 1.25%, 09/30/2028 1,374,955
1,020,000 1.38%, 10/31/2028 954,656
Shares or Principal Amount   Market Value
U.S. GOVERNMENT SECURITIES - 15.6% - (continued)
  U.S. Treasury Securities - 15.6% - (continued)
  U.S. Treasury Notes - 9.9% - (continued)
$    6,850,000 1.38%, 11/15/2031 $     6,288,086
  1,085,000 1.50%, 02/29/2024      1,069,954
14,980,000 1.50%, 01/31/2027     14,336,328
    530,000 1.50%, 11/30/2028        499,773
  2,905,000 1.63%, 10/31/2026      2,800,148
  4,020,000 1.88%, 02/28/2027      3,918,244
10,960,000 1.88%, 02/15/2032     10,526,737
7,680,000 2.00%, 11/15/2026 7,522,200
1,375,000 2.50%, 03/31/2027 1,379,833
      201,969,505
  Total U.S. Government Securities
(cost $326,576,545)
  $ 317,351,169
COMMON STOCKS - 67.3%
  Automobiles & Components - 0.7%
508,433 Gentex Corp. $ 14,830,991
  Banks - 3.5%
238,417 JP Morgan Chase & Co. 32,501,005
142,206 M&T Bank Corp. 24,103,917
77,506 PNC Financial Services Group, Inc. 14,295,982
      70,900,904
  Capital Goods - 6.8%
163,875 Fortune Brands Home & Security, Inc. 12,172,635
80,174 General Dynamics Corp. 19,336,365
72,605 Hubbell, Inc. 13,342,621
278,625 Johnson Controls International plc 18,269,441
76,463 L3Harris Technologies, Inc. 18,998,762
91,670 Middleby Corp.* 15,028,380
42,392 Northrop Grumman Corp. 18,958,550
218,122 Raytheon Technologies Corp. 21,609,347
      137,716,101
  Consumer Durables & Apparel - 0.6%
146,283 Lennar Corp. Class A 11,873,791
  Diversified Financials - 3.1%
238,328 Ares Management Corp. Class A 19,359,384
242,503 Morgan Stanley 21,194,762
57,035 S&P Global, Inc. 23,394,616
      63,948,762
  Energy - 1.3%
107,460 Pioneer Natural Resources Co. 26,868,224
  Food & Staples Retailing - 0.8%
205,371 Sysco Corp. 16,768,542
  Food, Beverage & Tobacco - 1.6%
401,867 Keurig Dr Pepper, Inc. 15,230,760
281,472 Mondelez International, Inc. Class A 17,670,812
      32,901,572
  Health Care Equipment & Services - 7.2%
60,594 Anthem, Inc. 29,764,985
65,688 Becton Dickinson and Co. 17,473,008
394,738 Boston Scientific Corp.* 17,482,946
261,718 Centene Corp.* 22,034,038
165,871 Medtronic plc 18,403,388
80,887 UnitedHealth Group, Inc. 41,249,943
      146,408,308
  Insurance - 4.3%
100,721 Assurant, Inc. 18,314,099
117,977 Chubb Ltd. 25,235,280
 

7

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 67.3% - (continued)
  Insurance - 4.3% - (continued)
   366,409 MetLife, Inc. $    25,751,225
   152,451 Progressive Corp.    17,377,890
      86,678,494
  Materials - 1.2%
   473,266 Axalta Coating Systems Ltd.*     11,632,878
   199,555 Sealed Air Corp.    13,362,203
      24,995,081
  Media & Entertainment - 8.4%
29,101 Alphabet, Inc. Class C* 81,278,802
512,935 Comcast Corp. Class A 24,015,617
147,662 Electronic Arts, Inc. 18,680,719
130,991 Meta Platforms, Inc. Class A* 29,127,159
201,665 Omnicom Group, Inc. 17,117,325
      170,219,622
  Pharmaceuticals, Biotechnology & Life Sciences - 6.2%
297,036 AstraZeneca plc ADR 19,705,368
118,150 Eli Lilly & Co. 33,834,616
672,557 Pfizer, Inc. 34,818,276
38,306 Roche Holding AG 15,156,217
85,885 Vertex Pharmaceuticals, Inc.* 22,413,408
      125,927,885
  Real Estate - 0.8%
359,989 Gaming and Leisure Properties, Inc. REIT 16,894,284
  Retailing - 2.7%
11,702,200 Allstar Co.(8)(9)(10)(11)
80,364 Home Depot, Inc. 24,055,356
290,001 TJX Cos., Inc. 17,568,261
241,682 Victoria's Secret & Co.* 12,412,787
      54,036,404
  Semiconductors & Semiconductor Equipment - 3.1%
117,237 Analog Devices, Inc. 19,365,208
37,221 KLA Corp. 13,625,119
204,534 Micron Technology, Inc. 15,931,153
118,490 Qorvo, Inc.* 14,704,609
      63,626,089
  Software & Services - 10.0%
72,710 Accenture plc Class A 24,519,993
172,093 Amdocs Ltd. 14,147,766
154,039 Fidelity National Information Services, Inc. 15,468,596
122,831 Global Payments, Inc. 16,808,194
322,051 Microsoft Corp. 99,291,544
111,072 salesforce.com, Inc.* 23,582,807
87,837 VMware, Inc. Class A 10,001,999
      203,820,899
  Technology Hardware & Equipment - 3.5%
583,750 Cisco Systems, Inc. 32,549,900
498,869 Corning, Inc. 18,413,255
92,751 F5, Inc.* 19,380,321
      70,343,476
  Transportation - 0.6%
251,383 Knight-Swift Transportation Holdings, Inc. 12,684,786
  Utilities - 0.9%
378,936 Exelon Corp. 18,048,722
  Total Common Stocks
(cost $841,254,885)
  $ 1,369,492,937
  Total Long-Term Investments
(Cost $1,497,533,444)
  $ 2,005,405,950
Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 1.3%
  Repurchase Agreements - 1.3%
$   26,209,125 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2022 at 0.240%, due on 04/01/2022 with a maturity value of $26,209,300; collateralized by U.S. Treasury Bond at 2.750%, maturing 08/15/2047, with a market value of $26,733,369 $    26,209,125
  Securities Lending Collateral - 0.0%
   266,247 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(12)        266,247
    31,823 Invesco Government & Agency Portfolio, Institutional Class, 0.26%(12)         31,823
      298,070
  Total Short-Term Investments
(cost $26,507,195)
$ 26,507,195
  Total Investments
(cost $1,524,040,639)
99.9% $ 2,031,913,145
  Other Assets and Liabilities 0.1% 1,965,619
  Total Net Assets 100.0% $ 2,033,878,764
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At March 31, 2022, the aggregate value of these securities was $142,596,308, representing 7.0% of net assets.
(2) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(3) Variable rate securities; the rate reported is the coupon rate in effect at March 31, 2022. Base lending rates may be subject to a floor or cap.
(4) Represents entire or partial securities on loan.
 

8

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

(5) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(6) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(7) All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of March 31, 2022, the market value of securities pledged was $146,185.
(8) Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer.
(9) This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At March 31, 2022, the aggregate fair value of this security was $0, which represented 0.0% 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.
(10) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $0 or 0.0% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
08/2011   Allstar Co.   11,702,200   $ —   $ —
    
(11) Investment valued using significant unobservable inputs.
(12) Current yield as of period end.
 
Futures Contracts Outstanding at March 31, 2022
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future   190   06/30/2022   $ 40,265,156   $ (542,568)
U.S. Treasury 5-Year Note Future   111   06/30/2022   12,730,313   (333,367)
U.S. Treasury 10-Year Note Future   7   06/21/2022   860,125   (31,435)
Total               $ (907,370)
Short position contracts:
U.S. Treasury 10-Year Ultra Bond Future   46   06/21/2022   $ 6,231,563   $ 158,372
U.S. Treasury Ultra Bond Future   7   06/21/2022   1,239,875   (23,669)
Total               $ 134,703
Total futures contracts   $ (772,667)
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

9

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Asset & Commercial Mortgage-Backed Securities   $ 47,792,187   $ —   $ 47,792,187   $ —
Corporate Bonds   245,692,788     245,692,788  
Foreign Government Obligations   3,411,750     3,411,750  
Municipal Bonds   15,932,033     15,932,033  
U.S. Government Agencies   5,733,086     5,733,086  
U.S. Government Securities   317,351,169     317,351,169  
Common Stocks                
Automobiles & Components   14,830,991   14,830,991    
Banks   70,900,904   70,900,904    
Capital Goods   137,716,101   137,716,101    
Consumer Durables & Apparel   11,873,791   11,873,791    
Diversified Financials   63,948,762   63,948,762    
Energy   26,868,224   26,868,224    
Food & Staples Retailing   16,768,542   16,768,542    
Food, Beverage & Tobacco   32,901,572   32,901,572    
Health Care Equipment & Services   146,408,308   146,408,308    
Insurance   86,678,494   86,678,494    
Materials   24,995,081   24,995,081    
Media & Entertainment   170,219,622   170,219,622    
Pharmaceuticals, Biotechnology & Life Sciences   125,927,885   110,771,668   15,156,217  
Real Estate   16,894,284   16,894,284    
Retailing   54,036,404   54,036,404    
Semiconductors & Semiconductor Equipment   63,626,089   63,626,089    
Software & Services   203,820,899   203,820,899    
Technology Hardware & Equipment   70,343,476   70,343,476    
Transportation   12,684,786   12,684,786    
Utilities   18,048,722   18,048,722    
Short-Term Investments   26,507,195   298,070   26,209,125  
Futures Contracts(2)   158,372   158,372    
Total   $ 2,032,071,517   $ 1,354,793,162   $ 677,278,355   $ —
Liabilities                
Futures Contracts(2)   $ (931,039)   $ (931,039)   $ —   $ —
Total   $ (931,039)   $ (931,039)   $ —   $ —
    
(1) For the period ended March 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended March 31, 2022 is not presented.

10

Hartford Capital Appreciation HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 96.5%
  Automobiles & Components - 0.5%
   167,326 General Motors Co.* $     7,318,839
     4,845 Tesla, Inc.*      5,220,972
   104,760 Thor Industries, Inc.     8,244,612
      20,784,423
  Banks - 2.1%
   711,764 Bank of America Corp.     29,338,912
109,240 JP Morgan Chase & Co. 14,891,597
93,871 M&T Bank Corp. 15,911,135
172,869 Royal Bank of Canada 19,032,667
156,321 Zions Bancorp NA 10,248,405
      89,422,716
  Capital Goods - 7.3%
73,434 Airbus SE 8,861,165
126,885 AMETEK, Inc. 16,898,544
52,747 Boeing Co.* 10,101,051
80,239 HEICO Corp. 12,319,896
350,600 HF Global, Inc.*(1)(2)(3) 7,373,118
257,587 Honeywell International, Inc. 50,121,278
78,567 IDEX Corp. 15,063,651
214,210 Johnson Controls International plc 14,045,750
48,961 Lockheed Martin Corp. 21,611,385
58,383 Middleby Corp.* 9,571,309
113,617 Northrop Grumman Corp. 50,811,795
133,588 PACCAR, Inc. 11,765,095
247,332 Raytheon Technologies Corp. 24,503,181
82,216 Snap-on, Inc. 16,893,744
341,980 Westinghouse Air Brake Technologies Corp. 32,888,217
      302,829,179
  Commercial & Professional Services - 1.6%
157,586 Copart, Inc.* 19,772,315
149,065 CoStar Group, Inc.* 9,929,220
175,955 Leidos Holdings, Inc. 19,006,659
87,382 Verisk Analytics, Inc. Class A 18,754,799
      67,462,993
  Consumer Durables & Apparel - 3.2%
86,194 Garmin Ltd. 10,223,470
109,033 Lennar Corp. Class A 8,850,209
93,687 Lululemon Athletica, Inc.* 34,217,303
325,137 NIKE, Inc. Class B 43,750,435
2,359 NVR, Inc.* 10,538,290
324,336 Peloton Interactive, Inc. Class A* 8,568,957
111,265 Steven Madden Ltd. 4,299,280
250,133 VF Corp. 14,222,562
      134,670,506
  Consumer Services - 3.3%
282,607 Airbnb, Inc. Class A* 48,540,578
604 Chipotle Mexican Grill, Inc.* 955,546
672,774 Compass Group plc 14,478,156
458,439 DraftKings, Inc. Class A* 8,925,807
419,515 Las Vegas Sands Corp.* 16,306,548
160,730 McDonald's Corp. 39,745,315
205,443 Six Flags Entertainment Corp.* 8,936,771
      137,888,721
  Diversified Financials - 4.8%
208,534 American Express Co. 38,995,858
185,670 Apollo Global Management, Inc. 11,509,683
296,893 Bank of New York Mellon Corp. 14,734,800
20,297 BlackRock, Inc. 15,510,358
288,877 Charles Schwab Corp. 24,355,220
343,910 Equitable Holdings, Inc. 10,630,258
43,612 Moody's Corp. 14,715,125
Shares or Principal Amount   Market Value
COMMON STOCKS - 96.5% - (continued)
  Diversified Financials - 4.8% - (continued)
   187,556 Raymond James Financial, Inc. $    20,614,280
    43,036 S&P Global, Inc.     17,652,506
   105,347 T Rowe Price Group, Inc.     15,927,413
   229,273 Voya Financial, Inc.    15,212,264
      199,857,765
  Energy - 1.5%
205,192 Baker Hughes Co. 7,471,041
405,017 Canadian Natural Resources Ltd. 25,102,954
93,378 ConocoPhillips 9,337,800
64,576 Diamondback Energy, Inc. 8,852,078
260,715 Schlumberger N.V. 10,770,136
      61,534,009
  Food & Staples Retailing - 0.1%
72,462 Sysco Corp. 5,916,522
  Food, Beverage & Tobacco - 3.9%
842,556 Coca-Cola Co. 52,238,472
253,763 General Mills, Inc. 17,184,830
616,199 Keurig Dr Pepper, Inc. 23,353,942
302,241 PepsiCo., Inc. 50,589,099
200,243 Philip Morris International, Inc. 18,810,827
      162,177,170
  Health Care Equipment & Services - 9.0%
36,380 ABIOMED, Inc.* 12,050,511
403,366 Baxter International, Inc. 31,277,000
73,434 Becton Dickinson and Co. 19,533,444
318,194 Boston Scientific Corp.* 14,092,812
248,875 Centene Corp.* 20,952,786
188,642 CVS Health Corp. 19,092,457
332,695 Dentsply Sirona, Inc. 16,375,248
26,871 DexCom, Inc.* 13,747,204
176,641 Encompass Health Corp. 12,560,941
40,060 Humana, Inc. 17,432,910
33,661 Insulet Corp.* 8,966,954
78,564 Intuitive Surgical, Inc.* 23,701,187
356,786 Medtronic plc 39,585,407
137,235 Stryker Corp. 36,689,777
29,578 Teleflex, Inc. 10,495,162
109,500 UnitedHealth Group, Inc. 55,841,715
111,786 Veeva Systems, Inc. Class A* 23,750,054
      376,145,569
  Household & Personal Products - 2.6%
629,508 Colgate-Palmolive Co. 47,735,592
292,041 Procter & Gamble Co. 44,623,865
357,128 Unilever plc 16,214,593
      108,574,050
  Insurance - 4.7%
231,222 Brown & Brown, Inc. 16,710,414
353,309 Chubb Ltd. 75,572,795
152,499 Globe Life, Inc. 15,341,400
294,905 Marsh & McLennan Cos., Inc. 50,257,710
352,061 MetLife, Inc. 24,742,847
68,532 Travelers Cos., Inc. 12,522,852
      195,148,018
  Materials - 4.1%
45,811 Albemarle Corp. 10,131,102
349,690 CRH plc 13,967,190
247,311 Ecolab, Inc. 43,665,230
227,005 FMC Corp. 29,867,048
106,618 Linde plc* 34,056,988
98,013 PPG Industries, Inc. 12,846,564
 

11

Hartford Capital Appreciation HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 96.5% - (continued)
  Materials - 4.1% - (continued)
   117,288 Reliance Steel & Aluminum Co. $    21,504,755
    88,947 Rio Tinto plc ADR(4)     7,151,339
      173,190,216
  Media & Entertainment - 8.0%
   104,975 Activision Blizzard, Inc.      8,409,547
    39,044 Alphabet, Inc. Class A*   108,595,029
10,744 Cable One, Inc. 15,731,795
22,916 Charter Communications, Inc. Class A* 12,501,136
228,952 Electronic Arts, Inc. 28,964,718
156,336 Match Group, Inc.* 16,999,977
134,055 Meta Platforms, Inc. Class A* 29,808,470
331,935 Omnicom Group, Inc. 28,174,643
197,658 Pinterest, Inc. Class A* 4,864,363
144,642 Roku, Inc.* 18,119,303
471,660 Snap, Inc. Class A* 16,975,043
101,105 Spotify Technology S.A.* 15,268,877
176,582 Twitter, Inc.* 6,831,958
86,920 Walt Disney Co.* 11,921,947
158,339 ZoomInfo Technologies, Inc.* 9,459,172
      332,625,978
  Pharmaceuticals, Biotechnology & Life Sciences - 6.7%
36,564 Alnylam Pharmaceuticals, Inc.* 5,970,536
136,187 Apellis Pharmaceuticals, Inc.* 6,919,662
233,159 AstraZeneca plc ADR 15,467,768
50,632 Biogen, Inc.* 10,663,099
166,506 Danaher Corp. 48,841,205
293,759 Exact Sciences Corp.* 20,539,629
67,558 Illumina, Inc.* 23,604,765
49,216 Jazz Pharmaceuticals plc* 7,661,455
269,941 Johnson & Johnson 47,841,643
151,104 Organon & Co. 5,278,063
349,264 Pfizer, Inc. 18,081,397
162,312 PTC Therapeutics, Inc.* 6,055,861
21,511 Regeneron Pharmaceuticals, Inc.* 15,023,713
99,893 Sanofi 10,213,019
172,937 Seagen, Inc.* 24,911,575
88,883 Ultragenyx Pharmaceutical, Inc.* 6,454,683
28,852 Vertex Pharmaceuticals, Inc.* 7,529,506
      281,057,579
  Real Estate - 2.6%
137,897 American Tower Corp. REIT 34,642,484
418,829 Americold Realty Trust REIT 11,676,953
34,804 AvalonBay Communities, Inc. REIT 8,644,269
19,503 Equinix, Inc. REIT 14,463,815
33,205 Innovative Industrial Properties, Inc. REIT 6,820,307
742,852 VICI Properties, Inc. REIT 21,141,568
126,660 Welltower, Inc. REIT 12,177,092
      109,566,488
  Retailing - 5.4%
52,258 Alibaba Group Holding Ltd. ADR* 5,685,670
8,451,700 Allstar Co.*(1)(2)(3)(5)
21,968 Amazon.com, Inc.* 71,614,582
8,320 AutoZone, Inc.* 17,010,906
91,117 CarMax, Inc.* 8,790,968
192,712 Chewy, Inc. Class A*(4) 7,858,795
102,572 Dollar Tree, Inc.* 16,426,906
142,325 Etsy, Inc.* 17,688,151
873,764 TJX Cos., Inc. 52,932,623
115,140 Tory Burch LLC*(1)(2)(3) 5,712,078
51,780 Ulta Beauty, Inc.* 20,619,832
      224,340,511
Shares or Principal Amount   Market Value
COMMON STOCKS - 96.5% - (continued)
  Semiconductors & Semiconductor Equipment - 3.2%
   247,818 Advanced Micro Devices, Inc.* $    27,096,420
    14,072 Broadcom, Inc.      8,860,857
    17,315 KLA Corp.      6,338,329
   203,100 Micron Technology, Inc.     15,819,459
    59,394 MKS Instruments, Inc.      8,909,100
    92,063 NVIDIA Corp.     25,120,310
39,031 NXP Semiconductors N.V. 7,223,857
81,606 Qorvo, Inc.* 10,127,305
23,747 SolarEdge Technologies, Inc.* 7,655,320
52,001 Synaptics, Inc.* 10,374,200
43,462 Universal Display Corp. 7,255,981
      134,781,138
  Software & Services - 13.6%
62,711 Accenture plc Class A 21,148,031
140,615 Block, Inc. Class A* 19,067,394
227,856 Cognizant Technology Solutions Corp. Class A 20,431,848
84,851 DocuSign, Inc.* 9,089,239
191,533 Dynatrace, Inc.* 9,021,204
8,628 Fair Isaac Corp.* 4,024,617
194,185 Fidelity National Information Services, Inc. 19,500,058
61,258 Five9, Inc.* 6,762,883
64,233 FleetCor Technologies, Inc.* 15,997,871
506,448 Genpact Ltd. 22,035,552
185,875 GoDaddy, Inc. Class A* 15,557,737
73,673 Guidewire Software, Inc.* 6,970,939
31,366 Intuit, Inc. 15,082,027
140,094 Mastercard, Inc. Class A 50,066,794
211,419 Microsoft Corp. 65,182,592
37,864 MongoDB, Inc.* 16,796,092
60,015 Okta, Inc.* 9,059,864
28,682 Palo Alto Networks, Inc.* 17,854,832
46,297 Paycom Software, Inc.* 16,036,355
80,564 RingCentral, Inc. Class A* 9,442,906
90,845 salesforce.com, Inc.* 19,288,210
5,611 Sharecare, Inc. Earnout*(1)(2)(3) 1,386
6,483 Shopify, Inc. Class A* 4,382,249
56,104 Synopsys, Inc.* 18,697,780
337,830 UiPath, Inc. Class A* 7,293,750
330,244 Visa, Inc. Class A 73,238,212
171,098 VMware, Inc. Class A 19,482,929
744,506 Western Union Co. 13,952,042
81,559 WEX, Inc.* 14,554,204
111,936 Workday, Inc. Class A* 26,804,195
      566,823,792
  Technology Hardware & Equipment - 4.0%
243,480 Apple, Inc. 42,514,043
181,267 Arista Networks, Inc.* 25,192,488
155,039 CDW Corp. 27,734,927
99,721 F5, Inc.* 20,836,703
753,156 Flex Ltd.* 13,971,044
199,789 II-VI, Inc.* 14,482,704
124,752 Lumentum Holdings, Inc.* 12,175,795
139,267 Samsung Electronics Co., Ltd. 7,969,271
      164,876,975
  Telecommunication Services - 0.9%
284,248 T-Mobile U.S., Inc.* 36,483,231
  Transportation - 1.6%
64,683 J.B. Hunt Transport Services, Inc. 12,987,700
178,166 Knight-Swift Transportation Holdings, Inc. 8,990,256
250,205 Uber Technologies, Inc.* 8,927,314
136,751 Union Pacific Corp. 37,361,741
      68,267,011
 

12

Hartford Capital Appreciation HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 96.5% - (continued)
  Utilities - 1.8%
   136,067 Avangrid, Inc. $     6,359,772
    32,621 Consolidated Edison, Inc.      3,088,556
   171,875 Duke Energy Corp.     19,191,563
   460,898 Exelon Corp.     21,952,572
 1,208,770 Iberdrola S.A.     13,211,818
   152,811 Pinnacle West Capital Corp.     11,934,539
      75,738,820
  Total Common Stocks
(cost $3,248,533,321)
  $ 4,030,163,380
CONVERTIBLE PREFERRED STOCKS - 0.0%
  Software & Services - 0.0%
58 Magic Leap, Inc. Series C*(1)(2)(3) $ 278
50,200 Nanigans, Inc. Series D*(1)(2)(3)
  Total Convertible Preferred Stocks
(cost $1,227,675)
  $ 278
EXCHANGE-TRADED FUNDS - 0.9%
  Other Investment Pools & Funds - 0.9%
128,007 iShares Russell 1000 Growth ETF (4) $ 35,538,584
  Total Exchange-Traded Funds
(cost $33,078,602)
  $ 35,538,584
WARRANTS - 0.0%
  Software & Services - 0.0%
118,391 Nanigans, Inc. Expires 6/18/28*(1)(2)(3) $ —
  Total Warrants
(cost $—)
  $ —
  Total Long-Term Investments
(Cost $3,282,839,598)
  $ 4,065,702,242
SHORT-TERM INVESTMENTS - 2.6%
  Repurchase Agreements - 2.1%
$   87,206,384 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2022 at 0.240%, due on 04/01/2022 with a maturity value of $87,206,965; collateralized by U.S. Treasury Bond at 2.750%, maturing 08/15/2047, with a market value of $88,950,607 $ 87,206,384
  Securities Lending Collateral - 0.5%
20,048,267 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(6) 20,048,267
2,396,227 Invesco Government & Agency Portfolio, Institutional Class, 0.26%(6) 2,396,227
      22,444,494
  Total Short-Term Investments
(cost $109,650,878)
$ 109,650,878
  Total Investments
(cost $3,392,490,476)
100.0% $ 4,175,353,120
  Other Assets and Liabilities 0.0% 1,761,488
  Total Net Assets 100.0% $ 4,177,114,608
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At March 31, 2022, the aggregate fair value of these securities are $13,086,860, which represented 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.
(2) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $13,086,860 or 0.3% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
08/2011   Allstar Co.   8,451,700   $ —   $ —
06/2015   HF Global, Inc.   350,600   4,713,607   7,373,118
12/2015   Magic Leap, Inc. Series C Convertible Preferred   58   679,566   278
03/2015   Nanigans, Inc. Series D Convertible Preferred   50,200   548,109  
12/2021   Nanigans, Inc. Expires 6/18/28 Warrants   118,391    
07/2021   Sharecare, Inc. Earnout   5,611     1,386
11/2013   Tory Burch LLC   115,140   9,024,247   5,712,078
            $ 14,965,529   $ 13,086,860
    
(3) Investment valued using significant unobservable inputs.
(4) Represents entire or partial securities on loan.
(5) Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer.
(6) Current yield as of period end.
 

13

Hartford Capital Appreciation HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Futures Contracts Outstanding at March 31, 2022
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
NASDAQ 100 E-MINI Future   297   06/17/2022   $ 88,320,375   $ 7,638,902
Total futures contracts   $ 7,638,902
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $ 20,784,423   $ 20,784,423   $ —   $ —
Banks   89,422,716   89,422,716    
Capital Goods   302,829,179   286,594,896   8,861,165   7,373,118
Commercial & Professional Services   67,462,993   67,462,993    
Consumer Durables & Apparel   134,670,506   134,670,506    
Consumer Services   137,888,721   123,410,565   14,478,156  
Diversified Financials   199,857,765   199,857,765    
Energy   61,534,009   61,534,009    
Food & Staples Retailing   5,916,522   5,916,522    
Food, Beverage & Tobacco   162,177,170   162,177,170    
Health Care Equipment & Services   376,145,569   376,145,569    
Household & Personal Products   108,574,050   92,359,457   16,214,593  
Insurance   195,148,018   195,148,018    
Materials   173,190,216   159,223,026   13,967,190  
Media & Entertainment   332,625,978   332,625,978    
Pharmaceuticals, Biotechnology & Life Sciences   281,057,579   270,844,560   10,213,019  
Real Estate   109,566,488   109,566,488    
Retailing   224,340,511   218,628,433     5,712,078
Semiconductors & Semiconductor Equipment   134,781,138   134,781,138    
Software & Services   566,823,792   566,822,406     1,386
Technology Hardware & Equipment   164,876,975   156,907,704   7,969,271  
Telecommunication Services   36,483,231   36,483,231    
Transportation   68,267,011   68,267,011    
Utilities   75,738,820   62,527,002   13,211,818  
Convertible Preferred Stocks   278       278
Exchange-Traded Funds   35,538,584   35,538,584    
Warrants        
Short-Term Investments   109,650,878   22,444,494   87,206,384  
Futures Contracts(2)   7,638,902   7,638,902    
Total   $ 4,182,992,022   $ 3,997,783,566   $ 172,121,596   $ 13,086,860
    
(1) For the period ended March 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended March 31, 2022 is not presented.

14

Hartford Disciplined Equity HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.3%
  Automobiles & Components - 1.8%
 1,159,859 Ford Motor Co. $    19,613,215
    34,223 Tesla, Inc.*    36,878,705
      56,491,920
  Banks - 5.1%
 1,719,466 Bank of America Corp.     70,876,388
   491,824 JP Morgan Chase & Co.     67,045,448
114,004 PNC Financial Services Group, Inc. 21,028,038
      158,949,874
  Capital Goods - 6.9%
241,199 AMETEK, Inc. 32,122,883
91,778 Deere & Co. 38,130,088
329,999 Fortune Brands Home & Security, Inc. 24,512,326
127,450 IDEX Corp. 24,435,989
132,853 Illinois Tool Works, Inc. 27,819,418
432,590 Johnson Controls International plc 28,364,926
424,635 Raytheon Technologies Corp. 42,068,589
      217,454,219
  Commercial & Professional Services - 2.3%
117,161 Equifax, Inc. 27,778,873
240,668 Leidos Holdings, Inc. 25,996,957
133,944 Republic Services, Inc. Class A 17,747,580
      71,523,410
  Consumer Durables & Apparel - 1.1%
261,624 NIKE, Inc. Class B 35,204,125
  Consumer Services - 2.8%
134,099 Airbnb, Inc. Class A* 23,032,844
10,673 Booking Holdings, Inc.* 25,065,007
166,114 McDonald's Corp. 41,076,670
      89,174,521
  Diversified Financials - 4.2%
271,368 American Express Co. 50,745,816
399,242 Charles Schwab Corp. 33,660,093
559,274 Morgan Stanley 48,880,548
      133,286,457
  Energy - 2.9%
305,935 ConocoPhillips 30,593,500
501,129 EOG Resources, Inc. 59,749,611
      90,343,111
  Food & Staples Retailing - 1.0%
365,852 Sysco Corp. 29,871,816
  Food, Beverage & Tobacco - 2.1%
175,041 Constellation Brands, Inc. Class A 40,315,443
328,442 Monster Beverage Corp.* 26,242,516
      66,557,959
  Health Care Equipment & Services - 7.5%
237,350 Abbott Laboratories 28,092,746
383,119 Baxter International, Inc. 29,707,047
127,151 Becton Dickinson and Co. 33,822,166
393,251 Hologic, Inc.* 30,209,542
96,547 Laboratory Corp. of America Holdings* 25,455,582
176,388 UnitedHealth Group, Inc. 89,952,588
      237,239,671
  Household & Personal Products - 2.9%
330,471 Colgate-Palmolive Co. 25,059,616
436,389 Procter & Gamble Co. 66,680,239
      91,739,855
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.3% - (continued)
  Insurance - 1.9%
   164,834 Chubb Ltd. $    35,257,992
   227,339 Progressive Corp.    25,914,373
      61,172,365
  Materials - 1.0%
   227,155 PPG Industries, Inc.    29,773,206
  Media & Entertainment - 9.2%
65,817 Alphabet, Inc. Class A* 183,060,113
128,725 Meta Platforms, Inc. Class A* 28,623,291
80,579 Netflix, Inc.* 30,184,088
347,656 Walt Disney Co.* 47,684,497
      289,551,989
  Pharmaceuticals, Biotechnology & Life Sciences - 7.6%
138,387 Danaher Corp. 40,593,059
211,331 Eli Lilly & Co. 60,518,859
900,232 Pfizer, Inc. 46,605,011
59,258 Regeneron Pharmaceuticals, Inc.* 41,386,972
85,396 Thermo Fisher Scientific, Inc. 50,439,147
      239,543,048
  Real Estate - 1.7%
441,780 Gaming and Leisure Properties, Inc. REIT 20,732,736
196,994 Prologis, Inc. REIT 31,810,591
      52,543,327
  Retailing - 5.8%
42,390 Amazon.com, Inc.* 138,189,280
713,773 TJX Cos., Inc. 43,240,368
38,805 Tory Burch LLC*(1)(2)(3) 1,925,118
      183,354,766
  Semiconductors & Semiconductor Equipment - 5.0%
271,762 Advanced Micro Devices, Inc.* 29,714,457
80,708 KLA Corp. 29,543,971
64,747 NVIDIA Corp. 17,666,866
214,568 QUALCOMM, Inc. 32,790,282
256,767 Texas Instruments, Inc. 47,111,609
      156,827,185
  Software & Services - 12.2%
228,948 Fidelity National Information Services, Inc. 22,990,958
148,833 Global Payments, Inc. 20,366,308
265,659 GoDaddy, Inc. Class A* 22,235,658
138,642 Mastercard, Inc. Class A 49,547,878
566,496 Microsoft Corp. 174,656,382
43,408 Palo Alto Networks, Inc.* 27,021,914
188,926 salesforce.com, Inc.* 40,112,768
105,204 Workday, Inc. Class A* 25,192,150
      382,124,016
  Technology Hardware & Equipment - 10.3%
921,334 Apple, Inc. 160,874,130
170,512 CDW Corp. 30,502,892
894,092 Corning, Inc. 33,000,936
134,369 F5, Inc.* 28,076,402
174,908 Motorola Solutions, Inc. 42,362,717
331,439 NetApp, Inc. 27,509,437
      322,326,514
  Telecommunication Services - 1.0%
624,211 Verizon Communications, Inc. 31,797,308
  Transportation - 0.7%
98,626 FedEx Corp. 22,821,070
 

15

Hartford Disciplined Equity HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.3% - (continued)
  Utilities - 2.3%
   402,923 American Electric Power Co., Inc. $    40,199,628
   298,491 Duke Energy Corp.     33,329,505
      73,529,133
  Total Common Stocks
(cost $2,099,948,810)
  $ 3,123,200,865
CONVERTIBLE PREFERRED STOCKS - 0.2%
  Software & Services - 0.2%
1,871,878 Essence Group Holdings Corp. Series 3*(1)(2)(3) $ 3,949,663
287,204 Lookout, Inc. Series F*(1)(2)(3) 2,533,139
  Total Convertible Preferred Stocks
(cost $6,240,761)
  $ 6,482,802
  Total Long-Term Investments
(Cost $2,106,189,571)
  $ 3,129,683,667
SHORT-TERM INVESTMENTS - 0.4%
  Repurchase Agreements - 0.4%
$   12,939,523 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2022 at 0.240%, due on 01/04/2022 with a maturity value of $ 12,939,609; collateralized by U.S. Treasury Note at 1.000%, maturing 07/31/2028, with a market value of $13,198,367 $ 12,939,523
  Total Short-Term Investments
(cost $12,939,523)
$ 12,939,523
  Total Investments
(cost $2,119,129,094)
99.9% $ 3,142,623,190
  Other Assets and Liabilities 0.1% 2,076,631
  Total Net Assets 100.0% $ 3,144,699,821
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At March 31, 2022, the aggregate fair value of these securities are $8,407,920, which represented 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.
(2) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $8,407,920 or 0.3% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
05/2014   Essence Group Holdings Corp. Series 3 Convertible Preferred   1,871,878   $ 2,960,001   $ 3,949,663
07/2014   Lookout, Inc. Series F Convertible Preferred   287,204   3,280,760   2,533,139
11/2013   Tory Burch LLC   38,805   3,041,403   1,925,118
            $ 9,282,164   $ 8,407,920
    
(3) Investment valued using significant unobservable inputs.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
 

16

Hartford Disciplined Equity HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $ 56,491,920   $ 56,491,920   $ —   $ —
Banks   158,949,874   158,949,874    
Capital Goods   217,454,219   217,454,219    
Commercial & Professional Services   71,523,410   71,523,410    
Consumer Durables & Apparel   35,204,125   35,204,125    
Consumer Services   89,174,521   89,174,521    
Diversified Financials   133,286,457   133,286,457    
Energy   90,343,111   90,343,111    
Food & Staples Retailing   29,871,816   29,871,816    
Food, Beverage & Tobacco   66,557,959   66,557,959    
Health Care Equipment & Services   237,239,671   237,239,671    
Household & Personal Products   91,739,855   91,739,855    
Insurance   61,172,365   61,172,365    
Materials   29,773,206   29,773,206    
Media & Entertainment   289,551,989   289,551,989    
Pharmaceuticals, Biotechnology & Life Sciences   239,543,048   239,543,048    
Real Estate   52,543,327   52,543,327    
Retailing   183,354,766   181,429,648     1,925,118
Semiconductors & Semiconductor Equipment   156,827,185   156,827,185    
Software & Services   382,124,016   382,124,016    
Technology Hardware & Equipment   322,326,514   322,326,514    
Telecommunication Services   31,797,308   31,797,308    
Transportation   22,821,070   22,821,070    
Utilities   73,529,133   73,529,133    
Convertible Preferred Stocks   6,482,802       6,482,802
Short-Term Investments   12,939,523     12,939,523  
Total   $ 3,142,623,190   $ 3,121,275,747   $ 12,939,523   $ 8,407,920
    
(1) For the period ended March 31, 2022, there were no transfers in and out of Level 3.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended March 31, 2022 is not presented.

