HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 99.68% | ||||||||
Aerospace & Defense — 1.46% | ||||||||
3,065 | HEICO Corp. | $ | 496 | |||||
1,057 | L3Harris Technologies, Inc. | 184 | ||||||
5,411 | Lockheed Martin Corp. | 2,213 | ||||||
747 | Northrop Grumman Corp. | 329 | ||||||
18,437 | RTX Corp. | 1,327 | ||||||
5,412 | The Boeing Co.(a) | 1,037 | ||||||
4,420 | TransDigm Group, Inc.(a) | 3,727 | ||||||
9,313 | ||||||||
Air Freight & Logistics — 0.63% | ||||||||
305 | Expeditors International of Washington, Inc. | 35 | ||||||
4,786 | FedEx Corp. | 1,268 | ||||||
1,886 | GXO Logistics, Inc.(a) | 111 | ||||||
16,845 | United Parcel Service, Inc., Class - B | 2,625 | ||||||
4,039 | ||||||||
Automobile Components — 2.12% | ||||||||
7,064 | General Motors Co. | 233 | ||||||
585 | Gentex Corp. | 19 | ||||||
12,500 | Lear Corp. | 1,678 | ||||||
117,723 | Lucid Group, Inc.(a) | 658 | ||||||
55,879 | Rivian Automotive, Inc., Class - A(a) | 1,357 | ||||||
36,457 | Tesla, Inc.(a) | 9,122 | ||||||
37,827 | The Goodyear Tire & Rubber Co.(a) | 470 | ||||||
13,537 | ||||||||
Banks — 3.37% | ||||||||
225,733 | Bank of America Corp. | 6,181 | ||||||
16,687 | Bank OZK | 619 | ||||||
7,844 | Citigroup, Inc. | 323 | ||||||
1,826 | Citizens Financial Group, Inc. | 49 | ||||||
5,616 | Columbia Banking System, Inc. | 114 | ||||||
15,989 | Comerica, Inc. | 664 | ||||||
656 | Commerce Bancshares, Inc. | 31 | ||||||
1,552 | Cullen/Frost Bankers, Inc. | 142 | ||||||
3,013 | East West Bancorp, Inc. | 159 | ||||||
13,076 | Fifth Third Bancorp | 331 | ||||||
591 | First Citizens BancShares, Inc., Class - A | 816 | ||||||
6,815 | First Hawaiian, Inc. | 123 | ||||||
41,225 | Huntington Bancshares, Inc. | 429 | ||||||
52,407 | JPMorgan Chase & Co. | 7,600 | ||||||
3,497 | M&T Bank Corp. | 442 | ||||||
42,174 | Synovus Financial Corp. | 1,172 | ||||||
8,270 | The PNC Financial Services Group, Inc. | 1,015 | ||||||
13,406 | Wells Fargo & Co. | 548 | ||||||
16,779 | Western Alliance Bancorp | 771 | ||||||
21,529 | ||||||||
Beverages — 1.78% | ||||||||
4,600 | Brown-Forman Corp., Class - B | 265 | ||||||
2,846 | Constellation Brands, Inc., Class - A | 715 | ||||||
6,891 | Keurig Dr. Pepper, Inc. | 218 | ||||||
9,060 | Monster Beverage Corp.(a) | 480 | ||||||
28,839 | PepsiCo, Inc. | 4,886 | ||||||
85,987 | The Coca-Cola Co. | 4,814 | ||||||
11,378 | ||||||||
Biotechnology — 2.55% | ||||||||
34,760 | AbbVie, Inc. | 5,180 | ||||||
2,223 | Alnylam Pharmaceuticals, Inc.(a) | 394 | ||||||
14,171 | Amgen, Inc. | 3,809 | ||||||
8,247 | Seagen, Inc.(a) | 1,750 | ||||||
17,938 | United Therapeutics Corp.(a) | 4,052 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Biotechnology (continued) | ||||||||
3,143 | Vertex Pharmaceuticals, Inc.(a) | $ | 1,093 | |||||
16,278 | ||||||||
Broadline Retail — 3.24% | ||||||||
154,380 | Amazon.com, Inc.(a) | 19,624 | ||||||
15,760 | eBay, Inc. | 695 | ||||||
5,126 | Ollie's Bargain Outlet Holdings, Inc.(a) | 396 | ||||||
20,715 | ||||||||
Building Products — 0.70% | ||||||||
10,045 | A.O. Smith Corp. | 664 | ||||||
21,311 | Carrier Global Corp. | 1,176 | ||||||
13,273 | Johnson Controls International PLC | 706 | ||||||
6,549 | Masco Corp. | 350 | ||||||
7,831 | Trane Technologies PLC | 1,590 | ||||||
4,486 | ||||||||
Capital Markets — 2.46% | ||||||||
4,496 | Affiliated Managers Group, Inc. | 586 | ||||||
2,506 | Ameriprise Financial, Inc. | 826 | ||||||
2,656 | Ares Management Corp., Class - A | 273 | ||||||
4,582 | BlackRock, Inc. | 2,962 | ||||||
1,669 | CME Group, Inc. | 334 | ||||||
7,651 | Coinbase Global, Inc., Class - A(a) | 574 | ||||||
4,721 | Evercore, Inc. | 651 | ||||||
16,955 | Franklin Resources, Inc. | 417 | ||||||
2,293 | Interactive Brokers Group, Inc. | 198 | ||||||
3,061 | Intercontinental Exchange, Inc. | 337 | ||||||
9,972 | Invesco Ltd. | 145 | ||||||
17,093 | Jefferies Financial Group, Inc. | 626 | ||||||
9,493 | KKR & Co., Inc. | 585 | ||||||
20,369 | Morgan Stanley | 1,664 | ||||||
686 | Morningstar, Inc. | 161 | ||||||
1,887 | Nasdaq, Inc. | 92 | ||||||
269 | S&P Global, Inc. | 98 | ||||||
7,695 | State Street Corp. | 515 | ||||||
7,780 | T. Rowe Price Group, Inc. | 816 | ||||||
25,629 | The Charles Schwab Corp. | 1,407 | ||||||
7,506 | The Goldman Sachs Group, Inc. | 2,429 | ||||||
15,696 | ||||||||
Chemicals — 1.63% | ||||||||
7,464 | Air Products & Chemicals, Inc. | 2,116 | ||||||
4,923 | Axalta Coating Systems Ltd.(a) | 132 | ||||||
1,640 | Celanese Corp. | 206 | ||||||
30,439 | CF Industries Holdings, Inc. | 2,611 | ||||||
9,311 | Corteva, Inc. | 476 | ||||||
9,217 | Dow, Inc. | 475 | ||||||
13,063 | DuPont de Nemours, Inc. | 974 | ||||||
1,619 | Linde PLC | 603 | ||||||
7,173 | LyondellBasell Industries N.V., Class - A | 679 | ||||||
24,876 | Olin Corp. | 1,243 | ||||||
6,716 | PPG Industries, Inc. | 872 | ||||||
10,387 | ||||||||
Commercial Services & Supplies — 1.35% | ||||||||
11,948 | Clean Harbors, Inc.(a) | 2,000 | ||||||
109,396 | Copart, Inc.(a) | 4,713 | ||||||
1,577 | RB Global, Inc. | 99 | ||||||
1,270 | Republic Services, Inc. | 181 | ||||||
2,747 | Stericycle, Inc.(a) | 123 | ||||||
9,682 | Waste Management, Inc. | 1,476 | ||||||
8,592 |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Communications Equipment — 0.80% | ||||||||
90,637 | Cisco Systems, Inc. | $ | 4,872 | |||||
774 | Motorola Solutions, Inc. | 211 | ||||||
5,083 | ||||||||
Construction & Engineering — 0.12% | ||||||||
3,578 | AECOM | 297 | ||||||
841 | Arcosa, Inc. | 60 | ||||||
2,295 | Quanta Services, Inc. | 430 | ||||||
787 | ||||||||
Construction Materials — 0.17% | ||||||||
1,351 | Martin Marietta Materials, Inc. | 554 | ||||||
2,578 | Vulcan Materials Co. | 521 | ||||||
1,075 | ||||||||
Consumer Finance — 0.97% | ||||||||
20,855 | American Express Co. | 3,112 | ||||||
20,025 | Capital One Financial Corp. | 1,943 | ||||||
6,409 | Discover Financial Services | 555 | ||||||
14,450 | OneMain Holdings, Inc. | 579 | ||||||
6,189 | ||||||||
Consumer Staples Distribution & Retail — 1.80% | ||||||||
3,254 | Casey's General Stores, Inc. | 884 | ||||||
2,691 | Costco Wholesale Corp. | 1,520 | ||||||
952 | Dollar General Corp. | 101 | ||||||
4,169 | Dollar Tree, Inc.(a) | 444 | ||||||
9,412 | Sysco Corp. | 622 | ||||||
17,745 | Target Corp. | 1,961 | ||||||
9,040 | The Kroger Co. | 405 | ||||||
34,781 | Walmart, Inc. | 5,562 | ||||||
11,499 | ||||||||
Containers & Packaging — 0.33% | ||||||||
262 | AptarGroup, Inc. | 33 | ||||||
27 | Avery Dennison Corp. | 5 | ||||||
22,939 | Ball Corp. | 1,142 | ||||||
10,608 | International Paper Co. | 376 | ||||||
2,050 | Packaging Corp. of America | 315 | ||||||
2,320 | Silgan Holdings, Inc. | 100 | ||||||
2,452 | Sonoco Products Co. | 133 | ||||||
2,104 | ||||||||
Distributors — 0.09% | ||||||||
3,827 | Genuine Parts Co. | 553 | ||||||
Diversified Consumer Services — 0.08% | ||||||||
7,498 | H&R Block, Inc. | 323 | ||||||
3,097 | Service Corp. International | 177 | ||||||
500 | ||||||||
Diversified REITs — 0.02% | ||||||||
1,385 | Federal Realty Investment Trust | 126 | ||||||
Diversified Telecommunication Services — 0.25% | ||||||||
4,671 | GCI Liberty, Inc.(a)(b) | — | ||||||
48,780 | Verizon Communications, Inc. | 1,581 | ||||||
1,581 | ||||||||
Electric Utilities — 1.37% | ||||||||
1,604 | Alliant Energy Corp. | 78 | ||||||
30,034 | American Electric Power Co., Inc. | 2,259 | ||||||
3,035 | Constellation Energy Corp. | 331 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Electric Utilities (continued) | ||||||||
7,685 | Duke Energy Corp. | $ | 678 | |||||
1,914 | Edison International | 121 | ||||||
9,746 | Eversource Energy | 567 | ||||||
9,106 | Exelon Corp. | 344 | ||||||
35,480 | NextEra Energy, Inc. | 2,033 | ||||||
32,159 | The Southern Co. | 2,081 | ||||||
4,017 | Xcel Energy, Inc. | 230 | ||||||
8,722 | ||||||||
Electrical Equipment — 0.83% | ||||||||
3,350 | AMETEK, Inc. | 495 | ||||||
12,355 | Eaton Corp. PLC | 2,635 | ||||||
16,658 | Emerson Electric Co. | 1,609 | ||||||
3,984 | Regal Rexnord Corp. | 569 | ||||||
5,308 | ||||||||
Electronic Equipment, Instruments & Components — 0.02% | ||||||||
1,050 | Keysight Technologies, Inc.(a) | 139 | ||||||
Energy Equipment & Services — 0.71% | ||||||||
26,930 | Halliburton Co. | 1,091 | ||||||
6,095 | Helmerich & Payne, Inc. | 257 | ||||||
23,556 | Patterson-UTI Energy, Inc. | 326 | ||||||
42,009 | Schlumberger N.V. | 2,449 | ||||||
21,429 | TechnipFMC PLC | 436 | ||||||
4,559 | ||||||||
Entertainment — 0.83% | ||||||||
2,063 | Activision Blizzard, Inc. | 193 | ||||||
430 | Atlanta Braves Holdings, Inc.(a) | 15 | ||||||
14,871 | Liberty Media Corp.-Liberty Formula One(a) | 926 | ||||||
636 | Liberty Media Corp.-Liberty Live(a) | 20 | ||||||
4,935 | Netflix, Inc.(a) | 1,864 | ||||||
28,322 | The Walt Disney Co.(a) | 2,296 | ||||||
5,314 | ||||||||
Financial Services — 3.58% | ||||||||
8,213 | Apollo Global Management, Inc. | 737 | ||||||
23,433 | Berkshire Hathaway, Inc., Class - B(a) | 8,208 | ||||||
14,613 | Equitable Holdings, Inc. | 415 | ||||||
3,316 | Fiserv, Inc.(a) | 375 | ||||||
4,425 | Global Payments, Inc. | 511 | ||||||
18,311 | Mastercard, Inc., Class - A | 7,249 | ||||||
23,246 | Visa, Inc., Class - A | 5,347 | ||||||
43 | WEX, Inc.(a) | 8 | ||||||
22,850 | ||||||||
Food Products — 0.77% | ||||||||
13,782 | Archer-Daniels-Midland Co. | 1,040 | ||||||
3,437 | Campbell Soup Co. | 141 | ||||||
16,807 | Conagra Brands, Inc. | 461 | ||||||
5,689 | Flowers Foods, Inc. | 126 | ||||||
12,760 | General Mills, Inc. | 817 | ||||||
2,450 | Hormel Foods Corp. | 93 | ||||||
10,284 | Kellogg Co. | 612 | ||||||
9,502 | Mondelez International, Inc., Class - A | 659 | ||||||
1,277 | Post Holdings, Inc.(a) | 109 | ||||||
1,964 | The Hershey Co. | 393 | ||||||
13,887 | The Kraft Heinz Co. | 467 | ||||||
4,918 |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Gas Utilities — 0.01% | ||||||||
808 | Atmos Energy Corp. | $ | 86 | |||||
Ground Transportation — 1.16% | ||||||||
4,011 | CSX Corp. | 123 | ||||||
2,655 | Knight-Swift Transportation Holdings, Inc. | 133 | ||||||
5,345 | Norfolk Southern Corp. | 1,053 | ||||||
1,462 | Old Dominion Freight Line, Inc. | 598 | ||||||
