Document


			Page No(s).
Report of Independent Registered Public Accounting Firm			F-3
Financial Statements:
Statements of Net Assets Available for Benefits as of December 31, 2019 and 2018			F-4
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2019			F-5
Notes to Financial Statements as of December 31, 2019 and 2018 and for the year ended December 31, 2019			F-6 - F-15
Supplemental Schedule:
Form 5500, Schedule H, Part IV, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2019			F-16 - F-43
Signature			F-44 - F-45
Exhibit Index
Exhibit Number Exhibit Name
23.1 Consent of Independent Registered Public Accounting Firm

We have audited the accompanying statements of net assets available for benefits of The Hartford Investment and Savings Plan (the "Plan") as of December 31, 2019 and 2018, the related statement of changes in net assets available for benefits for the year ended December 31, 2019, and the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2019 and 2018, and the changes in net assets available for benefits for the year ended December 31, 2019, in conformity with accounting principles generally accepted in the United States of America.

These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on the Plan's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

The supplemental schedule of assets (held at end of year) as of December 31, 2019, has been subjected to audit procedures performed in conjunction with the audit of the Plan's financial statements. The supplemental schedule is the responsibility of the Plan's management. Our audit procedures included determining whether the supplemental schedule reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedule. In forming our opinion on the supplemental schedule, we evaluated whether the supplemental schedule, including its form and content, is presented in compliance with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, such schedule is fairly stated, in all material respects, in relation to the financial statements as a whole.


	2019		2018
Assets
Investments:
Investments, at fair value (Note 4)	$	4,329,928	$	3,369,025
Investments, at contract value (Note 3)	741,963		746,061
Total investments	5,071,891		4,115,086
Receivables:
Notes receivable from Members	73,552		67,753
Dividends and interest receivable	3,085		2,961
Total receivables	76,637		70,714
Total assets	5,148,528		4,185,800
Liabilities
Investment management expenses payable	788		803
Administrative expenses payable	49		43
Total liabilities	837		846
Net assets available for benefits	$	5,147,691	$	4,184,954


	2019
Additions to net assets attributed to:
Contributions:
Member contributions	$	169,686
Employer contributions	136,694
Rollover contributions	77,414
Total contributions	383,794

Investment income:
Net appreciation in fair value of investments	873,804
Dividends	11,508
Total investment income	885,312

Interest income on notes receivable from Members	4,016

Total additions	1,273,122

Deductions from net assets attributed to:
Benefits paid to Members	308,144
Investment management fees	1,958
Administrative expenses	283
Total deductions	310,385

Net increase in net assets	962,737

Net assets available for benefits:
Beginning of year	4,184,954
End of year	$	5,147,691

The Hartford Financial Services Group, Inc. (“HFSG”, together with its subsidiaries, “The Hartford”, or the “Company”) is an insurance and financial services company. The Hartford, headquartered in Connecticut, is among the largest providers of property and casualty insurance and group life and disability products to individual and business customers in the United States of America. The Hartford is also a provider of mutual funds to investors. The Plan Sponsor, Hartford Fire Insurance Company, is a wholly owned subsidiary of The Hartford.

Information with regard to eligibility, contributions, distributions, vesting, trustees, withdrawals, loans, fund redistribution and certain definitions are contained in the Plan document. A Summary Plan Description (“SPD”) setting forth the highlights of the Plan is available to Members on the Fidelity Net Benefits website. Fidelity Workplace Services LLC serves as the record keeper of the Plan.

The Plan is a defined contribution plan covering substantially all full-time and part-time employees of the Company. The Pension Administration Committee of the Company controls and manages the operation and administration of the Plan, subject to certain exemptions that are specified in the Plan document. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”).

The trust, as defined in the Plan document, is comprised of the aggregate funds held by the trustee, State Street Bank and Trust Company (the “Trustee”), under the trust agreement established for the purposes of the Plan. The Investment and Savings Plan Investment Committee (“ISPIC”) is responsible for the management of Plan assets except with respect to matters that are the responsibility of Newport Trust Company as fiduciary with respect to the common stock of HFSG (“Hartford Stock”) held in The Hartford Stock Fund. The ISPIC may from time to time add investment funds to, or eliminate investment funds from, the group of investment funds available under the Plan, provided, however, that the ISPIC has no authority with respect to the Hartford Stock in The Hartford Stock Fund.

Members may elect to contribute a percentage of their eligible compensation (including, overtime and certain annual bonuses and sales incentives) and may designate their contributions as before-tax, Roth 401(k), after-tax or a combination thereof. Generally, Members may contribute 1% to 50% of eligible compensation, except that Members who are highly compensated employees may have contribution limits of less than 50% due to the operation of certain tests required under the Internal Revenue Code of 1986, as amended (the “IRC”). If Members do not elect otherwise, they are automatically enrolled to make before-tax contributions equal to 6% of eligible compensation.

The Company's contributions include a non-elective contribution of 2% of eligible compensation (“Non-elective Company contributions”) and a dollar-for-dollar matching contribution of up to 6% of eligible compensation contributed by the Member each pay period (“Matching Company contributions”). Prior to January 1, 2013, in addition to matching company contributions, the Company made floor company contributions equal to 0.5% of highly compensated eligible employees’ base salary and 1.5% of all other eligible employees’ base salary.

Individual accounts are maintained for each Member of the Plan. Each Member’s account is credited with that Member’s contributions and allocations of the associated Matching Company contributions, Non-Elective Company contributions and any investment earnings for the Member’s account, and is charged with withdrawals and an allocation of administrative expenses and investment losses for the Member’s account. Allocations are based on Member account balances, as defined in the Plan document. The benefit to which a Member is entitled is the benefit that can be provided from that Member’s vested account balance.

Members are 100% vested at all times with respect to Member contributions and earnings thereon. Members first hired prior to January 1, 2016 are 100% vested in Matching Company and Non-Elective Company contributions made after January 1, 2013 after two years of service. Effective January 1, 2016, Members first hired on or after January 1, 2016 are 100% vested in Matching Company contributions and Non-Elective Company contributions after three years of service.

Members may direct the investment of their future contributions and/or existing account balances into various investment options offered by the Plan and may change investments and transfer amounts between funds daily. Member contributions, Matching Company contributions and Non-Elective Company contributions may be invested in any of the various investment options of the Plan in multiples of 1%, as elected or deemed elected by the Member (“Member directed investments”).

Members may borrow from their accounts a minimum of $0.5 to a maximum equal to the lesser of $50 or 50% of their vested account balance, reduced by any pre-existing outstanding loan amounts during the last 12 months. Loan transactions are treated as transfers between the investment funds and the loan fund. Loan terms range from one to five years, or up to 15 years for the purchase of a primary residence. The loan is secured by the balance in the Member’s account. The interest rate on a loan in a calendar quarter is set on the last business day of the prior February, May, August or November based on the prime rate provided by Thomson Reuters on that date plus one percentage point and is fixed for the term of the loan. Principal and interest is paid ratably through payroll deductions.

Members meeting certain requirements, annual installments over a period not greater than thirty years (subject to certain conditions), or annual installments over the recipient’s life expectancy. If a Member was receiving installment payments, upon the Member’s death, the designated beneficiary has the option of receiving the remaining value either in a lump sum or annual installments over the beneficiary’s life expectancy.

When a Member terminates employment before he or she has vested in his or her Matching Company and Non-Elective Company contributions, the non-vested portion of the Member’s account as defined by the Plan, represents a forfeiture. The Plan document permits the use of forfeitures to either reduce future Company contributions or Plan administrative expenses for the Plan year. However, if a participant is re-employed and fulfills certain requirements, as defined in the Plan document, the account will be reinstated. At December 31, 2019 and 2018, forfeited non-vested account balances totaled $25 and $57, respectively, that had not been applied yet to future contributions or expenses.

In August 2018, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2018-13, Fair Value Measurement (Topic 820) – Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement, which amends certain disclosure requirements of ASC 820, effective for fiscal years beginning after December 15, 2019 with early adoption permitted. Early adoption is only permitted for the eliminated or modified disclosure requirements. The ASU removed the requirement to disclose the amount of and reasons for transfers between level 1 and level 2 of the fair value hierarchy as well as the policy for timing of transfers between levels. The ASU also modified the disclosure for investments in certain entities that calculate NAV to disclose the timing of liquidation of an investee’s assets and the date when restrictions from redemption might lapse only if the investee has communicated the timing to the Plan or announced the timing publicly. It also clarified the measurement uncertainty disclosure to communicate information about the uncertainty in measurement as of the reporting date. This disclosure is applicable to the Plan and the Plan adopted the new guidance as of December 31, 2019 and affected disclosures is incorporated in Note 4, Fair Value Measurements. There are no effects on the statements of net assets available for benefits or changes therein.

The preparation of financial statements in conformity with U.S. GAAP requires management of the Plan to make estimates and assumptions that affect the reported amounts of assets and liabilities and changes therein, and disclosure of contingent assets and liabilities as of the date of the financial statements and the reported amounts of additions and deductions during the reporting period. Actual results could differ from those estimates.

The Plan provides various investment options to its Members. Investment securities, in general, are exposed to various risks, such as interest rate, credit and overall market volatility. Due to the level of risk associated with certain investment securities, it is possible that changes in the values of investment securities, which are reflected in the Statement of Changes in Net Assets Available for Benefits, may occur in the near term and such changes could materially affect the amounts reported in the financial statements.

