HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 98.10% | ||||||||
Aerospace & Defense — 1.40% | ||||||||
3,065 | HEICO Corp. | $ | 441 | |||||
1,057 | L3Harris Technologies, Inc. | 220 | ||||||
5,411 | Lockheed Martin Corp. | 2,090 | ||||||
747 | Northrop Grumman Corp. | 351 | ||||||
18,437 | Raytheon Technologies Corp. | 1,509 | ||||||
6,782 | Spirit Aerosystems Holdings, Inc., Class - A | 149 | ||||||
5,412 | The Boeing Co.(a) | 655 | ||||||
4,420 | TransDigm Group, Inc. | 2,320 | ||||||
7,735 | ||||||||
Air Freight & Logistics — 0.65% | ||||||||
305 | Expeditors International of Washington, Inc. | 27 | ||||||
4,786 | FedEx Corp. | 711 | ||||||
1,886 | GXO Logistics, Inc.(a) | 66 | ||||||
16,845 | United Parcel Service, Inc., Class - B | 2,721 | ||||||
1,886 | XPO Logistics, Inc.(a) | 84 | ||||||
3,609 | ||||||||
Airlines — 0.17% | ||||||||
11,583 | Alaska Air Group, Inc.(a) | 453 | ||||||
28,157 | American Airlines Group, Inc.(a) | 339 | ||||||
2,097 | Copa Holdings SA, Class - A(a) | 141 | ||||||
933 | ||||||||
Auto Components — 0.34% | ||||||||
585 | Gentex Corp. | 14 | ||||||
12,500 | Lear Corp. | 1,496 | ||||||
37,827 | The Goodyear Tire & Rubber Co.(a) | 382 | ||||||
1,892 | ||||||||
Automobiles — 2.03% | ||||||||
7,064 | General Motors Co. | 227 | ||||||
12,484 | Rivian Automotive, Inc., Class - A(a) | 411 | ||||||
39,726 | Tesla, Inc.(a) | 10,537 | ||||||
11,175 | ||||||||
Banks — 4.19% | ||||||||
225,733 | Bank of America Corp. | 6,817 | ||||||
16,687 | Bank OZK | 660 | ||||||
16,009 | Citigroup, Inc. | 667 | ||||||
1,826 | Citizens Financial Group, Inc. | 63 | ||||||
15,989 | Comerica, Inc. | 1,137 | ||||||
625 | Commerce Bancshares, Inc. | 41 | ||||||
1,552 | Cullen/Frost Bankers, Inc. | 205 | ||||||
3,013 | East West Bancorp, Inc. | 202 | ||||||
13,076 | Fifth Third Bancorp | 418 | ||||||
6,815 | First Hawaiian, Inc. | 168 | ||||||
1,892 | First Republic Bank | 247 | ||||||
41,225 | Huntington Bancshares, Inc. | 543 | ||||||
52,407 | JPMorgan Chase & Co. | 5,477 | ||||||
17,314 | KeyCorp | 277 | ||||||
3,497 | M&T Bank Corp. | 617 | ||||||
8,270 | PNC Financial Services Group, Inc. | 1,236 | ||||||
710 | SVB Financial Group(a) | 238 | ||||||
42,174 | Synovus Financial Corp. | 1,582 | ||||||
32,258 | Truist Financial Corp. | 1,405 | ||||||
9,426 | Umpqua Holdings Corp. | 161 | ||||||
11,780 | Wells Fargo & Co. | 474 | ||||||
9,321 | Zions Bancorp NA | 474 | ||||||
23,109 | ||||||||
Beverages — 2.02% | ||||||||
4,600 | Brown-Forman Corp., Class - B | 306 | ||||||
2,846 | Constellation Brands, Inc., Class - A | 654 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Beverages (continued) | ||||||||
6,891 | Keurig Dr Pepper, Inc. | $ | 247 | |||||
4,530 | Monster Beverage Corp.(a) | 394 | ||||||
28,839 | PepsiCo, Inc. | 4,708 | ||||||
85,987 | The Coca-Cola Co. | 4,817 | ||||||
11,126 | ||||||||
Biotechnology — 2.63% | ||||||||
34,760 | AbbVie, Inc. | 4,666 | ||||||
2,223 | Alnylam Pharmaceuticals, Inc.(a) | 445 | ||||||
14,171 | Amgen, Inc. | 3,194 | ||||||
3,274 | Moderna, Inc.(a) | 387 | ||||||
8,247 | Seagen, Inc.(a) | 1,128 | ||||||
17,938 | United Therapeutics Corp.(a) | 3,756 | ||||||
3,143 | Vertex Pharmaceuticals, Inc.(a) | 910 | ||||||
14,486 | ||||||||
Building Products — 0.61% | ||||||||
10,045 | A.O. Smith Corp. | 488 | ||||||
21,311 | Carrier Global Corp. | 758 | ||||||
13,273 | Johnson Controls International PLC | 653 | ||||||
6,549 | Masco Corp. | 306 | ||||||
7,831 | Trane Technologies PLC | 1,134 | ||||||
3,339 | ||||||||
Capital Markets — 2.49% | ||||||||
4,496 | Affiliated Managers Group, Inc. | 503 | ||||||
2,506 | Ameriprise Financial, Inc. | 631 | ||||||
2,656 | Ares Management Corp., Class - A | 165 | ||||||
4,582 | BlackRock, Inc., Class - A | 2,520 | ||||||
1,669 | CME Group, Inc. | 296 | ||||||
4,721 | Evercore, Inc. | 388 | ||||||
16,955 | Franklin Resources, Inc. | 365 | ||||||
2,293 | Interactive Brokers Group, Inc., Class - A | 147 | ||||||
3,061 | Intercontinental Exchange, Inc. | 277 | ||||||
9,972 | Invesco Ltd. | 137 | ||||||
9,493 | KKR & Co., Inc. | 408 | ||||||
20,369 | Morgan Stanley | 1,609 | ||||||
686 | Morningstar, Inc. | 146 | ||||||
1,887 | Nasdaq, Inc. | 107 | ||||||
3,423 | Northern Trust Corp. | 293 | ||||||
269 | S&P Global, Inc. | 82 | ||||||
7,695 | State Street Corp. | 468 | ||||||
7,780 | T. Rowe Price Group, Inc. | 817 | ||||||
25,629 | The Charles Schwab Corp. | 1,842 | ||||||
7,506 | The Goldman Sachs Group, Inc. | 2,200 | ||||||
6,297 | Tradeweb Markets, Inc., Class - A | 355 | ||||||
13,756 | ||||||||
Chemicals — 1.68% | ||||||||
7,464 | Air Products & Chemicals, Inc. | 1,737 | ||||||
1,327 | Albemarle Corp. | 351 | ||||||
4,923 | Axalta Coating Systems Ltd.(a) | 104 | ||||||
1,640 | Celanese Corp., Series A | 148 | ||||||
30,439 | CF Industries Holdings, Inc. | 2,930 | ||||||
9,311 | Corteva, Inc. | 532 | ||||||
9,217 | Dow, Inc. | 405 | ||||||
13,063 | DuPont de Nemours, Inc. | 658 | ||||||
7,173 | LyondellBasell Industries N.V., Class - A | 540 | ||||||
24,876 | Olin Corp. | 1,067 | ||||||
6,716 | PPG Industries, Inc. | 743 | ||||||
1,538 | The Scotts Miracle-Gro Co. | 66 | ||||||
9,281 |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Commercial Services & Supplies — 1.12% | ||||||||
11,948 | Clean Harbors, Inc.(a) | $ | 1,314 | |||||
27,349 | Copart, Inc.(a) | 2,909 | ||||||
3,003 | IAA, Inc.(a) | 96 | ||||||
1,270 | Republic Services, Inc. | 173 | ||||||
2,747 | Stericycle, Inc.(a) | 116 | ||||||
9,682 | Waste Management, Inc. | 1,551 | ||||||
6,159 | ||||||||
Communications Equipment — 0.74% | ||||||||
90,637 | Cisco Systems, Inc. | 3,625 | ||||||
31,124 | Commscope Holding, Inc.(a) | 287 | ||||||
774 | Motorola Solutions, Inc. | 173 | ||||||
4,085 | ||||||||
Construction & Engineering — 0.11% | ||||||||
3,578 | AECOM | 245 | ||||||
841 | Arcosa, Inc. | 48 | ||||||
2,295 | Quanta Services, Inc. | 292 | ||||||
585 | ||||||||
Construction Materials — 0.15% | ||||||||
1,351 | Martin Marietta Materials, Inc. | 435 | ||||||
2,578 | Vulcan Materials Co. | 407 | ||||||
842 | ||||||||
Consumer Finance — 1.07% | ||||||||
20,855 | American Express Co. | 2,813 | ||||||
20,025 | Capital One Financial Corp. | 1,845 | ||||||
6,409 | Discover Financial Services | 583 | ||||||
14,450 | OneMain Holdings, Inc. | 427 | ||||||
50,199 | SoFi Technologies, Inc.(a) | 245 | ||||||
5,913 | ||||||||
Containers & Packaging — 0.35% | ||||||||
262 | AptarGroup, Inc. | 25 | ||||||
27 | Avery Dennison Corp. | 4 | ||||||
22,939 | Ball Corp. | 1,109 | ||||||
10,608 | International Paper Co. | 336 | ||||||
2,050 | Packaging Corporation of America | 230 | ||||||
2,320 | Silgan Holdings, Inc. | 98 | ||||||
2,452 | Sonoco Products Co. | 139 | ||||||
1,941 | ||||||||
Distributors — 0.10% | ||||||||
3,827 | Genuine Parts Co. | 571 | ||||||
Diversified Consumer Services — 0.22% | ||||||||
33,749 | Chegg, Inc.(a) | 711 | ||||||
7,498 | H&R Block, Inc. | 319 | ||||||
3,097 | Service Corp. International | 179 | ||||||
1,209 | ||||||||
Diversified Financial Services — 1.26% | ||||||||
7,259 | Apollo Global Management, Inc. | 338 | ||||||
21,384 | Berkshire Hathaway, Inc., Class - B(a) | 5,710 | ||||||
14,613 | Equitable Holdings, Inc. | 385 | ||||||
17,093 | Jefferies Financial Group, Inc. | 504 | ||||||
6,937 | ||||||||
Diversified Telecommunication Services — 0.41% | ||||||||
26,095 | AT&T, Inc. | 400 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Diversified Telecommunication Services (continued) | ||||||||
48,780 | Verizon Communications, Inc. | $ | 1,852 | |||||
2,252 | ||||||||
Electric Utilities — 1.85% | ||||||||
1,604 | Alliant Energy Corp. | 85 | ||||||
30,034 | American Electric Power Company, Inc. | 2,596 | ||||||
3,035 | Constellation Energy Corp. | 252 | ||||||
7,685 | Duke Energy Corp. | 715 | ||||||
1,914 | Edison International | 108 | ||||||
9,746 | Eversource Energy | 760 | ||||||
9,106 | Exelon Corp. | 341 | ||||||
3,311 | Hawaiian Electric Industries, Inc. | 115 | ||||||
35,480 | NextEra Energy, Inc. | 2,783 | ||||||
32,159 | The Southern Co. | 2,187 | ||||||
4,017 | Xcel Energy, Inc. | 257 | ||||||
10,199 | ||||||||
Electrical Equipment — 0.69% | ||||||||
3,350 | AMETEK, Inc. | 380 | ||||||
12,355 | Eaton Corp. PLC | 1,647 | ||||||
16,658 | Emerson Electric Co. | 1,220 | ||||||
3,984 | Regal Rexnord Corp. | 559 | ||||||
3,806 | ||||||||
Electronic Equipment, Instruments & Components — 0.04% | ||||||||
512 | Dolby Laboratories, Inc., Class - A | 33 | ||||||
1,050 | Keysight Technologies, Inc.(a) | 166 | ||||||
199 | ||||||||
Energy Equipment & Services — 0.76% | ||||||||
26,930 | Halliburton Co. | 663 | ||||||
6,095 | Helmerich & Payne, Inc. | 225 | ||||||
153,313 | Patterson-UTI Energy, Inc. | 1,791 | ||||||
42,009 | Schlumberger N.V. | 1,508 | ||||||
4,187 | ||||||||
Entertainment — 0.79% | ||||||||
2,063 | Activision Blizzard, Inc. | 153 | ||||||
2,970 | Liberty Media Corp. - Liberty Formula One, Class - C(a) | 174 | ||||||
4,800 | Netflix, Inc.(a) | 1,130 | ||||||
2,832 | Spotify Technology SA(a) | 244 | ||||||
28,322 | The Walt Disney Co.(a) | 2,672 | ||||||
4,373 | ||||||||
Equity Real Estate Investment Trusts — 2.46% | ||||||||
4,517 | Alexandria Real Estate Equities, Inc. | 633 | ||||||
24,071 | American Homes 4 Rent, Class - A | 790 | ||||||
5,297 | American Tower Corp. | 1,137 | ||||||
566 | Apartment Income REIT Corp. | 22 | ||||||
27,975 | Brixmor Property Group, Inc. | 517 | ||||||
7,024 | Camden Property Trust | 839 | ||||||
7,417 | Crown Castle, Inc. | 1,072 | ||||||
5,913 | CubeSmart | 237 | ||||||
21,951 | Duke Realty Corp. | 1,058 | ||||||
449 | Equinix, Inc. | 255 | ||||||
2,122 | Equity Lifestyle Properties, Inc. | 133 | ||||||
507 | Essex Property Trust, Inc. | 123 | ||||||
2,294 | Extra Space Storage, Inc. | 396 | ||||||
1,385 | Federal Realty Investment Trust | 125 | ||||||
2,505 | Healthpeak Properties, Inc. | 57 | ||||||
17,384 | Invitation Homes, Inc. | 587 | ||||||
5,259 | Iron Mountain, Inc. | 231 |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Equity Real Estate Investment Trusts (continued) | ||||||||
846 | Lamar Advertising Co., Class - A | $ | 70 | |||||
3,183 | Life Storage, Inc. | 353 | ||||||
6,040 | Medical Properties Trust, Inc. | 72 | ||||||
2,029 | Mid-America Apartment Communities, Inc. | 315 | ||||||
10,542 | Prologis, Inc. | 1,071 | ||||||
2,688 | Public Storage | 787 | ||||||
19,572 | Realty Income Corp. | 1,138 | ||||||
8,746 | Rexford Industrial Realty, Inc. | 455 | ||||||
1,913 | Sun Communities, Inc. | 259 | ||||||
35,601 | The Macerich Co. | 283 | ||||||
4,609 | UDR, Inc. | 192 | ||||||
8,362 | VICI Properties, Inc. | 250 | ||||||
1,573 | WP Carey, Inc. | 110 | ||||||
13,567 | ||||||||
Food & Staples Retailing — 1.30% | ||||||||
3,254 | Casey's General Stores, Inc. | 659 | ||||||
1,943 | Costco Wholesale Corp. | 918 | ||||||
9,412 | Sysco Corp. | 666 | ||||||
9,040 | The Kroger Co. | 396 | ||||||
34,781 | Walmart, Inc. | 4,510 | ||||||
7,149 | ||||||||
Food Products — 1.03% | ||||||||
13,782 | Archer-Daniels-Midland Co. | 1,110 | ||||||
3,437 | Campbell Soup Co. | 162 | ||||||
16,807 | Conagra Brands, Inc. | 548 | ||||||
5,689 | Flowers Foods, Inc. | 140 | ||||||
12,760 | General Mills, Inc. | 978 | ||||||
2,450 | Hormel Foods Corp. | 111 | ||||||
10,284 | Kellogg Co. | 716 | ||||||
9,502 | Mondelez International, Inc., Class - A | 521 | ||||||
1,277 | Post Holdings, Inc.(a) | 105 | ||||||
1,964 | The Hershey Co. | 433 | ||||||
13,887 | The Kraft Heinz Co. | 463 | ||||||
6,256 | Tyson Foods, Inc., Class - A | 412 | ||||||
5,699 | ||||||||
Gas Utilities — 0.01% | ||||||||
808 | Atmos Energy Corp. | 82 | ||||||
Health Care Equipment & Supplies — 2.38% | ||||||||
48,674 | Abbott Laboratories | 4,709 | ||||||
1,636 | Align Technology, Inc.(a) | 339 | ||||||
2,461 | Baxter International, Inc. | 133 | ||||||
4,797 | Becton Dickinson & Co. | 1,069 | ||||||
3,501 | Danaher Corp. | 904 | ||||||
5,314 | Dexcom, Inc.(a) | 428 | ||||||
2,250 | Edwards Lifesciences Corp.(a) | 186 | ||||||
1,648 | Enovis Corp.(a) | 76 | ||||||
3,127 | ICU Medical, Inc.(a) | 471 | ||||||
1,653 | IDEXX Laboratories, Inc.(a) | 539 | ||||||
2,647 | Intuitive Surgical, Inc.(a) | 496 | ||||||
37,560 | Medtronic PLC | 3,033 | ||||||
2,344 | Penumbra, Inc.(a) | 444 | ||||||
1,498 | STERIS PLC | 249 | ||||||
352 | Teleflex, Inc. | 71 | ||||||
13,147 | ||||||||
Health Care Providers & Services — 3.45% | ||||||||
3,127 | AmerisourceBergen Corp. | 423 | ||||||
24,101 | Centene Corp.(a) | 1,875 | ||||||
11,241 | Cigna Corp. | 3,120 | ||||||
14,322 | CVS Health Corp. | 1,366 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Health Care Providers & Services (continued) | ||||||||
4,252 | Elevance Health, Inc. | $ | 1,931 | |||||
4,756 | HCA Healthcare, Inc. | 874 | ||||||
2,789 | Humana, Inc. | 1,353 | ||||||
2,131 | Laboratory Corporation of America Holdings | 436 | ||||||
4,072 | McKesson Corp. | 1,384 | ||||||
992 | Molina Heathcare, Inc.(a) | 327 | ||||||
2,928 | Quest Diagnostics, Inc. | 359 | ||||||
11,048 | UnitedHealth Group, Inc. | 5,581 | ||||||
19,029 | ||||||||
Health Care Technology — 0.40% | ||||||||
9,979 | Teladoc Health, Inc.(a) | 253 | ||||||
11,861 | Veeva Systems, Inc., Class - A(a) | 1,956 | ||||||
2,209 | ||||||||
Hotels, Restaurants & Leisure — 1.96% | ||||||||
3,359 | Airbnb, Inc., Class - A(a) | 353 | ||||||
7,828 | Caesars Entertainment, Inc.(a) | 253 | ||||||
65,884 | Carnival Corp.(a) | 463 | ||||||
2,249 | Darden Restaurants, Inc. | 284 | ||||||
23,594 | DraftKings, Inc.(a) | 357 | ||||||
148 | Hilton Worldwide Holdings, Inc. | 18 | ||||||
3,826 | Hyatt Hotels Corp., Class - A(a) | 310 | ||||||
1,434 | Marriott International, Inc., Class - A | 201 | ||||||
20,166 | McDonald's Corp. | 4,653 | ||||||
51,410 | Norwegian Cruise Line Holdings Ltd.(a) | 584 | ||||||
16,947 | Royal Caribbean Cruises Ltd.(a) | 642 | ||||||
30,827 | Starbucks Corp. | 2,597 | ||||||
546 | Vail Resorts, Inc. | 118 | ||||||
10,833 | ||||||||
Household Durables — 0.36% | ||||||||
3,443 | D.R. Horton, Inc. | 232 | ||||||
3,121 | Garmin Ltd. | 251 | ||||||
3,252 | Leggett & Platt, Inc. | 108 | ||||||
6,964 | Lennar Corp., Class - A | 519 | ||||||
83 | Lennar Corp., Class - B | 5 | ||||||
4,132 | PulteGroup, Inc. | 155 | ||||||
17,676 | Toll Brothers, Inc. | 742 | ||||||
2,012 | ||||||||
Household Products — 1.61% | ||||||||
2,171 | Church & Dwight Co., Inc. | 155 | ||||||
16,240 | Kimberly-Clark Corp. | 1,828 | ||||||
428 | Spectrum Brands Holdings, Inc. | 17 | ||||||
1,218 | The Clorox Co. | 156 | ||||||
53,465 | The Procter & Gamble Co. | 6,750 | ||||||
8,906 | ||||||||
Independent Power and Renewable Electricity Producers — 0.10% | ||||||||
26,502 | Vistra Corp. | 557 | ||||||
Industrial Conglomerates — 0.58% | ||||||||
7,946 | General Electric Co. | 492 | ||||||
16,050 | Honeywell International, Inc. | 2,680 | ||||||
41 | Roper Technologies, Inc. | 15 | ||||||
3,187 | ||||||||
Insurance — 2.15% | ||||||||
23,465 | Aflac, Inc. | 1,319 | ||||||
560 | Aon PLC, Class - A | 150 | ||||||
3,483 | Arthur J. Gallagher & Co. | 596 |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Insurance (continued) | ||||||||
1,195 | Assurant, Inc. | $ | 174 | |||||
1,709 | Brown & Brown, Inc. | 103 | ||||||
3,252 | Cincinnati Financial Corp. | 291 | ||||||
52,976 | Fidelity National Financial, Inc. | 1,918 | ||||||
9,177 | Lincoln National Corp. | 403 | ||||||
2,577 | Marsh & McLennan Companies, Inc. | 385 | ||||||
26,353 | MetLife, Inc. | 1,602 | ||||||
7,077 | Old Republic International Corp. | 148 | ||||||
6,114 | Prudential Financial, Inc. | 524 | ||||||
2,797 | RenaissanceRe Holdings Ltd. | 393 | ||||||
26,534 | The Allstate Corp. | 3,304 | ||||||
2,945 | The Progressive Corp. | 342 | ||||||
3,246 | W.R. Berkley Corp. | 210 | ||||||
11,862 | ||||||||
Interactive Media & Services — 5.05% | ||||||||
125,340 | Alphabet, Inc., Class - A(a) | 11,989 | ||||||
91,660 | Alphabet, Inc., Class - C(a) | 8,813 | ||||||
49,461 | Meta Platforms, Inc., Class - A(a) | 6,711 | ||||||
7,379 | Twitter, Inc.(a) | 323 | ||||||
27,836 | ||||||||
Internet & Direct Marketing Retail — 3.27% | ||||||||
154,380 | Amazon.com, Inc.(a) | 17,445 | ||||||
15,760 | eBay, Inc. | 580 | ||||||
18,025 | ||||||||
IT Services — 3.42% | ||||||||
2,831 | Accenture PLC, Class - A | 728 | ||||||
3,168 | Akamai Technologies, Inc.(a) | 254 | ||||||
10,724 | Block, Inc.(a) | 590 | ||||||
1,853 | Cognizant Technology Solutions Corp. | 106 | ||||||
8,471 | EPAM Systems, Inc.(a) | 3,068 | ||||||
3,316 | Fiserv, Inc.(a) | 310 | ||||||
13,957 | GoDaddy, Inc., Class - A(a) | 989 | ||||||
18,311 | MasterCard, Inc., Class - A | 5,208 | ||||||
6,910 | Paychex, Inc. | 775 | ||||||
10,715 | PayPal Holdings, Inc.(a) | 922 | ||||||
4,262 | Snowflake, Inc., Class - A(a) | 724 | ||||||
4,738 | Twilio, Inc., Class - A(a) | 328 | ||||||
4,247 | VeriSign, Inc.(a) | 738 | ||||||
23,246 | Visa, Inc., Class - A | 4,131 | ||||||
43 | WEX, Inc.(a) | 5 | ||||||
18,876 | ||||||||
Leisure Products — 0.15% | ||||||||
1,780 | Brunswick Corp. | 117 | ||||||
2,849 | Hasbro, Inc. | 192 | ||||||
10,271 | Mattel, Inc.(a) | 195 | ||||||
3,276 | Polaris, Inc. | 312 | ||||||
816 | ||||||||
Life Sciences Tools & Services — 1.11% | ||||||||
4,371 | Agilent Technologies, Inc. | 531 | ||||||
398 | Bio-Rad Laboratories, Inc., Class - A(a) | 166 | ||||||
1,294 | Bruker Corp. | 69 | ||||||
438 | Charles River Laboratories International, Inc.(a) | 86 | ||||||
710 | IQVIA Holdings, Inc.(a) | 129 | ||||||
2,796 | Mettler-Toledo International, Inc.(a) | 3,031 | ||||||
485 | PerkinElmer, Inc. | 58 | ||||||
2,339 | QIAGEN N.V.(a) | 97 | ||||||
3,456 | Thermo Fisher Scientific, Inc. | 1,753 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Life Sciences Tools & Services (continued) | ||||||||
720 | Waters Corp.(a) | $ | 194 | |||||
6,114 | ||||||||
Machinery — 1.43% | ||||||||
11,054 | AGCO Corp. | 1,063 | ||||||
12,196 | Caterpillar, Inc. | 2,001 | ||||||
5,428 | Cummins, Inc. | 1,105 | ||||||
53 | Donaldson Companies, Inc. | 3 | ||||||
4,752 | Dover Corp. | 554 | ||||||
1,648 | Esab Corp. | 55 | ||||||
28 | IDEX Corp. | 6 | ||||||
6,910 | Ingersoll Rand, Inc. | 299 | ||||||
1,442 | ITT, Inc. | 94 | ||||||
1,244 | Nordson Corp. | 264 | ||||||
17,062 | Oshkosh Corp. | 1,199 | ||||||
7,507 | Otis Worldwide Corp. | 479 | ||||||
1,693 | Parker Hannifin Corp. | 410 | ||||||
2,490 | The Timken Co. | 147 | ||||||
1,711 | Westinghouse Air Brake Technologies Corp. | 139 | ||||||
485 | Xylem, Inc. | 42 | ||||||
7,860 | ||||||||
Media — 0.69% | ||||||||
775 | Charter Communications, Inc., Class - A(a) | 235 | ||||||
84,982 | Comcast Corp., Class - A | 2,493 | ||||||
4,889 | Fox Corp., Class - A | 150 | ||||||
3,789 | Omnicom Group, Inc. | 239 | ||||||
15,400 | Paramount Global, Class - B | 293 | ||||||
14,641 | The Interpublic Group of Companies, Inc. | 375 | ||||||
3,785 | ||||||||
Metals & Mining — 0.33% | ||||||||
18,550 | Newmont Corp. | 780 | ||||||
8,225 | Nucor Corp. | 879 | ||||||
1,912 | Steel Dynamics, Inc. | 136 | ||||||
1,795 | ||||||||
Mortgage Real Estate Investment Trusts — 0.02% | ||||||||
15,165 | Rithm Capital Corp. | 111 | ||||||
Multiline Retail — 0.67% | ||||||||
952 | Dollar General Corp. | 228 | ||||||
4,169 | Dollar Tree, Inc.(a) | 567 | ||||||
5,126 | Ollie's Bargain Outlet Holdings, Inc.(a) | 265 | ||||||
17,745 | Target Corp. | 2,633 | ||||||
3,693 | ||||||||
Multi-Utilities — 1.12% | ||||||||
2,674 | Ameren Corp. | 215 | ||||||
1,937 | CMS Energy Corp. | 113 | ||||||
1,642 | Consolidated Edison, Inc. | 141 | ||||||
24,990 | Dominion Energy, Inc. | 1,727 | ||||||
1,043 | DTE Energy Co. | 120 | ||||||
72,854 | NiSource, Inc. | 1,835 | ||||||
5,865 | Public Service Enterprise Group, Inc. | 330 | ||||||
951 | Sempra Energy | 143 | ||||||
17,371 | WEC Energy Group, Inc. | 1,553 | ||||||
6,177 | ||||||||
Oil, Gas & Consumable Fuels — 3.98% | ||||||||
19,551 | Antero Midstream Corp. | 179 | ||||||
7,263 | Cheniere Energy, Inc. | 1,205 | ||||||
19,851 | Chevron Corp. | 2,852 |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
5,077 | ConocoPhillips | $ | 520 | |||||
45,056 | Continental Resources, Inc. | 3,010 | ||||||
63,641 | Coterra Energy, Inc. | 1,662 | ||||||
30,851 | Devon Energy Corp. | 1,855 | ||||||
521 | DT Midstream, Inc. | 27 | ||||||
3,995 | EOG Resources, Inc. | 446 | ||||||
7,396 | EQT Corp. | 301 | ||||||
35,550 | Exxon Mobil Corp. | 3,105 | ||||||
16,993 | Hess Corp. | 1,852 | ||||||
11,538 | Marathon Petroleum Corp. | 1,146 | ||||||
26,124 | Occidental Petroleum Corp. | 1,605 | ||||||
6,401 | ONEOK, Inc. | 328 | ||||||
6,951 | Targa Resources Corp. | 419 | ||||||
41,203 | The Williams Cos., Inc. | 1,180 | ||||||
2,242 | Valero Energy Corp. | 240 | ||||||
21,932 | ||||||||
Paper & Forest Products — 0.01% | ||||||||
964 | Sylvamo Corp. | 33 | ||||||
Personal Products — 0.07% | ||||||||
1,700 | The Estee Lauder Companies, Inc. | 367 | ||||||
Pharmaceuticals — 4.64% | ||||||||
30,890 | Bristol-Myers Squibb Co. | 2,196 | ||||||
1,441 | Catalent, Inc.(a) | 104 | ||||||
19,272 | Eli Lilly & Co. | 6,232 | ||||||
1,000 | Jazz Pharmaceuticals PLC(a) | 133 | ||||||
44,819 | Johnson & Johnson | 7,321 | ||||||
58,424 | Merck & Co., Inc. | 5,031 | ||||||
6,434 | Organon & Co. | 151 | ||||||
99,288 | Pfizer, Inc. | 4,345 | ||||||
8,046 | Viatris, Inc. | 69 | ||||||
25,582 | ||||||||
Professional Services — 0.76% | ||||||||
26,820 | CoStar Group, Inc.(a) | 1,869 | ||||||
1,081 | Equifax, Inc. | 185 | ||||||
717 | Jacobs Solutions, Inc. | 78 | ||||||
1,829 | Leidos Holdings, Inc. | 160 | ||||||
825 | Robert Half International, Inc. | 63 | ||||||
10,910 | Verisk Analytics, Inc., Class - A | 1,860 | ||||||
4,215 | ||||||||
Real Estate Management & Development — 0.07% | ||||||||
1,691 | CBRE Group, Inc., Class - A(a) | 114 | ||||||
4,563 | Howard Hughes Corp.(a) | 253 | ||||||
367 | ||||||||
Road & Rail — 1.16% | ||||||||
327 | AMERCO | 167 | ||||||
4,011 | CSX Corp. | 107 | ||||||
2,655 | Knight-Swift Transportation Holdings, Inc. | 130 | ||||||
5,345 | Norfolk Southern Corp. | 1,120 | ||||||
1,462 | Old Dominion Freight Line, Inc. | 364 | ||||||
7,527 | Ryder System, Inc. | 568 | ||||||
13,196 | Uber Technologies, Inc.(a) | 350 | ||||||
18,473 | Union Pacific Corp. | 3,598 | ||||||
6,404 | ||||||||
Semiconductors & Semiconductor Equipment — 3.80% | ||||||||
5,394 | Advanced Micro Devices, Inc.(a) | 342 | ||||||
3,728 | Analog Devices, Inc. | 519 | ||||||
21,151 | Applied Materials, Inc. | 1,733 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Semiconductors & Semiconductor Equipment (continued) | ||||||||
2,567 | Broadcom, Inc. | $ | 1,140 | |||||
7,850 | Enphase Energy, Inc.(a) | 2,178 | ||||||
63,964 | Intel Corp. | 1,648 | ||||||
3,302 | KLA Corp. | 999 | ||||||
1,129 | Lam Research Corp. | 413 | ||||||
6,026 | Marvell Technology, Inc. | 259 | ||||||
2,758 | Micron Technology, Inc. | 138 | ||||||
50,260 | NVIDIA Corp. | 6,102 | ||||||
7,270 | QUALCOMM, Inc. | 821 | ||||||
3,842 | Skyworks Solutions, Inc. | 328 | ||||||
23,905 | Texas Instruments, Inc. | 3,700 | ||||||
6,964 | Universal Display Corp. | 657 | ||||||
20,977 | ||||||||
Software — 9.30% | ||||||||
12,361 | Adobe, Inc.(a) | 3,402 | ||||||
10,190 | Autodesk, Inc.(a) | 1,903 | ||||||
27,227 | Manhattan Associates, Inc.(a) | 3,622 | ||||||
139,124 | Microsoft Corp. | 32,402 | ||||||
56,988 | Oracle Corp. | 3,480 | ||||||
8,321 | PAYCOM Software, Inc.(a) | 2,746 | ||||||
3,137 | Salesforce, Inc.(a) | 451 | ||||||
8,243 | ServiceNow, Inc.(a) | 3,113 | ||||||
668 | Synopsys, Inc.(a) | 204 | ||||||
51,323 | ||||||||
Specialty Retail — 2.36% | ||||||||
1,187 | Advance Auto Parts, Inc. | 186 | ||||||
2,829 | AutoNation, Inc.(a) | 288 | ||||||
22 | AutoZone, Inc.(a) | 47 | ||||||
6,524 | Bath & Body Works, Inc. | 213 | ||||||
7,757 | Best Buy Co., Inc. | 491 | ||||||
664 | Burlington Stores, Inc.(a) | 74 | ||||||
4,224 | CarMax, Inc.(a) | 279 | ||||||
4,609 | Dick's Sporting Goods, Inc. | 482 | ||||||
923 | Five Below, Inc.(a) | 127 | ||||||
36,426 | Floor & Decor Holdings, Inc., Class - A(a) | 2,559 | ||||||
3,541 | Lowe's Companies, Inc. | 665 | ||||||
7,287 | Penske Automotive Group, Inc. | 717 | ||||||
17,296 | The Home Depot, Inc. | 4,774 | ||||||
21,249 | The TJX Companies, Inc. | 1,320 | ||||||
2,059 | Tractor Supply Co. | 383 | ||||||
2,174 | Victoria's Secret & Co.(a) | 63 | ||||||
3,016 | Williams-Sonoma, Inc. | 355 | ||||||
13,023 | ||||||||
Technology Hardware, Storage & Peripherals — 7.46% | ||||||||
281,306 | Apple, Inc. | 38,877 | ||||||
83,952 | HP, Inc. | 2,092 | ||||||
2,448 | NetApp, Inc. | 151 | ||||||
41,120 | ||||||||
Textiles, Apparel & Luxury Goods — 0.25% | ||||||||
6,619 | Capri Holdings Ltd.(a) | 254 | ||||||
9,230 | NIKE, Inc., Class - B | 768 | ||||||
1,533 | Ralph Lauren Corp. | 130 | ||||||
7,801 | Tapestry, Inc. | 222 | ||||||
1,374 | ||||||||
Tobacco — 0.36% | ||||||||
36,600 | Altria Group, Inc. | 1,478 |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Tobacco (continued) | ||||||||
6,325 | Philip Morris International, Inc. | $ | 525 | |||||
2,003 | ||||||||
Trading Companies & Distributors — 0.35% | ||||||||
13,428 | Fastenal Co. | 618 | ||||||
1,130 | Watsco, Inc. | 291 | ||||||
8,335 | WESCO International, Inc.(a) | 995 | ||||||
1,904 | ||||||||
Water Utilities — 0.03% | ||||||||
1,178 | American Water Works Co., Inc. | 153 | ||||||
Wireless Telecommunication Services — 0.58% | ||||||||
23,667 | T-Mobile US, Inc.(a) | 3,175 | ||||||
Total Common Stocks | 540,978 | |||||||
Investment Company — 1.79% | ||||||||
9,853,764 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 2.89%(b) | 9,854 | ||||||
Total Investment Company | 9,854 | |||||||
Total Investments (cost $298,186) — 99.89% | 550,832 | |||||||
Other assets in excess of liabilities — 0.11% | 629 | |||||||
Net Assets - 100.00% | $ | 551,461 |
(a) | Represents non-income producing security. |
(b) | Annualized 7-day yield as of period-end. |
REIT—Real Estate Investment Trust |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
As of September 30, 2022, 100% of the Portfolio's net assets were managed by Parametric Portfolio Associates, LLC.
The following table reflects the open derivative positions held by the Portfolio as of September 30, 2022.
Futures Contracts Purchased*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
|||||||
E-Mini S&P 500 Future | 31 | 12/16/22 | $ | 5,582 | $ | (492) | |||||
E-Mini S&P Midcap 400 Future | 11 | 12/16/22 | 2,429 | (234) | |||||||
$ | 8,011 | $ | (726) | ||||||||
Total Unrealized Appreciation | $ | — | |||||||||
Total Unrealized Depreciation | (726) | ||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (726) |
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 98.00% | ||||||||
Aerospace & Defense — 1.14% | ||||||||
5,461 | General Dynamics Corp. | $ | 1,159 | |||||
391 | HEICO Corp. | 56 | ||||||
728 | HEICO Corp., Class - A | 83 | ||||||
4,930 | L3Harris Technologies, Inc. | 1,025 | ||||||
874 | Lockheed Martin Corp. | 338 | ||||||
4,349 | Northrop Grumman Corp. | 2,045 | ||||||
33,522 | Raytheon Technologies Corp. | 2,744 | ||||||
475 | TransDigm Group, Inc. | 249 | ||||||
7,699 | ||||||||
Air Freight & Logistics — 0.10% | ||||||||
4,946 | Expeditors International of Washington, Inc. | 436 | ||||||
7,548 | GXO Logistics, Inc.(a) | 265 | ||||||
701 | ||||||||
Airlines — 0.14% | ||||||||
10,129 | Alaska Air Group, Inc.(a) | 397 | ||||||
18,665 | Delta Air Lines, Inc.(a) | 523 | ||||||
920 | ||||||||
Automobiles — 3.58% | ||||||||
71,725 | Ford Motor Co. | 803 | ||||||
55,394 | Rivian Automotive, Inc., Class - A(a) | 1,823 | ||||||
81,594 | Tesla, Inc.(a) | 21,643 | ||||||
24,269 | ||||||||
Banks — 2.79% | ||||||||
3,139 | Bank of America Corp. | 95 | ||||||
13,206 | Bank OZK | 522 | ||||||
53,577 | Citigroup, Inc. | 2,233 | ||||||
13,240 | Citizens Financial Group, Inc. | 455 | ||||||
40,559 | Comerica, Inc. | 2,884 | ||||||
1,150 | Cullen/Frost Bankers, Inc. | 152 | ||||||
29,928 | East West Bancorp, Inc. | 2,009 | ||||||
86,090 | First Horizon Corp. | 1,971 | ||||||
3,853 | First Republic Bank | 503 | ||||||
36,888 | Huntington Bancshares, Inc. | 486 | ||||||
23,176 | JPMorgan Chase & Co. | 2,422 | ||||||
74,674 | KeyCorp | 1,196 | ||||||
106,556 | Regions Financial Corp. | 2,139 | ||||||
209 | SVB Financial Group(a) | 70 | ||||||
34,522 | Zions Bancorp NA | 1,756 | ||||||
18,893 | ||||||||
Beverages — 1.51% | ||||||||
7,236 | Brown-Forman Corp., Class - B | 482 | ||||||
8,931 | Monster Beverage Corp.(a) | 777 | ||||||
29,046 | PepsiCo, Inc. | 4,741 | ||||||
74,917 | The Coca-Cola Co. | 4,197 | ||||||
10,197 | ||||||||
Biotechnology — 1.97% | ||||||||
9,107 | Alnylam Pharmaceuticals, Inc.(a) | 1,823 | ||||||
15,193 | Amgen, Inc. | 3,424 | ||||||
14,489 | Mirati Therapeutics, Inc.(a) | 1,012 | ||||||
19,253 | Moderna, Inc.(a) | 2,276 | ||||||
14,430 | Natera, Inc.(a) | 632 | ||||||
800 | Neurocrine Biosciences, Inc.(a) | 85 | ||||||
2,019 | Regeneron Pharmaceuticals, Inc.(a) | 1,391 | ||||||
1,014 | Seagen, Inc.(a) | 139 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Biotechnology (continued) | ||||||||
8,719 | Vertex Pharmaceuticals, Inc.(a) | $ | 2,525 | |||||
13,307 | ||||||||
Building Products — 0.26% | ||||||||
404 | Armstrong World Industries, Inc. | 32 | ||||||
17,452 | Carrier Global Corp. | 621 | ||||||
50,415 | Resideo Technologies, Inc.(a) | 961 | ||||||
1,218 | Trane Technologies PLC | 176 | ||||||
1,790 | ||||||||
Capital Markets — 2.47% | ||||||||
2,335 | CBOE Global Markets, Inc. | 274 | ||||||
6,242 | CME Group, Inc. | 1,106 | ||||||
14,289 | Coinbase Global, Inc., Class - A(a) | 921 | ||||||
1,203 | FactSet Research Systems, Inc. | 481 | ||||||
2,582 | Intercontinental Exchange, Inc. | 233 | ||||||
143,372 | Invesco Ltd. | 1,964 | ||||||
18,395 | Janus Henderson Group PLC | 374 | ||||||
713 | LPL Financial Holdings, Inc. | 156 | ||||||
349 | MarketAxess Holdings, Inc. | 78 | ||||||
1,577 | Moody's Corp. | 383 | ||||||
31,488 | Morgan Stanley | 2,488 | ||||||
390 | Morningstar, Inc. | 83 | ||||||
838 | MSCI, Inc. | 353 | ||||||
36,398 | Robinhood Markets, Inc., Class - A(a) | 368 | ||||||
11,523 | S&P Global, Inc. | 3,520 | ||||||
2,032 | T. Rowe Price Group, Inc. | 213 | ||||||
16,324 | The Charles Schwab Corp. | 1,173 | ||||||
8,823 | The Goldman Sachs Group, Inc. | 2,585 | ||||||
16,753 | ||||||||
Chemicals — 1.58% | ||||||||
3,430 | Air Products & Chemicals, Inc. | 798 | ||||||
18,396 | CF Industries Holdings, Inc. | 1,771 | ||||||
30,407 | Ecolab, Inc. | 4,391 | ||||||
999 | FMC Corp. | 106 | ||||||
28,629 | LyondellBasell Industries N.V., Class - A | 2,155 | ||||||
19,809 | The Chemours Co. | 488 | ||||||
4,752 | The Sherwin-Williams Co. | 973 | ||||||
10,682 | ||||||||
Commercial Services & Supplies — 0.27% | ||||||||
1,845 | Cintas Corp. | 716 | ||||||
6,652 | Copart, Inc.(a) | 708 | ||||||
2,752 | Waste Connections, Inc. | 372 | ||||||
1,796 | ||||||||
Communications Equipment — 0.70% | ||||||||
4,776 | Arista Networks, Inc.(a) | 539 | ||||||
101,754 | Cisco Systems, Inc. | 4,071 | ||||||
825 | F5, Inc.(a) | 119 | ||||||
153 | Motorola Solutions, Inc. | 34 | ||||||
4,763 | ||||||||
Construction & Engineering — 0.01% | ||||||||
374 | Quanta Services, Inc. | 48 | ||||||
Consumer Finance — 0.30% | ||||||||
95 | Credit Acceptance Corp.(a) | 42 | ||||||
141,214 | SLM Corp. | 1,975 | ||||||
2,017 | ||||||||
Containers & Packaging — 0.14% | ||||||||
1,280 | AptarGroup, Inc. | 122 |
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Containers & Packaging (continued) | ||||||||
747 | Avery Dennison Corp. | $ | 122 | |||||
841 | Packaging Corporation of America | 94 | ||||||
14,972 | Silgan Holdings, Inc. | 629 | ||||||
967 | ||||||||
Distributors — 0.08% | ||||||||
2,966 | Genuine Parts Co. | 443 | ||||||
381 | Pool Corp. | 121 | ||||||
564 | ||||||||
Diversified Consumer Services — 0.10% | ||||||||
8,138 | H&R Block, Inc. | 346 | ||||||
4,568 | Service Corp. International | 264 | ||||||
1,276 | Terminix Global Holdings, Inc.(a) | 49 | ||||||
659 | ||||||||
Diversified Financial Services — 1.11% | ||||||||
17,401 | Berkshire Hathaway, Inc., Class - B(a) | 4,646 | ||||||
34,972 | Equitable Holdings, Inc. | 922 | ||||||
32,550 | Voya Financial, Inc. | 1,969 | ||||||
7,537 | ||||||||
Diversified Telecommunication Services — 0.12% | ||||||||
21,412 | Verizon Communications, Inc. | 813 | ||||||
Electric Utilities — 1.19% | ||||||||
15,796 | Edison International | 894 | ||||||
12,342 | Entergy Corp. | 1,242 | ||||||
60,365 | FirstEnergy Corp. | 2,233 | ||||||
23,487 | Hawaiian Electric Industries, Inc. | 814 | ||||||
4,256 | NextEra Energy, Inc. | 334 | ||||||
44,316 | NRG Energy, Inc. | 1,696 | ||||||
12,422 | OGE Energy Corp. | 453 | ||||||
6,032 | Pinnacle West Capital Corp. | 389 | ||||||
8,055 | ||||||||
Electrical Equipment — 0.30% | ||||||||
5,157 | AMETEK, Inc. | 585 | ||||||
13,294 | Emerson Electric Co. | 973 | ||||||
1,210 | Hubbell, Inc. | 270 | ||||||
931 | Rockwell Automation, Inc. | 200 | ||||||
2,028 | ||||||||
Electronic Equipment, Instruments & Components — 0.14% | ||||||||
12,210 | Amphenol Corp., Class - A | 817 | ||||||
2,343 | Vontier Corp. | 39 | ||||||
376 | Zebra Technologies Corp.(a) | 99 | ||||||
955 | ||||||||
Energy Equipment & Services — 0.17% | ||||||||
32,149 | Schlumberger N.V. | 1,154 | ||||||
Entertainment — 0.98% | ||||||||
24,348 | Live Nation Entertainment, Inc.(a) | 1,851 | ||||||
13,500 | Netflix, Inc.(a) | 3,179 | ||||||
18,120 | ROBLOX Corp., Class - A(a) | 649 | ||||||
7,295 | Spotify Technology SA(a) | 630 | ||||||
248 | The Walt Disney Co.(a) | 23 | ||||||
25,466 | Warner Bros Discovery, Inc.(a) | 293 | ||||||
6,625 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Equity Real Estate Investment Trusts — 2.48% | ||||||||
9,920 | American Tower Corp. | $ | 2,130 | |||||
16,012 | Equinix, Inc. | 9,107 | ||||||
1,608 | Equity Lifestyle Properties, Inc. | 101 | ||||||
37,873 | Healthpeak Properties, Inc. | 868 | ||||||
41,185 | Omega Healthcare Investors, Inc. | 1,215 | ||||||
3,998 | Public Storage | 1,171 | ||||||
52,271 | SITE Centers Corp. | 560 | ||||||
40,605 | Ventas, Inc. | 1,631 | ||||||
16,783 | ||||||||
Food & Staples Retailing — 1.89% | ||||||||
18,462 | Costco Wholesale Corp. | 8,719 | ||||||
8,706 | Sysco Corp. | 616 | ||||||
1,413 | Walgreens Boots Alliance, Inc. | 44 | ||||||
26,416 | Walmart, Inc. | 3,426 | ||||||
12,805 | ||||||||
Food Products — 0.97% | ||||||||
70,463 | Conagra Brands, Inc. | 2,300 | ||||||
5,224 | Hormel Foods Corp. | 237 | ||||||
413 | Lamb Weston Holdings, Inc. | 32 | ||||||
5,092 | McCormick & Company, Inc. | 363 | ||||||
56,218 | Mondelez International, Inc., Class - A | 3,083 | ||||||
1,045 | The Hershey Co. | 230 | ||||||
2,332 | The J.M. Smucker Co. | 320 | ||||||
6,565 | ||||||||
Gas Utilities — 0.52% | ||||||||
34,942 | National Fuel Gas Co. | 2,151 | ||||||
42,971 | UGI Corp. | 1,389 | ||||||
3,540 | ||||||||
Health Care Equipment & Supplies — 3.34% | ||||||||
51,368 | Abbott Laboratories | 4,970 | ||||||
11,112 | Baxter International, Inc. | 598 | ||||||
6,721 | Becton Dickinson & Co. | 1,498 | ||||||
10,892 | Boston Scientific Corp.(a) | 422 | ||||||
22,316 | Danaher Corp. | 5,764 | ||||||
15,756 | Dexcom, Inc.(a) | 1,269 | ||||||
15,477 | Edwards Lifesciences Corp.(a) | 1,279 | ||||||
1,344 | Embecta Corp. | 39 | ||||||
2,690 | IDEXX Laboratories, Inc.(a) | 876 | ||||||
14,634 | Intuitive Surgical, Inc.(a) | 2,743 | ||||||
4,072 | ResMed, Inc. | 889 | ||||||
9,642 | Stryker Corp. | 1,953 | ||||||
3,346 | Zimmer Biomet Holdings, Inc. | 350 | ||||||
22,650 | ||||||||
Health Care Providers & Services — 3.55% | ||||||||
22,388 | Acadia Healthcare Co., Inc.(a) | 1,750 | ||||||
1,650 | Centene Corp.(a) | 128 | ||||||
22,394 | CVS Health Corp. | 2,136 | ||||||
13,068 | DaVita, Inc.(a) | 1,082 | ||||||
5,215 | Elevance Health, Inc. | 2,369 | ||||||
3,283 | Henry Schein, Inc.(a) | 216 | ||||||
1,952 | Laboratory Corporation of America Holdings | 400 | ||||||
4,595 | McKesson Corp. | 1,562 | ||||||
2,799 | Quest Diagnostics, Inc. | 343 | ||||||
27,787 | UnitedHealth Group, Inc. | 14,033 | ||||||
24,019 | ||||||||
Health Care Technology — 0.24% | ||||||||
48,062 | Teladoc Health, Inc.(a) | 1,218 |
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Health Care Technology (continued) | ||||||||
2,596 | Veeva Systems, Inc., Class - A(a) | $ | 428 | |||||
1,646 | ||||||||
Hotels, Restaurants & Leisure — 2.49% | ||||||||
18,573 | Airbnb, Inc., Class - A(a) | 1,951 | ||||||
1,179 | Booking Holdings, Inc.(a) | 1,937 | ||||||
75,216 | Carnival Corp.(a) | 529 | ||||||
1,800 | Chipotle Mexican Grill, Inc.(a) | 2,705 | ||||||
1,046 | Choice Hotels International, Inc. | 115 | ||||||
9,159 | Marriott International, Inc., Class - A | 1,284 | ||||||
98,020 | Starbucks Corp. | 8,258 | ||||||
310 | Vail Resorts, Inc. | 67 | ||||||
16,846 | ||||||||
Household Durables — 0.03% | ||||||||
2,470 | Garmin Ltd. | 198 | ||||||
Household Products — 1.09% | ||||||||
5,143 | Church & Dwight Co., Inc. | 367 | ||||||
9,514 | Colgate-Palmolive Co. | 668 | ||||||
7,129 | Kimberly-Clark Corp. | 802 | ||||||
2,554 | The Clorox Co. | 328 | ||||||
41,123 | The Procter & Gamble Co. | 5,193 | ||||||
7,358 | ||||||||
Independent Power and Renewable Electricity Producers — 0.16% | ||||||||
51,268 | Vistra Corp. | 1,077 | ||||||
Industrial Conglomerates — 0.55% | ||||||||
12,543 | 3M Co. | 1,386 | ||||||
11,662 | General Electric Co. | 722 | ||||||
4,278 | Honeywell International, Inc. | 714 | ||||||
2,488 | Roper Technologies, Inc. | 895 | ||||||
3,717 | ||||||||
Insurance — 2.23% | ||||||||
9,715 | Aflac, Inc. | 546 | ||||||
7,992 | Aon PLC, Class - A | 2,141 | ||||||
1,155 | Arthur J. Gallagher & Co. | 198 | ||||||
16,505 | Axis Capital Holdings Ltd. | 811 | ||||||
11,297 | Chubb Ltd. | 2,055 | ||||||
171 | Erie Indemnity Co., Class - A | 38 | ||||||
9,236 | Fidelity National Financial, Inc. | 334 | ||||||
43,476 | Lincoln National Corp. | 1,909 | ||||||
11,845 | Marsh & McLennan Companies, Inc. | 1,768 | ||||||
22,534 | Principal Financial Group, Inc. | 1,626 | ||||||
4,893 | Prudential Financial, Inc. | 420 | ||||||
7,591 | Reinsurance Group of America | 955 | ||||||
5,565 | The Progressive Corp. | 647 | ||||||
6,974 | The Travelers Companies, Inc. | 1,068 | ||||||
15,794 | Unum Group | 613 | ||||||
15,129 | ||||||||
Interactive Media & Services — 4.79% | ||||||||
123,480 | Alphabet, Inc., Class - A(a) | 11,810 | ||||||
165,860 | Alphabet, Inc., Class - C(a) | 15,949 | ||||||
646 | IAC, Inc.(a) | 36 | ||||||
1,412 | Match Group, Inc.(a) | 67 | ||||||
33,693 | Meta Platforms, Inc., Class - A(a) | 4,571 | ||||||
1,048 | Vimeo, Inc.(a) | 4 | ||||||
32,437 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Internet & Direct Marketing Retail — 4.61% | ||||||||
255,200 | Amazon.com, Inc.(a) | $ | 28,837 | |||||
2,900 | MercadoLibre, Inc.(a) | 2,401 | ||||||
31,238 | ||||||||
IT Services — 7.10% | ||||||||
12,354 | Accenture PLC, Class - A | 3,179 | ||||||
120,103 | Adyen N.V., ADR(a) | 1,504 | ||||||
57,727 | Automatic Data Processing, Inc. | 13,057 | ||||||
2,371 | Broadridge Financial Solutions, Inc. | 342 | ||||||
2,241 | Cognizant Technology Solutions Corp. | 129 | ||||||
756 | Fiserv, Inc.(a) | 71 | ||||||
1,270 | FleetCor Technologies, Inc.(a) | 224 | ||||||
7,975 | Global Payments, Inc. | 862 | ||||||
1,598 | Jack Henry & Associates, Inc. | 291 | ||||||
13,591 | MasterCard, Inc., Class - A | 3,864 | ||||||
18,740 | Okta, Inc.(a) | 1,066 | ||||||
35,193 | PayPal Holdings, Inc.(a) | 3,029 | ||||||
10,999 | Snowflake, Inc., Class - A(a) | 1,869 | ||||||
104,737 | Visa, Inc., Class - A | 18,607 | ||||||
48,094 | ||||||||
Leisure Products — 0.02% | ||||||||
1,422 | Polaris, Inc. | 136 | ||||||
Life Sciences Tools & Services — 1.02% | ||||||||
1,141 | Bio-Techne Corp. | 324 | ||||||
440 | Bruker Corp. | 23 | ||||||
1,386 | Illumina, Inc.(a) | 264 | ||||||
758 | Mettler-Toledo International, Inc.(a) | 822 | ||||||
239 | PerkinElmer, Inc. | 29 | ||||||
9,568 | Thermo Fisher Scientific, Inc. | 4,853 | ||||||
2,297 | Waters Corp.(a) | 619 | ||||||
6,934 | ||||||||
Machinery — 1.53% | ||||||||
9,555 | Caterpillar, Inc. | 1,568 | ||||||
4,840 | Deere & Co. | 1,616 | ||||||
3,369 | Dover Corp. | 393 | ||||||
5,857 | Fortive Corp. | 341 | ||||||
34,446 | Gates Industrial Corp. PLC(a) | 336 | ||||||
1,569 | Graco, Inc. | 94 | ||||||
2,179 | IDEX Corp. | 435 | ||||||
8,257 | Illinois Tool Works, Inc. | 1,492 | ||||||
6,973 | Ingersoll Rand, Inc. | 302 | ||||||
506 | Nordson Corp. | 107 | ||||||
8,726 | Otis Worldwide Corp. | 557 | ||||||
11,372 | The Middleby Corp.(a) | 1,458 | ||||||
927 | The Toro Co. | 80 | ||||||
14,765 | Westinghouse Air Brake Technologies Corp. | 1,201 | ||||||
4,438 | Xylem, Inc. | 388 | ||||||
10,368 | ||||||||
Media — 0.40% | ||||||||
4,935 | Omnicom Group, Inc. | 311 | ||||||
74,543 | Paramount Global, Class - B | 1,420 | ||||||
30,009 | Sinclair Broadcast Group, Inc., Class - A | 543 | ||||||
17,241 | The Interpublic Group of Companies, Inc. | 441 | ||||||
2,715 | ||||||||
Metals & Mining — 0.29% | ||||||||
47,028 | Newmont Corp. | 1,977 |
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Mortgage Real Estate Investment Trusts — 0.25% | ||||||||
183,185 | Rithm Capital Corp. | $ | 1,341 | |||||
20,515 | Starwood Property Trust, Inc. | 374 | ||||||
1,715 | ||||||||
Multiline Retail — 0.29% | ||||||||
939 | Dollar General Corp. | 225 | ||||||
4,517 | Dollar Tree, Inc.(a) | 615 | ||||||
7,596 | Target Corp. | 1,127 | ||||||
1,967 | ||||||||
Multi-Utilities — 0.62% | ||||||||
84,210 | CenterPoint Energy, Inc. | 2,373 | ||||||
15,797 | DTE Energy Co. | 1,817 | ||||||
4,190 | ||||||||
Oil, Gas & Consumable Fuels — 3.18% | ||||||||
64,022 | Antero Midstream Corp. | 588 | ||||||
2,070 | Cheniere Energy, Inc. | 343 | ||||||
24,368 | ConocoPhillips | 2,494 | ||||||
79,339 | Devon Energy Corp. | 4,770 | ||||||
7,898 | DT Midstream, Inc. | 410 | ||||||
21,212 | EQT Corp. | 864 | ||||||
10,924 | Exxon Mobil Corp. | 954 | ||||||
8,012 | HF Sinclair Corp. | 431 | ||||||
114,575 | Marathon Oil Corp. | 2,587 | ||||||
13,944 | ONEOK, Inc. | 714 | ||||||
4,640 | Pioneer Natural Resources Co. | 1,005 | ||||||
95,111 | Range Resources Corp. | 2,403 | ||||||
28,597 | Targa Resources Corp. | 1,726 | ||||||
77,642 | The Williams Cos., Inc. | 2,223 | ||||||
21,512 | ||||||||
Personal Products — 0.53% | ||||||||
16,695 | The Estee Lauder Companies, Inc. | 3,604 | ||||||
Pharmaceuticals — 4.06% | ||||||||
32,406 | Eli Lilly & Co. | 10,478 | ||||||
31,287 | Johnson & Johnson | 5,111 | ||||||
55,581 | Merck & Co., Inc. | 4,787 | ||||||
62,704 | Novo Nordisk A/S, ADR | 6,247 | ||||||
5,558 | Organon & Co. | 130 | ||||||
4,788 | Zoetis, Inc. | 710 | ||||||
27,463 | ||||||||
Professional Services — 0.16% | ||||||||
3,010 | CoStar Group, Inc.(a) | 210 | ||||||
2,353 | Equifax, Inc. | 403 | ||||||
2,931 | Verisk Analytics, Inc., Class - A | 500 | ||||||
1,113 | ||||||||
Real Estate Management & Development — 0.01% | ||||||||
1,272 | CBRE Group, Inc., Class - A(a) | 86 | ||||||
Road & Rail — 1.58% | ||||||||
916 | AMERCO | 466 | ||||||
124,263 | CSX Corp. | 3,310 | ||||||
1,274 | Landstar System, Inc. | 184 | ||||||
562 | Old Dominion Freight Line, Inc. | 140 | ||||||
70,316 | Uber Technologies, Inc.(a) | 1,863 | ||||||
24,231 | Union Pacific Corp. | 4,722 | ||||||
10,685 | ||||||||
Semiconductors & Semiconductor Equipment — 3.57% | ||||||||
71,539 | Advanced Micro Devices, Inc.(a) | 4,532 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Semiconductors & Semiconductor Equipment (continued) | ||||||||
8,866 | Analog Devices, Inc. | $ | 1,235 | |||||
6,209 | Applied Materials, Inc. | 509 | ||||||
7,015 | Broadcom, Inc. | 3,115 | ||||||
4,234 | First Solar, Inc.(a) | 560 | ||||||
73,074 | Intel Corp. | 1,883 | ||||||
1,378 | KLA Corp. | 417 | ||||||
1,153 | Lam Research Corp. | 422 | ||||||
28,189 | Marvell Technology, Inc. | 1,210 | ||||||
3,708 | Microchip Technology, Inc. | 226 | ||||||
7,602 | Micron Technology, Inc. | 381 | ||||||
50,251 | NVIDIA Corp. | 6,100 | ||||||
3,257 | ON Semiconductor Corp.(a) | 203 | ||||||
30,091 | QUALCOMM, Inc. | 3,400 | ||||||
24,193 | ||||||||
Software — 10.56% | ||||||||
12,173 | Adobe, Inc.(a) | 3,350 | ||||||
1,974 | ANSYS, Inc.(a) | 438 | ||||||
11,429 | Atlassian Corp. PLC, Class - A(a) | 2,407 | ||||||
15,696 | Crowdstrike Holdings, Inc., Class - A(a) | 2,587 | ||||||
6,515 | Fortinet, Inc.(a) | 320 | ||||||
5,422 | Intuit, Inc. | 2,100 | ||||||
183,203 | Microsoft Corp. | 42,670 | ||||||
63,347 | Oracle Corp. | 3,869 | ||||||
1,131 | Palo Alto Networks, Inc.(a) | 185 | ||||||
80,693 | Salesforce, Inc.(a) | 11,607 | ||||||
1,391 | SS&C Technologies Holdings, Inc. | 66 | ||||||
151 | Synopsys, Inc.(a) | 46 | ||||||
25,729 | The Trade Desk, Inc., Class - A(a) | 1,537 | ||||||
1,628 | VMware, Inc., Class - A | 173 | ||||||
566 | Workday, Inc., Class - A(a) | 86 | ||||||
71,441 | ||||||||
Specialty Retail — 3.11% | ||||||||
854 | Advance Auto Parts, Inc. | 134 | ||||||
597 | AutoZone, Inc.(a) | 1,279 | ||||||
5,882 | Best Buy Co., Inc. | 373 | ||||||
376 | Burlington Stores, Inc.(a) | 42 | ||||||
41,191 | Lowe's Companies, Inc. | 7,736 | ||||||
3,411 | O'Reilly Automotive, Inc.(a) | 2,399 | ||||||
9,045 | Ross Stores, Inc. | 762 | ||||||
11,575 | The Home Depot, Inc. | 3,194 | ||||||
70,625 | The TJX Companies, Inc. | 4,387 | ||||||
1,256 | Tractor Supply Co. | 233 | ||||||
1,253 | Ulta Beauty, Inc.(a) | 503 | ||||||
21,042 | ||||||||
Technology Hardware, Storage & Peripherals — 7.53% | ||||||||
368,386 | Apple, Inc. | 50,912 | ||||||
Textiles, Apparel & Luxury Goods — 1.51% | ||||||||
960 | Kontoor Brands, Inc. | 32 | ||||||
9,221 | Lululemon Athletica, Inc.(a) | 2,578 | ||||||
29,287 | LVMH Moet Hennessy Louis Vuitton SE, ADR | 3,441 | ||||||
47,607 | NIKE, Inc., Class - B | 3,957 | ||||||
6,722 | V.F. Corp. | 201 | ||||||
10,209 | ||||||||
Tobacco — 0.21% | ||||||||
17,508 | Philip Morris International, Inc. | 1,453 |
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Trading Companies & Distributors — 0.29% | ||||||||
23,095 | Air Lease Corp. | $ | 717 | |||||
14,448 | Fastenal Co. | 665 | ||||||
1,221 | W.W. Grainger, Inc. | 597 | ||||||
1,979 | ||||||||
Wireless Telecommunication Services — 0.09% | ||||||||
4,731 | T-Mobile US, Inc.(a) | 635 | ||||||
Total Common Stocks | 663,623 | |||||||
Investment Companies — 1.35% | ||||||||
9,117,966 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 2.20%(b) | 9,118 | ||||||
Total Investment Companies | 9,118 | |||||||
Total Investments (cost $258,820) — 99.35% | 672,741 | |||||||
Other assets in excess of liabilities — 0.65% | 4,393 | |||||||
Net Assets - 100.00% | $ | 677,134 |
(a) | Represents non-income producing security. |
(b) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2022.
The Growth Equity Portfolio | Jennison Associates, LLC | Parametric Portfolio Associates, LLC | Total | |||
Common Stocks | 20.62% | 77.38% | 98.00% | |||
Investment Companies | - | 1.35% | 1.35% | |||
Other Assets (Liabilities) | 0.51% | 0.14% | 0.65% | |||
Total Net Assets | 21.13% | 78.87% | 100.00% |
Amounts designated as "—" indicate the
Specialist Manager did not manage any holdings in that category.
The following table reflects the open derivative positions held by the Portfolio as of September 30, 2022.
Futures Contracts Purchased*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
|||||||
E-Mini S&P 500 Future | 13 | 12/16/22 | $ | 2,341 | $ | (232) | |||||
NASDAQ 100 E Mini Future | 24 | 12/16/22 | 5,297 | (552) | |||||||
$ | 7,638 | $ | (784) | ||||||||
Total Unrealized Appreciation | $ | — | |||||||||
Total Unrealized Depreciation | (784) | ||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (784) |
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 67.80% | ||||||||
Aerospace & Defense — 1.05% | ||||||||
9,863 | General Dynamics Corp. | $ | 2,093 | |||||
1,244 | HEICO Corp. | 179 | ||||||
2,091 | HEICO Corp., Class - A | 240 | ||||||
91,109 | Howmet Aerospace, Inc. | 2,817 | ||||||
4,927 | Huntington Ingalls Industries, Inc. | 1,092 | ||||||
9,317 | L3Harris Technologies, Inc. | 1,937 | ||||||
9,193 | Lockheed Martin Corp. | 3,550 | ||||||
7,450 | Northrop Grumman Corp. | 3,504 | ||||||
43,284 | Raytheon Technologies Corp. | 3,542 | ||||||
6,205 | Textron, Inc. | 362 | ||||||
16,168 | The Boeing Co.(a) | 1,958 | ||||||
6,148 | TransDigm Group, Inc. | 3,227 | ||||||
24,501 | ||||||||
Air Freight & Logistics — 0.42% | ||||||||
13,156 | C.H. Robinson Worldwide, Inc. | 1,267 | ||||||
12,474 | Expeditors International of Washington, Inc. | 1,102 | ||||||
7,199 | FedEx Corp. | 1,069 | ||||||
24,880 | United Parcel Service, Inc., Class - B | 4,018 | ||||||
51,450 | XPO Logistics, Inc.(a) | 2,291 | ||||||
9,747 | ||||||||
Airlines — 0.01% | ||||||||
4,579 | Delta Air Lines, Inc.(a) | 128 | ||||||
4,234 | Southwest Airlines Co.(a) | 131 | ||||||
259 | ||||||||
Auto Components — 0.04% | ||||||||
7,743 | Aptiv PLC(a) | 605 | ||||||
6,867 | BorgWarner, Inc. | 216 | ||||||
1,710 | Lear Corp. | 205 | ||||||
1,026 | ||||||||
Automobiles — 1.54% | ||||||||
115,041 | Ford Motor Co. | 1,288 | ||||||
119,265 | General Motors Co. | 3,828 | ||||||
14,742 | Lucid Group, Inc.^(a) | 206 | ||||||
8,761 | Rivian Automotive, Inc., Class - A(a) | 288 | ||||||
114,635 | Tesla, Inc.(a) | 30,407 | ||||||
36,017 | ||||||||
Banks — 1.40% | ||||||||
209,788 | Bank of America Corp. | 6,336 | ||||||
56,431 | Citigroup, Inc. | 2,351 | ||||||
14,893 | Citizens Financial Group, Inc. | 512 | ||||||
20,232 | Fifth Third Bancorp | 647 | ||||||
335 | First Citizens BancShares, Inc., Class - A | 267 | ||||||
5,393 | First Republic Bank | 704 | ||||||
41,258 | Huntington Bancshares, Inc. | 544 | ||||||
84,980 | JPMorgan Chase & Co. | 8,880 | ||||||
26,630 | KeyCorp | 427 | ||||||
5,132 | M&T Bank Corp. | 905 | ||||||
11,965 | PNC Financial Services Group, Inc. | 1,788 | ||||||
26,845 | Regions Financial Corp. | 539 | ||||||
1,799 | Signature Bank | 272 | ||||||
1,673 | SVB Financial Group(a) | 562 | ||||||
37,999 | Truist Financial Corp. | 1,654 | ||||||
41,431 | U.S. Bancorp | 1,670 | ||||||
5,186 | Webster Financial Corp. | 234 | ||||||
109,796 | Wells Fargo & Co. | 4,416 | ||||||
32,708 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Beverages — 1.07% | ||||||||
20,346 | Brown-Forman Corp., Class - B | $ | 1,354 | |||||
7,633 | Constellation Brands, Inc., Class - A | 1,753 | ||||||
49,885 | Keurig Dr Pepper, Inc. | 1,786 | ||||||
21,212 | Molson Coors Beverage Co., Class - B | 1,018 | ||||||
47,840 | Monster Beverage Corp.(a) | 4,160 | ||||||
44,869 | PepsiCo, Inc. | 7,326 | ||||||
134,488 | The Coca-Cola Co. | 7,535 | ||||||
24,932 | ||||||||
Biotechnology — 1.46% | ||||||||
58,611 | AbbVie, Inc. | 7,867 | ||||||
7,287 | Alnylam Pharmaceuticals, Inc.(a) | 1,458 | ||||||
19,780 | Amgen, Inc. | 4,458 | ||||||
7,640 | Biogen, Inc.(a) | 2,040 | ||||||
10,640 | BioMarin Pharmaceutical, Inc.(a) | 902 | ||||||
4,903 | Exact Sciences Corp.(a) | 159 | ||||||
53,919 | Gilead Sciences, Inc. | 3,326 | ||||||
18,693 | Incyte Corp.(a) | 1,246 | ||||||
16,324 | Moderna, Inc.(a) | 1,930 | ||||||
11,017 | Neurocrine Biosciences, Inc.(a) | 1,170 | ||||||
4,839 | Regeneron Pharmaceuticals, Inc.(a) | 3,334 | ||||||
9,105 | Seagen, Inc.(a) | 1,245 | ||||||
13,288 | Vertex Pharmaceuticals, Inc.(a) | 3,848 | ||||||
91,840 | Vitrolife AB | 1,302 | ||||||
34,285 | ||||||||
Building Products — 0.29% | ||||||||
16,303 | A.O. Smith Corp. | 792 | ||||||
3,640 | Allegion PLC | 326 | ||||||
41,952 | Carrier Global Corp. | 1,492 | ||||||
3,801 | Fortune Brands Home & Security, Inc. | 204 | ||||||
24,770 | Johnson Controls International PLC | 1,219 | ||||||
3,995 | Lennox International, Inc. | 890 | ||||||
12,158 | Masco Corp. | 568 | ||||||
2,831 | Owens Corning | 223 | ||||||
8,153 | Trane Technologies PLC | 1,180 | ||||||
6,894 | ||||||||
Capital Markets — 2.57% | ||||||||
3,174 | Ameriprise Financial, Inc. | 800 | ||||||
4,388 | BlackRock, Inc., Class - A | 2,415 | ||||||
20,560 | Blackstone, Inc., Class - A | 1,721 | ||||||
10,673 | CBOE Global Markets, Inc. | 1,252 | ||||||
27,469 | CME Group, Inc. | 4,866 | ||||||
3,437 | Coinbase Global, Inc., Class - A(a) | 222 | ||||||
9,928 | FactSet Research Systems, Inc. | 3,973 | ||||||
8,637 | Franklin Resources, Inc. | 186 | ||||||
57,106 | Intercontinental Exchange, Inc. | 5,160 | ||||||
9,906 | Invesco Ltd. | 136 | ||||||
24,642 | KKR & Co., Inc. | 1,060 | ||||||
16,057 | LPL Financial Holdings, Inc. | 3,508 | ||||||
3,676 | MarketAxess Holdings, Inc. | 818 | ||||||
16,156 | Moody's Corp. | 3,927 | ||||||
38,203 | Morgan Stanley | 3,018 | ||||||
5,310 | MSCI, Inc. | 2,240 | ||||||
13,128 | Nasdaq, Inc. | 744 | ||||||
5,645 | Northern Trust Corp. | 483 | ||||||
5,637 | Raymond James Financial, Inc. | 557 | ||||||
31,880 | S&P Global, Inc. | 9,734 | ||||||
3,419 | SEI Investments Co. | 168 | ||||||
10,466 | State Street Corp. | 636 | ||||||
6,552 | T. Rowe Price Group, Inc. | 688 | ||||||
21,870 | The Bank of New York Mellon Corp. | 842 | ||||||
5,679 | The Carlyle Group, Inc. | 147 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Capital Markets (continued) | ||||||||
91,800 | The Charles Schwab Corp. | $ | 6,597 | |||||
11,477 | The Goldman Sachs Group, Inc. | 3,363 | ||||||
14,472 | Tradeweb Markets, Inc., Class - A | 816 | ||||||
60,077 | ||||||||
Chemicals — 1.09% | ||||||||
7,332 | Air Products & Chemicals, Inc. | 1,706 | ||||||
3,348 | Albemarle Corp. | 885 | ||||||
3,093 | Celanese Corp., Series A | 279 | ||||||
5,932 | CF Industries Holdings, Inc. | 571 | ||||||
23,731 | Corteva, Inc. | 1,356 | ||||||
21,049 | Dow, Inc. | 925 | ||||||
14,675 | DuPont de Nemours, Inc. | 740 | ||||||
3,702 | Eastman Chemical Co. | 263 | ||||||
7,369 | Ecolab, Inc. | 1,064 | ||||||
3,601 | FMC Corp. | 381 | ||||||
35,538 | International Flavors & Fragrances, Inc. | 3,228 | ||||||
29,409 | Linde PLC | 7,930 | ||||||
7,508 | LyondellBasell Industries N.V., Class - A | 565 | ||||||
8,772 | PPG Industries, Inc. | 971 | ||||||
6,555 | RPM International, Inc. | 546 | ||||||
10,764 | The Mosaic Co. | 520 | ||||||
16,569 | The Sherwin-Williams Co. | 3,392 | ||||||
1,104 | Westlake Corp. | 96 | ||||||
25,418 | ||||||||
Commercial Services & Supplies — 0.63% | ||||||||
2,673 | Cintas Corp. | 1,038 | ||||||
26,000 | Copart, Inc.(a) | 2,766 | ||||||
12,053 | Republic Services, Inc. | 1,640 | ||||||
30,664 | Rollins, Inc. | 1,064 | ||||||
39,611 | Waste Connections, Inc. | 5,352 | ||||||
17,668 | Waste Management, Inc. | 2,830 | ||||||
14,690 | ||||||||
Communications Equipment — 0.37% | ||||||||
7,052 | Arista Networks, Inc.(a) | 796 | ||||||
125,745 | Cisco Systems, Inc. | 5,029 | ||||||
4,371 | F5, Inc.(a) | 633 | ||||||
31,508 | Juniper Networks, Inc. | 823 | ||||||
5,692 | Motorola Solutions, Inc. | 1,275 | ||||||
8,556 | ||||||||
Construction & Engineering — 0.19% | ||||||||
4,111 | Quanta Services, Inc. | 524 | ||||||
96,858 | WillScot Mobile Mini Holdings Corp.(a) | 3,906 | ||||||
4,430 | ||||||||
Construction Materials — 0.06% | ||||||||
1,786 | Martin Marietta Materials, Inc. | 575 | ||||||
5,734 | Vulcan Materials Co. | 905 | ||||||
1,480 | ||||||||
Consumer Finance — 0.21% | ||||||||
9,550 | Ally Financial, Inc. | 266 | ||||||
18,468 | American Express Co. | 2,491 | ||||||
11,366 | Capital One Financial Corp. | 1,048 | ||||||
8,149 | Discover Financial Services | 741 | ||||||
14,941 | Synchrony Financial | 421 | ||||||
4,967 | ||||||||
Containers & Packaging — 0.31% | ||||||||
43,274 | Amcor PLC | 464 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Containers & Packaging (continued) | ||||||||
27,946 | Amcor PLC | $ | 300 | |||||
2,373 | Avery Dennison Corp. | 386 | ||||||
22,615 | Ball Corp. | 1,093 | ||||||
34,481 | Crown Holdings, Inc. | 2,794 | ||||||
13,146 | International Paper Co. | 417 | ||||||
7,604 | Packaging Corporation of America | 854 | ||||||
13,709 | Sealed Air Corp. | 610 | ||||||
7,426 | WestRock Co. | 229 | ||||||
7,147 | ||||||||
Distributors — 0.22% | ||||||||
4,170 | Genuine Parts Co. | 623 | ||||||
7,754 | LKQ Corp. | 366 | ||||||
12,787 | Pool Corp. | 4,068 | ||||||
5,057 | ||||||||
Diversified Financial Services — 0.59% | ||||||||
62,059 | Apollo Global Management, Inc. | 2,886 | ||||||
39,441 | Berkshire Hathaway, Inc., Class - B(a) | 10,531 | ||||||
11,230 | Equitable Holdings, Inc. | 296 | ||||||
13,713 | ||||||||
Diversified Telecommunication Services — 0.46% | ||||||||
262,380 | AT&T, Inc. | 4,025 | ||||||
37,830 | Liberty Global PLC, Class - C(a) | 624 | ||||||
64,935 | Lumen Technologies, Inc. | 473 | ||||||
147,163 | Verizon Communications, Inc. | 5,588 | ||||||
10,710 | ||||||||
Electric Utilities — 1.24% | ||||||||
23,600 | Alliant Energy Corp. | 1,250 | ||||||
25,485 | American Electric Power Company, Inc. | 2,203 | ||||||
9,896 | Constellation Energy Corp. | 823 | ||||||
31,354 | Duke Energy Corp. | 2,917 | ||||||
21,204 | Edison International | 1,200 | ||||||
11,063 | Entergy Corp. | 1,113 | ||||||
15,967 | Evergy, Inc. | 949 | ||||||
20,081 | Eversource Energy | 1,566 | ||||||
32,884 | Exelon Corp. | 1,232 | ||||||
33,200 | FirstEnergy Corp. | 1,228 | ||||||
63,931 | NextEra Energy, Inc. | 5,012 | ||||||
14,148 | NRG Energy, Inc. | 541 | ||||||
42,615 | PG&E Corp.(a) | 533 | ||||||
40,857 | PPL Corp. | 1,036 | ||||||
41,578 | The Southern Co. | 2,827 | ||||||
71,840 | Xcel Energy, Inc. | 4,598 | ||||||
29,028 | ||||||||
Electrical Equipment — 0.22% | ||||||||
6,617 | AMETEK, Inc. | 750 | ||||||
11,409 | Eaton Corp. PLC | 1,522 | ||||||
16,992 | Emerson Electric Co. | 1,244 | ||||||
1,939 | Generac Holdings, Inc.(a) | 345 | ||||||
14,740 | Plug Power, Inc.(a) | 310 | ||||||
3,322 | Rockwell Automation, Inc. | 715 | ||||||
4,532 | Sensata Technologies Holding PLC | 169 | ||||||
5,055 | ||||||||
Electronic Equipment, Instruments & Components — 0.30% | ||||||||
17,122 | Amphenol Corp., Class - A | 1,147 | ||||||
1,932 | Arrow Electronics, Inc.(a) | 178 | ||||||
3,859 | CDW Corp. | 602 | ||||||
5,039 | Cognex Corp. | 209 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Electronic Equipment, Instruments & Components (continued) | ||||||||
22,910 | Corning, Inc. | $ | 665 | |||||
50,636 | Halma PLC | 1,139 | ||||||
5,390 | Keysight Technologies, Inc.(a) | 848 | ||||||
9,306 | TE Connectivity Ltd. | 1,027 | ||||||
1,361 | Teledyne Technologies, Inc.(a) | 459 | ||||||
7,175 | Trimble, Inc.(a) | 389 | ||||||
1,523 | Zebra Technologies Corp.(a) | 399 | ||||||
7,062 | ||||||||
Energy Equipment & Services — 0.14% | ||||||||
29,254 | Baker Hughes, Inc. | 613 | ||||||
25,741 | Halliburton Co. | 634 | ||||||
56,844 | Schlumberger N.V. | 2,041 | ||||||
3,288 | ||||||||
Entertainment — 0.85% | ||||||||
22,306 | Activision Blizzard, Inc. | 1,658 | ||||||
14,688 | AMC Entertainment Holdings, Inc.^(a) | 102 | ||||||
16,194 | Electronic Arts, Inc. | 1,873 | ||||||
5,515 | Liberty Media Corp. - Liberty Formula One, Class - C(a) | 323 | ||||||
4,847 | Live Nation Entertainment, Inc.(a) | 369 | ||||||
31,021 | Netflix, Inc.(a) | 7,304 | ||||||
17,805 | ROBLOX Corp., Class - A(a) | 638 | ||||||
3,437 | Roku, Inc.(a) | 194 | ||||||
3,212 | Spotify Technology SA(a) | 277 | ||||||
12,347 | Take-Two Interactive Software, Inc.(a) | 1,346 | ||||||
52,771 | The Walt Disney Co.(a) | 4,979 | ||||||
67,779 | Warner Bros Discovery, Inc.(a) | 779 | ||||||
19,842 | ||||||||
Equity Real Estate Investment Trusts — 4.85% | ||||||||
23,661 | Agree Realty Corp. | 1,599 | ||||||
10,346 | Alexandria Real Estate Equities, Inc. | 1,451 | ||||||
183,495 | American Homes 4 Rent, Class - A | 6,020 | ||||||
42,945 | American Tower Corp. | 9,221 | ||||||
25,093 | Americold Realty Trust, Inc. | 617 | ||||||
40,719 | AvalonBay Communities, Inc. | 7,501 | ||||||
13,496 | Boston Properties, Inc. | 1,011 | ||||||
79,764 | Brixmor Property Group, Inc. | 1,473 | ||||||
6,256 | Camden Property Trust | 747 | ||||||
42,090 | CareTrust REIT, Inc. | 762 | ||||||
40,857 | Corporate Office Properties Trust | 949 | ||||||
16,445 | Crown Castle, Inc. | 2,377 | ||||||
32,457 | CubeSmart | 1,300 | ||||||
14,725 | Digital Realty Trust, Inc. | 1,460 | ||||||
34,080 | Douglas Emmett, Inc. | 611 | ||||||
13,434 | Duke Realty Corp. | 647 | ||||||
11,471 | Equinix, Inc. | 6,524 | ||||||
11,253 | Equity Lifestyle Properties, Inc. | 707 | ||||||
89,629 | Equity Residential | 6,026 | ||||||
3,049 | Essex Property Trust, Inc. | 739 | ||||||
8,357 | Extra Space Storage, Inc. | 1,443 | ||||||
13,686 | First Industrial Realty Trust, Inc. | 613 | ||||||
7,356 | Gaming and Leisure Properties, Inc. | 325 | ||||||
38,264 | Healthcare Realty Trust, Inc. | 798 | ||||||
60,101 | Healthpeak Properties, Inc. | 1,378 | ||||||
99,353 | Host Hotels & Resorts, Inc. | 1,577 | ||||||
42,173 | Independence Realty Trust, Inc. | 706 | ||||||
111,237 | Invitation Homes, Inc. | 3,757 | ||||||
39,035 | Iron Mountain, Inc. | 1,716 | ||||||
109,294 | Kimco Realty Corp. | 2,012 | ||||||
20,210 | Life Storage, Inc. | 2,238 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Equity Real Estate Investment Trusts (continued) | ||||||||
31,041 | LTC Properties, Inc. | $ | 1,162 | |||||
17,050 | Medical Properties Trust, Inc. | 202 | ||||||
5,901 | Mid-America Apartment Communities, Inc. | 915 | ||||||
49,548 | Phillips Edison & Co., Inc. | 1,390 | ||||||
51,314 | Plymouth Industrial REIT, Inc. | 863 | ||||||
77,167 | Prologis, Inc. | 7,841 | ||||||
17,901 | Public Storage | 5,243 | ||||||
18,996 | Realty Income Corp. | 1,105 | ||||||
4,360 | Regency Centers Corp. | 235 | ||||||
37,952 | Rexford Industrial Realty, Inc. | 1,974 | ||||||
12,068 | Ryman Hospitality Properties, Inc. | 888 | ||||||
9,679 | SBA Communications Corp. | 2,755 | ||||||
9,406 | Simon Property Group, Inc. | 844 | ||||||
51,831 | Sun Communities, Inc. | 7,014 | ||||||
36,186 | Tanger Factory Outlet Centers, Inc. | 495 | ||||||
16,801 | UDR, Inc. | 701 | ||||||
11,443 | Ventas, Inc. | 460 | ||||||
22,600 | Veris Residential, Inc.(a) | 257 | ||||||
112,603 | VICI Properties, Inc. | 3,361 | ||||||
4,661 | Vornado Realty Trust | 108 | ||||||
64,199 | Welltower, Inc. | 4,130 | ||||||
21,458 | Weyerhaeuser Co. | 613 | ||||||
38,788 | WP Carey, Inc. | 2,707 | ||||||
113,568 | ||||||||
Food & Staples Retailing — 0.86% | ||||||||
19,227 | Costco Wholesale Corp. | 9,080 | ||||||
14,515 | Sysco Corp. | 1,026 | ||||||
45,502 | The Kroger Co. | 1,991 | ||||||
41,212 | Walgreens Boots Alliance, Inc. | 1,294 | ||||||
52,660 | Walmart, Inc. | 6,830 | ||||||
20,221 | ||||||||
Food Products — 1.06% | ||||||||
23,108 | Archer-Daniels-Midland Co. | 1,859 | ||||||
10,055 | Bunge Ltd. | 830 | ||||||
30,128 | Campbell Soup Co. | 1,420 | ||||||
47,862 | Conagra Brands, Inc. | 1,562 | ||||||
33,214 | General Mills, Inc. | 2,544 | ||||||
32,131 | Hormel Foods Corp. | 1,460 | ||||||
23,109 | Kellogg Co. | 1,610 | ||||||
37,366 | Lamb Weston Holdings, Inc. | 2,891 | ||||||
19,028 | McCormick & Company, Inc. | 1,356 | ||||||
54,205 | Mondelez International, Inc., Class - A | 2,972 | ||||||
8,722 | The Hershey Co. | 1,923 | ||||||
11,939 | The J.M. Smucker Co. | 1,640 | ||||||
44,792 | The Kraft Heinz Co. | 1,494 | ||||||
20,682 | Tyson Foods, Inc., Class - A | 1,364 | ||||||
24,925 | ||||||||
Gas Utilities — 0.08% | ||||||||
13,120 | Atmos Energy Corp. | 1,337 | ||||||
13,601 | UGI Corp. | 439 | ||||||
1,776 | ||||||||
Health Care Equipment & Supplies — 2.43% | ||||||||
65,546 | Abbott Laboratories | 6,342 | ||||||
2,779 | Abiomed, Inc.(a) | 683 | ||||||
13,136 | Align Technology, Inc.(a) | 2,720 | ||||||
31,935 | Baxter International, Inc. | 1,720 | ||||||
12,683 | Becton Dickinson & Co. | 2,826 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Health Care Equipment & Supplies (continued) | ||||||||
44,916 | Boston Scientific Corp.(a) | $ | 1,739 | |||||
47,619 | Danaher Corp. | 12,298 | ||||||
22,096 | DENTSPLY SIRONA, Inc. | 627 | ||||||
19,766 | Dexcom, Inc.(a) | 1,592 | ||||||
18,899 | Edwards Lifesciences Corp.(a) | 1,562 | ||||||
15,179 | Hologic, Inc.(a) | 980 | ||||||
12,391 | IDEXX Laboratories, Inc.(a) | 4,037 | ||||||
13,965 | Insulet Corp.(a) | 3,204 | ||||||
13,589 | Intuitive Surgical, Inc.(a) | 2,548 | ||||||
6,719 | Masimo Corp.(a) | 948 | ||||||
43,958 | Medtronic PLC | 3,550 | ||||||
2,660 | Novocure Ltd.(a) | 202 | ||||||
5,163 | ResMed, Inc. | 1,127 | ||||||
16,805 | STERIS PLC | 2,794 | ||||||
9,943 | Stryker Corp. | 2,014 | ||||||
2,708 | Teleflex, Inc. | 546 | ||||||
2,690 | The Cooper Companies, Inc. | 710 | ||||||
4,353 | West Pharmaceutical Services, Inc. | 1,071 | ||||||
9,296 | Zimmer Biomet Holdings, Inc. | 972 | ||||||
56,812 | ||||||||
Health Care Providers & Services — 1.98% | ||||||||
9,924 | AmerisourceBergen Corp. | 1,343 | ||||||
17,820 | Cardinal Health, Inc. | 1,188 | ||||||
20,518 | Centene Corp.(a) | 1,597 | ||||||
9,292 | Cigna Corp. | 2,578 | ||||||
46,421 | CVS Health Corp. | 4,426 | ||||||
11,934 | DaVita, Inc.(a) | 988 | ||||||
13,276 | Elevance Health, Inc. | 6,031 | ||||||
6,950 | HCA Healthcare, Inc. | 1,277 | ||||||
13,728 | Henry Schein, Inc.(a) | 903 | ||||||
4,401 | Humana, Inc. | 2,136 | ||||||
3,415 | Laboratory Corporation of America Holdings | 700 | ||||||
5,903 | McKesson Corp. | 2,007 | ||||||
2,858 | Molina Heathcare, Inc.(a) | 942 | ||||||
10,773 | Quest Diagnostics, Inc. | 1,322 | ||||||
37,065 | UnitedHealth Group, Inc. | 18,718 | ||||||
1,945 | Universal Health Services, Inc., Class - B | 172 | ||||||
46,328 | ||||||||
Health Care Technology — 0.29% | ||||||||
72,251 | Definitive Healthcare Corp.(a) | 1,123 | ||||||
37,195 | Doximity, Inc., Class - A(a) | 1,124 | ||||||
23,790 | Teladoc Health, Inc.(a) | 603 | ||||||
23,641 | Veeva Systems, Inc., Class - A(a) | 3,898 | ||||||
6,748 | ||||||||
Hotels, Restaurants & Leisure — 1.30% | ||||||||
18,793 | Airbnb, Inc., Class - A(a) | 1,974 | ||||||
6,574 | Aramark | 205 | ||||||
1,171 | Booking Holdings, Inc.(a) | 1,924 | ||||||
6,086 | Caesars Entertainment, Inc.(a) | 196 | ||||||
28,078 | Carnival Corp.(a) | 197 | ||||||
1,752 | Chipotle Mexican Grill, Inc.(a) | 2,633 | ||||||
17,032 | Choice Hotels International, Inc. | 1,865 | ||||||
3,647 | Darden Restaurants, Inc. | 461 | ||||||
3,835 | Domino's Pizza, Inc. | 1,190 | ||||||
4,306 | Expedia Group, Inc.(a) | 403 | ||||||
8,757 | Hilton Worldwide Holdings, Inc. | 1,056 | ||||||
8,077 | Hyatt Hotels Corp., Class - A(a) | 654 | ||||||
44,764 | Intercontinental Hotels Group PLC | 2,155 | ||||||
9,841 | Las Vegas Sands Corp.(a) | 369 | ||||||
11,558 | Marriott International, Inc., Class - A | 1,620 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||
23,991 | McDonald's Corp. | $ | 5,537 | |||||
10,103 | MGM Resorts International | 300 | ||||||
39,765 | Planet Fitness, Inc., Class - A(a) | 2,293 | ||||||
6,561 | Royal Caribbean Cruises Ltd.(a) | 249 | ||||||
33,502 | Starbucks Corp. | 2,823 | ||||||
2,867 | Vail Resorts, Inc. | 619 | ||||||
3,194 | Wynn Resorts Ltd.(a) | 201 | ||||||
13,742 | YUM! Brands, Inc. | 1,461 | ||||||
30,385 | ||||||||
Household Durables — 0.41% | ||||||||
72,351 | D.R. Horton, Inc. | 4,872 | ||||||
8,140 | Garmin Ltd. | 654 | ||||||
7,480 | Lennar Corp., Class - A | 558 | ||||||
1,491 | Mohawk Industries, Inc.(a) | 136 | ||||||
11,593 | Newell Brands, Inc. | 161 | ||||||
92 | NVR, Inc.(a) | 367 | ||||||
7,110 | PulteGroup, Inc. | 267 | ||||||
157,785 | TRI Pointe Homes, Inc.(a) | 2,384 | ||||||
1,677 | Whirlpool Corp. | 226 | ||||||
9,625 | ||||||||
Household Products — 0.79% | ||||||||
38,453 | Church & Dwight Co., Inc. | 2,747 | ||||||
36,687 | Colgate-Palmolive Co. | 2,577 | ||||||
18,315 | Kimberly-Clark Corp. | 2,061 | ||||||
11,693 | The Clorox Co. | 1,502 | ||||||
76,732 | The Procter & Gamble Co. | 9,687 | ||||||
18,574 | ||||||||
Independent Power and Renewable Electricity Producers — 0.04% | ||||||||
19,072 | The AES Corp. | 432 | ||||||
29,456 | Vistra Corp. | 618 | ||||||
1,050 | ||||||||
Industrial Conglomerates — 0.50% | ||||||||
22,228 | 3M Co. | 2,456 | ||||||
1,495 | Carlisle Cos., Inc. | 419 | ||||||
31,846 | General Electric Co. | 1,972 | ||||||
20,250 | Honeywell International, Inc. | 3,381 | ||||||
9,645 | Roper Technologies, Inc. | 3,469 | ||||||
11,697 | ||||||||
Insurance — 1.49% | ||||||||
17,674 | Aflac, Inc. | 993 | ||||||
386 | Alleghany Corp.(a) | 324 | ||||||
2,063 | American Financial Group, Inc. | 254 | ||||||
23,302 | American International Group, Inc. | 1,106 | ||||||
8,574 | Aon PLC, Class - A | 2,297 | ||||||
10,830 | Arch Capital Group Ltd.(a) | 493 | ||||||
22,475 | Arthur J. Gallagher & Co. | 3,847 | ||||||
4,620 | Assurant, Inc. | 671 | ||||||
10,777 | Brown & Brown, Inc. | 651 | ||||||
13,934 | Chubb Ltd. | 2,535 | ||||||
4,366 | Cincinnati Financial Corp. | 391 | ||||||
5,169 | Erie Indemnity Co., Class - A | 1,149 | ||||||
2,033 | Everest Re Group Ltd. | 533 | ||||||
10,679 | Fidelity National Financial, Inc. | 387 | ||||||
2,663 | Globe Life, Inc. | 266 | ||||||
4,722 | Lincoln National Corp. | 207 | ||||||
5,998 | Loews Corp. | 299 | ||||||
2,036 | Markel Corp.(a) | 2,208 | ||||||
36,355 | Marsh & McLennan Companies, Inc. | 5,429 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Insurance (continued) | ||||||||
20,065 | MetLife, Inc. | $ | 1,220 | |||||
7,491 | Principal Financial Group, Inc. | 540 | ||||||
10,764 | Prudential Financial, Inc. | 923 | ||||||
12,118 | The Allstate Corp. | 1,510 | ||||||
9,486 | The Hartford Financial Services Group, Inc. | 588 | ||||||
25,000 | The Progressive Corp. | 2,905 | ||||||
9,408 | The Travelers Companies, Inc. | 1,441 | ||||||
8,537 | W.R. Berkley Corp. | 551 | ||||||
5,858 | Willis Towers Watson PLC | 1,177 | ||||||
34,895 | ||||||||
Interactive Media & Services — 2.78% | ||||||||
252,253 | Alphabet, Inc., Class - A(a) | 24,128 | ||||||
186,055 | Alphabet, Inc., Class - C(a) | 17,889 | ||||||
535,387 | Auto Trader Group PLC | 3,036 | ||||||
52,255 | IAC, Inc.(a) | 2,894 | ||||||
8,173 | Match Group, Inc.(a) | 390 | ||||||
88,366 | Meta Platforms, Inc., Class - A(a) | 11,989 | ||||||
16,406 | Pinterest, Inc., Class - A(a) | 382 | ||||||
56,632 | Scout24 AG | 2,837 | ||||||
31,217 | Snap, Inc., Class - A(a) | 307 | ||||||
19,083 | Twitter, Inc.(a) | 837 | ||||||
7,532 | ZoomInfo Technologies, Inc.(a) | 314 | ||||||
65,003 | ||||||||
Internet & Direct Marketing Retail — 2.01% | ||||||||
33,025 | Alibaba Group Holding Ltd., ADR(a) | 2,642 | ||||||
330,977 | Amazon.com, Inc.(a) | 37,400 | ||||||
3,460 | Chewy, Inc., Class - A(a) | 106 | ||||||
5,455 | DoorDash, Inc., Class - A(a) | 270 | ||||||
33,489 | eBay, Inc. | 1,233 | ||||||
30,060 | Etsy, Inc.(a) | 3,010 | ||||||
2,812 | MercadoLibre, Inc.(a) | 2,328 | ||||||
2,103 | Wayfair, Inc., Class - A(a) | 68 | ||||||
47,057 | ||||||||
IT Services — 4.04% | ||||||||
18,323 | Accenture PLC, Class - A | 4,715 | ||||||
61,527 | Adyen N.V., ADR(a) | 770 | ||||||
1,322 | Adyen N.V.(a) | 1,648 | ||||||
5,479 | Affirm Holdings, Inc.(a) | 103 | ||||||
15,292 | Akamai Technologies, Inc.(a) | 1,228 | ||||||
12,141 | Automatic Data Processing, Inc. | 2,746 | ||||||
81,203 | Bigcommerce Holdings, Inc.(a) | 1,202 | ||||||
4,483 | Black Knight, Inc.(a) | 290 | ||||||
33,786 | Block, Inc.(a) | 1,858 | ||||||
7,042 | Broadridge Financial Solutions, Inc. | 1,016 | ||||||
14,988 | Cognizant Technology Solutions Corp. | 861 | ||||||
1,744 | EPAM Systems, Inc.(a) | 632 | ||||||
75,975 | Fidelity National Information Services, Inc. | 5,742 | ||||||
45,969 | Fiserv, Inc.(a) | 4,301 | ||||||
2,204 | FleetCor Technologies, Inc.(a) | 388 | ||||||
2,356 | Gartner, Inc.(a) | 652 | ||||||
91,261 | Global Payments, Inc. | 9,860 | ||||||
42,762 | GoDaddy, Inc., Class - A(a) | 3,031 | ||||||
31,197 | International Business Machines Corp. | 3,707 | ||||||
6,703 | Jack Henry & Associates, Inc. | 1,222 | ||||||
145,646 | Marqeta, Inc., Class - A(a) | 1,037 | ||||||
50,786 | MasterCard, Inc., Class - A | 14,441 | ||||||
2,061 | MongoDB, Inc.(a) | 409 | ||||||
4,803 | Okta, Inc.(a) | 273 | ||||||
9,320 | Paychex, Inc. | 1,046 | ||||||
62,258 | PayPal Holdings, Inc.(a) | 5,359 | ||||||
78,103 | Shopify, Inc., Class - A(a) | 2,104 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
IT Services (continued) | ||||||||
10,638 | Snowflake, Inc., Class - A(a) | $ | 1,808 | |||||
57,792 | The Western Union Co. | 780 | ||||||
4,947 | Twilio, Inc., Class - A(a) | 342 | ||||||
21,607 | VeriSign, Inc.(a) | 3,753 | ||||||
98,427 | Visa, Inc., Class - A | 17,485 | ||||||
94,809 | ||||||||
Leisure Products — 0.03% | ||||||||
5,010 | Hasbro, Inc. | 337 | ||||||
55,697 | Peloton Interactive, Inc., Class - A(a) | 387 | ||||||
724 | ||||||||
Life Sciences Tools & Services — 1.96% | ||||||||
54,198 | Agilent Technologies, Inc. | 6,587 | ||||||
17,554 | Avantor, Inc.(a) | 344 | ||||||
1,788 | Bio-Rad Laboratories, Inc., Class - A(a) | 746 | ||||||
2,335 | Bio-Techne Corp. | 663 | ||||||
1,443 | Charles River Laboratories International, Inc.(a) | 284 | ||||||
64,288 | Eurofins Scientific SE | 3,816 | ||||||
4,497 | Illumina, Inc.(a) | 858 | ||||||
18,113 | IQVIA Holdings, Inc.(a) | 3,281 | ||||||
14,663 | Medpace Holdings, Inc.(a) | 2,305 | ||||||
4,543 | Mettler-Toledo International, Inc.(a) | 4,926 | ||||||
27,573 | PerkinElmer, Inc. | 3,318 | ||||||
10,667 | Repligen Corp.(a) | 1,996 | ||||||
9,182 | Sartorius Stedim Biotech | 2,816 | ||||||
25,976 | Thermo Fisher Scientific, Inc. | 13,174 | ||||||
3,221 | Waters Corp.(a) | 868 | ||||||
45,982 | ||||||||
Machinery — 0.89% | ||||||||
17,165 | Caterpillar, Inc. | 2,817 | ||||||
6,046 | Cummins, Inc. | 1,231 | ||||||
8,420 | Deere & Co. | 2,811 | ||||||
4,121 | Dover Corp. | 480 | ||||||
9,733 | Fortive Corp. | 567 | ||||||
22,146 | IDEX Corp. | 4,425 | ||||||
10,123 | Illinois Tool Works, Inc. | 1,828 | ||||||
11,600 | Ingersoll Rand, Inc. | 502 | ||||||
1,492 | Nordson Corp. | 317 | ||||||
24,605 | Otis Worldwide Corp. | 1,570 | ||||||
17,126 | PACCAR, Inc. | 1,434 | ||||||
3,736 | Parker Hannifin Corp. | 905 | ||||||
4,748 | Pentair PLC | 193 | ||||||
2,398 | Snap-on, Inc. | 483 | ||||||
4,663 | Stanley Black & Decker, Inc. | 351 | ||||||
5,028 | Westinghouse Air Brake Technologies Corp. | 409 | ||||||
5,156 | Xylem, Inc. | 450 | ||||||
20,773 | ||||||||
Media — 0.48% | ||||||||
460 | Cable One, Inc. | 392 | ||||||
5,399 | Charter Communications, Inc., Class - A(a) | 1,638 | ||||||
143,932 | Comcast Corp., Class - A | 4,220 | ||||||
7,016 | Dish Network Corp.(a) | 97 | ||||||
24,283 | Fox Corp., Class - A | 745 | ||||||
18,977 | Fox Corp., Class - B | 541 | ||||||
10,128 | Liberty Broadband Corp., Class - C(a) | 747 | ||||||
32,349 | Liberty Global PLC, Class - A(a) | 505 | ||||||
2,116 | Liberty Media Corp. - Liberty SiriusXM, Class - A(a) | 81 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Media (continued) | ||||||||
4,816 | Liberty Media Corp. - Liberty SiriusXM, Class - C(a) | $ | 182 | |||||
11,156 | News Corp., Class - A | 169 | ||||||
11,090 | Omnicom Group, Inc. | 699 | ||||||
17,275 | Paramount Global, Class - B | 329 | ||||||
99,508 | Sirius XM Holdings, Inc.^ | 569 | ||||||
11,263 | The Interpublic Group of Companies, Inc. | 288 | ||||||
11,202 | ||||||||
Metals & Mining — 0.20% | ||||||||
5,269 | Alcoa Corp. | 177 | ||||||
15,002 | Cleveland-Cliffs, Inc.(a) | 202 | ||||||
41,559 | Freeport-McMoRan, Inc. | 1,137 | ||||||
49,025 | Newmont Corp. | 2,060 | ||||||
7,694 | Nucor Corp. | 823 | ||||||
5,464 | Steel Dynamics, Inc. | 388 | ||||||
4,787 | ||||||||
Mortgage Real Estate Investment Trusts — 0.02% | ||||||||
23,903 | Annaly Capital Management, Inc. | 410 | ||||||
Multiline Retail — 0.31% | ||||||||
11,055 | Dollar General Corp. | 2,652 | ||||||
11,437 | Dollar Tree, Inc.(a) | 1,557 | ||||||
20,136 | Target Corp. | 2,987 | ||||||
7,196 | ||||||||
Multi-Utilities — 0.87% | ||||||||
17,036 | Ameren Corp. | 1,372 | ||||||
18,046 | CenterPoint Energy, Inc. | 509 | ||||||
71,776 | CMS Energy Corp. | 4,182 | ||||||
22,058 | Consolidated Edison, Inc. | 1,891 | ||||||
34,497 | Dominion Energy, Inc. | 2,384 | ||||||
9,683 | DTE Energy Co. | 1,114 | ||||||
37,640 | NiSource, Inc. | 948 | ||||||
28,074 | Public Service Enterprise Group, Inc. | 1,578 | ||||||
12,555 | Sempra Energy | 1,882 | ||||||
50,443 | WEC Energy Group, Inc. | 4,511 | ||||||
20,371 | ||||||||
Oil, Gas & Consumable Fuels — 1.97% | ||||||||
9,923 | APA Corp. | 339 | ||||||
31,035 | Cheniere Energy, Inc. | 5,149 | ||||||
53,987 | Chevron Corp. | 7,757 | ||||||
37,403 | ConocoPhillips | 3,829 | ||||||
57,529 | Coterra Energy, Inc. | 1,502 | ||||||
18,039 | Devon Energy Corp. | 1,085 | ||||||
4,824 | Diamondback Energy, Inc. | 581 | ||||||
17,009 | EOG Resources, Inc. | 1,900 | ||||||
26,979 | EQT Corp. | 1,099 | ||||||
125,207 | Exxon Mobil Corp. | 10,933 | ||||||
8,242 | Hess Corp. | 898 | ||||||
72,008 | Kinder Morgan, Inc. | 1,198 | ||||||
20,524 | Marathon Oil Corp. | 463 | ||||||
15,999 | Marathon Petroleum Corp. | 1,589 | ||||||
26,723 | Occidental Petroleum Corp. | 1,642 | ||||||
12,755 | ONEOK, Inc. | 654 | ||||||
13,731 | Phillips 66 | 1,108 | ||||||
6,596 | Pioneer Natural Resources Co. | 1,428 | ||||||
6,233 | Targa Resources Corp. | 376 | ||||||
189 | Texas Pacific Land Corp. | 336 | ||||||
39,001 | The Williams Cos., Inc. | 1,117 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
11,701 | Valero Energy Corp. | $ | 1,250 | |||||
46,233 | ||||||||
Personal Products — 0.11% | ||||||||
12,071 | The Estee Lauder Companies, Inc. | 2,606 | ||||||
Pharmaceuticals — 2.27% | ||||||||
77,690 | Bristol-Myers Squibb Co. | 5,523 | ||||||
4,875 | Catalent, Inc.(a) | 353 | ||||||
19,734 | Elanco Animal Health, Inc.(a) | 245 | ||||||
33,262 | Eli Lilly & Co. | 10,756 | ||||||
15,208 | Horizon Therapeutics PLC(a) | 941 | ||||||
223 | Jazz Pharmaceuticals PLC(a) | 30 | ||||||
5,907 | Jazz Pharmaceuticals PLC(a) | 787 | ||||||
82,922 | Johnson & Johnson | 13,545 | ||||||
85,637 | Merck & Co., Inc. | 7,375 | ||||||
8,772 | Novo Nordisk A/S, ADR | 874 | ||||||
184,798 | Pfizer, Inc. | 8,087 | ||||||
34,238 | Royalty Pharma PLC, Class - A | 1,375 | ||||||
105,469 | Viatris, Inc. | 899 | ||||||
15,681 | Zoetis, Inc. | 2,326 | ||||||
53,116 | ||||||||
Professional Services — 0.60% | ||||||||
14,647 | Booz Allen Hamilton Holding Corp. | 1,352 | ||||||
25,074 | Clarivate PLC(a) | 236 | ||||||
73,186 | CoStar Group, Inc.(a) | 5,098 | ||||||
4,946 | Equifax, Inc. | 848 | ||||||
6,399 | Jacobs Solutions, Inc. | 695 | ||||||
10,351 | Leidos Holdings, Inc. | 905 | ||||||
4,857 | Robert Half International, Inc. | 371 | ||||||
42,448 | TransUnion | 2,525 | ||||||
12,050 | Verisk Analytics, Inc., Class - A | 2,055 | ||||||
14,085 | ||||||||
Real Estate Management & Development — 0.08% | ||||||||
9,610 | CBRE Group, Inc., Class - A(a) | 649 | ||||||
3,609 | Colliers International Group, Inc. | 331 | ||||||
100,718 | Tricon Residential, Inc. | 871 | ||||||
4,773 | Zillow Group, Inc., Class - C(a) | 137 | ||||||
1,988 | ||||||||
Road & Rail — 0.80% | ||||||||
1,200 | AMERCO | 611 | ||||||
24,103 | Canadian Pacific Railway Ltd. | 1,609 | ||||||
62,706 | CSX Corp. | 1,670 | ||||||
4,978 | JB Hunt Transport Services, Inc. | 778 | ||||||
19,665 | Knight-Swift Transportation Holdings, Inc. | 962 | ||||||
8,816 | Lyft, Inc., Class - A(a) | 116 | ||||||
6,855 | Norfolk Southern Corp. | 1,437 | ||||||
3,337 | Old Dominion Freight Line, Inc. | 830 | ||||||
188,238 | Uber Technologies, Inc.(a) | 4,989 | ||||||
28,909 | Union Pacific Corp. | 5,633 | ||||||
18,635 | ||||||||
Semiconductors & Semiconductor Equipment — 2.07% | ||||||||
46,751 | Advanced Micro Devices, Inc.(a) | 2,962 | ||||||
14,967 | Analog Devices, Inc. | 2,086 | ||||||
25,268 | Applied Materials, Inc. | 2,070 | ||||||
13,511 | Broadcom, Inc. | 6,000 | ||||||
4,012 | Enphase Energy, Inc.(a) | 1,113 | ||||||
4,251 | Entegris, Inc. | 353 | ||||||
118,274 | Intel Corp. | 3,048 | ||||||
4,310 | KLA Corp. | 1,304 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Semiconductors & Semiconductor Equipment (continued) | ||||||||
3,990 | Lam Research Corp. | $ | 1,460 | |||||
25,208 | Marvell Technology, Inc. | 1,082 | ||||||
15,911 | Microchip Technology, Inc. | 971 | ||||||
32,455 | Micron Technology, Inc. | 1,626 | ||||||
1,269 | Monolithic Power Systems, Inc. | 461 | ||||||
88,701 | NVIDIA Corp. | 10,768 | ||||||
7,507 | NXP Semiconductors N.V. | 1,107 | ||||||
12,455 | ON Semiconductor Corp.(a) | 776 | ||||||
3,073 | Qorvo, Inc.(a) | 244 | ||||||
32,228 | QUALCOMM, Inc. | 3,641 | ||||||
4,709 | Skyworks Solutions, Inc. | 402 | ||||||
1,600 | SolarEdge Technologies, Inc.(a) | 370 | ||||||
29,764 | Taiwan Semiconductor Manufacturing Co. Ltd., ADR | 2,041 | ||||||
4,604 | Teradyne, Inc. | 346 | ||||||
26,582 | Texas Instruments, Inc. | 4,114 | ||||||
48,345 | ||||||||
Software — 7.85% | ||||||||
25,901 | Adobe, Inc.(a) | 7,127 | ||||||
15,958 | ANSYS, Inc.(a) | 3,538 | ||||||
28,465 | Appfolio, Inc., Class - A(a) | 2,981 | ||||||
3,422 | AppLovin Corp., Class - A(a) | 67 | ||||||
5,373 | Atlassian Corp. PLC, Class - A(a) | 1,132 | ||||||
6,421 | Autodesk, Inc.(a) | 1,199 | ||||||
2,470 | Avalara, Inc.(a) | 227 | ||||||
19,630 | Bentley Systems, Inc., Class - B | 601 | ||||||
2,673 | Bill.com Holdings, Inc.(a) | 354 | ||||||
25,997 | Blackline, Inc.(a) | 1,557 | ||||||
16,031 | Cadence Design Systems, Inc.(a) | 2,620 | ||||||
45,457 | Ceridian HCM Holding, Inc.(a) | 2,540 | ||||||
3,543 | Citrix Systems, Inc. | 368 | ||||||
7,161 | Cloudflare, Inc., Class - A(a) | 396 | ||||||
39,606 | Coupa Software, Inc.(a) | 2,329 | ||||||
29,443 | Crowdstrike Holdings, Inc., Class - A(a) | 4,853 | ||||||
55,839 | Dassault Systemes SE | 1,928 | ||||||
6,923 | Datadog, Inc., Class - A(a) | 615 | ||||||
5,685 | DocuSign, Inc.(a) | 304 | ||||||
19,226 | Dropbox, Inc., Class - A(a) | 398 | ||||||
183,369 | Duck Creek Technologies, Inc.(a) | 2,173 | ||||||
5,762 | Dynatrace, Inc.(a) | 201 | ||||||
36,625 | Elastic N.V.(a) | 2,627 | ||||||
33,588 | Envestnet, Inc.(a) | 1,491 | ||||||
753 | Fair Isaac Corp.(a) | 310 | ||||||
26,829 | Five9, Inc.(a) | 2,012 | ||||||
19,565 | Fortinet, Inc.(a) | 961 | ||||||
5,455 | Guidewire Software, Inc.(a) | 336 | ||||||
1,433 | HubSpot, Inc.(a) | 387 | ||||||
18,884 | Intuit, Inc. | 7,313 | ||||||
26,789 | Kinaxis, Inc.(a) | 2,659 | ||||||
296,921 | Microsoft Corp. | 69,149 | ||||||
124,633 | Money Forward, Inc. | 2,620 | ||||||
65,021 | Nortonlifelock, Inc. | 1,310 | ||||||
90,890 | Oracle Corp. | 5,551 | ||||||
47,014 | Palantir Technologies, Inc., Class - A(a) | 382 | ||||||
26,333 | Palo Alto Networks, Inc.(a) | 4,313 | ||||||
11,118 | PAYCOM Software, Inc.(a) | 3,669 | ||||||
5,490 | Paylocity Holding Corp.(a) | 1,326 | ||||||
48,597 | Procore Technologies, Inc.(a) | 2,405 | ||||||
3,180 | PTC, Inc.(a) | 333 | ||||||
2,713 | RingCentral, Inc., Class - A(a) | 108 | ||||||
57,895 | Salesforce, Inc.(a) | 8,328 | ||||||
11,999 | ServiceNow, Inc.(a) | 4,531 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Software (continued) | ||||||||
81,821 | Smartsheet, Inc., Class - A(a) | $ | 2,811 | |||||
4,554 | Splunk, Inc.(a) | 342 | ||||||
56,180 | SS&C Technologies Holdings, Inc. | 2,683 | ||||||
4,383 | Synopsys, Inc.(a) | 1,339 | ||||||
36,347 | The Descartes Systems Group, Inc.(a) | 2,308 | ||||||
520,033 | The Sage Group PLC | 4,007 | ||||||
25,718 | The Trade Desk, Inc., Class - A(a) | 1,537 | ||||||
12,997 | Tyler Technologies, Inc.(a) | 4,517 | ||||||
5,495 | Unity Software, Inc.(a) | 175 | ||||||
5,991 | VMware, Inc., Class - A | 638 | ||||||
5,934 | Workday, Inc., Class - A(a) | 903 | ||||||
25,756 | Xero Ltd.(a) | 1,192 | ||||||
3,433 | Zendesk, Inc.(a) | 261 | ||||||
17,217 | Zoom Video Communications, Inc., Class - A(a) | 1,267 | ||||||
2,394 | Zscaler, Inc.(a) | 394 | ||||||
184,003 | ||||||||
Specialty Retail — 1.05% | ||||||||
3,355 | Advance Auto Parts, Inc. | 525 | ||||||
868 | AutoZone, Inc.(a) | 1,859 | ||||||
7,225 | Bath & Body Works, Inc. | 236 | ||||||
6,183 | Best Buy Co., Inc. | 392 | ||||||
1,910 | Burlington Stores, Inc.(a) | 214 | ||||||
4,664 | CarMax, Inc.(a) | 308 | ||||||
18,672 | Lowe's Companies, Inc. | 3,506 | ||||||
3,456 | O'Reilly Automotive, Inc.(a) | 2,431 | ||||||
10,379 | Ross Stores, Inc. | 875 | ||||||
33,201 | The Home Depot, Inc. | 9,161 | ||||||
47,486 | The TJX Companies, Inc. | 2,949 | ||||||
7,515 | Tractor Supply Co. | 1,397 | ||||||
1,553 | Ulta Beauty, Inc.(a) | 623 | ||||||
24,476 | ||||||||
Technology Hardware, Storage & Peripherals — 3.22% | ||||||||
526,910 | Apple, Inc. | 72,819 | ||||||
8,346 | DELL Technologies, Inc., Class - C | 285 | ||||||
37,365 | Hewlett Packard Enterprise Co. | 448 | ||||||
30,122 | HP, Inc. | 751 | ||||||
6,388 | NetApp, Inc. | 395 | ||||||
7,124 | Seagate Technology Holdings PLC | 379 | ||||||
8,973 | Western Digital Corp.(a) | 292 | ||||||
75,369 | ||||||||
Textiles, Apparel & Luxury Goods — 0.44% | ||||||||
9,186 | Deckers Outdoor Corp.(a) | 2,872 | ||||||
6,829 | Lululemon Athletica, Inc.(a) | 1,909 | ||||||
14,950 | LVMH Moet Hennessy Louis Vuitton SE, ADR | 1,757 | ||||||
41,736 | NIKE, Inc., Class - B | 3,468 | ||||||
9,551 | V.F. Corp. | 286 | ||||||
10,292 | ||||||||
Tobacco — 0.32% | ||||||||
75,594 | Altria Group, Inc. | 3,052 | ||||||
54,265 | Philip Morris International, Inc. | 4,505 | ||||||
7,557 | ||||||||
Trading Companies & Distributors — 0.27% | ||||||||
51,219 | Fastenal Co. | 2,358 | ||||||
24,684 | Ferguson PLC | 2,540 | ||||||
2,072 | United Rentals, Inc.(a) | 560 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Trading Companies & Distributors (continued) | ||||||||
1,824 | W.W. Grainger, Inc. | $ | 893 | |||||
6,351 | ||||||||
Water Utilities — 0.09% | ||||||||
10,661 | American Water Works Co., Inc. | 1,388 | ||||||
16,521 | Essential Utilities, Inc. | 683 | ||||||
2,071 | ||||||||
Wireless Telecommunication Services — 0.26% | ||||||||
46,100 | T-Mobile US, Inc.(a) | 6,185 | ||||||
Total Common Stocks | 1,587,119 | |||||||
Preferred Stock — 0.00% | ||||||||
Entertainment — 0.00% | ||||||||
14,688 | AMC Entertainment Holdings, | 40 | ||||||
Total Preferred Stock | 40 | |||||||
Contingent Right — 0.00% | ||||||||
Biotechnology — 0.00% | ||||||||
14 | Oncternal Therapeutics, Inc., 12/31/49(a)(b) | – | ||||||
Total Contingent Right | – | |||||||
Exchange-Traded Funds — 4.39% | ||||||||
1,546,640 | Invesco S&P 500 Low Volatility ETF | 89,442 | ||||||
37,331 | SPDR S&P 500 ETF Trust | 13,334 | ||||||
Total Exchange-Traded Funds | 102,776 | |||||||
Investment Companies — 25.75% | ||||||||
918,142 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 2.84%^^(c) | 918 | ||||||
601,921,828 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 2.89%(c) | 601,922 | ||||||
Total Investment Companies | 602,840 | |||||||
Total Investments (cost $1,905,921) — 97.94% | 2,292,775 | |||||||
Other assets in excess of liabilities — 2.06% | 48,231 | |||||||
Net Assets - 100.00% | $ | 2,341,006 | ||||||
Amounts designated as "—" are $0 or have been rounded to $0. |
^ | All or part of this security was on loan as of September 30, 2022. |
^^ | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2022. |
(a) | Represents non-income producing security. |
(b) | Security was valued using significant unobservable inputs as of September 30, 2022. |
(c) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt | |
ETF—Exchange-Traded Fund | |
REIT—Real Estate Investment Trust |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the
Portfolio attributable to each Specialist Manager as of September 30, 2022.
The Institutional U.S. Equity Portfolio | Echo Street Capital Management LLC | Jennison Associates, LLC | Mellon Investments Corporation | Parametric Portfolio Associates, LLC | Wellington Management Company, LLP |
HC Capital Solutions | Total | |||||||
Common Stocks | 10.52% | 3.04% | 51.67% | - | 2.57% | - | 67.80% | |||||||
Contingent Right | - | - | 0.00% | - | - | - | 0.00% | |||||||
Exchange-Traded Funds | 0.57% | - | - | 3.82% | - | - | 4.39% | |||||||
Investment Companies | - | - | 0.05% | 25.68% | 0.02% | - | 25.75% | |||||||
Preferred Stock | - | - | 0.00% | - | - | - | - | |||||||
Other Assets (Liabilities) | 0.05% | 0.09% | 0.19% | 1.69% | 0.02% | 0.02% | 2.06% | |||||||
Total Net Assets | 11.14% | 3.13% | 51.91% | 31.19% | 2.61% | 0.02% | 100.00% |
Amounts designated as "—" indicate the
Specialist Manager did not manage any holdings in that category.
The following table reflects the open derivative positions held by the Portfolio as of September 30, 2022.