1,886 | RXO, Inc.(a) | 37 | ||||||
7,527 | Ryder System, Inc. | 805 | ||||||
13,196 | Uber Technologies, Inc.(a) | 607 | ||||||
327 | U-Haul Holding Co.(a) | 18 | ||||||
2,943 | U-Haul Holding Co. | 154 | ||||||
18,473 | Union Pacific Corp. | 3,762 | ||||||
1,886 | XPO, Inc.(a) | 141 | ||||||
7,431 | ||||||||
Health Care Equipment & Supplies — 2.13% | ||||||||
48,674 | Abbott Laboratories | 4,713 | ||||||
5,533 | Align Technology, Inc.(a) | 1,689 | ||||||
4,797 | Becton Dickinson & Co. | 1,240 | ||||||
5,314 | Dexcom, Inc.(a) | 496 | ||||||
9,953 | Edwards Lifesciences Corp.(a) | 690 | ||||||
1,648 | Enovis Corp.(a) | 87 | ||||||
2,648 | GE HealthCare Technologies, Inc. | 180 | ||||||
1,653 | IDEXX Laboratories, Inc.(a) | 723 | ||||||
2,647 | Intuitive Surgical, Inc.(a) | 774 | ||||||
28,708 | Medtronic PLC | 2,250 | ||||||
1,434 | Penumbra, Inc.(a) | 347 | ||||||
1,498 | STERIS PLC | 329 | ||||||
352 | Teleflex, Inc. | 69 | ||||||
13,587 | ||||||||
Health Care Providers & Services — 3.02% | ||||||||
3,127 | AmerisourceBergen Corp. | 563 | ||||||
24,101 | Centene Corp.(a) | 1,660 | ||||||
14,322 | CVS Health Corp. | 1,000 | ||||||
4,252 | Elevance Health, Inc. | 1,851 | ||||||
4,756 | HCA Healthcare, Inc. | 1,170 | ||||||
2,789 | Humana, Inc. | 1,357 | ||||||
2,131 | Laboratory Corp. of America Holdings | 428 | ||||||
4,072 | McKesson Corp. | 1,771 | ||||||
992 | Molina Healthcare, Inc.(a) | 325 | ||||||
2,928 | Quest Diagnostics, Inc. | 357 | ||||||
11,241 | The Cigna Group | 3,216 | ||||||
11,048 | UnitedHealth Group, Inc. | 5,570 | ||||||
19,268 | ||||||||
Health Care REITs — 0.07% | ||||||||
5,701 | Welltower, Inc. | 467 | ||||||
Health Care Technology — 0.38% | ||||||||
11,861 | Veeva Systems, Inc., Class - A(a) | 2,413 | ||||||
Hotels, Restaurants & Leisure — 2.07% | ||||||||
3,359 | Airbnb, Inc., Class - A(a) | 461 | ||||||
7,828 | Caesars Entertainment, Inc.(a) | 363 | ||||||
2,249 | Darden Restaurants, Inc. | 322 | ||||||
23,594 | DraftKings, Inc.(a) | 695 | ||||||
148 | Hilton Worldwide Holdings, Inc. | 22 | ||||||
3,826 | Hyatt Hotels Corp., Class - A | 406 | ||||||
1,434 | Marriott International, Inc., Class - A | 282 | ||||||
20,166 | McDonald's Corp. | 5,312 | ||||||
51,410 | Norwegian Cruise Line Holdings Ltd.(a) | 847 | ||||||
16,947 | Royal Caribbean Cruises Ltd.(a) | 1,561 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||
30,827 | Starbucks Corp. | $ | 2,814 | |||||
546 | Vail Resorts, Inc. | 121 | ||||||
13,206 | ||||||||
Household Durables — 0.50% | ||||||||
3,443 | D.R. Horton, Inc. | 370 | ||||||
3,121 | Garmin Ltd. | 328 | ||||||
3,252 | Leggett & Platt, Inc. | 83 | ||||||
6,964 | Lennar Corp., Class - A | 782 | ||||||
83 | Lennar Corp., Class - B | 8 | ||||||
4,132 | PulteGroup, Inc. | 306 | ||||||
17,676 | Toll Brothers, Inc. | 1,307 | ||||||
3,184 | ||||||||
Household Products — 1.58% | ||||||||
2,171 | Church & Dwight Co., Inc. | 199 | ||||||
16,240 | Kimberly-Clark Corp. | 1,963 | ||||||
1,218 | The Clorox Co. | 160 | ||||||
53,465 | The Procter & Gamble Co. | 7,798 | ||||||
10,120 | ||||||||
Industrial Conglomerates — 0.60% | ||||||||
7,946 | General Electric Co. | 878 | ||||||
16,050 | Honeywell International, Inc. | 2,966 | ||||||
3,844 | ||||||||
Industrial REITs — 0.59% | ||||||||
35,435 | Americold Realty Trust, Inc. | 1,078 | ||||||
20,968 | Prologis, Inc. | 2,352 | ||||||
6,543 | Rexford Industrial Realty, Inc. | 323 | ||||||
3,753 | ||||||||
Insurance — 2.09% | ||||||||
23,465 | Aflac, Inc. | 1,801 | ||||||
560 | Aon PLC, Class - A | 182 | ||||||
3,589 | Arthur J. Gallagher & Co. | 818 | ||||||
1,195 | Assurant, Inc. | 172 | ||||||
1,709 | Brown & Brown, Inc. | 119 | ||||||
3,252 | Cincinnati Financial Corp. | 333 | ||||||
52,976 | Fidelity National Financial, Inc. | 2,188 | ||||||
27,206 | Lincoln National Corp. | 672 | ||||||
2,577 | Marsh & McLennan Cos., Inc. | 490 | ||||||
26,353 | MetLife, Inc. | 1,658 | ||||||
7,077 | Old Republic International Corp. | 191 | ||||||
6,114 | Prudential Financial, Inc. | 580 | ||||||
3,014 | RenaissanceRe Holdings Ltd. | 597 | ||||||
26,534 | The Allstate Corp. | 2,955 | ||||||
2,945 | The Progressive Corp. | 410 | ||||||
3,246 | W.R. Berkley Corp. | 206 | ||||||
13,372 | ||||||||
Interactive Media & Services — 5.89% | ||||||||
125,340 | Alphabet, Inc., Class - A(a) | 16,403 | ||||||
91,660 | Alphabet, Inc., Class - C(a) | 12,085 | ||||||
7,722 | IAC, Inc.(a) | 389 | ||||||
29,177 | Meta Platforms, Inc., Class - A(a) | 8,759 | ||||||
37,636 | ||||||||
IT Services — 1.16% | ||||||||
2,831 | Accenture PLC, Class - A | 869 | ||||||
3,168 | Akamai Technologies, Inc.(a) | 338 | ||||||
1,853 | Cognizant Technology Solutions Corp., Class - A | 126 | ||||||
8,471 | EPAM Systems, Inc.(a) | 2,165 |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
IT Services (continued) | ||||||||
13,957 | GoDaddy, Inc., Class - A(a) | $ | 1,040 | |||||
2,117 | International Business Machines Corp. | 297 | ||||||
13,322 | Okta, Inc.(a) | 1,086 | ||||||
4,262 | Snowflake, Inc., Class - A(a) | 651 | ||||||
4,247 | VeriSign, Inc.(a) | 860 | ||||||
7,432 | ||||||||
Leisure Products — 0.12% | ||||||||
1,780 | Brunswick Corp. | 141 | ||||||
1,159 | Hasbro, Inc. | 77 | ||||||
10,271 | Mattel, Inc.(a) | 226 | ||||||
3,276 | Polaris, Inc. | 341 | ||||||
785 | ||||||||
Life Sciences Tools & Services — 1.11% | ||||||||
4,371 | Agilent Technologies, Inc. | 489 | ||||||
398 | Bio-Rad Laboratories, Inc., Class - A(a) | 143 | ||||||
1,294 | Bruker Corp. | 81 | ||||||
438 | Charles River Laboratories International, Inc.(a) | 86 | ||||||
3,501 | Danaher Corp. | 869 | ||||||
2,131 | Fortrea Holdings, Inc.(a) | 61 | ||||||
710 | IQVIA Holdings, Inc.(a) | 140 | ||||||
2,796 | Mettler-Toledo International, Inc.(a) | 3,097 | ||||||
2,339 | QIAGEN N.V.(a) | 95 | ||||||
485 | Revvity, Inc. | 54 | ||||||
3,456 | Thermo Fisher Scientific, Inc. | 1,748 | ||||||
720 | Waters Corp.(a) | 197 | ||||||
7,060 | ||||||||
Machinery — 1.69% | ||||||||
11,054 | AGCO Corp. | 1,307 | ||||||
12,196 | Caterpillar, Inc. | 3,330 | ||||||
5,428 | Cummins, Inc. | 1,240 | ||||||
53 | Donaldson Co., Inc. | 3 | ||||||
4,752 | Dover Corp. | 663 | ||||||
1,648 | Esab Corp. | 116 | ||||||
28 | IDEX Corp. | 6 | ||||||
6,910 | Ingersoll Rand, Inc. | 440 | ||||||
1,442 | ITT, Inc. | 141 | ||||||
1,244 | Nordson Corp. | 278 | ||||||
17,062 | Oshkosh Corp. | 1,628 | ||||||
7,507 | Otis Worldwide Corp. | 603 | ||||||
1,693 | Parker-Hannifin Corp. | 659 | ||||||
2,490 | The Timken Co. | 183 | ||||||
1,711 | Westinghouse Air Brake Technologies Corp. | 182 | ||||||
485 | Xylem, Inc. | 44 | ||||||
10,823 | ||||||||
Media — 0.72% | ||||||||
84,982 | Comcast Corp., Class - A | 3,767 | ||||||
4,889 | Fox Corp., Class - A | 153 | ||||||
3,789 | Omnicom Group, Inc. | 282 | ||||||
14,641 | The Interpublic Group of Cos., Inc. | 420 | ||||||
4,622 | ||||||||
Metals & Mining — 0.57% | ||||||||
49,484 | Alcoa Corp. | 1,438 | ||||||
18,550 | Newmont Corp. | 685 | ||||||
8,225 | Nucor Corp. | 1,286 | ||||||
1,912 | Steel Dynamics, Inc. | 205 | ||||||
3,614 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Mortgage Real Estate Investment Trusts — 0.09% | ||||||||
46,913 | AGNC Investment Corp. | $ | 443 | |||||
15,165 | Rithm Capital Corp. | 141 | ||||||
584 | ||||||||
Multi-Utilities — 0.67% | ||||||||
2,674 | Ameren Corp. | 200 | ||||||
1,937 | CMS Energy Corp. | 103 | ||||||
1,642 | Consolidated Edison, Inc. | 140 | ||||||
1,144 | Dominion Energy, Inc. | 51 | ||||||
1,043 | DTE Energy Co. | 104 | ||||||
72,854 | NiSource, Inc. | 1,799 | ||||||
5,865 | Public Service Enterprise Group, Inc. | 334 | ||||||
1,902 | Sempra Energy | 129 | ||||||
17,371 | WEC Energy Group, Inc. | 1,399 | ||||||
4,259 | ||||||||
Oil, Gas & Consumable Fuels — 3.75% | ||||||||
19,551 | Antero Midstream Corp. | 234 | ||||||
7,263 | Cheniere Energy, Inc. | 1,205 | ||||||
19,851 | Chevron Corp. | 3,347 | ||||||
5,077 | ConocoPhillips | 608 | ||||||
63,641 | Coterra Energy, Inc. | 1,721 | ||||||
30,851 | Devon Energy Corp. | 1,472 | ||||||
521 | DT Midstream, Inc. | 28 | ||||||
3,995 | EOG Resources, Inc. | 506 | ||||||
7,396 | EQT Corp. | 300 | ||||||
48,580 | Exxon Mobil Corp. | 5,713 | ||||||
16,993 | Hess Corp. | 2,600 | ||||||
11,538 | Marathon Petroleum Corp. | 1,746 | ||||||
26,124 | Occidental Petroleum Corp. | 1,695 | ||||||
6,401 | ONEOK, Inc. | 406 | ||||||
6,951 | Targa Resources Corp. | 596 | ||||||
41,203 | The Williams Cos., Inc. | 1,388 | ||||||
2,242 | Valero Energy Corp. | 318 | ||||||
2,011 | Vitesse Energy, Inc. | 46 | ||||||
23,929 | ||||||||
Paper & Forest Products — 0.01% | ||||||||
964 | Sylvamo Corp. | 42 | ||||||
Passenger Airlines — 0.14% | ||||||||
8,716 | Alaska Air Group, Inc.(a) | 323 | ||||||
28,157 | American Airlines Group, Inc.(a) | 361 | ||||||
2,097 | Copa Holdings SA, Class - A | 187 | ||||||
871 | ||||||||
Personal Care Products — 0.04% | ||||||||
1,700 | The Estee Lauder Cos., Inc. | 246 | ||||||
Pharmaceuticals — 4.21% | ||||||||
30,890 | Bristol-Myers Squibb Co. | 1,793 | ||||||
15,767 | Eli Lilly & Co. | 8,469 | ||||||
1,000 | Jazz Pharmaceuticals PLC(a) | 129 | ||||||
44,819 | Johnson & Johnson | 6,981 | ||||||
58,424 | Merck & Co., Inc. | 6,015 | ||||||
6,434 | Organon & Co. | 112 | ||||||
99,288 | Pfizer, Inc. | 3,293 | ||||||
8,046 | Viatris, Inc. | 79 | ||||||
26,871 | ||||||||
Professional Services — 1.27% | ||||||||
26,820 | CoStar Group, Inc.(a) | 2,062 | ||||||
1,081 | Equifax, Inc. | 198 |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Professional Services (continued) | ||||||||
717 | Jacobs Solutions, Inc. | $ | 98 | |||||
1,829 | Leidos Holdings, Inc. | 169 | ||||||
6,910 | Paychex, Inc. | 797 | ||||||
8,321 | Paycom Software, Inc. | 2,157 | ||||||
825 | Robert Half International, Inc. | 60 | ||||||
10,910 | Verisk Analytics, Inc. | 2,578 | ||||||
8,119 | ||||||||
Real Estate Management & Development — 0.12% | ||||||||
1,691 | CBRE Group, Inc., Class - A(a) | 125 | ||||||
4,563 | Howard Hughes Holdings, Inc.(a) | 338 | ||||||
2,009 | Jones Lang LaSalle, Inc.(a) | 284 | ||||||
747 | ||||||||
Residential REITs — 0.32% | ||||||||