17

Hartford Dividend and Growth HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 97.9%
  Banks - 6.0%
 2,028,082 Bank of America Corp. $    83,597,540
   749,231 JP Morgan Chase & Co.   102,135,170
   279,662 PNC Financial Services Group, Inc.    51,583,656
      237,316,366
  Capital Goods - 6.6%
   142,309 General Dynamics Corp.     34,322,085
605,981 Ingersoll Rand, Inc. 30,511,143
664,773 Johnson Controls International plc 43,589,166
132,883 Lockheed Martin Corp. 58,654,556
666,928 Otis Worldwide Corp. 51,320,109
418,067 Raytheon Technologies Corp. 41,417,898
      259,814,957
  Commercial & Professional Services - 1.0%
264,116 Waste Management, Inc. 41,862,386
  Consumer Services - 2.4%
348,593 Hilton Worldwide Holdings, Inc.* 52,895,502
167,262 McDonald's Corp. 41,360,547
      94,256,049
  Diversified Financials - 5.9%
336,779 American Express Co. 62,977,673
46,130 BlackRock, Inc. 35,251,162
654,340 Charles Schwab Corp. 55,167,405
216,672 Northern Trust Corp. 25,231,454
132,170 S&P Global, Inc. 54,213,491
      232,841,185
  Energy - 4.2%
426,380 Chevron Corp. 69,427,455
544,177 ConocoPhillips 54,417,700
827,166 TotalEnergies SE ADR 41,804,970
      165,650,125
  Food & Staples Retailing - 2.6%
570,390 Sysco Corp. 46,572,343
385,902 Walmart, Inc. 57,468,526
      104,040,869
  Food, Beverage & Tobacco - 2.9%
1,067,516 Coca-Cola Co. 66,185,992
776,429 Mondelez International, Inc. Class A 48,744,213
      114,930,205
  Health Care Equipment & Services - 8.7%
116,732 Anthem, Inc. 57,341,093
458,906 Baxter International, Inc. 35,583,571
192,389 Becton Dickinson and Co. 51,175,474
149,215 HCA Healthcare, Inc. 37,396,263
501,971 Medtronic plc 55,693,683
207,741 UnitedHealth Group, Inc. 105,941,678
      343,131,762
  Household & Personal Products - 0.8%
405,450 Colgate-Palmolive Co. 30,745,274
  Insurance - 6.5%
886,193 American International Group, Inc. 55,626,335
387,376 Chubb Ltd. 82,859,726
540,909 MetLife, Inc. 38,015,084
289,002 Principal Financial Group, Inc. 21,215,637
502,357 Prudential Financial, Inc. 59,363,527
      257,080,309
  Materials - 3.4%
344,780 Celanese Corp. 49,258,719
Shares or Principal Amount   Market Value
COMMON STOCKS - 97.9% - (continued)
  Materials - 3.4% - (continued)
   352,395 FMC Corp. $    46,364,610
   306,951 PPG Industries, Inc.    40,232,067
      135,855,396
  Media & Entertainment - 5.3%
    49,094 Alphabet, Inc. Class A*   136,547,597
 1,538,721 Comcast Corp. Class A    72,042,917
      208,590,514
  Pharmaceuticals, Biotechnology & Life Sciences - 8.2%
182,678 Agilent Technologies, Inc. 24,173,780
675,126 AstraZeneca plc ADR 44,787,859
973,133 Bristol-Myers Squibb Co. 71,067,903
569,114 Merck & Co., Inc. 46,695,803
499,057 Novartis AG ADR 43,792,252
1,814,460 Pfizer, Inc. 93,934,594
      324,452,191
  Real Estate - 3.5%
181,490 American Tower Corp. REIT 45,593,918
1,880,055 Host Hotels & Resorts, Inc. REIT 36,529,469
140,297 Public Storage REIT 54,755,113
      136,878,500
  Retailing - 2.9%
123,791 Home Depot, Inc. 37,054,360
190,463 Lowe's Cos., Inc. 38,509,714
621,962 TJX Cos., Inc. 37,678,458
      113,242,532
  Semiconductors & Semiconductor Equipment - 2.7%
41,880 Broadcom, Inc. 26,370,998
359,827 Micron Technology, Inc. 28,026,925
291,753 Texas Instruments, Inc. 53,530,841
      107,928,764
  Software & Services - 10.1%
80,861 Accenture plc Class A 27,268,755
768,818 Cognizant Technology Solutions Corp. Class A 68,939,910
657,740 Fidelity National Information Services, Inc. 66,050,251
606,433 Microsoft Corp. 186,969,358
229,049 Visa, Inc. Class A 50,796,197
      400,024,471
  Technology Hardware & Equipment - 5.8%
652,920 Apple, Inc. 114,006,361
1,088,928 Cisco Systems, Inc. 60,718,625
261,414 Corning, Inc. 9,648,791
1,233,898 HP, Inc. 44,790,498
      229,164,275
  Telecommunication Services - 2.1%
1,614,379 Verizon Communications, Inc. 82,236,466
  Transportation - 1.3%
296,538 Ryanair Holdings plc ADR* 25,834,391
101,383 Union Pacific Corp. 27,698,849
      53,533,240
  Utilities - 5.0%
308,164 Constellation Energy Corp. 17,334,225
523,473 Dominion Energy, Inc. 44,479,501
417,227 Duke Energy Corp. 46,587,567
924,493 Exelon Corp. 44,033,601
281,506 Sempra Energy 47,326,789
      199,761,683
  Total Common Stocks
(cost $2,215,131,422)
  $ 3,873,337,519
 

18

Hartford Dividend and Growth HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 1.7%
  Repurchase Agreements - 1.7%
$   65,419,738 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2022 at 0.240%, due on 04/01/2022 with a maturity value of $65,420,174; collateralized by U.S. Treasury Bond at 2.750%, maturing 08/15/2047, with a market value of $66,728,218 $    65,419,738
  Total Short-Term Investments
(cost $65,419,738)
$ 65,419,738
  Total Investments
(cost $2,280,551,160)
99.6% $ 3,938,757,257
  Other Assets and Liabilities 0.4% 17,378,122
  Total Net Assets 100.0% $ 3,956,135,379
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $ 237,316,366   $ 237,316,366   $ —   $ —
Capital Goods   259,814,957   259,814,957    
Commercial & Professional Services   41,862,386   41,862,386    
Consumer Services   94,256,049   94,256,049    
Diversified Financials   232,841,185   232,841,185    
Energy   165,650,125   165,650,125    
Food & Staples Retailing   104,040,869   104,040,869    
Food, Beverage & Tobacco   114,930,205   114,930,205    
Health Care Equipment & Services   343,131,762   343,131,762    
Household & Personal Products   30,745,274   30,745,274    
Insurance   257,080,309   257,080,309    
Materials   135,855,396   135,855,396    
Media & Entertainment   208,590,514   208,590,514    
Pharmaceuticals, Biotechnology & Life Sciences   324,452,191   324,452,191    
Real Estate   136,878,500   136,878,500    
Retailing   113,242,532   113,242,532    
Semiconductors & Semiconductor Equipment   107,928,764   107,928,764    
Software & Services   400,024,471   400,024,471    
Technology Hardware & Equipment   229,164,275   229,164,275    
Telecommunication Services   82,236,466   82,236,466    
Transportation   53,533,240   53,533,240    
Utilities   199,761,683   199,761,683    
Short-Term Investments   65,419,738     65,419,738  
Total   $ 3,938,757,257   $ 3,873,337,519   $ 65,419,738   $ —
    
(1) For the period ended March 31, 2022, there were no transfers in and out of Level 3.

19

Hartford Healthcare HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.6%
  Biotechnology - 12.2%
   68,131 89bio, Inc.* $     256,854
   56,715 Abcam plc*   1,025,128
   57,580 Alkermes plc*   1,514,930
    6,373 Alnylam Pharmaceuticals, Inc.*   1,040,647
  118,175 Amicus Therapeutics, Inc.*   1,119,117
    9,600 Apellis Pharmaceuticals, Inc.*      487,776
3,180 Argenx SE ADR* 1,002,686
7,993 Ascendis Pharma A/S ADR* 938,059
2,956 BioAtla, Inc.* 14,780
3,182 BioNTech SE ADR*(1) 542,722
19,811 Blueprint Medicines Corp.* 1,265,527
24,237 Celldex Therapeutics, Inc.* 825,512
47,304 Entrada Therapeutics, Inc.*(1) 444,185
141,000 Everest Medicines Ltd.*(2) 459,428
21,927 Exact Sciences Corp.* 1,533,136
24,013 Genus plc 890,191
130,579 ImmunoGen, Inc.* 621,556
119,000 InnoCare Pharma Ltd.*(1)(2) 183,484
77,646 Ironwood Pharmaceuticals, Inc. Class A* 976,787
4,456 Karuna Therapeutics, Inc.* 564,976
10,395 Kodiak Sciences, Inc.* 80,249
16,839 Kymera Therapeutics, Inc.* 712,626
15,062 Madrigal Pharmaceuticals, Inc.* 1,477,883
3,367 Moderna, Inc.* 579,999
22,376 Myovant Sciences Ltd.*(1) 298,048
32,966 Nurix Therapeutics, Inc.* 461,854
12,644 Sage Therapeutics, Inc.* 418,516
12,849 Seagen, Inc.* 1,850,898
26,676 Veracyte, Inc.* 735,457
14,163 Verve Therapeutics, Inc.* 323,200
      22,646,211
  Consumer Finance - 0.1%
14,030 Orion Acquisition Corp.* 137,915
  Health Care Distributors - 1.3%
22,932 AdaptHealth Corp. Class A* 367,600
54,281 Covetrus, Inc.* 911,378
25,455 Owens & Minor, Inc. 1,120,529
      2,399,507
  Health Care Equipment - 19.8%
31,237 Baxter International, Inc. 2,422,117
16,967 Becton Dickinson and Co. 4,513,222
120,646 Boston Scientific Corp.* 5,343,411
5,671 DexCom, Inc.* 2,901,284
7,455 DiaSorin S.p.A. 1,164,419
41,440 Edwards Lifesciences Corp.* 4,878,317
19,336 Glaukos Corp.* 1,118,008
20,575 Hologic, Inc.* 1,580,571
13,162 Inari Medical, Inc.* 1,193,004
7,418 Insulet Corp.* 1,976,081
38,073 Koninklijke Philips N.V. 1,160,986
69,116 Smith & Nephew plc 1,099,281
18,023 Stryker Corp. 4,818,449
6,123 Teleflex, Inc. 2,172,624
134,000 Venus MedTech Hangzhou, Inc. Class H*(1)(2) 273,404
      36,615,178
  Health Care Facilities - 2.9%
53,452 Cano Health, Inc.* 339,420
22,811 Encompass Health Corp. 1,622,091
13,339 HCA Healthcare, Inc. 3,343,020
      5,304,531
Shares or Principal Amount   Market Value
COMMON STOCKS - 98.6% - (continued)
  Health Care Services - 2.1%
   40,340 agilon health, Inc.* $   1,022,619
    6,174 Amedisys, Inc.*   1,063,719
    6,999 Laboratory Corp. of America Holdings*   1,845,356
      3,931,694
  Health Care Supplies - 2.2%
    4,214 Align Technology, Inc.*   1,837,304
330,070 ConvaTec Group plc(2) 932,255
8,441 Haemonetics Corp.* 533,640
6,128 Quidel Corp.* 689,155
108,000 Shandong Weigao Group Medical Polymer Co., Ltd. Class H 114,708
      4,107,062
  Life & Health Insurance - 0.2%
27,945 Oscar Health, Inc. Class A*(1) 278,612
  Life Sciences Tools & Services - 11.4%
24,706 Agilent Technologies, Inc. 3,269,345
2,290 Bio-Techne Corp. 991,662
25,284 Danaher Corp. 7,416,556
6,966 Illumina, Inc.* 2,433,920
24,524 NanoString Technologies, Inc.* 852,209
32,279 NeoGenomics, Inc.* 392,190
35,761 Syneos Health, Inc.* 2,894,853
1,798 Tecan Group AG 710,821
4,297 Waters Corp.* 1,333,746
55,554 WuXi AppTec Co., Ltd. Class H(2) 867,973
      21,163,275
  Managed Health Care - 17.0%
43,424 Centene Corp.* 3,655,867
290,498 Hapvida Participacoes e Investimentos S.A.(2) 722,423
13,847 Humana, Inc. 6,025,799
7,836 Molina Healthcare, Inc.* 2,614,011
35,952 UnitedHealth Group, Inc. 18,334,441
      31,352,541
  Pharmaceuticals - 29.4%
20,694 Aclaris Therapeutics, Inc.* 356,765
26,900 Astellas Pharma, Inc. 420,309
41,768 AstraZeneca plc ADR 2,770,889
110,146 Bristol-Myers Squibb Co. 8,043,962
38,000 Chugai Pharmaceutical Co., Ltd. 1,268,000
294,000 CSPC Pharmaceutical Group Ltd. 336,879
84,435 Daiichi Sankyo Co., Ltd. 1,843,806
18,609 Eisai Co., Ltd. 862,128
20,910 Elanco Animal Health, Inc.* 545,542
45,476 Eli Lilly & Co. 13,022,962
22,405 Hikma Pharmaceuticals plc 604,441
166,600 Hypera S.A. 1,354,551
22,710 Intra-Cellular Therapies, Inc.* 1,389,625
40,000 Kyowa Kirin Co., Ltd. 930,556
10,867 Novartis AG 954,030
52,976 Ono Pharmaceutical Co., Ltd. 1,327,864
249,863 Pfizer, Inc. 12,935,408
7,834 UCB S.A. 936,922
24,058 Zoetis, Inc. 4,537,098
      54,441,737
  Total Common Stocks
(cost $141,191,703)
  $ 182,378,263
 

20

Hartford Healthcare HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 1.9%
  Repurchase Agreements - 1.1%
$   2,118,319 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2022 at 0.240%, due on 04/01/2022 with a maturity value of $2,118,333; collateralized by U.S. Treasury Note at 1.250%, maturing 04/30/2028, with a market value of $2,160,779 $   2,118,319
  Securities Lending Collateral - 0.8%
1,293,779 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(3)   1,293,779
  154,636 Invesco Government & Agency Portfolio, Institutional Class, 0.26%(3)      154,636
      1,448,415
  Total Short-Term Investments
(cost $3,566,734)
$ 3,566,734
  Total Investments
(cost $144,758,437)
100.5% $ 185,944,997
  Other Assets and Liabilities (0.5)% (1,016,156)
  Total Net Assets 100.0% $ 184,928,841
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.
* Non-income producing.
(1) Represents entire or partial securities on loan.
(2) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At March 31, 2022, the aggregate value of these securities was $3,438,967, representing 1.9% of net assets.
(3) Current yield as of period end.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Biotechnology   $ 22,646,211   $ 20,978,171   $ 1,668,040   $ —
Consumer Finance   137,915   137,915    
Health Care Distributors   2,399,507   2,399,507    
Health Care Equipment   36,615,178   32,917,088   3,698,090  
Health Care Facilities   5,304,531   5,304,531    
Health Care Services   3,931,694   3,931,694    
Health Care Supplies   4,107,062   3,060,099   1,046,963  
Life & Health Insurance   278,612   278,612    
Life Sciences Tools & Services   21,163,275   19,584,481   1,578,794  
Managed Health Care   31,352,541   31,352,541    
Pharmaceuticals   54,441,737   44,956,802   9,484,935  
Short-Term Investments   3,566,734   1,448,415   2,118,319  
Total   $ 185,944,997   $ 166,349,856   $ 19,595,141   $ —
    
(1) For the period ended March 31, 2022, there were no transfers in and out of Level 3.

21

Hartford International Opportunities HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 96.7%
  Australia - 2.0%
 1,264,202 Goodman Group REIT $    21,487,027
  Brazil - 2.0%
   988,012 Localiza Rent a Car S.A.     12,679,458
   263,242 XP, Inc. Class A*     7,923,584
      20,603,042
  Canada - 7.8%
322,581 Brookfield Asset Management, Inc. Class A 18,237,832
362,327 Canadian Pacific Railway Ltd. 29,904,331
885,995 Cenovus Energy, Inc. 14,769,536
9,473 Constellation Software, Inc. 16,193,098
15,476 Nutrien Ltd. 1,599,655
33,071 Ritchie Bros Auctioneers, Inc. 1,953,336
      82,657,788
  China - 6.0%
1,731,000 China Longyuan Power Group Corp. Ltd. Class H 3,890,846
544,400 China Merchants Bank Co., Ltd. Class A 3,993,275
1,245,500 China Merchants Bank Co., Ltd. Class H 9,695,497
180,126 ENN Energy Holdings Ltd. 2,690,348
673,500 Li Ning Co., Ltd. 5,718,924
317,100 Meituan Class B*(1) 6,007,122
403,400 Proya Cosmetics Co., Ltd. Class A 11,948,154
768,200 Shandong Sinocera Functional Material Co., Ltd. Class A 4,167,473
335,791 Tencent Holdings Ltd. 15,478,066
      63,589,705
  Denmark - 0.9%
41,635 Ascendis Pharma A/S ADR* 4,886,283
13,831 Genmab A/S* 4,995,108
      9,881,391
  Finland - 1.2%
2,212,651 Nokia Oyj* 12,185,108
  France - 5.6%
495,516 AXA S.A. 14,505,896
452,168 Bureau Veritas S.A. 12,891,697
2,644 Hermes International 3,742,174
492,719 Klepierre S.A. REIT* 13,118,196
24,281 L'Oreal S.A. 9,698,926
4,894 LVMH Moet Hennessy Louis Vuitton SE 3,493,331
9,599 Schneider Electric SE 1,611,579
      59,061,799
  Germany - 5.8%
1,279,822 Commerzbank AG* 9,725,247
267,775 Infineon Technologies AG 9,058,829
434,670 RWE AG 18,926,616
167,609 Siemens AG 23,208,358
      60,919,050
  Hong Kong - 1.5%
977,145 Techtronic Industries Co., Ltd. 15,655,293
  India - 1.3%
408,913 Reliance Industries Ltd. 14,143,305
  Ireland - 1.1%
202,532 CRH plc 8,089,459
80,802 Smurfit Kappa Group plc 3,589,010
      11,678,469
  Israel - 1.0%
61,722 CyberArk Software Ltd.* 10,415,587
Shares or Principal Amount   Market Value
COMMON STOCKS - 96.7% - (continued)
  Italy - 1.6%
    60,356 Ferrari N.V. $    13,149,126
   383,148 UniCredit S.p.A.     4,133,300
      17,282,426
  Japan - 11.0%
   119,300 Bandai Namco Holdings, Inc.      9,046,457
   281,300 Dai-ichi Life Holdings, Inc.      5,716,237
92,125 Daikin Industries Ltd. 16,730,253
53,972 Eisai Co., Ltd. 2,500,445
28,700 Hoya Corp. 3,270,590
71,000 Kao Corp. 2,898,974
19,022 Keyence Corp. 8,820,548
2,897,400 Mitsubishi UFJ Financial Group, Inc. 17,909,229
55,500 Oriental Land Co., Ltd. 10,622,993
138,215 Recruit Holdings Co., Ltd. 6,005,029
158,100 Sony Group Corp. 16,264,638
209,500 Subaru Corp. 3,327,485
17,587 Sysmex Corp. 1,273,783
543,300 T&D Holdings, Inc. 7,376,917
7,000 Tokyo Electron Ltd. 3,594,927
      115,358,505
  Luxembourg - 1.6%
510,109 ArcelorMittal S.A. 16,340,888
  Netherlands - 3.4%
114,616 AerCap Holdings N.V.* 5,762,892
79,614 Koninklijke DSM N.V. 14,242,445
233,567 Stellantis N.V. 3,781,325
110,130 Wolters Kluwer N.V. 11,740,556
      35,527,218
  Norway - 1.2%
348,240 Equinor ASA 13,002,107
  Singapore - 0.4%
36,471 Sea Ltd. ADR* 4,368,861
  South Korea - 2.7%
488,769 Samsung Electronics Co., Ltd. 27,968,812
  Spain - 1.9%
1,805,274 Iberdrola S.A. 19,731,589
  Sweden - 1.3%
204,682 Fastighets AB Balder Class B* 13,476,281
  Switzerland - 8.6%
104,309 Cie Financiere Richemont S.A. 13,221,663
27,180 Lonza Group AG 19,694,718
157,538 Nestle S.A. 20,482,880
192,088 Novartis AG 16,863,694
638 Partners Group Holding AG 789,973
50,169 Roche Holding AG 19,849,952
      90,902,880
  Taiwan - 3.7%
1,909,806 Taiwan Semiconductor Manufacturing Co., Ltd. 39,176,830
  Thailand - 1.3%
2,937,473 Kasikornbank PCL 14,196,273
  United Kingdom - 20.3%
234,271 Allfunds Group plc* 2,683,570
482,066 Anglo American plc 25,049,267
199,357 AstraZeneca plc 26,437,310
1,504,195 BAE Systems plc 14,126,569
570,500 CNH Industrial N.V. 8,985,818
 

22

Hartford International Opportunities HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 96.7% - (continued)
  United Kingdom - 20.3% - (continued)
   531,213 Diageo plc $    26,945,531
 2,892,824 HSBC Holdings plc     19,759,616
   583,449 Intermediate Capital Group plc     13,545,978
   143,079 London Stock Exchange Group plc     14,920,354
   396,683 Prudential plc      5,856,337
   167,165 Rio Tinto plc     13,364,263
444,358 Segro plc REIT 7,811,386
1,000,647 Shell plc 27,328,412
158,858 Unilever plc 7,212,590
      214,027,001
  United States - 1.5%
236,362 Mosaic Co. 15,718,073
  Total Common Stocks
(cost $896,267,980)
  $ 1,019,355,308
EXCHANGE-TRADED FUNDS - 0.3%
  Other Investment Pools & Funds - 0.3%
59,579 iShares MSCI ACWI ex U.S. ETF $ 3,114,194
  Total Exchange-Traded Funds
(cost $3,052,631)
  $ 3,114,194
  Total Long-Term Investments
(cost $899,320,611)
  $ 1,022,469,502
SHORT-TERM INVESTMENTS - 1.9%
  Repurchase Agreements - 1.9%
19,739,389 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2022 at 0.240%, due on 04/01/2022 with a maturity value of $19,739,521; collateralized by U.S. Treasury Bond at 2.750%, maturing 08/15/2047, with a market value of $20,134,243 $ 19,739,389
  Total Short-Term Investments
(cost $19,739,389)
$ 19,739,389
  Total Investments
(cost $919,060,000)
98.9% $ 1,042,208,891
  Other Assets and Liabilities 1.1% 11,407,161
  Total Net Assets 100.0% $ 1,053,616,052
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At March 31, 2022, the aggregate value of this security was $6,007,122, representing 0.6% of net assets.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
 

23

Hartford International Opportunities HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Australia   $ 21,487,027   $ —   $ 21,487,027   $ —
Brazil   20,603,042   20,603,042    
Canada   82,657,788   82,657,788    
China   63,589,705     63,589,705  
Denmark   9,881,391   4,886,283   4,995,108  
Finland   12,185,108     12,185,108  
France   59,061,799     59,061,799  
Germany   60,919,050     60,919,050  
Hong Kong   15,655,293     15,655,293  
India   14,143,305     14,143,305  
Ireland   11,678,469     11,678,469  
Israel   10,415,587   10,415,587    
Italy   17,282,426     17,282,426  
Japan   115,358,505     115,358,505  
Luxembourg   16,340,888     16,340,888  
Netherlands   35,527,218   5,762,892   29,764,326  
Norway   13,002,107     13,002,107  
Singapore   4,368,861   4,368,861    
South Korea   27,968,812     27,968,812  
Spain   19,731,589     19,731,589  
Sweden   13,476,281     13,476,281  
Switzerland   90,902,880     90,902,880  
Taiwan   39,176,830     39,176,830  
Thailand   14,196,273     14,196,273  
United Kingdom   214,027,001     214,027,001  
United States   15,718,073   15,718,073    
Exchange-Traded Funds   3,114,194   3,114,194    
Short-Term Investments   19,739,389     19,739,389  
Total   $ 1,042,208,891   $ 147,526,720   $ 894,682,171   $ —
    
(1) For the period ended March 31, 2022, there were no transfers in and out of Level 3.

24

Hartford MidCap HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.8%
  Automobiles & Components - 0.2%
   978,649 Arrival S.A.*(1) $     3,650,361
  Banks - 5.4%
   124,062 Cullen/Frost Bankers, Inc.     17,171,421
    28,816 First Citizens BancShares, Inc. Class A     19,179,930
   124,895 First Republic Bank     20,245,480
   135,412 M&T Bank Corp.     22,952,334
217,596 Prosperity Bancshares, Inc. 15,096,810
      94,645,975
  Capital Goods - 10.7%
127,715 Axon Enterprise, Inc.* 17,590,187
191,497 Builders FirstSource, Inc.* 12,359,216
138,015 Graco, Inc. 9,622,406
136,612 IDEX Corp. 26,192,619
645,041 Ingersoll Rand, Inc. 32,477,814
84,392 Lennox International, Inc. 21,761,321
150,832 Lincoln Electric Holdings, Inc. 20,786,158
65,274 Middleby Corp.* 10,701,020
48,477 Watsco, Inc. 14,768,033
207,517 Westinghouse Air Brake Technologies Corp. 19,956,910
      186,215,684
  Commercial & Professional Services - 3.3%
1,020,091 Dun & Bradstreet Holdings, Inc.* 17,871,995
443,374 GFL Environmental, Inc. 14,427,390
59,274 Robert Half International, Inc. 6,767,905
118,596 Science Applications International Corp. 10,930,993
71,886 TransUnion 7,428,699
      57,426,982
  Consumer Durables & Apparel - 5.1%
193,564 Carter's, Inc. 17,805,953
6,534 NVR, Inc.* 29,189,142
934,925 Under Armour, Inc. Class C* 14,547,433
576,906 Vizio Holding Corp. Class A* 5,128,694
373,254 YETI Holdings, Inc.* 22,387,775
      89,058,997
  Consumer Services - 2.2%
195,369 Choice Hotels International, Inc. 27,695,509
114,877 Hyatt Hotels Corp. Class A* 10,965,010
      38,660,519
  Diversified Financials - 2.4%
60,552 Credit Acceptance Corp.*(1) 33,326,004
109,532 Hamilton Lane, Inc. Class A 8,465,728
      41,791,732
  Energy - 1.8%
290,447 Coterra Energy, Inc. 7,833,356
279,748 Marathon Oil Corp. 7,024,472
220,821 Targa Resources Corp. 16,665,361
      31,523,189
  Food, Beverage & Tobacco - 1.1%
317,835 Lamb Weston Holdings, Inc. 19,041,495
  Health Care Equipment & Services - 5.4%
177,402 Inari Medical, Inc.* 16,079,717
30,081 Insulet Corp.* 8,013,278
373,774 Integra LifeSciences Holdings Corp.* 24,018,717
41,190 Molina Healthcare, Inc.* 13,740,572
102,407 Nevro Corp.* 7,407,098
68,907 Teleflex, Inc. 24,450,271
      93,709,653
  Insurance - 5.1%
11,430 Erie Indemnity Co. Class A 2,013,166
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.8% - (continued)
  Insurance - 5.1% - (continued)
   303,152 Fidelity National Financial, Inc. $    14,805,944
   142,391 Globe Life, Inc.     14,324,534
    21,320 Markel Corp.*     31,452,117
    12,069 White Mountains Insurance Group Ltd.     13,713,280
   204,930 WR Berkley Corp.    13,646,289
      89,955,330
  Materials - 4.6%
1,054,582 Element Solutions, Inc. 23,095,346
102,497 FMC Corp. 13,485,530
367,918 Silgan Holdings, Inc. 17,008,849
318,961 Steel Dynamics, Inc. 26,610,916
      80,200,641
  Media & Entertainment - 3.1%
17,031 Cable One, Inc. 24,937,471
454,027 Cargurus, Inc.* 19,277,986
74,488 Roku, Inc.* 9,331,112
      53,546,569
  Pharmaceuticals, Biotechnology & Life Sciences - 12.7%
50,359 Alnylam Pharmaceuticals, Inc.* 8,223,121
461,235 Apellis Pharmaceuticals, Inc.* 23,435,350
16,544 Bio-Techne Corp. 7,164,214
240,355 Exact Sciences Corp.* 16,805,622
86,324 ICON plc* 20,995,723
992,143 Iovance Biotherapeutics, Inc.* 16,519,181
225,504 Jazz Pharmaceuticals plc* 35,104,208
147,133 NeoGenomics, Inc.* 1,787,666
421,855 PTC Therapeutics, Inc.* 15,739,410
248,260 Reata Pharmaceuticals, Inc. Class A* 8,132,998
413,365 Sage Therapeutics, Inc.* 13,682,381
193,829 Syneos Health, Inc.* 15,690,458
225,363 Ultragenyx Pharmaceutical, Inc.* 16,365,861
119,940 United Therapeutics Corp.* 21,518,435
      221,164,628
  Real Estate - 3.2%
114,324 Life Storage, Inc. REIT 16,054,519
46,942 PS Business Parks, Inc. REIT 7,890,011
258,339 Redfin Corp.* 4,660,436
187,110 Rexford Industrial Realty, Inc. REIT 13,956,535
445,098 STORE Capital Corp. REIT 13,010,215
      55,571,716
  Retailing - 2.7%
168,606 CarMax, Inc.* 16,267,107
300,163 Chewy, Inc. Class A*(1) 12,240,647
154,060 Etsy, Inc.* 19,146,577
      47,654,331
  Semiconductors & Semiconductor Equipment - 3.0%
191,582 MKS Instruments, Inc. 28,737,300
11,654 Silicon Laboratories, Inc.* 1,750,431
114,808 Synaptics, Inc.* 22,904,196
      53,391,927
  Software & Services - 12.1%
121,107 Black Knight, Inc.* 7,022,995
340,387 Digital Turbine, Inc.* 14,912,355
15,098 Fair Isaac Corp.* 7,042,613
842,385 Genpact Ltd. 36,652,171
171,530 Guidewire Software, Inc.* 16,230,169
531,297 Informatica, Inc. Class A* 10,487,803
256,771 LiveRamp Holdings, Inc.* 9,600,668
83,638 Nuvei Corp.*(2) 6,305,469
424,360 Olo, Inc. Class A* 5,622,770
 

25

Hartford MidCap HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.8% - (continued)
  Software & Services - 12.1% - (continued)
   183,719 Q2 Holdings, Inc.* $    11,326,276
   280,037 Shift4 Payments, Inc. Class A*     17,342,691
   527,453 Teradata Corp.*     25,998,158
   236,089 WEX, Inc.*    42,130,082
      210,674,220
  Technology Hardware & Equipment - 9.9%
90,873 CDW Corp. 16,256,271
1,674,305 CommScope Holding Co., Inc.* 13,193,523
179,989 F5, Inc.* 37,608,702
1,659,172 Flex Ltd.* 30,777,641
588,346 II-VI, Inc.* 42,649,201
342,796 Lumentum Holdings, Inc.* 33,456,890
      173,942,228
  Transportation - 3.1%
32,200 AMERCO 19,221,468
8,082 Expeditors International of Washington, Inc. 833,739
91,036 J.B. Hunt Transport Services, Inc. 18,279,118
309,141 Knight-Swift Transportation Holdings, Inc. 15,599,255
      53,933,580
  Utilities - 2.7%
180,963 Black Hills Corp. 13,937,771
284,809 NiSource, Inc. 9,056,926
657,528 UGI Corp. 23,815,664
      46,810,361
  Total Common Stocks
(cost $1,301,491,382)
  $ 1,742,570,118
SHORT-TERM INVESTMENTS - 2.1%
  Repurchase Agreements - 0.2%
$   2,876,566 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2021 at 0.240%, due on 04/01/2022 with a maturity value of $2,876,585; collateralized by U.S. Treasury Note at 1.000%, maturing 07/31/2028, with a market value of $2,934,141 $ 2,876,566
  Securities Lending Collateral - 1.9%
29,551,179 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(3) 29,551,179
3,532,043 Invesco Government & Agency Portfolio, Institutional Class, 0.26%(3) 3,532,043
      33,083,222
  Total Short-Term Investments
(cost $35,959,788)
$ 35,959,788
  Total Investments
(cost $1,337,451,170)
101.9% $ 1,778,529,906
  Other Assets and Liabilities (1.9)% (33,278,452)
  Total Net Assets 100.0% $ 1,745,251,454
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan.
(2) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At March 31, 2022, the aggregate value of this security was $6,305,469, representing 0.4% of net assets.
(3) Current yield as of period end.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
 

26

Hartford MidCap HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $ 3,650,361   $ 3,650,361   $ —   $ —
Banks   94,645,975   94,645,975    
Capital Goods   186,215,684   186,215,684    
Commercial & Professional Services   57,426,982   57,426,982    
Consumer Durables & Apparel   89,058,997   89,058,997    
Consumer Services   38,660,519   38,660,519    
Diversified Financials   41,791,732   41,791,732    
Energy   31,523,189   31,523,189    
Food, Beverage & Tobacco   19,041,495   19,041,495    
Health Care Equipment & Services   93,709,653   93,709,653    
Insurance   89,955,330   89,955,330    
Materials   80,200,641   80,200,641    
Media & Entertainment   53,546,569   53,546,569    
Pharmaceuticals, Biotechnology & Life Sciences   221,164,628   221,164,628    
Real Estate   55,571,716   55,571,716    
Retailing   47,654,331   47,654,331    
Semiconductors & Semiconductor Equipment   53,391,927   53,391,927    
Software & Services   210,674,220   210,674,220    
Technology Hardware & Equipment   173,942,228   173,942,228    
Transportation   53,933,580   53,933,580    
Utilities   46,810,361   46,810,361    
Short-Term Investments   35,959,788   33,083,222   2,876,566  
Total   $ 1,778,529,906   $ 1,775,653,340   $ 2,876,566   $ —
    
(1) For the period ended March 31, 2022, there were no transfers in and out of Level 3.