Futures Contracts Purchased*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
|||||||
E-Mini S&P 500 Future | 3,583 | 12/16/22 | $ | 645,209 | $ | (85,895) | |||||
Russell 2000 Mini Index Future | 415 | 12/16/22 | 34,648 | (4,245) | |||||||
$ | 679,857 | $ | (90,140) | ||||||||
Total Unrealized Appreciation | $ | — | |||||||||
Total Unrealized Depreciation | (90,140) | ||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (90,140) |
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 93.98% | ||||||||
Aerospace & Defense — 0.42% | ||||||||
347 | AAR Corp.(a) | $ | 12 | |||||
89 | Aerojet Rocketdyne Holdings, Inc.(a) | 4 | ||||||
176 | AeroVironment, Inc.(a) | 15 | ||||||
700 | Curtiss-Wright Corp. | 97 | ||||||
9,222 | Kratos Defense & Security Solutions, Inc.(a) | 94 | ||||||
10,477 | Momentus, Inc.(a) | 14 | ||||||
64 | Moog, Inc., Class - A | 5 | ||||||
4,770 | Triumph Group, Inc.(a) | 41 | ||||||
282 | ||||||||
Air Freight & Logistics — 0.31% | ||||||||
1,731 | Atlas Air Worldwide Holdings, Inc.(a) | 166 | ||||||
586 | Hub Group, Inc., Class - A(a) | 40 | ||||||
206 | ||||||||
Airlines — 0.36% | ||||||||
20 | Alaska Air Group, Inc.(a) | 1 | ||||||
28,362 | Controladora Vuela Cia de Aviacion SAB de CV, ADR(a) | 198 | ||||||
1,060 | Hawaiian Holdings, Inc.(a) | 14 | ||||||
1,487 | Spirit Airlines, Inc.(a) | 28 | ||||||
241 | ||||||||
Auto Components — 1.35% | ||||||||
1,571 | Adient PLC(a) | 44 | ||||||
2,008 | American Axle & Manufacturing Holdings, Inc.(a) | 14 | ||||||
26,419 | Dana, Inc. | 303 | ||||||
554 | Dorman Products, Inc.(a) | 45 | ||||||
32 | LCI Industries | 3 | ||||||
10,286 | Modine Manufacturing Co.(a) | 133 | ||||||
91 | Patrick Industries, Inc. | 4 | ||||||
9,145 | Stoneridge, Inc.(a) | 155 | ||||||
2,188 | Tenneco, Inc., Class - A(a) | 38 | ||||||
2,005 | The Goodyear Tire & Rubber Co.(a) | 20 | ||||||
872 | Visteon Corp.(a) | 92 | ||||||
851 | XPEL, Inc.(a) | 55 | ||||||
906 | ||||||||
Automobiles — 0.04% | ||||||||
522 | Winnebago Industries, Inc. | 28 | ||||||
Banks — 8.92% | ||||||||
92 | 1st Source, Inc. | 4 | ||||||
1,715 | Ameris Bancorp | 77 | ||||||
813 | Banc of California, Inc. | 13 | ||||||
1,048 | BancFirst Corp. | 94 | ||||||
6,654 | BankUnited, Inc. | 227 | ||||||
1,471 | Bankwell Financial Group, Inc. | 43 | ||||||
2,204 | BCB Bancorp, Inc. | 37 | ||||||
4,171 | Berkshire Hills Bancorp, Inc. | 114 | ||||||
418 | Byline Bancorp, Inc. | 8 | ||||||
5,139 | Cadence Bank | 131 | ||||||
2,951 | Cathay General Bancorp. | 113 | ||||||
1,054 | Central Valley Community Bancorp | 19 | ||||||
229 | Civista Bancshares, Inc. | 5 | ||||||
3,735 | Columbia Banking System, Inc. | 108 | ||||||
2,630 | ConnectOne Bancorp, Inc. | 61 | ||||||
777 | Cullen/Frost Bankers, Inc. | 103 | ||||||
581 | Eagle Bancorp, Inc. | 26 | ||||||
688 | Enterprise Financial Services Corp. | 30 | ||||||
1,703 | FB Financial Corp. | 65 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Banks (continued) | ||||||||
952 | First Bancorp | $ | 35 | |||||
29,399 | First Bancorp | 403 | ||||||
2,341 | First Bank | 32 | ||||||
7,136 | First Busey Corp. | 157 | ||||||
124 | First Citizens BancShares, Inc., Class - A | 99 | ||||||
3,478 | First Financial Bancorp | 73 | ||||||
5,034 | First Horizon Corp. | 115 | ||||||
2,416 | First Merchants Corp. | 93 | ||||||
6,458 | Fulton Financial Corp. | 102 | ||||||
70 | German American Bancorp, Inc. | 2 | ||||||
144 | Glacier Bancorp, Inc. | 7 | ||||||
3,205 | Hancock Whitney Corp. | 147 | ||||||
868 | Hilltop Holdings, Inc. | 22 | ||||||
1,293 | Hope Bancorp, Inc. | 16 | ||||||
2,366 | Horizon Bancorp, Inc. | 42 | ||||||
941 | Independent Bank Corp. | 70 | ||||||
1,662 | Independent Bank Group, Inc. | 102 | ||||||
129 | International Bancshares Corp. | 5 | ||||||
1,596 | Lakeland Bancorp, Inc. | 26 | ||||||
441 | Lakeland Financial Corp. | 32 | ||||||
2,021 | Live Oak Bancshares, Inc. | 62 | ||||||
1,295 | Midland States Bancorp, Inc. | 31 | ||||||
1,880 | MidWestOne Financial Group, Inc. | 51 | ||||||
1,622 | Northrim Bancorp, Inc. | 67 | ||||||
2,194 | Old Second Bancorp, Inc. | 29 | ||||||
1,149 | Orrstown Financial Services, Inc. | 27 | ||||||
1,042 | Pacific Premier Bancorp, Inc. | 32 | ||||||
5,624 | Peoples Bancorp, Inc. | 163 | ||||||
3,233 | Pinnacle Financial Partners, Inc. | 262 | ||||||
4,394 | Popular, Inc. | 318 | ||||||
7,725 | Republic First Bancorp, Inc.(a) | 22 | ||||||
4,660 | Sandy Spring Bancorp, Inc. | 164 | ||||||
734 | ServisFirst Bancshares, Inc. | 59 | ||||||
4,386 | Southside Bancshares, Inc. | 155 | ||||||
113 | SouthState Corp. | 9 | ||||||
1,311 | Stock Yards Bancorp, Inc. | 89 | ||||||
510 | Texas Capital Bancshares, Inc.(a) | 30 | ||||||
21,920 | The Bancorp, Inc.(a) | 483 | ||||||
5,652 | The Bank of N.T. Butterfield & Son Ltd. | 183 | ||||||
3,235 | Towne Bank | 87 | ||||||
126 | Triumph Bancorp, Inc.(a) | 7 | ||||||
2,275 | United Bankshares, Inc. | 81 | ||||||
3,391 | United Community Banks, Inc. | 112 | ||||||
2,879 | Veritex Holdings, Inc. | 77 | ||||||
3,173 | Washington Trust Bancorp, Inc. | 147 | ||||||
2,812 | WesBanco, Inc. | 94 | ||||||
3,643 | Wintrust Financial Corp. | 297 | ||||||
5,996 | ||||||||
Beverages — 0.33% | ||||||||
816 | Celsius Holdings, Inc.(a) | 74 | ||||||
37 | MGP Ingredients, Inc. | 4 | ||||||
10,160 | Primo Water Corp. | 128 | ||||||
341 | The Vita Coco Co., Inc.(a) | 4 | ||||||
3,519 | Zevia PBC, Class - A(a) | 15 | ||||||
225 | ||||||||
Biotechnology — 6.93% | ||||||||
353 | 2seventy bio, Inc.(a) | 5 | ||||||
15,327 | 4D Molecular Therapeutics, Inc.(a) | 123 | ||||||
3,641 | Acumen Pharmaceuticals, Inc.^(a) | 37 | ||||||
1,338 | Adagio Therapeutics, Inc.(a) | 4 | ||||||
3,315 | Agenus, Inc.(a) | 7 | ||||||
4,155 | Agios Pharmaceuticals, Inc.(a) | 118 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Biotechnology (continued) | ||||||||
868 | Altimmune, Inc.(a) | $ | 11 | |||||
564 | AnaptysBio, Inc.(a) | 14 | ||||||
1,323 | Anavex Life Sciences Corp.(a) | 14 | ||||||
3,852 | Annexon, Inc.(a) | 24 | ||||||
468 | Apellis Pharmaceuticals, Inc.(a) | 32 | ||||||
1,659 | Arbutus BioPharma Corp.(a) | 3 | ||||||
3,081 | Arcus Biosciences, Inc.(a) | 81 | ||||||
1,554 | Arrowhead Pharmaceuticals, Inc.(a) | 51 | ||||||
1,323 | Atea Pharmaceuticals, Inc.(a) | 8 | ||||||
2,816 | Atreca, Inc., Class - A(a) | 4 | ||||||
3,379 | Aurinia Pharmaceuticals, Inc.(a) | 25 | ||||||
914 | Avid Bioservices, Inc.(a) | 17 | ||||||
11,191 | BioAtla, Inc.(a) | 86 | ||||||
2,995 | BioCryst Pharmaceuticals, Inc.(a) | 38 | ||||||
842 | Biohaven Pharmaceutical Holding Co. Ltd.(a) | 127 | ||||||
2,914 | Bioxcel Therapeutics, Inc.(a) | 34 | ||||||
18,086 | Bridgebio Pharma, Inc.(a) | 181 | ||||||
585 | C4 Therapeutics, Inc.(a) | 5 | ||||||
672 | Cara Therapeutics, Inc.(a) | 6 | ||||||
323 | Castle Biosciences, Inc.(a) | 8 | ||||||
166 | Cerevel Therapeutics Holdings, Inc.(a) | 5 | ||||||
817 | ChemoCentryx, Inc.(a) | 42 | ||||||
64,996 | Chimerix, Inc.(a) | 125 | ||||||
611 | Chinook Therapeutics, Inc.(a) | 12 | ||||||
16,043 | Cogent Biosciences, Inc.(a) | 240 | ||||||
697 | Crinetics Pharmaceuticals, Inc.(a) | 14 | ||||||
467 | Cytokinetics, Inc.(a) | 23 | ||||||
1,419 | Dynavax Technologies Corp.(a) | 15 | ||||||
37,045 | Enochian Biosciences, Inc.(a) | 67 | ||||||
1,435 | Esperion Therapeutics, Inc.(a) | 10 | ||||||
1,338 | Fate Therapeutics, Inc.(a) | 30 | ||||||
5,466 | Forma Therapeutics Holdings, Inc.(a) | 109 | ||||||
760 | G1 Therapeutics, Inc.(a) | 9 | ||||||
1,612 | Gritstone bio, Inc.(a) | 4 | ||||||
4,978 | Halozyme Therapeutics, Inc.(a) | 198 | ||||||
2,658 | Immuneering Corp., Class - A(a) | 38 | ||||||
21,053 | ImmunityBio, Inc.^(a) | 105 | ||||||
3,251 | ImmunoGen, Inc.(a) | 16 | ||||||
1,913 | Incyte Corp.(a) | 127 | ||||||
920 | Insmed, Inc.(a) | 20 | ||||||
1,055 | Intellia Therapeutics, Inc.(a) | 59 | ||||||
185 | Iovance Biotherapeutics, Inc.(a) | 2 | ||||||
1,293 | Ironwood Pharmaceuticals, Inc.(a) | 13 | ||||||
20,811 | Jounce Therapeutics, Inc.(a) | 49 | ||||||
5,243 | KalVista Pharmaceuticals, Inc.(a) | 76 | ||||||
38 | Karuna Therapeutics, Inc.(a) | 9 | ||||||
975 | Kezar Life Sciences, Inc.(a) | 8 | ||||||
442 | Kiniksa Pharmaceuticals Ltd., Class - A(a) | 6 | ||||||
388 | Krystal Biotech, Inc.(a) | 27 | ||||||
1,009 | Kura Oncology, Inc.(a) | 14 | ||||||
7,491 | Kymera Therapeutics, Inc.(a) | 163 | ||||||
12,224 | Lexicon Pharmaceuticals, Inc.(a) | 29 | ||||||
2,289 | Lyell Immunopharma, Inc.^(a) | 17 | ||||||
45,403 | MacroGenics, Inc.(a) | 157 | ||||||
2,387 | Madrigal Pharmaceuticals, Inc.(a) | 155 | ||||||
3,734 | MannKind Corp.(a) | 12 | ||||||
1,311 | Myriad Genetics, Inc.(a) | 25 | ||||||
432 | Natera, Inc.(a) | 19 | ||||||
566 | Nkarta, Inc.(a) | 7 | ||||||
651 | Novavax, Inc.(a) | 12 | ||||||
6,995 | Olema Pharmaceuticals, Inc.(a) | 19 | ||||||
10,917 | OPKO Health, Inc.(a) | 21 | ||||||
6,082 | Pardes Biosciences, Inc.(a) | 11 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Biotechnology (continued) | ||||||||
2,087 | PDL BioPharma, Inc.(a) | $ | 5 | |||||
56,100 | Praxis Precision Medicines, Inc.(a) | 127 | ||||||
10,928 | Precision Biosciences, Inc.(a) | 14 | ||||||
997 | Protagonist Therapeutics, Inc.(a) | 8 | ||||||
2,729 | Prothena Corp. PLC(a) | 165 | ||||||
142 | PTC Therapeutics, Inc.(a) | 7 | ||||||
322 | RAPT Therapeutics, Inc.(a) | 8 | ||||||
20,115 | Recursion Pharmaceuticals, Inc., Class - A(a) | 215 | ||||||
16,609 | Sana Biotechnology, Inc.(a) | 100 | ||||||
7,589 | Silverback Therapeutics, Inc.(a) | 40 | ||||||
26,396 | Sutro Biopharma, Inc.(a) | 146 | ||||||
2,137 | Syndax Pharmaceuticals, Inc.(a) | 51 | ||||||
4,673 | Travere Therapeutics, Inc.(a) | 115 | ||||||
1,299 | Ultragenyx Pharmaceutical, Inc.(a) | 54 | ||||||
604 | United Therapeutics Corp.(a) | 126 | ||||||
879 | Vericel Corp.(a) | 20 | ||||||
551 | Verve Therapeutics, Inc.(a) | 19 | ||||||
16,422 | Viking Therapeutics, Inc.(a) | 45 | ||||||
1,674 | Viracta Therapeutics, Inc.(a) | 7 | ||||||
6,529 | Xencor, Inc.(a) | 170 | ||||||
1,004 | Xoma Corp.(a) | 18 | ||||||
551 | Zentalis Pharmaceuticals, Inc.(a) | 12 | ||||||
4,654 | ||||||||
Building Products — 1.72% | ||||||||
1,948 | Apogee Enterprises, Inc. | 74 | ||||||
9,622 | Builders FirstSource, Inc.(a) | 568 | ||||||
354 | CSW Industrials, Inc. | 42 | ||||||
1,230 | Griffon Corp. | 36 | ||||||
443 | Insteel Industries, Inc. | 12 | ||||||
863 | Masonite International Corp.(a) | 62 | ||||||
3,356 | Trex Co., Inc.(a) | 147 | ||||||
2,155 | UFP Industries, Inc. | 156 | ||||||
2,342 | Zurn Water Solutions Corp. | 57 | ||||||
1,154 | ||||||||
Capital Markets — 2.80% | ||||||||
1,343 | Ares Management Corp., Class - A | 83 | ||||||
4,822 | Arlington Asset Investment Corp., Class - A(a) | 13 | ||||||
1,338 | Artisan Partners Asset Management, Inc., Class - A | 36 | ||||||
493 | B. Riley Financial, Inc. | 22 | ||||||
12,428 | Bakkt Holdings, Inc.^(a) | 28 | ||||||
13,347 | BGC Partners, Inc., Class - A | 42 | ||||||
1,179 | Brightsphere Investment Group, Inc. | 18 | ||||||
979 | Cohen & Steers, Inc. | 61 | ||||||
677 | Cowen, Inc., Class - A | 26 | ||||||
1,749 | Evercore, Inc. | 144 | ||||||
3,056 | Federated Hermes, Inc., Class - B | 101 | ||||||
1,301 | Focus Financial Partners, Inc., Class - A(a) | 41 | ||||||
184 | Hamilton Lane, Inc. | 11 | ||||||
75 | Houlihan Lokey, Inc. | 6 | ||||||
2,373 | LPL Financial Holdings, Inc. | 519 | ||||||
128 | Moelis & Co., Class - A | 4 | ||||||
242 | Piper Sandler Cos. | 25 | ||||||
3,315 | Raymond James Financial, Inc. | 328 | ||||||
1,512 | Stifel Financial Corp. | 78 | ||||||
4,518 | The Carlyle Group, Inc. | 117 | ||||||
2,045 | Victory Capital Holdings, Inc., Class - A | 48 | ||||||
495 | Virtus Investment Partners, Inc. | 79 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Capital Markets (continued) | ||||||||
9,720 | WisdomTree Investments, Inc. | $ | 45 | |||||
1,875 | ||||||||
Chemicals — 2.43% | ||||||||
1,852 | Albemarle Corp. | 491 | ||||||
828 | Avient Corp. | 25 | ||||||
695 | Balchem Corp. | 84 | ||||||
48 | Cabot Corp. | 3 | ||||||
3,202 | FMC Corp. | 338 | ||||||
158 | Huntsman Corp. | 4 | ||||||
1,018 | Innospec, Inc. | 87 | ||||||
36,795 | Kronos Bio, Inc.(a) | 123 | ||||||
9,191 | Livent Corp.(a) | 282 | ||||||
617 | Minerals Technologies, Inc. | 30 | ||||||
129 | NewMarket Corp. | 39 | ||||||
1,544 | Orion Engineered Carbons SA | 21 | ||||||
866 | PureCycle Technologies, Inc.(a) | 7 | ||||||
898 | Sensient Technologies Corp. | 62 | ||||||
85 | Stepan Co. | 8 | ||||||
2,194 | Tronox Holdings PLC, Class - A | 27 | ||||||
1,631 | ||||||||
Commercial Services & Supplies — 0.75% | ||||||||
1,375 | ABM Industries, Inc. | 53 | ||||||
2,262 | Brady Corp., Class - A | 94 | ||||||
1,307 | Casella Waste Systems, Inc.(a) | 100 | ||||||
1,131 | Healthcare Services Group, Inc. | 14 | ||||||
656 | HNI Corp. | 17 | ||||||
1,609 | Interface, Inc. | 14 | ||||||
749 | McGrath RentCorp | 63 | ||||||
7,318 | MillerKnoll, Inc. | 114 | ||||||
33 | MSA Safety, Inc. | 4 | ||||||
1,559 | Quad/Graphics, Inc.(a) | 4 | ||||||
142 | SP Plus Corp.(a) | 4 | ||||||
111 | Tetra Tech, Inc. | 14 | ||||||
39 | UniFirst Corp. | 7 | ||||||
48 | VSE Corp. | 2 | ||||||
504 | ||||||||
Communications Equipment — 0.38% | ||||||||
1,460 | ADTRAN Holdings, Inc. | 29 | ||||||
835 | Calix, Inc.(a) | 51 | ||||||
673 | Clearfield, Inc.(a) | 70 | ||||||
935 | InterDigital, Inc. | 38 | ||||||
1,545 | KVH Industries, Inc.(a) | 14 | ||||||
475 | Lumentum Holdings, Inc.(a) | 33 | ||||||
3,297 | Ondas Holdings, Inc.(a) | 12 | ||||||
564 | Viavi Solutions, Inc.(a) | 7 | ||||||
254 | ||||||||
Construction & Engineering — 2.27% | ||||||||
4,087 | AECOM | 279 | ||||||
1,546 | Ameresco, Inc., Class - A(a) | 103 | ||||||
1,585 | Dycom Industries, Inc.(a) | 151 | ||||||
1,160 | EMCOR Group, Inc. | 134 | ||||||
2,153 | Fluor Corp.(a) | 54 | ||||||
3,323 | Granite Construction, Inc. | 84 | ||||||
2,960 | MasTec, Inc.(a) | 188 | ||||||
117 | MYR Group, Inc.(a) | 10 | ||||||
680 | Primoris Services Corp. | 11 | ||||||
3,082 | Quanta Services, Inc. | 394 | ||||||
2,938 | WillScot Mobile Mini Holdings Corp.(a) | 118 | ||||||
1,526 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Construction Materials — 0.43% | ||||||||
1,759 | Eagle Materials, Inc. | $ | 189 | |||||
4,300 | Summit Materials, Inc., Class - A(a) | 103 | ||||||
292 | ||||||||
Consumer Finance — 0.20% | ||||||||
2,149 | Green Dot Corp., Class - A(a) | 40 | ||||||
3,434 | LendingClub Corp.(a) | 38 | ||||||
875 | Navient Corp. | 13 | ||||||
351 | Nelnet, Inc., Class - A | 28 | ||||||
131 | World Acceptance Corp.(a) | 13 | ||||||
132 | ||||||||
Containers & Packaging — 0.34% | ||||||||
693 | AptarGroup, Inc. | 66 | ||||||
5,432 | Graphic Packaging Holding Co. | 108 | ||||||
3,245 | Myers Industries, Inc. | 53 | ||||||
227 | ||||||||
Diversified Consumer Services — 1.02% | ||||||||
3,247 | Adtalem Global Education, Inc.(a) | 118 | ||||||
3,039 | American Public Education, Inc.(a) | 28 | ||||||
2,186 | Chegg, Inc.(a) | 46 | ||||||
5,156 | Franchise Group, Inc. | 125 | ||||||
17,039 | Perdoceo Education Corp.(a) | 176 | ||||||
647 | PowerSchool Holdings, Inc.(a) | 11 | ||||||
2,792 | Strategic Education, Inc. | 171 | ||||||
95 | Stride, Inc.(a) | 4 | ||||||
782 | Universal Technical Institute, Inc.(a) | 4 | ||||||
683 | ||||||||
Diversified Financial Services — 0.07% | ||||||||
2,191 | Cannae Holdings, Inc.(a) | 45 | ||||||
Diversified Telecommunication Services — 0.34% | ||||||||
573 | Anterix, Inc.(a) | 20 | ||||||
3,094 | IDT Corp.(a) | 77 | ||||||
221 | Iridium Communications, Inc.(a) | 10 | ||||||
13,024 | Radius Global Infrastructure, Inc., Class - A(a) | 123 | ||||||
230 | ||||||||
Electric Utilities — 0.29% | ||||||||
1,876 | ALLETE, Inc. | 95 | ||||||
3,048 | Genie Energy Ltd. | 28 | ||||||
175 | MGE Energy, Inc. | 11 | ||||||
528 | Otter Tail Corp. | 33 | ||||||
185 | PNM Resources, Inc. | 8 | ||||||
509 | Portland General Electric Co. | 22 | ||||||
197 | ||||||||
Electrical Equipment — 1.06% | ||||||||
8,245 | Array Technologies, Inc.(a) | 137 | ||||||
326 | Beam Global(a) | 4 | ||||||
1,099 | Bloom Energy Corp., Class - A(a) | 22 | ||||||
2,360 | EnerSys | 137 | ||||||
1,208 | FTC Solar, Inc.(a) | 4 | ||||||
5,592 | FuelCell Energy, Inc.(a) | 19 | ||||||
1,604 | Plug Power, Inc.(a) | 34 | ||||||
522 | Regal Rexnord Corp. | 73 | ||||||
6,744 | Shoals Technologies Group, Inc., Class - A(a) | 145 | ||||||
1,724 | Stem, Inc.(a) | 23 | ||||||
3,233 | Sunrun, Inc.(a) | 89 | ||||||
340 | TPI Composites, Inc.(a) | 4 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Electrical Equipment (continued) | ||||||||
294 | Vicor Corp.(a) | $ | 17 | |||||
708 | ||||||||
Electronic Equipment, Instruments & Components — 2.16% | ||||||||
1,155 | Arlo Technologies, Inc.(a) | 5 | ||||||
521 | Badger Meter, Inc. | 48 | ||||||
544 | Belden, Inc. | 33 | ||||||
34 | Dolby Laboratories, Inc., Class - A | 2 | ||||||
92 | ePlus, Inc.(a) | 4 | ||||||
2,761 | Fabrinet(a) | 264 | ||||||
18,320 | Flex Ltd.(a) | 305 | ||||||
1,005 | Insight Enterprises, Inc.(a) | 83 | ||||||
548 | IPG Photonics Corp.(a) | 46 | ||||||
5,296 | Iteris, Inc.(a) | 16 | ||||||
7,371 | Jabil, Inc. | 425 | ||||||
414 | Kimball Electronics, Inc.(a) | 7 | ||||||
368 | Littelfuse, Inc. | 73 | ||||||
1,326 | Methode Electronics, Inc. | 49 | ||||||
2,486 | MicroVision, Inc.^(a) | 9 | ||||||
111 | Novanta, Inc.(a) | 13 | ||||||
382 | Par Technology Corp.(a) | 11 | ||||||
110 | PC Connection, Inc. | 5 | ||||||
51 | Plexus Corp.(a) | 4 | ||||||
112 | Rogers Corp.(a) | 27 | ||||||
86 | Sanmina Corp.(a) | 4 | ||||||
34 | TD SYNNEX Corp. | 3 | ||||||
801 | TTM Technologies, Inc.(a) | 11 | ||||||
1,447 | ||||||||
Energy Equipment & Services — 0.93% | ||||||||
1,012 | Archrock, Inc. | 6 | ||||||
460 | Cactus, Inc., Class - A | 18 | ||||||
4,798 | Championx Corp. | 94 | ||||||
12,375 | Expro Group Holdings NV(a) | 158 | ||||||
655 | Helmerich & Payne, Inc. | 24 | ||||||
4,448 | Liberty Oilfield Services, Inc., Class - A(a) | 56 | ||||||
39 | Nabors Industries Ltd.(a) | 4 | ||||||
2,855 | Nextier Oilfield Solutions, Inc.(a) | 21 | ||||||
1,775 | Oceaneering International, Inc.(a) | 14 | ||||||
9,817 | Patterson-UTI Energy, Inc. | 115 | ||||||
2,735 | Solaris Oilfield Infrastructure, Inc., Class - A | 26 | ||||||
4,093 | Tidewater, Inc.(a) | 89 | ||||||
625 | ||||||||
Entertainment — 0.19% | ||||||||
682 | Cinemark Holdings, Inc.(a) | 8 | ||||||
230 | IMAX Corp.(a) | 3 | ||||||
1,640 | Liberty Media Corp. - Liberty Braves, Class - A(a) | 46 | ||||||
2,567 | Liberty Media Corp. - Liberty Braves, Class - C(a) | 71 | ||||||
128 | ||||||||
Equity Real Estate Investment Trusts — 5.60% | ||||||||
1,198 | Agree Realty Corp. | 81 | ||||||
2,565 | Alexander & Baldwin, Inc. | 43 | ||||||
516 | Alpine Income Property Trust, Inc. | 8 | ||||||
674 | Ashford Hospitality Trust, Inc.(a) | 5 | ||||||
22,756 | Brandywine Realty Trust | 154 | ||||||
4,816 | Chatham Lodging Trust(a) | 48 | ||||||
13,378 | Clipper Realty, Inc. | 93 | ||||||
3,310 | Community Healthcare Trust, Inc. | 108 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Equity Real Estate Investment Trusts (continued) | ||||||||
1,360 | CoreCivic, Inc.(a) | $ | 12 | |||||
9,566 | Corporate Office Properties Trust | 221 | ||||||
9,262 | DiamondRock Hospitality Co. | 70 | ||||||
10,349 | Easterly Government Properties, Inc. | 163 | ||||||
1,133 | EastGroup Properties, Inc. | 164 | ||||||
9,792 | Elme Communities | 172 | ||||||
264 | Essential Properties Realty Trust, Inc. | 5 | ||||||
681 | Farmland Partners, Inc. | 9 | ||||||
2,615 | Four Corners Property Trust, Inc. | 63 | ||||||
6,119 | Getty Realty Corp. | 165 | ||||||
2,520 | Gladstone Commercial Corp. | 39 | ||||||
6,912 | Global Medical REIT, Inc. | 59 | ||||||
6,232 | Hersha Hospitality Trust | 50 | ||||||
2,757 | Independence Realty Trust, Inc. | 46 | ||||||
711 | Innovative Industrial Properties, Inc. | 63 | ||||||
3,897 | Kite Realty Group Trust | 67 | ||||||
4,419 | LTC Properties, Inc. | 165 | ||||||
1,990 | LXP Industrial Trust | 18 | ||||||
763 | National Health Investors, Inc. | 43 | ||||||
1,574 | National Storage Affiliates | 65 | ||||||
8,846 | NETSTREIT Corp. | 158 | ||||||
3,297 | NexPoint Residential Trust, Inc. | 152 | ||||||
290 | Pebblebrook Hotel Trust | 4 | ||||||
15,507 | Piedmont Office Realty Trust, Inc., Class - A | 164 | ||||||
1,185 | PotlatchDeltic Corp. | 49 | ||||||
788 | Retail Opportunity Investments Corp. | 11 | ||||||
6,433 | RLJ Lodging Trust | 65 | ||||||
1,766 | Ryman Hospitality Properties, Inc. | 130 | ||||||
6,550 | Sabra Health Care REIT, Inc. | 86 | ||||||
525 | Saul Centers, Inc. | 20 | ||||||
10,954 | SITE Centers Corp. | 117 | ||||||
3,002 | STAG Industrial, Inc. | 85 | ||||||
7,641 | Summit Hotel Properties, Inc. | 51 | ||||||
11,883 | Tanger Factory Outlet Centers, Inc. | 163 | ||||||
1,472 | The GEO Group, Inc.(a) | 11 | ||||||
7,560 | The Macerich Co. | 60 | ||||||
7,127 | The Necessity Retail REIT, Inc. | 42 | ||||||
292 | Universal Health Realty Income Trust | 13 | ||||||
5,514 | Urban Edge Properties | 74 | ||||||
1,486 | Ventas, Inc. | 60 | ||||||
3,365 | Veris Residential, Inc.(a) | 38 | ||||||
676 | Xenia Hotels & Resorts, Inc. | 9 | ||||||
3,761 | ||||||||
Food & Staples Retailing — 0.82% | ||||||||
2,670 | BJ's Wholesale Club Holdings, Inc., Class - C(a) | 194 | ||||||
205 | Casey's General Stores, Inc. | 42 | ||||||
230 | Ingles Markets, Inc., Class - A | 18 | ||||||
828 | Performance Food Group Co.(a) | 36 | ||||||
202 | PriceSmart, Inc. | 12 | ||||||
1,071 | SpartanNash Co. | 31 | ||||||
1,208 | The Andersons, Inc. | 37 | ||||||
3,462 | United Natural Foods, Inc.(a) | 119 | ||||||
646 | Village Super Market, Inc., Class - A | 12 | ||||||
714 | Weis Markets, Inc. | 51 | ||||||
552 | ||||||||
Food Products — 1.27% | ||||||||
9,563 | B&G Foods, Inc.^ | 158 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Food Products (continued) | ||||||||
1,312 | Calavo Growers, Inc., Class - I | $ | 42 | |||||
1,587 | Darling Ingredients, Inc.(a) | 105 | ||||||
572 | Fresh Del Monte Produce, Inc. | 13 | ||||||
365 | Freshpet, Inc.(a) | 18 | ||||||
682 | J&J Snack Foods Corp. | 88 | ||||||
2,078 | John B. Sanfilippo & Son, Inc. | 157 | ||||||
1,757 | Landec Corp.(a) | 16 | ||||||
9,470 | Mission Produce, Inc.(a) | 137 | ||||||
1,116 | The Simply Good Foods Co.(a) | 36 | ||||||
1,534 | Tootsie Roll Industries, Inc. | 51 | ||||||
786 | TreeHouse Foods, Inc.(a) | 33 | ||||||
854 | ||||||||
Gas Utilities — 0.76% | ||||||||
1,534 | Chesapeake Utilities Corp. | 177 | ||||||
812 | New Jersey Resources Corp. | 31 | ||||||
1,126 | Northwest Natural Holding Co. | 49 | ||||||
1,558 | South Jersey Industries, Inc. | 52 | ||||||
2,098 | Spire, Inc. | 131 | ||||||
2,134 | UGI Corp. | 69 | ||||||
509 | ||||||||
Health Care Equipment & Supplies — 3.72% | ||||||||
56 | Abiomed, Inc.(a) | 14 | ||||||
568 | AngioDynamics, Inc.(a) | 12 | ||||||
2,962 | Apyx Medical Corp.(a) | 13 | ||||||
575 | Artivion, Inc.(a) | 8 | ||||||
155 | AtriCure, Inc.(a) | 6 | ||||||
694 | Axonics, Inc.(a) | 49 | ||||||
325 | BioLife Solutions, Inc.(a) | 7 | ||||||
42 | CONMED Corp. | 3 | ||||||
799 | CVRx, Inc.(a) | 7 | ||||||
4,873 | Embecta Corp. | 140 | ||||||
698 | Glaukos Corp.(a) | 37 | ||||||
140 | Globus Medical, Inc.(a) | 8 | ||||||
434 | Haemonetics Corp.(a) | 32 | ||||||
2,160 | Insulet Corp.(a) | 495 | ||||||
479 | Integer Holdings Corp.(a) | 30 | ||||||
933 | iRhythm Technologies, Inc.(a) | 117 | ||||||
546 | Lantheus Holdings, Inc.(a) | 38 | ||||||
211 | LeMaitre Vascular, Inc. | 11 | ||||||
158 | LENSAR, Inc.(a) | 1 | ||||||
526 | LivaNova PLC(a) | 27 | ||||||
194 | Meridian Bioscience, Inc.(a) | 6 | ||||||
4,151 | Merit Medical Systems, Inc.(a) | 235 | ||||||
4,046 | Neogen Corp.(a) | 57 | ||||||
718 | Nevro Corp.(a) | 33 | ||||||
49,211 | OraSure Technologies, Inc.(a) | 187 | ||||||
209 | OrthoPediatrics Corp.(a) | 10 | ||||||
18,162 | Owlet, Inc.(a) | 19 | ||||||
267 | Paragon 28, Inc.^(a) | 5 | ||||||
174 | QuidelOrtho Corp.(a) | 12 | ||||||
6,621 | SeaSpine Holdings Corp.(a) | 38 | ||||||
329 | Shockwave Medical, Inc.(a) | 91 | ||||||
492 | SI-BONE, Inc.(a) | 9 | ||||||
1,272 | STAAR Surgical Co.(a) | 90 | ||||||
18,085 | Tactile Systems Technology, Inc.(a) | 141 | ||||||
2,248 | Tandem Diabetes Care, Inc.(a) | 108 | ||||||
1,363 | The Cooper Companies, Inc. | 360 | ||||||
391 | TransMedics Group, Inc.(a) | 16 | ||||||
1,150 | Varex Imaging Corp.(a) | 24 | ||||||
2,496 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Health Care Providers & Services — 2.24% | ||||||||
3,094 | Acadia Healthcare Co., Inc.(a) | $ | 241 | |||||
2,048 | Addus HomeCare Corp.(a) | 194 | ||||||
9,300 | Agiliti, Inc.(a) | 133 | ||||||
1,217 | Alignment Healthcare, Inc.(a) | 14 | ||||||
590 | AMN Healthcare Services, Inc.(a) | 63 | ||||||
7,905 | Cano Health, Inc.(a) | 69 | ||||||
13 | Chemed Corp. | 6 | ||||||
1,165 | Community Health Systems, Inc.(a) | 3 | ||||||
153 | CorVel Corp.(a) | 21 | ||||||
1,566 | Covetrus, Inc.(a) | 33 | ||||||
47 | Encompass Health Corp. | 2 | ||||||
23 | Enhabit, Inc.(a) | 0 | ||||||
776 | LHC Group, Inc.(a) | 127 | ||||||
277 | Modivcare, Inc.(a) | 28 | ||||||
42 | Molina Heathcare, Inc.(a) | 14 | ||||||
356 | National Healthcare Corp. | 23 | ||||||
2,404 | Option Care Health, Inc.(a) | 76 | ||||||
4,099 | Owens & Minor, Inc. | 99 | ||||||
3,683 | Patterson Companies, Inc. | 88 | ||||||
446 | Pediatrix Medical Group, Inc.(a) | 7 | ||||||
1,149 | R1 RCM, Inc.(a) | 21 | ||||||
2,950 | RadNet, Inc.(a) | 60 | ||||||
1,380 | Select Medical Holdings Corp. | 30 | ||||||
435 | Surgery Partners, Inc.(a) | 10 | ||||||
2,414 | Tenet Healthcare Corp.(a) | 125 | ||||||
222 | The Ensign Group, Inc. | 18 | ||||||
1,505 | ||||||||
Health Care Technology — 0.80% | ||||||||
358 | Allscripts Healthcare Solutions, Inc.(a) | 5 | ||||||
745 | Convey Health Solutions Holdings, Inc.(a) | 8 | ||||||
1,328 | Evolent Health, Inc., Class - A(a) | 48 | ||||||
883 | Inspire Medical System, Inc.(a) | 157 | ||||||
2,060 | NextGen Healthcare, Inc.(a) | 36 | ||||||
1,347 | Omnicell, Inc.(a) | 117 | ||||||
6,440 | Phreesia, Inc.(a) | 164 | ||||||
535 | ||||||||
Hotels, Restaurants & Leisure — 2.17% | ||||||||
6,667 | Bally's Corp.(a) | 132 | ||||||
162 | BJ's Restaurants, Inc.(a) | 4 | ||||||
805 | Bloomin' Brands, Inc. | 15 | ||||||
5,300 | Boyd Gaming Corp. | 253 | ||||||
363 | Caesars Entertainment, Inc.(a) | 12 | ||||||
398 | Chuy's Holdings, Inc.(a) | 9 | ||||||
1,221 | Dave & Buster's Entertainment, Inc.(a) | 38 | ||||||
1,018 | Dine Brands Global, Inc. | 65 | ||||||
7,017 | Fiesta Restaurant Group, Inc.(a) | 44 | ||||||
2,169 | First Watch Restaurant Group, Inc.(a) | 31 | ||||||
428 | Golden Entertainment, Inc.(a) | 15 | ||||||
1,218 | Hilton Grand Vacations, Inc.(a) | 40 | ||||||
181 | Jack in the Box, Inc. | 13 | ||||||
5,015 | Krispy Kreme, Inc. | 58 | ||||||
5,491 | Lindblad Expeditions Holdings, Inc.(a) | 37 | ||||||
731 | Papa John's International, Inc. | 51 | ||||||
3,402 | Planet Fitness, Inc., Class - A(a) | 196 | ||||||
3,075 | PlayAGS, Inc.(a) | 16 | ||||||
3,161 | Red Rock Resorts, Inc., Class - A | 108 | ||||||
999 | Scientific Games Corp., Class - A(a) | 43 | ||||||
581 | Texas Roadhouse, Inc. | 51 | ||||||
1,684 | The Cheesecake Factory, Inc. | 49 | ||||||
145 | Vail Resorts, Inc. | 31 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||
1,153 | Wingstop, Inc. | $ | 145 | |||||
1,456 | ||||||||
Household Durables — 0.88% | ||||||||
67,685 | Aterian, Inc.^(a) | 84 | ||||||
972 | Gopro, Inc., Class - A(a) | 5 | ||||||
4,688 | Green Brick Partners, Inc.(a) | 100 | ||||||
891 | Hamilton Beach Brands Holding Co., Class - A | 10 | ||||||
370 | Installed Building Products, Inc. | 30 | ||||||
748 | LGI Homes, Inc.(a) | 61 | ||||||
1,717 | M/I Homes, Inc.(a) | 62 | ||||||
460 | MDC Holdings, Inc. | 13 | ||||||
1,111 | Meritage Homes Corp.(a) | 78 | ||||||
147 | Skyline Champion Corp.(a) | 8 | ||||||
584 | The Lovesac Co.(a) | 12 | ||||||
428 | TopBuild Corp.(a) | 71 | ||||||
6,945 | Tupperware Brands Corp.(a) | 45 | ||||||
554 | VOXX International Corp.(a) | 4 | ||||||
887 | Vuzix Corp.(a) | 5 | ||||||
588 | ||||||||
Household Products — 0.14% | ||||||||
1,050 | Central Garden & Pet Co.(a) | 37 | ||||||
990 | Central Garden & Pet Co., Class - A(a) | 34 | ||||||
1,019 | Oil-Dri Corp. | 25 | ||||||
96 | ||||||||
Independent Power and Renewable Electricity Producers — 0.84% | ||||||||
20,906 | Altus Power, Inc.(a) | 231 | ||||||
1,499 | Clearway Energy, Inc., Class - C | 48 | ||||||
11,897 | Montauk Renewables, Inc.(a) | 207 | ||||||
373 | Ormat Technologies, Inc. | 32 | ||||||
2,146 | Sunnova Energy International, Inc.(a) | 47 | ||||||
565 | ||||||||
Insurance — 2.37% | ||||||||
689 | Ambac Financial Group, Inc.(a) | 9 | ||||||
2,133 | American Equity Investment Life Holding Co. | 80 | ||||||
192 | BRP Group, Inc., Class - A(a) | 5 | ||||||
3,379 | CNO Financial Group, Inc. | 61 | ||||||
302 | Donegal Group, Inc., Class - A | 4 | ||||||
11,335 | eHealth, Inc.(a) | 44 | ||||||
875 | Everest Re Group Ltd. | 230 | ||||||
1,150 | Goosehead Insurance, Inc.(a) | 41 | ||||||
3,325 | Horace Mann Educators Corp. | 117 | ||||||
287 | James River Group Holdings Ltd. | 7 | ||||||
655 | Kinsale Capital Group, Inc. | 167 | ||||||
1,935 | Mercury General Corp. | 55 | ||||||
146 | Palomar Holdings, Inc.(a) | 12 | ||||||
2,483 | ProAssurance Corp. | 48 | ||||||
66 | RLI Corp. | 7 | ||||||
307 | Safety Insurance Group, Inc. | 25 | ||||||
1,404 | Selective Insurance Group, Inc. | 114 | ||||||
2,437 | Trupanion, Inc.(a) | 145 | ||||||
6,525 | W.R. Berkley Corp. | 421 | ||||||
1,592 | ||||||||
Interactive Media & Services — 0.37% | ||||||||
8,509 | DHI Group, Inc.(a) | 46 | ||||||
8,870 | TrueCar, Inc.(a) | 13 | ||||||
139 | Yelp, Inc.(a) | 5 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Interactive Media & Services (continued) | ||||||||
53 | Ziff Davis, Inc.(a) | $ | 4 | |||||
11,071 | Ziprecruiter, Inc.(a) | 182 | ||||||
250 | ||||||||
Internet & Direct Marketing Retail — 0.19% | ||||||||
36,496 | Boxed, Inc.(a) | 34 | ||||||
1,172 | Chewy, Inc., Class - A(a) | 36 | ||||||
331 | Etsy, Inc.(a) | 33 | ||||||
607 | Lands' End, Inc.(a) | 5 | ||||||
373 | Xometry, Inc., Class - A(a) | 21 | ||||||
129 | ||||||||
IT Services — 1.66% | ||||||||
34 | Concentrix Corp. | 4 | ||||||
10,305 | Conduent, Inc.(a) | 34 | ||||||
1,652 | CSG Systems International, Inc. | 87 | ||||||
111 | DigitalOcean Holdings, Inc.(a) | 4 | ||||||
2,141 | EVERTEC, Inc. | 67 | ||||||
717 | Evo Payments, Inc., Class - A(a) | 24 | ||||||
514 | Exlservice Holdings, Inc.(a) | 76 | ||||||
8,599 | Grid Dynamics Holdings, Inc.(a) | 161 | ||||||
254 | Jack Henry & Associates, Inc. | 46 | ||||||
8,758 | LiveRamp Holdings, Inc.(a) | 159 | ||||||
979 | MAXIMUS, Inc. | 57 | ||||||
1,838 | MoneyGram International, Inc.(a) | 19 | ||||||
10,990 | Paymentus Holdings, Inc., Class - A(a) | 107 | ||||||
25,483 | Payoneer Global, Inc.(a) | 154 | ||||||
88 | Perficient, Inc.(a) | 6 | ||||||
8,872 | Rackspace Technology, Inc.(a) | 36 | ||||||
496 | Remitly Global, Inc.(a) | 6 | ||||||
1,367 | StarTek, Inc.(a) | 4 | ||||||
135 | The Hackett Group, Inc. | 2 | ||||||
81 | TTEC Holdings, Inc. | 4 | ||||||
2,286 | Verra Mobility Corp.(a) | 35 | ||||||
166 | WEX, Inc.(a) | 21 | ||||||
1,113 | ||||||||
Leisure Products — 0.45% | ||||||||
324 | American Outdoor Brands, Inc.(a) | 3 | ||||||
925 | Callaway Golf Co.(a) | 18 | ||||||
77 | Johnson Outdoors, Inc., Class - A | 4 | ||||||
356 | Mastercraft Boat Holdings, Inc.(a) | 7 | ||||||
11,436 | Mattel, Inc.(a) | 216 | ||||||
1,298 | Smith & Wesson Brands, Inc. | 13 | ||||||
1,461 | Yeti Holdings, Inc.(a) | 42 | ||||||
303 | ||||||||
Life Sciences Tools & Services — 1.03% | ||||||||
979 | Absci Corp.^(a) | 3 | ||||||
102 | Bruker Corp. | 5 | ||||||
14,459 | Cytek Biosciences, Inc.(a) | 214 | ||||||
599 | Medpace Holdings, Inc.(a) | 94 | ||||||
10,719 | NeoGenomics, Inc.(a) | 92 | ||||||
29,118 | Pacific Biosciences of California, Inc.(a) | 169 | ||||||
493 | Repligen Corp.(a) | 92 | ||||||
13,636 | Science 37 Holdings, Inc.(a) | 22 | ||||||
691 | ||||||||
Machinery — 2.72% | ||||||||
68 | Albany International Corp. | 5 | ||||||
3,809 | Altra Industrial Motion Corp. | 128 | ||||||
1,637 | Astec Industries, Inc. | 51 | ||||||
1,248 | Chart Industries, Inc.(a) | 231 | ||||||
1,644 | Columbus McKinnon Corp. | 43 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Machinery (continued) | ||||||||
7,835 | Energy Recovery, Inc.(a) | $ | 171 | |||||
1,328 | ESCO Technologies, Inc. | 98 | ||||||
3,382 | Evoqua Water Technologies Co.(a) | 112 | ||||||
1,773 | Federal Signal Corp. | 66 | ||||||
141 | Franklin Electric Co., Inc. | 12 | ||||||
434 | Helios Technologies, Inc. | 22 | ||||||
3,968 | Hillenbrand, Inc. | 146 | ||||||
1,773 | Hyliion Holdings Corp.(a) | 5 | ||||||
332 | IDEX Corp. | 66 | ||||||
1,076 | ITT, Inc. | 70 | ||||||
819 | John Bean Technologies Corp. | 70 | ||||||
217 | Kadant, Inc. | 36 | ||||||
939 | Kornit Digital Ltd.(a) | 25 | ||||||
15,370 | Lightning Emotors, Inc.(a) | 24 | ||||||
771 | Lincoln Electric Holdings, Inc. | 97 | ||||||
118 | Mueller Industries, Inc. | 7 | ||||||
47 | Oshkosh Corp. | 3 | ||||||
21 | RBC Bearings, Inc.(a) | 4 | ||||||
1,356 | SPX Technologies, Inc.(a) | 75 | ||||||
2,534 | Tennant Co. | 143 | ||||||
2,067 | Terex Corp. | 61 | ||||||
2,085 | The Greenbrier Companies, Inc. | 51 | ||||||
1,822 | ||||||||
Marine — 0.59% | ||||||||
11,531 | Costamare, Inc. | 103 | ||||||
1,617 | Golden Ocean Group, Ltd. | 12 | ||||||
3,393 | Kirby Corp.(a) | 206 | ||||||
1,166 | Matson, Inc. | 72 | ||||||
393 | ||||||||
Media — 1.34% | ||||||||
7,679 | AdTheorent Holding Co., Inc.(a) | 17 | ||||||
1,654 | AMC Networks, Inc., Class - A(a) | 34 | ||||||
6,437 | comScore, Inc.(a) | 11 | ||||||
1,804 | Cumulus Media, Inc., Class - A(a) | 13 | ||||||
1,110 | Emerald Holding, Inc.(a) | 4 | ||||||
2,513 | Entravision Communications Corp., Class - A | 10 | ||||||
5,444 | Gray Television, Inc. | 78 | ||||||
14,834 | iHeartMedia, Inc., Class - A(a) | 109 | ||||||
28,935 | Innovid Corp.(a) | 78 | ||||||
19,781 | Liberty Latin America Ltd., Class - C(a) | 121 | ||||||
11,789 | Magnite, Inc.(a) | 77 | ||||||
3,393 | Scholastic Corp. | 104 | ||||||
7,505 | Sinclair Broadcast Group, Inc., Class - A | 135 | ||||||
226 | TechTarget, Inc.(a) | 13 | ||||||
2,249 | TEGNA, Inc. | 47 | ||||||
4,062 | The E.W. Scripps Co., Class - A(a) | 46 | ||||||
897 | ||||||||
Metals & Mining — 1.44% | ||||||||
1,382 | Alcoa Corp. | 47 | ||||||
20,148 | Allegheny Technologies, Inc.(a) | 535 | ||||||
1,962 | Carpenter Technology Corp. | 61 | ||||||
759 | Haynes International, Inc. | 27 | ||||||
9,750 | Hecla Mining Co. | 38 | ||||||
191 | Materion Corp. | 15 | ||||||
2,916 | Ryerson Holding Corp. | 75 | ||||||
5,772 | Timkensteel Corp.(a) | 87 | ||||||
365 | United States Steel Corp. | 7 | ||||||
137 | Warrior Met Coal, Inc. | 4 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Metals & Mining (continued) | ||||||||
1,868 | Worthington Industries, Inc. | $ | 71 | |||||
967 | ||||||||
Mortgage Real Estate Investment Trusts — 0.41% | ||||||||
7,810 | BrightSpire Capital, Inc. | 49 | ||||||
10,200 | Claros Mortgage Trust, Inc. | 120 | ||||||
1,873 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 57 | ||||||
1,597 | MFA Financial, Inc. | 12 | ||||||
2,791 | Orchid Island Capital, Inc.^ | 23 | ||||||
2,348 | Redwood Trust, Inc. | 13 | ||||||
274 | ||||||||
Multiline Retail — 0.20% | ||||||||
8,527 | Macy's, Inc. | 134 | ||||||
Multi-Utilities — 0.27% | ||||||||
726 | Black Hills Corp. | 49 | ||||||
1,928 | Unitil Corp. | 89 | ||||||
6,312 | Via Renewables, Inc. | 44 | ||||||
182 | ||||||||
Oil, Gas & Consumable Fuels — 4.54% | ||||||||
3,497 | Antero Resources Corp.(a) | 107 | ||||||
1,094 | Arch Resources, Inc. | 130 | ||||||
6,987 | Archaea Energy, Inc.(a) | 126 | ||||||
9,716 | Berry Corp. | 73 | ||||||
757 | Chesapeake Energy Corp. | 71 | ||||||
2,408 | Clean Energy Fuels Corp.(a) | 13 | ||||||
8,222 | CNX Resources Corp.(a) | 128 | ||||||
9,016 | Comstock Resources, Inc.(a) | 156 | ||||||
2,431 | CONSOL Energy, Inc. | 156 | ||||||
3,905 | Delek US Holdings, Inc. | 106 | ||||||
7,630 | Devon Energy Corp. | 458 | ||||||
17,071 | DHT Holdings, Inc. | 129 | ||||||
1,588 | Earthstone Energy, Inc., Class - A(a) | 20 | ||||||
2,568 | Evolution Petroleum Corp. | 18 | ||||||
2,312 | Golar LNG Ltd.(a) | 58 | ||||||
4,130 | Kinetik Holdings, Inc. | 135 | ||||||
20,751 | Kosmos Energy Ltd.(a) | 107 | ||||||
416 | Matador Resources Co. | 20 | ||||||
150 | Murphy Oil Corp. | 5 | ||||||
21,248 | Navigator Holdings Ltd.(a) | 243 | ||||||
2,578 | Nordic American Tankers Ltd. | 7 | ||||||
3,747 | Ovintiv, Inc. | 172 | ||||||
291 | PDC Energy, Inc. | 17 | ||||||
1,094 | Peabody Energy Corp.(a) | 27 | ||||||
2,500 | Permian Resources Corp.(a) | 17 | ||||||
2,186 | Range Resources Corp. | 55 | ||||||
2,901 | Ranger Oil Corp. | 91 | ||||||
156 | REX American Resources Corp.(a) | 4 | ||||||
588 | Scorpio Tankers, Inc. | 25 | ||||||
15,562 | SFL Corp. Ltd. | 142 | ||||||
549 | Sitio Royalties Corp. | 12 | ||||||
419 | SM Energy Co. | 16 | ||||||
30,524 | Southwestern Energy Co.(a) | 187 | ||||||
403 | Talos Energy, Inc.(a) | 7 | ||||||
3,667 | Tellurian, Inc.(a) | 9 | ||||||
3,047 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Personal Products — 0.56% | ||||||||
3,023 | e.l.f. Beauty, Inc.(a) | $ | 114 | |||||
853 | Inter Parfums, Inc. | 64 | ||||||
1,486 | Medifast, Inc. | 160 | ||||||
3,017 | Revlon, Inc., Class - A^(a) | 16 | ||||||
1,318 | The Beauty Health Co.(a) | 16 | ||||||
418 | Veru, Inc.(a) | 5 | ||||||
375 | ||||||||
Pharmaceuticals — 2.52% | ||||||||
337 | Aclaris Therapeutics, Inc.(a) | 5 | ||||||
6,939 | Adicet Bio, Inc.(a) | 99 | ||||||
5,164 | Amphastar Pharmaceuticals, Inc.(a) | 145 | ||||||
7,009 | Amylyx Pharmaceuticals, Inc.(a) | 197 | ||||||
166 | ANI Pharmaceuticals, Inc.(a) | 5 | ||||||
713 | Arvinas, Inc.(a) | 32 | ||||||
43,698 | Athira Pharma, Inc.(a) | 130 | ||||||
579 | Cassava Science, Inc.^(a) | 24 | ||||||
81 | Catalent, Inc.(a) | 6 | ||||||
376 | Corcept Therapeutics, Inc.(a) | 10 | ||||||
586 | Edgewise Therapeutics, Inc.(a) | 6 | ||||||
19,751 | Fulcrum Therapeutics, Inc.(a) | 160 | ||||||
2,328 | Harmony Biosciences Holdings, Inc.(a) | 103 | ||||||
1,228 | Harrow Health, Inc.(a) | 15 | ||||||
653 | Horizon Therapeutics PLC(a) | 40 | ||||||
711 | Intra-Cellular Therapies, Inc.(a) | 33 | ||||||
850 | KemPharm, Inc.^(a) | 5 | ||||||
477 | NGM Biopharmaceuticals, Inc.(a) | 6 | ||||||
1,160 | Ocular Therapeutix, Inc.(a) | 5 | ||||||
1,308 | Omeros Corp.^(a) | 4 | ||||||
878 | Oramed Pharmaceuticals, Inc.(a) | 6 | ||||||
4,924 | Pacira BioSciences, Inc.(a) | 262 | ||||||
15,971 | Paratek Pharmaceuticals, Inc.(a) | 41 | ||||||
678 | Phathom Pharmaceuticals, Inc.(a) | 8 | ||||||
3,964 | Pliant Therapeutics, Inc.(a) | 83 | ||||||
1,583 | Prestige Consumer Healthcare, Inc.(a) | 79 | ||||||
920 | Provention Bio, Inc.(a) | 4 | ||||||
3,235 | Satsuma Pharmaceuticals, Inc.(a) | 19 | ||||||
2,190 | Supernus Pharmaceuticals, Inc.(a) | 74 | ||||||
3,598 | Vaxcyte, Inc.(a) | 86 | ||||||
1,692 | ||||||||
Professional Services — 1.61% | ||||||||
917 | ASGN, Inc.(a) | 83 | ||||||
62 | Booz Allen Hamilton Holding Corp. | 6 | ||||||
20 | CACI International, Inc., Class - A(a) | 5 | ||||||
1,815 | CBIZ, Inc.(a) | 78 | ||||||
217 | Huron Consulting Group, Inc.(a) | 14 | ||||||
373 | ICF International, Inc. | 41 | ||||||
35 | Insperity, Inc. | 4 | ||||||
11,268 | KBR, Inc. | 486 | ||||||
594 | Kelly Services, Inc., Class - A | 8 | ||||||
1,876 | Kforce, Inc. | 110 | ||||||
1,998 | Korn Ferry | 94 | ||||||
9,154 | Mistras Group, Inc.(a) | 41 | ||||||
1,018 | Science Applications International Corp. | 90 | ||||||
1,649 | Upwork, Inc.(a) | 22 | ||||||
1,082 | ||||||||
Real Estate Management & Development — 0.29% | ||||||||
1,451 | BBX Capital, Inc.(a) | 12 | ||||||
2,814 | Digitalbridge Group, Inc. | 35 | ||||||
1,705 | eXp World Holdings, Inc. | 19 | ||||||
299 | Forestar Group, Inc.(a) | 3 | ||||||
2,843 | Marcus & Millichap, Inc. | 93 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Real Estate Management & Development (continued) | ||||||||
3,583 | Newmark Group, Inc., Class - A | $ | 29 | |||||
191 | ||||||||
Road & Rail — 0.73% | ||||||||
119 | Avis Budget Group, Inc.(a) | 18 | ||||||
6,058 | Knight-Swift Transportation Holdings, Inc. | 295 | ||||||
412 | P.A.M. Transportation Services, Inc.(a) | 13 | ||||||
752 | Saia, Inc.(a) | 143 | ||||||
3,453 | Yellow Corp.(a) | 18 | ||||||
487 | ||||||||
Semiconductors & Semiconductor Equipment — 3.67% | ||||||||
809 | Advanced Energy Industries, Inc. | 63 | ||||||
485 | Alpha & Omega Semiconductor Ltd.(a) | 15 | ||||||
3,622 | Amkor Technology, Inc. | 62 | ||||||
3,010 | AXT, Inc.(a) | 20 | ||||||
75 | Azenta, Inc. | 3 | ||||||
55 | Cirrus Logic, Inc.(a) | 4 | ||||||
169 | Diodes, Inc.(a) | 11 | ||||||
613 | Enphase Energy, Inc.(a) | 170 | ||||||
189 | Entegris, Inc. | 16 | ||||||
3,557 | FormFactor, Inc.(a) | 89 | ||||||
188 | Impinj, Inc.(a) | 15 | ||||||
3,757 | Lattice Semiconductor Corp.(a) | 185 | ||||||
11,449 | MACOM Technology Solutions Holdings, Inc.(a) | 592 | ||||||
2,797 | MaxLinear, Inc., Class - A(a) | 91 | ||||||
624 | MKS Instruments, Inc. | 52 | ||||||
506 | Monolithic Power Systems, Inc. | 184 | ||||||
2,203 | Power Integrations, Inc. | 142 | ||||||
2,745 | Qorvo, Inc.(a) | 218 | ||||||
837 | Semtech Corp.(a) | 25 | ||||||
1,083 | Silicon Laboratories, Inc.(a) | 134 | ||||||
683 | SkyWater Technology, Inc.(a) | 5 | ||||||
799 | Synaptics, Inc.(a) | 79 | ||||||
212 | Ultra Clean Holdings, Inc.(a) | 5 | ||||||
1,179 | Universal Display Corp. | 111 | ||||||
661 | Veeco Instruments, Inc.(a) | 12 | ||||||
1,519 | Wolfspeed, Inc.(a) | 157 | ||||||
2,460 | ||||||||
Software — 4.91% | ||||||||
880 | Alarm.com Holding, Inc.(a) | 57 | ||||||
6,693 | Alkami Technology, Inc.(a) | 101 | ||||||
829 | Altair Engineering, Inc., Class - A(a) | 37 | ||||||
343 | Alteryx, Inc., Class - A(a) | 19 | ||||||
9,759 | Amplitude, Inc., Class - A(a) | 151 | ||||||
289 | Appfolio, Inc., Class - A(a) | 30 | ||||||
303 | Appian Corp.(a) | 12 | ||||||
3,150 | Asure Software, Inc.(a) | 18 | ||||||
49 | Avalara, Inc.(a) | 4 | ||||||
70,866 | Avaya Holdings Corp.(a) | 113 | ||||||
23,967 | AvidXchange Holdings, Inc.(a) | 203 | ||||||
53,388 | Benson Hill, Inc.(a) | 146 | ||||||
101 | Blackline, Inc.(a) | 6 | ||||||
1,089 | Box, Inc., Class - A(a) | 27 | ||||||
11,793 | C3.ai, Inc., Class - A(a) | 147 | ||||||
979 | Cognyte Software, Ltd.(a) | 4 | ||||||
574 | CommVault Systems, Inc.(a) | 30 | ||||||
77 | Consensus Cloud Solutions, Inc.(a) | 4 | ||||||
1,007 | CoreCard Corp.(a) | 22 | ||||||
356 | Couchbase, Inc.(a) | 5 | ||||||
313 | Digimarc Corp.(a) | 4 | ||||||
10,766 | Digital Turbine, Inc.(a) | 155 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Software (continued) | ||||||||
500 | Domo, Inc., Class - B(a) | $ | 9 | |||||
1,935 | Ebix, Inc. | 37 | ||||||
581 | eGain Corp.(a) | 4 | ||||||
2,856 | Enfusion, Inc., Class - A(a) | 35 | ||||||
83 | Fair Isaac Corp.(a) | 34 | ||||||
631 | Five9, Inc.(a) | 47 | ||||||
53,152 | Greenidge Generation Holdings, Inc.(a) | 106 | ||||||
846 | Guidewire Software, Inc.(a) | 52 | ||||||
186 | HubSpot, Inc.(a) | 50 | ||||||
6,215 | Model N, Inc.(a) | 214 | ||||||
16,199 | N-able, Inc.(a) | 150 | ||||||
67,471 | NextNav, Inc.(a) | 182 | ||||||
6,247 | Olo, Inc., Class - A(a) | 49 | ||||||
192 | Ping Identity Holding Corp.(a) | 5 | ||||||
674 | Progress Software Corp. | 29 | ||||||
868 | PTC, Inc.(a) | 91 | ||||||
680 | Qualys, Inc.(a) | 95 | ||||||
1,182 | Rapid7, Inc.(a) | 51 | ||||||
3,442 | Sapiens International Corp. N.V. | 66 | ||||||
831 | SPS Commerce, Inc.(a) | 103 | ||||||
781 | Tenable Holdings, Inc.(a) | 27 | ||||||
606 | Varonis Systems, Inc.(a) | 16 | ||||||
979 | Verint Systems, Inc.(a) | 33 | ||||||
15,346 | Veritone, Inc.^(a) | 86 | ||||||
4,511 | Viant Technology, Inc., Class - A(a) | 19 | ||||||
18,867 | Weave Communications, Inc.(a) | 95 | ||||||
30,143 | WM Technology, Inc.(a) | 49 | ||||||
1,438 | Workiva, Inc.(a) | 112 | ||||||
21,286 | Zeta Global Holdings Corp., Class - A(a) | 141 | ||||||
72 | Zscaler, Inc.(a) | 12 | ||||||
3,294 | ||||||||
Specialty Retail — 1.96% | ||||||||
1,447 | American Eagle Outfitters, Inc. | 14 | ||||||
1,764 | Arko Corp. | 17 | ||||||
520 | Asbury Automotive Group, Inc.(a) | 79 | ||||||
7,181 | Camping World Holdings, Inc., Class - A | 181 | ||||||
6,294 | Citi Trends, Inc.(a) | 98 | ||||||
1,956 | Floor & Decor Holdings, Inc., Class - A(a) | 136 | ||||||
1,806 | Genesco, Inc.(a) | 71 | ||||||
72 | Group 1 Automotive, Inc. | 10 | ||||||
1,362 | Guess?, Inc. | 20 | ||||||
334 | Lithia Motors, Inc., Class - A | 72 | ||||||
289 | Monro, Inc. | 13 | ||||||
324 | Murphy USA, Inc. | 89 | ||||||
149 | National Vision Holdings, Inc.(a) | 5 | ||||||
53 | Penske Automotive Group, Inc. | 5 | ||||||
231 | Restoration Hardware Co.(a) | 57 | ||||||
2,077 | Sally Beauty Holdings, Inc.(a) | 26 | ||||||
708 | Shoe Carnival, Inc. | 15 | ||||||
158 | Signet Jewelers Ltd. | 9 | ||||||
845 | Sonic Automotive, Inc., Class - A | 37 | ||||||
7,426 | Sportsman's Warehouse Holdings, Inc.(a) | 62 | ||||||
468 | The Aaron's Co., Inc. | 5 | ||||||
5,179 | The Buckle, Inc. | 163 | ||||||
3,215 | The Cato Corp., Class - A | 31 | ||||||
1,585 | The ODP Corp.(a) | 56 | ||||||
10,683 | Tile Shop Holdings, Inc. | 38 | ||||||
560 | Tilly's, Inc., Class - A | 4 | ||||||
1,313 | ||||||||
Technology Hardware, Storage & Peripherals — 0.06% | ||||||||
3,826 | Integral Ad Science Holding Corp.(a) | 27 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Technology Hardware, Storage & Peripherals (continued) | ||||||||
1,701 | Turtle Beach Corp.(a) | $ | 12 | |||||
39 | ||||||||
Textiles, Apparel & Luxury Goods — 0.83% | ||||||||
47 | Columbia Sportswear Co. | 3 | ||||||
1,065 | Crocs, Inc.(a) | 73 | ||||||
3,666 | Fossil Group, Inc.(a) | 13 | ||||||
792 | G-III Apparel Group Ltd.(a) | 12 | ||||||
2,897 | Kontoor Brands, Inc. | 97 | ||||||
1,965 | Oxford Industries, Inc. | 176 | ||||||
24,811 | Plby Group, Inc.^(a) | 100 | ||||||
412 | Steven Madden Ltd. | 11 | ||||||
4,730 | Wolverine World Wide, Inc. | 73 | ||||||
558 | ||||||||
Thrifts & Mortgage Finance — 1.67% | ||||||||
1,712 | Axos Financial, Inc.(a) | 59 | ||||||
18,115 | Capitol Federal Financial, Inc. | 150 | ||||||
3,488 | Columbia Financial, Inc.(a) | 74 | ||||||
47 | Federal Agricultural Mortgage Corp., Class - C | 5 | ||||||
29,668 | Finance of America Cos., Inc., Class - A(a) | 44 | ||||||
667 | Flagstar Bancorp, Inc. | 22 | ||||||
79 | HomeStreet, Inc. | 2 | ||||||
155 | Meta Financial Group, Inc. | 5 | ||||||
228 | MGIC Investment Corp. | 3 | ||||||
1,030 | Mr Cooper Group, Inc.(a) | 42 | ||||||
13,708 | Northwest Bancshares, Inc. | 185 | ||||||
8,522 | OceanFirst Financial Corp. | 159 | ||||||
871 | PennyMac Financial Services, Inc. | 37 | ||||||
6,085 | Premier Financial Corp. | 156 | ||||||
3,124 | Provident Financial Services, Inc. | 61 | ||||||
3,405 | Sterling Bancorp, Inc.(a) | 21 | ||||||
928 | Walker & Dunlop, Inc. | 78 | ||||||
623 | Western New England Bancorp, Inc. | 5 | ||||||
247 | WSFS Financial Corp. | 11 | ||||||
1,119 | ||||||||
Tobacco — 0.19% | ||||||||
2,230 | Universal Corp. | 102 | ||||||
2,572 | Vector Group Ltd. | 23 | ||||||
125 | ||||||||
Trading Companies & Distributors — 1.32% | ||||||||
63 | Applied Industrial Technologies, Inc. | 6 | ||||||
5,077 | Beacon Roofing Supply, Inc.(a) | 278 | ||||||
563 | Boise Cascade Co. | 33 | ||||||
200 | DXP Enterprises, Inc.(a) | 5 | ||||||
192 | GMS, Inc.(a) | 8 | ||||||
1,021 | Herc Holdings, Inc. | 106 | ||||||
28,794 | MRC Global, Inc.(a) | 207 | ||||||
1,578 | Rush Enterprises, Inc., Class - A | 69 | ||||||
548 | SiteOne Landscape Supply, Inc.(a) | 57 | ||||||
3,496 | Textainer Group Holdings Ltd. | 94 | ||||||
166 | WESCO International, Inc.(a) | 20 | ||||||
883 | ||||||||
Water Utilities — 0.76% | ||||||||
161 | American States Water Co. | 13 | ||||||
1,709 | Cadiz, Inc.(a) | 3 | ||||||
1,134 | California Water Service Group | 60 | ||||||
602 | Global Water Resources, Inc. | 7 | ||||||
2,024 | Middlesex Water Co. | 156 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Water Utilities (continued) | ||||||||
3,510 | Pure Cycle Corp.(a) | $ | 29 | |||||
2,918 | SJW Group | 168 | ||||||
1,877 | The York Water Co. | 72 | ||||||
508 | ||||||||
Wireless Telecommunication Services — 0.04% | ||||||||
1,973 | Gogo, Inc.(a) | 24 | ||||||
Total Common Stocks | 63,057 | |||||||
Contingent Rights — 0.09% | ||||||||
Biotechnology — 0.00% | ||||||||
1 | Tobira Therapeutics, Inc. CVR, 12/31/28(a)(b) | – | ||||||
Health Care — 0.00% | ||||||||
1,646 | Progenics Pharma CVR, 12/31/22(a)(b) | – | ||||||
Metals & Mining — 0.09% | ||||||||
108,208 | Pan American Silver Corp. CVR, 02/22/29(a) | 62 | ||||||
Pharmaceuticals — 0.00% | ||||||||
759 | Aratana Therapeutics, Inc. CVR, (a)(b) | – | ||||||
5,589 | Xeris BioPharma Hold CVR, 10/06/49(a) | 1 | ||||||
1 | ||||||||
Total Contingent Rights | 63 | |||||||
Investment Companies — 6.51% | ||||||||
656,804 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 2.84%^^(c) | 657 | ||||||
3,707,591 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 2.89%(c) | 3,707 | ||||||
Total Investment Companies | 4,364 | |||||||
Total Investments (cost $44,468) — 100.58% | 67,484 | |||||||
Liabilities in excess of other assets — (0.58)% | (388 | ) | ||||||
Net Assets - 100.00% | $ | 67,096 | ||||||
Amounts designated as "—" are $0 or have been rounded to $0. |
^ | All or part of this security was on loan as of September 30, 2022. |
^^ | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2022. |
(a) | Represents non-income producing security. |
(b) | Security was valued using significant unobservable inputs as of September 30, 2022. |
(c) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt | |
REIT—Real Estate Investment Trust |
As of September 30, 2022, 100% of the Portfolio's net assets were managed by Parametric Portfolio Associates, LLC.
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the open derivative positions held by the Portfolio as of September 30, 2022.
Futures Contracts Purchased*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
||||||||
Russell 2000 Mini Index Future | 39 | 12/16/22 | $ | 3,256 | $ | (430) | ||||||
$ | 3,256 | $ | (430) | |||||||||
Total Unrealized Appreciation | $ | — | ||||||||||
Total Unrealized Depreciation | (430) | |||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (430) |
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 99.28% | ||||||||
Australia — 1.73% | ||||||||
693 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | $ | 13 | |||||
2,941 | APA Group (Gas Utilities) | 18 | ||||||
1,433 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 30 | ||||||
485 | ASX Ltd. (Capital Markets) | 22 | ||||||
4,501 | Aurizon Holdings Ltd. (Road & Rail) | 10 | ||||||
6,890 | Australia & New Zealand Banking Group Ltd. (Banks) | 101 | ||||||
12,319 | BHP Group Ltd. (Metals & Mining) | 306 | ||||||
1,230 | BlueScope Steel Ltd. (Metals & Mining) | 12 | ||||||
3,525 | Brambles Ltd. (Commercial Services & Supplies) | 26 | ||||||
165 | Cochlear Ltd. (Health Care Equipment & Supplies) | 20 | ||||||
3,429 | Coles Group Ltd. (Food & Staples Retailing) | 36 | ||||||
4,123 | Commonwealth Bank of Australia (Banks) | 240 | ||||||
1,360 | Computershare Ltd. (IT Services) | 22 | ||||||
1,155 | CSL Ltd. (Biotechnology) | 210 | ||||||
2,615 | Dexus (Equity Real Estate Investment Trusts) | 13 | ||||||
148 | Domino's Pizza Enterprises Ltd. (Hotels, Restaurants & Leisure) | 5 | ||||||
3,057 | Endeavour Group Ltd. (Food & Staples Retailing) | 14 | ||||||
4,387 | Evolution Mining Ltd. (Metals & Mining) | 6 | ||||||
4,206 | Fortescue Metals Group Ltd. (Metals & Mining) | 45 | ||||||
4,174 | Goodman Group (Equity Real Estate Investment Trusts) | 42 | ||||||
478 | IDP Education Ltd. (Diversified Consumer Services) | 8 | ||||||
5,779 | Insurance Australia Group Ltd. (Insurance) | 17 | ||||||
1,593 | LendLease Group (Real Estate Management & Development)(a) | 9 | ||||||
863 | Macquarie Group Ltd. (Capital Markets) | 84 | ||||||
7,667 | Medibank Private Ltd. (Insurance) | 17 | ||||||
419 | Mineral Resources Ltd. (Metals & Mining) | 18 | ||||||
9,646 | Mirvac Group (Equity Real Estate Investment Trusts) | 12 | ||||||
7,556 | National Australia Bank Ltd. (Banks) | 140 | ||||||
2,021 | Newcrest Mining Ltd. (Metals & Mining) | 22 | ||||||
2,645 | Northern Star Resources Ltd. (Metals & Mining) | 13 | ||||||
927 | Orica Ltd. (Chemicals) | 8 | ||||||
4,121 | Origin Energy Ltd. (Electric Utilities) | 14 | ||||||
2,446 | Qantas Airways Ltd. (Airlines)(b) | 8 | ||||||
3,741 | QBE Insurance Group Ltd. (Insurance) | 28 | ||||||
427 | Ramsay Health Care Ltd. (Health Care Providers & Services) | 16 | ||||||
112 | REA Group Ltd. (Interactive Media & Services) | 8 | ||||||
687 | Reece Ltd. (Trading Companies & Distributors) | 6 | ||||||
914 | Rio Tinto Ltd. (Metals & Mining) | 55 | ||||||
7,479 | Santos Ltd. (Oil, Gas & Consumable Fuels)(a) | 35 | ||||||
12,339 | Scentre Group (Equity Real Estate Investment Trusts) | 20 | ||||||
923 | SEEK Ltd. (Interactive Media & Services) | 11 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Australia (continued) | ||||||||
1,187 | Sonic Healthcare Ltd. (Health Care Providers & Services) | $ | 23 | |||||
11,701 | South32 Ltd. (Metals & Mining) | 28 | ||||||
5,512 | Stockland (Equity Real Estate Investment Trusts) | 12 | ||||||
3,312 | Suncorp Group Ltd. (Insurance) | 21 | ||||||
10,531 | Telstra Corp. Ltd. (Diversified Telecommunication Services) | 26 | ||||||
3,178 | The GPT Group (Equity Real Estate Investment Trusts) | 8 | ||||||
5,667 | The Lottery Corp. Ltd. (Hotels, Restaurants & Leisure)(b) | 15 | ||||||
6,949 | Transurban Group (Transportation Infrastructure) | 55 | ||||||
2,004 | Treasury Wine Estates Ltd. (Beverages) | 16 | ||||||
8,881 | Vicinity Centres (Equity Real Estate Investment Trusts)(a) | 10 | ||||||
528 | Washington H Soul Pattinson & Co. Ltd. (Oil, Gas & Consumable Fuels) | 9 | ||||||
2,750 | Wesfarmers Ltd. (Multiline Retail) | 75 | ||||||
8,782 | Westpac Banking Corp. (Banks) | 116 | ||||||
358 | WiseTech Global Ltd. (Software) | 12 | ||||||
3,686 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 75 | ||||||
928 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 19 | ||||||
3,057 | Woolworths Group Ltd. (Food & Staples Retailing) | 66 | ||||||
2,326 | ||||||||
Austria — 0.04% | ||||||||
836 | Erste Group Bank AG (Banks)(a) | 18 | ||||||
383 | OMV AG (Oil, Gas & Consumable Fuels) | 14 | ||||||
160 | Verbund AG (Electric Utilities) | 14 | ||||||
246 | Voestalpine AG (Metals & Mining) | 4 | ||||||
50 | ||||||||
Belgium — 0.85% | ||||||||
444 | Ageas SA (Insurance) | 16 | ||||||
21,961 | Anheuser-Busch InBev N.V. (Beverages) | 996 | ||||||
58 | D'ieteren Group (Distributors) | 8 | ||||||
67 | Elia Group SA (Electric Utilities)(a) | 8 | ||||||
217 | Groupe Bruxelles Lambert SA (Diversified Financial Services) | 15 | ||||||
634 | KBC Group N.V. (Banks) | 30 | ||||||
370 | Proximus SADP (Diversified Telecommunication Services) | 4 | ||||||
31 | Sofina SA (Diversified Financial Services) | 5 | ||||||
183 | Solvay SA, Class - A (Chemicals) | 14 | ||||||
321 | UCB SA (Pharmaceuticals) | 22 | ||||||
491 | Umicore SA (Chemicals)(a) | 14 | ||||||
360 | Warehouses De Pauw CVA (Equity Real Estate Investment Trusts)(a) | 9 | ||||||
1,141 | ||||||||
Bermuda — 0.08% | ||||||||
887 | Arch Capital Group Ltd. (Insurance)(b) | 40 | ||||||
373 | Bunge Ltd. (Food Products) | 31 | ||||||
98 | Everest Re Group Ltd. (Insurance) | 26 | ||||||
902 | Invesco Ltd. (Capital Markets) | 12 | ||||||
109 | ||||||||
Canada — 3.21% | ||||||||
1,151 | Agnico Eagle Mines Ltd. (Metals & Mining) | 49 | ||||||
400 | Air Canada (Airlines)(a)(b) | 5 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
1,403 | Algonquin Power & Utilities Corp. (Multi-Utilities) | $ | 15 | |||||
2,000 | Alimentation Couche-Tard, Inc. (Food & Staples Retailing) | 81 | ||||||
800 | AltaGas Ltd. (Gas Utilities) | 15 | ||||||
1,804 | ARC Resources Ltd. (Oil, Gas & Consumable Fuels) | 22 | ||||||
1,617 | Bank of Montreal (Banks) | 142 | ||||||
4,364 | Barrick Gold Corp. (Metals & Mining) | 68 | ||||||
200 | BCE, Inc. (Diversified Telecommunication Services) | 8 | ||||||
1,495 | Blackberry Ltd. (Software)(b) | 7 | ||||||
3,443 | Brookfield Asset Management, Inc., Class - A (Capital Markets) | 141 | ||||||
92 | BRP, Inc. (Leisure Products) | 6 | ||||||
800 | CAE, Inc. (Aerospace & Defense)(b) | 12 | ||||||
996 | Cameco Corp. (Oil, Gas & Consumable Fuels) | 26 | ||||||
200 | Canadian Apartment Properties REIT (Equity Real Estate Investment Trusts)(a) | 6 | ||||||
2,200 | Canadian Imperial Bank of Commerce (Banks) | 96 | ||||||
1,410 | Canadian National Railway Co. (Road & Rail) | 152 | ||||||
2,726 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | 127 | ||||||
2,256 | Canadian Pacific Railway Ltd. (Road & Rail) | 151 | ||||||
143 | Canadian Tire Corp. Ltd., Class - A (Multiline Retail) | 15 | ||||||
300 | Canadian Utilities Ltd., Class - A (Multi-Utilities) | 8 | ||||||
3,493 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | 54 | ||||||
500 | CGI, Inc. (IT Services)(b) | 38 | ||||||
49 | Constellation Software, Inc. (Software) | 68 | ||||||
700 | Dollarama, Inc. (Multiline Retail) | 40 | ||||||
600 | Emera, Inc. (Electric Utilities) | 24 | ||||||
400 | Empire Co. Ltd. (Food & Staples Retailing) | 10 | ||||||
4,900 | Enbridge, Inc. (Oil, Gas & Consumable Fuels) | 182 | ||||||
19,977 | First Quantum Minerals Ltd. (Metals & Mining) | 338 | ||||||
100 | FirstService Corp. (Real Estate Management & Development) | 12 | ||||||
1,100 | Fortis, Inc. (Electric Utilities) | 42 | ||||||
494 | Franco-Nevada Corp. (Metals & Mining) | 59 | ||||||
200 | George Weston Ltd. (Food & Staples Retailing) | 21 | ||||||
500 | Gildan Activewear, Inc. (Textiles, Apparel & Luxury Goods) | 14 | ||||||
600 | Great-West Lifeco, Inc. (Insurance) | 13 | ||||||
800 | Hydro One Ltd. (Electric Utilities)(a) | 20 | ||||||
300 | iA Financial Corp., Inc. (Insurance) | 15 | ||||||
200 | IGM Financial, Inc. (Capital Markets) | 5 | ||||||
537 | Imperial Oil Ltd. (Oil, Gas & Consumable Fuels) | 23 | ||||||
419 | Intact Financial Corp. (Insurance) | 59 | ||||||
1,227 | Ivanhoe Mines Ltd. (Metals & Mining)(b) | 8 | ||||||
600 | Keyera Corp. (Oil, Gas & Consumable Fuels)(a) | 12 | ||||||
3,200 | Kinross Gold Corp. (Metals & Mining) | 12 | ||||||
300 | Lightspeed Commerce, Inc. (Software)(b) | 5 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
400 | Loblaw Companies Ltd. (Food & Staples Retailing) | $ | 32 | |||||
301 | Lululemon Athletica, Inc. (Textiles, Apparel & Luxury Goods)(b) | 84 | ||||||
1,400 | Lundin Mining Corp. (Metals & Mining)(a) | 7 | ||||||
700 | Magna International, Inc. (Auto Components) | 33 | ||||||
4,700 | Manulife Financial Corp. (Insurance) | 74 | ||||||
600 | Metro, Inc. (Food & Staples Retailing) | 30 | ||||||
800 | National Bank of Canada (Banks) | 50 | ||||||
500 | Northland Power, Inc. (Independent Power and Renewable Electricity Producers) | 15 | ||||||
1,333 | Nutrien Ltd. (Chemicals) | 111 | ||||||
150 | Nuvei Corp. (IT Services)(b) | 4 | ||||||
200 | Onex Corp. (Diversified Financial Services) | 9 | ||||||
700 | Open Text Corp. (Software)(a) | 19 | ||||||
500 | Pan American Silver Corp. (Metals & Mining) | 8 | ||||||
400 | Parkland Corp. (Oil, Gas & Consumable Fuels)(a) | 9 | ||||||
1,400 | Pembina Pipelines Corp. (Oil, Gas & Consumable Fuels) | 43 | ||||||
1,350 | Power Corp. of Canada (Insurance) | 30 | ||||||
500 | Quebecor, Inc., Class - B (Media) | 9 | ||||||
700 | Restaurant Brands International, Inc. (Hotels, Restaurants & Leisure) | 37 | ||||||
300 | RioCan Real Estate Investment Trust (Equity Real Estate Investment Trusts)(a) | 4 | ||||||
300 | Ritchie Bros. Auctioneers, Inc. (Commercial Services & Supplies) | 19 | ||||||
900 | Rogers Communications, Inc., Class - B (Wireless Telecommunication Services) | 35 | ||||||
3,385 | Royal Bank of Canada (Banks) | 304 | ||||||
691 | Saputo, Inc. (Food Products)(a) | 16 | ||||||
1,200 | Shaw Communications, Inc., Class - B (Media) | 29 | ||||||
2,750 | Shopify, Inc. (IT Services)(b) | 74 | ||||||
1,400 | Sun Life Financial, Inc. (Insurance) | 56 | ||||||
3,502 | Suncor Energy, Inc. (Oil, Gas & Consumable Fuels) | 99 | ||||||
2,399 | TC Energy Corp. (Oil, Gas & Consumable Fuels) | 97 | ||||||
1,135 | Teck Resources Ltd., Class - B (Metals & Mining) | 35 | ||||||
1,000 | TELUS Corp. (Diversified Telecommunication Services) | 20 | ||||||
213 | TFI International, Inc. (Road & Rail) | 19 | ||||||
2,844 | The Bank of Nova Scotia (Banks) | 135 | ||||||
4,436 | The Toronto-Dominion Bank (Banks) | 272 | ||||||
400 | Thomson Reuters Corp. (Professional Services) | 41 | ||||||
100 | TMX Group Ltd. (Capital Markets) | 9 | ||||||
200 | Toromont Industries Ltd. (Trading Companies & Distributors) | 14 | ||||||
737 | Tourmaline Oil Corp. (Oil, Gas & Consumable Fuels) | 38 | ||||||
620 | Waste Connections, Inc. (Commercial Services & Supplies) | 84 | ||||||
136 | West Fraser Timber Co. Ltd. (Paper & Forest Products) | 10 | ||||||
1,100 | Wheaton Precious Metals Corp. (Metals & Mining) | 36 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
300 | WSP Global, Inc. (Construction & Engineering) | $ | 33 | |||||
4,309 | ||||||||
China — 0.01% | ||||||||
128 | Futu Holdings Ltd., ADR (Capital Markets)(b) | 5 | ||||||
3,000 | SITC International Holdings Co. Ltd. (Marine) | 5 | ||||||
10 | ||||||||
Denmark — 0.74% | ||||||||
8 | A.P. Moller - Maersk A/S, Class - A (Marine) | 14 | ||||||
11 | A.P. Moller - Maersk A/S, Class - B (Marine) | 20 | ||||||
251 | Carlsberg A/S, Class - B (Beverages) | 29 | ||||||
263 | Christian Hansen Holding A/S (Chemicals)(a) | 13 | ||||||
302 | Coloplast A/S, Class - B (Health Care Equipment & Supplies) | 31 | ||||||
1,609 | Danske Bank A/S (Banks) | 20 | ||||||
292 | Demant A/S (Health Care Equipment & Supplies)(b) | 7 | ||||||
432 | DSV A/S (Road & Rail) | 51 | ||||||
165 | Genmab A/S (Biotechnology)(a)(b) | 53 | ||||||
278 | GN Store Nord A/S (Health Care Equipment & Supplies) | 5 | ||||||
4,046 | Novo Nordisk A/S, Class - B (Pharmaceuticals) | 404 | ||||||
501 | Novozymes A/S, B Shares (Chemicals) | 25 | ||||||
3,049 | Orsted A/S (Electric Utilities)(a) | 243 | ||||||
245 | Pandora A/S (Textiles, Apparel & Luxury Goods) | 11 | ||||||
18 | ROCKWOOL A/S, Class - B (Building Products) | 3 | ||||||
810 | Tryg A/S (Insurance)(a) | 17 | ||||||
2,458 | Vestas Wind Systems A/S (Electrical Equipment) | 45 | ||||||
991 | ||||||||
Finland — 0.63% | ||||||||
360 | Elisa Oyj (Diversified Telecommunication Services) | 16 | ||||||
1,122 | Fortum Oyj (Electric Utilities) | 15 | ||||||
684 | Kesko Oyj, Class - B (Food & Staples Retailing) | 13 | ||||||
864 | Kone Oyj, Class - B (Machinery) | 33 | ||||||
11,696 | Neste Oyj (Oil, Gas & Consumable Fuels) | 510 | ||||||
13,185 | Nokia Oyj (Communications Equipment) | 57 | ||||||
8,182 | Nordea Bank Abp (Banks) | 70 | ||||||
243 | Orion Oyj, Class - B (Pharmaceuticals) | 10 | ||||||
1,192 | Sampo Oyj, Class - A (Insurance) | 51 | ||||||
1,360 | Stora Enso Oyj, Registered Shares (Paper & Forest Products) | 17 | ||||||
1,356 | UPM-Kymmene Oyj (Paper & Forest Products) | 43 | ||||||
1,231 | Wartsila Oyj Abp (Machinery) | 8 | ||||||
843 | ||||||||
France — 2.31% | ||||||||
434 | Accor SA (Hotels, Restaurants & Leisure)(a)(b) | 9 | ||||||
91 | Aeroports de Paris (Transportation Infrastructure)(b) | 11 | ||||||
1,269 | Air Liquide SA (Chemicals) | 145 | ||||||
826 | Alstom SA (Machinery) | 13 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
152 | Amundi SA (Capital Markets) | $ | 6 | |||||
151 | Arkema SA (Chemicals) | 11 | ||||||
4,551 | AXA SA (Insurance) | 99 | ||||||
104 | BioMerieux (Health Care Equipment & Supplies) | 8 | ||||||
2,734 | BNP Paribas SA (Banks) | 115 | ||||||
566 | Bouygues SA (Construction & Engineering) | 15 | ||||||
727 | Bureau Veritas SA (Professional Services)(a) | 16 | ||||||
403 | Capgemini SE (IT Services) | 65 | ||||||
1,562 | Carrefour SA (Food & Staples Retailing)(a) | 22 | ||||||
1,612 | Cie Generale des Etablissements Michelin SCA (Auto Components) | 36 | ||||||
1,237 | Compagnie de Saint-Gobain (Building Products) | 44 | ||||||
115 | Covivio (Equity Real Estate Investment Trusts) | 6 | ||||||
2,961 | Credit Agricole SA (Banks) | 24 | ||||||
1,592 | Danone SA (Food Products) | 75 | ||||||
1,670 | Dassault Systemes SE (Software) | 58 | ||||||
640 | Edenred (IT Services) | 29 | ||||||
195 | Eiffage SA (Construction & Engineering)(a) | 16 | ||||||
1,408 | Electricite de France SA (Electric Utilities) | 16 | ||||||
4,644 | Engie SA (Multi-Utilities) | 53 | ||||||
706 | EssilorLuxottica SA (Textiles, Apparel & Luxury Goods) | 96 | ||||||
78 | Eurazeo SE (Diversified Financial Services) | 4 | ||||||
116 | Gecina SA (Equity Real Estate Investment Trusts)(a) | 9 | ||||||
1,089 | Getlink SE (Transportation Infrastructure) | 17 | ||||||
77 | Hermes International (Textiles, Apparel & Luxury Goods) | 91 | ||||||
89 | Ipsen SA (Pharmaceuticals) | 8 | ||||||
184 | Kering SA (Textiles, Apparel & Luxury Goods) | 82 | ||||||
568 | Klepierre SA (Equity Real Estate Investment Trusts) | 10 | ||||||
256 | LA Francaise des Jeux SAEM (Hotels, Restaurants & Leisure) | 8 | ||||||
606 | Legrand SA (Electrical Equipment) | 39 | ||||||
583 | L'Oreal SA (Personal Products) | 186 | ||||||
677 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 399 | ||||||
4,724 | Orange SA (Diversified Telecommunication Services)(a) | 43 | ||||||
508 | Pernod Ricard SA (Beverages) | 93 | ||||||
528 | Publicis Groupe SA (Media) | 25 | ||||||
49 | Remy Cointreau SA (Beverages) | 8 | ||||||
440 | Renault SA (Automobiles)(b) | 12 | ||||||
854 | Safran SA (Aerospace & Defense) | 78 | ||||||
2,789 | Sanofi (Pharmaceuticals) | 212 | ||||||
70 | Sartorius Stedim Biotech (Life Sciences Tools & Services) | 21 | ||||||
1,313 | Schneider Electric SE (Electrical Equipment)(a) | 148 | ||||||
55 | SEB SA (Household Durables) | 3 | ||||||
2,059 | Societe Generale SA (Banks) | 41 | ||||||
224 | Sodexo SA (Hotels, Restaurants & Leisure) | 17 | ||||||
149 | Teleperformance (Professional Services) | 38 | ||||||
270 | Thales SA (Aerospace & Defense) | 30 | ||||||
6,009 | TotalEnergies SE (Oil, Gas & Consumable Fuels) | 282 | ||||||
225 | UbiSoft Entertainment SA (Entertainment)(b) | 6 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
305 | Unibail-Rodamco-Westfield (Equity Real Estate Investment Trusts)(b) | $ | 13 | |||||
595 | Valeo (Auto Components) | 9 | ||||||
1,599 | Veolia Environnement SA (Multi-Utilities) | 31 | ||||||
1,264 | Vinci SA (Construction & Engineering) | 102 | ||||||
1,744 | Vivendi SE (Entertainment) | 14 | ||||||
71 | Wendel SE (Diversified Financial Services) | 5 | ||||||
558 | Worldline SA (IT Services)(b) | 22 | ||||||
3,094 | ||||||||
Germany — 1.85% | ||||||||
410 | adidas AG (Textiles, Apparel & Luxury Goods) | 47 | ||||||
980 | Allianz SE (Insurance) | 154 | ||||||
2,457 | Aroundtown SA (Real Estate Management & Development)(a) | 5 | ||||||
2,237 | BASF SE (Chemicals) | 86 | ||||||
2,390 | Bayer AG, Registered Shares (Pharmaceuticals) | 110 | ||||||
809 | Bayerische Motoren Werke AG (Automobiles) | 55 | ||||||
177 | Bechtle AG (IT Services) | 6 | ||||||
255 | Beiersdorf AG (Personal Products) | 25 | ||||||
400 | Brenntag AG (Trading Companies & Distributors) | 24 | ||||||
99 | Carl Zeiss Meditec AG (Health Care Equipment & Supplies) | 10 | ||||||
2,817 | Commerzbank AG (Banks)(b) | 20 | ||||||
279 | Continental AG (Auto Components) | 12 | ||||||
494 | Covestro AG (Chemicals) | 14 | ||||||
1,041 | Daimler Truck Holding AG (Machinery)(b) | 24 | ||||||
405 | Delivery Hero SE (Internet & Direct Marketing Retail)(b) | 15 | ||||||
4,983 | Deutsche Bank AG, Registered Shares (Capital Markets) | 37 | ||||||
464 | Deutsche Boerse AG (Capital Markets) | 76 | ||||||
1,458 | Deutsche Lufthansa AG, Registered Shares (Airlines)(a)(b) | 8 | ||||||
16,240 | Deutsche Post AG, Registered Shares (Air Freight & Logistics) | 488 | ||||||
7,840 | Deutsche Telekom AG (Diversified Telecommunication Services)(a) | 133 | ||||||
5,467 | E.ON SE (Multi-Utilities) | 42 | ||||||
515 | Evonik Industries AG (Chemicals) | 9 | ||||||
500 | Fresenius Medical Care AG & Co. KGAA (Health Care Providers & Services) | 14 | ||||||
1,062 | Fresenius SE & Co. KGaA (Health Care Providers & Services) | 23 | ||||||
419 | GEA Group AG (Machinery) | 14 | ||||||
153 | Hannover Rueck SE (Insurance) | 23 | ||||||
370 | HeidelbergCement AG (Construction Materials) | 15 | ||||||
423 | HelloFresh SE (Food & Staples Retailing)(b) | 9 | ||||||
263 | Henkel AG & Co. KGAA (Household Products) | 15 | ||||||
3,171 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment)(a) | 69 | ||||||
195 | KION Group AG (Machinery)(a) | 4 | ||||||
186 | Knorr-Bremse AG (Machinery) | 8 | ||||||
193 | LEG Immobilien AG (Real Estate Management & Development) | 12 | ||||||
1,903 | Mercedes-Benz Group AG (Automobiles)(a) | 96 | ||||||
314 | Merck KGaA (Pharmaceuticals) | 51 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
130 | MTU Aero Engines AG (Aerospace & Defense) | $ | 19 | |||||
339 | Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares (Insurance) | 82 | ||||||
126 | Nemetschek SE (Software) | 6 | ||||||
239 | Puma SE (Textiles, Apparel & Luxury Goods)(a) | 11 | ||||||
11 | Rational AG (Machinery) | 5 | ||||||
105 | Rheinmetall AG (Industrial Conglomerates) | 16 | ||||||
1,593 | RWE AG (Multi-Utilities) | 59 | ||||||
2,550 | SAP SE (Software) | 207 | ||||||
221 | Scout24 AG (Interactive Media & Services) | 11 | ||||||
1,868 | Siemens AG, Registered Shares (Industrial Conglomerates) | 183 | ||||||
975 | Siemens Energy AG (Electrical Equipment) | 11 | ||||||
674 | Siemens Healthineers AG (Health Care Equipment & Supplies) | 29 | ||||||
326 | Symrise AG (Chemicals)(a) | 32 | ||||||
3,222 | Telefonica Deutschland Holding AG (Diversified Telecommunication Services) | 7 | ||||||
228 | Uniper SE (Independent Power and Renewable Electricity Producers) | 1 | ||||||
258 | United Internet AG (Diversified Telecommunication Services)(a) | 5 | ||||||
1,772 | Vonovia SE (Real Estate Management & Development) | 38 | ||||||
543 | Zalando SE (Internet & Direct Marketing Retail)(b) | 11 | ||||||
2,486 | ||||||||
Hong Kong — 1.13% | ||||||||
107,347 | AIA Group Ltd. (Insurance) | 893 | ||||||
9,500 | BOC Hong Kong Holdings Ltd. (Banks) | 32 | ||||||
4,200 | Budweiser Brewing Co. APAC Ltd. (Beverages) | 11 | ||||||
4,800 | Chow Tai Fook Jewellery Group Ltd. (Specialty Retail) | 9 | ||||||
5,000 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 30 | ||||||
6,000 | CK Hutchison Holdings Ltd. (Industrial Conglomerates) | 33 | ||||||
1,500 | CK Infrastructure Holdings Ltd. (Electric Utilities) | 8 | ||||||
4,000 | CLP Holdings Ltd. (Electric Utilities) | 30 | ||||||
4,200 | ESR Cayman Ltd. (Real Estate Management & Development) | 11 | ||||||
5,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure) | 29 | ||||||
5,000 | Hang Lung Properties Ltd. (Real Estate Management & Development) | 8 | ||||||
2,000 | Hang Seng Bank Ltd. (Banks) | 30 | ||||||
4,000 | Henderson Land Development Co. Ltd. (Real Estate Management & Development) | 11 | ||||||
6,500 | HK Electric Investments & HK Electric Investments Ltd. (Electric Utilities) | 5 | ||||||
10,000 | HKT Trust & HKT Ltd. (Diversified Telecommunication Services)(a) | 12 | ||||||
28,665 | Hong Kong & China Gas Co. Ltd. (Gas Utilities) | 25 | ||||||
2,949 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 101 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hong Kong (continued) | ||||||||
2,400 | Hongkong Land Holdings Ltd. (Real Estate Management & Development) | $ | 11 | |||||
4,000 | MTR Corp. Ltd. (Road & Rail) | 18 | ||||||
4,000 | New World Development Co. Ltd. (Real Estate Management & Development) | 11 | ||||||
3,500 | Power Assets Holdings Ltd. (Electric Utilities) | 18 | ||||||
6,000 | Sands China Ltd. (Hotels, Restaurants & Leisure)(b) | 15 | ||||||
8,000 | Sino Land Co. Ltd. (Real Estate Management & Development) | 11 | ||||||
3,500 | Sun Hung Kai Properties Ltd. (Real Estate Management & Development) | 39 | ||||||
1,000 | Swire Pacific Ltd., Class - A (Real Estate Management & Development) | 7 | ||||||
3,000 | Swire Properties Ltd. (Real Estate Management & Development) | 6 | ||||||
3,500 | Techtronic Industries Co. Ltd. (Machinery) | 33 | ||||||
5,023 | The Link Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 35 | ||||||
18,450 | WH Group Ltd. (Food Products) | 12 | ||||||
4,000 | Wharf Real Estate Investment Co. Ltd. (Real Estate Management & Development) | 18 | ||||||
4,000 | Xinyi Glass Holdings Ltd. (Building Products) | 6 | ||||||
1,518 | ||||||||
Ireland (Republic of) — 0.93% | ||||||||
322 | AerCap Holdings N.V. (Trading Companies & Distributors)(b) | 14 | ||||||
234 | Allegion PLC (Building Products) | 21 | ||||||
1,896 | CRH PLC (Construction Materials)(a) | 61 | ||||||
235 | DCC PLC (Industrial Conglomerates)(a) | 12 | ||||||
971 | Eaton Corp. PLC (Electrical Equipment) | 129 | ||||||
2,241 | Experian PLC (Professional Services) | 66 | ||||||
417 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(b) | 46 | ||||||
540 | Horizon Therapeutics PLC (Pharmaceuticals)(b) | 33 | ||||||
1,037 | James Hardie Industries PLC (Construction Materials) | 20 | ||||||
5,281 | Kerry Group PLC, Class - A (Food Products)(a) | 472 | ||||||
384 | Kingspan Group PLC (Building Products) | 17 | ||||||
3,258 | Medtronic PLC (Health Care Equipment & Supplies) | 264 | ||||||
406 | Pentair PLC (Machinery) | 16 | ||||||
480 | Seagate Technology Holdings PLC (Technology Hardware, Storage & Peripherals) | 26 | ||||||
540 | Smurfit Kappa Group PLC (Containers & Packaging)(a) | 15 | ||||||
243 | STERIS PLC (Health Care Equipment & Supplies) | 40 | ||||||
1,252 | ||||||||
Isle of Man — 0.01% | ||||||||
1,361 | Entain PLC (Hotels, Restaurants & Leisure) | 16 | ||||||
Israel — 0.19% | ||||||||
101 | Azrieli Group Ltd. (Real Estate Management & Development) | 7 | ||||||
3,082 | Bank Hapoalim BM (Banks) | 26 | ||||||
3,920 | Bank Leumi Le (Banks) | 33 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Israel (continued) | ||||||||
4,851 | Bezeq The Israeli Telecommunication Corp. Ltd. (Diversified Telecommunication Services) | $ | 8 | |||||
265 | Check Point Software Technologies Ltd. (Software)(b) | 30 | ||||||
88 | CyberArk Software Ltd. (Software)(b) | 13 | ||||||
60 | Elbit Systems Ltd. (Aerospace & Defense) | 11 | ||||||
1,724 | ICL Group Ltd. (Chemicals) | 14 | ||||||
1 | Isracard Ltd. (Consumer Finance) | — | ||||||
3,213 | Israel Discount Bank Ltd., Class - A (Banks) | 16 | ||||||
304 | Mizrahi Tefahot Bank Ltd. (Banks) | 11 | ||||||
155 | Nice Ltd. (Software)(b) | 29 | ||||||
142 | SolarEdge Technologies, Inc. (Semiconductors & Semiconductor Equipment)(b) | 33 | ||||||
268 | Tower Semiconductor Ltd. (Semiconductors & Semiconductor Equipment)(b) | 12 | ||||||
136 | Wix.com Ltd. (IT Services)(b) | 11 | ||||||
201 | ZIM Integrated Shipping Services Ltd. (Marine) | 5 | ||||||
259 | ||||||||
Italy — 0.42% | ||||||||
266 | Amplifon SpA (Health Care Providers & Services) | 7 | ||||||
2,629 | Assicurazioni Generali SpA (Insurance) | 36 | ||||||
1,251 | Atlantia SpA (Transportation Infrastructure) | 28 | ||||||
1,427 | Davide Campari-Milano N.V. (Beverages) | 13 | ||||||
54 | DiaSorin SpA (Health Care Equipment & Supplies) | 6 | ||||||
19,818 | Enel SpA (Electric Utilities)(a) | 82 | ||||||
6,167 | Eni SpA (Oil, Gas & Consumable Fuels) | 66 | ||||||
320 | Ferrari N.V. (Automobiles) | 59 | ||||||
1,425 | FinecoBank Banca Fineco SpA (Banks) | 18 | ||||||
1,050 | Infrastrutture Wireless Italiane SpA (Diversified Telecommunication Services)(a) | 9 | ||||||
39,570 | Intesa Sanpaolo SpA (Banks)(a) | 65 | ||||||
1,412 | Mediobanca Banca di Credito Finanziario SpA (Banks) | 11 | ||||||
450 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 18 | ||||||
1,124 | Nexi SpA (IT Services)(b) | 9 | ||||||
1,363 | Poste Italiane SpA (Insurance) | 10 | ||||||
676 | Prusmian SpA (Electrical Equipment) | 19 | ||||||
257 | Recordati SpA (Pharmaceuticals) | 9 | ||||||
4,051 | Snam SpA (Gas Utilities) | 16 | ||||||
25,056 | Telecom Italia SpA (Diversified Telecommunication Services)(b) | 5 | ||||||
3,462 | Terna - Rete Elettrica Nazionale SpA (Electric Utilities) | 21 | ||||||
5,375 | Unicredit SpA (Banks) | 54 | ||||||
561 | ||||||||
Japan — 5.32% | ||||||||
500 | Advantest Corp. (Semiconductors & Semiconductor Equipment)(a) | 23 | ||||||
1,600 | Aeon Co. Ltd. (Food & Staples Retailing) | 30 | ||||||
500 | AGC, Inc. (Building Products) | 16 | ||||||
1,100 | Ajinomoto Co., Inc. (Food Products) | 30 | ||||||
300 | ANA Holdings, Inc. (Airlines)(a)(b) | 6 | ||||||
1,100 | Asahi Group Holdings Ltd. (Beverages)(a) | 34 | ||||||
500 | Asahi Intecc Co. Ltd. (Health Care Equipment & Supplies) | 8 | ||||||
3,200 | Asahi Kasei Corp. (Chemicals) | 21 | ||||||
4,500 | Astellas Pharma, Inc. (Pharmaceuticals) | 60 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
300 | Azbil Corp. (Electronic Equipment, Instruments & Components) | $ | 8 | |||||
1,300 | Bridgestone Corp. (Auto Components) | 42 | ||||||
500 | Brother Industries Ltd. (Technology Hardware, Storage & Peripherals) | 9 | ||||||
2,400 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 52 | ||||||
400 | Capcom Co. Ltd. (Entertainment) | 10 | ||||||
300 | Central Japan Railway Co. (Road & Rail) | 35 | ||||||
1,600 | Chubu Electric Power Co., Inc. (Electric Utilities) | 14 | ||||||
1,600 | Chugai Pharmaceutical Co. Ltd. (Pharmaceuticals) | 40 | ||||||
2,800 | Concordia Financial Group Ltd. (Banks) | 9 | ||||||
1,100 | CyberAgent, Inc. (Media) | 9 | ||||||
600 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 12 | ||||||
200 | Daifuku Co. Ltd. (Machinery) | 9 | ||||||
2,500 | Dai-ichi Life Holdings, Inc. (Insurance) | 40 | ||||||
4,200 | Daiichi Sankyo Co. Ltd. (Pharmaceuticals) | 117 | ||||||
600 | Daikin Industries Ltd. (Building Products) | 92 | ||||||
200 | Daito Trust Construction Co. Ltd. (Real Estate Management & Development) | 19 | ||||||
1,300 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 26 | ||||||
5 | Daiwa House REIT Investment Corp. (Equity Real Estate Investment Trusts) | 10 | ||||||
3,800 | Daiwa Securities Group, Inc. (Capital Markets) | 15 | ||||||
1,100 | Denso Corp. (Auto Components) | 50 | ||||||
500 | Dentsu Group, Inc. (Media) | 14 | ||||||
100 | Disco Corp. (Semiconductors & Semiconductor Equipment) | 22 | ||||||
700 | East Japan Railway Co. (Road & Rail) | 36 | ||||||
600 | Eisai Co. Ltd. (Pharmaceuticals) | 32 | ||||||
7,800 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 25 | ||||||
500 | FANUC Corp. (Machinery) | 70 | ||||||
100 | Fast Retailing Co. Ltd. (Specialty Retail) | 53 | ||||||
300 | Fuji Electric Co. Ltd. (Electrical Equipment) | 11 | ||||||
900 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 41 | ||||||
500 | Fujitsu Ltd. (IT Services)(a) | 55 | ||||||
1 | GLP J-REIT (Equity Real Estate Investment Trusts) | 1 | ||||||
100 | GMO Payment Gateway, Inc. (IT Services) | 7 | ||||||
600 | Hakuhodo DY Holdings, Inc. (Media) | 4 | ||||||
200 | Hamamatsu Photonics K.K. (Electronic Equipment, Instruments & Components) | 9 | ||||||
600 | Hankyu Hanshin Holdings, Inc. (Road & Rail) | 18 | ||||||
100 | Hikari Tsushin, Inc. (Specialty Retail) | 12 | ||||||
100 | Hirose Electric Co. Ltd. (Electronic Equipment, Instruments & Components) | 13 | ||||||
300 | Hitachi Construction Machinery Co. Ltd. (Machinery) | 6 | ||||||
2,400 | Hitachi Ltd. (Industrial Conglomerates) | 102 | ||||||
500 | Hitachi Metals Ltd. (Metals & Mining)(b) | 8 | ||||||
4,000 | Honda Motor Co. Ltd. (Automobiles) | 87 | ||||||
200 | Hoshizaki Corp. (Machinery) | 6 | ||||||
900 | HOYA Corp. (Health Care Equipment & Supplies) | 87 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
800 | Hulic Co. Ltd. (Real Estate Management & Development)(a) | $ | 6 | |||||
300 | Ibiden Co. Ltd. (Electronic Equipment, Instruments & Components) | 8 | ||||||
500 | Idemitsu Kosan Co. Ltd. (Oil, Gas & Consumable Fuels)(a) | 11 | ||||||
2,500 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 23 | ||||||
1,500 | Isuzu Motors Ltd. (Automobiles) | 17 | ||||||
100 | ITO EN Ltd. (Beverages) | 4 | ||||||
2,900 | ITOCHU Corp. (Trading Companies & Distributors) | 70 | ||||||
200 | Itochu Techno-Solutions Corp. (IT Services) | 5 | ||||||
1,300 | Japan Exchange Group, Inc. (Capital Markets) | 18 | ||||||
6,100 | Japan Post Holdings Co. Ltd. (Insurance)(a) | 40 | ||||||
500 | Japan Post Insurance Co. Ltd. (Insurance)(a) | 7 | ||||||
3 | Japan Real Estate Investment Corp. (Equity Real Estate Investment Trusts) | 12 | ||||||
18 | Japan Retail Fund Investment Corp. (Equity Real Estate Investment Trusts) | 14 | ||||||
1,400 | JFE Holdings, Inc. (Metals & Mining) | 13 | ||||||
500 | JSR Corp. (Chemicals) | 9 | ||||||
1,100 | Kajima Corp. (Construction & Engineering) | 10 | ||||||
300 | Kakaku.com, Inc. (Interactive Media & Services) | 5 | ||||||
1,100 | Kao Corp. (Personal Products) | 45 | ||||||
3,900 | KDDI Corp. (Wireless Telecommunication Services) | 114 | ||||||
300 | Keio Corp. (Road & Rail) | 11 | ||||||
300 | Keisei Electric Railway Co. Ltd. (Road & Rail) | 8 | ||||||
500 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 165 | ||||||
400 | Kikkoman Corp. (Food Products) | 23 | ||||||
400 | Kintetsu Group Holdings Co. Ltd. (Road & Rail) | 13 | ||||||
2,100 | Kirin Holdings Co. Ltd. (Beverages) | 32 | ||||||
100 | Kobayashi Pharmaceutical Co. Ltd. (Personal Products) | 6 | ||||||
300 | Kobe Bussan Co. Ltd. (Food & Staples Retailing) | 7 | ||||||
2,100 | Komatsu Ltd. (Machinery) | 38 | ||||||
200 | Konami Group Corp. (Entertainment) | 9 | ||||||
100 | Kose Corp. (Personal Products) | 10 | ||||||
2,600 | Kubota Corp. (Machinery) | 36 | ||||||
200 | Kurita Water Industries Ltd. (Machinery) | 7 | ||||||
800 | Kyocera Corp. (Electronic Equipment, Instruments & Components) | 40 | ||||||
700 | Kyowa Kirin Co. Ltd. (Pharmaceuticals) | 16 | ||||||
700 | Lixil Corp. (Building Products) | 10 | ||||||
1,100 | M3, Inc. (Health Care Technology) | 31 | ||||||
500 | Makita Corp. (Machinery) | 10 | ||||||
3,900 | Marubeni Corp. (Trading Companies & Distributors) | 34 | ||||||
1,500 | Mazda Motor Corp. (Automobiles) | 10 | ||||||
200 | McDonald's Holdings Co. Ltd. (Hotels, Restaurants & Leisure) | 7 | ||||||
300 | MEIJI Holdings Co. Ltd. (Food Products) | 13 | ||||||
900 | MINEBEA MITSUMI, Inc. (Machinery) | 13 | ||||||
8,649 | MISUMI Group, Inc. (Machinery) | 186 | ||||||
3,200 | Mitsubishi Chemical Group Corp. (Chemicals) | 15 | ||||||
3,000 | Mitsubishi Corp. (Trading Companies & Distributors) | 82 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
4,400 | Mitsubishi Electric Corp. (Electrical Equipment) | $ | 40 | |||||
3,000 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 40 | ||||||
800 | Mitsubishi Heavy Industries Ltd. (Machinery) | 27 | ||||||
29,700 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 135 | ||||||
3,200 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 68 | ||||||
400 | Mitsui Chemicals, Inc. (Chemicals) | 8 | ||||||
2,300 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 44 | ||||||
900 | Mitsui O.S.K. Lines Ltd. (Marine) | 16 | ||||||
5,840 | Mizuho Financial Group, Inc. (Banks) | 63 | ||||||
600 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 9 | ||||||
1,100 | MS&AD Insurance Group Holdings, Inc. (Insurance) | 29 | ||||||
1,400 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 64 | ||||||
600 | NEC Corp. (Technology Hardware, Storage & Peripherals) | 19 | ||||||
1,400 | Nexon Co. Ltd. (Entertainment) | 25 | ||||||
600 | NGK Insulators Ltd. (Machinery) | 7 | ||||||
8,150 | Nidec Corp. (Electrical Equipment) | 458 | ||||||
800 | Nihon M&A Center Holdings, Inc. (Professional Services) | 9 | ||||||
3,000 | Nintendo Co. Ltd. (Entertainment) | 121 | ||||||
4 | Nippon Building Fund, Inc. (Equity Real Estate Investment Trusts) | 18 | ||||||
200 | NIPPON EXPRESS HOLDINGS, INC. (Road & Rail) | 10 | ||||||
2,100 | Nippon Paint Holdings Co. Ltd. (Chemicals)(a) | 14 | ||||||
5 | Nippon Prologis REIT, Inc. (Equity Real Estate Investment Trusts)(a) | 11 | ||||||
200 | Nippon Sanso Holdings Corp. (Chemicals) | 3 | ||||||
100 | Nippon Shinyaku Co. Ltd. (Pharmaceuticals) | 5 | ||||||
2,000 | Nippon Steel Corp. (Metals & Mining)(a) | 28 | ||||||
2,700 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 73 | ||||||
1,200 | Nippon Yusen KK (Marine) | 20 | ||||||
300 | Nissan Chemical Corp. (Chemicals) | 13 | ||||||
500 | Nisshin Seifun Group, Inc. (Food Products) | 5 | ||||||
200 | Nissin Foods Holdings Co. Ltd. (Food Products)(a) | 14 | ||||||
200 | Nitori Holdings Co. Ltd. (Specialty Retail) | 17 | ||||||
300 | Nitto Denko Corp. (Chemicals) | 16 | ||||||
7,500 | Nomura Holdings, Inc. (Capital Markets) | 25 | ||||||
400 | Nomura Real Estate Holdings, Inc. (Real Estate Management & Development) | 9 | ||||||
11 | Nomura Real Estate Master Fund, Inc. (Equity Real Estate Investment Trusts) | 12 | ||||||
800 | Nomura Research Institute Ltd. (IT Services) | 20 | ||||||
1,600 | NTT Data Corp. (IT Services) | 21 | ||||||
1,500 | Obayashi Corp. (Construction & Engineering) | 10 | ||||||
200 | Obic Co. Ltd. (IT Services) | 27 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
700 | Odakyu Electric Railway Co. Ltd. (Road & Rail) | $ | 9 | |||||
2,400 | Oji Paper Co. Ltd. (Paper & Forest Products) | 9 | ||||||
3,000 | Olympus Corp. (Health Care Equipment & Supplies) | 58 | ||||||
500 | OMRON Corp. (Electronic Equipment, Instruments & Components) | 23 | ||||||
900 | Ono Pharmaceutical Co. Ltd. (Pharmaceuticals) | 21 | ||||||
200 | Open House Group Co. Ltd. (Household Durables)(a) | 7 | ||||||
100 | Oracle Corp. (Software) | 5 | ||||||
500 | Oriental Land Co. Ltd. (Hotels, Restaurants & Leisure) | 68 | ||||||
2,700 | ORIX Corp. (Diversified Financial Services) | 38 | ||||||
1,000 | Osaka Gas Co. Ltd. (Gas Utilities) | 15 | ||||||
300 | OTSUKA Corp. (IT Services) | 9 | ||||||
1,000 | Otsuka Holdings Co. Ltd. (Pharmaceuticals) | 32 | ||||||
1,100 | Pan Pacific International Holdings Corp. (Multiline Retail) | 19 | ||||||
5,600 | Panasonic Holdings Corp. (Household Durables) | 39 | ||||||
500 | Persol Holdings Co. Ltd. (Professional Services)(a) | 9 | ||||||
2,200 | Rakuten Group, Inc. (Internet & Direct Marketing Retail) | 9 | ||||||
3,400 | Recruit Holdings Co. Ltd. (Professional Services) | 98 | ||||||
2,700 | Renesas Electronics Corp. (Semiconductors & Semiconductor Equipment)(a)(b) | 23 | ||||||
5,200 | Resona Holdings, Inc. (Banks) | 19 | ||||||
1,600 | Ricoh Co. Ltd. (Technology Hardware, Storage & Peripherals) | 12 | ||||||
200 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 13 | ||||||
600 | SBI Holdings, Inc. (Capital Markets) | 11 | ||||||
300 | SCSK Corp. (IT Services) | 5 | ||||||
500 | Secom Co. Ltd. (Commercial Services & Supplies) | 29 | ||||||
600 | Seiko Epson Corp. (Technology Hardware, Storage & Peripherals) | 8 | ||||||
1,000 | Sekisui Chemical Co. Ltd. (Household Durables) | 12 | ||||||
1,600 | Sekisui House Ltd. (Household Durables) | 27 | ||||||
1,800 | Seven & i Holdings Co. Ltd. (Food & Staples Retailing) | 72 | ||||||
800 | SG Holdings Co. Ltd. (Air Freight & Logistics) | 11 | ||||||
500 | Sharp Corp. (Household Durables)(a) | 3 | ||||||
500 | Shimadzu Corp. (Electronic Equipment, Instruments & Components) | 13 | ||||||
200 | Shimano, Inc. (Leisure Products) | 31 | ||||||
1,400 | Shimizu Corp. (Construction & Engineering) | 7 | ||||||
900 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 89 | ||||||
600 | Shionogi & Co. Ltd. (Pharmaceuticals) | 29 | ||||||
1,000 | Shiseido Co. Ltd. (Personal Products) | 35 | ||||||
200 | SMC Corp. (Machinery) | 81 | ||||||
6,900 | Softbank Corp. (Wireless Telecommunication Services) | 69 | ||||||
2,900 | SoftBank Group Corp. (Wireless Telecommunication Services) | 98 | ||||||
800 | Sompo Holdings, Inc. (Insurance) | 32 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
3,100 | Sony Group Corp. (Household Durables) | $ | 200 | |||||
200 | Square Enix Holdings Co. Ltd. (Entertainment) | 9 | ||||||
800 | SUMCO Corp. (Semiconductors & Semiconductor Equipment)(a) | 9 | ||||||
3,600 | Sumitomo Chemical Co. Ltd. (Chemicals) | 12 | ||||||
2,700 | Sumitomo Corp. (Trading Companies & Distributors) | 33 | ||||||
1,900 | Sumitomo Electric Industries Ltd. (Auto Components) | 19 | ||||||
600 | Sumitomo Metal Mining Co. Ltd. (Metals & Mining) | 17 | ||||||
3,200 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 89 | ||||||
800 | Sumitomo Mitsui Trust Holdings, Inc. (Banks) | 23 | ||||||
700 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 16 | ||||||
300 | Suntory Beverage & Food Ltd. (Beverages) | 11 | ||||||
400 | Sysmex Corp. (Health Care Equipment & Supplies) | 21 | ||||||
1,300 | T&D Holdings, Inc. (Insurance) | 12 | ||||||
500 | Taisei Corp. (Construction & Engineering) | 14 | ||||||
3,800 | Takeda Pharmaceutical Co. Ltd. (Pharmaceuticals) | 99 | ||||||
900 | TDK Corp. (Electronic Equipment, Instruments & Components) | 28 | ||||||
1,600 | Terumo Corp. (Health Care Equipment & Supplies) | 45 | ||||||
1,200 | The Chiba Bank Ltd. (Banks) | 6 | ||||||
1,800 | The Kansai Electric Power Co., Inc. (Electric Utilities) | 15 | ||||||
1,000 | The Shizuoka Bank Ltd. (Banks) | 6 | ||||||
500 | TIS, Inc. (IT Services) | 13 | ||||||
500 | Tobu Railway Co. Ltd. (Road & Rail) | 12 | ||||||
300 | Toho Co. Ltd. (Entertainment) | 11 | ||||||
4,500 | Tokio Marine Holdings, Inc. (Insurance) | 80 | ||||||
400 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 99 | ||||||
1,000 | Tokyo Gas Co. Ltd. (Gas Utilities) | 17 | ||||||
1,300 | Tokyu Corp. (Road & Rail) | 15 | ||||||
600 | TOPPAN, Inc. (Commercial Services & Supplies) | 9 | ||||||
3,400 | Toray Industries, Inc. (Chemicals) | 17 | ||||||
1,000 | Toshiba Corp. (Industrial Conglomerates) | 36 | ||||||
600 | Tosoh Corp. (Chemicals) | 7 | ||||||
300 | TOTO Ltd. (Building Products) | 10 | ||||||
300 | Toyota Industries Corp. (Auto Components) | 14 | ||||||
25,600 | Toyota Motor Corp. (Automobiles) | 336 | ||||||
500 | Toyota Tsusho Corp. (Trading Companies & Distributors) | 15 | ||||||
300 | Trend Micro, Inc. (Software) | 16 | ||||||
1,000 | Unicharm Corp. (Household Products) | 33 | ||||||
500 | USS Co. Ltd. (Specialty Retail) | 8 | ||||||
200 | Welcia Holdings Co. Ltd. (Food & Staples Retailing) | 4 | ||||||
500 | West Japan Railway Co. (Road & Rail)(a) | 19 | ||||||
300 | Yakult Honsha Co. Ltd. (Food Products) | 17 | ||||||
300 | Yamaha Corp. (Leisure Products) | 11 | ||||||
800 | Yamaha Motor Co. Ltd. (Automobiles) | 15 | ||||||
800 | Yamato Holdings Co. Ltd. (Air Freight & Logistics) | 12 | ||||||
600 | Yaskawa Electric Corp. (Machinery) | 17 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
600 | Yokogawa Electric Corp. (Electronic Equipment, Instruments & Components) | $ | 9 | |||||
6,700 | Z Holdings Corp. (Interactive Media & Services) | 18 | ||||||
300 | ZOZO, Inc. (Internet & Direct Marketing Retail)(a) | 6 | ||||||
7,138 | ||||||||
Jersey — 0.12% | ||||||||
24,155 | Glencore PLC (Metals & Mining)(a) | 126 | ||||||
218 | Novocure Ltd. (Health Care Equipment & Supplies)(b) | 17 | ||||||
2,653 | WPP PLC (Media) | 22 | ||||||
165 | ||||||||
Liberia — 0.02% | ||||||||
579 | Royal Caribbean Cruises Ltd. (Hotels, Restaurants & Leisure)(b) | 22 | ||||||
Luxembourg — 0.04% | ||||||||
1,143 | ArcelorMittal SA (Metals & Mining) | 22 | ||||||
330 | Eurofins Scientific SE (Life Sciences Tools & Services) | 20 | ||||||
1,138 | Tenaris SA (Energy Equipment & Services) | 15 | ||||||
57 | ||||||||
Netherlands — 1.32% | ||||||||
1,034 | ABN AMRO Bank N.V. (Banks) | 9 | ||||||
223 | Adyen N.V. (IT Services)(a)(b) | 277 | ||||||
4,651 | AEGON N.V. (Insurance) | 18 | ||||||
1,431 | Airbus SE (Aerospace & Defense) | 123 | ||||||
461 | Akzo Nobel N.V. (Chemicals) | 26 | ||||||
134 | Argenx SE (Biotechnology)(b) | 48 | ||||||
110 | ASM International N.V. (Semiconductors & Semiconductor Equipment) | 25 | ||||||
977 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment)(a) | 404 | ||||||
2,515 | CNH Industrial N.V. (Machinery) | 28 | ||||||
214 | Euronext N.V. (Capital Markets) | 14 | ||||||
274 | EXOR NV (Diversified Financial Services)(b) | 18 | ||||||
129 | Heineken Holding N.V. (Beverages) | 9 | ||||||
659 | Heineken N.V. (Beverages) | 58 | ||||||
131 | IMCD NV (Trading Companies & Distributors)(a) | 16 | ||||||
9,432 | ING Groep N.V. (Banks) | 81 | ||||||
175 | JDE Peet's N.V. (Food Products) | 5 | ||||||
431 | Just Eat Takeaway.com N.V. (Internet & Direct Marketing Retail)(b) | 7 | ||||||
2,558 | Koninklijke Ahold Delhaize N.V. (Food & Staples Retailing) | 65 | ||||||
426 | Koninklijke DSM N.V. (Chemicals) | 48 | ||||||
6,568 | Koninklijke KPN N.V. (Diversified Telecommunication Services) | 18 | ||||||
680 | LyondellBasell Industries N.V., Class - A (Chemicals) | 51 | ||||||
696 | NN Group N.V. (Insurance) | 27 | ||||||
619 | NXP Semiconductors N.V. (Semiconductors & Semiconductor Equipment) | 91 | ||||||
248 | OCI N.V. (Chemicals)(a) | 9 | ||||||
2,082 | Prosus N.V. (Internet & Direct Marketing Retail)(a) | 108 | ||||||
568 | QIAGEN N.V. (Life Sciences Tools & Services)(b) | 24 | ||||||
276 | Randstad N.V. (Professional Services) | 12 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Netherlands (continued) | ||||||||
1,666 | STMicroelectronics N.V. (Semiconductors & Semiconductor Equipment) | $ | 52 | |||||
1,744 | Universal Music Group N.V. (Entertainment) | 33 | ||||||
654 | Wolters Kluwer N.V. (Professional Services) | 64 | ||||||
1,768 | ||||||||
New Zealand — 0.05% | ||||||||
2,680 | Auckland International Airport Ltd. (Transportation Infrastructure)(b) | 11 | ||||||
1,455 | Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies) | 15 | ||||||
1,764 | Mercury NZ Ltd. (Electric Utilities) | 6 | ||||||
2,860 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 8 | ||||||
5,100 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 14 | ||||||
332 | Xero Ltd. (Software)(b) | 15 | ||||||
69 | ||||||||
Norway — 0.94% | ||||||||
571 | Adevinta ASA (Interactive Media & Services)(b) | 3 | ||||||
763 | Aker BP ASA (Oil, Gas & Consumable Fuels) | 22 | ||||||
2,403 | DNB Bank ASA (Banks) | 38 | ||||||
33,166 | Equinor ASA (Oil, Gas & Consumable Fuels) | 1,094 | ||||||
485 | Gjensidige Forsikring ASA (Insurance) | 8 | ||||||
217 | Kongsberg Gruppen ASA (Aerospace & Defense) | 7 | ||||||
1,094 | Mowi ASA (Food Products)(a) | 14 | ||||||
3,388 | Norsk Hydro ASA (Metals & Mining) | 18 | ||||||
1,866 | Orkla ASA (Food Products) | 14 | ||||||
134 | Salmar ASA (Food Products) | 5 | ||||||
1,828 | Telenor ASA (Diversified Telecommunication Services) | 17 | ||||||
438 | Yara International ASA (Chemicals) | 15 | ||||||
1,255 | ||||||||
Portugal — 0.04% | ||||||||
6,973 | EDP - Energias de Portugal SA (Electric Utilities) | 30 | ||||||
1,241 | Galp Energia SGPS SA, B Shares (Oil, Gas & Consumable Fuels)(a) | 12 | ||||||
752 | Jeronimo Martins SGPS, SA (Food & Staples Retailing)(a) | 14 | ||||||
56 | ||||||||
Singapore — 0.31% | ||||||||
8,441 | Ascendas Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 16 | ||||||
12,356 | CapitaLand Integrated Commercial Trust (Equity Real Estate Investment Trusts) | 16 | ||||||
6,700 | Capitaland Investment, Ltd. (Real Estate Management & Development) | 16 | ||||||
1,000 | City Developments Ltd. (Real Estate Management & Development) | 5 | ||||||
4,361 | DBS Group Holdings Ltd. (Banks) | 102 | ||||||
15,700 | Genting Singapore Ltd. (Hotels, Restaurants & Leisure) | 9 | ||||||
3,553 | Grab Holdings Ltd. (Road & Rail)(b) | 9 | ||||||
4,100 | Keppel Corp. Ltd. (Industrial Conglomerates) | 20 | ||||||
5,600 | Mapletree Commercial Trust (Equity Real Estate Investment Trusts) | 7 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Singapore (continued) | ||||||||
6,014 | Mapletree Logistics Trust (Equity Real Estate Investment Trusts) | $ | 6 | |||||
8,090 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 66 | ||||||
2,700 | Singapore Airlines Ltd. (Airlines)(b) | 10 | ||||||
2,000 | Singapore Exchange Ltd. (Capital Markets) | 13 | ||||||
2,100 | Singapore Technologies Engineering Ltd. (Aerospace & Defense) | 5 | ||||||
20,700 | Singapore Telecommunications Ltd. (Diversified Telecommunication Services) | 38 | ||||||
3,100 | United Overseas Bank Ltd. (Banks) | 56 | ||||||
1,000 | United Overseas Land Group Ltd. (Real Estate Management & Development) | 5 | ||||||
700 | Venture Corp. Ltd. (Electronic Equipment, Instruments & Components) | 8 | ||||||
5,000 | Wilmar International Ltd. (Food Products) | 13 | ||||||
420 | ||||||||
Spain — 0.53% | ||||||||
54 | Acciona SA (Electric Utilities) | 9 | ||||||
350 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 8 | ||||||
171 | Aena SME SA (Transportation Infrastructure)(b) | 18 | ||||||
1,097 | Amadeus IT Group SA (IT Services)(b) | 51 | ||||||
16,116 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 72 | ||||||
42,146 | Banco Santander SA (Banks)(a) | 98 | ||||||
11,788 | CaixaBank SA (Banks) | 38 | ||||||
1,388 | Cellnex Telecom SA (Diversified Telecommunication Services) | 43 | ||||||
703 | EDP Renovaveis SA (Independent Power and Renewable Electricity Producers) | 14 | ||||||
585 | Enagas SA (Gas Utilities)(a) | 9 | ||||||
802 | Endesa SA (Electric Utilities) | 12 | ||||||
1,187 | Ferrovial SA (Construction & Engineering) | 27 | ||||||
756 | Grifols SA (Biotechnology)(b) | 7 | ||||||
14,068 | Iberdrola SA (Electric Utilities) | 132 | ||||||
2,635 | Industria de Diseno Textil SA (Specialty Retail) | 54 | ||||||
491 | Naturgy Energy Group SA (Gas Utilities) | 11 | ||||||
1,081 | Red Electrica Corp. SA (Electric Utilities) | 17 | ||||||
3,642 | Repsol SA (Oil, Gas & Consumable Fuels) | 42 | ||||||
597 | Siemens Gamesa Renewable Energy SA, Registered Shares (Electrical Equipment)(b) | 10 | ||||||
11,840 | Telefonica SA (Diversified Telecommunication Services) | 39 | ||||||
711 | ||||||||
Sweden — 0.67% | ||||||||
779 | Alfa Laval AB (Machinery) | 19 | ||||||
— | Alleima AB (Metals & Mining)(b) | — | ||||||
2,440 | Assa Abloy AB, B Shares (Building Products) | 46 | ||||||
6,496 | Atlas Copco AB, Class - A (Machinery)(b) | 60 | ||||||
3,956 | Atlas Copco AB, Class - B (Machinery) | 33 | ||||||
666 | Boliden AB (Metals & Mining) | 21 | ||||||
623 | Electrolux AB, Class - B (Household Durables) | 6 | ||||||
1,497 | Embracer Group AB (Entertainment)(b) | 9 | ||||||
1,637 | Epiroc AB, Class - A (Machinery) | 23 | ||||||
1,066 | Epiroc AB, Class - B (Machinery) | 13 | ||||||
721 | Equities AB (Capital Markets) | 14 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Sweden (continued) | ||||||||
1,541 | Essity AB, Class - B (Household Products) | $ | 30 | |||||
446 | Evolution AB (Hotels, Restaurants & Leisure) | 35 | ||||||
1,608 | Fastighets AB Balder, B Shares (Real Estate Management & Development)(b) | 6 | ||||||
571 | Getinge AB, B Shares (Health Care Equipment & Supplies) | 10 | ||||||
1,788 | H & M Hennes & Mauritz AB, B Shares (Specialty Retail) | 17 | ||||||
4,396 | Hexagon AB, Class - B (Electronic Equipment, Instruments & Components) | 41 | ||||||
172 | Holmen AB, B Shares (Paper & Forest Products) | 7 | ||||||
854 | Husqvarna AB, B Shares (Machinery) | 5 | ||||||
282 | Industrivarden AB, A Shares (Diversified Financial Services)(a) | 6 | ||||||
451 | Industrivarden AB, Class - C (Diversified Financial Services) | 9 | ||||||
508 | Indutrade AB (Trading Companies & Distributors) | 8 | ||||||
321 | Investment AB Latour, Class - B (Industrial Conglomerates) | 5 | ||||||
978 | Investor AB, Class - A (Diversified Financial Services) | 15 | ||||||
4,536 | Investor AB, Class - B (Diversified Financial Services) | 67 | ||||||
569 | Kinnevik AB, Class - B (Diversified Financial Services)(b) | 7 | ||||||
169 | L E Lundbergforetagen AB, Class - B (Diversified Financial Services) | 6 | ||||||
580 | Lifco AB, Class - B (Industrial Conglomerates) | 8 | ||||||
4,054 | Nibe Industrier AB, Class - B (Building Products) | 36 | ||||||
352 | Sagax AB, Class - B (Real Estate Management & Development) | 6 | ||||||
2,611 | Sandvik AB (Machinery) | 36 | ||||||
856 | Securitas AB, Class - B (Commercial Services & Supplies) | 6 | ||||||
4,127 | Skandinaviska Enskilda Banken AB, Class - A (Banks) | 39 | ||||||
933 | Skanska AB, B Shares (Construction & Engineering) | 12 | ||||||
888 | SKF AB, B Shares (Machinery) | 12 | ||||||
1,426 | Svenska Cellulosa AB SCA, Class - B (Paper & Forest Products) | 18 | ||||||
3,569 | Svenska Handelsbanken AB, A Shares (Banks) | 29 | ||||||
2,295 | Swedbank AB, A Shares (Banks) | 30 | ||||||
409 | Swedish Orphan Biovitrum AB (Biotechnology)(b) | 8 | ||||||
1,442 | Tele2 AB, B Shares (Wireless Telecommunication Services) | 12 | ||||||
7,063 | Telefonaktiebolaget LM Ericsson, Class - B (Communications Equipment) | 41 | ||||||
6,801 | Telia Co. AB (Diversified Telecommunication Services)(a) | 20 | ||||||
3,442 | Volvo AB, B Shares (Machinery) | 49 | ||||||
648 | Volvo AB, Class - A (Machinery) | 10 | ||||||
1,383 | Volvo Car AB, Class - B (Automobiles)(b) | 6 | ||||||
896 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Switzerland — 3.63% | ||||||||
3,880 | ABB Ltd., Registered Shares (Electrical Equipment) | $ | 100 | |||||
371 | Adecco Group AG (Professional Services)(a) | 10 | ||||||
1,226 | Alcon, Inc. (Health Care Equipment & Supplies) | 71 | ||||||
75 | Bachem Holding AG, Registered Shares (Life Sciences Tools & Services) | 5 | ||||||
117 | Baloise Holding AG, Registered Shares (Insurance) | 15 | ||||||
8 | Barry Callebaut AG, Registered Shares (Food Products)(a) | 15 | ||||||
4 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 39 | ||||||
1,029 | Chubb Ltd. (Insurance) | 187 | ||||||
1,267 | Cie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 120 | ||||||
541 | Clariant AG, Registered Shares (Chemicals) | 9 | ||||||
520 | Coca-Cola HBC AG (Beverages) | 11 | ||||||
6,878 | Credit Suisse Group AG, Registered Shares (Capital Markets) | 27 | ||||||
14 | EMS-Chemie Holding AG (Chemicals) | 9 | ||||||
361 | Garmin Ltd. (Household Durables) | 29 | ||||||
90 | Geberit AG, Registered Shares (Building Products) | 39 | ||||||
22 | Givaudan SA, Registered Shares (Chemicals) | 66 | ||||||
1,325 | Holcim Ltd., Registered Shares (Construction Materials)(a) | 54 | ||||||
559 | Julius Baer Group Ltd. (Capital Markets) | 24 | ||||||
137 | Kuehne & Nagel International AG, Registered Shares (Marine) | 28 | ||||||
392 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | 18 | ||||||
181 | Lonza Group AG, Registered Shares (Life Sciences Tools & Services)(a) | 88 | ||||||
6,858 | Nestle SA, Registered Shares (Food Products) | 742 | ||||||
5,259 | Novartis AG, Registered Shares (Pharmaceuticals) | 401 | ||||||
53 | Partners Group Holding AG (Capital Markets) | 43 | ||||||
6,005 | Roche Holding AG (Pharmaceuticals) | 1,955 | ||||||
75 | Roche Holding AG (Pharmaceuticals) | 29 | ||||||
102 | Schindler Holding AG (Machinery) | 16 | ||||||
50 | Schindler Holding AG, Registered Shares (Machinery) | 8 | ||||||
15 | SGS SA, Registered Shares (Professional Services)(a) | 32 | ||||||
717 | SIG Group AG (Containers & Packaging)(a) | 15 | ||||||
345 | Sika AG, Registered Shares (Chemicals)(a) | 69 | ||||||
139 | Sonova Holding AG, Registered Shares (Health Care Equipment & Supplies)(a) | 31 | ||||||
260 | Straumann Holding AG, Registered Shares (Health Care Equipment & Supplies) | 24 | ||||||
77 | Swiss Life Holding AG (Insurance) | 34 | ||||||
190 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 15 | ||||||
749 | Swiss Re AG (Insurance) | 55 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Switzerland (continued) | ||||||||
66 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | $ | 31 | |||||
800 | TE Connectivity Ltd. (Electronic Equipment, Instruments & Components) | 88 | ||||||
164 | Temenos AG, Registered Shares (Software) | 11 | ||||||
108 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 5 | ||||||
67 | The Swatch Group AG, B Shares (Textiles, Apparel & Luxury Goods) | 15 | ||||||
8,627 | UBS Group AG (Capital Markets) | 125 | ||||||
65 | VAT Group AG (Machinery)(a) | 13 | ||||||
366 | Zurich Financial Services AG (Insurance) | 146 | ||||||
4,867 | ||||||||
Taiwan — 0.48% | ||||||||
9,334 | Taiwan Semiconductor Manufacturing Co. Ltd., ADR (Semiconductors & Semiconductor Equipment) | 640 | ||||||
United Arab Emirates — 0.00% | ||||||||
339 | NMC Health PLC (Health Care Providers & Services)(b)(c) | — | ||||||
United Kingdom — 4.57% | ||||||||
2,438 | 3i Group PLC (Capital Markets) | 29 | ||||||
5,849 | abrdn PLC (Diversified Financial Services) | 9 | ||||||
496 | Admiral Group PLC (Insurance) | 11 | ||||||
3,739 | Amcor PLC (Containers & Packaging) | 40 | ||||||
3,061 | Anglo American PLC (Metals & Mining) | 92 | ||||||
961 | Antofagasta PLC (Metals & Mining) | 12 | ||||||
517 | Aon PLC, Class - A (Insurance) | 138 | ||||||
651 | Aptiv PLC (Auto Components)(b) | 51 | ||||||
1,093 | Ashtead Group PLC (Trading Companies & Distributors) | 49 | ||||||
902 | Associated British Foods PLC (Food Products) | 13 | ||||||
3,767 | AstraZeneca PLC (Pharmaceuticals)(a) | 413 | ||||||
2,623 | Auto Trader Group PLC (Interactive Media & Services)(a) | 15 | ||||||
258 | Aveva Group PLC (Software) | 9 | ||||||
6,745 | Aviva PLC (Insurance) | 29 | ||||||
7,610 | BAE Systems PLC (Aerospace & Defense) | 67 | ||||||
40,207 | Barclays PLC (Banks)(a) | 64 | ||||||
2,421 | Barratt Developments PLC (Household Durables)(a) | 9 | ||||||
314 | Berkeley Group Holdings PLC (Household Durables) | 11 | ||||||
46,981 | BP PLC (Oil, Gas & Consumable Fuels) | 224 | ||||||
2,489 | British Land Co. PLC (Equity Real Estate Investment Trusts) | 10 | ||||||
17,011 | BT Group PLC (Diversified Telecommunication Services) | 23 | ||||||
886 | Bunzl PLC (Trading Companies & Distributors) | 27 | ||||||
1,017 | Burberry Group PLC (Textiles, Apparel & Luxury Goods)(a) | 20 | ||||||
861 | Clarivate PLC (Professional Services)(b) | 8 | ||||||
530 | Coca-Cola Europacific Partners PLC (Beverages) | 23 | ||||||
4,480 | Compass Group PLC (Hotels, Restaurants & Leisure) | 89 | ||||||
4,236 | Croda International PLC (Chemicals) (a) | 303 | ||||||
5,525 | Diageo PLC (Beverages) | 233 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
486 | Ferguson PLC (Trading Companies & Distributors) | $ | 50 | |||||
9,783 | GSK PLC (Pharmaceuticals) | 141 | ||||||
— | Haleon PLC (Personal Products)(b) | — | ||||||
950 | Halma PLC (Electronic Equipment, Instruments & Components) | 21 | ||||||
823 | Hargreaves Lansdown PLC (Capital Markets) | 8 | ||||||
496 | Hikma Pharmaceuticals PLC (Pharmaceuticals)(a) | 7 | ||||||
49,252 | HSBC Holdings PLC (Banks) | 255 | ||||||
3,731 | Informa PLC (Media) | 21 | ||||||
8,828 | Intercontinental Hotels Group PLC (Hotels, Restaurants & Leisure) | 425 | ||||||
405 | Intertek Group PLC (Professional Services) | 17 | ||||||
4,095 | J Sainsbury PLC (Food & Staples Retailing) | 8 | ||||||
6,250 | JD Sports Fashion PLC (Specialty Retail) | 7 | ||||||
474 | Johnson Matthey PLC (Chemicals) | 10 | ||||||
5,168 | Kingfisher PLC (Specialty Retail) | 13 | ||||||
1,659 | Land Securities Group PLC (Equity Real Estate Investment Trusts) | 10 | ||||||
194,459 | Legal & General Group PLC (Insurance) | 463 | ||||||
439 | Liberty Global PLC, Class - A (Media)(b) | 7 | ||||||
718 | Liberty Global PLC, Class - C (Diversified Telecommunication Services)(b) | 12 | ||||||
1,206 | Linde PLC (Chemicals) | 325 | ||||||
174,705 | Lloyds Banking Group PLC (Banks) | 79 | ||||||
793 | London Stock Exchange Group PLC (Capital Markets)(a) | 67 | ||||||
6,041 | M&G PLC (Diversified Financial Services) | 11 | ||||||
10,478 | Melrose Industries PLC (Industrial Conglomerates) | 12 | ||||||
1,214 | Mondi PLC (Paper & Forest Products) | 19 | ||||||
8,973 | National Grid PLC (Multi-Utilities) | 92 | ||||||
13,116 | NatWest Group PLC (Banks)(a) | 33 | ||||||
350 | Next PLC (Multiline Retail) | 19 | ||||||
1,147 | Ocado Group PLC (Food & Staples Retailing)(a)(b) | 6 | ||||||
1,722 | Pearson PLC (Media) | 16 | ||||||
795 | Persimmon PLC (Household Durables) | 11 | ||||||
1,175 | Phoenix Group Holdings PLC (Insurance) | 7 | ||||||
6,528 | Prudential PLC (Insurance) | 64 | ||||||
1,729 | RecKitt Benckiser Group PLC (Household Products) | 115 | ||||||
4,686 | RELX PLC (Professional Services) | 114 | ||||||
4,625 | Rentokil Initial PLC (Commercial Services & Supplies) | 25 | ||||||
2,735 | Rio Tinto PLC (Metals & Mining) | 148 | ||||||
20,995 | Rolls-Royce Holdings PLC (Aerospace & Defense)(b) | 16 | ||||||
1,911 | Schroders PLC (Capital Markets) | 8 | ||||||
3,088 | Segro PLC (Equity Real Estate Investment Trusts) | 26 | ||||||
377 | Sensata Technologies Holding PLC (Electrical Equipment) | 14 | ||||||
626 | Severn Trent PLC (Water Utilities)(a) | 16 | ||||||
18,078 | Shell PLC (Oil, Gas & Consumable Fuels) | 447 | ||||||
2,223 | Smith & Nephew PLC (Health Care Equipment & Supplies) | 26 | ||||||
939 | Smiths Group PLC (Industrial Conglomerates) | 16 | ||||||
184 | Spirax-Sarco Engineering PLC (Machinery) | 21 | ||||||
2,541 | SSE PLC (Electric Utilities) | 43 | ||||||
21,298 | St. James Place PLC (Capital Markets) | 242 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
5,927 | Standard Chartered PLC (Banks) | $ | 37 | |||||
5,179 | Stellantis N.V. (Automobiles) | 61 | ||||||
7,703 | Taylor Wimpey PLC (Household Durables)(a) | 7 | ||||||
18,103 | Tesco PLC (Food & Staples Retailing) | 42 | ||||||
2,722 | The Sage Group PLC (Software) | 21 | ||||||
6,205 | Unilever PLC (Personal Products) | 273 | ||||||
1,702 | United Utilities Group PLC (Water Utilities) | 17 | ||||||
66,705 | Vodafone Group PLC (Wireless Telecommunication Services) | 75 | ||||||
468 | Whitbread PLC (Hotels, Restaurants & Leisure) | 12 | ||||||
275 | Willis Towers Watson PLC (Insurance) | 55 | ||||||
6,134 | ||||||||
United States — 67.11% | ||||||||
1,377 | 3M Co. (Industrial Conglomerates) | 152 | ||||||
352 | A.O. Smith Corp. (Building Products) | 17 | ||||||
4,277 | Abbott Laboratories (Health Care Equipment & Supplies) | 414 | ||||||
4,289 | AbbVie, Inc. (Biotechnology) | 576 | ||||||
110 | Abiomed, Inc. (Health Care Equipment & Supplies)(b) | 27 | ||||||
1,528 | Accenture PLC, Class - A (IT Services) | 393 | ||||||
1,897 | Activision Blizzard, Inc. (Entertainment) | 141 | ||||||
1,161 | Adobe, Inc. (Software)(b) | 320 | ||||||
160 | Advance Auto Parts, Inc. (Specialty Retail) | 25 | ||||||
3,997 | Advanced Micro Devices, Inc. (Semiconductors & Semiconductor Equipment)(b) | 253 | ||||||
1,458 | Aflac, Inc. (Insurance) | 82 | ||||||
747 | Agilent Technologies, Inc. (Life Sciences Tools & Services) | 91 | ||||||
547 | Air Products & Chemicals, Inc. (Chemicals) | 127 | ||||||
412 | Akamai Technologies, Inc. (IT Services)(b) | 33 | ||||||
281 | Albemarle Corp. (Chemicals) | 74 | ||||||
433 | Alcoa Corp. (Metals & Mining) | 15 | ||||||
365 | Alexandria Real Estate Equities, Inc. (Equity Real Estate Investment Trusts) | 51 | ||||||
181 | Align Technology, Inc. (Health Care Equipment & Supplies)(b) | 37 | ||||||
34 | Alleghany Corp. (Insurance)(b) | 29 | ||||||
624 | Alliant Energy Corp. (Electric Utilities) | 33 | ||||||
918 | Ally Financial, Inc. (Consumer Finance) | 26 | ||||||
293 | Alnylam Pharmaceuticals, Inc. (Biotechnology)(b) | 59 | ||||||
29,433 | Alphabet, Inc., Class - A (Interactive Media & Services)(b) | 2,816 | ||||||
13,692 | Alphabet, Inc., Class - C (Interactive Media & Services)(b) | 1,316 | ||||||
32,046 | Amazon.com, Inc. (Internet & Direct Marketing Retail)(b) | 3,621 | ||||||
1,223 | AMC Entertainment Holdings (Entertainment) | 3 | ||||||
1,223 | AMC Entertainment Holdings, Inc. (Entertainment)(b) | 9 | ||||||
22 | AMERCO (Road & Rail) | 11 | ||||||
628 | Ameren Corp. (Multi-Utilities) | 51 | ||||||
1,229 | American Electric Power Company, Inc. (Electric Utilities) | 106 | ||||||
1,547 | American Express Co. (Consumer Finance) | 209 | ||||||
749 | American Homes 4 Rent, Class - A (Equity Real Estate Investment Trusts) | 25 | ||||||
1,872 | American International Group, Inc. (Insurance) | 89 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
1,114 | American Tower Corp. (Equity Real Estate Investment Trusts) | $ | 239 | |||||
441 | American Water Works Co., Inc. (Water Utilities) | 57 | ||||||
262 | Ameriprise Financial, Inc. (Capital Markets) | 66 | ||||||
394 | AmerisourceBergen Corp. (Health Care Providers & Services) | 53 | ||||||
500 | AMETEK, Inc. (Electrical Equipment) | 57 | ||||||
2,679 | Amgen, Inc. (Biotechnology) | 604 | ||||||
1,444 | Amphenol Corp., Class - A (Electronic Equipment, Instruments & Components) | 97 | ||||||
1,296 | Analog Devices, Inc. (Semiconductors & Semiconductor Equipment) | 181 | ||||||
1,025 | Annaly Capital Management, Inc. (Mortgage Real Estate Investment Trusts (REITs)) | 18 | ||||||
215 | ANSYS, Inc. (Software)(b) | 48 | ||||||
827 | APA Corp. (Oil, Gas & Consumable Fuels) | 28 | ||||||
970 | Apollo Global Management, Inc. (Diversified Financial Services) | 45 | ||||||
39,354 | Apple, Inc. (Technology Hardware, Storage & Peripherals) | 5,440 | ||||||
2,047 | Applied Materials, Inc. (Semiconductors & Semiconductor Equipment) | 168 | ||||||
597 | Aramark (Hotels, Restaurants & Leisure) | 19 | ||||||
1,364 | Archer-Daniels-Midland Co. (Food Products) | 110 | ||||||
580 | Arista Networks, Inc. (Communications Equipment)(b) | 65 | ||||||
181 | Arrow Electronics, Inc. (Electronic Equipment, Instruments & Components)(b) | 17 | ||||||
527 | Arthur J. Gallagher & Co. (Insurance) | 90 | ||||||
147 | Assurant, Inc. (Insurance) | 21 | ||||||
17,411 | AT&T, Inc. (Diversified Telecommunication Services) | 267 | ||||||
304 | Atmos Energy Corp. (Gas Utilities) | 31 | ||||||
533 | Autodesk, Inc. (Software)(b) | 100 | ||||||
1,018 | Automatic Data Processing, Inc. (IT Services) | 230 | ||||||
470 | AutoZone, Inc. (Specialty Retail)(b) | 1,007 | ||||||
210 | Avalara, Inc. (Software)(b) | 19 | ||||||
346 | AvalonBay Communities, Inc. (Equity Real Estate Investment Trusts) | 64 | ||||||
1,515 | Avantor, Inc. (Life Sciences Tools & Services)(b) | 30 | ||||||
211 | Avery Dennison Corp. (Containers & Packaging) | 34 | ||||||
2,477 | Baker Hughes, Inc. (Energy Equipment & Services) | 52 | ||||||
826 | Ball Corp. (Containers & Packaging) | 40 | ||||||
17,630 | Bank of America Corp. (Banks) | 532 | ||||||
646 | Bath & Body Works, Inc. (Specialty Retail) | 21 | ||||||
700 | Bausch Health Companies, Inc. (Pharmaceuticals)(b) | 5 | ||||||
1,224 | Baxter International, Inc. (Health Care Equipment & Supplies) | 66 | ||||||
691 | Becton Dickinson & Co. (Health Care Equipment & Supplies) | 154 | ||||||
420 | Bentley Systems, Inc., Class - B (Software) | 13 | ||||||
3,134 | Berkshire Hathaway, Inc., Class - B (Diversified Financial Services)(b) | 837 | ||||||
474 | Best Buy Co., Inc. (Specialty Retail) | 30 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
229 | Bill.com Holdings, Inc. (Software)(b) | $ | 30 | |||||
366 | Biogen, Inc. (Biotechnology)(b) | 98 | ||||||
458 | BioMarin Pharmaceutical, Inc. (Biotechnology)(b) | 39 | ||||||
47 | Bio-Rad Laboratories, Inc., Class - A (Life Sciences Tools & Services)(b) | 20 | ||||||
87 | Bio-Techne Corp. (Life Sciences Tools & Services) | 25 | ||||||
378 | Black Knight, Inc. (IT Services)(b) | 24 | ||||||
368 | BlackRock, Inc., Class - A (Capital Markets) | 203 | ||||||
7,614 | Blackstone, Inc., Class - A (Capital Markets) | 638 | ||||||
1,270 | Block, Inc. (IT Services)(b) | 70 | ||||||
101 | Booking Holdings, Inc. (Hotels, Restaurants & Leisure)(b) | 166 | ||||||
354 | Booz Allen Hamilton Holding Corp. (Professional Services) | 33 | ||||||
595 | BorgWarner, Inc. (Auto Components) | 19 | ||||||
362 | Boston Properties, Inc. (Equity Real Estate Investment Trusts) | 27 | ||||||
3,476 | Boston Scientific Corp. (Health Care Equipment & Supplies)(b) | 135 | ||||||
5,173 | Bristol-Myers Squibb Co. (Pharmaceuticals) | 368 | ||||||
985 | Broadcom, Inc. (Semiconductors & Semiconductor Equipment) | 437 | ||||||
292 | Broadridge Financial Solutions, Inc. (IT Services) | 42 | ||||||
300 | Brookfield Renewable Corp., Class - A (Independent Power and Renewable Electricity Producers)(a) | 10 | ||||||
611 | Brown & Brown, Inc. (Insurance) | 37 | ||||||
787 | Brown-Forman Corp., Class - B (Beverages) | 52 | ||||||
169 | Burlington Stores, Inc. (Specialty Retail)(b) | 19 | ||||||
341 | C.H. Robinson Worldwide, Inc. (Air Freight & Logistics) | 33 | ||||||
12 | Cable One, Inc. (Media) | 10 | ||||||
674 | Cadence Design Systems, Inc. (Software)(b) | 110 | ||||||
509 | Caesars Entertainment, Inc. (Hotels, Restaurants & Leisure)(b) | 16 | ||||||
252 | Camden Property Trust (Equity Real Estate Investment Trusts) | 30 | ||||||
423 | Campbell Soup Co. (Food Products) | 20 | ||||||
980 | Capital One Financial Corp. (Consumer Finance) | 90 | ||||||
656 | Cardinal Health, Inc. (Health Care Providers & Services) | 44 | ||||||
113 | Carlisle Cos., Inc. (Industrial Conglomerates) | 32 | ||||||
415 | CarMax, Inc. (Specialty Retail)(b) | 27 | ||||||
1,986 | Carrier Global Corp. (Building Products) | 71 | ||||||
431 | Catalent, Inc. (Pharmaceuticals)(b) | 31 | ||||||
1,293 | Caterpillar, Inc. (Machinery) | 212 | ||||||
283 | CBOE Global Markets, Inc. (Capital Markets) | 33 | ||||||
811 | CBRE Group, Inc., Class - A (Real Estate Management & Development)(b) | 55 | ||||||
338 | CDW Corp. (Electronic Equipment, Instruments & Components) | 53 | ||||||
280 | Celanese Corp., Series A (Chemicals) | 25 | ||||||
1,423 | Centene Corp. (Health Care Providers & Services)(b) | 111 | ||||||
1,460 | CenterPoint Energy, Inc. (Multi-Utilities) | 41 | ||||||
325 | Ceridian HCM Holding, Inc. (Software)(b) | 18 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
523 | CF Industries Holdings, Inc. (Chemicals) | $ | 50 | |||||
122 | Charles River Laboratories International, Inc. (Life Sciences Tools & Services)(b) | 24 | ||||||
277 | Charter Communications, Inc., Class - A (Media)(b) | 84 | ||||||
578 | Cheniere Energy, Inc. (Oil, Gas & Consumable Fuels) | 96 | ||||||
4,537 | Chevron Corp. (Oil, Gas & Consumable Fuels) | 652 | ||||||
67 | Chipotle Mexican Grill, Inc. (Hotels, Restaurants & Leisure)(b) | 101 | ||||||
557 | Church & Dwight Co., Inc. (Household Products) | 40 | ||||||
788 | Cigna Corp. (Health Care Providers & Services) | 219 | ||||||
361 | Cincinnati Financial Corp. (Insurance) | 32 | ||||||
224 | Cintas Corp. (Commercial Services & Supplies) | 87 | ||||||
10,064 | Cisco Systems, Inc. (Communications Equipment) | 403 | ||||||
4,771 | Citigroup, Inc. (Banks) | 199 | ||||||
1,159 | Citizens Financial Group, Inc. (Banks) | 40 | ||||||
300 | Citrix Systems, Inc. (Software) | 31 | ||||||
1,262 | Cleveland-Cliffs, Inc. (Metals & Mining)(b) | 17 | ||||||
643 | Cloudflare, Inc., Class - A (Software)(b) | 36 | ||||||
873 | CME Group, Inc. (Capital Markets) | 155 | ||||||
724 | CMS Energy Corp. (Multi-Utilities) | 42 | ||||||
430 | Cognex Corp. (Electronic Equipment, Instruments & Components) | 18 | ||||||
1,313 | Cognizant Technology Solutions Corp. (IT Services) | 75 | ||||||
302 | Coinbase Global, Inc., Class - A (Capital Markets)(b) | 19 | ||||||
1,956 | Colgate-Palmolive Co. (Household Products) | 137 | ||||||
10,715 | Comcast Corp., Class - A (Media) | 314 | ||||||
1,241 | Conagra Brands, Inc. (Food Products) | 40 | ||||||
3,148 | ConocoPhillips (Oil, Gas & Consumable Fuels) | 322 | ||||||
876 | Consolidated Edison, Inc. (Multi-Utilities) | 75 | ||||||
379 | Constellation Brands, Inc., Class - A (Beverages) | 87 | ||||||
790 | Constellation Energy Corp. (Electric Utilities) | 66 | ||||||
534 | Copart, Inc. (Commercial Services & Supplies)(b) | 57 | ||||||
1,975 | Corning, Inc. (Electronic Equipment, Instruments & Components) | 57 | ||||||
1,807 | Corteva, Inc. (Chemicals) | 103 | ||||||
1,081 | Costco Wholesale Corp. (Food & Staples Retailing) | 511 | ||||||
2,053 | Coterra Energy, Inc. (Oil, Gas & Consumable Fuels) | 54 | ||||||
178 | Coupa Software, Inc. (Software)(b) | 10 | ||||||
483 | Crowdstrike Holdings, Inc., Class - A (Software)(b) | 80 | ||||||
1,067 | Crown Castle, Inc. (Equity Real Estate Investment Trusts) | 154 | ||||||
259 | Crown Holdings, Inc. (Containers & Packaging) | 21 | ||||||
31,046 | CSX Corp. (Road & Rail) | 828 | ||||||
356 | Cummins, Inc. (Machinery) | 72 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
United States (continued) | |||||||
3,203 | CVS Health Corp. (Health Care Providers & Services) | $ | 305 | ||||
832 | D.R. Horton, Inc. (Household Durables) | 56 | |||||
5,010 | Danaher Corp. (Health Care Equipment & Supplies) | 1,294 | |||||
271 | Darden Restaurants, Inc. (Hotels, Restaurants & Leisure) | 34 | |||||
591 | Datadog, Inc., Class - A (Software)(b) | 52 | |||||
185 | DaVita, Inc. (Health Care Providers & Services)(b) | 15 | |||||
708 | Deere & Co. (Machinery) | 236 | |||||
702 | DELL Technologies, Inc., Class - C (Technology Hardware, Storage & Peripherals) | 24 | |||||
418 | Delta Air Lines, Inc. (Airlines)(b) | 12 | |||||
561 | DENTSPLY SIRONA, Inc. (Health Care Equipment & Supplies) | 16 | |||||
1,569 | Devon Energy Corp. (Oil, Gas & Consumable Fuels) | 94 | |||||
944 | Dexcom, Inc. (Health Care Equipment & Supplies)(b) | 76 | |||||
412 | Diamondback Energy, Inc. (Oil, Gas & Consumable Fuels) | 50 | |||||