3,688 | American Homes 4 Rent, Class - A | 124 | ||||||
7,024 | Camden Property Trust | 665 | ||||||
2,122 | Equity LifeStyle Properties, Inc. | 135 | ||||||
507 | Essex Property Trust, Inc. | 108 | ||||||
10,627 | Invitation Homes, Inc. | 337 | ||||||
2,029 | Mid-America Apartment Communities, Inc. | 261 | ||||||
1,913 | Sun Communities, Inc. | 226 | ||||||
4,609 | UDR, Inc. | 164 | ||||||
2,020 | ||||||||
Retail REITs — 0.30% | ||||||||
27,975 | Brixmor Property Group, Inc. | 581 | ||||||
19,277 | Realty Income Corp. | 963 | ||||||
35,601 | The Macerich Co. | 388 | ||||||
1,932 | ||||||||
Semiconductors & Semiconductor Equipment — 6.06% | ||||||||
11,746 | Advanced Micro Devices, Inc.(a) | 1,208 | ||||||
3,728 | Analog Devices, Inc. | 653 | ||||||
21,151 | Applied Materials, Inc. | 2,928 | ||||||
2,918 | Broadcom, Inc. | 2,424 | ||||||
63,964 | Intel Corp. | 2,274 | ||||||
3,090 | KLA Corp. | 1,417 | ||||||
1,129 | Lam Research Corp. | 708 | ||||||
6,026 | Marvell Technology, Inc. | 326 | ||||||
2,758 | Micron Technology, Inc. | 188 | ||||||
47,156 | NVIDIA Corp. | 20,512 | ||||||
7,270 | QUALCOMM, Inc. | 807 | ||||||
3,842 | Skyworks Solutions, Inc. | 379 | ||||||
23,905 | Texas Instruments, Inc. | 3,801 | ||||||
6,964 | Universal Display Corp. | 1,093 | ||||||
38,718 | ||||||||
Software — 10.77% | ||||||||
12,361 | Adobe, Inc.(a) | 6,302 | ||||||
10,190 | Autodesk, Inc.(a) | 2,108 | ||||||
512 | Dolby Laboratories, Inc., Class - A | 41 | ||||||
27,227 | Manhattan Associates, Inc.(a) | 5,382 | ||||||
137,229 | Microsoft Corp. | 43,329 | ||||||
56,988 | Oracle Corp. | 6,036 | ||||||
41 | Roper Technologies, Inc. | 20 | ||||||
3,137 | Salesforce, Inc.(a) | 636 | ||||||
8,243 | ServiceNow, Inc.(a) | 4,608 | ||||||
668 | Synopsys, Inc.(a) | 307 | ||||||
68,769 | ||||||||
Specialized REITs — 0.92% | ||||||||
5,297 | American Tower Corp. | 871 | ||||||
2,473 | Crown Castle, Inc. | 228 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Specialized REITs (continued) | ||||||||
5,913 | CubeSmart | $ | 225 | |||||
9,861 | Digital Realty Trust, Inc. | 1,193 | ||||||
1,956 | Equinix, Inc. | 1,421 | ||||||
5,142 | Extra Space Storage, Inc. | 625 | ||||||
5,259 | Iron Mountain, Inc. | 313 | ||||||
846 | Lamar Advertising Co., Class - A | 71 | ||||||
2,688 | Public Storage | 708 | ||||||
8,362 | VICI Properties, Inc. | 243 | ||||||
5,898 | ||||||||
Specialty Retail — 2.38% | ||||||||
2,829 | AutoNation, Inc.(a) | 428 | ||||||
22 | AutoZone, Inc.(a) | 56 | ||||||
6,524 | Bath & Body Works, Inc. | 221 | ||||||
7,757 | Best Buy Co., Inc. | 539 | ||||||
4,609 | Dick's Sporting Goods, Inc. | 500 | ||||||
923 | Five Below, Inc.(a) | 149 | ||||||
36,426 | Floor & Decor Holdings, Inc., Class - A(a) | 3,297 | ||||||
3,541 | Lowe's Cos., Inc. | 736 | ||||||
7,287 | Penske Automotive Group, Inc. | 1,217 | ||||||
17,296 | The Home Depot, Inc. | 5,225 | ||||||
21,249 | The TJX Cos., Inc. | 1,889 | ||||||
2,059 | Tractor Supply Co. | 418 | ||||||
2,174 | Victoria's Secret & Co.(a) | 36 | ||||||
3,016 | Williams-Sonoma, Inc. | 469 | ||||||
15,180 | ||||||||
Technology Hardware, Storage & Peripherals — 7.64% | ||||||||
271,276 | Apple, Inc. | 46,444 | ||||||
83,952 | HP, Inc. | 2,158 | ||||||
2,448 | NetApp, Inc. | 186 | ||||||
48,788 | ||||||||
Textiles, Apparel & Luxury Goods — 0.26% | ||||||||
6,619 | Capri Holdings Ltd.(a) | 348 | ||||||
9,230 | NIKE, Inc., Class - B | 883 | ||||||
1,533 | Ralph Lauren Corp. | 178 | ||||||
7,801 | Tapestry, Inc. | 224 | ||||||
1,633 | ||||||||
Tobacco — 0.33% | ||||||||
36,600 | Altria Group, Inc. | 1,539 | ||||||
6,325 | Philip Morris International, Inc. | 586 | ||||||
2,125 | ||||||||
Trading Companies & Distributors — 0.37% | ||||||||
13,428 | Fastenal Co. | 734 | ||||||
1,130 | Watsco, Inc. | 427 | ||||||
8,335 | WESCO International, Inc. | 1,198 | ||||||
2,359 | ||||||||
Water Utilities — 0.02% | ||||||||
1,178 | American Water Works Co., Inc. | 146 | ||||||
Wireless Telecommunication Services — 0.52% | ||||||||
23,667 | T-Mobile US, Inc. | 3,315 | ||||||
Total Common Stocks | 636,511 |
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Investment Company — 0.39% | ||||||||
2,472,751 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 5.23%(c) | $ | 2,473 | |||||
Total Investment Company | 2,473 | |||||||
Total Investments (cost $285,965) — 100.07% | 638,984 | |||||||
Liabilities in excess of other assets — (0.07)% | (421 | ) | ||||||
Net Assets - 100.00% | $ | 638,563 |
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, 2023. |
(c) | Annualized 7-day yield as of period-end. |
REIT—Real Estate Investment Trust
As of September 30, 2023, 100% of the Portfolio's net assets were managed by Parametric Portfolio Associates, LLC.
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 99.37% | ||||||||
Aerospace & Defense — 0.74% | ||||||||
5,461 | General Dynamics Corp. | $ | 1,207 | |||||
391 | HEICO Corp. | 63 | ||||||
728 | HEICO Corp., Class - A | 94 | ||||||
4,826 | L3Harris Technologies, Inc. | 840 | ||||||
1,511 | Northrop Grumman Corp. | 665 | ||||||
33,522 | RTX Corp. | 2,414 | ||||||
475 | TransDigm Group, Inc.(a) | 400 | ||||||
5,683 | ||||||||
Air Freight & Logistics — 0.09% | ||||||||
4,946 | Expeditors International of Washington, Inc. | 567 | ||||||
1,658 | GXO Logistics, Inc.(a) | 97 | ||||||
664 | ||||||||
Automobile Components — 2.28% | ||||||||
71,725 | Ford Motor Co. | 891 | ||||||
12,720 | Mobileye Global, Inc., Class - A(a) | 529 | ||||||
77,833 | Rivian Automotive, Inc., Class - A(a) | 1,890 | ||||||
56,731 | Tesla, Inc.(a) | 14,194 | ||||||
17,504 | ||||||||
Automobiles — 0.15% | ||||||||
123,477 | Dr. Ing hc F Porsche AG, ADR | 1,150 | ||||||
Banks — 1.50% | ||||||||
10,612 | Bank of America Corp. | 291 | ||||||
13,206 | Bank OZK | 490 | ||||||
13,240 | Citizens Financial Group, Inc. | 355 | ||||||
40,559 | Comerica, Inc. | 1,685 | ||||||
1,150 | Cullen/Frost Bankers, Inc. | 105 | ||||||
29,928 | East West Bancorp, Inc. | 1,578 | ||||||
86,090 | First Horizon Corp. | 949 | ||||||
36,888 | Huntington Bancshares, Inc. | 384 | ||||||
23,824 | JPMorgan Chase & Co. | 3,454 | ||||||
106,556 | Regions Financial Corp. | 1,832 | ||||||
10,848 | Zions Bancorp NA | 378 | ||||||
11,501 | ||||||||
Beverages — 1.36% | ||||||||
7,236 | Brown-Forman Corp., Class - B | 417 | ||||||
17,862 | Monster Beverage Corp.(a) | 946 | ||||||
29,046 | PepsiCo, Inc. | 4,922 | ||||||
74,917 | The Coca-Cola Co. | 4,194 | ||||||
10,479 | ||||||||
Biotechnology — 1.80% | ||||||||
9,107 | Alnylam Pharmaceuticals, Inc.(a) | 1,613 | ||||||
15,151 | Amgen, Inc. | 4,071 | ||||||
1,817 | Argenx SE, ADR(a) | 893 | ||||||
19,253 | Moderna, Inc.(a) | 1,989 | ||||||
14,430 | Natera, Inc.(a) | 639 | ||||||
800 | Neurocrine Biosciences, Inc.(a) | 90 | ||||||
2,019 | Regeneron Pharmaceuticals, Inc.(a) | 1,662 | ||||||
1,014 | Seagen, Inc.(a) | 215 | ||||||
7,673 | Vertex Pharmaceuticals, Inc.(a) | 2,668 | ||||||
13,840 | ||||||||
Broadline Retail — 4.93% | ||||||||
269,190 | Amazon.com, Inc.(a) | 34,219 | ||||||
2,900 | MercadoLibre, Inc.(a) | 3,677 | ||||||
37,896 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Building Products — 0.26% | ||||||||
404 | Armstrong World Industries, Inc. | $ | 29 | |||||
17,452 | Carrier Global Corp. | 963 | ||||||
48,582 | Resideo Technologies, Inc.(a) | 768 | ||||||
1,218 | Trane Technologies PLC | 247 | ||||||
2,007 | ||||||||
Capital Markets — 2.28% | ||||||||
2,335 | Cboe Global Markets, Inc. | 365 | ||||||
6,242 | CME Group, Inc. | 1,250 | ||||||
1,203 | FactSet Research Systems, Inc. | 526 | ||||||
2,582 | Intercontinental Exchange, Inc. | 284 | ||||||
143,372 | Invesco Ltd. | 2,082 | ||||||
18,395 | Janus Henderson Group PLC | 475 | ||||||
713 | LPL Financial Holdings, Inc. | 169 | ||||||
349 | MarketAxess Holdings, Inc. | 75 | ||||||
3,942 | Moody's Corp. | 1,247 | ||||||
31,488 | Morgan Stanley | 2,572 | ||||||
390 | Morningstar, Inc. | 91 | ||||||
838 | MSCI, Inc. | 430 | ||||||
36,398 | Robinhood Markets, Inc., Class - A(a) | 357 | ||||||
9,901 | S&P Global, Inc. | 3,617 | ||||||
2,032 | T. Rowe Price Group, Inc. | 213 | ||||||
16,324 | The Charles Schwab Corp. | 896 | ||||||
8,763 | The Goldman Sachs Group, Inc. | 2,835 | ||||||
17,484 | ||||||||
Chemicals — 1.57% | ||||||||
3,430 | Air Products & Chemicals, Inc. | 972 | ||||||
13,075 | CF Industries Holdings, Inc. | 1,121 | ||||||
30,407 | Ecolab, Inc. | 5,151 | ||||||
999 | FMC Corp. | 67 | ||||||
28,629 | LyondellBasell Industries N.V., Class - A | 2,711 | ||||||
19,809 | The Chemours Co. | 556 | ||||||
5,811 | The Scotts Miracle-Gro Co. | 300 | ||||||
4,752 | The Sherwin-Williams Co. | 1,212 | ||||||
12,090 | ||||||||
Commercial Services & Supplies — 0.26% | ||||||||
1,845 | Cintas Corp. | 887 | ||||||
26,608 | Copart, Inc.(a) | 1,147 | ||||||
2,034 | ||||||||
Communications Equipment — 0.85% | ||||||||
4,776 | Arista Networks, Inc.(a) | 878 | ||||||
101,754 | Cisco Systems, Inc. | 5,470 | ||||||
825 | F5, Inc.(a) | 133 | ||||||
153 | Motorola Solutions, Inc. | 42 | ||||||
6,523 | ||||||||
Construction & Engineering — 0.01% | ||||||||
374 | Quanta Services, Inc. | 70 | ||||||
Consumer Finance — 0.26% | ||||||||
95 | Credit Acceptance Corp.(a) | 44 | ||||||
141,214 | SLM Corp. | 1,923 | ||||||
1,967 | ||||||||
Consumer Staples Distribution & Retail — 1.91% | ||||||||
16,376 | Costco Wholesale Corp. | 9,252 | ||||||
939 | Dollar General Corp. | 99 | ||||||
4,517 | Dollar Tree, Inc.(a) | 481 | ||||||
8,706 | Sysco Corp. | 575 | ||||||
1,413 | Walgreens Boots Alliance, Inc. | 31 |
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Consumer Staples Distribution & Retail (continued) | ||||||||
26,416 | Walmart, Inc. | $ | 4,225 | |||||
14,663 | ||||||||
Containers & Packaging — 0.14% | ||||||||
1,280 | AptarGroup, Inc. | 160 | ||||||
747 | Avery Dennison Corp. | 136 | ||||||
841 | Packaging Corp. of America | 129 | ||||||
14,972 | Silgan Holdings, Inc. | 646 | ||||||
1,071 | ||||||||
Distributors — 0.07% | ||||||||
2,966 | Genuine Parts Co. | 428 | ||||||
381 | Pool Corp. | 136 | ||||||
564 | ||||||||
Diversified Consumer Services — 0.01% | ||||||||
1,727 | Service Corp. International | 99 | ||||||