The Plan’s investments are stated at fair value, except for fully benefit-responsive guaranteed investment contracts (“GICs”), which are reported at contract value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Contract value is the amount Plan Members would receive if they were to initiate permitted transactions under the terms of the Plan (see Note 3). See Note 4 for discussion on fair value measurements.

The Plan’s stable value fund ("the Fund") available to Members as an investment option is a separately managed account, managed solely for the Plan, with a stable value fund investment strategy. The investment contracts within the stable value fund meet the fully benefit-responsive investment contract criteria and, therefore, are reported at contract value. Contract value is the relevant measure for fully benefit-responsive investment contracts because this is the amount received by Members if they were to initiate permitted transactions under the terms of the Plan. Contract value represents contributions made under the contract, plus earnings based on crediting rates, less Member withdrawals and less administrative expenses. The following represents the disaggregation of contract value between types of investment contracts held by the Plan:


Contract Issuer	Contract Number	Major Credit Ratings	As of 12/31/2019 Investments at Contract Value		As of 12/31/2018 Investments at Contract Value

Synthetic GIC Contracts:
Transamerica Premier Life	MDA01097TR	AA- / Aa2	$	226,659	$	220,225
American General Life	1646368	AA / Aa2	106,452		103,802
American General Life	1635582	AA+ / Aa2	81,789		79,895
RGA	RGA00058	AA / Aa2	44,690		43,545
Prudential	GA62433	AA / Aal	181,686		176,671
Traditional GIC Contract:
New York Life	GA29021	AA+ / Aaa	100,687		97,774
			741,963		721,912
Cash and cash equivalents					24,149
Total			$	741,963	$	746,061

The key difference between a synthetic guaranteed investment contract ("GIC") and a traditional GIC is that the Plan owns the underlying assets of the synthetic GIC. A synthetic GIC includes a wrapper contract, which is an agreement with the wrap issuer, such as a bank or insurance company, to make payments to the Plan in certain circumstances. The wrapper contract typically includes certain conditions and limitations on the underlying assets owned by the Plan. Synthetic and traditional GICs are designed to accrue interest based on crediting rates established by the contract issuers.

The synthetic GICs held by the Plan includes wrapper contracts that provide a guarantee that the crediting rate with respect to the applicable underlying assets will not fall below 0%. Cash flow volatility (for example, timing of benefit payments) as well as asset underperformance can be passed through to the Plan through adjustments to future contract crediting rates. Formulas are provided in the contract that adjusts renewal crediting rates to recognize the difference between the fair value and the book value of the underlying assets. Crediting rates are reviewed monthly for resetting.

The Plan also holds a traditional GIC. The contract issuer is contractually obligated to repay the principal and interest at a specific interest rate that is guaranteed to the Plan. The crediting rate is based on a formula established by the contract issuer but may not be less than 0%. The crediting rate is reviewed on a quarterly basis for resetting. The contract cannot be terminated before the scheduled maturity date.

The Plan estimates of fair value are based on ASC 820, Fair Value Measurements and Disclosures, which provides a framework for measuring fair value. That framework provides a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value and requires that observable inputs be used in valuations when available.

The disclosure of fair value estimates in the fair value accounting guidance hierarchy is based on whether the significant inputs into the valuation are observable. In determining the level of the hierarchy in which the estimate is disclosed, the highest priority is given to unadjusted quoted prices in active markets and the lowest priority to unobservable inputs that reflect the Plan’s significant market assumptions. The level in the fair value hierarchy within which the fair value measurement is reported is based on the level of the input that is least observable to the measurement in its entirety. The three levels of the hierarchy are as follows:

• Level 3 - Fair values derived when one or more of the significant inputs are unobservable (including assumptions about risk). With little or no observable market, the determination of fair values uses considerable judgment and represents the Plan’s best estimate of an amount that could be realized in a market exchange for the asset or liability. Also included are securities that are traded within illiquid markets and/or priced by independent brokers.

Mutual Funds - Valued at the daily closing price as reported by the fund. Mutual funds held by the Plan are open-ended mutual funds that are registered with the Securities and Exchange Commission. These funds are required to publish their daily NAV and to transact at that price. The mutual funds held by the Plan are deemed to be actively traded.

Collective Investment Trusts - Valued at the NAV of units of a collective trust. The NAV, as provided by the Trustee, is used as a practical expedient to estimate fair value. The NAV is based on the fair value of the underlying investments held by the fund less its liabilities. This practical expedient is not used when it is determined to be probable that the fund will sell the investment for an amount different than the reported NAV. Member transactions (purchases and sales) may occur daily. Were the Plan to initiate a full redemption of the collective trust, the investment advisor reserves the right to temporarily delay


	Investment Assets at Fair Value December 31, 2019
	Active Markets for Identical Assets (Level 1)		Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total

Invested Assets
Short Term Investments	$	—	$	6,680	$	—	$	6,680
Mutual Funds	770,292		—		—		770,292
Equity Securities	821,810		—		—		821,810

Total Investments at fair value [1]	$	1,592,102	$	6,680	$	—	$	1,598,782
Investments at net asset value:
Collective investment trusts							2,731,146

Total investments							$	4,329,928


	Investment Assets at Fair Value December 31, 2018
	Active Markets for Identical Assets (Level 1)		Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total

Invested Assets
Short Term Investments	$	—	$	9,522	$	—	$	9,522
Mutual Funds	869,341		—		—		869,341
Equity Securities	1,124,940		—		—		1,124,940

Total Investments at fair value [1]	$	1,994,281	$	9,522	$	—	$	2,003,803
Investments at net asset value:
Collective investment trusts							1,365,222

Total investments							$	3,369,025

The valuation methods described in Note 2 may produce a fair value calculation that may not be indicative of net realizable value or reflective of future fair values. Furthermore, although the Plan believes its valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine the fair value of certain financial instruments could result in a different fair value measurement at the reporting date.

The Internal Revenue Service (“IRS”) has determined and informed the Company by letter dated June 13, 2017 that the Plan and related Trust are designed in accordance with the applicable regulations of the IRC. The Company and Plan management believe that the Plan is currently designed and operated in compliance with the applicable requirements of the IRC and the Plan and related Trust continue to be tax-exempt. No provision for income taxes has been included in the Plan’s financial statements.

Although the Company has not expressed any intent to do so, the Company has the right under the Plan to suspend, reduce, or partially or completely discontinue its contributions at any time and to terminate the Plan, the Trust agreement and the Trust hereunder, subject to the provisions of ERISA. In the event of termination or partial termination of the Plan or complete discontinuance of contributions, affected Members automatically become fully-vested in their accounts.


Total investment income, contributions and interest income on notes receivable per accompanying financial statements	$	1,273,122
Adjustment from contract value to fair value for fully benefit-responsive investment contracts at beginning of the year	$	6,159
Adjustment from contract value to fair value for fully benefit-responsive investment contracts at end of the year	$	18,487
Total income per Form 5500	$	1,297,768

Certain Plan investments are in funds managed by the Trustee and certain subsidiaries of the Company. Fees paid by the Plan for trustee, custodial and investment management services amounted to $56 for the year ended December 31, 2019. The group annuity contract issued by a subsidiary of the Company was terminated in June 2018. In addition, certain Plan investments include shares of mutual funds that are advised and distributed by a subsidiary and shares of Hartford Stock. At December 31, 2019 and 2018, the fair value of affiliated mutual funds held by the Plan was $770,292 and $869,341, respectively. At December 31, 2019 and 2018, the Plan held 3,598,901 shares and 3,882,431 shares of Hartford Stock with a cost basis of $121,470 and $130,077, respectively. The shares of Hartford Stock had a fair value of $218,705 and $172,574 at December 31, 2019 and 2018, respectively. During the year ended December 31, 2019, the Plan recorded dividend income from Hartford Stock and The Hartford’s mutual funds of $11,508.

Effective January 1, 2018, the definition of Service was revised to give credit for employment with Aetna, Inc. to former Aetna employees who became Company employees on January 1, 2018 as a result of the Company’s acquisition of Aetna’s group life and disability business. Former Aetna employees who did not make a proper enrollment election were automatically enrolled in the Plan by April 1,2019 with before-tax contributions equal to 6% of eligible compensation.

Effective December 1, 2018, the definition of Service was revised to give credit for employment with Y-Risk to former Y-Risk employees who became Hartford employees on December 1, 2018 as a result of the Y-Risk transaction. In addition, former Y-Risk employees who did not otherwise enroll in the Plan were automatically enrolled as of January 7, 2019 (or as soon as practicable thereafter).

Effective January 1, 2019, the Plan was amended so that (a) a Member is no longer required to obtain a plan loan before requesting a hardship withdrawal; (b) member contributions will no longer be suspended after receipt of a hardship withdrawal; and (c) earnings on before-tax contributions will be included as part of a hardship withdrawal.

Effective May 23, 2019, the definition of Service was revised to give credit for employment with Navigators to former Navigators employees who became Company employees on May 23, 2019 as a result of the Navigators transaction. In addition, former Navigators employees who did not otherwise enroll in the Plan were automatically enrolled within 90 days of the May 23, 2019 acquisition date.