713 | Digital Realty Trust, Inc. (Equity Real Estate Investment Trusts) | 71 | |||||
661 | Discover Financial Services (Consumer Finance) | 60 | |||||
466 | DocuSign, Inc. (Software)(b) | 25 | |||||
547 | Dollar General Corp. (Multiline Retail) | 131 | |||||
565 | Dollar Tree, Inc. (Multiline Retail)(b) | 77 | |||||
1,969 | Dominion Energy, Inc. (Multi-Utilities) | 136 | |||||
99 | Domino's Pizza, Inc. (Hotels, Restaurants & Leisure) | 31 | |||||
504 | DoorDash, Inc., Class - A (Internet & Direct Marketing Retail)(b) | 25 | |||||
350 | Dover Corp. (Machinery) | 41 | |||||
1,796 | Dow, Inc. (Chemicals) | 79 | |||||
766 | Dropbox, Inc., Class - A (Software)(b) | 16 | |||||
490 | DTE Energy Co. (Multi-Utilities) | 56 | |||||
1,911 | Duke Energy Corp. (Electric Utilities) | 178 | |||||
938 | Duke Realty Corp. (Equity Real Estate Investment Trusts) | 45 | |||||
1,161 | DuPont de Nemours, Inc. (Chemicals) | 59 | |||||
426 | Dynatrace, Inc. (Software)(b) | 15 | |||||
304 | Eastman Chemical Co. (Chemicals) | 22 | |||||
1,287 | eBay, Inc. (Internet & Direct Marketing Retail) | 47 | |||||
624 | Ecolab, Inc. (Chemicals) | 90 | |||||
915 | Edison International (Electric Utilities) | 52 | |||||
1,510 | Edwards Lifesciences Corp. (Health Care Equipment & Supplies)(b) | 125 | |||||
1,000 | Elanco Animal Health, Inc. (Pharmaceuticals)(b) | 12 | |||||
699 | Electronic Arts, Inc. (Entertainment) | 81 | |||||
586 | Elevance Health, Inc. (Health Care Providers & Services) | 266 | |||||
1,960 | Eli Lilly & Co. (Pharmaceuticals) | 634 | |||||
1,451 | Emerson Electric Co. (Electrical Equipment) | 106 | |||||
326 | Enphase Energy, Inc. (Semiconductors & Semiconductor Equipment)(b) | 90 | |||||
330 | Entegris, Inc. (Semiconductors & Semiconductor Equipment) | 27 | |||||
508 | Entergy Corp. (Electric Utilities) | 51 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
1,408 | EOG Resources, Inc. (Oil, Gas & Consumable Fuels) | $ | 157 | |||||
139 | EPAM Systems, Inc. (IT Services)(b) | 50 | ||||||
825 | EQT Corp. (Oil, Gas & Consumable Fuels) | 34 | ||||||
296 | Equifax, Inc. (Professional Services) | 51 | ||||||
225 | Equinix, Inc. (Equity Real Estate Investment Trusts) | 128 | ||||||
940 | Equitable Holdings, Inc. (Diversified Financial Services) | 25 | ||||||
431 | Equity Lifestyle Properties, Inc. (Equity Real Estate Investment Trusts) | 27 | ||||||
881 | Equity Residential (Equity Real Estate Investment Trusts) | 59 | ||||||
545 | Essential Utilities, Inc. (Water Utilities) | 23 | ||||||
158 | Essex Property Trust, Inc. (Equity Real Estate Investment Trusts) | 38 | ||||||
309 | Etsy, Inc. (Internet & Direct Marketing Retail)(b) | 31 | ||||||
581 | Evergy, Inc. (Electric Utilities) | 35 | ||||||
842 | Eversource Energy (Electric Utilities) | 66 | ||||||
405 | Exact Sciences Corp. (Biotechnology)(b) | 13 | ||||||
2,388 | Exelon Corp. (Electric Utilities) | 89 | ||||||
358 | Expedia Group, Inc. (Hotels, Restaurants & Leisure)(b) | 34 | ||||||
434 | Expeditors International of Washington, Inc. (Air Freight & Logistics) | 38 | ||||||
327 | Extra Space Storage, Inc. (Equity Real Estate Investment Trusts) | 56 | ||||||
10,304 | Exxon Mobil Corp. (Oil, Gas & Consumable Fuels) | 900 | ||||||
153 | F5, Inc. (Communications Equipment)(b) | 22 | ||||||
96 | FactSet Research Systems, Inc. (Capital Markets) | 38 | ||||||
61 | Fair Isaac Corp. (Software)(b) | 25 | ||||||
1,398 | Fastenal Co. (Trading Companies & Distributors) | 64 | ||||||
618 | FedEx Corp. (Air Freight & Logistics) | 92 | ||||||
676 | Fidelity National Financial, Inc. (Insurance) | 24 | ||||||
1,510 | Fidelity National Information Services, Inc. (IT Services) | 114 | ||||||
1,665 | Fifth Third Bancorp (Banks) | 53 | ||||||
28 | First Citizens BancShares, Inc., Class - A (Banks) | 22 | ||||||
5,715 | First Republic Bank (Banks) | 746 | ||||||
1,378 | FirstEnergy Corp. (Electric Utilities) | 51 | ||||||
1,441 | Fiserv, Inc. (IT Services)(b) | 135 | ||||||
193 | FleetCor Technologies, Inc. (IT Services)(b) | 34 | ||||||
331 | FMC Corp. (Chemicals) | 35 | ||||||
1,720 | Fortinet, Inc. (Software)(b) | 85 | ||||||
18,829 | Fortive Corp. (Machinery) | 1,098 | ||||||
336 | Fortune Brands Home & Security, Inc. (Building Products) | 18 | ||||||
832 | Fox Corp., Class - A (Media) | 26 | ||||||
244 | Fox Corp., Class - B (Media) | 7 | ||||||
748 | Franklin Resources, Inc. (Capital Markets) | 16 | ||||||
3,494 | Freeport-McMoRan, Inc. (Metals & Mining) | 95 | ||||||
209 | Gartner, Inc. (IT Services)(b) | 58 | ||||||
153 | Generac Holdings, Inc. (Electrical Equipment)(b) | 27 | ||||||
572 | General Dynamics Corp. (Aerospace & Defense) | 121 | ||||||
2,676 | General Electric Co. (Industrial Conglomerates) | 166 | ||||||
1,485 | General Mills, Inc. (Food Products) | 114 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
3,457 | General Motors Co. (Automobiles) | $ | 111 | |||||
367 | Genuine Parts Co. (Distributors) | 55 | ||||||
3,055 | Gilead Sciences, Inc. (Biotechnology) | 188 | ||||||
652 | Global Payments, Inc. (IT Services) | 70 | ||||||
436 | GoDaddy, Inc., Class - A (IT Services)(b) | 31 | ||||||
208 | Guidewire Software, Inc. (Software)(b) | 13 | ||||||
2,357 | Halliburton Co. (Energy Equipment & Services) | 58 | ||||||
328 | Hasbro, Inc. (Leisure Products) | 22 | ||||||
569 | HCA Healthcare, Inc. (Health Care Providers & Services) | 105 | ||||||
1,356 | Healthpeak Properties, Inc. (Equity Real Estate Investment Trusts) | 31 | ||||||
100 | HEICO Corp. (Aerospace & Defense) | 14 | ||||||
183 | HEICO Corp., Class - A (Aerospace & Defense) | 21 | ||||||
370 | Henry Schein, Inc. (Health Care Providers & Services)(b) | 24 | ||||||
700 | Hess Corp. (Oil, Gas & Consumable Fuels) | 76 | ||||||
3,301 | Hewlett Packard Enterprise Co. (Technology Hardware, Storage & Peripherals) | 40 | ||||||
684 | Hilton Worldwide Holdings, Inc. (Hotels, Restaurants & Leisure) | 83 | ||||||
613 | Hologic, Inc. (Health Care Equipment & Supplies)(b) | 40 | ||||||
1,655 | Honeywell International, Inc. (Industrial Conglomerates) | 276 | ||||||
749 | Hormel Foods Corp. (Food Products) | 34 | ||||||
1,807 | Host Hotels & Resorts, Inc. (Equity Real Estate Investment Trusts) | 29 | ||||||
979 | Howmet Aerospace, Inc. (Aerospace & Defense) | 30 | ||||||
2,542 | HP, Inc. (Technology Hardware, Storage & Peripherals) | 63 | ||||||
106 | HubSpot, Inc. (Software)(b) | 29 | ||||||
316 | Humana, Inc. (Health Care Providers & Services) | 153 | ||||||
3,515 | Huntington Bancshares, Inc. (Banks) | 46 | ||||||
103 | Huntington Ingalls Industries, Inc. (Aerospace & Defense) | 23 | ||||||
142 | IDEX Corp. (Machinery) | 28 | ||||||
207 | IDEXX Laboratories, Inc. (Health Care Equipment & Supplies)(b) | 67 | ||||||
768 | Illinois Tool Works, Inc. (Machinery) | 139 | ||||||
379 | Illumina, Inc. (Life Sciences Tools & Services)(b) | 72 | ||||||
10,777 | Incyte Corp. (Biotechnology)(b) | 718 | ||||||
891 | Ingersoll Rand, Inc. (Machinery) | 39 | ||||||
158 | Insulet Corp. (Health Care Equipment & Supplies)(b) | 36 | ||||||
9,907 | Intel Corp. (Semiconductors & Semiconductor Equipment) | 255 | ||||||
1,375 | Intercontinental Exchange, Inc. (Capital Markets) | 124 | ||||||
2,182 | International Business Machines Corp. (IT Services) | 259 | ||||||
626 | International Flavors & Fragrances, Inc. (Chemicals) | 57 | ||||||
727 | International Paper Co. (Containers & Packaging) | 23 | ||||||
661 | Intuit, Inc. (Software) | 256 | ||||||
861 | Intuitive Surgical, Inc. (Health Care Equipment & Supplies)(b) | 161 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
1,502 | Invitation Homes, Inc. (Equity Real Estate Investment Trusts) | $ | 51 | |||||
468 | IQVIA Holdings, Inc. (Life Sciences Tools & Services)(b) | 85 | ||||||
722 | Iron Mountain, Inc. (Equity Real Estate Investment Trusts) | 32 | ||||||
157 | Jack Henry & Associates, Inc. (IT Services) | 29 | ||||||
299 | Jacobs Solutions, Inc. (Professional Services) | 32 | ||||||
152 | Jazz Pharmaceuticals PLC (Pharmaceuticals)(b) | 20 | ||||||
214 | JB Hunt Transport Services, Inc. (Road & Rail) | 33 | ||||||
6,397 | Johnson & Johnson (Pharmaceuticals) | 1,045 | ||||||
1,745 | Johnson Controls International PLC (Building Products) | 86 | ||||||
7,158 | JPMorgan Chase & Co. (Banks) | 748 | ||||||
661 | Juniper Networks, Inc. (Communications Equipment) | 17 | ||||||
653 | Kellogg Co. (Food Products) | 45 | ||||||
1,823 | Keurig Dr Pepper, Inc. (Beverages) | 65 | ||||||
2,368 | KeyCorp (Banks) | 38 | ||||||
447 | Keysight Technologies, Inc. (Electronic Equipment, Instruments & Components)(b) | 70 | ||||||
827 | Kimberly-Clark Corp. (Household Products) | 93 | ||||||
1,515 | Kimco Realty Corp. (Equity Real Estate Investment Trusts) | 28 | ||||||
4,978 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels) | 83 | ||||||
1,345 | KKR & Co., Inc. (Capital Markets) | 58 | ||||||
351 | KLA Corp. (Semiconductors & Semiconductor Equipment) | 106 | ||||||
384 | Knight-Swift Transportation Holdings, Inc. (Road & Rail) | 19 | ||||||
467 | L3Harris Technologies, Inc. (Aerospace & Defense) | 97 | ||||||
227 | Laboratory Corporation of America Holdings (Health Care Providers & Services) | 46 | ||||||
329 | Lam Research Corp. (Semiconductors & Semiconductor Equipment) | 120 | ||||||
882 | Las Vegas Sands Corp. (Hotels, Restaurants & Leisure)(b) | 33 | ||||||
147 | Lear Corp. (Auto Components) | 18 | ||||||
343 | Leidos Holdings, Inc. (Professional Services) | 30 | ||||||
653 | Lennar Corp., Class - A (Household Durables) | 49 | ||||||
87 | Lennox International, Inc. (Building Products) | 19 | ||||||
296 | Liberty Broadband Corp., Class - C (Media)(b) | 22 | ||||||
401 | Lincoln National Corp. (Insurance) | 18 | ||||||
382 | Live Nation Entertainment, Inc. (Entertainment)(b) | 29 | ||||||
744 | LKQ Corp. (Distributors) | 35 | ||||||
581 | Lockheed Martin Corp. (Aerospace & Defense) | 224 | ||||||
490 | Loews Corp. (Insurance) | 24 | ||||||
1,545 | Lowe's Companies, Inc. (Specialty Retail) | 290 | ||||||
198 | LPL Financial Holdings, Inc. (Capital Markets) | 43 | ||||||
1,022 | Lucid Group, Inc. (Automobiles)(b) | 14 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
2,503 | Lumen Technologies, Inc. (Diversified Telecommunication Services) | $ | 18 | |||||
669 | Lyft, Inc., Class - A (Road & Rail)(b) | 9 | ||||||
420 | M&T Bank Corp. (Banks) | 74 | ||||||
1,663 | Marathon Oil Corp. (Oil, Gas & Consumable Fuels) | 38 | ||||||
1,299 | Marathon Petroleum Corp. (Oil, Gas & Consumable Fuels) | 129 | ||||||
33 | Markel Corp. (Insurance)(b) | 36 | ||||||
1,274 | MarketAxess Holdings, Inc. (Capital Markets) | 284 | ||||||
667 | Marriott International, Inc., Class - A (Hotels, Restaurants & Leisure) | 93 | ||||||
1,231 | Marsh & McLennan Companies, Inc. (Insurance) | 184 | ||||||
159 | Martin Marietta Materials, Inc. (Construction Materials) | 51 | ||||||
2,071 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment) | 89 | ||||||
619 | Masco Corp. (Building Products) | 29 | ||||||
128 | Masimo Corp. (Health Care Equipment & Supplies)(b) | 18 | ||||||
2,107 | MasterCard, Inc., Class - A (IT Services) | 599 | ||||||
667 | Match Group, Inc. (Interactive Media & Services)(b) | 32 | ||||||
630 | McCormick & Company, Inc. (Food Products) | 45 | ||||||
1,802 | McDonald's Corp. (Hotels, Restaurants & Leisure) | 416 | ||||||
349 | McKesson Corp. (Health Care Providers & Services) | 119 | ||||||
1,392 | Medical Properties Trust, Inc. (Equity Real Estate Investment Trusts) | 17 | ||||||
111 | MercadoLibre, Inc. (Internet & Direct Marketing Retail)(b) | 92 | ||||||
6,171 | Merck & Co., Inc. (Pharmaceuticals) | 531 | ||||||
1,681 | MetLife, Inc. (Insurance) | 102 | ||||||
58 | Mettler-Toledo International, Inc. (Life Sciences Tools & Services)(b) | 63 | ||||||
969 | MGM Resorts International (Hotels, Restaurants & Leisure) | 29 | ||||||
1,314 | Microchip Technology, Inc. (Semiconductors & Semiconductor Equipment) | 80 | ||||||
2,755 | Micron Technology, Inc. (Semiconductors & Semiconductor Equipment) | 138 | ||||||
23,405 | Microsoft Corp. (Software) | 5,451 | ||||||
291 | Mid-America Apartment Communities, Inc. (Equity Real Estate Investment Trusts) | 45 | ||||||
853 | Moderna, Inc. (Biotechnology)(b) | 101 | ||||||
144 | Mohawk Industries, Inc. (Household Durables)(b) | 13 | ||||||
139 | Molina Heathcare, Inc. (Health Care Providers & Services)(b) | 46 | ||||||
479 | Molson Coors Beverage Co., Class - B (Beverages) | 23 | ||||||
3,279 | Mondelez International, Inc., Class - A (Food Products) | 180 | ||||||
163 | MongoDB, Inc. (IT Services)(b) | 32 | ||||||
102 | Monolithic Power Systems, Inc. (Semiconductors & Semiconductor Equipment) | 37 | ||||||
410 | Moody's Corp. (Capital Markets) | 100 | ||||||
3,157 | Morgan Stanley (Capital Markets) | 249 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
409 | Motorola Solutions, Inc. (Communications Equipment) | $ | 92 | |||||
816 | Nasdaq, Inc. (Capital Markets) | 46 | ||||||
576 | NetApp, Inc. (Technology Hardware, Storage & Peripherals) | 36 | ||||||
1,081 | Netflix, Inc. (Entertainment)(b) | 255 | ||||||
236 | Neurocrine Biosciences, Inc. (Biotechnology)(b) | 25 | ||||||
966 | Newell Brands, Inc. (Household Durables) | 13 | ||||||
1,981 | Newmont Corp. (Metals & Mining) | 83 | ||||||
4,761 | NextEra Energy, Inc. (Electric Utilities) | 373 | ||||||
3,066 | NIKE, Inc., Class - B (Textiles, Apparel & Luxury Goods) | 255 | ||||||
943 | NiSource, Inc. (Multi-Utilities) | 24 | ||||||
128 | Nordson Corp. (Machinery) | 27 | ||||||
579 | Norfolk Southern Corp. (Road & Rail) | 121 | ||||||
484 | Northern Trust Corp. (Capital Markets) | 41 | ||||||
358 | Northrop Grumman Corp. (Aerospace & Defense) | 168 | ||||||
1,470 | Nortonlifelock, Inc. (Software) | 30 | ||||||
592 | NRG Energy, Inc. (Electric Utilities) | 23 | ||||||
639 | Nucor Corp. (Metals & Mining) | 68 | ||||||
9,667 | NVIDIA Corp. (Semiconductors & Semiconductor Equipment) | 1,174 | ||||||
8 | NVR, Inc. (Household Durables)(b) | 32 | ||||||
2,279 | Occidental Petroleum Corp. (Oil, Gas & Consumable Fuels) | 140 | ||||||
377 | Okta, Inc. (IT Services)(b) | 21 | ||||||
234 | Old Dominion Freight Line, Inc. (Road & Rail) | 58 | ||||||
555 | Omnicom Group, Inc. (Media) | 35 | ||||||
1,010 | ON Semiconductor Corp. (Semiconductors & Semiconductor Equipment)(b) | 63 | ||||||
1,109 | ONEOK, Inc. (Oil, Gas & Consumable Fuels) | 57 | ||||||
3,857 | Oracle Corp. (Software) | 236 | ||||||
157 | O'Reilly Automotive, Inc. (Specialty Retail)(b) | 110 | ||||||
1,007 | Otis Worldwide Corp. (Machinery) | 64 | ||||||
250 | Owens Corning (Building Products) | 20 | ||||||
836 | PACCAR, Inc. (Machinery) | 70 | ||||||
243 | Packaging Corporation of America (Containers & Packaging) | 27 | ||||||
729 | Palo Alto Networks, Inc. (Software)(b) | 119 | ||||||
1,495 | Paramount Global, Class - B (Media) | 28 | ||||||
311 | Parker Hannifin Corp. (Machinery) | 75 | ||||||
790 | Paychex, Inc. (IT Services) | 89 | ||||||
127 | PAYCOM Software, Inc. (Software)(b) | 42 | ||||||
2,717 | PayPal Holdings, Inc. (IT Services)(b) | 234 | ||||||
10,870 | PepsiCo, Inc. (Beverages) | 1,775 | ||||||
280 | PerkinElmer, Inc. (Life Sciences Tools & Services) | 34 | ||||||
13,674 | Pfizer, Inc. (Pharmaceuticals) | 598 | ||||||
3,595 | PG&E Corp. (Electric Utilities)(b) | 45 | ||||||
1,157 | Phillips 66 (Oil, Gas & Consumable Fuels) | 93 | ||||||
1,381 | Pinterest, Inc., Class - A (Interactive Media & Services)(b) | 32 | ||||||
565 | Pioneer Natural Resources Co. (Oil, Gas & Consumable Fuels) | 122 | ||||||
1,248 | Plug Power, Inc. (Electrical Equipment)(b) | 26 | ||||||
990 | PNC Financial Services Group, Inc. (Banks) | 148 | ||||||
98 | Pool Corp. (Distributors) | 31 | ||||||
569 | PPG Industries, Inc. (Chemicals) | 63 | ||||||
1,723 | PPL Corp. (Electric Utilities) | 44 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
579 | Principal Financial Group, Inc. (Insurance) | $ | 42 | |||||
1,809 | Prologis, Inc. (Equity Real Estate Investment Trusts) | 184 | ||||||
885 | Prudential Financial, Inc. (Insurance) | 76 | ||||||
276 | PTC, Inc. (Software)(b) | 29 | ||||||
1,236 | Public Service Enterprise Group, Inc. (Multi-Utilities) | 70 | ||||||
386 | Public Storage (Equity Real Estate Investment Trusts) | 113 | ||||||
647 | PulteGroup, Inc. (Household Durables) | 24 | ||||||
274 | Qorvo, Inc. (Semiconductors & Semiconductor Equipment)(b) | 22 | ||||||
2,746 | QUALCOMM, Inc. (Semiconductors & Semiconductor Equipment) | 310 | ||||||
350 | Quanta Services, Inc. (Construction & Engineering) | 45 | ||||||
282 | Quest Diagnostics, Inc. (Health Care Providers & Services) | 35 | ||||||
471 | Raymond James Financial, Inc. (Capital Markets) | 47 | ||||||
3,617 | Raytheon Technologies Corp. (Aerospace & Defense) | 296 | ||||||
1,476 | Realty Income Corp. (Equity Real Estate Investment Trusts) | 86 | ||||||
393 | Regency Centers Corp. (Equity Real Estate Investment Trusts) | 21 | ||||||
267 | Regeneron Pharmaceuticals, Inc. (Biotechnology)(b) | 184 | ||||||
2,436 | Regions Financial Corp. (Banks) | 49 | ||||||
540 | Republic Services, Inc. (Commercial Services & Supplies) | 73 | ||||||
354 | ResMed, Inc. (Health Care Equipment & Supplies) | 77 | ||||||
179 | RingCentral, Inc., Class - A (Software)(b) | 7 | ||||||
760 | Rivian Automotive, Inc., Class - A (Automobiles)(b) | 25 | ||||||
298 | Robert Half International, Inc. (Professional Services) | 23 | ||||||
836 | ROBLOX Corp., Class - A (Entertainment)(b) | 30 | ||||||
282 | Rockwell Automation, Inc. (Electrical Equipment) | 61 | ||||||
288 | Roku, Inc. (Entertainment)(b) | 16 | ||||||
474 | Rollins, Inc. (Commercial Services & Supplies) | 16 | ||||||
254 | Roper Technologies, Inc. (Industrial Conglomerates) | 91 | ||||||
862 | Ross Stores, Inc. (Specialty Retail) | 73 | ||||||
327 | RPM International, Inc. (Chemicals) | 27 | ||||||
856 | S&P Global, Inc. (Capital Markets) | 261 | ||||||
2,402 | Salesforce, Inc. (Software)(b) | 346 | ||||||
270 | SBA Communications Corp. (Equity Real Estate Investment Trusts) | 77 | ||||||
3,424 | Schlumberger N.V. (Energy Equipment & Services) | 123 | ||||||
332 | Seagen, Inc. (Biotechnology)(b) | 45 | ||||||
371 | Sealed Air Corp. (Containers & Packaging) | 17 | ||||||
766 | Sempra Energy (Multi-Utilities) | 115 | ||||||
483 | ServiceNow, Inc. (Software)(b) | 182 | ||||||
815 | Simon Property Group, Inc. (Equity Real Estate Investment Trusts) | 73 | ||||||
1,436 | Sirius XM Holdings, Inc. (Media) | 8 | ||||||
402 | Skyworks Solutions, Inc. (Semiconductors & Semiconductor Equipment) | 34 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
2,657 | Snap, Inc., Class - A (Interactive Media & Services)(b) | $ | 26 | |||||
132 | Snap-on, Inc. (Machinery) | 27 | ||||||
541 | Snowflake, Inc., Class - A (IT Services)(b) | 92 | ||||||
410 | Southwest Airlines Co. (Airlines)(b) | 13 | ||||||
394 | Splunk, Inc. (Software)(b) | 30 | ||||||
388 | Stanley Black & Decker, Inc. (Machinery) | 29 | ||||||
2,775 | Starbucks Corp. (Hotels, Restaurants & Leisure) | 234 | ||||||
856 | State Street Corp. (Capital Markets) | 52 | ||||||
433 | Steel Dynamics, Inc. (Metals & Mining) | 31 | ||||||
289 | Sun Communities, Inc. (Equity Real Estate Investment Trusts) | 39 | ||||||
1,373 | SVB Financial Group (Banks)(b) | 461 | ||||||
1,295 | Synchrony Financial (Consumer Finance) | 37 | ||||||
371 | Synopsys, Inc. (Software)(b) | 113 | ||||||
1,248 | Sysco Corp. (Food & Staples Retailing) | 88 | ||||||
548 | T. Rowe Price Group, Inc. (Capital Markets) | 58 | ||||||
387 | Take-Two Interactive Software, Inc. (Entertainment)(b) | 42 | ||||||
560 | Targa Resources Corp. (Oil, Gas & Consumable Fuels) | 34 | ||||||
1,120 | Target Corp. (Multiline Retail) | 166 | ||||||
385 | Teladoc Health, Inc. (Health Care Technology)(b) | 10 | ||||||
112 | Teledyne Technologies, Inc. (Electronic Equipment, Instruments & Components)(b) | 38 | ||||||
118 | Teleflex, Inc. (Health Care Equipment & Supplies) | 24 | ||||||
356 | Teradyne, Inc. (Semiconductors & Semiconductor Equipment) | 27 | ||||||
6,445 | Tesla, Inc. (Automobiles)(b) | 1,710 | ||||||
2,248 | Texas Instruments, Inc. (Semiconductors & Semiconductor Equipment) | 348 | ||||||
551 | Textron, Inc. (Aerospace & Defense) | 32 | ||||||
1,676 | The AES Corp. (Independent Power and Renewable Electricity Producers) | 38 | ||||||
671 | The Allstate Corp. (Insurance) | 84 | ||||||
1,892 | The Bank of New York Mellon Corp. (Capital Markets) | 73 | ||||||
1,356 | The Boeing Co. (Aerospace & Defense)(b) | 164 | ||||||
450 | The Carlyle Group, Inc. (Capital Markets) | 12 | ||||||
15,507 | The Charles Schwab Corp. (Capital Markets) | 1,114 | ||||||
320 | The Clorox Co. (Household Products) | 41 | ||||||
10,025 | The Coca-Cola Co. (Beverages) | 562 | ||||||
126 | The Cooper Companies, Inc. (Health Care Equipment & Supplies) | 33 | ||||||
3,662 | The Estee Lauder Companies, Inc. (Personal Products) | 790 | ||||||
828 | The Goldman Sachs Group, Inc. (Capital Markets) | 243 | ||||||
870 | The Hartford Financial Services Group, Inc. (Insurance) | 54 | ||||||
358 | The Hershey Co. (Food Products) | 79 | ||||||
2,512 | The Home Depot, Inc. (Specialty Retail) | 693 | ||||||
935 | The Interpublic Group of Companies, Inc. (Media) | 24 | ||||||
272 | The J.M. Smucker Co. (Food Products) | 37 | ||||||
1,776 | The Kraft Heinz Co. (Food Products) | 59 | ||||||
1,752 | The Kroger Co. (Food & Staples Retailing) | 77 | ||||||
882 | The Mosaic Co. (Chemicals) | 43 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
5,827 | The Procter & Gamble Co. (Household Products) | $ | 736 | |||||
1,421 | The Progressive Corp. (Insurance) | 165 | ||||||
612 | The Sherwin-Williams Co. (Chemicals) | 125 | ||||||
2,569 | The Southern Co. (Electric Utilities) | 175 | ||||||
2,823 | The TJX Companies, Inc. (Specialty Retail) | 175 | ||||||
578 | The Travelers Companies, Inc. (Insurance) | 89 | ||||||
4,432 | The Walt Disney Co. (Entertainment)(b) | 418 | ||||||
1,057 | The Western Union Co. (IT Services) | 14 | ||||||
2,892 | The Williams Cos., Inc. (Oil, Gas & Consumable Fuels) | 83 | ||||||
958 | Thermo Fisher Scientific, Inc. (Life Sciences Tools & Services) | 486 | ||||||
9,896 | T-Mobile US, Inc. (Wireless Telecommunication Services)(b) | 1,328 | ||||||
280 | Tractor Supply Co. (Specialty Retail) | 52 | ||||||
239 | Tradeweb Markets, Inc., Class - A (Capital Markets) | 13 | ||||||
579 | Trane Technologies PLC (Building Products) | 84 | ||||||
129 | TransDigm Group, Inc. (Aerospace & Defense) | 68 | ||||||
480 | TransUnion (Professional Services) | 29 | ||||||
628 | Trimble, Inc. (Electronic Equipment, Instruments & Components)(b) | 34 | ||||||
3,214 | Truist Financial Corp. (Banks) | 140 | ||||||
396 | Twilio, Inc., Class - A (IT Services)(b) | 27 | ||||||
1,568 | Twitter, Inc. (Interactive Media & Services)(b) | 69 | ||||||
99 | Tyler Technologies, Inc. (Software)(b) | 34 | ||||||
753 | Tyson Foods, Inc., Class - A (Food Products) | 50 | ||||||
3,445 | U.S. Bancorp (Banks) | 139 | ||||||
3,598 | Uber Technologies, Inc. (Road & Rail)(b) | 95 | ||||||
748 | UDR, Inc. (Equity Real Estate Investment Trusts) | 31 | ||||||
502 | UGI Corp. (Gas Utilities) | 16 | ||||||
127 | Ulta Beauty, Inc. (Specialty Retail)(b) | 51 | ||||||
1,528 | Union Pacific Corp. (Road & Rail) | 298 | ||||||
1,789 | United Parcel Service, Inc., Class - B (Air Freight & Logistics) | 289 | ||||||
172 | United Rentals, Inc. (Trading Companies & Distributors)(b) | 46 | ||||||
6,041 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 3,051 | ||||||
526 | Unity Software, Inc. (Software)(b) | 17 | ||||||
797 | V.F. Corp. (Textiles, Apparel & Luxury Goods) | 24 | ||||||
98 | Vail Resorts, Inc. (Hotels, Restaurants & Leisure) | 21 | ||||||
1,014 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 108 | ||||||
333 | Veeva Systems, Inc., Class - A (Health Care Technology)(b) | 55 | ||||||
976 | Ventas, Inc. (Equity Real Estate Investment Trusts) | 39 | ||||||
244 | VeriSign, Inc. (IT Services)(b) | 42 | ||||||
385 | Verisk Analytics, Inc., Class - A (Professional Services) | 66 | ||||||
10,161 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 386 | ||||||
633 | Vertex Pharmaceuticals, Inc. (Biotechnology)(b) | 183 | ||||||
3,079 | Viatris, Inc. (Pharmaceuticals) | 26 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
2,341 | VICI Properties, Inc. (Equity Real Estate Investment Trusts) | $ | 70 | |||||
4,011 | Visa, Inc., Class - A (IT Services) | 713 | ||||||
1,051 | Vistra Corp. (Independent Power and Renewable Electricity Producers) | 22 | ||||||
508 | VMware, Inc., Class - A (Software) | 54 | ||||||
338 | Vulcan Materials Co. (Construction Materials) | 53 | ||||||
550 | W.R. Berkley Corp. (Insurance) | 36 | ||||||
109 | W.W. Grainger, Inc. (Trading Companies & Distributors) | 53 | ||||||
1,782 | Walgreens Boots Alliance, Inc. (Food & Staples Retailing) | 56 | ||||||
3,658 | Walmart, Inc. (Food & Staples Retailing) | 474 | ||||||
5,726 | Warner Bros Discovery, Inc. (Entertainment)(b) | 66 | ||||||
977 | Waste Management, Inc. (Commercial Services & Supplies) | 157 | ||||||
148 | Waters Corp. (Life Sciences Tools & Services)(b) | 40 | ||||||
174 | Wayfair, Inc., Class - A (Internet & Direct Marketing Retail)(b) | 6 | ||||||
383 | Webster Financial Corp. (Banks) | 17 | ||||||
793 | WEC Energy Group, Inc. (Multi-Utilities) | 71 | ||||||
9,265 | Wells Fargo & Co. (Banks) | 373 | ||||||
1,122 | Welltower, Inc. (Equity Real Estate Investment Trusts) | 72 | ||||||
180 | West Pharmaceutical Services, Inc. (Health Care Equipment & Supplies) | 44 | ||||||
889 | Western Digital Corp. (Technology Hardware, Storage & Peripherals)(b) | 29 | ||||||
459 | Westinghouse Air Brake Technologies Corp. (Machinery) | 37 | ||||||
649 | WestRock Co. (Containers & Packaging) | 20 | ||||||
1,901 | Weyerhaeuser Co. (Equity Real Estate Investment Trusts) | 54 | ||||||
104 | Whirlpool Corp. (Household Durables) | 14 | ||||||
461 | Workday, Inc., Class - A (Software)(b) | 70 | ||||||
467 | WP Carey, Inc. (Equity Real Estate Investment Trusts) | 33 | ||||||
240 | Wynn Resorts Ltd. (Hotels, Restaurants & Leisure)(b) | 15 | ||||||
1,316 | Xcel Energy, Inc. (Electric Utilities) | 84 | ||||||
459 | Xylem, Inc. (Machinery) | 40 | ||||||
687 | YUM! Brands, Inc. (Hotels, Restaurants & Leisure) | 73 | ||||||
127 | Zebra Technologies Corp. (Electronic Equipment, Instruments & Components)(b) | 33 | ||||||
285 | Zendesk, Inc. (Software)(b) | 22 | ||||||
384 | Zillow Group, Inc., Class - C (Real Estate Management & Development)(b) | 11 | ||||||
508 | Zimmer Biomet Holdings, Inc. (Health Care Equipment & Supplies) | 53 | ||||||
1,157 | Zoetis, Inc. (Pharmaceuticals) | 172 | ||||||
577 | Zoom Video Communications, Inc., Class - A (Software)(b) | 42 | ||||||
728 | ZoomInfo Technologies, Inc. (Interactive Media & Services)(b) | 30 | ||||||
199 | Zscaler, Inc. (Software)(b) | 33 | ||||||
90,003 | ||||||||
Total Common Stocks | 133,166 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Preferred Stocks — 0.04% | ||||||||
Germany — 0.04% | ||||||||
121 | Bayerische Motoren Werke Aktiengesellschaft — Preferred (Automobiles) | $ | 8 | |||||
452 | Henkel AG & Co. KGAA — Preferred (Household Products) | 27 | ||||||
65 | Sartorius AG — Preferred (Health Care Equipment & Supplies) | 22 | ||||||
Total Preferred Stocks | 57 | |||||||
Investment Company — 0.18% | ||||||||
242,080 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 2.89%(d) | 242 | ||||||
Total Investment Company | 242 | |||||||
Total Investments (cost $120,207) — 99.50% | 133,465 | |||||||
Other assets in excess of liabilities — 0.50% | 668 | |||||||
Net Assets - 100.00% | $ | 134,133 | ||||||
Amounts designated as "—" are $0 or have been rounded to $0. |
(a) | Represents a security purchased under Rule 144A or Section 4(2) and is exempt from registration under the Securities Act of 1933, as amended, or is otherwise restricted to resale. Certain of these securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. These securities have been deemed liquid by the Specialist Manager. |
(b) | Represents non-income producing security. |
(c) | Security was valued using significant unobservable inputs as of September 30, 2022. |
(d) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt | |
REIT—Real Estate Investment Trust |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the
Portfolio attributable to each Specialist Manager as of September 30, 2022.
The ESG Growth Portfolio | Mellon Investments Corporation | Parametric Portfolio Associates, LLC | RBC Global Asset Management (UK) Limited | Total | ||||
Common Stocks | 80.56% | - | 18.72% | 99.28% | ||||
Preferred Stocks | 0.04% | - | - | 0.04% | ||||
Investment Company | 0.09% | 0.09% | - | 0.18% | ||||
Other Assets (Liabilities) | 0.11% | 0.08% | 0.31% | 0.50% | ||||
Total Net Assets | 80.80% | 0.17% | 19.03% | 100.00% |
Amounts designated as "—" indicate the
Specialist Manager did not manage any holdings in that category.
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 99.68% | ||||||||
Australia — 2.16% | ||||||||
116 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | $ | 2 | |||||
606 | APA Group (Gas Utilities) | 4 | ||||||
309 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 7 | ||||||
102 | ASX Ltd. (Capital Markets) | 5 | ||||||
921 | Aurizon Holdings Ltd. (Road & Rail) | 2 | ||||||
1,464 | Australia & New Zealand Banking Group Ltd. (Banks) | 21 | ||||||
2,530 | BHP Group Ltd. (Metals & Mining) | 62 | ||||||
248 | BlueScope Steel Ltd. (Metals & Mining) | 2 | ||||||
759 | Brambles Ltd. (Commercial Services & Supplies) | 6 | ||||||
34 | Cochlear Ltd. (Health Care Equipment & Supplies) | 4 | ||||||
684 | Coles Group Ltd. (Food & Staples Retailing) | 7 | ||||||
850 | Commonwealth Bank of Australia (Banks) | 49 | ||||||
306 | Computershare Ltd. (IT Services) | 5 | ||||||
551 | Dexus (Equity Real Estate Investment Trusts) | 3 | ||||||
29 | Domino's Pizza Enterprises Ltd. (Hotels, Restaurants & Leisure) | 1 | ||||||
679 | Endeavour Group Ltd. (Food & Staples Retailing) | 3 | ||||||
901 | Evolution Mining Ltd. (Metals & Mining) | 1 | ||||||
885 | Fortescue Metals Group Ltd. (Metals & Mining) | 9 | ||||||
878 | Goodman Group (Equity Real Estate Investment Trusts) | 9 | ||||||
115 | IDP Education Ltd. (Diversified Consumer Services) | 2 | ||||||
1,294 | Insurance Australia Group Ltd. (Insurance) | 4 | ||||||
364 | LendLease Group (Real Estate Management & Development)(a) | 2 | ||||||
185 | Macquarie Group Ltd. (Capital Markets) | 18 | ||||||
1,579 | Medibank Private Ltd. (Insurance) | 4 | ||||||
83 | Mineral Resources Ltd. (Metals & Mining) | 3 | ||||||
2,016 | Mirvac Group (Equity Real Estate Investment Trusts) | 3 | ||||||
1,662 | National Australia Bank Ltd. (Banks) | 31 | ||||||
472 | Newcrest Mining Ltd. (Metals & Mining) | 5 | ||||||
564 | Northern Star Resources Ltd. (Metals & Mining) | 3 | ||||||
193 | Orica Ltd. (Chemicals) | 2 | ||||||
906 | Origin Energy Ltd. (Electric Utilities) | 3 | ||||||
503 | Qantas Airways Ltd. (Airlines)(b) | 2 | ||||||
768 | QBE Insurance Group Ltd. (Insurance) | 6 | ||||||
29 | REA Group Ltd. (Interactive Media & Services) | 2 | ||||||
114 | Reece Ltd. (Trading Companies & Distributors) | 1 | ||||||
181 | Rio Tinto Ltd. (Metals & Mining) | 11 | ||||||
1,705 | Santos Ltd. (Oil, Gas & Consumable Fuels)(a) | 8 | ||||||
2,660 | Scentre Group (Equity Real Estate Investment Trusts) | 4 | ||||||
181 | SEEK Ltd. (Interactive Media & Services) | 2 | ||||||
239 | Sonic Healthcare Ltd. (Health Care Providers & Services) | 5 | ||||||
2,444 | South32 Ltd. (Metals & Mining) | 6 | ||||||
774 | Stockland (Equity Real Estate Investment Trusts) | 2 | ||||||
658 | Suncorp Group Ltd. (Insurance) | 4 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Australia (continued) | ||||||||
2,120 | Telstra Corp. Ltd. (Diversified Telecommunication Services) | $ | 5 | |||||
912 | The GPT Group (Equity Real Estate Investment Trusts) | 2 | ||||||
1,118 | The Lottery Corp. Ltd. (Hotels, Restaurants & Leisure)(b) | 3 | ||||||
1,409 | Transurban Group (Transportation Infrastructure) | 11 | ||||||
413 | Treasury Wine Estates Ltd. (Beverages) | 3 | ||||||
2,104 | Vicinity Centres (Equity Real Estate Investment Trusts)(a) | 2 | ||||||
103 | Washington H Soul Pattinson & Co. Ltd. (Oil, Gas & Consumable Fuels) | 2 | ||||||
566 | Wesfarmers Ltd. (Multiline Retail) | 15 | ||||||
1,807 | Westpac Banking Corp. (Banks) | 24 | ||||||
84 | WiseTech Global Ltd. (Software) | 3 | ||||||
769 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 16 | ||||||
217 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 4 | ||||||
632 | Woolworths Group Ltd. (Food & Staples Retailing) | 14 | ||||||
439 | ||||||||
Austria — 0.05% | ||||||||
175 | Erste Group Bank AG (Banks)(a) | 3 | ||||||
74 | OMV AG (Oil, Gas & Consumable Fuels) | 3 | ||||||
33 | Verbund AG (Electric Utilities) | 3 | ||||||
52 | Voestalpine AG (Metals & Mining) | 1 | ||||||
10 | ||||||||
Belgium — 0.25% | ||||||||
91 | Ageas SA (Insurance) | 3 | ||||||
418 | Anheuser-Busch InBev N.V. (Beverages) | 18 | ||||||
14 | D'ieteren Group (Distributors) | 2 | ||||||
17 | Elia Group SA (Electric Utilities)(a) | 2 | ||||||
51 | Groupe Bruxelles Lambert SA (Diversified Financial Services) | 4 | ||||||
130 | KBC Group N.V. (Banks) | 5 | ||||||
71 | Proximus SADP (Diversified Telecommunication Services) | 1 | ||||||
9 | Sofina SA (Diversified Financial Services) | 2 | ||||||
38 | Solvay SA, Class - A (Chemicals) | 3 | ||||||
65 | UCB SA (Pharmaceuticals) | 5 | ||||||
108 | Umicore SA (Chemicals)(a) | 3 | ||||||
66 | Warehouses De Pauw CVA (Equity Real Estate Investment Trusts)(a) | 2 | ||||||
50 | ||||||||
Bermuda — 0.11% | ||||||||
167 | Arch Capital Group Ltd. (Insurance)(b) | 7 | ||||||
73 | Bunge Ltd. (Food Products) | 6 | ||||||
20 | Everest Re Group Ltd. (Insurance) | 5 | ||||||
187 | Invesco Ltd. (Capital Markets) | 3 | ||||||
21 | ||||||||
Canada — 4.15% | ||||||||
242 | Agnico Eagle Mines Ltd. (Metals & Mining) | 10 | ||||||
100 | Air Canada (Airlines)(a)(b) | 1 | ||||||
343 | Algonquin Power & Utilities Corp. (Multi-Utilities) | 4 | ||||||
423 | Alimentation Couche-Tard, Inc. (Food & Staples Retailing) | 17 | ||||||
144 | AltaGas Ltd. (Gas Utilities) | 3 | ||||||
359 | ARC Resources Ltd. (Oil, Gas & Consumable Fuels) | 4 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
333 | Bank of Montreal (Banks) | $ | 29 | |||||
939 | Barrick Gold Corp. (Metals & Mining) | 15 | ||||||
38 | BCE, Inc. (Diversified Telecommunication Services) | 2 | ||||||
251 | Blackberry Ltd. (Software)(b) | 1 | ||||||
691 | Brookfield Asset Management, Inc., Class - A (Capital Markets) | 28 | ||||||
23 | BRP, Inc. (Leisure Products) | 1 | ||||||
209 | Cameco Corp. (Oil, Gas & Consumable Fuels) | 6 | ||||||
7 | Canadian Apartment Properties REIT (Equity Real Estate Investment Trusts)(a) | — | ||||||
438 | Canadian Imperial Bank of Commerce (Banks) | 19 | ||||||
297 | Canadian National Railway Co. (Road & Rail) | 32 | ||||||
578 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | 27 | ||||||
456 | Canadian Pacific Railway Ltd. (Road & Rail) | 30 | ||||||
31 | Canadian Tire Corp. Ltd., Class - A (Multiline Retail) | 3 | ||||||
49 | Canadian Utilities Ltd., Class - A (Multi-Utilities) | 1 | ||||||
81 | CCL Industries, Inc. (Containers & Packaging)(a) | 4 | ||||||
729 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | 11 | ||||||
127 | CGI, Inc. (IT Services)(b) | 10 | ||||||
10 | Constellation Software, Inc. (Software) | 14 | ||||||
152 | Dollarama, Inc. (Multiline Retail) | 9 | ||||||
118 | Emera, Inc. (Electric Utilities) | 5 | ||||||
85 | Empire Co. Ltd. (Food & Staples Retailing) | 2 | ||||||
1,022 | Enbridge, Inc. (Oil, Gas & Consumable Fuels) | 38 | ||||||
10 | Fairfax Financial Holdings Ltd. (Insurance) | 5 | ||||||
310 | First Quantum Minerals Ltd. (Metals & Mining) | 5 | ||||||
20 | FirstService Corp. (Real Estate Management & Development) | 2 | ||||||
246 | Fortis, Inc. (Electric Utilities) | 9 | ||||||
101 | Franco-Nevada Corp. (Metals & Mining) | 12 | ||||||
40 | George Weston Ltd. (Food & Staples Retailing) | 4 | ||||||
83 | GFL Environmental, Inc. (Commercial Services & Supplies) | 2 | ||||||
101 | Gildan Activewear, Inc. (Textiles, Apparel & Luxury Goods) | 3 | ||||||
122 | Great-West Lifeco, Inc. (Insurance) | 3 | ||||||
166 | Hydro One Ltd. (Electric Utilities)(a) | 4 | ||||||
53 | iA Financial Corp., Inc. (Insurance) | 3 | ||||||
50 | IGM Financial, Inc. (Capital Markets) | 1 | ||||||
120 | Imperial Oil Ltd. (Oil, Gas & Consumable Fuels) | 5 | ||||||
92 | Intact Financial Corp. (Insurance) | 13 | ||||||
320 | Ivanhoe Mines Ltd. (Metals & Mining)(b) | 2 | ||||||
121 | Keyera Corp. (Oil, Gas & Consumable Fuels)(a) | 2 | ||||||
598 | Kinross Gold Corp. (Metals & Mining) | 2 | ||||||
66 | Lightspeed Commerce, Inc. (Software)(b) | 1 | ||||||
87 | Loblaw Companies Ltd. (Food & Staples Retailing) | 7 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
62 | Lululemon Athletica, Inc. (Textiles, Apparel & Luxury Goods)(b) | $ | 17 | |||||
340 | Lundin Mining Corp. (Metals & Mining)(a) | 2 | ||||||
150 | Magna International, Inc. (Auto Components) | 7 | ||||||
956 | Manulife Financial Corp. (Insurance) | 15 | ||||||
127 | Metro, Inc. (Food & Staples Retailing) | 6 | ||||||
174 | National Bank of Canada (Banks) | 11 | ||||||
118 | Northland Power, Inc. (Independent Power and Renewable Electricity Producers) | 3 | ||||||
287 | Nutrien Ltd. (Chemicals) | 24 | ||||||
32 | Nuvei Corp. (IT Services)(b) | 1 | ||||||
42 | Onex Corp. (Diversified Financial Services) | 2 | ||||||
135 | Open Text Corp. (Software)(a) | 4 | ||||||
111 | Pan American Silver Corp. (Metals & Mining) | 2 | ||||||
80 | Parkland Corp. (Oil, Gas & Consumable Fuels)(a) | 2 | ||||||
290 | Pembina Pipelines Corp. (Oil, Gas & Consumable Fuels) | 9 | ||||||
278 | Power Corp. of Canada (Insurance) | 6 | ||||||
78 | Quebecor, Inc., Class - B (Media) | 1 | ||||||
149 | Restaurant Brands International, Inc. (Hotels, Restaurants & Leisure) | 8 | ||||||
72 | RioCan Real Estate Investment Trust (Equity Real Estate Investment Trusts)(a) | 1 | ||||||
63 | Ritchie Bros. Auctioneers, Inc. (Commercial Services & Supplies) | 4 | ||||||
186 | Rogers Communications, Inc., Class - B (Wireless Telecommunication Services) | 7 | ||||||
708 | Royal Bank of Canada (Banks) | 64 | ||||||
141 | Saputo, Inc. (Food Products)(a) | 3 | ||||||
237 | Shaw Communications, Inc., Class - B (Media) | 6 | ||||||
557 | Shopify, Inc. (IT Services)(b) | 15 | ||||||
277 | Sun Life Financial, Inc. (Insurance) | 11 | ||||||
744 | Suncor Energy, Inc. (Oil, Gas & Consumable Fuels) | 21 | ||||||
513 | TC Energy Corp. (Oil, Gas & Consumable Fuels) | 21 | ||||||
249 | Teck Resources Ltd., Class - B (Metals & Mining) | 8 | ||||||
234 | TELUS Corp. (Diversified Telecommunication Services) | 5 | ||||||
44 | TFI International, Inc. (Road & Rail) | 4 | ||||||
631 | The Bank of Nova Scotia (Banks) | 30 | ||||||
912 | The Toronto-Dominion Bank (Banks) | 56 | ||||||
90 | Thomson Reuters Corp. (Professional Services) | 9 | ||||||
28 | TMX Group Ltd. (Capital Markets) | 3 | ||||||
47 | Toromont Industries Ltd. (Trading Companies & Distributors) | 3 | ||||||
164 | Tourmaline Oil Corp. (Oil, Gas & Consumable Fuels) | 9 | ||||||
125 | Waste Connections, Inc. (Commercial Services & Supplies) | 17 | ||||||
37 | West Fraser Timber Co. Ltd. (Paper & Forest Products) | 3 | ||||||
240 | Wheaton Precious Metals Corp. (Metals & Mining) | 8 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
63 | WSP Global, Inc. (Construction & Engineering) | $ | 7 | |||||
846 | ||||||||
China — 0.04% | ||||||||
24 | Futu Holdings Ltd., ADR (Capital Markets)(b) | 1 | ||||||
100 | Jardine Matheson Holdings Ltd. (Industrial Conglomerates) | 5 | ||||||
1,000 | SITC International Holdings Co. Ltd. (Marine) | 2 | ||||||
8 | ||||||||
Denmark — 0.34% | ||||||||
2 | A.P. Moller - Maersk A/S, Class - A (Marine) | 4 | ||||||
2 | A.P. Moller - Maersk A/S, Class - B (Marine) | 4 | ||||||
53 | Carlsberg A/S, Class - B (Beverages) | 6 | ||||||
55 | Christian Hansen Holding A/S (Chemicals)(a) | 3 | ||||||
62 | Coloplast A/S, Class - B (Health Care Equipment & Supplies) | 6 | ||||||
331 | Danske Bank A/S (Banks) | 4 | ||||||
51 | Demant A/S (Health Care Equipment & Supplies)(b) | 1 | ||||||
90 | DSV A/S (Road & Rail) | 11 | ||||||
64 | GN Store Nord A/S (Health Care Equipment & Supplies) | 1 | ||||||
108 | Novozymes A/S, B Shares (Chemicals) | 5 | ||||||
100 | Orsted A/S (Electric Utilities)(a) | 8 | ||||||
50 | Pandora A/S (Textiles, Apparel & Luxury Goods) | 2 | ||||||
5 | ROCKWOOL A/S, Class - B (Building Products) | 1 | ||||||
192 | Tryg A/S (Insurance)(a) | 4 | ||||||
533 | Vestas Wind Systems A/S (Electrical Equipment) | 10 | ||||||
70 | ||||||||
Finland — 0.37% | ||||||||
73 | Elisa Oyj (Diversified Telecommunication Services) | 3 | ||||||
234 | Fortum Oyj (Electric Utilities) | 3 | ||||||
138 | Kesko Oyj, Class - B (Food & Staples Retailing) | 3 | ||||||
182 | Kone Oyj, Class - B (Machinery) | 7 | ||||||
222 | Neste Oyj (Oil, Gas & Consumable Fuels) | 10 | ||||||
2,804 | Nokia Oyj (Communications Equipment) | 12 | ||||||
1,639 | Nordea Bank Abp (Banks) | 13 | ||||||
205 | Sampo Oyj, Class - A (Insurance) | 9 | ||||||
299 | Stora Enso Oyj, Registered Shares (Paper & Forest Products) | 4 | ||||||
275 | UPM-Kymmene Oyj (Paper & Forest Products) | 9 | ||||||
235 | Wartsila Oyj Abp (Machinery) | 2 | ||||||
75 | ||||||||
France — 2.84% | ||||||||
84 | Accor SA (Hotels, Restaurants & Leisure)(a)(b) | 2 | ||||||
16 | Aeroports de Paris (Transportation Infrastructure)(b) | 2 | ||||||
256 | Air Liquide SA (Chemicals) | 29 | ||||||
161 | Alstom SA (Machinery) | 3 | ||||||
30 | Amundi SA (Capital Markets) | 1 | ||||||
31 | Arkema SA (Chemicals) | 2 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
970 | AXA SA (Insurance) | $ | 21 | |||||
23 | BioMerieux (Health Care Equipment & Supplies) | 2 | ||||||
542 | BNP Paribas SA (Banks) | 23 | ||||||
481 | Bollore SA (Entertainment) | 2 | ||||||
120 | Bouygues SA (Construction & Engineering) | 3 | ||||||
163 | Bureau Veritas SA (Professional Services)(a) | 4 | ||||||
84 | Capgemini SE (IT Services) | 13 | ||||||
320 | Carrefour SA (Food & Staples Retailing)(a) | 4 | ||||||
344 | Cie Generale des Etablissements Michelin SCA (Auto Components) | 8 | ||||||
255 | Compagnie de Saint-Gobain (Building Products) | 9 | ||||||
25 | Covivio (Equity Real Estate Investment Trusts) | 1 | ||||||
622 | Credit Agricole SA (Banks) | 5 | ||||||
341 | Danone SA (Food Products) | 16 | ||||||
350 | Dassault Systemes SE (Software) | 12 | ||||||
132 | Edenred (IT Services) | 6 | ||||||
42 | Eiffage SA (Construction & Engineering)(a) | 3 | ||||||
322 | Electricite de France SA (Electric Utilities) | 4 | ||||||
955 | Engie SA (Multi-Utilities) | 11 | ||||||
143 | EssilorLuxottica SA (Textiles, Apparel & Luxury Goods) | 19 | ||||||
23 | Eurazeo SE (Diversified Financial Services) | 1 | ||||||
23 | Gecina SA (Equity Real Estate Investment Trusts)(a) | 2 | ||||||
218 | Getlink SE (Transportation Infrastructure) | 3 | ||||||
16 | Hermes International (Textiles, Apparel & Luxury Goods) | 19 | ||||||
18 | Ipsen SA (Pharmaceuticals) | 2 | ||||||
39 | Kering SA (Textiles, Apparel & Luxury Goods) | 17 | ||||||
107 | Klepierre SA (Equity Real Estate Investment Trusts) | 2 | ||||||
59 | LA Francaise des Jeux SAEM (Hotels, Restaurants & Leisure) | 2 | ||||||
112 | Legrand SA (Electrical Equipment) | 7 | ||||||
123 | L'Oreal SA (Personal Products) | 39 | ||||||
143 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 85 | ||||||
1,025 | Orange SA (Diversified Telecommunication Services)(a) | 9 | ||||||
108 | Pernod Ricard SA (Beverages) | 20 | ||||||
119 | Publicis Groupe SA (Media) | 6 | ||||||
11 | Remy Cointreau SA (Beverages) | 2 | ||||||
99 | Renault SA (Automobiles)(b) | 3 | ||||||
268 | Schneider Electric SE (Electrical Equipment)(a) | 30 | ||||||
16 | SEB SA (Household Durables) | 1 | ||||||
422 | Societe Generale SA (Banks) | 8 | ||||||
47 | Sodexo SA (Hotels, Restaurants & Leisure) | 4 | ||||||
31 | Teleperformance (Professional Services) | 8 | ||||||
1,259 | TotalEnergies SE (Oil, Gas & Consumable Fuels) | 59 | ||||||
49 | UbiSoft Entertainment SA (Entertainment)(b) | 1 | ||||||
66 | Unibail-Rodamco-Westfield (Equity Real Estate Investment Trusts)(b) | 3 | ||||||
119 | Valeo (Auto Components) | 2 | ||||||
343 | Veolia Environnement SA (Multi-Utilities) | 7 | ||||||
269 | Vinci SA (Construction & Engineering) | 22 | ||||||
387 | Vivendi SE (Entertainment) | 3 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
15 | Wendel SE (Diversified Financial Services) | $ | 1 | |||||
122 | Worldline SA (IT Services)(b) | 5 | ||||||
578 | ||||||||
Germany — 1.91% | ||||||||
90 | adidas AG (Textiles, Apparel & Luxury Goods) | 10 | ||||||
204 | Allianz SE (Insurance) | 32 | ||||||
615 | Aroundtown SA (Real Estate Management & Development)(a) | 1 | ||||||
438 | BASF SE (Chemicals) | 17 | ||||||
159 | Bayerische Motoren Werke AG (Automobiles) | 11 | ||||||
45 | Bechtle AG (IT Services) | 2 | ||||||
79 | Brenntag AG (Trading Companies & Distributors) | 5 | ||||||
23 | Carl Zeiss Meditec AG (Health Care Equipment & Supplies) | 2 | ||||||
542 | Commerzbank AG (Banks)(b) | 4 | ||||||
57 | Continental AG (Auto Components) | 3 | ||||||
99 | Covestro AG (Chemicals) | 3 | ||||||
236 | Daimler Truck Holding AG (Machinery)(b) | 5 | ||||||
81 | Delivery Hero SE (Internet & Direct Marketing Retail)(b) | 3 | ||||||
1,084 | Deutsche Bank AG, Registered Shares (Capital Markets) | 8 | ||||||
100 | Deutsche Boerse AG (Capital Markets) | 16 | ||||||
304 | Deutsche Lufthansa AG, Registered Shares (Airlines)(a)(b) | 2 | ||||||
513 | Deutsche Post AG, Registered Shares (Air Freight & Logistics) | 15 | ||||||
1,691 | Deutsche Telekom AG (Diversified Telecommunication Services)(a) | 29 | ||||||
1,169 | E.ON SE (Multi-Utilities) | 9 | ||||||
105 | Evonik Industries AG (Chemicals) | 2 | ||||||
108 | Fresenius Medical Care AG & Co. KGAA (Health Care Providers & Services) | 3 | ||||||
110 | GEA Group AG (Machinery) | 4 | ||||||
31 | Hannover Rueck SE (Insurance) | 5 | ||||||
76 | HeidelbergCement AG (Construction Materials) | 3 | ||||||
88 | HelloFresh SE (Food & Staples Retailing)(b) | 2 | ||||||
50 | Henkel AG & Co. KGAA (Household Products) | 3 | ||||||
683 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment)(a) | 15 | ||||||
37 | KION Group AG (Machinery)(a) | 1 | ||||||
41 | Knorr-Bremse AG (Machinery) | 2 | ||||||
41 | LEG Immobilien AG (Real Estate Management & Development) | 2 | ||||||
397 | Mercedes-Benz Group AG (Automobiles)(a) | 20 | ||||||
29 | MTU Aero Engines AG (Aerospace & Defense) | 4 | ||||||
73 | Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares (Insurance) | 18 | ||||||
35 | Nemetschek SE (Software) | 2 | ||||||
35 | Puma SE (Textiles, Apparel & Luxury Goods)(a) | 2 | ||||||
3 | Rational AG (Machinery) | 1 | ||||||
336 | RWE AG (Multi-Utilities) | 12 | ||||||
521 | SAP SE (Software) | 42 | ||||||
49 | Scout24 AG (Interactive Media & Services) | 2 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
377 | Siemens AG, Registered Shares (Industrial Conglomerates) | $ | 37 | |||||
217 | Siemens Energy AG (Electrical Equipment) | 2 | ||||||
147 | Siemens Healthineers AG (Health Care Equipment & Supplies) | 6 | ||||||
69 | Symrise AG (Chemicals)(a) | 7 | ||||||
627 | Telefonica Deutschland Holding AG (Diversified Telecommunication Services) | 1 | ||||||
56 | Uniper SE (Independent Power and Renewable Electricity Producers)^ | — | ||||||
58 | United Internet AG (Diversified Telecommunication Services)(a) | 1 | ||||||
16 | Volkswagen AG (Automobiles) | 3 | ||||||
373 | Vonovia SE (Real Estate Management & Development) | 8 | ||||||
121 | Zalando SE (Internet & Direct Marketing Retail)(b) | 2 | ||||||
389 | ||||||||
Hong Kong — 0.90% | ||||||||
6,092 | AIA Group Ltd. (Insurance) | 50 | ||||||
2,000 | BOC Hong Kong Holdings Ltd. (Banks) | 7 | ||||||
800 | Budweiser Brewing Co. APAC Ltd. (Beverages) | 2 | ||||||
800 | Chow Tai Fook Jewellery Group Ltd. (Specialty Retail) | 2 | ||||||
1,000 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 6 | ||||||
1,500 | CK Hutchison Holdings Ltd. (Industrial Conglomerates) | 8 | ||||||
500 | CK Infrastructure Holdings Ltd. (Electric Utilities) | 3 | ||||||
1,000 | CLP Holdings Ltd. (Electric Utilities) | 8 | ||||||
1,000 | ESR Cayman Ltd. (Real Estate Management & Development) | 3 | ||||||
1,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure) | 6 | ||||||
1,000 | Hang Lung Properties Ltd. (Real Estate Management & Development) | 2 | ||||||
400 | Hang Seng Bank Ltd. (Banks) | 6 | ||||||
1,000 | Henderson Land Development Co. Ltd. (Real Estate Management & Development) | 3 | ||||||
1,500 | HK Electric Investments & HK Electric Investments Ltd. (Electric Utilities) | 1 | ||||||
2,000 | HKT Trust & HKT Ltd. (Diversified Telecommunication Services)(a) | 2 | ||||||
5,985 | Hong Kong & China Gas Co. Ltd. (Gas Utilities) | 5 | ||||||
623 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 20 | ||||||
700 | Hongkong Land Holdings Ltd. (Real Estate Management & Development) | 3 | ||||||
1,000 | MTR Corp. Ltd. (Road & Rail) | 5 | ||||||
250 | New World Development Co. Ltd. (Real Estate Management & Development) | 1 | ||||||
779 | Power Assets Holdings Ltd. (Electric Utilities) | 4 | ||||||
1,200 | Sands China Ltd. (Hotels, Restaurants & Leisure)(b) | 3 | ||||||
2,000 | Sino Land Co. Ltd. (Real Estate Management & Development) | 3 | ||||||
500 | Sun Hung Kai Properties Ltd. (Real Estate Management & Development) | 6 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hong Kong (continued) | ||||||||
139 | Swire Pacific Ltd., Class - A (Real Estate Management & Development) | $ | 1 | |||||
600 | Swire Properties Ltd. (Real Estate Management & Development) | 1 | ||||||
757 | Techtronic Industries Co. Ltd. (Machinery) | 7 | ||||||
1,073 | The Link Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 7 | ||||||
4,728 | WH Group Ltd. (Food Products) | 3 | ||||||
1,000 | Wharf Real Estate Investment Co. Ltd. (Real Estate Management & Development) | 5 | ||||||
1,000 | Xinyi Glass Holdings Ltd. (Building Products) | 1 | ||||||
184 | ||||||||
Ireland (Republic of) — 0.78% | ||||||||
73 | AerCap Holdings N.V. (Trading Companies & Distributors)(b) | 3 | ||||||
39 | Allegion PLC (Building Products) | 3 | ||||||
378 | CRH PLC (Construction Materials)(a) | 12 | ||||||
196 | Eaton Corp. PLC (Electrical Equipment) | 26 | ||||||
484 | Experian PLC (Professional Services) | 14 | ||||||
88 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(b) | 10 | ||||||
112 | Horizon Therapeutics PLC (Pharmaceuticals)(b) | 7 | ||||||
235 | James Hardie Industries PLC (Construction Materials) | 5 | ||||||
83 | Kingspan Group PLC (Building Products) | 4 | ||||||
675 | Medtronic PLC (Health Care Equipment & Supplies) | 54 | ||||||
93 | Pentair PLC (Machinery) | 4 | ||||||
104 | Seagate Technology Holdings PLC (Technology Hardware, Storage & Peripherals) | 6 | ||||||
77 | Smurfit Kappa Group PLC (Containers & Packaging)(a) | 2 | ||||||
52 | STERIS PLC (Health Care Equipment & Supplies) | 9 | ||||||
159 | ||||||||
Isle of Man — 0.02% | ||||||||
308 | Entain PLC (Hotels, Restaurants & Leisure) | 4 | ||||||
Israel — 0.25% | ||||||||
26 | Azrieli Group Ltd. (Real Estate Management & Development) | 2 | ||||||
689 | Bank Hapoalim BM (Banks) | 6 | ||||||
720 | Bank Leumi Le (Banks) | 6 | ||||||
1,044 | Bezeq The Israeli Telecommunication Corp. Ltd. (Diversified Telecommunication Services) | 2 | ||||||
56 | Check Point Software Technologies Ltd. (Software)(b) | 7 | ||||||
23 | CyberArk Software Ltd. (Software)(b) | 3 | ||||||
362 | ICL Group Ltd. (Chemicals) | 3 | ||||||
— | Isracard Ltd. (Consumer Finance) | — | ||||||
596 | Israel Discount Bank Ltd., Class - A (Banks) | 3 | ||||||
66 | Mizrahi Tefahot Bank Ltd. (Banks) | 2 | ||||||
33 | Nice Ltd. (Software)(b) | 6 | ||||||
27 | SolarEdge Technologies, Inc. (Semiconductors & Semiconductor Equipment)(b) | 7 | ||||||
55 | Tower Semiconductor Ltd. (Semiconductors & Semiconductor Equipment)(b) | 2 | ||||||
30 | Wix.com Ltd. (IT Services)(b) | 2 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Israel (continued) | ||||||||
43 | ZIM Integrated Shipping Services Ltd. (Marine) | $ | 1 | |||||
52 | ||||||||
Italy — 0.57% | ||||||||
62 | Amplifon SpA (Health Care Providers & Services) | 2 | ||||||
574 | Assicurazioni Generali SpA (Insurance) | 8 | ||||||
265 | Atlantia SpA (Transportation Infrastructure) | 6 | ||||||
265 | Davide Campari-Milano N.V. (Beverages) | 2 | ||||||
13 | DiaSorin SpA (Health Care Equipment & Supplies) | 1 | ||||||
3,831 | Enel SpA (Electric Utilities)(a) | 16 | ||||||
1,220 | Eni SpA (Oil, Gas & Consumable Fuels) | 13 | ||||||
65 | Ferrari N.V. (Automobiles) | 12 | ||||||
344 | FinecoBank Banca Fineco SpA (Banks) | 4 | ||||||
208 | Infrastrutture Wireless Italiane SpA (Diversified Telecommunication Services)(a) | 2 | ||||||
7,733 | Intesa Sanpaolo SpA (Banks)(a) | 13 | ||||||
318 | Mediobanca Banca di Credito Finanziario SpA (Banks) | 2 | ||||||
114 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 5 | ||||||
243 | Nexi SpA (IT Services)(b) | 2 | ||||||
265 | Poste Italiane SpA (Insurance) | 2 | ||||||
133 | Prusmian SpA (Electrical Equipment) | 4 | ||||||
49 | Recordati SpA (Pharmaceuticals) | 2 | ||||||
1,023 | Snam SpA (Gas Utilities) | 4 | ||||||
4,562 | Telecom Italia SpA (Diversified Telecommunication Services)(b) | 1 | ||||||
719 | Terna - Rete Elettrica Nazionale SpA (Electric Utilities) | 4 | ||||||
1,107 | Unicredit SpA (Banks) | 11 | ||||||
116 | ||||||||
Japan — 6.02% | ||||||||
100 | Advantest Corp. (Semiconductors & Semiconductor Equipment)(a) | 5 | ||||||
300 | Aeon Co. Ltd. (Food & Staples Retailing) | 6 | ||||||
100 | AGC, Inc. (Building Products) | 3 | ||||||
100 | Aisin Crop. (Auto Components) | 3 | ||||||
100 | ANA Holdings, Inc. (Airlines)(a)(b) | 2 | ||||||
100 | Asahi Intecc Co. Ltd. (Health Care Equipment & Supplies) | 2 | ||||||
800 | Asahi Kasei Corp. (Chemicals) | 5 | ||||||
100 | Azbil Corp. (Electronic Equipment, Instruments & Components) | 3 | ||||||
100 | Bandai Namco Holdings, Inc. (Leisure Products) | 7 | ||||||
333 | Bridgestone Corp. (Auto Components) | 11 | ||||||
100 | Brother Industries Ltd. (Technology Hardware, Storage & Peripherals) | 2 | ||||||
500 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 11 | ||||||
100 | Capcom Co. Ltd. (Entertainment) | 3 | ||||||
100 | Central Japan Railway Co. (Road & Rail) | 12 | ||||||
400 | Chubu Electric Power Co., Inc. (Electric Utilities) | 4 | ||||||
900 | Concordia Financial Group Ltd. (Banks) | 3 | ||||||
300 | CyberAgent, Inc. (Media) | 3 | ||||||
100 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 2 | ||||||
30 | Daifuku Co. Ltd. (Machinery) | 1 | ||||||
486 | Dai-ichi Life Holdings, Inc. (Insurance) | 8 | ||||||
120 | Daikin Industries Ltd. (Building Products) | 18 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
300 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | $ | 6 | |||||
3 | Daiwa House REIT Investment Corp. (Equity Real Estate Investment Trusts) | 6 | ||||||
900 | Daiwa Securities Group, Inc. (Capital Markets) | 4 | ||||||
256 | Denso Corp. (Auto Components) | 12 | ||||||
100 | Dentsu Group, Inc. (Media) | 3 | ||||||
35 | Disco Corp. (Semiconductors & Semiconductor Equipment) | 8 | ||||||
200 | East Japan Railway Co. (Road & Rail) | 10 | ||||||
1,700 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 5 | ||||||
49 | FANUC Corp. (Machinery) | 7 | ||||||
100 | Fuji Electric Co. Ltd. (Electrical Equipment) | 4 | ||||||
200 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 9 | ||||||
152 | Fujitsu Ltd. (IT Services)(a) | 17 | ||||||
3 | GLP J-REIT (Equity Real Estate Investment Trusts) | 3 | ||||||
100 | Hakuhodo DY Holdings, Inc. (Media) | 1 | ||||||
100 | Hamamatsu Photonics K.K. (Electronic Equipment, Instruments & Components) | 4 | ||||||
100 | Hankyu Hanshin Holdings, Inc. (Road & Rail) | 3 | ||||||
27 | Hikari Tsushin, Inc. (Specialty Retail) | 3 | ||||||
42 | Hirose Electric Co. Ltd. (Electronic Equipment, Instruments & Components) | 6 | ||||||
100 | Hitachi Construction Machinery Co. Ltd. (Machinery) | 2 | ||||||
100 | Hitachi Metals Ltd. (Metals & Mining)(b) | 2 | ||||||
800 | Honda Motor Co. Ltd. (Automobiles) | 17 | ||||||
200 | HOYA Corp. (Health Care Equipment & Supplies) | 19 | ||||||
200 | Hulic Co. Ltd. (Real Estate Management & Development)(a) | 1 | ||||||
100 | Ibiden Co. Ltd. (Electronic Equipment, Instruments & Components) | 3 | ||||||
152 | Idemitsu Kosan Co. Ltd. (Oil, Gas & Consumable Fuels)(a) | 3 | ||||||
100 | Iida Group Holdings Co. Ltd. (Household Durables) | 1 | ||||||
500 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 5 | ||||||
300 | Isuzu Motors Ltd. (Automobiles) | 3 | ||||||
600 | ITOCHU Corp. (Trading Companies & Distributors) | 14 | ||||||
48 | Japan Airlines Co. Ltd. (Airlines)(a)(b) | 1 | ||||||
300 | Japan Exchange Group, Inc. (Capital Markets) | 4 | ||||||
200 | Japan Post Bank Co. Ltd. (Banks) | 1 | ||||||
1,400 | Japan Post Holdings Co. Ltd. (Insurance)(a) | 9 | ||||||
100 | Japan Post Insurance Co. Ltd. (Insurance)(a) | 1 | ||||||
1 | Japan Real Estate Investment Corp. (Equity Real Estate Investment Trusts) | 4 | ||||||
4 | Japan Retail Fund Investment Corp. (Equity Real Estate Investment Trusts) | 3 | ||||||
300 | JFE Holdings, Inc. (Metals & Mining) | 3 | ||||||
200 | Kajima Corp. (Construction & Engineering) | 2 | ||||||
100 | Kakaku.com, Inc. (Interactive Media & Services) | 2 | ||||||
227 | Kao Corp. (Personal Products) | 9 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
774 | KDDI Corp. (Wireless Telecommunication Services) | $ | 23 | |||||
32 | Keio Corp. (Road & Rail) | 1 | ||||||
100 | Keisei Electric Railway Co. Ltd. (Road & Rail) | 3 | ||||||
134 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 43 | ||||||
100 | Kikkoman Corp. (Food Products) | 6 | ||||||
100 | Kintetsu Group Holdings Co. Ltd. (Road & Rail) | 3 | ||||||
400 | Kirin Holdings Co. Ltd. (Beverages) | 6 | ||||||
100 | Kobe Bussan Co. Ltd. (Food & Staples Retailing) | 2 | ||||||
68 | Koito Manufacturing Co. Ltd. (Auto Components) | 1 | ||||||
500 | Komatsu Ltd. (Machinery) | 9 | ||||||
43 | Kose Corp. (Personal Products) | 4 | ||||||
500 | Kubota Corp. (Machinery) | 7 | ||||||
200 | Kyocera Corp. (Electronic Equipment, Instruments & Components) | 10 | ||||||
100 | Kyowa Kirin Co. Ltd. (Pharmaceuticals) | 2 | ||||||
100 | Lixil Corp. (Building Products) | 1 | ||||||
200 | M3, Inc. (Health Care Technology) | 6 | ||||||
100 | Makita Corp. (Machinery) | 2 | ||||||
800 | Marubeni Corp. (Trading Companies & Distributors) | 7 | ||||||
300 | Mazda Motor Corp. (Automobiles) | 2 | ||||||
200 | MINEBEA MITSUMI, Inc. (Machinery) | 3 | ||||||
100 | MISUMI Group, Inc. (Machinery) | 2 | ||||||
600 | Mitsubishi Corp. (Trading Companies & Distributors) | 16 | ||||||
1,100 | Mitsubishi Electric Corp. (Electrical Equipment) | 10 | ||||||
600 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 8 | ||||||
500 | Mitsubishi HC Capital, Inc. (Diversified Financial Services) | 2 | ||||||
200 | Mitsubishi Heavy Industries Ltd. (Machinery) | 7 | ||||||
6,479 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 29 | ||||||
700 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 15 | ||||||
100 | Mitsui Chemicals, Inc. (Chemicals) | 2 | ||||||
500 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 10 | ||||||
200 | Mitsui O.S.K. Lines Ltd. (Marine) | 4 | ||||||
1,310 | Mizuho Financial Group, Inc. (Banks) | 14 | ||||||
100 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 2 | ||||||
230 | MS&AD Insurance Group Holdings, Inc. (Insurance) | 6 | ||||||
337 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 16 | ||||||
130 | NEC Corp. (Technology Hardware, Storage & Peripherals) | 4 | ||||||
200 | Nexon Co. Ltd. (Entertainment) | 4 | ||||||
100 | NGK Insulators Ltd. (Machinery) | 1 | ||||||
200 | Nidec Corp. (Electrical Equipment) | 11 | ||||||
200 | Nihon M&A Center Holdings, Inc. (Professional Services) | 2 | ||||||
450 | Nintendo Co. Ltd. (Entertainment) | 18 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
1 | Nippon Building Fund, Inc. (Equity Real Estate Investment Trusts) | $ | 4 | |||||
400 | Nippon Paint Holdings Co. Ltd. (Chemicals)(a) | 3 | ||||||
1 | Nippon Prologis REIT, Inc. (Equity Real Estate Investment Trusts)(a) | 2 | ||||||
100 | Nippon Sanso Holdings Corp. (Chemicals) | 2 | ||||||
400 | Nippon Steel Corp. (Metals & Mining)(a) | 6 | ||||||
562 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 15 | ||||||
300 | Nippon Yusen KK (Marine) | 5 | ||||||
1,300 | Nissan Motor Co. Ltd. (Automobiles) | 4 | ||||||
154 | Nisshin Seifun Group, Inc. (Food Products) | 2 | ||||||
100 | Nitto Denko Corp. (Chemicals) | 5 | ||||||
1,500 | Nomura Holdings, Inc. (Capital Markets) | 5 | ||||||
3 | Nomura Real Estate Master Fund, Inc. (Equity Real Estate Investment Trusts) | 3 | ||||||
135 | Nomura Research Institute Ltd. (IT Services) | 3 | ||||||
300 | NTT Data Corp. (IT Services) | 4 | ||||||
600 | Obayashi Corp. (Construction & Engineering) | 4 | ||||||
100 | Odakyu Electric Railway Co. Ltd. (Road & Rail) | 1 | ||||||
500 | Oji Paper Co. Ltd. (Paper & Forest Products) | 2 | ||||||
47 | OMRON Corp. (Electronic Equipment, Instruments & Components) | 2 | ||||||
49 | Oracle Corp. (Software) | 3 | ||||||
100 | Oriental Land Co. Ltd. (Hotels, Restaurants & Leisure) | 14 | ||||||
600 | ORIX Corp. (Diversified Financial Services) | 8 | ||||||
200 | Osaka Gas Co. Ltd. (Gas Utilities) | 3 | ||||||
34 | OTSUKA Corp. (IT Services) | 1 | ||||||
168 | Pan Pacific International Holdings Corp. (Multiline Retail) | 3 | ||||||
1,200 | Panasonic Holdings Corp. (Household Durables) | 8 | ||||||
100 | Persol Holdings Co. Ltd. (Professional Services)(a) | 2 | ||||||
500 | Rakuten Group, Inc. (Internet & Direct Marketing Retail) | 2 | ||||||
700 | Recruit Holdings Co. Ltd. (Professional Services) | 20 | ||||||
700 | Renesas Electronics Corp. (Semiconductors & Semiconductor Equipment)(a)(b) | 6 | ||||||
1,300 | Resona Holdings, Inc. (Banks) | 5 | ||||||
300 | Ricoh Co. Ltd. (Technology Hardware, Storage & Peripherals) | 2 | ||||||
21 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 1 | ||||||
100 | SBI Holdings, Inc. (Capital Markets) | 2 | ||||||
100 | SCSK Corp. (IT Services) | 2 | ||||||
100 | Secom Co. Ltd. (Commercial Services & Supplies) | 6 | ||||||
100 | Seiko Epson Corp. (Technology Hardware, Storage & Peripherals) | 1 | ||||||
200 | Sekisui Chemical Co. Ltd. (Household Durables) | 2 | ||||||
300 | Sekisui House Ltd. (Household Durables) | 5 | ||||||
367 | Seven & i Holdings Co. Ltd. (Food & Staples Retailing) | 15 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
200 | SG Holdings Co. Ltd. (Air Freight & Logistics) | $ | 3 | |||||
100 | Sharp Corp. (Household Durables)(a) | 1 | ||||||
300 | Shimizu Corp. (Construction & Engineering) | 1 | ||||||
200 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 20 | ||||||
1,500 | Softbank Corp. (Wireless Telecommunication Services) | 15 | ||||||
618 | SoftBank Group Corp. (Wireless Telecommunication Services) | 21 | ||||||
200 | Sompo Holdings, Inc. (Insurance) | 8 | ||||||
600 | Sony Group Corp. (Household Durables) | 39 | ||||||
300 | Subaru Corp. (Automobiles) | 5 | ||||||
200 | SUMCO Corp. (Semiconductors & Semiconductor Equipment)(a) | 2 | ||||||
600 | Sumitomo Corp. (Trading Companies & Distributors) | 7 | ||||||
400 | Sumitomo Electric Industries Ltd. (Auto Components) | 4 | ||||||
100 | Sumitomo Metal Mining Co. Ltd. (Metals & Mining) | 3 | ||||||
700 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 19 | ||||||
123 | Sumitomo Mitsui Trust Holdings, Inc. (Banks) | 3 | ||||||
100 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 2 | ||||||
100 | Suntory Beverage & Food Ltd. (Beverages) | 4 | ||||||
200 | Suzuki Motor Corp. (Automobiles) | 6 | ||||||
300 | T&D Holdings, Inc. (Insurance) | 3 | ||||||
100 | Taisei Corp. (Construction & Engineering) | 3 | ||||||
200 | TDK Corp. (Electronic Equipment, Instruments & Components) | 6 | ||||||
300 | Terumo Corp. (Health Care Equipment & Supplies) | 8 | ||||||
400 | The Chiba Bank Ltd. (Banks) | 2 | ||||||
500 | The Kansai Electric Power Co., Inc. (Electric Utilities) | 4 | ||||||
400 | The Shizuoka Bank Ltd. (Banks) | 2 | ||||||
100 | TIS, Inc. (IT Services) | 3 | ||||||
145 | Tobu Railway Co. Ltd. (Road & Rail) | 3 | ||||||
45 | Toho Co. Ltd. (Entertainment) | 2 | ||||||
993 | Tokio Marine Holdings, Inc. (Insurance) | 18 | ||||||
900 | Tokyo Electric Power Co. Holdings, Inc. (Electric Utilities)(b) | 3 | ||||||
100 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 25 | ||||||
200 | Tokyo Gas Co. Ltd. (Gas Utilities) | 3 | ||||||
300 | Tokyu Corp. (Road & Rail) | 3 | ||||||
100 | TOPPAN, Inc. (Commercial Services & Supplies) | 1 | ||||||
800 | Toray Industries, Inc. (Chemicals) | 4 | ||||||
200 | Toshiba Corp. (Industrial Conglomerates) | 7 | ||||||
100 | Tosoh Corp. (Chemicals) | 1 | ||||||
100 | TOTO Ltd. (Building Products) | 3 | ||||||
100 | Toyota Industries Corp. (Auto Components) | 5 | ||||||
5,550 | Toyota Motor Corp. (Automobiles) | 72 | ||||||
100 | Trend Micro, Inc. (Software) | 5 | ||||||
200 | Unicharm Corp. (Household Products) | 7 | ||||||
100 | USS Co. Ltd. (Specialty Retail) | 2 | ||||||
100 | Yakult Honsha Co. Ltd. (Food Products) | 6 | ||||||
100 | Yamaha Corp. (Leisure Products) | 4 | ||||||
200 | Yamaha Motor Co. Ltd. (Automobiles) | 4 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
200 | Yamato Holdings Co. Ltd. (Air Freight & Logistics) | $ | 3 | |||||
100 | Yaskawa Electric Corp. (Machinery) | 3 | ||||||
100 | Yokogawa Electric Corp. (Electronic Equipment, Instruments & Components) | 2 | ||||||
1,500 | Z Holdings Corp. (Interactive Media & Services) | 4 | ||||||
100 | ZOZO, Inc. (Internet & Direct Marketing Retail)(a) | 2 | ||||||
1,227 | ||||||||
Jersey — 0.17% | ||||||||
4,971 | Glencore PLC (Metals & Mining)(a) | 26 | ||||||
49 | Novocure Ltd. (Health Care Equipment & Supplies)(b) | 4 | ||||||
616 | WPP PLC (Media) | 5 | ||||||
35 | ||||||||
Liberia — 0.02% | ||||||||
122 | Royal Caribbean Cruises Ltd. (Hotels, Restaurants & Leisure)(b) | 5 | ||||||
Luxembourg — 0.04% | ||||||||
242 | ArcelorMittal SA (Metals & Mining) | 5 | ||||||
259 | Tenaris SA (Energy Equipment & Services) | 3 | ||||||
8 | ||||||||
Netherlands — 1.49% | ||||||||
224 | ABN AMRO Bank N.V. (Banks) | 2 | ||||||
12 | Adyen N.V. (IT Services)(a)(b) | 15 | ||||||
992 | AEGON N.V. (Insurance) | 4 | ||||||
99 | Akzo Nobel N.V. (Chemicals) | 6 | ||||||
30 | Argenx SE (Biotechnology)(b) | 11 | ||||||
24 | ASM International N.V. (Semiconductors & Semiconductor Equipment) | 5 | ||||||
203 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment)(a) | 83 | ||||||
541 | CNH Industrial N.V. (Machinery) | 6 | ||||||
45 | Euronext N.V. (Capital Markets) | 3 | ||||||
62 | EXOR NV (Diversified Financial Services)(b) | 4 | ||||||
48 | Heineken Holding N.V. (Beverages) | 3 | ||||||
114 | Heineken N.V. (Beverages) | 10 | ||||||
31 | IMCD NV (Trading Companies & Distributors)(a) | 4 | ||||||
1,920 | ING Groep N.V. (Banks) | 16 | ||||||
59 | JDE Peet's N.V. (Food Products) | 2 | ||||||
103 | Just Eat Takeaway.com N.V. (Internet & Direct Marketing Retail)(b) | 2 | ||||||
546 | Koninklijke Ahold Delhaize N.V. (Food & Staples Retailing) | 14 | ||||||
93 | Koninklijke DSM N.V. (Chemicals) | 11 | ||||||
1,769 | Koninklijke KPN N.V. (Diversified Telecommunication Services) | 5 | ||||||
415 | Koninklijke Philips N.V. (Health Care Equipment & Supplies) | 6 | ||||||
122 | LyondellBasell Industries N.V., Class - A (Chemicals) | 9 | ||||||
149 | NN Group N.V. (Insurance) | 6 | ||||||
137 | NXP Semiconductors N.V. (Semiconductors & Semiconductor Equipment) | 20 | ||||||
51 | OCI N.V. (Chemicals)(a) | 2 | ||||||
415 | Prosus N.V. (Internet & Direct Marketing Retail)(a) | 22 | ||||||
62 | Randstad N.V. (Professional Services)^ | 3 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Netherlands (continued) | ||||||||
316 | STMicroelectronics N.V. (Semiconductors & Semiconductor Equipment) | $ | 10 | |||||
383 | Universal Music Group N.V. (Entertainment) | 7 | ||||||
138 | Wolters Kluwer N.V. (Professional Services) | 13 | ||||||
304 | ||||||||
New Zealand — 0.07% | ||||||||
407 | Auckland International Airport Ltd. (Transportation Infrastructure)(b) | 2 | ||||||
304 | Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies) | 3 | ||||||
356 | Mercury NZ Ltd. (Electric Utilities) | 1 | ||||||
828 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 2 | ||||||
843 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 2 | ||||||
70 | Xero Ltd. (Software)(b) | 4 | ||||||
14 | ||||||||
Norway — 0.24% | ||||||||
161 | Adevinta ASA (Interactive Media & Services)(b) | 1 | ||||||
160 | Aker BP ASA (Oil, Gas & Consumable Fuels) | 5 | ||||||
447 | DNB Bank ASA (Banks) | 7 | ||||||
496 | Equinor ASA (Oil, Gas & Consumable Fuels) | 16 | ||||||
121 | Gjensidige Forsikring ASA (Insurance) | 2 | ||||||
220 | Mowi ASA (Food Products)(a) | 3 | ||||||
712 | Norsk Hydro ASA (Metals & Mining) | 4 | ||||||
382 | Orkla ASA (Food Products) | 3 | ||||||
33 | Salmar ASA (Food Products) | 1 | ||||||
373 | Telenor ASA (Diversified Telecommunication Services) | 3 | ||||||
86 | Yara International ASA (Chemicals) | 3 | ||||||
48 | ||||||||
Panama — 0.02% | ||||||||
444 | Carnival Corp. (Hotels, Restaurants & Leisure)(b) | 3 | ||||||
Portugal — 0.06% | ||||||||
1,449 | EDP - Energias de Portugal SA (Electric Utilities) | 6 | ||||||
282 | Galp Energia SGPS SA, B Shares (Oil, Gas & Consumable Fuels)(a) | 3 | ||||||
146 | Jeronimo Martins SGPS, SA (Food & Staples Retailing)(a) | 3 | ||||||
12 | ||||||||
Singapore — 0.46% | ||||||||
1,650 | Ascendas Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 3 | ||||||
2,740 | CapitaLand Integrated Commercial Trust (Equity Real Estate Investment Trusts) | 4 | ||||||
1,500 | Capitaland Investment, Ltd. (Real Estate Management & Development) | 4 | ||||||
200 | City Developments Ltd. (Real Estate Management & Development) | 1 | ||||||
924 | DBS Group Holdings Ltd. (Banks) | 21 | ||||||
3,300 | Genting Singapore Ltd. (Hotels, Restaurants & Leisure) | 2 | ||||||
488 | Grab Holdings Ltd. (Road & Rail)(b) | 1 | ||||||
800 | Keppel Corp. Ltd. (Industrial Conglomerates) | 4 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Singapore (continued) | ||||||||
200 | Mapletree Commercial Trust (Equity Real Estate Investment Trusts) | $ | — | |||||
1,659 | Mapletree Logistics Trust (Equity Real Estate Investment Trusts) | 2 | ||||||
1,735 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 14 | ||||||
189 | Sea Ltd., ADR (Entertainment)(b) | 11 | ||||||
600 | Singapore Airlines Ltd. (Airlines)(b) | 2 | ||||||
500 | Singapore Exchange Ltd. (Capital Markets) | 3 | ||||||
3,800 | Singapore Telecommunications Ltd. (Diversified Telecommunication Services) | 7 | ||||||
600 | United Overseas Bank Ltd. (Banks) | 11 | ||||||
100 | Venture Corp. Ltd. (Electronic Equipment, Instruments & Components) | 1 | ||||||
900 | Wilmar International Ltd. (Food Products) | 2 | ||||||
93 | ||||||||
Spain — 0.73% | ||||||||
12 | Acciona SA (Electric Utilities) | 2 | ||||||
135 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 3 | ||||||
38 | Aena SME SA (Transportation Infrastructure)(b) | 4 | ||||||
238 | Amadeus IT Group SA (IT Services)(b) | 11 | ||||||
3,262 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 15 | ||||||
8,530 | Banco Santander SA (Banks)(a) | 20 | ||||||
2,300 | CaixaBank SA (Banks) | 7 | ||||||
285 | Cellnex Telecom SA (Diversified Telecommunication Services) | 9 | ||||||
150 | EDP Renovaveis SA (Independent Power and Renewable Electricity Producers) | 3 | ||||||
121 | Enagas SA (Gas Utilities)(a) | 2 | ||||||
78 | Endesa SA (Electric Utilities) | 1 | ||||||
261 | Ferrovial SA (Construction & Engineering) | 6 | ||||||
154 | Grifols SA (Biotechnology)(b) | 1 | ||||||
2,953 | Iberdrola SA (Electric Utilities) | 27 | ||||||
584 | Industria de Diseno Textil SA (Specialty Retail) | 12 | ||||||
70 | Naturgy Energy Group SA (Gas Utilities) | 2 | ||||||
223 | Red Electrica Corp. SA (Electric Utilities) | 3 | ||||||
767 | Repsol SA (Oil, Gas & Consumable Fuels) | 9 | ||||||
116 | Siemens Gamesa Renewable Energy SA, Registered Shares (Electrical Equipment)(b) | 2 | ||||||
2,621 | Telefonica SA (Diversified Telecommunication Services) | 9 | ||||||
148 | ||||||||
Sweden — 0.91% | ||||||||
156 | Alfa Laval AB (Machinery) | 4 | ||||||
518 | Assa Abloy AB, B Shares (Building Products) | 10 | ||||||
1,412 | Atlas Copco AB, Class - A (Machinery)(b) | 14 | ||||||
670 | Atlas Copco AB, Class - B (Machinery) | 6 | ||||||
140 | Boliden AB (Metals & Mining) | 4 | ||||||
98 | Electrolux AB, Class - B (Household Durables) | 1 | ||||||
367 | Embracer Group AB (Entertainment)^(b) | 2 | ||||||
348 | Epiroc AB, Class - A (Machinery) | 5 | ||||||
212 | Epiroc AB, Class - B (Machinery) | 3 | ||||||
151 | Equities AB (Capital Markets) | 3 | ||||||
322 | Essity AB, Class - B (Household Products) | 6 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Sweden (continued) | ||||||||
93 | Evolution AB (Hotels, Restaurants & Leisure) | $ | 7 | |||||
306 | Fastighets AB Balder, B Shares (Real Estate Management & Development)(b) | 1 | ||||||
120 | Getinge AB, B Shares (Health Care Equipment & Supplies) | 2 | ||||||
513 | H & M Hennes & Mauritz AB, B Shares (Specialty Retail)^ | 5 | ||||||
971 | Hexagon AB, Class - B (Electronic Equipment, Instruments & Components) | 9 | ||||||
48 | Holmen AB, B Shares (Paper & Forest Products) | 2 | ||||||
214 | Husqvarna AB, B Shares (Machinery) | 1 | ||||||
71 | Industrivarden AB, A Shares (Diversified Financial Services)(a) | 1 | ||||||
20 | Industrivarden AB, Class - C (Diversified Financial Services) | — | ||||||
155 | Indutrade AB (Trading Companies & Distributors) | 3 | ||||||
81 | Investment AB Latour, Class - B (Industrial Conglomerates) | 1 | ||||||
278 | Investor AB, Class - A (Diversified Financial Services) | 4 | ||||||
850 | Investor AB, Class - B (Diversified Financial Services) | 12 | ||||||
120 | Kinnevik AB, Class - B (Diversified Financial Services)(b) | 2 | ||||||
37 | L E Lundbergforetagen AB, Class - B (Diversified Financial Services) | 1 | ||||||
127 | Lifco AB, Class - B (Industrial Conglomerates) | 2 | ||||||
745 | Nibe Industrier AB, Class - B (Building Products) | 7 | ||||||
95 | Sagax AB, Class - B (Real Estate Management & Development) | 2 | ||||||
513 | Sandvik AB (Machinery) | 7 | ||||||
148 | Securitas AB, Class - B (Commercial Services & Supplies) | 1 | ||||||
847 | Skandinaviska Enskilda Banken AB, Class - A (Banks) | 8 | ||||||
174 | Skanska AB, B Shares (Construction & Engineering) | 2 | ||||||
194 | SKF AB, B Shares (Machinery) | 3 | ||||||
310 | Svenska Cellulosa AB SCA, Class - B (Paper & Forest Products) | 4 | ||||||
765 | Svenska Handelsbanken AB, A Shares (Banks) | 6 | ||||||
465 | Swedbank AB, A Shares (Banks) | 6 | ||||||
264 | Tele2 AB, B Shares (Wireless Telecommunication Services) | 2 | ||||||
1,530 | Telefonaktiebolaget LM Ericsson, Class - B (Communications Equipment) | 9 | ||||||
1,342 | Telia Co. AB (Diversified Telecommunication Services)(a) | 4 | ||||||
678 | Volvo AB, B Shares (Machinery) | 10 | ||||||
207 | Volvo AB, Class - A (Machinery) | 3 | ||||||
325 | Volvo Car AB, Class - B (Automobiles)(b) | 1 | ||||||
186 | ||||||||
Switzerland — 2.48% | ||||||||
832 | ABB Ltd., Registered Shares (Electrical Equipment) | 21 | ||||||
82 | Adecco Group AG (Professional Services)(a) | 2 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Switzerland (continued) | ||||||||
244 | Alcon, Inc. (Health Care Equipment & Supplies) | $ | 14 | |||||
24 | Baloise Holding AG, Registered Shares (Insurance) | 3 | ||||||
2 | Barry Callebaut AG, Registered Shares (Food Products)(a) | 4 | ||||||
1 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 10 | ||||||
215 | Chubb Ltd. (Insurance) | 39 | ||||||
259 | Cie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 24 | ||||||
100 | Clariant AG, Registered Shares (Chemicals) | 2 | ||||||
114 | Coca-Cola HBC AG (Beverages) | 2 | ||||||
1,391 | Credit Suisse Group AG, Registered Shares (Capital Markets) | 6 | ||||||
3 | EMS-Chemie Holding AG (Chemicals) | 2 | ||||||
80 | Garmin Ltd. (Household Durables) | 6 | ||||||
19 | Geberit AG, Registered Shares (Building Products) | 8 | ||||||
5 | Givaudan SA, Registered Shares (Chemicals) | 15 | ||||||
287 | Holcim Ltd., Registered Shares (Construction Materials)(a) | 12 | ||||||
119 | Julius Baer Group Ltd. (Capital Markets) | 5 | ||||||
28 | Kuehne & Nagel International AG, Registered Shares (Marine) | 6 | ||||||
89 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | 4 | ||||||
1,443 | Nestle SA, Registered Shares (Food Products) | 156 | ||||||
12 | Partners Group Holding AG (Capital Markets) | 10 | ||||||
18 | Schindler Holding AG (Machinery) | 3 | ||||||
19 | Schindler Holding AG, Registered Shares (Machinery) | 3 | ||||||
3 | SGS SA, Registered Shares (Professional Services)(a) | 6 | ||||||
152 | SIG Group AG (Containers & Packaging)(a) | 3 | ||||||
74 | Sika AG, Registered Shares (Chemicals)(a) | 15 | ||||||
28 | Sonova Holding AG, Registered Shares (Health Care Equipment & Supplies)(a) | 6 | ||||||
55 | Straumann Holding AG, Registered Shares (Health Care Equipment & Supplies) | 5 | ||||||
16 | Swiss Life Holding AG (Insurance) | 7 | ||||||
38 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 3 | ||||||
158 | Swiss Re AG (Insurance) | 12 | ||||||
13 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 6 | ||||||
161 | TE Connectivity Ltd. (Electronic Equipment, Instruments & Components) | 18 | ||||||
35 | Temenos AG, Registered Shares (Software) | 2 | ||||||
39 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 2 | ||||||
14 | The Swatch Group AG, B Shares (Textiles, Apparel & Luxury Goods) | 3 | ||||||
1,725 | UBS Group AG (Capital Markets) | 25 | ||||||
14 | VAT Group AG (Machinery)(a) | 3 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Switzerland (continued) | ||||||||
78 | Zurich Financial Services AG (Insurance) | $ | 31 | |||||
504 | ||||||||
United Arab Emirates — 0.00% | ||||||||
118 | NMC Health PLC (Health Care Providers & Services)(b)(c) | — | ||||||
United Kingdom — 4.15% | ||||||||
506 | 3i Group PLC (Capital Markets) | 6 | ||||||
1,208 | abrdn PLC (Diversified Financial Services) | 2 | ||||||
100 | Admiral Group PLC (Insurance) | 2 | ||||||
795 | Amcor PLC (Containers & Packaging) | 9 | ||||||
663 | Anglo American PLC (Metals & Mining) | 20 | ||||||
200 | Antofagasta PLC (Metals & Mining) | 2 | ||||||
110 | Aon PLC, Class - A (Insurance) | 29 | ||||||
129 | Aptiv PLC (Auto Components)(b) | 10 | ||||||
234 | Ashtead Group PLC (Trading Companies & Distributors) | 11 | ||||||
190 | Associated British Foods PLC (Food Products) | 3 | ||||||
483 | Auto Trader Group PLC (Interactive Media & Services)(a) | 3 | ||||||
69 | Aveva Group PLC (Software) | 2 | ||||||
1,440 | Aviva PLC (Insurance) | 6 | ||||||
8,035 | Barclays PLC (Banks)(a) | 13 | ||||||
502 | Barratt Developments PLC (Household Durables)(a) | 2 | ||||||
52 | Berkeley Group Holdings PLC (Household Durables) | 2 | ||||||
9,737 | BP PLC (Oil, Gas & Consumable Fuels) | 47 | ||||||
426 | British Land Co. PLC (Equity Real Estate Investment Trusts) | 2 | ||||||
3,510 | BT Group PLC (Diversified Telecommunication Services) | 5 | ||||||
177 | Bunzl PLC (Trading Companies & Distributors) | 5 | ||||||
221 | Burberry Group PLC (Textiles, Apparel & Luxury Goods)(a) | 4 | ||||||
182 | Clarivate PLC (Professional Services)(b) | 2 | ||||||
108 | Coca-Cola Europacific Partners PLC (Beverages) | 5 | ||||||
898 | Compass Group PLC (Hotels, Restaurants & Leisure) | 18 | ||||||
71 | Croda International PLC (Chemicals)(a) | 5 | ||||||
1,131 | Diageo PLC (Beverages) | 48 | ||||||
107 | Ferguson PLC (Trading Companies & Distributors) | 11 | ||||||
2,600 | Haleon PLC (Personal Products)(b) | 8 | ||||||
169 | Halma PLC (Electronic Equipment, Instruments & Components) | 4 | ||||||
176 | Hargreaves Lansdown PLC (Capital Markets) | 2 | ||||||
10,167 | HSBC Holdings PLC (Banks) | 53 | ||||||
810 | Informa PLC (Media) | 5 | ||||||
96 | Intercontinental Hotels Group PLC (Hotels, Restaurants & Leisure) | 5 | ||||||
83 | Intertek Group PLC (Professional Services) | 3 | ||||||
842 | J Sainsbury PLC (Food & Staples Retailing) | 2 | ||||||
1,475 | JD Sports Fashion PLC (Specialty Retail) | 2 | ||||||
100 | Johnson Matthey PLC (Chemicals) | 2 | ||||||
1,048 | Kingfisher PLC (Specialty Retail) | 3 | ||||||
371 | Land Securities Group PLC (Equity Real Estate Investment Trusts) | 2 | ||||||
3,141 | Legal & General Group PLC (Insurance) | 7 | ||||||
72 | Liberty Global PLC, Class - A (Media)(b) | 1 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
98 | Liberty Global PLC, Class - C (Diversified Telecommunication Services)(b) | $ | 2 | |||||
256 | Linde PLC (Chemicals) | 68 | ||||||
33,991 | Lloyds Banking Group PLC (Banks) | 15 | ||||||
173 | London Stock Exchange Group PLC (Capital Markets)(a) | 15 | ||||||
1,406 | M&G PLC (Diversified Financial Services) | 3 | ||||||
267 | Mondi PLC (Paper & Forest Products) | 4 | ||||||
1,842 | National Grid PLC (Multi-Utilities) | 19 | ||||||
2,685 | NatWest Group PLC (Banks)(a) | 7 | ||||||
71 | Next PLC (Multiline Retail) | 4 | ||||||
254 | Ocado Group PLC (Food & Staples Retailing)(a)(b) | 1 | ||||||
399 | Pearson PLC (Media) | 4 | ||||||
163 | Persimmon PLC (Household Durables) | 2 | ||||||
381 | Phoenix Group Holdings PLC (Insurance) | 2 | ||||||
1,456 | Prudential PLC (Insurance) | 14 | ||||||
943 | RELX PLC (Professional Services) | 23 | ||||||
983 | Rentokil Initial PLC (Commercial Services & Supplies) | 5 | ||||||
581 | Rio Tinto PLC (Metals & Mining) | 31 | ||||||
417 | Schroders PLC (Capital Markets) | 2 | ||||||
618 | Segro PLC (Equity Real Estate Investment Trusts) | 5 | ||||||
74 | Sensata Technologies Holding PLC (Electrical Equipment) | 3 | ||||||
121 | Severn Trent PLC (Water Utilities)(a) | 3 | ||||||
3,761 | Shell PLC (Oil, Gas & Consumable Fuels) | 92 | ||||||
463 | Smith & Nephew PLC (Health Care Equipment & Supplies) | 5 | ||||||
219 | Smiths Group PLC (Industrial Conglomerates) | 4 | ||||||
38 | Spirax-Sarco Engineering PLC (Machinery) | 4 | ||||||
477 | SSE PLC (Electric Utilities) | 8 | ||||||
272 | St. James Place PLC (Capital Markets) | 3 | ||||||
1,366 | Standard Chartered PLC (Banks) | 9 | ||||||
1,079 | Stellantis N.V. (Automobiles) | 13 | ||||||
1,778 | Taylor Wimpey PLC (Household Durables)(a) | 2 | ||||||
3,950 | Tesco PLC (Food & Staples Retailing) | 9 | ||||||
545 | The Sage Group PLC (Software) | 4 | ||||||
1,279 | Unilever PLC (Personal Products) | 55 | ||||||
340 | United Utilities Group PLC (Water Utilities) | 3 | ||||||
13,307 | Vodafone Group PLC (Wireless Telecommunication Services) | 15 | ||||||
107 | Whitbread PLC (Hotels, Restaurants & Leisure) | 3 | ||||||
59 | Willis Towers Watson PLC (Insurance) | 12 | ||||||
846 | ||||||||
United States — 68.08% | ||||||||
302 | 3M Co. (Industrial Conglomerates) | 33 | ||||||
72 | A.O. Smith Corp. (Building Products) | 3 | ||||||
24 | Abiomed, Inc. (Health Care Equipment & Supplies)(b) | 6 | ||||||
322 | Accenture PLC, Class - A (IT Services) | 83 | ||||||
392 | Activision Blizzard, Inc. (Entertainment) | 29 | ||||||
241 | Adobe, Inc. (Software)(b) | 66 | ||||||
39 | Advance Auto Parts, Inc. (Specialty Retail) | 6 | ||||||
813 | Advanced Micro Devices, Inc. (Semiconductors & Semiconductor Equipment)(b) | 52 | ||||||
95 | Affirm Holdings, Inc. (IT Services)(b) | 2 | ||||||
295 | Aflac, Inc. (Insurance) | 17 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
156 | Agilent Technologies, Inc. (Life Sciences Tools & Services) | $ | 19 | |||||
110 | Air Products & Chemicals, Inc. (Chemicals) | 26 | ||||||
197 | Airbnb, Inc., Class - A (Hotels, Restaurants & Leisure)(b) | 21 | ||||||
86 | Akamai Technologies, Inc. (IT Services)(b) | 7 | ||||||
61 | Albemarle Corp. (Chemicals) | 16 | ||||||
97 | Alcoa Corp. (Metals & Mining) | 3 | ||||||
77 | Alexandria Real Estate Equities, Inc. (Equity Real Estate Investment Trusts) | 11 | ||||||
39 | Align Technology, Inc. (Health Care Equipment & Supplies)(b) | 8 | ||||||
7 | Alleghany Corp. (Insurance)(b) | 6 | ||||||
104 | Alliant Energy Corp. (Electric Utilities) | 6 | ||||||
174 | Ally Financial, Inc. (Consumer Finance) | 5 | ||||||
63 | Alnylam Pharmaceuticals, Inc. (Biotechnology)(b) | 13 | ||||||
3,066 | Alphabet, Inc., Class - A (Interactive Media & Services)(b) | 292 | ||||||
2,856 | Alphabet, Inc., Class - C (Interactive Media & Services)(b) | 274 | ||||||
4,659 | Amazon.com, Inc. (Internet & Direct Marketing Retail)(b) | 525 | ||||||
261 | AMC Entertainment Holdings (Entertainment) | 1 | ||||||
261 | AMC Entertainment Holdings, Inc. (Entertainment)^(b) | 2 | ||||||
5 | AMERCO (Road & Rail) | 3 | ||||||
132 | Ameren Corp. (Multi-Utilities) | 11 | ||||||
251 | American Electric Power Company, Inc. (Electric Utilities) | 22 | ||||||
326 | American Express Co. (Consumer Finance) | 44 | ||||||
37 | American Financial Group, Inc. (Insurance) | 5 | ||||||
150 | American Homes 4 Rent, Class - A (Equity Real Estate Investment Trusts) | 5 | ||||||
411 | American International Group, Inc. (Insurance) | 20 | ||||||
236 | American Tower Corp. (Equity Real Estate Investment Trusts) | 51 | ||||||
95 | American Water Works Co., Inc. (Water Utilities) | 12 | ||||||
55 | Ameriprise Financial, Inc. (Capital Markets) | 14 | ||||||
76 | AmerisourceBergen Corp. (Health Care Providers & Services) | 10 | ||||||
118 | AMETEK, Inc. (Electrical Equipment) | 13 | ||||||
268 | Amphenol Corp., Class - A (Electronic Equipment, Instruments & Components) | 18 | ||||||
267 | Analog Devices, Inc. (Semiconductors & Semiconductor Equipment) | 37 | ||||||
199 | Annaly Capital Management, Inc. (Mortgage Real Estate Investment Trusts (REITs)) | 3 | ||||||
39 | ANSYS, Inc. (Software)(b) | 9 | ||||||
179 | APA Corp. (Oil, Gas & Consumable Fuels) | 6 | ||||||
210 | Apollo Global Management, Inc. (Diversified Financial Services) | 10 | ||||||
8,219 | Apple, Inc. (Technology Hardware, Storage & Peripherals) | 1,135 | ||||||
421 | Applied Materials, Inc. (Semiconductors & Semiconductor Equipment) | 34 | ||||||
67 | AppLovin Corp., Class - A (Software)(b) | 1 | ||||||
124 | Aramark (Hotels, Restaurants & Leisure) | 4 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
280 | Archer-Daniels-Midland Co. (Food Products) | $ | 23 | |||||
130 | Arista Networks, Inc. (Communications Equipment)(b) | 15 | ||||||
33 | Arrow Electronics, Inc. (Electronic Equipment, Instruments & Components)(b) | 3 | ||||||
108 | Arthur J. Gallagher & Co. (Insurance) | 18 | ||||||
30 | Assurant, Inc. (Insurance) | 4 | ||||||
3,672 | AT&T, Inc. (Diversified Telecommunication Services) | 56 | ||||||
69 | Atmos Energy Corp. (Gas Utilities) | 7 | ||||||
109 | Autodesk, Inc. (Software)(b) | 20 | ||||||
211 | Automatic Data Processing, Inc. (IT Services) | 48 | ||||||
10 | AutoZone, Inc. (Specialty Retail)(b) | 21 | ||||||
47 | Avalara, Inc. (Software)(b) | 4 | ||||||
72 | AvalonBay Communities, Inc. (Equity Real Estate Investment Trusts) | 13 | ||||||
323 | Avantor, Inc. (Life Sciences Tools & Services)(b) | 6 | ||||||
42 | Avery Dennison Corp. (Containers & Packaging) | 7 | ||||||
549 | Baker Hughes, Inc. (Energy Equipment & Services) | 12 | ||||||
169 | Ball Corp. (Containers & Packaging) | 8 | ||||||
3,676 | Bank of America Corp. (Banks) | 111 | ||||||
141 | Bath & Body Works, Inc. (Specialty Retail) | 5 | ||||||
262 | Baxter International, Inc. (Health Care Equipment & Supplies) | 14 | ||||||
141 | Becton Dickinson & Co. (Health Care Equipment & Supplies) | 31 | ||||||
88 | Bentley Systems, Inc., Class - B (Software) | 3 | ||||||
652 | Berkshire Hathaway, Inc., Class - B (Diversified Financial Services)(b) | 174 | ||||||
106 | Best Buy Co., Inc. (Specialty Retail) | 7 | ||||||
50 | Bill.com Holdings, Inc. (Software)(b) | 7 | ||||||
95 | BioMarin Pharmaceutical, Inc. (Biotechnology)(b) | 8 | ||||||
20 | Bio-Techne Corp. (Life Sciences Tools & Services) | 6 | ||||||
85 | Black Knight, Inc. (IT Services)(b) | 6 | ||||||
76 | BlackRock, Inc., Class - A (Capital Markets) | 42 | ||||||
363 | Blackstone, Inc., Class - A (Capital Markets) | 30 | ||||||
267 | Block, Inc. (IT Services)(b) | 15 | ||||||
21 | Booking Holdings, Inc. (Hotels, Restaurants & Leisure)(b) | 35 | ||||||
71 | Booz Allen Hamilton Holding Corp. (Professional Services) | 7 | ||||||
123 | BorgWarner, Inc. (Auto Components) | 4 | ||||||
78 | Boston Properties, Inc. (Equity Real Estate Investment Trusts) | 6 | ||||||
699 | Boston Scientific Corp. (Health Care Equipment & Supplies)(b) | 27 | ||||||
204 | Broadcom, Inc. (Semiconductors & Semiconductor Equipment) | 91 | ||||||
61 | Broadridge Financial Solutions, Inc. (IT Services) | 9 | ||||||
63 | Brookfield Renewable Corp., Class - A (Independent Power and Renewable Electricity Producers)(a) | 2 | ||||||
124 | Brown & Brown, Inc. (Insurance) | 7 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
161 | Brown-Forman Corp., Class - B (Beverages) | $ | 11 | |||||
36 | Burlington Stores, Inc. (Specialty Retail)(b) | 4 | ||||||
68 | C.H. Robinson Worldwide, Inc. (Air Freight & Logistics) | 7 | ||||||
3 | Cable One, Inc. (Media) | 3 | ||||||
134 | Cadence Design Systems, Inc. (Software)(b) | 22 | ||||||
113 | Caesars Entertainment, Inc. (Hotels, Restaurants & Leisure)(b) | 4 | ||||||
48 | Camden Property Trust (Equity Real Estate Investment Trusts) | 6 | ||||||
103 | Campbell Soup Co. (Food Products) | 5 | ||||||
200 | Capital One Financial Corp. (Consumer Finance) | 18 | ||||||
147 | Cardinal Health, Inc. (Health Care Providers & Services) | 10 | ||||||
26 | Carlisle Cos., Inc. (Industrial Conglomerates) | 7 | ||||||
85 | CarMax, Inc. (Specialty Retail)(b) | 6 | ||||||
435 | Carrier Global Corp. (Building Products) | 15 | ||||||
275 | Caterpillar, Inc. (Machinery) | 45 | ||||||
58 | CBOE Global Markets, Inc. (Capital Markets) | 7 | ||||||
168 | CBRE Group, Inc., Class - A (Real Estate Management & Development)(b) | 11 | ||||||
72 | CDW Corp. (Electronic Equipment, Instruments & Components) | 11 | ||||||
57 | Celanese Corp., Series A (Chemicals) | 5 | ||||||
328 | CenterPoint Energy, Inc. (Multi-Utilities) | 9 | ||||||
74 | Ceridian HCM Holding, Inc. (Software)(b) | 4 | ||||||
112 | CF Industries Holdings, Inc. (Chemicals) | 11 | ||||||
60 | Charter Communications, Inc., Class - A (Media)(b) | 18 | ||||||
110 | Cheniere Energy, Inc. (Oil, Gas & Consumable Fuels) | 18 | ||||||
955 | Chevron Corp. (Oil, Gas & Consumable Fuels) | 137 | ||||||
57 | Chewy, Inc., Class - A (Internet & Direct Marketing Retail)(b) | 2 | ||||||
14 | Chipotle Mexican Grill, Inc. (Hotels, Restaurants & Leisure)(b) | 21 | ||||||
161 | Cigna Corp. (Health Care Providers & Services) | 45 | ||||||
79 | Cincinnati Financial Corp. (Insurance) | 7 | ||||||
45 | Cintas Corp. (Commercial Services & Supplies) | 17 | ||||||
2,081 | Cisco Systems, Inc. (Communications Equipment) | 83 | ||||||
998 | Citigroup, Inc. (Banks) | 42 | ||||||
222 | Citizens Financial Group, Inc. (Banks) | 8 | ||||||
65 | Citrix Systems, Inc. (Software) | 7 | ||||||
275 | Cleveland-Cliffs, Inc. (Metals & Mining)(b) | 4 | ||||||
137 | Cloudflare, Inc., Class - A (Software)(b) | 8 | ||||||
181 | CME Group, Inc. (Capital Markets) | 32 | ||||||
149 | CMS Energy Corp. (Multi-Utilities) | 9 | ||||||
90 | Cognex Corp. (Electronic Equipment, Instruments & Components) | 4 | ||||||
272 | Cognizant Technology Solutions Corp. (IT Services) | 16 | ||||||
65 | Coinbase Global, Inc., Class - A (Capital Markets)(b) | 4 | ||||||
397 | Colgate-Palmolive Co. (Household Products) | 28 | ||||||
2,270 | Comcast Corp., Class - A (Media) | 67 | ||||||
250 | Conagra Brands, Inc. (Food Products) | 8 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
655 | ConocoPhillips (Oil, Gas & Consumable Fuels) | $ | 67 | |||||
182 | Consolidated Edison, Inc. (Multi-Utilities) | 16 | ||||||
78 | Constellation Brands, Inc., Class - A (Beverages) | 18 | ||||||
172 | Constellation Energy Corp. (Electric Utilities) | 14 | ||||||
113 | Copart, Inc. (Commercial Services & Supplies)(b) | 12 | ||||||
359 | Corteva, Inc. (Chemicals) | 21 | ||||||
210 | CoStar Group, Inc. (Professional Services)(b) | 15 | ||||||
224 | Costco Wholesale Corp. (Food & Staples Retailing) | 106 | ||||||
424 | Coterra Energy, Inc. (Oil, Gas & Consumable Fuels) | 11 | ||||||
38 | Coupa Software, Inc. (Software)(b) | 2 | ||||||
103 | Crowdstrike Holdings, Inc., Class - A (Software)(b) | 17 | ||||||
221 | Crown Castle, Inc. (Equity Real Estate Investment Trusts) | 32 | ||||||
66 | Crown Holdings, Inc. (Containers & Packaging) | 5 | ||||||
1,096 | CSX Corp. (Road & Rail) | 29 | ||||||
67 | Cummins, Inc. (Machinery) | 14 | ||||||
666 | CVS Health Corp. (Health Care Providers & Services) | 64 | ||||||
175 | D.R. Horton, Inc. (Household Durables) | 12 | ||||||
58 | Darden Restaurants, Inc. (Hotels, Restaurants & Leisure) | 7 | ||||||
128 | Datadog, Inc., Class - A (Software)(b) | 11 | ||||||
30 | DaVita, Inc. (Health Care Providers & Services)(b) | 2 | ||||||
149 | Deere & Co. (Machinery) | 50 | ||||||
151 | DELL Technologies, Inc., Class - C (Technology Hardware, Storage & Peripherals) | 5 | ||||||
79 | Delta Air Lines, Inc. (Airlines)(b) | 2 | ||||||
109 | DENTSPLY SIRONA, Inc. (Health Care Equipment & Supplies) | 3 | ||||||
321 | Devon Energy Corp. (Oil, Gas & Consumable Fuels) | 19 | ||||||
204 | Dexcom, Inc. (Health Care Equipment & Supplies)(b) | 16 | ||||||
87 | Diamondback Energy, Inc. (Oil, Gas & Consumable Fuels) | 10 | ||||||
145 | Digital Realty Trust, Inc. (Equity Real Estate Investment Trusts) | 14 | ||||||
147 | Discover Financial Services (Consumer Finance) | 13 | ||||||
140 | Dish Network Corp. (Media)(b) | 2 | ||||||
104 | DocuSign, Inc. (Software)(b) | 6 | ||||||
117 | Dollar General Corp. (Multiline Retail) | 28 | ||||||
119 | Dollar Tree, Inc. (Multiline Retail)(b) | 16 | ||||||
401 | Dominion Energy, Inc. (Multi-Utilities) | 28 | ||||||
19 | Domino's Pizza, Inc. (Hotels, Restaurants & Leisure) | 6 | ||||||
104 | DoorDash, Inc., Class - A (Internet & Direct Marketing Retail)(b) | 5 | ||||||
74 | Dover Corp. (Machinery) | 9 | ||||||
379 | Dow, Inc. (Chemicals) | 17 | ||||||
162 | Dropbox, Inc., Class - A (Software)(b) | 3 | ||||||
100 | DTE Energy Co. (Multi-Utilities) | 12 | ||||||
384 | Duke Energy Corp. (Electric Utilities) | 36 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
198 | Duke Realty Corp. (Equity Real Estate Investment Trusts) | $ | 10 | |||||
245 | DuPont de Nemours, Inc. (Chemicals) | 12 | ||||||
98 | Dynatrace, Inc. (Software)(b) | 3 | ||||||
51 | Eastman Chemical Co. (Chemicals) | 4 | ||||||
302 | eBay, Inc. (Internet & Direct Marketing Retail) | 11 | ||||||
126 | Ecolab, Inc. (Chemicals) | 18 | ||||||
198 | Edison International (Electric Utilities) | 11 | ||||||
307 | Edwards Lifesciences Corp. (Health Care Equipment & Supplies)(b) | 25 | ||||||
225 | Elanco Animal Health, Inc. (Pharmaceuticals)(b) | 3 | ||||||
148 | Electronic Arts, Inc. (Entertainment) | 17 | ||||||
122 | Elevance Health, Inc. (Health Care Providers & Services) | 55 | ||||||
298 | Emerson Electric Co. (Electrical Equipment) | 22 | ||||||
70 | Enphase Energy, Inc. (Semiconductors & Semiconductor Equipment)(b) | 19 | ||||||
68 | Entegris, Inc. (Semiconductors & Semiconductor Equipment) | 6 | ||||||
104 | Entergy Corp. (Electric Utilities) | 10 | ||||||
294 | EOG Resources, Inc. (Oil, Gas & Consumable Fuels) | 33 | ||||||
30 | EPAM Systems, Inc. (IT Services)(b) | 11 | ||||||
176 | EQT Corp. (Oil, Gas & Consumable Fuels) | 7 | ||||||
64 | Equifax, Inc. (Professional Services) | 11 | ||||||
47 | Equinix, Inc. (Equity Real Estate Investment Trusts) | 27 | ||||||
185 | Equitable Holdings, Inc. (Diversified Financial Services) | 5 | ||||||
85 | Equity Lifestyle Properties, Inc. (Equity Real Estate Investment Trusts) | 5 | ||||||
183 | Equity Residential (Equity Real Estate Investment Trusts) | 12 | ||||||
15 | Erie Indemnity Co., Class - A (Insurance) | 3 | ||||||
122 | Essential Utilities, Inc. (Water Utilities) | 5 | ||||||
33 | Essex Property Trust, Inc. (Equity Real Estate Investment Trusts) | 8 | ||||||
67 | Etsy, Inc. (Internet & Direct Marketing Retail)(b) | 7 | ||||||
118 | Evergy, Inc. (Electric Utilities) | 7 | ||||||
179 | Eversource Energy (Electric Utilities) | 14 | ||||||
91 | Exact Sciences Corp. (Biotechnology)(b) | 3 | ||||||
516 | Exelon Corp. (Electric Utilities) | 19 | ||||||
73 | Expedia Group, Inc. (Hotels, Restaurants & Leisure)(b) | 7 | ||||||
89 | Expeditors International of Washington, Inc. (Air Freight & Logistics) | 8 | ||||||
70 | Extra Space Storage, Inc. (Equity Real Estate Investment Trusts) | 12 | ||||||
2,137 | Exxon Mobil Corp. (Oil, Gas & Consumable Fuels) | 187 | ||||||
32 | F5, Inc. (Communications Equipment)(b) | 5 | ||||||
20 | FactSet Research Systems, Inc. (Capital Markets) | 8 | ||||||
14 | Fair Isaac Corp. (Software)(b) | 6 | ||||||
302 | Fastenal Co. (Trading Companies & Distributors) | 14 | ||||||
126 | FedEx Corp. (Air Freight & Logistics) | 19 | ||||||
142 | Fidelity National Financial, Inc. (Insurance) | 5 | ||||||
307 | Fidelity National Information Services, Inc. (IT Services) | 23 | ||||||
357 | Fifth Third Bancorp (Banks) | 11 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
6 | First Citizens BancShares, Inc., Class - A (Banks) | $ | 5 | |||||
92 | First Republic Bank (Banks) | 12 | ||||||
284 | FirstEnergy Corp. (Electric Utilities) | 11 | ||||||
310 | Fiserv, Inc. (IT Services)(b) | 29 | ||||||
41 | FleetCor Technologies, Inc. (IT Services)(b) | 7 | ||||||
66 | FMC Corp. (Chemicals) | 7 | ||||||
2,021 | Ford Motor Co. (Automobiles) | 23 | ||||||
357 | Fortinet, Inc. (Software)(b) | 18 | ||||||
182 | Fortive Corp. (Machinery) | 11 | ||||||
73 | Fortune Brands Home & Security, Inc. (Building Products) | 4 | ||||||
161 | Fox Corp., Class - A (Media) | 5 | ||||||
33 | Fox Corp., Class - B (Media) | 1 | ||||||
152 | Franklin Resources, Inc. (Capital Markets) | 3 | ||||||
718 | Freeport-McMoRan, Inc. (Metals & Mining) | 20 | ||||||
121 | Gaming and Leisure Properties, Inc. (Equity Real Estate Investment Trusts) | 5 | ||||||
43 | Gartner, Inc. (IT Services)(b) | 12 | ||||||
33 | Generac Holdings, Inc. (Electrical Equipment)(b) | 6 | ||||||
316 | General Mills, Inc. (Food Products) | 24 | ||||||
700 | General Motors Co. (Automobiles) | 22 | ||||||
76 | Genuine Parts Co. (Distributors) | 11 | ||||||
139 | Global Payments, Inc. (IT Services) | 15 | ||||||
49 | Globe Life, Inc. (Insurance) | 5 | ||||||
87 | GoDaddy, Inc., Class - A (IT Services)(b) | 6 | ||||||
26 | Guidewire Software, Inc. (Software)(b) | 2 | ||||||
459 | Halliburton Co. (Energy Equipment & Services) | 11 | ||||||
73 | Hasbro, Inc. (Leisure Products) | 5 | ||||||
124 | HCA Healthcare, Inc. (Health Care Providers & Services) | 23 | ||||||
174 | Healthcare Realty Trust, Inc. (Equity Real Estate Investment Trusts) | 4 | ||||||
270 | Healthpeak Properties, Inc. (Equity Real Estate Investment Trusts) | 6 | ||||||
23 | HEICO Corp. (Aerospace & Defense) | 3 | ||||||
39 | HEICO Corp., Class - A (Aerospace & Defense) | 4 | ||||||
74 | Henry Schein, Inc. (Health Care Providers & Services)(b) | 5 | ||||||
135 | Hess Corp. (Oil, Gas & Consumable Fuels) | 15 | ||||||
623 | Hewlett Packard Enterprise Co. (Technology Hardware, Storage & Peripherals) | 7 | ||||||
146 | Hilton Worldwide Holdings, Inc. (Hotels, Restaurants & Leisure) | 18 | ||||||
132 | Hologic, Inc. (Health Care Equipment & Supplies)(b) | 9 | ||||||
155 | Hormel Foods Corp. (Food Products) | 7 | ||||||
376 | Host Hotels & Resorts, Inc. (Equity Real Estate Investment Trusts) | 6 | ||||||
202 | Howmet Aerospace, Inc. (Aerospace & Defense) | 6 | ||||||
542 | HP, Inc. (Technology Hardware, Storage & Peripherals) | 14 | ||||||
24 | HubSpot, Inc. (Software)(b) | 6 | ||||||
64 | Humana, Inc. (Health Care Providers & Services) | 31 | ||||||
654 | Huntington Bancshares, Inc. (Banks) | 9 | ||||||
43 | IAC, Inc. (Interactive Media & Services)(b) | 2 | ||||||
42 | IDEX Corp. (Machinery) | 8 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
41 | IDEXX Laboratories, Inc. (Health Care Equipment & Supplies)(b) | $ | 13 | |||||
158 | Illinois Tool Works, Inc. (Machinery) | 29 | ||||||
98 | Incyte Corp. (Biotechnology)(b) | 7 | ||||||
199 | Ingersoll Rand, Inc. (Machinery) | 9 | ||||||
36 | Insulet Corp. (Health Care Equipment & Supplies)(b) | 8 | ||||||
2,077 | Intel Corp. (Semiconductors & Semiconductor Equipment) | 54 | ||||||
279 | Intercontinental Exchange, Inc. (Capital Markets) | 25 | ||||||
455 | International Business Machines Corp. (IT Services) | 54 | ||||||
133 | International Flavors & Fragrances, Inc. (Chemicals) | 12 | ||||||
168 | International Paper Co. (Containers & Packaging) | 5 | ||||||
134 | Intuit, Inc. (Software) | 52 | ||||||
176 | Intuitive Surgical, Inc. (Health Care Equipment & Supplies)(b) | 33 | ||||||
311 | Invitation Homes, Inc. (Equity Real Estate Investment Trusts) | 11 | ||||||
94 | IQVIA Holdings, Inc. (Life Sciences Tools & Services)(b) | 17 | ||||||
151 | Iron Mountain, Inc. (Equity Real Estate Investment Trusts) | 7 | ||||||
39 | Jack Henry & Associates, Inc. (IT Services) | 7 | ||||||
68 | Jacobs Solutions, Inc. (Professional Services) | 7 | ||||||
32 | Jazz Pharmaceuticals PLC (Pharmaceuticals)(b) | 4 | ||||||
44 | JB Hunt Transport Services, Inc. (Road & Rail) | 7 | ||||||
344 | Johnson Controls International PLC (Building Products) | 17 | ||||||
1,503 | JPMorgan Chase & Co. (Banks) | 157 | ||||||
161 | Juniper Networks, Inc. (Communications Equipment) | 4 | ||||||
133 | Kellogg Co. (Food Products) | 9 | ||||||
373 | Keurig Dr Pepper, Inc. (Beverages) | 13 | ||||||
473 | KeyCorp (Banks) | 8 | ||||||
88 | Keysight Technologies, Inc. (Electronic Equipment, Instruments & Components)(b) | 14 | ||||||
177 | Kimberly-Clark Corp. (Household Products) | 20 | ||||||
285 | Kimco Realty Corp. (Equity Real Estate Investment Trusts) | 5 | ||||||
1,064 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels) | 18 | ||||||
288 | KKR & Co., Inc. (Capital Markets) | 12 | ||||||
78 | KLA Corp. (Semiconductors & Semiconductor Equipment) | 24 | ||||||
81 | Knight-Swift Transportation Holdings, Inc. (Road & Rail) | 4 | ||||||
49 | Laboratory Corporation of America Holdings (Health Care Providers & Services) | 10 | ||||||
68 | Lam Research Corp. (Semiconductors & Semiconductor Equipment) | 25 | ||||||
183 | Las Vegas Sands Corp. (Hotels, Restaurants & Leisure)(b) | 7 | ||||||
26 | Lear Corp. (Auto Components) | 3 | ||||||
126 | Lennar Corp., Class - A (Household Durables) | 9 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
19 | Lennox International, Inc. (Building Products) | $ | 4 | |||||
72 | Liberty Broadband Corp., Class - C (Media)(b) | 5 | ||||||
98 | Liberty Media Corp. - Liberty Formula One, Class - C (Entertainment)(b) | 6 | ||||||
32 | Liberty Media Corp. - Liberty SiriusXM, Class - A (Media)(b) | 1 | ||||||
87 | Liberty Media Corp. - Liberty SiriusXM, Class - C (Media)(b) | 3 | ||||||
89 | Lincoln National Corp. (Insurance) | 4 | ||||||
88 | Live Nation Entertainment, Inc. (Entertainment)(b) | 7 | ||||||
147 | LKQ Corp. (Distributors) | 7 | ||||||
105 | Loews Corp. (Insurance) | 5 | ||||||
329 | Lowe's Companies, Inc. (Specialty Retail) | 62 | ||||||
42 | LPL Financial Holdings, Inc. (Capital Markets) | 9 | ||||||
205 | Lucid Group, Inc. (Automobiles)^(b) | 3 | ||||||
456 | Lumen Technologies, Inc. (Diversified Telecommunication Services) | 3 | ||||||
147 | Lyft, Inc., Class - A (Road & Rail)(b) | 2 | ||||||
86 | M&T Bank Corp. (Banks) | 15 | ||||||
343 | Marathon Oil Corp. (Oil, Gas & Consumable Fuels) | 8 | ||||||
278 | Marathon Petroleum Corp. (Oil, Gas & Consumable Fuels) | 28 | ||||||
7 | Markel Corp. (Insurance)(b) | 8 | ||||||
20 | MarketAxess Holdings, Inc. (Capital Markets) | 4 | ||||||
145 | Marriott International, Inc., Class - A (Hotels, Restaurants & Leisure) | 20 | ||||||
252 | Marsh & McLennan Companies, Inc. (Insurance) | 38 | ||||||
32 | Martin Marietta Materials, Inc. (Construction Materials) | 10 | ||||||
435 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment) | 19 | ||||||
131 | Masco Corp. (Building Products) | 6 | ||||||
29 | Masimo Corp. (Health Care Equipment & Supplies)(b) | 4 | ||||||
441 | MasterCard, Inc., Class - A (IT Services) | 125 | ||||||
157 | Match Group, Inc. (Interactive Media & Services)(b) | 7 | ||||||
130 | McCormick & Company, Inc. (Food Products) | 9 | ||||||
377 | McDonald's Corp. (Hotels, Restaurants & Leisure) | 87 | ||||||
74 | McKesson Corp. (Health Care Providers & Services) | 25 | ||||||
315 | Medical Properties Trust, Inc. (Equity Real Estate Investment Trusts) | 4 | ||||||
23 | MercadoLibre, Inc. (Internet & Direct Marketing Retail)(b) | 19 | ||||||
1,166 | Meta Platforms, Inc., Class - A (Interactive Media & Services)(b) | 158 | ||||||
357 | MetLife, Inc. (Insurance) | 22 | ||||||
12 | Mettler-Toledo International, Inc. (Life Sciences Tools & Services)(b) | 13 | ||||||
141 | MGM Resorts International (Hotels, Restaurants & Leisure) | 4 | ||||||
275 | Microchip Technology, Inc. (Semiconductors & Semiconductor Equipment) | 17 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
553 | Micron Technology, Inc. (Semiconductors & Semiconductor Equipment) | $ | 28 | |||||
3,612 | Microsoft Corp. (Software) | 840 | ||||||
60 | Mid-America Apartment Communities, Inc. (Equity Real Estate Investment Trusts) | 9 | ||||||
30 | Mohawk Industries, Inc. (Household Durables)(b) | 3 | ||||||
31 | Molina Heathcare, Inc. (Health Care Providers & Services)(b) | 10 | ||||||
99 | Molson Coors Beverage Co., Class - B (Beverages) | 5 | ||||||
696 | Mondelez International, Inc., Class - A (Food Products) | 38 | ||||||
36 | MongoDB, Inc. (IT Services)(b) | 7 | ||||||
23 | Monolithic Power Systems, Inc. (Semiconductors & Semiconductor Equipment) | 8 | ||||||
209 | Monster Beverage Corp. (Beverages)(b) | 18 | ||||||
82 | Moody's Corp. (Capital Markets) | 20 | ||||||
672 | Morgan Stanley (Capital Markets) | 53 | ||||||
80 | Motorola Solutions, Inc. (Communications Equipment) | 18 | ||||||
39 | MSCI, Inc. (Capital Markets) | 16 | ||||||
177 | Nasdaq, Inc. (Capital Markets) | 10 | ||||||
116 | NetApp, Inc. (Technology Hardware, Storage & Peripherals) | 7 | ||||||
228 | Netflix, Inc. (Entertainment)(b) | 54 | ||||||
49 | Neurocrine Biosciences, Inc. (Biotechnology)(b) | 5 | ||||||
407 | Newmont Corp. (Metals & Mining) | 17 | ||||||
114 | News Corp., Class - A (Media) | 2 | ||||||
1,000 | NextEra Energy, Inc. (Electric Utilities) | 78 | ||||||
648 | NIKE, Inc., Class - B (Textiles, Apparel & Luxury Goods) | 54 | ||||||
202 | NiSource, Inc. (Multi-Utilities) | 5 | ||||||
29 | Nordson Corp. (Machinery) | 6 | ||||||
120 | Norfolk Southern Corp. (Road & Rail) | 25 | ||||||
104 | Northern Trust Corp. (Capital Markets) | 9 | ||||||
307 | Nortonlifelock, Inc. (Software) | 6 | ||||||
124 | NRG Energy, Inc. (Electric Utilities) | 5 | ||||||
141 | Nucor Corp. (Metals & Mining) | 15 | ||||||
1,274 | NVIDIA Corp. (Semiconductors & Semiconductor Equipment) | 155 | ||||||
2 | NVR, Inc. (Household Durables)(b) | 8 | ||||||
470 | Occidental Petroleum Corp. (Oil, Gas & Consumable Fuels) | 29 | ||||||
78 | Okta, Inc. (IT Services)(b) | 4 | ||||||
51 | Old Dominion Freight Line, Inc. (Road & Rail) | 13 | ||||||
112 | Omnicom Group, Inc. (Media) | 7 | ||||||
222 | ON Semiconductor Corp. (Semiconductors & Semiconductor Equipment)(b) | 14 | ||||||
229 | ONEOK, Inc. (Oil, Gas & Consumable Fuels) | 12 | ||||||
810 | Oracle Corp. (Software) | 49 | ||||||
35 | O'Reilly Automotive, Inc. (Specialty Retail)(b) | 25 | ||||||
222 | Otis Worldwide Corp. (Machinery) | 14 | ||||||
54 | Owens Corning (Building Products) | 4 | ||||||
184 | PACCAR, Inc. (Machinery) | 15 | ||||||
49 | Packaging Corporation of America (Containers & Packaging) | 6 | ||||||
858 | Palantir Technologies, Inc., Class - A (Software)(b) | 7 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
153 | Palo Alto Networks, Inc. (Software)(b) | $ | 25 | |||||
319 | Paramount Global, Class - B (Media) | 6 | ||||||
65 | Parker Hannifin Corp. (Machinery) | 16 | ||||||
170 | Paychex, Inc. (IT Services) | 19 | ||||||
27 | PAYCOM Software, Inc. (Software)(b) | 9 | ||||||
557 | PayPal Holdings, Inc. (IT Services)(b) | 48 | ||||||
698 | PepsiCo, Inc. (Beverages) | 114 | ||||||
785 | PG&E Corp. (Electric Utilities)(b) | 10 | ||||||
239 | Phillips 66 (Oil, Gas & Consumable Fuels) | 19 | ||||||
297 | Pinterest, Inc., Class - A (Interactive Media & Services)(b) | 7 | ||||||
115 | Pioneer Natural Resources Co. (Oil, Gas & Consumable Fuels) | 25 | ||||||
269 | Plug Power, Inc. (Electrical Equipment)(b) | 6 | ||||||
214 | PNC Financial Services Group, Inc. (Banks) | 32 | ||||||
21 | Pool Corp. (Distributors) | 7 | ||||||
124 | PPG Industries, Inc. (Chemicals) | 14 | ||||||
340 | PPL Corp. (Electric Utilities) | 9 | ||||||
120 | Principal Financial Group, Inc. (Insurance) | 9 | ||||||
374 | Prologis, Inc. (Equity Real Estate Investment Trusts) | 38 | ||||||
190 | Prudential Financial, Inc. (Insurance) | 16 | ||||||
59 | PTC, Inc. (Software)(b) | 6 | ||||||
236 | Public Service Enterprise Group, Inc. (Multi-Utilities) | 13 | ||||||
80 | Public Storage (Equity Real Estate Investment Trusts) | 23 | ||||||
131 | PulteGroup, Inc. (Household Durables) | 5 | ||||||
54 | Qorvo, Inc. (Semiconductors & Semiconductor Equipment)(b) | 4 | ||||||
565 | QUALCOMM, Inc. (Semiconductors & Semiconductor Equipment) | 64 | ||||||
77 | Quanta Services, Inc. (Construction & Engineering) | 10 | ||||||
62 | Quest Diagnostics, Inc. (Health Care Providers & Services) | 8 | ||||||
85 | Raymond James Financial, Inc. (Capital Markets) | 8 | ||||||
294 | Realty Income Corp. (Equity Real Estate Investment Trusts) | 17 | ||||||
76 | Regency Centers Corp. (Equity Real Estate Investment Trusts) | 4 | ||||||
497 | Regions Financial Corp. (Banks) | 10 | ||||||
116 | Republic Services, Inc. (Commercial Services & Supplies) | 16 | ||||||
76 | ResMed, Inc. (Health Care Equipment & Supplies) | 17 | ||||||
44 | RingCentral, Inc., Class - A (Software)(b) | 2 | ||||||
161 | Rivian Automotive, Inc., Class - A (Automobiles)(b) | 5 | ||||||
59 | Robert Half International, Inc. (Professional Services) | 5 | ||||||
186 | ROBLOX Corp., Class - A (Entertainment)(b) | 7 | ||||||
61 | Rockwell Automation, Inc. (Electrical Equipment) | 13 | ||||||
62 | Roku, Inc. (Entertainment)(b) | 3 | ||||||
118 | Rollins, Inc. (Commercial Services & Supplies) | 4 | ||||||
53 | Roper Technologies, Inc. (Industrial Conglomerates) | 19 | ||||||
184 | Ross Stores, Inc. (Specialty Retail) | 16 | ||||||
178 | Royalty Pharma PLC, Class - A (Pharmaceuticals) | 7 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
67 | RPM International, Inc. (Chemicals) | $ | 6 | |||||
176 | S&P Global, Inc. (Capital Markets) | 54 | ||||||
503 | Salesforce, Inc. (Software)(b) | 72 | ||||||
56 | SBA Communications Corp. (Equity Real Estate Investment Trusts) | 16 | ||||||
714 | Schlumberger N.V. (Energy Equipment & Services) | 26 | ||||||
72 | Seagen, Inc. (Biotechnology)(b) | 10 | ||||||
75 | Sealed Air Corp. (Containers & Packaging) | 3 | ||||||
44 | SEI Investments Co. (Capital Markets) | 2 | ||||||
155 | Sempra Energy (Multi-Utilities) | 23 | ||||||
100 | ServiceNow, Inc. (Software)(b) | 38 | ||||||
32 | Signature Bank (Banks) | 5 | ||||||
161 | Simon Property Group, Inc. (Equity Real Estate Investment Trusts) | 14 | ||||||
400 | Sirius XM Holdings, Inc. (Media)^ | 2 | ||||||
83 | Skyworks Solutions, Inc. (Semiconductors & Semiconductor Equipment) | 7 | ||||||
571 | Snap, Inc., Class - A (Interactive Media & Services)(b) | 6 | ||||||
29 | Snap-on, Inc. (Machinery) | 6 | ||||||
113 | Snowflake, Inc., Class - A (IT Services)(b) | 19 | ||||||
74 | Southwest Airlines Co. (Airlines)(b) | 2 | ||||||
86 | Splunk, Inc. (Software)(b) | 6 | ||||||
122 | SS&C Technologies Holdings, Inc. (Software) | 6 | ||||||
76 | Stanley Black & Decker, Inc. (Machinery) | 6 | ||||||
578 | Starbucks Corp. (Hotels, Restaurants & Leisure) | 49 | ||||||
193 | State Street Corp. (Capital Markets) | 12 | ||||||
104 | Steel Dynamics, Inc. (Metals & Mining) | 7 | ||||||
167 | Stryker Corp. (Health Care Equipment & Supplies) | 34 | ||||||
56 | Sun Communities, Inc. (Equity Real Estate Investment Trusts) | 8 | ||||||
31 | SVB Financial Group (Banks)(b) | 10 | ||||||
263 | Synchrony Financial (Consumer Finance) | 7 | ||||||
76 | Synopsys, Inc. (Software)(b) | 23 | ||||||
250 | Sysco Corp. (Food & Staples Retailing) | 18 | ||||||
119 | T. Rowe Price Group, Inc. (Capital Markets) | 12 | ||||||
78 | Take-Two Interactive Software, Inc. (Entertainment)(b) | 9 | ||||||
116 | Targa Resources Corp. (Oil, Gas & Consumable Fuels) | 7 | ||||||
236 | Target Corp. (Multiline Retail) | 35 | ||||||
87 | Teladoc Health, Inc. (Health Care Technology)(b) | 2 | ||||||
22 | Teledyne Technologies, Inc. (Electronic Equipment, Instruments & Components)(b) | 7 | ||||||
24 | Teleflex, Inc. (Health Care Equipment & Supplies) | 5 | ||||||
84 | Teradyne, Inc. (Semiconductors & Semiconductor Equipment) | 6 | ||||||
1,343 | Tesla, Inc. (Automobiles)(b) | 355 | ||||||
464 | Texas Instruments, Inc. (Semiconductors & Semiconductor Equipment) | 72 | ||||||
3 | Texas Pacific Land Corp. (Oil, Gas & Consumable Fuels) | 5 | ||||||
350 | The AES Corp. (Independent Power and Renewable Electricity Producers) | 8 | ||||||
146 | The Allstate Corp. (Insurance) | 18 | ||||||
398 | The Bank of New York Mellon Corp. (Capital Markets) | 15 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
89 | The Carlyle Group, Inc. (Capital Markets) | $ | 2 | |||||
739 | The Charles Schwab Corp. (Capital Markets) | 53 | ||||||
65 | The Clorox Co. (Household Products) | 8 | ||||||
2,085 | The Coca-Cola Co. (Beverages) | 117 | ||||||
115 | The Estee Lauder Companies, Inc. (Personal Products) | 25 | ||||||
173 | The Goldman Sachs Group, Inc. (Capital Markets) | 51 | ||||||
173 | The Hartford Financial Services Group, Inc. (Insurance) | 11 | ||||||
75 | The Hershey Co. (Food Products) | 17 | ||||||
529 | The Home Depot, Inc. (Specialty Retail) | 146 | ||||||
207 | The Interpublic Group of Companies, Inc. (Media) | 5 | ||||||
56 | The J.M. Smucker Co. (Food Products) | 8 | ||||||
379 | The Kraft Heinz Co. (Food Products) | 13 | ||||||
359 | The Kroger Co. (Food & Staples Retailing) | 16 | ||||||
194 | The Mosaic Co. (Chemicals) | 9 | ||||||
292 | The Progressive Corp. (Insurance) | 34 | ||||||
124 | The Sherwin-Williams Co. (Chemicals) | 25 | ||||||
526 | The Southern Co. (Electric Utilities) | 36 | ||||||
609 | The TJX Companies, Inc. (Specialty Retail) | 38 | ||||||
230 | The Trade Desk, Inc., Class - A (Software)(b) | 14 | ||||||
122 | The Travelers Companies, Inc. (Insurance) | 19 | ||||||
924 | The Walt Disney Co. (Entertainment)(b) | 87 | ||||||
209 | The Western Union Co. (IT Services) | 3 | ||||||
622 | The Williams Cos., Inc. (Oil, Gas & Consumable Fuels) | 18 | ||||||
312 | T-Mobile US, Inc. (Wireless Telecommunication Services)(b) | 42 | ||||||
60 | Tractor Supply Co. (Specialty Retail) | 11 | ||||||
56 | Tradeweb Markets, Inc., Class - A (Capital Markets) | 3 | ||||||
114 | Trane Technologies PLC (Building Products) | 17 | ||||||
26 | TransDigm Group, Inc. (Aerospace & Defense) | 14 | ||||||
101 | TransUnion (Professional Services) | 6 | ||||||
121 | Trimble, Inc. (Electronic Equipment, Instruments & Components)(b) | 7 | ||||||
656 | Truist Financial Corp. (Banks) | 29 | ||||||
91 | Twilio, Inc., Class - A (IT Services)(b) | 6 | ||||||
336 | Twitter, Inc. (Interactive Media & Services)(b) | 15 | ||||||
19 | Tyler Technologies, Inc. (Software)(b) | 7 | ||||||
154 | Tyson Foods, Inc., Class - A (Food Products) | 10 | ||||||
723 | U.S. Bancorp (Banks) | 29 | ||||||
768 | Uber Technologies, Inc. (Road & Rail)(b) | 20 | ||||||
152 | UDR, Inc. (Equity Real Estate Investment Trusts) | 6 | ||||||
110 | UGI Corp. (Gas Utilities) | 4 | ||||||
27 | Ulta Beauty, Inc. (Specialty Retail)(b) | 11 | ||||||
320 | Union Pacific Corp. (Road & Rail) | 62 | ||||||
375 | United Parcel Service, Inc., Class - B (Air Freight & Logistics) | 61 | ||||||
38 | United Rentals, Inc. (Trading Companies & Distributors)(b) | 10 | ||||||
476 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 240 | ||||||
106 | Unity Software, Inc. (Software)(b) | 3 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
34 | Universal Health Services, Inc., Class - B (Health Care Providers & Services) | $ | 3 | |||||
171 | V.F. Corp. (Textiles, Apparel & Luxury Goods) | 5 | ||||||
21 | Vail Resorts, Inc. (Hotels, Restaurants & Leisure) | 5 | ||||||
203 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 22 | ||||||
73 | Veeva Systems, Inc., Class - A (Health Care Technology)(b) | 12 | ||||||
203 | Ventas, Inc. (Equity Real Estate Investment Trusts) | 8 | ||||||
54 | VeriSign, Inc. (IT Services)(b) | 9 | ||||||
85 | Verisk Analytics, Inc., Class - A (Professional Services) | 14 | ||||||
2,147 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 82 | ||||||
469 | VICI Properties, Inc. (Equity Real Estate Investment Trusts) | 14 | ||||||
839 | Visa, Inc., Class - A (IT Services) | 149 | ||||||
227 | Vistra Corp. (Independent Power and Renewable Electricity Producers) | 5 | ||||||
111 | VMware, Inc., Class - A (Software) | 12 | ||||||
79 | Vornado Realty Trust (Equity Real Estate Investment Trusts) | 2 | ||||||
63 | Vulcan Materials Co. (Construction Materials) | 10 | ||||||
108 | W.R. Berkley Corp. (Insurance) | 7 | ||||||
23 | W.W. Grainger, Inc. (Trading Companies & Distributors) | 11 | ||||||
385 | Walgreens Boots Alliance, Inc. (Food & Staples Retailing) | 12 | ||||||
773 | Walmart, Inc. (Food & Staples Retailing) | 100 | ||||||
1,144 | Warner Bros Discovery, Inc. (Entertainment)(b) | 13 | ||||||
207 | Waste Management, Inc. (Commercial Services & Supplies) | 33 | ||||||
32 | Waters Corp. (Life Sciences Tools & Services)(b) | 9 | ||||||
41 | Wayfair, Inc., Class - A (Internet & Direct Marketing Retail)(b) | 1 | ||||||
93 | Webster Financial Corp. (Banks) | 4 | ||||||
150 | WEC Energy Group, Inc. (Multi-Utilities) | 13 | ||||||
1,925 | Wells Fargo & Co. (Banks) | 77 | ||||||
229 | Welltower, Inc. (Equity Real Estate Investment Trusts) | 15 | ||||||
39 | West Pharmaceutical Services, Inc. (Health Care Equipment & Supplies) | 10 | ||||||
164 | Western Digital Corp. (Technology Hardware, Storage & Peripherals)(b) | 5 | ||||||
83 | Westinghouse Air Brake Technologies Corp. (Machinery) | 7 | ||||||
19 | Westlake Corp. (Chemicals) | 2 | ||||||
137 | WestRock Co. (Containers & Packaging) | 4 | ||||||
393 | Weyerhaeuser Co. (Equity Real Estate Investment Trusts) | 11 | ||||||
31 | Whirlpool Corp. (Household Durables) | 4 | ||||||
103 | Workday, Inc., Class - A (Software)(b) | 16 | ||||||
90 | WP Carey, Inc. (Equity Real Estate Investment Trusts) | 6 | ||||||
57 | Wynn Resorts Ltd. (Hotels, Restaurants & Leisure)(b) | 4 | ||||||
281 | Xcel Energy, Inc. (Electric Utilities) | 18 | ||||||
97 | Xylem, Inc. (Machinery) | 8 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
141 | YUM! Brands, Inc. (Hotels, Restaurants & Leisure) | $ | 15 | |||||
27 | Zebra Technologies Corp. (Electronic Equipment, Instruments & Components)(b) | 7 | ||||||
64 | Zendesk, Inc. (Software)(b) | 5 | ||||||
81 | Zillow Group, Inc., Class - C (Real Estate Management & Development)(b) | 2 | ||||||
99 | Zimmer Biomet Holdings, Inc. (Health Care Equipment & Supplies) | 10 | ||||||
233 | Zoetis, Inc. (Pharmaceuticals) | 35 | ||||||
115 | Zoom Video Communications, Inc., Class - A (Software)(b) | 8 | ||||||
144 | ZoomInfo Technologies, Inc. (Interactive Media & Services)(b) | 6 | ||||||
45 | Zscaler, Inc. (Software)(b) | 7 | ||||||
13,860 | ||||||||
Total Common Stocks | 20,294 | |||||||
Preferred Stocks — 0.11% | ||||||||
Germany — 0.11% | ||||||||
33 | Bayerische Motoren Werke Aktiengesellschaft — Preferred (Automobiles) | 2 | ||||||
80 | Henkel AG & Co. KGAA — Preferred (Household Products) | 5 | ||||||
79 | Porsche Automobil Holding SE — Preferred (Automobiles) | 4 | ||||||
88 | Volkswagen AG — Preferred (Automobiles) | 11 | ||||||
Total Preferred Stocks | 22 | |||||||
Investment Companies — 7.88% | ||||||||
21,504 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 2.84%^^(d) | 22 | ||||||
1,589,600 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 2.89%(d) | 1,590 | ||||||
Total Investment Companies | 1,612 | |||||||
Total Investments (cost $18,147) — 107.67% | 21,928 | |||||||
Liabilities in excess of other assets — (7.67)% | (1,570 | ) | ||||||
Net Assets - 100.00% | $ | 20,358 | ||||||
Amounts designated as "—" are $0 or have been rounded to $0. |
^ | All or part of this security was on loan as of September 30, 2022. |
^^ | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2022. |
(a) | Represents a security purchased under Rule 144A or Section 4(2) and is exempt from registration under the Securities Act of 1933, as amended, or is otherwise restricted to resale. Certain of these securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. These securities have been deemed liquid by the Specialist Manager. |
(b) | Represents non-income producing security. |
(c) | Security was valued using significant unobservable inputs as of September 30, 2022. |
(d) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt | |
REIT—Real Estate Investment Trust |
As of September 30, 2022, 100% of the Portfolio's net assets were managed by Mellon Investments Corporation.