Diversified Telecommunication Services — 0.04% | ||||||||
19,117 | Frontier Communications Parent, Inc.(a) | 299 | ||||||
4,099 | GCI Liberty, Inc.(a)(b) | — | ||||||
299 | ||||||||
Electric Utilities — 0.67% | ||||||||
15,796 | Edison International | 1,000 | ||||||
60,365 | FirstEnergy Corp. | 2,063 | ||||||
4,256 | NextEra Energy, Inc. | 244 | ||||||
36,550 | NRG Energy, Inc. | 1,408 | ||||||
12,422 | OGE Energy Corp. | 414 | ||||||
5,129 | ||||||||
Electrical Equipment — 0.35% | ||||||||
5,157 | AMETEK, Inc. | 762 | ||||||
13,294 | Emerson Electric Co. | 1,284 | ||||||
1,210 | Hubbell, Inc. | 379 | ||||||
931 | Rockwell Automation, Inc. | 266 | ||||||
2,691 | ||||||||
Electronic Equipment, Instruments & Components — 0.15% | ||||||||
12,210 | Amphenol Corp., Class - A | 1,026 | ||||||
2,343 | Vontier Corp. | 72 | ||||||
376 | Zebra Technologies Corp.(a) | 89 | ||||||
1,187 | ||||||||
Entertainment — 0.67% | ||||||||
11,711 | Netflix, Inc.(a) | 4,422 | ||||||
9,543 | Roku, Inc.(a) | 674 | ||||||
248 | The Walt Disney Co.(a) | 20 | ||||||
5,116 | ||||||||
Financial Services — 5.15% | ||||||||
18,726 | Berkshire Hathaway, Inc., Class - B(a) | 6,560 | ||||||
34,972 | Equitable Holdings, Inc. | 993 | ||||||
756 | Fiserv, Inc.(a) | 85 | ||||||
1,270 | FleetCor Technologies, Inc.(a) | 324 | ||||||
7,975 | Global Payments, Inc. | 920 | ||||||
18,980 | Mastercard, Inc., Class - A | 7,514 | ||||||
34,688 | PayPal Holdings, Inc.(a) | 2,028 | ||||||
82,895 | Visa, Inc., Class - A | 19,067 | ||||||
31,527 | Voya Financial, Inc. | 2,095 | ||||||
39,586 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Food Products — 0.90% | ||||||||
70,463 | Conagra Brands, Inc. | $ | 1,932 | |||||
5,224 | Hormel Foods Corp. | 199 | ||||||
413 | Lamb Weston Holdings, Inc. | 38 | ||||||
5,092 | McCormick & Co., Inc./MD | 385 | ||||||
56,218 | Mondelez International, Inc., Class - A | 3,901 | ||||||
1,045 | The Hershey Co. | 209 | ||||||
2,332 | The J.M. Smucker Co. | 287 | ||||||
6,951 | ||||||||
Gas Utilities — 0.22% | ||||||||
33,223 | National Fuel Gas Co. | 1,725 | ||||||
Ground Transportation — 1.68% | ||||||||
124,263 | CSX Corp. | 3,821 | ||||||
1,274 | Landstar System, Inc. | 225 | ||||||
562 | Old Dominion Freight Line, Inc. | 230 | ||||||
70,316 | Uber Technologies, Inc.(a) | 3,234 | ||||||
916 | U-Haul Holding Co.(a) | 50 | ||||||
8,244 | U-Haul Holding Co. | 432 | ||||||
24,231 | Union Pacific Corp. | 4,934 | ||||||
12,926 | ||||||||
Health Care Equipment & Supplies — 2.27% | ||||||||
34,185 | Abbott Laboratories | 3,312 | ||||||
10,657 | Baxter International, Inc. | 402 | ||||||
4,799 | Becton Dickinson & Co. | 1,241 | ||||||
10,892 | Boston Scientific Corp.(a) | 575 | ||||||
9,583 | Dexcom, Inc.(a) | 894 | ||||||
15,477 | Edwards Lifesciences Corp.(a) | 1,072 | ||||||
1,344 | Embecta Corp. | 20 | ||||||
3,887 | GE HealthCare Technologies, Inc. | 264 | ||||||
2,690 | IDEXX Laboratories, Inc.(a) | 1,176 | ||||||
16,722 | Intuitive Surgical, Inc.(a) | 4,888 | ||||||
4,072 | ResMed, Inc. | 602 | ||||||
9,642 | Stryker Corp. | 2,635 | ||||||
3,346 | Zimmer Biomet Holdings, Inc. | 375 | ||||||
17,456 | ||||||||
Health Care Providers & Services — 2.68% | ||||||||
22,388 | Acadia Healthcare Co., Inc.(a) | 1,574 | ||||||
1,650 | Centene Corp.(a) | 114 | ||||||
22,394 | CVS Health Corp. | 1,564 | ||||||
5,215 | Elevance Health, Inc. | 2,271 | ||||||
3,283 | Henry Schein, Inc.(a) | 244 | ||||||
1,952 | Laboratory Corp. of America Holdings | 392 | ||||||
4,595 | McKesson Corp. | 1,998 | ||||||
2,799 | Quest Diagnostics, Inc. | 341 | ||||||
23,980 | UnitedHealth Group, Inc. | 12,090 | ||||||
20,588 | ||||||||
Health Care REITs — 0.27% | ||||||||
10,405 | Omega Healthcare Investors, Inc. | 345 | ||||||
40,605 | Ventas, Inc. | 1,711 | ||||||
2,056 | ||||||||
Health Care Technology — 0.07% | ||||||||
2,596 | Veeva Systems, Inc., Class - A(a) | 528 | ||||||
Hotels, Restaurants & Leisure — 2.36% | ||||||||
14,944 | Airbnb, Inc., Class - A(a) | 2,050 | ||||||
1,179 | Booking Holdings, Inc.(a) | 3,636 | ||||||
31,802 | Carnival Corp.(a) | 436 | ||||||
568 | Chipotle Mexican Grill, Inc.(a) | 1,040 | ||||||
1,046 | Choice Hotels International, Inc. | 128 |
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||
9,093 | Marriott International, Inc., Class - A | $ | 1,788 | |||||
98,020 | Starbucks Corp. | 8,947 | ||||||
310 | Vail Resorts, Inc. | 69 | ||||||
18,094 | ||||||||
Household Durables — 0.03% | ||||||||
2,470 | Garmin Ltd. | 260 | ||||||
Household Products — 1.09% | ||||||||
5,143 | Church & Dwight Co., Inc. | 471 | ||||||
9,514 | Colgate-Palmolive Co. | 677 | ||||||
7,129 | Kimberly-Clark Corp. | 862 | ||||||
2,554 | The Clorox Co. | 335 | ||||||
41,123 | The Procter & Gamble Co. | 5,997 | ||||||
8,342 | ||||||||
Independent Power and Renewable Electricity Producers — 0.22% | ||||||||
51,268 | Vistra Corp. | 1,701 | ||||||
Industrial Conglomerates — 0.42% | ||||||||
12,543 | 3M Co. | 1,174 | ||||||
11,662 | General Electric Co. | 1,290 | ||||||
4,278 | Honeywell International, Inc. | 790 | ||||||
3,254 | ||||||||
Insurance — 2.10% | ||||||||
9,715 | Aflac, Inc. | 746 | ||||||
7,992 | Aon PLC, Class - A | 2,592 | ||||||
1,155 | Arthur J. Gallagher & Co. | 263 | ||||||
16,505 | Axis Capital Holdings Ltd. | 930 | ||||||
11,297 | Chubb Ltd. | 2,353 | ||||||
171 | Erie Indemnity Co., Class - A | 50 | ||||||
43,476 | Lincoln National Corp. | 1,073 | ||||||
11,845 | Marsh & McLennan Cos., Inc. | 2,254 | ||||||
22,534 | Principal Financial Group, Inc. | 1,624 | ||||||
4,893 | Prudential Financial, Inc. | 464 | ||||||
7,591 | Reinsurance Group of America, Inc. | 1,102 | ||||||
5,565 | The Progressive Corp. | 775 | ||||||
6,974 | The Travelers Cos., Inc. | 1,139 | ||||||
15,794 | Unum Group | 777 | ||||||
16,142 | ||||||||
Interactive Media & Services — 6.44% | ||||||||
114,616 | Alphabet, Inc., Class - A(a) | 14,999 | ||||||
156,306 | Alphabet, Inc., Class - C(a) | 20,609 | ||||||
646 | IAC, Inc.(a) | 33 | ||||||
1,412 | Match Group, Inc.(a) | 55 | ||||||
45,879 | Meta Platforms, Inc., Class - A(a) | 13,773 | ||||||
49,469 | ||||||||
IT Services — 1.22% | ||||||||
12,354 | Accenture PLC, Class - A | 3,795 | ||||||
2,241 | Cognizant Technology Solutions Corp., Class - A | 152 | ||||||
5,940 | MongoDB, Inc.(a) | 2,054 | ||||||
18,740 | Okta, Inc.(a) | 1,527 | ||||||
12,281 | Snowflake, Inc., Class - A(a) | 1,876 | ||||||
9,404 | ||||||||
Leisure Products — 0.02% | ||||||||
1,422 | Polaris, Inc. | 148 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Life Sciences Tools & Services — 1.25% | ||||||||
4,564 | Bio-Techne Corp. | $ | 311 | |||||
440 | Bruker Corp. | 27 | ||||||
11,718 | Danaher Corp. | 2,907 | ||||||
1,952 | Fortrea Holdings, Inc.(a) | 56 | ||||||
758 | Mettler-Toledo International, Inc.(a) | 840 | ||||||
239 | Revvity, Inc. | 26 | ||||||
9,568 | Thermo Fisher Scientific, Inc. | 4,843 | ||||||
2,297 | Waters Corp.(a) | 630 | ||||||
9,640 | ||||||||
Machinery — 1.64% | ||||||||
9,555 | Caterpillar, Inc. | 2,608 | ||||||
4,840 | Deere & Co. | 1,827 | ||||||
3,369 | Dover Corp. | 470 | ||||||
5,857 | Fortive Corp. | 434 | ||||||
1,569 | Graco, Inc. | 114 | ||||||
2,179 | IDEX Corp. | 453 | ||||||
8,257 | Illinois Tool Works, Inc. | 1,902 | ||||||
6,973 | Ingersoll Rand, Inc. | 444 | ||||||
506 | Nordson Corp. | 113 | ||||||
8,726 | Otis Worldwide Corp. | 701 | ||||||
11,372 | The Middleby Corp.(a) | 1,456 | ||||||
927 | The Toro Co. | 77 | ||||||
14,765 | Westinghouse Air Brake Technologies Corp. | 1,569 | ||||||
4,438 | Xylem, Inc. | 404 | ||||||
12,572 | ||||||||
Media — 0.70% | ||||||||
478 | Cable One, Inc. | 294 | ||||||
257,637 | DISH Network Corp., Class - A(a) | 1,511 | ||||||
11,755 | Liberty Media Corp.-Liberty SiriusXM(a) | 299 | ||||||
4,935 | Omnicom Group, Inc. | 368 | ||||||
104,588 | Paramount Global, Class - B | 1,349 | ||||||
17,241 | The Interpublic Group of Cos., Inc. | 494 | ||||||
13,683 | The Trade Desk, Inc., Class - A(a) | 1,069 | ||||||
5,384 | ||||||||
Metals & Mining — 0.05% | ||||||||
12,963 | United States Steel Corp. | 421 | ||||||
Mortgage Real Estate Investment Trusts — 0.27% | ||||||||
183,185 | Rithm Capital Corp. | 1,702 | ||||||
20,515 | Starwood Property Trust, Inc. | 397 | ||||||
2,099 | ||||||||
Multi-Utilities — 0.50% | ||||||||
84,210 | CenterPoint Energy, Inc. | 2,261 | ||||||
15,797 | DTE Energy Co. | 1,568 | ||||||
3,829 | ||||||||
Oil, Gas & Consumable Fuels — 3.31% | ||||||||
54,988 | Antero Midstream Corp. | 659 | ||||||
24,368 | ConocoPhillips | 2,919 | ||||||
79,339 | Devon Energy Corp. | 3,785 | ||||||
7,898 | DT Midstream, Inc. | 418 | ||||||
21,212 | EQT Corp. | 861 | ||||||
31,930 | Exxon Mobil Corp. | 3,754 | ||||||
114,575 | Marathon Oil Corp. | 3,065 | ||||||
13,944 | ONEOK, Inc. | 884 | ||||||
4,640 | Pioneer Natural Resources Co. | 1,065 | ||||||
95,111 | Range Resources Corp. | 3,083 | ||||||
28,597 | Targa Resources Corp. | 2,451 |
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
73,536 | The Williams Cos., Inc. | $ | 2,477 | |||||
25,421 | ||||||||
Passenger Airlines — 0.14% | ||||||||
10,129 | Alaska Air Group, Inc.(a) | 376 | ||||||
18,665 | Delta Air Lines, Inc. | 690 | ||||||
1,066 | ||||||||
Personal Care Products — 0.37% | ||||||||
23,041 | L'Oreal SA, ADR | 1,909 | ||||||
6,209 | The Estee Lauder Cos., Inc. | 898 | ||||||
2,807 | ||||||||
Pharmaceuticals — 4.63% | ||||||||
37,487 | AstraZeneca PLC, ADR | 2,539 | ||||||
32,406 | Eli Lilly & Co. | 17,406 | ||||||
31,287 | Johnson & Johnson | 4,873 | ||||||
55,581 | Merck & Co., Inc. | 5,722 | ||||||
43,596 | Novo Nordisk A/S, ADR | 3,965 | ||||||
5,558 | Organon & Co. | 96 | ||||||
11,882 | Viatris, Inc. | 117 | ||||||
4,740 | Zoetis, Inc. | 825 | ||||||
35,543 | ||||||||
Professional Services — 2.00% | ||||||||
55,077 | Automatic Data Processing, Inc. | 13,250 | ||||||
2,371 | Broadridge Financial Solutions, Inc. | 425 | ||||||
3,010 | CoStar Group, Inc.(a) | 231 | ||||||
2,353 | Equifax, Inc. | 431 | ||||||
1,598 | Jack Henry & Associates, Inc. | 242 | ||||||
1,391 | SS&C Technologies Holdings, Inc. | 73 | ||||||
2,931 | Verisk Analytics, Inc. | 692 | ||||||
15,344 | ||||||||