27

Hartford Small Company HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.0%
  Banks - 3.2%
   154,611 Ameris Bancorp $   6,784,331
   124,578 Synovus Financial Corp.   6,104,322
    63,070 Western Alliance Bancorp   5,223,457
      18,112,110
  Capital Goods - 14.1%
    38,299 Acuity Brands, Inc.   7,250,001
139,707 Applied Industrial Technologies, Inc. 14,342,321
207,260 Colfax Corp.* 8,246,875
55,538 Curtiss-Wright Corp. 8,339,586
307,712 Fluor Corp.* 8,828,257
70,244 Helios Technologies, Inc. 5,637,081
74,418 Kornit Digital Ltd.* 6,153,625
54,234 Middleby Corp.* 8,891,122
49,399 WESCO International, Inc.* 6,428,786
129,288 Zurn Water Solutios Corp. 4,576,795
      78,694,449
  Commercial & Professional Services - 1.4%
78,378 TriNet Group, Inc.* 7,709,260
  Consumer Durables & Apparel - 2.5%
5,207 Cavco Industries, Inc.* 1,254,106
57,318 Crocs, Inc.* 4,379,095
155,599 Skyline Champion Corp.* 8,539,273
      14,172,474
  Consumer Services - 4.1%
89,409 Boyd Gaming Corp. 5,881,324
142,921 Chegg, Inc.* 5,185,174
327,105 Mister Car Wash, Inc.* 4,837,883
38,084 Planet Fitness, Inc. Class A* 3,217,336
33,528 Wingstop, Inc. 3,934,511
      23,056,228
  Diversified Financials - 0.9%
100,757 Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT 4,778,905
  Energy - 4.3%
111,185 Cactus, Inc. Class A 6,308,637
128,931 Chesapeake Energy Corp. 11,216,997
268,967 Magnolia Oil & Gas Corp. Class A 6,361,069
      23,886,703
  Food, Beverage & Tobacco - 0.8%
45,530 Freshpet, Inc.* 4,673,199
  Health Care Equipment & Services - 12.3%
191,815 Cross Country Healthcare, Inc.* 4,156,631
80,966 Globus Medical, Inc. Class A* 5,973,672
122,680 Health Catalyst, Inc.* 3,205,628
66,721 Inari Medical, Inc.* 6,047,591
45,631 Inspire Medical Systems, Inc.* 11,713,021
110,259 Integra LifeSciences Holdings Corp.* 7,085,243
45,925 LHC Group, Inc.* 7,742,955
30,769 Omnicell, Inc.* 3,984,278
89,578 Owens & Minor, Inc. 3,943,224
372,235 R1 RCM, Inc.* 9,961,009
43,360 Tandem Diabetes Care, Inc.* 5,042,334
      68,855,586
  Household & Personal Products - 1.0%
211,682 elf Beauty, Inc.* 5,467,746
  Materials - 1.6%
132,002 Cabot Corp. 9,030,257
Shares or Principal Amount   Market Value
COMMON STOCKS - 95.0% - (continued)
  Media & Entertainment - 4.5%
    72,727 Cardlytics, Inc.* $   3,998,530
   266,139 Cargurus, Inc.*  11,300,262
   132,352 Criteo S.A. ADR*   3,605,269
    65,709 Ziff Davis, Inc.*   6,359,317
      25,263,378
  Pharmaceuticals, Biotechnology & Life Sciences - 9.6%
158,470 Aclaris Therapeutics, Inc.* 2,732,023
244,875 Amicus Therapeutics, Inc.* 2,318,966
49,610 Apellis Pharmaceuticals, Inc.* 2,520,684
28,240 Ascendis Pharma A/S ADR* 3,314,246
36,221 BioAtla, Inc.* 181,105
49,824 Blueprint Medicines Corp.* 3,182,757
88,788 Celldex Therapeutics, Inc.* 3,024,119
48,602 Crinetics Pharmaceuticals, Inc.* 1,066,814
49,002 Fate Therapeutics, Inc.* 1,899,808
300,220 ImmunoGen, Inc.* 1,429,047
48,124 Intellia Therapeutics, Inc.* 3,497,171
45,692 Intra-Cellular Therapies, Inc.* 2,795,893
24,624 Karuna Therapeutics, Inc.* 3,122,077
21,638 Kodiak Sciences, Inc.* 167,045
59,424 Kymera Therapeutics, Inc.* 2,514,824
23,580 Madrigal Pharmaceuticals, Inc.* 2,313,670
131,468 Myovant Sciences Ltd.*(1) 1,751,154
63,520 NanoString Technologies, Inc.* 2,207,320
126,799 NeoGenomics, Inc.* 1,540,608
34,340 Pacira BioSciences, Inc.* 2,620,829
55,828 PTC Therapeutics, Inc.* 2,082,943
49,788 RAPT Therapeutics, Inc.* 1,094,838
75,968 Revolution Medicines, Inc.* 1,937,944
67,154 Rocket Pharmaceuticals, Inc.* 1,065,062
47,756 Turning Point Therapeutics, Inc.* 1,282,249
59,365 Veracyte, Inc.* 1,636,693
      53,299,889
  Real Estate - 5.4%
203,379 Essential Properties Realty Trust, Inc. REIT 5,145,489
265,293 Independence Realty Trust, Inc. REIT 7,014,347
252,077 Pebblebrook Hotel Trust REIT 6,170,845
140,119 Phillips Edison & Co., Inc. REIT 4,818,692
71,992 Ryman Hospitality Properties, Inc. REIT* 6,678,698
      29,828,071
  Retailing - 5.1%
5,016,400 Allstar Co.(2)(3)(4)(5)
36,706 Floor & Decor Holdings, Inc. Class A* 2,973,186
178,877 National Vision Holdings, Inc.* 7,793,671
155,658 Revolve Group, Inc.* 8,357,278
78,101 Shutterstock, Inc. 7,269,641
43,094 Tory Burch LLC(3)(4)(5) 2,137,895
      28,531,671
  Semiconductors & Semiconductor Equipment - 3.9%
30,112 Ambarella, Inc.* 3,159,351
30,748 MKS Instruments, Inc. 4,612,200
68,867 Synaptics, Inc.* 13,738,967
      21,510,518
  Software & Services - 15.8%
41,808 Concentrix Corp. 6,963,540
157,708 Digital Turbine, Inc.* 6,909,187
65,332 Five9, Inc.* 7,212,653
299,900 Jamf Holding Corp.* 10,439,519
117,926 LiveRamp Holdings, Inc.* 4,409,253
34,587 Manhattan Associates, Inc.* 4,797,563
78,019 New Relic, Inc.* 5,217,911
 

28

Hartford Small Company HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 95.0% - (continued)
  Software & Services - 15.8% - (continued)
    81,362 Olo, Inc. Class A* $   1,078,047
    71,258 Perficient, Inc.*   7,844,793
   100,759 Rapid7, Inc.*  11,208,431
   251,659 Repay Holdings Corp.*   3,717,003
   192,192 Varonis Systems, Inc.*   9,136,808
   560,211 Verra Mobility Corp.*   9,120,235
      88,054,943
  Technology Hardware & Equipment - 4.5%
198,199 Calix, Inc.* 8,504,719
146,702 II-VI, Inc.* 10,634,428
40,183 Novanta, Inc.* 5,717,639
      24,856,786
  Total Common Stocks
(cost $503,460,905)
  $ 529,782,173
EXCHANGE-TRADED FUNDS - 0.5%
  Other Investment Pools & Funds - 0.5%
11,713 iShares Russell 2000 Growth ETF $ 2,995,600
  Total Exchange-Traded Funds
(cost $2,800,517)
  $ 2,995,600
  Total Long-Term Investments
(Cost $506,261,422)
  $ 532,777,773
SHORT-TERM INVESTMENTS - 3.9%
  Repurchase Agreements - 3.6%
$   19,747,092 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2022 at 0.240%, due on 04/01/2022 with a maturity value of $19,747,224; collateralized by U.S. Treasury Note at 1.250%, maturing 06/30/2028, with a market value of $20,142,061 $ 19,747,092
  Securities Lending Collateral - 0.3%
1,538,896 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(6) 1,538,896
183,933 Invesco Government & Agency Portfolio, Institutional Class, 0.26%(6) 183,933
      1,722,829
  Total Short-Term Investments
(cost $21,469,921)
$ 21,469,921
  Total Investments
(cost $527,731,343)
99.4% $ 554,247,694
  Other Assets and Liabilities 0.6% 3,370,072
  Total Net Assets 100.0% $ 557,617,766
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan.
(2) Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer.
(3) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At March 31, 2022, the aggregate fair value of these securities are $2,137,895, which represented 0.4% 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.
(4) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $2,137,895 or 0.4% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
08/2011   Allstar Co.   5,016,400   $ —   $ —
11/2013   Tory Burch LLC   43,094   3,377,559   2,137,895
            $ 3,377,559   $ 2,137,895
    
(5) Investment valued using significant unobservable inputs.
(6) Current yield as of period end.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
 

29

Hartford Small Company HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $ 18,112,110   $ 18,112,110   $ —   $ —
Capital Goods   78,694,449   78,694,449    
Commercial & Professional Services   7,709,260   7,709,260    
Consumer Durables & Apparel   14,172,474   14,172,474    
Consumer Services   23,056,228   23,056,228    
Diversified Financials   4,778,905   4,778,905    
Energy   23,886,703   23,886,703    
Food, Beverage & Tobacco   4,673,199   4,673,199    
Health Care Equipment & Services   68,855,586   68,855,586    
Household & Personal Products   5,467,746   5,467,746    
Materials   9,030,257   9,030,257    
Media & Entertainment   25,263,378   25,263,378    
Pharmaceuticals, Biotechnology & Life Sciences   53,299,889   53,299,889    
Real Estate   29,828,071   29,828,071    
Retailing   28,531,671   26,393,776     2,137,895
Semiconductors & Semiconductor Equipment   21,510,518   21,510,518    
Software & Services   88,054,943   88,054,943    
Technology Hardware & Equipment   24,856,786   24,856,786    
Exchange-Traded Funds   2,995,600   2,995,600    
Short-Term Investments   21,469,921   1,722,829   19,747,092  
Total   $ 554,247,694   $ 532,362,707   $ 19,747,092   $ 2,137,895
    
(1) For the period ended March 31, 2022, there were no transfers in and out of Level 3.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended March 31, 2022 is not presented.

30

Hartford Stock HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.4%
  Banks - 1.3%
   107,942 PNC Financial Services Group, Inc. $    19,909,902
  Capital Goods - 14.0%
    43,843 Deere & Co.     18,215,013
   170,259 General Dynamics Corp.     41,063,065
   224,091 Honeywell International, Inc.     43,603,627
    64,305 Lockheed Martin Corp.     28,384,227
111,686 Northrop Grumman Corp. 49,948,213
386,769 Raytheon Technologies Corp. 38,317,205
      219,531,350
  Consumer Durables & Apparel - 2.6%
305,672 NIKE, Inc. Class B 41,131,224
  Consumer Services - 2.7%
174,082 McDonald's Corp. 43,046,997
  Diversified Financials - 2.3%
197,397 American Express Co. 36,913,239
  Food & Staples Retailing - 2.2%
60,428 Costco Wholesale Corp. 34,797,464
  Food, Beverage & Tobacco - 7.6%
837,822 Coca-Cola Co. 51,944,964
534,281 Diageo plc 27,101,153
237,154 PepsiCo., Inc. 39,694,837
      118,740,954
  Health Care Equipment & Services - 10.9%
415,209 Baxter International, Inc. 32,195,306
347,669 Medtronic plc 38,573,876
152,571 Stryker Corp. 40,789,857
117,821 UnitedHealth Group, Inc. 60,085,175
      171,644,214
  Household & Personal Products - 6.5%
697,976 Colgate-Palmolive Co. 52,927,520
322,363 Procter & Gamble Co. 49,257,066
      102,184,586
  Insurance - 5.3%
187,485 Chubb Ltd. 40,103,041
251,787 Marsh & McLennan Cos., Inc. 42,909,541
      83,012,582
  Materials - 4.6%
173,434 Ecolab, Inc. 30,621,507
132,601 Linde plc* 42,356,737
      72,978,244
  Media & Entertainment - 1.8%
590,812 Comcast Corp. Class A 27,661,818
  Pharmaceuticals, Biotechnology & Life Sciences - 8.7%
88,092 Danaher Corp. 25,840,026
305,805 Johnson & Johnson 54,197,820
442,852 Merck & Co., Inc. 36,336,007
395,257 Pfizer, Inc. 20,462,455
      136,836,308
  Real Estate - 2.9%
80,280 American Tower Corp. REIT 20,167,941
66,106 Public Storage REIT 25,799,850
      45,967,791
  Retailing - 4.6%
9,440,100 Allstar Co.(1)(2)(3)(4)
Shares or Principal Amount   Market Value
COMMON STOCKS - 98.4% - (continued)
  Retailing - 4.6% - (continued)
    75,051 Home Depot, Inc. $    22,465,016
   823,014 TJX Cos., Inc.    49,858,188
      72,323,204
  Semiconductors & Semiconductor Equipment - 1.5%
   127,165 Texas Instruments, Inc.    23,332,234
  Software & Services - 11.5%
96,811 Accenture plc Class A 32,647,574
120,347 Automatic Data Processing, Inc. 27,383,756
107,410 Mastercard, Inc. Class A 38,386,186
118,172 Microsoft Corp. 36,433,609
207,832 Visa, Inc. Class A 46,090,903
      180,942,028
  Transportation - 7.4%
258,751 Canadian National Railway Co. 34,709,869
169,429 Union Pacific Corp. 46,289,697
161,273 United Parcel Service, Inc. Class B 34,586,608
      115,586,174
  Total Common Stocks
(cost $851,515,465)
  $ 1,546,540,313
SHORT-TERM INVESTMENTS - 1.1%
  Repurchase Agreements - 1.1%
$   17,375,867 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2022 at 0.240%, due on 04/01/2022 with a maturity value of $17,375,983; collateralized by U.S. Treasury Note at 1.250%, maturing 04/30/2028, with a market value of $17,723,463 $ 17,375,867
  Total Short-Term Investments
(cost $17,375,867)
$ 17,375,867
  Total Investments
(cost $868,891,332)
99.5% $ 1,563,916,180
  Other Assets and Liabilities 0.5% 8,479,662
  Total Net Assets 100.0% $ 1,572,395,842
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer.
 

31

Hartford Stock HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

(2) This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At March 31, 2022, the aggregate fair value of this security was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(3) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $0 or 0.0% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
08/2011   Allstar Co.   9,440,100   $ —   $ —
    
(4) Investment valued using significant unobservable inputs.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $ 19,909,902   $ 19,909,902   $ —   $ —
Capital Goods   219,531,350   219,531,350    
Consumer Durables & Apparel   41,131,224   41,131,224    
Consumer Services   43,046,997   43,046,997    
Diversified Financials   36,913,239   36,913,239    
Food & Staples Retailing   34,797,464   34,797,464    
Food, Beverage & Tobacco   118,740,954   91,639,801   27,101,153  
Health Care Equipment & Services   171,644,214   171,644,214    
Household & Personal Products   102,184,586   102,184,586    
Insurance   83,012,582   83,012,582    
Materials   72,978,244   72,978,244    
Media & Entertainment   27,661,818   27,661,818    
Pharmaceuticals, Biotechnology & Life Sciences   136,836,308   136,836,308    
Real Estate   45,967,791   45,967,791    
Retailing   72,323,204   72,323,204    
Semiconductors & Semiconductor Equipment   23,332,234   23,332,234    
Software & Services   180,942,028   180,942,028    
Transportation   115,586,174   115,586,174    
Short-Term Investments   17,375,867     17,375,867  
Total   $ 1,563,916,180   $ 1,519,439,160   $ 44,477,020   $ —
    
(1) For the period ended March 31, 2022, there were no transfers in and out of Level 3.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended March 31, 2022 is not presented.

32

Hartford Total Return Bond HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.4%
  Asset-Backed - Automobile - 0.9%
$     2,375,000 AmeriCredit Automobile Receivables Trust 2.58%, 09/18/2025 $     2,364,980
   1,590,000 Credit Acceptance Auto Loan Trust 1.00%, 05/15/2030(1)      1,534,461
   2,045,000 Drive Auto Receivables Trust 2.70%, 02/16/2027      2,043,365
             Exeter Automobile Receivables Trust  
   4,595,000 2.58%, 09/15/2025(1)      4,578,698
   1,390,000 2.73%, 12/15/2025(1)      1,384,596
1,975,000 Prestige Auto Receivables Trust 1.62%, 11/16/2026(1) 1,940,598
665,000 Santander Drive Auto Receivables Trust 1.48%, 01/15/2027 647,134
  Westlake Automobile Receivables Trust  
1,930,000 1.65%, 02/17/2026(1) 1,870,059
3,365,000 2.72%, 11/15/2024(1) 3,370,630
      19,734,521
  Asset-Backed - Credit Card - 0.1%
2,210,000 Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1) 2,144,658
  Asset-Backed - Finance & Insurance - 3.4%
765,183 Aaset Trust 3.35%, 01/16/2040(1) 673,212
  Bayview Koitere Fund Trust  
2,484,049 3.50%, 07/28/2057(1)(2) 2,468,160
978,811 4.00%, 11/28/2053(1)(2) 971,548
  BlueMountain CLO Ltd.  
3,660,000 1.35%, 04/20/2034, 3 mo. USD LIBOR + 1.100%(1)(3) 3,615,729
6,995,000 1.40%, 04/19/2034, 3 mo. USD LIBOR + 1.150%(1)(3) 6,946,021
1,910,000 Carlyle U.S. CLO Ltd. 1.30%, 04/15/2034, 3 mo. USD LIBOR + 1.060%(1)(3) 1,894,663
1,059,107 CF Hippolyta LLC 1.99%, 07/15/2060(1) 974,624
4,175,000 Cirrus Funding Ltd. 4.80%, 01/25/2037(1) 4,228,970
4,485,000 Columbia Cent CLO Ltd. 1.44%, 01/25/2035, 3 mo. USD LIBOR + 1.190%(1)(3) 4,413,697
918,363 Fieldstone Mortgage Investment Trust 1.00%, 05/25/2036, 1 mo. USD LIBOR + 0.540%(3) 715,704
3,267,261 First Franklin Mortgage Loan Trust 0.94%, 04/25/2036, 1 mo. USD LIBOR + 0.480%(3) 3,068,380
2,641,672 GSAMP Trust 0.55%, 01/25/2037, 1 mo. USD LIBOR + 0.090%(3) 1,852,595
592,741 NRZ Excess Spread-Collateralized Notes 3.84%, 12/25/2025(1) 577,195
2,462,165 Pretium Mortgage Credit Partners LLC 2.49%, 07/25/2051(1)(4) 2,411,215
5,155,000 Regatta Funding Ltd. 1.41%, 04/20/2034, 3 mo. USD LIBOR + 1.160%(1)(3) 5,100,599
5,375,000 RR Ltd. 1.35%, 07/15/2036, 3 mo. USD LIBOR + 1.110%(1)(3) 5,338,993
367,299 Securitized Asset-Backed Receivables LLC Trust 0.64%, 07/25/2036, 1 mo. USD LIBOR + 0.180%(3) 156,048
5,775,000 Sound Point CLO Ltd. 1.33%, 04/25/2034, 3 mo. USD LIBOR + 1.070%(1)(3) 5,733,328
  Symphony CLO Ltd.  
1,791,822 1.19%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(3) 1,783,730
6,615,000 1.23%, 04/19/2034, 3 mo. USD LIBOR + 0.980%(1)(3) 6,541,931
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.4% - (continued)
  Asset-Backed - Finance & Insurance - 3.4% - (continued)
$     5,815,000 Thompson Park CLO Ltd. 1.24%, 04/15/2034, 3 mo. USD LIBOR + 1.000%(1)(3) $     5,787,635
   5,844,845 Voya CLO Ltd. 1.14%, 01/18/2029, 3 mo. USD LIBOR + 0.900%(1)(3)     5,809,829
      71,063,806
  Asset-Backed - Home Equity - 0.4%
             GSAA Home Equity Trust  
   4,556,566 0.62%, 02/25/2037, 1 mo. USD LIBOR + 0.160%(3)      1,677,355
   2,023,803 0.82%, 11/25/2036, 1 mo. USD LIBOR + 0.360%(3)        698,620
     513,140 5.98%, 06/25/2036(2)        178,927
2,550,172 Legacy Mortgage Asset Trust 3.00%, 06/25/2059(1)(4) 2,544,997
63,546 Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 0.76%, 06/25/2036, 1 mo. USD LIBOR + 0.300%(3) 57,504
  Soundview Home Loan Trust  
1,889,396 0.64%, 07/25/2037, 1 mo. USD LIBOR + 0.180%(3) 1,770,937
395,432 0.96%, 11/25/2036, 1 mo. USD LIBOR + 0.500%(3) 381,706
      7,310,046
  Commercial Mortgage-Backed Securities - 4.9%
  BBCMS Mortgage Trust  
8,553,000 1.25%, 08/15/2036, 1 mo. USD LIBOR + 0.850%(1)(3) 8,466,827
26,595,925 1.44%, 02/15/2050(2)(5) 1,462,116
  Benchmark Mortgage Trust  
11,551,254 0.49%, 01/15/2051(2)(5) 262,403
19,442,687 0.51%, 07/15/2051(2)(5) 421,593
8,918,053 1.06%, 08/15/2052(2)(5) 468,958
25,813,554 1.23%, 03/15/2062(2)(5) 1,633,043
10,399,945 1.52%, 01/15/2054(2)(5) 1,089,563
2,758,387 1.79%, 07/15/2053(2)(5) 266,172
4,425,630 BX Commercial Mortgage Trust 1.32%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(3) 4,406,358
2,920,000 CAMB Commercial Mortgage Trust 2.95%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(3) 2,870,018
3,344,985 CD Mortgage Trust 2.46%, 08/10/2049 3,208,448
2,780,000 Century Plaza Towers 2.87%, 11/13/2039(1) 2,626,081
  Citigroup Commercial Mortgage Trust  
17,289,051 0.91%, 07/10/2047(2)(5) 310,743
20,571,246 1.02%, 04/10/2048(2)(5) 524,131
2,357,000 4.10%, 11/15/2049(2) 2,243,197
1,367,866 Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1)(4) 1,367,382
  Commercial Mortgage Trust  
6,748,330 0.54%, 02/10/2047(2)(5) 56,645
3,146,145 0.71%, 08/10/2046(2)(5) 24,429
841,000 2.82%, 01/10/2039(1) 808,035
763,172 2.82%, 10/15/2045 762,771
1,659,863 2.85%, 10/15/2045 1,662,564
1,145,000 3.10%, 03/10/2046 1,146,754
568,061 3.21%, 03/10/2046 569,586
6,780,000 3.42%, 03/10/2031(1) 6,841,359
1,260,000 3.61%, 06/10/2046(2) 1,268,168
860,000 3.90%, 01/10/2039(1)(2) 831,248
630,000 4.07%, 02/10/2047(2) 638,739
 

33

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.4% - (continued)
  Commercial Mortgage-Backed Securities - 4.9% - (continued)
$     1,045,000 4.21%, 08/10/2046(2) $     1,059,814
     535,000 4.24%, 02/10/2047(2)        543,939
     607,068 4.25%, 07/10/2045(2)        614,685
   1,920,000 4.75%, 10/15/2045(1)(2)        692,064
      25,782 Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037         25,370
             CSAIL Commercial Mortgage Trust  
  56,846,186 0.74%, 06/15/2057(2)(5)      1,020,031
   2,478,426 0.93%, 11/15/2048(2)(5)         65,794
7,232,228 1.87%, 01/15/2049(2)(5) 439,210
4,275,494 DBJPM Mortgage Trust 1.71%, 09/15/2053(2)(5) 367,070
4,340,000 GS Mortgage Securities Corp. 2.95%, 11/05/2034(1) 4,333,329
  GS Mortgage Securities Trust  
1,078,722 0.01%, 08/10/2044(1)(2)(5) 11
41,130,020 0.06%, 07/10/2046(2)(5) 27,208
1,580,166 3.67%, 04/10/2047(1) 62,669
785,121 4.07%, 01/10/2047 795,127
2,215,000 5.03%, 04/10/2047(1)(2) 1,280,332
  JP Morgan Chase Commercial Mortgage Securities Trust  
2,185,000 2.73%, 10/15/2045(1)(2) 1,869,967
1,400,000 2.81%, 01/16/2037(1) 1,359,710
476,919 2.84%, 12/15/2047 477,781
1,290,924 4.36%, 12/15/2047(1)(2) 1,072,175
  JPMBB Commercial Mortgage Securities Trust  
17,322,245 0.60%, 09/15/2047(2)(5) 208,040
4,143,288 0.60%, 05/15/2048(2)(5) 61,750
837,691 3.36%, 07/15/2045 839,286
  Morgan Stanley Bank of America Merrill Lynch Trust  
9,857,503 0.96%, 12/15/2047(2)(5) 195,503
1,334,125 0.98%, 10/15/2048(2)(5) 32,433
1,530,000 3.13%, 12/15/2048 1,533,411
1,095,422 3.18%, 08/15/2045 1,095,292
795,172 4.26%, 10/15/2046(2) 806,008
  Morgan Stanley Capital Trust  
7,418,117 1.34%, 06/15/2050(2)(5) 351,803
1,460,000 5.09%, 07/15/2049(1)(2) 776,936
82,680 5.66%, 10/12/2052(1)(2) 28,938
2,475,000 MTRO Commercial Mortgage Trust 2.20%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(3) 2,399,966
790,000 SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043(1)(2) 756,918
5,410,000 SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) 5,254,291
4,215,944 UBS Commercial Mortgage Trust 1.05%, 08/15/2050(2)(5) 171,003
  UBS-Barclays Commercial Mortgage Trust  
790,000 2.85%, 12/10/2045 791,804
1,498,247 3.09%, 08/10/2049 1,500,403
2,065,000 3.18%, 03/10/2046 2,070,404
775,000 3.24%, 04/10/2046 777,618
  Wells Fargo Commercial Mortgage Trust  
15,276,457 1.08%, 05/15/2048(2)(5) 392,046
940,345 2.92%, 10/15/2045 941,456
3,085,000 2.94%, 10/15/2049 3,034,831
430,000 4.15%, 05/15/2048(2) 408,816
  Wells Fargo N.A.  
19,990,079 0.60%, 11/15/2062(2)(5) 759,409
9,750,420 0.64%, 11/15/2062(2)(5) 414,298
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.4% - (continued)
  Commercial Mortgage-Backed Securities - 4.9% - (continued)
$    39,292,046 0.72%, 11/15/2050(2)(5) $     1,315,172
   4,497,698 0.77%, 11/15/2054(2)(5)        157,927
  19,661,737 0.85%, 09/15/2062(2)(5)        982,487
  35,377,930 0.88%, 01/15/2063(2)(5)      1,956,530
  12,708,405 0.90%, 05/15/2062(2)(5)        662,104
  21,073,541 1.78%, 03/15/2063(2)(5)      2,455,415
   2,545,000 2.04%, 02/15/2054      2,293,870
  WF-RBS Commercial Mortgage Trust  
255,115 2.88%, 12/15/2045 255,031
760,481 3.00%, 08/15/2045 760,374
1,118,984 3.07%, 03/15/2045 1,120,218
450,000 3.35%, 05/15/2045 450,712
486,343 3.72%, 05/15/2047 480,543
230,000 4.05%, 03/15/2047 232,691
1,095,000 4.15%, 08/15/2046(2) 1,099,460
710,000 4.89%, 06/15/2044(1)(2) 456,012
      102,624,826
  Other Asset-Backed Securities - 3.1%
  Affirm Asset Securitization Trust  
1,225,686 1.90%, 01/15/2025(1) 1,213,426
469,125 3.46%, 10/15/2024(1) 470,784
885,000 Arbor Realty Commercial Real Estate Notes Ltd. 1.50%, 05/15/2036, 1 mo. USD LIBOR + 1.100%(1)(3) 874,667
1,945,000 Avant Loans Funding Trust 1.21%, 07/15/2030(1) 1,879,668
5,645,000 Bain Capital Credit CLO Ltd. 1.44%, 07/25/2034, 3 mo. USD LIBOR + 1.180%(1)(3) 5,588,714
1,588,999 Bayview Mortgage Fund Trust 3.50%, 01/28/2058(1)(2) 1,565,406
  Bayview Opportunity Master Fund Trust  
1,068,716 3.50%, 01/28/2055(1)(2) 1,061,854
1,244,259 3.50%, 06/28/2057(1)(2) 1,238,268
2,120,160 4.00%, 10/28/2064(1)(2) 2,097,495
  Domino's Pizza Master Issuer LLC  
2,302,600 2.66%, 04/25/2051(1) 2,140,085
1,421,000 3.67%, 10/25/2049(1) 1,365,096
3,168,562 4.12%, 07/25/2048(1) 3,183,591
6,190,000 Madison Park Funding Ltd. 1.36%, 07/17/2034, 3 mo. USD LIBOR + 1.120%(1)(3) 6,144,689
1,015,000 Marlette Funding Trust 1.06%, 09/15/2031(1) 983,225
  Pretium Mortgage Credit Partners LLC  
2,043,416 1.87%, 07/25/2051(1)(4) 1,941,760
5,423,122 2.98%, 01/25/2052(1)(4) 5,247,987
5,870,000 RR LLC 1.39%, 07/15/2035, 3 mo. USD LIBOR + 1.150%(1)(3) 5,840,644
472,475 Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1) 426,509
1,435,000 Summit Issuer LLC 2.29%, 12/20/2050(1) 1,353,751
1,066,440 Upstart Securitization Trust 0.83%, 07/20/2031(1) 1,047,327
  Venture CLO Ltd.  
5,775,000 1.37%, 04/15/2034, 3 mo. USD LIBOR + 1.130%(1)(3) 5,700,162
2,255,000 1.48%, 04/15/2034, 3 mo. USD LIBOR + 1.240%(1)(3) 2,248,244
4,560,000 Wellfleet CLO Ltd. 1.42%, 07/20/2032, 3 mo. USD LIBOR + 1.170%(1)(3) 4,531,090
  Wendy's Funding LLC  
5,007,162 2.37%, 06/15/2051(1) 4,464,146
 