Effective May 23, 2019, the definition of “Eligible Employee” was amended by adding the following to the list of Ineligible Persons: (a) a person who is a nonresident alien and who receives no earned income (within the meaning of Code Section 911(d)(2)) from the Company or its affiliate which constitutes income from sources within the United States (within the meaning of Code Section 861(a)(3)); and (b) a person who is a U.S. citizen working in a foreign country for the Company or its affiliate who is not on the U.S. payroll of Hartford Fire Insurance Company.

The 2019 novel coronavirus ("COVID-19") outbreak, which was declared a pandemic by the World Health Organization on March 11, 2020, has negatively impacted the world economy and common stock share prices for most companies, including the Company’s common stock share price. The Plan’s investment in the Hartford Stock is stated at fair value based on the closing price of $60.77 per share of the Hartford Stock at December 31, 2019, a value significantly higher than the current market price. The impact of COVID-19 on companies continues to evolve rapidly and its future effects on the Plan’s net assets available for benefits and changes in net assets available for benefits are uncertain.

On March 27, 2020, the Coronavirus Aid, Relief, and Economic Security (CARES) Act was passed by Congress. The CARES Act provides immediate and temporary relief for retirement plan sponsors and their participants with respect to employer contributions, distributions and participant loans. The provisions of the CARES Act may become effective and operationalized immediately, prior to amending the plan document.

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

Chartwell Equity Securities

AMERICAN EQUITY INVT LIFE HL

***

1,017

APERGY CORP

***

1,063

ARGO GROUP INTERNATIONAL

***

1,569

AVISTA CORP

***

917

BARNES GROUP INC

***

1,191

BLACK HILLS CORP

***

1,010

CACI INTERNATIONAL INC CL A

***

2,372

CACTUS INC A

***

1,199

CHEESECAKE FACTORY INC/THE

***

989

COLUMBIA BANKING SYSTEM INC

***

1,342

COMMVAULT SYSTEMS INC

***

934

CVB FINANCIAL CORP

***

863

DENNY S CORP

***

1,879

DIODES INC

***

1,778

DYCOM INDUSTRIES INC

***

997

EAGLE MATERIALS INC

***

979

EAGLE PHARMACEUTICALS INC

***

1,032

EL PASO ELECTRIC CO

***

1,374

EMPIRE STATE REALTY TRUST A

***

690

ENPRO INDUSTRIES INC

***

564

ESCO TECHNOLOGIES INC

***

1,146

FIRST FINANCIAL BANCORP

***

1,102

FIRST INDUSTRIAL REALTY TR

***

1,384

FIRST MIDWEST BANCORP INC/IL

***

1,012

FNB CORP

***

682

FRANKLIN ELECTRIC CO INC

***

1,048

FRESH DEL MONTE PRODUCE INC

***

1,011

G III APPAREL GROUP LTD

***

1,365

GLATFELTER

***

1,330

HARSCO CORP

***

1,310

HEALTHCARE REALTY TRUST INC

***

1,302

HOPE BANCORP INC

***

848

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-16

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

HUB GROUP INC CL A

***

975

INDEPENDENT BANK GROUP INC

***

1,183

INTERFACE INC

***

1,289

ITT INC

***

2,243

KITE REALTY GROUP TRUST

***

593

KNOLL INC

***

1,067

KORN FERRY

***

1,067

MANTECH INTERNATIONAL CORP A

***

1,734

MATTHEWS INTL CORP CLASS A

***

508

MCGRATH RENTCORP

***

1,218

MINERALS TECHNOLOGIES INC

***

1,171

MOOG INC CLASS A

***

1,283

MUELLER WATER PRODUCTS INC A

***

1,383

NORTHWESTERN CORP

***

1,654

OXFORD INDUSTRIES INC

***

616

PEBBLEBROOK HOTEL TRUST

***

720

PHIBRO ANIMAL HEALTH CORP A

***

676

PIEDMONT OFFICE REALTY TRU A

***

1,323

PLEXUS CORP

***

2,045

PRA GROUP INC

***

1,459

PROGRESS SOFTWARE CORP

***

1,096

PS BUSINESS PARKS INC/CA

***

1,684

RENASANT CORP

***

942

RUSH ENTERPRISES INC CL A

***

1,388

SAIA INC

***

1,827

SANDERSON FARMS INC

***

1,612

SANDY SPRING BANCORP INC

***

1,334

SCHOLASTIC CORP

***

1,144

SELECTIVE INSURANCE GROUP

***

1,080

SOUTH STATE CORP

***

1,338

SOUTHWEST GAS HOLDINGS INC

***

1,121

SRC ENERGY INC

***

553

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-17

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

STAG INDUSTRIAL INC

***

1,273

SYNOVUS FINANCIAL CORP

***

697

TOWNE BANK

***

970

TRI POINTE GROUP INC

***

929

TRUEBLUE INC

***

1,124

UMB FINANCIAL CORP

***

930

UMPQUA HOLDINGS CORP

***

836

UNIFIRST CORP/MA

***

1,084

UNITED BANKSHARES INC

***

789

UNITED COMMUNITY BANKS/GA

***

1,322

US DOLLAR

***

262

WOLVERINE WORLD WIDE INC

***

1,002

Subtotal Chartwell Equity Securities

87,843

Clearing Account

State Street Bank and Trust

***

-236

Subtotal Clearing Account

-236

Collective Investment Trusts

SSGA REAL ASSET FUND

***

47,625

SPRUCEGROVE

INTERNATIONAL STOCK FUND

***

109,974

State Street

SSGA S&P 500 INDEX NON LENDING

***

686,654

State Street

STATE STREET

***

27,316

State Street

STATE STREET

***

91,137

TARGET RETIREMENT 2050

***

120,322

TARGET RETIREMENT 2045

***

251,785

TARGET RETIREMENT 2040

***

140,653

TARGET RETIREMENT 2035

***

367,986

TARGET RETIREMENT 2030

***

171,412

TARGET RETIREMENT 2025

***

347,398

TARGET RETIREMENT 2020

***

97,120

TARGET RETIREMENT 2015

***

78,197

TARGET RETIREMENT INCOME FUND

***

53,368

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-18

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

TARGET RETIREMENT 2055

***

73,777

TARGET RETIREMENT 2060

***

35,806

TARGET RETIREMENT 2065

***

3,015

Subtotal Collective Investment Trusts

2,703,545

Loomis Sayles Growth Fund

ALCON INC

***

ALIBABA GROUP HOLDING SP ADR

***

17,971

ALPHABET INC CL A

***

8,841

ALPHABET INC CL C

***

8,842

AMAZON.COM INC

***

18,401

AMERICAN EXPRESS CO

***

298

AMGEN INC

***

5,578

AUTODESK INC

***

13,258

AUTOMATIC DATA PROCESSING

***

2,860

CERNER CORP

***

6,580

CISCO SYSTEMS INC

***

7,451

COCA COLA CO/THE

***

7,409

COLGATE PALMOLIVE CO

***

5,174

DANONE SPONS ADR

***

6,829

DEERE + CO

***

7,507

EXPEDITORS INTL WASH INC

***

7,865

FACEBOOK INC CLASS A

***

17,904

FACTSET RESEARCH SYSTEMS INC

***

5,012

GSTIF 25 BPS

***

1,540

MERCK + CO. INC.