Real Estate Management & Development — 0.01% | ||||||||
1,272 | CBRE Group, Inc., Class - A(a) | 94 | ||||||
Residential REITs — 0.01% | ||||||||
1,608 | Equity LifeStyle Properties, Inc. | 102 | ||||||
Retail REITs — 0.08% | ||||||||
52,271 | SITE Centers Corp. | 645 | ||||||
Semiconductors & Semiconductor Equipment — 7.67% | ||||||||
121,355 | Advanced Micro Devices, Inc.(a) | 12,478 | ||||||
8,866 | Analog Devices, Inc. | 1,552 | ||||||
6,209 | Applied Materials, Inc. | 860 | ||||||
13,431 | ARM Holdings PLC, ADR(a) | 719 | ||||||
2,254 | ASML Holding N.V., NYS | 1,327 | ||||||
8,693 | Broadcom, Inc. | 7,220 | ||||||
4,234 | First Solar, Inc.(a) | 684 | ||||||
63,448 | Intel Corp. | 2,256 | ||||||
1,378 | KLA Corp. | 632 | ||||||
1,153 | Lam Research Corp. | 723 | ||||||
28,189 | Marvell Technology, Inc. | 1,526 | ||||||
3,708 | Microchip Technology, Inc. | 289 | ||||||
20,662 | Micron Technology, Inc. | 1,405 | ||||||
54,000 | NVIDIA Corp. | 23,489 | ||||||
3,257 | ON Semiconductor Corp.(a) | 303 | ||||||
30,091 | QUALCOMM, Inc. | 3,342 | ||||||
58,805 | ||||||||
Software — 12.93% | ||||||||
12,173 | Adobe, Inc.(a) | 6,207 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Software (continued) | ||||||||
1,974 | ANSYS, Inc.(a) | $ | 587 | |||||
908 | Atlassian Corp., Class - A(a) | 183 | ||||||
9,583 | Cadence Design Systems, Inc.(a) | 2,245 | ||||||
8,581 | Crowdstrike Holdings, Inc., Class - A(a) | 1,436 | ||||||
6,515 | Fortinet, Inc.(a) | 382 | ||||||
1,124 | HubSpot, Inc.(a) | 554 | ||||||
5,422 | Intuit, Inc. | 2,770 | ||||||
187,901 | Microsoft Corp. | 59,332 | ||||||
63,347 | Oracle Corp. | 6,710 | ||||||
1,131 | Palo Alto Networks, Inc.(a) | 265 | ||||||
2,476 | Roper Technologies, Inc. | 1,199 | ||||||
73,299 | Salesforce, Inc.(a) | 14,863 | ||||||
3,662 | ServiceNow, Inc.(a) | 2,047 | ||||||
151 | Synopsys, Inc.(a) | 69 | ||||||
1,628 | VMware, Inc., Class - A(a) | 271 | ||||||
566 | Workday, Inc., Class - A(a) | 122 | ||||||
99,242 | ||||||||
Specialized REITs — 1.73% | ||||||||
9,920 | American Tower Corp. | 1,631 | ||||||
16,012 | Equinix, Inc. | 11,629 | ||||||
13,260 | ||||||||
Specialty Retail — 3.39% | ||||||||
854 | Advance Auto Parts, Inc. | 48 | ||||||
597 | AutoZone, Inc.(a) | 1,516 | ||||||
5,882 | Best Buy Co., Inc. | 409 | ||||||
376 | Burlington Stores, Inc.(a) | 51 | ||||||
41,191 | Lowe's Cos., Inc. | 8,561 | ||||||
3,982 | O'Reilly Automotive, Inc.(a) | 3,619 | ||||||
9,045 | Ross Stores, Inc. | 1,022 | ||||||
10,308 | The Home Depot, Inc. | 3,114 | ||||||
66,781 | The TJX Cos., Inc. | 5,936 | ||||||
1,256 | Tractor Supply Co. | 255 | ||||||
3,810 | Ulta Beauty, Inc.(a) | 1,522 | ||||||
26,053 | ||||||||
Technology Hardware, Storage & Peripherals — 6.99% | ||||||||
313,000 | Apple, Inc. | 53,589 | ||||||
Textiles, Apparel & Luxury Goods — 1.67% | ||||||||
1 | Kontoor Brands, Inc. | — | ||||||
10,941 | Lululemon Athletica, Inc.(a) | 4,219 | ||||||
24,331 | LVMH Moet Hennessy Louis Vuitton SE, ADR | 3,677 | ||||||
51,001 | NIKE, Inc., Class - B | 4,876 | ||||||
4,000 | V.F. Corp. | 71 | ||||||
12,843 | ||||||||
Tobacco — 0.21% | ||||||||
17,508 | Philip Morris International, Inc. | 1,621 | ||||||
Trading Companies & Distributors — 0.33% | ||||||||
23,095 | Air Lease Corp. | 910 | ||||||
14,448 | Fastenal Co. | 789 | ||||||
1,221 | W.W. Grainger, Inc. | 845 | ||||||
2,544 | ||||||||
Total Common Stocks | 763,265 |
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Investment Companies — 0.12% | ||||||||
945,040 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 5.23%(c) | $ | 945 | |||||
Total Investment Companies | 945 | |||||||
Total Investments (cost $242,390) — 99.49% | 764,210 | |||||||
Other assets in excess of liabilities — 0.51% | 3,950 | |||||||
Net Assets - 100.00% | $ | 768,160 |
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, 2023. |
(c) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt
REIT—Real Estate Investment Trust
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
The Growth Equity Portfolio | Jennison Associates, LLC | Parametric Portfolio Associates, LLC | Total | |||||||||
Common Stocks | 23.47 | % | 75.90 | % | 99.37 | % | ||||||
Investment Companies | - | 0.12 | % | 0.12 | % | |||||||
Other Assets (Liabilities) | 0.43 | % | 0.08 | % | 0.51 | % | ||||||
Total Net Assets | 23.90 | % | 76.10 | % | 100.00 | % |
Amounts designated as "—" indicate the Specialist Manager did not manage any holdings in that category.
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 81.37% | ||||||||
Aerospace & Defense — 1.13% | ||||||||
1,894 | Axon Enterprise, Inc.(a) | $ | 377 | |||||
692 | BWX Technologies, Inc. | 52 | ||||||
290 | Curtiss-Wright Corp. | 57 | ||||||
10,104 | General Dynamics Corp. | 2,233 | ||||||
1,180 | HEICO Corp. | 191 | ||||||
2,065 | HEICO Corp., Class - A | 266 | ||||||
636 | Hexcel Corp. | 41 | ||||||
10,505 | Howmet Aerospace, Inc. | 486 | ||||||
5,326 | Huntington Ingalls Industries, Inc. | 1,090 | ||||||
10,523 | L3Harris Technologies, Inc. | 1,832 | ||||||
8,685 | Lockheed Martin Corp. | 3,552 | ||||||
373 | Mercury Systems, Inc.(a) | 14 | ||||||
6,549 | Northrop Grumman Corp. | 2,883 | ||||||
46,135 | RTX Corp. | 3,320 | ||||||
791 | Spirit AeroSystems Holdings, Inc., Class - A(a) | 13 | ||||||
5,456 | Textron, Inc. | 426 | ||||||
15,326 | The Boeing Co.(a) | 2,938 | ||||||
7,715 | TransDigm Group, Inc.(a) | 6,504 | ||||||
440 | Woodward, Inc. | 55 | ||||||
26,330 | ||||||||
Air Freight & Logistics — 0.27% | ||||||||
9,372 | C.H. Robinson Worldwide, Inc. | 807 | ||||||
6,203 | Expeditors International of Washington, Inc. | 711 | ||||||
6,399 | FedEx Corp. | 1,696 | ||||||
884 | GXO Logistics, Inc.(a) | 52 | ||||||
20,197 | United Parcel Service, Inc., Class - B | 3,147 | ||||||
6,413 | ||||||||
Automobile Components — 1.46% | ||||||||
7,550 | Aptiv PLC(a) | 744 | ||||||
6,321 | BorgWarner, Inc. | 255 | ||||||
106,057 | Ford Motor Co. | 1,318 | ||||||
37,507 | General Motors Co. | 1,237 | ||||||
1,782 | Gentex Corp. | 58 | ||||||
1,020 | Harley-Davidson, Inc. | 34 | ||||||
1,589 | Lear Corp. | 213 | ||||||
23,319 | Lucid Group, Inc.^(a) | 130 | ||||||
6,533 | Mobileye Global, Inc., Class - A(a) | 271 | ||||||
354 | Phinia, Inc. | 9 | ||||||
1,955 | QuantumScape Corp.(a) | 13 | ||||||
17,704 | Rivian Automotive, Inc., Class - A(a) | 430 | ||||||
116,875 | Tesla, Inc.(a) | 29,245 | ||||||
392 | Thor Industries, Inc. | 37 | ||||||
33,994 | ||||||||
Automobiles — 0.03% | ||||||||
63,215 | Dr. Ing hc F Porsche AG, ADR | 589 | ||||||
Banks — 1.55% | ||||||||
192,098 | Bank of America Corp. | 5,260 | ||||||
848 | Bank OZK | 31 | ||||||
220 | BOK Financial Corp. | 18 | ||||||
52,548 | Citigroup, Inc. | 2,162 | ||||||
13,090 | Citizens Financial Group, Inc. | 351 | ||||||
1,570 | Columbia Banking System, Inc. | 32 | ||||||
991 | Comerica, Inc. | 41 | ||||||
862 | Commerce Bancshares, Inc. | 41 | ||||||
442 | Cullen/Frost Bankers, Inc. | 40 | ||||||
1,073 | East West Bancorp, Inc. | 57 | ||||||
18,420 | Fifth Third Bancorp | 467 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Banks (continued) | ||||||||
295 | First Citizens BancShares, Inc., Class - A | $ | 408 | |||||
969 | First Hawaiian, Inc. | 17 | ||||||
14,390 | First Horizon Corp. | 158 | ||||||
2,714 | FNB Corp. | 29 | ||||||
39,002 | Huntington Bancshares, Inc. | 405 | ||||||
80,611 | JPMorgan Chase & Co. | 11,690 | ||||||
25,184 | KeyCorp | 271 | ||||||
5,364 | M&T Bank Corp. | 678 | ||||||
5,373 | New York Community Bancorp, Inc. | 61 | ||||||
17,436 | NU Holdings Ltd., Class - A(a) | 126 | ||||||
568 | Pinnacle Financial Partners, Inc. | 38 | ||||||
534 | Popular, Inc. | 34 | ||||||
664 | Prosperity Bancshares, Inc. | 36 | ||||||
25,327 | Regions Financial Corp. | 436 | ||||||
1,092 | Synovus Financial Corp. | 30 | ||||||
10,776 | The PNC Financial Services Group, Inc. | 1,323 | ||||||
35,909 | Truist Financial Corp. | 1,027 | ||||||
44,028 | U.S. Bancorp | 1,456 | ||||||
4,696 | Webster Financial Corp. | 189 | ||||||
223,479 | Wells Fargo & Co. | 9,132 | ||||||
802 | Western Alliance Bancorp | 37 | ||||||
454 | Wintrust Financial Corp. | 34 | ||||||
1,117 | Zions Bancorp NA | 39 | ||||||
36,154 | ||||||||
Beverages — 1.15% | ||||||||
345 | Brown-Forman Corp., Class - A | 20 | ||||||
17,919 | Brown-Forman Corp., Class - B | 1,033 | ||||||
411 | Celsius Holdings, Inc.(a) | 71 | ||||||
7,424 | Constellation Brands, Inc., Class - A | 1,866 | ||||||
48,020 | Fomento Economico Mexicano SAB de CV, ADR | 5,242 | ||||||
55,386 | Keurig Dr. Pepper, Inc. | 1,748 | ||||||
20,103 | Molson Coors Beverage Co., Class - B | 1,278 | ||||||
26,333 | Monster Beverage Corp.(a) | 1,394 | ||||||
42,586 | PepsiCo, Inc. | 7,217 | ||||||
72 | The Boston Beer Co., Inc., Class - A(a) | 28 | ||||||
125,337 | The Coca-Cola Co. | 7,016 | ||||||
26,913 | ||||||||
Biotechnology — 1.43% | ||||||||
55,026 | AbbVie, Inc. | 8,200 | ||||||
3,354 | Alnylam Pharmaceuticals, Inc.(a) | 594 | ||||||
18,419 | Amgen, Inc. | 4,949 | ||||||
753 | Apellis Pharmaceuticals, Inc.(a) | 29 | ||||||
933 | Argenx SE, ADR(a) | 459 | ||||||
3,900 | Biogen, Inc.(a) | 1,003 | ||||||
9,474 | BioMarin Pharmaceutical, Inc.(a) | 839 | ||||||
4,862 | Exact Sciences Corp.(a) | 332 | ||||||
2,426 | Exelixis, Inc.(a) | 53 | ||||||
46,694 | Gilead Sciences, Inc. | 3,499 | ||||||
5,908 | Horizon Therapeutics PLC(a) | 683 | ||||||
17,172 | Incyte Corp.(a) | 992 | ||||||
1,071 | Ionis Pharmaceuticals, Inc.(a) | 49 | ||||||
269 | Karuna Therapeutics, Inc.(a) | 45 | ||||||
338 | Mirati Therapeutics, Inc.(a) | 15 | ||||||
8,844 | Moderna, Inc.(a) | 914 | ||||||
782 | Natera, Inc.(a) | 35 | ||||||
10,413 | Neurocrine Biosciences, Inc.(a) | 1,172 | ||||||
3,842 | Regeneron Pharmaceuticals, Inc.(a) | 3,161 | ||||||
2,631 | Roivant Sciences Ltd.(a) | 31 | ||||||
676 | Sarepta Therapeutics, Inc.(a) | 82 | ||||||
3,791 | Seagen, Inc.(a) | 805 | ||||||
506 | Ultragenyx Pharmaceutical, Inc.(a) | 18 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Biotechnology (continued) | ||||||||
5,622 | United Therapeutics Corp.(a) | $ | 1,270 | |||||
11,980 | Vertex Pharmaceuticals, Inc.(a) | 4,166 | ||||||
33,395 | ||||||||