34

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.4% - (continued)
  Other Asset-Backed Securities - 3.1% - (continued)
$     1,991,600 3.88%, 03/15/2048(1) $     1,970,593
     771,125 Wingstop Funding LLC 2.84%, 12/05/2050(1)       717,011
      65,296,192
  Whole Loan Collateral CMO - 10.6%
   4,369,180 510 Asset Backed Trust 2.12%, 06/25/2061(1)(4)      4,178,962
             Alternative Loan Trust  
     140,687 1.00%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(3)        138,242
     708,955 1.10%, 11/25/2035, 1 mo. USD LIBOR + 0.640%(3)        615,240
615,122 5.75%, 05/25/2036 343,195
  Angel Oak Mortgage Trust  
1,923,154 0.91%, 01/25/2066(1)(2) 1,877,425
1,841,904 0.99%, 04/25/2053(1)(2) 1,810,992
1,601,907 0.99%, 04/25/2066(1)(2) 1,557,373
2,518,666 1.82%, 11/25/2066(1)(2) 2,358,953
139,949 3.63%, 03/25/2049(1)(2) 139,831
2,206,257 Arroyo Mortgage Trust 3.35%, 04/25/2049(1)(2) 2,154,080
  Banc of America Funding Trust  
709,708 1.05%, 05/20/2047, 1 mo. USD LIBOR + 0.600%(3) 689,010
2,401,993 5.77%, 05/25/2037(2) 2,400,883
94,715 6.35%, 01/25/2037(4) 91,784
535,293 BCAP LLC Trust 0.64%, 03/25/2037, 1 mo. USD LIBOR + 0.180%(3) 508,937
137,704 Bear Stearns Adjustable Rate Mortgage Trust 2.38%, 10/25/2035, 12 mo. USD CMT + 2.300%(3) 139,551
205,910 Bear Stearns Mortgage Funding Trust 0.64%, 10/25/2036, 1 mo. USD LIBOR + 0.180%(3) 193,956
605,658 Bear Stearns Trust 0.96%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(3) 879,458
  BRAVO Residential Funding Trust  
1,184,492 0.94%, 02/25/2049(1)(2) 1,116,321
1,497,683 0.97%, 03/25/2060(1)(2) 1,465,298
  CHL Mortgage Pass-Through Trust  
277,406 2.71%, 11/20/2035(2) 258,964
1,104,855 2.89%, 09/25/2047(2) 1,044,453
944,124 CIM Trust 3.00%, 04/25/2057(1)(2) 947,287
  COLT Mortgage Loan Trust  
2,503,458 0.91%, 06/25/2066(1)(2) 2,304,182
5,548,844 1.11%, 10/25/2066(1)(2) 5,162,506
  Connecticut Avenue Securities Trust  
24,916 2.46%, 07/25/2039, 1 mo. USD LIBOR + 2.000%(1)(3) 24,916
41,790 2.56%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(3) 41,791
247,166 2.61%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(3) 247,166
1,010,265 2.61%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(3) 994,047
259,144 2.76%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(3) 259,144
1,140,913 Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035 997,973
  CSMC Trust  
2,224,630 0.94%, 05/25/2066(1)(2) 2,100,591
1,448,919 1.80%, 12/27/2060(1)(2) 1,401,554
2,527,482 1.84%, 10/25/2066(1)(2) 2,427,091
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.4% - (continued)
  Whole Loan Collateral CMO - 10.6% - (continued)
$     5,483,914 2.27%, 11/25/2066(1)(2) $     5,276,883
   1,585,826 3.25%, 04/25/2047(1)(2)      1,541,781
   1,127,166 Deephaven Residential Mortgage Trust 0.90%, 04/25/2066(1)(2)      1,060,281
   1,015,180 Eagle RE Ltd. 1.89%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(3)      1,013,248
             Ellington Financial Mortgage Trust  
     967,348 0.93%, 06/25/2066(1)(2)        904,845
   2,628,199 2.21%, 01/25/2067(1)(2)      2,555,918
  Fannie Mae Connecticut Avenue Securities  
1,217,099 4.01%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(3) 1,238,957
2,150,998 4.81%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(3) 2,241,179
433,304 5.36%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(3) 446,101
358,491 6.16%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(3) 383,469
188,572 6.46%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(3) 198,780
  GCAT Trust  
2,104,344 1.04%, 05/25/2066(1)(2) 2,055,072
2,126,504 1.92%, 08/25/2066(1)(2) 2,065,671
18,133 GMACM Mortgage Loan Trust 2.89%, 04/19/2036(2) 15,208
  GSR Mortgage Loan Trust  
836,433 0.76%, 01/25/2037, 1 mo. USD LIBOR + 0.300%(3) 191,684
912,550 2.87%, 01/25/2036(2) 923,629
  HarborView Mortgage Loan Trust  
656,229 0.64%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(3) 620,887
2,298,017 0.69%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(3) 2,339,361
905,561 Home Re Ltd. 2.06%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(3) 904,034
5,365,000 Imperial Fund LLC 3.64%, 03/25/2067 5,311,048
744,378 IndyMac Index Mortgage Loan Trust 2.92%, 03/25/2036(2) 629,957
124,598 JP Morgan Mortgage Trust 2.90%, 04/25/2037(2) 112,299
1,179,419 LCM L.P. 1.29%, 10/20/2027, 3 mo. USD LIBOR + 1.040%(1)(3) 1,175,981
  Legacy Mortgage Asset Trust  
1,439,186 1.75%, 04/25/2061(1)(4) 1,397,991
1,840,851 1.75%, 07/25/2061(1)(4) 1,780,064
3,549,531 3.25%, 11/25/2059(1)(4) 3,533,484
660,763 Lehman XS Trust 0.88%, 07/25/2046, 1 mo. USD LIBOR + 0.420%(3) 670,304
  LSTAR Securities Investment Ltd.  
3,765,994 1.93%, 03/02/2026, 1 mo. USD LIBOR + 1.700%(1)(3) 3,716,813
2,393,978 2.26%, 02/01/2026, 1 mo. USD LIBOR + 1.800%(1)(3) 2,374,306
1,177,671 2.96%, 04/01/2024, 1 mo. USD LIBOR + 2.500%(1)(3) 1,186,289
2,414,625 2.96%, 05/01/2024, 1 mo. USD LIBOR + 2.50%(1)(3) 2,444,199
216,905 MASTR Adjustable Rate Mortgages Trust 2.76%, 11/21/2034(2) 216,261
4,040,965 MFA LLC 2.36%, 03/25/2060(1)(4) 4,006,908
  MFA Trust  
398,013 1.01%, 01/26/2065(1)(2) 388,938
1,707,541 1.03%, 11/25/2064(1)(2) 1,615,259
 

35

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.4% - (continued)
  Whole Loan Collateral CMO - 10.6% - (continued)
$     1,585,638 1.15%, 04/25/2065(1)(2) $     1,541,317
   1,239,467 Morgan Stanley Mortgage Loan Trust 0.80%, 11/25/2036, 1 mo. USD LIBOR + 0.340%(3)        451,247
             New Residential Mortgage Loan Trust  
   1,318,428 0.94%, 10/25/2058(1)(2)      1,277,216
   2,356,714 1.21%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(3)      2,341,398
   1,787,404 1.96%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(3)      1,802,050
     484,904 2.49%, 09/25/2059(1)(2)        481,946
   1,723,372 3.50%, 08/25/2059(1)(2)      1,717,020
1,973,443 3.75%, 11/26/2035(1)(2) 1,974,052
1,876,004 3.75%, 11/25/2056(1)(2) 1,893,193
3,337,203 4.00%, 02/25/2057(1)(2) 3,346,349
3,396,297 4.00%, 03/25/2057(1)(2) 3,407,169
2,663,276 4.00%, 04/25/2057(1)(2) 2,672,912
1,831,917 4.00%, 05/25/2057(1)(2) 1,836,111
3,027,623 4.00%, 08/27/2057(1)(2) 3,046,923
1,335,364 4.00%, 12/25/2057(1)(2) 1,347,185
4,265,752 NMLT Trust 1.19%, 05/25/2056(1)(2) 4,037,402
  Oaktown Re Ltd.  
267,669 1.86%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(3) 267,660
791,098 2.01%, 07/25/2028, 1 mo. USD LIBOR + 1.550%(1)(3) 790,067
4,780,669 OBX Trust 2.31%, 11/25/2061(1)(2) 4,624,133
966,312 OZLM Ltd. 1.35%, 04/30/2027, 3 mo. USD LIBOR + 1.050%(1)(3) 966,191
  Preston Ridge Partners Mortgage Trust LLC  
2,626,692 1.79%, 06/25/2026(1)(4) 2,565,842
2,633,905 1.79%, 07/25/2026(1)(4) 2,532,852
4,904,486 1.87%, 04/25/2026(1)(4) 4,708,048
813,931 2.36%, 11/25/2025(1)(4) 791,944
2,158,961 2.49%, 10/25/2026(1)(4) 2,072,968
4,501,518 2.95%, 10/25/2025(1)(4) 4,386,475
5,071,778 Pretium Mortgage Credit Partners LLC 1.99%, 02/25/2061(1)(4) 4,874,897
650,383 RBSGC Mortgage Loan Trust 6.25%, 01/25/2037 631,744
1,877,589 RCO VII Mortgage LLC 1.87%, 05/26/2026(1)(4) 1,835,083
477,736 Residential Accredit Loans, Inc. 6.00%, 12/25/2035 462,088
  Seasoned Credit Risk Transfer Trust  
2,350,391 2.50%, 08/25/2059 2,279,824
1,927,440 3.50%, 11/25/2057 1,958,020
3,923,627 3.50%, 03/25/2058 3,944,262
5,140,076 3.50%, 07/25/2058 5,232,733
1,020,039 3.50%, 08/25/2058 1,039,611
4,201,126 3.50%, 10/25/2058 4,235,133
  Starwood Residential Mortgage Trust  
1,030,455 0.94%, 05/25/2065(1)(2) 998,748
3,800,185 1.92%, 11/25/2066(1)(2) 3,582,942
435,406 Structured Agency Credit Risk Trust 2.11%, 04/25/2043, 1 mo. USD LIBOR + 1.650%(1)(3) 434,312
2,840,000 Toorak Mortgage Corp. Ltd. 2.24%, 06/25/2024(1)(4) 2,687,902
  Towd Point Mortgage Trust  
1,652,078 1.06%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(3) 1,645,906
124,600 2.75%, 08/25/2055(1)(2) 124,484
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.4% - (continued)
  Whole Loan Collateral CMO - 10.6% - (continued)
$     1,625,178 2.75%, 10/25/2056(1)(2) $     1,625,173
     411,054 2.75%, 04/25/2057(1)(2)        411,287
   2,051,207 2.75%, 06/25/2057(1)(2)      2,036,468
   1,002,974 2.75%, 07/25/2057(1)(2)      1,003,842
   5,496,168 2.92%, 11/30/2060(1)(2)      5,347,392
             VCAT LLC  
   2,558,986 1.74%, 05/25/2051(1)(4)      2,459,060
     818,542 2.12%, 03/27/2051(1)(4)        793,073
  Verus Securitization Trust  
1,604,575 0.92%, 02/25/2064(1)(2) 1,571,348
1,770,809 0.94%, 07/25/2066(1)(2) 1,699,380
1,386,494 1.03%, 02/25/2066(1)(2) 1,334,729
2,706,495 1.82%, 11/25/2066(1)(2) 2,590,849
5,306,465 1.83%, 10/25/2066(1)(2) 5,014,940
2,644,599 VOLT XCIV LLC 2.24%, 02/27/2051(1)(4) 2,540,818
  WaMu Mortgage Pass-Through Certificates Trust  
1,768,456 0.92%, 12/25/2046, 12 mo. USD MTA + 0.820%(3) 1,615,954
341,479 1.30%, 06/25/2044, 1 mo. USD LIBOR + 0.840%(3) 333,054
677,302 2.81%, 06/25/2037(2) 647,828
25,765,287 Wells Fargo Commercial Mortgage Trust 0.90%, 09/15/2057(2)(5) 662,384
      221,943,183
  Total Asset & Commercial Mortgage-Backed Securities
(cost $508,079,265)
$ 490,117,232
CORPORATE BONDS - 30.6%
  Advertising - 0.1%
1,990,000 Lamar Media Corp. 3.75%, 02/15/2028 $ 1,889,595
  Aerospace/Defense - 0.5%
  Boeing Co.  
1,900,000 5.04%, 05/01/2027 2,003,569
1,390,000 5.15%, 05/01/2030 1,482,550
590,000 BWX Technologies, Inc. 4.13%, 04/15/2029(1) 567,875
2,127,000 L3Harris Technologies, Inc. 3.85%, 06/15/2023 2,157,689
960,000 Northrop Grumman Corp. 5.15%, 05/01/2040 1,118,145
  Raytheon Technologies Corp.  
665,000 2.38%, 03/15/2032 611,959
32,000 3.65%, 08/16/2023 32,430
945,000 3.95%, 08/16/2025 975,443
760,000 4.45%, 11/16/2038 824,934
      9,774,594
  Agriculture - 0.6%
  BAT Capital Corp.  
585,000 2.26%, 03/25/2028 525,847
1,755,000 2.79%, 09/06/2024 1,733,473
2,110,000 4.74%, 03/16/2032 2,122,771
  BAT International Finance plc  
3,265,000 1.67%, 03/25/2026 2,999,702
3,165,000 4.45%, 03/16/2028 3,177,047
1,760,000 Kernel Holding S.A. 6.50%, 10/17/2024(6) 891,651
      11,450,491
  Airlines - 0.0%
285,000 United Airlines, Inc. 4.63%, 04/15/2029(1) 271,021
 

36

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Apparel - 0.2%
$       550,000 Hanesbrands, Inc. 4.88%, 05/15/2026(1) $       554,125
   3,550,000 William Carter Co. 5.63%, 03/15/2027(1)     3,602,398
      4,156,523
  Auto Manufacturers - 0.2%
     505,000 Ford Motor Co. 3.25%, 02/12/2032        450,278
     145,000 General Motors Co. 6.80%, 10/01/2027        163,909
2,660,000 General Motors Financial Co., Inc. 1.50%, 06/10/2026 2,434,430
      3,048,617
  Beverages - 0.2%
  Anheuser-Busch InBev Worldwide, Inc.  
1,507,000 3.75%, 07/15/2042 1,436,034
645,000 4.75%, 04/15/2058 699,017
1,699,000 5.45%, 01/23/2039 1,985,660
  Constellation Brands, Inc.  
150,000 2.25%, 08/01/2031 132,102
612,000 3.15%, 08/01/2029 590,229
      4,843,042
  Biotechnology - 0.2%
  Amgen, Inc.  
570,000 3.35%, 02/22/2032 564,751
125,000 4.20%, 02/22/2052 129,203
95,000 Baxalta, Inc. 3.60%, 06/23/2022 95,096
  Royalty Pharma plc  
210,000 1.75%, 09/02/2027 190,907
3,565,000 2.15%, 09/02/2031 3,066,753
750,000 2.20%, 09/02/2030 655,810
475,000 3.30%, 09/02/2040 404,131
      5,106,651
  Chemicals - 0.2%
290,000 Chemours Co. 5.38%, 05/15/2027(7) 290,271
2,760,000 DuPont de Nemours, Inc. 4.21%, 11/15/2023 2,825,854
1,120,000 International Flavors & Fragrances, Inc. 2.30%, 11/01/2030(1) 1,001,133
731,000 LYB International Finance LLC 1.25%, 10/01/2025 677,497
      4,794,755
  Commercial Banks - 5.2%
3,775,000 Bangkok Bank PCL 3.47%, 09/23/2036, (3.47% fixed rate until 09/23/2031; 5 year USD CMT + 2.150% thereafter)(1)(8) 3,398,079
  Bank of America Corp.  
1,370,000 2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(8) 1,347,341
965,000 2.57%, 10/20/2032, (2.57% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.210% thereafter)(8) 876,993
1,565,000 3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180% thereafter)(8) 1,514,510
2,465,000 3.31%, 04/22/2042, (3.31% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.580% thereafter)(8) 2,284,296
3,650,000 3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810% thereafter)(8) 3,655,636
Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Commercial Banks - 5.2% - (continued)
$     1,860,000 3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512% thereafter)(8) $     1,874,702
   4,225,000 4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(8)      4,355,008
     185,000 7.75%, 05/14/2038        258,359
   3,350,000 Bank of NY Mellon Corp. 2.05%, 01/26/2027(7)      3,232,450
             BNP Paribas S.A.  
     890,000 1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 3 mo. USD SOFR + 1.004% thereafter)(1)(8)        811,366
     410,000 2.16%, 09/15/2029, (2.16% fixed rate until 09/15/2028; 3 mo. USD SOFR + 1.218% thereafter)(1)(8)        365,469
   1,940,000 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(8)      1,846,943
1,875,000 2.59%, 01/20/2028, (2.59% fixed rate until 01/20/2027; 3 mo. USD SOFR + 1.228% thereafter)(1)(2)(8) 1,767,139
  Citigroup, Inc.  
1,780,000 2.52%, 11/03/2032, (2.52% fixed rate until 11/03/2031; 3 mo. USD SOFR + 1.177% thereafter)(8) 1,597,178
555,000 2.56%, 05/01/2032, (2.56% fixed rate until 05/01/2031; 3 mo. USD SOFR + 1.167% thereafter)(8) 500,555
3,275,000 3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(8) 3,285,374
1,900,000 3.70%, 01/12/2026 1,924,023
1,795,000 3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(8) 1,822,591
631,000 4.41%, 03/31/2031, (4.41% fixed rate until 03/31/2030; 3 mo. USD SOFR + 3.914% thereafter)(8) 655,156
1,660,000 4.45%, 09/29/2027 1,714,903
865,000 Credit Suisse Group AG 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(1)(8) 780,251
1,970,000 Danske Bank A/S 5.38%, 01/12/2024(1) 2,032,453
1,545,000 Deutsche Bank AG 2.31%, 11/16/2027, (2.31% fixed rate until 11/16/2026; 3 mo. USD SOFR + 1.219% thereafter)(8) 1,417,858
  Goldman Sachs Group, Inc.  
1,530,000 0.93%, 10/21/2024, (0.93% fixed rate until 10/21/2023; 3 mo. USD SOFR + 0.486% thereafter)(8) 1,483,890
2,810,000 2.38%, 07/21/2032, (2.38% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.248% thereafter)(8) 2,489,195
3,500,000 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(8) 3,181,471
320,000 2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 3 mo. USD SOFR + 1.264% thereafter)(8) 290,920
 

37

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Commercial Banks - 5.2% - (continued)
$       965,000 2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(8) $       966,176
     435,000 3.10%, 02/24/2033, (3.10% fixed rate until 02/24/2032; 3 mo. USD LIBOR + 0.910% thereafter)(8)        410,074
   2,680,000 3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)(8)      2,704,177
   3,035,000 4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301% thereafter)(8)      3,112,939
     546,000 6.75%, 10/01/2037        688,166
             HSBC Holdings plc  
   2,070,000 0.98%, 05/24/2025, (0.98% fixed rate until 05/24/2024; 3 mo. USD SOFR + 0.708% thereafter)(8)      1,966,698
   1,425,000 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(8)      1,302,304
200,000 2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 3 mo. USD SOFR + 1.285% thereafter)(8) 180,237
2,700,000 4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(8) 2,782,932
2,940,000 4.76%, 03/29/2033, (4.76% fixed rate until 03/29/2032; 3 mo. USD SOFR + 2.530% thereafter)(8) 3,019,633
  JP Morgan Chase & Co.  
1,560,000 2.55%, 11/08/2032, (2.55% fixed rate until 11/08/2031; 3 mo. USD SOFR + 1.180% thereafter)(8) 1,425,661
955,000 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(8) 875,053
390,000 2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(8) 364,969
1,700,000 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8) 1,537,849
575,000 3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(8) 508,937
3,905,000 3.16%, 04/22/2042, (3.16% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.460% thereafter)(8) 3,556,007
1,025,000 3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945% thereafter)(7)(8) 1,022,007
1,655,000 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(8) 1,663,077
4,480,000 3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(8) 4,578,078
2,230,000 4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)(8) 2,283,946
  Morgan Stanley  
4,595,000 1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 3 mo. USD SOFR + 1.034% thereafter)(8) 3,951,937
Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Commercial Banks - 5.2% - (continued)
$     2,540,000 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 3 mo. USD SOFR + 1.020% thereafter)(8) $     2,195,746
   2,090,000 2.24%, 07/21/2032, (2.24% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.178% thereafter)(8)      1,857,894
   1,875,000 2.48%, 01/21/2028, (2.48% fixed rate until 01/21/2027; 3 mo. USD SOFR + 1.100% thereafter)(8)      1,791,698
     240,000 2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.200% thereafter)(8)        216,339
   2,000,000 3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)(8)      2,010,786
   1,475,000 3.63%, 01/20/2027      1,489,810
   1,095,000 4.00%, 07/23/2025      1,123,503
1,310,000 Truist Bank 2.25%, 03/11/2030 1,200,931
  Wells Fargo & Co.  
325,000 2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD SOFR + 1.087% thereafter)(8) 318,451
2,125,000 3.00%, 04/22/2026 2,103,826
665,000 3.00%, 10/23/2026 656,655
2,300,000 3.35%, 03/02/2033, (3.35% fixed rate until 03/02/2032; 3 mo. USD SOFR + 1.500% thereafter)(8) 2,236,192
155,000 4.90%, 11/17/2045 171,245
765,000 5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD SOFR + 4.502% thereafter)(8) 907,407
214,000 5.61%, 01/15/2044 255,929
      108,201,378
  Commercial Services - 1.3%
  Ashtead Capital, Inc.  
1,190,000 4.00%, 05/01/2028(1) 1,174,811
4,990,000 4.38%, 08/15/2027(1) 5,052,475
118,800 Belron Finance US LLC 3.25%, 04/13/2028, 1 mo. USD LIBOR, 3 mo. USD LIBOR + 2.750% 117,820
  Gartner, Inc.  
635,000 3.63%, 06/15/2029(1) 595,312
3,345,000 3.75%, 10/01/2030(1) 3,131,756
  Global Payments, Inc.  
475,000 2.15%, 01/15/2027 446,478
1,965,000 3.20%, 08/15/2029 1,867,270
  Howard University (AGM Insured)  
1,000,000 2.70%, 10/01/2029 932,056
1,000,000 2.90%, 10/01/2031 925,743
720,000 3.48%, 10/01/2041 645,793
2,376,000 Nielsen Finance LLC / Nielsen Finance Co. 4.50%, 07/15/2029(1) 2,370,060
  S&P Global, Inc.  
605,000 2.45%, 03/01/2027 589,294
1,035,000 2.70%, 03/01/2029 1,005,180
765,000 2.90%, 03/01/2032(1) 742,125
  Service Corp. International  
2,500,000 3.38%, 08/15/2030 2,252,200
385,000 4.63%, 12/15/2027 391,745
4,561,000 5.13%, 06/01/2029 4,641,228
 

38

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Commercial Services - 1.3% - (continued)
             United Rentals North America, Inc.  
$       140,000 4.00%, 07/15/2030 $       133,886
     445,000 4.88%, 01/15/2028       452,029
      27,467,261
  Construction Materials - 0.3%
   3,340,000 Builders FirstSource, Inc. 5.00%, 03/01/2030(1)      3,303,962
  Standard Industries, Inc.  
     805,000 3.38%, 01/15/2031(1)        705,381
3,370,000 4.38%, 07/15/2030(1) 3,100,400
      7,109,743
  Diversified Financial Services - 0.8%
2,320,000 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.30%, 01/30/2032 2,091,698
1,725,000 Capital One Financial Corp. 3.90%, 01/29/2024 1,753,089
7,400,000 GTP Acquisition Partners LLC 3.48%, 06/15/2050(1) 7,429,524
1,000,000 Mastercard, Inc. 2.95%, 03/15/2051 914,377
4,220,000 Power Finance Corp. Ltd. 3.95%, 04/23/2030(1) 4,025,711
      16,214,399
  Electric - 2.2%
1,235,000 Alabama Power Co. 3.45%, 10/01/2049 1,151,391
  Berkshire Hathaway Energy Co.  
705,000 1.65%, 05/15/2031 614,014
215,000 3.25%, 04/15/2028 215,135
  Cleco Corporate Holdings LLC  
1,215,000 3.38%, 09/15/2029 1,161,307
75,000 4.97%, 05/01/2046 79,105
1,155,000 Commonwealth Edison Co. 3.65%, 06/15/2046 1,142,027
1,050,000 Consolidated Edison Co. of New York, Inc. 3.20%, 12/01/2051 927,811
1,525,000 Duke Energy Carolinas LLC 4.25%, 12/15/2041 1,595,794
2,595,000 Duke Energy Corp. 2.55%, 06/15/2031 2,372,948
  Duke Energy Indiana LLC  
1,110,000 2.75%, 04/01/2050 938,774
780,000 3.25%, 10/01/2049 693,101
  Duke Energy Progress LLC  
530,000 4.00%, 04/01/2052 561,493
670,000 4.38%, 03/30/2044 710,241
1,120,000 Duquesne Light Holdings, Inc. 2.78%, 01/07/2032(1) 1,001,158
1,865,000 Enel Finance International N.V. 1.38%, 07/12/2026(1) 1,713,091
  Evergy, Inc.  
730,000 2.45%, 09/15/2024 718,234
715,000 2.90%, 09/15/2029 683,873
  Exelon Corp.  
2,745,000 3.95%, 06/15/2025 2,801,622
255,000 4.10%, 03/15/2052 258,853
  FirstEnergy Corp.  
285,000 1.60%, 01/15/2026 266,475
675,000 2.25%, 09/01/2030 599,062
1,835,000 Georgia Power Co. 4.30%, 03/15/2042 1,857,127
1,465,000 IPALCO Enterprises, Inc. 3.70%, 09/01/2024 1,469,990
1,370,000 ITC Holdings Corp. 2.95%, 05/14/2030(1) 1,298,019
1,075,000 Jersey Central Power & Light Co. 2.75%, 03/01/2032(1) 1,001,184
Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Electric - 2.2% - (continued)
             MidAmerican Energy Co.  
$       210,000 3.15%, 04/15/2050 $       192,756
     215,000 3.65%, 08/01/2048        212,903
   1,705,000 NRG Energy, Inc. 2.45%, 12/02/2027(1)      1,574,022
             Pacific Gas and Electric Co.  
   3,780,000 2.50%, 02/01/2031      3,258,802
     535,000 4.40%, 03/01/2032        526,027
   3,220,000 4.95%, 07/01/2050      3,031,473
515,000 5.25%, 03/01/2052 516,575
  PacifiCorp  
306,000 4.13%, 01/15/2049 316,267
360,000 4.15%, 02/15/2050 378,067
2,070,000 Puget Energy, Inc. 3.65%, 05/15/2025 2,076,714
  Sempra Energy  
1,615,000 3.40%, 02/01/2028 1,613,758
720,000 3.80%, 02/01/2038 706,734
205,000 4.00%, 02/01/2048 203,245
  Southern California Edison Co.  
1,700,000 2.75%, 02/01/2032 1,578,019
1,550,000 2.85%, 08/01/2029 1,475,173
511,000 4.00%, 04/01/2047 490,739
  Southern Co.  
625,000 2.95%, 07/01/2023 628,531
1,830,000 3.70%, 04/30/2030 1,837,947
      46,449,581
  Electronics - 0.0%
580,000 Imola Merger Corp. 4.75%, 05/15/2029(1) 558,517
  Energy-Alternate Sources - 0.2%
2,650,000 Energo-Pro AS 8.50%, 02/04/2027(1) 2,491,000
1,085,000 FS Luxembourg S.a.r.l. 10.00%, 12/15/2025(1) 1,137,178
845,000 Investment Energy Resources Ltd. 6.25%, 04/26/2029(1) 853,458
      4,481,636
  Engineering & Construction - 0.2%
1,615,000 IHS Holding Ltd. 6.25%, 11/29/2028(1) 1,514,870
3,211,759 International Airport Finance S.A. 12.00%, 03/15/2033(1) 3,320,156
      4,835,026
  Entertainment - 0.3%
2,175,000 Magallanes, Inc. 4.28%, 03/15/2032(1) 2,184,347
4,525,000 WMG Acquisition Corp. 3.88%, 07/15/2030(1) 4,321,375
      6,505,722
  Environmental Control - 0.3%
  Clean Harbors, Inc.  
5,434,000 4.88%, 07/15/2027(1) 5,420,415
116,000 5.13%, 07/15/2029(1) 116,435
      5,536,850
  Food - 0.4%
  Conagra Brands, Inc.  
615,000 4.30%, 05/01/2024 632,303
411,000 4.85%, 11/01/2028 435,466
335,000 5.40%, 11/01/2048 384,460
1,715,000 JBS Finance Luxembourg S.a.r.l 2.50%, 01/15/2027(1) 1,592,823
1,325,000 Kellogg Co. 3.40%, 11/15/2027 1,324,479
  Mondelez International, Inc.  
905,000 2.63%, 03/17/2027 884,375
 

39

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Food - 0.4% - (continued)
$       685,000 3.00%, 03/17/2032 $       660,678
   3,070,000 NBM U.S. Holdings, Inc. 7.00%, 05/14/2026(1)     3,186,292
      9,100,876
  Food Service - 0.0%
     285,000 Aramark Services, Inc. 5.00%, 02/01/2028(1)(7)       279,186
  Gas - 0.1%
  NiSource, Inc.  
   1,090,000 3.49%, 05/15/2027      1,088,171
990,000 3.60%, 05/01/2030 981,907
      2,070,078
  Healthcare - Products - 0.8%
  Alcon Finance Corp.  
1,164,000 2.75%, 09/23/2026(1) 1,128,563
915,000 3.00%, 09/23/2029(1) 874,957
3,220,000 Avantor Funding, Inc. 4.63%, 07/15/2028(1) 3,179,750
4,790,000 Baxter International, Inc. 2.54%, 02/01/2032(1) 4,374,613
1,030,000 Boston Scientific Corp. 1.90%, 06/01/2025 989,831
4,410,000 Hologic, Inc. 4.63%, 02/01/2028(1) 4,465,125
570,000 Teleflex, Inc. 4.25%, 06/01/2028(1) 555,037
      15,567,876
  Healthcare - Services - 0.8%
1,335,000 Anthem, Inc. 3.50%, 08/15/2024 1,355,907
  Centene Corp.  
95,000 3.38%, 02/15/2030 89,300
435,000 4.25%, 12/15/2027 436,631
5,230,000 4.63%, 12/15/2029 5,292,760
360,000 CommonSpirit Health 3.35%, 10/01/2029 349,565
  HCA, Inc.  
545,000 3.63%, 03/15/2032 533,984
470,000 4.63%, 03/15/2052 473,801
  Humana, Inc.  
920,000 2.15%, 02/03/2032 806,205
1,890,000 3.70%, 03/23/2029 1,897,664
560,000 IQVIA, Inc. 5.00%, 05/15/2027(1) 568,249
  Kaiser Foundation Hospitals  
865,000 2.81%, 06/01/2041 756,103
1,430,000 3.00%, 06/01/2051 1,258,963
770,000 Sutter Health 3.36%, 08/15/2050 686,252
  UnitedHealth Group, Inc.  
1,280,000 2.75%, 05/15/2040 1,150,545
190,000 3.50%, 08/15/2039 188,650
      15,844,579
  Home Builders - 0.3%
2,465,000 PulteGroup, Inc. 5.50%, 03/01/2026 2,625,262
  Taylor Morrison Communities, Inc.  
540,000 5.13%, 08/01/2030(1) 529,200
2,558,000 5.75%, 01/15/2028(1) 2,634,740
      5,789,202
  Household Products - 0.1%
  GSK Consumer Healthcare Capital US LLC  
1,135,000 3.38%, 03/24/2029 1,124,304
265,000 3.63%, 03/24/2032 265,151
      1,389,455
  Insurance - 1.0%
4,045,000 American International Group, Inc. 2.50%, 06/30/2025 3,959,618
Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Insurance - 1.0% - (continued)
             Aon Corp / Aon Global Holdings PLC  
$       230,000 2.85%, 05/28/2027(7) $       225,351
     655,000 3.90%, 02/28/2052        645,905
   1,515,000 Aon Corp. 2.20%, 11/15/2022      1,517,818
             Athene Global Funding  
   1,780,000 2.65%, 10/04/2031(1)      1,571,045
   3,010,000 2.72%, 01/07/2029(1)      2,768,788
2,035,000 Brighthouse Financial, Inc. 5.63%, 05/15/2030 2,231,050
  Corebridge Financial, Inc.  
650,000 3.85%, 04/05/2029 649,408
280,000 3.90%, 04/05/2032 279,586
3,390,000 Equitable Financial Life Global Funding 1.80%, 03/08/2028(1) 3,054,554
1,300,000 Marsh & McLennan Cos., Inc. 4.75%, 03/15/2039 1,428,624
345,000 MGIC Investment Corp. 5.75%, 08/15/2023 353,625
1,910,000 New York Life Global Funding 2.00%, 01/22/2025(1) 1,854,338
130,000 Unum Group 4.13%, 06/15/2051 113,440
1,035,000 Willis North America, Inc. 3.60%, 05/15/2024 1,041,701
      21,694,851
  Internet - 0.5%
990,000 Alibaba Group Holding Ltd. 3.40%, 12/06/2027 972,984
1,270,000 Amazon.com, Inc. 3.88%, 08/22/2037 1,344,496
  Go Daddy Operating Co. LLC  
770,000 3.50%, 03/01/2029(1) 706,236
3,190,000 5.25%, 12/01/2027(1) 3,205,950
4,490,000 NortonLifeLock, Inc. 5.00%, 04/15/2025(1) 4,490,000
      10,719,666
  Investment Company Security - 0.3%
5,935,000 Magallanes, Inc. 5.14%, 03/15/2052 6,073,552
  Iron/Steel - 0.1%
EUR 1,755,000 Metinvest B.V. 5.63%, 06/17/2025(1) 842,209
  Vale Overseas Ltd.  
$ 1,115,000 3.75%, 07/08/2030 1,073,789
555,000 6.25%, 08/10/2026 611,305
      2,527,303
  IT Services - 0.8%
  Apple, Inc.  
3,790,000 1.40%, 08/05/2028 3,468,482
370,000 2.20%, 09/11/2029 352,675
2,000,000 2.65%, 02/08/2051 1,724,093
885,000 3.45%, 02/09/2045 878,678
6,750,000 Booz Allen Hamilton, Inc. 3.88%, 09/01/2028(1) 6,524,833
1,110,000 International Business Machines Corp. 2.72%, 02/09/2032 1,054,200
1,460,000 Kyndryl Holdings, Inc. 3.15%, 10/15/2031(1) 1,230,640
1,070,000 Leidos, Inc. 3.63%, 05/15/2025 1,069,732
564,908 Tempo Acquisition LLC 3.50%, 08/31/2028, 1 mo. USD LIBOR + 3.000% 560,530
      16,863,863
  Leisure Time - 0.0%
575,000 Carnival Corp. 4.00%, 08/01/2028(1) 534,750
  Lodging - 0.0%
975,000 Las Vegas Sands Corp. 3.50%, 08/18/2026 919,730
 