***

3,605

MICROSOFT CORP

***

12,175

MONSTER BEVERAGE CORP

***

10,495

NOVARTIS AG SPONSORED ADR

***

6,470

NOVO NORDISK A/S SPONS ADR

***

8,329

NVIDIA CORP

***

9,451

ORACLE CORP

***

13,515

PROCTER + GAMBLE CO/THE

***

8,521

QUALCOMM INC

***

9,085

REGENERON PHARMACEUTICALS

***

9,491

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-19

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

ROCHE HOLDINGS LTD SPONS ADR

***

9,133

SCHLUMBERGER LTD

***

5,064

SEI INVESTMENTS COMPANY

***

6,853

STARBUCKS CORP

***

7,032

US DOLLAR

***

1,000

VARIAN MEDICAL SYSTEMS INC

***

2,975

VISA INC CLASS A SHARES

***

18,920

YUM BRANDS INC

***

4,952

YUM CHINA HOLDINGS INC

***

4,059

Subtotal Loomis Sayles Growth Fund

300,527

Lee Munder Equity Securities

AERCAP HOLDINGS NV

***

2,192

AGNC INVESTMENT CORP

***

1,747

ALEXANDRIA REAL ESTATE EQUIT

***

2,669

ALLEGHENY TECHNOLOGIES INC

***

925

ALLSTATE CORP

***

2,356

AMERICAN CAMPUS COMMUNITIES

***

2,053

AMERIPRISE FINANCIAL INC

***

2,588

AMERISOURCEBERGEN CORP

***

854

ARAMARK

***

1,585

ARCHER DANIELS MIDLAND CO

***

1,078

BERRY GLOBAL GROUP INC

***

1,878

BORGWARNER INC

***

1,454

BRIXMOR PROPERTY GROUP INC

***

1,796

CARTER S INC

***

1,742

CENTENE CORP

***

2,500

CHARLES RIVER LABORATORIES

***

1,328

CIMAREX ENERGY CO

***

1,203

CLEAN HARBORS INC

***

2,181

CONDUENT INC

***

867

CONSTELLATION BRANDS INC A

***

1,139

DARLING INGREDIENTS INC

***

2,923

DENTSPLY SIRONA INC

***

2,158

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-20

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

DIAMONDBACK ENERGY INC

***

2,115

DOLLAR GENERAL CORP

***

1,748

DOLLAR TREE INC

***

1,666

DOVER CORP

***

1,447

DTE ENERGY COMPANY

***

2,230

ENCOMPASS HEALTH CORP

***

2,321

ENTERGY CORP

***

2,611

ENVISTA HOLDINGS CORP

***

2,029

EQT CORP

***

458

EQUINIX INC

***

1,996

EQUITRANS MIDSTREAM CORP

***

346

EVERGY INC

***

2,692

FMC CORP

***

2,408

GSTIF 25 BPS

***

1,009

HAIN CELESTIAL GROUP INC

***

1,875

HOST HOTELS + RESORTS INC

***

1,429

INGREDION INC

***

1,143

ISHARES RUSSELL MID CAP VALUE

***

3,459

KROGER CO

***

1,690

LEIDOS HOLDINGS INC

***

2,974

LIVENT CORP

***

1,426

LKQ CORP

***

3,690

M + T BANK CORP

***

1,235

MACOM TECHNOLOGY SOLUTIONS H

***

2,769

MICHAELS COS INC/THE

***

477

MID AMERICA APARTMENT COMM

***

1,962

NEWELL BRANDS INC

***

1,594

NISOURCE INC

***

2,530

OLIN CORP

***

935

PACWEST BANCORP

***

1,430

PARKER HANNIFIN CORP

***

1,355

PINNACLE FINANCIAL PARTNERS

***

2,007

PINNACLE WEST CAPITAL

***

1,515

PTC INC

***

2,106

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-21

(a)

(b) Identity of issue, borrorwer, lessor, or similar party

(d) Cost

(e) Current Value

QORVO INC

***

1,982

QUEST DIAGNOSTICS INC

***

2,047

REGAL BELOIT CORP

***

2,109

REINSURANCE GROUP OF AMERICA

***

2,189

RPM INTERNATIONAL INC

***

2,363

SCOTTS MIRACLE GRO CO

***

1,441

SIGNATURE BANK

***

2,504

SNAP ON INC

***

1,781

SPIRE INC

***

957

STERICYCLE INC

***

1,599

STERLING BANCORP/DE

***

2,049

SYNOPSYS INC

***

1,813

TREEHOUSE FOODS INC

***

3,024

TYSON FOODS INC CL A

***

2,266

US DOLLAR

***

1,000

VALVOLINE INC

***

1,243

Subtotal Lee Munder Equity Securities

132,260

T. Rowe Price

***

AAON INC

***

183

AARON S INC

***

185

ACADIA PHARMACEUTICALS INC

***

421

ACCELERON PHARMA INC

***

170

ACI WORLDWIDE INC

***

441

ADDUS HOMECARE CORP

***

336

ADVANCED DISPOSAL SERVICES I

***

289

ADVANCED ENERGY INDUSTRIES

***

307

ADVANSIX INC

***

AERIE PHARMACEUTICALS INC

***

AEROJET ROCKETDYNE HOLDINGS

***

628

AGIOS PHARMACEUTICALS INC

***

151

AIMMUNE THERAPEUTICS INC

***

ALBANY INTL CORP CL A

***

302

ALKERMES PLC

***

113

ALNYLAM PHARMACEUTICALS INC

***

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-22

(a)

(b) Identity of issue, borrorwer, lessor, or similar party

(d) Cost

(e) Current Value

AMEDISYS INC

***

490

AMERICOLD REALTY TRUST

***

471

AMERIS BANCORP

***

271

AMICUS THERAPEUTICS INC

***

AMN HEALTHCARE SERVICES INC

***

257

APERGY CORP

***

261

ASGN INC

***

520

ASPEN TECHNOLOGY INC

***

359

ATKORE INTERNATIONAL GROUP I

***

362

AVANOS MEDICAL INC

***

AXSOME THERAPEUTICS INC

***

196

BEACON ROOFING SUPPLY INC

***

BERRY GLOBAL GROUP INC

***

444

BIO RAD LABORATORIES A

***

411

BIOTELEMETRY INC

***

196

BLACKBAUD INC

***

436

BLUEBIRD BIO INC

***

BLUEPRINT MEDICINES CORP

***

260

BOOZ ALLEN HAMILTON HOLDINGS

***

586

BOSTON BEER COMPANY INC A

***

425

BOYD GAMING CORP

***

408

BRIGHT HORIZONS FAMILY SOLUT

***

585

BROADRIDGE FINANCIAL SOLUTIO

***

150

BRUKER CORP

***

213

BRUNSWICK CORP

***

305

BURLINGTON STORES INC

***

515

CABLE ONE INC

***

981

CABOT MICROELECTRONICS CORP

***

386

CACI INTERNATIONAL INC CL A

***

442

CANTEL MEDICAL CORP

***

309

CARDTRONICS PLC A

***

275

CAROLINA FINANCIAL CORP

***

104

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-23

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

CARTER S INC

***

448

CASELLA WASTE SYSTEMS INC A

***

603

CASEY S GENERAL STORES INC

***

594

CATALENT INC

***

577

CAVCO INDUSTRIES INC

***

198

CBOE GLOBAL MARKETS INC

***

382

CENTERSTATE BANK CORP

***

277

CERIDIAN HCM HOLDING INC

***

388

CHARLES RIVER LABORATORIES

***

643

CHASE CORP

***

318

CHEESECAKE FACTORY INC/THE

***

120

CHEMED CORP

***

675

CHILDREN S PLACE INC/THE

***

CHOICE HOTELS INTL INC

***

438

CHURCHILL DOWNS INC

***

769

CIRRUS LOGIC INC

***

424

COCA COLA CONSOLIDATED INC

***

298

COGNEX CORP

***

302

COHERENT INC

***

408

COMFORT SYSTEMS USA INC

***

214

COMMVAULT SYSTEMS INC

***

204

COOPER COS INC/THE

***

191

CORELOGIC INC

***

317

CORESITE REALTY CORP

***

399

CORVEL CORP

***

229

CRISPR THERAPEUTICS AG

***

204

CUBESMART

***

295

CURTISS WRIGHT CORP

***

541

CYBERARK SOFTWARE LTD/ISRAEL

***

234

CYRUSONE INC

***

378

DECIPHERA PHARMACEUTICALS IN

***

DENNY S CORP

***

343

DESCARTES SYSTEMS GRP/THE

***

176

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-24

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

DOMINO S PIZZA INC

***

285

DOUGLAS DYNAMICS INC

***

319

DRIL QUIP INC

***

141

E TRADE FINANCIAL CORP

***

EAGLE MATERIALS INC

***

353

EMCOR GROUP INC

***

380

EMERGENT BIOSOLUTIONS INC

***

350

ENANTA PHARMACEUTICALS INC

***

ENCOMPASS HEALTH CORP

***

313

ENPRO INDUSTRIES INC

***

152

ENSIGN GROUP INC/THE

***

411

ENTEGRIS INC

***

638

ENVESTNET INC

***

455

EPLUS INC

***

EQUITY LIFESTYLE PROPERTIES

***

310

EURONET WORLDWIDE INC

***

899

EXACT SCIENCES CORP

***

548

EXELIXIS INC

***

EXPONENT INC

***

549

FACTSET RESEARCH SYSTEMS INC

***

188

FAIR ISAAC CORP

***

892

FIBROGEN INC

***

163

FIRST BANCORP/NC

***

305

FIRST INDUSTRIAL REALTY TR

***

390

FORTINET INC

***

197

FRONTDOOR INC

***

320

GARDNER DENVER HOLDINGS INC

***

389

GARTNER INC

***

228

GCI LIBERTY INC CLASS A

***

496

GENERAC HOLDINGS INC

***

450

GLOBAL BLOOD THERAPEUTICS IN

***

348

GLOBUS MEDICAL INC A

***

372

GRACO INC

***

399

GRAND CANYON EDUCATION INC

***

390

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-25

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

GRAY TELEVISION INC

***

256

GREEN DOT CORP CLASS A

***

H.B. FULLER CO.