Broadline Retail — 2.23% | ||||||||
57,839 | Alibaba Group Holding Ltd., ADR(a) | 5,017 | ||||||
337,719 | Amazon.com, Inc.(a) | 42,929 | ||||||
8,281 | Coupang, Inc.(a) | 141 | ||||||
14,427 | eBay, Inc. | 636 | ||||||
3,320 | Etsy, Inc.(a) | 215 | ||||||
834 | Kohl's Corp. | 17 | ||||||
2,044 | Macy's, Inc. | 24 | ||||||
2,364 | MercadoLibre, Inc.(a) | 2,998 | ||||||
848 | Nordstrom, Inc. | 13 | ||||||
473 | Ollie's Bargain Outlet Holdings, Inc.(a) | 37 | ||||||
52,027 | ||||||||
Building Products — 0.27% | ||||||||
3,344 | A.O. Smith Corp. | 221 | ||||||
472 | Advanced Drainage Systems, Inc. | 54 | ||||||
2,370 | Allegion PLC | 247 | ||||||
344 | Armstrong World Industries, Inc. | 25 | ||||||
3,465 | Builders FirstSource, Inc.(a) | 432 | ||||||
2,001 | Carlisle Cos., Inc. | 519 | ||||||
22,532 | Carrier Global Corp. | 1,244 | ||||||
3,427 | Fortune Brands Innovations, Inc. | 213 | ||||||
834 | Hayward Holdings, Inc.(a) | 12 | ||||||
18,553 | Johnson Controls International PLC | 987 | ||||||
865 | Lennox International, Inc. | 324 | ||||||
6,090 | Masco Corp. | 325 | ||||||
2,436 | Owens Corning | 332 | ||||||
941 | The AZEK Co., Inc.(a) | 28 | ||||||
6,157 | Trane Technologies PLC | 1,249 | ||||||
835 | Trex Co., Inc.(a) | 51 | ||||||
6,263 | ||||||||
Capital Markets — 2.40% | ||||||||
269 | Affiliated Managers Group, Inc. | 35 | ||||||
2,824 | Ameriprise Financial, Inc. | 931 | ||||||
4,337 | Ares Management Corp., Class - A | 447 | ||||||
4,040 | BlackRock, Inc. | 2,612 | ||||||
19,067 | Blackstone, Inc. | 2,043 | ||||||
3,200 | Blue Owl Capital, Inc. | 41 | ||||||
9,433 | Cboe Global Markets, Inc. | 1,473 | ||||||
28,682 | CME Group, Inc. | 5,743 | ||||||
4,532 | Coinbase Global, Inc., Class - A(a) | 341 | ||||||
277 | Evercore, Inc. | 38 | ||||||
9,647 | FactSet Research Systems, Inc. | 4,219 | ||||||
8,030 | Franklin Resources, Inc. | 197 | ||||||
375 | Houlihan Lokey, Inc. | 40 | ||||||
754 | Interactive Brokers Group, Inc. | 65 | ||||||
65,774 | Intercontinental Exchange, Inc. | 7,236 | ||||||
9,563 | Invesco Ltd. | 139 | ||||||
1,031 | Janus Henderson Group PLC | 27 | ||||||
1,500 | Jefferies Financial Group, Inc. | 55 | ||||||
16,618 | KKR & Co., Inc. | 1,024 | ||||||
826 | Lazard Ltd., Class - A | 26 | ||||||
2,104 | LPL Financial Holdings, Inc. | 500 | ||||||
1,855 | MarketAxess Holdings, Inc. | 396 | ||||||
18,297 | Moody's Corp. | 5,785 | ||||||
33,447 | Morgan Stanley | 2,732 | ||||||
189 | Morningstar, Inc. | 44 | ||||||
2,146 | MSCI, Inc. | 1,101 | ||||||
12,655 | Nasdaq, Inc. | 615 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Capital Markets (continued) | ||||||||
5,617 | Northern Trust Corp. | $ | 390 | |||||
5,402 | Raymond James Financial, Inc. | 542 | ||||||
13,397 | Robinhood Markets, Inc., Class - A(a) | 131 | ||||||
23,078 | S&P Global, Inc. | 8,433 | ||||||
5,895 | SEI Investments Co. | 355 | ||||||
9,019 | State Street Corp. | 604 | ||||||
775 | Stifel Financial Corp. | 48 | ||||||
6,032 | T. Rowe Price Group, Inc. | 633 | ||||||
20,843 | The Bank of New York Mellon Corp. | 889 | ||||||
5,781 | The Carlyle Group, Inc. | 174 | ||||||
40,449 | The Charles Schwab Corp. | 2,220 | ||||||
10,434 | The Goldman Sachs Group, Inc. | 3,376 | ||||||
484 | TPG, Inc. | 15 | ||||||
6,873 | Tradeweb Markets, Inc., Class - A | 551 | ||||||
715 | Virtu Financial, Inc., Class - A | 12 | ||||||
2,509 | XP, Inc., Class - A | 58 | ||||||
56,336 | ||||||||
Chemicals — 1.79% | ||||||||
7,524 | Air Products & Chemicals, Inc. | 2,132 | ||||||
3,167 | Albemarle Corp. | 539 | ||||||
384 | Ashland, Inc. | 31 | ||||||
1,675 | Axalta Coating Systems Ltd.(a) | 45 | ||||||
2,754 | Celanese Corp. | 346 | ||||||
14,768 | CF Industries Holdings, Inc. | 1,266 | ||||||
31,616 | Corteva, Inc. | 1,618 | ||||||
24,475 | Dow, Inc. | 1,263 | ||||||
12,400 | DuPont de Nemours, Inc. | 925 | ||||||
3,232 | Eastman Chemical Co. | 248 | ||||||
6,868 | Ecolab, Inc. | 1,163 | ||||||
1,710 | Element Solutions, Inc. | 34 | ||||||
9,409 | FMC Corp. | 630 | ||||||
11,599 | Ginkgo Bioworks Holdings, Inc.(a) | 21 | ||||||
1,319 | Huntsman Corp. | 32 | ||||||
6,891 | International Flavors & Fragrances, Inc. | 470 | ||||||
57,209 | Linde PLC | 21,300 | ||||||
8,539 | LyondellBasell Industries N.V., Class - A | 809 | ||||||
43 | NewMarket Corp. | 20 | ||||||
975 | Olin Corp. | 49 | ||||||
6,353 | PPG Industries, Inc. | 824 | ||||||
5,650 | RPM International, Inc. | 536 | ||||||
1,117 | The Chemours Co. | 31 | ||||||
8,959 | The Mosaic Co. | 319 | ||||||
306 | The Scotts Miracle-Gro Co. | 16 | ||||||
27,295 | The Sherwin-Williams Co. | 6,961 | ||||||
995 | Westlake Corp. | 124 | ||||||
41,752 | ||||||||
Commercial Services & Supplies — 0.40% | ||||||||
2,438 | Cintas Corp. | 1,173 | ||||||
387 | Clean Harbors, Inc.(a) | 65 | ||||||
23,182 | Copart, Inc.(a) | 999 | ||||||
472 | Driven Brands Holdings, Inc.(a) | 6 | ||||||
280 | MSA Safety, Inc. | 44 | ||||||
1,372 | RB Global, Inc. | 86 | ||||||
11,925 | Republic Services, Inc. | 1,700 | ||||||
25,431 | Rollins, Inc. | 950 | ||||||
695 | Stericycle, Inc.(a) | 31 | ||||||
399 | Tetra Tech, Inc. | 61 | ||||||
11,470 | Waste Connections, Inc. | 1,541 | ||||||
17,040 | Waste Management, Inc. | 2,595 | ||||||
9,251 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Communications Equipment — 0.41% | ||||||||
6,994 | Arista Networks, Inc.(a) | $ | 1,287 | |||||
1,117 | Ciena Corp.(a) | 53 | ||||||
116,619 | Cisco Systems, Inc. | 6,270 | ||||||
1,634 | F5, Inc.(a) | 263 | ||||||
8,656 | Juniper Networks, Inc. | 240 | ||||||
517 | Lumentum Holdings, Inc.(a) | 23 | ||||||
5,114 | Motorola Solutions, Inc. | 1,392 | ||||||
31 | Ubiquiti, Inc. | 5 | ||||||
551 | Viasat, Inc.(a) | 10 | ||||||
9,543 | ||||||||
Construction & Engineering — 0.07% | ||||||||
3,563 | AECOM | 296 | ||||||
354 | EMCOR Group, Inc. | 74 | ||||||
462 | MasTec, Inc.(a) | 33 | ||||||
1,532 | MDU Resources Group, Inc. | 30 | ||||||
3,902 | Quanta Services, Inc. | 731 | ||||||
159 | Valmont Industries, Inc. | 38 | ||||||
9,620 | WillScot Mobile Mini Holdings Corp.(a) | 400 | ||||||
1,602 | ||||||||
Construction Materials — 0.06% | ||||||||
271 | Eagle Materials, Inc. | 45 | ||||||
1,674 | Martin Marietta Materials, Inc. | 687 | ||||||
3,588 | Vulcan Materials Co. | 725 | ||||||
1,457 | ||||||||
Consumer Finance — 0.20% | ||||||||
7,304 | Ally Financial, Inc. | 195 | ||||||
16,756 | American Express Co. | 2,500 | ||||||
10,300 | Capital One Financial Corp. | 999 | ||||||
50 | Credit Acceptance Corp.(a) | 23 | ||||||
6,854 | Discover Financial Services | 594 | ||||||
870 | OneMain Holdings, Inc. | 35 | ||||||
1,816 | SLM Corp. | 25 | ||||||
6,931 | SoFi Technologies, Inc.(a) | 55 | ||||||
11,580 | Synchrony Financial | 354 | ||||||
4,780 | ||||||||
Consumer Staples Distribution & Retail — 1.28% | ||||||||
9,291 | Albertsons Cos., Inc., Class - A | 212 | ||||||
1,016 | BJ's Wholesale Club Holdings, Inc.(a) | 73 | ||||||
281 | Casey's General Stores, Inc. | 76 | ||||||
16,052 | Costco Wholesale Corp. | 9,068 | ||||||
11,174 | Dollar General Corp. | 1,182 | ||||||
9,725 | Dollar Tree, Inc.(a) | 1,036 | ||||||
669 | Grocery Outlet Holding Corp.(a) | 19 | ||||||
1,153 | Performance Food Group Co.(a) | 68 | ||||||
18,025 | Sysco Corp. | 1,191 | ||||||
12,456 | Target Corp. | 1,378 | ||||||
42,482 | The Kroger Co. | 1,901 | ||||||
134,071 | U.S. Foods Holding Corp.(a) | 5,322 | ||||||
41,083 | Walgreens Boots Alliance, Inc. | 914 | ||||||
46,099 | Walmart, Inc. | 7,371 | ||||||
29,811 | ||||||||
Containers & Packaging — 0.43% | ||||||||
82,736 | Amcor PLC | 758 | ||||||
497 | AptarGroup, Inc. | 62 | ||||||
1,131 | Ardagh Metal Packaging SA | 4 | ||||||
2,186 | Avery Dennison Corp. | 399 | ||||||
13,700 | Ball Corp. | 682 | ||||||
922 | Berry Global Group, Inc. | 57 | ||||||
63,720 | Crown Holdings, Inc. | 5,638 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Containers & Packaging (continued) | ||||||||
2,319 | Graphic Packaging Holding Co. | $ | 52 | |||||
22,547 | International Paper Co. | 799 | ||||||
6,549 | Packaging Corp. of America | 1,005 | ||||||
7,899 | Sealed Air Corp. | 260 | ||||||
638 | Silgan Holdings, Inc. | 28 | ||||||
738 | Sonoco Products Co. | 40 | ||||||
6,916 | Westrock Co. | 248 | ||||||
10,032 | ||||||||
Distributors — 0.21% | ||||||||
7,311 | Genuine Parts Co. | 1,056 | ||||||
7,203 | LKQ Corp. | 357 | ||||||
9,510 | Pool Corp. | 3,386 | ||||||
4,799 | ||||||||
Diversified Consumer Services — 0.01% | ||||||||
1,585 | ADT, Inc. | 10 | ||||||
436 | Bright Horizons Family Solutions, Inc.(a) | 36 | ||||||
232 | Grand Canyon Education, Inc.(a) | 27 | ||||||
1,154 | H&R Block, Inc. | 50 | ||||||
605 | Mister Car Wash, Inc.(a) | 3 | ||||||
1,134 | Service Corp. International | 64 | ||||||
190 | ||||||||
Diversified REITs — 0.13% | ||||||||
31,074 | American Assets Trust, Inc. | 604 | ||||||
162,143 | Empire State Realty Trust, Inc. | 1,303 | ||||||
609 | Federal Realty Investment Trust | 55 | ||||||
19,395 | WP Carey, Inc. | 1,050 | ||||||
3,012 | ||||||||
Diversified Telecommunication Services — 0.40% | ||||||||
269,556 | AT&T, Inc. | 4,048 | ||||||
1,857 | Frontier Communications Parent, Inc.(a) | 29 | ||||||
942 | Iridium Communications, Inc. | 43 | ||||||
6,828 | Liberty Global PLC, Class - A(a) | 117 | ||||||
12,810 | Liberty Global PLC, Class - C(a) | 238 | ||||||
147,890 | Verizon Communications, Inc. | 4,793 | ||||||
9,268 | ||||||||
Electric Utilities — 1.43% | ||||||||
27,601 | Alliant Energy Corp. | 1,337 | ||||||
27,571 | American Electric Power Co., Inc. | 2,074 | ||||||
538 | Avangrid, Inc. | 16 | ||||||
59,306 | Constellation Energy Corp. | 6,470 | ||||||
32,888 | Duke Energy Corp. | 2,904 | ||||||
22,163 | Edison International | 1,403 | ||||||
15,571 | Entergy Corp. | 1,440 | ||||||
24,329 | Evergy, Inc. | 1,233 | ||||||
24,681 | Eversource Energy | 1,435 | ||||||
47,345 | Exelon Corp. | 1,789 | ||||||
41,591 | FirstEnergy Corp. | 1,422 | ||||||
825 | Hawaiian Electric Industries, Inc. | 10 | ||||||
382 | IDACORP, Inc. | 36 | ||||||
63,684 | NextEra Energy, Inc. | 3,649 | ||||||
13,586 | NRG Energy, Inc. | 523 | ||||||
1,514 | OGE Energy Corp. | 50 | ||||||