40

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Machinery-Diversified - 0.1%
$     1,380,000 Otis Worldwide Corp. 2.57%, 02/15/2030 $     1,289,902
  Media - 1.7%
             CCO Holdings LLC / CCO Holdings Capital Corp.  
     150,000 4.25%, 02/01/2031(1)        136,125
     500,000 4.50%, 08/15/2030(1)        469,146
     150,000 4.75%, 03/01/2030(1)        143,947
     150,000 5.13%, 05/01/2027(1)        150,317
  Charter Communications Operating LLC / Charter Communications Operating Capital  
1,305,000 4.40%, 04/01/2033 1,301,345
1,380,000 5.13%, 07/01/2049 1,369,954
3,165,000 6.48%, 10/23/2045 3,606,269
380,000 6.83%, 10/23/2055 450,343
  Comcast Corp.  
2,914,000 2.94%, 11/01/2056(1) 2,404,693
651,000 2.99%, 11/01/2063(1) 532,356
305,000 3.20%, 07/15/2036 293,239
10,000 3.25%, 11/01/2039 9,487
1,495,000 Cox Communications, Inc. 2.60%, 06/15/2031(1) 1,350,947
  CSC Holdings LLC  
4,740,000 3.38%, 02/15/2031(1) 3,993,118
400,000 4.13%, 12/01/2030(1) 350,746
200,000 5.38%, 02/01/2028(1) 194,112
430,000 5.50%, 04/15/2027(1) 426,238
  Discovery Communications LLC  
840,000 3.80%, 03/13/2024 846,558
19,000 3.95%, 06/15/2025 19,206
1,070,000 3.95%, 03/20/2028 1,070,611
1,970,000 4.00%, 09/15/2055 1,698,731
180,000 4.13%, 05/15/2029 181,636
790,000 5.20%, 09/20/2047 821,402
2,196,000 5.30%, 05/15/2049 2,295,600
555,000 DISH DBS Corp. 5.88%, 11/15/2024 553,613
  Sirius XM Radio, Inc.  
3,550,000 3.13%, 09/01/2026(1) 3,356,429
590,000 4.13%, 07/01/2030(1) 553,320
780,000 Time Warner Cable LLC 6.55%, 05/01/2037 897,185
3,900,000 Time Warner Entertainment Co., L.P. 8.38%, 07/15/2033 5,092,337
550,000 Videotron Ltd. 5.38%, 06/15/2024(1) 563,750
      35,132,760
  Miscellaneous Manufacturing - 0.0%
340,000 Ingersoll-Rand Luxembourg Finance S.A. 4.50%, 03/21/2049 361,984
  Office/Business Equipment - 0.3%
  CDW LLC / CDW Finance Corp.  
485,000 2.67%, 12/01/2026 456,346
5,898,000 3.25%, 02/15/2029 5,419,141
450,000 3.28%, 12/01/2028 423,855
430,000 3.57%, 12/01/2031 398,374
280,000 Xerox Holdings Corp. 5.50%, 08/15/2028(1) 273,073
      6,970,789
  Oil & Gas - 1.6%
270,000 Apache Corp. 4.88%, 11/15/2027 276,750
  BP Capital Markets America, Inc.  
1,005,000 2.94%, 06/04/2051 856,444
285,000 3.00%, 02/24/2050 246,023
490,000 3.06%, 06/17/2041 439,525
Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Oil & Gas - 1.6% - (continued)
$       910,000 3.38%, 02/08/2061 $       812,212
   1,760,000 3.63%, 04/06/2030      1,790,992
             ConocoPhillips Co.  
     210,000 3.80%, 03/15/2052        213,558
     365,000 4.03%, 03/15/2062(1)        370,000
     570,000 Continental Resources, Inc. 5.75%, 01/15/2031(1)        623,466
442,000 Diamondback Energy, Inc. 3.50%, 12/01/2029 437,721
3,225,000 Ecopetrol S.A. 4.63%, 11/02/2031 2,929,429
  Energean Israel Finance Ltd.  
860,000 4.50%, 03/30/2024(1)(6) 849,465
735,000 4.88%, 03/30/2026(1)(6) 709,275
695,000 5.88%, 03/30/2031(1)(6) 661,814
  Equinor ASA  
930,000 1.75%, 01/22/2026 891,567
675,000 3.63%, 04/06/2040 679,501
850,000 3.70%, 04/06/2050 859,348
1,530,000 Exxon Mobil Corp. 4.23%, 03/19/2040 1,654,383
  Hess Corp.  
942,000 7.13%, 03/15/2033 1,162,547
715,000 7.30%, 08/15/2031 876,520
2,045,000 Leviathan Bond Ltd. 6.50%, 06/30/2027(1)(6) 2,092,379
  Lundin Energy Finance B.V.  
775,000 2.00%, 07/15/2026(1) 722,639
2,470,000 3.10%, 07/15/2031(1) 2,287,752
1,730,000 Marathon Petroleum Corp. 4.70%, 05/01/2025 1,799,728
  Occidental Petroleum Corp.  
5,000 3.20%, 08/15/2026 4,913
10,000 3.40%, 04/15/2026 9,900
35,000 3.50%, 08/15/2029 34,510
660,000 4.10%, 02/15/2047 607,200
26,000 6.13%, 01/01/2031 29,282
10,000 6.38%, 09/01/2028 11,262
1,390,000 Ovintiv, Inc. 6.63%, 08/15/2037 1,645,109
  Shell International Finance B.V.  
485,000 2.88%, 11/26/2041 435,881
620,000 3.00%, 11/26/2051 554,591
720,000 3.25%, 04/06/2050 675,244
  Sunoco L.P. / Sunoco Finance Corp.  
200,000 4.50%, 04/30/2030(1) 184,567
250,000 6.00%, 04/15/2027 254,687
2,320,000 Tullow Oil plc 7.00%, 03/01/2025(1) 1,914,000
2,200,000 Viper Energy Partners L.P. 5.38%, 11/01/2027(1) 2,240,942
      32,845,126
  Packaging & Containers - 0.3%
400,000 Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 4.13%, 08/15/2026(1) 385,370
4,650,000 Ball Corp. 4.00%, 11/15/2023 4,702,312
461,000 Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(1) 470,974
      5,558,656
  Pharmaceuticals - 0.9%
  AbbVie, Inc.  
625,000 3.20%, 11/21/2029 617,128
680,000 4.63%, 10/01/2042 723,944
2,510,000 Astrazeneca Finance LLC 1.75%, 05/28/2028 2,317,135
 

41

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Pharmaceuticals - 0.9% - (continued)
$       635,000 Bausch Health Cos., Inc. 5.75%, 08/15/2027(1) $       625,697
   2,515,000 Bayer U.S. Finance LLC 4.25%, 12/15/2025(1)      2,560,475
             Bristol-Myers Squibb Co.  
   2,090,000 0.75%, 11/13/2025      1,938,162
     855,000 2.55%, 11/13/2050        709,281
     530,000 2.95%, 03/15/2032        518,513
   2,425,000 3.55%, 03/15/2042      2,397,904
3,010,000 Cigna Corp. 1.25%, 03/15/2026 2,813,485
  CVS Health Corp.  
435,000 4.13%, 04/01/2040 442,954
1,050,000 5.13%, 07/20/2045 1,186,450
430,000 Organon & Co. 4.13%, 04/30/2028(1) 410,496
  Teva Pharmaceutical Finance Netherlands III B.V.  
375,000 3.15%, 10/01/2026 339,893
735,000 4.75%, 05/09/2027 709,045
      18,310,562
  Pipelines - 1.2%
215,000 DCP Midstream Operating L.P. 5.60%, 04/01/2044 225,913
  Energy Transfer L.P.  
1,095,000 4.95%, 06/15/2028 1,148,290
1,390,000 5.25%, 04/15/2029 1,483,432
175,000 5.30%, 04/01/2044 179,954
180,000 5.35%, 05/15/2045 185,389
2,190,000 6.13%, 12/15/2045 2,416,073
  Enterprise Products Operating LLC  
175,000 3.30%, 02/15/2053 149,243
570,000 4.25%, 02/15/2048 572,103
665,000 4.95%, 10/15/2054 722,621
125,000 EQM Midstream Partners L.P. 6.50%, 07/01/2027(1) 130,568
  Galaxy Pipeline Assets Bidco Ltd.  
2,282,043 2.16%, 03/31/2034(1) 2,099,134
5,635,000 2.63%, 03/31/2036(1) 5,051,129
1,095,610 2.94%, 09/30/2040(1) 987,882
  MPLX L.P.  
135,000 1.75%, 03/01/2026 126,653
1,655,000 4.95%, 03/14/2052 1,727,644
895,000 NGPL PipeCo LLC 3.25%, 07/15/2031(1) 835,729
  ONEOK, Inc.  
695,000 3.10%, 03/15/2030 651,468
380,000 4.55%, 07/15/2028 391,124
505,000 5.85%, 01/15/2026 543,353
237,000 6.35%, 01/15/2031 274,117
1,310,000 Sabine Pass Liquefaction LLC 4.50%, 05/15/2030 1,370,116
  Targa Resources Corp.  
1,150,000 4.20%, 02/01/2033 1,161,546
110,000 4.95%, 04/15/2052 112,013
280,000 Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 4.88%, 02/01/2031 282,800
505,000 Transcontinental Gas Pipe Line Co. LLC 3.25%, 05/15/2030 493,238
  Venture Global Calcasieu Pass LLC  
415,000 3.88%, 08/15/2029(1) 402,892
155,000 4.13%, 08/15/2031(1) 152,078
670,000 Western Midstream Operating L.P. 4.55%, 02/01/2030 666,650
      24,543,152
Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Real Estate Investment Trusts - 0.9%
             American Tower Corp.  
$       745,000 1.45%, 09/15/2026 $       680,644
     465,000 1.50%, 01/31/2028        411,610
   1,085,000 2.40%, 03/15/2025      1,056,621
   1,130,000 3.65%, 03/15/2027      1,129,864
             EPR Properties  
     735,000 3.60%, 11/15/2031        666,448
   1,020,000 3.75%, 08/15/2029        954,890
1,955,000 4.95%, 04/15/2028 1,960,127
878,000 Equinix, Inc. 2.00%, 05/15/2028 792,506
  GLP Capital L.P. / GLP Financing II, Inc.  
890,000 3.25%, 01/15/2032 807,497
435,000 4.00%, 01/15/2031 421,898
1,025,000 5.30%, 01/15/2029 1,076,834
1,535,000 5.75%, 06/01/2028 1,652,080
  Realty Income Corp.  
120,000 2.20%, 06/15/2028 110,906
145,000 2.85%, 12/15/2032 136,662
465,000 3.40%, 01/15/2028 464,469
  SBA Tower Trust  
2,240,000 2.84%, 01/15/2050(1) 2,205,079
4,540,000 3.45%, 03/15/2048(1) 4,540,894
      19,069,029
  Retail - 0.8%
  1011778 BC ULC / New Red Finance, Inc.  
150,000 3.50%, 02/15/2029(1) 139,500
620,000 3.88%, 01/15/2028(1) 587,472
275,000 Asbury Automotive Group, Inc. 4.50%, 03/01/2028 264,165
  FirstCash, Inc.  
3,352,000 4.63%, 09/01/2028(1) 3,121,550
1,735,000 5.63%, 01/01/2030(1) 1,671,325
  Gap, Inc.  
2,641,000 3.63%, 10/01/2029(1) 2,342,461
3,819,000 3.88%, 10/01/2031(1) 3,326,731
1,440,000 Home Depot, Inc. 3.30%, 04/15/2040 1,388,262
227,125 IRB Holding Corp 3.75%, 12/15/2027, 1 mo. USD LIBOR + 3.000% 225,610
270,000 KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 4.75%, 06/01/2027(1) 274,050
550,000 Lithia Motors, Inc. 4.63%, 12/15/2027(1) 544,500
  Lowe's Cos., Inc.  
350,000 3.35%, 04/01/2027 352,386
235,000 3.75%, 04/01/2032 237,725
1,035,000 McDonald's Corp. 3.35%, 04/01/2023 1,047,888
315,000 Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027 319,331
300,000 Yum! Brands, Inc. 3.63%, 03/15/2031 273,553
      16,116,509
  Semiconductors - 1.1%
  Broadcom, Inc.  
1,835,000 3.42%, 04/15/2033(1) 1,715,592
6,525,000 4.00%, 04/15/2029 6,521,803
270,000 4.30%, 11/15/2032 274,358
  Entegris, Inc.  
225,000 3.63%, 05/01/2029(1) 210,524
460,000 4.38%, 04/15/2028(1) 445,050
1,110,000 Intel Corp. 3.10%, 02/15/2060 953,184
  Marvell Technology, Inc.  
1,730,000 2.45%, 04/15/2028 1,593,570
1,300,000 2.95%, 04/15/2031 1,201,816
 

42

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Semiconductors - 1.1% - (continued)
$     2,545,000 Microchip Technology, Inc. 2.67%, 09/01/2023 $     2,537,803
   1,445,000 NVIDIA Corp. 3.50%, 04/01/2040      1,450,613
             NXP B.V. / NXP Funding LLC  
     425,000 4.63%, 06/01/2023(1)        431,773
   2,372,000 4.88%, 03/01/2024(1)      2,441,361
     786,000 5.35%, 03/01/2026(1)        834,772
   1,080,000 5.55%, 12/01/2028(1)      1,188,511
355,000 Sensata Technologies B.V. 5.00%, 10/01/2025(1) 359,881
      22,160,611
  Software - 1.6%
7,134,000 Black Knight InfoServ LLC 3.63%, 09/01/2028(1) 6,741,630
  CDK Global, Inc.  
150,000 4.88%, 06/01/2027 151,218
4,585,000 5.25%, 05/15/2029(1) 4,607,925
3,542,000 Fair Isaac Corp. 4.00%, 06/15/2028(1) 3,429,081
  Microsoft Corp.  
131,000 2.68%, 06/01/2060 112,881
530,000 2.92%, 03/17/2052 497,033
619,000 3.04%, 03/17/2062 577,448
1,460,000 MSCI, Inc. 4.00%, 11/15/2029(1) 1,417,930
3,075,000 Open Text Corp. 3.88%, 12/01/2029(1) 2,921,250
600,000 Open Text Holdings, Inc. 4.13%, 12/01/2031(1) 561,750
  Oracle Corp.  
1,340,000 2.30%, 03/25/2028 1,226,121
385,000 2.88%, 03/25/2031 351,315
662,000 3.60%, 04/01/2040 574,804
1,105,000 3.60%, 04/01/2050 916,521
3,615,000 3.85%, 04/01/2060 2,964,985
1,194,000 3.95%, 03/25/2051 1,043,264
945,000 4.00%, 07/15/2046 838,137
570,000 4.00%, 11/15/2047 503,842
1,005,000 4.10%, 03/25/2061 856,266
70,000 4.13%, 05/15/2045 62,832
3,245,000 SS&C Technologies, Inc. 5.50%, 09/30/2027(1) 3,283,275
      33,639,508
  Telecommunications - 1.5%
  AT&T, Inc.  
2,975,000 3.50%, 02/01/2061 2,500,102
3,459,000 3.55%, 09/15/2055 3,048,895
1,300,000 3.65%, 06/01/2051 1,181,045
1,266,000 3.80%, 12/01/2057 1,154,326
300,000 Lumen Technologies, Inc. 4.00%, 02/15/2027(1) 279,750
  Nokia Oyj  
3,175,000 4.38%, 06/12/2027 3,220,625
575,000 6.63%, 05/15/2039 684,969
2,785,000 NTT Finance Corp. 1.16%, 04/03/2026(1) 2,570,982
  Rogers Communications, Inc.  
1,055,000 3.80%, 03/15/2032(1) 1,045,184
1,245,000 4.55%, 03/15/2052(1) 1,243,739
425,000 Sprint Corp. 7.13%, 06/15/2024 455,834
  Telecom Italia Capital S.A.  
265,000 6.00%, 09/30/2034 249,118
160,000 7.72%, 06/04/2038 163,169
3,085,000 Telefonica Celular del Paraguay S.A. 5.88%, 04/15/2027(1) 3,123,562
  T-Mobile USA, Inc.  
219,000 2.05%, 02/15/2028 200,372
Shares or Principal Amount   Market Value
CORPORATE BONDS - 30.6% - (continued)
  Telecommunications - 1.5% - (continued)
$     2,745,000 3.50%, 04/15/2025 $     2,766,172
   1,475,000 3.88%, 04/15/2030      1,480,842
   1,195,000 4.50%, 04/15/2050      1,211,138
             Verizon Communications, Inc.  
     715,000 3.40%, 03/22/2041        670,917
     520,000 3.55%, 03/22/2051        489,720
     555,000 3.85%, 11/01/2042        553,448
     210,000 4.00%, 03/22/2050        211,924
1,143,000 4.27%, 01/15/2036 1,204,366
540,000 Vmed UK Financing plc 4.25%, 01/31/2031(1) 493,895
      30,204,094
  Transportation - 0.1%
  Union Pacific Corp.  
2,375,000 2.38%, 05/20/2031 2,222,517
695,000 2.80%, 02/14/2032 667,390
      2,889,907
  Trucking & Leasing - 0.3%
3,775,000 DAE Funding LLC 1.55%, 08/01/2024(1) 3,568,556
  Penske Truck Leasing Co. L.P. / PTL Finance Corp.  
1,675,000 2.70%, 11/01/2024(1) 1,651,122
1,890,000 4.00%, 07/15/2025(1) 1,910,538
      7,130,216
  Water - 0.0%
355,000 American Water Capital Corp. 4.15%, 06/01/2049 367,836
  Total Corporate Bonds
(cost $668,244,054)
$ 638,661,010
FOREIGN GOVERNMENT OBLIGATIONS - 5.6%
  Angola - 0.1%
  Angolan Government International Bond  
1,600,000 8.00%, 11/26/2029(6) $ 1,605,792
910,000 8.25%, 05/09/2028(6) 925,925
      2,531,717
  Benin - 0.1%
EUR 2,640,000 Benin Government International Bond 4.95%, 01/22/2035(1) 2,377,286
  Bermuda - 0.0%
$ 735,000 Bermuda Government International Bond 2.38%, 08/20/2030(1) 672,525
  Brazil - 0.4%
BRL 47,432,000 Brazil Notas do Tesouro Nacional 10.00%, 01/01/2031 9,141,284
  Chile - 0.4%
  Chile Government International Bond  
EUR 4,930,000 1.25%, 01/22/2051 4,043,259
$ 615,000 2.55%, 07/27/2033 559,976
1,740,000 3.10%, 05/07/2041 1,536,194
505,000 3.25%, 09/21/2071 409,434
235,000 3.50%, 01/31/2034 231,806
340,000 4.00%, 01/31/2052 336,077
      7,116,746
  Colombia - 0.2%
  Colombia Government International Bond  
605,000 3.88%, 04/25/2027 580,824
2,685,000 5.00%, 06/15/2045 2,263,939
 

43

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
FOREIGN GOVERNMENT OBLIGATIONS - 5.6% - (continued)
  Colombia - 0.2% - (continued)
$       395,000 5.20%, 05/15/2049 $       337,310
   1,180,000 5.63%, 02/26/2044     1,071,511
      4,253,584
  Croatia - 0.2%
EUR   4,555,000 Croatia Government International Bond 1.50%, 06/17/2031(6)     4,724,032
  Dominican Republic - 0.2%
$ 4,890,000 Dominican Republic International Bond 6.40%, 06/05/2049(1) 4,572,199
  Egypt - 0.1%
  Egypt Government International Bond  
840,000 7.63%, 05/29/2032(1) 759,983
720,000 8.50%, 01/31/2047(6) 612,561
595,000 8.88%, 05/29/2050(1) 514,009
      1,886,553
  Ghana - 0.0%
418,000 Ghana Government International Bond 6.38%, 02/11/2027(1) 312,865
  Hungary - 0.3%
EUR 5,610,000 Hungary Government International Bond 1.63%, 04/28/2032(6) 5,882,725
  Indonesia - 0.3%
  Indonesia Government International Bond  
5,235,000 1.10%, 03/12/2033 5,038,127
240,000 2.15%, 07/18/2024(6) 269,881
470,000 2.63%, 06/14/2023(6) 529,660
$ 415,000 3.55%, 03/31/2032 425,375
      6,263,043
  Ivory Coast - 0.1%
EUR 1,965,000 Ivory Coast Government International Bond 4.88%, 01/30/2032(6) 1,911,101
  Jordan - 0.1%
$ 1,830,000 Jordan Government International Bond 5.85%, 07/07/2030(6) 1,702,925
  Macedonia - 0.2%
  North Macedonia Government International Bond  
EUR 1,825,000 2.75%, 01/18/2025(6) 1,963,830
2,165,000 3.68%, 06/03/2026(1) 2,389,235
      4,353,065
  Mexico - 1.2%
MXN 308,198,500 Mexican Bonos 7.75%, 05/29/2031 14,928,801
  Mexico Government International Bond  
EUR 885,000 1.13%, 01/17/2030 873,732
6,185,000 1.45%, 10/25/2033 5,761,094
$ 1,375,000 3.50%, 02/12/2034 1,277,787
1,350,000 3.77%, 05/24/2061 1,094,999
355,000 4.28%, 08/14/2041 331,623
      24,268,036
  Morocco - 0.1%
EUR 2,865,000 Morocco Government International Bond 2.00%, 09/30/2030(6) 2,766,802
  Oman - 0.2%
$ 3,495,000 Oman Government International Bond 6.75%, 01/17/2048(1) 3,486,682
Shares or Principal Amount   Market Value
FOREIGN GOVERNMENT OBLIGATIONS - 5.6% - (continued)
  Panama - 0.3%
             Panama Government International Bond  
$     5,000,000 3.87%, 07/23/2060 $     4,380,950
     815,000 4.30%, 04/29/2053        783,329
     530,000 4.50%, 04/16/2050        524,181
   1,010,000 4.50%, 01/19/2063       970,398
      6,658,858
  Philippines - 0.3%
  Philippine Government International Bond  
EUR 4,855,000 1.20%, 04/28/2033 4,773,068
1,010,000 1.75%, 04/28/2041 948,319
      5,721,387
  Romania - 0.4%
  Romanian Government International Bond  
2,970,000 2.63%, 12/02/2040(1) 2,495,811
1,315,000 2.75%, 04/14/2041(6) 1,110,782
1,315,000 3.38%, 02/08/2038(6) 1,256,317
3,241,000 4.63%, 04/03/2049(6) 3,515,083
      8,377,993
  Russia - 0.0%
RUB 636,260,000 Russian Federal Bond - OFZ 5.90%, 03/12/2031(9)(10)(11) 8
  Saudi Arabia - 0.2%
EUR 3,295,000 Saudi Government International Bond 2.00%, 07/09/2039(6) 3,358,993
  Senegal - 0.1%
  Senegal Government International Bond  
785,000 4.75%, 03/13/2028(6) 842,354
$ 2,115,000 6.25%, 05/23/2033(6) 1,994,318
      2,836,672
  United Arab Emirates - 0.1%
2,455,000 Finance Department Government of Sharjah 3.63%, 03/10/2033(1) 2,261,791
  Total Foreign Government Obligations
(cost $145,591,935)
  $ 117,438,872
MUNICIPAL BONDS - 1.4%
  Development - 0.6%
5,880,000 New York Transportation Dev Corp. Rev 4.25%, 09/01/2035 $ 6,080,647
5,445,000 Philadelphia, PA, Auth Industrial Dev, (NATL Insured) 6.55%, 10/15/2028 6,431,843
      12,512,490
  Education - 0.2%
  Chicago, IL, Board of Education, GO  
365,000 6.04%, 12/01/2029 385,041
1,115,000 6.14%, 12/01/2039 1,219,151
2,315,000 6.32%, 11/01/2029 2,523,921
      4,128,113
  General - 0.2%
4,130,000 State Board of Administration Finance Corp. 1.26%, 07/01/2025 3,923,189
  General Obligation - 0.2%
  State of Illinois, GO  
1,951,345 4.95%, 06/01/2023 1,986,122
280,000 5.00%, 01/01/2023 285,536
980,000 5.95%, 04/01/2022 980,000
      3,251,658
 

44

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 1.4% - (continued)
  Transportation - 0.2%
$       720,000 Chicago, IL, Transit Auth 3.91%, 12/01/2040 $       718,489
   2,790,000 Metropolitan Transportation Auth, NY, Rev 6.81%, 11/15/2040     3,579,244
      4,297,733
  Utility - Electric - 0.0%
     749,000 Municipal Electric Auth, GA 6.64%, 04/01/2057       999,612
  Total Municipal Bonds
(cost $29,276,349)
  $ 29,112,795
SENIOR FLOATING RATE INTERESTS - 3.3%(12)
  Advertising - 0.0%
260,000 ABG Intermediate Holdings 2 LLC 0.00%, 12/21/2028(13) $ 255,450
302,250 Clear Channel Outdoor Holdings, Inc. 3.80%, 08/21/2026, 1 mo. USD LIBOR + 3.500% 296,810
      552,260
  Aerospace/Defense - 0.0%
555,167 TransDigm, Inc. 2.71%, 12/09/2025, 1 mo. USD LIBOR + 2.250% 545,452
  Airlines - 0.1%
245,000 AAdvantage Loyalty IP Ltd. 5.50%, 04/20/2028, 1 mo. USD LIBOR + 4.750% 247,832
273,700 Kestrel Bidco Inc. 0.04%, 12/11/2026 265,867
180,000 Mileage Plus Holdings LLC 6.25%, 06/21/2027, 1 mo. USD LIBOR + 5.250% 186,525
210,000 SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750% 216,529
157,652 United Airlines, Inc. 4.50%, 04/21/2028, 1 mo. USD LIBOR + 3.750% 155,550
      1,072,303
  Apparel - 0.0%
243,163 Birkenstock GmbH & Co. KG 3.75%, 04/28/2028, 1 mo. USD LIBOR + 3.250% 240,325
  Auto Parts & Equipment - 0.1%
148,875 Adient U.S. LLC 3.71%, 04/10/2028, 1 mo. USD LIBOR + 3.250% 146,270
  Clarios Global L.P.  
EUR 686,394 3.25%, 04/30/2026, 3 mo. EURIBOR + 3.250% 741,669
$ 401,474 3.71%, 04/30/2026, 1 mo. USD LIBOR + 3.250% 395,953
  First Brands Group LLC  
82,246 6.00%, 03/30/2027, 1 mo. USD LIBOR + 5.000% 81,423
155,000 9.50%, 03/30/2028, 1 mo. USD LIBOR + 8.500% 154,354
      1,519,669
  Chemicals - 0.2%
3,490,925 Axalta Coating Systems U.S. Holdings, Inc. 2.76%, 06/01/2024, 3 mo. USD LIBOR + 1.750% 3,456,644
99,000 CPC Acquisition Corp. 4.76%, 12/29/2027, 1 mo. USD LIBOR + 3.750% 96,030
Shares or Principal Amount   Market Value
SENIOR FLOATING RATE INTERESTS - 3.3%(12) - (continued)
  Chemicals - 0.2% - (continued)
$       448,875 Diamond (BC) B.V. 3.25%, 09/29/2028, 1 mo. USD LIBOR + 2.750% $       439,224
     251,863 Tronox Finance LLC 3.16%, 03/10/2028, 1 mo. USD LIBOR + 2.250%       247,930
      4,239,828
  Commercial Services - 0.4%
     287,100 AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750%        282,300
     100,000 Amentum Government Services Holdings LLC 4.65%, 02/15/2029, SOFR + 4.000%         98,875
318,400 APX Group, Inc. 4.00%, 07/10/2028, 1 mo. USD LIBOR + 3.500% 313,739
477,144 AVSC Holding Corp. 4.25%, 03/03/2025, 3 mo. USD LIBOR + 3.250% 448,978
195,745 Belron Finance U.S. LLC 2.56%, 10/30/2026, 1 mo. USD LIBOR + 2.250% 193,421
108,608 Ensemble RCM LLC 4.05%, 08/03/2026, 3 mo. USD LIBOR + 3.750% 107,883
448,875 MPH Acquisition Holdings LLC 4.76%, 09/01/2028, 3 mo. USD LIBOR + 4.250% 435,355
164,587 PECF USS Intermediate Holding III Corp. 4.76%, 12/15/2028, 1 mo. USD LIBOR + 4.250% 162,825
EUR 105,975 Techem Verwaltungsgesellschaft 675 mbH 2.63%, 07/15/2025, 3 mo. EURIBOR + 2.375% 114,919
  Verisure Holding AB  
260,000 3.25%, 07/20/2026, 3 mo. EURIBOR + 3.250% 281,064
570,000 3.25%, 03/27/2028, 3 mo. EURIBOR + 3.250% 615,082
$ 4,098,600 WEX, Inc. 2.71%, 03/31/2028, 1 mo. USD LIBOR + 2.250% 4,043,720
113,400 WW International, Inc. 4.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500% 102,910
      7,201,071
  Construction Materials - 0.1%
337,450 ACProducts, Inc. 4.75%, 05/17/2028, 1 mo. USD LIBOR + 4.250% 303,516
239,400 Chamberlain Group, Inc. 4.51%, 11/03/2028, 1 mo. USD LIBOR + 3.500% 236,209
425,282 Cornerstone Building Brands, Inc. 3.75%, 04/12/2028, 1 mo. USD LIBOR + 3.250% 410,750
108,914 CP Atlas Buyer, Inc. 4.25%, 11/23/2027, 1 mo. USD LIBOR + 3.750% 105,664
279,300 Ingersoll-Rand Services Co. 2.21%, 03/01/2027, 1 mo. USD LIBOR + 1.750% 274,239
592,139 Quikrete Holdings, Inc. 2.96%, 02/01/2027, 1 mo. USD LIBOR + 2.625% 576,845
210,458 Standard Industries Inc. 3.79%, 09/22/2028 209,826
      2,117,049
  Distribution/Wholesale - 0.2%
3,546,761 American Builders & Contractors Supply Co., Inc. 2.46%, 01/15/2027, 1 mo. USD LIBOR + 2.000% 3,497,568
 

45

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
SENIOR FLOATING RATE INTERESTS - 3.3%(12) - (continued)
  Diversified Financial Services - 0.1%
$       149,962 Aretec Group, Inc. 4.71%, 10/01/2025, 3 mo. USD LIBOR + 4.250% $       148,526
     612,760 Blackhawk Network Holdings, Inc. 3.46%, 06/15/2025, 3 mo. USD LIBOR + 3.000%        600,505
     629,046 Deerfield Dakota Holding LLC 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%        625,115
     213,389 Fleetcor Technologies Operating Co. LLC 2.21%, 04/28/2028, 1 mo. USD LIBOR + 1.750%        209,464
     135,800 Minotaur Acquisition, Inc. 5.21%, 03/27/2026, 3 mo. USD LIBOR + 4.750%        134,138
     220,000 Setanta Aircraft Leasing Designated Activity Company 3.01%, 11/05/2028, 1 mo. USD LIBOR + 2.000%       216,517
      1,934,265
  Electronics - 0.0%
195,000 II-VI, Inc. 0.00%, 12/01/2028, 1 mo. USD LIBOR + 3.750%(13) 193,537
163,762 Ingram Micro, Inc. 4.51%, 06/30/2028, 1 mo. USD LIBOR + 3.500% 162,166
      355,703
  Engineering & Construction - 0.1%
228,275 Artera Services LLC 4.51%, 03/06/2025, 1 mo. USD LIBOR + 3.500% 213,380
714,375 Brand Energy & Infrastructure Services, Inc. 5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250% 680,342
437,802 Brown Group Holding LLC 3.51%, 06/07/2028, 1 mo. USD LIBOR + 2.500% 431,235
      1,324,957
  Entertainment - 0.1%
  Crown Finance U.S., Inc.  
EUR 32,519 2.63%, 02/28/2025, 3 mo. EURIBOR + 2.625% 27,700
$ 180,758 3.51%, 02/28/2025, 1 mo. USD LIBOR + 2.500% 139,048
9,531 9.25%, 02/28/2025, 1 mo. USD LIBOR + 8.250% 10,133
795,546 Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500% 791,075
593,750 Golden Entertainment, Inc. 3.75%, 10/21/2024, 3 mo. USD LIBOR + 3.000% 585,586
125,515 Penn National Gaming, Inc. 3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250% 124,626
443,077 Scientific Games International, Inc. 3.21%, 08/14/2024, 1 mo. USD LIBOR + 2.750% 441,140
338,616 UFC Holdings LLC 3.50%, 04/29/2026, 1 mo. USD LIBOR + 2.750% 334,807
220,371 William Morris Endeavor Entertainment LLC 3.21%, 05/18/2025, 3 mo. USD LIBOR + 2.750% 216,286
      2,670,401
  Environmental Control - 0.0%
105,000 Covanta Holding Corp. 3.00%, 11/30/2028, 1 mo. USD LIBOR + 2.500% 104,366
Shares or Principal Amount   Market Value
SENIOR FLOATING RATE INTERESTS - 3.3%(12) - (continued)
  Food - 0.1%
             Froneri International Ltd.  
EUR      170,000 2.38%, 01/29/2027, 3 mo. EURIBOR + 2.375% $       180,801
$     162,113 2.71%, 01/29/2027, 1 mo. USD LIBOR + 2.250%        158,958
     479,860 Hostess Brands LLC 3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%        473,089
     243,750 U.S. Foods, Inc. 2.51%, 09/13/2026, 3 mo. USD LIBOR + 2.000%       238,488
      1,051,336
  Food Service - 0.0%
111,920 Aramark Services, Inc. 2.21%, 03/11/2025, 1 mo. USD LIBOR + 1.750% 109,569
  Gas - 0.0%
520,287 UGI Energy Services LLC 4.21%, 08/13/2026, 1 mo. USD LIBOR + 3.750% 517,686
  Hand/Machine Tools - 0.0%
219,777 Alliance Laundry Systems LLC 4.25%, 10/08/2027, 1 mo. USD LIBOR + 3.500% 217,443
  Healthcare - Products - 0.1%
  Avantor Funding, Inc.  
295,514 2.75%, 11/08/2027, 1 mo. USD LIBOR + 2.250% 292,822
EUR 173,688 2.75%, 06/12/2028, 1 mo. EURIBOR + 2.750% 189,350
$ 119,100 Insulet Corp. 3.75%, 05/04/2028, 1 mo. USD LIBOR + 3.250% 118,207
395,000 Medline Borrower LP 3.75%, 10/23/2028, 1 mo. USD LIBOR + 3.250% 390,852
534,154 Sunshine Luxembourg S.a.r.l. 4.76%, 10/01/2026, 1 mo. USD LIBOR + 3.750% 530,148
      1,521,379
  Healthcare - Services - 0.1%
242,550 ADMI Corp. 3.88%, 12/23/2027, 1 mo. USD LIBOR + 3.375% 238,041
EUR 285,000 Biogroup-LCD 3.00%, 02/09/2028, 3 mo. EURIBOR + 3.000% 306,611
$ 266,063 Envision Healthcare Corp. 4.21%, 10/10/2025, 3 mo. USD LIBOR + 3.750% 176,045
98,992 eResearchTechnology, Inc. 5.50%, 02/04/2027, 1 mo. USD LIBOR + 4.500% 98,518
  EyeCare Partners LLC  
39,000 3.24%, 11/15/2028, 1 mo. USD LIBOR + 3.750%(14) 38,525
245,374 4.76%, 02/18/2027, 1 mo. USD LIBOR + 3.750% 241,848
117,000 4.76%, 11/15/2028, 1 mo. USD LIBOR + 3.750% 115,574
92,126 ICON Luxembourg S.a r.l. 3.31%, 07/03/2028, 1 mo. USD LIBOR + 2.250% 91,608
EUR 197,032 IQVIA, Inc. 2.00%, 06/11/2025, 1 mo. EURIBOR + 2.000% 214,261
145,000 LGC Group Holdings Ltd. 3.00%, 04/21/2027, 3 mo. EURIBOR + 3.000% 158,201
 