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 94.50% | ||||||||
Australia — 6.73% | ||||||||
43,260 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | $ | 800 | |||||
35,958 | APA Group (Gas Utilities) | 221 | ||||||
21,823 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 460 | ||||||
193,458 | Australia & New Zealand Banking Group Ltd. (Banks) | 2,831 | ||||||
82,839 | Bendigo & Adelaide Bank Ltd. (Banks) | 414 | ||||||
76,658 | BHP Group Ltd. (Metals & Mining) | 1,905 | ||||||
85,014 | BHP Group Ltd. (Metals & Mining) | 2,116 | ||||||
1,197 | Cochlear Ltd. (Health Care Equipment & Supplies) | 149 | ||||||
43,919 | Commonwealth Bank of Australia (Banks) | 2,554 | ||||||
5,322 | CSL Ltd. (Biotechnology) | 968 | ||||||
2,350 | Domino's Pizza Enterprises Ltd. (Hotels, Restaurants & Leisure) | 77 | ||||||
48,346 | Endeavour Group Ltd. (Food & Staples Retailing) | 217 | ||||||
64,304 | Fortescue Metals Group Ltd. (Metals & Mining) | 690 | ||||||
68,557 | Goodman Group (Equity Real Estate Investment Trusts) | 693 | ||||||
7,899 | Macquarie Group Ltd. (Capital Markets) | 770 | ||||||
104,574 | Medibank Private Ltd. (Insurance) | 234 | ||||||
206,900 | National Australia Bank Ltd. (Banks) | 3,831 | ||||||
41,245 | Qantas Airways Ltd. (Airlines)(a) | 132 | ||||||
55,092 | QBE Insurance Group Ltd. (Insurance) | 409 | ||||||
16,336 | Rio Tinto Ltd. (Metals & Mining) | 988 | ||||||
150,128 | Santos Ltd. (Oil, Gas & Consumable Fuels) | 693 | ||||||
205,252 | Scentre Group (Equity Real Estate Investment Trusts) | 335 | ||||||
90,538 | Stockland (Equity Real Estate Investment Trusts) | 189 | ||||||
18,427 | Suncorp Group Ltd. (Insurance) | 119 | ||||||
562,458 | Tabcorp Holdings Ltd. (Hotels, Restaurants & Leisure) | 337 | ||||||
42,567 | The GPT Group (Equity Real Estate Investment Trusts) | 105 | ||||||
562,458 | The Lottery Corp. Ltd. (Hotels, Restaurants & Leisure)(a) | 1,507 | ||||||
35,907 | Transurban Group (Transportation Infrastructure) | 284 | ||||||
44,996 | Treasury Wine Estates Ltd. (Beverages) | 362 | ||||||
63,839 | Wesfarmers Ltd. (Multiline Retail) | 1,745 | ||||||
224,539 | Westpac Banking Corp. (Banks) | 2,971 | ||||||
12,737 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 260 | ||||||
15,362 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 313 | ||||||
31,475 | Woolworths Group Ltd. (Food & Staples Retailing) | 684 | ||||||
35,740 | Worley Ltd. (Energy Equipment & Services) | 291 | ||||||
30,654 | ||||||||
Austria — 0.15% | ||||||||
23,927 | Erste Group Bank AG (Banks) | 525 | ||||||
4,792 | OMV AG (Oil, Gas & Consumable Fuels) | 173 | ||||||
698 | ||||||||
Belgium — 0.73% | ||||||||
44,281 | Anheuser-Busch InBev N.V. (Beverages) | 2,005 | ||||||
5,470 | Elia Group SA (Electric Utilities) | 644 | ||||||
1,869 | KBC Group N.V. (Banks) | 89 | ||||||
20,206 | Umicore SA (Chemicals) | 593 | ||||||
3,331 | ||||||||
Canada — 11.15% | ||||||||
3,637 | Agnico Eagle Mines Ltd. (Metals & Mining) | 154 | ||||||
30,089 | Air Canada (Airlines)(a) | 362 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
50,883 | Alimentation Couche-Tard, Inc. (Food & Staples Retailing) | $ | 2,049 | |||||
8,987 | AltaGas Ltd. (Gas Utilities) | 172 | ||||||
45,514 | Bank of Montreal (Banks) | 3,989 | ||||||
72,955 | Barrick Gold Corp. (Metals & Mining) | 1,131 | ||||||
19,921 | Blackberry Ltd. (Software)(a) | 94 | ||||||
3,340 | Brookfield Asset Management, Inc., Class - A (Capital Markets) | 137 | ||||||
10,168 | CAE, Inc. (Aerospace & Defense)(a) | 156 | ||||||
31,854 | Cameco Corp. (Oil, Gas & Consumable Fuels) | 845 | ||||||
6,749 | Canadian National Railway Co. (Road & Rail) | 729 | ||||||
55,707 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | 2,593 | ||||||
3,130 | Canadian Pacific Railway Ltd. (Road & Rail) | 209 | ||||||
11,085 | Canadian Tire Corp. Ltd., Class - A (Multiline Retail) | 1,180 | ||||||
4,454 | Canadian Utilities Ltd., Class - A (Multi-Utilities) | 116 | ||||||
3,259 | CCL Industries, Inc. (Containers & Packaging) | 158 | ||||||
125,033 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | 1,921 | ||||||
9,128 | CGI, Inc. (IT Services)(a) | 687 | ||||||
30,477 | CI Financial Corp. (Capital Markets) | 292 | ||||||
835 | Constellation Software, Inc. (Software) | 1,162 | ||||||
11,192 | Dollarama, Inc. (Multiline Retail) | 643 | ||||||
77,385 | Enbridge, Inc. (Oil, Gas & Consumable Fuels) | 2,869 | ||||||
1,023 | Fairfax Financial Holdings Ltd. (Insurance) | 467 | ||||||
10,649 | First Capital Real Estate Investment Trust (Real Estate Management & Development) | 117 | ||||||
17,917 | First Quantum Minerals Ltd. (Metals & Mining) | 304 | ||||||
3,127 | Fortis, Inc. (Electric Utilities) | 119 | ||||||
7,691 | Franco-Nevada Corp. (Metals & Mining) | 919 | ||||||
24,142 | GFL Environmental, Inc. (Commercial Services & Supplies) | 611 | ||||||
64,358 | Great-West Lifeco, Inc. (Insurance) | 1,389 | ||||||
27,914 | H&R Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 210 | ||||||
12,464 | Hydro One Ltd. (Electric Utilities) | 305 | ||||||
5,430 | Intact Financial Corp. (Insurance) | 769 | ||||||
56,358 | Keyera Corp. (Oil, Gas & Consumable Fuels) | 1,160 | ||||||
36,396 | Magna International, Inc. (Auto Components) | 1,727 | ||||||
8,370 | Manulife Financial Corp. (Insurance) | 131 | ||||||
15,818 | Methanex Corp. (Chemicals) | 504 | ||||||
18,402 | National Bank of Canada (Banks) | 1,154 | ||||||
3,339 | Nutrien Ltd. (Chemicals) | 278 | ||||||
1,984 | Onex Corp. (Diversified Financial Services) | 91 | ||||||
7,732 | Pembina Pipelines Corp. (Oil, Gas & Consumable Fuels) | 235 | ||||||
66,482 | Power Corp. of Canada (Insurance) | 1,498 | ||||||
6,978 | Primaris REIT (Equity Real Estate Investment Trusts) | 65 | ||||||
1,726 | Restaurant Brands International, Inc. (Hotels, Restaurants & Leisure) | 92 | ||||||
67,963 | RioCan Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 916 | ||||||
4,162 | Ritchie Bros. Auctioneers, Inc. (Commercial Services & Supplies) | 260 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
2,933 | Rogers Communications, Inc., Class - B (Wireless Telecommunication Services) | $ | 113 | |||||
22,309 | Royal Bank of Canada (Banks) | 2,009 | ||||||
57,560 | Shopify, Inc. (IT Services)(a) | 1,550 | ||||||
7,087 | SmartCentres Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 133 | ||||||
52,951 | Sun Life Financial, Inc. (Insurance) | 2,106 | ||||||
5,745 | Suncor Energy, Inc. (Oil, Gas & Consumable Fuels) | 162 | ||||||
16,639 | TC Energy Corp. (Oil, Gas & Consumable Fuels) | 670 | ||||||
18,439 | Teck Resources Ltd., Class - B (Metals & Mining) | 561 | ||||||
72,937 | TELUS Corp. (Diversified Telecommunication Services) | 1,448 | ||||||
46,844 | The Bank of Nova Scotia (Banks) | 2,228 | ||||||
24,935 | The Toronto-Dominion Bank (Banks) | 1,529 | ||||||
22,457 | Thomson Reuters Corp. (Professional Services) | 2,306 | ||||||
1,552 | Topicus.com, Inc. (Software) | 75 | ||||||
28,308 | Wheaton Precious Metals Corp. (Metals & Mining) | 917 | ||||||
50,776 | ||||||||
China — 0.11% | ||||||||
9,100 | Jardine Matheson Holdings Ltd. (Industrial Conglomerates) | 460 | ||||||
1,657 | JD.com, Inc., Class - A (Internet & Direct Marketing Retail) | 42 | ||||||
502 | ||||||||
Denmark — 2.74% | ||||||||
4,260 | Demant A/S (Health Care Equipment & Supplies)(a) | 105 | ||||||
5,336 | DSV A/S (Road & Rail) | 625 | ||||||
10,121 | Genmab A/S (Biotechnology)(a) | 3,257 | ||||||
79,584 | Novo Nordisk A/S, Class - B (Pharmaceuticals) | 7,929 | ||||||
5,730 | Orsted A/S (Electric Utilities) | 457 | ||||||
3,832 | Tryg A/S (Insurance) | 79 | ||||||
12,452 | ||||||||
Finland — 1.25% | ||||||||
7,928 | Fortum Oyj (Electric Utilities) | 107 | ||||||
4,521 | Kesko Oyj, Class - B (Food & Staples Retailing) | 84 | ||||||
231,473 | Nokia Oyj (Communications Equipment) | 994 | ||||||
278,699 | Nordea Bank Abp (Banks) | 2,386 | ||||||
3,545 | Orion Oyj, Class - B (Pharmaceuticals) | 149 | ||||||
4,385 | Sampo Oyj, Class - A (Insurance) | 187 | ||||||
44,232 | Stora Enso Oyj, Registered Shares (Paper & Forest Products) | 562 | ||||||
38,915 | UPM-Kymmene Oyj (Paper & Forest Products) | 1,235 | ||||||
5,704 | ||||||||
France — 8.62% | ||||||||
2,427 | Aeroports de Paris (Transportation Infrastructure)(a) | 280 | ||||||
34,826 | Air Liquide SA (Chemicals) | 3,980 | ||||||
2,081 | Amundi SA (Capital Markets) | 87 | ||||||
69,410 | AXA SA (Insurance) | 1,515 | ||||||
1,813 | BioMerieux (Health Care Equipment & Supplies) | 143 | ||||||
71,443 | BNP Paribas SA (Banks) | 3,017 | ||||||
7,189 | Bouygues SA (Construction & Engineering) | 188 | ||||||
1,044 | Capgemini SE (IT Services) | 167 | ||||||
7,205 | Carrefour SA (Food & Staples Retailing) | 100 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
3,697 | Compagnie de Saint-Gobain (Building Products) | $ | 132 | |||||
99,973 | Credit Agricole SA (Banks) | 811 | ||||||
19,644 | Dassault Systemes SE (Software) | 678 | ||||||
3,326 | Eiffage SA (Construction & Engineering) | 267 | ||||||
12,117 | Electricite de France SA (Electric Utilities) | 141 | ||||||
25,532 | Engie SA (Multi-Utilities) | 294 | ||||||
18,607 | EssilorLuxottica SA (Textiles, Apparel & Luxury Goods) | 2,529 | ||||||
2,933 | Eurazeo SE (Diversified Financial Services) | 153 | ||||||
1,743 | Euroapi SA (Pharmaceuticals)(a) | 29 | ||||||
1,233 | Gecina SA (Equity Real Estate Investment Trusts) | 97 | ||||||
2,500 | Hermes International (Textiles, Apparel & Luxury Goods) | 2,940 | ||||||
10,625 | L'Oreal SA (Personal Products) | 3,397 | ||||||
5,480 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 3,230 | ||||||
8,063 | Pernod Ricard SA (Beverages) | 1,479 | ||||||
8,075 | Publicis Groupe SA (Media) | 383 | ||||||
7,261 | Renault SA (Automobiles)(a) | 196 | ||||||
40,107 | Sanofi (Pharmaceuticals) | 3,054 | ||||||
922 | Sartorius Stedim Biotech (Life Sciences Tools & Services) | 283 | ||||||
34,976 | Schneider Electric SE (Electrical Equipment) | 3,950 | ||||||
112,087 | Societe Generale SA (Banks) | 2,216 | ||||||
2,405 | Teleperformance (Professional Services) | 610 | ||||||
4,176 | Thales SA (Aerospace & Defense) | 460 | ||||||
35,999 | TotalEnergies SE (Oil, Gas & Consumable Fuels) | 1,689 | ||||||
7,086 | Unibail-Rodamco-Westfield (Equity Real Estate Investment Trusts)(a) | 293 | ||||||
15,933 | Veolia Environnement SA (Multi-Utilities) | 304 | ||||||
1,976 | Wendel SE (Diversified Financial Services) | 141 | ||||||
39,233 | ||||||||
Germany — 5.69% | ||||||||
10,077 | Allianz SE (Insurance) | 1,587 | ||||||
1,793 | Bayerische Motoren Werke AG (Automobiles) | 122 | ||||||
1,065 | Beiersdorf AG (Personal Products) | 105 | ||||||
1,341 | Carl Zeiss Meditec AG (Health Care Equipment & Supplies) | 139 | ||||||
33,975 | Commerzbank AG (Banks)(a) | 242 | ||||||
1,439 | Daimler Truck Holding AG (Machinery)(a) | 33 | ||||||
113,622 | Deutsche Bank AG, Registered Shares (Capital Markets) | 841 | ||||||
22,300 | Deutsche Boerse AG (Capital Markets) | 3,654 | ||||||
88,039 | Deutsche Post AG, Registered Shares (Air Freight & Logistics) | 2,653 | ||||||
209,713 | Deutsche Telekom AG (Diversified Telecommunication Services) | 3,569 | ||||||
7,498 | Fraport AG Frankfurt Airport Services Worldwide (Transportation Infrastructure)(a) | 270 | ||||||
12,856 | Fresenius SE & Co. KGaA (Health Care Providers & Services) | 274 | ||||||
6,983 | GEA Group AG (Machinery) | 226 | ||||||
1,115 | Hannover Rueck SE (Insurance) | 167 | ||||||
3,464 | Henkel AG & Co. KGAA (Household Products) | 196 | ||||||
82,230 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment) | 1,799 | ||||||
2,128 | Merck KGaA (Pharmaceuticals) | 344 | ||||||
1,793 | MTU Aero Engines AG (Aerospace & Defense) | 268 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
2,688 | Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares (Insurance) | $ | 647 | |||||
1,941 | Puma SE (Textiles, Apparel & Luxury Goods) | 90 | ||||||
20,979 | RWE AG (Multi-Utilities) | 771 | ||||||
42,196 | SAP SE (Software) | 3,438 | ||||||
30,321 | Siemens AG, Registered Shares (Industrial Conglomerates) | 2,963 | ||||||
5,796 | Siemens Healthineers AG (Health Care Equipment & Supplies) | 249 | ||||||
10,266 | Symrise AG (Chemicals) | 1,001 | ||||||
1,532 | Volkswagen AG (Automobiles) | 250 | ||||||
25,898 | ||||||||
Hong Kong — 2.11% | ||||||||
483,480 | AIA Group Ltd. (Insurance) | 4,025 | ||||||
75,055 | BOC Hong Kong Holdings Ltd. (Banks) | 250 | ||||||
63,400 | Budweiser Brewing Co. APAC Ltd. (Beverages) | 165 | ||||||
334,000 | China Common Rich Renewable Energy Investment Ltd. (Independent Power and Renewable Electricity Producers)(a)(b) | — | ||||||
98,500 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 591 | ||||||
12,093 | CLP Holdings Ltd. (Electric Utilities) | 91 | ||||||
73,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure) | 429 | ||||||
57,000 | Hang Lung Properties Ltd. (Real Estate Management & Development) | 94 | ||||||
15,506 | Hang Seng Bank Ltd. (Banks) | 236 | ||||||
21,400 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 732 | ||||||
335,900 | Hongkong Land Holdings Ltd. (Real Estate Management & Development) | 1,476 | ||||||
43,500 | Kerry Properties Ltd. (Real Estate Management & Development) | 82 | ||||||
59,500 | MTR Corp. Ltd. (Road & Rail) | 273 | ||||||
14,472 | Pacific Century Premium Developments Ltd. (Real Estate Management & Development)(a) | 1 | ||||||
121,391 | PCCW Ltd. (Diversified Telecommunication Services) | 55 | ||||||
24,000 | Swire Pacific Ltd., Class - A (Real Estate Management & Development) | 179 | ||||||
52,000 | Techtronic Industries Co. Ltd. (Machinery) | 496 | ||||||
59,417 | The Link Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 415 | ||||||
9,590 | ||||||||
Ireland (Republic of) — 0.99% | ||||||||
8,728 | AerCap Holdings N.V. (Trading Companies & Distributors)(a) | 369 | ||||||
332,317 | Bank of Ireland Group PLC (Banks) | 2,132 | ||||||
24,053 | CRH PLC (Construction Materials) | 773 | ||||||
30,741 | Experian PLC (Professional Services) | 900 | ||||||
16,821 | James Hardie Industries PLC (Construction Materials) | 330 | ||||||
4,504 | ||||||||
Isle of Man — 0.10% | ||||||||
38,064 | Entain PLC (Hotels, Restaurants & Leisure) | 455 | ||||||
Israel — 0.59% | ||||||||
849 | Check Point Software Technologies Ltd. (Software)(a) | 95 | ||||||
862 | CyberArk Software Ltd. (Software)(a) | 129 | ||||||
1,765 | Nice Ltd. (Software)(a) | 333 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Israel (continued) | ||||||||
11,379 | Nice Systems Ltd., ADR (Software) | $ | 2,142 | |||||
2,699 | ||||||||
Italy — 1.59% | ||||||||
3,755 | Amplifon SpA (Health Care Providers & Services) | 98 | ||||||
69,888 | Assicurazioni Generali SpA (Insurance) | 954 | ||||||
19,370 | Atlantia SpA (Transportation Infrastructure) | 427 | ||||||
888 | DiaSorin SpA (Health Care Equipment & Supplies) | 99 | ||||||
189,530 | Enel SpA (Electric Utilities) | 777 | ||||||
1,561 | Ferrari N.V. (Automobiles) | 289 | ||||||
549,472 | Intesa Sanpaolo SpA (Banks) | 908 | ||||||
7,820 | Iveco Group N.V. (Machinery)(a) | 37 | ||||||
187,061 | Mediobanca Banca di Credito Finanziario SpA (Banks) | 1,464 | ||||||
7,356 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 300 | ||||||
13,543 | Nexi SpA (IT Services)(a) | 109 | ||||||
10,481 | Poste Italiane SpA (Insurance) | 79 | ||||||
110,979 | Snam SpA (Gas Utilities) | 449 | ||||||
201,736 | Terna - Rete Elettrica Nazionale SpA (Electric Utilities) | 1,229 | ||||||
7,219 | ||||||||
Japan — 18.58% | ||||||||
2,200 | Advantest Corp. (Semiconductors & Semiconductor Equipment) | 102 | ||||||
6,845 | AGC, Inc. (Building Products) | 213 | ||||||
27,300 | Ajinomoto Co., Inc. (Food Products) | 746 | ||||||
15,300 | Amada Co. Ltd. (Machinery) | 104 | ||||||
16,500 | Asahi Group Holdings Ltd. (Beverages) | 514 | ||||||
14,600 | Asahi Kasei Corp. (Chemicals) | 97 | ||||||
103,600 | Astellas Pharma, Inc. (Pharmaceuticals) | 1,373 | ||||||
3,900 | Azbil Corp. (Electronic Equipment, Instruments & Components) | 102 | ||||||
26,700 | Bandai Namco Holdings, Inc. (Leisure Products) | 1,740 | ||||||
15,200 | Bridgestone Corp. (Auto Components) | 492 | ||||||
38,300 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 837 | ||||||
4,300 | Capcom Co. Ltd. (Entertainment) | 108 | ||||||
363,700 | Concordia Financial Group Ltd. (Banks) | 1,129 | ||||||
41,000 | CyberAgent, Inc. (Media) | 345 | ||||||
13,388 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 268 | ||||||
3,400 | Daifuku Co. Ltd. (Machinery) | 160 | ||||||
40,900 | Dai-ichi Life Holdings, Inc. (Insurance) | 650 | ||||||
15,400 | Daikin Industries Ltd. (Building Products) | 2,370 | ||||||
1,279 | Daito Trust Construction Co. Ltd. (Real Estate Management & Development) | 120 | ||||||
16,050 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 326 | ||||||
67 | Daiwa House REIT Investment Corp. (Equity Real Estate Investment Trusts) | 140 | ||||||
3,000 | Denso Corp. (Auto Components) | 137 | ||||||
4,800 | Dentsu Group, Inc. (Media) | 136 | ||||||
13,700 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 626 | ||||||
10,900 | Fujitsu Ltd. (IT Services) | 1,195 | ||||||
142 | GLP J-REIT (Equity Real Estate Investment Trusts) | 158 | ||||||
1,900 | GMO Payment Gateway, Inc. (IT Services) | 130 | ||||||
11,800 | Hakuhodo DY Holdings, Inc. (Media) | 83 | ||||||
37,100 | Hitachi Ltd. (Industrial Conglomerates) | 1,579 | ||||||
12,600 | Hitachi Metals Ltd. (Metals & Mining)(a) | 190 | ||||||
28,000 | Honda Motor Co. Ltd. (Automobiles) | 608 | ||||||
3,600 | Hoshizaki Corp. (Machinery) | 100 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
25,800 | HOYA Corp. (Health Care Equipment & Supplies) | $ | 2,486 | |||||
8,800 | Iida Group Holdings Co. Ltd. (Household Durables) | 119 | ||||||
39,100 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 365 | ||||||
22,100 | Isetan Mitsukoshi Holdings Ltd. (Multiline Retail) | 187 | ||||||
21,000 | Isuzu Motors Ltd. (Automobiles) | 232 | ||||||
100,617 | ITOCHU Corp. (Trading Companies & Distributors) | 2,429 | ||||||
5,100 | Itochu Techno-Solutions Corp. (IT Services) | 120 | ||||||
6,000 | Japan Airlines Co. Ltd. (Airlines)(a) | 107 | ||||||
83,200 | Japan Exchange Group, Inc. (Capital Markets) | 1,125 | ||||||
8,300 | Japan Post Insurance Co. Ltd. (Insurance) | 116 | ||||||
39 | Japan Prime Realty Investment Corp. (Equity Real Estate Investment Trusts) | 106 | ||||||
38 | Japan Real Estate Investment Corp. (Equity Real Estate Investment Trusts) | 157 | ||||||
200 | Japan Retail Fund Investment Corp. (Equity Real Estate Investment Trusts) | 150 | ||||||
5,554 | JSR Corp. (Chemicals) | 105 | ||||||
9,200 | Kawasaki Heavy Industries Ltd. (Machinery) | 140 | ||||||
101,200 | KDDI Corp. (Wireless Telecommunication Services) | 2,960 | ||||||
33,900 | Keio Corp. (Road & Rail) | 1,235 | ||||||
6,500 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 2,149 | ||||||
15,145 | Komatsu Ltd. (Machinery) | 276 | ||||||
12,300 | Kose Corp. (Personal Products) | 1,268 | ||||||
39,300 | Kubota Corp. (Machinery) | 546 | ||||||
6,000 | Lasertec Corp. (Semiconductors & Semiconductor Equipment) | 604 | ||||||
18,100 | M3, Inc. (Health Care Technology) | 505 | ||||||
63,300 | Marubeni Corp. (Trading Companies & Distributors) | 552 | ||||||
57,145 | Mitsubishi Corp. (Trading Companies & Distributors) | 1,563 | ||||||
432,200 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 1,958 | ||||||
131,788 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 2,806 | ||||||
36,100 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 688 | ||||||
15,700 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 241 | ||||||
47,200 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 2,173 | ||||||
14,700 | NEC Corp. (Technology Hardware, Storage & Peripherals) | 471 | ||||||
20,600 | Nexon Co. Ltd. (Entertainment) | 364 | ||||||
31,500 | Nidec Corp. (Electrical Equipment) | 1,763 | ||||||
19,200 | Nikon Corp. (Household Durables) | 182 | ||||||
46,000 | Nintendo Co. Ltd. (Entertainment) | 1,856 | ||||||
35 | Nippon Building Fund, Inc. (Equity Real Estate Investment Trusts) | 154 | ||||||
2,800 | NIPPON EXPRESS HOLDINGS, INC. (Road & Rail) | 142 | ||||||
86 | Nippon Prologis REIT, Inc. (Equity Real Estate Investment Trusts) | 189 | ||||||
6,300 | Nippon Sanso Holdings Corp. (Chemicals) | 100 | ||||||
4,900 | Nippon Shinyaku Co. Ltd. (Pharmaceuticals) | 250 | ||||||
30,800 | Nippon Steel Corp. (Metals & Mining) | 428 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
36,400 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | $ | 982 | |||||
77,500 | Nissan Motor Co. Ltd. (Automobiles) | 250 | ||||||
17,800 | Nomura Research Institute Ltd. (IT Services) | 435 | ||||||
21,100 | NTT Data Corp. (IT Services) | 273 | ||||||
2,400 | Obic Co. Ltd. (IT Services) | 322 | ||||||
89,200 | Odakyu Electric Railway Co. Ltd. (Road & Rail) | 1,150 | ||||||
44,000 | Olympus Corp. (Health Care Equipment & Supplies) | 847 | ||||||
26,100 | OMRON Corp. (Electronic Equipment, Instruments & Components) | 1,196 | ||||||
11,400 | Ono Pharmaceutical Co. Ltd. (Pharmaceuticals) | 266 | ||||||
10,800 | ORIX Corp. (Diversified Financial Services) | 151 | ||||||
8,900 | Osaka Gas Co. Ltd. (Gas Utilities) | 134 | ||||||
32,500 | Otsuka Holdings Co. Ltd. (Pharmaceuticals) | 1,029 | ||||||
12,700 | Pan Pacific International Holdings Corp. (Multiline Retail) | 224 | ||||||
201,500 | Panasonic Holdings Corp. (Household Durables) | 1,415 | ||||||
5,600 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 367 | ||||||
5,300 | SBI Holdings, Inc. (Capital Markets) | 95 | ||||||
35,552 | Sekisui House Ltd. (Household Durables) | 589 | ||||||
25,100 | Seven & i Holdings Co. Ltd. (Food & Staples Retailing) | 1,008 | ||||||
12,500 | SG Holdings Co. Ltd. (Air Freight & Logistics) | 171 | ||||||
13,900 | Sharp Corp. (Household Durables) | 83 | ||||||
9,300 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 920 | ||||||
25,200 | Shionogi & Co. Ltd. (Pharmaceuticals) | 1,217 | ||||||
62,800 | SoftBank Group Corp. (Wireless Telecommunication Services) | 2,129 | ||||||
12,800 | Sompo Holdings, Inc. (Insurance) | 512 | ||||||
30,600 | Sony Group Corp. (Household Durables) | 1,971 | ||||||
14,148 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 392 | ||||||
3,900 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 89 | ||||||
4,600 | Suntory Beverage & Food Ltd. (Beverages) | 164 | ||||||
55,300 | Takeda Pharmaceutical Co. Ltd. (Pharmaceuticals) | 1,436 | ||||||
2,900 | The Bank of Kyoto Ltd. (Banks) | 107 | ||||||
22,400 | The Chiba Bank Ltd. (Banks) | 121 | ||||||
29,700 | Tokio Marine Holdings, Inc. (Insurance) | 528 | ||||||
59,300 | Tokyo Electric Power Co. Holdings, Inc. (Electric Utilities)(a) | 190 | ||||||
8,800 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 2,169 | ||||||
25,700 | Tokyo Fudosan Holdings Corp. (Real Estate Management & Development) | 133 | ||||||
52,600 | Toray Industries, Inc. (Chemicals) | 259 | ||||||
14,700 | Toshiba Corp. (Industrial Conglomerates) | 524 | ||||||
4,700 | TOTO Ltd. (Building Products) | 157 | ||||||
21,600 | Toyota Industries Corp. (Auto Components) | 1,032 | ||||||
485,000 | Toyota Motor Corp. (Automobiles) | 6,341 | ||||||
6,770 | Toyota Tsusho Corp. (Trading Companies & Distributors) | 210 | ||||||
6,427 | Trend Micro, Inc. (Software) | 346 | ||||||
46,400 | Unicharm Corp. (Household Products) | 1,522 | ||||||
7,500 | West Japan Railway Co. (Road & Rail) | 287 | ||||||
1,700 | Yakult Honsha Co. Ltd. (Food Products) | 99 | ||||||
9,500 | Yaskawa Electric Corp. (Machinery) | 273 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
9,100 | Yokogawa Electric Corp. (Electronic Equipment, Instruments & Components) | $ | 143 | |||||
5,700 | ZOZO, Inc. (Internet & Direct Marketing Retail) | 114 | ||||||
84,617 | ||||||||
Jersey — 0.61% | ||||||||
387,007 | Glencore PLC (Metals & Mining) | 2,034 | ||||||
88,265 | WPP PLC (Media) | 728 | ||||||
2,762 | ||||||||
Luxembourg — 0.39% | ||||||||
27,423 | ArcelorMittal SA (Metals & Mining) | 546 | ||||||
96,377 | Tenaris SA (Energy Equipment & Services) | 1,246 | ||||||
1,792 | ||||||||
Netherlands — 4.22% | ||||||||
57,506 | ABN AMRO Bank N.V. (Banks) | 515 | ||||||
722 | Adyen N.V. (IT Services)(a) | 900 | ||||||
73,595 | AEGON N.V. (Insurance) | 292 | ||||||
23,149 | Airbus SE (Aerospace & Defense) | 1,995 | ||||||
29,390 | Akzo Nobel N.V. (Chemicals) | 1,665 | ||||||
728 | Argenx SE (Biotechnology)(a) | 259 | ||||||
12,374 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment) | 5,126 | ||||||
39,102 | CNH Industrial N.V. (Machinery) | 438 | ||||||
4,144 | EXOR NV (Diversified Financial Services)(a) | 266 | ||||||
5,913 | Heineken N.V. (Beverages) | 516 | ||||||
14,622 | ING Groep N.V. (Banks) | 125 | ||||||
61,918 | Koninklijke Ahold Delhaize N.V. (Food & Staples Retailing) | 1,577 | ||||||
15,440 | Koninklijke DSM N.V. (Chemicals) | 1,757 | ||||||
5,828 | NN Group N.V. (Insurance) | 227 | ||||||
35,844 | Prosus N.V. (Internet & Direct Marketing Retail) | 1,865 | ||||||
31,487 | Universal Music Group N.V. (Entertainment) | 590 | ||||||
11,488 | Wolters Kluwer N.V. (Professional Services) | 1,118 | ||||||
19,231 | ||||||||
New Zealand — 0.11% | ||||||||
58,346 | Auckland International Airport Ltd. (Transportation Infrastructure)(a) | 233 | ||||||
38,532 | Mercury NZ Ltd. (Electric Utilities) | 123 | ||||||
31,188 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 84 | ||||||
29,780 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 83 | ||||||
523 | ||||||||
Norway — 0.95% | ||||||||
33,939 | DNB Bank ASA (Banks) | 539 | ||||||
105,375 | Equinor ASA (Oil, Gas & Consumable Fuels) | 3,476 | ||||||
24,244 | Mowi ASA (Food Products) | 309 | ||||||
4,324 | ||||||||
Portugal — 0.37% | ||||||||
384,375 | EDP - Energias de Portugal SA (Electric Utilities) | 1,668 | ||||||
Singapore — 1.16% | ||||||||
232,772 | Ascendas Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 434 | ||||||
175,970 | CapitaLand Integrated Commercial Trust (Equity Real Estate Investment Trusts) | 234 | ||||||
58,000 | Capitaland Investment, Ltd. (Real Estate Management & Development) | 140 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Singapore (continued) | ||||||||
57,800 | DBS Group Holdings Ltd. (Banks) | $ | 1,337 | |||||
14,500 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 119 | ||||||
58,700 | Singapore Airlines Ltd. (Airlines)(a) | 208 | ||||||
18,700 | Singapore Exchange Ltd. (Capital Markets) | 123 | ||||||
540,700 | Singapore Technologies Engineering Ltd. (Aerospace & Defense) | 1,343 | ||||||
6,600 | United Overseas Bank Ltd. (Banks) | 120 | ||||||
457,800 | Wilmar International Ltd. (Food Products) | 1,218 | ||||||
5,276 | ||||||||
South Africa — 0.02% | ||||||||
4,663 | Thungela Resources Ltd. (Oil, Gas & Consumable Fuels) | 87 | ||||||
South Korea — 0.15% | ||||||||
18,906 | Samsung Electronics Co. Ltd. (Technology Hardware, Storage & Peripherals) | 694 | ||||||
Spain — 1.56% | ||||||||
4,852 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 109 | ||||||
1,548 | Aena SME SA (Transportation Infrastructure)(a) | 161 | ||||||
10,177 | Amadeus IT Group SA (IT Services)(a) | 472 | ||||||
678,386 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 3,042 | ||||||
28,433 | Bankinter SA (Banks) | 160 | ||||||
62,673 | CaixaBank SA (Banks) | 202 | ||||||
235,654 | Iberdrola SA (Electric Utilities) | 2,196 | ||||||
28,433 | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros (Insurance) | 27 | ||||||
11,872 | Naturgy Energy Group SA (Gas Utilities) | 275 | ||||||
17,963 | Repsol SA (Oil, Gas & Consumable Fuels) | 206 | ||||||
9,036 | Siemens Gamesa Renewable Energy SA, Registered Shares (Electrical Equipment)(a) | 158 | ||||||
23,525 | Telefonica SA (Diversified Telecommunication Services) | 78 | ||||||
7,086 | ||||||||
Sweden — 1.84% | ||||||||
9,788 | Alfa Laval AB (Machinery) | 243 | ||||||
1,283 | Alleima AB (Metals & Mining)(a) | 4 | ||||||
38,059 | Assa Abloy AB, B Shares (Building Products) | 713 | ||||||
90,968 | Atlas Copco AB, Class - A (Machinery)(a) | 846 | ||||||
59,272 | Atlas Copco AB, Class - B (Machinery) | 492 | ||||||
45,021 | Fastighets AB Balder, B Shares (Real Estate Management & Development)(a) | 180 | ||||||
17,181 | Husqvarna AB, B Shares (Machinery) | 95 | ||||||
19,212 | L E Lundbergforetagen AB, Class - B (Diversified Financial Services) | 694 | ||||||
50,521 | Nibe Industrier AB, Class - B (Building Products) | 451 | ||||||
5,141 | Sagax AB, Class - B (Real Estate Management & Development) | 85 | ||||||
6,416 | Sandvik AB (Machinery) | 88 | ||||||
11,977 | Securitas AB, Class - B (Commercial Services & Supplies) | 83 | ||||||
51,934 | Skandinaviska Enskilda Banken AB, Class - A (Banks) | 495 | ||||||
33,960 | Skanska AB, B Shares (Construction & Engineering) | 423 | ||||||
36,959 | SKF AB, B Shares (Machinery) | 495 | ||||||
32,522 | Swedbank AB, A Shares (Banks) | 427 | ||||||
72,064 | Swedish Match AB (Tobacco) | 713 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Sweden (continued) | ||||||||
23,507 | Tele2 AB, B Shares (Wireless Telecommunication Services) | $ | 203 | |||||
117,701 | Volvo AB, B Shares (Machinery) | 1,666 | ||||||
8,396 | ||||||||
Switzerland — 9.58% | ||||||||
135,931 | ABB Ltd., Registered Shares (Electrical Equipment) | 3,510 | ||||||
8,475 | Alcon, Inc. (Health Care Equipment & Supplies) | 492 | ||||||
1,838 | Baloise Holding AG, Registered Shares (Insurance) | 235 | ||||||
44 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 425 | ||||||
19,821 | Cie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 1,871 | ||||||
13,970 | Coca-Cola HBC AG (Beverages) | 292 | ||||||
761 | EMS-Chemie Holding AG (Chemicals) | 480 | ||||||
5,080 | Kuehne & Nagel International AG, Registered Shares (Marine) | 1,035 | ||||||
5,770 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | 264 | ||||||
4,467 | Lonza Group AG, Registered Shares (Life Sciences Tools & Services) | 2,175 | ||||||
8,432 | Medacta Group SA (Health Care Equipment & Supplies) | 716 | ||||||
113,722 | Nestle SA, Registered Shares (Food Products) | 12,303 | ||||||
69,317 | Novartis AG, Registered Shares (Pharmaceuticals) | 5,286 | ||||||
441 | Partners Group Holding AG (Capital Markets) | 355 | ||||||
22,333 | Roche Holding AG (Pharmaceuticals) | 7,272 | ||||||
339 | SGS SA, Registered Shares (Professional Services) | 726 | ||||||
536 | Sonova Holding AG, Registered Shares (Health Care Equipment & Supplies) | 118 | ||||||
2,637 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 210 | ||||||
9,698 | Swiss Re AG (Insurance) | 715 | ||||||
1,212 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 568 | ||||||
1,430 | Temenos AG, Registered Shares (Software) | 96 | ||||||
1,098 | The Swatch Group AG, B Shares (Textiles, Apparel & Luxury Goods) | 247 | ||||||
205,765 | UBS Group AG (Capital Markets) | 2,986 | ||||||
3,139 | Zurich Financial Services AG (Insurance) | 1,252 | ||||||
43,629 | ||||||||
United Kingdom — 12.41% | ||||||||
38,163 | 3i Group PLC (Capital Markets) | 458 | ||||||
5,633 | Admiral Group PLC (Insurance) | 120 | ||||||
46,639 | Anglo American PLC (Metals & Mining) | 1,400 | ||||||
17,119 | Ashtead Group PLC (Trading Companies & Distributors) | 769 | ||||||
53,266 | AstraZeneca PLC (Pharmaceuticals) | 5,855 | ||||||
148,397 | Auto Trader Group PLC (Interactive Media & Services) | 841 | ||||||
3,535 | Aveva Group PLC (Software) | 122 | ||||||
228,669 | Aviva PLC (Insurance) | 981 | ||||||
121,738 | BAE Systems PLC (Aerospace & Defense) | 1,069 | ||||||
32,170 | Barratt Developments PLC (Household Durables) | 122 | ||||||
205,005 | BP PLC (Oil, Gas & Consumable Fuels) | 979 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
75,073 | British American Tobacco PLC (Tobacco) | $ | 2,691 | |||||
48,150 | British Land Co. PLC (Equity Real Estate Investment Trusts) | 186 | ||||||
12,788 | Bunzl PLC (Trading Companies & Distributors) | 391 | ||||||
44,208 | Burberry Group PLC (Textiles, Apparel & Luxury Goods) | 883 | ||||||
10,781 | Coca-Cola Europacific Partners PLC (Beverages) | 459 | ||||||
68,973 | Compass Group PLC (Hotels, Restaurants & Leisure) | 1,373 | ||||||
4,651 | Croda International PLC (Chemicals) | 332 | ||||||
40,786 | Diageo PLC (Beverages) | 1,716 | ||||||
8,558 | Ferguson PLC (Trading Companies & Distributors) | 888 | ||||||
141,487 | GSK PLC (Pharmaceuticals) | 2,043 | ||||||
176,859 | Haleon PLC (Personal Products)(a) | 551 | ||||||
274,203 | HSBC Holdings PLC (Banks) | 1,419 | ||||||
98,505 | Imperial Brands PLC (Tobacco) | 2,025 | ||||||
278,038 | Informa PLC (Media) | 1,589 | ||||||
6,566 | Intercontinental Hotels Group PLC (Hotels, Restaurants & Leisure) | 316 | ||||||
480,645 | J Sainsbury PLC (Food & Staples Retailing) | 931 | ||||||
344,289 | Kingfisher PLC (Specialty Retail) | 838 | ||||||
26,793 | Land Securities Group PLC (Equity Real Estate Investment Trusts) | 155 | ||||||
230,229 | Legal & General Group PLC (Insurance) | 549 | ||||||
8,324 | Linde PLC (Chemicals) | 2,253 | ||||||
56,079 | M&G PLC (Diversified Financial Services) | 103 | ||||||
165,568 | National Grid PLC (Multi-Utilities) | 1,704 | ||||||
5,190 | Next PLC (Multiline Retail) | 275 | ||||||
16,942 | Pearson PLC (Media) | 162 | ||||||
91,555 | Prudential PLC (Insurance) | 896 | ||||||
56,944 | RELX PLC (Professional Services) | 1,391 | ||||||
66,751 | Rio Tinto PLC (Metals & Mining) | 3,612 | ||||||
92,457 | Rolls-Royce Holdings PLC (Aerospace & Defense)(a) | 71 | ||||||
41,641 | Segro PLC (Equity Real Estate Investment Trusts) | 347 | ||||||
8,382 | Severn Trent PLC (Water Utilities) | 219 | ||||||
322,094 | Shell PLC (Oil, Gas & Consumable Fuels) | 7,990 | ||||||
12,142 | Smiths Group PLC (Industrial Conglomerates) | 202 | ||||||
44,660 | SSE PLC (Electric Utilities) | 754 | ||||||
9,471 | St. James Place PLC (Capital Markets) | 108 | ||||||
87,671 | Stellantis N.V. (Automobiles) | 1,035 | ||||||
33,934 | The Sage Group PLC (Software) | 261 | ||||||
18,373 | The Weir Group PLC (Machinery) | 284 | ||||||
55,598 | Unilever PLC (Personal Products) | 2,442 | ||||||
22,731 | United Utilities Group PLC (Water Utilities) | 224 | ||||||
4,958 | Whitbread PLC (Hotels, Restaurants & Leisure) | 126 | ||||||
56,510 | ||||||||
Total Common Stocks | 430,310 | |||||||
Preferred Stocks — 0.51% | ||||||||
Germany — 0.51% | ||||||||
2,330 | Sartorius AG — Preferred (Health Care Equipment & Supplies) | 806 | ||||||
12,574 | Volkswagen AG — Preferred (Automobiles) | 1,536 | ||||||
Total Preferred Stocks | 2,342 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Investment Company — 2.05% | ||||||||
9,337,085 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 2.89%(c) | $ | 9,337 | |||||
Total Investment Company | 9,337 | |||||||
Purchased Options on Futures — 0.21% | ||||||||
Total Purchased Options on Futures | 945 | |||||||
Total Investments (cost $348,854) — 97.27% | 442,934 | |||||||
Other assets in excess of liabilities — 2.73% | 12,424 | |||||||
Net Assets - 100.00% | $ | 455,358 |
Amounts designated as "—" are $0 or have been rounded to $0. |
(a) | Represents non-income producing security. |
(b) | Security was valued using significant unobservable inputs as of September 30, 2022. |
(c) | Annualized 7-day yield as of period-end. As of September 30, 2022, 100% of the Portfolio's net assets were managed by Parametric Portfolio Associates, LLC. |
ADR—American Depositary Receipt | |
REIT—Real Estate Investment Trust |
As of September 30, 2022, 100% of the Portfolio's net assets were managed by Parametric portfolio Associates LLC.
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
The following tables reflect the open derivative positions held by the Portfolio as of September 30, 2022.
Futures Contracts Purchased*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
|||||||
MSCI EAFE Index Future | 181 | 12/16/22 | $ | 15,028 | $ | (1,174) | |||||
$ | 15,028 | $ | (1,174) |
Futures Contracts Sold*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
|||||||
E-Mini S&P 500 Future | 31 | 12/16/22 | $ | 5,582 | $ | 711 | |||||
$ | 5,582 | $ | 711 | ||||||||
Total Unrealized Appreciation | $ | 711 | |||||||||
Total Unrealized Depreciation | (1,174) | ||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (463) |
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
Options on Futures Contracts
Exchange-traded options on futures contacts written as of September 30, 2022 were as follows:
Description | Put/Call | Number of Contracts | Notional Amount (000) | Exercise Price | Expiration Date | Value (000) |
|||||||||||||||||
E-Mini S&P 500 Future Option | Call | 6 | $ | 1,154 | $ | 3,850.00 | 10/21/22 | $ | (5) | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 762 | 3,810.00 | 10/21/22 | (46) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,154 | 3,850.00 | 10/21/22 | (79) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,575 | 3,940.00 | 10/21/22 | (138) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,205 | 4,020.00 | 10/21/22 | (126) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 573 | 3,820.00 | 10/21/22 | (36) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,202 | 4,010.00 | 10/31/22 | (125) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,184 | 3,950.00 | 10/31/22 | (107) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,145 | 3,820.00 | 10/31/22 | (74) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 563 | 3,750.00 | 10/31/22 | (30) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 524 | 3,490.00 | 11/18/22 | (16) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,107 | 3,690.00 | 11/18/22 | (57) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 530 | 3,530.00 | 11/18/22 | (18) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,131 | 3,770.00 | 11/18/22 | (71) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 527 | 3,510.00 | 11/18/22 | (17) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 525 | 3,500.00 | 11/18/22 | (16) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 537 | 3,580.00 | 11/18/22 | (21) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 546 | 3,640.00 | 11/18/22 | (25) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 515 | 3,430.00 | 11/18/22 | (13) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 2 | 340 | 3,400.00 | 11/18/22 | (8) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,026 | 3,420.00 | 11/18/22 | (26) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 525 | 3,500.00 | 11/30/22 | (18) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,095 | 3,650.00 | 11/30/22 | (55) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 509 | 3,390.00 | 11/30/22 | (13) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,020 | 3,400.00 | 11/30/22 | (27) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 512 | 3,410.00 | 11/30/22 | (14) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 513 | 3,420.00 | 11/30/22 | (14) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 515 | 3,430.00 | 11/30/22 | (15) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,083 | 3,610.00 | 11/30/22 | (49) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 533 | 3,550.00 | 11/30/22 | (21) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 518 | 3,450.00 | 11/30/22 | (16) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,002 | 3,340.00 | 12/16/22 | (28) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 503 | 3,350.00 | 12/16/22 | (14) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 506 | 3,370.00 | 12/16/22 | (15) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 512 | 3,410.00 | 12/16/22 | (17) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 509 | 3,390.00 | 12/16/22 | (16) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 518 | 3,450.00 | 12/16/22 | (18) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 510 | 3,400.00 | 12/16/22 | (16) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,014 | 3,380.00 | 12/16/22 | (31) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 465 | 3,100.00 | 12/16/22 | (7) | |||||||||||||||||
$ | (1,458) |
Exchanged-traded options on futures contacts purchased as of September 30, 2022 were as follows:
Description | Put/Call | Number of Contracts | Notional Amount (000) | Exercise Price | Expiration Date | Value (000) |
|||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | $ | 1,124 | $ | 3,750.00 | 10/21/22 | $ | 56 | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 638 | 4,250.00 | 10/21/22 | 97 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 834 | 4,170.00 | 10/21/22 | 114 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,064 | 3,550.00 | 10/21/22 | 24 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 530 | 3,530.00 | 10/21/22 | 11 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,058 | 3,525.00 | 10/21/22 | 22 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 720 | 3,600.00 | 10/21/22 | 20 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 12 | 2,099 | 3,500.00 | 10/21/22 | 38 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 608 | 4,050.00 | 10/31/22 | 68 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 630 | 4,200.00 | 10/31/22 | 90 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 2 | 345 | 3,450.00 | 10/31/22 | 6 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,561 | 3,470.00 | 10/31/22 | 31 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,050 | 3,500.00 | 10/31/22 | 24 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 878 | 3,510.00 | 10/31/22 | 21 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,065 | 3,550.00 | 10/31/22 | 29 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 638 | 4,250.00 | 10/31/22 | 97 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 593 | 3,950.00 | 11/18/22 | 56 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 585 | 3,900.00 | 11/18/22 | 49 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 600 | 4,000.00 | 11/18/22 | 62 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 548 | 3,650.00 | 12/16/22 | 30 | |||||||||||||||||
$ | 945 |
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 69.24% | ||||||||
Australia — 5.14% | ||||||||
7,528 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | $ | 139 | |||||
44,463 | APA Group (Gas Utilities) | 273 | ||||||
16,979 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 358 | ||||||
6,678 | ASX Ltd. (Capital Markets) | 307 | ||||||
76,176 | Aurizon Holdings Ltd. (Road & Rail) | 169 | ||||||
84,473 | Australia & New Zealand Banking Group Ltd. (Banks) | 1,236 | ||||||
143,035 | BHP Group Ltd. (Metals & Mining) | 3,554 | ||||||
13,811 | BlueScope Steel Ltd. (Metals & Mining) | 134 | ||||||
50,790 | Brambles Ltd. (Commercial Services & Supplies) | 372 | ||||||
1,853 | Cochlear Ltd. (Health Care Equipment & Supplies) | 230 | ||||||
45,935 | Coles Group Ltd. (Food & Staples Retailing) | 484 | ||||||
48,074 | Commonwealth Bank of Australia (Banks) | 2,795 | ||||||
15,308 | Computershare Ltd. (IT Services) | 244 | ||||||
13,674 | CSL Ltd. (Biotechnology) | 2,487 | ||||||
38,915 | Dexus (Equity Real Estate Investment Trusts) | 194 | ||||||
4,283 | Domino's Pizza Enterprises Ltd. (Hotels, Restaurants & Leisure) | 141 | ||||||
37,843 | Endeavour Group Ltd. (Food & Staples Retailing) | 170 | ||||||
98,943 | Evolution Mining Ltd. (Metals & Mining) | 129 | ||||||
47,709 | Fortescue Metals Group Ltd. (Metals & Mining) | 512 | ||||||
47,370 | Goodman Group (Equity Real Estate Investment Trusts) | 479 | ||||||
5,881 | IDP Education Ltd. (Diversified Consumer Services) | 99 | ||||||
84,104 | Insurance Australia Group Ltd. (Insurance) | 248 | ||||||
19,406 | LendLease Group (Real Estate Management & Development) (b) | 111 | ||||||
10,268 | Macquarie Group Ltd. (Capital Markets) | 1,002 | ||||||
115,962 | Medibank Private Ltd. (Insurance) | 259 | ||||||
4,788 | Mineral Resources Ltd. (Metals & Mining) | 201 | ||||||
111,077 | Mirvac Group (Equity Real Estate Investment Trusts) | 138 | ||||||
91,105 | National Australia Bank Ltd. (Banks) | 1,686 | ||||||
32,427 | Newcrest Mining Ltd. (Metals & Mining) | 356 | ||||||
52,123 | Northern Star Resources Ltd. (Metals & Mining) | 261 | ||||||
12,699 | Orica Ltd. (Chemicals) | 108 | ||||||
49,619 | Origin Energy Ltd. (Electric Utilities) | 165 | ||||||
26,036 | Qantas Airways Ltd. (Airlines)(a) | 84 | ||||||
41,696 | QBE Insurance Group Ltd. (Insurance) | 309 | ||||||
5,643 | Ramsay Health Care Ltd. (Health Care Providers & Services) | 207 | ||||||
1,489 | REA Group Ltd. (Interactive Media & Services) | 108 | ||||||
14,903 | Reece Ltd. (Trading Companies & Distributors) | 134 | ||||||
11,152 | Rio Tinto Ltd. (Metals & Mining) | 674 | ||||||
90,649 | Santos Ltd. (Oil, Gas & Consumable Fuels) (b) | 419 | ||||||
146,228 | Scentre Group (Equity Real Estate Investment Trusts) | 239 | ||||||
9,472 | SEEK Ltd. (Interactive Media & Services) | 115 | ||||||
16,079 | Sonic Healthcare Ltd. (Health Care Providers & Services) | 313 | ||||||
131,002 | South32 Ltd. (Metals & Mining) | 311 | ||||||
67,254 | Stockland (Equity Real Estate Investment Trusts) | 141 | ||||||
35,571 | Suncorp Group Ltd. (Insurance) | 229 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Australia (continued) | ||||||||
153,059 | Telstra Corp. Ltd. (Diversified Telecommunication Services) | $ | 378 | |||||
53,968 | The GPT Group (Equity Real Estate Investment Trusts) | 133 | ||||||
62,707 | The Lottery Corp. Ltd. (Hotels, Restaurants & Leisure)(a) | 168 | ||||||
89,440 | Transurban Group (Transportation Infrastructure) | 706 | ||||||
28,377 | Treasury Wine Estates Ltd. (Beverages) | 229 | ||||||
109,013 | Vicinity Centres (Equity Real Estate Investment Trusts)(b) | 122 | ||||||
8,888 | Washington H Soul Pattinson & Co. Ltd. (Oil, Gas & Consumable Fuels) | 153 | ||||||
33,194 | Wesfarmers Ltd. (Multiline Retail) | 907 | ||||||
98,637 | Westpac Banking Corp. (Banks) | 1,305 | ||||||
4,615 | WiseTech Global Ltd. (Software) | 151 | ||||||
32,879 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 672 | ||||||
20,770 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 423 | ||||||
38,011 | Woolworths Group Ltd. (Food & Staples Retailing) | 826 | ||||||
28,497 | ||||||||
Austria — 0.10% | ||||||||
9,687 | Erste Group Bank AG (Banks)(b) | 213 | ||||||
4,149 | OMV AG (Oil, Gas & Consumable Fuels) | 150 | ||||||
1,918 | Verbund AG (Electric Utilities) | 164 | ||||||
3,270 | Voestalpine AG (Metals & Mining) | 55 | ||||||
582 | ||||||||
Belgium — 0.53% | ||||||||
4,575 | Ageas SA (Insurance) | 167 | ||||||
24,471 | Anheuser-Busch InBev N.V. (Beverages) | 1,108 | ||||||
701 | D'ieteren Group (Distributors) | 99 | ||||||
1,263 | Elia Group SA (Electric Utilities)(b) | 149 | ||||||
2,863 | Groupe Bruxelles Lambert SA (Diversified Financial Services) | 200 | ||||||
7,047 | KBC Group N.V. (Banks) | 334 | ||||||
7,926 | Proximus SADP (Diversified Telecommunication Services) | 82 | ||||||
515 | Sofina SA (Diversified Financial Services) | 89 | ||||||
2,088 | Solvay SA, Class - A (Chemicals) | 162 | ||||||
3,894 | UCB SA (Pharmaceuticals) | 270 | ||||||
5,901 | Umicore SA (Chemicals)(b) | 173 | ||||||
4,191 | Warehouses De Pauw CVA (Equity Real Estate Investment Trusts)(b) | 103 | ||||||
2,936 | ||||||||
Canada — 1.10% | ||||||||
2,501 | Agnico Eagle Mines Ltd. (Metals & Mining) | 106 | ||||||
880 | Algonquin Power & Utilities Corp. (Multi-Utilities) | 10 | ||||||
958 | Alimentation Couche-Tard, Inc. (Food & Staples Retailing) | 39 | ||||||
29,274 | Barrick Gold Corp. (Metals & Mining) | 455 | ||||||
1,027 | BCE, Inc. (Diversified Telecommunication Services) | 43 | ||||||
7,095 | Brookfield Asset Management, Inc., Class - A (Capital Markets) | 290 | ||||||
15,180 | Cameco Corp. (Oil, Gas & Consumable Fuels) | 404 | ||||||
2,880 | Canadian Apartment Properties REIT (Equity Real Estate Investment Trusts) | 88 | ||||||
3,201 | Canadian National Railway Co. (Road & Rail) | 346 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
6,819 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | $ | 317 | |||||
4,505 | Canadian Pacific Railway Ltd. (Road & Rail) | 301 | ||||||
1,286 | Canadian Utilities Ltd., Class - A (Multi-Utilities) | 33 | ||||||
525 | CCL Industries, Inc. (Containers & Packaging) | 25 | ||||||
20,749 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | 319 | ||||||
820 | CGI, Inc. (IT Services)(a) | 62 | ||||||
59 | Constellation Software, Inc. (Software) | 82 | ||||||
1,635 | Dollarama, Inc. (Multiline Retail) | 94 | ||||||
1,337 | Emera, Inc. (Electric Utilities) | 54 | ||||||
3,557 | Empire Co. Ltd. (Food & Staples Retailing) | 88 | ||||||
97 | Fairfax Financial Holdings Ltd. (Insurance) | 44 | ||||||
159 | FirstService Corp. (Real Estate Management & Development) | 19 | ||||||
1,183 | Fortis, Inc. (Electric Utilities) | 45 | ||||||
960 | Franco-Nevada Corp. (Metals & Mining) | 115 | ||||||
705 | George Weston Ltd. (Food & Staples Retailing) | 74 | ||||||
3,376 | GFL Environmental, Inc. (Commercial Services & Supplies) | 85 | ||||||
3,984 | Hydro One Ltd. (Electric Utilities) | 97 | ||||||
550 | Intact Financial Corp. (Insurance) | 78 | ||||||
27,970 | Kinross Gold Corp. (Metals & Mining) | 105 | ||||||
1,166 | Loblaw Companies Ltd. (Food & Staples Retailing) | 92 | ||||||
5,929 | Magna International, Inc. (Auto Components) | 281 | ||||||
2,226 | Metro, Inc. (Food & Staples Retailing) | 111 | ||||||
728 | Northland Power, Inc. (Independent Power and Renewable Electricity Producers) | 21 | ||||||
4,059 | Nutrien Ltd. (Chemicals) | 339 | ||||||
518 | Open Text Corp. (Software) | 14 | ||||||
3,355 | Pan American Silver Corp. (Metals & Mining) | 53 | ||||||
3,740 | Quebecor, Inc., Class - B (Media) | 69 | ||||||
1,098 | Ritchie Bros. Auctioneers, Inc. (Commercial Services & Supplies) | 69 | ||||||
934 | Rogers Communications, Inc., Class - B (Wireless Telecommunication Services) | 36 | ||||||
2,696 | Saputo, Inc. (Food Products) | 64 | ||||||
1,187 | Shaw Communications, Inc., Class - B (Media) | 29 | ||||||
11,524 | Suncor Energy, Inc. (Oil, Gas & Consumable Fuels) | 325 | ||||||
10,863 | Teck Resources Ltd., Class - B (Metals & Mining) | 330 | ||||||
2,356 | TELUS Corp. (Diversified Telecommunication Services) | 47 | ||||||
867 | Thomson Reuters Corp. (Professional Services) | 89 | ||||||
1,024 | TMX Group Ltd. (Capital Markets) | 94 | ||||||
968 | Toromont Industries Ltd. (Trading Companies & Distributors) | 67 | ||||||
3,376 | Wheaton Precious Metals Corp. (Metals & Mining) | 109 | ||||||
284 | WSP Global, Inc. (Construction & Engineering) | 31 | ||||||
6,088 | ||||||||
China — 0.07% | ||||||||
1,782 | Futu Holdings Ltd., ADR (Capital Markets)(a) | 66 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
5,500 | Jardine Matheson Holdings Ltd. (Industrial Conglomerates) | $ | 278 | |||||
38,000 | SITC International Holdings Co. Ltd. (Marine) | 70 | ||||||
414 | ||||||||
Denmark — 1.83% | ||||||||
88 | A.P. Moller - Maersk A/S, Class - A (Marine) | 156 | ||||||
151 | A.P. Moller - Maersk A/S, Class - B (Marine) | 274 | ||||||
3,002 | Carlsberg A/S, Class - B (Beverages) | 351 | ||||||
4,485 | Christian Hansen Holding A/S (Chemicals)(b) | 221 | ||||||
4,449 | Coloplast A/S, Class - B (Health Care Equipment & Supplies) | 452 | ||||||
19,432 | Danske Bank A/S (Banks) | 242 | ||||||
2,706 | Demant A/S (Health Care Equipment & Supplies)(a) | 67 | ||||||
5,409 | DSV A/S (Road & Rail) | 634 | ||||||
1,852 | Genmab A/S (Biotechnology)(a)(b) | 596 | ||||||
3,698 | GN Store Nord A/S (Health Care Equipment & Supplies) | 65 | ||||||
51,015 | Novo Nordisk A/S, Class - B (Pharmaceuticals) | 5,084 | ||||||
7,409 | Novozymes A/S, B Shares (Chemicals) | 372 | ||||||
5,824 | Orsted A/S (Electric Utilities)(b) | 464 | ||||||
2,676 | Pandora A/S (Textiles, Apparel & Luxury Goods) | 125 | ||||||
247 | ROCKWOOL A/S, Class - B (Building Products) | 39 | ||||||
11,738 | Tryg A/S (Insurance) (b) | 242 | ||||||
42,412 | Vestas Wind Systems A/S (Electrical Equipment) | 781 | ||||||
10,165 | ||||||||
Finland — 0.82% | ||||||||
5,313 | Elisa Oyj (Diversified Telecommunication Services) | 241 | ||||||
12,513 | Fortum Oyj (Electric Utilities) | 168 | ||||||
8,959 | Kesko Oyj, Class - B (Food & Staples Retailing) | 168 | ||||||
10,561 | Kone Oyj, Class - B (Machinery) | 407 | ||||||
11,919 | Neste Oyj (Oil, Gas & Consumable Fuels) | 519 | ||||||
152,457 | Nokia Oyj (Communications Equipment) | 654 | ||||||
96,365 | Nordea Bank Abp (Banks) | 825 | ||||||
4,422 | Orion Oyj, Class - B (Pharmaceuticals) | 186 | ||||||
14,051 | Sampo Oyj, Class - A (Insurance) | 600 | ||||||
15,527 | Stora Enso Oyj, Registered Shares (Paper & Forest Products) | 197 | ||||||
15,502 | UPM-Kymmene Oyj (Paper & Forest Products) | 492 | ||||||
13,336 | Wartsila Oyj Abp (Machinery)^ | 85 | ||||||
4,542 | ||||||||
France — 7.44% | ||||||||
4,795 | Accor SA (Hotels, Restaurants & Leisure)(a)(b) | 100 | ||||||
836 | Aeroports de Paris (Transportation Infrastructure)(a) | 97 | ||||||
15,271 | Air Liquide SA (Chemicals) | 1,746 | ||||||
11,552 | Alstom SA (Machinery)^ | 186 | ||||||
1,716 | Amundi SA (Capital Markets) | 71 | ||||||
1,674 | Arkema SA (Chemicals) | 122 | ||||||
53,509 | AXA SA (Insurance) | 1,168 | ||||||
2,718 | BioMerieux (Health Care Equipment & Supplies) | 215 | ||||||
38,688 | BNP Paribas SA (Banks) | 1,635 | ||||||
27,733 | Bollore SA (Entertainment) | 127 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
6,466 | Bouygues SA (Construction & Engineering) | $ | 169 | |||||
10,546 | Bureau Veritas SA (Professional Services)(b) | 236 | ||||||
4,614 | Capgemini SE (IT Services) | 739 | ||||||
24,719 | Carrefour SA (Food & Staples Retailing)^(b) | 342 | ||||||
19,113 | Cie Generale des Etablissements Michelin SCA (Auto Components) | 428 | ||||||
14,025 | Compagnie de Saint-Gobain (Building Products) | 501 | ||||||
1,332 | Covivio (Equity Real Estate Investment Trusts) | 64 | ||||||
35,087 | Credit Agricole SA (Banks) | 285 | ||||||
20,348 | Danone SA (Food Products) | 962 | ||||||
951 | Dassault Aviation SA (Aerospace & Defense)(b) | 108 | ||||||
29,907 | Dassault Systemes SE (Software) | 1,032 | ||||||
14,535 | Edenred (IT Services) | 670 | ||||||
2,347 | Eiffage SA (Construction & Engineering)(b) | 188 | ||||||
15,792 | Electricite de France SA (Electric Utilities) | 183 | ||||||
53,039 | Engie SA (Multi-Utilities) | 610 | ||||||
10,546 | EssilorLuxottica SA (Textiles, Apparel & Luxury Goods) | 1,433 | ||||||
1,228 | Eurazeo SE (Diversified Financial Services) | 64 | ||||||
1,653 | Gecina SA (Equity Real Estate Investment Trusts) (b) | 129 | ||||||
12,396 | Getlink SE (Transportation Infrastructure) | 192 | ||||||
937 | Hermes International (Textiles, Apparel & Luxury Goods) | 1,102 | ||||||
1,956 | Ipsen SA (Pharmaceuticals) | 181 | ||||||
2,108 | Kering SA (Textiles, Apparel & Luxury Goods) | 935 | ||||||
6,061 | Klepierre SA (Equity Real Estate Investment Trusts) | 105 | ||||||
5,427 | LA Francaise des Jeux SAEM (Hotels, Restaurants & Leisure) | 161 | ||||||
8,112 | Legrand SA (Electrical Equipment) | 524 | ||||||
7,981 | L'Oreal SA (Personal Products) | 2,552 | ||||||
8,365 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 4,932 | ||||||
65,743 | Orange SA (Diversified Telecommunication Services) (b) | 594 | ||||||
8,266 | Pernod Ricard SA (Beverages) | 1,517 | ||||||
6,427 | Publicis Groupe SA (Media) | 304 | ||||||
1,329 | Remy Cointreau SA (Beverages)^ | 221 | ||||||
5,415 | Renault SA (Automobiles)(a) | 146 | ||||||
9,629 | Safran SA (Aerospace & Defense) | 876 | ||||||
37,792 | Sanofi (Pharmaceuticals) | 2,878 | ||||||
1,181 | Sartorius Stedim Biotech (Life Sciences Tools & Services) | 362 | ||||||
18,028 | Schneider Electric SE (Electrical Equipment) (b) | 2,037 | ||||||
2,074 | SEB SA (Household Durables) | 130 | ||||||
22,405 | Societe Generale SA (Banks) | 443 | ||||||
2,493 | Sodexo SA (Hotels, Restaurants & Leisure) | 187 | ||||||
1,911 | Teleperformance (Professional Services) | 485 | ||||||
3,467 | Thales SA (Aerospace & Defense) | 382 | ||||||
76,943 | TotalEnergies SE (Oil, Gas & Consumable Fuels) | 3,610 | ||||||
5,742 | UbiSoft Entertainment SA (Entertainment)(a) | 158 | ||||||
3,319 | Unibail-Rodamco-Westfield (Equity Real Estate Investment Trusts)(a) | 137 | ||||||
5,809 | Valeo (Auto Components) | 88 | ||||||
18,728 | Veolia Environnement SA (Multi-Utilities) | 358 | ||||||
18,908 | Vinci SA (Construction & Engineering) | 1,528 | ||||||
29,788 | Vivendi SE (Entertainment) | 231 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
756 | Wendel SE (Diversified Financial Services) | $ | 54 | |||||
6,716 | Worldline SA (IT Services)(a) | 265 | ||||||
41,285 | ||||||||
Germany — 4.84% | ||||||||
4,871 | adidas AG (Textiles, Apparel & Luxury Goods) | 560 | ||||||
11,507 | Allianz SE (Insurance) | 1,812 | ||||||
30,002 | Aroundtown SA (Real Estate Management & Development)(b) | 66 | ||||||
25,876 | BASF SE (Chemicals) | 993 | ||||||
27,678 | Bayer AG, Registered Shares (Pharmaceuticals) | 1,275 | ||||||
9,328 | Bayerische Motoren Werke AG (Automobiles) | 632 | ||||||
2,911 | Bechtle AG (IT Services) | 105 | ||||||
3,906 | Beiersdorf AG (Personal Products) | 384 | ||||||
9,543 | Brenntag AG (Trading Companies & Distributors) | 577 | ||||||
1,257 | Carl Zeiss Meditec AG (Health Care Equipment & Supplies) | 131 | ||||||
29,990 | Commerzbank AG (Banks)(a) | 213 | ||||||
3,099 | Continental AG (Auto Components) | 137 | ||||||
5,443 | Covestro AG (Chemicals) | 156 | ||||||
12,752 | Daimler Truck Holding AG (Machinery)(a) | 288 | ||||||
5,011 | Delivery Hero SE (Internet & Direct Marketing Retail)(a) | 183 | ||||||
58,227 | Deutsche Bank AG, Registered Shares (Capital Markets) | 431 | ||||||
5,652 | Deutsche Boerse AG (Capital Markets) | 926 | ||||||
16,840 | Deutsche Lufthansa AG, Registered Shares (Airlines)(a)(b) | 97 | ||||||
27,926 | Deutsche Post AG, Registered Shares (Air Freight & Logistics) | 842 | ||||||
113,096 | Deutsche Telekom AG (Diversified Telecommunication Services)(b) | 1,925 | ||||||
70,743 | E.ON SE (Multi-Utilities) | 544 | ||||||
5,908 | Evonik Industries AG (Chemicals) | 99 | ||||||
7,805 | Fresenius Medical Care AG & Co. KGAA (Health Care Providers & Services) | 220 | ||||||
11,801 | Fresenius SE & Co. KGaA (Health Care Providers & Services) | 252 | ||||||
4,322 | GEA Group AG (Machinery) | 140 | ||||||
1,699 | Hannover Rueck SE (Insurance) | 255 | ||||||
4,080 | HeidelbergCement AG (Construction Materials) | 161 | ||||||
7,599 | HelloFresh SE (Food & Staples Retailing)(a) | 159 | ||||||
3,889 | Henkel AG & Co. KGAA (Household Products) | 220 | ||||||
36,792 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment) | 805 | ||||||
2,033 | KION Group AG (Machinery)(b) | 39 | ||||||
3,558 | Knorr-Bremse AG (Machinery) | 153 | ||||||
3,306 | LEG Immobilien AG (Real Estate Management & Development) | 197 | ||||||
22,605 | Mercedes-Benz Group AG (Automobiles) (b) | 1,143 | ||||||
3,970 | Merck KGaA (Pharmaceuticals) | 642 | ||||||
1,505 | MTU Aero Engines AG (Aerospace & Defense) | 225 | ||||||
3,947 | Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares (Insurance) | 950 | ||||||
1,627 | Nemetschek SE (Software) | 77 | ||||||
2,974 | Puma SE (Textiles, Apparel & Luxury Goods) (b) | 138 | ||||||
181 | Rational AG (Machinery) | 88 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Germany (continued) | |||||||
1,227 | Rheinmetall AG (Industrial Conglomerates) | $ | 189 | ||||
27,390 | RWE AG (Multi-Utilities) | 1,006 | |||||
33,425 | SAP SE (Software) | 2,722 | |||||
4,178 | Scout24 AG (Interactive Media & Services) | 209 | |||||
24,917 | Siemens AG, Registered Shares (Industrial Conglomerates) | 2,434 | |||||
16,433 | Siemens Energy AG (Electrical Equipment)^ | 181 | |||||
9,674 | Siemens Healthineers AG (Health Care Equipment & Supplies) | 415 | |||||
4,798 | Symrise AG (Chemicals) (b) | 468 | |||||
60,150 | Telefonica Deutschland Holding AG (Diversified Telecommunication Services) | 121 | |||||
4,042 | Uniper SE (Independent Power and Renewable Electricity Producers)^ | 16 | |||||
3,988 | United Internet AG (Diversified Telecommunication Services) (b) | 75 | |||||
831 | Volkswagen AG (Automobiles) | 135 | |||||
22,560 | Vonovia SE (Real Estate Management & Development) | 487 | |||||
6,275 | Zalando SE (Internet & Direct Marketing Retail)(a) | 123 | |||||
26,821 | |||||||
Hong Kong — 2.02% | |||||||
379,118 | AIA Group Ltd. (Insurance) | 3,158 | |||||
109,695 | BOC Hong Kong Holdings Ltd. (Banks) | 365 | |||||
52,900 | Budweiser Brewing Co. APAC Ltd. (Beverages) | 137 | |||||
588,000 | China Common Rich Renewable Energy Investment Ltd. (Independent Power and Renewable Electricity Producers)(a)(c) | — | |||||
56,400 | Chow Tai Fook Jewellery Group Ltd. (Specialty Retail) | 106 | |||||
56,700 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 340 | |||||
75,410 | CK Hutchison Holdings Ltd. (Industrial Conglomerates) | 415 | |||||
24,000 | CK Infrastructure Holdings Ltd. (Electric Utilities) | 122 | |||||
54,719 | CLP Holdings Ltd. (Electric Utilities) | 413 | |||||
56,600 | ESR Cayman Ltd. (Real Estate Management & Development) | 142 | |||||
61,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure) | 359 | |||||
56,720 | Hang Lung Properties Ltd. (Real Estate Management & Development) | 93 | |||||
22,939 | Hang Seng Bank Ltd. (Banks) | 348 | |||||
49,845 | Henderson Land Development Co. Ltd. (Real Estate Management & Development) | 139 | |||||
156,377 | HK Electric Investments & HK Electric Investments Ltd. (Electric Utilities) | 109 | |||||
150,550 | HKT Trust & HKT Ltd. (Diversified Telecommunication Services)(b) | 177 | |||||
369,247 | Hong Kong & China Gas Co. Ltd. (Gas Utilities) | 326 | |||||
42,400 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 1,450 | |||||
38,940 | Hongkong Land Holdings Ltd. (Real Estate Management & Development) | 171 | |||||
52,500 | MTR Corp. Ltd. (Road & Rail) | 241 | |||||
42,310 | New World Development Co. Ltd. (Real Estate Management & Development) | 120 |
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Hong Kong (continued) | |||||||
49,368 | Power Assets Holdings Ltd. (Electric Utilities) | $ | 248 | ||||
68,260 | Sands China Ltd. (Hotels, Restaurants & Leisure)(a) | 170 | |||||
97,429 | Sino Land Co. Ltd. (Real Estate Management & Development) | 128 | |||||
42,360 | Sun Hung Kai Properties Ltd. (Real Estate Management & Development) | 468 | |||||
13,930 | Swire Pacific Ltd., Class - A (Real Estate Management & Development) | 104 | |||||
33,000 | Swire Properties Ltd. (Real Estate Management & Development) | 71 | |||||
39,000 | Techtronic Industries Co. Ltd. (Machinery) | 372 | |||||
64,636 | The Link Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 451 | |||||
234,856 | WH Group Ltd. (Food Products) | 148 | |||||
47,000 | Wharf Real Estate Investment Co. Ltd. (Real Estate Management & Development) | 213 | |||||
51,000 | Xinyi Glass Holdings Ltd. (Building Products) | 74 | |||||
11,178 | |||||||
Ireland (Republic of) — 0.67% | |||||||
3,993 | AerCap Holdings N.V. (Trading Companies & Distributors)(a) | 169 | |||||
21,582 | CRH PLC (Construction Materials)(b) | 694 | |||||
3,476 | DCC PLC (Industrial Conglomerates)(b) | 180 | |||||
37,595 | Experian PLC (Professional Services) | 1,101 | |||||
4,701 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(a) | 518 | |||||
12,547 | James Hardie Industries PLC (Construction Materials) | 246 | |||||
4,484 | Kerry Group PLC, Class - A (Food Products) | 400 | |||||
4,343 | Kingspan Group PLC (Building Products) | 196 | |||||
6,933 | Smurfit Kappa Group PLC (Containers & Packaging)(b) | 198 | |||||
3,702 | |||||||
Isle of Man — 0.04% | |||||||
16,528 | Entain PLC (Hotels, Restaurants & Leisure) | 198 | |||||
Israel — 0.57% | |||||||
1,553 | Azrieli Group Ltd. (Real Estate Management & Development) | 106 | |||||
38,243 | Bank Hapoalim BM (Banks) | 324 | |||||
46,522 | Bank Leumi Le (Banks) | 397 | |||||
58,605 | Bezeq The Israeli Telecommunication Corp. Ltd. (Diversified Telecommunication Services) | 96 | |||||
3,438 | Check Point Software Technologies Ltd. (Software)(a) | 385 | |||||
1,184 | CyberArk Software Ltd. (Software)(a) | 178 | |||||
952 | Elbit Systems Ltd. (Aerospace & Defense) | 180 | |||||
23,297 | ICL Group Ltd. (Chemicals) | 188 | |||||
1 | Isracard Ltd. (Consumer Finance) | — | |||||
37,098 | Israel Discount Bank Ltd., Class - A (Banks) | 187 | |||||
4,621 | Mizrahi Tefahot Bank Ltd. (Banks) | 162 | |||||
1,896 | Nice Ltd. (Software)(a) | 358 | |||||
33,188 | Teva Pharmaceutical Industries Ltd., ADR (Pharmaceuticals)(a) | 268 | |||||
3,287 | Tower Semiconductor Ltd. (Semiconductors & Semiconductor Equipment)(a) | 144 | |||||
1,701 | Wix.com Ltd. (IT Services)(a) | 133 | |||||
2,506 | ZIM Integrated Shipping Services Ltd. (Marine) | 59 | |||||
3,165 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Italy — 1.49% | |||||||
4,644 | Amplifon SpA (Health Care Providers & Services) | $ | 121 | ||||
31,180 | Assicurazioni Generali SpA (Insurance) | 426 | |||||
13,959 | Atlantia SpA (Transportation Infrastructure) | 308 | |||||
19,320 | Davide Campari-Milano N.V. (Beverages) | 171 | |||||
1,330 | DiaSorin SpA (Health Care Equipment & Supplies) | 148 | |||||
304,060 | Enel SpA (Electric Utilities) (b) | 1,247 | |||||
71,106 | Eni SpA (Oil, Gas & Consumable Fuels) | 756 | |||||
5,533 | Ferrari N.V. (Automobiles) | 1,024 | |||||
47,898 | FinecoBank Banca Fineco SpA (Banks) | 591 | |||||
16,821 | Infrastrutture Wireless Italiane SpA (Diversified Telecommunication Services)(b) | 147 | |||||
665,273 | Intesa Sanpaolo SpA (Banks) (b) | 1,100 | |||||
17,053 | Mediobanca Banca di Credito Finanziario SpA (Banks) | 133 | |||||
5,783 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 236 | |||||
14,765 | Nexi SpA (IT Services)(a) | 119 | |||||
14,719 | Poste Italiane SpA (Insurance) | 111 | |||||
7,608 | Prusmian SpA (Electrical Equipment) | 218 | |||||
4,451 | Recordati SpA (Pharmaceuticals) | 163 | |||||
67,352 | Snam SpA (Gas Utilities) | 273 | |||||
376,314 | Telecom Italia SpA (Diversified Telecommunication Services)(a) | 70 | |||||
48,336 | Terna - Rete Elettrica Nazionale SpA (Electric Utilities) | 294 | |||||
59,581 | Unicredit SpA (Banks) | 603 | |||||
8,259 | |||||||
Japan — 14.97% | |||||||
5,300 | Advantest Corp. (Semiconductors & Semiconductor Equipment)(b) | 245 | |||||
20,200 | Aeon Co. Ltd. (Food & Staples Retailing) | 378 | |||||
5,465 | AGC, Inc. (Building Products) | 170 | |||||
4,200 | Aisin Crop. (Auto Components) | 108 | |||||
15,600 | Ajinomoto Co., Inc. (Food Products) | 427 | |||||
4,500 | ANA Holdings, Inc. (Airlines)(a)(b) | 85 | |||||
12,900 | Asahi Group Holdings Ltd. (Beverages)(b) | 402 | |||||
8,500 | Asahi Intecc Co. Ltd. (Health Care Equipment & Supplies) | 135 | |||||
35,310 | Asahi Kasei Corp. (Chemicals) | 234 | |||||
53,790 | Astellas Pharma, Inc. (Pharmaceuticals) | 712 | |||||
3,300 | Azbil Corp. (Electronic Equipment, Instruments & Components) | 86 | |||||
5,800 | Bandai Namco Holdings, Inc. (Leisure Products) | 378 | |||||
16,060 | Bridgestone Corp. (Auto Components) | 519 | |||||
6,600 | Brother Industries Ltd. (Technology Hardware, Storage & Peripherals) | 114 | |||||
28,647 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 626 | |||||
7,600 | Capcom Co. Ltd. (Entertainment) | 191 | |||||
4,200 | Central Japan Railway Co. (Road & Rail) | 493 | |||||
25,200 | Chubu Electric Power Co., Inc. (Electric Utilities) | 227 | |||||
20,900 | Chugai Pharmaceutical Co. Ltd. (Pharmaceuticals) | 522 | |||||
30,700 | Concordia Financial Group Ltd. (Banks) | 95 | |||||
15,700 | CyberAgent, Inc. (Media) | 132 | |||||
6,239 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 125 | |||||
2,900 | Daifuku Co. Ltd. (Machinery) | 136 | |||||
28,300 | Dai-ichi Life Holdings, Inc. (Insurance) | 450 | |||||
50,100 | Daiichi Sankyo Co. Ltd. (Pharmaceuticals) | 1,402 | |||||
7,000 | Daikin Industries Ltd. (Building Products) | 1,077 |
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Japan (continued) | |||||||
2,147 | Daito Trust Construction Co. Ltd. (Real Estate Management & Development) | $ | 200 | ||||
16,930 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 344 | |||||
95 | Daiwa House REIT Investment Corp. (Equity Real Estate Investment Trusts) | 199 | |||||
38,300 | Daiwa Securities Group, Inc. (Capital Markets) | 150 | |||||
12,200 | Denso Corp. (Auto Components) | 558 | |||||
6,070 | Dentsu Group, Inc. (Media) | 173 | |||||
800 | Disco Corp. (Semiconductors & Semiconductor Equipment) | 176 | |||||
9,000 | East Japan Railway Co. (Road & Rail) | 462 | |||||
7,700 | Eisai Co. Ltd. (Pharmaceuticals) | 413 | |||||
98,178 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 317 | |||||
5,400 | FANUC Corp. (Machinery) | 758 | |||||
1,700 | Fast Retailing Co. Ltd. (Specialty Retail) | 901 | |||||
3,600 | Fuji Electric Co. Ltd. (Electrical Equipment) | 132 | |||||
10,810 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 494 | |||||
5,650 | Fujitsu Ltd. (IT Services) (b) | 620 | |||||
182 | GLP J-REIT (Equity Real Estate Investment Trusts) | 202 | |||||
1,500 | GMO Payment Gateway, Inc. (IT Services) | 103 | |||||
6,600 | Hakuhodo DY Holdings, Inc. (Media) | 46 | |||||
4,000 | Hamamatsu Photonics K.K. (Electronic Equipment, Instruments & Components) | 171 | |||||
6,400 | Hankyu Hanshin Holdings, Inc. (Road & Rail) | 193 | |||||
600 | Hikari Tsushin, Inc. (Specialty Retail) | 70 | |||||
880 | Hirose Electric Co. Ltd. (Electronic Equipment, Instruments & Components) | 115 | |||||
3,000 | Hitachi Construction Machinery Co. Ltd. (Machinery) | 56 | |||||
27,280 | Hitachi Ltd. (Industrial Conglomerates) | 1,161 | |||||
9,100 | Hitachi Metals Ltd. (Metals & Mining)(a) | 137 | |||||
45,954 | Honda Motor Co. Ltd. (Automobiles) | 998 | |||||
3,100 | Hoshizaki Corp. (Machinery) | 86 | |||||
10,400 | HOYA Corp. (Health Care Equipment & Supplies) | 1,002 | |||||
10,800 | Hulic Co. Ltd. (Real Estate Management & Development) (b) | 80 | |||||
3,200 | Ibiden Co. Ltd. (Electronic Equipment, Instruments & Components) | 87 | |||||
8,059 | Idemitsu Kosan Co. Ltd. (Oil, Gas & Consumable Fuels)(b) | 175 | |||||
4,100 | Iida Group Holdings Co. Ltd. (Household Durables) | 56 | |||||
29,300 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 273 | |||||
16,470 | Isuzu Motors Ltd. (Automobiles) | 182 | |||||
2,700 | ITO EN Ltd. (Beverages) | 110 | |||||
34,258 | ITOCHU Corp. (Trading Companies & Distributors) | 827 | |||||
4,800 | Itochu Techno-Solutions Corp. (IT Services) | 112 | |||||
4,100 | Japan Airlines Co. Ltd. (Airlines)(a)(b) | 73 | |||||
16,500 | Japan Exchange Group, Inc. (Capital Markets) | 223 | |||||
18,800 | Japan Post Bank Co. Ltd. (Banks) | 131 | |||||
74,160 | Japan Post Holdings Co. Ltd. (Insurance)(b) | 491 | |||||
6,600 | Japan Post Insurance Co. Ltd. (Insurance) (b) | 92 | |||||
50 | Japan Real Estate Investment Corp. (Equity Real Estate Investment Trusts) | 206 | |||||
197 | Japan Retail Fund Investment Corp. (Equity Real Estate Investment Trusts) | 148 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Japan (continued) | |||||||
37,127 | Japan Tobacco, Inc. (Tobacco) | $ | 610 | ||||
13,800 | JFE Holdings, Inc. (Metals & Mining) | 128 | |||||
5,133 | JSR Corp. (Chemicals) | 97 | |||||
11,900 | Kajima Corp. (Construction & Engineering) | 113 | |||||
3,800 | Kakaku.com, Inc. (Interactive Media & Services) | 64 | |||||
14,800 | Kao Corp. (Personal Products) | 602 | |||||
47,300 | KDDI Corp. (Wireless Telecommunication Services) | 1,385 | |||||
3,500 | Keio Corp. (Road & Rail) | 128 | |||||
3,900 | Keisei Electric Railway Co. Ltd. (Road & Rail) | 106 | |||||
5,500 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 1,819 | |||||
4,100 | Kikkoman Corp. (Food Products) | 232 | |||||
5,800 | Kintetsu Group Holdings Co. Ltd. (Road & Rail) | 193 | |||||
25,810 | Kirin Holdings Co. Ltd. (Beverages) | 398 | |||||
2,600 | Kobayashi Pharmaceutical Co. Ltd. (Personal Products) | 152 | |||||
6,900 | Kobe Bussan Co. Ltd. (Food & Staples Retailing) | 166 | |||||
6,420 | Koei Tecmo Holdings Co. Ltd. (Entertainment) | 106 | |||||
5,800 | Koito Manufacturing Co. Ltd. (Auto Components) | 79 | |||||
26,090 | Komatsu Ltd. (Machinery) | 475 | |||||
2,600 | Konami Group Corp. (Entertainment) | 120 | |||||
900 | Kose Corp. (Personal Products) | 93 | |||||
28,700 | Kubota Corp. (Machinery) | 399 | |||||
2,900 | Kurita Water Industries Ltd. (Machinery) | 103 | |||||
9,020 | Kyocera Corp. (Electronic Equipment, Instruments & Components) | 454 | |||||
8,700 | Kyowa Kirin Co. Ltd. (Pharmaceuticals) | 200 | |||||
2,100 | Lasertec Corp. (Semiconductors & Semiconductor Equipment) | 211 | |||||
8,345 | Lixil Corp. (Building Products) | 122 | |||||
12,800 | M3, Inc. (Health Care Technology) | 357 | |||||
6,300 | Makita Corp. (Machinery) | 122 | |||||
44,071 | Marubeni Corp. (Trading Companies & Distributors)^ | 385 | |||||
16,050 | Mazda Motor Corp. (Automobiles) | 107 | |||||
4,500 | McDonald's Holdings Co. Ltd. (Hotels, Restaurants & Leisure) | 157 | |||||
4,600 | MEIJI Holdings Co. Ltd. (Food Products) | 204 | |||||
10,200 | MINEBEA MITSUMI, Inc. (Machinery) | 151 | |||||
8,000 | MISUMI Group, Inc. (Machinery) | 172 | |||||
36,110 | Mitsubishi Chemical Group Corp. (Chemicals)^ | 165 | |||||
36,540 | Mitsubishi Corp. (Trading Companies & Distributors) | 999 | |||||
54,490 | Mitsubishi Electric Corp. (Electrical Equipment) | 493 | |||||
33,300 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 439 | |||||
18,600 | Mitsubishi HC Capital, Inc. (Diversified Financial Services) | 80 | |||||
8,997 | Mitsubishi Heavy Industries Ltd. (Machinery) | 299 | |||||
336,782 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 1,527 | |||||
39,366 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 838 | |||||
5,150 | Mitsui Chemicals, Inc. (Chemicals) | 100 | |||||
25,700 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 490 | |||||
9,700 | Mitsui O.S.K. Lines Ltd. (Marine)^ | 174 |
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Japan (continued) | |||||||
69,652 | Mizuho Financial Group, Inc. (Banks) | $ | 754 | ||||
11,100 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 170 | |||||
13,900 | MS&AD Insurance Group Holdings, Inc. (Insurance) | 368 | |||||
16,200 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 746 | |||||
7,330 | NEC Corp. (Technology Hardware, Storage & Peripherals) | 235 | |||||
16,800 | Nexon Co. Ltd. (Entertainment) | 297 | |||||
6,700 | NGK Insulators Ltd. (Machinery) | 83 | |||||
12,600 | Nidec Corp. (Electrical Equipment) | 705 | |||||
8,500 | Nihon M&A Center Holdings, Inc. (Professional Services) | 97 | |||||
41,000 | Nintendo Co. Ltd. (Entertainment) | 1,655 | |||||
57 | Nippon Building Fund, Inc. (Equity Real Estate Investment Trusts) | 251 | |||||
2,200 | NIPPON EXPRESS HOLDINGS, INC. (Road & Rail) | 112 | |||||
23,400 | Nippon Paint Holdings Co. Ltd. (Chemicals)(b) | 158 | |||||
92 | Nippon Prologis REIT, Inc. (Equity Real Estate Investment Trusts) (b) | 202 | |||||
4,900 | Nippon Sanso Holdings Corp. (Chemicals) | 77 | |||||
2,300 | Nippon Shinyaku Co. Ltd. (Pharmaceuticals) | 117 | |||||
22,800 | Nippon Steel Corp. (Metals & Mining) (b) | 316 | |||||
35,940 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 969 | |||||
13,800 | Nippon Yusen KK (Marine)^ | 234 | |||||
3,600 | Nissan Chemical Corp. (Chemicals) | 161 | |||||
65,400 | Nissan Motor Co. Ltd. (Automobiles) | 211 | |||||
8,600 | Nisshin Seifun Group, Inc. (Food Products) | 87 | |||||
2,900 | Nissin Foods Holdings Co. Ltd. (Food Products) (b) | 201 | |||||
3,000 | Nitori Holdings Co. Ltd. (Specialty Retail) | 252 | |||||
3,960 | Nitto Denko Corp. (Chemicals) | 214 | |||||
82,000 | Nomura Holdings, Inc. (Capital Markets) | 272 | |||||
3,300 | Nomura Real Estate Holdings, Inc. (Real Estate Management & Development) | 75 | |||||
160 | Nomura Real Estate Master Fund, Inc. (Equity Real Estate Investment Trusts) | 177 | |||||
10,920 | Nomura Research Institute Ltd. (IT Services) | 267 | |||||
17,800 | NTT Data Corp. (IT Services) | 230 | |||||
18,300 | Obayashi Corp. (Construction & Engineering) | 117 | |||||
2,400 | Obic Co. Ltd. (IT Services) | 322 | |||||
9,700 | Odakyu Electric Railway Co. Ltd. (Road & Rail) | 125 | |||||
22,900 | Oji Paper Co. Ltd. (Paper & Forest Products) | 85 | |||||
34,800 | Olympus Corp. (Health Care Equipment & Supplies) | 670 | |||||
5,200 | OMRON Corp. (Electronic Equipment, Instruments & Components) | 238 | |||||
12,300 | Ono Pharmaceutical Co. Ltd. (Pharmaceuticals) | 287 | |||||
2,300 | Open House Group Co. Ltd. (Household Durables)(b) | 78 | |||||
1,800 | Oracle Corp. (Software) | 95 | |||||
5,900 | Oriental Land Co. Ltd. (Hotels, Restaurants & Leisure) | 801 | |||||
33,700 | ORIX Corp. (Diversified Financial Services) | 472 | |||||
13,945 | Osaka Gas Co. Ltd. (Gas Utilities) | 210 | |||||
4,900 | OTSUKA Corp. (IT Services) | 153 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Japan (continued) | |||||||
11,000 | Otsuka Holdings Co. Ltd. (Pharmaceuticals) | $ | 348 | ||||
14,400 | Pan Pacific International Holdings Corp. (Multiline Retail) | 254 | |||||
62,200 | Panasonic Holdings Corp. (Household Durables) | 437 | |||||
5,000 | Persol Holdings Co. Ltd. (Professional Services)(b) | 93 | |||||
27,100 | Rakuten Group, Inc. (Internet & Direct Marketing Retail) | 116 | |||||
40,600 | Recruit Holdings Co. Ltd. (Professional Services) | 1,170 | |||||
32,900 | Renesas Electronics Corp. (Semiconductors & Semiconductor Equipment)(a) (b) | 276 | |||||
60,885 | Resona Holdings, Inc. (Banks) | 223 | |||||
16,200 | Ricoh Co. Ltd. (Technology Hardware, Storage & Peripherals) | 119 | |||||
2,470 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 162 | |||||
6,900 | SBI Holdings, Inc. (Capital Markets) | 124 | |||||
5,900 | SCSK Corp. (IT Services) | 90 | |||||
6,700 | Secom Co. Ltd. (Commercial Services & Supplies) | 382 | |||||
7,869 | Seiko Epson Corp. (Technology Hardware, Storage & Peripherals)^ | 107 | |||||
10,600 | Sekisui Chemical Co. Ltd. (Household Durables) | 130 | |||||
18,025 | Sekisui House Ltd. (Household Durables) | 299 | |||||
22,430 | Seven & i Holdings Co. Ltd. (Food & Staples Retailing) | 901 | |||||
11,500 | SG Holdings Co. Ltd. (Air Freight & Logistics) | 158 | |||||
6,900 | Sharp Corp. (Household Durables) (b) | 41 | |||||
6,700 | Shimadzu Corp. (Electronic Equipment, Instruments & Components) | 176 | |||||
2,400 | Shimano, Inc. (Leisure Products) | 376 | |||||
15,600 | Shimizu Corp. (Construction & Engineering) | 76 | |||||
10,585 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 1,048 | |||||
8,500 | Shionogi & Co. Ltd. (Pharmaceuticals) | 410 | |||||
11,300 | Shiseido Co. Ltd. (Personal Products) | 396 | |||||
1,700 | SMC Corp. (Machinery) | 692 | |||||
87,554 | Softbank Corp. (Wireless Telecommunication Services)^ | 875 | |||||
34,000 | SoftBank Group Corp. (Wireless Telecommunication Services) | 1,152 | |||||
9,160 | Sompo Holdings, Inc. (Insurance) | 367 | |||||
39,700 | Sony Group Corp. (Household Durables) | 2,559 | |||||
3,800 | Square Enix Holdings Co. Ltd. (Entertainment) | 163 | |||||
17,354 | Subaru Corp. (Automobiles) | 262 | |||||
9,900 | SUMCO Corp. (Semiconductors & Semiconductor Equipment)(b) | 115 | |||||
41,960 | Sumitomo Chemical Co. Ltd. (Chemicals)^ | 144 | |||||
31,740 | Sumitomo Corp. (Trading Companies & Distributors) | 392 | |||||
20,120 | Sumitomo Electric Industries Ltd. (Auto Components) | 204 | |||||
7,000 | Sumitomo Metal Mining Co. Ltd. (Metals & Mining) | 201 | |||||
36,803 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 1,020 | |||||
9,500 | Sumitomo Mitsui Trust Holdings, Inc. (Banks) | 270 | |||||
8,700 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 198 | |||||
5,300 | Suntory Beverage & Food Ltd. (Beverages) | 189 |
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Japan (continued) | |||||||
10,400 | Suzuki Motor Corp. (Automobiles) | $ | 324 | ||||
4,700 | Sysmex Corp. (Health Care Equipment & Supplies) | 251 | |||||
14,900 | T&D Holdings, Inc. (Insurance) | 142 | |||||
5,350 | Taisei Corp. (Construction & Engineering) | 148 | |||||
43,745 | Takeda Pharmaceutical Co. Ltd. (Pharmaceuticals) | 1,136 | |||||
11,000 | TDK Corp. (Electronic Equipment, Instruments & Components) | 340 | |||||
18,200 | Terumo Corp. (Health Care Equipment & Supplies) | 512 | |||||
14,900 | The Chiba Bank Ltd. (Banks) | 81 | |||||
25,810 | The Kansai Electric Power Co., Inc. (Electric Utilities) | 216 | |||||
18,400 | The Shizuoka Bank Ltd. (Banks) | 113 | |||||
7,500 | TIS, Inc. (IT Services) | 199 | |||||
6,700 | Tobu Railway Co. Ltd. (Road & Rail) | 158 | |||||
4,300 | Toho Co. Ltd. (Entertainment) | 156 | |||||
54,120 | Tokio Marine Holdings, Inc. (Insurance) | 962 | |||||
49,500 | Tokyo Electric Power Co. Holdings, Inc. (Electric Utilities)(a) | 158 | |||||
4,260 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 1,050 | |||||
14,500 | Tokyo Gas Co. Ltd. (Gas Utilities) | 245 | |||||
15,000 | Tokyu Corp. (Road & Rail) | 171 | |||||
7,400 | TOPPAN, Inc. (Commercial Services & Supplies) | 110 | |||||
39,100 | Toray Industries, Inc. (Chemicals) | 192 | |||||
11,900 | Toshiba Corp. (Industrial Conglomerates) | 424 | |||||
7,300 | Tosoh Corp. (Chemicals) | 81 | |||||
4,000 | TOTO Ltd. (Building Products) | 134 | |||||
4,100 | Toyota Industries Corp. (Auto Components) | 196 | |||||
299,600 | Toyota Motor Corp. (Automobiles) | 3,917 | |||||
6,000 | Toyota Tsusho Corp. (Trading Companies & Distributors) | 186 | |||||
4,600 | Trend Micro, Inc. (Software) | 248 | |||||
13,300 | Unicharm Corp. (Household Products) | 436 | |||||
7,800 | USS Co. Ltd. (Specialty Retail) | 121 | |||||
6,500 | Welcia Holdings Co. Ltd. (Food & Staples Retailing) | 137 | |||||
6,600 | West Japan Railway Co. (Road & Rail) (b) | 252 | |||||
4,800 | Yakult Honsha Co. Ltd. (Food Products) | 279 | |||||
3,900 | Yamaha Corp. (Leisure Products) | 139 | |||||
8,400 | Yamaha Motor Co. Ltd. (Automobiles) | 157 | |||||
10,600 | Yamato Holdings Co. Ltd. (Air Freight & Logistics) | 159 | |||||
6,800 | Yaskawa Electric Corp. (Machinery) | 196 | |||||
6,400 | Yokogawa Electric Corp. (Electronic Equipment, Instruments & Components) | 101 | |||||
74,900 | Z Holdings Corp. (Interactive Media & Services) | 199 | |||||
5,000 | ZOZO, Inc. (Internet & Direct Marketing Retail)(b) | 100 | |||||
82,973 | |||||||
Jersey — 0.31% | |||||||
278,595 | Glencore PLC (Metals & Mining)(b) | 1,463 | |||||
32,180 | WPP PLC (Media) | 266 | |||||
1,729 | |||||||
Luxembourg — 0.14% | |||||||
14,881 | ArcelorMittal SA (Metals & Mining) | 296 | |||||
5,503 | Eurofins Scientific SE (Life Sciences Tools & Services) | 327 | |||||
13,304 | Tenaris SA (Energy Equipment & Services) | 172 | |||||
795 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Netherlands — 3.45% | |||||||
11,917 | ABN AMRO Bank N.V. (Banks) | $ | 107 | ||||
813 | Adyen N.V. (IT Services)(a)(b) | 1,014 | |||||
51,640 | AEGON N.V. (Insurance) | 205 | |||||
16,610 | Airbus SE (Aerospace & Defense) | 1,431 | |||||
5,679 | Akzo Nobel N.V. (Chemicals) | 322 | |||||
1,556 | Argenx SE (Biotechnology)(a) | 554 | |||||
1,319 | ASM International N.V. (Semiconductors & Semiconductor Equipment) | 295 | |||||
12,125 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment)(b) | 5,022 | |||||
58,143 | CNH Industrial N.V. (Machinery) | 651 | |||||
3,727 | Euronext N.V. (Capital Markets) | 236 | |||||
3,055 | EXOR NV (Diversified Financial Services)(a) | 196 | |||||
3,988 | Heineken Holding N.V. (Beverages) | 273 | |||||
8,366 | Heineken N.V. (Beverages) | 731 | |||||
1,790 | IMCD NV (Trading Companies & Distributors)(b) | 212 | |||||
109,989 | ING Groep N.V. (Banks) | 941 | |||||
8,812 | JDE Peet's N.V. (Food Products) | 258 | |||||
5,148 | Just Eat Takeaway.com N.V. (Internet & Direct Marketing Retail)(a) | 80 | |||||
35,068 | Koninklijke Ahold Delhaize N.V. (Food & Staples Retailing) | 893 | |||||
5,426 | Koninklijke DSM N.V. (Chemicals) | 617 | |||||
129,570 | Koninklijke KPN N.V. (Diversified Telecommunication Services) | 351 | |||||
27,146 | Koninklijke Philips N.V. (Health Care Equipment & Supplies) | 418 | |||||
8,257 | NN Group N.V. (Insurance) | 321 | |||||
2,968 | OCI N.V. (Chemicals)(b) | 109 | |||||
23,368 | Prosus N.V. (Internet & Direct Marketing Retail)(b) | 1,215 | |||||
9,165 | QIAGEN N.V. (Life Sciences Tools & Services)(a) | 382 | |||||
3,369 | Randstad N.V. (Professional Services) | 145 | |||||
19,255 | STMicroelectronics N.V. (Semiconductors & Semiconductor Equipment) | 598 | |||||
37,558 | Universal Music Group N.V. (Entertainment) | 704 | |||||
8,625 | Wolters Kluwer N.V. (Professional Services) | 840 | |||||
19,121 | |||||||
New Zealand — 0.14% | |||||||
35,266 | Auckland International Airport Ltd. (Transportation Infrastructure)(a) | 141 | |||||
16,259 | Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies) | 169 | |||||
19,194 | Mercury NZ Ltd. (Electric Utilities) | 61 | |||||
36,274 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 97 | |||||
52,667 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 147 | |||||
3,792 | Xero Ltd. (Software)(a) | 176 | |||||
791 | |||||||
Norway — 0.57% | |||||||
8,210 | Adevinta ASA (Interactive Media & Services)(a) | 49 | |||||
8,903 | Aker BP ASA (Oil, Gas & Consumable Fuels) | 256 | |||||
26,207 | DNB Bank ASA (Banks) | 415 | |||||
37,417 | Equinor ASA (Oil, Gas & Consumable Fuels) | 1,234 | |||||
6,901 | Gjensidige Forsikring ASA (Insurance) | 119 | |||||
2,519 | Kongsberg Gruppen ASA (Aerospace & Defense) | 76 |
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Norway (continued) | |||||||
13,043 | Mowi ASA (Food Products) (b) | $ | 166 | ||||
37,888 | Norsk Hydro ASA (Metals & Mining) | 203 | |||||
27,703 | Orkla ASA (Food Products) | 202 | |||||
1,659 | Salmar ASA (Food Products) | 56 | |||||
22,956 | Telenor ASA (Diversified Telecommunication Services)^ | 211 | |||||
5,053 | Yara International ASA (Chemicals) | 178 | |||||
3,165 | |||||||
Portugal — 0.11% | |||||||
78,208 | EDP - Energias de Portugal SA (Electric Utilities) | 339 | |||||
14,122 | Galp Energia SGPS SA, B Shares (Oil, Gas & Consumable Fuels)(b) | 136 | |||||
7,978 | Jeronimo Martins SGPS, SA (Food & Staples Retailing)(b) | 149 | |||||
624 | |||||||
Singapore — 1.04% | |||||||
111,938 | Ascendas Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 209 | |||||
148,924 | CapitaLand Integrated Commercial Trust (Equity Real Estate Investment Trusts) | 198 | |||||
73,300 | Capitaland Investment, Ltd. (Real Estate Management & Development) | 176 | |||||
11,500 | City Developments Ltd. (Real Estate Management & Development) | 61 | |||||
51,031 | DBS Group Holdings Ltd. (Banks) | 1,182 | |||||
170,400 | Genting Singapore Ltd. (Hotels, Restaurants & Leisure) | 93 | |||||
32,481 | Grab Holdings Ltd. (Road & Rail)(a) | 85 | |||||
46,600 | Keppel Corp. Ltd. (Industrial Conglomerates) | 224 | |||||
63,900 | Mapletree Commercial Trust (Equity Real Estate Investment Trusts) | 76 | |||||
92,190 | Mapletree Logistics Trust (Equity Real Estate Investment Trusts) | 100 | |||||
97,737 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 801 | |||||
10,776 | Sea Ltd., ADR (Entertainment)(a) | 604 | |||||
37,700 | Singapore Airlines Ltd. (Airlines)(a) | 133 | |||||
34,000 | Singapore Exchange Ltd. (Capital Markets) | 223 | |||||
61,600 | Singapore Technologies Engineering Ltd. (Aerospace & Defense) | 153 | |||||
265,040 | Singapore Telecommunications Ltd. (Diversified Telecommunication Services) | 489 | |||||
33,900 | United Overseas Bank Ltd. (Banks) | 614 | |||||
20,700 | United Overseas Land Group Ltd. (Real Estate Management & Development) | 95 | |||||
7,800 | Venture Corp. Ltd. (Electronic Equipment, Instruments & Components) | 89 | |||||
54,100 | Wilmar International Ltd. (Food Products) | 144 | |||||
5,749 | |||||||
Spain — 1.56% | |||||||
695 | Acciona SA (Electric Utilities) | 122 | |||||
6,977 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 157 | |||||
2,113 | Aena SME SA (Transportation Infrastructure)(a) | 219 | |||||
12,692 | Amadeus IT Group SA (IT Services)(a) | 588 | |||||
187,854 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 843 | |||||
488,538 | Banco Santander SA (Banks)(b) | 1,137 | |||||
124,901 | CaixaBank SA (Banks) | 402 | |||||
17,407 | Cellnex Telecom SA (Diversified Telecommunication Services) | 537 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Spain (continued) | |||||||
8,119 | EDP Renovaveis SA (Independent Power and Renewable Electricity Producers) | $ | 167 | ||||
10,349 | Enagas SA (Gas Utilities)(b) | 161 | |||||
10,537 | Endesa SA (Electric Utilities) | 158 | |||||
13,588 | Ferrovial SA (Construction & Engineering) | 308 | |||||
13,433 | Grifols SA (Biotechnology)(a) | 116 | |||||
173,642 | Iberdrola SA (Electric Utilities) | 1,618 | |||||
30,732 | Industria de Diseno Textil SA (Specialty Retail) | 634 | |||||
5,771 | Naturgy Energy Group SA (Gas Utilities) | 134 | |||||
17,254 | Red Electrica Corp. SA (Electric Utilities) | 264 | |||||
40,880 | Repsol SA (Oil, Gas & Consumable Fuels) | 470 | |||||
6,716 | Siemens Gamesa Renewable Energy SA, Registered Shares (Electrical Equipment)(a) | 117 | |||||
152,471 | Telefonica SA (Diversified Telecommunication Services) | 504 | |||||
8,656 | |||||||
Sweden — 2.11% | |||||||
8,272 | Alfa Laval AB (Machinery) | 205 | |||||
— | Alleima AB (Metals & Mining)(a) | — | |||||
46,416 | Assa Abloy AB, B Shares (Building Products) | 870 | |||||
75,674 | Atlas Copco AB, Class - A (Machinery)(a) | 705 | |||||
43,975 | Atlas Copco AB, Class - B (Machinery) | 365 | |||||
7,706 | Boliden AB (Metals & Mining) | 238 | |||||
7,555 | Electrolux AB, Class - B (Household Durables)^ | 78 | |||||
24,308 | Embracer Group AB (Entertainment)^(a) | 144 | |||||
18,566 | Epiroc AB, Class - A (Machinery) | 266 | |||||
10,987 | Epiroc AB, Class - B (Machinery) | 139 | |||||
8,336 | Equities AB (Capital Markets) | 161 | |||||
19,451 | Essity AB, Class - B (Household Products) | 384 | |||||
5,403 | Evolution AB (Hotels, Restaurants & Leisure) | 427 | |||||
17,776 | Fastighets AB Balder, B Shares (Real Estate Management & Development)(a) | 71 | |||||
8,729 | Getinge AB, B Shares (Health Care Equipment & Supplies) | 149 | |||||
20,576 | H & M Hennes & Mauritz AB, B Shares (Specialty Retail)^ | 190 | |||||
54,836 | Hexagon AB, Class - B (Electronic Equipment, Instruments & Components) | 512 | |||||
2,643 | Holmen AB, B Shares (Paper & Forest Products) | 100 | |||||
15,922 | Husqvarna AB, B Shares (Machinery) | 88 | |||||
3,674 | Industrivarden AB, A Shares (Diversified Financial Services)(b) | 74 | |||||
4,338 | Industrivarden AB, Class - C (Diversified Financial Services) | 87 | |||||
7,695 | Indutrade AB (Trading Companies & Distributors) | 125 | |||||
4,171 | Investment AB Latour, Class - B (Industrial Conglomerates) | 69 | |||||
14,978 | Investor AB, Class - A (Diversified Financial Services) | 229 | |||||
51,329 | Investor AB, Class - B (Diversified Financial Services) | 750 | |||||
6,822 | Kinnevik AB, Class - B (Diversified Financial Services)(a) | 89 | |||||
3,046 | L E Lundbergforetagen AB, Class - B (Diversified Financial Services) | 110 | |||||
6,567 | Lifco AB, Class - B (Industrial Conglomerates) | 91 |
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Sweden (continued) | |||||||
42,696 | Nibe Industrier AB, Class - B (Building Products) | $ | 381 | ||||
5,362 | Sagax AB, Class - B (Real Estate Management & Development) | 88 | |||||
30,039 | Sandvik AB (Machinery) | 410 | |||||
13,430 | Securitas AB, Class - B (Commercial Services & Supplies)^ | 93 | |||||
45,852 | Skandinaviska Enskilda Banken AB, Class - A (Banks) | 437 | |||||
9,585 | Skanska AB, B Shares (Construction & Engineering) | 119 | |||||
10,800 | SKF AB, B Shares (Machinery) | 145 | |||||
19,849 | Svenska Cellulosa AB SCA, Class - B (Paper & Forest Products) | 252 | |||||
44,399 | Svenska Handelsbanken AB, A Shares (Banks) | 365 | |||||
26,996 | Swedbank AB, A Shares (Banks) | 354 | |||||
50,974 | Swedish Match AB (Tobacco) | 505 | |||||
4,759 | Swedish Orphan Biovitrum AB (Biotechnology)(a) | 92 | |||||
21,485 | Tele2 AB, B Shares (Wireless Telecommunication Services) | 185 | |||||
88,322 | Telefonaktiebolaget LM Ericsson, Class - B (Communications Equipment) | 517 | |||||
89,005 | Telia Co. AB (Diversified Telecommunication Services) (b) | 257 | |||||
42,514 | Volvo AB, B Shares (Machinery) | 603 | |||||
5,641 | Volvo AB, Class - A (Machinery) | 84 | |||||
16,788 | Volvo Car AB, Class - B (Automobiles)(a) | 73 | |||||
11,676 | |||||||
Switzerland — 7.40% | |||||||
46,275 | ABB Ltd., Registered Shares (Electrical Equipment) | 1,195 | |||||
4,546 | Adecco Group AG (Professional Services)(b) | 125 | |||||
19,493 | Alcon, Inc. (Health Care Equipment & Supplies) | 1,133 | |||||
2,210 | Bachem Holding AG, Registered Shares (Life Sciences Tools & Services) | 139 | |||||
1,455 | Baloise Holding AG, Registered Shares (Insurance) | 186 | |||||
190 | Barry Callebaut AG, Registered Shares (Food Products)(b) | 358 | |||||
30 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 290 | |||||
5 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 498 | |||||
14,706 | Cie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 1,388 | |||||
6,079 | Clariant AG, Registered Shares (Chemicals) | 97 | |||||
5,670 | Coca-Cola HBC AG (Beverages) | 118 | |||||
74,679 | Credit Suisse Group AG, Registered Shares (Capital Markets) | 295 | |||||
346 | EMS-Chemie Holding AG (Chemicals) | 218 | |||||
1,141 | Geberit AG, Registered Shares (Building Products) | 490 | |||||
299 | Givaudan SA, Registered Shares (Chemicals) | 904 | |||||
15,617 | Holcim Ltd., Registered Shares (Construction Materials) (b) | 640 | |||||
6,233 | Julius Baer Group Ltd. (Capital Markets) | 272 | |||||
2,051 | Kuehne & Nagel International AG, Registered Shares (Marine) | 418 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
Switzerland (continued) | |||||||
5,187 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals)^ | $ | 237 | ||||
2,730 | Lonza Group AG, Registered Shares (Life Sciences Tools & Services) (b) | 1,330 | |||||
83,918 | Nestle SA, Registered Shares (Food Products) | 9,079 | |||||
62,031 | Novartis AG, Registered Shares (Pharmaceuticals) | 4,730 | |||||
994 | Partners Group Holding AG (Capital Markets) | 800 | |||||
1,811 | Roche Holding AG (Pharmaceuticals) | 707 | |||||
19,851 | Roche Holding AG (Pharmaceuticals) | 6,464 | |||||
1,099 | Schindler Holding AG (Machinery) | 171 | |||||
1,566 | Schindler Holding AG, Registered Shares (Machinery) | 236 | |||||
216 | SGS SA, Registered Shares (Professional Services) (b) | 462 | |||||
8,641 | SIG Group AG (Containers & Packaging)(b) | 175 | |||||
5,568 | Sika AG, Registered Shares (Chemicals)(b) | 1,120 | |||||
1,513 | Sonova Holding AG, Registered Shares (Health Care Equipment & Supplies) (b) | 333 | |||||
6,144 | Straumann Holding AG, Registered Shares (Health Care Equipment & Supplies) | 562 | |||||
888 | Swiss Life Holding AG (Insurance) | 392 | |||||
4,560 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 363 | |||||
8,498 | Swiss Re AG (Insurance) | 627 | |||||
1,139 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 534 | |||||
1,790 | Temenos AG, Registered Shares (Software) | 121 | |||||
1,543 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 65 | |||||
815 | The Swatch Group AG, B Shares (Textiles, Apparel & Luxury Goods) | 183 | |||||
121,361 | UBS Group AG (Capital Markets) | 1,761 | |||||
761 | VAT Group AG (Machinery)(b) | 154 | |||||
4,239 | Zurich Financial Services AG (Insurance) | 1,690 | |||||
41,060 | |||||||
Taiwan — 0.05% | |||||||
4,157 | Taiwan Semiconductor Manufacturing Co. Ltd., ADR (Semiconductors & Semiconductor Equipment) | 285 | |||||
United Kingdom — 10.71% | |||||||
27,419 | 3i Group PLC (Capital Markets) | 329 | |||||
61,437 | abrdn PLC (Diversified Financial Services) | 94 | |||||
10,517 | Admiral Group PLC (Insurance) | 224 | |||||
35,812 | Anglo American PLC (Metals & Mining) | 1,075 | |||||
11,110 | Antofagasta PLC (Metals & Mining) | 136 | |||||
19,201 | Ashtead Group PLC (Trading Companies & Distributors) | 862 | |||||
10,639 | Associated British Foods PLC (Food Products) | 148 | |||||
47,461 | AstraZeneca PLC (Pharmaceuticals) (b) | 5,215 | |||||
40,234 | Auto Trader Group PLC (Interactive Media & Services) (b) | 228 | |||||
4,339 | Aveva Group PLC (Software) | 149 | |||||
79,707 | Aviva PLC (Insurance) | 342 | |||||
134,899 | BAE Systems PLC (Aerospace & Defense) | 1,185 | |||||
654,557 | Barclays PLC (Banks)(b) | 1,041 | |||||
28,808 | Barratt Developments PLC (Household Durables) (b) | 109 | |||||
4,190 | Berkeley Group Holdings PLC (Household Durables) | 153 |
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
United Kingdom (continued) | |||||||
620,186 | BP PLC (Oil, Gas & Consumable Fuels) | $ | 2,963 | ||||
62,730 | British American Tobacco PLC (Tobacco) | 2,249 | |||||
24,806 | British Land Co. PLC (Equity Real Estate Investment Trusts) | 96 | |||||
203,097 | BT Group PLC (Diversified Telecommunication Services) | 273 | |||||
13,403 | Bunzl PLC (Trading Companies & Distributors) | 409 | |||||
11,263 | Burberry Group PLC (Textiles, Apparel & Luxury Goods)(b) | 225 | |||||
6,147 | Coca-Cola Europacific Partners PLC (Beverages) | 262 | |||||
66,175 | Compass Group PLC (Hotels, Restaurants & Leisure) | 1,318 | |||||
5,781 | Croda International PLC (Chemicals)(b) | 413 | |||||
74,366 | Diageo PLC (Beverages) | 3,129 | |||||
6,162 | Ferguson PLC (Trading Companies & Distributors) | 639 | |||||
118,933 | GSK PLC (Pharmaceuticals) | 1,717 | |||||
157,899 | Haleon PLC (Personal Products)(a) | 493 | |||||
13,948 | Halma PLC (Electronic Equipment, Instruments & Components) | 314 | |||||
10,022 | Hargreaves Lansdown PLC (Capital Markets) | 96 | |||||
13,200 | Hikma Pharmaceuticals PLC (Pharmaceuticals)(b) | 199 | |||||
570,566 | HSBC Holdings PLC (Banks) | 2,954 | |||||
29,303 | Imperial Brands PLC (Tobacco) | 602 | |||||
42,123 | Informa PLC (Media) | 241 | |||||
5,184 | Intercontinental Hotels Group PLC (Hotels, Restaurants & Leisure) | 250 | |||||
5,793 | Intertek Group PLC (Professional Services) | 238 | |||||
114,092 | J Sainsbury PLC (Food & Staples Retailing) | 220 | |||||
72,871 | JD Sports Fashion PLC (Specialty Retail) | 80 | |||||
5,279 | Johnson Matthey PLC (Chemicals) | 107 | |||||
86,500 | Kingfisher PLC (Specialty Retail) | 211 | |||||
22,583 | Land Securities Group PLC (Equity Real Estate Investment Trusts) | 131 | |||||
168,205 | Legal & General Group PLC (Insurance) | 401 | |||||
1,201 | Linde PLC (Chemicals) | 324 | |||||
2,000,061 | Lloyds Banking Group PLC (Banks) | 904 | |||||
13,996 | London Stock Exchange Group PLC (Capital Markets) (b) | 1,182 | |||||
73,247 | M&G PLC (Diversified Financial Services) | 135 | |||||
331,727 | Melrose Industries PLC (Industrial Conglomerates) | 371 | |||||
13,679 | Mondi PLC (Paper & Forest Products) | 210 | |||||
112,107 | National Grid PLC (Multi-Utilities) | 1,154 | |||||
255,777 | NatWest Group PLC (Banks)(b) | 637 | |||||
3,726 | Next PLC (Multiline Retail) | 198 | |||||
32,453 | Ocado Group PLC (Food & Staples Retailing)(a) (b) | 168 | |||||
26,517 | Pearson PLC (Media) | 253 | |||||
8,993 | Persimmon PLC (Household Durables) | 123 | |||||
21,120 | Phoenix Group Holdings PLC (Insurance) | 123 | |||||
109,864 | Prudential PLC (Insurance) | 1,075 | |||||
26,984 | RecKitt Benckiser Group PLC (Household Products) | 1,788 | |||||
69,468 | RELX PLC (Professional Services) | 1,698 | |||||
70,025 | Rentokil Initial PLC (Commercial Services & Supplies) | 371 | |||||
31,650 | Rio Tinto PLC (Metals & Mining) | 1,712 | |||||
235,740 | Rolls-Royce Holdings PLC (Aerospace & Defense)(a) | 181 | |||||
20,600 | Schroders PLC (Capital Markets) | 89 | |||||
43,379 | Segro PLC (Equity Real Estate Investment Trusts) | 362 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) |
|||||
Common Stocks (continued) | |||||||
United Kingdom (continued) | |||||||
11,270 | Severn Trent PLC (Water Utilities)(b) | $ | 294 | ||||
224,307 | Shell PLC (Oil, Gas & Consumable Fuels) | 5,563 | |||||
24,780 | Smith & Nephew PLC (Health Care Equipment & Supplies) | 286 | |||||
10,907 | Smiths Group PLC (Industrial Conglomerates) | 182 | |||||
2,904 | Spirax-Sarco Engineering PLC (Machinery) | 333 | |||||
31,757 | SSE PLC (Electric Utilities) | 536 | |||||
15,233 | St. James Place PLC (Capital Markets) | 173 | |||||
73,455 | Standard Chartered PLC (Banks) | 459 | |||||
86,757 | Stellantis N.V. (Automobiles) | 1,025 | |||||
102,797 | Taylor Wimpey PLC (Household Durables) (b) | 100 | |||||
379,990 | Tesco PLC (Food & Staples Retailing) | 872 | |||||
43,028 | The Sage Group PLC (Software) | 332 | |||||
75,470 | Unilever PLC (Personal Products) | 3,315 | |||||
30,262 | United Utilities Group PLC (Water Utilities) | 299 | |||||
784,364 | Vodafone Group PLC (Wireless Telecommunication Services) | 877 | |||||
5,691 | Whitbread PLC (Hotels, Restaurants & Leisure) | 144 | |||||
59,368 | |||||||
United States — 0.02% | |||||||
3,396 | Brookfield Renewable Corp., Class - A (Independent Power and Renewable Electricity Producers) | 111 | |||||
Total Common Stocks | 383,935 | ||||||
Preferred Stocks — 0.29% | |||||||
Germany — 0.29% | |||||||
1,686 | Bayerische Motoren Werke Aktiengesellschaft — Preferred (Automobiles) | 109 | |||||
5,019 | Henkel AG & Co. KGAA — Preferred (Household Products) | 298 | |||||
4,314 | Porsche Automobil Holding SE — Preferred (Automobiles) | 243 | |||||
916 | Sartorius AG — Preferred (Health Care Equipment & Supplies) | 317 | |||||
5,228 | Volkswagen AG — Preferred (Automobiles) | 639 | |||||
Total Preferred Stocks | 1,606 | ||||||
Right — 0.00% | |||||||
United Kingdom — 0.00% | |||||||
418,457 | CC Japan Income & Growth Trust, Subscription Shares, 3/1/23 (Capital Markets) | 2 | |||||
Total Right | 2 | ||||||
Exchange-Traded Fund — 0.27% | |||||||
27,225 | iShares MSCI EAFE ETF | 1,525 | |||||
Total Exchange-Traded Fund | 1,525 | ||||||
Investment Companies — 27.43% | |||||||
669,176 | Aberdeen New Dawn Investment Trust PLC | 2,006 | |||||
311,255 | Aberforth Smaller Companies Trust PLC | 3,756 | |||||
516,982 | Abrdn UK Smaller Companies Growth Trust PLC^ | 2,318 | |||||
162,643 | ASA Gold and Precious Metals, Ltd. | 2,037 | |||||
1,614,892 | AVI Japan Opportunity Trust PLC | 1,954 | |||||
1,500,713 | Baillie Gifford European Growth Trust PLC | 1,309 | |||||
375,445 | Baillie Gifford Japan Trust PLC | 2,993 | |||||
Shares | Security Description | Value (000) |
|||||
Investment Companies (continued) | |||||||
813,429 | Baillie Gifford UK Growth Fund PLC | 1,302 | |||||
280,056 | BlackRock Health Sciences Trust II | 4,181 | |||||
376,360 | BlackRock Innovation & Growth Trust | 2,736 | |||||
128,403 | BlackRock Resources & Commodities Strategy Trust | 1,116 | |||||
112,205 | BlackRock Science Technology Trust II | 1,979 | |||||
1,791,785 | CC Japan Income & Growth Trust PLC | 2,671 | |||||
643,500 | Edinburgh Investment Trust PLC | 3,935 | |||||
553,229 | European Opportunities Trust PLC | 3,905 | |||||
1,226,827 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 2.84%^^(d) | 1,227 | |||||
415,147 | Fidelity Emerging Markets Ltd. | 2,658 | |||||
1,129,408 | Fidelity European Trust PLC | 3,386 | |||||
1,480,288 | Fidelity Japan Trust PLC | 2,631 | |||||
1,012,300 | Fidelity Special Values PLC | 2,680 | |||||
102,598 | First Trust Dynamic Europe Equity Income Fund | 979 | |||||
2,280,000 | Henderson European Focus Trust PLC | 3,184 | |||||
1,672,680 | Henderson EuroTrust PLC | 1,993 | |||||
723,205 | Japan Smaller Capitalization Fund, Inc. | 4,238 | |||||
1,458,877 | JPMorgan European Discovery Trust PLC | 5,752 | |||||
6,972,093 | JPMorgan European Growth & Income PLC | 5,756 | |||||
495,402 | JPMorgan Japan Small Cap Growth & Income, Ordinary Shares | 1,784 | |||||
859,623 | JPMorgan Japanese Investment Trust PLC | 4,173 | |||||
305,000 | JPMorgan U.S. Smaller Companies Investment Trust PLC | 1,210 | |||||
1,531,727 | Mercantile Investment Trust PLC | 2,785 | |||||
195,109 | Morgan Stanley China A Share Fund, Inc. | 2,636 | |||||
129,752 | Murray Income Trust PLC | 1,068 | |||||
680,471 | Neuberger Berman MLP and Energy Income Fund, Inc. | 4,164 | |||||
432,551 | Neuberger Berman Next Generation Connectivity Fund, Inc. | 4,083 | |||||
850,100 | Oakley Capital Investments Ltd. | 3,582 | |||||
1,669,246 | Polar Capital Global Financials Trust PLC | 2,573 | |||||
399,557 | Polar Capital Global Healthcare Trust PLC | 1,395 | |||||
2,692,880 | Schroder Japan Growth Fund PLC | 5,912 | |||||
5,902,219 | Schroder UK Public Private Trust PLC | 1,055 | |||||
219,097 | Smithson Investment Trust PLC | 2,855 | |||||
18,552,278 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 2.89%(d) | 18,552 | |||||
1,104,841 | Strategic Equity Capital PLC | 3,207 | |||||
1,151,235 | Temple Bar Investment Trust PLC | 2,540 | |||||
2,281,003 | Templeton Emerging Markets Investment Trust PLC | 3,550 | |||||
76,903 | The Mexico Fund, Inc. | 1,002 | |||||
196,262 | The New Germany Fund, Inc. | 1,366 | |||||
2,552,344 | TR European Growth Trust PLC | 3,551 | |||||
2,434,088 | VGI Partners Asian Investments Ltd. | 2,875 | |||||
1,000,296 | WAM Global Ltd. | 1,148 | |||||
65,001 | Worldwide Healthcare Trust PLC Fund | 2,378 | |||||
Total Investment Companies | 152,126 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Security Description | Value (000) |
||||||
Purchased Options on Futures — 1.03% | |||||||
Total Purchased Options on Futures | 5,698 | ||||||
Total Investments (cost $570,344) — 98.26% | 544,892 | ||||||
Other assets in excess of liabilities — 1.74% | 9,671 | ||||||
Net Assets - 100.00% | $ | 554,563 | |||||
Amounts designated as "—" are $0 or have been rounded to $0. |
^ | All or part of this security was on loan as of September 30, 2022. |
^^ | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2022. |
(a) | Represents non-income producing security. |
(b) | Represents a security purchased under Rule 144A or Section 4(2) and is exempt from registration under the Securities Act of 1933, as amended, or is otherwise restricted to resale. Certain of these securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. These securities have been deemed liquid by the Specialist Manager. |
(c) | Security was valued using significant unobservable inputs as of September 30, 2022. |
(d) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt | |
ETF—Exchange-Traded Fund | |
REIT—Real Estate Investment Trust |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2022.