87,465 | PG&E Corp.(a) | 1,410 | ||||||
856 | Pinnacle West Capital Corp. | 63 | ||||||
54,772 | PPL Corp. | 1,291 | ||||||
45,297 | The Southern Co. | 2,931 | ||||||
32,033 | Xcel Energy, Inc. | 1,833 | ||||||
33,319 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Electrical Equipment — 0.31% | ||||||||
243 | Acuity Brands, Inc. | $ | 41 | |||||
7,425 | AMETEK, Inc. | 1,097 | ||||||
1,919 | ChargePoint Holdings, Inc.(a) | 10 | ||||||
10,765 | Eaton Corp. PLC | 2,296 | ||||||
16,593 | Emerson Electric Co. | 1,602 | ||||||
1,668 | Generac Holdings, Inc.(a) | 182 | ||||||
2,402 | Hubbell, Inc. | 753 | ||||||
1,253 | nVent Electric PLC | 66 | ||||||
3,939 | Plug Power, Inc.(a) | 30 | ||||||
494 | Regal Rexnord Corp. | 71 | ||||||
3,104 | Rockwell Automation, Inc. | 887 | ||||||
4,102 | Sensata Technologies Holding PLC | 155 | ||||||
1,580 | Sunrun, Inc.(a) | 20 | ||||||
2,442 | Vertiv Holdings Co. | 91 | ||||||
7,301 | ||||||||
Electronic Equipment, Instruments & Components — 0.40% | ||||||||
15,973 | Amphenol Corp., Class - A | 1,342 | ||||||
1,554 | Arrow Electronics, Inc.(a) | 195 | ||||||
690 | Avnet, Inc. | 33 | ||||||
3,647 | CDW Corp. | 737 | ||||||
4,669 | Cognex Corp. | 198 | ||||||
900 | Coherent Corp.(a) | 29 | ||||||
21,459 | Corning, Inc. | 654 | ||||||
120,363 | Halma PLC | 2,836 | ||||||
226 | IPG Photonics Corp. | 23 | ||||||
3,524 | Jabil, Inc. | 447 | ||||||
4,806 | Keysight Technologies, Inc.(a) | 635 | ||||||
183 | Littelfuse, Inc. | 45 | ||||||
992 | National Instruments Corp. | 59 | ||||||
314 | TD SYNNEX Corp. | 31 | ||||||
6,121 | TE Connectivity Ltd. | 757 | ||||||
1,267 | Teledyne Technologies, Inc.(a) | 517 | ||||||
6,682 | Trimble, Inc.(a) | 360 | ||||||
1,197 | Vontier Corp. | 37 | ||||||
1,394 | Zebra Technologies Corp.(a) | 329 | ||||||
9,264 | ||||||||
Energy Equipment & Services — 0.22% | ||||||||
38,998 | Baker Hughes Co. | 1,377 | ||||||
24,349 | Halliburton Co. | 986 | ||||||
2,968 | NOV, Inc. | 62 | ||||||
44,430 | Schlumberger N.V. | 2,591 | ||||||
3,316 | TechnipFMC PLC | 67 | ||||||
5,083 | ||||||||
Entertainment — 1.17% | ||||||||
21,178 | Activision Blizzard, Inc. | 1,983 | ||||||
444 | AMC Entertainment Holdings, Inc.(a) | 4 | ||||||
13,706 | Electronic Arts, Inc. | 1,651 | ||||||
5,310 | Liberty Media Corp.-Liberty Formula One(a) | 331 | ||||||
159 | Liberty Media Corp.-Liberty Formula One(a) | 9 | ||||||
355 | Liberty Media Corp.-Liberty Live(a) | 11 | ||||||
148 | Liberty Media Corp.-Liberty Live(a) | 5 | ||||||
4,315 | Live Nation Entertainment, Inc.(a) | 358 | ||||||
141 | Madison Square Garden Sports Corp. | 25 | ||||||
28,602 | Netflix, Inc.(a) | 10,800 | ||||||
178 | Playtika Holding Corp.(a) | 2 | ||||||
11,651 | ROBLOX Corp., Class - A(a) | 337 | ||||||
3,325 | Roku, Inc.(a) | 234 | ||||||
39,844 | Spotify Technology SA(a) | 6,162 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Entertainment (continued) | ||||||||
5,463 | Take-Two Interactive Software, Inc.(a) | $ | 767 | |||||
49,347 | The Walt Disney Co.(a) | 3,999 | ||||||
326 | TKO Group Holdings, Inc. | 27 | ||||||
61,659 | Warner Bros. Discovery, Inc.(a) | 670 | ||||||
27,375 | ||||||||
Financial Services — 4.66% | ||||||||
1,678 | Affirm Holdings, Inc.(a) | 36 | ||||||
77,615 | Apollo Global Management, Inc. | 6,967 | ||||||
40,852 | Berkshire Hathaway, Inc., Class - B(a) | 14,311 | ||||||
61,394 | Block, Inc.(a) | 2,717 | ||||||
1,119 | Corebridge Financial, Inc. | 22 | ||||||
9,663 | Equitable Holdings, Inc. | 275 | ||||||
358 | Euronet Worldwide, Inc.(a) | 28 | ||||||
112,556 | Fidelity National Information Services, Inc. | 6,221 | ||||||
137,884 | Fiserv, Inc.(a) | 15,576 | ||||||
1,907 | FleetCor Technologies, Inc.(a) | 487 | ||||||
24,003 | Global Payments, Inc. | 2,771 | ||||||
58,003 | Mastercard, Inc., Class - A | 22,963 | ||||||
2,240 | MGIC Investment Corp. | 37 | ||||||
29,116 | PayPal Holdings, Inc.(a) | 1,702 | ||||||
860 | Rocket Cos., Inc., Class - A(a) | 7 | ||||||
383 | Shift4 Payments, Inc., Class - A(a) | 21 | ||||||
380 | TFS Financial Corp. | 4 | ||||||
2,823 | The Western Union Co. | 37 | ||||||
181,728 | Toast, Inc., Class - A(a) | 3,404 | ||||||
703 | UWM Holdings Corp. | 3 | ||||||
135,891 | Visa, Inc., Class - A | 31,256 | ||||||
738 | Voya Financial, Inc. | 49 | ||||||
330 | WEX, Inc.(a) | 62 | ||||||
108,956 | ||||||||
Food Products — 1.22% | ||||||||
23,999 | Archer-Daniels-Midland Co. | 1,809 | ||||||
10,865 | Bunge Ltd. | 1,176 | ||||||
32,521 | Campbell Soup Co. | 1,336 | ||||||
50,638 | Conagra Brands, Inc. | 1,389 | ||||||
4,315 | Darling Ingredients, Inc.(a) | 225 | ||||||
1,421 | Flowers Foods, Inc. | 32 | ||||||
345 | Freshpet, Inc.(a) | 23 | ||||||
32,260 | General Mills, Inc. | 2,064 | ||||||
37,516 | Hormel Foods Corp. | 1,427 | ||||||
497 | Ingredion, Inc. | 49 | ||||||
25,931 | Kellogg Co. | 1,543 | ||||||
66,680 | Lamb Weston Holdings, Inc. | 6,166 | ||||||
18,998 | McCormick & Co., Inc./MD | 1,437 | ||||||
49,625 | Mondelez International, Inc., Class - A | 3,444 | ||||||
353 | Pilgrim's Pride Corp.(a) | 8 | ||||||
409 | Post Holdings, Inc.(a) | 35 | ||||||
2 | Seaboard Corp. | 8 | ||||||
9,132 | The Hershey Co. | 1,826 | ||||||
10,931 | The J.M. Smucker Co. | 1,344 | ||||||
56,082 | The Kraft Heinz Co. | 1,886 | ||||||
25,120 | Tyson Foods, Inc., Class - A | 1,269 | ||||||
28,496 | ||||||||
Gas Utilities — 0.09% | ||||||||
13,129 | Atmos Energy Corp. | 1,390 | ||||||
665 | National Fuel Gas Co. | 35 | ||||||
25,558 | UGI Corp. | 588 | ||||||
2,013 | ||||||||
Ground Transportation — 1.18% | ||||||||
154 | Avis Budget Group, Inc.(a) | 28 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Ground Transportation (continued) | ||||||||
67,242 | Canadian Pacific Kansas City Ltd. | $ | 5,003 | |||||
32,441 | Canadian Pacific Kansas City Ltd. | 2,412 | ||||||
63,164 | CSX Corp. | 1,943 | ||||||
1,015 | Hertz Global Holdings, Inc.(a) | 12 | ||||||
3,277 | JB Hunt Transport Services, Inc. | 618 | ||||||
10,070 | Knight-Swift Transportation Holdings, Inc. | 505 | ||||||
271 | Landstar System, Inc. | 48 | ||||||
2,316 | Lyft, Inc., Class - A(a) | 24 | ||||||
8,202 | Norfolk Southern Corp. | 1,615 | ||||||
2,669 | Old Dominion Freight Line, Inc. | 1,092 | ||||||
346 | Ryder System, Inc. | 37 | ||||||
201 | Saia, Inc.(a) | 80 | ||||||
410 | Schneider National, Inc., Class - B | 11 | ||||||
216,834 | Uber Technologies, Inc.(a) | 9,972 | ||||||
68 | U-Haul Holding Co.(a) | 4 | ||||||
2,510 | U-Haul Holding Co. | 131 | ||||||
18,870 | Union Pacific Corp. | 3,843 | ||||||
860 | XPO, Inc.(a) | 64 | ||||||
27,442 | ||||||||
Health Care Equipment & Supplies — 1.57% | ||||||||
52,240 | Abbott Laboratories | 5,059 | ||||||
1,994 | Align Technology, Inc.(a) | 609 | ||||||
35,497 | Baxter International, Inc. | 1,340 | ||||||
11,410 | Becton Dickinson & Co. | 2,950 | ||||||
49,403 | Boston Scientific Corp.(a) | 2,608 | ||||||
11,550 | DENTSPLY SIRONA, Inc. | 395 | ||||||
15,379 | Dexcom, Inc.(a) | 1,435 | ||||||
16,346 | Edwards Lifesciences Corp.(a) | 1,132 | ||||||
384 | Enovis Corp.(a) | 20 | ||||||
1,234 | Envista Holdings Corp.(a) | 34 | ||||||
10,903 | GE HealthCare Technologies, Inc. | 742 | ||||||
897 | Globus Medical, Inc.(a) | 45 | ||||||
16,107 | Hologic, Inc.(a) | 1,117 | ||||||
153 | ICU Medical, Inc.(a) | 18 | ||||||
8,088 | IDEXX Laboratories, Inc.(a) | 3,537 | ||||||
217 | Inspire Medical Systems, Inc.(a) | 43 | ||||||
12,645 | Insulet Corp.(a) | 2,016 | ||||||
549 | Integra LifeSciences Holdings Corp.(a) | 21 | ||||||
13,639 | Intuitive Surgical, Inc.(a) | 3,987 | ||||||
360 | Masimo Corp.(a) | 32 | ||||||
44,136 | Medtronic PLC | 3,458 | ||||||
784 | Novocure Ltd.(a) | 13 | ||||||
270 | Penumbra, Inc.(a) | 65 | ||||||
403 | QuidelOrtho Corp.(a) | 29 | ||||||
5,333 | ResMed, Inc. | 789 | ||||||
274 | Shockwave Medical, Inc.(a) | 55 | ||||||
3,926 | STERIS PLC | 862 | ||||||
9,331 | Stryker Corp. | 2,550 | ||||||
484 | Tandem Diabetes Care, Inc.(a) | 10 | ||||||
1,266 | Teleflex, Inc. | 249 | ||||||
1,331 | The Cooper Cos., Inc. | 423 | ||||||
8,534 | Zimmer Biomet Holdings, Inc. | 958 | ||||||
36,601 | ||||||||
Health Care Providers & Services — 2.32% | ||||||||
675 | Acadia Healthcare Co., Inc.(a) | 47 | ||||||
1,974 | agilon health, Inc.(a) | 35 | ||||||
243 | Amedisys, Inc.(a) | 23 | ||||||
9,930 | AmerisourceBergen Corp. | 1,787 | ||||||
16,821 | Cardinal Health, Inc. | 1,460 | ||||||
27,757 | Centene Corp.(a) | 1,911 | ||||||
111 | Chemed Corp. | 58 | ||||||
47,330 | CVS Health Corp. | 3,304 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Health Care Providers & Services (continued) | ||||||||
9,889 | DaVita, Inc.(a) | $ | 935 | |||||
8,185 | Elevance Health, Inc. | 3,564 | ||||||
743 | Encompass Health Corp. | 50 | ||||||
5,559 | HCA Healthcare, Inc. | 1,368 | ||||||
12,837 | Henry Schein, Inc.(a) | 954 | ||||||
5,360 | Humana, Inc. | 2,608 | ||||||
5,858 | Laboratory Corp. of America Holdings | 1,178 | ||||||
5,923 | McKesson Corp. | 2,576 | ||||||
3,703 | Molina Healthcare, Inc.(a) | 1,214 | ||||||
893 | Premier, Inc., Class - A | 19 | ||||||
11,083 | Quest Diagnostics, Inc. | 1,351 | ||||||
1,155 | R1 RCM, Inc.(a) | 17 | ||||||
762 | Tenet Healthcare Corp.(a) | 50 | ||||||
29,393 | The Cigna Group | 8,409 | ||||||
41,639 | UnitedHealth Group, Inc. | 20,992 | ||||||
2,698 | Universal Health Services, Inc., Class - B | 340 | ||||||
54,250 | ||||||||
Health Care REITs — 0.47% | ||||||||
78,433 | CareTrust REIT, Inc. | 1,608 | ||||||
57,075 | Healthcare Realty Trust, Inc. | 871 | ||||||
40,786 | Healthpeak Properties, Inc. | 748 | ||||||
4,504 | Medical Properties Trust, Inc. | 25 | ||||||
52,320 | Omega Healthcare Investors, Inc. | 1,735 | ||||||
23,177 | Ventas, Inc. | 977 | ||||||
60,877 | Welltower, Inc. | 4,987 | ||||||
10,951 | ||||||||
Health Care Technology — 0.16% | ||||||||
881 | Certara, Inc.(a) | 13 | ||||||
848 | Doximity, Inc., Class - A(a) | 18 | ||||||
1,218 | Teladoc Health, Inc.(a) | 23 | ||||||
17,805 | Veeva Systems, Inc., Class - A(a) | 3,622 | ||||||
3,676 | ||||||||
Hotel & Resort REITs — 0.05% | ||||||||
19,182 | Host Hotels & Resorts, Inc. | 308 | ||||||
1,690 | Park Hotels & Resorts, Inc. | 21 | ||||||