46

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
SENIOR FLOATING RATE INTERESTS - 3.3%(12) - (continued)
  Healthcare - Services - 0.1% - (continued)
$       293,522 MED ParentCo L.P. 4.71%, 08/31/2026, 1 mo. USD LIBOR + 4.250% $       289,944
     282,150 Surgery Center Holdings, Inc. 4.50%, 08/31/2026, 1 mo. USD LIBOR + 3.750%       279,647
      2,248,823
  Insurance - 0.2%
     319,611 Acrisure LLC 3.96%, 02/15/2027, 1 mo. USD LIBOR + 3.500%        314,551
             Asurion LLC  
     297,031 3.58%, 11/03/2023, 1 mo. USD LIBOR + 3.125%        294,951
     591,099 3.71%, 12/23/2026, 1 mo. USD LIBOR + 3.250%        577,551
180,000 5.71%, 01/31/2028, 1 mo. USD LIBOR + 5.250% 176,220
280,000 5.71%, 01/20/2029, 1 mo. USD LIBOR + 5.250% 273,350
  Hub International Ltd.  
413,493 3.27%, 04/25/2025, 1 mo. USD LIBOR +3.000% 408,366
99,496 4.00%, 04/25/2025, 1 mo. USD LIBOR + 3.250% 98,773
  Sedgwick Claims Management Services, Inc.  
275,737 3.71%, 12/31/2025, 3 mo. USD LIBOR + 3.250% 272,635
534,875 4.21%, 09/03/2026, 1 mo. USD LIBOR + 3.750% 530,698
510,925 USI, Inc. 4.01%, 05/16/2024, 3 mo. USD LIBOR + 3.000% 507,083
      3,454,178
  Internet - 0.2%
EUR 160,000 Adevinta ASA 3.00%, 06/26/2028, 3 mo. EURIBOR + 3.000% 174,848
$ 178,650 Endure Digital, Inc. 4.25%, 02/10/2028, 1 mo. USD LIBOR + 3.500% 173,290
  Go Daddy Operating Co. LLC  
3,452,188 2.21%, 02/15/2024, 1 mo. USD LIBOR + 1.750% 3,424,847
201,412 2.45%, 08/10/2027, 1 mo. USD LIBOR + 2.000% 199,461
99,494 MH Sub LLC 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750% 98,268
169,575 Proofpoint, Inc. 3.76%, 08/31/2028, 1 mo. USD LIBOR + 3.250% 167,572
130,275 Rodan & Fields LLC 4.40%, 06/16/2025, 3 mo. USD LIBOR + 4.000% 78,450
153,450 Shutterfly, Inc. 6.01%, 09/25/2026, 1 mo. USD LIBOR + 5.000% 140,330
      4,457,066
  IT Services - 0.0%
575,000 McAfee, LLC 4.50%, 03/01/2029, 1 mo. USD LIBOR + 4.000% 569,969
213,865 Peraton Corp. 4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750% 212,059
      782,028
  Leisure Time - 0.0%
249,375 Carnival Corp. 4.00%, 10/18/2028, 1 mo. USD LIBOR + 3.250% 243,452
Shares or Principal Amount   Market Value
SENIOR FLOATING RATE INTERESTS - 3.3%(12) - (continued)
  Leisure Time - 0.0% - (continued)
$       223,312 Hayward Industries, Inc. 3.00%, 05/30/2028, 1 mo. USD LIBOR + 2.500% $       220,336
     193,538 MajorDrive Holdings LLC 4.56%, 06/01/2028, 1 mo. USD LIBOR + 4.000%        190,273
      88,636 SRAM LLC 3.25%, 05/18/2028, 1 mo. USD LIBOR + 2.750%        87,491
      741,552
  Lodging - 0.0%
             Caesars Resort Collection LLC  
     426,242 3.21%, 12/23/2024, 3 mo. USD LIBOR + 2.750%        423,578
     167,450 3.96%, 07/21/2025, 1 mo. USD LIBOR + 3.500%       166,696
      590,274
  Machinery - Construction & Mining - 0.0%
261,292 Brookfield WEC Holdings, Inc. 3.25%, 08/01/2025, 1 mo. USD LIBOR + 2.750% 256,312
  Machinery-Diversified - 0.0%
345,457 Vertical U.S. Newco, Inc. 4.01%, 07/30/2027, 1 mo. USD LIBOR + 3.500% 341,788
  Media - 0.2%
142,825 Banijay Entertainment S.A.S 3.99%, 03/01/2025, 1 mo. USD LIBOR + 3.750% 141,397
337,450 Cable One, Inc. 2.46%, 05/03/2028, 1 mo. USD LIBOR + 2.000% 332,051
1,189,367 Charter Communications Operating LLC 2.21%, 02/01/2027, 1 mo. USD LIBOR + 1.750% 1,178,140
433,405 CSC Holdings LLC 2.90%, 04/15/2027, 1 mo. USD LIBOR + 2.500% 425,170
  E.W. Scripps Co.  
295,455 3.31%, 05/01/2026, 1 mo. USD LIBOR + 2.563% 291,498
83,125 3.75%, 01/07/2028, 1 mo. USD LIBOR + 3.000% 82,462
436,432 Gray Television, Inc. 2.73%, 01/02/2026, 3 mo. USD LIBOR + 2.500% 432,613
3,490 Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250% 3,464
182,812 Sinclair Television Group, Inc. 2.96%, 09/30/2026, 1 mo. USD LIBOR + 2.500% 177,023
320,000 Telenet Financing USD LLC 2.40%, 04/30/2028, 6 mo. USD LIBOR + 2.000% 312,227
575,000 UPC Financing Partnership 3.40%, 01/31/2029, 1 mo. USD LIBOR + 3.000% 566,617
EUR 260,000 Virgin Media Bristol LLC 3.25%, 01/31/2029, 3 mo. EURIBOR + 3.250% 285,056
      4,227,718
  Miscellaneous Manufacturing - 0.0%
345,986 CeramTec AcquiCo GmbH 3.75%, 01/19/2029, 1 mo. USD LIBOR + 2.750% 378,850
 

47

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
SENIOR FLOATING RATE INTERESTS - 3.3%(12) - (continued)
  Miscellaneous Manufacturing - 0.0% - (continued)
$       120,624 LTI Holdings, Inc. 3.96%, 09/06/2025, 3 mo. USD LIBOR + 3.500% $       117,734
     269,458 Momentive Performance Materials USA LLC 3.70%, 05/15/2024, 3 mo. USD LIBOR + 3.250%       265,754
      762,338
  Oil & Gas Services - 0.0%
     711,463 PES Holdings LLC 0.00%, 12/31/2022, 3 mo. USD LIBOR + 6.990%(9)(13)        21,344
  Packaging & Containers - 0.1%
338,300 Berlin Packaging LLC 4.34%, 03/11/2028, 1 mo. USD LIBOR + 3.750% 334,748
325,000 Clydesdale Acquisition Holdings Inc 0.00%, 03/30/2029(13) 319,582
537,592 Flex Acquisition Co., Inc. 4.00%, 03/02/2028, 1 mo. USD LIBOR + 3.500% 536,204
99,750 Pretium PKG Holdings, Inc. 4.50%, 10/02/2028, 1 mo. USD LIBOR + 4.000% 96,740
839 Proampac PG Borrower LLC 4.50%, 11/03/2025, 1 mo. USD LIBOR + 3.750% 832
218,416 TricorBraun Holdings, Inc. 3.75%, 03/03/2028, 1 mo. USD LIBOR + 3.250% 212,622
      1,500,728
  Pharmaceuticals - 0.2%
265,000 Bausch Health Companies Inc. 0.00%, 01/27/2027(13) 262,019
297,611 Bausch Health Cos., Inc. 3.46%, 06/02/2025, 3 mo. USD LIBOR + 3.000% 294,882
487,243 Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% 483,954
349,474 Elanco Animal Health, Inc. 1.98%, 08/01/2027, 1 mo. USD LIBOR + 1.750% 343,467
784,312 Endo Luxembourg Finance Co. S.a r.l. 5.75%, 03/27/2028, 1 mo. USD LIBOR + 5.000% 732,924
350,946 Gainwell Acquisition Corp. 5.01%, 10/01/2027, 1 mo. USD LIBOR + 4.000% 350,069
123,750 Horizon Therapeutics USA, Inc. 2.25%, 03/15/2028, 1 mo. USD LIBOR + 1.750% 122,358
22,953 ICON Luxembourg S.a r.l. 3.26%, 07/03/2028, 1 mo. USD LIBOR + 2.250% 22,824
277,900 Jazz Financing Lux S.a.r.l. 4.00%, 05/05/2028, 1 mo. USD LIBOR + 3.500% 276,616
347,100 Organon & Co. 3.56%, 06/02/2028, 1 mo. USD LIBOR + 3.000% 344,930
98,047 Pathway Vet Alliance LLC 4.21%, 03/31/2027, 1 mo. USD LIBOR + 3.750% 96,883
      3,330,926
Shares or Principal Amount   Market Value
SENIOR FLOATING RATE INTERESTS - 3.3%(12) - (continued)
  Pipelines - 0.0%
$       151,172 BCP Raptor LLC 5.25%, 06/24/2024, 3 mo. USD LIBOR + 4.250% $       150,712
      86,370 BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%         85,039
     295,509 Medallion Midland Acquisition LLC 4.50%, 10/18/2028, 1 mo. USD LIBOR + 3.750%        292,002
     305,445 NorthRiver Midstream Finance L.P. 3.46%, 10/01/2025, 3 mo. USD LIBOR + 3.250%       302,582
      830,335
  Real Estate - 0.0%
EUR 110,000 Blitz GmbH 3.50%, 04/28/2028, 3 mo. EURIBOR + 3.500% 119,691
  Retail - 0.2%
  EG Group Ltd.  
$ 144,280 5.25%, 03/31/2026, 1 mo. USD LIBOR + 4.250% 141,936
EUR 130,000 7.00%, 04/10/2027, 3 mo. EURIBOR + 7.000% 142,554
$ 370,327 Great Outdoors Group LLC 4.50%, 03/06/2028, 1 mo. USD LIBOR + 3.750% 368,475
699,198 Harbor Freight Tools USA, Inc. 3.25%, 10/19/2027, 1 mo. USD LIBOR + 2.750% 683,466
451,955 LBM Acquisition LLC 4.50%, 12/17/2027, 1 mo. USD LIBOR + 3.750% 440,263
325,875 Les Schwab Tire Centers 4.00%, 11/02/2027, 1 mo. USD LIBOR + 3.250% 322,616
332,488 Michaels Cos., Inc. 5.26%, 04/15/2028, 1 mo. USD LIBOR + 4.250% 311,198
159,200 PetSmart, Inc. 4.50%, 02/11/2028, 1 mo. USD LIBOR + 3.750% 158,536
487,550 SRS Distribution, Inc. 4.00%, 06/02/2028, 1 mo. USD LIBOR + 3.500% 481,051
375,494 Staples, Inc. 5.32%, 04/16/2026, 3 mo. USD LIBOR + 5.000% 354,099
237,000 White Cap Buyer LLC 4.25%, 10/19/2027, 1 mo. USD LIBOR + 3.750% 233,938
      3,638,132
  Semiconductors - 0.0%
320,000 MKS Instruments, Inc. 0.00%, 10/21/2028, 1 mo. USD LIBOR + 2.250%(13) 316,899
  Software - 0.4%
  Athenahealth, Inc.  
26,812 0.00%, 02/15/2029, 1 mo. USD LIBOR + 3.500%(13)(14) 26,483
158,188 4.00%, 02/15/2029, 1 mo. USD LIBOR + 3.500% 156,251
EUR 125,000 Concorde Midco Ltd. 4.00%, 03/01/2028, 3 mo. EURIBOR + 4.000% 136,840
$ 437,285 DCert Buyer, Inc. 4.46%, 10/16/2026, 3 mo. USD LIBOR + 4.000% 433,581
727,366 Dun & Bradstreet Corp. 3.70%, 02/06/2026, 1 mo. USD LIBOR + 3.250% 719,700
334,534 Epicor Software Corp. 4.00%, 07/30/2027, 1 mo. USD LIBOR + 3.250% 331,487
 

48

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
SENIOR FLOATING RATE INTERESTS - 3.3%(12) - (continued)
  Software - 0.4% - (continued)
$       498,325 Finastra USA, Inc. 4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500% $       491,418
     786,175 Hyland Software, Inc. 4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500%        781,136
     380,000 Mitchell International, Inc. 4.25%, 10/15/2028, 1 mo. USD LIBOR + 3.750%        373,308
      98,494 Navicure, Inc. 4.46%, 10/22/2026, 1 mo. USD LIBOR + 4.000%         98,124
     323,375 Polaris Newco LLC 4.50%, 06/02/2028, 1 mo. USD LIBOR + 4.000%        320,707
     303,475 RealPage, Inc. 3.75%, 04/24/2028, 1 mo. USD LIBOR + 3.250%        299,651
951,623 SS&C European Holdings S.a.r.l. 2.21%, 04/16/2025, 1 mo. USD LIBOR + 1.750% 935,712
2,322,823 SS&C Technologies, Inc. 2.21%, 04/16/2025, 1 mo. USD LIBOR + 1.750% 2,283,571
  Ultimate Software Group, Inc.  
202,446 3.75%, 05/04/2026, 1 mo. USD LIBOR + 3.250% 200,606
136,500 4.76%, 05/04/2026, 3 mo. USD LIBOR + 3.750% 135,844
537,694 Zelis Healthcare Corp. 3.73%, 09/30/2026, 1 mo. USD LIBOR + 3.500% 531,645
      8,256,064
  Telecommunications - 0.1%
166,175 CenturyLink, Inc. 2.71%, 03/15/2027, 1 mo. USD LIBOR + 2.250% 161,554
242,550 Frontier Communications Corp. 4.81%, 05/01/2028, 1 mo. USD LIBOR + 3.750% 238,507
  Lorca Finco plc  
EUR 310,000 3.75%, 09/17/2027, 3 mo. EURIBOR + 3.750% 338,105
200,000 4.25%, 09/17/2027, 3 mo. EURIBOR + 4.250% 220,104
$ 258,329 Zayo Group Holdings, Inc. 3.46%, 03/09/2027, 1 mo. USD LIBOR + 3.000% 251,160
      1,209,430
  Textiles - 0.0%
445,000 Crocs, Inc. 4.45%, 02/20/2029, 1 mo. USD LIBOR + 3.500% 433,399
  Transportation - 0.0%
259,525 First Student Bidco, Inc. 3.98%, 07/21/2028, 1 mo. USD LIBOR + 3.000% 257,145
  Total Senior Floating Rate Interests
(cost $70,341,319)
$ 68,568,800
U.S. GOVERNMENT AGENCIES - 40.5%
  Mortgage-Backed Agencies - 40.5%
  FHLMC - 3.8%
61,491 0.00%, 11/15/2036(15)(16) $ 53,855
19,858,736 0.60%, 03/25/2027(2)(5) 515,314
4,893,151 0.64%, 10/25/2026(2)(5) 116,451
17,270,822 0.72%, 12/25/2030(2)(5) 898,197
10,371,048 0.75%, 06/25/2027(2)(5) 343,300
4,257,070 0.88%, 11/25/2030(2)(5) 261,571
7,779,118 1.03%, 10/25/2030(2)(5) 545,870
Shares or Principal Amount   Market Value
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)
  Mortgage-Backed Agencies - 40.5% - (continued)
  FHLMC - 3.8% - (continued)
$    12,865,294 1.12%, 06/25/2030(2)(5) $       975,057
   6,263,052 1.57%, 05/25/2030(2)(5)        655,169
     782,315 1.75%, 10/15/2042        732,277
     369,174 2.00%, 12/01/2040        350,311
   2,221,179 2.00%, 05/01/2041      2,085,431
   2,469,095 2.00%, 12/01/2041      2,320,464
   2,017,521 2.00%, 02/01/2051      1,878,705
9,793,917 2.00%, 03/01/2051 9,118,995
1,485,120 2.31%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(3) 1,482,797
364,663 2.50%, 05/15/2028(5) 18,656
1,175,192 2.50%, 05/01/2050 1,127,440
1,330,139 2.50%, 06/01/2050 1,273,827
3,684,753 2.81%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(3) 3,684,749
654,900 2.91%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(3) 655,710
855,982 3.00%, 03/15/2028(5) 49,982
1,075,871 3.00%, 08/01/2029 1,088,164
406,210 3.00%, 05/15/2032(5) 15,999
2,935,360 3.00%, 10/01/2032 2,966,838
427,096 3.00%, 03/15/2033(5) 38,579
1,892,836 3.00%, 04/01/2033 1,914,086
2,396,624 3.00%, 11/01/2036 2,389,130
1,401,636 3.00%, 01/01/2037 1,397,240
4,192,691 3.00%, 08/15/2043 4,163,987
723,119 3.00%, 05/15/2046 714,002
4,472,428 3.00%, 11/01/2046 4,450,483
1,216,548 3.00%, 12/01/2046 1,209,980
440,323 3.25%, 11/15/2041 444,102
65,823 3.50%, 06/15/2026(5) 252
172,020 3.50%, 09/15/2026(5) 8,556
231,190 3.50%, 03/15/2027(5) 11,044
1,437,511 3.50%, 05/15/2034(5) 124,132
1,827,169 3.50%, 08/01/2034 1,852,801
940,340 3.50%, 03/15/2041(5) 49,988
406,702 3.50%, 10/15/2045 417,486
408,179 3.50%, 06/01/2046 415,426
1,559,106 3.50%, 10/01/2047 1,579,215
580,839 3.50%, 12/01/2047 589,324
8,441,972 3.50%, 03/01/2048 8,553,963
212,271 3.50%, 08/01/2048 215,550
1,207,685 4.00%, 08/01/2025 1,243,971
477,821 4.00%, 12/15/2026(5) 19,981
817,144 4.00%, 07/15/2027(5) 34,179
398,526 4.00%, 03/15/2028(5) 19,238
217,887 4.00%, 06/15/2028(5) 11,894
538,084 4.00%, 07/15/2030(5) 48,757
1,727,119 4.00%, 05/25/2040(5) 223,207
1,450,646 4.00%, 05/01/2042 1,519,427
509,820 4.00%, 08/01/2042 533,538
856,519 4.00%, 09/01/2042 895,713
38,757 4.00%, 07/01/2044 39,653
183,848 4.00%, 06/01/2045 192,147
590,315 4.00%, 02/01/2046 616,849
152,918 4.00%, 09/01/2048 157,108
267,442 4.50%, 09/01/2044 283,165
1,360,261 4.75%, 07/15/2039 1,435,939
17,035 5.00%, 08/01/2029 18,110
25,843 5.00%, 07/01/2030 27,853
167,556 5.00%, 03/01/2031 178,117
269,181 5.00%, 05/01/2031 286,151
337,960 5.00%, 09/01/2031 359,151
 

49

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)
  Mortgage-Backed Agencies - 40.5% - (continued)
  FHLMC - 3.8% - (continued)
$       286,393 5.00%, 11/01/2031 $       304,357
      95,754 5.00%, 07/01/2032        101,779
     559,490 5.00%, 09/15/2033(5)         93,753
       4,491 5.00%, 12/01/2034          4,732
       8,125 5.00%, 11/01/2035          8,778
      14,638 5.00%, 03/01/2039         15,613
     154,812 5.00%, 08/01/2039        167,758
7,312 5.00%, 09/01/2039 7,840
8,776 5.00%, 12/01/2039 9,508
7,673 5.00%, 04/01/2041 8,310
17,937 5.00%, 04/01/2044 19,418
10,533 5.00%, 05/01/2044 11,204
685,411 5.00%, 02/15/2048(5) 142,142
17,404 5.50%, 03/01/2028 18,509
44,054 5.50%, 04/01/2033 48,275
480,690 5.50%, 05/01/2034 526,999
356 5.50%, 11/01/2035 381
9,134 5.50%, 05/01/2037 10,066
23,836 5.50%, 11/01/2037 26,287
42,711 5.50%, 02/01/2038 47,150
17,418 5.50%, 04/01/2038 19,228
22,278 5.50%, 06/01/2038 24,565
2,419,520 5.50%, 08/01/2038 2,612,052
255,524 5.50%, 09/01/2038 281,781
4,710 5.50%, 12/01/2039 5,196
62,372 5.50%, 02/01/2040 68,779
210,056 5.50%, 05/01/2040 231,717
208,191 5.50%, 08/01/2040 229,658
1,019,298 5.50%, 06/01/2041 1,124,407
881,068 5.50%, 10/15/2046(5) 175,019
1,046 6.00%, 07/01/2029 1,117
115,161 6.00%, 10/01/2032 127,598
55,048 6.00%, 11/01/2032 58,814
151,772 6.00%, 12/01/2032 168,156
11,560 6.00%, 11/01/2033 12,833
22,982 6.00%, 01/01/2034 25,524
11,711 6.00%, 02/01/2034 13,000
116,121 6.00%, 08/01/2034 129,247
129,011 6.00%, 09/01/2034 143,010
162,675 6.00%, 01/01/2035 174,569
819,363 6.00%, 11/01/2037 907,515
138 6.50%, 08/01/2032 149
419,641 6.50%, 07/15/2036 452,156
85,431 6.50%, 12/01/2037 94,674
41 7.50%, 09/01/2029 42
      80,552,268
  FNMA - 17.0%
73,284 0.00%, 03/25/2036(15)(16) 64,761
623,063 0.00%, 06/25/2036(15)(16) 562,496
489,519 0.00%, 06/25/2041(15)(16) 422,837
8,148,423 0.33%, 01/25/2030(2)(5) 148,308
1,546,608 1.43%, 05/25/2046(2)(5) 73,169
11,690,887 1.44%, 05/25/2029(2)(5) 982,137
8,664,000 1.50%, 04/18/2037(17) 8,215,232
2,380,000 1.50%, 04/13/2052(17) 2,125,148
1,140,607 1.61%, 06/25/2055(2)(5) 54,064
1,159,588 1.63%, 08/25/2044(2)(5) 59,559
1,613,611 1.69%, 04/25/2055(3)(5) 68,379
1,368,538 1.75%, 12/25/2042 1,287,475
822,562 2.00%, 09/25/2039 794,365
3,409,040 2.00%, 12/01/2040 3,205,702
1,355,757 2.00%, 04/01/2041 1,273,034
Shares or Principal Amount   Market Value
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)
  Mortgage-Backed Agencies - 40.5% - (continued)
  FNMA - 17.0% - (continued)
$       467,422 2.00%, 05/01/2041 $       441,261
   1,768,776 2.00%, 10/01/2041     1,660,662
      23,172 2.00%, 08/25/2043         23,150
   6,535,997 2.00%, 02/01/2051      6,086,420
  15,867,692 2.00%, 03/01/2051    14,772,349
132,899,000 2.00%, 04/13/2052(17)   123,423,376
     357,153 2.50%, 06/25/2028(5)         17,716
2,483,368 2.50%, 09/01/2040 2,404,155
104,820 2.50%, 01/01/2043 101,150
2,554,426 2.50%, 02/01/2043 2,468,875
899,210 2.50%, 03/01/2043 869,166
1,853,146 2.50%, 05/01/2043 1,778,770
1,442,643 2.50%, 06/01/2043 1,394,487
723,025 2.50%, 04/01/2045 696,378
13,676,706 2.50%, 11/01/2051 13,139,380
4,173,344 2.50%, 12/01/2051 3,992,400
1,989,889 2.50%, 01/01/2052 1,903,880
9,290,143 2.50%, 02/01/2052 8,888,050
2,530,602 2.50%, 01/01/2057 2,420,416
613,789 3.00%, 02/25/2027(5) 21,298
299,270 3.00%, 09/25/2027(5) 16,673
1,944,117 3.00%, 01/25/2028(5) 103,006
3,170,576 3.00%, 04/25/2033(5) 214,139
765,733 3.00%, 08/01/2033 773,872
1,642,818 3.00%, 03/01/2037 1,641,072
1,608,843 3.00%, 03/25/2043 1,582,610
489,157 3.00%, 05/25/2047 484,746
1,403,467 3.00%, 09/01/2048 1,395,188
1,665,939 3.00%, 08/25/2049 1,637,360
865,715 3.00%, 08/01/2050 850,900
1,909,445 3.00%, 05/01/2051 1,878,507
1,573,424 3.00%, 10/01/2051 1,542,580
1,700,223 3.00%, 12/01/2051 1,668,658
450,671 3.24%, 12/01/2026 458,824
331,041 3.50%, 05/25/2027(5) 19,862
530,794 3.50%, 10/25/2027(5) 35,218
696,046 3.50%, 05/25/2030(5) 57,975
190,907 3.50%, 08/25/2030(5) 13,408
310,599 3.50%, 02/25/2031(5) 16,330
428,696 3.50%, 09/25/2035(5) 43,791
2,928,558 3.50%, 11/25/2039(5) 331,732
857,770 3.50%, 10/01/2044 874,058
806,945 3.50%, 02/01/2045 822,438
736,240 3.50%, 01/01/2046 749,743
560,239 3.50%, 03/01/2046 569,850
1,361,956 3.50%, 09/01/2046 1,384,887
559,178 3.50%, 10/01/2046 567,951
437,042 3.50%, 10/25/2046(5) 76,026
730,576 3.50%, 11/01/2046 740,135
978,664 3.50%, 05/01/2047 993,446
2,168,619 3.50%, 09/01/2047 2,199,966
401,557 3.50%, 12/01/2047 407,937
1,308,728 3.50%, 01/01/2048 1,321,890
330,024 3.50%, 02/01/2048 334,551
362,937 3.50%, 02/25/2048 363,624
1,476,337 3.50%, 07/01/2048 1,500,884
1,007,000 3.50%, 04/13/2052(17) 1,009,537
5,109,979 3.50%, 09/01/2057 5,184,250
2,977,730 3.50%, 05/01/2058 3,021,288
3,072,840 3.50%, 12/25/2058 3,129,858
1,821,388 3.74%, 06/01/2026 1,879,213
487,501 4.00%, 06/01/2025 501,800
191,601 4.00%, 10/01/2025 197,203
 

50

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)
  Mortgage-Backed Agencies - 40.5% - (continued)
  FNMA - 17.0% - (continued)
$       169,019 4.00%, 04/25/2032(5) $        18,005
   1,631,965 4.00%, 10/01/2040     1,707,112
     687,872 4.00%, 11/01/2040       719,455
     488,095 4.00%, 12/01/2040        511,044
     252,063 4.00%, 02/01/2041        263,828
     709,044 4.00%, 03/01/2041        742,290
   1,729,732 4.00%, 06/01/2041      1,789,808
281,220 4.00%, 03/25/2042(5) 31,395
341,954 4.00%, 08/01/2042 357,806
680,585 4.00%, 09/01/2042 712,548
184,744 4.00%, 11/25/2042(5) 23,865
98,616 4.00%, 03/01/2045 102,995
579,739 4.00%, 07/01/2045 604,219
162,800 4.00%, 05/01/2046 168,488
655,343 4.00%, 06/01/2046 681,628
641,247 4.00%, 04/01/2047 665,346
1,649,886 4.00%, 10/01/2047 1,703,719
868,258 4.00%, 09/01/2048 889,247
111,843 4.50%, 04/01/2025 115,161
171,213 4.50%, 07/25/2027(5) 6,843
508,040 4.50%, 09/01/2035 539,462
1,469,237 4.50%, 08/01/2040 1,559,173
1,435,579 4.50%, 10/01/2040 1,527,486
667,733 4.50%, 10/01/2041 710,655
1,691,962 4.50%, 08/25/2043(5) 321,422
610,702 4.50%, 09/01/2043 649,564
809,744 4.50%, 04/01/2049 842,040
3,214,145 4.50%, 01/01/2051 3,437,001
16,481 5.00%, 06/01/2022 16,795
62,110 5.00%, 06/01/2025 63,439
266,032 5.00%, 04/25/2038 275,618
2,382 5.50%, 06/01/2022 2,386
113,255 5.50%, 06/01/2033 123,991
76,918 5.50%, 08/01/2033 84,210
602,040 5.50%, 09/01/2033 659,517
540,074 5.50%, 12/01/2033 591,339
379,210 5.50%, 01/01/2034 415,109
2,053,511 5.50%, 11/01/2035 2,249,023
563,231 5.50%, 04/01/2036 609,657
434,841 5.50%, 09/01/2036 473,967
33,226 5.50%, 01/01/2037 36,379
319,133 5.50%, 04/25/2037 345,373
1,809,366 5.50%, 11/25/2040(5) 270,481
1,223,991 5.50%, 06/25/2042(5) 265,922
1,556,931 5.50%, 08/25/2044(5) 267,195
78,845 5.51%, 05/25/2042(2)(5) 7,907
254,896 6.00%, 12/01/2032 275,713
175,568 6.00%, 01/01/2033 189,877
24,387 6.00%, 02/01/2033 26,029
234,024 6.00%, 03/01/2033 256,187
454,044 6.00%, 02/01/2037 506,684
1,212,910 6.00%, 01/25/2042(5) 145,929
945,401 6.00%, 09/25/2047(5) 193,494
160 6.50%, 05/01/2031 172
660 6.50%, 09/01/2031 715
774 6.50%, 07/01/2032 833
752 7.00%, 07/01/2029 819
74 7.00%, 12/01/2030 76
254 7.00%, 02/01/2032 258
101 7.00%, 03/01/2032 113
1,445 7.00%, 09/01/2032 1,512
116 7.50%, 10/01/2022 117
868 7.50%, 06/01/2027 933
Shares or Principal Amount   Market Value
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)
  Mortgage-Backed Agencies - 40.5% - (continued)
  FNMA - 17.0% - (continued)
$         8,035 7.50%, 03/01/2030 $         8,605
       6,614 7.50%, 04/01/2030          6,906
         701 7.50%, 06/01/2030            759
       1,212 7.50%, 07/01/2030          1,310
         367 7.50%, 08/01/2030            397
       5,918 7.50%, 05/01/2031          6,343
       4,509 7.50%, 06/01/2031          4,569
752 7.50%, 08/01/2031 803
17,192 7.50%, 09/01/2031 17,377
131 7.50%, 05/01/2032 144
18,835,000 2.50%, 04/21/2052(17) 18,287,608
2,550,000 2.50%, 05/19/2052(17) 2,470,412
6,285,000 3.00%, 04/21/2052(17) 6,217,393
6,250,000 3.00%, 05/19/2052(17) 6,166,656
35,455,000 3.50%, 04/21/2052(17) 35,677,286
2,545,000 4.50%, 04/21/2052 2,632,882
4,400,000 5.00%, 04/21/2052 4,747,875
      354,443,690
  GNMA - 3.6%
602,264 1.75%, 09/20/2043 588,660
478,801 2.00%, 01/20/2042 475,515
4,895,000 2.00%, 04/21/2052(17) 4,656,318
622,613 2.50%, 12/16/2039 609,445
1,081,319 2.50%, 07/20/2041 1,042,934
2,667,302 2.50%, 09/20/2051 2,593,311
8,787,685 2.50%, 10/20/2051 8,543,912
342,630 3.00%, 09/20/2028(5) 18,747
3,728,245 3.00%, 05/20/2035(5) 224,759
347,931 3.00%, 02/16/2043(5) 45,082
1,942,955 3.00%, 03/15/2045 1,926,857
87,030 3.00%, 04/15/2045 86,308
1,443,550 3.00%, 07/15/2045 1,431,931
34,144 3.00%, 08/15/2045 33,869
659,219 3.00%, 10/20/2047 660,046
8,697,202 3.00%, 12/20/2051 8,618,409
140,004 3.50%, 02/16/2027(5) 7,791
363,587 3.50%, 03/20/2027(5) 20,534
281,431 3.50%, 07/20/2040(5) 14,421
389,975 3.50%, 02/20/2041(5) 11,332
881,196 3.50%, 04/20/2042(5) 55,291
1,886,673 3.50%, 10/20/2042(5) 281,081
215,625 3.50%, 11/15/2042 221,328
5,195 3.50%, 12/15/2042 5,352
128,787 3.50%, 02/15/2043 132,050
7,602 3.50%, 03/15/2043 7,831
1,007,393 3.50%, 04/15/2043 1,037,794
2,503,140 3.50%, 05/15/2043 2,548,539
168,927 3.50%, 05/20/2043(5) 24,020
805,227 3.50%, 07/20/2043(5) 104,888
1,830,804 3.50%, 06/20/2046 1,865,091
464,284 3.50%, 07/20/2046 472,866
480,843 3.50%, 10/20/2046 490,064
1,922,186 3.50%, 02/20/2047 1,952,960
571,573 3.50%, 08/20/2047 580,260
399,760 3.50%, 11/20/2047 405,838
495,110 3.50%, 03/20/2048 502,616
1,564,542 3.50%, 07/20/2049 1,578,540
1,188,257 3.88%, 08/15/2042 1,247,811
91,328 4.00%, 12/16/2026(5) 4,016
1,389,288 4.00%, 05/20/2029(5) 71,046
2,024,523 4.00%, 07/20/2040 2,128,649
2,241,118 4.00%, 09/20/2040 2,356,201
 