***

165

HAEMONETICS CORP/MASS

***

522

HEICO CORP CLASS A

***

459

HELEN OF TROY LTD

***

682

HERITAGE INSURANCE HOLDINGS

***

HEXCEL CORP

***

428

HILLENBRAND INC

***

HILTON GRAND VACATIONS INC

***

330

HORIZON THERAPEUTICS PLC

***

480

IAA INC

***

452

ICHOR HOLDINGS LTD

***

106

ICU MEDICAL INC

***

487

IDEX CORP

***

133

IMMUNOMEDICS INC

***

139

INGEVITY CORP

***

484

INNOSPEC INC

***

494

INNOVIVA INC

***

INOGEN INC

***

INSMED INC

***

168

INSPERITY INC

***

420

INSULET CORP

***

290

IONIS PHARMACEUTICALS INC

***

IRONWOOD PHARMACEUTICALS INC

***

J + J SNACK FOODS CORP

***

453

J2 GLOBAL INC

***

270

JAZZ PHARMACEUTICALS PLC

***

JOHN B. SANFILIPPO + SON INC

***

184

JOHN BEAN TECHNOLOGIES CORP

***

435

KEMPER CORP

***

240

KODIAK SCIENCES INC

***

218

LANDSTAR SYSTEM INC

***

433

LANTHEUS HOLDINGS INC

***

222

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-26

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

LCI INDUSTRIES

***

306

LENNOX INTERNATIONAL INC

***

486

LIGAND PHARMACEUTICALS

***

253

LINCOLN ELECTRIC HOLDINGS

***

197

LITTELFUSE INC

***

502

LIVANOVA PLC

***

256

LIVE NATION ENTERTAINMENT IN

***

247

LOGMEIN INC

***

160

LYDALL INC

***

MADRIGAL PHARMACEUTICALS INC

***

MANHATTAN ASSOCIATES INC

***

369

MARKETAXESS HOLDINGS INC

***

606

MARRIOTT VACATIONS WORLD

***

MASIMO CORP

***

668

MATADOR RESOURCES CO

***

205

MAXIMUS INC

***

579

MAXLINEAR INC

***

286

MCGRATH RENTCORP

***

138

MEDPACE HOLDINGS INC

***

482

MELLANOX TECHNOLOGIES LTD

***

602

MGIC INVESTMENT CORP

***

MIDDLEBY CORP

***

MIDDLESEX WATER CO

***

182

MINERALS TECHNOLOGIES INC

***

140

MIRATI THERAPEUTICS INC

***

271

MKS INSTRUMENTS INC

***

564

MOLINA HEALTHCARE INC

***

683

MONOLITHIC POWER SYSTEMS INC

***

518

MOOG INC CLASS A

***

388

MSG NETWORKS INC A

***

125

MURPHY USA INC

***

422

MYOKARDIA INC

***

187

NCR CORPORATION

***

291

NEKTAR THERAPEUTICS

***

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-27

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

NEUROCRINE BIOSCIENCES INC

***

212

NEWMARKET CORP

***

366

NEXSTAR MEDIA GROUP INC CL A

***

427

NORDSON CORP

***

323

NOVANTA INC

***

493

NUVASIVE INC

***

368

OLD DOMINION FREIGHT LINE

***

326

OMNICELL INC

***

433

ONTO INNOVATION INC

***

123

ORMAT TECHNOLOGIES INC

***

400

OSI SYSTEMS INC

***

416

PACIRA BIOSCIENCES INC

***

107

PAPA JOHN S INTL INC

***

243

PATRICK INDUSTRIES INC

***

334

PBF ENERGY INC CLASS A

***

212

PDC ENERGY INC

***

PEGASYSTEMS INC

***

449

PENN NATIONAL GAMING INC

***

426

PENNANT GROUP INC/THE

***

210

PENUMBRA INC

***

361

PERFORMANCE FOOD GROUP CO

***

618

PHIBRO ANIMAL HEALTH CORP A

***

108

PLANTRONICS INC

***

POLYONE CORPORATION

***

214

POOL CORP

***

777

POST HOLDINGS INC

***

406

PRA HEALTH SCIENCES INC

***

672

PRESTIGE CONSUMER HEALTHCARE

***

255

PRIMERICA INC

***

671

PRINCIPIA BIOPHARMA INC

***

PROOFPOINT INC

***

445

PS BUSINESS PARKS INC/CA

***

232

PTC INC

***

PTC THERAPEUTICS INC

***

183

QUAKER CHEMICAL CORP

***

326

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-28

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

QUALYS INC

***

358

RADIAN GROUP INC

***

193

REALPAGE INC

***

367

REATA PHARMACEUTICALS INC A

***

112

REPLIGEN CORP

***

438

RESIDEO TECHNOLOGIES INC

***

ROLLINS INC

***

187

RUTH S HOSPITALITY GROUP INC

***

203

SAGE THERAPEUTICS INC

***

196

SAPIENS INTERNATIONAL CORP

***

SAREPTA THERAPEUTICS INC

***

223

SCIENCE APPLICATIONS INTE

***

307

SCOTTS MIRACLE GRO CO

***

282

SEATTLE GENETICS INC

***

211

SERVICE CORP INTERNATIONAL

***

481

SERVICEMASTER GLOBAL HOLDING

***

376

SIGNATURE BANK

***

192

SIX FLAGS ENTERTAINMENT CORP

***

155

SLM CORP

***

151

SPROUTS FARMERS MARKET INC

***

228

SPX CORP

***

SS+C TECHNOLOGIES HOLDINGS

***

375

STANDEX INTERNATIONAL CORP

***

STEPAN CO

***

156

STEVEN MADDEN LTD

***

440

STRATEGIC EDUCATION INC

***

301

SUPERNUS PHARMACEUTICALS INC

***

126

TABULA RASA HEALTHCARE INC

***

158

TAKE TWO INTERACTIVE SOFTWRE

***

363

TECH DATA CORP

***

169

TELEDYNE TECHNOLOGIES INC

***

588

TERRENO REALTY CORP

***

460

TEXAS ROADHOUSE INC

***

416

THERAVANCE BIOPHARMA INC

***

THOR INDUSTRIES INC

***

215

TORO CO

***

586

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-29

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

TREEHOUSE FOODS INC

***

157

TYLER TECHNOLOGIES INC

***

437

U.S. PHYSICAL THERAPY INC

***

308

UBIQUITI INC

***

417

ULTRAGENYX PHARMACEUTICAL IN

***

172

UNIFIRST CORP/MA

***

465

UNIQURE NV

***

179

UNIVAR SOLUTIONS INC

***

157

UNIVERSAL INSURANCE HOLDINGS

***

161

US DOLLAR

***

731

US ECOLOGY INC

***

226

VAIL RESORTS INC

***

599

VISTEON CORP

***

199

WATSCO INC

***

406

WAVE LIFE SCIENCES LTD

***

WENDY S CO/THE

***

478

WEST PHARMACEUTICAL SERVICES

***

537

WESTERN ALLIANCE BANCORP

***

396

WEX INC

***

524

WOODWARD INC

***

566

WORTHINGTON INDUSTRIES

***

WPX ENERGY INC

***

514

WW INTERNATIONAL INC

***

101

XENCOR INC

***

159

XPO LOGISTICS INC

***

363

ZEBRA TECHNOLOGIES CORP CL A

***

612

Subtotal T. Rowe Price

88,017

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-30

(a)

(b) Identity of issue, borrower, lessor, or similar party

(d) Cost

(e) Current Value

Loan Fund

Notes receivable from Members

N/A

73,552

Subtotal Loan Fund

73,552

Master Expense Account

HARTFORD MASTER EXPENSE FUND

***

Subtotal Master Expense Account

Mutual Funds

Hartford HLS Divident & Growth Fd Cl Ia

***

302,363

Hartford HLS Mut Fds Bond HLS Fd Cl Ia

***

141,176

Hartford HLS Mut Fds Intl Opportunities HLS Fd Cl I

***

109,138

Hartford HLS Mut Fds Midcap HLS Fd Cl Ia

***

131,617

Vanguard Federal Money Market

***

85,998

Subtotal Mutual Funds

770,292

Separate Account GIC

New York Life

***

104,817

Subtotal Separate Account GIC

104,817

Shared Holdings (aa) - HIMCO Bond Fund

ABBVIE INC

4.25

11/14/2028

***

553

AEP TEXAS INC

2.40

10/1/2022

***

757

ALLY AUTO RECEIVABLES TRUST

1.96

12/16/2024

***

314

AMERICAN EXPRESS CO

3.00

10/30/2024

***

1,292

AMERICAN INTL GROUP

3.75

7/10/2025

***

1,070

ANHEUSER BUSCH CO/INBEV

3.65

2/1/2026

***

1,067

APPLE INC

2.20

9/11/2029

***

981

APPLE INC

2.40

5/3/2023

***

697

ASTRAZENECA PLC

3.50

8/17/2023

***

890

AT+T INC

3.40

5/15/2025

***

1,571

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

bb) Shared holdings are other underlying securities making up the total value of the four Guaranteed Investment Contracts under the Bank of New York Mellon (“BNY”) Bond fund: American General Life #1646368, American General Life #1635582, RGA #RGA00058 and Prudential #GA62433