The Institutional International Equity Portfolio | City of London Investment Management Company, Limited | Mellon Investments Corporation | Parametric Portfolio Associates, LLC | HC Capital Solutions | Total | |||||
Common Stocks | - | 69.24% | - | - | 69.24% | |||||
Preferred Stocks | - | 0.29% | - | - | 0.29% | |||||
Right | 0.00% | - | - | - | 0.00% | |||||
Exchange-Traded Funds | - | 0.27% | - | - | 0.27% | |||||
Investment Companies | 24.16% | 0.30% | 2.95% | 0.02% | 27.43% | |||||
Purchased Options on Futures | - | - | 1.03% | - | 1.03% | |||||
Other Assets (Liabilities) | -0.01% | 0.56% | 0.36% | 0.83% | 1.74% | |||||
Total Net Assets | 24.15% | 70.66% | 4.34% | 0.85% | 100.00% |
Amounts designated as "—" indicate the
Specialist Manager did not manage any holdings in that category.
The following tables reflect the open derivative positions held by the Portfolio as of September 30, 2022.
Futures Contracts Purchased*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
|||||||
MSCI EAFE Index Future | 358 | 12/16/22 | $ | 29,725 | $ | (3,228) | |||||
$ | 29,725 | $ | (3,228) |
Futures Contracts Sold*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
|||||||
E-Mini S&P 500 Future | 172 | 12/16/22 | $ | 30,973 | $ | 2,697 | |||||
$ | 30,973 | $ | 2,697 | ||||||||
Total Unrealized Appreciation | $ | 2,697 | |||||||||
Total Unrealized Depreciation | (3,228) | ||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (531) |
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
Options on Futures Contracts
Exchange-traded options on futures contacts written as of September 30, 2022 were as follows:
Description | Put/Call | Number of Contracts | Notional Amount (000) | Exercise Price | Expiration Date | Value (000) |
|||||||||||||||||
E-Mini S&P 500 Future Option | Call | 36 | $ | 6,930 | $ | 3,850.00 | 10/21/22 | $ | (28) | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 16 | 3,048 | 3,810.00 | 10/21/22 | (185) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,930 | 3,850.00 | 10/21/22 | (475) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 32 | 6,304 | 3,940.00 | 10/21/22 | (550) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,438 | 3,820.00 | 10/21/22 | (215) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 7,236 | 4,020.00 | 10/21/22 | (757) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,876 | 3,820.00 | 10/31/22 | (447) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 7,218 | 4,010.00 | 10/31/22 | (743) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 7,110 | 3,950.00 | 10/31/22 | (644) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,375 | 3,750.00 | 10/31/22 | (179) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,276 | 3,640.00 | 11/18/22 | (149) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,786 | 3,770.00 | 11/18/22 | (427) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,642 | 3,690.00 | 11/18/22 | (343) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,222 | 3,580.00 | 11/18/22 | (126) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,150 | 3,500.00 | 11/18/22 | (99) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,159 | 3,510.00 | 11/18/22 | (102) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,141 | 3,490.00 | 11/18/22 | (96) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,087 | 3,430.00 | 11/18/22 | (79) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,156 | 3,420.00 | 11/18/22 | (153) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 20 | 3,400 | 3,400.00 | 11/18/22 | (80) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,177 | 3,530.00 | 11/18/22 | (108) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,195 | 3,550.00 | 11/30/22 | (125) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,120 | 3,400.00 | 11/30/22 | (163) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,150 | 3,500.00 | 11/30/22 | (109) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,051 | 3,390.00 | 11/30/22 | (79) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,087 | 3,430.00 | 11/30/22 | (89) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,078 | 3,420.00 | 11/30/22 | (87) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,069 | 3,410.00 | 11/30/22 | (84) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,570 | 3,650.00 | 11/30/22 | (327) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,105 | 3,450.00 | 11/30/22 | (95) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,498 | 3,610.00 | 11/30/22 | (294) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 2,790 | 3,100.00 | 12/16/22 | (45) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,069 | 3,410.00 | 12/16/22 | (100) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,060 | 3,400.00 | 12/16/22 | (98) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,051 | 3,390.00 | 12/16/22 | (95) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,084 | 3,380.00 | 12/16/22 | (185) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,033 | 3,370.00 | 12/16/22 | (90) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,015 | 3,350.00 | 12/16/22 | (86) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,012 | 3,340.00 | 12/16/22 | (167) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,105 | 3,450.00 | 12/16/22 | (111) | |||||||||||||||||
$ | (8,414) |
Exchanged-traded options on futures contacts purchased as of September 30, 2022 were as follows:
Description | Put/Call | Number of Contracts | Notional Amount (000) | Exercise Price | Expiration Date | Value (000) |
|||||||||||||||||
E-Mini S&P 500 Future Option | Put | 72 | $ | 12,600 | $ | 3,500.00 | 10/21/22 | $ | 230 | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,825 | 4,250.00 | 10/21/22 | 582 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 16 | 3,336 | 4,170.00 | 10/21/22 | 455 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,750 | 3,750.00 | 10/21/22 | 336 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 7,200 | 3,600.00 | 10/21/22 | 203 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,177 | 3,530.00 | 10/21/22 | 67 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,345 | 3,525.00 | 10/21/22 | 130 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,390 | 3,550.00 | 10/21/22 | 146 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,825 | 4,250.00 | 10/31/22 | 582 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,780 | 4,200.00 | 10/31/22 | 538 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,645 | 4,050.00 | 10/31/22 | 406 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 60 | 10,650 | 3,550.00 | 10/31/22 | 289 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 20 | 3,450 | 3,450.00 | 10/31/22 | 64 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 54 | 9,369 | 3,470.00 | 10/31/22 | 188 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 6,300 | 3,500.00 | 10/31/22 | 142 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 38 | 6,669 | 3,510.00 | 10/31/22 | 156 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,600 | 4,000.00 | 11/18/22 | 372 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,555 | 3,950.00 | 11/18/22 | 333 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,510 | 3,900.00 | 11/18/22 | 297 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,285 | 3,650.00 | 12/16/22 | 182 | |||||||||||||||||
$ | 5,698 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 82.29% | ||||||||
Bermuda — 0.06% | ||||||||
348,000 | Alibaba Health Information Technology Ltd. (Health Care Technology)(a)(b) | $ | 159 | |||||
1,039,733 | Beijing Enterprises Water Group Ltd. (Water Utilities)(b) | 238 | ||||||
397 | ||||||||
Brazil — 4.14% | ||||||||
575,300 | Ambev SA (Beverages) | 1,658 | ||||||
47,055 | Americanas SA (Internet & Direct Marketing Retail) | 148 | ||||||
407,700 | B3 SA - Brasil Bolsa Balcao (Capital Markets) | 986 | ||||||
230,432 | Banco Bradesco SA (Banks) | 697 | ||||||
120,800 | Banco do Brasil SA (Banks) | 863 | ||||||
276,650 | BB Seguridade Participacoes SA (Insurance) | 1,363 | ||||||
71,700 | BRF SA (Food Products)(a) | 171 | ||||||
69,300 | Centrais Electricas Brasileiras SA (Electric Utilities) | 552 | ||||||
98,100 | Companhia Siderurgica Nacional SA (CSN) (Metals & Mining) | 231 | ||||||
502,500 | Itau Unibanco Holding SA (Banks) | 2,614 | ||||||
133,700 | JBS SA (Food Products) | 623 | ||||||
144,200 | Klabin SA (Containers & Packaging) | 485 | ||||||
103,765 | Localiza Rent A Car SA (Road & Rail)(b) | 1,175 | ||||||
153,824 | Lojas Renner SA (Multiline Retail) | 794 | ||||||
462,500 | Magazine Luiza SA (Multiline Retail)(a) | 384 | ||||||
142,500 | Natura & Co. Holding SA (Personal Products)(b) | 389 | ||||||
772,900 | Petroleo Brasileiro SA (Oil, Gas & Consumable Fuels) | 4,740 | ||||||
215,000 | Raia Drogasil SA (Food & Staples Retailing) | 906 | ||||||
108,800 | Rumo SA (Road & Rail)(b) | 373 | ||||||
41,400 | Suzano SA (Paper & Forest Products) | 342 | ||||||
260,400 | Tim SA (Wireless Telecommunication Services) | 583 | ||||||
319,027 | Vale SA (Metals & Mining) | 4,261 | ||||||
366,300 | WEG SA (Machinery) | 2,183 | ||||||
26,521 | ||||||||
Cayman Islands — 2.81% | ||||||||
14,000 | AAC Technologies Holdings, Inc. (Electronic Equipment, Instruments & Components)^(a) | 22 | ||||||
1,468,718 | Alibaba Group Holding Ltd. (Internet & Direct Marketing Retail)(a) | 14,657 | ||||||
103,000 | ANTA Sports Products Ltd. (Textiles, Apparel & Luxury Goods)(b) | 1,081 | ||||||
126,000 | China Mengniu Dairy Co. Ltd. (Food Products)(b) | 498 | ||||||
480,000 | Geely Automobile Holdings Ltd. (Automobiles)(b) | 657 | ||||||
62,000 | Kingsoft Corp. Ltd. (Entertainment)(b) | 164 | ||||||
7,000 | Parade Technologies Ltd. (Semiconductors & Semiconductor Equipment) | 129 | ||||||
99,700 | Shenzhou International Group Holdings Ltd. (Textiles, Apparel & Luxury Goods)(b) | 770 | ||||||
17,978 | ||||||||
Chile — 0.44% | ||||||||
20,438 | Banco de Credito e Inversiones SA (Banks) | 520 | ||||||
293,158 | Empresas CMPC SA (Paper & Forest Products) | 446 | ||||||
9,904,113 | Enel Americas SA (Electric Utilities) | 1,045 | ||||||
7,027,795 | Enel Chile SA (Electric Utilities) | 203 | ||||||
47,236 | Falabella SA (Multiline Retail) | 94 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Chile (continued) | ||||||||
5,610 | Sociedad Quimica y Minera de Chile SA (Chemicals) | $ | 522 | |||||
2,830 | ||||||||
China — 21.80% | ||||||||
333,965 | 360 Security Technology, Inc., Class - A (Software) | 304 | ||||||
2,150,000 | Agricultural Bank of China Ltd., H Shares (Banks) | 644 | ||||||
75,400 | Air China Ltd. (Airlines)(a) | 111 | ||||||
700,000 | Air China Ltd. (Airlines)(a) | 532 | ||||||
314,000 | Aluminum Corp of China Ltd., H Shares (Metals & Mining) | 102 | ||||||
419,700 | Aluminum Corp. of China Ltd., Class A (Metals & Mining) | 243 | ||||||
5,814 | Autohome, Inc., ADR (Interactive Media & Services) | 167 | ||||||
233,576 | Baidu, Inc., Class - A (Interactive Media & Services)(a) | 3,439 | ||||||
6,902,100 | Bank of China Ltd., H Shares (Banks) | 2,254 | ||||||
1,399,000 | Bank of Communications Co. Ltd., H Shares (Banks) | 738 | ||||||
4,000 | BeiGene Ltd., ADR (Biotechnology)(a) | 539 | ||||||
281,350 | Beijing Dabeinong Technology Group Co. Ltd., Class - A (Food Products)(a) | 317 | ||||||
241,864 | Beijing Shiji Information Technology Co. Ltd. (Software) | 421 | ||||||
33,120 | Beijing Tiantan Biological Products Corp. Ltd. (Biotechnology) | 94 | ||||||
9,449 | Bilibili, Inc., ADR (Entertainment)(a) | 145 | ||||||
93,653 | BYD Co. Ltd. (Automobiles) | 3,322 | ||||||
32,000 | BYD Co. Ltd., H Shares (Automobiles)(b) | 788 | ||||||
115,500 | BYD Electronic International Co. Ltd. (Communications Equipment) | 276 | ||||||
4,000 | CanSino Biologics, Inc., Class - H (Pharmaceuticals) | 23 | ||||||
9,036 | CanSino Biologics, Inc., Class A (Pharmaceuticals) | 153 | ||||||
60,100 | Chengxin Lithium Group Co. Ltd., Class - A (Paper & Forest Products) | 395 | ||||||
432,000 | China Cinda Asset Management Co. Ltd., H Shares (Capital Markets)(b) | 48 | ||||||
134,900 | China Communications Services Corp. Ltd., H Shares (Construction & Engineering) | 45 | ||||||
545,000 | China Conch Venture Holdings Ltd. (Machinery) | 867 | ||||||
10,570,350 | China Construction Bank Corp., H Shares (Banks) | 6,100 | ||||||
1,641,000 | China Everbright Bank Co. Ltd., H Shares (Banks) | 451 | ||||||
38,000 | China Evergrande Group (Real Estate Management & Development)(a) | 8 | ||||||
110,000 | China Feihe Ltd. (Food Products)(a) | 77 | ||||||
227,000 | China Galaxy Securities Co. Ltd., Class A (Capital Markets) | 287 | ||||||
174,000 | China Galaxy Securities Co. Ltd., H Shares (Capital Markets) | 80 | ||||||
50,800 | China International Capital Corp. Ltd. (Capital Markets) | 73 | ||||||
53,600 | China International Capital Corp. Ltd., Class A (Capital Markets) | 259 | ||||||
20,800 | China International Travel Service Corp. Ltd. (Hotels, Restaurants & Leisure) | 575 | ||||||
1,115,000 | China Life Insurance Co. Ltd., H Shares (Insurance) | 1,427 | ||||||
108,200 | China Literature Ltd. (Media)(a)(b) | 304 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
217,000 | China Longyuan Power Group Corp. Ltd., H Shares (Independent Power and Renewable Electricity Producers) | $ | 271 | |||||
77,800 | China Merchants Bank Co. Ltd. (Banks) | 368 | ||||||
521,000 | China Merchants Bank Co. Ltd., H Shares (Banks) | 2,411 | ||||||
285,000 | China Molybdenum Co. Ltd. (Metals & Mining) | 111 | ||||||
102,000 | China National Building Material Co. Ltd., H Shares (Construction Materials)(b) | 78 | ||||||
80,850 | China Northern Rare Earth Group High-Tech Co. Ltd. (Metals & Mining) | 301 | ||||||
584,800 | China Petroleum & Chemical Corp., Class A (Oil, Gas & Consumable Fuels) | 354 | ||||||
1,643,400 | China Petroleum & Chemical Corp., H Shares (Oil, Gas & Consumable Fuels) | 702 | ||||||
748,000 | China Resources Cement Holdings Ltd. (Construction Materials)(b) | 346 | ||||||
941,761 | China Resources Land Ltd. (Real Estate Management & Development) | 3,689 | ||||||
730,143 | China Resources Power Holdings Co. Ltd. (Independent Power and Renewable Electricity Producers) | 1,128 | ||||||
697,500 | China Shenhua Energy Co. Ltd., H Shares (Oil, Gas & Consumable Fuels) | 2,076 | ||||||
846,000 | China Southern Airlines Co. Ltd., H Shares (Airlines)(a) | 445 | ||||||
5,316,000 | China Tower Corp. Ltd. (Diversified Telecommunication Services) | 568 | ||||||
304,900 | China Vanke Co. Ltd., H Shares (Real Estate Management & Development)(b) | 552 | ||||||
12,400 | Chongqing Brewery Co. Ltd. (Beverages) | 195 | ||||||
37,100 | Chongqing Zhifei Biological Products Co. Ltd. (Biotechnology) | 451 | ||||||
199,680 | CIFI Holdings Group Co. Ltd. (Real Estate Management & Development) | 20 | ||||||
33,465 | CITIC Securities Co. Ltd. (Capital Markets) | 82 | ||||||
48,500 | CITIC Securities Co. Ltd., H Shares (Capital Markets) | 82 | ||||||
12,800 | Contemporary Amperex Technology Co. Ltd., Class - A (Electrical Equipment) | 721 | ||||||
482,430 | COSCO SHIPPING Holdings Co. Ltd. (Marine) | 744 | ||||||
124,800 | COSCO SHIPPING Holdings Co. Ltd., H Shares (Marine) | 145 | ||||||
786,000 | Country Garden Holdings Co. (Real Estate Management & Development) | 182 | ||||||
130,678 | Country Garden Services Holdings Co. Ltd., Series S (Real Estate Management & Development) | 191 | ||||||
118,100 | CSC Financial Co. Ltd. (Capital Markets) | 384 | ||||||
121,600 | DA An Gene Co., Ltd. of Sun Yat-Sen University, Class - A (Biotechnology) | 284 | ||||||
4,307 | Daqo New Energy Corp., ADR (Semiconductors & Semiconductor Equipment)(a) | 229 | ||||||
73,400 | Dongfang Electric Corp. Ltd. (Electrical Equipment) | 210 | ||||||
168,825 | East Money Information Co. Ltd. (Capital Markets) | 418 | ||||||
117,200 | ENN Energy Holdings Ltd. (Gas Utilities) | 1,563 | ||||||
55,623 | Eve Energy Co. Ltd. (Electrical Equipment) | 660 | ||||||
85,400 | Fangda Carbon New Material Co. Ltd. (Electrical Equipment)(a) | 75 | ||||||
450,300 | Focus Media Information Technology Co. Ltd. (Media) | 350 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
95,300 | Foshan Haitian Flavouring & Food Co. Ltd. (Food Products) | $ | 1,110 | |||||
6,300 | Fu Jian Anjoy Foods Co., Ltd., Class - A (Food Products) | 137 | ||||||
25,400 | Fujian Sunner Development Co. Ltd. (Food Products) | 69 | ||||||
83,704 | GDS Holdings, Ltd., Class - A (IT Services)(a) | 184 | ||||||
110,000 | Genscript Biotech Corp. (Life Sciences Tools & Services)(a)(b) | 238 | ||||||
85,000 | GF Securities Co. Ltd., Class - H (Capital Markets) | 92 | ||||||
112,200 | GF Securities Co. Ltd., Class A (Capital Markets) | 225 | ||||||
2,400 | Ginlong Technologies Co. Ltd., Class - A (Electrical Equipment)(a) | 75 | ||||||
276,500 | Great Wall Motor Co. Ltd., H Shares (Automobiles) | 315 | ||||||
157,000 | Guanghui Energy Co. Ltd., Class - A (Oil, Gas & Consumable Fuels) | 272 | ||||||
598,000 | Guangzhou Automobile Group Co. Ltd., H Shares (Automobiles) | 425 | ||||||
7,072 | H World Group Ltd., ADR (Hotels, Restaurants & Leisure) | 237 | ||||||
46,000 | Haidilao International Holding Ltd. (Hotels, Restaurants & Leisure)(a) | 89 | ||||||
211,800 | Haier Smart Home Co. Ltd., Class - H (Household Durables) | 645 | ||||||
86,800 | Haier Smart Home Co. Ltd., Class A (Household Durables) | 302 | ||||||
45,900 | Haitong Securities Co. Ltd. (Capital Markets) | 56 | ||||||
88,400 | Haitong Securities Co. Ltd., H Shares (Capital Markets) | 47 | ||||||
45,000 | Hengli Petrochemical Co. Ltd. (Chemicals) | 107 | ||||||
276,000 | HengTen Networks Group, Ltd. (Internet & Direct Marketing Retail)(a) | 59 | ||||||
25,900 | Hithink RoyalFlush Information Network Co. Ltd. (Capital Markets) | 282 | ||||||
137,000 | Hua Hong Semiconductor Ltd. (Semiconductors & Semiconductor Equipment)(a)(b) | 310 | ||||||
25,200 | Huadong Medicine Co. Ltd. (Health Care Providers & Services) | 142 | ||||||
59,000 | Huatai Securities Co. Ltd., Class - H (Capital Markets) | 65 | ||||||
143,300 | Huatai Securities Co. Ltd., Class A (Capital Markets) | 244 | ||||||
153,200 | Iflytek Co. Ltd. (Software) | 707 | ||||||
7,221,440 | Industrial & Commercial Bank of China Ltd., H Shares (Banks) | 3,388 | ||||||
222,200 | Inner Mongolia BaoTou Steel Union Co. Ltd. (Metals & Mining) | 57 | ||||||
79,000 | Innovent Biologics, Inc. (Biotechnology)(a)(b) | 243 | ||||||
23,184 | Inspur Electronic Information Industry Co. Ltd. (Technology Hardware, Storage & Peripherals) | 64 | ||||||
13,860 | Intco Medical Technology Co., Ltd., Class - A (Health Care Equipment & Supplies) | 39 | ||||||
14,242 | iQiyi, Inc., ADR (Entertainment)(a) | 39 | ||||||
74,850 | JD Health International, Inc. (Internet & Direct Marketing Retail)(a) | 426 | ||||||
182,657 | JD.com, Inc., Class - A (Internet & Direct Marketing Retail) | 4,607 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
1,180,000 | Jiangsu Expressway Co. Ltd., H Shares (Transportation Infrastructure) | $ | 886 | |||||
131,931 | Jiangsu Hengrui Medicine Co. Ltd. (Pharmaceuticals) | 650 | ||||||
176,600 | Jiangxi Zhengbang Technology Co. Ltd. (Food Products)(a) | 111 | ||||||
98,300 | Jinke Properties Group Co. Ltd. (Real Estate Management & Development)(a) | 29 | ||||||
3,640 | Joinn Laboratories China Co. Ltd., Class - A (Life Sciences Tools & Services) | 29 | ||||||
1,500 | JOYY, Inc., ADR (Interactive Media & Services) | 39 | ||||||
14,100 | Juewei Food Co. Ltd. (Food Products) | 99 | ||||||
45,310 | KE Holdings, Inc., ADR (Real Estate Management & Development)(a) | 794 | ||||||
122,500 | Kingboard Holdings Ltd. (Electronic Equipment, Instruments & Components) | 345 | ||||||
421,000 | Kingdee International Software Group Co. Ltd. (Software)(a) | 549 | ||||||
149,600 | Kuaishou Technology (Media)(a) | 960 | ||||||
5,900 | Kweichow Moutai Co. Ltd. (Beverages) | 1,553 | ||||||
46,500 | Lens Technology Co. Ltd. (Electronic Equipment, Instruments & Components) | 60 | ||||||
47,657 | LI Auto, Inc., ADR (Automobiles)(a) | 1,097 | ||||||
278,500 | Li Ning Co. Ltd. (Textiles, Apparel & Luxury Goods) | 2,113 | ||||||
131,819 | Luxshare Precision Industry Co. Ltd. (Electronic Equipment, Instruments & Components) | 544 | ||||||
218,160 | Meinian Onehealth Healthcare Holdings Co. Ltd. (Health Care Providers & Services)(a) | 131 | ||||||
395,500 | Meituan Dianping (Internet & Direct Marketing Retail)(a) | 8,311 | ||||||
59,000 | Microport Scientific Corp. (Health Care Equipment & Supplies)(a) | 101 | ||||||
7,280 | Muyuan Foodstuff Co. Ltd. (Food Products) | 56 | ||||||
136,600 | National Silicon Industry Group Co. Ltd., Class - A (Semiconductors & Semiconductor Equipment)(a) | 342 | ||||||
214,500 | NetEase, Inc. (Entertainment) | 3,237 | ||||||
171,200 | New China Life Insurance Co. Ltd., H Shares (Insurance) | 326 | ||||||
65,100 | New China Life Insurance Co., Ltd., Class A (Insurance) | 246 | ||||||
121,605 | NIO, Inc., ADR (Automobiles)(a) | 1,918 | ||||||
77,290 | O-FILM Tech Co. Ltd. (Electronic Equipment, Instruments & Components)(a) | 57 | ||||||
23,520 | Ovctek China, Inc. (Health Care Equipment & Supplies) | 137 | ||||||
111,600 | Perfect World Co. Ltd., Class - A (Entertainment) | 195 | ||||||
456,300 | PetroChina Co. Ltd., Class A (Oil, Gas & Consumable Fuels) | 331 | ||||||
904,000 | PetroChina Co. Ltd., H Shares (Oil, Gas & Consumable Fuels) | 370 | ||||||
27,000 | Pharmaron Beijing Co. Ltd., Class - H (Life Sciences Tools & Services) | 131 | ||||||
43,608 | Pinduoduo, Inc., ADR (Internet & Direct Marketing Retail)(a) | 2,729 | ||||||
1,210,017 | Ping An Insurance Group Company of China Ltd. (Insurance) | 6,036 | ||||||
345,600 | Rongsheng Petro Chemical Co. Ltd., Class - A (Chemicals) | 672 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
142,000 | Seazen Group Ltd. (Real Estate Management & Development)(a) | $ | 33 | |||||
120,299 | Shandong Buchang Pharmaceuticals Co. Ltd., Class - A (Pharmaceuticals) | 296 | ||||||
136,100 | Shanghai Electric Group Co. Ltd. (Electrical Equipment)(a) | 74 | ||||||
9,000 | Shanghai Junshi Biosciences Co. Ltd., Class - A (Biotechnology)(a) | 64 | ||||||
921,300 | Shanghai Pharmaceuticals Holding Co. Ltd., H Shares (Health Care Providers & Services) | 1,271 | ||||||
4,200 | Shanghai Putailai New Energy Technology Co. Ltd., Class - A (Chemicals) | 33 | ||||||
43,600 | Shanghai Zhangjiang High-Tech Park Development Co. (Real Estate Management & Development) | 64 | ||||||
82,200 | Shanxi Meijin Energy Co. Ltd. (Metals & Mining) | 111 | ||||||
10,300 | Shanxi Xinghuacun Fen Wine Factory Co. Ltd., Class - A (Beverages) | 438 | ||||||
57,920 | Shenzhen Kangtai Biological Products Co. Ltd. (Biotechnology) | 247 | ||||||
26,100 | Sichuan Kelun Pharmaceutical Co. Ltd. (Pharmaceuticals) | 81 | ||||||
18,700 | Sichuan New Energy Power Co. Ltd. (Trading Companies & Distributors)(a) | 49 | ||||||
50,000 | Silergy Corp. (Semiconductors & Semiconductor Equipment) | 652 | ||||||
54,000 | Sinotruk Hong Kong Ltd. (Machinery) | 45 | ||||||
169,000 | Smoore International Holdings Ltd. (Tobacco) | 200 | ||||||
233,617 | Songcheng Performance Development Co. Ltd., Class - A (Hotels, Restaurants & Leisure) | 394 | ||||||
5,000 | StarPower Semiconductor Ltd., Class - A (Semiconductors & Semiconductor Equipment) | 227 | ||||||
170,427 | Sunny Optical Technology Group Co. Ltd. (Electronic Equipment, Instruments & Components) | 1,620 | ||||||
30,900 | Suzhou Dongshan Precision Manufacturing Co. Ltd., Class - A (Electronic Equipment, Instruments & Components) | 100 | ||||||
8,480 | Suzhou Maxwell Technologies Co. Ltd., Class - A (Electrical Equipment) | 578 | ||||||
45,497 | TAL Education Group, ADR (Diversified Consumer Services)(a) | 225 | ||||||
611,286 | Tencent Holdings Ltd. (Interactive Media & Services)(b) | 20,647 | ||||||
31,445 | Tencent Music Entertainment Group, ADR (Entertainment)(a) | 128 | ||||||
184,632 | Toly Bread Co. Ltd. (Food Products) | 347 | ||||||
89,000 | Transfar Zhilian Co. Ltd. (Chemicals) | 66 | ||||||
39,463 | Trip.com Group Ltd., ADR (Internet & Direct Marketing Retail)(a) | 1,078 | ||||||
30,940 | Unisplendour Corp. Ltd., Class - A (Electronic Equipment, Instruments & Components) | 69 | ||||||
34,096 | Vipshop Holdings Ltd., ADR (Internet & Direct Marketing Retail)(a) | 287 | ||||||
81,675 | Walvax Biotechnology Co Ltd., Class - A (Biotechnology) | 425 | ||||||
8,500 | Weibo Corp., ADR (Interactive Media & Services)(a) | 145 | ||||||
50,500 | Weichai Power Co. Ltd. (Machinery) | 68 | ||||||
54,000 | Weichai Power Co. Ltd. (Machinery) | 51 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
44,260 | Wens Foodstuffs Group Co. Ltd. (Food Products)(a) | $ | 128 | |||||
103,292 | Wuhan Guide Infrared Co. Ltd. (Electronic Equipment, Instruments & Components) | 169 | ||||||
16,700 | Wuliangye Yibin Co. Ltd., Class - A (Beverages) | 397 | ||||||
30,360 | WUS Printed Circuit Kunshan Co. Ltd. (Electronic Equipment, Instruments & Components) | 42 | ||||||
30,340 | WuXi AppTec Co. Ltd., Class - H (Life Sciences Tools & Services) | 242 | ||||||
313,000 | Wuxi Biologics Cayman, Inc. (Life Sciences Tools & Services)(a)(b) | 1,863 | ||||||
1,159,000 | Xiaomi Corp. (Technology Hardware, Storage & Peripherals)(a)(b) | 1,312 | ||||||
51,700 | Xinjiang Goldwind Science & Technology Co. Ltd. (Electrical Equipment) | 82 | ||||||
468,481 | Xinyi Solar Holdings Ltd. (Semiconductors & Semiconductor Equipment) | 492 | ||||||
53,882 | Xpeng, Inc., ADR (Automobiles)(a) | 644 | ||||||
366,000 | Yadea Group Holdings Ltd. (Automobiles)(b) | 585 | ||||||
88,000 | Yankuang Energy Group Co. Ltd., H Shares (Oil, Gas & Consumable Fuels) | 318 | ||||||
43,550 | Yealink Network Technology Corp. Ltd. (Communications Equipment) | 386 | ||||||
61,000 | Yihai International Holdings (Food Products) | 128 | ||||||
76,440 | Yintai Gold Co. Ltd. (Metals & Mining) | 139 | ||||||
124,076 | Yonyou Network Technology Co. Ltd. (Software) | 306 | ||||||
2,900 | Youngy Co. Ltd., Class - A (Metals & Mining)(a) | 46 | ||||||
27,030 | Yunda Holding Co. Ltd. (Air Freight & Logistics) | 60 | ||||||
10,800 | Yunnan Energy New Material Co. Ltd., Class - A (Containers & Packaging) | 264 | ||||||
4,926 | Zai Lab Ltd., ADR (Biotechnology)(a) | 168 | ||||||
23,900 | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (Pharmaceuticals) | 895 | ||||||
51,400 | Zhejiang Century Huatong Group Co. Ltd., Class - A (Entertainment)(a) | 27 | ||||||
13,440 | Zhejiang Dingli Machinery Co. Ltd. (Machinery) | 68 | ||||||
1,094,000 | Zhejiang Expressway Co. Ltd., H Shares (Transportation Infrastructure) | 743 | ||||||
2,982 | Zhejiang HangKe Technology, Inc. Co., Class - A (Electrical Equipment) | 21 | ||||||
61,300 | Zhejiang Semir Garment Co. Ltd. (Textiles, Apparel & Luxury Goods) | 41 | ||||||
8,200 | Zhejiang Supor Co. Ltd. (Household Durables) | 53 | ||||||
75,900 | Zheshang Securities Co. Ltd. (Capital Markets) | 101 | ||||||
29,200 | ZhongAn Online P&C Insurance Co. Ltd. (Insurance)(a) | 65 | ||||||
15,300 | Zhongji Innolight Co. Ltd. (Communications Equipment) | 56 | ||||||
63,500 | Zhongsheng Group Holdings Ltd. (Specialty Retail) | 252 | ||||||
770,300 | Zijin Mining Group Co. Ltd., Class - A (Metals & Mining) | 847 | ||||||
218,000 | Zijin Mining Group Co. Ltd., H Shares (Metals & Mining) | 211 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
120,400 | Zoomlion Heavy Industry Science & Technology Co. Ltd., H Shares (Machinery) | $ | 42 | |||||
325,100 | Zoomlion Heavy Industry Science And Technology Co. Ltd, Class A (Machinery) | 253 | ||||||
169,800 | ZTE Corp. (Communications Equipment) | 512 | ||||||
183,800 | ZTE Corp., H Shares (Communications Equipment) | 328 | ||||||
27,491 | ZTO Express Cayman, Inc., ADR (Air Freight & Logistics) | 661 | ||||||
139,535 | ||||||||
Colombia — 0.13% | ||||||||
1,914,419 | Ecopetrol SA (Oil, Gas & Consumable Fuels) | 862 | ||||||
Cyprus — 0.00% | ||||||||
7,712 | TCS Group Holding PLC, GDR (Banks)(a)(c) | — | ||||||
Czech Republic — 0.08% | ||||||||
190,434 | Moneta Money Bank AS (Banks)(b) | 536 | ||||||
Egypt — 0.06% | ||||||||
294,052 | Commercial International Bank Egypt SAE (Banks) | 378 | ||||||
Greece — 0.27% | ||||||||
51,559 | Alpha Services and Holdings SA (Banks)(a)(b) | 40 | ||||||
116,923 | Hellenic Telecommunication Organization SA (Diversified Telecommunication Services) | 1,698 | ||||||
1,738 | ||||||||
Hong Kong — 0.90% | ||||||||
3,310,000 | Alibaba Pictures Group Ltd. (Entertainment)(a) | 170 | ||||||
712,182 | China Everbright Environment Group Ltd. (Commercial Services & Supplies) | 295 | ||||||
1,546,000 | China Jinmao Holdings Group Ltd. (Real Estate Management & Development) | 314 | ||||||
432,500 | China Overseas Land & Investment Ltd. (Real Estate Management & Development) | 1,126 | ||||||
80,000 | China Resources Beer Holdings Co. Ltd. (Beverages) | 555 | ||||||
112,000 | China State Construction International Holdings Ltd. (Construction & Engineering) | 113 | ||||||
79,400 | China Taiping Insurance Holdings Co. Ltd. (Insurance)(b) | 67 | ||||||
288,000 | CSPC Pharmaceutical Group Ltd. (Pharmaceuticals)(b) | 285 | ||||||
1,172,000 | Far East Horizon Ltd. (Diversified Financial Services) | 790 | ||||||
67,000 | Fosun International Ltd. (Industrial Conglomerates) | 41 | ||||||
179,000 | Hengan International Group Co. Ltd. (Personal Products) | 800 | ||||||
25,200 | Hutchison China Meditech Ltd., ADR (Pharmaceuticals)^(a) | 223 | ||||||
332,000 | Kingboard Laminates Holdings Ltd. (Electronic Equipment, Instruments & Components)(b) | 297 | ||||||
124,000 | Lenovo Group Ltd. (Technology Hardware, Storage & Peripherals) | 86 | ||||||
735,000 | Sino Biopharmaceutiical Ltd. (Pharmaceuticals)(b) | 344 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hong Kong (continued) | ||||||||
209,600 | Yuexiu Property Co. Ltd. (Real Estate Management & Development) | $ | 253 | |||||
5,759 | ||||||||
Hungary — 0.30% | ||||||||
62,779 | MOL Hungarian Oil & Gas PLC (Oil, Gas & Consumable Fuels) | 349 | ||||||
36,300 | OTP Bank Nyrt PLC (Banks) | 663 | ||||||
54,565 | Richter Gedeon Nyrt (Pharmaceuticals) | 935 | ||||||
1,947 | ||||||||
India — 12.72% | ||||||||
54,236 | Adani Green Energy, Ltd. (Independent Power and Renewable Electricity Producers)(a) | 1,493 | ||||||
203,324 | Adani Ports & Special Economic Zone Ltd. (Transportation Infrastructure) | 2,037 | ||||||
37,899 | Adani Total Gas Ltd. (Gas Utilities) | 1,546 | ||||||
33,041 | Adani Transmission Ltd. (Electric Utilities)(a) | 1,324 | ||||||
319,100 | Ambuja Cements Ltd. (Construction Materials) | 2,012 | ||||||
8,752 | Apollo Hospitals Enterprise (Health Care Providers & Services)(b) | 468 | ||||||
18,651 | Asian Paints Ltd. (Chemicals) | 763 | ||||||
34,614 | Aurobindo Pharma Ltd. (Pharmaceuticals)(b) | 216 | ||||||
56,857 | Avenue Supermarts Ltd. (Food & Staples Retailing)(a)(b) | 3,042 | ||||||
348,104 | Axis Bank Ltd. (Banks)(b) | 3,113 | ||||||
17,379 | Bajaj Auto Ltd. (Automobiles) | 750 | ||||||
37,286 | Bajaj Finance Ltd. (Consumer Finance)(b) | 3,332 | ||||||
77,010 | Bajaj Finserv, Ltd. (Diversified Financial Services) | 1,575 | ||||||
216,368 | Bharat Petroleum Corp. Ltd. (Oil, Gas & Consumable Fuels)(b) | 806 | ||||||
12,160 | Biocon Ltd. (Biotechnology) | 43 | ||||||
8,842,285 | Chennai Super Kings Cricket Ltd. (Entertainment)(a)(c) | — | ||||||
722,710 | Coal India Ltd. (Oil, Gas & Consumable Fuels) | 1,873 | ||||||
73,059 | Dr. Reddy's Laboratories Ltd., ADR (Pharmaceuticals) | 3,824 | ||||||
12,020 | Eicher Motors Ltd. (Automobiles)(b) | 539 | ||||||
478,101 | GAIL India Ltd. (Gas Utilities) | 508 | ||||||
161,026 | HCL Technologies Ltd. (IT Services) | 1,829 | ||||||
46,133 | Hindustan Unilever Ltd. (Household Products)(b) | 1,522 | ||||||
209,234 | Housing Development Finance Corp. Ltd. (Thrifts & Mortgage Finance)(b) | 5,837 | ||||||
665,177 | ICICI Bank Ltd. (Banks)(b) | 6,983 | ||||||
277,936 | Infosys Ltd. (IT Services) | 4,764 | ||||||
17,988 | InterGlobe Aviation Ltd. (Airlines)(a)(b) | 408 | ||||||
611,134 | ITC Ltd. (Tobacco)(b) | 2,484 | ||||||
19,610 | Kotak Mahindra Bank Ltd. (Banks)(b) | 435 | ||||||
543,033 | NTPC Ltd. (Independent Power and Renewable Electricity Producers)(b) | 1,061 | ||||||
231,740 | Oil & Natural Gas Corp. Ltd. (Oil, Gas & Consumable Fuels)(b) | 359 | ||||||
31,703 | Pidilite Industries Ltd. (Chemicals) | 1,042 | ||||||
271,566 | Reliance Industries Ltd. (Oil, Gas & Consumable Fuels) | 7,881 | ||||||
30,301 | SBI Life Insurance Co. Ltd. (Insurance) | 463 | ||||||
5,875 | Shree Cement Ltd. (Construction Materials)(b) | 1,511 | ||||||
305,548 | State Bank of India (Banks)(b) | 1,979 | ||||||
81,597 | Tata Consultancy Services Ltd. (IT Services)(b) | 2,991 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
India (continued) | ||||||||
111,086 | Tata Motors Ltd. (Automobiles)(a) | $ | 547 | |||||
1,867,110 | Tata Steel, Ltd. (Metals & Mining) | 2,254 | ||||||
32,627 | Titan Co. Ltd. (Textiles, Apparel & Luxury Goods) | 1,038 | ||||||
4,235 | Trent Ltd. (Multiline Retail) | 73 | ||||||
22,694 | Ultra Tech Cement Ltd. (Construction Materials) | 1,736 | ||||||
222,144 | United Spirits Ltd. (Beverages)(a) | 2,288 | ||||||
225,053 | Vedanta Ltd. (Metals & Mining) | 739 | ||||||
363,041 | Wipro Ltd. (IT Services)(b) | 1,742 | ||||||
1,074,947 | Yes Bank, Ltd. (Banks)(a)(b) | 206 | ||||||
81,436 | ||||||||
Indonesia — 2.20% | ||||||||
360,200 | Aneka Tambang Tbk (Metals & Mining) | 46 | ||||||
2,110,400 | PT Astra International Tbk (Automobiles) | 913 | ||||||
7,534,785 | PT Bank Central Asia Tbk (Banks) | 4,207 | ||||||
5,393,700 | PT Bank Rakyat Indonesia Persero Tbk (Banks) | 1,579 | ||||||
830,300 | PT Barito Pacific Tbk (Chemicals) | 43 | ||||||
1,875,600 | PT Charoen Pokphand Indonesia Tbk (Food Products) | 696 | ||||||
345,000 | PT Indah Kiat Pulp & Paper Tbk (Paper & Forest Products) | 204 | ||||||
2,093,700 | PT Indofood Sukses Makmur Tbk (Food Products) | 827 | ||||||
20,553,735 | PT Kalbe Farma Tbk (Pharmaceuticals) | 2,466 | ||||||
237,400 | PT Merdeka Copper Gold Tbk (Metals & Mining)(a)(b) | 61 | ||||||
621,400 | PT Semen Indonesia Persero Tbk (Construction Materials) | 304 | ||||||
7,476,650 | PT Telkom Indonesia Persero Tbk (Diversified Telecommunication Services)(b) | 2,179 | ||||||
251,300 | PT United Tractors Tbk (Oil, Gas & Consumable Fuels) | 540 | ||||||
14,065 | ||||||||
Kuwait — 0.31% | ||||||||
363,537 | Boubyan Bank KSCP (Banks) | 897 | ||||||
392,282 | Kuwait Finance House KSCP (Banks) | 1,065 | ||||||
1,962 | ||||||||
Malaysia — 1.78% | ||||||||
241,900 | AMMB Holdings Berhad (Banks) | 203 | ||||||
1,488,900 | Dialog Group Berhad (Energy Equipment & Services) | 637 | ||||||
60,200 | DiGi.Com Berhad (Wireless Telecommunication Services) | 44 | ||||||
281,400 | Hartalega Holdings Berhad (Health Care Equipment & Supplies) | 100 | ||||||
1,093,800 | IHH Healthcare Berhad (Health Care Providers & Services) | 1,387 | ||||||
1,283,100 | IOI Corp. Berhad (Food Products) | 1,040 | ||||||
378,796 | Malayan Banking Berhad (Banks) | 700 | ||||||
1,764,700 | Malaysia Airports Holdings Berhad (Transportation Infrastructure)(a) | 2,125 | ||||||
581,500 | Maxis Berhad (Wireless Telecommunication Services)(b) | 439 | ||||||
15,300 | Petronas Gas Berhad (Gas Utilities) | 54 | ||||||
1,200,200 | Press Metal Aluminum Holdings (Metals & Mining)(b) | 1,040 | ||||||
1,142,400 | Public Bank Berhad (Banks) | 1,040 | ||||||
1,262,600 | QL Resources Berhad (Food Products) | 1,357 | ||||||
558,900 | Sime Darby Berhad (Industrial Conglomerates) | 257 | ||||||
1,028,100 | Sime Darby Plantation Berhad (Food Products) | 904 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Malaysia (continued) | ||||||||
685,700 | Top Glove Corp. Berhad (Health Care Equipment & Supplies) | $ | 92 | |||||
11,419 | ||||||||
Mexico — 2.23% | ||||||||
3,159,500 | America Movil SAB de CV (Wireless Telecommunication Services) | 2,609 | ||||||
1,050,300 | Cemex SAB de CV (Construction Materials)(a) | 362 | ||||||
138,800 | Coca-Cola Femsa SAB de CV (Beverages) | 811 | ||||||
156,300 | Fibra Uno Amdinistracion SA (Equity Real Estate Investment Trusts)(b) | 161 | ||||||
475,040 | Fomento Economico Mexicano SAB de CV (Beverages) | 2,977 | ||||||
57,155 | Grupo Aeroportuario del Sureste SAB de CV, Class - B (Transportation Infrastructure) | 1,126 | ||||||
363,500 | Grupo Bimbo SAB de CV, Series A (Food Products) | 1,281 | ||||||
195,000 | Grupo Financiero Banorte SAB de CV (Banks) | 1,252 | ||||||
544,645 | Grupo Mexico SAB de CV, Series B (Metals & Mining) | 1,843 | ||||||
255,700 | Grupo Televisa SAB de CV (Media) | 277 | ||||||
576,600 | Kimberly-Clark de Mexico SAB de CV, A Shares (Household Products) | 771 | ||||||
439,825 | Orbia Advance Corp SAB de CV (Chemicals) | 738 | ||||||
157,975 | Sitios Latinoamerica SAB de CV (Diversified Telecommunication Services)(a) | 71 | ||||||
14,279 | ||||||||
Peru — 0.37% | ||||||||
109,508 | Compania de Minas Buenaventura SA, ADR (Metals & Mining) | 737 | ||||||
13,465 | Credicorp Ltd. (Banks) | 1,653 | ||||||
2,390 | ||||||||
Philippines — 0.83% | ||||||||
1,181,140 | Aboitiz Equity Ventures, Inc. (Industrial Conglomerates)(b) | 1,079 | ||||||
1,797,673 | Metropolitan Bank & Trust Co. (Banks) | 1,483 | ||||||
17,765 | PLDT, Inc. (Wireless Telecommunication Services) | 456 | ||||||
187,693 | SM Investments Corp. (Industrial Conglomerates) | 2,312 | ||||||
5,330 | ||||||||
Poland — 0.22% | ||||||||
97,123 | Bank Pekao SA (Banks)(b) | 1,181 | ||||||
3,287 | CD Projekt SA (Entertainment) | 66 | ||||||
3,670 | KGHM Polska Miedz SA (Metals & Mining) | 64 | ||||||
4,503 | Powszechny Zaklad Ubezpieczen SA (Insurance)(b) | 21 | ||||||
85,078 | Telekomunikacja Polska SA (Diversified Telecommunication Services) | 88 | ||||||
1,420 | ||||||||
Qatar — 0.50% | ||||||||
370,757 | Mesaieed Petrochemical Holding Co. (Chemicals) | 237 | ||||||
110,559 | Qatar Islamic Bank SAQ (Banks) | 746 | ||||||
243,365 | Qatar National Bank (Banks) | 1,326 | ||||||
459,841 | The Commercial Bank of Qatar QSC (Banks) | 885 | ||||||
3,194 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Russia — 0.00% | ||||||||
877,850 | Gazprom PJSC (Oil, Gas & Consumable Fuels)(c) | $ | — | |||||
280,855 | Gazprom PJSC, ADR (Oil, Gas & Consumable Fuels)(a)(c) | — | ||||||
27,710 | LUKOIL (Oil, Gas & Consumable Fuels)(c) | — | ||||||
5,276 | LUKOIL PJSC (Oil, Gas & Consumable Fuels)(c) | — | ||||||
23,471 | LUKOIL PJSC, ADR (Oil, Gas & Consumable Fuels)(c) | — | ||||||
102,050 | Novatek PJSC (Oil, Gas & Consumable Fuels)(c) | — | ||||||
38,369 | Polymetal International PLC (Metals & Mining)(a)(c) | — | ||||||
3,734 | Polyus PJSC (Metals & Mining)(c) | — | ||||||
89,489 | Sberbank of Russia PJSC, ADR (Banks)(a)(c) | — | ||||||
113,164 | Severstal, Registered Shares, GDR (Metals & Mining)(c) | — | ||||||
125,880 | Tatneft PJSC, Class - S (Oil, Gas & Consumable Fuels)(c) | — | ||||||
766,486 | The Moscow Exchange (Capital Markets)(a)(c) | — | ||||||
814,600,000 | VTB Bank PJSC (Banks)(a)(c) | — | ||||||
31,318 | Yandex NV, Class A (Interactive Media & Services)(a)(c) | — | ||||||
— | ||||||||
Saudi Arabia — 4.18% | ||||||||
188,707 | Al Rajhi Bank (Banks)(a) | 4,040 | ||||||
4,497 | Almarai Co. JSC (Food Products) | 63 | ||||||
77,181 | Banque Saudi Fransi (Banks) | 853 | ||||||
16,955 | Bupa Arabia For Cooperative Insurance Co. (Insurance) | 756 | ||||||
382,830 | Dar Al Arkan Real Estate Development Co. (Real Estate Management & Development)(a) | 1,613 | ||||||
1,354 | Dr. Sulaiman Al Habib Medical Services Group Co. (Health Care Providers & Services) | 75 | ||||||
38,940 | Elm Co. (IT Services) | 3,257 | ||||||
224,771 | Emaar Economic City (Real Estate Management & Development)(a) | 584 | ||||||
17,324 | Mobile Telecommunications Co. (Wireless Telecommunication Services)(a) | 52 | ||||||
144,652 | National Commercial Bank (Banks) | 2,414 | ||||||
172,781 | Riyad Bank (Banks) | 1,451 | ||||||
59,797 | SABIC Agri-Nutrients Co. (Chemicals) | 2,485 | ||||||
46,591 | Sahara International Petrochemical Co. (Chemicals) | 510 | ||||||
196,682 | Saudi Arabian Mining Co. (Metals & Mining)(a) | 3,597 | ||||||
62,760 | Saudi Basic Industries Corp. (Chemicals) | 1,469 | ||||||
72,167 | Saudi Industrial Investment Group (Chemicals) | 434 | ||||||
127,544 | Saudi Kayan Petrochemical Co. (Chemicals)(a) | 459 | ||||||
6,543 | Saudi Tadawul Group Holding Co. (Capital Markets) | 348 | ||||||
121,265 | Saudi Telecom Co. (Diversified Telecommunication Services)(b) | 1,263 | ||||||
71,146 | The Saudi British Bank (Banks)(b) | 736 | ||||||
37,378 | The Savola Group (Food Products) | 280 | ||||||
26,739 | ||||||||
South Africa — 2.69% | ||||||||
8,100 | Absa Group Ltd. (Banks) | 79 | ||||||
7,411 | Anglo American Platinum Ltd. (Metals & Mining) | 526 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
South Africa (continued) | ||||||||
59,086 | AngloGold Ashanti Ltd. (Metals & Mining) | $ | 808 | |||||
11,124 | Aspen Pharmacare Holdings Ltd. (Pharmaceuticals) | 82 | ||||||
61,875 | Bid Corp. Ltd. (Food & Staples Retailing) | 954 | ||||||
31,869 | Bidvest Group Ltd. (Industrial Conglomerates) | 346 | ||||||
6,145 | Capitec Bank Holdings Ltd. (Banks) | 527 | ||||||
229,901 | Discovery Ltd. (Insurance)(a)(b) | 1,328 | ||||||
583,993 | FirstRand Ltd. (Diversified Financial Services) | 1,950 | ||||||
57,103 | Gold Fields Ltd. (Metals & Mining)(b) | 461 | ||||||
399,656 | Growthpoint Properties Ltd. (Equity Real Estate Investment Trusts)(b) | 260 | ||||||
48,655 | Impala Platinum Holdings Ltd. (Metals & Mining) | 453 | ||||||
32,304 | Mr. Price Group Ltd. (Specialty Retail) | 308 | ||||||
270,984 | MTN Group Ltd. (Wireless Telecommunication Services) | 1,789 | ||||||
79,012 | MultiChoice Group Ltd. (Media) | 505 | ||||||
23,161 | Naspers Ltd. (Media) | 2,873 | ||||||
6,453 | Nedbank Group Ltd. (Banks)(b) | 71 | ||||||
144,156 | Old Mutual Ltd. (Insurance) | 78 | ||||||
15,002 | Remgro Ltd. (Diversified Financial Services) | 110 | ||||||
34,236 | Sanlam Ltd. (Insurance)(b) | 97 | ||||||
54,300 | Sasol Ltd. (Chemicals) | 850 | ||||||
9,822 | Shoprite Holdings Ltd. (Food & Staples Retailing) | 117 | ||||||
455,387 | Sibanye Stillwater Ltd. (Metals & Mining) | 1,046 | ||||||
198,044 | Standard Bank Group Ltd. (Banks) | 1,565 | ||||||
22,743 | Woolworths Holdings Ltd. (Multiline Retail)(b) | 76 | ||||||
17,259 | ||||||||
South Korea — 8.58% | ||||||||
4,208 | AmorePacific Corp. (Personal Products) | 297 | ||||||
7,301 | Celltrion Healthcare Co. Ltd. (Health Care Providers & Services)(b) | 342 | ||||||
12,579 | Celltrion, Inc. (Biotechnology)(b) | 1,527 | ||||||
2,884 | CJ Cheiljedang Corp. (Food Products) | 823 | ||||||
10,846 | DB Insurance Co. Ltd. (Insurance)(b) | 416 | ||||||
34,903 | Doosan Enerbility Co. Ltd. (Electrical Equipment)(a)(b) | 343 | ||||||
10,961 | E-Mart Co. Ltd. (Food & Staples Retailing) | 637 | ||||||
1,990 | GS Holdings Corp. (Oil, Gas & Consumable Fuels) | 58 | ||||||
25,499 | Hana Financial Group, Inc. (Banks) | 626 | ||||||
2,925 | Hankook Tire & Technology Co. Ltd. (Auto Components) | 71 | ||||||
25,998 | Hanon Systems (Auto Components) | 150 | ||||||
8,426 | HLB, Inc. (Leisure Products)(a) | 249 | ||||||
16,423 | HMM Co. Ltd. (Marine)^ | 210 | ||||||
5,698 | Hotel Shilla Co. Ltd. (Specialty Retail) | 283 | ||||||
23,284 | Hyundai Engineering & Construction Co. Ltd. (Construction & Engineering) | 604 | ||||||
8,869 | Hyundai Mobis Co. Ltd. (Auto Components) | 1,171 | ||||||
12,780 | Hyundai Motor Co. Ltd. (Automobiles) | 1,560 | ||||||
11,325 | Industrial Bank of Korea (Banks) | 75 | ||||||
28,976 | Kakao Corp. (Interactive Media & Services) | 1,140 | ||||||
16,639 | KakaoBank Corp. (Banks)(a) | 231 | ||||||
61,371 | Kangwon Land, Inc. (Hotels, Restaurants & Leisure)(a) | 1,002 | ||||||
37,692 | KB Financial Group, Inc. (Banks)(b) | 1,138 | ||||||
34,438 | Kia Motors Corp. (Automobiles) | 1,714 | ||||||
77,662 | Korea Electric Power Corp. (Electric Utilities)(a) | 1,082 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
South Korea (continued) | ||||||||
9,376 | Korea Shipbuilding & Offshore Engineering Co. Ltd. (Machinery)(a) | $ | 473 | |||||
5,017 | Krafton, Inc. (Entertainment)(a) | 727 | ||||||
35,580 | KT&G Corp. (Tobacco)(b) | 2,148 | ||||||
7,095 | Kumho Petrochemical Co. Ltd. (Chemicals) | 568 | ||||||
4,203 | LG Chem Ltd. (Chemicals) | 1,552 | ||||||
35,797 | LG Display Co. Ltd. (Electronic Equipment, Instruments & Components) | 297 | ||||||
500 | LG Energy Solution (Electrical Equipment)(a) | 147 | ||||||
1,179 | LG H&H Co. Ltd. (Personal Products) | 517 | ||||||
963 | LG Household & Health Care Ltd. (Personal Products) | 221 | ||||||
2,237 | LG Innotek Co. Ltd. (Electronic Equipment, Instruments & Components) | 422 | ||||||
65,000 | Mirae Asset Daewoo Co. Ltd. (Capital Markets) | 269 | ||||||
11,210 | Naver Corp. (Interactive Media & Services) | 1,493 | ||||||
138,644 | Pan Ocean Co. Ltd. (Marine) | 432 | ||||||
7,647 | Pearl Abyss Corp. (Entertainment)(a) | 246 | ||||||
9,435 | POSCO Chemical Co. Ltd. (Construction Materials) | 976 | ||||||
8,136 | POSCO Holdings, Inc. (Metals & Mining) | 1,187 | ||||||
2,836 | Samsung Biologics Co. Ltd. (Life Sciences Tools & Services)(a) | 1,588 | ||||||
9,149 | Samsung Electro-Mechanics Co. Ltd. (Electronic Equipment, Instruments & Components) | 706 | ||||||
413,926 | Samsung Electronics Co. Ltd. (Technology Hardware, Storage & Peripherals) | 15,199 | ||||||
54,624 | Samsung Engineering Co. Ltd. (Construction & Engineering)(a)(b) | 860 | ||||||
7,638 | Samsung Fire & Marine Insurance Co. Ltd. (Insurance) | 977 | ||||||
4,007 | Samsung SDI Co. Ltd. (Electronic Equipment, Instruments & Components) | 1,507 | ||||||
2,942 | Seegene, Inc. (Biotechnology) | 55 | ||||||
60,008 | Shinhan Financial Group Co. Ltd. (Banks) | 1,394 | ||||||
728 | SK Chemicals Co., Ltd. (Chemicals) | 46 | ||||||
45,837 | SK Hynix, Inc. (Semiconductors & Semiconductor Equipment) | 2,622 | ||||||
433 | SK IE Technology Co. Ltd. (Chemicals)(a) | 16 | ||||||
8,885 | SK Innovation Co. Ltd. (Oil, Gas & Consumable Fuels) | 881 | ||||||
15,950 | SK Square Co. Ltd. (Semiconductors & Semiconductor Equipment)(a) | 398 | ||||||
22,426 | Woongjin Coway Co. Ltd. (Household Durables) | 839 | ||||||
57,981 | Woori Financial Group, Inc. (Banks) | 430 | ||||||
54,942 | ||||||||
Taiwan — 10.90% | ||||||||
55,904 | Airtac International Group (Machinery) | 1,279 | ||||||
495,672 | ASE Technology Holding Co. Ltd., Class - H (Semiconductors & Semiconductor Equipment) | 1,232 | ||||||
745,971 | Asia Cement Corp. (Construction Materials) | 924 | ||||||
116,000 | Asustek Computer, Inc. (Technology Hardware, Storage & Peripherals) | 851 | ||||||
110,000 | Catcher Technology Co. Ltd. (Technology Hardware, Storage & Peripherals) | 596 | ||||||
1,077,000 | Cheng Shin Rubber Industry Co. Ltd. (Auto Components) | 1,207 | ||||||
4,428,000 | China Development Financial Holding Corp. (Banks) | 1,665 | ||||||
280,000 | Chunghwa Telecom Co. Ltd. (Diversified Telecommunication Services) | 1,002 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Taiwan (continued) | ||||||||
1,248,000 | Compal Electronics, Inc. (Technology Hardware, Storage & Peripherals) | $ | 851 | |||||
63,000 | Eclat Textile Co. Ltd. (Textiles, Apparel & Luxury Goods) | 774 | ||||||
12,000 | eMemory Technology, Inc. (Semiconductors & Semiconductor Equipment) | 425 | ||||||
94,000 | Evergreen Marine Corp. Ltd. (Marine) | 429 | ||||||
649,000 | Far EasTone Telecommunications Co. Ltd. (Wireless Telecommunication Services) | 1,477 | ||||||
748,342 | Fubon Financial Holding Co. Ltd. (Diversified Financial Services) | 1,170 | ||||||
55,000 | Globalwafers Co. Ltd. (Semiconductors & Semiconductor Equipment) | 627 | ||||||
946,000 | Hon Hai Precision Industry Co. Ltd. (Electronic Equipment, Instruments & Components) | 3,030 | ||||||
986,450 | Innolux Corp. (Electronic Equipment, Instruments & Components) | 325 | ||||||
1,142,000 | Inventec Corp. (Technology Hardware, Storage & Peripherals) | 821 | ||||||
15,000 | Largan Precision Co. Ltd. (Electronic Equipment, Instruments & Components) | 786 | ||||||
720,554 | Lite-On Technology Corp. (Technology Hardware, Storage & Peripherals) | 1,445 | ||||||
106,962 | MediaTek, Inc. (Semiconductors & Semiconductor Equipment) | 1,846 | ||||||
2,775,163 | Mega Financial Holding Co. Ltd. (Banks) | 2,716 | ||||||
28,000 | Nan Ya Printed Circuit Board Corp. (Electronic Equipment, Instruments & Components) | 165 | ||||||
230,000 | Nanya Technology Corp. (Semiconductors & Semiconductor Equipment)(b) | 352 | ||||||
78,000 | Novatek Microelectronics Corp. (Semiconductors & Semiconductor Equipment) | 534 | ||||||
680,000 | Pegatron Corp. (Technology Hardware, Storage & Peripherals) | 1,248 | ||||||
495,620 | Pou Chen Corp. (Textiles, Apparel & Luxury Goods) | 443 | ||||||
425,000 | Quanta Computer, Inc. (Technology Hardware, Storage & Peripherals) | 1,029 | ||||||
575,488 | Ruentex Development Co. Ltd. (Real Estate Management & Development) | 925 | ||||||
825,900 | Synnex Technology International Corp. (Electronic Equipment, Instruments & Components) | 1,368 | ||||||
1,259,110 | Taiwan Cement Corp. (Construction Materials) | 1,341 | ||||||
276,000 | Taiwan Mobile Co. Ltd. (Wireless Telecommunication Services) | 831 | ||||||
2,207,000 | Taiwan Semiconductor Manufacturing Co. Ltd. (Semiconductors & Semiconductor Equipment) | 29,257 | ||||||
438,243 | The Shanghai Commercial & Savings Bank Ltd. (Banks) | 677 | ||||||
163,000 | Unimicron Technology Corp. (Electronic Equipment, Instruments & Components) | 597 | ||||||
801,000 | United Microelectronics Corp. (Semiconductors & Semiconductor Equipment) | 896 | ||||||
81,000 | Win Semiconductors Corp. (Semiconductors & Semiconductor Equipment) | 311 | ||||||
661,000 | Winbond Electronics Corp. (Semiconductors & Semiconductor Equipment) | 408 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Taiwan (continued) | ||||||||
714,400 | WPG Holdings Ltd. (Electronic Equipment, Instruments & Components) | $ | 1,043 | |||||
55,000 | Yageo Corp. (Electronic Equipment, Instruments & Components) | 464 | ||||||
241,000 | Yang Ming Marine Transport Corp. (Marine) | 463 | ||||||
3,274,864 | Yuanta Financial Holding Co. Ltd. (Capital Markets) | 2,008 | ||||||
69,838 | ||||||||
Thailand — 2.02% | ||||||||
264,700 | Advanced Info Service Public Co. Ltd., Class - F (Wireless Telecommunication Services) | 1,365 | ||||||
379,300 | Airports of Thailand PCL (Transportation Infrastructure)(a) | 727 | ||||||
691,100 | Berli Jucker PCL (Food & Staples Retailing) | 597 | ||||||
728,100 | BTS Group Holdings PCL (Road & Rail) | 160 | ||||||
171,633 | Central Retail Corp.-Local (Multiline Retail) | 179 | ||||||
45,500 | Delta Electronics Thailand PCL - NVDR (Electronic Equipment, Instruments & Components) | 784 | ||||||
174,000 | Delta Electronics, Inc. (Electronic Equipment, Instruments & Components) | 1,382 | ||||||
688,700 | Energy Absolute PCL (Independent Power and Renewable Electricity Producers) | 1,605 | ||||||
1,418,800 | Gulf Energy Development PCL (Independent Power and Renewable Electricity Producers) | 1,966 | ||||||
89,800 | Indorama Ventures PCL - NVDR (Chemicals) | 92 | ||||||
1,724,700 | Krung Thai Bank Public Co. Ltd., Registered Shares (Banks) | 761 | ||||||
682,900 | Minor International PCL (Hotels, Restaurants & Leisure)(a) | 477 | ||||||
93,800 | Muangthai Capital PCL (Consumer Finance) | 89 | ||||||
429,142 | PTT Chemical Public Co. Ltd. (Chemicals) | 470 | ||||||
272,575 | PTT Exploration & Production Public Co. Ltd. (Oil, Gas & Consumable Fuels) | 1,163 | ||||||
361,600 | SCB X PCL (Banks)(a) | 991 | ||||||
98,100 | Thai Oil Public Co. Ltd. (Oil, Gas & Consumable Fuels) | 133 | ||||||
12,941 | ||||||||
Turkey — 0.29% | ||||||||
435,775 | Aselsan Elektronik Sanayi Ve Ticaret AS (Aerospace & Defense) | 690 | ||||||
39,242 | BIM Birlesik Magazalar A/S (Food & Staples Retailing) | 246 | ||||||
266,822 | Eregli Demir ve Celik Fabrikalari TAS (Metals & Mining) | 417 | ||||||
1 | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A/S, Class - D (Metals & Mining) | — | ||||||
482,245 | Turkcell Iletisim Hizmetleri A/S (Wireless Telecommunication Services) | 514 | ||||||
1,867 | ||||||||
United Arab Emirates — 0.75% | ||||||||
421,761 | Abu Dhabi Commercial Bank PJSC (Banks) | 1,035 | ||||||
775,182 | Dubai Islamic Bank PJSC (Banks) | 1,258 | ||||||
517,479 | First Abu Dhabi Bank PJSC (Banks) | 2,510 | ||||||
4,803 | ||||||||
United States — 0.73% | ||||||||
21,795 | Southern Copper Corp. (Metals & Mining) | 977 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
78,444 | Yum China Holdings, Inc. (Hotels, Restaurants & Leisure) | $ | 3,713 | |||||
4,690 | ||||||||
Total Common Stocks | 527,055 | |||||||
Preferred Stocks — 1.36% | ||||||||
Brazil — 0.74% | ||||||||
675,688 | Banco Bradesco SA — Preferred (Banks)(b) | 2,486 | ||||||
444,892 | Cia Energetica de Minas Gerais — Preferred (Electric Utilities) | 887 | ||||||
24,400 | Gerdau SA — Preferred (Metals & Mining) | 111 | ||||||
227,800 | Petroleo Brasileiro SA — Preferred (Oil, Gas & Consumable Fuels) | 1,259 | ||||||
4,743 | ||||||||
Chile — 0.12% | ||||||||
8,573 | Sociedad Quimica y Minera de Chile SA — Preferred, B Shares (Chemicals) | 798 | ||||||
South Korea — 0.50% | ||||||||
11,127 | Hyundai Motor Co. — Preferred (Automobiles) | 647 | ||||||
6,687 | Hyundai Motor Co. — Preferred (Automobiles) | 391 | ||||||
1,665 | LG Chem Ltd. — Preferred (Chemicals) | 290 |
Shares | Security Description | Value (000) | ||||||
Preferred Stocks (continued) | ||||||||
South Korea (continued) | ||||||||
57,211 | Samsung Electronics Co. Ltd. — Preferred (Technology Hardware, Storage & Peripherals) | $ | 1,858 | |||||
3,186 | ||||||||
Total Preferred Stocks | 8,727 | |||||||
Rights – 0.0% | ||||||||
321 | Localiza Rent A Car SA, (Road & Rail) 10/28/22 (a) | 1 | ||||||
Total Rights | 1 | |||||||
Investment Companies — 6.83% | ||||||||
220,698 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 2.84%^^(d) | 221 | ||||||
43,509,086 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 2.89%(d) | 43,509 | ||||||
Total Investment Companies | 43,730 | |||||||
Purchased Options on Futures — 0.20% | ||||||||
Total Purchased Options on Futures | 1,261 | |||||||
Total Investments (cost $634,341) — 90.68% | 580,773 | |||||||
Other assets in excess of liabilities — 9.32% | 59,670 | |||||||
Net Assets - 100.00% | $ | 640,443 | ||||||
Amounts designated as "—" are $0 or have been rounded to $0. |
^ | All or part of this security was on loan as of September 30, 2022. |
^^ | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2022. |
(a) | Represents non-income producing security. |
(b) | Represents a security purchased under Rule 144A or Section 4(2) and is exempt from registration under the Securities Act of 1933, as amended, or is otherwise restricted to resale. Certain of these securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. These securities have been deemed liquid by the Specialist Manager. |
(c) | Security was valued using significant unobservable inputs as of September 30, 2022. |
(d) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt
GDR—Global Depositary Receipt
NVDR—Non-Voting Depository Receipt
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
The following tables reflect the percentage of total net assets of the
Portfolio attributable to each Specialist Manager as of September 30, 2022.
The Emerging Markets Portfolio | Mellon Investments Corporation | Parametric Portfolio Associates, LLC | XY Investments (HK) Limited | Total | ||||
Common Stocks | 82.29% | - | - | 82.29% | ||||
Preferred Stocks | 1.36% | - | - | 1.36% | ||||
Investment Companies | 0.62% | 6.21% | - | 6.83% | ||||
Purchased Options on Futures | - | 0.20% | - | 0.20% | ||||
Other Assets (Liabilities) | -0.08% | 1.52% | 7.88% | 9.32% | ||||
Total Net Assets | 84.19% | 7.93% | 7.88% | 100.00% |
Amounts designated as "—" indicate the Specialist Manager did not manage any holdings in that category.
The following table reflects the open derivative positions held by the Portfolio as of September 30, 2022.
Futures Contracts Purchased*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
|||||||
MSCI Emerging Markets Index Future | 1,285 | 12/16/22 | $ | 55,994 | $ | (6,766) | |||||
$ | 55,994 | $ | (6,766) |
Futures Contracts Sold*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
|||||||
E-Mini S&P 500 Future | 42 | 12/16/22 | $ | 7,563 | $ | 916 | |||||
$ | 7,563 | $ | 916 | ||||||||
Total Unrealized Appreciation | $ | 916 | |||||||||
Total Unrealized Depreciation | (6,766) | ||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (5,850) |
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Options on Futures Contracts
Exchange-traded options on futures contacts written as of September 30, 2022 were as follows:
Description | Put/Call | Number of Contracts | Notional Amount (000) | Exercise Price | Expiration Date | Value (000) |
|||||||||||||||||
E-Mini S&P 500 Future Option | Call | 8 | $ | 1,540 | $ | 3,850.00 | 10/21/22 | $ | (6) | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,970 | 3,940.00 | 10/21/22 | (172) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 953 | 3,810.00 | 10/21/22 | (58) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 764 | 3,820.00 | 10/21/22 | (48) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,540 | 3,850.00 | 10/21/22 | (106) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,608 | 4,020.00 | 10/21/22 | (168) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 750 | 3,750.00 | 10/31/22 | (40) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,604 | 4,010.00 | 10/31/22 | (165) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,580 | 3,950.00 | 10/31/22 | (143) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,528 | 3,820.00 | 10/31/22 | (99) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 702 | 3,510.00 | 11/18/22 | (23) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 706 | 3,530.00 | 11/18/22 | (24) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 728 | 3,640.00 | 11/18/22 | (33) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,476 | 3,690.00 | 11/18/22 | (76) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 716 | 3,580.00 | 11/18/22 | (28) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,508 | 3,770.00 | 11/18/22 | (95) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 698 | 3,490.00 | 11/18/22 | (21) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 686 | 3,430.00 | 11/18/22 | (18) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,368 | 3,420.00 | 11/18/22 | (34) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 510 | 3,400.00 | 11/18/22 | (12) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 700 | 3,500.00 | 11/18/22 | (22) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 682 | 3,410.00 | 11/30/22 | (19) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 710 | 3,550.00 | 11/30/22 | (28) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 700 | 3,500.00 | 11/30/22 | (24) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 690 | 3,450.00 | 11/30/22 | (21) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 684 | 3,420.00 | 11/30/22 | (19) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,360 | 3,400.00 | 11/30/22 | (35) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,444 | 3,610.00 | 11/30/22 | (65) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 686 | 3,430.00 | 11/30/22 | (20) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,460 | 3,650.00 | 11/30/22 | (73) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 678 | 3,390.00 | 11/30/22 | (18) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 690 | 3,450.00 | 12/16/22 | (25) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 674 | 3,370.00 | 12/16/22 | (20) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 682 | 3,410.00 | 12/16/22 | (22) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 680 | 3,400.00 | 12/16/22 | (22) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 678 | 3,390.00 | 12/16/22 | (21) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,352 | 3,380.00 | 12/16/22 | (41) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 620 | 3,100.00 | 12/16/22 | (10) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,336 | 3,340.00 | 12/16/22 | (37) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 670 | 3,350.00 | 12/16/22 | (19) | |||||||||||||||||
$ | (1,930) |
Exchanged-traded options on futures contacts purchased as of September 30, 2022 were as follows:
Description | Put/Call | Number of Contracts | Notional Amount (000) | Exercise Price | Expiration Date | Value (000) |
|||||||||||||||||
E-Mini S&P 500 Future Option | Put | 16 | $ | 2,799 | $ | 3,500.00 | 10/21/22 | $ | 51 | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,410 | 3,525.00 | 10/21/22 | 29 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 706 | 3,530.00 | 10/21/22 | 15 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,420 | 3,550.00 | 10/21/22 | 33 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,500 | 3,750.00 | 10/21/22 | 75 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 850 | 4,250.00 | 10/21/22 | 129 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 1,043 | 4,170.00 | 10/21/22 | 141 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,080 | 3,600.00 | 10/21/22 | 30 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 850 | 4,250.00 | 10/31/22 | 129 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 840 | 4,200.00 | 10/31/22 | 120 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 810 | 4,050.00 | 10/31/22 | 90 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 12 | 2,081 | 3,470.00 | 10/31/22 | 42 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,598 | 3,550.00 | 10/31/22 | 43 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,400 | 3,500.00 | 10/31/22 | 32 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,229 | 3,510.00 | 10/31/22 | 29 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 518 | 3,450.00 | 10/31/22 | 10 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 800 | 4,000.00 | 11/18/22 | 83 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 790 | 3,950.00 | 11/18/22 | 74 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 780 | 3,900.00 | 11/18/22 | 66 | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 730 | 3,650.00 | 12/16/22 | 40 | |||||||||||||||||
$ | 1,261 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | 37 Interactive Entertainment Network Technology Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 70 | $ | (11) | $ | — | $ | (11) | |||||||||||||
Receive | 0.37% | 3peak, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Acrobiosystems Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | AECC Aviation Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 21 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Aier Eye Hospital Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 23 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | AIMA Technology Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 126 | (15) | — | (15) | |||||||||||||||||
Receive | 0.37% | Amlogic Shanghai Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 211 | (58) | — | (58) | |||||||||||||||||
Receive | 0.37% | Angel Yeast Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 56 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Anhui Conch Cement Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 20 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Anhui Guangxin Agrochemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 176 | (13) | — | (13) | |||||||||||||||||
Receive | 0.37% | Anhui Honglu Steel Construction Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Anhui Huilong Agricultural Means of Production Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 168 | (21) | — | (21) | |||||||||||||||||
Receive | 0.37% | Anhui Transport Consulting & Design Institute Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 90 | (6) | — | (6) | |||||||||||||||||
Receive | 0.37% | Anhui Truchum Advanced Materials & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Anhui Yingjia Distillery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | — | — | — | |||||||||||||||||
Receive | 0.37% | Anhui Zhongding Sealing Parts Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 22 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Anjoy Foods Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 71 | 4 | — | 4 | |||||||||||||||||
Receive | 0.37% | Apeloa Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Asia - Potash International Investment Guangzhou Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 180 | (30) | — | (30) | |||||||||||||||||
Receive | 0.37% | Asymchem Laboratories Tianjin Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 116 | (17) | — | (17) | |||||||||||||||||
Receive | 0.37% | Bafang Electric Suzhou Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Bank of Chengdu Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 350 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Bank of Hangzhou Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 413 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Bank of Jiangsu Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 859 | 24 | — | 24 | |||||||||||||||||
Receive | 0.37% | Bank of Nanjing Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 29 | — | — | — | |||||||||||||||||
Receive | 0.37% | Bank of Ningbo Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 96 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Bank of Suzhou Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 641 | $ | 6 | $ | — | $ | 6 | |||||||||||||
Receive | 0.37% | Beijing Compass Technology Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 16 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Beijing Dabeinong Technology Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 36 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Beijing Easpring Material Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 342 | (94) | — | (94) | |||||||||||||||||
Receive | 0.37% | Beijing Enlight Media Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 37 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Beijing Huafeng Test & Control Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 23 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Beijing Jingyuntong Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Beijing Kingsoft Office Software, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Beijing Oriental Yuhong Waterproof Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Beijing Sanlian Hope Shin-Gosen Technical Service Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 43 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Beijing Tongrentang Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 34 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Beijing United Information Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 308 | 6 | — | 6 | |||||||||||||||||
Receive | 0.37% | Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 77 | (7) | — | (7) | |||||||||||||||||
Receive | 0.37% | Beijing Zhong Ke San Huan High-Tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 144 | (32) | — | (32) | |||||||||||||||||
Receive | 0.37% | Bethel Automotive Safety Systems Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | — | — | — | |||||||||||||||||
Receive | 0.37% | Beyondsoft Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 162 | (20) | — | (20) | |||||||||||||||||
Receive | 0.37% | Bluestar Adisseo Co. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Bohai Leasing Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 103 | (12) | — | (12) | |||||||||||||||||
Receive | 0.37% | BTG Hotels Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | BYD Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 715 | (133) | — | (133) | |||||||||||||||||
Receive | 0.37% | C&S Paper Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Caitong Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 74 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Camel Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Castech, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 134 | (27) | — | (27) | |||||||||||||||||
Receive | 0.37% | CECEP Solar Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | CECEP Wind-Power Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 140 | (20) | — | (20) | |||||||||||||||||
Receive | 0.37% | Chacha Food Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 32 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Changchun Faway Automobile Components Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 50 | (1) | — | (1) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Changjiang Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 114 | $ | (12) | $ | — | $ | (12) | |||||||||||||
Receive | 0.37% | Chengdu CORPRO Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 48 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Chengdu Leejun Industrial Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | |||||||||||||||||
Receive | 0.37% | Chengdu RML Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 97 | (13) | — | (13) | |||||||||||||||||
Receive | 0.37% | Chengdu Wintrue Holding Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 101 | (12) | — | (12) | |||||||||||||||||
Receive | 0.37% | Chengdu XGimi Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 11 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Chengdu Xingrong Environment Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 157 | (11) | — | (11) | |||||||||||||||||
Receive | 0.37% | Chenguang Biotech Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 339 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Chengxin Lithium Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 387 | (91) | — | (91) | |||||||||||||||||
Receive | 0.37% | Chifeng Jilong Gold Mining Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 24 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | China CAMC Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 12 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | China CITIC Bank Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 379 | (6) | — | (6) | |||||||||||||||||
Receive | 0.37% | China Design Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 209 | (20) | — | (20) | |||||||||||||||||
Receive | 0.37% | China Galaxy Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 709 | (49) | — | (49) | |||||||||||||||||
Receive | 0.37% | China Jushi Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 521 | (89) | — | (89) | |||||||||||||||||
Receive | 0.37% | China Merchants Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 586 | (54) | — | (54) | |||||||||||||||||
Receive | 0.37% | China Merchants Energy Shipping Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 62 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | China Merchants Property Operation & Service Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 11 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | China National Accord Medicines Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 77 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | China National Chemical Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 11 | — | — | — | |||||||||||||||||
Receive | 0.37% | China National Gold Group Gold Jewellery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 20 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | China National Nuclear Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | China Oilfield Services Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 28 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | China Pacific Insurance Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 11 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | China Petroleum & Chemical Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 60 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | China Railway Tielong Container Logistics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 164 | (11) | — | (11) | |||||||||||||||||
Receive | 0.37% | China Resources Boya Bio-pharmaceutical Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | China Resources Microelectronics Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 12 | $ | — | $ | — | $ | — | |||||||||||||
Receive | 0.37% | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | China Shenhua Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 97 | — | — | — | |||||||||||||||||
Receive | 0.37% | China South Publishing & Media Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 126 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | China State Construction Engineering Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 355 | (10) | — | (10) | |||||||||||||||||
Receive | 0.37% | China Tourism Group Duty Free Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 127 | (11) | — | (11) | |||||||||||||||||
Receive | 0.37% | China United Network Communications Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 391 | (34) | — | (34) | |||||||||||||||||
Receive | 0.37% | China Vanke Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 157 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | China Yangtze Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 108 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | China Zhenhua Group Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 310 | (33) | — | (33) | |||||||||||||||||
Receive | 0.37% | Chongqing Baiya Sanitary Products Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | Chongqing Brewery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 78 | 2 | — | 2 | |||||||||||||||||
Receive | 0.37% | Chongqing Changan Automobile Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 67 | (6) | — | (6) | |||||||||||||||||
Receive | 0.37% | Chongqing Department Store Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 38 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Chongqing Fuling Electric Power Industrial Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 208 | (21) | — | (21) | |||||||||||||||||
Receive | 0.37% | Chongqing Fuling Zhacai Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 324 | (41) | — | (41) | |||||||||||||||||
Receive | 0.37% | Chongqing Rural Commercial Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 82 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | CITIC Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 71 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | City Development Environment Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | CNGR Advanced Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 25 | (10) | — | (10) | |||||||||||||||||
Receive | 0.37% | CNOOC Energy Technology & Services Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | — | — | — | |||||||||||||||||
Receive | 0.37% | CNSIG Inner Mongolia Chemical Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 72 | (11) | — | (11) | |||||||||||||||||
Receive | 0.37% | Contemporary Amperex Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1,068 | (214) | — | (214) | |||||||||||||||||
Receive | 0.37% | COSCO SHIPPING Energy Transportation Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | COSCO SHIPPING Holdings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 169 | (28) | — | (28) | |||||||||||||||||
Receive | 0.37% | Daan Gene Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 582 | (55) | — | (55) | |||||||||||||||||
Receive | 0.37% | Dajin Heavy Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | (1) | — | (1) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Daqin Railway Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 211 | $ | 1 | $ | — | $ | 1 | |||||||||||||
Receive | 0.37% | Dare Power Dekor Home Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Digital China Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 12 | — | — | — | |||||||||||||||||
Receive | 0.37% | Do-Fluoride New Materials Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 16 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Dong-E-E-Jiao Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Dongfang Electric Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Dongfang Electronics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | — | — | — | |||||||||||||||||
Receive | 0.37% | Dongguan Aohai Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 64 | (9) | — | (9) | |||||||||||||||||
Receive | 0.37% | East Money Information Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 289 | (74) | — | (74) | |||||||||||||||||
Receive | 0.37% | Edan Instruments, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | — | — | — | |||||||||||||||||
Receive | 0.37% | Electric Connector Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | ENN Natural Gas Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 30 | — | — | — | |||||||||||||||||
Receive | 0.37% | Eoptolink Technology, Inc. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 26 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Eve Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 39 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Everbright Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 29 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Foshan Haitian Flavouring & Food Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 45 | — | — | — | |||||||||||||||||
Receive | 0.37% | Founder Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 358 | (30) | — | (30) | |||||||||||||||||
Receive | 0.37% | Fujian Boss Software Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Fujian Funeng Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Fujian Star-net Communication Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 11 | — | — | — | |||||||||||||||||
Receive | 0.37% | Fujian Sunner Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 14 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Fujian Yongfu Power Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 13 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Fuyao Glass Industry Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 412 | (52) | — | (52) | |||||||||||||||||
Receive | 0.37% | Gansu Qilianshan Cement Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 103 | (11) | — | (11) | |||||||||||||||||
Receive | 0.37% | GD Power Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 15 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Gemdale Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | — | — | — | |||||||||||||||||
Receive | 0.37% | Gigadevice Semiconductor Beijing, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 265 | (45) | — | (45) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Ginlong Technologies Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 77 | $ | (8) | $ | — | $ | (8) | |||||||||||||
Receive | 0.37% | Glarun Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 94 | (12) | — | (12) | |||||||||||||||||
Receive | 0.37% | Great Wall Motor Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 26 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Greattown Holdings Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 25 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Gree Electric Appliances, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 469 | (24) | — | (24) | |||||||||||||||||
Receive | 0.37% | GRG Banking Equipment Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 195 | (11) | — | (11) | |||||||||||||||||
Receive | 0.37% | Guangdong Goworld Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 116 | (7) | — | (7) | |||||||||||||||||
Receive | 0.37% | Guangdong Guanghua Sci-Tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 126 | (18) | — | (18) | |||||||||||||||||
Receive | 0.37% | Guangdong Haid Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Guangdong Hongda Holdings Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Guangdong Hybribio Biotech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 349 | (49) | — | (49) | |||||||||||||||||
Receive | 0.37% | Guangdong Kinlong Hardware Products Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 15 | — | — | — | |||||||||||||||||
Receive | 0.37% | Guangdong Xinbao Electrical Appliances Holdings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 148 | (19) | — | (19) | |||||||||||||||||
Receive | 0.37% | Guanghui Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 217 | 23 | — | 23 | |||||||||||||||||
Receive | 0.37% | Guangxi Guiguan Electric Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 97 | (9) | — | (9) | |||||||||||||||||
Receive | 0.37% | Guangzhou Automobile Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Guangzhou Great Power Energy & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | Guangzhou Kingmed Diagnostics Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 357 | (46) | — | (46) | |||||||||||||||||
Receive | 0.37% | Guangzhou Restaurant Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 33 | — | — | — | |||||||||||||||||
Receive | 0.37% | Guangzhou Tinci Materials Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 395 | (100) | — | (100) | |||||||||||||||||
Receive | 0.37% | Guizhou Panjiang Refined Coal Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 25 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Guotai Junan Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 568 | (53) | — | (53) | |||||||||||||||||
Receive | 0.37% | Guoyuan Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 181 | (14) | — | (14) | |||||||||||||||||
Receive | 0.37% | Haier Smart Home Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 227 | (15) | — | (15) | |||||||||||||||||
Receive | 0.37% | Hang Zhou Great Star Industrial Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 20 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Hangzhou Binjiang Real Estate Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Hangzhou Chang Chuan Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 261 | (14) | — | (14) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Hangzhou First Applied Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 4 | $ | — | $ | — | $ | — | |||||||||||||
Receive | 0.37% | Hangzhou Haoyue Personal Care Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Hebei Sinopack Electronic Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 14 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Hefei Meiya Optoelectronic Technology, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 62 | — | — | — | |||||||||||||||||
Receive | 0.37% | Heilongjiang Agriculture Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 193 | (23) | — | (23) | |||||||||||||||||
Receive | 0.37% | Henan Lingrui Pharmaceutical Co. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Henan Mingtai Al Industrial Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 20 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Henan Shenhuo Coal & Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 272 | (7) | — | (7) | |||||||||||||||||
Receive | 0.37% | Hengtong Optic-electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 20 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Hengyi Petrochemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 33 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Hexing Electrical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 101 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Hisense Home Appliances Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Hithink RoyalFlush Information Network Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 62 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Holly Futures Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Hongfa Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 236 | (36) | — | (36) | |||||||||||||||||
Receive | 0.37% | Huadian Power International Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | Huaibei Mining Holdings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 248 | 22 | — | 22 | |||||||||||||||||
Receive | 0.37% | Huali Industrial Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 14 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Huaneng Lancang River Hydropower, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 306 | (21) | — | (21) | |||||||||||||||||
Receive | 0.37% | Huaneng Power International, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 25 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Huapont Life Sciences Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 24 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Huayu Automotive Systems Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 36 | (8) | — | (8) | |||||||||||||||||
Receive | 0.37% | Hubei Dinglong Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Hubei Feilihua Quartz Glass Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 99 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Hubei Xingfa Chemicals Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 296 | (46) | — | (46) | |||||||||||||||||
Receive | 0.37% | Huizhou Desay Sv Automotive Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 54 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Hunan Kaimeite Gases Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Hundsun Technologies, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 60 | $ | — | $ | — | $ | — | |||||||||||||
Receive | 0.37% | IKD Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Imeik Technology Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 133 | (9) | — | (9) | |||||||||||||||||
Receive | 0.37% | Industrial Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 17 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Ingenic Semiconductor Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Inner Mongolia Dian Tou Energy Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | Inner Mongolia ERDOS Resources Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 291 | (47) | — | (47) | |||||||||||||||||
Receive | 0.37% | Inner Mongolia Yili Industrial Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 412 | (44) | — | (44) | |||||||||||||||||
Receive | 0.37% | Inner Mongolia Yuan Xing Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | iRay Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 15 | — | — | — | |||||||||||||||||
Receive | 0.37% | Jafron Biomedical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 334 | 7 | — | 7 | |||||||||||||||||
Receive | 0.37% | Jason Furniture Hangzhou Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Jiangsu Bioperfectus Technologies Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 422 | (48) | — | (48) | |||||||||||||||||
Receive | 0.37% | Jiangsu Chuanzhiboke Education Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 173 | (27) | — | (27) | |||||||||||||||||
Receive | 0.37% | Jiangsu Eastern Shenghong Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Jiangsu GoodWe Power Supply Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | 4 | — | 4 | |||||||||||||||||
Receive | 0.37% | Jiangsu Guotai International Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 203 | (37) | — | (37) | |||||||||||||||||
Receive | 0.37% | Jiangsu Hengli Hydraulic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 37 | (7) | — | (7) | |||||||||||||||||
Receive | 0.37% | Jiangsu Jiangyin Rural Commercial Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 27 | — | — | — | |||||||||||||||||
Receive | 0.37% | Jiangsu King's Luck Brewery JSC Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 84 | — | — | — | |||||||||||||||||
Receive | 0.37% | Jiangsu Provincial Agricultural Reclamation and Development Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Jiangsu Sidike New Material Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | — | — | — | |||||||||||||||||
Receive | 0.37% | Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 14 | — | — | — | |||||||||||||||||
Receive | 0.37% | Jiangsu Yangnong Chemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 177 | (18) | — | (18) | |||||||||||||||||
Receive | 0.37% | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | Jiangsu Zhangjiagang Rural Commercial Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Jiangxi Jovo Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 12 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Jiangxi Special Electric Motor Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 33 | $ | (3) | $ | — | $ | (3) | |||||||||||||
Receive | 0.37% | Jiangxi Xinyu Guoke Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | |||||||||||||||||
Receive | 0.37% | Jiangzhong Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 339 | (30) | — | (30) | |||||||||||||||||
Receive | 0.37% | Jinhui Liquor Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Jinke Properties Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 17 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Jizhong Energy Resources Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 51 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | JL Mag Rare-Earth Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 156 | (23) | — | (23) | |||||||||||||||||
Receive | 0.37% | Joincare Pharmaceutical Group Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 215 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Jonjee Hi-Tech Industrial And Commercial Holding Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 132 | (7) | — | (7) | |||||||||||||||||
Receive | 0.37% | Juewei Food Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Keda Industrial Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 190 | (22) | — | (22) | |||||||||||||||||
Receive | 0.37% | Kidswant Children Products Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | Kingfa Sci & Tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Kingnet Network Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 199 | (27) | — | (27) | |||||||||||||||||
Receive | 0.37% | Konfoong Materials International Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 65 | 17 | — | 17 | |||||||||||||||||
Receive | 0.37% | Kuang-Chi Technologies Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 49 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Kunshan Kinglai Hygienic Materials Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 67 | 15 | — | 15 | |||||||||||||||||
Receive | 0.37% | Kweichow Moutai Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2,568 | (168) | — | (168) | |||||||||||||||||
Receive | 0.37% | Lancy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | — | — | — | |||||||||||||||||
Receive | 0.37% | Lao Feng Xiang Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | — | — | — | |||||||||||||||||
Receive | 0.37% | Levima Advanced Materials Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 15 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | LianChuang Electronic Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Lianhe Chemical Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 20 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Lier Chemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 340 | (59) | — | (59) | |||||||||||||||||
Receive | 0.37% | Lizhong Sitong Light Alloys Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | (6) | — | (6) | |||||||||||||||||
Receive | 0.37% | LONGi Green Energy Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1,009 | (186) | — | (186) | |||||||||||||||||
Receive | 0.37% | Longshine Technology Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | (1) | — | (1) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Luoniushan Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 13 | $ | (1) | $ | — | $ | (1) | |||||||||||||
Receive | 0.37% | Luxshare Precision Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 79 | (18) | — | (18) | |||||||||||||||||
Receive | 0.37% | Luyang Energy-Saving Materials Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 33 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Luzhou Laojiao Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 726 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Mayinglong Pharmaceutical Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Midea Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 246 | (21) | — | (21) | |||||||||||||||||
Receive | 0.37% | Milkyway Chemical Supply Chain Service Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Ming Yang Smart Energy Group Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 29 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Muyuan Foods Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 51 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | NanJi E-Commerce Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 14 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Nanjing Gaoke Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 388 | (14) | — | (14) | |||||||||||||||||
Receive | 0.37% | Nanjing Yunhai Special Metals Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 38 | (6) | — | (6) | |||||||||||||||||
Receive | 0.37% | Nantong Jianghai Capacitor Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 39 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | NARI Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 12 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | NAURA Technology Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 30 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | New Hope Dairy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 48 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | New Hope Liuhe Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Ningbo Deye Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 217 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Ningbo Haitian Precision Machinery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 99 | (9) | — | (9) | |||||||||||||||||
Receive | 0.37% | Ningbo Huaxiang Electronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | — | — | — | |||||||||||||||||
Receive | 0.37% | Ningbo Joyson Electronic Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Ningbo Orient Wires & Cables Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 35 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Ningbo Peacebird Fashion Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 13 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Ningbo Ronbay New Energy Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 105 | (27) | — | (27) | |||||||||||||||||
Receive | 0.37% | Ningbo Shanshan Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Ningbo Tuopu Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Ningbo Xusheng Auto Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | North Huajin Chemical Industries Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 1 | $ | — | $ | — | $ | — | |||||||||||||
Receive | 0.37% | North Industries Group Red Arrow Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 179 | (38) | — | (38) | |||||||||||||||||
Receive | 0.37% | Northeast Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | — | — | — | |||||||||||||||||
Receive | 0.37% | Offshore Oil Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 181 | (9) | — | (9) | |||||||||||||||||
Receive | 0.37% | Olympic Circuit Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 56 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Oppein Home Group, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Orient Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Ovctek China, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 24 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Perfect World Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 22 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | PetroChina Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 198 | (12) | — | (12) | |||||||||||||||||
Receive | 0.37% | PhiChem Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Ping An Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 359 | (27) | — | (27) | |||||||||||||||||
Receive | 0.37% | Ping An Insurance Group Co. of China Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 829 | (43) | — | (43) | |||||||||||||||||
Receive | 0.37% | Pingdingshan Tianan Coal Mining Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 30 | — | — | — | |||||||||||||||||
Receive | 0.37% | POCO Holding Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | |||||||||||||||||
Receive | 0.37% | Poly Developments and Holdings Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 122 | 4 | — | 4 | |||||||||||||||||
Receive | 0.37% | Pony Testing International Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 103 | (18) | — | (18) | |||||||||||||||||
Receive | 0.37% | Porton Pharma Solutions Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 310 | (64) | — | (64) | |||||||||||||||||
Receive | 0.37% | Postal Savings Bank of China Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | — | — | — | |||||||||||||||||
Receive | 0.37% | Power Construction Corp. of China Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 26 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Proya Cosmetics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 52 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Pylon Technologies Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 41 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Qianhe Condiment and Food Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | |||||||||||||||||
Receive | 0.37% | Qilu Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 24 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Qingdao Gaoce Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 36 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Qingdao Gon Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Qingdao Hiron Commercial Cold Chain Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Qingdao Port International Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 327 | $ | (7) | $ | — | $ | (7) | |||||||||||||
Receive | 0.37% | Qingdao Sentury Tire Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 45 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Qinghai Salt Lake Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 258 | (27) | — | (27) | |||||||||||||||||
Receive | 0.37% | QuakeSafe Technologies Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Quectel Wireless Solutions Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 149 | (22) | — | (22) | |||||||||||||||||
Receive | 0.37% | Remegen Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Rianlon Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Richinfo Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 41 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Riyue Heavy Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 22 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Rongsheng Petrochemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Runjian Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | — | — | — | |||||||||||||||||
Receive | 0.37% | Sailun Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 35 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Sangfor Technologies, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Sanquan Food Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 21 | — | — | — | |||||||||||||||||
Receive | 0.37% | SDIC Power Holdings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Sealand Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 26 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | SF Holding Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | SG Micro Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 387 | (59) | — | (59) | |||||||||||||||||
Receive | 0.37% | Shaanxi Coal Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 496 | 5 | — | 5 | |||||||||||||||||
Receive | 0.37% | Shandong Denghai Seeds Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shandong Head Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 13 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shandong Himile Mechanical Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shandong Hi-Speed Road & Bridge Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shandong Jinjing Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Shandong Linglong Tyre Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 24 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Shandong Pharmaceutical Glass Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shandong Publishing & Media Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 116 | (8) | — | (8) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Shandong Sun Paper Industry JSC Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 248 | $ | (19) | $ | — | $ | (19) | |||||||||||||
Receive | 0.37% | Shandong Weifang Rainbow Chemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 46 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Shandong WIT Dyne Health Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 69 | 2 | — | 2 | |||||||||||||||||
Receive | 0.37% | Shanghai Baolong Automotive Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Shanghai Fengyuzhu Culture and Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Shanghai Flyco Electrical Appliance Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 29 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Shanghai Fudan Microelectronics Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 41 | 2 | — | 2 | |||||||||||||||||
Receive | 0.37% | Shanghai Ganglian E-Commerce Holdings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 153 | (35) | — | (35) | |||||||||||||||||
Receive | 0.37% | Shanghai Hanbell Precise Machinery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Shanghai Huafon Aluminium Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shanghai International Airport Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shanghai Maling Aquarius Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 313 | (22) | — | (22) | |||||||||||||||||
Receive | 0.37% | Shanghai Medicilon, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Shanghai Moons' Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Shanghai Pharmaceuticals Holding Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 22 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shanghai Pret Composites Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 14 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Shanghai Pudong Development Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shanghai Putailai New Energy Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 186 | (40) | — | (40) | |||||||||||||||||
Receive | 0.37% | Shanghai Runda Medical Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shanghai Tunnel Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Shanghai Yaoji Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Shanghai Zhonggu Logistics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 254 | (28) | — | (28) | |||||||||||||||||
Receive | 0.37% | Shanxi Coking Coal Energy Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 78 | 7 | — | 7 | |||||||||||||||||
Receive | 0.37% | Shanxi Lu'an Environmental Energy Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 180 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Shanxi Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 24 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shanxi Xinghuacun Fen Wine Factory Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 177 | 7 | — | 7 | |||||||||||||||||
Receive | 0.37% | Shenghe Resources Holding Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 167 | (24) | — | (24) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Shenwan Hongyuan Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 9 | $ | — | $ | — | $ | — | |||||||||||||
Receive | 0.37% | Shenzhen Aisidi Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shenzhen Capchem Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 76 | (9) | — | (9) | |||||||||||||||||
Receive | 0.37% | Shenzhen Center Power Tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shenzhen Click Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 34 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Shenzhen Desay Battery Technology Co. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Shenzhen Dynanonic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 41 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Shenzhen Gongjin Electronics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 51 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Shenzhen Inovance Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 31 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Shenzhen Kedali Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 16 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Shenzhen Kinwong Electronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 30 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Shenzhen Laibao Hi-tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 155 | (13) | — | (13) | |||||||||||||||||
Receive | 0.37% | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 599 | (11) | — | (11) | |||||||||||||||||
Receive | 0.37% | Shenzhen New Industries Biomedical Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 13 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Shenzhen SC New Energy Technology Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | — | — | — | |||||||||||||||||
Receive | 0.37% | Shenzhen Senior Technology Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 119 | (13) | — | (13) | |||||||||||||||||
Receive | 0.37% | Shenzhen Suntak Circuit Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 135 | (34) | — | (34) | |||||||||||||||||
Receive | 0.37% | Shenzhen Yinghe Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 194 | (32) | — | (32) | |||||||||||||||||
Receive | 0.37% | Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 161 | (13) | — | (13) | |||||||||||||||||
Receive | 0.37% | Sichuan Development Lomon Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 56 | (7) | — | (7) | |||||||||||||||||
Receive | 0.37% | Sichuan Furong Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 145 | (18) | — | (18) | |||||||||||||||||
Receive | 0.37% | Sichuan Hebang Biotechnology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 144 | (29) | — | (29) | |||||||||||||||||
Receive | 0.37% | Sichuan Jiuyuan Yinhai Software Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 183 | (11) | — | (11) | |||||||||||||||||
Receive | 0.37% | Sichuan Kelun Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 209 | 3 | — | 3 | |||||||||||||||||
Receive | 0.37% | Sichuan New Energy Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Sichuan Road & Bridge Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 36 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Sichuan Teway Food Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Sichuan Yahua Industrial Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 448 | $ | (71) | $ | — | $ | (71) | |||||||||||||
Receive | 0.37% | Sineng Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Sino Wealth Electronic Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 118 | (16) | — | (16) | |||||||||||||||||
Receive | 0.37% | Sinomine Resource Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 85 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Sinoseal Holding Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 68 | (7) | — | (7) | |||||||||||||||||