51

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)
  Mortgage-Backed Agencies - 40.5% - (continued)
  GNMA - 3.6% - (continued)
$     3,552,292 4.00%, 10/20/2040     3,728,463
     932,176 4.00%, 12/20/2040 $       973,201
     233,494 4.00%, 05/16/2042(5)         26,948
   2,642,258 4.00%, 09/16/2042(5)        566,280
     347,392 4.00%, 03/20/2043(5)         55,898
     157,003 4.00%, 01/20/2044(5)         26,029
   1,145,735 4.00%, 01/16/2046(5)        156,685
1,091,315 4.00%, 03/20/2047(5) 146,005
504,331 4.00%, 11/20/2047 517,965
1,433,593 4.00%, 03/20/2048 1,471,962
3,870,561 4.00%, 07/20/2048 3,992,574
144,858 4.50%, 11/15/2039 155,797
627,177 4.50%, 05/15/2040 677,249
2,274,442 4.50%, 05/20/2040 2,423,328
97,099 4.50%, 07/15/2041 103,529
569,769 4.50%, 04/20/2045(5) 102,993
2,078,366 4.50%, 08/20/2045(5) 364,322
202,678 4.50%, 01/20/2046 216,421
1,598,823 4.50%, 01/20/2047(5) 174,735
1,496,502 4.50%, 05/20/2048(5) 223,365
1,368,341 5.00%, 02/16/2040(5) 282,284
711,387 5.00%, 06/15/2041 776,006
874,963 5.00%, 10/16/2041(5) 139,993
1,016,656 5.00%, 03/15/2044 1,108,396
305,977 5.00%, 01/16/2047(5) 61,672
271,503 5.50%, 03/15/2033 293,845
417,393 5.50%, 04/15/2033 456,382
484,080 5.50%, 05/15/2033 533,256
578,318 5.50%, 10/20/2034 641,853
1,000,340 5.50%, 03/20/2039(5) 166,200
1,030,856 5.50%, 02/16/2047(5) 170,865
632,528 5.50%, 02/20/2047(5) 107,232
606 6.00%, 12/15/2023 645
534 6.00%, 01/15/2029 571
599 6.00%, 04/15/2029 641
18,616 6.00%, 12/15/2031 19,922
549 6.00%, 10/15/2032 611
10,748 6.00%, 06/15/2033 11,832
463 6.00%, 03/15/2034 494
25,507 6.00%, 08/15/2034 28,403
29,721 6.00%, 09/15/2034 31,986
24,601 6.00%, 02/15/2035 27,477
197,423 6.00%, 12/15/2035 212,912
22,613 6.00%, 02/15/2036 24,148
93,925 6.00%, 03/15/2036 104,173
15,581 6.00%, 04/15/2036 16,636
42,063 6.00%, 05/15/2036 46,105
114,290 6.00%, 06/15/2036 126,054
10,404 6.00%, 07/15/2036 11,187
17,222 6.00%, 08/15/2036 18,425
91,342 6.00%, 02/15/2037 102,020
466 6.00%, 05/15/2037 515
190,519 6.00%, 06/15/2037 212,162
151,666 6.00%, 07/15/2037 168,066
33,760 6.00%, 08/15/2037 37,528
49,605 6.00%, 10/15/2037 55,564
24,821 6.00%, 11/15/2037 27,526
27,029 6.00%, 12/15/2037 29,265
90,921 6.00%, 01/15/2038 99,403
4,205 6.00%, 02/15/2038 4,513
10,205 6.00%, 05/15/2038 11,015
1,379 6.00%, 06/15/2038 1,477
13,812 6.00%, 08/15/2038 15,107
Shares or Principal Amount   Market Value
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)
  Mortgage-Backed Agencies - 40.5% - (continued)
  GNMA - 3.6% - (continued)
$        51,901 6.00%, 09/15/2038 $        56,830
      62,680 6.00%, 10/15/2038         68,143
     130,222 6.00%, 11/15/2038        144,109
      28,030 6.00%, 12/15/2038         30,945
         785 6.00%, 01/15/2039           860
      33,082 6.00%, 08/15/2039         35,691
      32,927 6.00%, 11/15/2039         36,309
424,897 6.00%, 06/15/2040 468,127
81,546 6.00%, 07/15/2040 91,465
1,017,680 6.00%, 09/20/2040(5) 189,963
417,357 6.00%, 06/15/2041 461,437
941,624 6.00%, 02/20/2046(5) 135,579
16,251 6.50%, 06/15/2028 17,367
360 6.50%, 07/15/2028 384
1,100 6.50%, 08/15/2028 1,176
1,881 6.50%, 09/15/2028 2,027
590 6.50%, 10/15/2028 630
993 6.50%, 11/15/2028 1,061
3,681 6.50%, 12/15/2028 3,934
11,098 6.50%, 02/15/2029 11,861
86,116 6.50%, 03/15/2029 92,055
20,976 6.50%, 04/15/2029 22,707
6,509 6.50%, 05/15/2029 6,956
96,095 6.50%, 06/15/2029 102,692
3,778 6.50%, 07/15/2029 4,037
109 6.50%, 03/15/2031 117
143,150 6.50%, 04/15/2031 152,977
28,119 6.50%, 05/15/2031 30,587
5,569 6.50%, 06/15/2031 6,011
136,845 6.50%, 07/15/2031 146,326
19,152 6.50%, 08/15/2031 20,467
49,216 6.50%, 09/15/2031 52,594
88,027 6.50%, 10/15/2031 94,069
183,637 6.50%, 11/15/2031 196,246
38,557 6.50%, 12/15/2031 41,631
132,989 6.50%, 01/15/2032 142,146
25,886 6.50%, 02/15/2032 28,130
29,532 6.50%, 03/15/2032 31,559
118,859 6.50%, 04/15/2032 127,838
540 6.50%, 05/15/2032 578
14,571 6.50%, 06/15/2032 15,572
1,090 7.00%, 06/20/2030 1,101
397 7.00%, 02/15/2031 413
153 7.00%, 06/15/2031 160
90 7.00%, 08/15/2031 96
286 8.50%, 11/15/2024 287
      75,047,679
  UMBS - 16.1%
62,975,000 2.00%, 06/13/2052(17) 58,246,816
15,910,000 2.50%, 04/18/2037(17) 15,726,041
95,639,000 2.50%, 04/13/2052(17) 91,365,132
95,700,000 2.50%, 05/12/2052(17) 91,207,460
78,454,000 3.00%, 04/13/2052(17) 76,825,540
2,715,000 4.00%, 04/13/2052(17) 2,773,542
      336,144,531
  Total U.S. Government Agencies
(cost $860,850,134)
  $ 846,188,168
U.S. GOVERNMENT SECURITIES - 20.8%
  U.S. Treasury Securities - 20.8%
  U.S. Treasury Bonds - 10.8%
1,743,538 0.13%, 02/15/2051(18) $ 1,814,823
 

52

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
U.S. GOVERNMENT SECURITIES - 20.8% - (continued)
  U.S. Treasury Securities - 20.8% - (continued)
  U.S. Treasury Bonds - 10.8% - (continued)
$     9,169,493 0.88%, 02/15/2047(18) $    11,120,875
   2,068,755 1.00%, 02/15/2048(18)      2,600,382
  24,645,000 1.25%, 05/15/2050     18,418,287
   1,490,000 1.88%, 02/15/2041      1,328,545
   5,115,000 1.88%, 11/15/2051      4,483,617
   7,090,000 2.25%, 08/15/2046      6,644,936
  78,145,000 2.88%, 08/15/2045     81,646,262
6,175,000 3.00%, 02/15/2047 6,659,593
18,440,000 3.13%, 02/15/2043 19,873,422
20,715,000 3.13%, 08/15/2044(19)(20) 22,431,270
26,860,000 3.38%, 05/15/2044(20)(21) 30,207,008
16,575,000 3.75%, 11/15/2043 19,629,721
      226,858,741
  U.S. Treasury Notes - 10.0%
66,230,000 0.63%, 05/15/2030(20) 57,772,740
13,360,000 0.63%, 08/15/2030 11,614,328
4,483,439 0.75%, 07/15/2028(18) 4,914,182
20,360,000 0.88%, 11/15/2030 18,044,050
40,215,000 1.25%, 08/15/2031 36,576,799
20,030,000 1.38%, 11/15/2031 18,386,914
64,680,000 1.63%, 05/15/2031 60,930,581
      208,239,594
  Total U.S. Government Securities
(cost $488,939,298)
  $ 435,098,335
COMMON STOCKS - 0.0%
  Diversified Financials - 0.0%
30,559 Philadelphia Energy Solutions*(10)(11) $ —
  Energy - 0.0%
64,657 Ascent Resources - Marcellus LLC Class A(10)(11) 80,821
6,767 Foresight Energy LLC* 108,277
206,275,142 KCA Deutag*(10)(11)(22)
      189,098
  Total Common Stocks
(cost $3,317,133)
  $ 189,098
PREFERRED STOCKS - 0.1%
  Banks - 0.1%
2,242 U.S. Bancorp Series A, 3.50%(23) $ 1,771,180
  Total Preferred Stocks
(cost $1,591,820)
  $ 1,771,180
WARRANTS - 0.0%
  Energy - 0.0%
16,740 Ascent Resources - Marcellus LLC Expires 3/30/2023*(10)(11) $ 268
  Total Warrants
(cost $1,339)
  $ 268
  Total Long-Term Investments
(Cost $2,776,232,646)
  $ 2,627,145,758
Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 0.8%
  Repurchase Agreements - 0.6%
$    11,757,697 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2022 at 0.240%, due on 04/01/2022 with a maturity value of $11,757,775; collateralized by U.S. Treasury Note at 1.250%, maturing 05/31/2028, with a market value of $11,992,894 $    11,757,697
  Securities Lending Collateral - 0.2%
  3,567,616 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(24)      3,567,616
    426,412 Invesco Government & Agency Portfolio, Institutional Class, 0.26%(24)        426,412
      3,994,028
  Total Short-Term Investments
(cost $15,751,725)
$ 15,751,725
  Total Investments
(cost $2,791,984,371)
126.5% $ 2,642,897,483
  Other Assets and Liabilities (26.5)% (553,549,246)
  Total Net Assets 100.0% $ 2,089,348,237
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 and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At March 31, 2022, the aggregate value of these securities was $632,955,874, representing 30.3% of net assets.
(2) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(3) Variable rate securities; the rate reported is the coupon rate in effect at March 31, 2022. Base lending rates may be subject to a floor or cap.
(4) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(5) Securities disclosed are interest-only strips.
 

53

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

(6) Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At March 31, 2022, the aggregate value of these securities was $40,177,665, representing 1.9% of net assets.
(7) Represents entire or partial securities on loan.
(8) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(9) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(10) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At March 31, 2022, the aggregate fair value of these securities are $81,097, which represented 0.0% 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.
(11) Investment valued using significant unobservable inputs.
(12) 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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of March 31, 2022.
(13) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(14) This security, or a portion of this security, has unfunded loan commitments. As of March 31, 2022, the aggregate value of the unfunded commitment was $65,008, which represents to 0.0% of total net assets.
(15) Securities disclosed are principal-only strips.
(16) Security is a zero-coupon bond.
(17) Represents or includes a TBA transaction.
(18) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(19) All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of March 31, 2022, the market value of securities pledged was $8,987,668.
(20) All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of March 31, 2022, the market value of securities pledged was $9,653,192.
(21) All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of March 31, 2022, the market value of securities pledged was $1,461,992.
(22) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $0 or 0.0% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
03/2011   KCA Deutag   206,275,142   $ 2,795,441   $ —
    
(23) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(24) Current yield as of period end.
 
OTC Swaptions Outstanding at March 31, 2022
Description   Counter-
party
  Exercise Price/
FX Rate/Rate
  Pay/
Receive
Floating
Rate
  Expiration
Date
  Notional
Amount
  Market
Value
  Premiums
Paid
(Received)
by Fund
  Unrealized
Appreciation/
(Depreciation)
Written swaptions:
Call
CDX.NA.IG.S37.V1.5Y*   GSC   75.00%   Receive   04/20/2022   USD (160,150,000)   $ (982,360)   $ (440,412)   $ (541,948)
CDX.NA.IG.S37.V1.5Y*   GSC   65.00%   Receive   04/20/2022   USD (160,150,000)   (358,294)   (224,210)   (134,084)
    $ (1,340,654)   $ (664,622)   $ (676,032)  
Put
CDX.NA.IG.S37.V1.5Y*   GSC   75.00%   Receive   04/20/2022   USD (160,150,000)   $ (51,729)   $ (680,638)   $ 628,909
CDX.NA.IG.S37.V1.5Y*   GSC   65.00%   Receive   04/20/2022   USD (160,150,000)   (129,513)   (313,894)   184,381
    $ (181,242)   $ (994,532)   $ 813,290  
Total Written Option Contracts OTC swaption contracts   $ (1,521,896)   $ (1,659,154)   $ 137,258  
    
* Swaptions with forward premiums.
    

54

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Futures Contracts Outstanding at March 31, 2022
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future   616   06/30/2022   $ 130,543,876   $ (1,446,654)
U.S. Treasury 5-Year Note Future   315   06/30/2022   36,126,562   (1,005,874)
U.S. Treasury 10-Year Note Future   196   06/21/2022   24,083,500   35,921
Total               $ (2,416,607)
Short position contracts:
Euro-BUND Future   439   06/08/2022   $ 77,052,221   $ 2,866,504
Euro-BUXL 30-Year Bond Future   68   06/08/2022   14,006,892   1,025,170
U.S. Treasury 10-Year Ultra Bond Future   815   06/21/2022   110,407,031   3,303,265
U.S. Treasury Long Bond Futures   587   06/21/2022   88,086,687   2,255,707
U.S. Treasury Ultra Bond Future   256   06/21/2022   45,344,000   1,579,101
Total               $ 11,029,747
Total futures contracts   $ 8,613,140
    
TBA Sale Commitments Outstanding at March 31, 2022
Description   Principal
Amount
  Maturity
Date
  Market
Value
  Unrealized
Appreciation/
(Depreciation)
FNMA, 3.00%   $ 400,000   04/18/2037   $ (402,875)   $ 2,078
FNMA, 3.50%   4,785,000   04/13/2052   (4,797,056)   51,308
GNMA, 4.00%   5,454,000   04/21/2052   (5,565,211)   49,853
UMBS, 4.00%   500,000   04/13/2052   (510,781)   9,863
UMBS, 5.00%   184,500   04/13/2052   (194,157)   4,699
UMBS, 5.50%   10,750,000   04/13/2052   (11,424,815)   101,201
UMBS, 6.00%   3,300,000   04/13/2052   (3,521,203)   24,235
Total TBA sale commitments (proceeds receivable $26,659,335)   $ (26,416,098)   $ 243,237
At March 31, 2022, the aggregate market value of TBA Sale Commitments represents (1.3)% of total net assets.
    
OTC Credit Default Swap Contracts Outstanding at March 31, 2022
Reference Entity   Counter-
party
  Notional
Amount(1)
  (Pay)/Receive
Fixed Rate
  Expiration
Date
  Periodic
Payment
Frequency
  Upfront
Premiums
Paid
  Upfront
Premiums
Received
  Market
Value
  Unrealized
Appreciation/
(Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AAA.07   GSC   USD 1,279,624   (0.09%)   08/25/2037   Monthly   $ 209,697   $ —   $ 55,342   $ (154,355)
ABX.HE.AAA.07   CSI   USD 3,110,516   (0.09%)   08/25/2037   Monthly   586,099     134,525   (451,574)
ABX.HE.PENAAA.06   MSC   USD 314,501   (0.11%)   05/25/2046   Monthly   27,622     23,030   (4,592)
ABX.HE.PENAAA.06   JPM   USD 717,983   (0.11%)   05/25/2046   Monthly   62,911     52,576   (10,335)
ABX.HE.PENAAA.06   GSC   USD 304,485   (0.11%)   05/25/2046   Monthly   70,612     22,297   (48,315)
Total   $ 956,941   $ —   $ 287,770   $ (669,171)
Sell protection:
ABX.HE.AAA.07   MSC   USD 1,279,624   0.09%   08/25/2037   Monthly   $ 9,396   $ —   $ (55,338)   $ (64,734)
ABX.HE.AAA.07   MSC   USD 3,110,514   0.09%   08/25/2037   Monthly   23,002     (134,515)   (157,517)
ABX.HE.PENAAA.06   BCLY   USD 1,327,197   0.11%   05/25/2046   Monthly     (30,215)   (97,181)   (66,966)
Total   $ 32,398   $ (30,215)   $ (287,034)   $ (289,217)
Total OTC credit default swap contracts   $ 989,339   $ (30,215)   $ 736   $ (958,388)
    
(1) 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.
    

55

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Centrally Cleared Credit Default Swap Contracts Outstanding at March 31, 2022
Reference Entity   Notional
Amount
  (Pay)/Receive
Fixed Rate
  Expiration
Date
  Periodic
Payment
Frequency
  Cost Basis   Value   Unrealized
Appreciation/
(Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.EM.35.V1   USD 16,930,000   (1.00%)   06/20/2026   Quarterly   $ 438,238   $ 1,270,167   $ 831,929
Total centrally cleared credit default swap contracts   $ 438,238   $ 1,270,167   $ 831,929
    
Foreign Currency Contracts Outstanding at March 31, 2022
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
  Appreciation/
(Depreciation)
1,378,000 EUR   1,510,773 USD   NWM   06/15/2022   $ 18,179
1,783,000 EUR   1,966,585 USD   MSC   06/15/2022   11,732
414,000 EUR   454,865 USD   BOA   06/15/2022   4,487
1,931,000 EUR   2,143,382 USD   SCB   06/15/2022   (852)
8,632,352 USD   44,795,000 BRL   CBK   06/15/2022   (571,659)
4,853,525 USD   4,382,704 EUR   DEUT   04/29/2022   1,020
63,854,048 USD   56,981,000 EUR   DEUT   06/15/2022   631,112
2,960,802 USD   2,692,000 EUR   MSC   06/15/2022   (26,091)
9,588,880 USD   203,570,000 MXN   CBK   06/15/2022   (506,072)
Total foreign currency contracts   $ (438,144)
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

56

Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Asset & Commercial Mortgage-Backed Securities   $ 490,117,232   $ —   $ 490,117,232   $ —
Corporate Bonds   638,661,010     638,661,010  
Foreign Government Obligations   117,438,872     117,438,864   8
Municipal Bonds   29,112,795     29,112,795  
Senior Floating Rate Interests   68,568,800     68,568,800  
U.S. Government Agencies   846,188,168     846,188,168  
U.S. Government Securities   435,098,335     435,098,335  
Common Stocks                
Diversified Financials        
Energy   189,098     108,277   80,821
Preferred Stocks   1,771,180   1,771,180    
Warrants   268       268
Short-Term Investments   15,751,725   3,994,028   11,757,697  
Foreign Currency Contracts(2)   666,530     666,530  
Futures Contracts(2)   11,065,668   11,065,668    
Swaps - Credit Default(2)   831,929     831,929  
Total   $ 2,655,461,610   $ 16,830,876   $ 2,638,549,637   $ 81,097
Liabilities                
Foreign Currency Contracts(2)   $ (1,104,674)   $ —   $ (1,104,674)   $ —
Futures Contracts(2)   (2,452,528)   (2,452,528)    
Swaps - Credit Default(2)   (958,388)     (958,388)  
TBA Sale Commitments   (26,416,098)     (26,416,098)  
Written Options   (1,521,896)     (1,521,896)  
Total   $ (32,453,584)   $ (2,452,528)   $ (30,001,056)   $ —
    
(1) For the period ended March 31, 2022, investments valued at $7,200,644 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended March 31, 2022 is not presented.

57

Hartford Ultrashort Bond HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 30.2%
  Asset-Backed - Automobile - 17.6%
            American Credit Acceptance Receivables Trust  
$      716,801 0.33%, 06/13/2025(1) $     713,330
    104,016 0.35%, 05/13/2024(1)      103,974
    338,814 0.37%, 10/15/2024(1)      338,184
  2,454,242 0.45%, 09/15/2025(1)   2,435,518
  2,900,009 0.99%, 12/15/2025(1)   2,882,107
    896,240 2.19%, 03/13/2026(1)      896,672
  AmeriCredit Automobile Receivables Trust  
703,731 0.26%, 11/18/2024 700,935
175,852 0.28%, 06/18/2024 175,518
440,498 0.42%, 03/18/2024 440,317
245,320 2.06%, 04/18/2024 245,536
  ARI Fleet Lease Trust  
625,000 0.37%, 03/15/2030(1) 614,311
148,563 1.77%, 08/15/2028(1) 148,679
579,153 Avid Automobile Receivables Trust 0.61%, 01/15/2025(1) 575,304
  CarMax Auto Owner Trust  
743,519 0.22%, 02/15/2024 742,503
1,343,842 0.29%, 09/16/2024 1,336,444
753,103 0.31%, 01/16/2024 752,303
503,236 2.18%, 08/15/2024 504,270
856,900 3.05%, 03/15/2024 860,137
  Carvana Auto Receivables Trust  
437,049 0.28%, 03/11/2024 436,534
1,486,756 0.30%, 07/10/2024 1,481,986
211,950 0.32%, 03/10/2028 209,384
829,748 0.35%, 06/12/2028 818,259
1,399,928 0.38%, 01/10/2025 1,389,269
709,983 0.70%, 01/10/2028 686,960
1,530,000 0.82%, 04/10/2025 1,513,649
1,669,439 0.83%, 09/11/2028 1,644,680
  Chesapeake Funding LLC  
949,555 0.63%, 04/15/2033, 1 mo. USD LIBOR + 0.230%(1)(2) 942,021
724,276 0.87%, 08/15/2032(1) 718,512
675,675 1.95%, 09/15/2031(1) 677,029
734,660 2.94%, 04/15/2031(1) 735,159
166,613 3.39%, 01/15/2031(1) 166,965
995,054 CIG Auto Receivables Trust 0.69%, 04/14/2025(1) 984,302
  CPS Auto Receivables Trust  
806,780 0.33%, 07/15/2024(1) 804,166
460,720 0.37%, 03/17/2025(1) 458,882
2,666,184 0.61%, 10/15/2025(1) 2,632,666
1,272,635 0.98%, 04/16/2029(1) 1,262,711
2,154,674 Credit Acceptance Auto Loan Trust 2.38%, 11/15/2028(1) 2,158,649
  Drive Auto Receivables Trust  
1,335,000 0.35%, 03/17/2025 1,323,479
246,499 0.36%, 05/15/2024 245,971
1,465,000 0.79%, 10/15/2025 1,437,139
  DT Auto Owner Trust  
1,849,562 0.33%, 04/15/2025(1) 1,831,700
859,181 0.35%, 01/15/2025(1) 856,395
992,217 0.41%, 03/17/2025(1) 986,652
239,952 0.54%, 04/15/2024(1) 239,677
1,714,805 0.56%, 09/15/2025(1) 1,697,952
931,000 2.29%, 11/17/2025(1) 931,072
  Enterprise Fleet Financing LLC  
1,295,000 0.48%, 05/20/2027(1) 1,256,258
839,386 1.78%, 12/22/2025(1) 838,941
1,687,375 2.06%, 05/20/2025(1) 1,688,395
415,590 2.29%, 02/20/2025(1) 416,444
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 30.2% - (continued)
  Asset-Backed - Automobile - 17.6% - (continued)
$       53,408 2.98%, 10/20/2024(1) $      53,460
    569,185 Enterprise Fleet Funding LLC 0.44%, 12/21/2026(1)      557,174
            Exeter Automobile Receivables Trust  
  1,185,000 0.30%, 10/15/2024   1,182,179
  1,230,000 0.35%, 02/18/2025   1,220,755
  2,255,000 1.15%, 06/17/2024   2,245,374
947,175 FHF Trust 0.83%, 12/15/2026(1) 921,246
  First Investors Auto Owner Trust  
2,333,807 0.45%, 03/16/2026(1) 2,313,546
2,609,336 0.48%, 03/15/2027(1) 2,556,184
3,382,461 2.03%, 01/15/2027(1) 3,347,875
  Flagship Credit Auto Trust  
1,149,295 0.31%, 06/16/2025(1) 1,141,095
1,675,686 0.36%, 07/15/2027(1) 1,640,097
1,858,258 0.37%, 12/15/2026(1) 1,833,297
1,341,064 0.53%, 04/15/2025(1) 1,334,727
124,495 0.70%, 04/15/2025(1) 123,993
2,771,555 0.81%, 07/17/2026(1) 2,708,608
118,257 1.90%, 08/15/2024(1) 118,254
  Ford Credit Auto Owner Trust  
603,017 0.17%, 10/15/2023 601,769
570,857 0.25%, 09/15/2023 570,057
1,500,000 2.36%, 03/15/2029(1) 1,505,001
  Foursight Capital Automobile Receivables Trust  
486,917 0.40%, 08/15/2024(1) 484,863
920,467 0.40%, 04/15/2025(1) 912,462
525,000 1.15%, 09/15/2025(1) 517,615
  GLS Auto Receivables Issuer Trust  
639,979 0.31%, 11/15/2024(1) 635,884
558,304 0.34%, 05/15/2024(1) 557,709
2,324,511 0.42%, 01/15/2025(1) 2,301,462
81,776 0.52%, 02/15/2024(1) 81,746
2,938,970 0.84%, 07/15/2025(1) 2,911,537
384,496 GM Financial Automobile Leasing Trust 0.45%, 08/21/2023 383,453
  GM Financial Consumer Automobile Receivables Trust  
503,457 0.23%, 11/16/2023 502,735
740,159 0.27%, 06/17/2024 737,754
  GM Financial Leasing Trust  
248,986 0.17%, 04/20/2023 248,695
548,826 0.22%, 07/20/2023 547,264
88,166 Honda Auto Receivables Owner Trust 0.27%, 02/21/2023 88,132
  Hyundai Auto Lease Securitization Trust  
726,596 0.25%, 04/17/2023(1) 725,637
2,035,000 0.81%, 04/15/2024(1) 2,010,643
  Hyundai Auto Receivables Trust  
516,426 0.23%, 02/15/2024 514,574
380,486 0.26%, 09/15/2023 380,125
  Mercedes-Benz Auto Lease Trust  
1,769,959 0.22%, 01/16/2024 1,761,267
14,570 0.31%, 02/15/2023 14,564
341,340 Santander Consumer Auto Receivables Trust 0.23%, 11/15/2023(1) 341,044
  Santander Drive Auto Receivables Trust  
104,592 0.28%, 04/15/2024 104,555
269,362 0.29%, 05/15/2024 268,969
995,000 0.33%, 03/17/2025 989,823
585,000 0.34%, 02/18/2025 583,061
2,925,000 1.36%, 12/16/2024 2,903,048
  Santander Retail Auto Lease Trust  
1,410,031 0.31%, 01/22/2024(1) 1,399,234
 

58

Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 30.2% - (continued)
  Asset-Backed - Automobile - 17.6% - (continued)
$    1,471,094 0.32%, 02/20/2024(1) $   1,458,941
  1,127,523 0.42%, 11/20/2023(1)   1,123,946
  1,260,000 0.97%, 03/20/2025(1)   1,236,050
            Tesla Auto Lease Trust  
  1,290,197 0.36%, 03/20/2025(1)   1,275,686
  1,535,000 0.36%, 09/22/2025(1)   1,528,547
     49,613 0.55%, 05/22/2023(1)       49,592
101,453 Toyota Auto Receivables Owner Trust 0.23%, 05/15/2023 101,414
1,803,891 Toyota Lease Owner Trust 0.25%, 03/20/2024(1) 1,784,440
  United Auto Credit Securitization Trust  
121,285 0.34%, 07/10/2023(1) 121,208
1,325,210 1.11%, 07/10/2024(1) 1,321,726
1,707,805 Volkswagen Auto Lease Trust 0.27%, 04/20/2023 1,705,437
  Westlake Automobile Receivables Trust  
1,392,118 0.32%, 04/15/2025(1) 1,380,388
1,941,480 0.39%, 10/15/2024(1) 1,929,103
1,994,511 0.56%, 05/15/2024(1) 1,989,735
261,076 0.93%, 02/15/2024(1) 260,995
3,575,000 0.95%, 06/16/2025(1) 3,500,435
460,730 Wheels SPV 2 LLC 0.51%, 08/20/2029(1) 456,367
261,405 World Omni Auto Receivables Trust 0.35%, 12/15/2023 261,202
  World Omni Automobile Lease Securitization Trust  
2,388,705 0.21%, 04/15/2024 2,371,727
228,926 0.32%, 09/15/2023 228,583
23,278 World Omni Select Auto Trust 0.47%, 06/17/2024 23,270
      120,929,238
  Asset-Backed - Credit Card - 0.2%
1,150,000 Evergreen Credit Card Trust 1.90%, 09/15/2024(1) 1,152,114
  Asset-Backed - Finance & Insurance - 3.2%
552,740 BWAY Mortgage Trust 2.81%, 03/10/2033(1) 548,055
2,997,389 Credit Acceptance Auto Loan Trust 2.01%, 02/15/2029(1) 2,996,793
  DLL LLC  
1,238,017 0.35%, 09/20/2024(1) 1,222,995
2,733,504 0.36%, 05/17/2024(1) 2,715,841
1,935,000 Dllmt 2021-1 LLC 0.60%, 03/20/2024(1) 1,914,441
1,383,970 Donlen Fleet Lease Funding LLC 0.56%, 12/11/2034(1) 1,357,703
92,746 Ellington Financial Mortgage Trust 2.74%, 11/25/2059(1)(3) 91,273
602,177 FCI Funding LLC 1.13%, 04/15/2033(1) 588,122
218,659 GM Financial Consumer Automobile Receivables Trust 0.26%, 11/16/2023 218,514
742,000 GMF Floorplan Owner Revolving Trust 2.70%, 04/15/2024(1) 742,416
  Kubota Credit Owner Trust  
1,410,000 0.26%, 06/17/2024(1) 1,393,042
1,479,098 0.31%, 04/15/2024(1) 1,467,898
138,120 0.41%, 06/15/2023(1) 137,995
  MMAF Equipment Finance LLC  
943,479 0.30%, 04/15/2024(1) 938,136
334,684 0.38%, 08/14/2023(1) 333,052
  Verizon Owner Trust  
4,000,000 0.41%, 04/21/2025 3,922,549
650,838 2.33%, 12/20/2023 652,518
40,831 2.93%, 09/20/2023 40,955
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 30.2% - (continued)
  Asset-Backed - Finance & Insurance - 3.2% - (continued)
            Volvo Financial Equipment LLC  
$       98,491 0.37%, 04/17/2023(1) $      98,428
    382,717 2.04%, 11/15/2023(1)     383,432
      21,764,158
  Commercial Mortgage-Backed Securities - 0.1%
    785,000 Morgan Stanley Bank of America Merrill Lynch Trust 3.79%, 08/15/2045     785,569
  Other Asset-Backed Securities - 4.7%
1,352,308 Amur Equipment Finance Receivables LLC 0.75%, 11/20/2026(1) 1,325,731
1,090,000 Atalaya Equipment Leasing Trust 1.23%, 05/15/2026(1) 1,069,370
2,727,184 BHG Securitization Trust 1.71%, 02/20/2035(1) 2,679,384
  CCG Receivables Trust  
774,593 0.30%, 06/14/2027(1) 760,012
1,230,000 0.54%, 03/14/2029(1) 1,197,424
1,107,475 CNH Equipment Trust 0.22%, 08/15/2024 1,102,190
954,578 Crossroads Asset Trust 0.82%, 03/20/2024(1) 948,174
  Dell Equipment Finance Trust  
707,224 0.33%, 05/22/2026(1) 703,464
710,000 0.33%, 12/22/2026(1) 701,106
870,659 Dext ABS 2021-1 LLC 1.12%, 02/15/2028(1) 851,664
543,587 FREED ABS Trust 0.94%, 03/19/2029(1) 539,738
  GreatAmerica Leasing Receivables Funding LLC  
2,349,892 0.27%, 06/15/2023(1) 2,340,859
1,680,000 0.38%, 03/15/2024(1) 1,652,057
  HPEFS Equipment Trust  
720,428 0.27%, 03/20/2031(1) 717,645
1,335,779 0.30%, 09/20/2028(1) 1,327,567
1,400,000 1.02%, 05/21/2029(1) 1,383,586
  Marlette Funding Trust  
504,468 0.51%, 09/15/2031(1) 499,687
190,337 0.60%, 06/16/2031(1) 189,572
3,500,000 1.36%, 04/15/2032(1) 3,476,508
  New York City, NY Tax Lien  
3,500,000 2.10%, 11/10/2034(1) 3,466,555
248,609 2.19%, 11/10/2032(1) 243,048
1,040,000 PFS Financing Corp. 1.21%, 06/15/2024(1) 1,039,397
  SCF Equipment Leasing  
996,867 0.42%, 08/20/2026(1) 993,418
2,760,000 2.06%, 02/22/2028(1) 2,715,824
  SoFi Consumer Loan Program Trust  
401,867 0.49%, 09/25/2030(1) 394,457
54,837 2.02%, 01/25/2029(1) 54,864
      32,373,301
  Packaging & Containers - 0.1%
863,675 Tricolor Auto Securitization Trust 0.74%, 04/15/2024(1) 861,049
  Whole Loan Collateral CMO - 4.3%
882,632 Angel Oak Mortgage Trust 2.53%, 01/26/2065(1)(3) 878,494
  Angel Oak Mortgage Trust LLC  
167,281 2.99%, 07/26/2049(1)(3) 166,993
342,100 3.92%, 11/25/2048(1)(3) 342,241
  BRAVO Residential Funding Trust  
533,474 0.94%, 02/25/2049(1)(3) 502,771
932,348 0.97%, 03/25/2060(1)(3) 912,188
1,855,224 1.70%, 04/25/2060(1)(3) 1,811,006
437,750 Bunker Hill Loan Depositary Trust 2.72%, 11/25/2059(1)(4) 433,657
 