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-31


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	AT+T INC	3.95	%	1/15/2025	***	241
	AVENTURA MALL TRUST	3.74	%	12/5/2032	***	403
	BANK OF AMERICA CORP	3.30	%	1/11/2023	***	1,251
	BANK OF AMERICA CORP	3.88	%	8/1/2025	***	537
	BANK OF AMERICA CREDIT CARD TR	1.74	%	1/15/2025	***	857
	BANK OF NY MELLON CORP	3.25	%	9/11/2024	***	930
	BAYER US FINANCE II LLC	4.25	%	12/15/2025	***	1,079
	BAYER US FINANCE LLC	3.38	%	10/8/2024	***	845
	BERKSHIRE HATHAWAY INC	2.20	%	3/15/2021	***	502
	BMW VEHICLE OWNER TRUST	1.95	%	1/26/2026	***	393
	BOSTON SCIENTIFIC CORP	3.75	%	3/1/2026	***	316
	BP CAPITAL MARKETS PLC	3.81	%	2/10/2024	***	700
	BRISTOL MYERS SQUIBB CO	3.40	%	7/26/2029	***	669
	BRITISH COLUMBIA PROV OF	2.65	%	9/22/2021	***	335
	BURLINGTN NO SF 05 3 TR	4.83	%	1/15/2023	***	133
	BURLINGTN NORTH SANTA FE	3.40	%	9/1/2024	***	508
	CALIFORNIA ST	2.37	%	4/1/2022	***	1,014
	CAPITAL ONE FINANCIAL CO	3.75	%	3/9/2027	***	1,067
	CAPITAL ONE MULTI ASSET EXECUT	1.99	%	7/17/2023	***	1,001
	CAPITAL ONE PRIME AUTO RECEIVA	1.96	%	2/18/2025	***	777
	CATERPILLAR FINL SERVICE	3.45	%	5/15/2023	***	1,048
	CATERPILLAR INC	2.60	%	9/19/2029	***	758
	CENTERPOINT ENERGY TRANSITION	2.16	%	10/15/2021	***	33
	CHUBB INA HOLDINGS INC	2.70	%	3/13/2023	***	740
	CIGNA CORP	4.00	%	2/15/2022	***	299
	CIGNA CORP	4.50	%	3/15/2021	***	307
	CITIGROUP INC	2.70	%	3/30/2021	***	1,009
	CITIGROUP INC	3.88	%	10/25/2023	***	531
	CITIZENS BANK NA/RI	3.70	%	3/29/2023	***	486

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-32


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	COMCAST CORP	3.95	%	10/15/2025	***	980
	COMM MORTGAGE TRUST	1.87	%	4/12/2035	***	44
	COMM MORTGAGE TRUST	3.76	%	2/10/2049	***	1,067
	COMMONWEALTH EDISON CO	2.95	%	8/15/2027	***	1,036
	CSAIL COMMERCIAL MORTGAGE TRUS	3.81	%	11/15/2048	***	1,066
	CVS HEALTH CORP	3.50	%	7/20/2022	***	403
	DELL INT LLC / EMC CORP	5.45	%	6/15/2023	***	1,101
	DIAGEO CAPITAL PLC	2.38	%	10/24/2029	***	740
	DISCOVER CARD EXECUTION NOTE T	1.88	%	2/15/2023	***	1,000
	ELI LILLY + CO	3.38	%	3/15/2029	***	339
	EVERSOURCE ENERGY	2.75	%	3/15/2022	***	507
	EVERSOURCE ENERGY	2.90	%	10/1/2024	***	511
	EXXON MOBIL CORPORATION	2.44	%	8/16/2029	***	1,010
	FANNIEMAE ACES	3.35	%	3/25/2024	***	907
	FED HM LN PC POOL A11544	5.50	%	6/1/2033	***	8
	FED HM LN PC POOL A15942	6.00	%	11/1/2033	***	5
	FED HM LN PC POOL A26586	6.00	%	9/1/2034	***	6
	FED HM LN PC POOL A77952	5.00	%	5/1/2038	***	7
	FED HM LN PC POOL B19557	5.50	%	7/1/2020	***	4
	FED HM LN PC POOL C03506	6.00	%	5/1/2040	***	132
	FED HM LN PC POOL G01629	6.00	%	10/1/2033	***	9
	FED HM LN PC POOL G11868	5.50	%	7/1/2020	***	2
	FED HM LN PC POOL G14174	5.00	%	3/1/2025	***	17
	FED HM LN PC POOL G60948	3.00	%	1/1/2047	***	1,506
	FED HM LN PC POOL J00617	5.50	%	12/1/2020	***	4
	FED HM LN PC POOL J00921	5.00	%	12/1/2020	***	0
	FED HM LN PC POOL J01060	5.00	%	1/1/2021	***	2
	FED HM LN PC POOL J38826	3.50	%	5/1/2033	***	489
	FED HM LN PC POOL Q50703	3.00	%	9/1/2047	***	2,880

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-33


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	FED HM LN PC POOL Q55851	5.00	%	5/1/2048	***	963
	FED HM LN PC POOL Q58634	4.00	%	9/1/2048	***	4,879
	FED HM LN PC POOL V82532	3.00	%	8/1/2046	***	2,804
	FED HM LN PC POOL V82942	3.00	%	2/1/2047	***	1,952
	FED HM LN PC POOL ZL1830	4.00	%	8/1/2041	***	131
	FHLMC MULTIFAMILY STRUCTURED P	2.68	%	10/25/2022	***	1,124
	FHLMC MULTIFAMILY STRUCTURED P	2.57	%	9/25/2020	***	377
	FIFTH THIRD BANK	2.88	%	10/1/2021	***	645
	FNMA POOL 357821	6.00	%	5/1/2035	***	116
	FNMA POOL 555417	6.00	%	5/1/2033	***	31
	FNMA POOL 555591	5.50	%	7/1/2033	***	35
	FNMA POOL 725704	6.00	%	8/1/2034	***	25
	FNMA POOL 730716	6.00	%	8/1/2033	***	19
	FNMA POOL 734059	5.50	%	8/1/2033	***	7
	FNMA POOL 745932	6.50	%	11/1/2036	***	47
	FNMA POOL 756154	6.00	%	11/1/2033	***	29
	FNMA POOL 792191	5.50	%	9/1/2034	***	31
	FNMA POOL 805176	5.50	%	1/1/2020	***	1
	FNMA POOL 888022	5.00	%	2/1/2036	***	76
	FNMA POOL 888341	5.00	%	2/1/2037	***	50
	FNMA POOL 890528	5.50	%	6/1/2039	***	71
	FNMA POOL 908560	5.50	%	1/1/2022	***	1
	FNMA POOL 944026	6.50	%	8/1/2037	***	145
	FNMA POOL AA4266	4.50	%	5/1/2024	***	10
	FNMA POOL AB0536	6.00	%	2/1/2037	***	45
	FNMA POOL AJ5733	3.50	%	12/1/2041	***	1,437
	FNMA POOL AL0194	4.00	%	1/1/2041	***	750
	FNMA POOL AP0632	2.50	%	7/1/2027	***	314
	FNMA POOL AR9436	4.00	%	8/1/2043	***	14
	FNMA POOL AS8764	2.50	%	2/1/2032	***	1,013

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-34


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	FNMA POOL AV2357	4.00	%	1/1/2044	***	1,161
	FNMA POOL AW1007	4.00	%	5/1/2044	***	1,013
	FNMA POOL AW5067	4.50	%	7/1/2044	***	1,907
	FNMA POOL AY5415	4.00	%	3/1/2045	***	2,227
	FNMA POOL BC1212	3.00	%	7/1/2046	***	3,325
	FNMA POOL BC4750	4.00	%	10/1/2046	***	596
	FNMA POOL BC6121	4.00	%	6/1/2046	***	475
	FNMA POOL BC9364	3.50	%	6/1/2046	***	2,803
	FNMA POOL BD3312	3.00	%	10/1/2046	***	448
	FNMA POOL BD5429	2.50	%	12/1/2046	***	871
	FNMA POOL BJ0687	5.00	%	4/1/2048	***	1,048
	FNMA POOL BJ0852	4.50	%	11/1/2047	***	1,998
	FNMA POOL BJ1991	4.00	%	11/1/2047	***	485
	FNMA POOL BJ8271	4.50	%	2/1/2048	***	1,174
	FNMA POOL BK1027	3.50	%	3/1/2048	***	594
	FNMA POOL MA1543	3.50	%	8/1/2033	***	1,007
	FNMA POOL MA2276	2.50	%	4/1/2045	***	495
	FREDDIE MAC SLST	3.50	%	6/25/2028	***	1,037
	FREDDIE MAC SLST	3.50	%	5/25/2029	***	432
	GE COMMERCIAL MORTGAGE CORPORA	—	%	3/10/2044	***	0
	GENERAL DYNAMICS CORP	3.50	%	5/15/2025	***	1,608
	GENERAL ELECTRIC CO	2.70	%	10/9/2022	***	887
	GENERAL ELECTRIC CO	3.10	%	1/9/2023	***	469
	GENERAL MILLS INC	4.00	%	4/17/2025	***	676
	GILEAD SCIENCES INC	3.25	%	9/1/2022	***	982
	GLAXOSMITHKLINE CAP INC	3.63	%	5/15/2025	***	730
	GLENCORE FINANCE CANADA	4.25	%	10/25/2022	***	576
	GM FINANCIAL SECURITIZED TERM	2.46	%	7/17/2023	***	302
	GNMA II POOL 003624	5.50	%	10/20/2034	***	35