Receive | 0.37% | Sinosoft Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 33 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Sinosteel New Materials Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 97 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Skshu Paint Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | Skyworth Digital Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 203 | (39) | — | (39) | |||||||||||||||||
Receive | 0.37% | Sonoscape Medical Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 17 | 2 | — | 2 | |||||||||||||||||
Receive | 0.37% | SooChow Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 56 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | StarPower Semiconductor Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 142 | (29) | — | (29) | |||||||||||||||||
Receive | 0.37% | Sunflower Pharmaceutical Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 121 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Sungrow Power Supply Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 72 | (7) | — | (7) | |||||||||||||||||
Receive | 0.37% | Sunresin New Materials Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 23 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Suplet Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | — | — | — | |||||||||||||||||
Receive | 0.37% | Suwen Electric Energy Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | |||||||||||||||||
Receive | 0.37% | Suzhou Maxwell Technologies Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 31 | 5 | — | 5 | |||||||||||||||||
Receive | 0.37% | Suzhou Secote Precision Electronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | — | — | — | |||||||||||||||||
Receive | 0.37% | Suzhou SLAC Precision Equipment Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Suzhou TA&A Ultra Clean Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 424 | (59) | — | (59) | |||||||||||||||||
Receive | 0.37% | Suzhou TFC Optical Communication Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 32 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | TangShan Port Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 206 | (12) | — | (12) | |||||||||||||||||
Receive | 0.37% | TBEA Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 753 | (108) | — | (108) | |||||||||||||||||
Receive | 0.37% | TCL Zhonghuan Renewable Energy Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 150 | (14) | — | (14) | |||||||||||||||||
Receive | 0.37% | Tecon Biology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | The People's Insurance Co. Group of China Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 205 | (1) | — | (1) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Thunder Software Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 239 | $ | (36) | $ | — | $ | (36) | |||||||||||||
Receive | 0.37% | Tian Di Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 337 | (27) | — | (27) | |||||||||||||||||
Receive | 0.37% | Tianjin 712 Communication & Broadcasting Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Tianjin Pharmaceutical Da Re Tang Group Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Tianjin Ringpu Bio-Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Tianqi Lithium Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 591 | (100) | — | (100) | |||||||||||||||||
Receive | 0.37% | Tianshan Aluminum Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Tibet Mineral Development Co. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 253 | (35) | — | (35) | |||||||||||||||||
Receive | 0.37% | Tongwei Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 752 | (76) | — | (76) | |||||||||||||||||
Receive | 0.37% | Top Resource Conservation & Environment Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | — | — | — | |||||||||||||||||
Receive | 0.37% | Trina Solar Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 59 | (8) | — | (8) | |||||||||||||||||
Receive | 0.37% | TRS Information Technology Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Tsingtao Brewery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 63 | 4 | — | 4 | |||||||||||||||||
Receive | 0.37% | Unigroup Guoxin Microelectronics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 210 | (28) | — | (28) | |||||||||||||||||
Receive | 0.37% | Universal Scientific Industrial Shanghai Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 270 | (27) | — | (27) | |||||||||||||||||
Receive | 0.37% | Valiant Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 213 | (39) | — | (39) | |||||||||||||||||
Receive | 0.37% | Wangsu Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 25 | — | — | — | |||||||||||||||||
Receive | 0.37% | Wanhua Chemical Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 29 | — | — | — | |||||||||||||||||
Receive | 0.37% | Weifu High-Technology Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 138 | (8) | — | (8) | |||||||||||||||||
Receive | 0.37% | Weihai Guangwei Composites Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 73 | 5 | — | 5 | |||||||||||||||||
Receive | 0.37% | Wellhope Foods Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 13 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Wencan Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 20 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Wens Foodstuffs Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 72 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | Western Superconducting Technologies Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 265 | (9) | — | (9) | |||||||||||||||||
Receive | 0.37% | Winner Medical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 56 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Wuhan DR Laser Technology Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 24 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Wuhan Easydiagnosis Biomedicine Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 181 | (24) | — | (24) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Wuliangye Yibin Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 357 | $ | (31) | $ | — | $ | (31) | |||||||||||||
Receive | 0.37% | WUS Printed Circuit Kunshan Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | WuXi AppTec Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 258 | (67) | — | (67) | |||||||||||||||||
Receive | 0.37% | Wuxi Autowell Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 142 | (12) | — | (12) | |||||||||||||||||
Receive | 0.37% | Wuxi Lead Intelligent Equipment Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 93 | (11) | — | (11) | |||||||||||||||||
Receive | 0.37% | Wuxi NCE Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 36 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Wuxi Shangji Automation Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 216 | (27) | — | (27) | |||||||||||||||||
Receive | 0.37% | Wuxi Xinje Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | XCMG Construction Machinery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 21 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | XGD, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 191 | (35) | — | (35) | |||||||||||||||||
Receive | 0.37% | Xiamen C & D, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 13 | 2 | — | 2 | |||||||||||||||||
Receive | 0.37% | Xiamen Faratronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 202 | (37) | — | (37) | |||||||||||||||||
Receive | 0.37% | Xiamen Tungsten Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 78 | (10) | — | (10) | |||||||||||||||||
Receive | 0.37% | Xi'an Triangle Defense Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 123 | (24) | — | (24) | |||||||||||||||||
Receive | 0.37% | Xianhe Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Xilinmen Furniture Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | — | — | — | |||||||||||||||||
Receive | 0.37% | Xinjiang Goldwind Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 34 | (9) | — | (9) | |||||||||||||||||
Receive | 0.37% | Xinjiang Xintai Natural Gas Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 82 | (9) | — | (9) | |||||||||||||||||
Receive | 0.37% | Xinxiang Richful Lube Additive Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 12 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Xinyangfeng Agricultural Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 65 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Xinyu Iron & Steel Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 17 | (4) | — | (4) | |||||||||||||||||
Receive | 0.37% | Yangling Metron New Material, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 263 | (52) | — | (52) | |||||||||||||||||
Receive | 0.37% | Yangtze Optical Fibre and Cable Joint Stock Ltd Co. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Yangzhou Yangjie Electronic Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 210 | (43) | — | (43) | |||||||||||||||||
Receive | 0.37% | Yankershop Food Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 161 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Yankuang Energy Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 186 | 19 | — | 19 | |||||||||||||||||
Receive | 0.37% | Yantai Dongcheng Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (continued)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Yantai Jereh Oilfield Services Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 140 | $ | (19) | $ | — | $ | (19) | |||||||||||||
Receive | 0.37% | Yantai Zhenghai Magnetic Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Yealink Network Technology Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 76 | (3) | — | (3) | |||||||||||||||||
Receive | 0.37% | YGSOFT, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 81 | (15) | — | (15) | |||||||||||||||||
Receive | 0.37% | Yifeng Pharmacy Chain Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 15 | 1 | — | 1 | |||||||||||||||||
Receive | 0.37% | Yongan Futures Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | YongXing Special Materials Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 233 | (33) | — | (33) | |||||||||||||||||
Receive | 0.37% | Youngy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 86 | (12) | — | (12) | |||||||||||||||||
Receive | 0.37% | YTO Express Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 128 | — | — | — | |||||||||||||||||
Receive | 0.37% | Yunda Holding Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Yunnan Botanee Bio-Technology Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Yunnan Energy New Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 343 | (86) | — | (86) | |||||||||||||||||
Receive | 0.37% | Yunnan Yuntianhua Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 35 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Zhejiang Cfmoto Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | |||||||||||||||||
Receive | 0.37% | Zhejiang China Commodities City Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | — | — | — | |||||||||||||||||
Receive | 0.37% | Zhejiang Garden Bio-Chemical High-tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Zhejiang Huayou Cobalt Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 51 | (12) | — | (12) | |||||||||||||||||
Receive | 0.37% | Zhejiang Jiahua Energy Chemical Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 249 | (40) | — | (40) | |||||||||||||||||
Receive | 0.37% | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 235 | (27) | — | (27) | |||||||||||||||||
Receive | 0.37% | Zhejiang Jingxin Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | — | — | — | |||||||||||||||||
Receive | 0.37% | Zhejiang JIULI Hi-tech Metals Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 173 | (11) | — | (11) | |||||||||||||||||
Receive | 0.37% | Zhejiang Jiuzhou Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 16 | — | — | — | |||||||||||||||||
Receive | 0.37% | Zhejiang Juhua Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 64 | (8) | — | (8) | |||||||||||||||||
Receive | 0.37% | Zhejiang Orient Gene Biotech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | |||||||||||||||||
Receive | 0.37% | Zhejiang Qianjiang Motorcycle Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 113 | (15) | — | (15) | |||||||||||||||||
Receive | 0.37% | Zhejiang Runtu Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 53 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | Zhejiang Shuanghuan Driveline Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | (1) | — | (1) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
Total Return Swap Agreements (concluded)
Pay/Receive(a) | Financing Rate | Description | Counterparty | Expiration Date | Payment Frequency | Notional Amount (000) | Value (000) | Upfront Premiums Paid/(Received) (000) | Unrealized Appreciation/ (Depreciation) (000) | |||||||||||||||||
Receive | 0.37% | Zhejiang Starry Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 10 | $ | — | $ | — | $ | — | |||||||||||||
Receive | 0.37% | Zhejiang Supcon Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 28 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Zhejiang Supor Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 34 | — | — | — | |||||||||||||||||
Receive | 0.37% | Zhejiang Wanfeng Auto Wheel Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 113 | (18) | — | (18) | |||||||||||||||||
Receive | 0.37% | Zhejiang Wanma Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 81 | (22) | — | (22) | |||||||||||||||||
Receive | 0.37% | Zhejiang Weixing Industrial Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 67 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Zhejiang Weixing New Building Materials Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 14 | — | — | — | |||||||||||||||||
Receive | 0.37% | Zhejiang Xinan Chemical Industrial Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 91 | (5) | — | (5) | |||||||||||||||||
Receive | 0.37% | Zhende Medical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | |||||||||||||||||
Receive | 0.37% | Zhongji Innolight Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Zhongshan Broad Ocean Motor Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | |||||||||||||||||
Receive | 0.37% | Zhuhai Huafa Properties Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 77 | 6 | — | 6 | |||||||||||||||||
Receive | 0.37% | Zhuzhou CRRC Times Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 15 | (2) | — | (2) | |||||||||||||||||
Receive | 0.37% | Zijin Mining Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 95 | (14) | — | (14) | |||||||||||||||||
Receive | 0.37% | ZJMI Environmental Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | ZTE Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | (1) | — | (1) | |||||||||||||||||
Receive | 0.37% | ZWSOFT Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 11 | (2) | — | (2) | |||||||||||||||||
$ | (5,330) | $ | — | $ | (5,330) | |||||||||||||||||||||
Total swap agreements at value (assets) | $ | 220 | ||||||||||||||||||||||||
Total swap agreements at value (liabilities) | (5,550) | |||||||||||||||||||||||||
Net swap agreements at value | $ | (5,330) |
Amounts Designated as "—" are $0 or have been rounded to $0
(a) | Receive represents that the Portfolio receives payments for any positive return on the underlying reference. The Portfolio makes payments for any negative return on such underlying reference. Pay represents that the Portfolio receives payments for any negative return on the underlying reference. The Portfolio makes payments for any positive return on such underlying reference. |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Asset Backed Securities — 0.14% | ||||||||||||||
$ | 15 | Capital One Multi-Asset Execution Trust, Series 2021-A2, Class - A2 | 1.39 | 7/15/30 | $ | 12 | ||||||||
10 | GM Financial Automobile Leasing Trust, Series 2021-3, Class - A3, Callable 1/20/24 @ 100.00 | 0.39 | 10/21/24 | 10 | ||||||||||
20 | Hyundai Auto Receivables Trust, Series 2022-A, Class - A3, Callable 7/15/25 @ 100.00 | 2.22 | 10/15/26 | 19 | ||||||||||
40 | Synchrony Card Funding LLC, Series 2022-A1, Class - A, Callable 4/15/25 @ 100.00 | 3.37 | 4/15/28 | 39 | ||||||||||
10 | World Omni Auto Receivables Trust, Series 2021-C, Class - A4, Callable 11/15/24 @ 100.00 | 0.64 | 9/15/27 | 9 | ||||||||||
Total Asset Backed Securities | 89 | |||||||||||||
Collateralized Mortgage Obligations — 0.97% | ||||||||||||||
20 | Bank, Series 2019-BN21, Class - A5, Callable 10/15/29 @ 100.00 | 2.85 | 10/15/52 | 17 | ||||||||||
25 | Bank, Series 2017-BNK9, Class - ASB, Callable 12/15/29 @ 100.00 | 3.47 | 11/15/54 | 24 | ||||||||||
25 | Bank, Series 2022-BNK41, Class - A4 | 3.79 | (a) | 4/15/65 | 23 | |||||||||
20 | BBCMS Mortgage Trust, Series 2020-C7, Class - AS, Callable 4/15/30 @ 100.00 | 2.44 | 4/15/53 | 16 | ||||||||||
10 | Benchmark Mortgage Trust, Series 2020-IG1, Class - AS, Callable 1/15/30 @ 100.00 | 2.91 | (a) | 9/15/43 | 8 | |||||||||
10 | Benchmark Mortgage Trust, Series 2019-B9, Class - A5, Callable 2/15/29 @ 100.00 | 4.02 | 3/15/52 | 9 | ||||||||||
19 | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class - A4, Callable 1/10/25 @ 100.00 | 2.88 | 2/10/48 | 19 | ||||||||||
15 | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class - AS, Callable 2/15/30 @ 100.00 | 2.92 | 2/15/53 | 13 | ||||||||||
10 | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class - A4, Callable 12/15/29 @ 100.00 | 3.10 | 12/15/72 | 9 | ||||||||||
20 | COMM Mortgage Trust, Series 2015-DC1, Class - A5, Callable 2/10/25 @ 100.00 | 3.35 | 2/10/48 | 19 | ||||||||||
25 | Commercial Mortgage Trust, Series 2015-LC19, Class - A4, Callable 1/10/27 @ 100.00 | 3.18 | 2/10/48 | 24 | ||||||||||
20 | Fannie Mae-ACES, Series 2020-M14, Class - A2 | 1.78 | 5/25/30 | 17 | ||||||||||
9 | Fannie Mae-ACES, Series 2015-M8, Class - A2 | 2.90 | (a) | 1/25/25 | 9 | |||||||||
17 | Fannie Mae-ACES, Series 2017-M12, Class - A2 | 3.06 | (a) | 6/25/27 | 16 | |||||||||
19 | Fannie Mae-ACES, Series 2018-M1, Class - A2 | 3.09 | (a) | 12/25/27 | 18 | |||||||||
20 | Fannie Mae-ACES, Series 2019-M5, Class - A2 | 3.27 | 1/25/29 | 19 | ||||||||||
25 | Fannie Mae-ACES, Series 2018-M10, Class - A2 | 3.47 | (a) | 7/25/28 | 24 | |||||||||
20 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K112, Class - A2, Callable 6/25/30 @ 100.00 | 1.31 | 5/25/30 | 16 | ||||||||||
20 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K1516, Class - A2, Callable 10/25/35 @ 100.00 | 1.72 | 5/25/35 | 14 | ||||||||||
25 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K126, Class - A2, Callable 5/25/31 @ 100.00 | 2.07 | 1/25/31 | 21 | ||||||||||
15 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K749, Class - A2, Callable 9/25/29 @ 100.00 | 2.12 | (a) | 4/25/55 | 13 | |||||||||
10 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K1521, Class - A2, Callable 9/25/36 @ 100.00 | 2.18 | 8/25/36 | 7 | ||||||||||
24 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K726, Class - A2, Callable 4/25/24 @ 100.00 | 2.91 | 7/25/49 | 24 | ||||||||||
25 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K052, Class - A2, Callable 1/25/26 @ 100.00 | 3.15 | 11/25/25 | 24 | ||||||||||
50 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K091, Class - A2, Callable 10/25/29 @ 100.00 | 3.51 | 3/25/29 | 47 | ||||||||||
25 | GS Mortgage Securities Trust, Series 2018-GS9, Class - A4, Callable 3/10/28 @ 100.00 | 3.99 | (a) | 3/10/51 | 24 | |||||||||
25 | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class - A3, Callable 4/15/27 @ 100.00 | 3.14 | 12/15/49 | 23 | ||||||||||
25 | Morgan Stanley BAML Trust, Series 2014-C19, Class - A4, Callable 10/15/26 @ 100.00 | 3.53 | 12/15/47 | 24 | ||||||||||
25 | Morgan Stanley BAML Trust, Series 2017-C33, Class - A5, Callable 5/15/27 @ 100.00 | 3.60 | 5/15/50 | 23 | ||||||||||
20 | Santander Drive Auto Receivables Trust, Series 2021-1, Class - D, Callable 3/15/24 @ 100.00 | 1.13 | 11/16/26 | 19 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Collateralized Mortgage Obligations (continued) | ||||||||||||||
$ | 25 | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class - A4, Callable 7/10/26 @ 100.00 | 3.06 | 10/10/48 | $ | 23 | ||||||||
1 | Toyota Auto Receivables Owner Trust, Series 2021-A, Class - A3, Callable 3/15/24 @ 100.00 | 0.26 | 5/15/25 | 1 | ||||||||||
20 | Wells Fargo Commercial Mortgage Trust, Series 2022- C62, Class - A4, Callable 4/15/32 @ 100.00 | 4.00 | (a) | 4/15/55 | 18 | |||||||||
25 | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class - A4, Callable 10/15/28 @ 100.00 | 4.44 | 9/15/61 | 24 | ||||||||||
Total Collateralized Mortgage Obligations | 629 | |||||||||||||
U.S. Government Agency Mortgages — 13.60% | ||||||||||||||
— | Fannie Mae, Pool #CB0310 | 1.50 | 4/1/36 | — | ||||||||||
22 | Fannie Mae, Pool #MA4280 | 1.50 | 3/1/51 | 17 | ||||||||||
22 | Fannie Mae, Pool #MA4342 | 1.50 | 4/1/41 | 17 | ||||||||||
23 | Fannie Mae, Pool #MA4122 | 1.50 | 9/1/35 | 20 | ||||||||||
22 | Fannie Mae, Pool #MA4236 | 1.50 | 1/1/51 | 17 | ||||||||||
44 | Fannie Mae, Pool #FM6579 | 1.50 | 3/1/51 | 34 | ||||||||||
23 | Fannie Mae, Pool #FS1327 | 1.50 | 6/1/36 | 20 | ||||||||||
21 | Fannie Mae, Pool #CA7696 | 1.50 | 11/1/50 | 16 | ||||||||||
— | Fannie Mae, Pool #CB0711 | 1.50 | 6/1/51 | — | ||||||||||
45 | Fannie Mae, Pool #MA4441 | 1.50 | 10/1/36 | 39 | ||||||||||
22 | Fannie Mae, Pool #CA7695 | 1.50 | 11/1/50 | 17 | ||||||||||
23 | Fannie Mae, Pool #MA4445 | 1.50 | 10/1/41 | 18 | ||||||||||
17 | Fannie Mae, Pool #BQ5781 | 1.50 | 11/1/35 | 15 | ||||||||||
— | Fannie Mae, Pool #MA4181 | 1.50 | 11/1/50 | — | ||||||||||
— | Fannie Mae, Pool #MA4417 | 1.50 | 9/1/36 | — | ||||||||||
46 | Fannie Mae, Pool #MA4343 | 1.50 | 5/1/51 | 35 | ||||||||||
42 | Fannie Mae, Pool #MA4281 | 2.00 | 3/1/51 | 34 | ||||||||||
22 | Fannie Mae, Pool #MA4119 | 2.00 | 9/1/50 | 18 | ||||||||||
21 | Fannie Mae, Pool #BR4094 | 2.00 | 1/1/51 | 17 | ||||||||||
15 | Fannie Mae, Pool #FM4039 | 2.00 | 10/1/35 | 14 | ||||||||||
44 | Fannie Mae, Pool #BR4435 | 2.00 | 4/1/51 | 36 | ||||||||||
— | Fannie Mae, Pool #FM6852 | 2.00 | 5/1/51 | — | ||||||||||
29 | Fannie Mae, Pool #FM3755 | 2.00 | 9/1/35 | 26 | ||||||||||
— | Fannie Mae, Pool #CB1787 | 2.00 | 10/1/51 | — | ||||||||||
33 | Fannie Mae, Pool #MA4128 | 2.00 | 9/1/40 | 28 | ||||||||||
21 | Fannie Mae, Pool #MA4403 | 2.00 | 8/1/36 | 19 | ||||||||||
47 | Fannie Mae, Pool #FM7411 | 2.00 | 5/1/51 | 38 | ||||||||||
23 | Fannie Mae, Pool #FM9579 | 2.00 | 7/1/51 | 19 | ||||||||||
— | Fannie Mae, Pool #FM9704 | 2.00 | 12/1/51 | — | ||||||||||
— | Fannie Mae, Pool #BR2176 | 2.00 | 7/1/36 | — | ||||||||||
21 | Fannie Mae, Pool #MA4360 | 2.00 | 6/1/36 | 18 | ||||||||||
20 | Fannie Mae, Pool #CA7225 | 2.00 | 10/1/50 | 16 | ||||||||||
42 | Fannie Mae, Pool #BQ3004 | 2.00 | 10/1/50 | 34 | ||||||||||
22 | Fannie Mae, Pool #FM6559 | 2.00 | 3/1/51 | 18 | ||||||||||
40 | Fannie Mae, Pool #MA4303 | 2.00 | 4/1/36 | 35 | ||||||||||
42 | Fannie Mae, Pool #MA4255 | 2.00 | 2/1/51 | 34 | ||||||||||
11 | Fannie Mae, Pool #AS2673 | 2.00 | 5/1/29 | 10 | ||||||||||
41 | Fannie Mae, Pool #MA4237 | 2.00 | 1/1/51 | 33 | ||||||||||
25 | Fannie Mae, Pool #FM4969 | 2.00 | 12/1/50 | 20 | ||||||||||
23 | Fannie Mae, Pool #BT0240 | 2.00 | 9/1/51 | 19 | ||||||||||
22 | Fannie Mae, Pool #BR0948 | 2.00 | 4/1/51 | 18 | ||||||||||
— | Fannie Mae, Pool #MA4442 | 2.00 | 10/1/36 | — | ||||||||||
24 | Fannie Mae, Pool #FS0317 | 2.00 | 2/1/42 | 20 | ||||||||||
23 | Fannie Mae, Pool #MA4474 | 2.00 | 11/1/41 | 20 | ||||||||||
44 | Fannie Mae, Pool #MA4325 | 2.00 | 5/1/51 | 36 | ||||||||||
24 | Fannie Mae, Pool #MA4602 | 2.00 | 5/1/37 | 21 | ||||||||||
24 | Fannie Mae, Pool #FS1621 | 2.00 | 7/1/51 | 20 | ||||||||||
20 | Fannie Mae, Pool #MA4182 | 2.00 | 11/1/50 | 16 | ||||||||||
— | Fannie Mae, Pool #FM5044 | 2.00 | 12/1/50 | — | ||||||||||
21 | Fannie Mae, Pool #FM5308 | 2.00 | 12/1/50 | 17 | ||||||||||
44 | Fannie Mae, Pool #CA8850 | 2.00 | 2/1/51 | 36 | ||||||||||
22 | Fannie Mae, Pool #CA8687 | 2.00 | 1/1/51 | 17 | ||||||||||
44 | Fannie Mae, Pool #MA4305 | 2.00 | 4/1/51 | 35 | ||||||||||
41 | Fannie Mae, Pool #BQ8341 | 2.00 | 12/1/50 | 34 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 42 | Fannie Mae, Pool #BQ7777 | 2.00 | 3/1/36 | $ | 37 | ||||||||
21 | Fannie Mae, Pool #CA7833 | 2.00 | 11/1/50 | 17 | ||||||||||
40 | Fannie Mae, Pool #BP9370 | 2.00 | 7/1/50 | 32 | ||||||||||
20 | Fannie Mae, Pool #CA8118 | 2.00 | 12/1/50 | 17 | ||||||||||
20 | Fannie Mae, Pool #MA4208 | 2.00 | 12/1/50 | 16 | ||||||||||
22 | Fannie Mae, Pool #BQ9685 | 2.00 | 1/1/51 | 18 | ||||||||||
20 | Fannie Mae, Pool #CA7224 | 2.00 | 10/1/50 | 16 | ||||||||||
23 | Fannie Mae, Pool #MA4437 | 2.00 | 10/1/51 | 19 | ||||||||||
41 | Fannie Mae, Pool #FM4788 | 2.00 | 11/1/50 | 33 | ||||||||||
46 | Fannie Mae, Pool #CB0325 | 2.00 | 4/1/51 | 37 | ||||||||||
22 | Fannie Mae, Pool #CB0497 | 2.00 | 5/1/51 | 18 | ||||||||||
23 | Fannie Mae, Pool #CB0684 | 2.00 | 6/1/51 | 18 | ||||||||||
19 | Fannie Mae, Pool #MA4176 | 2.00 | 10/1/40 | 16 | ||||||||||
42 | Fannie Mae, Pool #CA8110 | 2.00 | 12/1/50 | 34 | ||||||||||
40 | Fannie Mae, Pool #CA9183 | 2.00 | 2/1/36 | 35 | ||||||||||
— | Fannie Mae, Pool #BQ5112 | 2.00 | 11/1/50 | — | ||||||||||
44 | Fannie Mae, Pool #FM6448 | 2.00 | 3/1/51 | 36 | ||||||||||
24 | Fannie Mae, Pool #BU7103 | 2.00 | 12/1/51 | 19 | ||||||||||
48 | Fannie Mae, Pool #MA4511 | 2.00 | 1/1/52 | 39 | ||||||||||
1 | Fannie Mae, Pool #CA6304 | 2.50 | 7/1/50 | — | ||||||||||
25 | Fannie Mae, Pool #CA6074 | 2.50 | 6/1/50 | 21 | ||||||||||
— | Fannie Mae, Pool #FM4309 | 2.50 | 9/1/50 | — | ||||||||||
8 | Fannie Mae, Pool #MA3930 | 2.50 | 2/1/35 | 7 | ||||||||||
8 | Fannie Mae, Pool #MA3990 | 2.50 | 4/1/50 | 7 | ||||||||||
— | Fannie Mae, Pool #CB0415 | 2.50 | 5/1/51 | — | ||||||||||
12 | Fannie Mae, Pool #BD8046 | 2.50 | 9/1/31 | 11 | ||||||||||
24 | Fannie Mae, Pool #CB1828 | 2.50 | 10/1/51 | 20 | ||||||||||
24 | Fannie Mae, Pool #FM9543 | 2.50 | 12/1/51 | 20 | ||||||||||
22 | Fannie Mae, Pool #BO4657 | 2.50 | 11/1/49 | 19 | ||||||||||
24 | Fannie Mae, Pool #CB2868 | 2.50 | 2/1/52 | 20 | ||||||||||
22 | Fannie Mae, Pool #CB1131 | 2.50 | 7/1/51 | 19 | ||||||||||
23 | Fannie Mae, Pool #FM8745 | 2.50 | 9/1/51 | 20 | ||||||||||
32 | Fannie Mae, Pool #FM4638 | 2.50 | 10/1/50 | 27 | ||||||||||
15 | Fannie Mae, Pool #BQ0329 | 2.50 | 7/1/50 | 13 | ||||||||||
13 | Fannie Mae, Pool #BK2588 | 2.50 | 5/1/50 | 11 | ||||||||||
12 | Fannie Mae, Pool #AS8893 | 2.50 | 2/1/32 | 11 | ||||||||||
6 | Fannie Mae, Pool #MA3154 | 2.50 | 10/1/32 | 6 | ||||||||||
16 | Fannie Mae, Pool #BC9041 | 2.50 | 11/1/31 | 14 | ||||||||||
8 | Fannie Mae, Pool #MA3902 | 2.50 | 12/1/49 | 7 | ||||||||||
15 | Fannie Mae, Pool #AB7391 | 2.50 | 12/1/42 | 13 | ||||||||||
24 | Fannie Mae, Pool #BU1451 | 2.50 | 1/1/52 | 20 | ||||||||||
20 | Fannie Mae, Pool #AP4742 | 2.50 | 8/1/27 | 18 | ||||||||||
15 | Fannie Mae, Pool #MA2854 | 2.50 | 12/1/46 | 13 | ||||||||||
10 | Fannie Mae, Pool #MA1277 | 2.50 | 12/1/27 | 9 | ||||||||||
7 | Fannie Mae, Pool #MA3827 | 2.50 | 11/1/34 | 6 | ||||||||||
19 | Fannie Mae, Pool #CA8131 | 2.50 | 12/1/50 | 16 | ||||||||||
16 | Fannie Mae, Pool #MA4183 | 2.50 | 11/1/50 | 14 | ||||||||||
17 | Fannie Mae, Pool #FM4231 | 2.50 | 9/1/50 | 14 | ||||||||||
— | Fannie Mae, Pool #FM3878 | 2.50 | 7/1/50 | — | ||||||||||
14 | Fannie Mae, Pool #MA4096 | 2.50 | 8/1/50 | 12 | ||||||||||
— | Fannie Mae, Pool #CA6075 | 2.50 | 6/1/50 | — | ||||||||||
15 | Fannie Mae, Pool #AU6677 | 2.50 | 9/1/28 | 14 | ||||||||||
6 | Fannie Mae, Pool #MA3765 | 2.50 | 9/1/49 | 5 | ||||||||||
16 | Fannie Mae, Pool #MA4159 | 2.50 | 10/1/50 | 14 | ||||||||||
24 | Fannie Mae, Pool #FS0235 | 2.50 | 1/1/52 | 20 | ||||||||||
16 | Fannie Mae, Pool #BP5878 | 2.50 | 6/1/50 | 13 | ||||||||||
22 | Fannie Mae, Pool #FM2881 | 2.50 | 4/1/50 | 19 | ||||||||||
18 | Fannie Mae, Pool #BQ5110 | 2.50 | 11/1/50 | 16 | ||||||||||
22 | Fannie Mae, Pool #MA4399 | 2.50 | 8/1/51 | 18 | ||||||||||
22 | Fannie Mae, Pool #MA4414 | 2.50 | 9/1/51 | 19 | ||||||||||
5 | Fannie Mae, Pool #MA2789 | 2.50 | 10/1/36 | 4 | ||||||||||
— | Fannie Mae, Pool #CB2523 | 2.50 | 1/1/52 | — | ||||||||||
— | Fannie Mae, Pool #CA8955 | 2.50 | 2/1/51 | — | ||||||||||
23 | Fannie Mae, Pool #MA4423 | 2.50 | 9/1/41 | 19 | ||||||||||
23 | Fannie Mae, Pool #FM8997 | 2.50 | 10/1/51 | 19 | ||||||||||
23 | Fannie Mae, Pool #BU5917 | 2.50 | 12/1/51 | 20 | ||||||||||
24 | Fannie Mae, Pool #FS1340 | 2.50 | 3/1/52 | 20 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 17 | Fannie Mae, Pool #MA4256 | 2.50 | 2/1/51 | $ | 15 | ||||||||
44 | Fannie Mae, Pool #BR7857 | 2.50 | 5/1/51 | 37 | ||||||||||
24 | Fannie Mae, Pool #FS0547 | 2.50 | 2/1/52 | 20 | ||||||||||
12 | Fannie Mae, Pool #MA4075 | 2.50 | 7/1/35 | 11 | ||||||||||
7 | Fannie Mae, Pool #MA3965 | 2.50 | 3/1/40 | 6 | ||||||||||
22 | Fannie Mae, Pool #FM9033 | 2.50 | 10/1/51 | 19 | ||||||||||
13 | Fannie Mae, Pool #MA4078 | 2.50 | 7/1/50 | 11 | ||||||||||
9 | Fannie Mae, Pool #MA1307 | 3.00 | 1/1/33 | 8 | ||||||||||
30 | Fannie Mae, Pool #AB7099 | 3.00 | 11/1/42 | 27 | ||||||||||
10 | Fannie Mae, Pool #AU3353 | 3.00 | 8/1/43 | 9 | ||||||||||
23 | Fannie Mae, Pool #AB8897 | 3.00 | 4/1/43 | 20 | ||||||||||
7 | Fannie Mae, Pool #BO3192 | 3.00 | 10/1/49 | 6 | ||||||||||
24 | Fannie Mae, Pool #FS2122 | 3.00 | 3/1/52 | 21 | ||||||||||
7 | Fannie Mae, Pool #MA2863 | 3.00 | 1/1/47 | 6 | ||||||||||
6 | Fannie Mae, Pool #MA3377 | 3.00 | 5/1/48 | 6 | ||||||||||
28 | Fannie Mae, Pool #AS8483 | 3.00 | 12/1/46 | 25 | ||||||||||
6 | Fannie Mae, Pool #AS8074 | 3.00 | 10/1/46 | 5 | ||||||||||
4 | Fannie Mae, Pool #MA3744 | 3.00 | 8/1/49 | 4 | ||||||||||
4 | Fannie Mae, Pool #MA3691 | 3.00 | 7/1/49 | 4 | ||||||||||
9 | Fannie Mae, Pool #AL9996 | 3.00 | 4/1/32 | 8 | ||||||||||
24 | Fannie Mae, Pool #CB3364 | 3.00 | 4/1/52 | 21 | ||||||||||
7 | Fannie Mae, Pool #BO2201 | 3.00 | 9/1/49 | 6 | ||||||||||
20 | Fannie Mae, Pool #AQ7920 | 3.00 | 12/1/42 | 18 | ||||||||||
6 | Fannie Mae, Pool #MA3237 | 3.00 | 1/1/48 | 5 | ||||||||||
14 | Fannie Mae, Pool #BC4764 | 3.00 | 10/1/46 | 13 | ||||||||||
10 | Fannie Mae, Pool #B09169 | 3.00 | 12/1/49 | 9 | ||||||||||
— | Fannie Mae, Pool #BD2446 | 3.00 | 1/1/47 | — | ||||||||||
7 | Fannie Mae, Pool #MA2897 | 3.00 | 2/1/37 | 6 | ||||||||||
9 | Fannie Mae, Pool #AB2047 | 3.00 | 1/1/26 | 8 | ||||||||||
8 | Fannie Mae, Pool #AZ2936 | 3.00 | 9/1/45 | 7 | ||||||||||
— | Fannie Mae, Pool #AS7908 | 3.00 | 9/1/46 | — | ||||||||||
7 | Fannie Mae, Pool #FM1370 | 3.00 | 4/1/46 | 6 | ||||||||||
5 | Fannie Mae, Pool #FM1299 | 3.00 | 7/1/49 | 4 | ||||||||||
12 | Fannie Mae, Pool #AS8276 | 3.00 | 11/1/46 | 11 | ||||||||||
24 | Fannie Mae, Pool #BU1241 | 3.00 | 3/1/52 | 21 | ||||||||||
8 | Fannie Mae, Pool #CA5423 | 3.00 | 3/1/50 | 7 | ||||||||||
6 | Fannie Mae, Pool #MA3831 | 3.00 | 11/1/39 | 5 | ||||||||||
5 | Fannie Mae, Pool #FM2132 | 3.00 | 1/1/50 | 5 | ||||||||||
32 | Fannie Mae, Pool #AO0752 | 3.00 | 4/1/42 | 28 | ||||||||||
5 | Fannie Mae, Pool #BN7703 | 3.00 | 8/1/49 | 5 | ||||||||||
6 | Fannie Mae, Pool #MA3871 | 3.00 | 12/1/49 | 5 | ||||||||||
10 | Fannie Mae, Pool #MA3802 | 3.00 | 10/1/49 | 9 | ||||||||||
6 | Fannie Mae, Pool #MA3127 | 3.00 | 9/1/37 | 5 | ||||||||||
5 | Fannie Mae, Pool #MA2523 | 3.00 | 2/1/36 | 5 | ||||||||||
5 | Fannie Mae, Pool #MA3774 | 3.00 | 9/1/49 | 4 | ||||||||||
9 | Fannie Mae, Pool #MA3897 | 3.00 | 1/1/35 | 9 | ||||||||||
10 | Fannie Mae, Pool #BP1932 | 3.00 | 4/1/50 | 9 | ||||||||||
5 | Fannie Mae, Pool #FM1585 | 3.00 | 9/1/49 | 5 | ||||||||||
24 | Fannie Mae, Pool #CB3172 | 3.00 | 3/1/52 | 20 | ||||||||||
22 | Fannie Mae, Pool #MA2246 | 3.00 | 4/1/30 | 20 | ||||||||||
9 | Fannie Mae, Pool #MA3738 | 3.00 | 8/1/34 | 9 | ||||||||||
24 | Fannie Mae, Pool #CB2759 | 3.00 | 2/1/52 | 21 | ||||||||||
10 | Fannie Mae, Pool #MA4079 | 3.00 | 7/1/50 | 9 | ||||||||||
10 | Fannie Mae, Pool #FM3395 | 3.00 | 6/1/50 | 9 | ||||||||||
9 | Fannie Mae, Pool #CA5668 | 3.00 | 5/1/50 | 8 | ||||||||||
9 | Fannie Mae, Pool #CA5519 | 3.00 | 4/1/50 | 8 | ||||||||||
10 | Fannie Mae, Pool #MA4048 | 3.00 | 6/1/50 | 9 | ||||||||||
14 | Fannie Mae, Pool #QB1382 | 3.00 | 7/1/50 | 12 | ||||||||||
12 | Fannie Mae, Pool #BP6466 | 3.00 | 7/1/50 | 11 | ||||||||||
7 | Fannie Mae, Pool #B08947 | 3.00 | 1/1/50 | 6 | ||||||||||
15 | Fannie Mae, Pool #MA3937 | 3.00 | 2/1/50 | 13 | ||||||||||
6 | Fannie Mae, Pool #MA3905 | 3.00 | 1/1/50 | 6 | ||||||||||
14 | Fannie Mae, Pool #BC9003 | 3.00 | 11/1/46 | 13 | ||||||||||
13 | Fannie Mae, Pool #MA3834 | 3.00 | 11/1/49 | 12 | ||||||||||
9 | Fannie Mae, Pool #B06219 | 3.00 | 12/1/49 | 8 | ||||||||||
24 | Fannie Mae, Pool #BU8883 | 3.00 | 3/1/52 | 21 | ||||||||||
6 | Fannie Mae, Pool #MA3890 | 3.00 | 1/1/40 | 6 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 14 | Fannie Mae, Pool #MA3991 | 3.00 | 4/1/50 | $ | 12 | ||||||||
11 | Fannie Mae, Pool #AL9263 | 3.00 | 10/1/46 | 9 | ||||||||||
10 | Fannie Mae, Pool #BO7242 | 3.00 | 1/1/50 | 9 | ||||||||||
25 | Fannie Mae, Pool #AS0302 | 3.00 | 8/1/43 | 22 | ||||||||||
5 | Fannie Mae, Pool #MA3339 | 3.00 | 4/1/33 | 5 | ||||||||||
9 | Fannie Mae, Pool #FM4317 | 3.00 | 9/1/50 | 8 | ||||||||||
3 | Fannie Mae, Pool #MA3614 | 3.50 | 3/1/49 | 2 | ||||||||||
6 | Fannie Mae, Pool #MA3210 | 3.50 | 12/1/49 | 5 | ||||||||||
5 | Fannie Mae, Pool #MA3148 | 3.50 | 10/1/47 | 4 | ||||||||||
3 | Fannie Mae, Pool #BM5485 | 3.50 | 2/1/49 | 3 | ||||||||||
5 | Fannie Mae, Pool #MA3059 | 3.50 | 7/1/37 | 4 | ||||||||||
5 | Fannie Mae, Pool #ZA5052 | 3.50 | 11/1/47 | 4 | ||||||||||
11 | Fannie Mae, Pool #MA3243 | 3.50 | 1/1/38 | 10 | ||||||||||
10 | Fannie Mae, Pool #MA1980 | 3.50 | 8/1/44 | 9 | ||||||||||
6 | Fannie Mae, Pool #FM1566 | 3.50 | 11/1/48 | 5 | ||||||||||
8 | Fannie Mae, Pool #AS0024 | 3.50 | 7/1/43 | 7 | ||||||||||
5 | Fannie Mae, Pool #BD5046 | 3.50 | 2/1/47 | 5 | ||||||||||
9 | Fannie Mae, Pool #AZ0862 | 3.50 | 7/1/45 | 9 | ||||||||||
7 | Fannie Mae, Pool #AL1717 | 3.50 | 5/1/27 | 7 | ||||||||||
3 | Fannie Mae, Pool #MA3692 | 3.50 | 7/1/49 | 3 | ||||||||||
28 | Fannie Mae, Pool #AQ0546 | 3.50 | 11/1/42 | 26 | ||||||||||
4 | Fannie Mae, Pool #MA3775 | 3.50 | 9/1/49 | 4 | ||||||||||
3 | Fannie Mae, Pool #CA4026 | 3.50 | 5/1/49 | 3 | ||||||||||
7 | Fannie Mae, Pool #FM1911 | 3.50 | 7/1/48 | 6 | ||||||||||
4 | Fannie Mae, Pool #FM0020 | 3.50 | 7/1/49 | 3 | ||||||||||
3 | Fannie Mae, Pool #MA3663 | 3.50 | 5/1/49 | 3 | ||||||||||
7 | Fannie Mae, Pool #AB2052 | 3.50 | 1/1/26 | 7 | ||||||||||
3 | Fannie Mae, Pool #MA3597 | 3.50 | 2/1/49 | 3 | ||||||||||
8 | Fannie Mae, Pool #MA3026 | 3.50 | 6/1/47 | 7 | ||||||||||
15 | Fannie Mae, Pool #MA2125 | 3.50 | 12/1/44 | 13 | ||||||||||
3 | Fannie Mae, Pool #MA3494 | 3.50 | 10/1/48 | 3 | ||||||||||
4 | Fannie Mae, Pool #BA1893 | 3.50 | 8/1/45 | 3 | ||||||||||
9 | Fannie Mae, Pool #MA2706 | 3.50 | 8/1/46 | 8 | ||||||||||
6 | Fannie Mae, Pool #BK9038 | 3.50 | 10/1/33 | 6 | ||||||||||
7 | Fannie Mae, Pool #AS6102 | 3.50 | 11/1/45 | 6 | ||||||||||
5 | Fannie Mae, Pool #MA3057 | 3.50 | 7/1/47 | 4 | ||||||||||
5 | Fannie Mae, Pool #MA3906 | 3.50 | 1/1/50 | 5 | ||||||||||
4 | Fannie Mae, Pool #AS4236 | 3.50 | 1/1/45 | 3 | ||||||||||
4 | Fannie Mae, Pool #AS6394 | 3.50 | 12/1/45 | 4 | ||||||||||
5 | Fannie Mae, Pool #MA3835 | 3.50 | 11/1/49 | 4 | ||||||||||
5 | Fannie Mae, Pool #BM4703 | 3.50 | 2/1/48 | 4 | ||||||||||
7 | Fannie Mae, Pool #AS7388 | 3.50 | 6/1/46 | 6 | ||||||||||
— | Fannie Mae, Pool #AB5511 | 3.50 | 7/1/42 | — | ||||||||||
3 | Fannie Mae, Pool #MA3637 | 3.50 | 4/1/49 | 3 | ||||||||||
4 | Fannie Mae, Pool #MA3745 | 3.50 | 8/1/49 | 3 | ||||||||||
8 | Fannie Mae, Pool #BP1947 | 3.50 | 4/1/50 | 8 | ||||||||||
5 | Fannie Mae, Pool #FM1001 | 3.50 | 11/1/48 | 5 | ||||||||||
1 | Fannie Mae, Pool #AB6017 | 3.50 | 8/1/42 | 1 | ||||||||||
13 | Fannie Mae, Pool #AS4771 | 3.50 | 4/1/45 | 12 | ||||||||||
4 | Fannie Mae, Pool #MA2522 | 3.50 | 2/1/46 | 4 | ||||||||||
6 | Fannie Mae, Pool #BM2000 | 3.50 | 5/1/49 | 5 | ||||||||||
9 | Fannie Mae, Pool #MA3182 | 3.50 | 11/1/47 | 9 | ||||||||||
10 | Fannie Mae, Pool #BC2926 | 3.50 | 3/1/46 | 9 | ||||||||||
5 | Fannie Mae, Pool #MA3305 | 3.50 | 3/1/48 | 4 | ||||||||||
11 | Fannie Mae, Pool #BM1568 | 3.50 | 7/1/47 | 10 | ||||||||||
6 | Fannie Mae, Pool #BJ3716 | 3.50 | 12/1/47 | 5 | ||||||||||
6 | Fannie Mae, Pool #BC0443 | 3.50 | 12/1/45 | 6 | ||||||||||
6 | Fannie Mae, Pool #AS7491 | 3.50 | 7/1/46 | 6 | ||||||||||
10 | Fannie Mae, Pool #BJ4916 | 3.50 | 3/1/48 | 9 | ||||||||||
7 | Fannie Mae, Pool #MA3520 | 3.50 | 10/1/48 | 6 | ||||||||||
7 | Fannie Mae, Pool #BC1158 | 3.50 | 2/1/46 | 7 | ||||||||||
4 | Fannie Mae, Pool #FM1960 | 4.00 | 5/1/49 | 4 | ||||||||||
4 | Fannie Mae, Pool #FM0021 | 4.00 | 3/1/49 | 3 | ||||||||||
6 | Fannie Mae, Pool #AS7558 | 4.00 | 7/1/46 | 5 | ||||||||||
3 | Fannie Mae, Pool #FM1571 | 4.00 | 12/1/48 | 3 | ||||||||||
7 | Fannie Mae, Pool #BM4306 | 4.00 | 9/1/25 | 7 | ||||||||||
3 | Fannie Mae, Pool #MA3563 | 4.00 | 1/1/49 | 3 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 5 | Fannie Mae, Pool #BN6677 | 4.00 | 6/1/49 | $ | 5 | ||||||||
7 | Fannie Mae, Pool #AU8849 | 4.00 | 11/1/43 | 7 | ||||||||||
10 | Fannie Mae, Pool #AS3468 | 4.00 | 10/1/44 | 9 | ||||||||||
13 | Fannie Mae, Pool #BK7943 | 4.00 | 11/1/48 | 12 | ||||||||||
9 | Fannie Mae, Pool #AX0841 | 4.00 | 9/1/44 | 9 | ||||||||||
8 | Fannie Mae, Pool #AS3467 | 4.00 | 10/1/44 | 8 | ||||||||||
3 | Fannie Mae, Pool #BK0909 | 4.00 | 7/1/48 | 3 | ||||||||||
4 | Fannie Mae, Pool #BN0334 | 4.00 | 12/1/48 | 3 | ||||||||||
4 | Fannie Mae, Pool #MA3183 | 4.00 | 11/1/47 | 4 | ||||||||||
6 | Fannie Mae, Pool #MA3804 | 4.00 | 10/1/49 | 6 | ||||||||||
6 | Fannie Mae, Pool #AS9831 | 4.00 | 6/1/47 | 6 | ||||||||||
5 | Fannie Mae, Pool #AZ7362 | 4.00 | 11/1/45 | 4 | ||||||||||
— | Fannie Mae, Pool #190405 | 4.00 | 10/1/40 | — | ||||||||||
4 | Fannie Mae, Pool #MA2415 | 4.00 | 10/1/45 | 4 | ||||||||||
4 | Fannie Mae, Pool #FM1415 | 4.00 | 12/1/48 | 4 | ||||||||||
4 | Fannie Mae, Pool #BD7060 | 4.00 | 3/1/47 | 4 | ||||||||||
4 | Fannie Mae, Pool #CA0183 | 4.00 | 8/1/47 | 4 | ||||||||||
4 | Fannie Mae, Pool #MA3746 | 4.00 | 8/1/49 | 4 | ||||||||||
17 | Fannie Mae, Pool #AO2959 | 4.00 | 5/1/42 | 16 | ||||||||||
8 | Fannie Mae, Pool #MA2995 | 4.00 | 5/1/47 | 7 | ||||||||||
— | Fannie Mae, Pool #BE8373 | 4.00 | 2/1/47 | — | ||||||||||
11 | Fannie Mae, Pool #BM1066 | 4.00 | 2/1/47 | 10 | ||||||||||
3 | Fannie Mae, Pool #MA3521 | 4.00 | 11/1/48 | 3 | ||||||||||
10 | Fannie Mae, Pool #AS8823 | 4.00 | 2/1/47 | 9 | ||||||||||
3 | Fannie Mae, Pool #CA2316 | 4.00 | 7/1/48 | 3 | ||||||||||
3 | Fannie Mae, Pool #BK0920 | 4.00 | 7/1/48 | 3 | ||||||||||
7 | Fannie Mae, Pool #AS9314 | 4.00 | 3/1/47 | 6 | ||||||||||
3 | Fannie Mae, Pool #MA3638 | 4.00 | 4/1/49 | 3 | ||||||||||
25 | Fannie Mae, Pool #MA4732 | 4.00 | 9/1/52 | 23 | ||||||||||
2 | Fannie Mae, Pool #MA3592 | 4.00 | 2/1/49 | 2 | ||||||||||
8 | Fannie Mae, Pool #MA3121 | 4.00 | 9/1/47 | 8 | ||||||||||
7 | Fannie Mae, Pool #BM2002 | 4.00 | 10/1/47 | 7 | ||||||||||
— | Fannie Mae, Pool #BD7165 | 4.00 | 4/1/47 | — | ||||||||||
3 | Fannie Mae, Pool #BM4991 | 4.00 | 9/1/48 | 3 | ||||||||||
5 | Fannie Mae, Pool #AS7600 | 4.00 | 7/1/46 | 4 | ||||||||||
2 | Fannie Mae, Pool #MA3615 | 4.00 | 3/1/49 | 2 | ||||||||||
4 | Fannie Mae, Pool #AS8532 | 4.00 | 12/1/46 | 4 | ||||||||||
4 | Fannie Mae, Pool #MA3277 | 4.00 | 2/1/48 | 4 | ||||||||||
9 | Fannie Mae, Pool #AH6242 | 4.00 | 4/1/26 | 8 | ||||||||||
4 | Fannie Mae, Pool #CA1711 | 4.50 | 5/1/48 | 4 | ||||||||||
3 | Fannie Mae, Pool #MA3537 | 4.50 | 12/1/48 | 3 | ||||||||||
1 | Fannie Mae, Pool #930998 | 4.50 | 4/1/29 | 1 | ||||||||||
12 | Fannie Mae, Pool #AS9394 | 4.50 | 4/1/47 | 11 | ||||||||||
1 | Fannie Mae, Pool #BH3310 | 4.50 | 5/1/47 | 1 | ||||||||||
12 | Fannie Mae, Pool #MA3184 | 4.50 | 11/1/47 | 11 | ||||||||||
5 | Fannie Mae, Pool #BM3286 | 4.50 | 11/1/47 | 5 | ||||||||||
5 | Fannie Mae, Pool #AS2751 | 4.50 | 6/1/44 | 5 | ||||||||||
23 | Fannie Mae, Pool #AE0217 | 4.50 | 8/1/40 | 23 | ||||||||||
2 | Fannie Mae, Pool #BK6328 | 4.50 | 6/1/48 | 2 | ||||||||||
4 | Fannie Mae, Pool #MA3639 | 4.50 | 4/1/49 | 3 | ||||||||||
3 | Fannie Mae, Pool #BK4850 | 4.50 | 5/1/48 | 3 | ||||||||||
4 | Fannie Mae, Pool #CA0623 | 4.50 | 10/1/47 | 4 | ||||||||||
— | Fannie Mae, Pool #BE6489 | 4.50 | 1/1/47 | 0 | ||||||||||
2 | Fannie Mae, Pool #BN4309 | 4.50 | 1/1/49 | 2 | ||||||||||
19 | Fannie Mae, Pool #AE0954 | 4.50 | 2/1/41 | 18 | ||||||||||
7 | Fannie Mae, Pool #MA3747 | 4.50 | 8/1/49 | 7 | ||||||||||
4 | Fannie Mae, Pool #BM3904 | 5.00 | 5/1/48 | 4 | ||||||||||
3 | Fannie Mae, Pool #890603 | 5.00 | 8/1/41 | 3 | ||||||||||
23 | Fannie Mae, Pool #889117 | 5.00 | 10/1/35 | 23 | ||||||||||
5 | Fannie Mae, Pool #725027 | 5.00 | 11/1/33 | 5 | ||||||||||
11 | Fannie Mae, Pool #725238 | 5.00 | 3/1/34 | 11 | ||||||||||
4 | Fannie Mae, Pool #890221 | 5.50 | 12/1/33 | 4 | ||||||||||
— | Fannie Mae, Pool #725228 | 6.00 | 3/1/34 | — | ||||||||||
11 | Fannie Mae, Pool #959451 | 6.00 | 12/1/37 | 12 | ||||||||||
— | Fannie Mae, Pool #AE0442 | 6.50 | 1/1/39 | — | ||||||||||
50 | Fannie Mae, 15 YR TBA | 1.50 | 10/25/37 | 44 | ||||||||||
150 | Fannie Mae, 30 YR TBA | 3.50 | 10/25/52 | 136 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 100 | Fannie Mae, 30 YR TBA | 4.00 | 10/25/52 | $ | 94 | ||||||||
25 | Fannie Mae, 30 YR TBA | 4.00 | 11/25/52 | 23 | ||||||||||
75 | Fannie Mae, 30 YR TBA | 4.50 | 10/25/52 | 72 | ||||||||||
25 | Fannie Mae, 30 YR TBA | 4.50 | 11/25/52 | 24 | ||||||||||
25 | Fannie Mae, 30 YR TBA | 5.00 | 11/25/52 | 24 | ||||||||||
10 | Federal National Mortgage Association, Series 2020-M52, Class - A2 | 1.36 | (a) | 10/25/30 | 8 | |||||||||
18 | Federal National Mortgage Association, Pool #MA4205 | 1.50 | 12/1/35 | 16 | ||||||||||
21 | Federal National Mortgage Association, Pool #CA8893 | 2.00 | 2/1/51 | 17 | ||||||||||
19 | Freddie Mac, Pool #SB8088 | 1.50 | 2/1/36 | 16 | ||||||||||
23 | Freddie Mac, Pool #QN9521 | 1.50 | 2/1/37 | 20 | ||||||||||
22 | Freddie Mac, Pool #RB5110 | 1.50 | 5/1/41 | 17 | ||||||||||
20 | Freddie Mac, Pool #SB8097 | 1.50 | 4/1/36 | 18 | ||||||||||
46 | Freddie Mac, Pool #SD8154 | 1.50 | 6/1/51 | 35 | ||||||||||
45 | Freddie Mac, Pool #QC0962 | 1.50 | 4/1/51 | 35 | ||||||||||
24 | Freddie Mac, Pool #SB8144 | 1.50 | 3/1/37 | 20 | ||||||||||
35 | Freddie Mac, Pool #SB8079 | 2.00 | 12/1/35 | 31 | ||||||||||
— | Freddie Mac, Pool #QD0433 | 2.00 | 11/1/51 | — | ||||||||||
21 | Freddie Mac, Pool #SB8510 | 2.00 | 2/1/36 | 18 | ||||||||||
20 | Freddie Mac, Pool #RA3575 | 2.00 | 9/1/50 | 16 | ||||||||||
24 | Freddie Mac, Pool #SD8199 | 2.00 | 3/1/52 | 20 | ||||||||||
15 | Freddie Mac, Pool #SB8061 | 2.00 | 9/1/35 | 13 | ||||||||||
40 | Freddie Mac, Pool #SD8113 | 2.00 | 12/1/50 | 33 | ||||||||||
22 | Freddie Mac, Pool #RB5114 | 2.00 | 6/1/41 | 18 | ||||||||||
44 | Freddie Mac, Pool #QB6893 | 2.00 | 12/1/50 | 36 | ||||||||||
20 | Freddie Mac, Pool #QB3926 | 2.00 | 10/1/50 | 16 | ||||||||||
23 | Freddie Mac, Pool #RA5040 | 2.00 | 4/1/51 | 18 | ||||||||||
48 | Freddie Mac, Pool #QD1254 | 2.00 | 11/1/51 | 39 | ||||||||||
23 | Freddie Mac, Pool #RB5121 | 2.00 | 7/1/41 | 19 | ||||||||||
18 | Freddie Mac, Pool #RC1727 | 2.00 | 12/1/35 | 16 | ||||||||||
23 | Freddie Mac, Pool #RA5257 | 2.00 | 5/1/51 | 18 | ||||||||||
21 | Freddie Mac, Pool #SB8115 | 2.00 | 8/1/36 | 19 | ||||||||||
19 | Freddie Mac, Pool #RA3205 | 2.00 | 8/1/50 | 16 | ||||||||||
42 | Freddie Mac, Pool #QB7708 | 2.00 | 1/1/51 | 34 | ||||||||||
— | Freddie Mac, Pool #QB9896 | 2.00 | 3/1/51 | — | ||||||||||
48 | Freddie Mac, Pool #SD8188 | 2.00 | 1/1/52 | 39 | ||||||||||
47 | Freddie Mac, Pool #SD8177 | 2.00 | 10/1/51 | 38 | ||||||||||
23 | Freddie Mac, Pool #SD8172 | 2.00 | 9/1/51 | 19 | ||||||||||
45 | Freddie Mac, Pool #QC3697 | 2.00 | 6/1/51 | 37 | ||||||||||
21 | Freddie Mac, Pool #SB8107 | 2.00 | 5/1/36 | 18 | ||||||||||
23 | Freddie Mac, Pool #QC3597 | 2.00 | 6/1/51 | 18 | ||||||||||
21 | Freddie Mac, Pool #SD8121 | 2.00 | 12/1/50 | 17 | ||||||||||
20 | Freddie Mac, Pool #RB5095 | 2.00 | 12/1/40 | 17 | ||||||||||
42 | Freddie Mac, Pool #SD8128 | 2.00 | 2/1/51 | 34 | ||||||||||
— | Freddie Mac, Pool #QC6925 | 2.00 | 9/1/51 | — | ||||||||||
22 | Freddie Mac, Pool #SD8079 | 2.00 | 7/1/50 | 18 | ||||||||||
45 | Freddie Mac, Pool #QC1333 | 2.00 | 5/1/51 | 36 | ||||||||||
24 | Freddie Mac, Pool #QD5748 | 2.00 | 2/1/52 | 20 | ||||||||||
23 | Freddie Mac, Pool #SD8098 | 2.00 | 10/1/50 | 19 | ||||||||||
44 | Freddie Mac, Pool #QC0423 | 2.00 | 4/1/51 | 36 | ||||||||||
48 | Freddie Mac, Pool #SD8193 | 2.00 | 2/1/52 | 39 | ||||||||||
23 | Freddie Mac, Pool #QC7473 | 2.00 | 9/1/51 | 19 | ||||||||||
23 | Freddie Mac, Pool #RA5155 | 2.00 | 5/1/51 | 19 | ||||||||||
45 | Freddie Mac, Pool #SB8128 | 2.00 | 11/1/36 | 39 | ||||||||||
22 | Freddie Mac, Pool #SD8146 | 2.00 | 5/1/51 | 18 | ||||||||||
— | Freddie Mac, Pool #QO0110 | 2.00 | 4/1/37 | — | ||||||||||
46 | Freddie Mac, Pool #SD8160 | 2.00 | 8/1/51 | 37 | ||||||||||
— | Freddie Mac, Pool #RA6507 | 2.00 | 12/1/51 | — | ||||||||||
22 | Freddie Mac, Pool #RA4214 | 2.00 | 12/1/50 | 18 | ||||||||||
44 | Freddie Mac, Pool #SD7537 | 2.00 | 3/1/51 | 35 | ||||||||||
23 | Freddie Mac, Pool #RA3328 | 2.00 | 8/1/50 | 19 | ||||||||||
21 | Freddie Mac, Pool #RA5286 | 2.50 | 5/1/51 | 18 | ||||||||||
— | Freddie Mac, Pool #SD0578 | 2.50 | 3/1/51 | — | ||||||||||
23 | Freddie Mac, Pool #SD8167 | 2.50 | 9/1/51 | 19 | ||||||||||
8 | Freddie Mac, Pool #ZS8692 | 2.50 | 4/1/33 | 7 | ||||||||||
— | Freddie Mac, Pool #G18635 | 2.50 | 3/1/32 | — | ||||||||||
24 | Freddie Mac, Pool #RA6136 | 2.50 | 10/1/51 | 20 | ||||||||||
24 | Freddie Mac, Pool #QE2352 | 2.50 | 5/1/52 | 21 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 15 | Freddie Mac, Pool #G18485 | 2.50 | 10/1/28 | $ | 14 | ||||||||
34 | Freddie Mac, Pool #RA2643 | 2.50 | 6/1/50 | 29 | ||||||||||
32 | Freddie Mac, Pool #SB8045 | 2.50 | 5/1/35 | 29 | ||||||||||
21 | Freddie Mac, Pool #QC2031 | 2.50 | 5/1/51 | 18 | ||||||||||
17 | Freddie Mac, Pool #SD8122 | 2.50 | 1/1/51 | 15 | ||||||||||
12 | Freddie Mac, Pool #RB5054 | 2.50 | 6/1/40 | 10 | ||||||||||
20 | Freddie Mac, Pool #SD8147 | 2.50 | 5/1/51 | 17 | ||||||||||
7 | Freddie Mac, Pool #RB5043 | 2.50 | 4/1/40 | 6 | ||||||||||
47 | Freddie Mac, Pool #SD8183 | 2.50 | 12/1/51 | 39 | ||||||||||
21 | Freddie Mac, Pool #SD8151 | 2.50 | 6/1/51 | 18 | ||||||||||
— | Freddie Mac, Pool #SD0412 | 2.50 | 8/1/50 | — | ||||||||||
24 | Freddie Mac, Pool #SD8205 | 2.50 | 4/1/52 | 20 | ||||||||||
17 | Freddie Mac, Pool #SD8129 | 2.50 | 2/1/51 | 15 | ||||||||||
24 | Freddie Mac, Pool #SB0301 | 2.50 | 4/1/35 | 22 | ||||||||||
15 | Freddie Mac, Pool #G18470 | 2.50 | 6/1/28 | 14 | ||||||||||
— | Freddie Mac, Pool #QC2251 | 2.50 | 5/1/51 | — | ||||||||||
16 | Freddie Mac, Pool #ZS4687 | 2.50 | 11/1/46 | 14 | ||||||||||
40 | Freddie Mac, Pool #SD8141 | 2.50 | 4/1/51 | 34 | ||||||||||
23 | Freddie Mac, Pool #RA5802 | 2.50 | 9/1/51 | 20 | ||||||||||
22 | Freddie Mac, Pool #RA3528 | 2.50 | 9/1/50 | 18 | ||||||||||
16 | Freddie Mac, Pool #RA2897 | 2.50 | 6/1/50 | 13 | ||||||||||
6 | Freddie Mac, Pool #G18687 | 2.50 | 5/1/33 | 6 | ||||||||||
24 | Freddie Mac, Pool #RA6815 | 2.50 | 2/1/52 | 20 | ||||||||||
48 | Freddie Mac, Pool #SD8194 | 2.50 | 2/1/52 | 40 | ||||||||||
24 | Freddie Mac, Pool #RA6621 | 2.50 | 1/1/52 | 20 | ||||||||||
44 | Freddie Mac, Pool #RA5832 | 2.50 | 9/1/51 | 38 | ||||||||||
48 | Freddie Mac, Pool #RA6493 | 2.50 | 12/1/51 | 40 | ||||||||||
23 | Freddie Mac, Pool #RA6019 | 2.50 | 10/1/51 | 19 | ||||||||||
18 | Freddie Mac, Pool #RA4527 | 2.50 | 2/1/51 | 15 | ||||||||||
24 | Freddie Mac, Pool #SD8189 | 2.50 | 1/1/52 | 20 | ||||||||||
— | Freddie Mac, Pool #SD8055 | 2.50 | 4/1/50 | — | ||||||||||
34 | Freddie Mac, Pool #SD8114 | 2.50 | 12/1/50 | 28 | ||||||||||
16 | Freddie Mac, Pool #QB3287 | 2.50 | 8/1/50 | 14 | ||||||||||
16 | Freddie Mac, Pool #SD8099 | 2.50 | 10/1/50 | 13 | ||||||||||
14 | Freddie Mac, Pool #RA2595 | 2.50 | 5/1/50 | 12 | ||||||||||
23 | Freddie Mac, Pool #SD8021 | 2.50 | 9/1/49 | 19 | ||||||||||
— | Freddie Mac, Pool #RA6340 | 2.50 | 11/1/51 | — | ||||||||||
14 | Freddie Mac, Pool #SD8083 | 2.50 | 8/1/50 | 12 | ||||||||||
17 | Freddie Mac, Pool #QB3703 | 2.50 | 9/1/50 | 15 | ||||||||||
48 | Freddie Mac, Pool #SD1011 | 2.50 | 4/1/52 | 40 | ||||||||||
33 | Freddie Mac, Pool #RA2634 | 2.50 | 5/1/50 | 28 | ||||||||||
— | Freddie Mac, Pool #RA4070 | 2.50 | 11/1/50 | — | ||||||||||
8 | Freddie Mac, Pool #G07445 | 2.50 | 7/1/43 | 7 | ||||||||||
— | Freddie Mac, Pool #RA2645 | 2.50 | 6/1/50 | — | ||||||||||
23 | Freddie Mac, Pool #QC7457 | 2.50 | 9/1/51 | 19 | ||||||||||
7 | Freddie Mac, Pool #J36428 | 3.00 | 2/1/32 | 7 | ||||||||||
5 | Freddie Mac, Pool #QA1033 | 3.00 | 7/1/49 | 5 | ||||||||||
15 | Freddie Mac, Pool #ZS4706 | 3.00 | 3/1/47 | 13 | ||||||||||
9 | Freddie Mac, Pool #QA8065 | 3.00 | 3/1/50 | 8 | ||||||||||
17 | Freddie Mac, Pool #ZS4606 | 3.00 | 3/1/45 | 15 | ||||||||||
42 | Freddie Mac, Pool #SD8174 | 3.00 | 10/1/51 | 37 | ||||||||||
11 | Freddie Mac, Pool #QA9049 | 3.00 | 4/1/50 | 10 | ||||||||||
11 | Freddie Mac, Pool #ZS4658 | 3.00 | 4/1/46 | 10 | ||||||||||
6 | Freddie Mac, Pool #G08803 | 3.00 | 3/1/48 | 5 | ||||||||||
24 | Freddie Mac, Pool #QD9881 | 3.00 | 3/1/52 | 21 | ||||||||||
37 | Freddie Mac, Pool #ZS4522 | 3.00 | 7/1/43 | 33 | ||||||||||
7 | Freddie Mac, Pool #SD8056 | 3.00 | 4/1/50 | 6 | ||||||||||
8 | Freddie Mac, Pool #G61680 | 3.00 | 4/1/47 | 7 | ||||||||||
10 | Freddie Mac, Pool #G15145 | 3.00 | 7/1/29 | 10 | ||||||||||
4 | Freddie Mac, Pool #G18518 | 3.00 | 7/1/29 | 3 | ||||||||||
16 | Freddie Mac, Pool #ZA2304 | 3.00 | 6/1/33 | 15 | ||||||||||
— | Freddie Mac, Pool #J38057 | 3.00 | 12/1/32 | — | ||||||||||
18 | Freddie Mac, Pool #G60989 | 3.00 | 12/1/46 | 16 | ||||||||||
5 | Freddie Mac, Pool #G08635 | 3.00 | 4/1/45 | 4 | ||||||||||
6 | Freddie Mac, Pool #ZS4688 | 3.00 | 11/1/46 | 5 | ||||||||||
26 | Freddie Mac, Pool #ZS4511 | 3.00 | 3/1/43 | 23 | ||||||||||
13 | Freddie Mac, Pool #SD8030 | 3.00 | 11/1/49 | 11 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 12 | Freddie Mac, Pool #G18663 | 3.00 | 10/1/32 | $ | 12 | ||||||||
13 | Freddie Mac, Pool #G08737 | 3.00 | 12/1/46 | 11 | ||||||||||
1 | Freddie Mac, Pool #J25193 | 3.00 | 8/1/23 | 1 | ||||||||||
9 | Freddie Mac, Pool #SB8046 | 3.00 | 5/1/35 | 8 | ||||||||||
5 | Freddie Mac, Pool #G18601 | 3.00 | 5/1/31 | 5 | ||||||||||
7 | Freddie Mac, Pool #ZM2089 | 3.00 | 11/1/46 | 6 | ||||||||||
10 | Freddie Mac, Pool #SD8074 | 3.00 | 7/1/50 | 9 | ||||||||||
6 | Freddie Mac, Pool #G08620 | 3.50 | 12/1/44 | 5 | ||||||||||
8 | Freddie Mac, Pool #G08698 | 3.50 | 3/1/46 | 7 | ||||||||||
3 | Freddie Mac, Pool #Q57871 | 3.50 | 8/1/48 | 3 | ||||||||||
5 | Freddie Mac, Pool #V83453 | 3.50 | 10/1/47 | 5 | ||||||||||
17 | Freddie Mac, Pool #G08636 | 3.50 | 4/1/45 | 16 | ||||||||||
7 | Freddie Mac, Pool #G08761 | 3.50 | 5/1/47 | 7 | ||||||||||
8 | Freddie Mac, Pool #G08687 | 3.50 | 1/1/46 | 7 | ||||||||||
4 | Freddie Mac, Pool #G08770 | 3.50 | 7/1/47 | 3 | ||||||||||
6 | Freddie Mac, Pool #Q43933 | 3.50 | 10/1/46 | 5 | ||||||||||
4 | Freddie Mac, Pool #J14069 | 3.50 | 1/1/26 | 3 | ||||||||||
8 | Freddie Mac, Pool #G61148 | 3.50 | 9/1/47 | 8 | ||||||||||
9 | Freddie Mac, Pool #RA2469 | 3.50 | 4/1/50 | 8 | ||||||||||
— | Freddie Mac, Pool #Q53176 | 3.50 | 12/1/47 | — | ||||||||||
4 | Freddie Mac, Pool #ZS4599 | 3.50 | 1/1/45 | 4 | ||||||||||
9 | Freddie Mac, Pool #SB8007 | 3.50 | 9/1/34 | 9 | ||||||||||
13 | Freddie Mac, Pool #ZS4618 | 3.50 | 6/1/45 | 11 | ||||||||||
3 | Freddie Mac, Pool #ZS4771 | 3.50 | 6/1/48 | 3 | ||||||||||
4 | Freddie Mac, Pool #SD8001 | 3.50 | 7/1/49 | 4 | ||||||||||
4 | Freddie Mac, Pool #ZS4659 | 3.50 | 4/1/46 | 4 | ||||||||||
4 | Freddie Mac, Pool #ZS4713 | 3.50 | 4/1/47 | 4 | ||||||||||
18 | Freddie Mac, Pool #G08554 | 3.50 | 10/1/43 | 17 | ||||||||||
24 | Freddie Mac, Pool #SD8214 | 3.50 | 5/1/52 | 22 | ||||||||||
15 | Freddie Mac, Pool #ZS4642 | 3.50 | 12/1/45 | 14 | ||||||||||
7 | Freddie Mac, Pool #SD8011 | 3.50 | 9/1/49 | 6 | ||||||||||
7 | Freddie Mac, Pool #G08784 | 3.50 | 10/1/47 | 7 | ||||||||||
6 | Freddie Mac, Pool #J30284 | 3.50 | 11/1/29 | 6 | ||||||||||
7 | Freddie Mac, Pool #ZS4651 | 3.50 | 3/1/46 | 7 | ||||||||||
5 | Freddie Mac, Pool #ZM4908 | 3.50 | 11/1/47 | 5 | ||||||||||
4 | Freddie Mac, Pool #G08627 | 3.50 | 2/1/45 | 4 | ||||||||||
9 | Freddie Mac, Pool #RA1508 | 3.50 | 10/1/49 | 8 | ||||||||||
14 | Freddie Mac, Pool #G08637 | 4.00 | 4/1/45 | 13 | ||||||||||
8 | Freddie Mac, Pool #SD8070 | 4.00 | 6/1/50 | 8 | ||||||||||
10 | Freddie Mac, Pool #G08567 | 4.00 | 1/1/44 | 9 | ||||||||||
3 | Freddie Mac, Pool #ZA6946 | 4.00 | 5/1/49 | 3 | ||||||||||
11 | Freddie Mac, Pool #G08606 | 4.00 | 9/1/44 | 10 | ||||||||||
11 | Freddie Mac, Pool #A96286 | 4.00 | 1/1/41 | 10 | ||||||||||
8 | Freddie Mac, Pool #ZS4631 | 4.00 | 9/1/45 | 8 | ||||||||||
8 | Freddie Mac, Pool #G08775 | 4.00 | 8/1/47 | 8 | ||||||||||
7 | Freddie Mac, Pool #Q58680 | 4.00 | 9/1/48 | 7 | ||||||||||
6 | Freddie Mac, Pool #C91395 | 4.00 | 9/1/31 | 6 | ||||||||||
5 | Freddie Mac, Pool #ZT1320 | 4.00 | 11/1/48 | 5 | ||||||||||
5 | Freddie Mac, Pool #G08801 | 4.00 | 2/1/48 | 5 | ||||||||||
7 | Freddie Mac, Pool #ZS4708 | 4.00 | 3/1/47 | 7 | ||||||||||
5 | Freddie Mac, Pool #G08771 | 4.00 | 7/1/47 | 5 | ||||||||||
6 | Freddie Mac, Pool #SD0290 | 4.00 | 4/1/50 | 5 | ||||||||||
3 | Freddie Mac, Pool #ZT1840 | 4.00 | 9/1/48 | 3 | ||||||||||
8 | Freddie Mac, Pool #ZA4988 | 4.00 | 8/1/47 | 7 | ||||||||||
16 | Freddie Mac, Pool #ZL7781 | 4.00 | 2/1/44 | 15 | ||||||||||
3 | Freddie Mac, Pool #ZT2106 | 4.00 | 3/1/49 | 3 | ||||||||||
3 | Freddie Mac, Pool #ZS4774 | 4.50 | 5/1/48 | 3 | ||||||||||
— | Freddie Mac, Pool #C90686 | 4.50 | 6/1/23 | — | ||||||||||
19 | Freddie Mac, Pool #A97692 | 4.50 | 3/1/41 | 19 | ||||||||||
6 | Freddie Mac, Pool #Q52321 | 4.50 | 11/1/47 | 6 | ||||||||||
4 | Freddie Mac, Pool #G08781 | 4.50 | 9/1/47 | 4 | ||||||||||
15 | Freddie Mac, Pool #G01890 | 4.50 | 10/1/35 | 15 | ||||||||||
5 | Freddie Mac, Pool #Q58217 | 4.50 | 9/1/48 | 5 | ||||||||||
5 | Freddie Mac, Pool #C09059 | 4.50 | 3/1/44 | 5 | ||||||||||
9 | Freddie Mac, Pool #G04817 | 5.00 | 9/1/38 | 9 | ||||||||||
10 | Freddie Mac, Pool #G05904 | 5.00 | 9/1/39 | 11 | ||||||||||
4 | Freddie Mac, Pool #G08838 | 5.00 | 9/1/48 | 4 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 8 | Freddie Mac, Pool #ZT1779 | 5.00 | 3/1/49 | $ | 7 | ||||||||
10 | Freddie Mac, Pool #G01962 | 5.00 | 12/1/35 | 10 | ||||||||||
16 | Freddie Mac, Pool #G01665 | 5.50 | 3/1/34 | 16 | ||||||||||
1 | Freddie Mac, Pool #C90989 | 6.00 | 9/1/26 | 1 | ||||||||||
10 | Freddie Mac, Pool #G02794 | 6.00 | 5/1/37 | 11 | ||||||||||
24 | Government National Mortgage Association, Pool #MA7986 | 2.00 | 4/20/52 | 20 | ||||||||||
24 | Government National Mortgage Association, Pool #MA7826 | 2.00 | 1/20/52 | 20 | ||||||||||
23 | Government National Mortgage Association, Pool #MA6994 | 2.00 | 11/20/50 | 19 | ||||||||||
19 | Government National Mortgage Association, Pool #MA7051 | 2.00 | 12/20/50 | 16 | ||||||||||
37 | Government National Mortgage Association, Pool #MA6930 | 2.00 | 10/20/50 | 31 | ||||||||||
20 | Government National Mortgage Association, Pool #MA7135 | 2.00 | 1/20/51 | 16 | ||||||||||
36 | Government National Mortgage Association, Pool #MA6864 | 2.00 | 9/20/50 | 30 | ||||||||||
47 | Government National Mortgage Association, Pool #MA7704 | 2.00 | 11/20/51 | 39 | ||||||||||
23 | Government National Mortgage Association, Pool #MA7588 | 2.00 | 9/20/51 | 19 | ||||||||||
21 | Government National Mortgage Association, Pool #MA7417 | 2.00 | 6/20/51 | 18 | ||||||||||
41 | Government National Mortgage Association, Pool #MA7254 | 2.00 | 3/20/51 | 34 | ||||||||||
24 | Government National Mortgage Association, Pool #MA7935 | 2.00 | 3/20/52 | 20 | ||||||||||
44 | Government National Mortgage Association, Pool #MA7471 | 2.00 | 7/20/51 | 37 | ||||||||||
21 | Government National Mortgage Association, Pool #MA7366 | 2.00 | 5/20/51 | 18 | ||||||||||
24 | Government National Mortgage Association, Pool #MA7766 | 2.00 | 12/20/51 | 20 | ||||||||||
21 | Government National Mortgage Association, Pool #MA7311 | 2.00 | 4/20/51 | 17 | ||||||||||
38 | Government National Mortgage Association, Pool #MA6865 | 2.50 | 9/20/50 | 33 | ||||||||||
8 | Government National Mortgage Association, Pool #MA6540 | 2.50 | 3/20/50 | 7 | ||||||||||
15 | Government National Mortgage Association, Pool #MA6931 | 2.50 | 10/20/50 | 13 | ||||||||||
24 | Government National Mortgage Association, Pool #MA7936 | 2.50 | 3/20/52 | 21 | ||||||||||
20 | Government National Mortgage Association, Pool #MA7136 | 2.50 | 1/20/51 | 18 | ||||||||||
27 | Government National Mortgage Association, Pool #MA6819 | 2.50 | 8/20/50 | 23 | ||||||||||
47 | Government National Mortgage Association, Pool #MA7767 | 2.50 | 12/20/51 | 41 | ||||||||||
35 | Government National Mortgage Association, Pool #MA7193 | 2.50 | 2/20/51 | 30 | ||||||||||
7 | Government National Mortgage Association, Pool #MA4355 | 2.50 | 4/20/32 | 6 | ||||||||||
23 | Government National Mortgage Association, Pool #MA7589 | 2.50 | 9/20/51 | 20 | ||||||||||
25 | Government National Mortgage Association, Pool #MA8042 | 2.50 | 5/20/52 | 21 | ||||||||||
21 | Government National Mortgage Association, Pool #MA7418 | 2.50 | 6/20/51 | 18 | ||||||||||
3 | Government National Mortgage Association, Pool #AA8341 | 2.50 | 2/15/28 | 2 | ||||||||||
5 | Government National Mortgage Association, Pool #MA1155 | 2.50 | 7/20/43 | 4 | ||||||||||
11 | Government National Mortgage Association, Pool #MA6655 | 2.50 | 5/20/50 | 9 | ||||||||||
37 | Government National Mortgage Association, Pool #MA7255 | 2.50 | 3/20/51 | 32 | ||||||||||
45 | Government National Mortgage Association, Pool #MA7534 | 2.50 | 8/20/51 | 38 | ||||||||||
44 | Government National Mortgage Association, Pool #MA7472 | 2.50 | 7/20/51 | 38 | ||||||||||
46 | Government National Mortgage Association, Pool #MA7649 | 2.50 | 10/20/51 | 40 | ||||||||||
— | Government National Mortgage Association, Pool #MA7881 | 2.50 | 2/20/52 | — | ||||||||||
15 | Government National Mortgage Association, Pool #MA6995 | 2.50 | 11/20/50 | 13 | ||||||||||
48 | Government National Mortgage Association, Pool #MA6709 | 2.50 | 6/20/50 | 42 | ||||||||||
20 | Government National Mortgage Association, Pool #MA7312 | 2.50 | 4/20/51 | 17 | ||||||||||
14 | Government National Mortgage Association, Pool #MA4003 | 3.00 | 10/20/46 | 12 | ||||||||||
13 | Government National Mortgage Association, Pool #MA6474 | 3.00 | 2/20/50 | 12 | ||||||||||
24 | Government National Mortgage Association, Pool #MA7828 | 3.00 | 1/20/52 | 21 | ||||||||||
7 | Government National Mortgage Association, Pool #MA6338 | 3.00 | 12/20/49 | 6 | ||||||||||
7 | Government National Mortgage Association, Pool #MA6409 | 3.00 | 1/20/50 | 6 | ||||||||||
8 | Government National Mortgage Association, Pool #AA5897 | 3.00 | 12/15/42 | 8 | ||||||||||
21 | Government National Mortgage Association, Pool #MA6766 | 3.00 | 7/20/50 | 18 | ||||||||||
11 | Government National Mortgage Association, Pool #MA3735 | 3.00 | 6/20/46 | 10 | ||||||||||
11 | Government National Mortgage Association, Pool #MA6820 | 3.00 | 8/20/50 | 10 | ||||||||||
25 | Government National Mortgage Association, Pool #MA8098 | 3.00 | 6/20/52 | 22 | ||||||||||
9 | Government National Mortgage Association, Pool #MA4836 | 3.00 | 11/20/47 | 8 | ||||||||||
16 | Government National Mortgage Association, Pool #MA1011 | 3.00 | 5/20/43 | 15 | ||||||||||
5 | Government National Mortgage Association, Pool #MA5815 | 3.00 | 3/20/49 | 5 | ||||||||||
16 | Government National Mortgage Association, Pool #MA0851 | 3.00 | 3/20/43 | 15 | ||||||||||
8 | Government National Mortgage Association, Pool #MA4195 | 3.00 | 1/20/47 | 8 | ||||||||||
16 | Government National Mortgage Association, Pool #MA4899 | 3.00 | 12/20/47 | 14 | ||||||||||
14 | Government National Mortgage Association, Pool #MA5018 | 3.00 | 2/20/48 | 13 | ||||||||||
6 | Government National Mortgage Association, Pool #MA6283 | 3.00 | 11/20/49 | 6 | ||||||||||
6 | Government National Mortgage Association, Pool #MA6089 | 3.00 | 8/20/49 | 6 | ||||||||||
19 | Government National Mortgage Association, Pool #MA6656 | 3.00 | 5/20/50 | 17 | ||||||||||
11 | Government National Mortgage Association, Pool #MA2520 | 3.00 | 1/20/45 | 10 | ||||||||||
11 | Government National Mortgage Association, Pool #MA4320 | 3.00 | 3/20/47 | 10 | ||||||||||
24 | Government National Mortgage Association, Pool #MA6218 | 3.00 | 10/20/49 | 21 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 4 | Government National Mortgage Association, Pool #MA3596 | 3.00 | 4/20/46 | $ | 3 | ||||||||
6 | Government National Mortgage Association, Pool #MA4261 | 3.00 | 2/20/47 | 5 | ||||||||||
6 | Government National Mortgage Association, Pool #MA4068 | 3.00 | 11/20/46 | 5 | ||||||||||
12 | Government National Mortgage Association, Pool #MA3375 | 3.00 | 1/20/46 | 11 | ||||||||||
9 | Government National Mortgage Association, Pool #MA3662 | 3.00 | 5/20/46 | 8 | ||||||||||
9 | Government National Mortgage Association, Pool #MA3802 | 3.00 | 7/20/46 | 8 | ||||||||||
8 | Government National Mortgage Association, Pool #MA3243 | 3.00 | 11/20/45 | 7 | ||||||||||
10 | Government National Mortgage Association, Pool #MA6710 | 3.00 | 6/20/50 | 9 | ||||||||||
7 | Government National Mortgage Association, Pool #MA0205 | 3.00 | 7/20/27 | 6 | ||||||||||
7 | Government National Mortgage Association, Pool #MA4126 | 3.00 | 12/20/46 | 7 | ||||||||||
8 | Government National Mortgage Association, Pool #MA2960 | 3.00 | 7/20/45 | 8 | ||||||||||
8 | Government National Mortgage Association, Pool #MA6599 | 3.00 | 4/20/50 | 7 | ||||||||||
6 | Government National Mortgage Association, Pool #MA3873 | 3.00 | 8/20/46 | 5 | ||||||||||
10 | Government National Mortgage Association, Pool #MA3936 | 3.00 | 9/20/46 | 9 | ||||||||||
9 | Government National Mortgage Association, Pool #MA4321 | 3.50 | 3/20/47 | 8 | ||||||||||
6 | Government National Mortgage Association, Pool #MA3244 | 3.50 | 11/20/45 | 5 | ||||||||||
7 | Government National Mortgage Association, Pool #MA5875 | 3.50 | 4/20/49 | 7 | ||||||||||
18 | Government National Mortgage Association, Pool #MA1157 | 3.50 | 7/20/43 | 17 | ||||||||||
5 | Government National Mortgage Association, Pool #MA4778 | 3.50 | 10/20/47 | 4 | ||||||||||
9 | Government National Mortgage Association, Pool #MA2371 | 3.50 | 11/20/44 | 8 | ||||||||||
6 | Government National Mortgage Association, Pool #MA2826 | 3.50 | 5/20/45 | 5 | ||||||||||
6 | Government National Mortgage Association, Pool #MA5019 | 3.50 | 2/20/48 | 6 | ||||||||||
7 | Government National Mortgage Association, Pool #MA2961 | 3.50 | 7/20/45 | 6 | ||||||||||
8 | Government National Mortgage Association, Pool #MA3736 | 3.50 | 6/20/46 | 7 | ||||||||||
— | Government National Mortgage Association, Pool #MA0318 | 3.50 | 8/20/42 | — | ||||||||||
5 | Government National Mortgage Association, Pool #MA1574 | 3.50 | 1/20/29 | 5 | ||||||||||
4 | Government National Mortgage Association, Pool #MA3454 | 3.50 | 2/20/46 | 4 | ||||||||||
11 | Government National Mortgage Association, Pool #MA3173 | 3.50 | 10/20/45 | 10 | ||||||||||
9 | Government National Mortgage Association, Pool #MA2223 | 3.50 | 9/20/44 | 8 | ||||||||||
4 | Government National Mortgage Association, Pool #AB9211 | 3.50 | 11/15/42 | 4 | ||||||||||
5 | Government National Mortgage Association, Pool #AC3938 | 3.50 | 1/15/43 | 5 | ||||||||||
— | Government National Mortgage Association, Pool #MA2445 | 3.50 | 12/20/44 | — | ||||||||||
9 | Government National Mortgage Association, Pool #MA4382 | 3.50 | 4/20/47 | 8 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5762 | 3.50 | 2/20/49 | 4 | ||||||||||
8 | Government National Mortgage Association, Pool #MA3597 | 3.50 | 4/20/46 | 7 | ||||||||||
10 | Government National Mortgage Association, Pool #MA4127 | 3.50 | 12/20/46 | 9 | ||||||||||
9 | Government National Mortgage Association, Pool #MA4004 | 3.50 | 10/20/46 | 8 | ||||||||||
5 | Government National Mortgage Association, Pool #MA6339 | 3.50 | 12/20/49 | 4 | ||||||||||
8 | Government National Mortgage Association, Pool #MA3376 | 3.50 | 1/20/46 | 7 | ||||||||||
8 | Government National Mortgage Association, Pool #MA3803 | 3.50 | 7/20/46 | 7 | ||||||||||
9 | Government National Mortgage Association, Pool #MA4510 | 3.50 | 6/20/47 | 8 | ||||||||||
5 | Government National Mortgage Association, Pool #MA5191 | 3.50 | 5/20/48 | 5 | ||||||||||
9 | Government National Mortgage Association, Pool #MA4652 | 3.50 | 8/20/47 | 9 | ||||||||||
5 | Government National Mortgage Association, Pool #MA4837 | 3.50 | 11/20/47 | 4 | ||||||||||
8 | Government National Mortgage Association, Pool #MA3310 | 3.50 | 12/20/45 | 7 | ||||||||||
9 | Government National Mortgage Association, Pool #MA3874 | 3.50 | 8/20/46 | 8 | ||||||||||
— | Government National Mortgage Association, Pool #MA4262 | 3.50 | 2/20/47 | — | ||||||||||
8 | Government National Mortgage Association, Pool #MA3105 | 3.50 | 9/20/45 | 7 | ||||||||||
5 | Government National Mortgage Association, Pool #MA6219 | 3.50 | 10/20/49 | 4 | ||||||||||
16 | Government National Mortgage Association, Pool #MA0699 | 3.50 | 1/20/43 | 14 | ||||||||||
8 | Government National Mortgage Association, Pool #MA4586 | 3.50 | 7/20/47 | 7 | ||||||||||
3 | Government National Mortgage Association, Pool #MA3377 | 4.00 | 1/20/46 | 3 | ||||||||||
11 | Government National Mortgage Association, Pool #MA3737 | 4.00 | 6/20/46 | 10 | ||||||||||
9 | Government National Mortgage Association, Pool #MA6091 | 4.00 | 8/20/49 | 8 | ||||||||||
3 | Government National Mortgage Association, Pool #MA3245 | 4.00 | 11/20/45 | 3 | ||||||||||
30 | Government National Mortgage Association, Pool #MA1091 | 4.00 | 6/20/43 | 28 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5466 | 4.00 | 9/20/48 | 3 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5876 | 4.00 | 4/20/49 | 3 | ||||||||||
— | Government National Mortgage Association, Pool #BD9886 | 4.00 | 1/15/48 | — | ||||||||||
3 | Government National Mortgage Association, Pool #MA5651 | 4.00 | 12/20/48 | 3 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5595 | 4.00 | 11/20/48 | 3 | ||||||||||
7 | Government National Mortgage Association, Pool #MA4511 | 4.00 | 6/20/47 | 7 | ||||||||||
3 | Government National Mortgage Association, Pool #MA4322 | 4.00 | 3/20/47 | 3 | ||||||||||
5 | Government National Mortgage Association, Pool #MA3522 | 4.00 | 3/20/46 | 5 | ||||||||||
7 | Government National Mortgage Association, Pool #MA1996 | 4.00 | 6/20/44 | 6 | ||||||||||
3 | Government National Mortgage Association, Pool #MA4263 | 4.00 | 2/20/47 | 3 | ||||||||||
7 | Government National Mortgage Association, Pool #MA6040 | 4.00 | 7/20/49 | 7 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 3 | Government National Mortgage Association, Pool #MA5710 | 4.00 | 1/20/49 | $ | 3 | ||||||||
3 | Government National Mortgage Association, Pool #MA5986 | 4.00 | 6/20/49 | 3 | ||||||||||
4 | Government National Mortgage Association, Pool #MA4653 | 4.00 | 8/20/47 | 4 | ||||||||||
— | Government National Mortgage Association, Pool #MA5931 | 4.00 | 5/20/49 | — | ||||||||||
6 | Government National Mortgage Association, Pool #MA5399 | 4.50 | 8/20/48 | 6 | ||||||||||
3 | Government National Mortgage Association, Pool #MA4721 | 4.50 | 9/20/47 | 3 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5193 | 4.50 | 5/20/48 | 3 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5818 | 4.50 | 3/20/49 | 3 | ||||||||||
26 | Government National Mortgage Association, Pool #4801 | 4.50 | 9/20/40 | 26 | ||||||||||
7 | Government National Mortgage Association, Pool #MA2756 | 4.50 | 4/20/45 | 7 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5596 | 4.50 | 11/20/48 | 3 | ||||||||||
5 | Government National Mortgage Association, Pool #MA2373 | 4.50 | 11/20/44 | 5 | ||||||||||
16 | Government National Mortgage Association, Pool #721760 | 4.50 | 8/15/40 | 15 | ||||||||||
9 | Government National Mortgage Association, Pool #MA5987 | 4.50 | 6/20/49 | 9 | ||||||||||
6 | Government National Mortgage Association, Pool #MA5764 | 4.50 | 2/20/49 | 6 | ||||||||||
3 | Government National Mortgage Association, Pool #MA1762 | 4.50 | 3/20/44 | 3 | ||||||||||
2 | Government National Mortgage Association, Pool #MA5653 | 5.00 | 12/20/48 | 2 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5933 | 5.00 | 5/20/49 | 4 | ||||||||||
2 | Government National Mortgage Association, Pool #MA5530 | 5.00 | 10/20/48 | 2 | ||||||||||
16 | Government National Mortgage Association, Pool #4559 | 5.00 | 10/20/39 | 16 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5988 | 5.00 | 6/20/49 | 4 | ||||||||||
12 | Government National Mortgage Association, Pool #697946 | 5.00 | 3/15/39 | 12 | ||||||||||
75 | Government National Mortgage Association, 30 YR TBA | 2.00 | 10/20/51 | 63 | ||||||||||
50 | Government National Mortgage Association, 30 YR TBA | 3.50 | 10/20/50 | 46 | ||||||||||
50 | Government National Mortgage Association, 30 YR TBA | 4.00 | 10/20/52 | 48 | ||||||||||
25 | Government National Mortgage Association, 30 YR TBA | 4.50 | 11/20/52 | 24 | ||||||||||
Total U.S. Government Agency Mortgages | 8,783 | |||||||||||||
U.S. Government Agency Securities — 0.97% | ||||||||||||||
25 | Fannie Mae | 0.50 | 6/17/25 | 23 | ||||||||||
25 | Fannie Mae | 0.75 | 10/8/27 | 21 | ||||||||||
25 | Fannie Mae, Callable 12/18/22 @ 100.00 | 0.88 | 12/18/26 | 22 | ||||||||||
25 | Fannie Mae | 1.63 | 1/7/25 | 24 | ||||||||||
10 | Fannie Mae | 5.63 | 7/15/37 | 11 | ||||||||||
20 | Fannie Mae | 6.63 | 11/15/30 | 23 | ||||||||||
25 | Fannie Mae | 7.25 | 5/15/30 | 30 | ||||||||||
25 | Federal Farm Credit Bank | 0.25 | 2/26/24 | 24 | ||||||||||
75 | Federal Farm Credit Bank | 0.88 | 11/18/24 | 69 | ||||||||||
25 | Federal Farm Credit Bank | 3.38 | 8/26/24 | 25 | ||||||||||
25 | Federal Farm Credit Bank | 4.25 | 9/26/24 | 25 | ||||||||||
25 | Federal Home Loan Bank | 0.63 | 12/22/23 | 24 | ||||||||||
25 | Federal Home Loan Bank | 2.75 | 6/28/24 | 24 | ||||||||||
40 | Federal Home Loan Bank | 2.75 | 12/13/24 | 39 | ||||||||||
40 | Federal Home Loan Bank | 2.88 | 9/13/24 | 39 | ||||||||||
25 | Federal Home Loan Bank | 3.25 | 11/16/28 | 24 | ||||||||||
75 | Freddie Mac | 0.25 | 12/4/23 | 71 | ||||||||||
50 | Freddie Mac | 0.38 | 7/21/25 | 45 | ||||||||||
15 | Freddie Mac | 6.25 | 7/15/32 | 17 | ||||||||||
10 | Freddie Mac | 6.75 | 3/15/31 | 12 | ||||||||||
5 | Tennessee Valley Authority | 3.50 | 12/15/42 | 4 | ||||||||||
30 | Tennessee Valley Authority | 5.88 | 4/1/36 | 34 | ||||||||||
Total U.S. Government Agency Securities | 630 | |||||||||||||
Corporate Bonds — 15.29% | ||||||||||||||
85 | AbbVie, Inc. (Biotechnology), Callable 8/14/28 @ 100.00 | 4.25 | 11/14/28 | 80 | ||||||||||
110 | AbbVie, Inc. (Biotechnology) | 4.40 | 11/6/42 | 91 | ||||||||||
50 | Ally Financial, Inc. (Consumer Finance), Callable 10/21/25 @ 100.00 | 5.75 | 11/20/25 | 48 | ||||||||||
120 | American Express Co. (Consumer Finance), Callable 7/1/25 @ 100.00 | 3.95 | 8/1/25 | 116 | ||||||||||
80 | Amgen, Inc. (Biotechnology), Callable 8/21/39 @ 100.00 | 3.15 | 2/21/40 | 58 | ||||||||||
155 | Amgen, Inc. (Biotechnology), Callable 6/18/29 @ 100.00 | 4.05 | 8/18/29 | 143 | ||||||||||
220 | Anheuser-Busch InBev Worldwide, Inc. (Beverages) | 4.95 | 1/15/42 | 196 | ||||||||||
40 | Anthem, Inc. (Health Care Providers & Services), Callable 2/15/30 @ 100.00 | 2.25 | 5/15/30 | 32 | ||||||||||
40 | Anthem, Inc. (Health Care Providers & Services) | 4.63 | 5/15/42 | 35 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 140 | Apple, Inc. (Technology Hardware, Storage & Peripherals), Callable 8/23/45 @ 100.00 | 4.65 | 2/23/46 | $ | 130 | ||||||||
148 | AT&T, Inc. (Diversified Telecommunication Services), Callable 3/15/55 @ 100.00 | 3.55 | 9/15/55 | 97 | ||||||||||
115 | AT&T, Inc. (Diversified Telecommunication Services), Callable 12/1/28 @ 100.00 | 4.35 | 3/1/29 | 107 | ||||||||||
55 | AT&T, Inc. (Diversified Telecommunication Services), Callable 9/9/48 @ 100.00 | 4.55 | 3/9/49 | 44 | ||||||||||
95 | Atmos Energy Corp. (Gas Utilities), Callable 7/15/42 @ 100.00 | 4.15 | 1/15/43 | 77 | ||||||||||
85 | Bank of America Corp. (Banks), Callable 4/22/31 @ 100.00 | 2.69 (SOFR + 132 bps) | (b) | 4/22/32 | 66 | |||||||||
430 | Bank of America Corp. (Banks), Callable 12/20/27 @ 100.00 | 3.42 (US0003M + 104 bps) | (b) | 12/20/28 | 383 | |||||||||
90 | Bank of America Corp., MTN (Banks), Callable 2/7/29 @ 100.00 | 3.97 (US0003M + 121 bps) | (b) | 2/7/30 | 81 | |||||||||
95 | Berkshire Hathaway, Inc. (Multi-Utilities), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 78 | ||||||||||
25 | BP Capital Markets America, Inc. (Diversified Financial Services), Callable 8/24/49 @ 100.00 | 3.00 | 2/24/50 | 16 | ||||||||||
70 | Bristol-Myers Squibb Co. (Pharmaceuticals), Callable 4/26/49 @ 100.00 | 4.25 | 10/26/49 | 58 | ||||||||||
137 | Brown & Brown, Inc. (Insurance), Callable 12/15/28 @ 100.00 | 4.50 | 3/15/29 | 128 | ||||||||||
75 | Bunge Limited Finance Corp. (Food Products), Callable 2/14/31 @ 100.00 | 2.75 | 5/14/31 | 59 | ||||||||||
125 | Capital One Financial Corp. (Consumer Finance), Callable 3/31/25 @ 100.00 | 4.25 | 4/30/25 | 121 | ||||||||||
190 | Charter Communications Operating LLC/Charter Communications Operating Capital (Media), Callable 12/30/28 @ 100.00 | 5.05 | 3/30/29 | 175 | ||||||||||
65 | Citigroup, Inc. (Banks), Callable 4/23/28 @ 100.00 | 4.08 (US0003M + 119 bps) | (b) | 4/23/29 | 59 | |||||||||
210 | Citigroup, Inc. (Banks), Callable 3/31/30 @ 100.00 | 4.41 (SOFR + 391 bps) | (b) | 3/31/31 | 189 | |||||||||
75 | Comcast Corp. (Media), Callable 5/1/49 @ 100.00 | 4.00 | 11/1/49 | 57 | ||||||||||
25 | Comcast Corp. (Media) | 4.65 | 7/15/42 | 21 | ||||||||||
20 | Consolidated Edison Company of New York, Inc., Series 2008-B (Multi-Utilities) | 6.75 | 4/1/38 | 21 | ||||||||||
110 | Constellation Brands, Inc. (Beverages), Callable 5/1/29 @ 100.00 | 3.15 | 8/1/29 | 94 | ||||||||||
115 | CSX Corp. (Road & Rail) | 6.22 | 4/30/40 | 120 | ||||||||||
120 | CVS Health Corp. (Health Care Providers & Services), Callable 9/25/37 @ 100.00 | 4.78 | 3/25/38 | 105 | ||||||||||
45 | CVS Health Corp. (Health Care Providers & Services), Callable 9/25/47 @ 100.00 | 5.05 | 3/25/48 | 39 | ||||||||||
70 | Dell International LLC/EMC Corp. (Technology Hardware & Semiconductors), Callable 8/1/26 @ 100.00 | 4.90 | 10/1/26 | 68 | ||||||||||
93 | Devon Energy Corp. (Oil, Gas & Consumable Fuels), Callable 1/15/41 @ 100.00 | 5.60 | 7/15/41 | 84 | ||||||||||
75 | Digital Realty Trust LP (Equity Real Estate Investment Trusts), Callable 4/15/28 @ 100.00 | 4.45 | 7/15/28 | 70 | ||||||||||
115 | Dominion Energy Gas Holding LLC, Series B (Multi-Utilities), Callable 8/15/29 @ 100.00 | 3.00 | 11/15/29 | 96 | ||||||||||
225 | Dominion Gas Holdings LLC (Multi-Utilities), Callable 9/15/24 @ 100.00 | 3.60 | 12/15/24 | 219 | ||||||||||
35 | Duke Energy Carolinas LLC (Electric Utilities), Callable 6/15/41 @ 100.00 | 4.25 | 12/15/41 | 29 | ||||||||||
25 | Duke Energy Progress LLC (Electric Utilities), Callable 2/15/45 @ 100.00 | 4.20 | 8/15/45 | 20 | ||||||||||
55 | E.I. du Pont de Nemours and Co. (Chemicals), Callable 4/15/30 @ 100.00 | 2.30 | 7/15/30 | 45 | ||||||||||
5 | Energy Transfer Partners LP (Oil, Gas & Consumable Fuels), Callable 3/15/28 @ 100.00 | 4.95 | 6/15/28 | 5 | ||||||||||
139 | Enterprise Products Operating LLC (Oil, Gas & Consumable Fuels), Callable 9/15/43 @ 100.00 | 4.85 | 3/15/44 | 117 | ||||||||||
174 | FedEx Corp., Series 2020-1, AA (Air Freight & Logistics) | 1.88 | 8/20/35 | 143 | ||||||||||
45 | Fiserv, Inc. (IT Services), Callable 4/1/29 @ 100.00 | 3.50 | 7/1/29 | 39 | ||||||||||
50 | General Motors Co. (Automobiles), Callable 7/1/27 @ 100.00 | 4.20 | 10/1/27 | 46 | ||||||||||
46 | Gilead Sciences, Inc. (Biotechnology), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 38 | ||||||||||
105 | HCA, Inc. (Health Care Providers & Services) | 5.38 | 2/1/25 | 103 | ||||||||||
40 | Intel Corp. (Semiconductors & Semiconductor Equipment), Callable 6/8/47 @ 100.00 | 3.73 | 12/8/47 | 30 | ||||||||||
150 | Intel Corp. (Semiconductors & Semiconductor Equipment), Callable 6/5/29 @ 100.00 | 4.00 | 8/5/29 | 139 | ||||||||||
150 | International Business Machines Corp. (IT Services) | 7.00 | 10/30/25 | 158 | ||||||||||
40 | International Paper Co. (Containers & Packaging), Callable 5/15/41 @ 100.00 | 6.00 | 11/15/41 | 38 | ||||||||||
30 | JPMorgan Chase & Co. (Banks), Callable 5/1/27 @ 100.00 | 3.54 (US0003M + 138 bps) | (b) | 5/1/28 | 27 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 570 | JPMorgan Chase & Co. (Banks), Callable 4/23/28 @ 100.00 | 4.00 (US0003M + 112 bps) | (b) | 4/23/29 | $ | 516 | |||||||
100 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels), Callable 12/1/44 @ 100.00 | 5.55 | 6/1/45 | 88 | ||||||||||
105 | Lincoln National Corp. (Insurance), Callable 12/1/27 @ 100.00 | 3.80 | 3/1/28 | 97 | ||||||||||
80 | Lincoln National Corp. (Insurance) | 7.00 | 6/15/40 | 84 | ||||||||||
20 | LYB International Finance BV (Chemicals), Callable 9/15/43 @ 100.00 | 4.88 | 3/15/44 | 16 | ||||||||||
70 | Martin Marietta Materials, Inc. (Construction Materials), Callable 3/1/27 @ 100.00 | 3.45 | 6/1/27 | 65 | ||||||||||
80 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 1/15/31 @ 100.00 | 2.95 | 4/15/31 | 63 | ||||||||||
40 | Microchip Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 11/14/22 @ 102.13 | 4.25 | 9/1/25 | 39 | ||||||||||
110 | Microsoft Corp. (Software), Callable 9/17/61 @ 100.00 | 3.04 | 3/17/62 | 75 | ||||||||||
55 | Mohawk Industries, Inc. (Household Durables), Callable 2/15/30 @ 100.00 | 3.63 | 5/15/30 | 46 | ||||||||||
200 | Morgan Stanley, MTN (Capital Markets), Callable 7/20/26 @ 100.00 | 1.51 (SOFR + 86 bps) | (b) | 7/20/27 | 170 | |||||||||
225 | Morgan Stanley, MTN (Capital Markets), Callable 1/23/29 @ 100.00 | 4.43 (US0003M + 163 bps) | (b) | 1/23/30 | 208 | |||||||||
85 | National Retail Properties, Inc. (Equity Real Estate Investment Trusts), Callable 1/15/30 @ 100.00 | 2.50 | 4/15/30 | 68 | ||||||||||
125 | National Rural Utilities Cooperative Finance Corp. (Diversified Financial Services), Callable 8/1/28 @ 100.00 | 3.90 | 11/1/28 | 116 | ||||||||||
40 | NextEra Energy Capital Holdings, Inc. (Electric Utilities), Callable 3/1/30 @ 100.00 | 2.25 | 6/1/30 | 32 | ||||||||||
75 | Northrop Grumman Corp. (Aerospace & Defense), Callable 4/15/47 @ 100.00 | 4.03 | 10/15/47 | 60 | ||||||||||
50 | Nucor Corp. (Metals & Mining), Callable 2/1/43 @ 100.00 | 5.20 | 8/1/43 | 45 | ||||||||||
40 | NVIDIA Corp. (Semiconductors & Semiconductor Equipment), Callable 1/1/30 @ 100.00 | 2.85 | 4/1/30 | 34 | ||||||||||
120 | Oklahoma Gas and Electric Co. (Electric Utilities), Callable 2/15/28 @ 100.00 | 3.80 | 8/15/28 | 111 | ||||||||||
165 | Ovintiv Exploration, Inc. (Oil, Gas & Consumable Fuels), Callable 10/1/25 @ 100.00 | 5.38 | 1/1/26 | 163 | ||||||||||
50 | Pfizer, Inc. (Pharmaceuticals) | 4.30 | 6/15/43 | 44 | ||||||||||
120 | Philip Morris International, Inc. (Tobacco) | 4.50 | 3/20/42 | 88 | ||||||||||
65 | Principal Financial Group, Inc. (Insurance), Callable 2/15/29 @ 100.00 | 3.70 | 5/15/29 | 58 | ||||||||||
85 | Progress Energy, Inc. (Electric Utilities) | 6.00 | 12/1/39 | 82 | ||||||||||
55 | Prudential Financial, Inc. (Insurance) | 4.60 | 5/15/44 | 47 | ||||||||||
15 | Prudential Financial, Inc. (Insurance) | 6.63 | 6/21/40 | 16 | ||||||||||
30 | Public Service Electric & Gas Co. (Electric Utilities), Callable 3/1/42 @ 100.00 | 3.65 | 9/1/42 | 23 | ||||||||||
95 | Reliance Steel & Aluminum Co. (Metals & Mining), Callable 7/15/25 @ 100.00 | 1.30 | 8/15/25 | 85 | ||||||||||
70 | Reliance Steel & Aluminum Co. (Metals & Mining), Callable 5/15/30 @ 100.00 | 2.15 | 8/15/30 | 53 | ||||||||||
140 | RELX Capital, Inc. (Professional Services), Callable 2/22/30 @ 100.00 | 3.00 | 5/22/30 | 118 | ||||||||||
155 | Rockwell Collins, Inc. (Aerospace & Defense), Callable 12/15/26 @ 100.00 | 3.50 | 3/15/27 | 143 | ||||||||||
50 | Roper Technologies, Inc. (Industrial Conglomerates), Callable 6/15/28 @ 100.00 | 4.20 | 9/15/28 | 47 | ||||||||||
70 | Sabra Health Care, LP (Equity Real Estate Investment Trusts), Callable 9/1/31 @ 100.00 | 3.20 | 12/1/31 | 52 | ||||||||||
30 | Southern Company Gas Capital Corp. (Electric Utilities), Callable 3/15/26 @ 100.00 | 3.25 | 6/15/26 | 28 | ||||||||||
80 | Southern Company Gas Capital Corp. (Electric Utilities), Callable 11/30/46 @ 100.00 | 4.40 | 5/30/47 | 63 | ||||||||||
55 | Southwest Airlines Co. (Airlines), Callable 4/15/27 @ 100.00 | 5.13 | 6/15/27 | 54 | ||||||||||
95 | Sunoco Logistics Partners Operations LP (Oil, Gas & Consumable Fuels), Callable 7/15/42 @ 100.00 | 4.95 | 1/15/43 | 73 | ||||||||||
150 | TCI Communications, Inc. (Media) | 7.88 | 2/15/26 | 163 | ||||||||||
355 | The Goldman Sachs Group, Inc. (Capital Markets), Callable 6/5/27 @ 100.00 | 3.69 (US0003M + 151 bps) | (b) | 6/5/28 | 323 | |||||||||
25 | The Goldman Sachs Group, Inc. (Capital Markets), Callable 10/31/37 @ 100.00 | 4.02 (US0003M + 137 bps) | (b) | 10/31/38 | 20 | |||||||||
55 | The Home Depot, Inc. (Specialty Retail), Callable 6/6/48 @ 100.00 | 4.50 | 12/6/48 | 48 | ||||||||||
40 | The Home Depot, Inc. (Specialty Retail), Callable 3/15/40 @ 100.00 | 5.40 | 9/15/40 | 39 | ||||||||||
125 | The Interpublic Group of Companies, Inc. (Media) | 4.20 | 4/15/24 | 123 | ||||||||||
25 | The Interpublic Group of Companies, Inc. (Media), Callable 4/1/48 @ 100.00 | 5.40 | 10/1/48 | 22 | ||||||||||
60 | The Travelers Companies, Inc. (Insurance) | 5.35 | 11/1/40 | 59 | ||||||||||
90 | The Walt Disney Co. (Entertainment), Callable 3/15/44 @ 100.00 | 4.75 | 9/15/44 | 80 | ||||||||||
80 | T-Mobile USA, Inc. (Wireless Telecommunication Services), Callable 2/15/23 @ 101.13 | 2.25 | 2/15/26 | 71 | ||||||||||
50 | United Technologies Corp. (Aerospace & Defense) | 4.50 | 6/1/42 | 43 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 45 | UnitedHealth Group, Inc. (Health Care Providers & Services), Callable 5/15/41 @ 100.00 | 4.63 | 11/15/41 | $ | 40 | ||||||||
35 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 4.75 | 7/15/45 | 31 | ||||||||||
70 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 6.63 | 6/15/37 | 70 | ||||||||||
25 | Ventas Realty LP (Equity Real Estate Investment Trusts (REITs)), Callable 11/1/24 @ 100.00 | 3.50 | 2/1/25 | 24 | ||||||||||
75 | Ventas Realty LP (Equity Real Estate Investment Trusts (REITs)), Callable 2/1/24 @ 100.00 | 3.75 | 5/1/24 | 73 | ||||||||||
262 | Verizon Communications, Inc. (Diversified Telecommunication Services), Callable 9/22/40 @ 100.00 | 3.40 | 3/22/41 | 192 | ||||||||||
95 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 4.33 | 9/21/28 | 89 | ||||||||||
85 | Virginia Electric and Power Co., Series B (Electric Utilities), Callable 3/15/47 @ 100.00 | 3.80 | 9/15/47 | 65 | ||||||||||
220 | Wells Fargo & Co., MTN (Banks), Callable 10/30/29 @ 100.00 | 2.88 (US0003M + 117 bps) | (b) | 10/30/30 | 182 | |||||||||
120 | Wells Fargo & Co., MTN (Banks), Callable 5/22/27 @ 100.00 | 3.58 (US0003M + 131 bps) | (b) | 5/22/28 | 108 | |||||||||
90 | Wells Fargo & Co., MTN (Banks), Callable 10/24/28 @ 100.00 | 4.15 | 1/24/29 | 83 | ||||||||||
55 | WestRock MWV LLC (Containers & Packaging) | 8.20 | 1/15/30 | 61 | ||||||||||
55 | XTO Energy, Inc. (Oil, Gas & Consumable Fuels) | 6.75 | 8/1/37 | 58 | ||||||||||
Total Corporate Bonds | 9,875 | |||||||||||||
U.S. Treasury Obligations — 31.70% | ||||||||||||||
15 | U.S. Treasury Bond | 1.13 | 5/15/40 | 9 | ||||||||||
8 | U.S. Treasury Bond | 1.13 | 8/15/40 | 5 | ||||||||||
125 | U.S. Treasury Bond | 1.25 | 5/15/50 | 70 | ||||||||||
145 | U.S. Treasury Bond | 1.38 | 8/15/50 | 84 | ||||||||||
133 | U.S. Treasury Bond | 1.38 | 11/15/40 | 86 | ||||||||||
140 | U.S. Treasury Bond | 1.63 | 11/15/50 | 87 | ||||||||||
90 | U.S. Treasury Bond | 1.75 | 8/15/41 | 62 | ||||||||||
148 | U.S. Treasury Bond | 1.88 | 11/15/51 | 98 | ||||||||||
156 | U.S. Treasury Bond | 1.88 | 2/15/51 | 103 | ||||||||||
140 | U.S. Treasury Bond | 1.88 | 2/15/41 | 99 | ||||||||||
159 | U.S. Treasury Bond | 2.00 | 8/15/51 | 109 | ||||||||||
106 | U.S. Treasury Bond | 2.00 | 2/15/50 | 73 | ||||||||||
135 | U.S. Treasury Bond | 2.00 | 11/15/41 | 97 | ||||||||||
173 | U.S. Treasury Bond | 2.25 | 2/15/52 | 126 | ||||||||||
101 | U.S. Treasury Bond | 2.25 | 8/15/49 | 74 | ||||||||||
117 | U.S. Treasury Bond | 2.25 | 8/15/46 | 84 | ||||||||||
100 | U.S. Treasury Bond | 2.25 | 5/15/41 | 76 | ||||||||||
110 | U.S. Treasury Bond | 2.38 | 2/15/42 | 84 | ||||||||||
96 | U.S. Treasury Bond | 2.38 | 11/15/49 | 72 | ||||||||||
110 | U.S. Treasury Bond | 2.38 | 5/15/51 | 82 | ||||||||||
75 | U.S. Treasury Bond | 2.50 | 5/15/46 | 57 | ||||||||||
80 | U.S. Treasury Bond | 2.50 | 2/15/46 | 61 | ||||||||||
60 | U.S. Treasury Bond | 2.50 | 2/15/45 | 46 | ||||||||||
80 | U.S. Treasury Bond | 2.75 | 11/15/47 | 64 | ||||||||||
55 | U.S. Treasury Bond | 2.75 | 8/15/47 | 44 | ||||||||||
65 | U.S. Treasury Bond | 2.88 | 11/15/46 | 53 | ||||||||||
60 | U.S. Treasury Bond | 2.88 | 8/15/45 | 49 | ||||||||||
60 | U.S. Treasury Bond | 2.88 | 5/15/43 | 49 | ||||||||||
122 | U.S. Treasury Bond | 2.88 | 5/15/52 | 102 | ||||||||||
94 | U.S. Treasury Bond | 2.88 | 5/15/49 | 78 | ||||||||||
75 | U.S. Treasury Bond | 3.00 | 2/15/47 | 63 | ||||||||||
100 | U.S. Treasury Bond | 3.00 | 11/15/44 | 83 | ||||||||||
95 | U.S. Treasury Bond | 3.00 | 8/15/48 | 80 | ||||||||||
55 | U.S. Treasury Bond | 3.00 | 5/15/47 | 46 | ||||||||||
50 | U.S. Treasury Bond | 3.00 | 2/15/48 | 42 | ||||||||||
90 | U.S. Treasury Bond | 3.00 | 2/15/49 | 77 | ||||||||||
55 | U.S. Treasury Bond | 3.00 | 8/15/52 | 47 | ||||||||||
50 | U.S. Treasury Bond | 3.00 | 5/15/45 | 42 | ||||||||||
50 | U.S. Treasury Bond | 3.00 | 11/15/45 | 42 | ||||||||||
90 | U.S. Treasury Bond | 3.13 | 2/15/43 | 77 | ||||||||||
80 | U.S. Treasury Bond | 3.13 | 5/15/48 | 69 | ||||||||||
25 | U.S. Treasury Bond | 3.13 | 11/15/41 | 22 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 22 | U.S. Treasury Bond | 3.13 | 8/15/44 | $ | 19 | ||||||||
125 | U.S. Treasury Bond | 3.25 | 5/15/42 | 111 | ||||||||||
75 | U.S. Treasury Bond | 3.38 | 5/15/44 | 67 | ||||||||||
10 | U.S. Treasury Bond | 3.38 | 8/15/42 | 9 | ||||||||||
30 | U.S. Treasury Bond | 3.38 | 11/15/48 | 27 | ||||||||||
8 | U.S. Treasury Bond | 3.50 | 2/15/39 | 8 | ||||||||||
100 | U.S. Treasury Bond | 3.63 | 2/15/44 | 93 | ||||||||||
75 | U.S. Treasury Bond | 3.63 | 8/15/43 | 70 | ||||||||||
75 | U.S. Treasury Bond | 3.75 | 11/15/43 | 71 | ||||||||||
33 | U.S. Treasury Bond | 3.75 | 8/15/41 | 32 | ||||||||||
10 | U.S. Treasury Bond | 3.88 | 8/15/40 | 10 | ||||||||||
100 | U.S. Treasury Bond | 4.25 | 11/15/40 | 103 | ||||||||||
35 | U.S. Treasury Bond | 4.38 | 5/15/41 | 37 | ||||||||||
25 | U.S. Treasury Bond | 4.38 | 11/15/39 | 26 | ||||||||||
15 | U.S. Treasury Bond | 4.38 | 5/15/40 | 16 | ||||||||||
25 | U.S. Treasury Bond | 4.38 | 2/15/38 | 27 | ||||||||||
20 | U.S. Treasury Bond | 4.50 | 2/15/36 | 22 | ||||||||||
35 | U.S. Treasury Bond | 4.63 | 2/15/40 | 38 | ||||||||||
10 | U.S. Treasury Bond | 4.75 | 2/15/37 | 11 | ||||||||||
70 | U.S. Treasury Bond | 4.75 | 2/15/41 | 77 | ||||||||||
40 | U.S. Treasury Bond | 5.00 | 5/15/37 | 45 | ||||||||||
20 | U.S. Treasury Bond | 5.25 | 2/15/29 | 21 | ||||||||||
40 | U.S. Treasury Bond | 5.38 | 2/15/31 | 44 | ||||||||||
25 | U.S. Treasury Bond | 6.00 | 2/15/26 | 26 | ||||||||||
60 | U.S. Treasury Bond | 6.13 | 11/15/27 | 65 | ||||||||||
25 | U.S. Treasury Bond | 6.13 | 8/15/29 | 28 | ||||||||||
35 | U.S. Treasury Bond | 6.25 | 5/15/30 | 40 | ||||||||||
15 | U.S. Treasury Bond | 6.50 | 11/15/26 | 16 | ||||||||||
17 | U.S. Treasury Bond | 7.50 | 11/15/24 | 18 | ||||||||||
15 | U.S. Treasury Bond | 7.63 | 2/15/25 | 16 | ||||||||||
145 | U.S. Treasury Note | 0.13 | 2/15/24 | 137 | ||||||||||
120 | U.S. Treasury Note | 0.13 | 12/15/23 | 114 | ||||||||||
120 | U.S. Treasury Note | 0.13 | 1/15/24 | 114 | ||||||||||
130 | U.S. Treasury Note | 0.25 | 6/15/24 | 121 | ||||||||||
125 | U.S. Treasury Note | 0.25 | 10/31/25 | 111 | ||||||||||
140 | U.S. Treasury Note | 0.25 | 3/15/24 | 132 | ||||||||||
155 | U.S. Treasury Note | 0.25 | 11/15/23 | 148 | ||||||||||
115 | U.S. Treasury Note | 0.25 | 8/31/25 | 102 | ||||||||||
125 | U.S. Treasury Note | 0.25 | 5/15/24 | 117 | ||||||||||
95 | U.S. Treasury Note | 0.25 | 5/31/25 | 85 | ||||||||||
60 | U.S. Treasury Note | 0.25 | 6/30/25 | 54 | ||||||||||
60 | U.S. Treasury Note | 0.25 | 7/31/25 | 54 | ||||||||||
135 | U.S. Treasury Note | 0.25 | 9/30/25 | 120 | ||||||||||
105 | U.S. Treasury Note | 0.38 | 8/15/24 | 98 | ||||||||||
35 | U.S. Treasury Note | 0.38 | 9/30/27 | 29 | ||||||||||
115 | U.S. Treasury Note | 0.38 | 7/31/27 | 97 | ||||||||||
180 | U.S. Treasury Note | 0.38 | 9/15/24 | 167 | ||||||||||
80 | U.S. Treasury Note | 0.38 | 4/30/25 | 72 | ||||||||||
60 | U.S. Treasury Note | 0.38 | 11/30/25 | 53 | ||||||||||
25 | U.S. Treasury Note | 0.38 | 12/31/25 | 22 | ||||||||||
82 | U.S. Treasury Note | 0.38 | 1/31/26 | 72 | ||||||||||
115 | U.S. Treasury Note | 0.38 | 7/15/24 | 107 | ||||||||||
105 | U.S. Treasury Note | 0.50 | 6/30/27 | 89 | ||||||||||
100 | U.S. Treasury Note | 0.50 | 8/31/27 | 84 | ||||||||||
100 | U.S. Treasury Note | 0.50 | 10/31/27 | 84 | ||||||||||
130 | U.S. Treasury Note | 0.50 | 2/28/26 | 115 | ||||||||||
120 | U.S. Treasury Note | 0.50 | 11/30/23 | 115 | ||||||||||
5 | U.S. Treasury Note | 0.50 | 4/30/27 | 4 | ||||||||||
105 | U.S. Treasury Note | 0.50 | 3/31/25 | 96 | ||||||||||
195 | U.S. Treasury Note | 0.63 | 5/15/30 | 154 | ||||||||||
110 | U.S. Treasury Note | 0.63 | 10/15/24 | 102 | ||||||||||
5 | U.S. Treasury Note | 0.63 | 3/31/27 | 4 | ||||||||||
130 | U.S. Treasury Note | 0.63 | 11/30/27 | 109 | ||||||||||
140 | U.S. Treasury Note | 0.63 | 7/31/26 | 122 | ||||||||||
125 | U.S. Treasury Note | 0.63 | 12/31/27 | 105 | ||||||||||
250 | U.S. Treasury Note | 0.63 | 8/15/30 | 196 | ||||||||||
135 | U.S. Treasury Note | 0.75 | 1/31/28 | 114 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 100 | U.S. Treasury Note | 0.75 | 11/15/24 | $ | 93 | ||||||||
145 | U.S. Treasury Note | 0.75 | 3/31/26 | 129 | ||||||||||
150 | U.S. Treasury Note | 0.75 | 5/31/26 | 132 | ||||||||||
125 | U.S. Treasury Note | 0.75 | 4/30/26 | 111 | ||||||||||
42 | U.S. Treasury Note | 0.75 | 8/31/26 | 37 | ||||||||||
115 | U.S. Treasury Note | 0.75 | 12/31/23 | 110 | ||||||||||
185 | U.S. Treasury Note | 0.88 | 11/15/30 | 147 | ||||||||||
90 | U.S. Treasury Note | 0.88 | 1/31/24 | 86 | ||||||||||
145 | U.S. Treasury Note | 0.88 | 9/30/26 | 128 | ||||||||||
60 | U.S. Treasury Note | 0.88 | 6/30/26 | 53 | ||||||||||
125 | U.S. Treasury Note | 1.00 | 7/31/28 | 105 | ||||||||||
135 | U.S. Treasury Note | 1.00 | 12/15/24 | 126 | ||||||||||
10 | U.S. Treasury Note | 1.13 | 2/28/27 | 9 | ||||||||||
155 | U.S. Treasury Note | 1.13 | 2/29/28 | 133 | ||||||||||
135 | U.S. Treasury Note | 1.13 | 1/15/25 | 126 | ||||||||||
145 | U.S. Treasury Note | 1.13 | 10/31/26 | 129 | ||||||||||
125 | U.S. Treasury Note | 1.13 | 8/31/28 | 106 | ||||||||||
70 | U.S. Treasury Note | 1.13 | 2/28/25 | 65 | ||||||||||
251 | U.S. Treasury Note | 1.13 | 2/15/31 | 203 | ||||||||||
270 | U.S. Treasury Note | 1.25 | 8/15/31 | 217 | ||||||||||
150 | U.S. Treasury Note | 1.25 | 11/30/26 | 133 | ||||||||||
120 | U.S. Treasury Note | 1.25 | 9/30/28 | 102 | ||||||||||
45 | U.S. Treasury Note | 1.25 | 8/31/24 | 43 | ||||||||||
130 | U.S. Treasury Note | 1.25 | 5/31/28 | 112 | ||||||||||
145 | U.S. Treasury Note | 1.25 | 12/31/26 | 129 | ||||||||||
95 | U.S. Treasury Note | 1.25 | 6/30/28 | 81 | ||||||||||
130 | U.S. Treasury Note | 1.25 | 4/30/28 | 112 | ||||||||||
130 | U.S. Treasury Note | 1.25 | 3/31/28 | 112 | ||||||||||
197 | U.S. Treasury Note | 1.38 | 11/15/31 | 160 | ||||||||||
115 | U.S. Treasury Note | 1.38 | 12/31/28 | 98 | ||||||||||
120 | U.S. Treasury Note | 1.38 | 10/31/28 | 103 | ||||||||||
185 | U.S. Treasury Note | 1.50 | 1/31/27 | 166 | ||||||||||
90 | U.S. Treasury Note | 1.50 | 2/29/24 | 87 | ||||||||||
30 | U.S. Treasury Note | 1.50 | 9/30/24 | 28 | ||||||||||
90 | U.S. Treasury Note | 1.50 | 11/30/24 | 85 | ||||||||||
140 | U.S. Treasury Note | 1.50 | 8/15/26 | 127 | ||||||||||
115 | U.S. Treasury Note | 1.50 | 11/30/28 | 99 | ||||||||||
85 | U.S. Treasury Note | 1.50 | 2/15/25 | 80 | ||||||||||
63 | U.S. Treasury Note | 1.50 | 2/15/30 | 53 | ||||||||||
70 | U.S. Treasury Note | 1.63 | 9/30/26 | 64 | ||||||||||
195 | U.S. Treasury Note | 1.63 | 5/15/31 | 164 | ||||||||||
130 | U.S. Treasury Note | 1.63 | 8/15/29 | 112 | ||||||||||
100 | U.S. Treasury Note | 1.63 | 10/31/23 | 97 | ||||||||||
120 | U.S. Treasury Note | 1.63 | 2/15/26 | 110 | ||||||||||
130 | U.S. Treasury Note | 1.63 | 5/15/26 | 119 | ||||||||||
120 | U.S. Treasury Note | 1.75 | 11/15/29 | 104 | ||||||||||
75 | U.S. Treasury Note | 1.75 | 3/15/25 | 71 | ||||||||||
88 | U.S. Treasury Note | 1.75 | 12/31/24 | 83 | ||||||||||
90 | U.S. Treasury Note | 1.75 | 1/31/29 | 79 | ||||||||||
75 | U.S. Treasury Note | 1.75 | 6/30/24 | 72 | ||||||||||
20 | U.S. Treasury Note | 1.75 | 12/31/26 | 18 | ||||||||||
247 | U.S. Treasury Note | 1.88 | 2/15/32 | 208 | ||||||||||
180 | U.S. Treasury Note | 1.88 | 2/28/27 | 164 | ||||||||||
85 | U.S. Treasury Note | 1.88 | 2/28/29 | 75 | ||||||||||
20 | U.S. Treasury Note | 1.88 | 8/31/24 | 19 | ||||||||||
25 | U.S. Treasury Note | 1.88 | 6/30/26 | 23 | ||||||||||
75 | U.S. Treasury Note | 1.88 | 7/31/26 | 69 | ||||||||||
140 | U.S. Treasury Note | 2.00 | 8/15/25 | 132 | ||||||||||
70 | U.S. Treasury Note | 2.00 | 4/30/24 | 67 | ||||||||||
160 | U.S. Treasury Note | 2.00 | 11/15/26 | 147 | ||||||||||
170 | U.S. Treasury Note | 2.00 | 2/15/25 | 161 | ||||||||||
95 | U.S. Treasury Note | 2.00 | 6/30/24 | 91 | ||||||||||
125 | U.S. Treasury Note | 2.00 | 5/31/24 | 120 | ||||||||||
5 | U.S. Treasury Note | 2.13 | 2/29/24 | 5 | ||||||||||
90 | U.S. Treasury Note | 2.13 | 11/30/23 | 88 | ||||||||||
65 | U.S. Treasury Note | 2.13 | 9/30/24 | 62 | ||||||||||
95 | U.S. Treasury Note | 2.13 | 3/31/24 | 92 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 100 | U.S. Treasury Note | 2.13 | 5/31/26 | $ | 93 | ||||||||
55 | U.S. Treasury Note | 2.13 | 7/31/24 | 53 | ||||||||||
85 | U.S. Treasury Note | 2.13 | 5/15/25 | 80 | ||||||||||
55 | U.S. Treasury Note | 2.25 | 12/31/24 | 53 | ||||||||||
30 | U.S. Treasury Note | 2.25 | 1/31/24 | 29 | ||||||||||
80 | U.S. Treasury Note | 2.25 | 3/31/26 | 75 | ||||||||||
150 | U.S. Treasury Note | 2.25 | 11/15/27 | 137 | ||||||||||
60 | U.S. Treasury Note | 2.25 | 3/31/24 | 58 | ||||||||||
80 | U.S. Treasury Note | 2.25 | 12/31/23 | 78 | ||||||||||
55 | U.S. Treasury Note | 2.25 | 10/31/24 | 53 | ||||||||||
50 | U.S. Treasury Note | 2.25 | 4/30/24 | 48 | ||||||||||
150 | U.S. Treasury Note | 2.25 | 11/15/24 | 144 | ||||||||||
95 | U.S. Treasury Note | 2.25 | 11/15/25 | 89 | ||||||||||
165 | U.S. Treasury Note | 2.25 | 2/15/27 | 153 | ||||||||||
160 | U.S. Treasury Note | 2.25 | 8/15/27 | 147 | ||||||||||
70 | U.S. Treasury Note | 2.38 | 3/31/29 | 63 | ||||||||||
80 | U.S. Treasury Note | 2.38 | 4/30/26 | 75 | ||||||||||
100 | U.S. Treasury Note | 2.38 | 2/29/24 | 97 | ||||||||||
120 | U.S. Treasury Note | 2.38 | 5/15/29 | 109 | ||||||||||
100 | U.S. Treasury Note | 2.38 | 8/15/24 | 97 | ||||||||||
140 | U.S. Treasury Note | 2.38 | 5/15/27 | 130 | ||||||||||
80 | U.S. Treasury Note | 2.50 | 3/31/27 | 75 | ||||||||||
50 | U.S. Treasury Note | 2.50 | 1/31/24 | 49 | ||||||||||
75 | U.S. Treasury Note | 2.50 | 4/30/24 | 73 | ||||||||||
105 | U.S. Treasury Note | 2.50 | 5/15/24 | 102 | ||||||||||
60 | U.S. Treasury Note | 2.50 | 2/28/26 | 57 | ||||||||||
80 | U.S. Treasury Note | 2.50 | 5/31/24 | 78 | ||||||||||
45 | U.S. Treasury Note | 2.63 | 5/31/27 | 42 | ||||||||||
165 | U.S. Treasury Note | 2.63 | 2/15/29 | 152 | ||||||||||
100 | U.S. Treasury Note | 2.63 | 12/31/23 | 98 | ||||||||||
55 | U.S. Treasury Note | 2.63 | 7/31/29 | 51 | ||||||||||
70 | U.S. Treasury Note | 2.63 | 4/15/25 | 67 | ||||||||||
90 | U.S. Treasury Note | 2.63 | 12/31/25 | 86 | ||||||||||
75 | U.S. Treasury Note | 2.63 | 3/31/25 | 72 | ||||||||||
85 | U.S. Treasury Note | 2.63 | 1/31/26 | 81 | ||||||||||
100 | U.S. Treasury Note | 2.75 | 2/15/24 | 98 | ||||||||||
66 | U.S. Treasury Note | 2.75 | 7/31/27 | 62 | ||||||||||
60 | U.S. Treasury Note | 2.75 | 5/31/29 | 56 | ||||||||||
90 | U.S. Treasury Note | 2.75 | 2/28/25 | 87 | ||||||||||
105 | U.S. Treasury Note | 2.75 | 2/15/28 | 98 | ||||||||||
98 | U.S. Treasury Note | 2.75 | 8/15/32 | 90 | ||||||||||
170 | U.S. Treasury Note | 2.75 | 11/15/23 | 167 | ||||||||||
85 | U.S. Treasury Note | 2.75 | 8/31/25 | 81 | ||||||||||
65 | U.S. Treasury Note | 2.75 | 5/15/25 | 63 | ||||||||||
75 | U.S. Treasury Note | 2.75 | 4/30/27 | 71 | ||||||||||
90 | U.S. Treasury Note | 2.75 | 6/30/25 | 86 | ||||||||||
90 | U.S. Treasury Note | 2.88 | 11/30/25 | 86 | ||||||||||
75 | U.S. Treasury Note | 2.88 | 7/31/25 | 72 | ||||||||||
65 | U.S. Treasury Note | 2.88 | 6/15/25 | 63 | ||||||||||
238 | U.S. Treasury Note | 2.88 | 5/15/32 | 219 | ||||||||||
65 | U.S. Treasury Note | 2.88 | 4/30/29 | 61 | ||||||||||
50 | U.S. Treasury Note | 2.88 | 10/31/23 | 49 | ||||||||||
35 | U.S. Treasury Note | 2.88 | 11/30/23 | 34 | ||||||||||
90 | U.S. Treasury Note | 2.88 | 4/30/25 | 87 | ||||||||||
125 | U.S. Treasury Note | 2.88 | 8/15/28 | 117 | ||||||||||
160 | U.S. Treasury Note | 2.88 | 5/15/28 | 150 | ||||||||||
85 | U.S. Treasury Note | 3.00 | 10/31/25 | 82 | ||||||||||
85 | U.S. Treasury Note | 3.00 | 9/30/25 | 82 | ||||||||||
65 | U.S. Treasury Note | 3.00 | 7/31/24 | 64 | ||||||||||
65 | U.S. Treasury Note | 3.00 | 6/30/24 | 64 | ||||||||||
60 | U.S. Treasury Note | 3.00 | 7/15/25 | 58 | ||||||||||
140 | U.S. Treasury Note | 3.13 | 11/15/28 | 133 | ||||||||||
60 | U.S. Treasury Note | 3.13 | 8/15/25 | 58 | ||||||||||
55 | U.S. Treasury Note | 3.13 | 8/31/29 | 52 | ||||||||||
65 | U.S. Treasury Note | 3.13 | 8/31/27 | 62 | ||||||||||
60 | U.S. Treasury Note | 3.25 | 6/30/29 | 57 | ||||||||||
70 | U.S. Treasury Note | 3.25 | 6/30/27 | 67 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 65 | U.S. Treasury Note | 3.25 | 8/31/24 | $ | 64 | ||||||||
85 | U.S. Treasury Note | 3.50 | 9/15/25 | 83 | ||||||||||
75 | U.S. Treasury Note | 3.88 | 9/30/29 | 75 | ||||||||||
90 | U.S. Treasury Note | 4.13 | 9/30/24 | 90 | ||||||||||
90 | U.S. Treasury Note | 4.13 | 9/30/27 | 90 | ||||||||||
Total U.S. Treasury Obligations | 20,478 | |||||||||||||
Yankee Dollars — 1.96% | ||||||||||||||
45 | America Movil SAB de CV (Wireless Telecommunication Services) | 6.13 | 11/15/37 | 45 | ||||||||||
35 | BHP Billiton Finance USA Ltd. (Metals & Mining) | 5.00 | 9/30/43 | 33 | ||||||||||
64 | British Telecommunications PLC (Diversified Telecommunication Services) | 9.63 | 12/15/30 | 74 | ||||||||||
170 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels), Callable 6/15/25 @ 100.00 | 2.05 | 7/15/25 | 156 | ||||||||||
40 | Canadian Pacific Railway Co. (Road & Rail), Callable 12/5/29 @ 100.00 | 2.05 | 3/5/30 | 32 | ||||||||||
65 | Deutsche Telekom International Finance BV (Diversified Telecommunication Services) | 8.75 | (c) | 6/15/30 | 74 | |||||||||
90 | Diageo Capital PLC (Diversified Financial Services) | 5.88 | 9/30/36 | 92 | ||||||||||
80 | Enbridge, Inc. (Oil, Gas & Consumable Fuels), Callable 2/1/51 @ 100.00 | 3.40 | 8/1/51 | 53 | ||||||||||
105 | Equinor ASA (Oil, Gas & Consumable Fuels) | 5.10 | 8/17/40 | 101 | ||||||||||
125 | Iberdrola International BV (Electric Utilities) | 5.81 | 3/15/25 | 127 | ||||||||||
85 | Iberdrola International BV (Electric Utilities) | 6.75 | 7/15/36 | 87 | ||||||||||
14 | LyondellBasell Industries N.V. (Chemicals) | 4.00 | 7/15/23 | 14 | ||||||||||
40 | Nutrien Ltd. (Chemicals), Callable 2/13/30 @ 100.00 | 2.95 | 5/13/30 | 33 | ||||||||||
60 | Orange SA (Diversified Telecommunication Services) | 9.00 | 3/1/31 | 72 | ||||||||||
90 | Shell International Finance BV (Oil, Gas & Consumable Fuels) | 4.13 | 5/11/35 | 79 | ||||||||||
35 | Telefonica Emisiones SAU (Diversified Telecommunication Services) | 7.05 | 6/20/36 | 34 | ||||||||||
105 | The Toronto-Dominion Bank (Banks) | 3.20 | 3/10/32 | 86 | ||||||||||
25 | Vodafone Group PLC (Wireless Telecommunication Services) | 4.13 | 5/30/25 | 24 | ||||||||||
55 | Vodafone Group PLC (Wireless Telecommunication Services) | 6.15 | 2/27/37 | 52 | ||||||||||
Total Yankee Dollars | 1,268 | |||||||||||||
Shares | ||||||||||||||
Investment Companies — 7.42% | ||||||||||||||
89,039 | State Street Institutional Treasury Money Market Fund, Premier Class | 2.47 | (d) | 89 | ||||||||||
4,707,626 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 2.89 | (d) | 4,708 | ||||||||||
Total Investment Companies | 4,797 | |||||||||||||
Exchange-Traded Fund — 28.30% | ||||||||||||||
380,000 | Vanguard Short-Term Inflation-Protected Securities ETF | 18,282 | ||||||||||||
Total Exchange-Traded Fund | 18,282 | |||||||||||||
Total Investments (cost $70,583) — 100.35% | 64,831 | |||||||||||||
Liabilities in excess of other assets — (0.35)% | (228 | ) | ||||||||||||
Net Assets — 100.00% | $ | 64,603 | ||||||||||||
Amounts designated as "—" are $0 or have been rounded to $0. |
(a) | The rate for certain asset-backed and mortgage-backed securities may vary based on factors relating to the pool of assets underlying the security. The rate disclosed is the rate in effect on September 30, 2022. |
(b) | Variable Rate Security. The rate disclosed is the rate in effect on September 30, 2022. |
(c) | Step Bond: Coupon rate is set for an initial period and then increased to a higher coupon rate at a specified date. The rate disclosed is the rate in effect on September 30, 2022. |
(d) | Annualized 7-day yield as of period-end. |
bps—Basis Points | |
ETF—Exchange-Traded Fund | |
MTN—Medium Term Note | |
SOFR—Secured Overnight Financing Rate | |
TBA—To Be Announced purchase or sale commitment. Security is subject to delayed delivery | |
US0003M—3 Month US Dollar LIBOR |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the
Portfolio attributable to each Specialist Manager as of September 30, 2022.
The Core Fixed Income Portfolio | Agincourt Capital Management, LLC | Mellon Investments Corporation | Parametric Portfolio Associates, LLC | HC Capital Solutions | Total | |||||
Asset Backed Securities | - | 0.14% | - | - | 0.14% | |||||
Collateralized Mortgage Obligations | - | 0.97% | - | - | 0.97% | |||||
U.S. Government Agency Mortgages | - | 13.60% | - | - | 13.60% | |||||
U.S. Government Agency Securities | - | 0.97% | - | - | 0.97% | |||||
Corporate Bonds | 15.29% | - | - | - | 15.29% | |||||
U.S. Treasury Obligations | - | 31.70% | - | - | 31.70% | |||||
Yankee Dollars | 1.96% | - | - | - | 1.96% | |||||
Investment Companies | 0.14% | 0.97% | - | 6.31% | 7.42% | |||||
Exchange Traded Fund | - | - | 28.30% | - | 28.30% | |||||
Other Assets (Liabilities) | 0.17% | -0.71% | 0.08% | 0.11% | -0.35% | |||||
Total Net Assets | 17.56% | 47.64% | 28.38% | 6.42% | 100.00% |
Amounts designated as "—" indicate the Specialist
Manager did not manage any holdings in that category.
HC CAPITAL TRUST
The Corporate Opportunities Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Shares | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Common Stock — 0.00% | ||||||||||||||
1,740,900 | ACC Claims Holding LLC (Communications Equipment) (a)(b) | $ | – | |||||||||||
Total Common Stock | – | |||||||||||||
Right — 0.00% | ||||||||||||||
46,697 | BlackRock Corporate High Yield Fund, Inc., 10/13/22 (Financial Services) (c) | – | ||||||||||||
Total Right | – | |||||||||||||
Principal Amount (000) | ||||||||||||||
Loan Participations and Assignments — 9.15% | ||||||||||||||
$ | 22,224 | Centric Commercial Funding, LP(b)(d) | 6.50 (US00001M with 1.00% floor + 550 bps) | 10/9/22 | 22,134 | |||||||||
Total Loan Participations and Assignments | 22,134 | |||||||||||||
Shares | ||||||||||||||
Investment Companies — 89.16% | ||||||||||||||
89,168 | Apollo Senior Floating Rate Fund, Inc. | 1,115 | ||||||||||||
71,593 | Apollo Tactical Income Fund, Inc. | 843 | ||||||||||||
46,579 | Barings Global Short Duration High Yield Fund | 569 | ||||||||||||
46,697 | BlackRock Corporate High Yield Fund, Inc. | 399 | ||||||||||||
384,839 | BlackRock Debt Strategies Fund, Inc. | 3,433 | ||||||||||||
161,284 | BlackRock Floating Rate Income Trust | 1,752 | ||||||||||||
308,808 | Blackstone Strategic Credit Fund | 3,283 | ||||||||||||
250,154 | DoubleLine Yield Opportunities Fund | 3,375 | ||||||||||||
1,177,000 | Federated Hermes Treasury Obligations Fund, Institutional Shares^^ | 2.84(e) | 1,177 | |||||||||||
170,842 | First Trust High Income Long | 1,852 | ||||||||||||
201,206 | First Trust High Yield Opportunities 2027 Term Fund | 2,710 | ||||||||||||
914,621 | Invesco Senior Income Trust | 3,402 | ||||||||||||
685,618 | Nuveen Credit Strategies Income Fund | 3,503 | ||||||||||||
213,805 | Nuveen Floating Rate Income Opportunity Fund | 1,723 | ||||||||||||
311,646 | PGIM Global High Yield Fund, Inc. | 3,297 | ||||||||||||
278,217 | PGIM High Yield Bond Fund, Inc. | 3,211 | ||||||||||||
239,050 | PGIM Short Duration High Yield Opportunities Fund | 3,435 | ||||||||||||
106,530 | PIMCO Access Income Fund | 1,689 | ||||||||||||
167,370,745 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 2.89(e) | 167,371 | |||||||||||
2,393,724 | State Street Institutional U.S. Government Money Market Fund, Administrative Class | 2.20(e) | 2,394 | |||||||||||
265,284 | Western Asset Diversified Income Fund | 3,337 | ||||||||||||
256,173 | Western Asset High Income Opportunity Fund, Inc. | 943 | ||||||||||||
87,156 | Western Asset High Yield Defined Opportunity Fund, Inc. | 977 | ||||||||||||
Total Investment Companies | 215,790 | |||||||||||||
Total Investments (cost $241,196) — 98.31% | 237,924 | |||||||||||||
Other assets in excess of liabilities — 1.69% | 4,101 | |||||||||||||
Net Assets — 100.00% | $ | 242,025 | ||||||||||||
Amounts designated as "—" are $0 or have been rounded to $0. |
^^ | Purchased with cash collateral held from securities lending. |
(a) | Escrow security due to bankruptcy. |
(b) | Security was valued using significant unobservable inputs as of September 30, 2022. |
(c) | Represents non-income producing security. |
(d) | The original loan commitment represents $24,000. The unfunded commitment represents $1,776 as of September 30, 2022 (amounts in thousands). |
(e) | Annualized 7-day yield as of period-end. |
bps—Basis Points |
HC CAPITAL TRUST
The Corporate Opportunities Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the
Portfolio attributable to each Specialist Manager as of September 30, 2022.
The Corporate Opportunities Portfolio | City of London Investment Management Company, Limited | Parametric Portfolio Associates, LLC | HC Capital Solutions | Total | ||||
Common Stock | 0.00% | - | - | 0.00% | ||||
Right | 0.00% | - | - | 0.00% | ||||
Loan Participations and Assignments | - | - | 9.15% | 9.15% | ||||
Investment Companies | 20.01% | 69.05% | 0.10% | 89.16% | ||||
Other Assets (Liabilities) | -0.45% | 1.89% | 0.25% | 1.69% | ||||
Total Net Assets | 19.56% | 70.94% | 9.50% | 100.00% |
Amounts designated as "—" indicate the
Specialist Manager did not manage any holdings in that category.
The following table reflects the open derivative positions held by the Portfolio as of September 30, 2022.