59

Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 30.2% - (continued)
  Whole Loan Collateral CMO - 4.3% - (continued)
            COLT Mortgage Loan Trust  
$    2,048,530 1.11%, 10/25/2066(1)(3) $   1,905,901
    567,374 1.33%, 10/26/2065(1)(3)      566,164
  2,391,654 1.40%, 10/25/2066(1)(3)   2,261,626
    182,456 1.51%, 04/27/2065(1)(3)      181,827
  1,357,233 1.73%, 11/26/2066(1)(3)   1,309,405
1,878,709 CSMC Trust 2.57%, 07/25/2049(1)(4) 1,834,388
534,163 Ellington Financial Mortgage Trust 0.93%, 06/25/2066(1)(3) 499,649
  GCAT Trust  
3,436,786 1.26%, 07/25/2066(1)(3) 3,327,022
918,263 1.92%, 08/25/2066(1)(3) 891,994
  MFA Trust  
541,850 1.01%, 01/26/2065(1)(3) 529,495
750,283 1.03%, 11/25/2064(1)(3) 709,735
  New Residential Mortgage Loan Trust  
1,887,758 1.16%, 11/27/2056(1)(3) 1,800,313
589,032 4.00%, 08/27/2057(1)(3) 592,787
50,300 OBX Trust 1.11%, 06/25/2057, 1 mo. USD LIBOR + 0.650%(1)(2) 49,677
204,737 Residential Mortgage Loan Trust 2.38%, 01/26/2060(1)(3) 199,256
2,322,916 SG Residential Mortgage Trust 1.16%, 07/25/2061(1)(3) 2,242,141
148,992 Starwood Mortgage Residential Trust 2.28%, 02/25/2050(1)(3) 147,883
461,748 Starwood Residential Mortgage Trust 0.94%, 05/25/2065(1)(3) 447,540
  Towd Point Mortgage Trust  
379,276 1.06%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2) 377,859
2,026,740 2.16%, 01/25/2052(1)(3) 2,016,686
719,401 2.75%, 06/25/2057(1)(3) 714,231
  Verus Securitization Trust  
1,491,423 1.63%, 10/25/2066(1)(3) 1,424,430
256,686 2.64%, 11/25/2059(1)(4) 256,415
458,863 2.69%, 11/25/2059(1)(3) 458,351
152,926 2.78%, 07/25/2059(1)(4) 152,965
      29,945,090
  Total Asset & Commercial Mortgage-Backed Securities
(cost $210,711,900)
$ 207,810,519
CORPORATE BONDS - 32.8%
  Agriculture - 0.1%
675,000 Cargill, Inc. 1.38%, 07/23/2023(1) $ 666,928
  Apparel - 0.1%
775,000 VF Corp. 2.05%, 04/23/2022 775,327
  Auto Manufacturers - 2.3%
2,050,000 American Honda Finance Corp. 0.40%, 10/21/2022 2,038,522
  General Motors Financial Co., Inc.  
1,500,000 0.74%, 10/15/2024, 1 mo. USD SOFR + 0.620%(2) 1,476,148
1,000,000 3.55%, 07/08/2022 1,005,094
485,000 PACCAR Financial Corp. 0.80%, 06/08/2023 477,305
  Toyota Motor Credit Corp.  
1,650,000 0.35%, 10/14/2022 1,639,914
1,500,000 0.42%, 04/06/2023, 1 mo. USD SOFR + 0.320%(2) 1,500,780
2,000,000 0.43%, 01/11/2024, 1 mo. USD SOFR + 0.330%(2)(5) 1,992,111
Shares or Principal Amount   Market Value
CORPORATE BONDS - 32.8% - (continued)
  Auto Manufacturers - 2.3% - (continued)
$    2,000,000 0.62%, 06/13/2023, 1 mo. USD SOFR + 0.350%(2) $   1,996,146
  1,525,000 1.15%, 05/26/2022   1,524,625
            Volkswagen Group of America Finance LLC  
  1,600,000 0.75%, 11/23/2022(1)   1,586,206
    750,000 3.13%, 05/12/2023(1)     755,406
      15,992,257
  Beverages - 0.6%
2,275,000 Coca-Cola European Partners plc 0.50%, 05/05/2023(1) 2,225,842
1,750,000 JDE Peet's N.V. 0.80%, 09/24/2024(1) 1,643,548
      3,869,390
  Biotechnology - 0.3%
2,250,000 Royalty Pharma plc 0.75%, 09/02/2023 2,185,613
  Chemicals - 0.3%
430,000 International Flavors & Fragrances, Inc. 0.70%, 09/15/2022(1) 427,941
1,914,000 PPG Industries, Inc. 3.20%, 03/15/2023 1,931,302
      2,359,243
  Commercial Banks - 13.5%
1,750,000 ANZ New Zealand Int'l Ltd. 0.81%, 02/18/2025, 1 mo. USD SOFR + 0.600%(1)(2) 1,747,171
  Bank of America Corp.  
1,250,000 0.81%, 10/24/2024, (0.81% fixed rate until 10/24/2023; 1 mo. USD SOFR + 0.740% thereafter)(6) 1,209,336
1,700,000 0.81%, 02/04/2025, 1 mo. USD SOFR + 0.660%(2) 1,692,112
1,525,000 0.83%, 04/22/2025, 1 mo. USD SOFR + 0.690%(2) 1,515,925
1,875,000 0.91%, 05/28/2024, 3 mo. USD BSBY3M + 0.430%(2) 1,872,131
  Bank of Montreal  
2,200,000 0.40%, 09/15/2023 2,135,753
2,200,000 0.52%, 09/15/2023, 1 mo. USD SOFR + 0.265%(2) 2,186,960
  Bank of New York Mellon Corp.  
750,000 0.40%, 04/26/2024, 1 mo. USD SOFR + 0.260%(2) 747,170
640,000 1.95%, 08/23/2022(5) 641,489
  Bank of Nova Scotia  
3,675,000 0.53%, 07/31/2024, 1 mo. USD SOFR + 0.380%(2) 3,647,517
1,400,000 2.44%, 03/11/2024 1,394,681
675,000 Barclays Bank plc 1.70%, 05/12/2022 675,351
3,518,000 BPCE S.A. 3.00%, 05/22/2022(1) 3,524,870
900,000 Canadian Imperial Bank of Commerce 1.07%, 03/17/2023, 1 mo. USD SOFR + 0.800%(2) 901,800
350,000 Capital One NA 2.15%, 09/06/2022 351,017
  Citigroup, Inc.  
1,400,000 0.83%, 01/25/2026, 1 mo. USD SOFR + 0.690%(2)(5) 1,377,306
2,300,000 2.70%, 10/27/2022 2,312,601
1,550,000 Cooperatieve Rabobank UA 0.41%, 01/12/2024, 1 mo. USD SOFR + 0.300%(2) 1,546,130
3,675,000 Credit Suisse AG 0.56%, 08/09/2023, 1 mo. USD SOFR + 0.380%(2) 3,661,890
2,525,000 Deutsche Bank AG 0.67%, 11/08/2023, 1 mo. USD SOFR + 0.500%(2) 2,508,813
1,350,000 DNB Bank ASA 2.97%, 03/28/2025 1,349,636
750,000 Fifth Third Bancorp 1.63%, 05/05/2023 743,608
705,000 Fifth Third Bank NA 1.80%, 01/30/2023 704,964
 

60

Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 32.8% - (continued)
  Commercial Banks - 13.5% - (continued)
            Goldman Sachs Group, Inc.  
$    1,765,000 0.63%, 11/17/2023, (0.63% fixed rate until 11/17/2022; 1 mo. USD SOFR + 0.538% thereafter)(6) $   1,742,968
  1,500,000 0.75%, 09/10/2024, 3 mo. USD SOFR + 0.500%(2)   1,483,983
  1,425,000 1.22%, 12/06/2023   1,391,423
  1,425,000 HSBC Holdings plc 0.78%, 11/22/2024, 1 mo. USD SOFR + 0.580%(2)   1,410,592
    525,000 Huntington National Bank 1.80%, 02/03/2023      523,408
  JP Morgan Chase & Co.  
  2,000,000 0.76%, 06/01/2025, 1 mo. USD SOFR + 0.535%(2)   1,980,230
1,900,000 0.85%, 03/16/2024, 3 mo. USD SOFR + 0.580%(2) 1,894,137
  KeyBank NA  
1,250,000 0.59%, 06/14/2024, 1 mo. USD SOFR + 0.320%(2) 1,240,925
2,000,000 0.61%, 01/03/2024, 1 mo. USD SOFR + 0.340%(2) 1,991,145
1,350,000 1.25%, 03/10/2023 1,339,086
1,150,000 Macquarie Bank Ltd. 0.44%, 12/16/2022(1) 1,138,468
1,500,000 Macquarie Group Ltd. 0.83%, 10/14/2025, 1 mo. USD SOFR + 0.710%(1)(2) 1,489,266
1,100,000 Mizuho Financial Group, Inc. 1.13%, 05/25/2024, 3 mo. USD LIBOR + 0.630%(2) 1,099,643
  Morgan Stanley  
1,125,000 0.73%, 04/05/2024, (0.73% fixed rate until 04/05/2023; 1 mo. USD SOFR + 0.616% thereafter)(6) 1,102,225
750,000 0.77%, 01/24/2025, 1 mo. USD SOFR + 0.625%(2) 746,633
4,190,000 2.75%, 05/19/2022 4,197,307
1,025,000 4.88%, 11/01/2022 1,042,437
  National Australia Bank Ltd.  
1,400,000 0.49%, 01/12/2025, 1 mo. USD SOFR + 0.380%(1)(2) 1,392,223
675,000 1.88%, 12/13/2022 675,575
  National Bank of Canada  
3,725,000 0.66%, 08/06/2024, 1 mo. USD SOFR + 0.490%(2) 3,697,966
875,000 0.90%, 08/15/2023, (0.90% fixed rate until 08/15/2022; 12 mo. USD CMT + 0.770% thereafter)(6) 869,840
1,290,000 NatWest Markets plc 0.72%, 08/12/2024, 1 mo. USD SOFR + 0.530%(1)(2) 1,272,756
875,000 Nordea Bank Abp 1.00%, 06/09/2023(1) 857,790
  Royal Bank of Canada  
1,925,000 0.42%, 01/19/2024, 1 mo. USD SOFR + 0.300%(2) 1,912,853
1,475,000 0.44%, 10/07/2024, 1 mo. USD SOFR + 0.340%(2) 1,460,778
2,200,000 Sumitomo Mitsui Trust Bank Ltd. 0.70%, 09/16/2024, 1 mo. USD SOFR + 0.440%(1)(2) 2,190,276
  Toronto-Dominion Bank  
2,700,000 0.34%, 01/06/2023, 1 mo. USD SOFR + 0.240%(2) 2,695,287
2,200,000 0.60%, 09/10/2024, 1 mo. USD SOFR + 0.350%(2) 2,180,711
675,000 0.63%, 01/27/2023, 1 mo. USD SOFR + 0.480%(2) 675,007
750,000 0.72%, 09/28/2023, 1 mo. USD SOFR + 0.450%(2) 747,204
1,000,000 2.35%, 03/08/2024(5) 994,620
Shares or Principal Amount   Market Value
CORPORATE BONDS - 32.8% - (continued)
  Commercial Banks - 13.5% - (continued)
$    1,500,000 Truist Financial Corp. 0.65%, 06/09/2025, 1 mo. USD SOFR + 0.400%(2) $   1,488,570
            UBS AG  
  1,875,000 0.54%, 06/01/2023, 1 mo. USD SOFR + 0.320%(1)(2)   1,868,818
  1,400,000 0.58%, 01/13/2025, 1 mo. USD SOFR + 0.470%(1)(2)   1,385,635
  2,200,000 0.63%, 08/09/2024, 1 mo. USD SOFR + 0.450%(1)(2)   2,188,105
      92,816,121
  Construction Materials - 0.1%
1,030,000 Martin Marietta Materials, Inc. 0.65%, 07/15/2023 1,006,017
  Diversified Financial Services - 0.2%
785,000 AIG Global Funding 0.80%, 07/07/2023(1) 767,946
805,000 Nasdaq, Inc. 0.45%, 12/21/2022 795,914
      1,563,860
  Electric - 3.0%
2,400,000 Cleco Power LLC 1.33%, 06/15/2023, 3 mo. USD LIBOR + 0.500%(1)(2) 2,399,360
445,000 Consumers Energy Co. 0.35%, 06/01/2023 433,824
2,400,000 DTE Energy Co. 0.55%, 11/01/2022 2,382,266
825,000 Duke Energy Corp. 0.50%, 06/10/2023, 1 mo. USD SOFR + 0.250%(2)(5) 822,527
2,275,000 Florida Power & Light Co. 0.43%, 05/10/2023, 1 mo. USD SOFR + 0.250%(2) 2,269,165
1,520,000 Mississippi Power Co. 0.57%, 06/28/2024, 1 mo. USD SOFR + 0.300%(2) 1,506,397
1,400,000 National Rural Utilities Cooperative Finance Corp. 0.57%, 08/07/2023, 1 mo. USD SOFR + 0.400%(2) 1,399,390
  NextEra Energy Capital Holdings, Inc.  
2,675,000 0.75%, 02/22/2023, 3 mo. USD LIBOR + 0.270%(2) 2,665,672
1,085,000 0.76%, 03/01/2023, 1 mo. USD SOFR + 0.540%(2) 1,083,880
780,000 Oklahoma Gas and Electric Co. 0.55%, 05/26/2023 763,518
1,400,000 Pacific Gas and Electric Co. 3.25%, 02/16/2024 1,394,441
2,115,000 PPL Electric Utilities Corp. 0.60%, 06/24/2024, 1 mo. USD SOFR + 0.330%(2) 2,102,166
1,500,000 Southern California Edison Co. 0.70%, 12/02/2022, 1 mo. USD SOFR + 0.470%(2) 1,500,204
      20,722,810
  Electronics - 0.2%
  Honeywell International, Inc.  
200,000 0.48%, 08/19/2022 199,404
1,000,000 2.15%, 08/08/2022 1,002,685
      1,202,089
  Entertainment - 0.4%
3,035,000 Magallanes, Inc. 3.43%, 03/15/2024(1) 3,054,786
  Food - 0.6%
1,475,000 Conagra Brands, Inc. 0.50%, 08/11/2023 1,428,538
1,750,000 Mondelez International Holdings Netherlands B.V. 2.13%, 09/19/2022(1) 1,752,128
1,155,000 Mondelez International, Inc. 2.13%, 03/17/2024(5) 1,147,341
      4,328,007
 

61

Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 32.8% - (continued)
  Gas - 0.5%
$    1,826,000 CenterPoint Energy, Inc. 1.00%, 03/02/2023, 3 mo. USD LIBOR + 0.500%(2) $   1,820,361
  1,325,000 ONE Gas, Inc. 1.36%, 03/11/2023, 3 mo. USD LIBOR + 0.610%(2)   1,323,270
      3,143,631
  Healthcare - Products - 0.6%
  2,600,000 PerkinElmer, Inc. 0.55%, 09/15/2023   2,526,034
  1,215,000 Stryker Corp. 0.60%, 12/01/2023   1,179,180
680,000 Thermo Fisher Scientific, Inc. 0.65%, 10/18/2024, 1 mo. USD SOFR + 0.530%(2)(5) 678,759
      4,383,973
  Healthcare - Services - 0.4%
1,945,000 Humana, Inc. 0.65%, 08/03/2023 1,898,468
820,000 UnitedHealth Group, Inc. 0.55%, 05/15/2024 786,141
      2,684,609
  Insurance - 3.8%
  Athene Global Funding  
3,500,000 0.76%, 08/19/2024, 1 mo. USD SOFR + 0.560%(1)(2) 3,442,970
2,620,000 0.91%, 05/24/2024, 1 mo. USD SOFR + 0.700%(1)(2) 2,587,075
  Brighthouse Financial Global Funding  
1,625,000 0.87%, 04/12/2024, 3 mo. USD SOFR + 0.760%(1)(2) 1,628,560
1,500,000 1.20%, 12/15/2023(1) 1,457,321
705,000 Corebridge Financial, Inc. 3.50%, 04/04/2025 704,443
2,650,000 Equitable Financial Life Global Funding 0.49%, 04/06/2023, 1 mo. USD SOFR + 0.390%(1)(2) 2,644,832
1,425,000 Jackson Financial, Inc. 1.13%, 11/22/2023(1) 1,382,944
  MassMutual Global Funding II  
1,550,000 0.47%, 04/12/2024, 1 mo. USD SOFR + 0.360%(1)(2) 1,545,592
848,000 0.85%, 06/09/2023(1) 833,472
950,000 2.25%, 07/01/2022(1) 952,412
2,500,000 Metropolitan Life Global Funding I 3.00%, 01/10/2023(1) 2,521,897
875,000 New York Life Global Funding 1.10%, 05/05/2023(1) 864,171
650,000 Pacific Life Global Funding II 0.50%, 09/23/2023(1)(5) 631,538
645,000 Principal Life Global Funding 0.56%, 04/12/2024, 1 mo. USD SOFR + 0.450%(1)(2)(5) 643,664
2,500,000 Principal Life Global Funding II 0.60%, 08/23/2024, 1 mo. USD SOFR + 0.380%(1)(2) 2,473,725
  Protective Life Global Funding  
420,000 1.08%, 06/09/2023(1) 413,004
1,375,000 3.22%, 03/28/2025(1) 1,374,202
      26,101,822
  IT Services - 0.1%
875,000 Apple, Inc. 0.75%, 05/11/2023 864,107
  Machinery - Construction & Mining - 0.2%
1,100,000 Caterpillar Financial Services Corp. 0.53%, 09/13/2024, 1 mo. USD SOFR + 0.270%(2) 1,095,413
  Miscellaneous Manufacturing - 0.3%
645,000 Carlisle Cos., Inc. 0.55%, 09/01/2023 625,160
1,090,000 Siemens Financieringsmaatschappij N.V. 0.40%, 03/11/2023(1) 1,073,479
      1,698,639
Shares or Principal Amount   Market Value
CORPORATE BONDS - 32.8% - (continued)
  Oil & Gas - 0.7%
$    1,125,000 Chevron USA, Inc. 0.33%, 08/12/2022 $   1,121,013
  2,425,000 ConocoPhillips Co. 2.13%, 03/08/2024   2,404,444
  1,300,000 Pioneer Natural Resources Co. 0.55%, 05/15/2023   1,271,602
      4,797,059
  Pharmaceuticals - 1.7%
  1,690,000 AmerisourceBergen Corp. 0.74%, 03/15/2023   1,664,938
3,000,000 AstraZeneca plc 0.30%, 05/26/2023 2,937,284
1,323,000 Bristol-Myers Squibb Co. 3.25%, 02/20/2023 1,339,347
4,000,000 GlaxoSmithKline Capital plc 2.88%, 06/01/2022(5) 4,005,561
1,940,000 GSK Consumer Healthcare Co. 3.02%, 03/24/2024 1,940,229
      11,887,359
  Pipelines - 0.5%
2,100,000 Enbridge, Inc. 0.83%, 02/16/2024, 1 mo. USD SOFR + 0.630%(2) 2,099,481
1,015,000 Southern Natural Gas Co. LLC 0.63%, 04/28/2023(1) 994,936
      3,094,417
  Real Estate Investment Trusts - 0.5%
1,220,000 Public Storage 0.61%, 04/23/2024, 1 mo. USD SOFR + 0.470%(2) 1,219,722
2,100,000 Simon Property Group L.P. 0.53%, 01/11/2024, 1 mo. USD SOFR + 0.430%(2) 2,098,053
      3,317,775
  Retail - 0.5%
1,620,000 7-Eleven, Inc. 0.63%, 02/10/2023(1) 1,594,852
435,000 Home Depot, Inc. 2.70%, 04/15/2025 434,656
1,290,000 Starbucks Corp. 0.61%, 02/14/2024, 1 mo. USD SOFR + 0.420%(2) 1,291,380
      3,320,888
  Semiconductors - 0.6%
1,120,000 Analog Devices, Inc. 0.52%, 10/01/2024, 1 mo. USD SOFR + 0.250%(2) 1,115,987
1,035,000 Qorvo, Inc. 1.75%, 12/15/2024(1) 987,255
2,285,000 Skyworks Solutions, Inc. 0.90%, 06/01/2023 2,234,962
      4,338,204
  Software - 0.3%
1,525,000 Fidelity National Information Services, Inc. 0.38%, 03/01/2023 1,497,693
295,000 Roper Technologies, Inc. 0.45%, 08/15/2022 293,721
      1,791,414
  Telecommunications - 0.4%
1,000,000 AT&T, Inc. 0.91%, 03/25/2024, 3 mo. USD SOFR + 0.640%(2) 999,996
1,525,000 NTT Finance Corp. 0.37%, 03/03/2023(1) 1,502,180
      2,502,176
  Total Corporate Bonds
(cost $227,539,893)
$ 225,563,934
MUNICIPAL BONDS - 0.3%
  Tobacco - 0.2%
1,260,000 Golden State, CA, Tobacco Securitization Corp. 0.50%, 06/01/2022 $ 1,258,648
 

62

Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 0.3% - (continued)
  Utilities - 0.1%
$    1,085,000 Long Island, NY, Power Auth 0.36%, 03/01/2023 $   1,069,652
  Total Municipal Bonds
(cost $2,345,000)
  $ 2,328,300
U.S. GOVERNMENT AGENCIES - 0.7%
  Mortgage-Backed Agencies - 0.7%
  FHLMC - 0.4%
  1,140,460 1.00%, 05/15/2041 $   1,091,615
    793,462 1.75%, 04/15/2027      784,487
    176,852 3.00%, 05/15/2043      177,949
60,212 3.50%, 05/15/2042 60,522
187,765 3.50%, 11/15/2042 187,527
160,922 3.50%, 05/15/2044 161,054
      2,463,154
  FNMA - 0.2%
859,501 1.75%, 09/25/2041 843,669
144,858 3.00%, 07/25/2041 145,396
166,711 3.00%, 08/25/2041 167,332
      1,156,397
  GNMA - 0.1%
505,319 1.70%, 10/20/2045 505,712
583,217 2.50%, 09/20/2046 578,200
      1,083,912
  Total U.S. Government Agencies
(cost $4,836,101)
  $ 4,703,463
U.S. GOVERNMENT SECURITIES - 5.6%
  Other Direct Federal Obligations - 0.9%
  FHLB - 0.9%
6,000,000 0.25%, 06/03/2022 $ 5,996,581
  U.S. Treasury Securities - 4.7%
  U.S. Treasury Notes - 4.7%
7,250,000 0.13%, 01/31/2023 7,165,039
25,000,000 1.88%, 08/31/2022 25,101,563
  Total U.S. Government Securities
(cost $38,417,086)
  $ 38,263,183
  Total Long-Term Investments
(Cost $483,849,980)
  $ 478,669,399
SHORT-TERM INVESTMENTS - 30.9%
  Commercial Paper - 2.0%
  AT&T, Inc.  
800,000 0.50%, 05/17/2022(7) $ 799,489
1,000,000 0.51%, 04/11/2022(7) 999,847
1,500,000 BASF Aktiengesellsch 1.05%, 06/02/2022(7) 1,497,682
2,250,000 Credit Suisse NY 0.17%, 04/08/2022(7) 2,249,917
3,645,000 HSBC USA, Inc. 0.25%, 06/10/2022(7) 3,638,652
2,000,000 Societe Generale S.A. 0.90%, 05/31/2022(7) 1,997,431
2,735,000 Standard Chartered Bank 0.24%, 10/06/2022(7) 2,713,333
      13,896,351
  Foreign Government Obligations - 4.2%
4,000,000 Bank of Nova Scotia 0.23%, 04/07/2022 4,000,000
2,100,000 Barclays Bank plc 1.00%, 02/03/2023 2,100,000
2,500,000 Canadian Imperial Bank of Commerce 0.23%, 04/08/2022 2,500,000
3,000,000 Commonwealth Bank of Australia 0.47%, 01/20/2023, 1 mo. USD SOFR + 0.200%(2) 2,993,510
4,000,000 Macquarie Bank Ltd. 0.48%, 06/21/2022, 1 mo. USD SOFR + 0.200%(1)(2) 4,000,000
Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 30.9% - (continued)
  Foreign Government Obligations - 4.2% - (continued)
$    3,000,000 Mizuho Bank Ltd. 0.43%, 07/25/2022, 1 mo. USD SOFR + 0.160%(2) $   2,996,805
  1,500,000 National Bank of Canada 0.49%, 01/24/2023, 1 mo. USD SOFR + 0.220%(1)(2)   1,496,958
  3,500,000 Nordea Bank Abp 0.44%, 11/28/2022, 1 mo. USD SOFR + 0.170%(2)   3,493,688
  1,500,000 Sumitomo Mitsui Trust NY 0.94%, 06/28/2022   1,496,470
  3,650,000 Westpac Banking Corp. 0.40%, 09/06/2022, 1 mo. USD SOFR + 0.130%(2)   3,646,444
      28,723,875
  Repurchase Agreements - 0.3%
  2,200,861 Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2022 at 0.240%, due on 04/01/2022 with a maturity value of $2,200,876; collateralized by U.S. Treasury Bond at 2.750%, maturing 08/15/2047, with a market value of $2,244,970   2,200,861
  Securities Lending Collateral - 0.4%
2,327,671 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(8) 2,327,671
278,210 Invesco Government & Agency Portfolio, Institutional Class, 0.26%(8) 278,210
      2,605,881
  U.S. Treasury Securities - 24.0%
  U.S. Treasury Bills – 24.0%  
7,500,000 0.05%, 05/19/2022(7) 7,499,450
10,000,000 0.06%, 04/28/2022(7) 9,999,550
10,000,000 0.07%, 05/26/2022(7) 9,998,931
5,000,000 0.08%, 08/11/2022(7) 4,984,768
5,000,000 0.09%, 04/19/2022(7) 4,999,775
10,000,000 0.09%, 06/02/2022(7) 9,994,317
8,000,000 0.11%, 06/09/2022(7) 7,994,204
7,000,000 0.15%, 05/10/2022(7) 6,998,862
5,000,000 0.16%, 06/23/2022(7) 4,994,592
7,175,000 0.16%, 11/03/2022(7) 7,131,871
5,000,000 0.21%, 06/30/2022(7) 4,993,562
8,000,000 0.22%, 07/07/2022(7) 7,987,629
20,750,000 0.24%, 12/01/2022(7) 20,593,164
5,000,000 0.28%, 05/31/2022(7) 4,997,127
5,000,000 0.28%, 07/14/2022(7) 4,991,177
1,214,300 0.29%, 05/17/2022(7) 1,213,841
1,214,300 0.30%, 05/17/2022(7) 1,213,835
607,100 0.30%, 05/17/2022(7) 606,867
607,200 0.30%, 05/17/2022(7) 606,966
303,600 0.30%, 05/17/2022(7) 303,482
10,000,000 0.37%, 07/21/2022(7) 9,979,457
11,000,000 0.40%, 12/29/2022(7) 10,897,877
7,050,000 0.64%, 01/26/2023(7) 6,971,510
15,000,000 1.63%, 03/23/2023(7) 14,766,393
      164,719,207
  Total Short-Term Investments
(cost $212,510,782)
$ 212,146,175
  Total Investments
(cost $696,360,762)
100.5% $ 690,815,574
  Other Assets and Liabilities (0.5)% (3,265,490)
  Total Net Assets 100.0% $ 687,550,084
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
 

63

Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At March 31, 2022, the aggregate value of these securities was $234,985,673, representing 34.2% of net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at March 31, 2022. Base lending rates may be subject to a floor or cap.
(3) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(4) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(5) Represents entire or partial securities on loan.
(6) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(7) The rate shown represents current yield to maturity.
(8) Current yield as of period end.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Asset & Commercial Mortgage-Backed Securities   $ 207,810,519   $ —   $ 207,810,519   $ —
Corporate Bonds   225,563,934     225,563,934  
Municipal Bonds   2,328,300     2,328,300  
U.S. Government Agencies   4,703,463     4,703,463  
U.S. Government Securities   38,263,183     38,263,183  
Short-Term Investments   212,146,175   2,605,881   209,540,294  
Total   $ 690,815,574   $ 2,605,881   $ 688,209,693   $ —
    
(1) For the period ended March 31, 2022, there were no transfers in and out of Level 3.

64

Hartford Series Fund, Inc. (the "Company")
GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:
BCLY Barclays
BOA Bank of America Securities LLC
CBK Citibank NA
CSI Credit Suisse International
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.
MSC Morgan Stanley
NWM NatWest Markets Plc
SCB Standard Chartered Bank
Currency Abbreviations:
BRL Brazil Real
EUR Euro Member Countries
MXN Mexican Peso
RUB Russia Ruble
USD United States Dollar
Index Abbreviations:
CMT Constant Maturity Treasury Index
MTA Monthly Treasury Average Index
S&P Standard & Poor's
Municipal Abbreviations:
Auth Authority
Dev Development
Facs Facilities
GO General Obligation
Rev Revenue
Other Abbreviations:
ACWI All Country World Index
ADR American Depositary Receipt
AGM Assured Guaranty Municipal
CD Certificate of Deposit
CLO Collateralized Loan Obligation
CMO Collateralized Mortgage Obligation
ETF Exchange-Traded Fund
EURIBOR Euro Interbank Offered Rate
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate
NATL National Public Finance Guarantee Corp.
REIT Real Estate Investment Trust
SOFR Secured Overnight Financing Rate
TBA To Be Announced
UMBS Uniform Mortgage-Backed Securities
 

65

Hartford Series Fund, Inc. (the "Company")
 Notes to the Schedules of Investments
 March 31, 2022  (Unaudited)

1. Investment Valuation and Fair Value Measurements:
  For purposes of calculating the net asset value per share ("NAV") of each class of each Fund, portfolio securities and other assets held in the Fund's portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
  If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the respective Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund.
  Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value.
  Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
  Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.
  Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
  Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
  Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
  U.S. Generally Accepted Accounting Principles (“U.S. GAAP”) defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable.

66

Hartford Series Fund, Inc. (the "Company")
 Notes to the Schedules of Investments – (continued)
 March 31, 2022  (Unaudited)

  These levels are:
Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.
Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.
The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-advisers, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
Recent events, including the invasion of Ukraine by Russia, have interjected uncertainty into the global financial markets. One or more of the Funds hold positions in securities or other instruments that are economically tied to Russia. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others could adversely affect the global energy and financial markets and, thus, could affect the value of a Fund’s investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet shareholder redemptions.
For additional information, refer to the Fair Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
For information regarding a Fund’s other significant accounting policies, please refer to the Fund’s most recent Semiannual or Annual Report.
2. Affiliated Security Transactions:
  If a Fund owns 5% or more of the outstanding voting securities, either directly or indirectly, of a particular issuer, the 1940 Act deems such an issuer to be an “affiliate” of the Fund. As of and during the period ended March 31, 2022, Balanced HLS Fund, Capital Appreciation HLS Fund, Small Company HLS Fund, and Stock HLS Fund owned 5% or more of the outstanding voting securities of the issuers identified in the table below:
  A summary of affiliate fund transactions for period ended March 31, 2022 follows:
   
Affiliated Investments   Beginning
Value as of
January 1, 2022
  Purchases
at Cost
  Proceeds
from Sales
  Net
Realized
Gain/(Loss)
on Sales
  Return of
Capital
  Change in
Unrealized
Appreciation/
(Depreciation)
  Ending
Value as of
March 31,
2022
  Shares as of
March 31,
2022
  Dividend
Income
  Capital Gains
Distribution
Hartford Balanced HLS Fund
Allstar Co.(1)   $ —   $ —   $ —   $ —   $ —   $ —   $ —   11,702,200   $ —   $ —
Hartford Capital Appreciation HLS Fund
Allstar Co.(1)                 8,451,700    

67

Hartford Series Fund, Inc. (the "Company")
 Notes to the Schedules of Investments – (continued)
 March 31, 2022  (Unaudited)

Affiliated Investments   Beginning
Value as of
January 1, 2022
  Purchases
at Cost
  Proceeds
from Sales
  Net
Realized
Gain/(Loss)
on Sales
  Return of
Capital
  Change in
Unrealized
Appreciation/
(Depreciation)
  Ending
Value as of
March 31,
2022
  Shares as of
March 31,
2022
  Dividend
Income
  Capital Gains
Distribution
Hartford Small Company HLS Fund
Allstar Co.(1)   $ —   $ —   $ —   $ —   $ —   $ —   $ —   5,016,400   $ —   $ —
Hartford Stock HLS Fund
Allstar Co.(1)                 9,440,100    
    
(1) Allstar Co. is a Delaware limited liability company that was created for the purpose of investing in Academy Sports & Outdoors, Inc. As a result of the Fund's holdings in AllstarCo., the Fund previously had indirect exposure to Academy Sports & Outdoors, Inc.; however, the Fund does not have direct or indirect exposure to 5% or more of the outstanding voting securities of Academy Sports & Outdoors, Inc.

68