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-35


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	GNMA II POOL 004599	5.00	%	12/20/2039	***	115
	GNMA II POOL 784678	4.00	%	1/20/2048	***	1,086
	GNMA II POOL AC2552	3.50	%	1/20/2043	***	800
	GNMA II POOL BH0425	4.50	%	6/20/2048	***	528
	GNMA II POOL MA2754	3.50	%	4/20/2045	***	995
	GNMA II POOL MA2892	3.50	%	6/20/2045	***	438
	GNMA II POOL MA5190	3.00	%	5/20/2048	***	1,352
	GNMA II POOL MA5191	3.50	%	5/20/2048	***	249
	GNMA II POOL MA5192	4.00	%	5/20/2048	***	315
	GNMA II POOL MA5193	4.50	%	5/20/2048	***	244
	GNMA POOL 434787	8.00	%	5/15/2030	***	10
	GNMA POOL 485856	6.50	%	10/15/2031	***	8
	GNMA POOL 510403	5.00	%	1/15/2035	***	11
	GNMA POOL 510844	8.00	%	12/15/2029	***	1
	GNMA POOL 533946	6.50	%	4/15/2032	***	4
	GNMA POOL 550887	5.00	%	8/15/2035	***	16
	GNMA POOL 551077	6.50	%	11/15/2031	***	6
	GNMA POOL 551120	6.50	%	8/15/2031	***	18
	GNMA POOL 552571	6.50	%	5/15/2032	***	6
	GNMA POOL 569327	6.50	%	4/15/2032	***	81
	GNMA POOL 580880	6.50	%	11/15/2031	***	16
	GNMA POOL 622278	5.00	%	4/15/2035	***	11
	GNMA POOL 631242	5.50	%	6/15/2035	***	54
	GNMA POOL 641601	5.00	%	3/15/2035	***	22
	GNMA POOL 646865	5.00	%	8/15/2035	***	14
	GNMA POOL 726316	5.00	%	9/15/2039	***	123
	GNMA POOL 737651	5.00	%	11/15/2040	***	53
	GOLDMAN SACHS GROUP INC	2.35	%	11/15/2021	***	818
	GOLDMAN SACHS GROUP INC	4.00	%	3/3/2024	***	597

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-36


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	GOLDMAN SACHS GROUP INC	2.88	%	2/25/2021	***	505
	GOVERNMENT NATIONAL MORTGAGE A	2.30	%	7/16/1957	***	692
	GOVERNMENT NATIONAL MORTGAGE A	2.50	%	9/16/1956	***	1,092
	GOVERNMENT NATIONAL MORTGAGE A	3.50	%	7/20/2023	***	196
	GOVERNMENT NATIONAL MORTGAGE A	5.00	%	8/20/2039	***	46
	GSTIF 25 BPS	1.43	%	12/31/1950	***	25,181
	HOME DEPOT INC	2.95	%	6/15/2029	***	780
	HP ENTERPRISE CO	4.40	%	10/15/2022	***	491
	HSBC HOLDINGS PLC	3.95	%	5/18/2024	***	2,104
	HUDSON YARDS	3.23	%	7/10/2039	***	1,035
	IBM CORP	3.50	%	5/15/2029	***	1,076
	INGERSOLL RAND GL HLD CO	3.75	%	8/21/2028	***	798
	JOHN DEERE CAPITAL CORP	2.80	%	7/18/2029	***	770
	JOHNSON + JOHNSON	2.63	%	1/15/2025	***	515
	JP MORGAN MORTGAGE TRUST	3.00	%	10/25/2046	***	538
	JPMBB COMMERCIAL MORTGAGE SECU	3.05	%	4/15/2047	***	4
	JPMBB COMMERCIAL MORTGAGE SECU	3.80	%	8/15/2048	***	1,070
	JPMORGAN CHASE + CO	2.70	%	5/18/2023	***	255
	JPMORGAN CHASE + CO	2.30	%	8/15/2021	***	822
	JPMORGAN CHASE + CO	2.97	%	1/15/2023	***	489
	JPMORGAN CHASE + CO	3.25	%	9/23/2022	***	279
	KAISER FOUNDATION HOSPIT	3.50	%	4/1/2022	***	445
	KEYCORP	2.55	%	10/1/2029	***	978
	KEYCORP	2.90	%	9/15/2020	***	755
	KLA CORP	4.10	%	3/15/2029	***	822
	LADDER CAPITAL COMMERCIAL MORT	3.39	%	5/15/2031	***	586
	LAM RESEARCH CORP	3.75	%	3/15/2026	***	233

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-37


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	LINCOLN NATIONAL CORP	3.80	%	3/1/2028	***	800
	LLOYDS BANK PLC	5.80	%	1/13/2020	***	491
	LLOYDS BANKING GROUP PLC	3.75	%	1/11/2027	***	526
	LOWE S COS INC	3.65	%	4/5/2029	***	1,003
	MCDONALD S CORP	3.70	%	1/30/2026	***	424
	MERCEDES BENZ AUTO RECEIVABLES	2.04	%	1/15/2026	***	538
	MERCK + CO INC	3.40	%	3/7/2029	***	748
	MICROSOFT CORP	3.30	%	2/6/2027	***	1,069
	MITSUBISHI UFJ FIN GRP	3.29	%	7/25/2027	***	521
	MITSUBISHI UFJ FIN GRP	2.95	%	3/1/2021	***	242
	MORGAN STANLEY	3.88	%	1/27/2026	***	1,343
	NATIONWIDE FINANCIAL SER	5.38	%	3/25/2021	***	342
	NIAGARA MOHAWK POWER	3.51	%	10/1/2024	***	773
	NORDEA BANK ABP	4.88	%	5/13/2021	***	518
	NORDEA BANK ABP	2.50	%	9/17/2020	***	834
	NORFOLK SOUTHERN CORP	2.55	%	11/1/2029	***	748
	ORACLE CORP	3.40	%	7/8/2024	***	924
	PARKER HANNIFIN CORP	3.25	%	6/14/2029	***	0
	PENSKE TRUCK LEASING/PTL	4.20	%	4/1/2027	***	268
	PNC BANK NA	3.80	%	7/25/2023	***	546
	PNC FINANCIAL SERVICES	3.45	%	4/23/2029	***	534
	PRINCIPAL FINANCIAL GRP	3.70	%	5/15/2029	***	1,091
	PROVINCE OF QUEBEC	2.75	%	8/25/2021	***	396
	QUALCOMM INC	2.90	%	5/20/2024	***	1,034
	RAYTHEON TECH CORP	3.13	%	5/4/2027	***	1,049
	S+P GLOBAL INC	2.95	%	1/22/2027	***	539
	SANTANDER HOLDINGS USA	3.50	%	6/7/2024	***	514
	SHELL INTERNATIONAL FIN	2.25	%	1/6/2023	***	958
	SMALL BUSINESS ADMINISTRATION	2.14	%	9/1/2044	***	733
	SMALL BUSINESS ADMINISTRATION	2.22	%	10/1/2044	***	548

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-38


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	SMALL BUSINESS ADMINISTRATION	2.48	%	11/1/2044	***	697
	SMALL BUSINESS ADMINISTRATION	2.38	%	12/1/2044	***	693
	SMALL BUSINESS ADMINISTRATION	2.86	%	3/1/2020	***	22
	SMALL BUSINESS ADMINISTRATION	2.87	%	5/1/2020	***	22
	SMALL BUSINESS ADMINISTRATION	1.97	%	9/1/2020	***	54
	SMALL BUSINESS ADMINISTRATION	2.21	%	2/1/2033	***	388
	SMALL BUSINESS ADMINISTRATION	2.87	%	7/1/2034	***	388
	SMALL BUSINESS ADMINISTRATION	2.72	%	3/1/2035	***	281
	SMALL BUSINESS ADMINISTRATION	2.31	%	8/1/2044	***	438
	SMALL BUSINESS ADMINISTRATION	2.44	%	7/1/2020	***	65
	SMALL BUSINESS ADMINISTRATION	2.82	%	8/1/2035	***	519
	SMALL BUSINESS ADMINISTRATION	3.11	%	4/1/2034	***	569
	SMALL BUSINESS ADMINISTRATION	2.88	%	8/1/2034	***	340
	SMALL BUSINESS ADMINISTRATION	2.77	%	5/1/2035	***	369
	SMALL BUSINESS ADMINISTRATION	2.88	%	7/1/2035	***	839
	SMALL BUSINESS ADMINISTRATION	2.82	%	9/1/2035	***	478
	SMALL BUSINESS ADMINISTRATION	2.70	%	11/1/2035	***	659
	SMALL BUSINESS ADMINISTRATION	2.27	%	2/1/2036	***	751
	STATE STREET CORP	3.30	%	12/16/2024	***	607

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-39


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	SUMITOMO MITSUI FINL GRP	2.63	%	7/14/2026	***	500
	SVENSKA HANDELSBANKEN AB	2.45	%	3/30/2021	***	503
	TOYOTA MOTOR CREDIT CORP	3.20	%	1/11/2027	***	734
	TOYOTA MOTOR CREDIT CORP	2.90	%	4/17/2024	***	518
	TRUIST BANK	2.85	%	4/1/2021	***	515
	TRUIST FIN CORP	2.90	%	3/3/2021	***	253
	UNITEDHEALTH GROUP INC	2.13	%	3/15/2021	***	502
	UNIV OF CALIFORNIA CA REVENUES	3.06	%	7/1/2025	***	524
	US BANCORP	3.15	%	4/27/2027	***	1,051
	US DOLLAR	—	%	01/00/00	***	1,000
	US TREASURY N/B	1.63	%	4/30/2023	***	2,000
	US TREASURY N/B	1.63	%	5/15/2026	***	2,475
	US TREASURY N/B	1.13	%	7/31/2021	***	7,940
	US TREASURY N/B	1.50	%	7/15/2020	***	6,996
	US TREASURY N/B	1.88	%	7/31/2022	***	8,057
	US TREASURY N/B	1.63	%	8/15/2029	***	2,925
	US TREASURY N/B	1.38	%	3/31/2020	***	4,997
	US TREASURY N/B	1.38	%	10/31/2020	***	4,988
	US TREASURY N/B	1.63	%	2/15/2026	***	4,534
	US TREASURY N/B	1.13	%	2/28/2021	***	4,971
	VERIZON COMMUNICATIONS	4.33	%	9/21/2028	***	818
	VIRGINIA ELEC + POWER CO	3.50	%	3/15/2027	***	535
	VODAFONE GROUP PLC	4.13	%	5/30/2025	***	1,086
	WALMART INC	2.38	%	9/24/2029	***	501
	WALMART INC	3.30	%	4/22/2024	***	400
	WASTE MANAGEMENT INC	3.45	%	6/15/2029	***	803
	WELLS FARGO + COMPANY	3.30	%	9/9/2024	***	1,079
	WELLS FARGO + COMPANY	2.50	%	3/4/2021	***	1,007
	WESTLAKE CHEMICAL CORP	3.60	%	7/15/2022	***	589
	WF RBS COMMERCIAL MORTGAGE TRU	2.86	%	3/15/2047	***	16