Futures Contracts Purchased*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) |
Value and Unrealized Appreciation/ (Depreciation) (000) |
||||||||
5 Year US Treasury Note Future | 984 | 12/30/22 | $ | 105,787 | $ | (3,853) | ||||||
E-Mini S&P 500 Future | 368 | 12/16/22 | 66,268 | (8,922) | ||||||||
$ | 172,055 | $ | (12,775) | |||||||||
Total Unrealized Appreciation | $ | — | ||||||||||
Total Unrealized Depreciation | (12,775) | |||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (12,775) |
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Securities — 1.50% | ||||||||||||||
$ | 500 | Fannie Mae | 0.25 | 11/27/23 | $ | 478 | ||||||||
200 | Fannie Mae | 0.38 | 8/25/25 | 179 | ||||||||||
650 | Fannie Mae | 0.50 | 6/17/25 | 587 | ||||||||||
400 | Fannie Mae | 0.50 | 11/7/25 | 356 | ||||||||||
150 | Fannie Mae | 0.63 | 4/22/25 | 137 | ||||||||||
550 | Fannie Mae | 0.75 | 10/8/27 | 466 | ||||||||||
200 | Fannie Mae | 0.88 | 8/5/30 | 156 | ||||||||||
100 | Fannie Mae, Callable 12/18/22 @ 100.00 | 0.88 | 12/18/26 | 87 | ||||||||||
125 | Fannie Mae | 1.75 | 7/2/24 | 120 | ||||||||||
100 | Fannie Mae | 1.88 | 9/24/26 | 91 | ||||||||||
150 | Fannie Mae | 2.13 | 4/24/26 | 139 | ||||||||||
200 | Fannie Mae | 2.50 | 2/5/24 | 195 | ||||||||||
250 | Fannie Mae | 2.63 | 9/6/24 | 242 | ||||||||||
95 | Fannie Mae | 6.25 | 5/15/29 | 106 | ||||||||||
160 | Fannie Mae | 6.63 | 11/15/30 | 187 | ||||||||||
180 | Fannie Mae | 7.25 | 5/15/30 | 216 | ||||||||||
300 | Federal Farm Credit Bank | 0.25 | 2/26/24 | 283 | ||||||||||
500 | Federal Farm Credit Bank | 0.50 | 12/1/23 | 478 | ||||||||||
500 | Federal Farm Credit Bank | 0.88 | 11/18/24 | 465 | ||||||||||
250 | Federal Farm Credit Bank | 1.13 | 1/6/25 | 233 | ||||||||||
75 | Federal Farm Credit Bank, Callable 10/18/22 @ 100.00 | 1.24 | 12/23/30 | 58 | ||||||||||
250 | Federal Farm Credit Bank | 1.75 | 2/14/25 | 236 | ||||||||||
750 | Federal Farm Credit Bank | 2.63 | 5/16/24 | 729 | ||||||||||
125 | Federal Farm Credit Bank | 3.38 | 8/26/24 | 123 | ||||||||||
200 | Federal Farm Credit Bank | 4.25 | 9/26/24 | 200 | ||||||||||
100 | Federal Home Loan Bank | 0.13 | 8/28/23 | 96 | ||||||||||
700 | Federal Home Loan Bank | 0.50 | 4/14/25 | 636 | ||||||||||
750 | Federal Home Loan Bank | 0.50 | 11/9/23 | 720 | ||||||||||
100 | Federal Home Loan Bank | 1.25 | 12/21/26 | 89 | ||||||||||
50 | Federal Home Loan Bank | 2.13 | 3/10/23 | 50 | ||||||||||
450 | Federal Home Loan Bank | 2.75 | 6/28/24 | 438 | ||||||||||
150 | Federal Home Loan Bank | 2.88 | 9/13/24 | 146 | ||||||||||
600 | Federal Home Loan Bank | 3.25 | 11/16/28 | 571 | ||||||||||
250 | Federal Home Loan Bank | 3.25 | 3/8/24 | 246 | ||||||||||
300 | Federal Home Loan Bank | 3.38 | 9/8/23 | 298 | ||||||||||
165 | Federal Home Loan Bank | 5.50 | 7/15/36 | 183 | ||||||||||
50 | Freddie Mac | 0.13 | 10/16/23 | 48 | ||||||||||
750 | Freddie Mac | 0.25 | 11/6/23 | 718 | ||||||||||
400 | Freddie Mac | 0.25 | 12/4/23 | 381 | ||||||||||
300 | Freddie Mac | 0.25 | 8/24/23 | 290 | ||||||||||
500 | Freddie Mac | 0.38 | 9/23/25 | 445 | ||||||||||
200 | Freddie Mac | 0.38 | 5/5/23 | 196 | ||||||||||
400 | Freddie Mac | 0.38 | 7/21/25 | 359 | ||||||||||
100 | Freddie Mac, Callable 10/27/22 @ 100.00 | 0.80 | 10/27/26 | 87 | ||||||||||
350 | Freddie Mac | 1.50 | 2/12/25 | 328 | ||||||||||
250 | Freddie Mac | 6.25 | 7/15/32 | 291 | ||||||||||
180 | Freddie Mac | 6.75 | 3/15/31 | 213 | ||||||||||
110 | Tennessee Valley Authority | 4.70 | 7/15/33 | 113 | ||||||||||
85 | Tennessee Valley Authority | 5.25 | 9/15/39 | 91 | ||||||||||
200 | Tennessee Valley Authority | 5.38 | 4/1/56 | 217 | ||||||||||
100 | Tennessee Valley Authority | 5.88 | 4/1/36 | 112 | ||||||||||
190 | Tennessee Valley Authority | 6.15 | 1/15/38 | 221 | ||||||||||
Total U.S. Government Agency Securities | 14,130 | |||||||||||||
U.S. Treasury Obligations — 48.20% | ||||||||||||||
2,625 | U.S. Treasury Bond | 1.13 | 8/15/40 | 1,625 | ||||||||||
1,500 | U.S. Treasury Bond | 1.13 | 5/15/40 | 936 | ||||||||||
3,610 | U.S. Treasury Bond | 1.25 | 5/15/50 | 2,018 | ||||||||||
1,965 | U.S. Treasury Bond | 1.38 | 11/15/40 | 1,269 | ||||||||||
4,330 | U.S. Treasury Bond | 1.38 | 8/15/50 | 2,506 | ||||||||||
2,320 | U.S. Treasury Bond | 1.63 | 11/15/50 | 1,439 | ||||||||||
4,825 | U.S. Treasury Bond | 1.75 | 8/15/41 | 3,298 | ||||||||||
2,140 | U.S. Treasury Bond | 1.88 | 2/15/41 | 1,515 | ||||||||||
2,695 | U.S. Treasury Bond | 1.88 | 2/15/51 | 1,783 | ||||||||||
4,290 | U.S. Treasury Bond | 1.88 | 11/15/51 | 2,835 |
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 3,820 | U.S. Treasury Bond | 2.00 | 11/15/41 | $ | 2,732 | ||||||||
4,710 | U.S. Treasury Bond | 2.00 | 8/15/51 | 3,215 | ||||||||||
1,345 | U.S. Treasury Bond | 2.00 | 2/15/50 | 923 | ||||||||||
1,250 | U.S. Treasury Bond | 2.25 | 8/15/49 | 914 | ||||||||||
3,140 | U.S. Treasury Bond | 2.25 | 2/15/52 | 2,279 | ||||||||||
1,260 | U.S. Treasury Bond | 2.25 | 8/15/46 | 907 | ||||||||||
1,750 | U.S. Treasury Bond | 2.25 | 5/15/41 | 1,322 | ||||||||||
3,680 | U.S. Treasury Bond | 2.38 | 2/15/42 | 2,819 | ||||||||||
3,000 | U.S. Treasury Bond | 2.38 | 11/15/49 | 2,257 | ||||||||||
4,135 | U.S. Treasury Bond | 2.38 | 5/15/51 | 3,092 | ||||||||||
1,135 | U.S. Treasury Bond | 2.50 | 2/15/46 | 861 | ||||||||||
2,015 | U.S. Treasury Bond | 2.50 | 2/15/45 | 1,535 | ||||||||||
800 | U.S. Treasury Bond | 2.50 | 5/15/46 | 606 | ||||||||||
1,110 | U.S. Treasury Bond | 2.75 | 8/15/47 | 886 | ||||||||||
2,350 | U.S. Treasury Bond | 2.75 | 11/15/42 | 1,902 | ||||||||||
1,875 | U.S. Treasury Bond | 2.75 | 8/15/42 | 1,522 | ||||||||||
2,320 | U.S. Treasury Bond | 2.75 | 11/15/47 | 1,855 | ||||||||||
2,000 | U.S. Treasury Bond | 2.88 | 5/15/49 | 1,666 | ||||||||||
955 | U.S. Treasury Bond | 2.88 | 11/15/46 | 779 | ||||||||||
2,320 | U.S. Treasury Bond | 2.88 | 5/15/52 | 1,945 | ||||||||||
1,241 | U.S. Treasury Bond | 2.88 | 5/15/43 | 1,022 | ||||||||||
780 | U.S. Treasury Bond | 2.88 | 8/15/45 | 636 | ||||||||||
440 | U.S. Treasury Bond | 3.00 | 2/15/47 | 368 | ||||||||||
1,015 | U.S. Treasury Bond | 3.00 | 11/15/44 | 847 | ||||||||||
1,010 | U.S. Treasury Bond | 3.00 | 5/15/45 | 843 | ||||||||||
1,075 | U.S. Treasury Bond | 3.00 | 5/15/47 | 899 | ||||||||||
1,125 | U.S. Treasury Bond | 3.00 | 5/15/42 | 957 | ||||||||||
1,460 | U.S. Treasury Bond | 3.00 | 8/15/48 | 1,234 | ||||||||||
1,645 | U.S. Treasury Bond | 3.00 | 2/15/49 | 1,402 | ||||||||||
935 | U.S. Treasury Bond | 3.00 | 8/15/52 | 807 | ||||||||||
670 | U.S. Treasury Bond | 3.00 | 11/15/45 | 559 | ||||||||||
1,370 | U.S. Treasury Bond | 3.00 | 2/15/48 | 1,153 | ||||||||||
1,030 | U.S. Treasury Bond | 3.13 | 5/15/48 | 890 | ||||||||||
1,000 | U.S. Treasury Bond | 3.13 | 11/15/41 | 869 | ||||||||||
1,000 | U.S. Treasury Bond | 3.13 | 2/15/42 | 870 | ||||||||||
827 | U.S. Treasury Bond | 3.13 | 2/15/43 | 710 | ||||||||||
1,230 | U.S. Treasury Bond | 3.13 | 8/15/44 | 1,050 | ||||||||||
850 | U.S. Treasury Bond | 3.25 | 5/15/42 | 754 | ||||||||||
2,900 | U.S. Treasury Bond | 3.38 | 11/15/48 | 2,638 | ||||||||||
1,130 | U.S. Treasury Bond | 3.38 | 5/15/44 | 1,007 | ||||||||||
40 | U.S. Treasury Bond | 3.50 | 2/15/39 | 38 | ||||||||||
970 | U.S. Treasury Bond | 3.63 | 8/15/43 | 904 | ||||||||||
1,030 | U.S. Treasury Bond | 3.63 | 2/15/44 | 956 | ||||||||||
645 | U.S. Treasury Bond | 3.75 | 11/15/43 | 612 | ||||||||||
225 | U.S. Treasury Bond | 3.88 | 8/15/40 | 221 | ||||||||||
30 | U.S. Treasury Bond | 4.25 | 5/15/39 | 31 | ||||||||||
550 | U.S. Treasury Bond | 4.25 | 11/15/40 | 567 | ||||||||||
551 | U.S. Treasury Bond | 4.38 | 5/15/41 | 577 | ||||||||||
855 | U.S. Treasury Bond | 4.38 | 11/15/39 | 902 | ||||||||||
163 | U.S. Treasury Bond | 4.38 | 5/15/40 | 171 | ||||||||||
530 | U.S. Treasury Bond | 4.38 | 2/15/38 | 564 | ||||||||||
400 | U.S. Treasury Bond | 4.50 | 2/15/36 | 432 | ||||||||||
1,150 | U.S. Treasury Bond | 4.50 | 8/15/39 | 1,234 | ||||||||||
255 | U.S. Treasury Bond | 4.50 | 5/15/38 | 275 | ||||||||||
673 | U.S. Treasury Bond | 4.63 | 2/15/40 | 731 | ||||||||||
70 | U.S. Treasury Bond | 4.75 | 2/15/37 | 78 | ||||||||||
1,500 | U.S. Treasury Bond | 4.75 | 2/15/41 | 1,650 | ||||||||||
235 | U.S. Treasury Bond | 5.00 | 5/15/37 | 266 | ||||||||||
282 | U.S. Treasury Bond | 5.25 | 11/15/28 | 299 | ||||||||||
425 | U.S. Treasury Bond | 5.25 | 2/15/29 | 453 | ||||||||||
849 | U.S. Treasury Bond | 5.38 | 2/15/31 | 937 | ||||||||||
85 | U.S. Treasury Bond | 6.00 | 2/15/26 | 89 | ||||||||||
1,265 | U.S. Treasury Bond | 6.13 | 11/15/27 | 1,379 | ||||||||||
280 | U.S. Treasury Bond | 6.13 | 8/15/29 | 315 | ||||||||||
1,090 | U.S. Treasury Bond | 6.25 | 5/15/30 | 1,254 | ||||||||||
100 | U.S. Treasury Bond | 6.38 | 8/15/27 | 110 | ||||||||||
218 | U.S. Treasury Bond | 6.50 | 11/15/26 | 237 |
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 1,000 | U.S. Treasury Bond | 6.63 | 2/15/27 | $ | 1,096 | ||||||||
200 | U.S. Treasury Bond | 6.75 | 8/15/26 | 218 | ||||||||||
300 | U.S. Treasury Bond | 6.88 | 8/15/25 | 320 | ||||||||||
295 | U.S. Treasury Bond | 7.63 | 2/15/25 | 316 | ||||||||||
285 | U.S. Treasury Note | 0.13 | 10/15/23 | 273 | ||||||||||
1,475 | U.S. Treasury Note | 0.13 | 1/15/24 | 1,398 | ||||||||||
4,250 | U.S. Treasury Note | 0.13 | 2/15/24 | 4,014 | ||||||||||
1,485 | U.S. Treasury Note | 0.13 | 12/15/23 | 1,412 | ||||||||||
3,535 | U.S. Treasury Note | 0.25 | 5/15/24 | 3,311 | ||||||||||
3,200 | U.S. Treasury Note | 0.25 | 5/31/25 | 2,878 | ||||||||||
200 | U.S. Treasury Note | 0.25 | 11/15/23 | 191 | ||||||||||
2,070 | U.S. Treasury Note | 0.25 | 8/31/25 | 1,844 | ||||||||||
3,935 | U.S. Treasury Note | 0.25 | 3/15/24 | 3,709 | ||||||||||
1,680 | U.S. Treasury Note | 0.25 | 10/31/25 | 1,487 | ||||||||||
1,990 | U.S. Treasury Note | 0.25 | 9/30/25 | 1,768 | ||||||||||
2,290 | U.S. Treasury Note | 0.25 | 7/31/25 | 2,046 | ||||||||||
3,085 | U.S. Treasury Note | 0.25 | 6/30/25 | 2,768 | ||||||||||
2,955 | U.S. Treasury Note | 0.25 | 6/15/24 | 2,759 | ||||||||||
2,075 | U.S. Treasury Note | 0.38 | 7/31/27 | 1,742 | ||||||||||
3,225 | U.S. Treasury Note | 0.38 | 4/30/25 | 2,921 | ||||||||||
1,545 | U.S. Treasury Note | 0.38 | 12/31/25 | 1,366 | ||||||||||
1,400 | U.S. Treasury Note | 0.38 | 1/31/26 | 1,233 | ||||||||||
2,915 | U.S. Treasury Note | 0.38 | 9/30/27 | 2,432 | ||||||||||
2,265 | U.S. Treasury Note | 0.38 | 8/15/24 | 2,106 | ||||||||||
4,005 | U.S. Treasury Note | 0.38 | 9/15/24 | 3,713 | ||||||||||
2,500 | U.S. Treasury Note | 0.38 | 4/15/24 | 2,353 | ||||||||||
3,305 | U.S. Treasury Note | 0.38 | 7/15/24 | 3,085 | ||||||||||
3,500 | U.S. Treasury Note | 0.38 | 11/30/25 | 3,102 | ||||||||||
1,885 | U.S. Treasury Note | 0.50 | 4/30/27 | 1,603 | ||||||||||
3,675 | U.S. Treasury Note | 0.50 | 10/31/27 | 3,075 | ||||||||||
3,090 | U.S. Treasury Note | 0.50 | 8/31/27 | 2,602 | ||||||||||
1,900 | U.S. Treasury Note | 0.50 | 6/30/27 | 1,608 | ||||||||||
700 | U.S. Treasury Note | 0.50 | 11/30/23 | 670 | ||||||||||
2,295 | U.S. Treasury Note | 0.50 | 3/31/25 | 2,093 | ||||||||||
2,600 | U.S. Treasury Note | 0.50 | 5/31/27 | 2,205 | ||||||||||
2,175 | U.S. Treasury Note | 0.50 | 2/28/26 | 1,919 | ||||||||||
1,635 | U.S. Treasury Note | 0.63 | 7/31/26 | 1,430 | ||||||||||
5,895 | U.S. Treasury Note | 0.63 | 8/15/30 | 4,619 | ||||||||||
1,575 | U.S. Treasury Note | 0.63 | 3/31/27 | 1,351 | ||||||||||
3,265 | U.S. Treasury Note | 0.63 | 11/30/27 | 2,744 | ||||||||||
2,955 | U.S. Treasury Note | 0.63 | 12/31/27 | 2,478 | ||||||||||
2,720 | U.S. Treasury Note | 0.63 | 5/15/30 | 2,142 | ||||||||||
2,570 | U.S. Treasury Note | 0.63 | 10/15/24 | 2,388 | ||||||||||
3,735 | U.S. Treasury Note | 0.75 | 11/15/24 | 3,469 | ||||||||||
4,115 | U.S. Treasury Note | 0.75 | 5/31/26 | 3,635 | ||||||||||
3,820 | U.S. Treasury Note | 0.75 | 3/31/26 | 3,391 | ||||||||||
4,150 | U.S. Treasury Note | 0.75 | 1/31/28 | 3,493 | ||||||||||
3,750 | U.S. Treasury Note | 0.75 | 12/31/23 | 3,588 | ||||||||||
3,690 | U.S. Treasury Note | 0.75 | 4/30/26 | 3,268 | ||||||||||
1,845 | U.S. Treasury Note | 0.75 | 8/31/26 | 1,618 | ||||||||||
2,000 | U.S. Treasury Note | 0.88 | 1/31/24 | 1,910 | ||||||||||
1,910 | U.S. Treasury Note | 0.88 | 9/30/26 | 1,681 | ||||||||||
2,295 | U.S. Treasury Note | 0.88 | 6/30/26 | 2,032 | ||||||||||
4,830 | U.S. Treasury Note | 0.88 | 11/15/30 | 3,849 | ||||||||||
3,725 | U.S. Treasury Note | 1.00 | 12/15/24 | 3,470 | ||||||||||
3,465 | U.S. Treasury Note | 1.00 | 7/31/28 | 2,918 | ||||||||||
2,780 | U.S. Treasury Note | 1.13 | 1/15/25 | 2,589 | ||||||||||
650 | U.S. Treasury Note | 1.13 | 2/28/27 | 572 | ||||||||||
1,865 | U.S. Treasury Note | 1.13 | 2/28/25 | 1,731 | ||||||||||
2,550 | U.S. Treasury Note | 1.13 | 8/31/28 | 2,159 | ||||||||||
3,285 | U.S. Treasury Note | 1.13 | 2/29/28 | 2,818 | ||||||||||
5,490 | U.S. Treasury Note | 1.13 | 2/15/31 | 4,448 | ||||||||||
3,775 | U.S. Treasury Note | 1.13 | 10/31/26 | 3,347 | ||||||||||
5,385 | U.S. Treasury Note | 1.25 | 8/15/31 | 4,353 | ||||||||||
1,625 | U.S. Treasury Note | 1.25 | 6/30/28 | 1,392 | ||||||||||
1,660 | U.S. Treasury Note | 1.25 | 5/31/28 | 1,424 | ||||||||||
2,520 | U.S. Treasury Note | 1.25 | 9/30/28 | 2,145 |
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 3,270 | U.S. Treasury Note | 1.25 | 4/30/28 | $ | 2,812 | ||||||||
4,100 | U.S. Treasury Note | 1.25 | 11/30/26 | 3,648 | ||||||||||
1,515 | U.S. Treasury Note | 1.25 | 8/31/24 | 1,431 | ||||||||||
2,740 | U.S. Treasury Note | 1.25 | 3/31/28 | 2,362 | ||||||||||
2,000 | U.S. Treasury Note | 1.25 | 12/31/26 | 1,777 | ||||||||||
1,205 | U.S. Treasury Note | 1.38 | 1/31/25 | 1,128 | ||||||||||
2,000 | U.S. Treasury Note | 1.38 | 12/31/28 | 1,711 | ||||||||||
3,775 | U.S. Treasury Note | 1.38 | 10/31/28 | 3,234 | ||||||||||
450 | U.S. Treasury Note | 1.38 | 8/31/26 | 405 | ||||||||||
6,300 | U.S. Treasury Note | 1.38 | 11/15/31 | 5,122 | ||||||||||
4,105 | U.S. Treasury Note | 1.50 | 1/31/27 | 3,680 | ||||||||||
1,000 | U.S. Treasury Note | 1.50 | 8/15/26 | 904 | ||||||||||
1,915 | U.S. Treasury Note | 1.50 | 2/15/30 | 1,625 | ||||||||||
1,270 | U.S. Treasury Note | 1.50 | 10/31/24 | 1,201 | ||||||||||
3,750 | U.S. Treasury Note | 1.50 | 11/30/28 | 3,233 | ||||||||||
2,590 | U.S. Treasury Note | 1.50 | 11/30/24 | 2,442 | ||||||||||
1,485 | U.S. Treasury Note | 1.50 | 9/30/24 | 1,407 | ||||||||||
1,620 | U.S. Treasury Note | 1.50 | 2/15/25 | 1,518 | ||||||||||
3,250 | U.S. Treasury Note | 1.50 | 2/29/24 | 3,125 | ||||||||||
3,500 | U.S. Treasury Note | 1.63 | 5/15/26 | 3,199 | ||||||||||
1,400 | U.S. Treasury Note | 1.63 | 2/15/26 | 1,286 | ||||||||||
1,920 | U.S. Treasury Note | 1.63 | 8/15/29 | 1,655 | ||||||||||
945 | U.S. Treasury Note | 1.63 | 11/30/26 | 855 | ||||||||||
1,000 | U.S. Treasury Note | 1.63 | 10/31/26 | 906 | ||||||||||
600 | U.S. Treasury Note | 1.63 | 9/30/26 | 545 | ||||||||||
4,455 | U.S. Treasury Note | 1.63 | 5/15/31 | 3,739 | ||||||||||
200 | U.S. Treasury Note | 1.63 | 10/31/23 | 194 | ||||||||||
2,595 | U.S. Treasury Note | 1.75 | 3/15/25 | 2,443 | ||||||||||
1,075 | U.S. Treasury Note | 1.75 | 1/31/29 | 939 | ||||||||||
1,100 | U.S. Treasury Note | 1.75 | 12/31/26 | 999 | ||||||||||
2,025 | U.S. Treasury Note | 1.75 | 6/30/24 | 1,938 | ||||||||||
1,160 | U.S. Treasury Note | 1.75 | 12/31/24 | 1,099 | ||||||||||
790 | U.S. Treasury Note | 1.75 | 11/15/29 | 686 | ||||||||||
1,245 | U.S. Treasury Note | 1.75 | 7/31/24 | 1,190 | ||||||||||
6,150 | U.S. Treasury Note | 1.88 | 2/15/32 | 5,213 | ||||||||||
990 | U.S. Treasury Note | 1.88 | 8/31/24 | 946 | ||||||||||
475 | U.S. Treasury Note | 1.88 | 6/30/26 | 437 | ||||||||||
2,000 | U.S. Treasury Note | 1.88 | 2/28/29 | 1,760 | ||||||||||
2,390 | U.S. Treasury Note | 1.88 | 7/31/26 | 2,197 | ||||||||||
1,650 | U.S. Treasury Note | 1.88 | 2/28/27 | 1,503 | ||||||||||
1,171 | U.S. Treasury Note | 2.00 | 2/15/25 | 1,111 | ||||||||||
2,885 | U.S. Treasury Note | 2.00 | 11/15/26 | 2,649 | ||||||||||
1,825 | U.S. Treasury Note | 2.00 | 8/15/25 | 1,714 | ||||||||||
2,360 | U.S. Treasury Note | 2.00 | 4/30/24 | 2,276 | ||||||||||
1,450 | U.S. Treasury Note | 2.00 | 6/30/24 | 1,394 | ||||||||||
2,710 | U.S. Treasury Note | 2.00 | 5/31/24 | 2,609 | ||||||||||
1,340 | U.S. Treasury Note | 2.13 | 7/31/24 | 1,289 | ||||||||||
445 | U.S. Treasury Note | 2.13 | 11/30/24 | 425 | ||||||||||
1,750 | U.S. Treasury Note | 2.13 | 5/31/26 | 1,627 | ||||||||||
67 | U.S. Treasury Note | 2.13 | 11/30/23 | 65 | ||||||||||
1,145 | U.S. Treasury Note | 2.13 | 2/29/24 | 1,110 | ||||||||||
2,950 | U.S. Treasury Note | 2.13 | 3/31/24 | 2,856 | ||||||||||
2,385 | U.S. Treasury Note | 2.13 | 5/15/25 | 2,259 | ||||||||||
1,065 | U.S. Treasury Note | 2.13 | 9/30/24 | 1,022 | ||||||||||
3,000 | U.S. Treasury Note | 2.25 | 3/31/24 | 2,909 | ||||||||||
1,775 | U.S. Treasury Note | 2.25 | 11/15/27 | 1,624 | ||||||||||
810 | U.S. Treasury Note | 2.25 | 1/31/24 | 788 | ||||||||||
3,320 | U.S. Treasury Note | 2.25 | 8/15/27 | 3,050 | ||||||||||
2,500 | U.S. Treasury Note | 2.25 | 3/31/26 | 2,342 | ||||||||||
1,675 | U.S. Treasury Note | 2.25 | 11/15/25 | 1,577 | ||||||||||
790 | U.S. Treasury Note | 2.25 | 10/31/24 | 758 | ||||||||||
2,700 | U.S. Treasury Note | 2.25 | 4/30/24 | 2,614 | ||||||||||
950 | U.S. Treasury Note | 2.25 | 12/31/23 | 926 | ||||||||||
1,785 | U.S. Treasury Note | 2.25 | 2/15/27 | 1,650 | ||||||||||
1,955 | U.S. Treasury Note | 2.25 | 11/15/24 | 1,874 | ||||||||||
795 | U.S. Treasury Note | 2.25 | 12/31/24 | 761 | ||||||||||
2,000 | U.S. Treasury Note | 2.38 | 3/31/29 | 1,811 |
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 340 | U.S. Treasury Note | 2.38 | 4/30/26 | $ | 320 | ||||||||
3,775 | U.S. Treasury Note | 2.38 | 8/15/24 | 3,645 | ||||||||||
2,510 | U.S. Treasury Note | 2.38 | 5/15/27 | 2,326 | ||||||||||
1,125 | U.S. Treasury Note | 2.38 | 2/29/24 | 1,095 | ||||||||||
2,720 | U.S. Treasury Note | 2.38 | 5/15/29 | 2,460 | ||||||||||
3,500 | U.S. Treasury Note | 2.50 | 4/30/24 | 3,402 | ||||||||||
3,065 | U.S. Treasury Note | 2.50 | 5/15/24 | 2,976 | ||||||||||
1,300 | U.S. Treasury Note | 2.50 | 1/31/24 | 1,269 | ||||||||||
2,000 | U.S. Treasury Note | 2.50 | 3/31/27 | 1,868 | ||||||||||
3,500 | U.S. Treasury Note | 2.50 | 5/31/24 | 3,398 | ||||||||||
850 | U.S. Treasury Note | 2.50 | 2/28/26 | 804 | ||||||||||
1,020 | U.S. Treasury Note | 2.50 | 1/31/25 | 980 | ||||||||||
1,205 | U.S. Treasury Note | 2.63 | 12/31/25 | 1,146 | ||||||||||
1,250 | U.S. Treasury Note | 2.63 | 12/31/23 | 1,224 | ||||||||||
1,055 | U.S. Treasury Note | 2.63 | 1/31/26 | 1,003 | ||||||||||
305 | U.S. Treasury Note | 2.63 | 7/31/29 | 280 | ||||||||||
3,250 | U.S. Treasury Note | 2.63 | 5/31/27 | 3,051 | ||||||||||
1,120 | U.S. Treasury Note | 2.63 | 4/15/25 | 1,075 | ||||||||||
1,785 | U.S. Treasury Note | 2.63 | 2/15/29 | 1,644 | ||||||||||
955 | U.S. Treasury Note | 2.63 | 3/31/25 | 918 | ||||||||||
3,000 | U.S. Treasury Note | 2.75 | 5/31/29 | 2,779 | ||||||||||
1,442 | U.S. Treasury Note | 2.75 | 11/15/23 | 1,417 | ||||||||||
2,775 | U.S. Treasury Note | 2.75 | 8/15/32 | 2,538 | ||||||||||
3,620 | U.S. Treasury Note | 2.75 | 2/15/24 | 3,541 | ||||||||||
2,375 | U.S. Treasury Note | 2.75 | 2/15/28 | 2,223 | ||||||||||
780 | U.S. Treasury Note | 2.75 | 8/31/25 | 748 | ||||||||||
2,750 | U.S. Treasury Note | 2.75 | 4/30/27 | 2,595 | ||||||||||
2,500 | U.S. Treasury Note | 2.75 | 2/28/25 | 2,413 | ||||||||||
1,525 | U.S. Treasury Note | 2.75 | 5/15/25 | 1,467 | ||||||||||
4,610 | U.S. Treasury Note | 2.88 | 5/15/32 | 4,265 | ||||||||||
1,105 | U.S. Treasury Note | 2.88 | 10/31/23 | 1,088 | ||||||||||
750 | U.S. Treasury Note | 2.88 | 11/30/23 | 737 | ||||||||||
540 | U.S. Treasury Note | 2.88 | 7/31/25 | 520 | ||||||||||
1,995 | U.S. Treasury Note | 2.88 | 5/15/28 | 1,873 | ||||||||||
3,000 | U.S. Treasury Note | 2.88 | 4/30/29 | 2,800 | ||||||||||
505 | U.S. Treasury Note | 2.88 | 5/31/25 | 487 | ||||||||||
4,230 | U.S. Treasury Note | 2.88 | 8/15/28 | 3,968 | ||||||||||
2,005 | U.S. Treasury Note | 2.88 | 6/15/25 | 1,934 | ||||||||||
800 | U.S. Treasury Note | 2.88 | 11/30/25 | 768 | ||||||||||
1,985 | U.S. Treasury Note | 3.00 | 7/15/25 | 1,919 | ||||||||||
2,000 | U.S. Treasury Note | 3.00 | 6/30/24 | 1,956 | ||||||||||
880 | U.S. Treasury Note | 3.00 | 10/31/25 | 849 | ||||||||||
995 | U.S. Treasury Note | 3.00 | 9/30/25 | 960 | ||||||||||
3,380 | U.S. Treasury Note | 3.13 | 11/15/28 | 3,210 | ||||||||||
1,930 | U.S. Treasury Note | 3.13 | 8/15/25 | 1,871 | ||||||||||
2,200 | U.S. Treasury Note | 3.25 | 6/30/27 | 2,121 | ||||||||||
1,700 | U.S. Treasury Note | 3.25 | 6/30/29 | 1,625 | ||||||||||
1,905 | U.S. Treasury Note | 3.50 | 9/15/25 | 1,866 | ||||||||||
400 | U.S. Treasury Note | 5.50 | 8/15/28 | 429 | ||||||||||
Total U.S. Treasury Obligations | 453,561 | |||||||||||||
Yankee Dollar — 0.01% | ||||||||||||||
115 | AID-Israel (Sovereign Bond) | 5.50 | 9/18/23 | 116 | ||||||||||
Total Yankee Dollar | 116 | |||||||||||||
Shares | ||||||||||||||
Exchange-Traded Fund — 50.00% | ||||||||||||||
9,779,139 | Vanguard Short-Term Inflation-Protected Securities ETF | 470,474 | ||||||||||||
Total Exchange-Traded Fund | 470,474 | |||||||||||||
Total Investments (cost $993,612) — 99.71% | 938,281 | |||||||||||||
Other assets in excess of liabilities — 0.29% | 2,726 | |||||||||||||
Net Assets — 100.00% | $ | 941,007 | ||||||||||||
ETF—Exchange-Traded Fund |
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the
Portfolio attributable to each Specialist Manager as of September 30, 2022.
The U.S. Government Fixed Income Securities Portfolio | Mellon Investments Corporation | Parametric Portfolio Associates, LLC | Total | |||
U.S. Government Agency Securities | 1.50% | - | 1.50% | |||
U.S. Treasury Obligations | 48.20% | - | 48.20% | |||
Yankee Dollar | 0.01% | - | 0.01% | |||
Exchange-Traded Fund | - | 50.00% | 50.00% | |||
Other Assets (Liabilities) | 0.24% | 0.05% | 0.29% | |||
Total Net Assets | 49.95% | 50.05% | 100.00% |
Amounts designated as "—" indicate the Specialist
Manager did not manage any holdings in that category.
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Corporate Bonds — 74.10% | ||||||||||||||
$ | 750 | AbbVie, Inc. (Biotechnology), Callable 8/14/28 @ 100.00 | 4.25 | 11/14/28 | $ | 705 | ||||||||
1,954 | AbbVie, Inc. (Biotechnology) | 4.40 | 11/6/42 | 1,623 | ||||||||||
530 | Alabama Power Co., Series B (Electric Utilities), Callable 6/1/47 @ 100.00 | 3.70 | 12/1/47 | 399 | ||||||||||
155 | Alabama Power Co. (Electric Utilities), Callable 2/15/44 @ 100.00 | 4.15 | 8/15/44 | 125 | ||||||||||
1,130 | Ally Financial, Inc. (Consumer Finance), Callable 10/21/25 @ 100.00 | 5.75 | 11/20/25 | 1,096 | ||||||||||
2,220 | American Express Co. (Consumer Finance), Callable 7/1/25 @ 100.00 | 3.95 | 8/1/25 | 2,150 | ||||||||||
1,935 | Amgen, Inc. (Biotechnology), Callable 8/21/39 @ 100.00 | 3.15 | 2/21/40 | 1,395 | ||||||||||
1,285 | Amgen, Inc. (Biotechnology), Callable 6/18/29 @ 100.00 | 4.05 | 8/18/29 | 1,186 | ||||||||||
135 | Amgen, Inc. (Biotechnology), Callable 12/15/50 @ 100.00 | 4.66 | 6/15/51 | 114 | ||||||||||
1,790 | Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide, Inc. (Beverages), Callable 8/1/45 @ 100.00 | 4.90 | 2/1/46 | 1,549 | ||||||||||
1,880 | Anheuser-Busch InBev Worldwide, Inc. (Beverages) | 4.95 | 1/15/42 | 1,672 | ||||||||||
1,980 | Anthem, Inc. (Health Care Providers & Services), Callable 12/1/27 @ 100.00 | 4.10 | 3/1/28 | 1,869 | ||||||||||
790 | Anthem, Inc. (Health Care Providers & Services) | 4.63 | 5/15/42 | 685 | ||||||||||
2,465 | Apple, Inc. (Technology Hardware, Storage & Peripherals), Callable 8/23/45 @ 100.00 | 4.65 | 2/23/46 | 2,291 | ||||||||||
2,519 | AT&T, Inc. (Diversified Telecommunication Services), Callable 3/15/55 @ 100.00 | 3.55 | 9/15/55 | 1,656 | ||||||||||
2,250 | AT&T, Inc. (Diversified Telecommunication Services), Callable 12/1/28 @ 100.00 | 4.35 | 3/1/29 | 2,101 | ||||||||||
875 | AT&T, Inc. (Diversified Telecommunication Services), Callable 9/9/48 @ 100.00 | 4.55 | 3/9/49 | 701 | ||||||||||
255 | Atmos Energy Corp. (Gas Utilities), Callable 4/15/44 @ 100.00 | 4.13 | 10/15/44 | 204 | ||||||||||
1,145 | Atmos Energy Corp. (Gas Utilities), Callable 7/15/42 @ 100.00 | 4.15 | 1/15/43 | 926 | ||||||||||
585 | Bank of America Corp. (Banks), Callable 4/22/31 @ 100.00 | 2.69 (SOFR + 132 bps) | (a) | 4/22/32 | 457 | |||||||||
5,291 | Bank of America Corp. (Banks), Callable 12/20/27 @ 100.00 | 3.42 (US0003M + 104 bps) | (a) | 12/20/28 | 4,702 | |||||||||
5,225 | Bank of America Corp., MTN (Banks), Callable 2/7/29 @ 100.00 | 3.97 (US0003M + 121 bps) | (a) | 2/7/30 | 4,680 | |||||||||
1,665 | Berkshire Hathaway, Inc. (Multi-Utilities), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 1,373 | ||||||||||
265 | BP Capital Markets America, Inc. (Diversified Financial Services), Callable 8/24/49 @ 100.00 | 3.00 | 2/24/50 | 171 | ||||||||||
1,245 | Bristol-Myers Squibb Co. (Pharmaceuticals), Callable 4/26/49 @ 100.00 | 4.25 | 10/26/49 | 1,040 | ||||||||||
2,705 | Brown & Brown, Inc. (Insurance), Callable 12/15/28 @ 100.00 | 4.50 | 3/15/29 | 2,533 | ||||||||||
705 | Bunge Limited Finance Corp. (Food Products), Callable 2/14/31 @ 100.00 | 2.75 | 5/14/31 | 558 | ||||||||||
1,305 | Bunge Limited Finance Corp. (Food Products), Callable 5/15/26 @ 100.00 | 3.25 | 8/15/26 | 1,200 | ||||||||||
500 | Capital One Bank USA NA (Banks), Callable 1/28/25 @ 100.00 | 2.28 (SOFR + 91 bps) | (a) | 1/28/26 | 465 | |||||||||
2,022 | Capital One Financial Corp. (Consumer Finance), Callable 3/31/25 @ 100.00 | 4.25 | 4/30/25 | 1,965 | ||||||||||
3,930 | Charter Communications Operating LLC/Charter Communications Operating Capital (Media), Callable 12/30/28 @ 100.00 | 5.05 | 3/30/29 | 3,614 | ||||||||||
310 | Cisco Systems, Inc. (Communications Equipment) | 5.50 | 1/15/40 | 309 | ||||||||||
6,520 | Citigroup, Inc. (Banks), Callable 7/21/26 @ 100.00 | 3.20 | 10/21/26 | 5,964 | ||||||||||
650 | Citigroup, Inc. (Banks), Callable 4/23/28 @ 100.00 | 4.08 (US0003M + 119 bps) | (a) | 4/23/29 | 589 | |||||||||
1,310 | Citigroup, Inc. (Banks), Callable 3/31/30 @ 100.00 | 4.41 (SOFR + 391 bps) | (a) | 3/31/31 | 1,181 | |||||||||
655 | Comcast Corp. (Media), Callable 5/1/49 @ 100.00 | 4.00 | 11/1/49 | 500 | ||||||||||
295 | Comcast Corp. (Media) | 4.65 | 7/15/42 | 253 | ||||||||||
2,185 | Comcast Corp. (Media) | 4.75 | 3/1/44 | 1,880 | ||||||||||
175 | Consolidated Edison Company of New York, Inc., Series 2008-B (Multi-Utilities) | 6.75 | 4/1/38 | 184 | ||||||||||
2,195 | Constellation Brands, Inc. (Beverages), Callable 5/1/29 @ 100.00 | 3.15 | 8/1/29 | 1,884 | ||||||||||
2,050 | CSX Corp. (Road & Rail) | 6.22 | 4/30/40 | 2,133 | ||||||||||
822 | CVS Health Corp. (Health Care Providers & Services), Callable 12/25/27 @ 100.00 | 4.30 | 3/25/28 | 777 | ||||||||||
2,415 | CVS Health Corp. (Health Care Providers & Services), Callable 9/25/37 @ 100.00 | 4.78 | 3/25/38 | 2,110 | ||||||||||
430 | CVS Health Corp. (Health Care Providers & Services), Callable 9/25/47 @ 100.00 | 5.05 | 3/25/48 | 377 | ||||||||||
1,230 | Dell International LLC/EMC Corp. (Technology Hardware & Semiconductors), Callable 8/1/26 @ 100.00 | 4.90 | 10/1/26 | 1,190 | ||||||||||
1,565 | Devon Energy Corp. (Oil, Gas & Consumable Fuels), Callable 1/15/41 @ 100.00 | 5.60 | 7/15/41 | 1,409 | ||||||||||
315 | Devon Energy Corp. (Oil, Gas & Consumable Fuels), Callable 9/15/25 @ 100.00 | 5.85 | 12/15/25 | 317 |
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 1,958 | Digital Realty Trust LP (Equity Real Estate Investment Trusts), Callable 4/15/28 @ 100.00 | 4.45 | 7/15/28 | $ | 1,832 | ||||||||
1,005 | Dominion Energy Gas Holding LLC, Series B (Multi-Utilities), Callable 8/15/29 @ 100.00 | 3.00 | 11/15/29 | 835 | ||||||||||
1,830 | Dominion Gas Holdings LLC (Multi-Utilities), Callable 9/15/24 @ 100.00 | 3.60 | 12/15/24 | 1,772 | ||||||||||
685 | E.I. du Pont de Nemours and Co. (Chemicals), Callable 4/15/30 @ 100.00 | 2.30 | 7/15/30 | 560 | ||||||||||
800 | Energy Transfer Partners LP (Oil, Gas & Consumable Fuels), Callable 3/15/28 @ 100.00 | 4.95 | 6/15/28 | 746 | ||||||||||
2,497 | Enterprise Products Operating LLC (Oil, Gas & Consumable Fuels), Callable 9/15/43 @ 100.00 | 4.85 | 3/15/44 | 2,093 | ||||||||||
1,933 | FedEx Corp., Series 2020-1, AA (Air Freight & Logistics) | 1.88 | 8/20/35 | 1,592 | ||||||||||
1,275 | Fiserv, Inc. (IT Services), Callable 4/1/29 @ 100.00 | 3.50 | 7/1/29 | 1,113 | ||||||||||
428 | General Motors Co. (Automobiles), Callable 7/1/27 @ 100.00 ^ | 4.20 | 10/1/27 | 393 | ||||||||||
3,495 | General Motors Co. (Automobiles), Callable 9/1/25 @ 100.00 | 6.13 | 10/1/25 | 3,499 | ||||||||||
1,155 | Gilead Sciences, Inc. (Biotechnology), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 960 | ||||||||||
1,890 | HCA, Inc. (Health Care Providers & Services) | 5.38 | 2/1/25 | 1,859 | ||||||||||
1,512 | Intel Corp. (Semiconductors & Semiconductor Equipment), Callable 6/8/47 @ 100.00 | 3.73 | 12/8/47 | 1,124 | ||||||||||
1,555 | Intel Corp. (Semiconductors & Semiconductor Equipment), Callable 6/5/29 @ 100.00 | 4.00 | 8/5/29 | 1,442 | ||||||||||
1,300 | International Business Machines Corp. (IT Services) | 3.00 | 5/15/24 | 1,264 | ||||||||||
560 | International Business Machines Corp. (IT Services) | 4.00 | 6/20/42 | 443 | ||||||||||
200 | International Business Machines Corp. (IT Services) | 7.00 | 10/30/25 | 211 | ||||||||||
795 | International Paper Co. (Containers & Packaging), Callable 5/15/41 @ 100.00 | 6.00 | 11/15/41 | 757 | ||||||||||
1,045 | JPMorgan Chase & Co. (Banks), Callable 5/1/27 @ 100.00 | 3.54 (US0003M + 138 bps) | (a) | 5/1/28 | 950 | |||||||||
3,018 | JPMorgan Chase & Co. (Banks), Callable 5/6/29 @ 100.00 | 3.70 (US0003M + 116 bps) | (a) | 5/6/30 | 2,637 | |||||||||
5,900 | JPMorgan Chase & Co. (Banks), Callable 4/23/28 @ 100.00 | 4.00 (US0003M + 112 bps) | (a) | 4/23/29 | 5,331 | |||||||||
1,665 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels), Callable 12/1/44 @ 100.00 | 5.55 | 6/1/45 | 1,460 | ||||||||||
2,000 | Lincoln National Corp. (Insurance), Callable 12/1/27 @ 100.00 | 3.80 | 3/1/28 | 1,848 | ||||||||||
1,365 | Lincoln National Corp. (Insurance) | 7.00 | 6/15/40 | 1,425 | ||||||||||
655 | Lockheed Martin Corp. (Aerospace & Defense) | 4.07 | 12/15/42 | 549 | ||||||||||
200 | LYB International Finance BV (Chemicals), Callable 9/15/43 @ 100.00 | 4.88 | 3/15/44 | 163 | ||||||||||
789 | Martin Marietta Materials, Inc. (Construction Materials), Callable 3/1/27 @ 100.00 | 3.45 | 6/1/27 | 728 | ||||||||||
1,355 | Martin Marietta Materials, Inc. (Construction Materials), Callable 9/15/27 @ 100.00 | 3.50 | 12/15/27 | 1,247 | ||||||||||
1,275 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 2/15/28 @ 100.00 | 2.45 | 4/15/28 | 1,072 | ||||||||||
810 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 1/15/31 @ 100.00 | 2.95 | 4/15/31 | 636 | ||||||||||
340 | Microchip Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 11/14/22 @ 102.13 | 4.25 | 9/1/25 | 328 | ||||||||||
2,055 | Microsoft Corp. (Software), Callable 9/17/61 @ 100.00 | 3.04 | 3/17/62 | 1,401 | ||||||||||
960 | Mohawk Industries, Inc. (Household Durables), Callable 2/15/30 @ 100.00 | 3.63 | 5/15/30 | 798 | ||||||||||
1,800 | Morgan Stanley, MTN (Capital Markets), Callable 7/20/26 @ 100.00 | 1.51 (SOFR + 86 bps) | (a) | 7/20/27 | 1,531 | |||||||||
5,085 | Morgan Stanley, MTN (Capital Markets), Callable 1/23/29 @ 100.00 | 4.43 (US0003M + 163 bps) | (a) | 1/23/30 | 4,699 | |||||||||
1,580 | National Retail Properties, Inc. (Equity Real Estate Investment Trusts), Callable 1/15/30 @ 100.00 | 2.50 | 4/15/30 | 1,269 | ||||||||||
1,615 | National Rural Utilities Cooperative Finance Corp. (Diversified Financial Services), Callable 12/15/29 @ 100.00 | 2.40 | 3/15/30 | 1,351 | ||||||||||
450 | Netflix, Inc. (Entertainment) | 5.88 | 2/15/25 | 452 | ||||||||||
1,000 | NextEra Energy Capital Holdings, Inc. (Electric Utilities), Callable 3/1/30 @ 100.00 | 2.25 | 6/1/30 | 798 | ||||||||||
1,210 | Northrop Grumman Corp. (Aerospace & Defense), Callable 4/15/47 @ 100.00 | 4.03 | 10/15/47 | 960 | ||||||||||
205 | Northrop Grumman Corp. (Aerospace & Defense), Callable 2/1/30 @ 100.00 | 4.40 | 5/1/30 | 193 | ||||||||||
1,056 | Nucor Corp. (Metals & Mining), Callable 2/1/43 @ 100.00 | 5.20 | 8/1/43 | 958 | ||||||||||
955 | NVIDIA Corp. (Semiconductors & Semiconductor Equipment), Callable 1/1/30 @ 100.00 | 2.85 | 4/1/30 | 818 | ||||||||||
2,420 | Oklahoma Gas and Electric Co. (Electric Utilities), Callable 2/15/28 @ 100.00 | 3.80 | 8/15/28 | 2,234 | ||||||||||
1,460 | Oracle Corp. (Software), Callable 11/15/44 @ 100.00 | 4.13 | 5/15/45 | 998 |
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 3,175 | Ovintiv Exploration, Inc. (Oil, Gas & Consumable Fuels), Callable 10/1/25 @ 100.00 | 5.38 | 1/1/26 | $ | 3,143 | ||||||||
1,080 | Pfizer, Inc. (Pharmaceuticals), Callable 3/15/38 @ 100.00 | 4.10 | 9/15/38 | 952 | ||||||||||
400 | Pfizer, Inc. (Pharmaceuticals) | 4.30 | 6/15/43 | 353 | ||||||||||
2,640 | Philip Morris International, Inc. (Tobacco), Callable 5/11/25 @ 100.00 | 3.38 | 8/11/25 | 2,517 | ||||||||||
1,435 | Philip Morris International, Inc. (Tobacco) | 4.50 | 3/20/42 | 1,051 | ||||||||||
1,420 | Principal Financial Group, Inc. (Insurance), Callable 2/15/29 @ 100.00 | 3.70 | 5/15/29 | 1,272 | ||||||||||
2,534 | Progress Energy, Inc. (Electric Utilities) | 6.00 | 12/1/39 | 2,439 | ||||||||||
1,095 | Prudential Financial, Inc. (Insurance) | 4.60 | 5/15/44 | 941 | ||||||||||
152 | Prudential Financial, Inc. (Insurance) | 6.63 | 6/21/40 | 161 | ||||||||||
265 | Public Service Electric & Gas Co. (Electric Utilities), Callable 3/1/42 @ 100.00 | 3.65 | 9/1/42 | 204 | ||||||||||
809 | Reliance Steel & Aluminum Co. (Metals & Mining), Callable 7/15/25 @ 100.00 | 1.30 | 8/15/25 | 723 | ||||||||||
610 | Reliance Steel & Aluminum Co. (Metals & Mining), Callable 5/15/30 @ 100.00 | 2.15 | 8/15/30 | 464 | ||||||||||
2,501 | RELX Capital, Inc. (Professional Services), Callable 2/22/30 @ 100.00 | 3.00 | 5/22/30 | 2,107 | ||||||||||
1,244 | Rockwell Collins, Inc. (Aerospace & Defense), Callable 12/15/26 @ 100.00 ^ | 3.50 | 3/15/27 | 1,149 | ||||||||||
864 | Roper Technologies, Inc. (Industrial Conglomerates), Callable 6/15/28 @ 100.00 | 4.20 | 9/15/28 | 807 | ||||||||||
930 | Sabra Health Care, LP (Equity Real Estate Investment Trusts), Callable 9/1/31 @ 100.00 | 3.20 | 12/1/31 | 686 | ||||||||||
959 | Sabra Health Care, LP (Equity Real Estate Investment Trusts), Callable 5/15/26 @ 100.00 | 5.13 | 8/15/26 | 898 | ||||||||||
330 | Southern Company Gas Capital Corp. (Electric Utilities), Callable 3/15/26 @ 100.00 | 3.25 | 6/15/26 | 307 | ||||||||||
920 | Southern Company Gas Capital Corp. (Electric Utilities), Callable 11/30/46 @ 100.00 | 4.40 | 5/30/47 | 725 | ||||||||||
1,095 | Southwest Airlines Co. (Airlines), Callable 4/15/27 @ 100.00 | 5.13 | 6/15/27 | 1,071 | ||||||||||
1,625 | Sunoco Logistics Partners Operations LP (Oil, Gas & Consumable Fuels), Callable 7/15/42 @ 100.00 | 4.95 | 1/15/43 | 1,249 | ||||||||||
1,850 | TCI Communications, Inc. (Media) | 7.88 | 2/15/26 | 2,010 | ||||||||||
6,705 | The Goldman Sachs Group, Inc. (Capital Markets), Callable 6/5/27 @ 100.00 | 3.69 (US0003M + 151 bps) | (a) | 6/5/28 | 6,075 | |||||||||
530 | The Goldman Sachs Group, Inc. (Capital Markets), Callable 10/31/37 @ 100.00 | 4.02 (US0003M + 137 bps) | (a) | 10/31/38 | 420 | |||||||||
345 | The Home Depot, Inc. (Specialty Retail), Callable 6/6/48 @ 100.00 | 4.50 | 12/6/48 | 301 | ||||||||||
1,210 | The Home Depot, Inc. (Specialty Retail), Callable 3/15/40 @ 100.00 | 5.40 | 9/15/40 | 1,193 | ||||||||||
1,065 | The Interpublic Group of Companies, Inc. (Media) | 4.20 | 4/15/24 | 1,048 | ||||||||||
2 | The Interpublic Group of Companies, Inc. (Media), Callable 12/30/29 @ 100.00 | 4.75 | 3/30/30 | 2 | ||||||||||
575 | The Interpublic Group of Companies, Inc. (Media), Callable 4/1/48 @ 100.00 | 5.40 | 10/1/48 | 503 | ||||||||||
475 | The Travelers Companies, Inc. (Insurance) | 5.35 | 11/1/40 | 466 | ||||||||||
901 | The Travelers Companies, Inc. (Insurance) | 6.25 | 6/15/37 | 969 | ||||||||||
1,485 | The Walt Disney Co. (Entertainment), Callable 3/15/44 @ 100.00 | 4.75 | 9/15/44 | 1,326 | ||||||||||
720 | T-Mobile USA, Inc. (Wireless Telecommunication Services), Callable 2/15/23 @ 101.13 | 2.25 | 2/15/26 | 642 | ||||||||||
560 | Toyota Motor Credit Corp., MTN (Consumer Finance) | 3.38 | 4/1/30 | 500 | ||||||||||
140 | United Parcel Service, Inc. (Air Freight & Logistics), Callable 9/15/48 @ 100.00 | 4.25 | 3/15/49 | 120 | ||||||||||
674 | United Technologies Corp. (Aerospace & Defense) | 4.50 | 6/1/42 | 581 | ||||||||||
810 | UnitedHealth Group, Inc. (Health Care Providers & Services), Callable 5/15/41 @ 100.00 | 4.63 | 11/15/41 | 726 | ||||||||||
905 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 4.75 | 7/15/45 | 802 | ||||||||||
1,190 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 6.63 | 6/15/37 | 1,189 | ||||||||||
475 | Ventas Realty LP (Equity Real Estate Investment Trusts (REITs)), Callable 11/1/24 @ 100.00 | 3.50 | 2/1/25 | 448 | ||||||||||
670 | Ventas Realty LP (Equity Real Estate Investment Trusts (REITs)), Callable 2/1/24 @ 100.00 | 3.75 | 5/1/24 | 651 | ||||||||||
4,580 | Verizon Communications, Inc. (Diversified Telecommunication Services), Callable 9/22/40 @ 100.00 | 3.40 | 3/22/41 | 3,353 | ||||||||||
1,870 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 4.33 | 9/21/28 | 1,756 | ||||||||||
625 | Virginia Electric and Power Co., Series B (Electric Utilities), Callable 3/15/47 @ 100.00 | 3.80 | 9/15/47 | 478 | ||||||||||
820 | Virginia Electric and Power Co., Series D (Electric Utilities), Callable 2/15/43 @ 100.00 | 4.65 | 8/15/43 | 701 |
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 5,380 | Wells Fargo & Co., MTN (Banks), Callable 10/30/29 @ 100.00 | 2.88 (US0003M + 117 bps) | (a) | 10/30/30 | $ | 4,444 | |||||||
1,295 | Wells Fargo & Co., MTN (Banks), Callable 5/22/27 @ 100.00 | 3.58 (US0003M + 131 bps) | (a) | 5/22/28 | 1,170 | |||||||||
770 | Wells Fargo & Co., MTN (Banks), Callable 10/24/28 @ 100.00 | 4.15 | 1/24/29 | 709 | ||||||||||
340 | WestRock MWV LLC (Containers & Packaging) | 8.20 | 1/15/30 | 380 | ||||||||||
3,045 | WRKCo, Inc. (Containers & Packaging), Callable 1/15/26 @ 100.00 | 4.65 | 3/15/26 | 2,985 | ||||||||||
1,146 | XTO Energy, Inc. (Oil, Gas & Consumable Fuels) | 6.75 | 8/1/37 | 1,209 | ||||||||||
Total Corporate Bonds | 185,967 | |||||||||||||
Yankee Dollars — 9.04% | ||||||||||||||
850 | America Movil SAB de CV (Wireless Telecommunication Services) | 6.13 | 11/15/37 | 842 | ||||||||||
645 | BHP Billiton Finance USA Ltd. (Metals & Mining) | 5.00 | 9/30/43 | 612 | ||||||||||
1,246 | British Telecommunications PLC (Diversified Telecommunication Services) | 9.63 | 12/15/30 | 1,436 | ||||||||||
880 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels), Callable 6/15/25 @ 100.00 | 2.05 | 7/15/25 | 801 | ||||||||||
2,504 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels), Callable 3/1/27 @ 100.00 | 3.85 | 6/1/27 | 2,299 | ||||||||||
665 | Canadian Pacific Railway Co. (Road & Rail), Callable 12/5/29 @ 100.00 | 2.05 | 3/5/30 | 532 | ||||||||||
1,106 | Deutsche Telekom International Finance BV (Diversified Telecommunication Services) | 8.75 | (b) | 6/15/30 | 1,266 | |||||||||
1,010 | Diageo Capital PLC (Diversified Financial Services) | 5.88 | 9/30/36 | 1,036 | ||||||||||
1,365 | Enbridge, Inc. (Oil, Gas & Consumable Fuels), Callable 2/1/51 @ 100.00 | 3.40 | 8/1/51 | 911 | ||||||||||
1 | Enbridge, Inc. (Oil, Gas & Consumable Fuels), Callable 4/15/27 @ 100.00 | 3.70 | 7/15/27 | 1 | ||||||||||
560 | Equinor ASA (Oil, Gas & Consumable Fuels) | 3.95 | 5/15/43 | 458 | ||||||||||
825 | Equinor ASA (Oil, Gas & Consumable Fuels) | 5.10 | 8/17/40 | 794 | ||||||||||
2,225 | Iberdrola International BV (Electric Utilities) | 5.81 | 3/15/25 | 2,252 | ||||||||||
1,655 | Iberdrola International BV (Electric Utilities) | 6.75 | 7/15/36 | 1,702 | ||||||||||
1,012 | Nutrien Ltd. (Chemicals), Callable 2/13/30 @ 100.00 | 2.95 | 5/13/30 | 841 | ||||||||||
1,143 | Orange SA (Diversified Telecommunication Services) | 9.00 | 3/1/31 | 1,373 | ||||||||||
893 | Shell International Finance BV (Oil, Gas & Consumable Fuels) | 4.13 | 5/11/35 | 783 | ||||||||||
910 | Shell International Finance BV (Diversified Financial Services) | 4.55 | 8/12/43 | 792 | ||||||||||
850 | Telefonica Emisiones SA (Diversified Telecommunication Services) | 4.67 | 3/6/38 | 653 | ||||||||||
2,160 | The Toronto-Dominion Bank (Banks) | 3.20 | 3/10/32 | 1,774 | ||||||||||
340 | TransCanada PipeLines Ltd. (Oil, Gas & Consumable Fuels), Callable 4/16/43 @ 100.00 | 5.00 | 10/16/43 | 291 | ||||||||||
475 | Vodafone Group PLC (Wireless Telecommunication Services) | 4.13 | 5/30/25 | 464 | ||||||||||
826 | Vodafone Group PLC (Wireless Telecommunication Services) | 6.15 | 2/27/37 | 779 | ||||||||||
Total Yankee Dollars | 22,692 | |||||||||||||
Loan Participations and Assignments — 5.12% | ||||||||||||||
14,816 | Centric Commercial Funding, LP(c)(d) | 6.50 (US00001M with 1.00% floor + 550 bps) | 10/9/22 | 12,842 | ||||||||||
Total Loan Participations and Assignments | 12,842 | |||||||||||||
Shares | ||||||||||||||
Investment Companies — 11.07% | ||||||||||||||
415,110 | Federated Hermes Treasury Obligations Fund, Institutional Shares^^ | 2.84(e) | 415 | |||||||||||
937,393 | State Street Institutional Treasury Money Market Fund, Premier Class | 2.47(e) | 937 | |||||||||||
26,430,216 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 2.89(e) | 26,431 | |||||||||||
Total Investment Companies | 27,783 | |||||||||||||
Total Investments (cost $290,065) — 99.33% | 249,284 | |||||||||||||
Other assets in excess of liabilities — 0.67% | 1,671 | |||||||||||||
Net Assets — 100.00% | $ | 250,955 | ||||||||||||
^ | All or part of this security was on loan as of September 30, 2022. |
^^ | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2022. |
(a) | Variable Rate Security. The rate disclosed is the rate in effect on September 30, 2022. |
(b) | Step Bond: Coupon rate is set for an initial period and then increased to a higher coupon rate at a specified date. The rate disclosed is the rate in effect on September 30, 2022. |
(c) | The original loan commitment represents $16,000. The unfunded commitment represents $1,184 as of September 30, 2022 (amounts in thousands). |
(d) | Security was valued using significant unobservable inputs as of September 30, 2022. |
(e) | Annualized 7-day yield as of period-end. |
bps—Basis Points | |
MTN—Medium Term Note | |
SOFR—Secured Overnight Financing Rate | |
US0003M—3 Month US Dollar LIBOR |
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the
Portfolio attributable to each Specialist Manager as of September 30, 2022.
The U.S. Corporate Fixed Income Securities Portfolio | Agincourt Capital Management, LLC | HC Capital Solutions | Total | |||
Corporate Bonds | 74.10% | - | 74.10% | |||
Yankee Dollars | 9.04% | - | 9.04% | |||
Loan Participations and Assignments | - | 5.12% | 5.12% | |||
Investment Companies | 0.54% | 10.53% | 11.07% | |||
Other Assets (Liabilities) | 0.76% | -0.09% | 0.67% | |||
Total Net Assets | 84.44% | 15.56% | 100.00% |
Amounts designated as "—" indicate the
Specialist Manager did not manage any holdings in that category.
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Asset Backed Securities — 1.06% | ||||||||||||||
$ | 150 | American Express Credit Account Master Trust, Series 2021-1, Class - A | 0.90 | 11/15/26 | $ | 140 | ||||||||
100 | American Express Credit Account Master Trust, Series 2022-2, Class - A | 3.39 | 5/15/27 | 97 | ||||||||||
100 | Bank of America Credit Card Trust, Series 2022-A1, Class - A1 | 3.53 | 11/15/27 | 97 | ||||||||||
100 | Barclays Dryrock Issuance Trust, Series 2022-1, Class - A | 3.07 | 2/15/28 | 96 | ||||||||||
100 | BMW Vehicle Lease Trust, Series 2022-1, Class - A3, Callable 3/25/24 @ 100.00 | 1.10 | 3/25/25 | 96 | ||||||||||
140 | Capital One Multi-Asset Execution Trust, Series 2021-A2, Class - A2 | 1.39 | 7/15/30 | 117 | ||||||||||
200 | Capital One Multi-Asset Execution Trust, Series 2022-A2, Class - A | 3.49 | 5/15/27 | 194 | ||||||||||
150 | GM Financial Automobile Leasing Trust, Series 2022-2, Class - A3, Callable 7/20/24 @ 100.00 | 3.42 | 6/20/25 | 147 | ||||||||||
100 | Honda Auto Receivables Owner Trust, Series 2021-1, Class - A4, Callable 4/21/24 @ 100.00 | 0.42 | 1/21/28 | 93 | ||||||||||
100 | Hyundai Auto Receivables Trust, Series 2022-A, Class - A3, Callable 7/15/25 @ 100.00 | 2.22 | 10/15/26 | 96 | ||||||||||
100 | Hyundai Auto Receivables Trust, Series 2022-B, Class - A3, Callable 9/15/25 @ 100.00 | 3.72 | 11/16/26 | 98 | ||||||||||
300 | Mercedes-Benz Auto Lease Trust, Series 2021-B, Class - A3, Callable 1/15/24 @ 100.00 | 0.40 | 11/15/24 | 291 | ||||||||||
100 | Synchrony Card Funding LLC, Series 2022-A1, Class - A, Callable 4/15/25 @ 100.00 | 3.37 | 4/15/28 | 97 | ||||||||||
100 | Toyota Auto Receivables Owner Trust, Series 2021-A, Class - A4, Callable 11/15/24 @ 100.00 | 0.39 | 6/15/26 | 92 | ||||||||||
200 | World Omni Auto Receivables Trust, Series 2021-C, Class - A4, Callable 11/15/24 @ 100.00 | 0.64 | 9/15/27 | 183 | ||||||||||
200 | World Omni Auto Receivables Trust, Series 2020-B, Class - A4, Callable 3/15/24 @ 100.00 | 0.82 | 1/15/26 | 190 | ||||||||||
100 | World Omni Automobile Lease Securitization Trust, Series 2022-A, Class - A3 | 3.21 | 2/18/25 | 98 | ||||||||||
Total Asset Backed Securities | 2,222 | |||||||||||||
Collateralized Mortgage Obligations — 5.82% | ||||||||||||||
150 | Bank, Series 2020-BNK26, Class - A4, Callable 3/15/30 @ 100.00 | 2.40 | 3/15/63 | 124 | ||||||||||
300 | Bank, Series 2021-BN37, Class - A5, Callable 11/15/31 @ 100.00 | 2.62 | (a) | 11/15/64 | 246 | |||||||||
100 | Bank, Series 2019-BN21, Class - A5, Callable 10/15/29 @ 100.00 | 2.85 | 10/15/52 | 87 | ||||||||||
100 | Bank, Series 2019-BNK19, Class - A3, Callable 7/15/29 @ 100.00 | 3.18 | 8/15/61 | 89 | ||||||||||
250 | Bank, Series 2017-BNK9, Class - ASB, Callable 12/15/29 @ 100.00 | 3.47 | 11/15/54 | 239 | ||||||||||
300 | Bank, Series 2018-BN10, Class - A5, Callable 2/15/28 @ 100.00 | 3.69 | 2/15/61 | 279 | ||||||||||
100 | Bank, Series 2019-BN17, Class - A4, Callable 4/15/29 @ 100.00 | 3.71 | 4/15/52 | 92 | ||||||||||
150 | Bank, Series 2022-BNK41, Class - A4 | 3.79 | (a) | 4/15/65 | 136 | |||||||||
88 | Bank of America Commercial Mortgage Trust, Series 2017-BNK3, Class - ASB, Callable 2/15/27 @ 100.00 | 3.37 | 2/15/50 | 85 | ||||||||||
60 | BBCMS Mortgage Trust, Series 2020-C7, Class - AS, Callable 4/15/30 @ 100.00 | 2.44 | 4/15/53 | 49 | ||||||||||
100 | Benchmark Mortgage Trust, Series 2020-IG1, Class - AS, Callable 1/15/30 @ 100.00 | 2.91 | (a) | 9/15/43 | 80 | |||||||||
200 | Benchmark Mortgage Trust, Series 2022-B33, Class - A5, Callable 3/15/32 @ 100.00 | 3.46 | 3/15/55 | 176 | ||||||||||
250 | Benchmark Mortgage Trust, Series 2019-B9, Class - A5, Callable 2/15/29 @ 100.00 | 4.02 | 3/15/52 | 233 | ||||||||||
200 | Benchmark Mortgage Trust, Series 2018-B6, Class - A4, Callable 10/10/28 @ 100.00 | 4.26 | 10/10/51 | 190 | ||||||||||
176 | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class - A4, Callable 1/10/25 @ 100.00 | 2.88 | 2/10/48 | 169 | ||||||||||
100 | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class - AS, Callable 2/15/30 @ 100.00 | 2.92 | 2/15/53 | 84 | ||||||||||
150 | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class - A4, Callable 12/15/29 @ 100.00 | 3.10 | 12/15/72 | 131 | ||||||||||
100 | Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class - A4, Callable 3/10/26 @ 100.00 | 3.31 | 4/10/49 | 94 | ||||||||||
100 | Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class - A5, Callable 2/10/26 @ 100.00 | 3.62 | 2/10/49 | 95 | ||||||||||
228 | Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class - A4, Callable 7/10/24 @ 100.00 | 3.62 | 7/10/47 | 222 | ||||||||||
80 | COMM Mortgage Trust, Series 2015-DC1, Class - A5, Callable 2/10/25 @ 100.00 | 3.35 | 2/10/48 | 77 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Collateralized Mortgage Obligations (continued) | ||||||||||||||
$ | 183 | Commercial Mortgage Trust, Series 2015-LC19, Class - A4, Callable 1/10/27 @ 100.00 | 3.18 | 2/10/48 | $ | 175 | ||||||||
100 | Commercial Mortgage Trust, Series 2014-UBS4, Class - AM, Callable 7/10/29 @ 100.00 | 3.97 | 8/10/47 | 96 | ||||||||||
100 | Commercial Mortgage Trust, Series 2013-CR11, Class - B, Callable 10/10/23 @ 100.00 | 5.11 | (a) | 8/10/50 | 99 | |||||||||
139 | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class - ASB, Callable 11/15/26 @ 100.00 | 3.31 | 11/15/49 | 134 | ||||||||||
200 | Fannie Mae-ACES, Series 2020-M8, Class - A2 | 1.82 | 2/25/30 | 168 | ||||||||||
200 | Fannie Mae-ACES, Series 2022-M11, Class - A2 | 2.95 | (a) | 10/25/27 | 187 | |||||||||
184 | Fannie Mae-ACES, Series 2017-M7, Class - A2 | 2.96 | (a) | 2/25/27 | 173 | |||||||||
100 | Fannie Mae-ACES, Series 2017-M11, Class - A2 | 2.98 | 8/25/29 | 92 | ||||||||||
208 | Fannie Mae-ACES, Series 2017-M12, Class - A2 | 3.06 | (a) | 6/25/27 | 196 | |||||||||
179 | Fannie Mae-ACES, Series 2017 M15, Class - ATS2 | 3.16 | (a) | 11/25/27 | 170 | |||||||||
239 | Fannie Mae-ACES, Series 2018-M14, Class - A2 | 3.58 | (a) | 8/25/28 | 229 | |||||||||
185 | Fannie Mae-ACES, Series 2019-M2, Class - A2 | 3.63 | (a) | 11/25/28 | 178 | |||||||||
300 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K117, Class - A2, Callable 10/25/30 @ 100.00 | 1.41 | 8/25/30 | 240 | ||||||||||
300 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K1516, Class - A2, Callable 10/25/35 @ 100.00 | 1.72 | 5/25/35 | 216 | ||||||||||
97 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K106, Class - A1, Callable 2/25/30 @ 100.00 | 1.78 | 10/25/29 | 86 | ||||||||||
390 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K126, Class - A2, Callable 5/25/31 @ 100.00 | 2.07 | 1/25/31 | 323 | ||||||||||
200 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K133, Class - A2, Callable 10/25/31 @ 100.00 | 2.10 | 9/25/31 | 164 | ||||||||||
300 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K749, Class - AM, Callable 9/25/29 @ 100.00 | 2.12 | 4/25/55 | 263 | ||||||||||
150 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K749, Class - A2, Callable 9/25/29 @ 100.00 | 2.12 | (a) | 4/25/55 | 130 | |||||||||
300 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K1521, Class - A2, Callable 9/25/36 @ 100.00 | 2.18 | 8/25/36 | 224 | ||||||||||
47 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K099, Class - A1, Callable 11/25/29 @ 100.00 | 2.26 | 6/25/29 | 43 | ||||||||||
66 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K058, Class - A1, Callable 9/25/26 @ 100.00 | 2.34 | 7/25/26 | 63 | ||||||||||
350 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K055, Class - A2, Callable 4/25/26 @ 100.00 | 2.67 | 3/25/26 | 329 | ||||||||||
125 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K726, Class - A2, Callable 4/25/24 @ 100.00 | 2.91 | 7/25/49 | 123 | ||||||||||
200 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K147, Class - A2, Callable 6/25/32 @ 100.00 | 3.00 | 6/25/32 | 176 | ||||||||||
100 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K092, Class - A2, Callable 7/25/29 @ 100.00 | 3.30 | 4/25/29 | 94 | ||||||||||
100 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K047, Class - A2, Callable 5/25/25 @ 100.00 | 3.33 | (a) | 5/25/25 | 97 | |||||||||
250 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K091, Class - A2, Callable 10/25/29 @ 100.00 | 3.51 | 3/25/29 | 237 | ||||||||||
250 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K087, Class - A2, Callable 1/25/29 @ 100.00 | 3.77 | 12/25/28 | 240 | ||||||||||
500 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K077, Class - A2, Callable 5/25/28 @ 100.00 | 3.85 | 5/25/28 | 482 | ||||||||||
400 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K081, Class - A2, Callable 12/25/28 @ 100.00 | 3.90 | (a) | 8/25/28 | 386 | |||||||||
230 | GS Mortgage Securities Trust, Series 2016-GS2, Class - A3, Callable 5/10/26 @ 100.00 | 2.79 | 5/10/49 | 213 | ||||||||||
200 | GS Mortgage Securities Trust, Series 2019-GC42, Class - A4, Callable 9/10/29 @ 100.00 | 3.00 | 9/1/52 | 176 | ||||||||||
100 | GS Mortgage Securities Trust, Series 2020-GC45, Class - AS, Callable 1/13/30 @ 100.00 | 3.17 | (a) | 2/13/53 | 85 | |||||||||
250 | GS Mortgage Securities Trust, Series 2017-GS5, Class - A4, Callable 3/10/27 @ 100.00 | 3.67 | 3/10/50 | 235 | ||||||||||
100 | GS Mortgage Securities Trust, Series 2018-GS10, Class - A5, Callable 7/10/28 @ 100.00 | 4.16 | (a) | 7/10/51 | 94 | |||||||||
137 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class - A5, Callable 10/15/25 @ 100.00 | 3.64 | 11/15/47 | 133 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Collateralized Mortgage Obligations (continued) | ||||||||||||||
$ | 183 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class - A4, Callable 3/15/26 @ 100.00 | 3.80 | 9/15/47 | $ | 178 | ||||||||
183 | JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class - A5, Callable 10/15/23 @ 100.00 | 4.13 | 11/15/45 | 181 | ||||||||||
42 | Morgan Stanley BAML Trust, Series 2015-C21, Class - ASB, Callable 3/15/31 @ 100.00 | 3.15 | 3/15/48 | 41 | ||||||||||
183 | Morgan Stanley BAML Trust, Series 2015-C20, Class - A4, Callable 11/15/26 @ 100.00 | 3.25 | 2/15/48 | 175 | ||||||||||
200 | Morgan Stanley BAML Trust, Series 2014-C19, Class - A4, Callable 10/15/26 @ 100.00 | 3.53 | 12/15/47 | 193 | ||||||||||
200 | Morgan Stanley BAML Trust, Series 2017-C33, Class - A5, Callable 5/15/27 @ 100.00 | 3.60 | 5/15/50 | 187 | ||||||||||
200 | Morgan Stanley Capital I Trust, Series 2017-H1, Class - A4, Callable 6/15/27 @ 100.00 | 3.26 | 6/15/50 | 185 | ||||||||||
100 | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class - A4, Callable 7/10/26 @ 100.00 | 3.06 | 10/10/48 | 92 | ||||||||||
2 | Toyota Auto Receivables Owner Trust, Series 2021-A, Class - A3, Callable 3/15/24 @ 100.00 | 0.26 | 5/15/25 | 2 | ||||||||||
122 | Wells Fargo Commercial Mortgage Trust, Series 2019-C53, Class - A4, Callable 10/15/29 @ 100.00 | 3.04 | 10/15/52 | 106 | ||||||||||
500 | Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class - A4, Callable 5/15/26 @ 100.00 | 3.10 | 6/15/49 | 464 | ||||||||||
183 | Wells Fargo Commercial Mortgage Trust, Series 2015-C30, Class - A4, Callable 8/15/25 @ 100.00 | 3.66 | 9/15/58 | 175 | ||||||||||
124 | Wells Fargo Commercial Mortgage Trust, Series 2015-P2, Class - A4, Callable 12/15/25 @ 100.00 | 3.81 | 12/15/48 | 119 | ||||||||||
169 | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class - A5, Callable 7/15/24 @ 100.00 | 3.82 | 8/15/50 | 164 | ||||||||||
142 | Wells Fargo Commercial Mortgage Trust, Series 2015-C26, Class - C, Callable 2/15/25 @ 100.00 | 4.07 | 2/15/48 | 129 | ||||||||||
100 | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class - A4, Callable 10/15/28 @ 100.00 | 4.44 | 9/15/61 | 96 | ||||||||||
Total Collateralized Mortgage Obligations | 12,213 | |||||||||||||
U.S. Government Agency Mortgages — 81.82% | ||||||||||||||
406 | Fannie Mae, Pool #MA4304 | 1.50 | 4/1/51 | 310 | ||||||||||
401 | Fannie Mae, Pool #MA4417 | 1.50 | 9/1/36 | 343 | ||||||||||
416 | Fannie Mae, Pool #MA4236 | 1.50 | 1/1/51 | 317 | ||||||||||
408 | Fannie Mae, Pool #MA4441 | 1.50 | 10/1/36 | 349 | ||||||||||
277 | Fannie Mae, Pool #BQ5781 | 1.50 | 11/1/35 | 237 | ||||||||||
380 | Fannie Mae, Pool #CB0310 | 1.50 | 4/1/36 | 325 | ||||||||||
97 | Fannie Mae, Pool #FS2037 | 1.50 | 5/1/37 | 83 | ||||||||||
93 | Fannie Mae, Pool #MA4445 | 1.50 | 10/1/41 | 73 | ||||||||||
342 | Fannie Mae, Pool #BQ3141 | 1.50 | 10/1/35 | 293 | ||||||||||
222 | Fannie Mae, Pool #MA4302 | 1.50 | 4/1/36 | 190 | ||||||||||
406 | Fannie Mae, Pool #CA7696 | 1.50 | 11/1/50 | 310 | ||||||||||
422 | Fannie Mae, Pool #MA4280 | 1.50 | 3/1/51 | 322 | ||||||||||
469 | Fannie Mae, Pool #MA4397 | 1.50 | 8/1/51 | 358 | ||||||||||
399 | Fannie Mae, Pool #FM6579 | 1.50 | 3/1/51 | 306 | ||||||||||
188 | Fannie Mae, Pool #MA4266 | 1.50 | 1/1/41 | 148 | ||||||||||
44 | Fannie Mae, Pool #MA4342 | 1.50 | 4/1/41 | 35 | ||||||||||
85 | Fannie Mae, Pool #MA4286 | 1.50 | 2/1/41 | 67 | ||||||||||
21 | Fannie Mae, Pool #MA4181 | 1.50 | 11/1/50 | 16 | ||||||||||
439 | Fannie Mae, Pool #CB0711 | 1.50 | 6/1/51 | 336 | ||||||||||
179 | Fannie Mae, Pool #MA4386 | 1.50 | 7/1/41 | 140 | ||||||||||
117 | Fannie Mae, Pool #MA4122 | 1.50 | 9/1/35 | 101 | ||||||||||
140 | Fannie Mae, Pool #FM9249 | 1.50 | 10/1/41 | 110 | ||||||||||
410 | Fannie Mae, Pool #MA4343 | 1.50 | 5/1/51 | 313 | ||||||||||
319 | Fannie Mae, Pool #FS1327 | 1.50 | 6/1/36 | 273 | ||||||||||
457 | Fannie Mae, Pool #MA4354 | 1.50 | 6/1/51 | 349 | ||||||||||
411 | Fannie Mae, Pool #CA7695 | 1.50 | 11/1/50 | 314 | ||||||||||
152 | Fannie Mae, Pool #MA4310 | 1.50 | 4/1/41 | 119 | ||||||||||
481 | Fannie Mae, Pool #MA4158 | 2.00 | 10/1/50 | 392 | ||||||||||
49 | Fannie Mae, Pool #FM9724 | 2.00 | 11/1/36 | 43 | ||||||||||
448 | Fannie Mae, Pool #CB1787 | 2.00 | 10/1/51 | 363 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 365 | Fannie Mae, Pool #MA4403 | 2.00 | 8/1/36 | $ | 322 | ||||||||
424 | Fannie Mae, Pool #CB1620 | 2.00 | 9/1/51 | 350 | ||||||||||
478 | Fannie Mae, Pool #FM4969 | 2.00 | 12/1/50 | 389 | ||||||||||
392 | Fannie Mae, Pool #MA4305 | 2.00 | 4/1/51 | 317 | ||||||||||
44 | Fannie Mae, Pool #MA4071 | 2.00 | 7/1/40 | 37 | ||||||||||
185 | Fannie Mae, Pool #MA4176 | 2.00 | 10/1/40 | 157 | ||||||||||
410 | Fannie Mae, Pool #CB0325 | 2.00 | 4/1/51 | 332 | ||||||||||
399 | Fannie Mae, Pool #MA4128 | 2.00 | 9/1/40 | 334 | ||||||||||
324 | Fannie Mae, Pool #FM3755 | 2.00 | 9/1/35 | 286 | ||||||||||
248 | Fannie Mae, Pool #FM4039 | 2.00 | 10/1/35 | 218 | ||||||||||
32 | Fannie Mae, Pool #MA4093 | 2.00 | 8/1/40 | 27 | ||||||||||
17 | Fannie Mae, Pool #AY4232 | 2.00 | 5/1/30 | 16 | ||||||||||
93 | Fannie Mae, Pool #MA4474 | 2.00 | 11/1/41 | 78 | ||||||||||
128 | Fannie Mae, Pool #MA4155 | 2.00 | 10/1/35 | 113 | ||||||||||
396 | Fannie Mae, Pool #MA4360 | 2.00 | 6/1/36 | 349 | ||||||||||
534 | Fannie Mae, Pool #FM4788 | 2.00 | 11/1/50 | 432 | ||||||||||
373 | Fannie Mae, Pool #BQ8341 | 2.00 | 12/1/50 | 304 | ||||||||||
495 | Fannie Mae, Pool #CA9273 | 2.00 | 2/1/51 | 401 | ||||||||||
358 | Fannie Mae, Pool #CA9183 | 2.00 | 2/1/36 | 316 | ||||||||||
382 | Fannie Mae, Pool #MA4281 | 2.00 | 3/1/51 | 309 | ||||||||||
486 | Fannie Mae, Pool #BR0948 | 2.00 | 4/1/51 | 393 | ||||||||||
488 | Fannie Mae, Pool #CA8933 | 2.00 | 2/1/51 | 397 | ||||||||||
198 | Fannie Mae, Pool #BQ5160 | 2.00 | 12/1/50 | 161 | ||||||||||
486 | Fannie Mae, Pool #BK8461 | 2.00 | 1/1/51 | 395 | ||||||||||
393 | Fannie Mae, Pool #BQ9685 | 2.00 | 1/1/51 | 318 | ||||||||||
394 | Fannie Mae, Pool #MA4602 | 2.00 | 5/1/37 | 347 | ||||||||||
290 | Fannie Mae, Pool #FS1621 | 2.00 | 7/1/51 | 235 | ||||||||||
96 | Fannie Mae, Pool #FS0317 | 2.00 | 2/1/42 | 80 | ||||||||||
268 | Fannie Mae, Pool #FS0355 | 2.00 | 9/1/51 | 217 | ||||||||||
479 | Fannie Mae, Pool #MA4511 | 2.00 | 1/1/52 | 388 | ||||||||||
44 | Fannie Mae, Pool #MA2906 | 2.00 | 2/1/32 | 40 | ||||||||||
476 | Fannie Mae, Pool #FM7411 | 2.00 | 5/1/51 | 385 | ||||||||||
431 | Fannie Mae, Pool #CA8687 | 2.00 | 1/1/51 | 349 | ||||||||||
10 | Fannie Mae, Pool #CA0052 | 2.00 | 7/1/32 | 10 | ||||||||||
392 | Fannie Mae, Pool #CA8850 | 2.00 | 2/1/51 | 321 | ||||||||||
15 | Fannie Mae, Pool #BJ4362 | 2.00 | 11/1/32 | 13 | ||||||||||
536 | Fannie Mae, Pool #BR4094 | 2.00 | 1/1/51 | 437 | ||||||||||
256 | Fannie Mae, Pool #MA4119 | 2.00 | 9/1/50 | 208 | ||||||||||
495 | Fannie Mae, Pool #MA4536 | 2.00 | 2/1/37 | 437 | ||||||||||
470 | Fannie Mae, Pool #CA8252 | 2.00 | 12/1/45 | 383 | ||||||||||
160 | Fannie Mae, Pool #MA4204 | 2.00 | 12/1/40 | 134 | ||||||||||
480 | Fannie Mae, Pool #FS1334 | 2.00 | 11/1/51 | 389 | ||||||||||
156 | Fannie Mae, Pool #BP6626 | 2.00 | 8/1/50 | 127 | ||||||||||
379 | Fannie Mae, Pool #BQ3004 | 2.00 | 10/1/50 | 309 | ||||||||||
400 | Fannie Mae, Pool #FM6448 | 2.00 | 3/1/51 | 326 | ||||||||||
428 | Fannie Mae, Pool #CB0684 | 2.00 | 6/1/51 | 351 | ||||||||||
440 | Fannie Mae, Pool #FM9579 | 2.00 | 7/1/51 | 357 | ||||||||||
364 | Fannie Mae, Pool #CA7225 | 2.00 | 10/1/50 | 295 | ||||||||||
376 | Fannie Mae, Pool #BQ7777 | 2.00 | 3/1/36 | 331 | ||||||||||
370 | Fannie Mae, Pool #MA4237 | 2.00 | 1/1/51 | 301 | ||||||||||
359 | Fannie Mae, Pool #MA4303 | 2.00 | 4/1/36 | 317 | ||||||||||
454 | Fannie Mae, Pool #FM9441 | 2.00 | 4/1/51 | 370 | ||||||||||
420 | Fannie Mae, Pool #CA7833 | 2.00 | 11/1/50 | 342 | ||||||||||
375 | Fannie Mae, Pool #MA4255 | 2.00 | 2/1/51 | 303 | ||||||||||
313 | Fannie Mae, Pool #BU7103 | 2.00 | 12/1/51 | 253 | ||||||||||
427 | Fannie Mae, Pool #MA4442 | 2.00 | 10/1/36 | 376 | ||||||||||
426 | Fannie Mae, Pool #CB0497 | 2.00 | 5/1/51 | 344 | ||||||||||
444 | Fannie Mae, Pool #BT0240 | 2.00 | 9/1/51 | 360 | ||||||||||
337 | Fannie Mae, Pool #CA7224 | 2.00 | 10/1/50 | 274 | ||||||||||
433 | Fannie Mae, Pool #MA4182 | 2.00 | 11/1/50 | 353 | ||||||||||
253 | Fannie Mae, Pool #FM5044 | 2.00 | 12/1/50 | 206 | ||||||||||
404 | Fannie Mae, Pool #FM5308 | 2.00 | 12/1/50 | 329 | ||||||||||
135 | Fannie Mae, Pool #FM5453 | 2.00 | 1/1/41 | 113 | ||||||||||
393 | Fannie Mae, Pool #FM6555 | 2.00 | 4/1/51 | 317 | ||||||||||
243 | Fannie Mae, Pool #BR4435 | 2.00 | 4/1/51 | 197 | ||||||||||
419 | Fannie Mae, Pool #CA8110 | 2.00 | 12/1/50 | 338 | ||||||||||
454 | Fannie Mae, Pool #FM9704 | 2.00 | 12/1/51 | 367 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 244 | Fannie Mae, Pool #MA4325 | 2.00 | 5/1/51 | $ | 198 | ||||||||
265 | Fannie Mae, Pool #MA4355 | 2.00 | 6/1/51 | 215 | ||||||||||
104 | Fannie Mae, Pool #AS1058 | 2.00 | 11/1/28 | 98 | ||||||||||
281 | Fannie Mae, Pool #MA4208 | 2.00 | 12/1/50 | 229 | ||||||||||
239 | Fannie Mae, Pool #MA4437 | 2.00 | 10/1/51 | 194 | ||||||||||
19 | Fannie Mae, Pool #AS0001 | 2.00 | 7/1/28 | 18 | ||||||||||
455 | Fannie Mae, Pool #MA4378 | 2.00 | 7/1/51 | 368 | ||||||||||
224 | Fannie Mae, Pool #CA8118 | 2.00 | 12/1/50 | 182 | ||||||||||
350 | Fannie Mae, Pool #BP9370 | 2.00 | 7/1/50 | 285 | ||||||||||
394 | Fannie Mae, Pool #FM6852 | 2.00 | 5/1/51 | 320 | ||||||||||
397 | Fannie Mae, Pool #BR2176 | 2.00 | 7/1/36 | 350 | ||||||||||
146 | Fannie Mae, Pool #MA4287 | 2.00 | 3/1/41 | 123 | ||||||||||
533 | Fannie Mae, Pool #BQ5112 | 2.00 | 11/1/50 | 434 | ||||||||||
183 | Fannie Mae, Pool #MA4333 | 2.00 | 5/1/41 | 154 | ||||||||||
108 | Fannie Mae, Pool #MA3765 | 2.50 | 9/1/49 | 91 | ||||||||||
254 | Fannie Mae, Pool #FM2881 | 2.50 | 4/1/50 | 215 | ||||||||||
245 | Fannie Mae, Pool #BK2588 | 2.50 | 5/1/50 | 207 | ||||||||||
5 | Fannie Mae, Pool #MA2789 | 2.50 | 10/1/36 | 4 | ||||||||||
308 | Fannie Mae, Pool #FM3878 | 2.50 | 7/1/50 | 262 | ||||||||||
19 | Fannie Mae, Pool #AS0513 | 2.50 | 8/1/43 | 17 | ||||||||||
229 | Fannie Mae, Pool #CB1131 | 2.50 | 7/1/51 | 193 | ||||||||||
22 | Fannie Mae, Pool #MA2868 | 2.50 | 1/1/32 | 20 | ||||||||||
106 | Fannie Mae, Pool #MA3827 | 2.50 | 11/1/34 | 96 | ||||||||||
22 | Fannie Mae, Pool #BJ3742 | 2.50 | 12/1/32 | 21 | ||||||||||
9 | Fannie Mae, Pool #MA2854 | 2.50 | 12/1/46 | 8 | ||||||||||
30 | Fannie Mae, Pool #BJ3944 | 2.50 | 1/1/33 | 28 | ||||||||||
55 | Fannie Mae, Pool #MA3764 | 2.50 | 9/1/34 | 50 | ||||||||||
446 | Fannie Mae, Pool #BU5917 | 2.50 | 12/1/51 | 376 | ||||||||||
26 | Fannie Mae, Pool #AS4660 | 2.50 | 3/1/30 | 24 | ||||||||||
450 | Fannie Mae, Pool #MA4517 | 2.50 | 1/1/37 | 407 | ||||||||||
353 | Fannie Mae, Pool #CA8131 | 2.50 | 12/1/50 | 300 | ||||||||||
488 | Fannie Mae, Pool #CA9289 | 2.50 | 2/1/51 | 411 | ||||||||||
104 | Fannie Mae, Pool #MA3154 | 2.50 | 10/1/32 | 95 | ||||||||||
32 | Fannie Mae, Pool #AT2717 | 2.50 | 5/1/43 | 28 | ||||||||||
453 | Fannie Mae, Pool #CB1828 | 2.50 | 10/1/51 | 380 | ||||||||||
314 | Fannie Mae, Pool #CA7237 | 2.50 | 10/1/50 | 267 | ||||||||||
15 | Fannie Mae, Pool #AZ6458 | 2.50 | 7/1/30 | 14 | ||||||||||
61 | Fannie Mae, Pool #AU6387 | 2.50 | 11/1/28 | 56 | ||||||||||
274 | Fannie Mae, Pool #CA6075 | 2.50 | 6/1/50 | 233 | ||||||||||
24 | Fannie Mae, Pool #FM9543 | 2.50 | 12/1/51 | 20 | ||||||||||
51 | Fannie Mae, Pool #AU5334 | 2.50 | 11/1/28 | 46 | ||||||||||
483 | Fannie Mae, Pool #FS0235 | 2.50 | 1/1/52 | 406 | ||||||||||
48 | Fannie Mae, Pool #FS0547 | 2.50 | 2/1/52 | 40 | ||||||||||
120 | Fannie Mae, Pool #FS1340 | 2.50 | 3/1/52 | 101 | ||||||||||
329 | Fannie Mae, Pool #CA8955 | 2.50 | 2/1/51 | 278 | ||||||||||
417 | Fannie Mae, Pool #MA4399 | 2.50 | 8/1/51 | 351 | ||||||||||
188 | Fannie Mae, Pool #MA4414 | 2.50 | 9/1/51 | 158 | ||||||||||
189 | Fannie Mae, Pool #MA3246 | 2.50 | 1/1/33 | 173 | ||||||||||
84 | Fannie Mae, Pool #AO3019 | 2.50 | 5/1/27 | 77 | ||||||||||
356 | Fannie Mae, Pool #MA4541 | 2.50 | 2/1/42 | 307 | ||||||||||
425 | Fannie Mae, Pool #CB0415 | 2.50 | 5/1/51 | 359 | ||||||||||
399 | Fannie Mae, Pool #BR7857 | 2.50 | 5/1/51 | 336 | ||||||||||
35 | Fannie Mae, Pool #MA3217 | 2.50 | 12/1/32 | 32 | ||||||||||
439 | Fannie Mae, Pool #FS0030 | 2.50 | 4/1/51 | 369 | ||||||||||
102 | Fannie Mae, Pool #MA1277 | 2.50 | 12/1/27 | 93 | ||||||||||
67 | Fannie Mae, Pool #AU2619 | 2.50 | 8/1/28 | 62 | ||||||||||
64 | Fannie Mae, Pool #BE3032 | 2.50 | 1/1/32 | 59 | ||||||||||
149 | Fannie Mae, Pool #MA3990 | 2.50 | 4/1/50 | 126 | ||||||||||
262 | Fannie Mae, Pool #MA4096 | 2.50 | 8/1/50 | 221 | ||||||||||
58 | Fannie Mae, Pool #AS8892 | 2.50 | 2/1/32 | 53 | ||||||||||
321 | Fannie Mae, Pool #FM4638 | 2.50 | 10/1/50 | 270 | ||||||||||
205 | Fannie Mae, Pool #MA4075 | 2.50 | 7/1/35 | 185 | ||||||||||
261 | Fannie Mae, Pool #MA4078 | 2.50 | 7/1/50 | 220 | ||||||||||
248 | Fannie Mae, Pool #CA6074 | 2.50 | 6/1/50 | 210 | ||||||||||
270 | Fannie Mae, Pool #CA6304 | 2.50 | 7/1/50 | 229 | ||||||||||
12 | Fannie Mae, Pool #MA3830 | 2.50 | 11/1/39 | 11 | ||||||||||
277 | Fannie Mae, Pool #MA4256 | 2.50 | 2/1/51 | 233 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 69 | Fannie Mae, Pool #MA3965 | 2.50 | 3/1/40 | $ | 58 | ||||||||
445 | Fannie Mae, Pool #CB1784 | 2.50 | 10/1/51 | 373 | ||||||||||
152 | Fannie Mae, Pool #MA3902 | 2.50 | 12/1/49 | 129 | ||||||||||
339 | Fannie Mae, Pool #FM4309 | 2.50 | 9/1/50 | 286 | ||||||||||
253 | Fannie Mae, Pool #BP5878 | 2.50 | 6/1/50 | 214 | ||||||||||
229 | Fannie Mae, Pool #FM3027 | 2.50 | 12/1/46 | 196 | ||||||||||
155 | Fannie Mae, Pool #BQ0329 | 2.50 | 7/1/50 | 131 | ||||||||||
73 | Fannie Mae, Pool #MA4053 | 2.50 | 6/1/35 | 67 | ||||||||||
28 | Fannie Mae, Pool #MA4016 | 2.50 | 5/1/40 | 24 | ||||||||||
54 | Fannie Mae, Pool #MA3955 | 2.50 | 3/1/35 | 49 | ||||||||||
195 | Fannie Mae, Pool #MA4183 | 2.50 | 11/1/50 | 165 | ||||||||||
77 | Fannie Mae, Pool #FM3296 | 2.50 | 5/1/35 | 70 | ||||||||||
437 | Fannie Mae, Pool #FM8997 | 2.50 | 10/1/51 | 369 | ||||||||||
483 | Fannie Mae, Pool #FM8745 | 2.50 | 9/1/51 | 407 | ||||||||||
80 | Fannie Mae, Pool #AB7391 | 2.50 | 12/1/42 | 69 | ||||||||||
488 | Fannie Mae, Pool #CB2523 | 2.50 | 1/1/52 | 410 | ||||||||||
29 | Fannie Mae, Pool #MA3801 | 2.50 | 10/1/49 | 25 | ||||||||||
349 | Fannie Mae, Pool #BQ5110 | 2.50 | 11/1/50 | 295 | ||||||||||
290 | Fannie Mae, Pool #FM3494 | 2.50 | 4/1/48 | 247 | ||||||||||
135 | Fannie Mae, Pool #MA4099 | 2.50 | 8/1/35 | 123 | ||||||||||
10 | Fannie Mae, Pool #MA1511 | 2.50 | 7/1/33 | 9 | ||||||||||
19 | Fannie Mae, Pool #MA1270 | 2.50 | 11/1/32 | 17 | ||||||||||
108 | Fannie Mae, Pool #MA1210 | 2.50 | 10/1/27 | 98 | ||||||||||
54 | Fannie Mae, Pool #MA3896 | 2.50 | 1/1/35 | 49 | ||||||||||
10 | Fannie Mae, Pool #MA3788 | 2.50 | 9/1/39 | 9 | ||||||||||
268 | Fannie Mae, Pool #FM4231 | 2.50 | 9/1/50 | 226 | ||||||||||
227 | Fannie Mae, Pool #CA8132 | 2.50 | 12/1/50 | 192 | ||||||||||
241 | Fannie Mae, Pool #MA4210 | 2.50 | 12/1/50 | 204 | ||||||||||
24 | Fannie Mae, Pool #MA3737 | 2.50 | 8/1/34 | 21 | ||||||||||
28 | Fannie Mae, Pool #MA3282 | 2.50 | 2/1/33 | 26 | ||||||||||
8 | Fannie Mae, Pool #MA2888 | 2.50 | 1/1/47 | 7 | ||||||||||
168 | Fannie Mae, Pool #MA2730 | 2.50 | 8/1/46 | 143 | ||||||||||
72 | Fannie Mae, Pool #AS4946 | 2.50 | 5/1/30 | 67 | ||||||||||
250 | Fannie Mae, Pool #BO4657 | 2.50 | 11/1/49 | 212 | ||||||||||
439 | Fannie Mae, Pool #CB1556 | 2.50 | 9/1/51 | 372 | ||||||||||
449 | Fannie Mae, Pool #BU1451 | 2.50 | 1/1/52 | 378 | ||||||||||
14 | Fannie Mae, Pool #AS8437 | 2.50 | 12/1/36 | 13 | ||||||||||
41 | Fannie Mae, Pool #AS8246 | 2.50 | 11/1/31 | 38 | ||||||||||
446 | Fannie Mae, Pool #FM9033 | 2.50 | 10/1/51 | 378 | ||||||||||
71 | Fannie Mae, Pool #BC9041 | 2.50 | 11/1/31 | 65 | ||||||||||
6 | Fannie Mae, Pool #AS8172 | 2.50 | 10/1/36 | 6 | ||||||||||
90 | Fannie Mae, Pool #AP4742 | 2.50 | 8/1/27 | 82 | ||||||||||
258 | Fannie Mae, Pool #MA4159 | 2.50 | 10/1/50 | 218 | ||||||||||
16 | Fannie Mae, Pool #AS4334 | 3.00 | 1/1/45 | 14 | ||||||||||
131 | Fannie Mae, Pool #BO2201 | 3.00 | 9/1/49 | 115 | ||||||||||
441 | Fannie Mae, Pool #BU8883 | 3.00 | 3/1/52 | 384 | ||||||||||
9 | Fannie Mae, Pool #MA3657 | 3.00 | 5/1/34 | 9 | ||||||||||
28 | Fannie Mae, Pool #AQ3223 | 3.00 | 11/1/27 | 26 | ||||||||||
60 | Fannie Mae, Pool #CA5519 | 3.00 | 4/1/50 | 53 | ||||||||||
144 | Fannie Mae, Pool #BP6466 | 3.00 | 7/1/50 | 126 | ||||||||||
41 | Fannie Mae, Pool #B09169 | 3.00 | 12/1/49 | 36 | ||||||||||
101 | Fannie Mae, Pool #BN7703 | 3.00 | 8/1/49 | 89 | ||||||||||
118 | Fannie Mae, Pool #B08947 | 3.00 | 1/1/50 | 103 | ||||||||||
152 | Fannie Mae, Pool #B06219 | 3.00 | 12/1/49 | 133 | ||||||||||
190 | Fannie Mae, Pool #AP6493 | 3.00 | 9/1/42 | 170 | ||||||||||
19 | Fannie Mae, Pool #BM1370 | 3.00 | 4/1/37 | 17 | ||||||||||
225 | Fannie Mae, Pool #MA3834 | 3.00 | 11/1/49 | 198 | ||||||||||
60 | Fannie Mae, Pool #FM2132 | 3.00 | 1/1/50 | 53 | ||||||||||
112 | Fannie Mae, Pool #BO3192 | 3.00 | 10/1/49 | 98 | ||||||||||
83 | Fannie Mae, Pool #BO7242 | 3.00 | 1/1/50 | 73 | ||||||||||
359 | Fannie Mae, Pool #AQ7920 | 3.00 | 12/1/42 | 319 | ||||||||||
185 | Fannie Mae, Pool #MA4048 | 3.00 | 6/1/50 | 163 | ||||||||||
350 | Fannie Mae, Pool #AB7099 | 3.00 | 11/1/42 | 311 | ||||||||||
15 | Fannie Mae, Pool #AZ4358 | 3.00 | 7/1/30 | 15 | ||||||||||
164 | Fannie Mae, Pool #AP2465 | 3.00 | 8/1/42 | 147 | ||||||||||
12 | Fannie Mae, Pool #MA3218 | 3.00 | 12/1/32 | 11 | ||||||||||
19 | Fannie Mae, Pool #BE9547 | 3.00 | 4/1/47 | 16 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 82 | Fannie Mae, Pool #AS8784 | 3.00 | 2/1/47 | $ | 72 | ||||||||
104 | Fannie Mae, Pool #AS0196 | 3.00 | 8/1/28 | 97 | ||||||||||
56 | Fannie Mae, Pool #MA1527 | 3.00 | 8/1/33 | 51 | ||||||||||
55 | Fannie Mae, Pool #MA1401 | 3.00 | 4/1/33 | 50 | ||||||||||
17 | Fannie Mae, Pool #AT1575 | 3.00 | 5/1/43 | 15 | ||||||||||
90 | Fannie Mae, Pool #MA3774 | 3.00 | 9/1/49 | 79 | ||||||||||
123 | Fannie Mae, Pool #AS7904 | 3.00 | 9/1/46 | 109 | ||||||||||
28 | Fannie Mae, Pool #AU7890 | 3.00 | 9/1/28 | 26 | ||||||||||
222 | Fannie Mae, Pool #QB1382 | 3.00 | 7/1/50 | 195 | ||||||||||
113 | Fannie Mae, Pool #AT2014 | 3.00 | 4/1/43 | 100 | ||||||||||
205 | Fannie Mae, Pool #FM3395 | 3.00 | 6/1/50 | 180 | ||||||||||
113 | Fannie Mae, Pool #MA3871 | 3.00 | 12/1/49 | 100 | ||||||||||
73 | Fannie Mae, Pool #AS4884 | 3.00 | 5/1/45 | 64 | ||||||||||
55 | Fannie Mae, Pool #AY4200 | 3.00 | 5/1/45 | 48 | ||||||||||
14 | Fannie Mae, Pool #AR7426 | 3.00 | 7/1/43 | 12 | ||||||||||
137 | Fannie Mae, Pool #AT0682 | 3.00 | 4/1/43 | 122 | ||||||||||
9 | Fannie Mae, Pool #AK0006 | 3.00 | 1/1/27 | 9 | ||||||||||
25 | Fannie Mae, Pool #BJ2996 | 3.00 | 1/1/33 | 23 | ||||||||||
231 | Fannie Mae, Pool #AO0752 | 3.00 | 4/1/42 | 208 | ||||||||||
9 | Fannie Mae, Pool #AX8309 | 3.00 | 11/1/29 | 9 | ||||||||||
120 | Fannie Mae, Pool #AS8414 | 3.00 | 11/1/46 | 106 | ||||||||||
134 | Fannie Mae, Pool #AT7620 | 3.00 | 6/1/43 | 119 | ||||||||||
35 | Fannie Mae, Pool #MA2523 | 3.00 | 2/1/36 | 32 | ||||||||||
129 | Fannie Mae, Pool #AB8897 | 3.00 | 4/1/43 | 114 | ||||||||||
20 | Fannie Mae, Pool #MA2832 | 3.00 | 12/1/36 | 18 | ||||||||||
76 | Fannie Mae, Pool #BD4225 | 3.00 | 11/1/46 | 67 | ||||||||||
28 | Fannie Mae, Pool #MA1338 | 3.00 | 2/1/33 | 25 | ||||||||||
19 | Fannie Mae, Pool #MA2579 | 3.00 | 4/1/36 | 17 | ||||||||||
81 | Fannie Mae, Pool #MA2833 | 3.00 | 12/1/46 | 72 | ||||||||||
7 | Fannie Mae, Pool #AL9848 | 3.00 | 3/1/47 | 6 | ||||||||||
88 | Fannie Mae, Pool #AU3735 | 3.00 | 8/1/43 | 78 | ||||||||||
69 | Fannie Mae, Pool #BD5545 | 3.00 | 10/1/46 | 61 | ||||||||||
126 | Fannie Mae, Pool #MA1307 | 3.00 | 1/1/33 | 114 | ||||||||||
32 | Fannie Mae, Pool #BD5076 | 3.00 | 2/1/32 | 30 | ||||||||||
7 | Fannie Mae, Pool #BA0826 | 3.00 | 10/1/30 | 7 | ||||||||||
19 | Fannie Mae, Pool #BC4276 | 3.00 | 4/1/46 | 17 | ||||||||||
18 | Fannie Mae, Pool #MA2961 | 3.00 | 4/1/37 | 16 | ||||||||||
123 | Fannie Mae, Pool #MA2737 | 3.00 | 9/1/46 | 108 | ||||||||||
5 | Fannie Mae, Pool #J24886 | 3.00 | 7/1/23 | 5 | ||||||||||
34 | Fannie Mae, Pool #MA2149 | 3.00 | 1/1/30 | 32 | ||||||||||
372 | Fannie Mae, Pool #FS2122 | 3.00 | 3/1/52 | 324 | ||||||||||
391 | Fannie Mae, Pool #CB3364 | 3.00 | 4/1/52 | 340 | ||||||||||
268 | Fannie Mae, Pool #BU1241 | 3.00 | 3/1/52 | 234 | ||||||||||
17 | Fannie Mae, Pool #BK1015 | 3.00 | 2/1/33 | 16 | ||||||||||
183 | Fannie Mae, Pool #BP1932 | 3.00 | 4/1/50 | 160 | ||||||||||
103 | Fannie Mae, Pool #CA5729 | 3.00 | 5/1/50 | 90 | ||||||||||
62 | Fannie Mae, Pool #FM1552 | 3.00 | 12/1/47 | 55 | ||||||||||
33 | Fannie Mae, Pool #MA3831 | 3.00 | 11/1/39 | 30 | ||||||||||
134 | Fannie Mae, Pool #MA2956 | 3.00 | 4/1/47 | 118 | ||||||||||
101 | Fannie Mae, Pool #MA2806 | 3.00 | 11/1/46 | 89 | ||||||||||
14 | Fannie Mae, Pool #MA2087 | 3.00 | 11/1/34 | 13 | ||||||||||
62 | Fannie Mae, Pool #AS1527 | 3.00 | 1/1/29 | 58 | ||||||||||
5 | Fannie Mae, Pool #FM1585 | 3.00 | 9/1/49 | 5 | ||||||||||
36 | Fannie Mae, Pool #MA2773 | 3.00 | 10/1/36 | 33 | ||||||||||
24 | Fannie Mae, Pool #CA4860 | 3.00 | 12/1/49 | 21 | ||||||||||
117 | Fannie Mae, Pool #MA3937 | 3.00 | 2/1/50 | 103 | ||||||||||
40 | Fannie Mae, Pool #MA2425 | 3.00 | 10/1/30 | 37 | ||||||||||
28 | Fannie Mae, Pool #MA3090 | 3.00 | 8/1/32 | 26 | ||||||||||
132 | Fannie Mae, Pool #FM1370 | 3.00 | 4/1/46 | 117 | ||||||||||
24 | Fannie Mae, Pool #CA5423 | 3.00 | 3/1/50 | 21 | ||||||||||
40 | Fannie Mae, Pool #CA3788 | 3.00 | 7/1/49 | 35 | ||||||||||
20 | Fannie Mae, Pool #MA3897 | 3.00 | 1/1/35 | 19 | ||||||||||
74 | Fannie Mae, Pool #FM1134 | 3.00 | 4/1/48 | 66 | ||||||||||
23 | Fannie Mae, Pool #AS3117 | 3.00 | 8/1/29 | 22 | ||||||||||
32 | Fannie Mae, Pool #AS2312 | 3.00 | 5/1/29 | 30 | ||||||||||
35 | Fannie Mae, Pool #AL8861 | 3.00 | 7/1/31 | 33 | ||||||||||
122 | Fannie Mae, Pool #MA3905 | 3.00 | 1/1/50 | 107 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 36 | Fannie Mae, Pool #FM4317 | 3.00 | 9/1/50 | $ | 32 | ||||||||
37 | Fannie Mae, Pool #MA3991 | 3.00 | 4/1/50 | 32 | ||||||||||
28 | Fannie Mae, Pool #MA3934 | 3.00 | 2/1/40 | 25 | ||||||||||
32 | Fannie Mae, Pool #MA2230 | 3.00 | 4/1/35 | 29 | ||||||||||
99 | Fannie Mae, Pool #MA2246 | 3.00 | 4/1/30 | 93 | ||||||||||
73 | Fannie Mae, Pool #AY4829 | 3.00 | 5/1/45 | 65 | ||||||||||
52 | Fannie Mae, Pool #AB4483 | 3.00 | 2/1/27 | 49 | ||||||||||
442 | Fannie Mae, Pool #CB3172 | 3.00 | 3/1/52 | 385 | ||||||||||
149 | Fannie Mae, Pool #CA5668 | 3.00 | 5/1/50 | 130 | ||||||||||
474 | Fannie Mae, Pool #CB2755 | 3.00 | 2/1/52 | 414 | ||||||||||
54 | Fannie Mae, Pool #AS7238 | 3.00 | 5/1/46 | 47 | ||||||||||
21 | Fannie Mae, Pool #BE3861 | 3.00 | 1/1/47 | 19 | ||||||||||
11 | Fannie Mae, Pool #MA3078 | 3.00 | 7/1/37 | 10 | ||||||||||
80 | Fannie Mae, Pool #MA3106 | 3.00 | 8/1/47 | 70 | ||||||||||
99 | Fannie Mae, Pool #BC9003 | 3.00 | 11/1/46 | 88 | ||||||||||
28 | Fannie Mae, Pool #AS8483 | 3.00 | 12/1/46 | 25 | ||||||||||
49 | Fannie Mae, Pool #AW7383 | 3.00 | 8/1/29 | 46 | ||||||||||
21 | Fannie Mae, Pool #AW8295 | 3.00 | 8/1/29 | 20 | ||||||||||
86 | Fannie Mae, Pool #AK3302 | 3.00 | 3/1/27 | 81 | ||||||||||
84 | Fannie Mae, Pool #MA2863 | 3.00 | 1/1/47 | 75 | ||||||||||
85 | Fannie Mae, Pool #AS8276 | 3.00 | 11/1/46 | 75 | ||||||||||
12 | Fannie Mae, Pool #AS8056 | 3.00 | 10/1/46 | 11 | ||||||||||
26 | Fannie Mae, Pool #AS8424 | 3.00 | 12/1/36 | 23 | ||||||||||
123 | Fannie Mae, Pool #AL9865 | 3.00 | 2/1/47 | 109 | ||||||||||
42 | Fannie Mae, Pool #MA3127 | 3.00 | 9/1/37 | 38 | ||||||||||
5 | Fannie Mae, Pool #MA3100 | 3.00 | 8/1/37 | 5 | ||||||||||
56 | Fannie Mae, Pool #MA3179 | 3.00 | 11/1/47 | 50 | ||||||||||
15 | Fannie Mae, Pool #MA3185 | 3.00 | 11/1/37 | 14 | ||||||||||
25 | Fannie Mae, Pool #MA3247 | 3.00 | 1/1/33 | 23 | ||||||||||
43 | Fannie Mae, Pool #AS8186 | 3.00 | 10/1/46 | 38 | ||||||||||
47 | Fannie Mae, Pool #MA3147 | 3.00 | 10/1/47 | 42 | ||||||||||
24 | Fannie Mae, Pool #MA3304 | 3.00 | 3/1/48 | 22 | ||||||||||
28 | Fannie Mae, Pool #MA3631 | 3.00 | 4/1/34 | 26 | ||||||||||
417 | Fannie Mae, Pool #AP6375 | 3.00 | 9/1/42 | 374 | ||||||||||
14 | Fannie Mae, Pool #BA4786 | 3.00 | 2/1/31 | 13 | ||||||||||
397 | Fannie Mae, Pool #CB2759 | 3.00 | 2/1/52 | 346 | ||||||||||
27 | Fannie Mae, Pool #AS8438 | 3.00 | 12/1/36 | 25 | ||||||||||
144 | Fannie Mae, Pool #BD2446 | 3.00 | 1/1/47 | 127 | ||||||||||
91 | Fannie Mae, Pool #MA2895 | 3.00 | 2/1/47 | 80 | ||||||||||
46 | Fannie Mae, Pool #AS7908 | 3.00 | 9/1/46 | 41 | ||||||||||
98 | Fannie Mae, Pool #MA3082 | 3.00 | 7/1/47 | 86 | ||||||||||
22 | Fannie Mae, Pool #MA3237 | 3.00 | 1/1/48 | 19 | ||||||||||
27 | Fannie Mae, Pool #MA3339 | 3.00 | 4/1/33 | 25 | ||||||||||
34 | Fannie Mae, Pool #AL9996 | 3.00 | 4/1/32 | 32 | ||||||||||
28 | Fannie Mae, Pool #MA3331 | 3.00 | 4/1/48 | 25 | ||||||||||
45 | Fannie Mae, Pool #BE4400 | 3.00 | 1/1/47 | 40 | ||||||||||
70 | Fannie Mae, Pool #AS4333 | 3.00 | 1/1/45 | 62 | ||||||||||
44 | Fannie Mae, Pool #AZ0538 | 3.00 | 9/1/30 | 41 | ||||||||||
49 | Fannie Mae, Pool #BD5787 | 3.00 | 9/1/46 | 43 | ||||||||||
14 | Fannie Mae, Pool #MA2897 | 3.00 | 2/1/37 | 13 | ||||||||||
60 | Fannie Mae, Pool #AS8521 | 3.00 | 12/1/46 | 53 | ||||||||||
484 | Fannie Mae, Pool #CA5229 | 3.00 | 2/1/50 | 423 | ||||||||||
6 | Fannie Mae, Pool #MA3802 | 3.00 | 10/1/49 | 6 | ||||||||||
34 | Fannie Mae, Pool #MA3744 | 3.00 | 8/1/49 | 30 | ||||||||||
164 | Fannie Mae, Pool #MA4020 | 3.00 | 5/1/50 | 144 | ||||||||||
75 | Fannie Mae, Pool #MA3960 | 3.00 | 3/1/50 | 65 | ||||||||||
22 | Fannie Mae, Pool #MA3958 | 3.00 | 3/1/40 | 19 | ||||||||||
47 | Fannie Mae, Pool #CA3754 | 3.00 | 6/1/34 | 44 | ||||||||||
123 | Fannie Mae, Pool #MA4079 | 3.00 | 7/1/50 | 108 | ||||||||||
7 | Fannie Mae, Pool #MA3738 | 3.00 | 8/1/34 | 6 | ||||||||||
11 | Fannie Mae, Pool #MA2287 | 3.00 | 6/1/35 | 10 | ||||||||||
101 | Fannie Mae, Pool #BC4764 | 3.00 | 10/1/46 | 89 | ||||||||||
32 | Fannie Mae, Pool #MA3060 | 3.00 | 7/1/32 | 30 | ||||||||||
9 | Fannie Mae, Pool #MA2065 | 3.00 | 10/1/34 | 8 | ||||||||||
71 | Fannie Mae, Pool #BE1901 | 3.00 | 12/1/46 | 63 | ||||||||||
14 | Fannie Mae, Pool #MA1058 | 3.00 | 5/1/32 | 12 | ||||||||||
477 | Fannie Mae, Pool #CB2756 | 3.00 | 2/1/52 | 417 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 199 | Fannie Mae, Pool #FS0831 | 3.00 | 3/1/52 | $ | 173 | ||||||||
27 | Fannie Mae, Pool #BC0163 | 3.50 | 1/1/46 | 24 | ||||||||||
65 | Fannie Mae, Pool #MA3745 | 3.50 | 8/1/49 | 59 | ||||||||||
42 | Fannie Mae, Pool #BC3126 | 3.50 | 1/1/46 | 38 | ||||||||||
23 | Fannie Mae, Pool #BC7633 | 3.50 | 6/1/46 | 21 | ||||||||||
49 | Fannie Mae, Pool #AY4300 | 3.50 | 1/1/45 | 45 | ||||||||||
4 | Fannie Mae, Pool #AJ6181 | 3.50 | 12/1/26 | 4 | ||||||||||
83 | Fannie Mae, Pool #MA2292 | 3.50 | 6/1/45 | 76 | ||||||||||
46 | Fannie Mae, Pool #AS7239 | 3.50 | 5/1/46 | 42 | ||||||||||
25 | Fannie Mae, Pool #AX7655 | 3.50 | 1/1/45 | 23 | ||||||||||
23 | Fannie Mae, Pool #FS1774 | 3.50 | 5/1/37 | 22 | ||||||||||
61 | Fannie Mae, Pool #AS4771 | 3.50 | 4/1/45 | 55 | ||||||||||
9 | Fannie Mae, Pool #MA3634 | 3.50 | 4/1/39 | 8 | ||||||||||
26 | Fannie Mae, Pool #AZ2614 | 3.50 | 8/1/45 | 24 | ||||||||||
30 | Fannie Mae, Pool #AJ4093 | 3.50 | 10/1/26 | 29 | ||||||||||
11 | Fannie Mae, Pool #AK0706 | 3.50 | 2/1/27 | 11 | ||||||||||
45 | Fannie Mae, Pool #AS6649 | 3.50 | 2/1/46 | 41 | ||||||||||
4 | Fannie Mae, Pool #BA5031 | 3.50 | 1/1/46 | 4 | ||||||||||
41 | Fannie Mae, Pool #AS5068 | 3.50 | 6/1/45 | 38 | ||||||||||
48 | Fannie Mae, Pool #AO9140 | 3.50 | 7/1/42 | 45 | ||||||||||
55 | Fannie Mae, Pool #AO4647 | 3.50 | 6/1/42 | 51 | ||||||||||
296 | Fannie Mae, Pool #AO8137 | 3.50 | 8/1/42 | 272 | ||||||||||
68 | Fannie Mae, Pool #MA1982 | 3.50 | 8/1/34 | 64 | ||||||||||
55 | Fannie Mae, Pool #AK7497 | 3.50 | 4/1/42 | 50 | ||||||||||
13 | Fannie Mae, Pool #MA2495 | 3.50 | 1/1/46 | 12 | ||||||||||
9 | Fannie Mae, Pool #MA3906 | 3.50 | 1/1/50 | 8 | ||||||||||
22 | Fannie Mae, Pool #BA1893 | 3.50 | 8/1/45 | 19 | ||||||||||
53 | Fannie Mae, Pool #AS7388 | 3.50 | 6/1/46 | 48 | ||||||||||
67 | Fannie Mae, Pool #CA0487 | 3.50 | 10/1/47 | 61 | ||||||||||
33 | Fannie Mae, Pool #AS5319 | 3.50 | 7/1/45 | 30 | ||||||||||
83 | Fannie Mae, Pool #BC1158 | 3.50 | 2/1/46 | 76 | ||||||||||
5 | Fannie Mae, Pool #MA2996 | 3.50 | 5/1/37 | 5 | ||||||||||
88 | Fannie Mae, Pool #BJ2692 | 3.50 | 4/1/48 | 80 | ||||||||||
67 | Fannie Mae, Pool #FM3387 | 3.50 | 3/1/35 | 64 | ||||||||||
48 | Fannie Mae, Pool #BE3767 | 3.50 | 7/1/47 | 43 | ||||||||||
18 | Fannie Mae, Pool #AE0981 | 3.50 | 3/1/41 | 17 | ||||||||||
11 | Fannie Mae, Pool #AS2081 | 3.50 | 4/1/29 | 10 | ||||||||||
6 | Fannie Mae, Pool #MA2909 | 3.50 | 2/1/37 | 6 | ||||||||||
29 | Fannie Mae, Pool #MA2923 | 3.50 | 3/1/37 | 27 | ||||||||||
78 | Fannie Mae, Pool #AY1306 | 3.50 | 3/1/45 | 71 | ||||||||||
57 | Fannie Mae, Pool #AY5303 | 3.50 | 3/1/45 | 52 | ||||||||||
49 | Fannie Mae, Pool #AS4773 | 3.50 | 4/1/45 | 45 | ||||||||||
91 | Fannie Mae, Pool #AS3133 | 3.50 | 8/1/44 | 84 | ||||||||||
52 | Fannie Mae, Pool #MA1980 | 3.50 | 8/1/44 | 48 | ||||||||||
51 | Fannie Mae, Pool #AZ9576 | 3.50 | 12/1/45 | 47 | ||||||||||
73 | Fannie Mae, Pool #AJ8476 | 3.50 | 12/1/41 | 68 | ||||||||||
20 | Fannie Mae, Pool #MA3692 | 3.50 | 7/1/49 | 18 | ||||||||||
81 | Fannie Mae, Pool #FM1543 | 3.50 | 11/1/48 | 74 | ||||||||||
88 | Fannie Mae, Pool #BM4703 | 3.50 | 2/1/48 | 81 | ||||||||||
79 | Fannie Mae, Pool #FM1911 | 3.50 | 7/1/48 | 73 | ||||||||||
6 | Fannie Mae, Pool #AV6407 | 3.50 | 2/1/29 | 6 | ||||||||||
20 | Fannie Mae, Pool #AS5892 | 3.50 | 10/1/45 | 18 | ||||||||||
42 | Fannie Mae, Pool #AY3802 | 3.50 | 2/1/45 | 38 | ||||||||||
103 | Fannie Mae, Pool #AU1635 | 3.50 | 7/1/43 | 95 | ||||||||||
62 | Fannie Mae, Pool #AX9530 | 3.50 | 2/1/45 | 56 | ||||||||||
64 | Fannie Mae, Pool #AO4385 | 3.50 | 6/1/42 | 59 | ||||||||||
72 | Fannie Mae, Pool #BK9038 | 3.50 | 10/1/33 | 69 | ||||||||||
14 | Fannie Mae, Pool #310139 | 3.50 | 11/1/25 | 13 | ||||||||||
81 | Fannie Mae, Pool #MA3520 | 3.50 | 10/1/48 | 73 | ||||||||||
9 | Fannie Mae, Pool #CA0234 | 3.50 | 8/1/47 | 8 | ||||||||||
17 | Fannie Mae, Pool #MA3637 | 3.50 | 4/1/49 | 16 | ||||||||||
28 | Fannie Mae, Pool #MA3775 | 3.50 | 9/1/49 | 25 | ||||||||||
56 | Fannie Mae, Pool #MA3332 | 3.50 | 4/1/48 | 51 | ||||||||||
21 | Fannie Mae, Pool #AE5487 | 3.50 | 10/1/25 | 20 | ||||||||||
49 | Fannie Mae, Pool #FM1028 | 3.50 | 6/1/49 | 44 | ||||||||||
28 | Fannie Mae, Pool #AS4772 | 3.50 | 4/1/45 | 25 | ||||||||||
55 | Fannie Mae, Pool #MA3057 | 3.50 | 7/1/47 | 50 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 5 | Fannie Mae, Pool #AX0159 | 3.50 | 9/1/29 | $ | 5 | ||||||||
52 | Fannie Mae, Pool #BM5485 | 3.50 | 2/1/49 | 47 | ||||||||||
131 | Fannie Mae, Pool #MA3305 | 3.50 | 2/1/48 | 119 | ||||||||||
61 | Fannie Mae, Pool #AU3742 | 3.50 | 8/1/43 | 56 | ||||||||||
31 | Fannie Mae, Pool #BJ0647 | 3.50 | 3/1/48 | 28 | ||||||||||
60 | Fannie Mae, Pool #MA3414 | 3.50 | 7/1/48 | 54 | ||||||||||
42 | Fannie Mae, Pool #FM0020 | 3.50 | 7/1/49 | 38 | ||||||||||
67 | Fannie Mae, Pool #MA2125 | 3.50 | 12/1/44 | 61 | ||||||||||
28 | Fannie Mae, Pool #MA2389 | 3.50 | 9/1/35 | 26 | ||||||||||
34 | Fannie Mae, Pool #AX5201 | 3.50 | 10/1/29 | 32 | ||||||||||
10 | Fannie Mae, Pool #MA3059 | 3.50 | 7/1/37 | 9 | ||||||||||
75 | Fannie Mae, Pool #MA3305 | 3.50 | 3/1/48 | 69 | ||||||||||
91 | Fannie Mae, Pool #BH5155 | 3.50 | 9/1/47 | 83 | ||||||||||
88 | Fannie Mae, Pool #MA1107 | 3.50 | 7/1/32 | 80 | ||||||||||
43 | Fannie Mae, Pool #MA3243 | 3.50 | 1/1/38 | 40 | ||||||||||
86 | Fannie Mae, Pool #BH9215 | 3.50 | 1/1/48 | 79 | ||||||||||
152 | Fannie Mae, Pool #BP1947 | 3.50 | 4/1/50 | 138 | ||||||||||
9 | Fannie Mae, Pool #MA3152 | 3.50 | 10/1/37 | 9 | ||||||||||
25 | Fannie Mae, Pool #MA3494 | 3.50 | 10/1/48 | 23 | ||||||||||
41 | Fannie Mae, Pool #AY3913 | 3.50 | 2/1/45 | 37 | ||||||||||
61 | Fannie Mae, Pool #MA3026 | 3.50 | 6/1/47 | 55 | ||||||||||
29 | Fannie Mae, Pool #AY8856 | 3.50 | 9/1/45 | 26 | ||||||||||
366 | Fannie Mae, Pool #AO2548 | 3.50 | 4/1/42 | 336 | ||||||||||
48 | Fannie Mae, Pool #AX2486 | 3.50 | 10/1/44 | 44 | ||||||||||
78 | Fannie Mae, Pool #MA3238 | 3.50 | 1/1/48 | 71 | ||||||||||
11 | Fannie Mae, Pool #MA2692 | 3.50 | 7/1/36 | 10 | ||||||||||
20 | Fannie Mae, Pool #CA1191 | 3.50 | 11/1/47 | 19 | ||||||||||
22 | Fannie Mae, Pool #AP9390 | 3.50 | 10/1/42 | 20 | ||||||||||
84 | Fannie Mae, Pool #AZ0862 | 3.50 | 7/1/45 | 77 | ||||||||||
175 | Fannie Mae, Pool #BM1568 | 3.50 | 7/1/47 | 162 | ||||||||||
58 | Fannie Mae, Pool #AS7491 | 3.50 | 7/1/46 | 53 | ||||||||||
10 | Fannie Mae, Pool #BM1231 | 3.50 | 11/1/31 | 9 | ||||||||||
31 | Fannie Mae, Pool #BM2001 | 3.50 | 12/1/46 | 29 | ||||||||||
143 | Fannie Mae, Pool #AQ0546 | 3.50 | 11/1/42 | 131 | ||||||||||
74 | Fannie Mae, Pool #BD5046 | 3.50 | 2/1/47 | 68 | ||||||||||
104 | Fannie Mae, Pool #BD2436 | 3.50 | 1/1/47 | 95 | ||||||||||
35 | Fannie Mae, Pool #AS5696 | 3.50 | 8/1/45 | 32 | ||||||||||
288 | Fannie Mae, Pool #AB6017 | 3.50 | 8/1/42 | 265 | ||||||||||
100 | Fannie Mae, Pool #AL1717 | 3.50 | 5/1/27 | 97 | ||||||||||
7 | Fannie Mae, Pool #MA1021 | 3.50 | 3/1/27 | 6 | ||||||||||
4 | Fannie Mae, Pool #AL8776 | 3.50 | 7/1/46 | 4 | ||||||||||
30 | Fannie Mae, Pool #AZ6383 | 3.50 | 9/1/45 | 27 | ||||||||||
64 | Fannie Mae, Pool #AS0024 | 3.50 | 7/1/43 | 59 | ||||||||||
23 | Fannie Mae, Pool #MA3597 | 3.50 | 2/1/49 | 21 | ||||||||||
33 | Fannie Mae, Pool #BE5258 | 3.50 | 1/1/47 | 30 | ||||||||||
111 | Fannie Mae, Pool #BH9277 | 3.50 | 2/1/48 | 101 | ||||||||||
85 | Fannie Mae, Pool #MA3182 | 3.50 | 11/1/47 | 78 | ||||||||||
66 | Fannie Mae, Pool #FM1001 | 3.50 | 11/1/48 | 60 | ||||||||||
63 | Fannie Mae, Pool #FM1566 | 3.50 | 11/1/48 | 57 | ||||||||||
119 | Fannie Mae, Pool #AO3760 | 3.50 | 5/1/42 | 109 | ||||||||||
30 | Fannie Mae, Pool #MA3462 | 3.50 | 9/1/33 | 29 | ||||||||||
12 | Fannie Mae, Pool #MA3835 | 3.50 | 11/1/49 | 11 | ||||||||||
67 | Fannie Mae, Pool #MA3663 | 3.50 | 5/1/49 | 61 | ||||||||||
72 | Fannie Mae, Pool #BM2000 | 3.50 | 5/1/49 | 65 | ||||||||||
65 | Fannie Mae, Pool #MA1059 | 3.50 | 5/1/32 | 59 | ||||||||||
6 | Fannie Mae, Pool #BM5446 | 3.50 | 2/1/49 | 6 | ||||||||||
22 | Fannie Mae, Pool #MA3614 | 3.50 | 3/1/49 | 20 | ||||||||||
42 | Fannie Mae, Pool #BM5685 | 4.00 | 6/1/48 | 39 | ||||||||||
175 | Fannie Mae, Pool #AJ7689 | 4.00 | 12/1/41 | 167 | ||||||||||
21 | Fannie Mae, Pool #AY0025 | 4.00 | 2/1/45 | 20 | ||||||||||
16 | Fannie Mae, Pool #AS8823 | 4.00 | 2/1/47 | 15 | ||||||||||
10 | Fannie Mae, Pool #AW5109 | 4.00 | 8/1/44 | 10 | ||||||||||
6 | Fannie Mae, Pool #MA2655 | 4.00 | 6/1/36 | 6 | ||||||||||
149 | Fannie Mae, Pool #AS0531 | 4.00 | 9/1/43 | 142 | ||||||||||
28 | Fannie Mae, Pool #BE8050 | 4.00 | 4/1/47 | 27 | ||||||||||
93 | Fannie Mae, Pool #AZ8067 | 4.00 | 9/1/45 | 86 | ||||||||||
9 | Fannie Mae, Pool #AS2117 | 4.00 | 4/1/44 | 9 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 2 | Fannie Mae, Pool #AZ8874 | 4.00 | 9/1/45 | $ | 2 | ||||||||
6 | Fannie Mae, Pool #AS7028 | 4.00 | 4/1/46 | 6 | ||||||||||
62 | Fannie Mae, Pool #MA3027 | 4.00 | 6/1/47 | 59 | ||||||||||
25 | Fannie Mae, Pool #BN5258 | 4.00 | 2/1/49 | 23 | ||||||||||
23 | Fannie Mae, Pool #CA2474 | 4.00 | 7/1/48 | 21 | ||||||||||
72 | Fannie Mae, Pool #BD7081 | 4.00 | 3/1/47 | 68 | ||||||||||
45 | Fannie Mae, Pool #AS8532 | 4.00 | 12/1/46 | 42 | ||||||||||
55 | Fannie Mae, Pool #AL8387 | 4.00 | 3/1/46 | 52 | ||||||||||
32 | Fannie Mae, Pool #BC5559 | 4.00 | 3/1/46 | 29 | ||||||||||
49 | Fannie Mae, Pool #FM1960 | 4.00 | 5/1/49 | 46 | ||||||||||
85 | Fannie Mae, Pool #BK7943 | 4.00 | 11/1/48 | 80 | ||||||||||
36 | Fannie Mae, Pool #AS2498 | 4.00 | 5/1/44 | 35 | ||||||||||
60 | Fannie Mae, Pool #CA1015 | 4.00 | 1/1/48 | 55 | ||||||||||
25 | Fannie Mae, Pool #BA6910 | 4.00 | 2/1/46 | 23 | ||||||||||
32 | Fannie Mae, Pool #BK9697 | 4.00 | 12/1/48 | 30 | ||||||||||
82 | Fannie Mae, Pool #AU3753 | 4.00 | 8/1/43 | 78 | ||||||||||
39 | Fannie Mae, Pool #AY8981 | 4.00 | 8/1/45 | 37 | ||||||||||
2 | Fannie Mae, Pool #BA0847 | 4.00 | 3/1/46 | 2 | ||||||||||
13 | Fannie Mae, Pool #MA3216 | 4.00 | 12/1/37 | 12 | ||||||||||
28 | Fannie Mae, Pool #AL4778 | 4.00 | 10/1/32 | 27 | ||||||||||
56 | Fannie Mae, Pool #MA3121 | 4.00 | 9/1/47 | 53 | ||||||||||
24 | Fannie Mae, Pool #BM4991 | 4.00 | 9/1/48 | 23 | ||||||||||
23 | Fannie Mae, Pool #AY2291 | 4.00 | 3/1/45 | 21 | ||||||||||
121 | Fannie Mae, Pool #AY1377 | 4.00 | 4/1/45 | 112 | ||||||||||
165 | Fannie Mae, Pool #AJ5303 | 4.00 | 11/1/41 | 158 | ||||||||||
15 | Fannie Mae, Pool #MA3427 | 4.00 | 7/1/33 | 15 | ||||||||||
12 | Fannie Mae, Pool #BM5525 | 4.00 | 3/1/31 | 12 | ||||||||||
17 | Fannie Mae, Pool #MA3592 | 4.00 | 2/1/49 | 16 | ||||||||||
40 | Fannie Mae, Pool #AS7601 | 4.00 | 7/1/46 | 38 | ||||||||||
20 | Fannie Mae, Pool #AT3872 | 4.00 | 6/1/43 | 18 | ||||||||||
57 | Fannie Mae, Pool #AZ7362 | 4.00 | 11/1/45 | 54 | ||||||||||
25 | Fannie Mae, Pool #MA3638 | 4.00 | 4/1/49 | 23 | ||||||||||
49 | Fannie Mae, Pool #AS9831 | 4.00 | 6/1/47 | 46 | ||||||||||
96 | Fannie Mae, Pool #FM5134 | 4.00 | 1/1/49 | 91 | ||||||||||
59 | Fannie Mae, Pool #BJ9169 | 4.00 | 5/1/48 | 56 | ||||||||||
38 | Fannie Mae, Pool #MA3563 | 4.00 | 1/1/49 | 35 | ||||||||||
34 | Fannie Mae, Pool #AL7347 | 4.00 | 9/1/45 | 32 | ||||||||||
28 | Fannie Mae, Pool #BK0915 | 4.00 | 7/1/48 | 26 | ||||||||||
15 | Fannie Mae, Pool #BH2623 | 4.00 | 8/1/47 | 14 | ||||||||||
15 | Fannie Mae, Pool #MA3536 | 4.00 | 12/1/48 | 14 | ||||||||||
67 | Fannie Mae, Pool #MA3804 | 4.00 | 10/1/49 | 63 | ||||||||||
56 | Fannie Mae, Pool #FM0021 | 4.00 | 3/1/49 | 53 | ||||||||||
249 | Fannie Mae, Pool #MA4732 | 4.00 | 9/1/52 | 231 | ||||||||||
13 | Fannie Mae, Pool #AH3394 | 4.00 | 1/1/41 | 12 | ||||||||||
43 | Fannie Mae, Pool #BN0334 | 4.00 | 12/1/48 | 40 | ||||||||||
78 | Fannie Mae, Pool #AO2959 | 4.00 | 5/1/42 | 73 | ||||||||||
31 | Fannie Mae, Pool #AS3903 | 4.00 | 11/1/44 | 30 | ||||||||||
336 | Fannie Mae, Pool #190405 | 4.00 | 10/1/40 | 320 | ||||||||||
54 | Fannie Mae, Pool #AH6242 | 4.00 | 4/1/26 | 52 | ||||||||||
130 | Fannie Mae, Pool #AJ7857 | 4.00 | 12/1/41 | 124 | ||||||||||
40 | Fannie Mae, Pool #BK0909 | 4.00 | 7/1/48 | 37 | ||||||||||
22 | Fannie Mae, Pool #MA0493 | 4.00 | 8/1/30 | 21 | ||||||||||
45 | Fannie Mae, Pool #AV2340 | 4.00 | 12/1/43 | 43 | ||||||||||
6 | Fannie Mae, Pool #AW9041 | 4.00 | 8/1/44 | 5 | ||||||||||
47 | Fannie Mae, Pool #AY1595 | 4.00 | 1/1/45 | 44 | ||||||||||
45 | Fannie Mae, Pool #MA3277 | 4.00 | 2/1/48 | 42 | ||||||||||
36 | Fannie Mae, Pool #AS3467 | 4.00 | 10/1/44 | 34 | ||||||||||
71 | Fannie Mae, Pool #MA0641 | 4.00 | 2/1/31 | 68 | ||||||||||
42 | Fannie Mae, Pool #CA1894 | 4.00 | 6/1/48 | 40 | ||||||||||
58 | Fannie Mae, Pool #BM2002 | 4.00 | 10/1/47 | 55 | ||||||||||
15 | Fannie Mae, Pool #BM4306 | 4.00 | 9/1/25 | 15 | ||||||||||
14 | Fannie Mae, Pool #MA0695 | 4.00 | 4/1/31 | 13 | ||||||||||
38 | Fannie Mae, Pool #AW5063 | 4.00 | 7/1/44 | 36 | ||||||||||
33 | Fannie Mae, Pool #CA0237 | 4.00 | 8/1/47 | 31 | ||||||||||
22 | Fannie Mae, Pool #MA3521 | 4.00 | 11/1/48 | 21 | ||||||||||
32 | Fannie Mae, Pool #AS7600 | 4.00 | 7/1/46 | 31 | ||||||||||
52 | Fannie Mae, Pool #BK7608 | 4.00 | 9/1/48 | 49 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 30 | Fannie Mae, Pool #BN0594 | 4.00 | 12/1/48 | $ | 28 | ||||||||
41 | Fannie Mae, Pool #FM1571 | 4.00 | 12/1/48 | 39 | ||||||||||
50 | Fannie Mae, Pool #AS3216 | 4.00 | 9/1/44 | 47 | ||||||||||
67 | Fannie Mae, Pool #MA3183 | 4.00 | 11/1/47 | 63 | ||||||||||
3 | Fannie Mae, Pool #CA3084 | 4.00 | 2/1/49 | 3 | ||||||||||
13 | Fannie Mae, Pool #BJ0639 | 4.00 | 3/1/48 | 12 | ||||||||||
47 | Fannie Mae, Pool #AS3293 | 4.00 | 9/1/44 | 45 | ||||||||||
78 | Fannie Mae, Pool #MA2995 | 4.00 | 5/1/47 | 73 | ||||||||||
447 | Fannie Mae, Pool #FS0016 | 4.00 | 6/1/49 | 421 | ||||||||||
10 | Fannie Mae, Pool #AE0375 | 4.00 | 7/1/25 | 10 | ||||||||||
6 | Fannie Mae, Pool #MA2536 | 4.00 | 2/1/36 | 6 | ||||||||||
37 | Fannie Mae, Pool #AC7328 | 4.00 | 12/1/39 | 35 | ||||||||||
44 | Fannie Mae, Pool #FM1415 | 4.00 | 12/1/48 | 41 | ||||||||||
106 | Fannie Mae, Pool #BN6677 | 4.00 | 6/1/49 | 100 | ||||||||||
13 | Fannie Mae, Pool #MA2455 | 4.00 | 11/1/35 | 13 | ||||||||||
14 | Fannie Mae, Pool #CA2469 | 4.00 | 10/1/48 | 13 | ||||||||||
47 | Fannie Mae, Pool #AS9486 | 4.00 | 4/1/47 | 45 | ||||||||||
71 | Fannie Mae, Pool #MA3746 | 4.00 | 8/1/49 | 66 | ||||||||||
8 | Fannie Mae, Pool #AL9742 | 4.00 | 7/1/29 | 8 | ||||||||||
29 | Fannie Mae, Pool #AS3468 | 4.00 | 10/1/44 | 27 | ||||||||||
62 | Fannie Mae, Pool #MA3211 | 4.00 | 12/1/47 | 59 | ||||||||||
5 | Fannie Mae, Pool #MA3037 | 4.00 | 6/1/37 | 5 | ||||||||||
43 | Fannie Mae, Pool #MA3615 | 4.00 | 3/1/49 | 40 | ||||||||||
47 | Fannie Mae, Pool #AX0841 | 4.00 | 9/1/44 | 45 | ||||||||||
19 | Fannie Mae, Pool #FM1101 | 4.00 | 7/1/34 | 18 | ||||||||||
102 | Fannie Mae, Pool #AS7558 | 4.00 | 7/1/46 | 97 | ||||||||||
23 | Fannie Mae, Pool #MA3244 | 4.00 | 1/1/38 | 22 | ||||||||||
7 | Fannie Mae, Pool #AS3448 | 4.00 | 9/1/44 | 7 | ||||||||||
65 | Fannie Mae, Pool #CA0183 | 4.00 | 8/1/47 | 61 | ||||||||||
105 | Fannie Mae, Pool #AH5859 | 4.00 | 2/1/41 | 100 | ||||||||||
16 | Fannie Mae, Pool #AC2995 | 4.00 | 9/1/24 | 15 | ||||||||||
13 | Fannie Mae, Pool #AL2689 | 4.00 | 2/1/27 | 13 | ||||||||||
9 | Fannie Mae, Pool #MA3413 | 4.00 | 7/1/38 | 8 | ||||||||||
8 | Fannie Mae, Pool #AS0861 | 4.50 | 10/1/43 | 8 | ||||||||||
22 | Fannie Mae, Pool #MA3537 | 4.50 | 12/1/48 | 21 | ||||||||||
61 | Fannie Mae, Pool #AD8529 | 4.50 | 8/1/40 | 60 | ||||||||||
228 | Fannie Mae, Pool #AL1107 | 4.50 | 11/1/41 | 224 | ||||||||||
47 | Fannie Mae, Pool #CA0148 | 4.50 | 8/1/47 | 45 | ||||||||||
142 | Fannie Mae, Pool #AH7521 | 4.50 | 3/1/41 | 137 | ||||||||||
39 | Fannie Mae, Pool #MA0481 | 4.50 | 8/1/30 | 38 | ||||||||||
12 | Fannie Mae, Pool #AH6790 | 4.50 | 3/1/41 | 12 | ||||||||||
25 | Fannie Mae, Pool #MA3522 | 4.50 | 11/1/48 | 24 | ||||||||||
50 | Fannie Mae, Pool #AL4450 | 4.50 | 12/1/43 | 48 | ||||||||||
42 | Fannie Mae, Pool #BE5992 | 4.50 | 2/1/47 | 40 | ||||||||||
239 | Fannie Mae, Pool #MA3184 | 4.50 | 11/1/47 | 228 | ||||||||||
55 | Fannie Mae, Pool #AB3192 | 4.50 | 6/1/41 | 54 | ||||||||||
6 | Fannie Mae, Pool #AA9781 | 4.50 | 7/1/24 | 6 | ||||||||||
16 | Fannie Mae, Pool #BE6489 | 4.50 | 1/1/47 | 15 | ||||||||||
13 | Fannie Mae, Pool #AA0860 | 4.50 | 1/1/39 | 13 | ||||||||||
1 | Fannie Mae, Pool #982892 | 4.50 | 5/1/23 | 1 | ||||||||||
22 | Fannie Mae, Pool #BK5283 | 4.50 | 6/1/48 | 22 | ||||||||||
19 | Fannie Mae, Pool #BM1285 | 4.50 | 5/1/47 | 18 | ||||||||||
62 | Fannie Mae, Pool #AI4815 | 4.50 | 6/1/41 | 60 | ||||||||||
29 | Fannie Mae, Pool #AL5082 | 4.50 | 3/1/44 | 27 | ||||||||||
116 | Fannie Mae, Pool #AS9394 | 4.50 | 4/1/47 | 111 | ||||||||||
58 | Fannie Mae, Pool #MA3639 | 4.50 | 4/1/49 | 55 | ||||||||||
18 | Fannie Mae, Pool #MA3593 | 4.50 | 2/1/49 | 17 | ||||||||||
3 | Fannie Mae, Pool #AW7048 | 4.50 | 6/1/44 | 3 | ||||||||||
20 | Fannie Mae, Pool #254954 | 4.50 | 10/1/23 | 18 | ||||||||||
12 | Fannie Mae, Pool #AB1470 | 4.50 | 9/1/40 | 12 | ||||||||||
15 | Fannie Mae, Pool #FM3619 | 4.50 | 1/1/50 | 14 | ||||||||||
153 | Fannie Mae, Pool #AH9055 | 4.50 | 4/1/41 | 150 | ||||||||||
67 | Fannie Mae, Pool #AE0217 | 4.50 | 8/1/40 | 65 | ||||||||||
30 | Fannie Mae, Pool #AB1389 | 4.50 | 8/1/40 | 29 | ||||||||||
13 | Fannie Mae, Pool #AU5302 | 4.50 | 10/1/43 | 13 | ||||||||||
72 | Fannie Mae, Pool #BK1416 | 4.50 | 5/1/48 | 68 | ||||||||||
61 | Fannie Mae, Pool #CA1711 | 4.50 | 5/1/48 | 59 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 13 | Fannie Mae, Pool #CA1218 | 4.50 | 2/1/48 | $ | 12 | ||||||||
13 | Fannie Mae, Pool #AS8576 | 4.50 | 12/1/46 | 13 | ||||||||||
4 | Fannie Mae, Pool #BK8830 | 4.50 | 8/1/48 | 4 | ||||||||||
27 | Fannie Mae, Pool #CA0623 | 4.50 | 10/1/47 | 26 | ||||||||||
32 | Fannie Mae, Pool #AS2276 | 4.50 | 4/1/44 | 30 | ||||||||||
5 | Fannie Mae, Pool #BN0877 | 4.50 | 11/1/48 | 5 | ||||||||||
10 | Fannie Mae, Pool #AL8816 | 4.50 | 9/1/45 | 9 | ||||||||||
50 | Fannie Mae, Pool #AS8157 | 4.50 | 10/1/46 | 49 | ||||||||||
26 | Fannie Mae, Pool #AS1638 | 4.50 | 2/1/44 | 25 | ||||||||||
31 | Fannie Mae, Pool #836750 | 5.00 | 10/1/35 | 31 | ||||||||||
10 | Fannie Mae, Pool #MA3708 | 5.00 | 6/1/49 | 10 | ||||||||||
13 | Fannie Mae, Pool #890603 | 5.00 | 8/1/41 | 13 | ||||||||||
312 | Fannie Mae, Pool #889117 | 5.00 | 10/1/35 | 313 | ||||||||||
28 | Fannie Mae, Pool #AL5788 | 5.00 | 5/1/42 | 28 | ||||||||||
18 | Fannie Mae, Pool #MA3669 | 5.00 | 5/1/49 | 18 | ||||||||||
11 | Fannie Mae, Pool #MA3617 | 5.00 | 3/1/49 | 11 | ||||||||||
22 | Fannie Mae, Pool #BM3904 | 5.00 | 5/1/48 | 22 | ||||||||||
17 | Fannie Mae, Pool #725238 | 5.00 | 3/1/34 | 17 | ||||||||||
25 | Fannie Mae, Pool #MA3594 | 5.00 | 2/1/49 | 24 | ||||||||||
9 | Fannie Mae, Pool #BM3781 | 5.00 | 11/1/30 | 9 | ||||||||||
23 | Fannie Mae, Pool #AS0837 | 5.00 | 10/1/43 | 23 | ||||||||||
61 | Fannie Mae, Pool #AH5988 | 5.00 | 3/1/41 | 62 | ||||||||||
15 | Fannie Mae, Pool #CA0349 | 5.00 | 9/1/47 | 14 | ||||||||||
15 | Fannie Mae, Pool #MA3472 | 5.00 | 9/1/48 | 14 | ||||||||||
24 | Fannie Mae, Pool #AS0575 | 5.00 | 9/1/43 | 24 | ||||||||||
11 | Fannie Mae, Pool #MA3527 | 5.00 | 11/1/48 | 10 | ||||||||||
12 | Fannie Mae, Pool #890621 | 5.00 | 5/1/42 | 12 | ||||||||||
14 | Fannie Mae, Pool #CA1795 | 5.00 | 5/1/48 | 13 | ||||||||||
7 | Fannie Mae, Pool #929451 | 5.50 | 5/1/38 | 7 | ||||||||||
— | Fannie Mae, Pool #AL0725 | 5.50 | 6/1/24 | — | ||||||||||
2 | Fannie Mae, Pool #A69671 | 5.50 | 12/1/37 | 2 | ||||||||||
1 | Fannie Mae, Pool #A79636 | 5.50 | 7/1/38 | 1 | ||||||||||
499 | Fannie Mae, Pool #890221 | 5.50 | 12/1/33 | 515 | ||||||||||
— | Fannie Mae, Pool #976945 | 5.50 | 2/1/23 | — | ||||||||||
306 | Fannie Mae, Pool #725228 | 6.00 | 3/1/34 | 316 | ||||||||||
70 | Fannie Mae, Pool #889984 | 6.50 | 10/1/38 | 72 | ||||||||||
225 | Fannie Mae, 15 YR TBA | 1.50 | 10/25/37 | 192 | ||||||||||
125 | Fannie Mae, 15 YR TBA | 2.00 | 10/25/37 | 110 | ||||||||||
50 | Fannie Mae, 15 YR TBA | 2.50 | 10/25/37 | 45 | ||||||||||
300 | Fannie Mae, 15 YR TBA | 3.00 | 10/25/36 | 278 | ||||||||||
125 | Fannie Mae, 15 YR TBA | 3.50 | 10/25/37 | 118 | ||||||||||
850 | Fannie Mae, 30 YR TBA | 3.00 | 10/25/52 | 739 | ||||||||||
2,375 | Fannie Mae, 30 YR TBA | 3.50 | 10/25/52 | 2,130 | ||||||||||
125 | Fannie Mae, 30 YR TBA | 3.50 | 11/25/51 | 112 | ||||||||||
400 | Fannie Mae, 30 YR TBA | 4.00 | 11/25/52 | 371 | ||||||||||
2,050 | Fannie Mae, 30 YR TBA | 4.00 | 10/25/52 | 1,899 | ||||||||||
675 | Fannie Mae, 30 YR TBA | 4.50 | 11/25/52 | 642 | ||||||||||
1,625 | Fannie Mae, 30 YR TBA | 4.50 | 10/25/52 | 1,544 | ||||||||||
750 | Fannie Mae, 30 YR TBA | 5.00 | 11/25/52 | 729 | ||||||||||
200 | Fannie Mae, 30 YR TBA | 5.00 | 10/25/52 | 194 | ||||||||||
423 | Freddie Mac, Pool #SB8106 | 1.50 | 6/1/36 | 362 | ||||||||||
397 | Freddie Mac, Pool #SB8097 | 1.50 | 4/1/36 | 340 | ||||||||||
413 | Freddie Mac, Pool #SD8154 | 1.50 | 6/1/51 | 315 | ||||||||||
407 | Freddie Mac, Pool #QC0962 | 1.50 | 4/1/51 | 311 | ||||||||||
452 | Freddie Mac, Pool #SB8088 | 1.50 | 2/1/36 | 387 | ||||||||||
74 | Freddie Mac, Pool #SD8082 | 1.50 | 10/1/50 | 57 | ||||||||||
193 | Freddie Mac, Pool #SD8139 | 1.50 | 4/1/51 | 147 | ||||||||||
468 | Freddie Mac, Pool #SB8083 | 1.50 | 1/1/36 | 401 | ||||||||||
67 | Freddie Mac, Pool #RB5110 | 1.50 | 5/1/41 | 52 | ||||||||||
347 | Freddie Mac, Pool #QN9521 | 1.50 | 2/1/37 | 298 | ||||||||||
435 | Freddie Mac, Pool #SB8144 | 1.50 | 3/1/37 | 373 | ||||||||||
541 | Freddie Mac, Pool #RA3606 | 2.00 | 10/1/50 | 439 | ||||||||||
17 | Freddie Mac, Pool #J25759 | 2.00 | 8/1/28 | 15 | ||||||||||
401 | Freddie Mac, Pool #QC1333 | 2.00 | 5/1/51 | 324 | ||||||||||
334 | Freddie Mac, Pool #RC1727 | 2.00 | 12/1/35 | 295 | ||||||||||