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-40


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date				(d) Cost	(e) Current Value
	WRKCO INC	3.90	%	6/1/2028	***	1,061
	XCEL ENERGY INC	3.35	%	12/1/2026	***	1,050
	Subtotal Shared Holdings (aa) - HIMCO Bond Fund							233,958
	Shared Holdings (bb) - BNY Mellon Bond Fund
	BlackRock	BlackRock 1-3 Year Government Bond Index Fund				***	18,504
	BlackRock	BlackRock 1-3 Year Credit Bond Index Fund				***	14,411
	BlackRock	BlackRock Asset-Backed Securities Index Fund				***	27,488
	BlackRock	BlackRock Commercial Mortgage-Backed Securities Index				***	5,311
	BlackRock	BlackRock Intermediate Term Credit Bond Index Fund				***	38,566
	BlackRock	BlackRock Mortgage-Backed Securities Index Fund				***	35,256
	BlackRock	BlackRock Int Government Bond Index				***	12,444
	BlackRock	BlackRock Long term Govt Bond Index Fund				***	1,119
	PRUDENTIAL	3.91	%	12/31/2040	***	186,149
	US DOLLAR	—	%		***	1,000
	AEP TEXAS CENTRAL TRANSITION F	—	%	2/1/2027	***	1,218
	AEP TEXAS CENTRAL TRANSITION F	—	%	6/1/2021	***	398
	APPALACHIAN CONSUMER RATE RELI	—	%	2/1/2024	***	1,095
	CAPITAL ONE MULTI ASSET EXECUT	—	%	12/15/2024	***	2,449
	CAPITAL ONE MULTI ASSET EXECUT	—	%	8/15/2024	***	2,368
	CARMAX AUTO OWNER TRUST	—	%	8/15/2021	***	675
	CITIGROUP COMMERCIAL MORTGAGE	2.06	%	2/10/2049	***	338
	CNH EQUIPMENT TRUST	1.98	%	12/15/2021	***	332
	CNH EQUIPMENT TRUST	2.01	%	2/15/2023	***	1,290
	CNH EQUIPMENT TRUST	2.84	%	4/15/2024	***	1,394
	COMM MORTGAGE TRUST	1.72	%	8/15/2045	***	2,630

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-41


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	COMM MORTGAGE TRUST	1.40	%	2/10/2047	***	1,043
	CSAIL COMMERCIAL MORTGAGE TRUS	1.61	%	4/15/2050	***	114
	DISCOVER CARD EXECUTION NOTE T	1.44	%	3/15/2024	***	1,142
	DISCOVER CARD EXECUTION NOTE T	2.08	%	7/15/2024	***	1,536
	DUKE ENERGY FL PROJ FIN	3.01	%	9/1/2024	***	1,740
	FANNIE MAE	3.15	%	3/25/2026	***	793
	FANNIE MAE	3.15	%	8/25/2038	***	683
	FANNIE MAE	2.97	%	6/25/2030	***	1,154
	FANNIE MAE	3.32	%	11/25/2026	***	1,078
	FANNIE MAE	3.04	%	3/25/2025	***	55
	FANNIE MAE	1.73	%	8/25/2039	***	2,287
	FANNIE MAE	4.50	%	3/25/2039	***	572
	FIFTH THIRD AUTO TRUST	3.00	%	12/15/2023	***	3,229
	FNMA POOL MA1341	2.00	%	2/1/2023	***	280
	FREDDIE MAC	4.50	%	6/15/2039	***	172
	FREDDIE MAC	4.00	%	2/15/2039	***	2,982
	FREDDIE MAC	4.00	%	4/15/2040	***	708
	FREDDIE MAC	2.25	%	4/15/2039	***	1,932
	FREDDIE MAC	2.64	%	8/15/2025	***	1,591
	FREDDIE MAC	2.50	%	2/15/2040	***	6
	FREDDIE MAC	3.00	%	1/15/2039	***	1,158
	FREDDIE MAC	3.00	%	2/15/2032	***	588
	FREDDIE MAC	4.00	%	11/15/2021	***	311
	GOVERNMENT NATIONAL MORTGAGE A	4.00	%	6/20/2039	***	970
	GOVERNMENT NATIONAL MORTGAGE A	4.00	%	9/16/2051	***	1,791
	GOVERNMENT NATIONAL MORTGAGE A	2.00	%	1/16/2046	***	1,358
	GOVERNMENT NATIONAL MORTGAGE A	2.00	%	8/16/2039	***	2,755
	GOVERNMENT NATIONAL MORTGAGE A	3.00	%	12/20/2034	***	82
	GOVERNMENT NATIONAL MORTGAGE A	2.00	%	9/20/2038	***	275
	GOVERNMENT NATIONAL MORTGAGE A	3.00	%	5/16/2026	***	3,000

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-42


(a)	(b) Identity of issue, borrower, lessor, or similar party	(c) Description of investment including maturity date, rate of interest, collateral, par or maturity date					(d) Cost	(e) Current Value
	GOVERNMENT NATIONAL MORTGAGE A	2.00	%	12/16/2036	***	104
	GOVERNMENT NATIONAL MORTGAGE A	2.00	%	9/20/2039	***	1,500
	GOVERNMENT NATIONAL MORTGAGE A	3.50	%	3/20/2042	***	771
	GOVERNMENT NATIONAL MORTGAGE A	3.00	%	10/20/2039	***	1,759
	GOVERNMENT NATIONAL MORTGAGE A	3.50	%	8/20/2027	***	2,063
	GOVERNMENT NATIONAL MORTGAGE A	3.00	%	3/20/2039	***	102
	GSTIF 25 BPS	1.00	%	12/31/2050	***	2,073
	MERCEDES BENZ AUTO RECEIVABLES	2.00	%	1/17/2023	***	2,020
	MERCEDES BENZ AUTO RECEIVABLES	2.50	%	2/16/2021	***	41
	MORGAN STANLEY CAPITAL I TRUST	3.00	%	12/15/2051	***	2,903
	PUBLIC SERVICE NEW HAMPSHIRE F	1.26	%	2/1/2026	***	1,985
	UBS COMMERCIAL MORTGAGE TRUST	3.09	%	5/10/2045	***	3,097
	US TREASURY N/B	1.50	%	8/31/2021	***	10,092
	USAA AUTO OWNER TRUST	2.16	%	7/17/2023	***	1,022
	WELLS FARGO COMMERCIAL MORTGAG	2.50	%	10/15/2049	***	3,540
	Subtotal Shared Holdings (bb) - BNY Mellon Bond Fund									422,892
	State Street Government Short Term Investment Fund - Common Collective Trust
	Gstif 25 Bps Gstif 25 Bps				***	27,601
	Subtotal State Street Government Short Term Investment Fund - Common Collective Trust									27,601
	The Hartford Stock Fund
	State Street Cash Fund - STIF				***	362
*	The Hartford Stock Fund, Common stock				***	218,705
		Subtotal The Hartford Stock Fund							219,067
	Wrapper Contracts
	Transamerica Premier Life				***	0
	American General Life Ins Co				***	-60
	American General Life Ins Co				***	-25
	RGA				***	0
	Prudential				***	-132
		Subtotal Wrapper Contracts							-217

				GRAND TOTAL				5,163,930

aa) Shared holdings are other underlying securities making up the total value of the Guaranteed Investment Contracts under the HIMCO Bond fund: Transamerica Premier Life #MDA01097TR.

* Indicates party-in-interest.

** These synthetic portfolios have no final maturity date. Final maturity is based on the underlying assets in the bond portfolios.

*** Cost information is not required for Member directed investments, and therefore is not included.

See accompanying Report of Independent Registered Public Accounting Firm.

F-43


Benefits paid to Members per accompanying financial statements	$	308,144
Deduct amounts allocated to deemed loan distributions	119
Benefits paid to Members per Form 5500	$	308,025


	2019		2018
Net assets available for benefits per accompanying financial statements	$	5,147,691	$	4,184,954
Adjustment from contract value to fair value for fully benefit-responsive investment contracts	18,487		(6,159)
Net assets per Form 5500	$	5,166,178	$	4,178,795