138 | Freddie Mac, Pool #RB5095 | 2.00 | 12/1/40 | 116 | ||||||||||
437 | Freddie Mac, Pool #QB9896 | 2.00 | 3/1/51 | 354 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 441 | Freddie Mac, Pool #RA3328 | 2.00 | 8/1/50 | $ | 356 | ||||||||
242 | Freddie Mac, Pool #SD8146 | 2.00 | 5/1/51 | 196 | ||||||||||
414 | Freddie Mac, Pool #SD8160 | 2.00 | 8/1/51 | 335 | ||||||||||
618 | Freddie Mac, Pool #SB8128 | 2.00 | 11/1/36 | 545 | ||||||||||
289 | Freddie Mac, Pool #SD8150 | 2.00 | 6/1/51 | 234 | ||||||||||
482 | Freddie Mac, Pool #SD8193 | 2.00 | 2/1/52 | 390 | ||||||||||
454 | Freddie Mac, Pool #QC6925 | 2.00 | 9/1/51 | 367 | ||||||||||
455 | Freddie Mac, Pool #QD0433 | 2.00 | 11/1/51 | 369 | ||||||||||
429 | Freddie Mac, Pool #QD1254 | 2.00 | 11/1/51 | 348 | ||||||||||
42 | Freddie Mac, Pool #J25777 | 2.00 | 9/1/28 | 39 | ||||||||||
262 | Freddie Mac, Pool #RB5114 | 2.00 | 6/1/41 | 221 | ||||||||||
374 | Freddie Mac, Pool #SD8128 | 2.00 | 2/1/51 | 303 | ||||||||||
416 | Freddie Mac, Pool #SB8079 | 2.00 | 12/1/35 | 367 | ||||||||||
435 | Freddie Mac, Pool #RA6507 | 2.00 | 12/1/51 | 352 | ||||||||||
403 | Freddie Mac, Pool #RA3205 | 2.00 | 8/1/50 | 328 | ||||||||||
37 | Freddie Mac, Pool #G18634 | 2.00 | 3/1/32 | 33 | ||||||||||
398 | Freddie Mac, Pool #QB8064 | 2.00 | 1/1/51 | 322 | ||||||||||
479 | Freddie Mac, Pool #SD8188 | 2.00 | 1/1/52 | 388 | ||||||||||
144 | Freddie Mac, Pool #QD3162 | 2.00 | 12/1/51 | 116 | ||||||||||
440 | Freddie Mac, Pool #QC4423 | 2.00 | 7/1/51 | 357 | ||||||||||
420 | Freddie Mac, Pool #QC6815 | 2.00 | 9/1/51 | 340 | ||||||||||
174 | Freddie Mac, Pool #RB5111 | 2.00 | 5/1/41 | 147 | ||||||||||
444 | Freddie Mac, Pool #QC7473 | 2.00 | 9/1/51 | 360 | ||||||||||
241 | Freddie Mac, Pool #QC0423 | 2.00 | 4/1/51 | 195 | ||||||||||
292 | Freddie Mac, Pool #RB5153 | 2.00 | 4/1/42 | 245 | ||||||||||
392 | Freddie Mac, Pool #SB8107 | 2.00 | 5/1/36 | 345 | ||||||||||
376 | Freddie Mac, Pool #RA3575 | 2.00 | 9/1/50 | 306 | ||||||||||
427 | Freddie Mac, Pool #SB8510 | 2.00 | 2/1/36 | 377 | ||||||||||
488 | Freddie Mac, Pool #QB7708 | 2.00 | 1/1/51 | 395 | ||||||||||
384 | Freddie Mac, Pool #SB8115 | 2.00 | 8/1/36 | 339 | ||||||||||
259 | Freddie Mac, Pool #RA6025 | 2.00 | 10/1/51 | 209 | ||||||||||
248 | Freddie Mac, Pool #RB5121 | 2.00 | 7/1/41 | 208 | ||||||||||
240 | Freddie Mac, Pool #SD7537 | 2.00 | 3/1/51 | 194 | ||||||||||
423 | Freddie Mac, Pool #RA5928 | 2.00 | 9/1/51 | 342 | ||||||||||
141 | Freddie Mac, Pool #RB5138 | 2.00 | 11/1/41 | 119 | ||||||||||
433 | Freddie Mac, Pool #QC3597 | 2.00 | 6/1/51 | 351 | ||||||||||
379 | Freddie Mac, Pool #QB3716 | 2.00 | 9/1/50 | 308 | ||||||||||
476 | Freddie Mac, Pool #SD8182 | 2.00 | 12/1/51 | 385 | ||||||||||
470 | Freddie Mac, Pool #RA6026 | 2.00 | 10/1/51 | 381 | ||||||||||
377 | Freddie Mac, Pool #QB3926 | 2.00 | 10/1/50 | 307 | ||||||||||
395 | Freddie Mac, Pool #QB6893 | 2.00 | 12/1/50 | 322 | ||||||||||
113 | Freddie Mac, Pool #ZS7735 | 2.00 | 1/1/32 | 101 | ||||||||||
402 | Freddie Mac, Pool #QC1075 | 2.00 | 4/1/51 | 325 | ||||||||||
506 | Freddie Mac, Pool #SD8113 | 2.00 | 12/1/50 | 412 | ||||||||||
433 | Freddie Mac, Pool #SD8098 | 2.00 | 10/1/50 | 353 | ||||||||||
438 | Freddie Mac, Pool #QO0110 | 2.00 | 4/1/37 | 386 | ||||||||||
466 | Freddie Mac, Pool #SD0731 | 2.00 | 5/1/51 | 376 | ||||||||||
445 | Freddie Mac, Pool #SD8172 | 2.00 | 9/1/51 | 360 | ||||||||||
424 | Freddie Mac, Pool #SD8134 | 2.00 | 3/1/51 | 344 | ||||||||||
414 | Freddie Mac, Pool #RA4214 | 2.00 | 12/1/50 | 337 | ||||||||||
474 | Freddie Mac, Pool #RA6333 | 2.00 | 11/1/51 | 384 | ||||||||||
20 | Freddie Mac, Pool #G18547 | 2.00 | 3/1/30 | 18 | ||||||||||
459 | Freddie Mac, Pool #QD5748 | 2.00 | 2/1/52 | 371 | ||||||||||
437 | Freddie Mac, Pool #SD8199 | 2.00 | 3/1/52 | 353 | ||||||||||
250 | Freddie Mac, Pool #SB8061 | 2.00 | 9/1/35 | 221 | ||||||||||
442 | Freddie Mac, Pool #RA5155 | 2.00 | 5/1/51 | 358 | ||||||||||
391 | Freddie Mac, Pool #SD8121 | 2.00 | 12/1/50 | 318 | ||||||||||
142 | Freddie Mac, Pool #RB5141 | 2.00 | 1/1/42 | 119 | ||||||||||
237 | Freddie Mac, Pool #RA5256 | 2.00 | 5/1/51 | 192 | ||||||||||
443 | Freddie Mac, Pool #SD8079 | 2.00 | 7/1/50 | 361 | ||||||||||
266 | Freddie Mac, Pool #RA5257 | 2.00 | 5/1/51 | 215 | ||||||||||
382 | Freddie Mac, Pool #RA4986 | 2.00 | 4/1/51 | 310 | ||||||||||
429 | Freddie Mac, Pool #QC3697 | 2.00 | 6/1/51 | 347 | ||||||||||
449 | Freddie Mac, Pool #SD8177 | 2.00 | 10/1/51 | 363 | ||||||||||
433 | Freddie Mac, Pool #RA5040 | 2.00 | 4/1/51 | 350 | ||||||||||
28 | Freddie Mac, Pool #G18704 | 2.50 | 6/1/33 | 26 | ||||||||||
262 | Freddie Mac, Pool #RA3528 | 2.50 | 9/1/50 | 222 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 156 | Freddie Mac, Pool #SB8108 | 2.50 | 6/1/36 | $ | 141 | ||||||||
401 | Freddie Mac, Pool #QC2031 | 2.50 | 5/1/51 | 338 | ||||||||||
317 | Freddie Mac, Pool #SD8151 | 2.50 | 6/1/51 | 267 | ||||||||||
490 | Freddie Mac, Pool #SD8212 | 2.50 | 5/1/52 | 412 | ||||||||||
145 | Freddie Mac, Pool #G18611 | 2.50 | 9/1/31 | 134 | ||||||||||
150 | Freddie Mac, Pool #SD8055 | 2.50 | 4/1/50 | 127 | ||||||||||
356 | Freddie Mac, Pool #RA4527 | 2.50 | 2/1/51 | 300 | ||||||||||
416 | Freddie Mac, Pool #RA5802 | 2.50 | 9/1/51 | 352 | ||||||||||
430 | Freddie Mac, Pool #QC7457 | 2.50 | 9/1/51 | 362 | ||||||||||
313 | Freddie Mac, Pool #QB3287 | 2.50 | 8/1/50 | 265 | ||||||||||
14 | Freddie Mac, Pool #G18665 | 2.50 | 11/1/32 | 13 | ||||||||||
363 | Freddie Mac, Pool #SD8141 | 2.50 | 4/1/51 | 305 | ||||||||||
243 | Freddie Mac, Pool #SD8205 | 2.50 | 4/1/52 | 204 | ||||||||||
374 | Freddie Mac, Pool #SD8021 | 2.50 | 9/1/49 | 317 | ||||||||||
478 | Freddie Mac, Pool #SD1011 | 2.50 | 4/1/52 | 401 | ||||||||||
56 | Freddie Mac, Pool #G18533 | 2.50 | 12/1/29 | 52 | ||||||||||
245 | Freddie Mac, Pool #QE2352 | 2.50 | 5/1/52 | 206 | ||||||||||
125 | Freddie Mac, Pool #RB5086 | 2.50 | 11/1/40 | 106 | ||||||||||
57 | Freddie Mac, Pool #ZS8483 | 2.50 | 3/1/28 | 52 | ||||||||||
84 | Freddie Mac, Pool #SB8045 | 2.50 | 5/1/35 | 76 | ||||||||||
28 | Freddie Mac, Pool #J25585 | 2.50 | 9/1/28 | 26 | ||||||||||
30 | Freddie Mac, Pool #G18485 | 2.50 | 10/1/28 | 27 | ||||||||||
163 | Freddie Mac, Pool #QA5290 | 2.50 | 12/1/49 | 139 | ||||||||||
435 | Freddie Mac, Pool #RA6019 | 2.50 | 10/1/51 | 368 | ||||||||||
423 | Freddie Mac, Pool #SD8183 | 2.50 | 12/1/51 | 355 | ||||||||||
259 | Freddie Mac, Pool #RA2595 | 2.50 | 5/1/50 | 219 | ||||||||||
441 | Freddie Mac, Pool #RA6493 | 2.50 | 12/1/51 | 370 | ||||||||||
72 | Freddie Mac, Pool #J37902 | 2.50 | 11/1/32 | 66 | ||||||||||
297 | Freddie Mac, Pool #SD8099 | 2.50 | 10/1/50 | 251 | ||||||||||
316 | Freddie Mac, Pool #SD8167 | 2.50 | 9/1/51 | 266 | ||||||||||
24 | Freddie Mac, Pool #RA6815 | 2.50 | 2/1/52 | 20 | ||||||||||
127 | Freddie Mac, Pool #RB5043 | 2.50 | 4/1/40 | 108 | ||||||||||
5 | Freddie Mac, Pool #J30875 | 2.50 | 3/1/30 | 4 | ||||||||||
224 | Freddie Mac, Pool #SD8067 | 2.50 | 6/1/50 | 189 | ||||||||||
25 | Freddie Mac, Pool #Q42878 | 2.50 | 9/1/46 | 21 | ||||||||||
402 | Freddie Mac, Pool #RA5286 | 2.50 | 5/1/51 | 338 | ||||||||||
169 | Freddie Mac, Pool #SD8083 | 2.50 | 8/1/50 | 143 | ||||||||||
340 | Freddie Mac, Pool #RA2643 | 2.50 | 6/1/50 | 288 | ||||||||||
450 | Freddie Mac, Pool #SD8189 | 2.50 | 1/1/52 | 379 | ||||||||||
450 | Freddie Mac, Pool #RA6340 | 2.50 | 11/1/51 | 380 | ||||||||||
59 | Freddie Mac, Pool #J23440 | 2.50 | 4/1/28 | 54 | ||||||||||
39 | Freddie Mac, Pool #SB8062 | 2.50 | 9/1/35 | 35 | ||||||||||
69 | Freddie Mac, Pool #G18470 | 2.50 | 6/1/28 | 63 | ||||||||||
268 | Freddie Mac, Pool #RB5157 | 2.50 | 5/1/42 | 231 | ||||||||||
58 | Freddie Mac, Pool #RB5072 | 2.50 | 9/1/40 | 49 | ||||||||||
59 | Freddie Mac, Pool #RB5054 | 2.50 | 6/1/40 | 50 | ||||||||||
438 | Freddie Mac, Pool #QC9156 | 2.50 | 10/1/51 | 369 | ||||||||||
9 | Freddie Mac, Pool #G08638 | 2.50 | 4/1/45 | 8 | ||||||||||
426 | Freddie Mac, Pool #RA5832 | 2.50 | 9/1/51 | 361 | ||||||||||
416 | Freddie Mac, Pool #QC2251 | 2.50 | 5/1/51 | 350 | ||||||||||
10 | Freddie Mac, Pool #G08755 | 2.50 | 2/1/47 | 8 | ||||||||||
360 | Freddie Mac, Pool #SD0578 | 2.50 | 3/1/51 | 302 | ||||||||||
92 | Freddie Mac, Pool #G18680 | 2.50 | 3/1/33 | 85 | ||||||||||
335 | Freddie Mac, Pool #SD8114 | 2.50 | 12/1/50 | 284 | ||||||||||
90 | Freddie Mac, Pool #J26408 | 2.50 | 11/1/28 | 83 | ||||||||||
55 | Freddie Mac, Pool #J18954 | 2.50 | 4/1/27 | 51 | ||||||||||
34 | Freddie Mac, Pool #C09026 | 2.50 | 2/1/43 | 29 | ||||||||||
64 | Freddie Mac, Pool #G18635 | 2.50 | 3/1/32 | 59 | ||||||||||
11 | Freddie Mac, Pool #ZT2094 | 2.50 | 6/1/34 | 10 | ||||||||||
14 | Freddie Mac, Pool #C91904 | 2.50 | 11/1/36 | 12 | ||||||||||
144 | Freddie Mac, Pool #SB0301 | 2.50 | 4/1/35 | 131 | ||||||||||
11 | Freddie Mac, Pool #G18472 | 2.50 | 7/1/28 | 10 | ||||||||||
478 | Freddie Mac, Pool #SD8194 | 2.50 | 2/1/52 | 402 | ||||||||||
328 | Freddie Mac, Pool #SD8122 | 2.50 | 1/1/51 | 278 | ||||||||||
43 | Freddie Mac, Pool #J35643 | 2.50 | 11/1/31 | 40 | ||||||||||
482 | Freddie Mac, Pool #RA6765 | 2.50 | 2/1/52 | 406 | ||||||||||
187 | Freddie Mac, Pool #RA2645 | 2.50 | 6/1/50 | 159 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 64 | Freddie Mac, Pool #ZS4687 | 2.50 | 11/1/46 | $ | 54 | ||||||||
484 | Freddie Mac, Pool #SD8147 | 2.50 | 5/1/51 | 408 | ||||||||||
253 | Freddie Mac, Pool #QA9142 | 2.50 | 5/1/50 | 214 | ||||||||||
482 | Freddie Mac, Pool #RA6621 | 2.50 | 1/1/52 | 407 | ||||||||||
72 | Freddie Mac, Pool #G18568 | 2.50 | 9/1/30 | 67 | ||||||||||
121 | Freddie Mac, Pool #J38477 | 2.50 | 2/1/33 | 112 | ||||||||||
58 | Freddie Mac, Pool #ZK8425 | 2.50 | 12/1/31 | 53 | ||||||||||
309 | Freddie Mac, Pool #RA2634 | 2.50 | 5/1/50 | 261 | ||||||||||
371 | Freddie Mac, Pool #SD0412 | 2.50 | 8/1/50 | 316 | ||||||||||
331 | Freddie Mac, Pool #SD8129 | 2.50 | 2/1/51 | 279 | ||||||||||
344 | Freddie Mac, Pool #RA2897 | 2.50 | 6/1/50 | 293 | ||||||||||
311 | Freddie Mac, Pool #QB3703 | 2.50 | 9/1/50 | 263 | ||||||||||
464 | Freddie Mac, Pool #SD0780 | 2.50 | 12/1/51 | 390 | ||||||||||
455 | Freddie Mac, Pool #QD5204 | 2.50 | 1/1/52 | 383 | ||||||||||
24 | Freddie Mac, Pool #SB8053 | 2.50 | 7/1/35 | 22 | ||||||||||
46 | Freddie Mac, Pool #ZS8692 | 2.50 | 4/1/33 | 43 | ||||||||||
75 | Freddie Mac, Series K1514, Class - A2, Callable 10/25/34 @ 100.00 | 2.86 | 10/25/34 | 63 | ||||||||||
44 | Freddie Mac, Pool #Q41795 | 3.00 | 7/1/46 | 39 | ||||||||||
83 | Freddie Mac, Pool #ZM2089 | 3.00 | 11/1/46 | 73 | ||||||||||
10 | Freddie Mac, Pool #C91943 | 3.00 | 7/1/37 | 9 | ||||||||||
251 | Freddie Mac, Pool #Q21065 | 3.00 | 8/1/43 | 223 | ||||||||||
21 | Freddie Mac, Pool #SD8030 | 3.00 | 11/1/49 | 18 | ||||||||||
4 | Freddie Mac, Pool #J17111 | 3.00 | 10/1/26 | 4 | ||||||||||
24 | Freddie Mac, Pool #C91798 | 3.00 | 12/1/34 | 22 | ||||||||||
61 | Freddie Mac, Pool #G18518 | 3.00 | 7/1/29 | 57 | ||||||||||
61 | Freddie Mac, Pool #ZM2721 | 3.00 | 2/1/47 | 54 | ||||||||||
82 | Freddie Mac, Pool #J17774 | 3.00 | 1/1/27 | 76 | ||||||||||
113 | Freddie Mac, Pool #C04619 | 3.00 | 3/1/43 | 101 | ||||||||||
83 | Freddie Mac, Pool #C91581 | 3.00 | 11/1/32 | 75 | ||||||||||
17 | Freddie Mac, Pool #J38807 | 3.00 | 4/1/33 | 16 | ||||||||||
45 | Freddie Mac, Pool #ZT0715 | 3.00 | 9/1/48 | 39 | ||||||||||
37 | Freddie Mac, Pool #ZS8686 | 3.00 | 2/1/33 | 35 | ||||||||||
61 | Freddie Mac, Pool #ZM2169 | 3.00 | 11/1/46 | 54 | ||||||||||
104 | Freddie Mac, Pool #ZS4621 | 3.00 | 7/1/45 | 92 | ||||||||||
18 | Freddie Mac, Pool #ZT2019 | 3.00 | 5/1/34 | 17 | ||||||||||
71 | Freddie Mac, Pool #SD8074 | 3.00 | 7/1/50 | 62 | ||||||||||
56 | Freddie Mac, Pool #ZT1323 | 3.00 | 10/1/48 | 49 | ||||||||||
110 | Freddie Mac, Pool #ZS4658 | 3.00 | 4/1/46 | 97 | ||||||||||
61 | Freddie Mac, Pool #ZS4779 | 3.00 | 6/1/48 | 53 | ||||||||||
47 | Freddie Mac, Pool #ZT0195 | 3.00 | 9/1/46 | 41 | ||||||||||
62 | Freddie Mac, Pool #G15145 | 3.00 | 7/1/29 | 58 | ||||||||||
78 | Freddie Mac, Pool #C04422 | 3.00 | 12/1/42 | 68 | ||||||||||
25 | Freddie Mac, Pool #J38675 | 3.00 | 3/1/33 | 23 | ||||||||||
135 | Freddie Mac, Pool #G60989 | 3.00 | 12/1/46 | 118 | ||||||||||
381 | Freddie Mac, Pool #SD8174 | 3.00 | 10/1/51 | 332 | ||||||||||
63 | Freddie Mac, Pool #RA2594 | 3.00 | 5/1/50 | 56 | ||||||||||
61 | Freddie Mac, Pool #ZS4706 | 3.00 | 3/1/47 | 54 | ||||||||||
122 | Freddie Mac, Pool #ZM2285 | 3.00 | 12/1/46 | 108 | ||||||||||
45 | Freddie Mac, Pool #SD8056 | 3.00 | 4/1/50 | 39 | ||||||||||
115 | Freddie Mac, Pool #SD8024 | 3.00 | 11/1/49 | 101 | ||||||||||
6 | Freddie Mac, Pool #Q13086 | 3.00 | 11/1/42 | 5 | ||||||||||
48 | Freddie Mac, Pool #ZS4688 | 3.00 | 11/1/46 | 42 | ||||||||||
14 | Freddie Mac, Pool #C91905 | 3.00 | 11/1/36 | 13 | ||||||||||
17 | Freddie Mac, Pool #J33135 | 3.00 | 11/1/30 | 16 | ||||||||||
107 | Freddie Mac, Pool #Q43734 | 3.00 | 10/1/46 | 93 | ||||||||||
185 | Freddie Mac, Pool #ZS4519 | 3.00 | 6/1/43 | 164 | ||||||||||
6 | Freddie Mac, Pool #C91949 | 3.00 | 9/1/37 | 5 | ||||||||||
19 | Freddie Mac, Pool #G18575 | 3.00 | 11/1/30 | 18 | ||||||||||
2 | Freddie Mac, Pool #Q39527 | 3.00 | 3/1/46 | 1 | ||||||||||
94 | Freddie Mac, Pool #ZA1283 | 3.00 | 1/1/43 | 84 | ||||||||||
25 | Freddie Mac, Pool #G30945 | 3.00 | 9/1/36 | 22 | ||||||||||
7 | Freddie Mac, Pool #G30999 | 3.00 | 2/1/37 | 7 | ||||||||||
53 | Freddie Mac, Pool #G18531 | 3.00 | 11/1/29 | 49 | ||||||||||
77 | Freddie Mac, Pool #G18514 | 3.00 | 6/1/29 | 72 | ||||||||||
50 | Freddie Mac, Pool #G18569 | 3.00 | 9/1/30 | 47 | ||||||||||
28 | Freddie Mac, Pool #G18582 | 3.00 | 1/1/31 | 26 | ||||||||||
15 | Freddie Mac, Pool #G18534 | 3.00 | 12/1/29 | 14 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 45 | Freddie Mac, Pool #C91707 | 3.00 | 6/1/33 | $ | 41 | ||||||||
5 | Freddie Mac, Pool #C91809 | 3.00 | 2/1/35 | 4 | ||||||||||
14 | Freddie Mac, Pool #J29932 | 3.00 | 11/1/29 | 13 | ||||||||||
12 | Freddie Mac, Pool #C91969 | 3.00 | 1/1/38 | 11 | ||||||||||
5 | Freddie Mac, Pool #C91939 | 3.00 | 6/1/37 | 5 | ||||||||||
97 | Freddie Mac, Pool #G18673 | 3.00 | 1/1/33 | 91 | ||||||||||
6 | Freddie Mac, Pool #J14241 | 3.00 | 1/1/26 | 6 | ||||||||||
30 | Freddie Mac, Pool #C91927 | 3.00 | 5/1/37 | 27 | ||||||||||
97 | Freddie Mac, Pool #ZS4512 | 3.00 | 5/1/43 | 86 | ||||||||||
24 | Freddie Mac, Pool #G08540 | 3.00 | 8/1/43 | 22 | ||||||||||
15 | Freddie Mac, Pool #C91924 | 3.00 | 4/1/37 | 14 | ||||||||||
14 | Freddie Mac, Pool #Q18599 | 3.00 | 6/1/43 | 12 | ||||||||||
6 | Freddie Mac, Pool #Q18882 | 3.00 | 5/1/43 | 5 | ||||||||||
64 | Freddie Mac, Pool #ZA2313 | 3.00 | 9/1/33 | 58 | ||||||||||
29 | Freddie Mac, Pool #J36428 | 3.00 | 2/1/32 | 27 | ||||||||||
137 | Freddie Mac, Pool #Q45735 | 3.00 | 1/1/47 | 121 | ||||||||||
63 | Freddie Mac, Pool #G15217 | 3.00 | 11/1/29 | 59 | ||||||||||
56 | Freddie Mac, Pool #Q20067 | 3.00 | 7/1/43 | 50 | ||||||||||
30 | Freddie Mac, Pool #ZS4703 | 3.00 | 2/1/47 | 27 | ||||||||||
23 | Freddie Mac, Pool #Q19754 | 3.00 | 7/1/43 | 21 | ||||||||||
43 | Freddie Mac, Pool #G08783 | 3.00 | 10/1/47 | 38 | ||||||||||
91 | Freddie Mac, Pool #QA1033 | 3.00 | 7/1/49 | 80 | ||||||||||
131 | Freddie Mac, Pool #SB8046 | 3.00 | 5/1/35 | 122 | ||||||||||
10 | Freddie Mac, Pool #C91826 | 3.00 | 5/1/35 | 9 | ||||||||||
32 | Freddie Mac, Pool #C91819 | 3.00 | 4/1/35 | 29 | ||||||||||
73 | Freddie Mac, Pool #QA8065 | 3.00 | 3/1/50 | 65 | ||||||||||
88 | Freddie Mac, Pool #G60187 | 3.00 | 8/1/45 | 78 | ||||||||||
40 | Freddie Mac, Pool #G08640 | 3.00 | 5/1/45 | 35 | ||||||||||
15 | Freddie Mac, Pool #J38057 | 3.00 | 12/1/32 | 14 | ||||||||||
389 | Freddie Mac, Pool #QD9881 | 3.00 | 3/1/52 | 339 | ||||||||||
150 | Freddie Mac, Pool #ZS4697 | 3.00 | 1/1/47 | 132 | ||||||||||
77 | Freddie Mac, Pool #ZS4693 | 3.00 | 12/1/46 | 68 | ||||||||||
20 | Freddie Mac, Pool #G18715 | 3.00 | 11/1/33 | 18 | ||||||||||
34 | Freddie Mac, Pool #G08648 | 3.00 | 6/1/45 | 30 | ||||||||||
126 | Freddie Mac, Pool #QA9049 | 3.00 | 4/1/50 | 111 | ||||||||||
36 | Freddie Mac, Pool #ZS4641 | 3.00 | 12/1/45 | 32 | ||||||||||
129 | Freddie Mac, Pool #Q16222 | 3.00 | 3/1/43 | 114 | ||||||||||
93 | Freddie Mac, Pool #ZS4609 | 3.00 | 4/1/45 | 82 | ||||||||||
523 | Freddie Mac, Pool #ZS4522 | 3.00 | 7/1/43 | 464 | ||||||||||
32 | Freddie Mac, Pool #ZS4663 | 3.50 | 5/1/46 | 29 | ||||||||||
61 | Freddie Mac, Pool #ZS4630 | 3.50 | 9/1/45 | 56 | ||||||||||
97 | Freddie Mac, Pool #G08562 | 3.50 | 1/1/44 | 89 | ||||||||||
32 | Freddie Mac, Pool #ZT1951 | 3.50 | 5/1/49 | 29 | ||||||||||
166 | Freddie Mac, Pool #RA2469 | 3.50 | 4/1/50 | 151 | ||||||||||
18 | Freddie Mac, Pool #RA1508 | 3.50 | 10/1/49 | 16 | ||||||||||
69 | Freddie Mac, Pool #Q09896 | 3.50 | 8/1/42 | 64 | ||||||||||
28 | Freddie Mac, Pool #ZS4759 | 3.50 | 3/1/48 | 26 | ||||||||||
76 | Freddie Mac, Pool #G08641 | 3.50 | 5/1/45 | 69 | ||||||||||
93 | Freddie Mac, Pool #Q20860 | 3.50 | 8/1/43 | 85 | ||||||||||
37 | Freddie Mac, Pool #G08687 | 3.50 | 1/1/46 | 34 | ||||||||||
486 | Freddie Mac, Pool #SD0968 | 3.50 | 4/1/52 | 438 | ||||||||||
32 | Freddie Mac, Pool #G08698 | 3.50 | 3/1/46 | 29 | ||||||||||
590 | Freddie Mac, Pool #SD8214 | 3.50 | 5/1/52 | 530 | ||||||||||
67 | Freddie Mac, Pool #ZS4622 | 3.50 | 7/1/45 | 62 | ||||||||||
39 | Freddie Mac, Pool #ZS4771 | 3.50 | 6/1/48 | 35 | ||||||||||
24 | Freddie Mac, Pool #G08846 | 3.50 | 11/1/48 | 22 | ||||||||||
53 | Freddie Mac, Pool #Q08998 | 3.50 | 6/1/42 | 49 | ||||||||||
100 | Freddie Mac, Pool #G08627 | 3.50 | 2/1/45 | 92 | ||||||||||
39 | Freddie Mac, Pool #Q06749 | 3.50 | 3/1/42 | 36 | ||||||||||
38 | Freddie Mac, Pool #Q04087 | 3.50 | 10/1/41 | 35 | ||||||||||
67 | Freddie Mac, Pool #G61148 | 3.50 | 9/1/47 | 61 | ||||||||||
112 | Freddie Mac, Pool #G08636 | 3.50 | 4/1/45 | 102 | ||||||||||
11 | Freddie Mac, Pool #Q55002 | 3.50 | 3/1/48 | 10 | ||||||||||
46 | Freddie Mac, Pool #SD8011 | 3.50 | 9/1/49 | 41 | ||||||||||
54 | Freddie Mac, Pool #Q53176 | 3.50 | 12/1/47 | 49 | ||||||||||
22 | Freddie Mac, Pool #J27494 | 3.50 | 2/1/29 | 21 | ||||||||||
10 | Freddie Mac, Pool #C91940 | 3.50 | 6/1/37 | 9 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 38 | Freddie Mac, Pool #Q57871 | 3.50 | 8/1/48 | $ | 34 | ||||||||
66 | Freddie Mac, Pool #ZS4713 | 3.50 | 4/1/47 | 60 | ||||||||||
30 | Freddie Mac, Pool #Q37449 | 3.50 | 11/1/45 | 27 | ||||||||||
153 | Freddie Mac, Pool #ZM4908 | 3.50 | 11/1/47 | 139 | ||||||||||
295 | Freddie Mac, Pool #ZS4487 | 3.50 | 6/1/42 | 273 | ||||||||||
77 | Freddie Mac, Pool #ZS4642 | 3.50 | 12/1/45 | 71 | ||||||||||
16 | Freddie Mac, Pool #ZT0711 | 3.50 | 10/1/48 | 14 | ||||||||||
29 | Freddie Mac, Pool #ZS4659 | 3.50 | 4/1/46 | 26 | ||||||||||
54 | Freddie Mac, Pool #Q51461 | 3.50 | 10/1/47 | 49 | ||||||||||
25 | Freddie Mac, Pool #C03920 | 3.50 | 5/1/42 | 23 | ||||||||||
36 | Freddie Mac, Pool #G18707 | 3.50 | 9/1/33 | 34 | ||||||||||
110 | Freddie Mac, Pool #ZS4599 | 3.50 | 1/1/45 | 101 | ||||||||||
67 | Freddie Mac, Pool #Q08903 | 3.50 | 6/1/42 | 62 | ||||||||||
37 | Freddie Mac, Pool #G08733 | 3.50 | 11/1/46 | 33 | ||||||||||
99 | Freddie Mac, Pool #ZS4618 | 3.50 | 6/1/45 | 91 | ||||||||||
30 | Freddie Mac, Pool #G30776 | 3.50 | 7/1/35 | 27 | ||||||||||
82 | Freddie Mac, Pool #QA8794 | 3.50 | 4/1/50 | 74 | ||||||||||
41 | Freddie Mac, Pool #Q12052 | 3.50 | 10/1/42 | 38 | ||||||||||
73 | Freddie Mac, Pool #Q49490 | 3.50 | 7/1/47 | 66 | ||||||||||
41 | Freddie Mac, Pool #ZA5128 | 3.50 | 12/1/47 | 37 | ||||||||||
22 | Freddie Mac, Pool #G08605 | 3.50 | 9/1/44 | 20 | ||||||||||
11 | Freddie Mac, Pool #C92003 | 3.50 | 7/1/38 | 10 | ||||||||||
8 | Freddie Mac, Pool #G08620 | 3.50 | 12/1/44 | 8 | ||||||||||
18 | Freddie Mac, Pool #J13582 | 3.50 | 11/1/25 | 17 | ||||||||||
49 | Freddie Mac, Pool #ZS4704 | 3.50 | 2/1/47 | 45 | ||||||||||
5 | Freddie Mac, Pool #C91760 | 3.50 | 5/1/34 | 5 | ||||||||||
63 | Freddie Mac, Pool #SD8001 | 3.50 | 7/1/49 | 57 | ||||||||||
60 | Freddie Mac, Pool #C91456 | 3.50 | 6/1/32 | 56 | ||||||||||
55 | Freddie Mac, Pool #C91403 | 3.50 | 3/1/32 | 51 | ||||||||||
17 | Freddie Mac, Pool #A96409 | 3.50 | 1/1/41 | 16 | ||||||||||
76 | Freddie Mac, Pool #ZS4651 | 3.50 | 3/1/46 | 69 | ||||||||||
39 | Freddie Mac, Pool #Q36040 | 3.50 | 9/1/45 | 35 | ||||||||||
34 | Freddie Mac, Pool #Q58422 | 3.50 | 9/1/48 | 31 | ||||||||||
57 | Freddie Mac, Pool #G08761 | 3.50 | 5/1/47 | 52 | ||||||||||
25 | Freddie Mac, Pool #G08813 | 3.50 | 5/1/48 | 23 | ||||||||||
15 | Freddie Mac, Pool #C91742 | 3.50 | 1/1/34 | 14 | ||||||||||
19 | Freddie Mac, Pool #C91950 | 3.50 | 9/1/37 | 17 | ||||||||||
85 | Freddie Mac, Pool #G08804 | 3.50 | 3/1/48 | 77 | ||||||||||
87 | Freddie Mac, Pool #G08766 | 3.50 | 6/1/47 | 79 | ||||||||||
3 | Freddie Mac, Pool #E02735 | 3.50 | 10/1/25 | 3 | ||||||||||
10 | Freddie Mac, Pool #ZS4747 | 3.50 | 12/1/47 | 9 | ||||||||||
50 | Freddie Mac, Pool #SB0031 | 3.50 | 10/1/27 | 48 | ||||||||||
22 | Freddie Mac, Pool #G08599 | 3.50 | 8/1/44 | 21 | ||||||||||
63 | Freddie Mac, Pool #J15105 | 3.50 | 4/1/26 | 62 | ||||||||||
8 | Freddie Mac, Pool #J26144 | 3.50 | 10/1/23 | 7 | ||||||||||
68 | Freddie Mac, Pool #G08632 | 3.50 | 3/1/45 | 63 | ||||||||||
135 | Freddie Mac, Pool #ZS4536 | 3.50 | 10/1/43 | 124 | ||||||||||
14 | Freddie Mac, Pool #Q31134 | 3.50 | 2/1/45 | 13 | ||||||||||
6 | Freddie Mac, Pool #C91925 | 3.50 | 4/1/37 | 5 | ||||||||||
18 | Freddie Mac, Pool #SB8007 | 3.50 | 9/1/34 | 17 | ||||||||||
24 | Freddie Mac, Pool #G08483 | 4.00 | 3/1/42 | 23 | ||||||||||
29 | Freddie Mac, Pool #ZN5030 | 4.00 | 4/1/49 | 27 | ||||||||||
112 | Freddie Mac, Pool #SD0290 | 4.00 | 4/1/50 | 104 | ||||||||||
23 | Freddie Mac, Pool #ZT1840 | 4.00 | 9/1/48 | 22 | ||||||||||
52 | Freddie Mac, Pool #G08459 | 4.00 | 9/1/41 | 49 | ||||||||||
11 | Freddie Mac, Pool #ZT1800 | 4.00 | 3/1/34 | 11 | ||||||||||
29 | Freddie Mac, Pool #ZT1320 | 4.00 | 11/1/48 | 27 | ||||||||||
64 | Freddie Mac, Pool #ZS4731 | 4.00 | 8/1/47 | 60 | ||||||||||
44 | Freddie Mac, Pool #SD8039 | 4.00 | 1/1/50 | 41 | ||||||||||
197 | Freddie Mac, Pool #QE6074 | 4.00 | 7/1/52 | 183 | ||||||||||
11 | Freddie Mac, Pool #C91994 | 4.00 | 5/1/38 | 10 | ||||||||||
42 | Freddie Mac, Pool #C09070 | 4.00 | 12/1/44 | 40 | ||||||||||
6 | Freddie Mac, Pool #C91923 | 4.00 | 3/1/37 | 6 | ||||||||||
89 | Freddie Mac, Pool #G06506 | 4.00 | 12/1/40 | 85 | ||||||||||
35 | Freddie Mac, Pool #G08767 | 4.00 | 6/1/47 | 33 | ||||||||||
4 | Freddie Mac, Pool #G08642 | 4.00 | 5/1/45 | 3 | ||||||||||
45 | Freddie Mac, Pool #G08567 | 4.00 | 1/1/44 | 43 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 26 | Freddie Mac, Pool #ZA6946 | 4.00 | 5/1/49 | $ | 24 | ||||||||
53 | Freddie Mac, Pool #G08785 | 4.00 | 10/1/47 | 50 | ||||||||||
8 | Freddie Mac, Pool #C92019 | 4.00 | 10/1/38 | 8 | ||||||||||
36 | Freddie Mac, Pool #ZT2106 | 4.00 | 3/1/49 | 34 | ||||||||||
64 | Freddie Mac, Pool #ZA4988 | 4.00 | 8/1/47 | 60 | ||||||||||
16 | Freddie Mac, Pool #ZS4652 | 4.00 | 2/1/46 | 15 | ||||||||||
53 | Freddie Mac, Pool #G08588 | 4.00 | 5/1/44 | 50 | ||||||||||
30 | Freddie Mac, Pool #G08637 | 4.00 | 4/1/45 | 28 | ||||||||||
13 | Freddie Mac, Pool #G08672 | 4.00 | 10/1/45 | 12 | ||||||||||
24 | Freddie Mac, Pool #Q34081 | 4.00 | 6/1/45 | 22 | ||||||||||
67 | Freddie Mac, Pool #ZS4631 | 4.00 | 9/1/45 | 63 | ||||||||||
30 | Freddie Mac, Pool #C91765 | 4.00 | 6/1/34 | 28 | ||||||||||
50 | Freddie Mac, Pool #G08616 | 4.00 | 11/1/44 | 48 | ||||||||||
32 | Freddie Mac, Pool #C91738 | 4.00 | 11/1/33 | 30 | ||||||||||
36 | Freddie Mac, Pool #Q58680 | 4.00 | 9/1/48 | 34 | ||||||||||
7 | Freddie Mac, Pool #G08633 | 4.00 | 3/1/45 | 7 | ||||||||||
21 | Freddie Mac, Pool #G08836 | 4.00 | 9/1/48 | 20 | ||||||||||
84 | Freddie Mac, Pool #ZS4627 | 4.00 | 8/1/45 | 80 | ||||||||||
25 | Freddie Mac, Pool #G08601 | 4.00 | 8/1/44 | 24 | ||||||||||
48 | Freddie Mac, Pool #G08618 | 4.00 | 12/1/44 | 45 | ||||||||||
74 | Freddie Mac, Pool #ZL7781 | 4.00 | 2/1/44 | 70 | ||||||||||
21 | Freddie Mac, Pool #G08831 | 4.00 | 8/1/48 | 20 | ||||||||||
80 | Freddie Mac, Pool #ZS4708 | 4.00 | 3/1/47 | 75 | ||||||||||
40 | Freddie Mac, Pool #Q27594 | 4.00 | 8/1/44 | 38 | ||||||||||
3 | Freddie Mac, Pool #Q27456 | 4.00 | 7/1/44 | 3 | ||||||||||
40 | Freddie Mac, Pool #ZT1952 | 4.00 | 5/1/49 | 38 | ||||||||||
134 | Freddie Mac, Pool #SD8070 | 4.00 | 6/1/50 | 125 | ||||||||||
14 | Freddie Mac, Pool #G14453 | 4.00 | 6/1/26 | 14 | ||||||||||
4 | Freddie Mac, Pool #J12435 | 4.00 | 6/1/25 | 4 | ||||||||||
262 | Freddie Mac, Pool #A96286 | 4.00 | 1/1/41 | 251 | ||||||||||
50 | Freddie Mac, Pool #ZS4573 | 4.00 | 7/1/44 | 47 | ||||||||||
1 | Freddie Mac, Pool #J07849 | 4.50 | 5/1/23 | 1 | ||||||||||
100 | Freddie Mac, Pool #RA7928 | 4.50 | 9/1/52 | 95 | ||||||||||
17 | Freddie Mac, Pool #Q25432 | 4.50 | 3/1/44 | 17 | ||||||||||
17 | Freddie Mac, Pool #Q22671 | 4.50 | 11/1/43 | 16 | ||||||||||
4 | Freddie Mac, Pool #A90437 | 4.50 | 1/1/40 | 4 | ||||||||||
16 | Freddie Mac, Pool #G08596 | 4.50 | 7/1/44 | 16 | ||||||||||
39 | Freddie Mac, Pool #G08759 | 4.50 | 4/1/47 | 38 | ||||||||||
8 | Freddie Mac, Pool #C09059 | 4.50 | 3/1/44 | 8 | ||||||||||
28 | Freddie Mac, Pool #Q57957 | 4.50 | 8/1/48 | 27 | ||||||||||
28 | Freddie Mac, Pool #Q59805 | 4.50 | 11/1/48 | 27 | ||||||||||
25 | Freddie Mac, Pool #ZT1321 | 4.50 | 11/1/48 | 24 | ||||||||||
25 | Freddie Mac, Pool #ZS4781 | 4.50 | 7/1/48 | 24 | ||||||||||
3 | Freddie Mac, Pool #E02862 | 4.50 | 3/1/26 | 3 | ||||||||||
42 | Freddie Mac, Pool #A97495 | 4.50 | 3/1/41 | 41 | ||||||||||
13 | Freddie Mac, Pool #G08781 | 4.50 | 9/1/47 | 12 | ||||||||||
534 | Freddie Mac, Pool #A97692 | 4.50 | 3/1/41 | 526 | ||||||||||
26 | Freddie Mac, Pool #ZS4774 | 4.50 | 5/1/48 | 25 | ||||||||||
22 | Freddie Mac, Pool #G60512 | 4.50 | 12/1/45 | 21 | ||||||||||
107 | Freddie Mac, Pool #SD8002 | 4.50 | 7/1/49 | 102 | ||||||||||
26 | Freddie Mac, Pool #G08754 | 4.50 | 3/1/47 | 25 | ||||||||||
52 | Freddie Mac, Pool #ZT1711 | 4.50 | 2/1/49 | 50 | ||||||||||
61 | Freddie Mac, Pool #ZT1779 | 5.00 | 3/1/49 | 59 | ||||||||||
8 | Freddie Mac, Pool #G08838 | 5.00 | 9/1/48 | 8 | ||||||||||
15 | Freddie Mac, Pool #G05205 | 5.00 | 1/1/39 | 15 | ||||||||||
2 | Freddie Mac, Pool #G13255 | 5.00 | 7/1/23 | 2 | ||||||||||
6 | Freddie Mac, Pool #G07068 | 5.00 | 7/1/41 | 6 | ||||||||||
69 | Freddie Mac, Pool #Q00763 | 5.00 | 5/1/41 | 68 | ||||||||||
101 | Freddie Mac, Pool #G04913 | 5.00 | 3/1/38 | 101 | ||||||||||
6 | Freddie Mac, Pool #SD0093 | 5.00 | 10/1/49 | 6 | ||||||||||
236 | Freddie Mac, Pool #C01598 | 5.00 | 8/1/33 | 235 | ||||||||||
145 | Freddie Mac, Pool #G01665 | 5.50 | 3/1/34 | 149 | ||||||||||
1 | Freddie Mac, Pool #G06091 | 5.50 | 5/1/40 | 1 | ||||||||||
34 | Freddie Mac, Pool #G06031 | 5.50 | 3/1/40 | 35 | ||||||||||
2 | Freddie Mac, Pool #A62706 | 6.00 | 6/1/37 | 2 | ||||||||||
28 | Freddie Mac, Pool #G03551 | 6.00 | 11/1/37 | 30 | ||||||||||
16 | Freddie Mac, Pool #G05709 | 6.00 | 6/1/38 | 17 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 130 | Freddie Mac, Pool #G02794 | 6.00 | 5/1/37 | $ | 142 | ||||||||
446 | Government National Mortgage Association, Pool #MA7986 | 2.00 | 4/20/52 | 371 | ||||||||||
344 | Government National Mortgage Association, Pool #MA6818 | 2.00 | 8/20/50 | 286 | ||||||||||
353 | Government National Mortgage Association, Pool #MA7135 | 2.00 | 1/20/51 | 295 | ||||||||||
365 | Government National Mortgage Association, Pool #MA7254 | 2.00 | 3/20/51 | 306 | ||||||||||
393 | Government National Mortgage Association, Pool #MA7051 | 2.00 | 12/20/50 | 327 | ||||||||||
360 | Government National Mortgage Association, Pool #MA7366 | 2.00 | 5/20/51 | 299 | ||||||||||
439 | Government National Mortgage Association, Pool #MA7935 | 2.00 | 3/20/52 | 365 | ||||||||||
398 | Government National Mortgage Association, Pool #MA7471 | 2.00 | 7/20/51 | 332 | ||||||||||
434 | Government National Mortgage Association, Pool #MA7826 | 2.00 | 1/20/52 | 361 | ||||||||||
617 | Government National Mortgage Association, Pool #MA7704 | 2.00 | 11/20/51 | 514 | ||||||||||
253 | Government National Mortgage Association, Pool #MA7311 | 2.00 | 4/20/51 | 211 | ||||||||||
274 | Government National Mortgage Association, Pool #MA7533 | 2.00 | 8/20/51 | 228 | ||||||||||
476 | Government National Mortgage Association, Pool #MA7766 | 2.00 | 12/20/51 | 396 | ||||||||||
249 | Government National Mortgage Association, Pool #MA6994 | 2.00 | 11/20/50 | 209 | ||||||||||
197 | Government National Mortgage Association, Pool #MA6864 | 2.00 | 9/20/50 | 164 | ||||||||||
434 | Government National Mortgage Association, Pool #MA7588 | 2.00 | 9/20/51 | 361 | ||||||||||
333 | Government National Mortgage Association, Pool #MA6930 | 2.00 | 10/20/50 | 277 | ||||||||||
386 | Government National Mortgage Association, Pool #MA7417 | 2.00 | 6/20/51 | 321 | ||||||||||
352 | Government National Mortgage Association, Pool #MA7255 | 2.50 | 3/20/51 | 304 | ||||||||||
439 | Government National Mortgage Association, Pool #MA7881 | 2.50 | 2/20/52 | 378 | ||||||||||
341 | Government National Mortgage Association, Pool #MA7193 | 2.50 | 2/20/51 | 293 | ||||||||||
270 | Government National Mortgage Association, Pool #MA8042 | 2.50 | 5/20/52 | 232 | ||||||||||
466 | Government National Mortgage Association, Pool #MA7052 | 2.50 | 12/20/50 | 400 | ||||||||||
13 | Government National Mortgage Association, Pool #MA1133 | 2.50 | 7/20/28 | 12 | ||||||||||
11 | Government National Mortgage Association, Pool #711729 | 2.50 | 3/15/43 | 9 | ||||||||||
458 | Government National Mortgage Association, Pool #MA6709 | 2.50 | 6/20/50 | 395 | ||||||||||
13 | Government National Mortgage Association, Pool #MA0908 | 2.50 | 4/20/28 | 12 | ||||||||||
439 | Government National Mortgage Association, Pool #MA7987 | 2.50 | 4/20/52 | 377 | ||||||||||
394 | Government National Mortgage Association, Pool #MA7472 | 2.50 | 7/20/51 | 340 | ||||||||||
445 | Government National Mortgage Association, Pool #MA7589 | 2.50 | 9/20/51 | 382 | ||||||||||
608 | Government National Mortgage Association, Pool #MA7767 | 2.50 | 12/20/51 | 524 | ||||||||||
415 | Government National Mortgage Association, Pool #MA7649 | 2.50 | 10/20/51 | 358 | ||||||||||
206 | Government National Mortgage Association, Pool #MA4125 | 2.50 | 12/20/46 | 177 | ||||||||||
20 | Government National Mortgage Association, Pool #MA4067 | 2.50 | 11/20/46 | 18 | ||||||||||
405 | Government National Mortgage Association, Pool #MA7367 | 2.50 | 5/20/51 | 348 | ||||||||||
200 | Government National Mortgage Association, Pool #MA7705 | 2.50 | 11/20/51 | 173 | ||||||||||
194 | Government National Mortgage Association, Pool #MA6655 | 2.50 | 5/20/50 | 167 | ||||||||||
385 | Government National Mortgage Association, Pool #MA7418 | 2.50 | 6/20/51 | 332 | ||||||||||
7 | Government National Mortgage Association, Pool #MA4355 | 2.50 | 4/20/32 | 6 | ||||||||||
21 | Government National Mortgage Association, Pool #MA0601 | 2.50 | 12/20/27 | 19 | ||||||||||
19 | Government National Mortgage Association, Pool #MA4717 | 2.50 | 9/20/47 | 16 | ||||||||||
13 | Government National Mortgage Association, Pool #MA4194 | 2.50 | 1/20/47 | 11 | ||||||||||
479 | Government National Mortgage Association, Pool #MA7827 | 2.50 | 1/20/52 | 412 | ||||||||||
13 | Government National Mortgage Association, Pool #MA4424 | 2.50 | 5/20/32 | 12 | ||||||||||
217 | Government National Mortgage Association, Pool #MA6819 | 2.50 | 8/20/50 | 186 | ||||||||||
7 | Government National Mortgage Association, Pool #MA2890 | 2.50 | 6/20/45 | 6 | ||||||||||
201 | Government National Mortgage Association, Pool #MA4260 | 2.50 | 2/20/47 | 173 | ||||||||||
362 | Government National Mortgage Association, Pool #MA7312 | 2.50 | 4/20/51 | 313 | ||||||||||
597 | Government National Mortgage Association, Pool #MA7534 | 2.50 | 8/20/51 | 515 | ||||||||||
21 | Government National Mortgage Association, Pool #AA8341 | 2.50 | 2/15/28 | 19 | ||||||||||
420 | Government National Mortgage Association, Pool #MA8147 | 2.50 | 7/20/52 | 361 | ||||||||||
153 | Government National Mortgage Association, Pool #MA6540 | 2.50 | 3/20/50 | 132 | ||||||||||
14 | Government National Mortgage Association, Pool #776954 | 2.50 | 11/15/42 | 12 | ||||||||||
97 | Government National Mortgage Association, Pool #MA6598 | 2.50 | 4/20/50 | 84 | ||||||||||
274 | Government National Mortgage Association, Pool #MA6931 | 2.50 | 10/20/50 | 236 | ||||||||||
293 | Government National Mortgage Association, Pool #MA6995 | 2.50 | 11/20/50 | 252 | ||||||||||
422 | Government National Mortgage Association, Pool #MA6865 | 2.50 | 9/20/50 | 363 | ||||||||||
437 | Government National Mortgage Association, Pool #MA7936 | 2.50 | 3/20/52 | 376 | ||||||||||
461 | Government National Mortgage Association, Pool #MA7136 | 2.50 | 1/20/51 | 396 | ||||||||||
37 | Government National Mortgage Association, Pool #MA1283 | 2.50 | 9/20/43 | 30 | ||||||||||
5 | Government National Mortgage Association, Pool #MA4935 | 3.00 | 1/20/33 | 5 | ||||||||||
52 | Government National Mortgage Association, Pool #MA2825 | 3.00 | 5/20/45 | 47 | ||||||||||
15 | Government National Mortgage Association, Pool #AK7285 | 3.00 | 3/15/45 | 14 | ||||||||||
88 | Government National Mortgage Association, Pool #MA0153 | 3.00 | 6/20/42 | 80 | ||||||||||
77 | Government National Mortgage Association, Pool #MA6089 | 3.00 | 8/20/49 | 68 | ||||||||||
79 | Government National Mortgage Association, Pool #MA6283 | 3.00 | 11/20/49 | 71 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 76 | Government National Mortgage Association, Pool #MA6710 | 3.00 | 6/20/50 | $ | 67 | ||||||||
153 | Government National Mortgage Association, Pool #MA5018 | 3.00 | 2/20/48 | 138 | ||||||||||
24 | Government National Mortgage Association, Pool #MA3243 | 3.00 | 11/20/45 | 22 | ||||||||||
9 | Government National Mortgage Association, Pool #AA2934 | 3.00 | 7/15/42 | 8 | ||||||||||
379 | Government National Mortgage Association, Pool #MA6218 | 3.00 | 10/20/49 | 339 | ||||||||||
166 | Government National Mortgage Association, Pool #MA4899 | 3.00 | 12/20/47 | 149 | ||||||||||
91 | Government National Mortgage Association, Pool #MA2520 | 3.00 | 1/20/45 | 82 | ||||||||||
62 | Government National Mortgage Association, Pool #MA3309 | 3.00 | 12/20/45 | 56 | ||||||||||
8 | Government National Mortgage Association, Pool #MA1890 | 3.00 | 5/20/29 | 8 | ||||||||||
8 | Government National Mortgage Association, Pool #AN5756 | 3.00 | 7/15/45 | 7 | ||||||||||
23 | Government National Mortgage Association, Pool #MA3520 | 3.00 | 3/20/46 | 20 | ||||||||||
174 | Government National Mortgage Association, Pool #MA5076 | 3.00 | 3/20/48 | 156 | ||||||||||
53 | Government National Mortgage Association, Pool #MA2960 | 3.00 | 7/20/45 | 48 | ||||||||||
58 | Government National Mortgage Association, Pool #MA3104 | 3.00 | 9/20/45 | 52 | ||||||||||
76 | Government National Mortgage Association, Pool #MA3033 | 3.00 | 8/20/45 | 69 | ||||||||||
108 | Government National Mortgage Association, Pool #MA4651 | 3.00 | 8/20/47 | 97 | ||||||||||
12 | Government National Mortgage Association, Pool #MA2797 | 3.00 | 5/20/30 | 11 | ||||||||||
4 | Government National Mortgage Association, Pool #5276 | 3.00 | 1/20/27 | 4 | ||||||||||
394 | Government National Mortgage Association, Pool #MA7828 | 3.00 | 1/20/52 | 348 | ||||||||||
395 | Government National Mortgage Association, Pool #MA8098 | 3.00 | 6/20/52 | 349 | ||||||||||
118 | Government National Mortgage Association, Pool #MA6338 | 3.00 | 12/20/49 | 105 | ||||||||||
20 | Government National Mortgage Association, Pool #MA6820 | 3.00 | 8/20/50 | 18 | ||||||||||
50 | Government National Mortgage Association, Pool #AA2654 | 3.00 | 6/15/43 | 45 | ||||||||||
92 | Government National Mortgage Association, Pool #MA1374 | 3.00 | 10/20/43 | 82 | ||||||||||
56 | Government National Mortgage Association, Pool #MA2444 | 3.00 | 12/20/44 | 51 | ||||||||||
80 | Government National Mortgage Association, Pool #MA0461 | 3.00 | 10/20/42 | 72 | ||||||||||
22 | Government National Mortgage Association, Pool #MA0205 | 3.00 | 7/20/27 | 20 | ||||||||||
17 | Government National Mortgage Association, Pool #MA6766 | 3.00 | 7/20/50 | 15 | ||||||||||
392 | Government National Mortgage Association, Pool #MA7706 | 3.00 | 11/20/51 | 346 | ||||||||||
62 | Government National Mortgage Association, Pool #MA3596 | 3.00 | 4/20/46 | 56 | ||||||||||
68 | Government National Mortgage Association, Pool #MA3662 | 3.00 | 5/20/46 | 61 | ||||||||||
55 | Government National Mortgage Association, Pool #MA3873 | 3.00 | 8/20/46 | 50 | ||||||||||
77 | Government National Mortgage Association, Pool #MA3802 | 3.00 | 7/20/46 | 69 | ||||||||||
137 | Government National Mortgage Association, Pool #MA6409 | 3.00 | 1/20/50 | 122 | ||||||||||
232 | Government National Mortgage Association, Pool #MA6656 | 3.00 | 5/20/50 | 207 | ||||||||||
263 | Government National Mortgage Association, Pool #MA6599 | 3.00 | 4/20/50 | 234 | ||||||||||
125 | Government National Mortgage Association, Pool #MA3936 | 3.00 | 9/20/46 | 113 | ||||||||||
107 | Government National Mortgage Association, Pool #AA6149 | 3.00 | 3/20/43 | 95 | ||||||||||
402 | Government National Mortgage Association, Pool #MA7768 | 3.00 | 12/20/51 | 355 | ||||||||||
501 | Government National Mortgage Association, Pool #MA0624 | 3.00 | 12/20/42 | 454 | ||||||||||
115 | Government National Mortgage Association, Pool #MA2147 | 3.00 | 8/20/44 | 105 | ||||||||||
49 | Government National Mortgage Association, Pool #MA3172 | 3.00 | 10/20/45 | 45 | ||||||||||
101 | Government National Mortgage Association, Pool #MA4509 | 3.00 | 6/20/47 | 90 | ||||||||||
113 | Government National Mortgage Association, Pool #MA4836 | 3.00 | 11/20/47 | 101 | ||||||||||
68 | Government National Mortgage Association, Pool #MA4381 | 3.00 | 4/20/47 | 61 | ||||||||||
82 | Government National Mortgage Association, Pool #MA4961 | 3.00 | 1/20/48 | 74 | ||||||||||
16 | Government National Mortgage Association, Pool #AG0440 | 3.00 | 8/15/43 | 15 | ||||||||||
25 | Government National Mortgage Association, Pool #MA1265 | 3.00 | 9/20/28 | 24 | ||||||||||
142 | Government National Mortgage Association, Pool #MA0391 | 3.00 | 9/20/42 | 129 | ||||||||||
82 | Government National Mortgage Association, Pool #MA4777 | 3.00 | 10/20/47 | 74 | ||||||||||
138 | Government National Mortgage Association, Pool #MA3735 | 3.00 | 6/20/46 | 124 | ||||||||||
145 | Government National Mortgage Association, Pool #MA6474 | 3.00 | 2/20/50 | 129 | ||||||||||
41 | Government National Mortgage Association, Pool #MA2753 | 3.00 | 4/20/45 | 37 | ||||||||||
184 | Government National Mortgage Association, Pool #MA4003 | 3.00 | 10/20/46 | 166 | ||||||||||
33 | Government National Mortgage Association, Pool #MA0851 | 3.00 | 3/20/43 | 29 | ||||||||||
4 | Government National Mortgage Association, Pool #AL5058 | 3.00 | 3/15/45 | 4 | ||||||||||
20 | Government National Mortgage Association, Pool #MA2600 | 3.00 | 2/20/45 | 18 | ||||||||||
21 | Government National Mortgage Association, Pool #MA4559 | 3.00 | 7/20/32 | 19 | ||||||||||
165 | Government National Mortgage Association, Pool #MA4195 | 3.00 | 1/20/47 | 148 | ||||||||||
66 | Government National Mortgage Association, Pool #MA4320 | 3.00 | 3/20/47 | 60 | ||||||||||
32 | Government National Mortgage Association, Pool #MA4068 | 3.00 | 11/20/46 | 29 | ||||||||||
87 | Government National Mortgage Association, Pool #MA4450 | 3.00 | 5/20/47 | 78 | ||||||||||
156 | Government National Mortgage Association, Pool #MA4261 | 3.00 | 2/20/47 | 140 | ||||||||||
186 | Government National Mortgage Association, Pool #MA4126 | 3.00 | 12/20/46 | 167 | ||||||||||
135 | Government National Mortgage Association, Pool #AD8433 | 3.00 | 7/15/43 | 122 | ||||||||||
43 | Government National Mortgage Association, Pool #779084 | 3.00 | 4/15/42 | 39 | ||||||||||
63 | Government National Mortgage Association, Pool #MA3663 | 3.50 | 5/20/46 | 58 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 57 | Government National Mortgage Association, Pool #778157 | 3.50 | 3/15/42 | $ | 56 | ||||||||
56 | Government National Mortgage Association, Pool #MA3736 | 3.50 | 6/20/46 | 52 | ||||||||||
89 | Government National Mortgage Association, Pool #MA3244 | 3.50 | 11/20/45 | 82 | ||||||||||
120 | Government National Mortgage Association, Pool #MA0934 | 3.50 | 4/20/43 | 113 | ||||||||||
61 | Government National Mortgage Association, Pool #MA3310 | 3.50 | 12/20/45 | 56 | ||||||||||
40 | Government National Mortgage Association, Pool #MA1919 | 3.50 | 5/20/44 | 37 | ||||||||||
101 | Government National Mortgage Association, Pool #MA3034 | 3.50 | 8/20/45 | 93 | ||||||||||
10 | Government National Mortgage Association, Pool #MA6410 | 3.50 | 1/20/50 | 9 | ||||||||||
60 | Government National Mortgage Association, Pool #MA3874 | 3.50 | 8/20/46 | 55 | ||||||||||
72 | Government National Mortgage Association, Pool #MA0699 | 3.50 | 1/20/43 | 67 | ||||||||||
65 | Government National Mortgage Association, Pool #MA3803 | 3.50 | 7/20/46 | 59 | ||||||||||
50 | Government National Mortgage Association, Pool #MA2754 | 3.50 | 4/20/45 | 46 | ||||||||||
75 | Government National Mortgage Association, Pool #MA0022 | 3.50 | 4/20/42 | 70 | ||||||||||
50 | Government National Mortgage Association, Pool #MA5263 | 3.50 | 6/20/48 | 46 | ||||||||||
107 | Government National Mortgage Association, Pool #MA3521 | 3.50 | 3/20/46 | 98 | ||||||||||
87 | Government National Mortgage Association, Pool #MA2303 | 3.50 | 10/20/44 | 80 | ||||||||||
72 | Government National Mortgage Association, Pool #MA4262 | 3.50 | 2/20/47 | 66 | ||||||||||
78 | Government National Mortgage Association, Pool #MA3597 | 3.50 | 4/20/46 | 72 | ||||||||||
27 | Government National Mortgage Association, Pool #BD5909 | 3.50 | 10/15/47 | 26 | ||||||||||
74 | Government National Mortgage Association, Pool #MA2678 | 3.50 | 3/20/45 | 69 | ||||||||||
10 | Government National Mortgage Association, Pool #MA1574 | 3.50 | 1/20/29 | 9 | ||||||||||
44 | Government National Mortgage Association, Pool #MA3454 | 3.50 | 2/20/46 | 40 | ||||||||||
49 | Government National Mortgage Association, Pool #MA2445 | 3.50 | 12/20/44 | 45 | ||||||||||
59 | Government National Mortgage Association, Pool #MA2961 | 3.50 | 7/20/45 | 54 | ||||||||||
73 | Government National Mortgage Association, Pool #MA4069 | 3.50 | 11/20/46 | 67 | ||||||||||
81 | Government National Mortgage Association, Pool #MA2892 | 3.50 | 6/20/45 | 74 | ||||||||||
46 | Government National Mortgage Association, Pool #MA1838 | 3.50 | 4/20/44 | 42 | ||||||||||
96 | Government National Mortgage Association, Pool #MA0088 | 3.50 | 5/20/42 | 89 | ||||||||||
97 | Government National Mortgage Association, Pool #MA4127 | 3.50 | 12/20/46 | 89 | ||||||||||
54 | Government National Mortgage Association, Pool #MA4586 | 3.50 | 7/20/47 | 50 | ||||||||||
136 | Government National Mortgage Association, Pool #MA1090 | 3.50 | 6/20/43 | 127 | ||||||||||
78 | Government National Mortgage Association, Pool #MA3376 | 3.50 | 1/20/46 | 72 | ||||||||||
138 | Government National Mortgage Association, Pool #MA1157 | 3.50 | 7/20/43 | 129 | ||||||||||
397 | Government National Mortgage Association, Pool #MA8149 | 3.50 | 7/20/52 | 361 | ||||||||||
119 | Government National Mortgage Association, Pool #MA0852 | 3.50 | 3/20/43 | 113 | ||||||||||
42 | Government National Mortgage Association, Pool #MA2371 | 3.50 | 11/20/44 | 39 | ||||||||||
61 | Government National Mortgage Association, Pool #MA5077 | 3.50 | 3/20/48 | 56 | ||||||||||
5 | Government National Mortgage Association, Pool #MA1266 | 3.50 | 9/20/28 | 5 | ||||||||||
12 | Government National Mortgage Association, Pool #MA6475 | 3.50 | 2/20/50 | 11 | ||||||||||
17 | Government National Mortgage Association, Pool #MA6339 | 3.50 | 12/20/49 | 15 | ||||||||||
51 | Government National Mortgage Association, Pool #MA4778 | 3.50 | 10/20/47 | 47 | ||||||||||
82 | Government National Mortgage Association, Pool #MA4382 | 3.50 | 4/20/47 | 75 | ||||||||||
98 | Government National Mortgage Association, Pool #MA4837 | 3.50 | 11/20/47 | 90 | ||||||||||
45 | Government National Mortgage Association, Pool #AC3938 | 3.50 | 1/15/43 | 41 | ||||||||||
113 | Government National Mortgage Association, Pool #MA4196 | 3.50 | 1/20/47 | 105 | ||||||||||
74 | Government National Mortgage Association, Pool #MA4900 | 3.50 | 12/20/47 | 68 | ||||||||||
14 | Government National Mortgage Association, Pool #MA6711 | 3.50 | 6/20/50 | 13 | ||||||||||
13 | Government National Mortgage Association, Pool #MA6219 | 3.50 | 10/20/49 | 12 | ||||||||||
68 | Government National Mortgage Association, Pool #MA5136 | 3.50 | 4/20/48 | 62 | ||||||||||
17 | Government National Mortgage Association, Pool #738602 | 3.50 | 8/15/26 | 17 | ||||||||||
74 | Government National Mortgage Association, Pool #MA4652 | 3.50 | 8/20/47 | 68 | ||||||||||
67 | Government National Mortgage Association, Pool #MA4719 | 3.50 | 9/20/47 | 62 | ||||||||||
90 | Government National Mortgage Association, Pool #AM4971 | 3.50 | 4/20/45 | 80 | ||||||||||
18 | Government National Mortgage Association, Pool #MA3937 | 3.50 | 9/20/46 | 16 | ||||||||||
53 | Government National Mortgage Association, Pool #MA4510 | 3.50 | 6/20/47 | 48 | ||||||||||
34 | Government National Mortgage Association, Pool #MA4451 | 3.50 | 5/20/47 | 31 | ||||||||||
15 | Government National Mortgage Association, Pool #796271 | 3.50 | 7/15/42 | 15 | ||||||||||
68 | Government National Mortgage Association, Pool #783976 | 3.50 | 4/20/43 | 63 | ||||||||||
13 | Government National Mortgage Association, Pool #MA5762 | 3.50 | 2/20/49 | 12 | ||||||||||
18 | Government National Mortgage Association, Pool #AD2416 | 3.50 | 5/15/43 | 17 | ||||||||||
246 | Government National Mortgage Association, Pool #MA0220 | 3.50 | 7/20/42 | 227 | ||||||||||
138 | Government National Mortgage Association, Pool #MA0462 | 3.50 | 10/20/42 | 128 | ||||||||||
127 | Government National Mortgage Association, Pool #MA5019 | 3.50 | 2/20/48 | 116 | ||||||||||
3 | Government National Mortgage Association, Pool #AL8566 | 3.50 | 3/15/45 | 2 | ||||||||||
114 | Government National Mortgage Association, Pool #MA3173 | 3.50 | 10/20/45 | 105 | ||||||||||
81 | Government National Mortgage Association, Pool #MA4004 | 3.50 | 10/20/46 | 75 | ||||||||||
11 | Government National Mortgage Association, Pool #MA5875 | 3.50 | 4/20/49 | 10 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 199 | Government National Mortgage Association, Pool #MA2148 | 3.50 | 8/20/44 | $ | 184 | ||||||||
141 | Government National Mortgage Association, Pool #MA2073 | 3.50 | 7/20/44 | 132 | ||||||||||
45 | Government National Mortgage Association, Pool #740798 | 3.50 | 1/15/42 | 40 | ||||||||||
77 | Government National Mortgage Association, Pool #MA4321 | 3.50 | 3/20/47 | 71 | ||||||||||
28 | Government National Mortgage Association, Pool #MA2149 | 4.00 | 8/20/44 | 27 | ||||||||||
13 | Government National Mortgage Association, Pool #766495 | 4.00 | 10/15/41 | 12 | ||||||||||
47 | Government National Mortgage Association, Pool #MA3377 | 4.00 | 1/20/46 | 45 | ||||||||||
17 | Government National Mortgage Association, Pool #MA3455 | 4.00 | 2/20/46 | 16 | ||||||||||
43 | Government National Mortgage Association, Pool #MA1678 | 4.00 | 2/20/44 | 41 | ||||||||||
61 | Government National Mortgage Association, Pool #MA5595 | 4.00 | 11/20/48 | 58 | ||||||||||
56 | Government National Mortgage Association, Pool #MA1449 | 4.00 | 11/20/43 | 54 | ||||||||||
16 | Government National Mortgage Association, Pool #MA5986 | 4.00 | 6/20/49 | 15 | ||||||||||
14 | Government National Mortgage Association, Pool #MA5330 | 4.00 | 7/20/48 | 13 | ||||||||||
47 | Government National Mortgage Association, Pool #MA5710 | 4.00 | 1/20/49 | 44 | ||||||||||
19 | Government National Mortgage Association, Pool #MA5931 | 4.00 | 5/20/49 | 18 | ||||||||||
34 | Government National Mortgage Association, Pool #MA2602 | 4.00 | 2/20/45 | 32 | ||||||||||
9 | Government National Mortgage Association, Pool #MA3174 | 4.00 | 10/20/45 | 8 | ||||||||||
25 | Government National Mortgage Association, Pool #MA3245 | 4.00 | 11/20/45 | 24 | ||||||||||
10 | Government National Mortgage Association, Pool #779401 | 4.00 | 6/15/42 | 10 | ||||||||||
10 | Government National Mortgage Association, Pool #MA6040 | 4.00 | 7/20/49 | 9 | ||||||||||
19 | Government National Mortgage Association, Pool #738710 | 4.00 | 9/15/41 | 19 | ||||||||||
16 | Government National Mortgage Association, Pool #MA6155 | 4.00 | 9/20/49 | 15 | ||||||||||
31 | Government National Mortgage Association, Pool #MA3737 | 4.00 | 6/20/46 | 29 | ||||||||||
48 | Government National Mortgage Association, Pool #MA5078 | 4.00 | 3/20/48 | 46 | ||||||||||
51 | Government National Mortgage Association, Pool #MA2522 | 4.00 | 1/20/45 | 49 | ||||||||||
40 | Government National Mortgage Association, Pool #MA4263 | 4.00 | 2/20/47 | 38 | ||||||||||
48 | Government National Mortgage Association, Pool #MA5876 | 4.00 | 4/20/49 | 45 | ||||||||||
17 | Government National Mortgage Association, Pool #MA4322 | 4.00 | 3/20/47 | 16 | ||||||||||
54 | Government National Mortgage Association, Pool #MA4383 | 4.00 | 4/20/47 | 51 | ||||||||||
52 | Government National Mortgage Association, Pool #MA0319 | 4.00 | 8/20/42 | 50 | ||||||||||
14 | Government National Mortgage Association, Pool #MA3106 | 4.00 | 9/20/45 | 14 | ||||||||||
52 | Government National Mortgage Association, Pool #MA3598 | 4.00 | 4/20/46 | 49 | ||||||||||
23 | Government National Mortgage Association, Pool #740068 | 4.00 | 9/15/40 | 23 | ||||||||||
82 | Government National Mortgage Association, Pool #MA2074 | 4.00 | 7/20/44 | 79 | ||||||||||
102 | Government National Mortgage Association, Pool #MA4587 | 4.00 | 7/20/47 | 97 | ||||||||||
62 | Government National Mortgage Association, Pool #MA4653 | 4.00 | 8/20/47 | 59 | ||||||||||
36 | Government National Mortgage Association, Pool #AM8203 | 4.00 | 5/15/45 | 34 | ||||||||||
30 | Government National Mortgage Association, Pool #MA1286 | 4.00 | 9/20/43 | 28 | ||||||||||
12 | Government National Mortgage Association, Pool #AV6086 | 4.00 | 7/15/47 | 12 | ||||||||||
57 | Government National Mortgage Association, Pool #MA4511 | 4.00 | 6/20/47 | 54 | ||||||||||
69 | Government National Mortgage Association, Pool #MA1761 | 4.00 | 3/20/44 | 66 | ||||||||||
48 | Government National Mortgage Association, Pool #MA4197 | 4.00 | 1/20/47 | 46 | ||||||||||
55 | Government National Mortgage Association, Pool #MA1376 | 4.00 | 10/20/43 | 53 | ||||||||||
90 | Government National Mortgage Association, Pool #MA4452 | 4.00 | 5/20/47 | 85 | ||||||||||
72 | Government National Mortgage Association, Pool #MA2224 | 4.00 | 9/20/44 | 69 | ||||||||||
62 | Government National Mortgage Association, Pool #MA2304 | 4.00 | 10/20/44 | 60 | ||||||||||
20 | Government National Mortgage Association, Pool #AD5627 | 4.00 | 4/15/43 | 19 | ||||||||||
48 | Government National Mortgage Association, Pool #AB1483 | 4.00 | 8/15/42 | 46 | ||||||||||
86 | Government National Mortgage Association, Pool #MA5466 | 4.00 | 9/20/48 | 81 | ||||||||||
22 | Government National Mortgage Association, Pool #MA0155 | 4.00 | 6/20/42 | 21 | ||||||||||
13 | Government National Mortgage Association, Pool #4922 | 4.00 | 1/20/41 | 12 | ||||||||||
175 | Government National Mortgage Association, Pool #5139 | 4.00 | 8/20/41 | 168 | ||||||||||
84 | Government National Mortgage Association, Pool #MA1839 | 4.00 | 4/20/44 | 81 | ||||||||||
16 | Government National Mortgage Association, Pool #MA6091 | 4.00 | 8/20/49 | 15 | ||||||||||
20 | Government National Mortgage Association, Pool #753254 | 4.00 | 9/15/43 | 19 | ||||||||||
31 | Government National Mortgage Association, Pool #MA1996 | 4.00 | 6/20/44 | 29 | ||||||||||
48 | Government National Mortgage Association, Pool #713876 | 4.00 | 8/15/39 | 47 | ||||||||||
274 | Government National Mortgage Association, Pool #MA8151 | 4.50 | 7/20/52 | 262 | ||||||||||
6 | Government National Mortgage Association, Pool #MA5529 | 4.50 | 10/20/48 | 6 | ||||||||||
11 | Government National Mortgage Association, Pool #MA5596 | 4.50 | 11/20/48 | 11 | ||||||||||
26 | Government National Mortgage Association, Pool #MA5467 | 4.50 | 9/20/48 | 25 | ||||||||||
43 | Government National Mortgage Association, Pool #MA5652 | 4.50 | 12/20/48 | 42 | ||||||||||
37 | Government National Mortgage Association, Pool #MA0701 | 4.50 | 1/20/43 | 38 | ||||||||||
179 | Government National Mortgage Association, Pool #721760 | 4.50 | 8/15/40 | 175 | ||||||||||
7 | Government National Mortgage Association, Pool #BB7097 | 4.50 | 8/15/47 | 6 | ||||||||||
11 | Government National Mortgage Association, Pool #MA5399 | 4.50 | 8/20/48 | 11 | ||||||||||
244 | Government National Mortgage Association, Pool #4801 | 4.50 | 9/20/40 | 241 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 12 | Government National Mortgage Association, Pool #729511 | 4.50 | 4/15/40 | $ | 12 | ||||||||
21 | Government National Mortgage Association, Pool #MA1092 | 4.50 | 6/20/43 | 21 | ||||||||||
10 | Government National Mortgage Association, Pool #MA4129 | 4.50 | 12/20/46 | 10 | ||||||||||
106 | Government National Mortgage Association, Pool #717148 | 4.50 | 5/15/39 | 102 | ||||||||||
14 | Government National Mortgage Association, Pool #MA4721 | 4.50 | 9/20/47 | 13 | ||||||||||
45 | Government National Mortgage Association, Pool #MA4384 | 4.50 | 4/20/47 | 44 | ||||||||||
64 | Government National Mortgage Association, Pool #MA1762 | 4.50 | 3/20/44 | 63 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5877 | 4.50 | 4/20/49 | 4 | ||||||||||
14 | Government National Mortgage Association, Pool #738793 | 4.50 | 9/15/41 | 13 | ||||||||||
37 | Government National Mortgage Association, Pool #MA5818 | 4.50 | 3/20/49 | 36 | ||||||||||
33 | Government National Mortgage Association, Pool #MA4512 | 4.50 | 6/20/47 | 32 | ||||||||||
8 | Government National Mortgage Association, Pool #MA5987 | 4.50 | 6/20/49 | 7 | ||||||||||
13 | Government National Mortgage Association, Pool #MA5711 | 4.50 | 1/20/49 | 13 | ||||||||||
20 | Government National Mortgage Association, Pool #MA3805 | 4.50 | 7/20/46 | 20 | ||||||||||
16 | Government National Mortgage Association, Pool #MA4780 | 4.50 | 10/20/47 | 16 | ||||||||||
64 | Government National Mortgage Association, Pool #5260 | 4.50 | 12/20/41 | 66 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5764 | 4.50 | 2/20/49 | 4 | ||||||||||
57 | Government National Mortgage Association, Pool #MA2756 | 4.50 | 4/20/45 | 56 | ||||||||||
12 | Government National Mortgage Association, Pool #MA5933 | 5.00 | 5/20/49 | 12 | ||||||||||
86 | Government National Mortgage Association, Pool #782523 | 5.00 | 11/15/35 | 88 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5712 | 5.00 | 1/20/49 | 4 | ||||||||||
10 | Government National Mortgage Association, Pool #MA5765 | 5.00 | 2/20/49 | 10 | ||||||||||
22 | Government National Mortgage Association, Pool #MA4007 | 5.00 | 10/20/46 | 23 | ||||||||||
40 | Government National Mortgage Association, Pool #MA2076 | 5.00 | 7/20/44 | 40 | ||||||||||
179 | Government National Mortgage Association, Pool #4559 | 5.00 | 10/20/39 | 183 | ||||||||||
10 | Government National Mortgage Association, Pool #MA5080 | 5.00 | 3/20/48 | 10 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5988 | 5.00 | 6/20/49 | 4 | ||||||||||
16 | Government National Mortgage Association, Pool #675179 | 5.00 | 3/15/38 | 16 | ||||||||||
49 | Government National Mortgage Association, Pool #694531 | 5.00 | 11/15/38 | 50 | ||||||||||
11 | Government National Mortgage Association, Pool #MA5400 | 5.00 | 8/20/48 | 11 | ||||||||||
41 | Government National Mortgage Association, Pool #604285 | 5.00 | 5/15/33 | 41 | ||||||||||
25 | Government National Mortgage Association, Pool #712690 | 5.00 | 4/15/39 | 25 | ||||||||||
10 | Government National Mortgage Association, Pool #MA5530 | 5.00 | 10/20/48 | 10 | ||||||||||
19 | Government National Mortgage Association, Pool #MA5597 | 5.00 | 11/20/48 | 19 | ||||||||||
10 | Government National Mortgage Association, Pool #782468 | 5.00 | 11/15/38 | 10 | ||||||||||
6 | Government National Mortgage Association, Pool #MA0465 | 5.00 | 10/20/42 | 6 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5653 | 5.00 | 12/20/48 | 4 | ||||||||||
10 | Government National Mortgage Association, Pool #MA5819 | 5.00 | 3/20/49 | 10 | ||||||||||
6 | Government National Mortgage Association, Pool #658181 | 5.50 | 11/15/36 | 6 | ||||||||||
55 | Government National Mortgage Association, Pool #783284 | 5.50 | 6/20/40 | 56 | ||||||||||
33 | Government National Mortgage Association, Pool #510835 | 5.50 | 2/15/35 | 35 | ||||||||||
8 | Government National Mortgage Association, Pool #MA0466 | 5.50 | 10/20/42 | 8 | ||||||||||
32 | Government National Mortgage Association, Pool #4245 | 6.00 | 9/20/38 | 34 | ||||||||||
29 | Government National Mortgage Association, Pool #4222 | 6.00 | 8/20/38 | 30 | ||||||||||
30 | Government National Mortgage Association, Pool #781959 | 6.00 | 7/15/35 | 31 | ||||||||||
8 | Government National Mortgage Association, Pool #699237 | 6.50 | 9/15/38 | 8 | ||||||||||
3,475 | Government National Mortgage Association, 30 YR TBA | 2.00 | 10/20/51 | 2,885 | ||||||||||
100 | Government National Mortgage Association, 30 YR TBA | 2.50 | 10/20/51 | 86 | ||||||||||
25 | Government National Mortgage Association, 30 YR TBA | 2.50 | 11/20/52 | 21 | ||||||||||
300 | Government National Mortgage Association, 30 YR TBA | 3.00 | 10/20/52 | 265 | ||||||||||
750 | Government National Mortgage Association, 30 YR TBA | 3.50 | 10/20/50 | 681 | ||||||||||
900 | Government National Mortgage Association, 30 YR TBA | 4.00 | 10/20/52 | 840 | ||||||||||
200 | Government National Mortgage Association, 30 YR TBA | 4.00 | 11/20/52 | 187 | ||||||||||
275 | Government National Mortgage Association, 30 YR TBA | 4.50 | 10/20/52 | 263 | ||||||||||
150 | Government National Mortgage Association, 30 YR TBA | 4.50 | 11/20/52 | 143 | ||||||||||
100 | Government National Mortgage Association, 30 YR TBA | 5.00 | 11/20/51 | 98 | ||||||||||
Total U.S. Government Agency Mortgages | 171,779 | |||||||||||||
Shares | ||||||||||||||
Investment Company — 18.38% | ||||||||||||||
38,590,592 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 2.89 | (b) | 38,591 | ||||||||||
Total Investment Company | 38,591 | |||||||||||||
Total Investments Before TBA Sale Commitments (cost $251,609) – 107.08% | 224,805 | |||||||||||||
Principal Amount (000) | ||||||||||||||
TBA Sale Commitments (c) — (0.20)% | ||||||||||||||
$ | (150) | Fannie Mae, 30 YR TBA | 2.50 | 10/25/52 | $ | (126 | ) | |||||||
(25) | Fannie Mae, 30 YR TBA | 2.00 | 11/25/51 | (20 | ) | |||||||||
(325) | Fannie Mae, 30 YR TBA | 2.00 | 10/25/52 | (262 | ) | |||||||||
(25) | Fannie Mae, 30 YR TBA | 2.50 | 11/25/52 | (21 | ) | |||||||||
Total TBA Sale Commitments | (429 | ) | ||||||||||||
Liabilities in excess of other assets — (6.88)% | (14,435 | ) | ||||||||||||
Net Assets — 100.00% | $ | 209,941 | ||||||||||||
Amounts designated as "—" are $0 or have been rounded to $0. |
(a) | The rate for certain asset-backed and mortgage-backed securities may vary based on factors relating to the pool of assets underlying the security. The rate disclosed is the rate in effect on September 30, 2022. |
(b) | Annualized 7-day yield as of period-end. |
(c) | Represents a "to be announced" transaction. The Portfolio has committed to sell securities for which all specific information is not available at this time. |
TBA—To Be Announced purchase or sale commitment. Security is subject to delayed delivery |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the
Portfolio attributable to each Specialist Manager as of September 30, 2022.
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio | Mellon Investments Corporation | HC Capital Solutions | Total | |||
Asset Backed Securities | 1.06% | - | 1.06% | |||
Collateralized Mortgage Obligations | 5.82% | - | 5.82% | |||
U.S. Government Agency Mortgages | 81.82% | - | 81.82% | |||
Investment Company | 7.04% | 11.34% | 18.38% | |||
TBA Sale Commitments | -0.20% | - | -0.20% | |||
Other Assets (Liabilities) | -6.81% | -0.07% | -6.88% | |||
Total Net Assets | 88.73% | 11.27% | 100.00% |
Amounts designated as "—" indicate the
Specialist Manager did not manage any holdings in that category.
HC CAPITAL TRUST
The Short-Term Municipal Bond Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Municipal Bonds — 91.34% | ||||||||||||||
Alabama — 3.24% | ||||||||||||||
$ | 2,025 | County of Baldwin Alabama, GO, Callable 11/1/24 @ 100.00 | 5.00 | 5/1/25 | $ | 2,098 | ||||||||
710 | University of Alabama Revenue, Series A, Callable 11/14/22 @ 100.00 | 5.00 | 7/1/23 | 711 | ||||||||||
2,809 | ||||||||||||||
Arizona — 7.56% | ||||||||||||||
805 | County of Pima Arizona Sewer System Revenue | 5.00 | 7/1/23 | 827 | ||||||||||
1,645 | Maricopa County High School District No. 214 Tolleson Union High School, GO | 5.00 | 7/1/24 | 1,694 | ||||||||||
2,475 | Maricopa County Industrial Development Authority Revenue, Series D | 5.00 | (a) | 1/1/46 | 2,615 | |||||||||
1,350 | Maricopa County Unified School District No. 41 Gilbert, GO, Series C | 5.00 | 7/1/25 | 1,415 | ||||||||||
6,551 | ||||||||||||||
Arkansas — 2.67% | ||||||||||||||
2,295 | Rogers School District No. 30, GO, Callable 8/1/24 @ 100.00 (State Aid Withholding) | 4.00 | 2/1/26 | 2,317 | ||||||||||
District of Columbia — 2.38% | ||||||||||||||
2,000 | District of Columbia, GO, Series D | 5.00 | 6/1/24 | 2,058 | ||||||||||
Florida — 2.43% | ||||||||||||||
425 | JEA Florida Electric System Revenue, Series D | 5.00 | 10/1/22 | 425 | ||||||||||
1,645 | State of Florida Department of Management Services Refunding Certificates of Participation, Series A | 5.00 | 11/1/23 | 1,677 | ||||||||||
2,102 | ||||||||||||||
Hawaii — 2.32% | ||||||||||||||
1,970 | City & County Honolulu Hawaii Wastewater System Revenue | 4.00 | 7/1/25 | 2,006 | ||||||||||
Indiana — 5.43% | ||||||||||||||
2,660 | Indiana Finance Authority Revenue (Pre-Refunded/Escrowed to Maturity) | 5.00 | 3/1/39 | 2,762 | ||||||||||
1,930 | Indiana Municipal Power Agency Revenue, Series A | 5.00 | 1/1/23 | 1,940 | ||||||||||
4,702 | ||||||||||||||
Iowa — 5.93% | ||||||||||||||
1,440 | Ankeny Community School District, GO | 5.00 | 6/1/23 | 1,456 | ||||||||||
1,000 | City of Ankeny, GO | 5.00 | 6/1/25 | 1,045 | ||||||||||
2,105 | City of Dubuque, GO | 2.00 | 6/1/24 | 2,059 | ||||||||||
550 | Linn-Mar Community School District, GO, Callable 5/1/26 @ 100.00 (BAM) | 5.00 | 5/1/27 | 581 | ||||||||||
5,141 | ||||||||||||||
Kansas — 5.44% | ||||||||||||||
2,790 | Kansas Development Finance Authority Revenue, Series D | 5.00 | 4/1/25 | 2,900 | ||||||||||
1,790 | Kansas Development Finance Authority Revenue | 5.00 | 5/1/23 | 1,816 | ||||||||||
4,716 | ||||||||||||||
Kentucky — 0.81% | ||||||||||||||
685 | University of Kentucky Revenue, Series A, Callable 4/1/24 @ 100.00 (State Intercept) | 5.00 | 4/1/25 | 702 | ||||||||||
Massachusetts — 1.89% | ||||||||||||||
1,545 | Massachusetts School Building Authority Revenue, Series A (Pre-Refunded/Escrowed to Maturity) | 5.00 | 2/15/49 | 1,635 | ||||||||||
Michigan — 4.95% | ||||||||||||||
2,170 | Michigan State Housing Development Authority Revenue, Series A1, Callable 11/14/22 @ 100.00 | 0.65 | 10/1/24 | 2,048 | ||||||||||
2,105 | Wayne State University Revenue | 5.00 | 11/15/26 | 2,239 | ||||||||||
4,287 | ||||||||||||||
Missouri — 3.09% | ||||||||||||||
2,600 | Lindbergh School District, GO | 4.00 | 3/1/27 | 2,680 | ||||||||||
Nebraska — 2.50% | ||||||||||||||
2,060 | Nebraska Public Power District Revenue, Series A | 5.00 | 1/1/26 | 2,164 | ||||||||||
New Jersey — 3.63% | ||||||||||||||
3,000 | State of New Jersey, GO, Series A | 5.00 | 6/1/26 | 3,143 | ||||||||||
New York — 7.77% | ||||||||||||||
1,525 | City of New York, GO, Series B-1 | 5.00 | 8/1/28 | 1,659 | ||||||||||
1,110 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series C-1 | 5.00 | 2/1/28 | 1,205 | ||||||||||
2,000 | New York City Transitional Finance Authority Future Tax Secured Revenue | 5.00 | 11/1/23 | 2,039 | ||||||||||
440 | New York State Dormitory Authority Revenue (Pre-Refunded/Escrowed to Maturity) | 5.00 | 2/15/23 | 444 |
HC CAPITAL TRUST
The Short-Term Municipal Bond Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Municipal Bonds (continued) | ||||||||||||||
New York (continued) | ||||||||||||||
$ | 960 | New York State Dormitory Authority Revenue (Pre-Refunded/Escrowed to Maturity) | 5.00 | 2/15/23 | $ | 967 | ||||||||
405 | New York State Dormitory Authority Revenue, Series A | 5.00 | 2/15/24 | 415 | ||||||||||
6,729 | ||||||||||||||
North Carolina — 0.44% | ||||||||||||||
375 | State of North Carolina Revenue | 5.00 | 3/1/23 | 378 | ||||||||||
North Dakota — 1.60% | ||||||||||||||
1,365 | City of Bismarck, GO | 4.00 | 5/1/24 | 1,383 | ||||||||||
Oregon — 1.57% | ||||||||||||||
1,320 | City of Salem Oregon, GO | 5.00 | 6/1/24 | 1,359 | ||||||||||
Pennsylvania — 2.49% | ||||||||||||||
2,010 | Millcreek Township School District, GO (BAM) | 5.00 | 9/15/27 | 2,159 | ||||||||||
Texas — 8.86% | ||||||||||||||
1,550 | City of Garland Texas Electric Utility System Revenue | 5.00 | 3/1/24 | 1,585 | ||||||||||
2,065 | City of Irving Texas, GO | 5.00 | 9/15/24 | 2,139 | ||||||||||
1,015 | Conroe Independent School District, GO (PSF-GTD) | 5.00 | 2/15/25 | 1,057 | ||||||||||
660 | Dallas Area Rapid Transit Revenue, Series A | 5.00 | 12/1/24 | 685 | ||||||||||
1,000 | Plano Independent School, GO (PSF-GTD) | 5.00 | 2/15/23 | 1,008 | ||||||||||
1,150 | Round Rock Independent School District, GO (PSF-GTD) | 5.00 | 8/1/25 | 1,209 | ||||||||||
7,683 | ||||||||||||||
Utah — 3.79% | ||||||||||||||
3,140 | Alpine School District, GO (SCH BD GTY) | 4.00 | 3/15/29 | 3,280 | ||||||||||
Washington — 3.72% | ||||||||||||||
1,260 | County of King Washington, GO, Series B | 5.00 | 7/1/25 | 1,323 | ||||||||||
1,085 | King County Washington School District No. 405, GO, Series B (SCH BD GTY) | 5.00 | 12/1/24 | 1,128 | ||||||||||
750 | State of Washington, GO | 4.00 | 7/1/26 | 770 | ||||||||||
3,221 | ||||||||||||||
West Virginia — 2.40% | ||||||||||||||
2,130 | Jefferson County Board of Education, GO | 2.00 | 6/1/24 | 2,083 | ||||||||||
Wisconsin — 4.43% | ||||||||||||||
2,700 | State of Wisconsin, GO, Callable 5/1/25 @ 100.00 | 5.00 | 5/1/29 | 2,816 | ||||||||||
1,000 | Stevens Point Area Public School District Wisconsin, GO | 5.00 | 4/1/24 | 1,026 | ||||||||||
3,842 | ||||||||||||||
Total Municipal Bonds | 79,130 | |||||||||||||
Shares | ||||||||||||||
Investment Company — 10.71% | ||||||||||||||
9,278,787 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 2.89 | (b) | 9,279 | ||||||||||
Total Investment Company | 9,279 | |||||||||||||
Total Investments (cost $91,406) — 102.05% | 88,409 | |||||||||||||
Liabilities in excess of other assets — (2.05)% | (1,779 | ) | ||||||||||||
Net Assets — 100.00% | $ | 86,630 | ||||||||||||
(a) | Interest rate is determined by the Remarketing Agent. The rate disclosed is the rate in effect on September 30, 2022. |
(b) | Annualized 7-day yield as of period-end. |
BAM—Build America Mutual
GO—General Obligation
PSF-GTD—Public School Fund Guaranteed
SCH BD GTY—School Board Guaranty
As of September 30, 2022, 100% of the Portfolio's net assets were managed by Breckinridge Capital Advisors, Inc.
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Municipal Bonds — 88.67% | ||||||||||||||
Alabama — 1.89% | ||||||||||||||
$ | 1,675 | Auburn University Revenue, Series A | 5.00 | 6/1/26 | $ | 1,770 | ||||||||
1,400 | Birmingham Alabama Water Works Board Water Revenue, Series B | 5.00 | 1/1/24 | 1,431 | ||||||||||
2,895 | Black Belt Energy Gas District Revenue, Callable 9/1/31 @ 100.53 | 4.00 | (a) | 6/1/51 | 2,778 | |||||||||
1,000 | Lower Alabama Gas District Revenue, Callable 9/1/25 @ 100.58 (Goldman Sachs) | 4.00 | (a) | 12/1/50 | 979 | |||||||||
1,000 | Troy University Revenue, Series A (BAM) | 5.00 | 11/1/26 | 1,061 | ||||||||||
8,019 | ||||||||||||||
Arizona — 1.86% | ||||||||||||||
1,555 | City of Phoenix Civic Improvement Corp. Revenue, Callable 7/1/29 @ 100.00 | 5.00 | 7/1/30 | 1,622 | ||||||||||
1,685 | City of Phoenix Civic Improvement Corp. Revenue, Callable 7/1/30 @ 100.00 | 5.00 | 7/1/32 | 1,857 | ||||||||||
1,000 | Maricopa County High School District No. 210-Phoenix, GO | 5.00 | 7/1/25 | 1,046 | ||||||||||
1,215 | Northern Arizona University Revenue, Series B (BAM) | 5.00 | 6/1/26 | 1,282 | ||||||||||
1,000 | Salt Verde Arizona Financial Corp. Senior Gas Revenue (Citigroup, Inc.) | 5.25 | 12/1/24 | 1,028 | ||||||||||
1,015 | State of Arizona Certificate of Participation, GO, Series A | 5.00 | 10/1/25 | 1,066 | ||||||||||
7,901 | ||||||||||||||
Arkansas — 0.28% | ||||||||||||||
1,200 | Arkansas State Development Finance Authority Hospital Revenue, Series B | 5.00 | 2/1/23 | 1,207 | ||||||||||
California — 3.17% | ||||||||||||||
1,250 | California State, GO | 5.00 | 8/1/24 | 1,290 | ||||||||||
3,000 | California State, GO, Callable 11/1/30 @ 100.00 | 5.00 | 11/1/31 | 3,322 | ||||||||||
2,460 | Golden State Tobacco Securitization Corp. California Tobacco Settlement Revenue, Series A-1 | 5.00 | 6/1/26 | 2,597 | ||||||||||
1,000 | Los Angeles California Department of Airports Revenue | 5.00 | 5/15/23 | 1,009 | ||||||||||
2,000 | State of California, GO, Callable 9/1/32 @ 100.00 | 5.00 | 9/1/33 | 2,255 | ||||||||||
1,750 | State of California, GO, Callable 4/1/29 @ 100.00 | 5.00 | 4/1/30 | 1,918 | ||||||||||
1,000 | State of California, GO, Callable 10/1/28 @ 100.00 | 5.00 | 4/1/35 | 1,061 | ||||||||||
13,452 | ||||||||||||||
Colorado — 3.22% | ||||||||||||||
1,225 | Board of Governors of Colorado State University System Revenue, Series E-2 (State Intercept) | 5.00 | 3/1/25 | 1,272 | ||||||||||
3,550 | Colorado Health Facilities Authority Revenue, Series A | 5.00 | 1/1/25 | 3,677 | ||||||||||
3,600 | Denver City & County Colorado Airport System Revenue, Series A | 5.00 | 12/1/25 | 3,759 | ||||||||||
1,750 | Denver City & County Colorado Airport System Revenue, Series A | 5.00 | 11/15/23 | 1,781 | ||||||||||
2,970 | Denver City & County School District No. 1, GO, Series A (State Aid Withholding) | 5.50 | 12/1/25 | 3,175 | ||||||||||
13,664 | ||||||||||||||
Connecticut — 1.37% | ||||||||||||||
1,085 | Connecticut State Health & Educational Facilities Authority Revenue, Series B | 5.00 | 12/1/26 | 1,140 | ||||||||||
1,500 | State of Connecticut Special Tax Revenue, Series D, Callable 11/1/31 @ 100.00 | 5.00 | 11/1/34 | 1,635 | ||||||||||
3,000 | State of Connecticut, GO, Series A, Callable 10/15/23 @ 100.00 | 5.00 | 10/15/25 | 3,048 | ||||||||||
5,823 | ||||||||||||||
District of Columbia — 1.46% | ||||||||||||||
1,500 | District of Columbia University Revenue | 5.00 | 4/1/25 | 1,556 | ||||||||||
3,260 | District of Columbia University Revenue, Callable 9/1/29 @ 100.00 | 5.00 | 3/1/31 | 3,581 | ||||||||||
1,000 | District of Columbia, GO, Callable 12/1/26 @ 100.00 | 5.00 | 6/1/33 | 1,050 | ||||||||||
6,187 | ||||||||||||||
Florida — 2.92% | ||||||||||||||
2,000 | Alachua County Health Facilities Authority Revenue | 5.00 | (a) | 12/1/37 | 2,092 | |||||||||
1,500 | Central Florida Expressway Authority Revenue (AGM) | 5.00 | 7/1/30 | 1,651 | ||||||||||
955 | County of Polk Florida Utility System Revenue | 5.00 | 10/1/27 | 1,024 | ||||||||||
1,000 | Florida Municipal Power Agency Revenue | 5.00 | 10/1/25 | 1,047 | ||||||||||
1,615 | Lee County Florida Solid Waste System Revenue | 5.00 | 10/1/22 | 1,615 | ||||||||||
1,500 | Lee County Florida Solid Waste System Revenue (AMT) | 5.00 | 10/1/25 | 1,552 | ||||||||||
3,250 | Orange County Florida Tourist Development Tax Revenue, Series B | 5.00 | 10/1/25 | 3,400 | ||||||||||
12,381 | ||||||||||||||
Georgia — 2.29% | ||||||||||||||
1,000 | Atlanta Georgia Development Authority Revenue, Series A-1 | 5.00 | 7/1/23 | 1,011 | ||||||||||
1,000 | Fayette County Hospital Authority Revenue, Callable 1/1/24 @ 100.00 | 5.00 | (a) | 7/1/54 | 1,020 | |||||||||
250 | Fulton County Georgia Development Authority Revenue, Series A | 5.00 | 7/1/23 | 253 | ||||||||||
1,600 | Fulton County Georgia Development Authority Revenue, Series A | 5.00 | 7/1/24 | 1,642 | ||||||||||
5,000 | Main Street Natural Gas, Inc. Revenue, Callable 6/1/26 @ 100.50 | 4.00 | (a) | 3/1/50 | 4,826 | |||||||||
1,000 | Savannah Economic Development Authority Revenue | 1.90 | 8/1/24 | 961 | ||||||||||
9,713 |
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Municipal Bonds (continued) | ||||||||||||||
Illinois — 6.58% | ||||||||||||||
$ | 73 | Chicago Illinois Certificates of Participation, Tax Increment Allocation, Diversey/Narragansett Project Revenue, Series NT Continuously Callable @ 100.00 | 7.46 | 2/15/26 | $ | 69 | ||||||||
455 | Chicago O Hare International Airport Revenue | 5.00 | 1/1/32 | 475 | ||||||||||
400 | Chicago O Hare International Airport Revenue, Callable 1/1/32 @ 100.00 | 5.00 | 1/1/33 | 415 | ||||||||||
1,000 | Chicago Park District, GO, Series B, Callable 1/1/24 @ 100.00 | 5.00 | 1/1/26 | 1,029 | ||||||||||
1,000 | City of Chicago Illinois Waterworks Revenue | 5.00 | 11/1/24 | 1,034 | ||||||||||
1,000 | City of Chicago Illinois Waterworks Revenue, Callable 11/1/24 @ 100.00 | 5.00 | 11/1/25 | 1,033 | ||||||||||
1,000 | City of Chicago Illinois Waterworks Revenue, Callable 11/14/22 @ 100.00 | 5.00 | 11/1/24 | 1,001 | ||||||||||
1,375 | Illinois State Finance Authority Revenue, Series B-2, Callable 5/15/26 @ 100.00 | 5.00 | (a) | 5/15/50 | 1,423 | |||||||||
4,600 | Illinois State Sales Tax Revenue, Series A (BAM) | 5.00 | 6/15/25 | 4,784 | ||||||||||
1,635 | Illinois State Toll Highway Authority Revenue | 5.00 | 1/1/25 | 1,694 | ||||||||||
1,725 | Metropolitan Water Reclamation District of Greater Chicago, GO, Series B | 5.00 | 12/1/24 | 1,785 | ||||||||||
3,035 | Metropolitan Water Reclamation District of Greater Chicago, GO, Series A, Callable 12/1/26 @ 100.00 | 5.00 | 12/1/27 | 3,225 | ||||||||||
1,420 | Metropolitan Water Reclamation District of Greater Chicago, GO, Series D | 5.00 | 12/1/30 | 1,562 | ||||||||||
2,000 | Regional Transportation Authority Revenue (AGC) | 6.00 | 6/1/25 | 2,083 | ||||||||||
3,000 | Sales Tax Securitization Corp. Revenue, Series A | 5.00 | 1/1/29 | 3,181 | ||||||||||
2,995 | University of Illinois Certificate of Participation Revenue, Series B, Callable 10/1/26 @ 100.00 | 5.00 | 10/1/27 | 3,135 | ||||||||||
27,928 | ||||||||||||||
Indiana — 2.34% | ||||||||||||||
2,500 | City of Whiting Indiana Revenue (BP Plc) | 5.00 | (a) | 12/1/44 | 2,592 | |||||||||
1,150 | Indiana Finance Authority Revenue, Series A | 5.00 | 11/1/23 | 1,173 | ||||||||||
1,000 | Indiana Finance Authority Revenue, Series A | 5.00 | 11/1/24 | 1,034 | ||||||||||
1,350 | Indiana Finance Authority Revenue, Series A, Callable 10/1/32 @ 100.00 | 5.00 | 10/1/34 | 1,478 | ||||||||||
2,250 | Indiana Finance Authority Revenue, Series B, Callable 1/1/25 @ 100.00 | 2.25 | (a) | 12/1/58 | 2,172 | |||||||||
1,500 | Indiana Finance Authority Revenue, Series A | 3.13 | 12/1/24 | 1,486 | ||||||||||
9,935 | ||||||||||||||
Iowa — 0.11% | ||||||||||||||
450 | Iowa Tobacco Settlement Authority Revenue, Series A2, Callable 6/1/31 @ 100.00 | 5.00 | 6/1/32 | 470 | ||||||||||
Kentucky — 2.11% | ||||||||||||||
1,300 | City of Owensboro Kentucky Electric Light & Power System Revenue | 4.00 | 1/1/23 | 1,304 | ||||||||||
3,500 | Kentucky Public Energy Authority Revenue, Series B | 4.00 | (a) | 1/1/49 | 3,470 | |||||||||
3,160 | Kentucky Public Energy Authority Revenue, Series A | 4.00 | 4/1/23 | 3,178 | ||||||||||
1,000 | Kentucky Public Energy Authority Revenue, Series A, Callable 1/2/24 @ 100.40 | 4.00 | 4/1/24 | 1,011 | ||||||||||
8,963 | ||||||||||||||
Louisiana — 1.15% | ||||||||||||||
1,415 | Jefferson Sales Tax District Revenue, Series A (AGM) | 5.00 | 12/1/25 | 1,486 | ||||||||||
2,500 | Louisiana Offshore Terminal Authority Revenue | 1.65 | (a) | 9/1/33 | 2,443 | |||||||||
1,000 | Parish of St. John the Baptist Louisiana Revenue | 2.10 | (a) | 6/1/37 | 961 | |||||||||
4,890 | ||||||||||||||
Maine — 0.25% | ||||||||||||||
1,025 | Finance Authority of Maine Revenue (AGC) | 5.00 | 12/1/26 | 1,060 | ||||||||||
Maryland — 3.09% | ||||||||||||||
2,905 | County of Montgomery Maryland, GO, Series A, Callable 8/1/30 @ 100.00 | 4.00 | 8/1/31 | 2,988 | ||||||||||
4,040 | Maryland State Stadium Authority Revenue | 5.00 | 5/1/24 | 4,145 | ||||||||||
2,090 | Maryland State Transportation Authority Revenue (AMT) | 5.00 | 6/1/28 | 2,214 | ||||||||||
2,500 | State of Maryland Department of Transportation Revenue, Callable 10/1/30 @ 100.00 | 5.00 | 10/1/32 | 2,764 | ||||||||||
1,000 | State of Maryland Department of Transportation Revenue, Callable 10/1/27 @ 100.00 | 4.00 | 10/1/32 | 1,014 | ||||||||||
13,125 | ||||||||||||||
Massachusetts — 2.16% | ||||||||||||||
3,000 | Commonwealth of Massachusetts, GO, Series A (AMBAC) | 5.50 | 8/1/30 | 3,457 | ||||||||||
1,400 | Massachusetts Educational Financing Authority Revenue, Series B | 5.00 | 7/1/29 | 1,464 | ||||||||||
1,500 | Massachusetts Port Authority Revenue | 5.00 | 7/1/32 | 1,611 | ||||||||||
1,615 | Massachusetts State Educational Financing Authority Revenue, Series A (AMT) | 5.00 | 7/1/23 | 1,628 | ||||||||||
1,000 | Massachusetts State Educational Financing Authority Revenue (AMT) | 5.00 | 1/1/25 | 1,024 | ||||||||||
9,184 | ||||||||||||||
Michigan — 4.83% |
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Municipal Bonds (continued) | ||||||||||||||
Michigan (continued) | ||||||||||||||
$ | 1,810 | Great Lakes Michigan Water Authority Sewage Disposal System Revenue, Series B | 5.00 | 7/1/24 | $ | 1,860 | ||||||||
6,000 | Michigan Finance Authority Revenue, Callable 5/16/26 @ 100.00 | 5.00 | (a) | 11/15/44 | 6,245 | |||||||||
1,000 | Michigan Finance Authority Revenue, Callable 6/1/25 @ 100.00 | 5.50 | 12/1/29 | 1,052 | ||||||||||
1,100 | Michigan Finance Authority Revenue | 5.00 | 10/1/29 | 1,217 | ||||||||||
1,280 | Michigan Finance Authority Revenue, Series B | 5.00 | 10/1/30 | 1,427 | ||||||||||
2,190 | Michigan Finance Authority Revenue, Series B, Callable 10/1/30 @ 100.00 | 5.00 | 10/1/31 | 2,429 | ||||||||||
1,450 | Michigan State Building Authority Revenue | 5.00 | 4/15/25 | 1,505 | ||||||||||
1,605 | Michigan Strategic Fund Revenue | 5.00 | 6/30/25 | 1,614 | ||||||||||
2,960 | Utica Community Schools, GO (Q-SBLF) | 5.00 | 5/1/26 | 3,130 | ||||||||||
20,479 | ||||||||||||||
Minnesota — 1.64% | ||||||||||||||
1,000 | Minneapolis-St. Paul Metropolitan Airports Commission Revenue, Series C | 5.00 | 1/1/26 | 1,049 | ||||||||||
1,985 | Minnesota Housing Finance Agency Revenue | 5.00 | 8/1/28 | 2,146 | ||||||||||
1,240 | Minnesota Housing Finance Agency Revenue | 5.00 | 8/1/29 | 1,354 | ||||||||||
2,195 | Minnesota Housing Finance Agency Revenue | 5.00 | 8/1/30 | 2,415 | ||||||||||
6,964 | ||||||||||||||
Missouri — 1.49% | ||||||||||||||
2,400 | Health & Educational Facilities Authority of the State of Missouri Revenue | 5.00 | 6/1/25 | 2,503 | ||||||||||
1,000 | Missouri State Health & Educational Facilities Authority Revenue | 5.00 | 11/15/23 | 1,020 | ||||||||||
2,505 | The Curators of The University of Missouri Revenue | 5.00 | 11/1/30 | 2,786 | ||||||||||
6,309 | ||||||||||||||
Nebraska — 0.83% | ||||||||||||||
1,000 | City of Omaha Nebraska Sewer Revenue, Series A, Callable 4/1/30 @ 100.00 | 4.00 | 4/1/31 | 1,038 | ||||||||||
1,000 | City of Omaha Nebraska Sewer Revenue, Series A, Callable 4/1/30 @ 100.00 | 4.00 | 4/1/32 | 1,009 | ||||||||||
1,350 | Omaha Public Power District Revenue, Callable 2/1/32 @ 100.00 | 5.00 | 2/1/34 | 1,469 | ||||||||||
3,516 | ||||||||||||||
Nevada — 1.41% | ||||||||||||||
1,000 | Clark County Nevada School District, GO, Series A | 5.00 | 6/15/26 | 1,058 | ||||||||||
3,500 | Las Vegas Valley Water District, GO | 5.00 | 6/1/31 | 3,910 | ||||||||||
1,000 | State of Nevada Highway Improvement Revenue | 5.00 | 12/1/24 | 1,036 | ||||||||||
6,004 | ||||||||||||||
New Jersey — 1.57% | ||||||||||||||
430 | New Jersey Economic Development Authority Revenue, Callable 11/1/29 @ 100.00 | 5.00 | 11/1/30 | 449 | ||||||||||
1,725 | New Jersey Higher Education Student Assistance Authority Revenue | 5.00 | 12/1/29 | 1,820 | ||||||||||
1,210 | New Jersey State Economic Development Authority, School Facilities Construction Revenue | 5.00 | 6/15/28 | 1,267 | ||||||||||
2,000 | New Jersey State Higher Education Student Assistance Authority Revenue, Series B (AMT) | 5.00 | 12/1/22 | 2,006 | ||||||||||
1,100 | State of New Jersey, GO, Series A | 4.00 | 6/1/31 | 1,111 | ||||||||||
10 | Tobacco Settlement Financing Corp. New Jersey Revenue, Series B | 3.20 | 6/1/27 | 10 | ||||||||||
6,663 | ||||||||||||||
New Mexico — 0.64% | ||||||||||||||
2,590 | New Mexico Educational Assistance Foundation Revenue, Series 1A | 5.00 | 9/1/25 | 2,701 | ||||||||||
New York — 7.65% | ||||||||||||||
4,000 | City of New York, GO, Series A-1 | 5.00 | 8/1/27 | 4,306 | ||||||||||
2,890 | City of New York, GO, Series A-1, Callable 10/1/30 @ 100.00 | 5.00 | 4/1/32 | 3,152 | ||||||||||
1,700 | Metropolitan Transportation Authority Revenue, Callable 11/15/26 @ 100.00 | 5.00 | 11/15/29 | 1,740 | ||||||||||
3,000 | New York City Housing Development Corp. Revenue, Series B-2 (Pre-Refunded/Escrowed to Maturity) | 5.00 | 7/1/26 | 3,043 | ||||||||||
1,000 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series B-1, Callable 8/1/24 @ 100.00 | 5.00 | 8/1/29 | 1,035 | ||||||||||
2,000 | New York City Water & Sewer System Revenue, Callable 12/15/30 @ 100.00 | 5.00 | 6/15/31 | 2,231 | ||||||||||
2,410 | New York City Water & Sewer System Revenue, Callable 12/15/25 @ 100.00 | 5.00 | 6/15/27 | 2,542 | ||||||||||
1,500 | New York State Dormitory Authority Revenue, Series D | 5.00 | 2/15/25 | 1,556 | ||||||||||
4,710 | New York State Thruway Authority Revenue, Callable 9/15/32 @ 100.00 | 5.00 | 3/15/35 | 5,080 | ||||||||||
1,250 | New York State Thruway Authority Revenue, Series A, Callable 3/15/31 @ 100.00 | 5.00 | 3/15/33 | 1,385 | ||||||||||
1,795 | New York Transportation Development Corp. Revenue | 5.00 | 12/1/27 | 1,832 | ||||||||||
4,500 | Port Authority of New York & New Jersey New York, Consolidated 185th Revenue (AMT) | 5.00 | 9/1/23 | 4,554 | ||||||||||
32,456 | ||||||||||||||
North Carolina — 1.72% | ||||||||||||||
1,000 | City of Charlotte North Carolina Airport Revenue, Series C | 5.00 | 7/1/24 | 1,025 |
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Municipal Bonds (continued) | ||||||||||||||
North Carolina (continued) | ||||||||||||||
$ | 1,000 | County of Wake North Carolina Revenue | 5.00 | 9/1/28 | $ | 1,098 | ||||||||
3,000 | County of Wake North Carolina, GO | 5.00 | 9/1/24 | 3,098 | ||||||||||
1,000 | North Carolina State Turnpike Authority Revenue (AGC) | 5.00 | 1/1/24 | 1,019 | ||||||||||
1,000 | The Charlotte-Mecklenburg Hospital Authority Revenue | 5.00 | (a) | 1/15/50 | 1,074 | |||||||||
7,314 | ||||||||||||||
Ohio — 2.67% | ||||||||||||||
1,750 | American Municipal Power, Inc. Revenue, Series A | 5.00 | 2/15/24 | 1,791 | ||||||||||
1,500 | American Municipal Power, Inc. Revenue, Series A, Callable 2/15/24 @ 100.00 | 5.00 | 2/15/27 | 1,527 | ||||||||||
3,000 | Buckeye Tobacco Settlement Financing Authority Revenue, Series A-2, Callable 6/1/30 @ 100.00 | 5.00 | 6/1/32 | 3,160 | ||||||||||
800 | County of Montgomery Revenue, Callable 8/1/31 @ 100.00 | 5.00 | 8/1/33 | 851 | ||||||||||
465 | Mahoning County Ohio Hospital Facilities, Western Reserve Care System Revenue Continuously Callable @ 100.00 (MBIA) | 5.50 | 10/15/25 | 486 | ||||||||||
1,850 | University of Cincinnati Revenue | 5.00 | 6/1/27 | 1,985 | ||||||||||
775 | University of Cincinnati Revenue | 5.00 | 6/1/26 | 820 | ||||||||||
700 | University of Cincinnati Revenue | 5.00 | 6/1/25 | 730 | ||||||||||
11,350 | ||||||||||||||
Oklahoma — 0.88% | ||||||||||||||
1,000 | Oklahoma Development Finance Authority Revenue, Callable 11/1/22 @ 100.00 | 1.63 | 7/6/23 | 973 | ||||||||||
530 | Oklahoma Municipal Power Authority Revenue, Series A, Callable 1/1/31 @ 100.00 (AGM) | 4.00 | 1/1/32 | 529 | ||||||||||
2,000 | Oklahoma Turnpike Authority Revenue | 5.00 | 1/1/30 | 2,211 | ||||||||||
3,713 | ||||||||||||||
Oregon — 0.97% | ||||||||||||||
1,305 | Benton & Linn Counties Consolidated School District No. 509J & 509A Corvallis, GO, Series A (SCH BD GTY) | 5.00 | (a) | 6/15/25 | 1,365 | |||||||||
2,500 | Multnomah County School District No. 1 Portland, GO (SCH BD GTY) | 5.00 | 6/15/29 | 2,768 | ||||||||||
4,133 | ||||||||||||||
Pennsylvania — 5.34% | ||||||||||||||
3,500 | City of Philadelphia PA Water & Wastewater Revenue, Callable 10/1/30 @ 100.00 | 5.00 | 10/1/32 | 3,820 | ||||||||||
3,535 | City of Philadelphia PA, GO, Series A | 5.00 | 5/1/30 | 3,847 | ||||||||||
1,000 | City of Philadelphia Pennsylvania Water & Wastewater Revenue, Series B | 5.00 | 11/1/27 | 1,075 | ||||||||||
1,250 | Commonwealth Financing Authority, Tobacco Master Settlement Revenue | 5.00 | 6/1/23 | 1,263 | ||||||||||
850 | Easton Area School District, GO, Series A (State Aid Withholding) | 4.00 | 4/1/25 | 866 | ||||||||||
1,860 | Luzerne County Industrial Development Authority Revenue, Callable 12/3/29 @ 100.00 | 2.45 | (a) | 12/1/39 | 1,603 | |||||||||
2,500 | Pennsylvania Economic Development Financing Authority Revenue (AMT) | 2.15 | (a) | 7/1/41 | 2,449 | |||||||||
1,000 | Pennsylvania Higher Education Assistance Agency Revenue | 5.00 | 6/1/29 | 1,050 | ||||||||||
2,500 | Pennsylvania State Turnpike Commission Revenue | 5.00 | 6/1/24 | 2,555 | ||||||||||
625 | Pennsylvania Turnpike Commission Revenue | 5.00 | 12/1/28 | 663 | ||||||||||
3,225 | School District of Philadelphia, GO | 5.00 | 9/1/28 | 3,485 | ||||||||||
22,676 | ||||||||||||||
Rhode Island — 1.34% | ||||||||||||||
2,000 | Rhode Island Health & Educational Building Corp. Revenue | 5.00 | 5/15/23 | 2,014 | ||||||||||
625 | Rhode Island State Student Loan Authority Revenue | 5.00 | 12/1/29 | 670 | ||||||||||
1,000 | Rhode Island State Student Loan Authority Revenue, Series A (AMT) | 5.00 | 12/1/22 | 1,003 | ||||||||||
1,875 | Rhode Island Student Loan Authority Revenue, Series A | 5.00 | 12/1/29 | 1,981 | ||||||||||
5,668 | ||||||||||||||
South Carolina — 1.60% | ||||||||||||||
3,680 | County of Charleston South Carolina, GO, Series A (State Aid Withholding) | 5.00 | 11/1/26 | 3,943 | ||||||||||
1,000 | Piedmont Municipal Power Agency Revenue, Series B | 5.00 | 1/1/29 | 1,076 | ||||||||||
1,000 | South Carolina Public Service Authority Revenue, Series A | 5.00 | 12/1/31 | 1,046 | ||||||||||
680 | South Carolina Public Service Authority Revenue | 5.00 | 12/1/27 | 712 | ||||||||||
6,777 | ||||||||||||||
Tennessee — 0.64% | ||||||||||||||
1,500 | Tennessee Energy Acquisition Corp. Revenue, Callable 8/1/25 @ 100.22 | 4.00 | (a) | 11/1/49 | 1,486 | |||||||||
1,250 | Tennessee State Energy Acquisition Corp. Revenue, Series E, Callable 2/1/23 @ 100.43 | 4.00 | (a) | 5/1/48 | 1,249 | |||||||||
2,735 | ||||||||||||||
Texas — 11.41% | ||||||||||||||
2,000 | Aldine Texas Independent School District, GO (PSF-GTD) | 5.00 | 2/15/25 | 2,079 | ||||||||||
1,025 | Arlington Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/27 | 1,101 |
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Municipal Bonds (continued) | ||||||||||||||
Texas (continued) | ||||||||||||||
$ | 1,230 | Arlington Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/28 | $ | 1,334 | ||||||||
2,450 | City of Dallas Texas, GO, Callable 2/15/25 @ 100.00 | 5.00 | 2/15/27 | 2,547 | ||||||||||
2,500 | City of Houston Texas Airport System Revenue, Series C (AMT) | 5.00 | 7/1/25 | 2,582 | ||||||||||
1,300 | City of San Antonio Texas Electric & Gas Systems Revenue | 4.00 | 2/1/33 | 1,274 | ||||||||||
950 | Clifton Higher Education Finance Corp. Revenue, Series T, Callable 8/15/32 @ 100.00 (PSF-GTD) | 4.00 | 8/15/34 | 941 | ||||||||||
1,205 | Clifton Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/24 | 1,244 | ||||||||||
2,200 | Clifton Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/25 | 2,308 | ||||||||||
4,730 | Dallas Area Rapid Transit Revenue, Callable 12/1/29 @ 100.00 | 5.00 | 12/1/33 | 5,137 | ||||||||||
2,500 | Dallas Independent School District, GO, Series A, Callable 2/15/25 @ 100.00 (PSF-GTD) | 5.00 | 2/15/27 | 2,600 | ||||||||||
2,300 | Dallas Love Field Revenue (AMT) | 5.00 | 11/1/25 | 2,389 | ||||||||||
2,100 | Harris County Cultural Education Facilities Finance Corp. Baylor College of Medicine Revenue | 5.00 | 11/15/27 | 2,221 | ||||||||||
1,650 | Harris County Cultural Education Facilities Finance Corp. Revenue | 5.00 | 11/15/25 | 1,729 | ||||||||||
1,000 | Love Field Texas Airport Modernization Corp. General Airport Revenue (AMT) | 5.00 | 11/1/22 | 1,000 | ||||||||||
1,220 | Love Field Texas Airport Modernization Corp. General Airport Revenue, Callable 11/14/22 @ 100.00 | 5.00 | 11/1/28 | 1,221 | ||||||||||
1,000 | Lower Colorado River Texas Authority Revenue | 5.00 | 5/15/26 | 1,052 | ||||||||||
825 | Lower Colorado River Texas Authority Transmission Contract Revenue | 5.00 | 5/15/23 | 834 | ||||||||||
1,000 | North Texas Tollway Authority Revenue, Series A | 5.00 | 1/1/24 | 1,023 | ||||||||||
1,000 | San Antonio Texas Airport System Revenue | 5.00 | 7/1/26 | 1,045 | ||||||||||
1,750 | San Antonio Texas Airport System Revenue | 5.00 | 7/1/25 | 1,810 | ||||||||||
2,000 | Tarrant County Cultural Education Facilities Financing Revenue, Callable 1/1/32 @ 100.00 | 5.00 | (a) | 7/1/53 | 2,103 | |||||||||
3,585 | Texas Water Development Board Revenue, Callable 8/1/31 @ 100.00 | 5.00 | 8/1/33 | 3,988 | ||||||||||
2,230 | University of Houston Revenue, Series C, Callable 2/15/26 @ 100.00 | 5.00 | 2/15/28 | 2,346 | ||||||||||
1,300 | West Harris County Regional Water Authority Revenue | 5.00 | 12/15/27 | 1,407 | ||||||||||
1,000 | West Travis County Public Utility Agency Revenue (BAM) | 5.00 | 8/15/26 | 1,049 | ||||||||||
48,364 | ||||||||||||||
Utah — 0.27% | ||||||||||||||
1,090 | Utah Transit Authority Revenue | 5.00 | 12/15/26 | 1,161 | ||||||||||
Virginia — 1.80% | ||||||||||||||
1,500 | City of Richmond VA Public Utility Revenue, Callable 1/15/26 @ 100.00 | 5.00 | 1/15/29 | 1,592 | ||||||||||
1,000 | Fairfax County Virginia Industrial Development Authority Revenue, Series A | 5.00 | 5/15/24 | 1,026 | ||||||||||
850 | Hampton Roads Transportation Accountability Commission Revenue, Callable 7/1/30 @ 100.00 | 5.00 | 7/1/31 | 947 | ||||||||||
2,000 | King George County Economic Development Authority Revenue | 2.50 | (a) | 6/1/23 | 1,991 | |||||||||
1,000 | Roanoke Economic Development Authority Revenue | 5.00 | 7/1/25 | 1,040 | ||||||||||
1,000 | Virginia Public Building Authority Revenue, Series B (AMT) | 5.00 | 8/1/24 | 1,029 | ||||||||||
7,625 | ||||||||||||||
Washington — 2.34% | ||||||||||||||
1,555 | Port of Seattle Wa Revenue, Callable 8/1/32 @ 100.00 | 5.00 | 8/1/33 | 1,644 | ||||||||||
1,500 | Port of Seattle Washington Revenue (AMT) | 5.00 | 4/1/26 | 1,570 | ||||||||||
1,300 | State of Washington, GO, Series C, Callable 2/1/31 @ 100.00 | 5.00 | 2/1/33 | 1,435 | ||||||||||
1,600 | Washington Health Care Facilities Authority Revenue, Series B1, Callable 2/1/24 @ 100.00 | 5.00 | (a) | 8/1/49 | 1,619 | |||||||||
2,310 | Washington Health Care Facilities Authority Revenue | 5.00 | 8/15/23 | 2,345 | ||||||||||
1,250 | Washington Health Care Facilities Authority Revenue | 5.00 | 10/1/25 | 1,308 | ||||||||||
9,921 | ||||||||||||||
Wisconsin — 1.38% | ||||||||||||||
3,455 | Public Finance Authority Revenue | 3.70 | (a) | 10/1/46 | 3,440 | |||||||||
1,225 | University of Wisconsin Hospitals & Clinics Revenue | 5.00 | 4/1/26 | 1,294 | ||||||||||
1,100 | Wisconsin Health & Educational Facilities Authority Revenue | 4.00 | 11/15/26 | 1,137 | ||||||||||
5,871 | ||||||||||||||
Total Municipal Bonds | 376,302 | |||||||||||||
Shares | ||||||||||||||
Investment Company — 10.48% | ||||||||||||||
44,461,589 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 2.89 | (b) | 44,462 | ||||||||||
Total Investment Company | 44,462 | |||||||||||||
Total Investments (cost $446,285) — 99.15% | 420,764 |
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Shares | Security Description | Rate % | Value (000) |
|||||||||||
Investment Company (continued) | ||||||||||||||
Other assets in excess of liabilities — 0.85% | 3,594 | |||||||||||||
Net Assets — 100.00% | $ | 424,358 | ||||||||||||
(a) | Interest rate is determined by the Remarketing Agent. The rate disclosed is the rate in effect on September 30, 2022. |
(b) | Annualized 7-day yield as of period-end. |
AGC—Assured Guaranty Corp.
AGM—Assured Guaranty Municipal Corporation
AMBAC—American Municipal Bond Assurance Corporation
AMT—Alternative Minimum Tax
BAM—Build America Mutual
GO—General Obligation
MBIA—Municipal Bond Insurance Association
PSF-GTD—Public School Fund Guaranteed
Q-SBLF—Qualified School Bond Loan Fund
SCH BD GTY—School Board Guaranty
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2022.
The Intermediate Term Municipal Bond Portfolio | Insight North America LLC | HC Capital Solutions | Total | |||
Municipal Bonds | 88.67% | - | 88.67% | |||
Investment Company | - | 10.48% | 10.48% | |||
Other Assets (Liabilities) | 0.79% | 0.06% | 0.85% | |||
Total Net Assets | 89.46% | 10.54% | 100.00% |
Amounts designated as "—" indicate the Specialist Manager did not manage any holdings in that category.
HC CAPITAL TRUST
The Intermediate Term Municipal Bond II Portfolio
Portfolio of Investments — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Municipal Bonds — 62.97% | ||||||||||||||
Alabama — 3.09% | ||||||||||||||
$ | 1,415 | Birmingham Alabama Special Care Facilities Financing Authority Health Care Facility Revenue, Callable 6/1/25 @ 100.00 | 5.00 | 6/1/29 | $ | 1,471 | ||||||||
260 | Pell City Alabama, GO, Series A (Pre-Refunded/Escrowed to Maturity) | 5.00 | 2/1/26 | 270 | ||||||||||
1,741 | ||||||||||||||
Connecticut — 1.48% | ||||||||||||||
870 | State of Connecticut Special Tax Revenue, Callable 5/1/30 @ 100.00 | 4.00 | 5/1/36 | 831 | ||||||||||
Florida — 6.52% | ||||||||||||||
1,250 | Florida State Board of Education Lottery Revenue, Series A | 5.00 | 7/1/26 | 1,330 | ||||||||||
900 | Lee County Florida School Board Certificates of Participation, Series A, Callable 8/1/24 @ 100.00 | 5.00 | 8/1/27 | 930 | ||||||||||
1,300 | State of Florida Department of Transportation Revenue, Callable 7/1/28 @ 100.00 | 5.00 | 7/1/31 | 1,412 | ||||||||||
3,672 | ||||||||||||||
Georgia — 4.83% | ||||||||||||||
1,415 | State of Georgia, GO, Series A | 5.00 | 7/1/28 | 1,551 | ||||||||||
1,150 | Walton Industrial Building Authority Revenue | 4.00 | 2/1/31 | 1,170 | ||||||||||
2,721 | ||||||||||||||
Illinois — 4.79% | ||||||||||||||
1,095 | Highland Park Park District Revenue | 5.00 | 12/15/30 | 1,203 | ||||||||||
1,400 | Illinois Finance Authority Revenue | 5.00 | 1/1/27 | 1,495 | ||||||||||
2,698 | ||||||||||||||
Kentucky — 2.38% | ||||||||||||||
1,220 | Louisville and Jefferson County Metropolitan Sewer District Revenue, Series A | 5.00 | 5/15/29 | 1,343 | ||||||||||
Nevada — 3.37% | ||||||||||||||
800 | Nevada State System of Higher Education Certificates of Participation Revenue, Series A, Callable 7/1/24 @ 100.00 | 5.00 | 7/1/26 | 822 | ||||||||||
980 | State of Nevada, GO, Series A | 5.00 | 5/1/29 | 1,080 | ||||||||||
1,902 | ||||||||||||||
New Mexico — 1.96% | ||||||||||||||
1,025 | Albuquerque Municipal School District No. 12, GO, Callable 8/1/28 @ 100.00 (State Aid Withholding) | 5.00 | 8/1/29 | 1,103 | ||||||||||
New York — 2.19% | ||||||||||||||
570 | City of New York, GO, Series 1 | 5.00 | 4/1/31 | 631 | ||||||||||
600 | Metropolitan Transportation Authority Revenue, Series A-1 | 5.00 | 2/1/23 | 603 | ||||||||||
1,234 | ||||||||||||||
North Carolina — 3.41% | ||||||||||||||
1,500 | North Carolina State Revenue, Series B | 5.00 | 5/1/27 | 1,612 | ||||||||||
300 | University of North Carolina at Greensboro Revenue | 5.00 | 4/1/25 | 312 | ||||||||||
1,924 | ||||||||||||||
Ohio — 4.17% | ||||||||||||||
700 | American Municipal Power, Inc. Revenue, Series A, Callable 2/15/24 @ 100.00 | 5.00 | 2/15/27 | 713 | ||||||||||
1,000 | Butler County Ohio Hospital Facilities Revenue, Series X | 5.00 | 5/15/29 | 1,097 | ||||||||||
500 | Ohio State Hospital Facility Revenue, Callable 1/1/28 @ 100.00 | 5.00 | 1/1/30 | 539 | ||||||||||
2,349 | ||||||||||||||
Pennsylvania — 2.57% | ||||||||||||||
1,395 | Pennsylvania Housing Finance Agency Revenue, Series 137 | 5.00 | 4/1/25 | 1,448 | ||||||||||
South Dakota — 3.18% | ||||||||||||||
1,675 | South Dakota Board of Regents Revenue, Callable 10/1/27 @ 100.00 | 5.00 | 4/1/29 | 1,792 | ||||||||||
Tennessee — 2.36% | ||||||||||||||
1,215 | County of Hamblen, GO | 5.00 | 5/1/29 | 1,331 | ||||||||||
Texas — 9.21% | ||||||||||||||
1,550 | City of Missouri City Texas, GO, Callable 6/15/26 @ 100.00 | 5.00 | 6/15/30 | 1,664 | ||||||||||
300 | City of Pearland Texas, GO, Callable 3/1/27 @ 100.00 | 5.00 | 3/1/29 | 320 | ||||||||||
1,500 | Harris County Texas Cultural Education Facilities Finance Corp. Medicine Facilities Revenue, Callable 10/1/25 @ 100.00 | 5.00 | 10/1/27 | 1,565 | ||||||||||
1,545 | Harris County Texas Revenue, Series A, Callable 8/15/26 @ 100.00 | 5.00 | 8/15/30 | 1,650 | ||||||||||
5,199 | ||||||||||||||
Washington — 5.54% | ||||||||||||||
1,050 | King County School District No. 405 Bellevue, GO, Callable 12/1/27 @ 100.00 (SCH BD GTY) | 5.00 | 12/1/29 | 1,143 |
HC CAPITAL TRUST
The Intermediate Term Municipal Bond II Portfolio
Portfolio of Investments (continued) — September 30, 2022 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) |
||||||||||
Municipal Bonds (continued) | ||||||||||||||
Washington (continued) | ||||||||||||||
$ | 1,250 | King County School District No. 410 Snoqualmie Valley, GO, Callable 6/1/27 @ 100.00 (SCH BD GTY) | 5.00 | 12/1/27 | $ | 1,350 | ||||||||
575 | King County Washington, GO, Callable 1/1/29 @ 100.00 | 5.00 | 1/1/30 | 630 | ||||||||||
3,123 | ||||||||||||||
West Virginia — 1.92% | ||||||||||||||
1,000 | State of West Virginia, GO, Series A, Callable 6/1/29 @ 100.00 | 5.00 | 6/1/33 | 1,080 | ||||||||||
Total Municipal Bonds | 35,491 | |||||||||||||
Shares | ||||||||||||||
Investment Companies — 35.81% | ||||||||||||||
86,205 | BlackRock California Municipal Income Trust | 886 | ||||||||||||
116,222 | BlackRock Municipal Income Fund, Inc. | 1,262 | ||||||||||||
54,274 | BlackRock MuniYield Fund, Inc. | 539 | ||||||||||||
125,736 | BlackRock MuniYield Quality Fund III, Inc. | 1,311 | ||||||||||||
71,012 | DTF Tax-Free Income 2028 Term Fund, Inc. | 788 | ||||||||||||
129,929 | DWS Municipal Income Trust | 1,081 | ||||||||||||
46,963 | Eaton Vance California Municipal Bond Fund | 400 | ||||||||||||
90,000 | Eaton Vance Municipal Bond Fund | 871 | ||||||||||||
85,000 | Invesco Quality Municipal Income Trust | 776 | ||||||||||||
134,249 | Nuveen AMT-Free Quality Municipal Income Fund | 1,423 | ||||||||||||
65,000 | Nuveen California Quality Municipal Income Fund | 713 | ||||||||||||
15,518 | Nuveen Intermediate Duration Municipal Term Fund | 192 | ||||||||||||
117,050 | Nuveen Municipal Credit Income Fund | 1,331 | ||||||||||||
78,377 | Nuveen New York AMT-Free Quality Municipal Income Fund | 770 | ||||||||||||
132,044 | Nuveen Quality Municipal Income Fund | 1,453 | ||||||||||||
63,478 | Pioneer Municipal High Income Opportunities Fund, Inc. | 479 | ||||||||||||
70,688 | Pioneer Municipal High Income Opportunities Fund, Inc. | 717 | ||||||||||||
4,889,749 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 2.89 | (a) | 4,890 | ||||||||||
30,601 | Western Asset Managed Municipals Fund, Inc. | 297 | ||||||||||||
Total Investment Companies | 20,179 | |||||||||||||
Total Investments (cost $63,379) — 98.78% | 55,670 | |||||||||||||
Other assets in excess of liabilities — 1.22% | 685 | |||||||||||||
Net Assets — 100.00% | $ | 56,355 |
(a) | Annualized 7-day yield as of period-end. |
AMT—Alternative Minimum Tax | |
GO—General Obligation | |
SCH BD GTY—School Board Guaranty |
HC CAPITAL TRUST
The Intermediate Term Municipal Bond II Portfolio
Portfolio of Investments (concluded) — September 30, 2022 (Unaudited)
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2022.
The Intermediate Term Municipal Bond II Portfolio | Breckinridge Capital Advisors, Inc. | City of London Investment Management Company, Limited | HC Capital Solutions | Total | ||||
Municipal Bonds | 62.97% | - | - | 62.97% | ||||
Investment Companies | 0.33% | 27.13% | 8.35% | 35.81% | ||||
Other Assets (Liabilities) | 0.93% | 0.44% | -0.15% | 1.22% | ||||
Total Net Assets | 64.23% | 27.57% | 8.20% | 100.00% |
Amounts designated as "—" indicate the Specialist Manager did not manage any holdings in that category.