11,410 | Ryman Hospitality Properties, Inc. | 950 | ||||||
1,279 | ||||||||
Hotels, Restaurants & Leisure — 2.17% | ||||||||
18,754 | Airbnb, Inc., Class - A(a) | 2,574 | ||||||
6,596 | Aramark | 229 | ||||||
1,000 | Booking Holdings, Inc.(a) | 3,084 | ||||||
555 | Boyd Gaming Corp. | 34 | ||||||
5,756 | Caesars Entertainment, Inc.(a) | 267 | ||||||
27,022 | Carnival Corp.(a) | 371 | ||||||
122 | Cava Group, Inc.(a) | 4 | ||||||
3,957 | Chipotle Mexican Grill, Inc.(a) | 7,248 | ||||||
17,717 | Choice Hotels International, Inc. | 2,170 | ||||||
541 | Churchill Downs, Inc. | 63 | ||||||
3,256 | Darden Restaurants, Inc. | 467 | ||||||
2,789 | Domino's Pizza, Inc. | 1,057 | ||||||
7,201 | DoorDash, Inc., Class - A(a) | 572 | ||||||
11,251 | DraftKings, Inc.(a) | 331 | ||||||
3,863 | Expedia Group, Inc.(a) | 398 | ||||||
41,900 | Hilton Worldwide Holdings, Inc. | 6,292 | ||||||
10,023 | Hyatt Hotels Corp., Class - A | 1,063 | ||||||
106,062 | Las Vegas Sands Corp. | 4,862 | ||||||
10,512 | Marriott International, Inc., Class - A | 2,066 | ||||||
284 | Marriott Vacations Worldwide Corp. | 29 | ||||||
23,027 | McDonald's Corp. | 6,066 | ||||||
7,934 | MGM Resorts International | 291 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||
3,172 | Norwegian Cruise Line Holdings Ltd.(a) | $ | 52 | |||||
1,172 | Penn Entertainment, Inc.(a) | 27 | ||||||
633 | Planet Fitness, Inc., Class - A(a) | 31 | ||||||
6,241 | Royal Caribbean Cruises Ltd.(a) | 575 | ||||||
30,827 | Starbucks Corp. | 2,814 | ||||||
505 | Texas Roadhouse, Inc. | 49 | ||||||
1,293 | The Wendy's Co. | 26 | ||||||
560 | Travel + Leisure Co. | 21 | ||||||
1,087 | Vail Resorts, Inc. | 242 | ||||||
226 | Wingstop, Inc. | 41 | ||||||
635 | Wyndham Hotels & Resorts, Inc. | 44 | ||||||
60,188 | Wynn Resorts Ltd. | 5,561 | ||||||
12,778 | Yum! Brands, Inc. | 1,596 | ||||||
50,617 | ||||||||
Household Durables — 0.78% | ||||||||
59,507 | D.R. Horton, Inc. | 6,395 | ||||||
4,142 | Garmin Ltd. | 436 | ||||||
1,009 | Leggett & Platt, Inc. | 26 | ||||||
28,433 | Lennar Corp., Class - A | 3,191 | ||||||
112 | Lennar Corp., Class - B | 11 | ||||||
11,283 | Meritage Homes Corp. | 1,381 | ||||||
1,453 | Mohawk Industries, Inc.(a) | 124 | ||||||
2,863 | Newell Brands, Inc. | 26 | ||||||
87 | NVR, Inc.(a) | 519 | ||||||
6,025 | PulteGroup, Inc. | 446 | ||||||
120,720 | Tempur Sealy International, Inc. | 5,232 | ||||||
836 | Toll Brothers, Inc. | 62 | ||||||
242 | TopBuild Corp.(a) | 61 | ||||||
1,468 | Whirlpool Corp. | 196 | ||||||
18,106 | ||||||||
Household Products — 0.78% | ||||||||
18,821 | Church & Dwight Co., Inc. | 1,725 | ||||||
36,437 | Colgate-Palmolive Co. | 2,591 | ||||||
18,333 | Kimberly-Clark Corp. | 2,216 | ||||||
412 | Reynolds Consumer Products, Inc. | 11 | ||||||
302 | Spectrum Brands Holdings, Inc. | 24 | ||||||
10,732 | The Clorox Co. | 1,407 | ||||||
70,538 | The Procter & Gamble Co. | 10,287 | ||||||
18,261 | ||||||||
Independent Power and Renewable Electricity Producers — 0.05% | ||||||||
968 | Brookfield Renewable Corp., Class - A | 23 | ||||||
261 | Clearway Energy, Inc., Class - A | 5 | ||||||
618 | Clearway Energy, Inc., Class - C | 13 | ||||||
18,042 | The AES Corp. | 274 | ||||||
27,140 | Vistra Corp. | 901 | ||||||
1,216 | ||||||||
Industrial Conglomerates — 0.38% | ||||||||
21,711 | 3M Co. | 2,033 | ||||||
29,374 | General Electric Co. | 3,248 | ||||||
19,732 | Honeywell International, Inc. | 3,644 | ||||||
8,925 | ||||||||
Industrial REITs — 0.59% | ||||||||
2,038 | Americold Realty Trust, Inc. | 62 | ||||||
15,102 | EastGroup Properties, Inc. | 2,515 | ||||||
999 | First Industrial Realty Trust, Inc. | 48 | ||||||
52,605 | Plymouth Industrial REIT, Inc. | 1,102 | ||||||
88,163 | Prologis, Inc. | 9,892 | ||||||
1,483 | Rexford Industrial Realty, Inc. | 73 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Industrial REITs (continued) | ||||||||
1,356 | STAG Industrial, Inc. | $ | 47 | |||||
13,739 | ||||||||
Insurance — 2.12% | ||||||||
24,140 | Aflac, Inc. | 1,853 | ||||||
7,275 | American Financial Group, Inc. | 812 | ||||||
19,623 | American International Group, Inc. | 1,189 | ||||||
7,102 | Aon PLC, Class - A | 2,303 | ||||||
18,832 | Arch Capital Group Ltd.(a) | 1,501 | ||||||
20,428 | Arthur J. Gallagher & Co. | 4,657 | ||||||
7,384 | Assurant, Inc. | 1,060 | ||||||
437 | Assured Guaranty Ltd. | 26 | ||||||
590 | Axis Capital Holdings Ltd. | 33 | ||||||
514 | Brighthouse Financial, Inc.(a) | 25 | ||||||
9,113 | Brown & Brown, Inc. | 636 | ||||||
15,060 | Chubb Ltd. | 3,136 | ||||||
7,779 | Cincinnati Financial Corp. | 795 | ||||||
207 | CNA Financial Corp. | 8 | ||||||
3,549 | Erie Indemnity Co., Class - A | 1,042 | ||||||
3,239 | Everest Group Ltd. | 1,204 | ||||||
6,991 | Fidelity National Financial, Inc. | 288 | ||||||
765 | First American Financial Corp. | 43 | ||||||
7,408 | Globe Life, Inc. | 806 | ||||||
482 | Kemper Corp. | 20 | ||||||
165 | Kinsale Capital Group, Inc. | 68 | ||||||
1,287 | Lincoln National Corp. | 32 | ||||||
14,046 | Loews Corp. | 890 | ||||||
2,890 | Markel Group, Inc.(a) | 4,256 | ||||||
49,243 | Marsh & McLennan Cos., Inc. | 9,372 | ||||||
20,750 | MetLife, Inc. | 1,306 | ||||||
2,054 | Old Republic International Corp. | 55 | ||||||
278 | Primerica, Inc. | 54 | ||||||
6,549 | Principal Financial Group, Inc. | 472 | ||||||
9,873 | Prudential Financial, Inc. | 937 | ||||||
507 | Reinsurance Group of America, Inc. | 74 | ||||||
374 | RenaissanceRe Holdings Ltd. | 74 | ||||||
304 | RLI Corp. | 41 | ||||||
692 | Ryan Specialty Holdings, Inc.(a) | 33 | ||||||
14,924 | The Allstate Corp. | 1,662 | ||||||
268 | The Hanover Insurance Group, Inc. | 30 | ||||||
17,092 | The Hartford Financial Services Group, Inc. | 1,212 | ||||||
23,300 | The Progressive Corp. | 3,246 | ||||||
11,848 | The Travelers Cos., Inc. | 1,935 | ||||||
1,503 | Unum Group | 74 | ||||||
19,106 | W.R. Berkley Corp. | 1,213 | ||||||
19 | White Mountains Insurance Group Ltd. | 28 | ||||||
5,103 | Willis Towers Watson PLC | 1,066 | ||||||
49,567 | ||||||||
Interactive Media & Services — 4.23% | ||||||||
270,094 | Alphabet, Inc., Class - A(a) | 35,345 | ||||||
159,794 | Alphabet, Inc., Class - C(a) | 21,069 | ||||||
545,251 | Auto Trader Group PLC | 4,096 | ||||||
583 | IAC, Inc.(a) | 29 | ||||||
7,522 | Match Group, Inc.(a) | 295 | ||||||
88,521 | Meta Platforms, Inc., Class - A(a) | 26,575 | ||||||
222,795 | Pinterest, Inc., Class - A(a) | 6,022 | ||||||
76,177 | Scout24 SE- | 5,281 | ||||||
19,787 | Snap, Inc., Class - A(a) | 176 | ||||||
775 | TripAdvisor, Inc.(a) | 13 | ||||||
7,464 | ZoomInfo Technologies, Inc.(a) | 123 | ||||||
99,024 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
IT Services — 1.03% | ||||||||
17,043 | Accenture PLC, Class - A | $ | 5,234 | |||||
7,867 | Akamai Technologies, Inc.(a) | 838 | ||||||
901 | Amdocs Ltd. | 76 | ||||||
7,497 | Cloudflare, Inc., Class - A(a) | 472 | ||||||
13,700 | Cognizant Technology Solutions Corp., Class - A | 928 | ||||||
1,745 | DXC Technology Co.(a) | 36 | ||||||
1,542 | EPAM Systems, Inc.(a) | 394 | ||||||
2,120 | Gartner, Inc.(a) | 728 | ||||||
309 | Globant SA(a) | 61 | ||||||
80,155 | GoDaddy, Inc., Class - A(a) | 5,971 | ||||||
31,149 | International Business Machines Corp. | 4,370 | ||||||
1,550 | Kyndryl Holdings, Inc.(a) | 23 | ||||||
4,923 | MongoDB, Inc.(a) | 1,703 | ||||||
4,155 | Okta, Inc.(a) | 338 | ||||||
13,697 | Snowflake, Inc., Class - A(a) | 2,093 | ||||||
4,637 | Twilio, Inc., Class - A(a) | 272 | ||||||
2,505 | VeriSign, Inc.(a) | 508 | ||||||
24,045 | ||||||||
Leisure Products — 0.03% | ||||||||
548 | Brunswick Corp. | 43 | ||||||
7,596 | Hasbro, Inc. | 502 | ||||||
2,666 | Mattel, Inc.(a) | 59 | ||||||
2,337 | Peloton Interactive, Inc., Class - A(a) | 12 | ||||||
417 | Polaris, Inc. | 43 | ||||||
654 | YETI Holdings, Inc.(a) | 32 | ||||||
691 | ||||||||
Life Sciences Tools & Services — 1.87% | ||||||||
698 | 10X Genomics, Inc., Class - A(a) | 29 | ||||||
52,112 | Agilent Technologies, Inc. | 5,827 | ||||||
18,268 | Avantor, Inc.(a) | 385 | ||||||
518 | Azenta, Inc.(a) | 26 | ||||||
595 | Bio-Rad Laboratories, Inc., Class - A(a) | 213 | ||||||
4,237 | Bio-Techne Corp. | 288 | ||||||
813 | Bruker Corp. | 51 | ||||||
1,380 | Charles River Laboratories International, Inc.(a) | 271 | ||||||
45,392 | Danaher Corp. | 11,262 | ||||||
29,248 | Eurofins Scientific SE | 1,648 | ||||||
672 | Fortrea Holdings, Inc.(a) | 19 | ||||||
616 | ICON PLC(a) | 152 | ||||||
4,265 | Illumina, Inc.(a) | 586 | ||||||
5,007 | IQVIA Holdings, Inc.(a) | 985 | ||||||
833 | Maravai LifeSciences Holdings, Inc., Class - A(a) | 8 | ||||||
176 | Medpace Holdings, Inc.(a) | 43 | ||||||
3,041 | Mettler-Toledo International, Inc.(a) | 3,369 | ||||||
1,720 | QIAGEN N.V.(a) | 70 | ||||||
1,448 | Repligen Corp.(a) | 231 | ||||||
3,396 | Revvity, Inc. | 376 | ||||||
13,422 | Sartorius Stedim Biotech | 3,193 | ||||||
750 | Sotera Health Co.(a) | 11 | ||||||
26,463 | Thermo Fisher Scientific, Inc. | 13,394 | ||||||
2,106 | Waters Corp.(a) | 577 | ||||||
2,005 | West Pharmaceutical Services, Inc. | 752 | ||||||
43,766 | ||||||||
Machinery — 1.03% | ||||||||
471 | AGCO Corp. | 56 | ||||||
699 | Allison Transmission Holdings, Inc. | 41 | ||||||
15,461 | Caterpillar, Inc. | 4,222 | ||||||
7,386 | CNH Industrial N.V. | 89 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Machinery (continued) | ||||||||
357 | Crane Co. | $ | 32 | |||||
357 | Crane NXT Co. | 20 | ||||||
5,589 | Cummins, Inc. | 1,276 | ||||||
8,461 | Deere & Co. | 3,193 | ||||||
921 | Donaldson Co., Inc. | 55 | ||||||
3,783 | Dover Corp. | 527 | ||||||
430 | Esab Corp. | 30 | ||||||
987 | Flowserve Corp. | 39 | ||||||
9,568 | Fortive Corp. | 709 | ||||||
912 | Gates Industrial Corp. PLC(a) | 11 | ||||||
4,544 | Graco, Inc. | 331 | ||||||
11,525 | IDEX Corp. | 2,398 | ||||||
9,490 | Illinois Tool Works, Inc. | 2,186 | ||||||
10,941 | Ingersoll Rand, Inc. | 697 | ||||||
633 | ITT, Inc. | 62 | ||||||
425 | Lincoln Electric Holdings, Inc. | 77 | ||||||
1,432 | Nordson Corp. | 320 | ||||||
498 | Oshkosh Corp. | 48 | ||||||
15,018 | Otis Worldwide Corp. | 1,206 | ||||||
20,258 | PACCAR, Inc. | 1,722 | ||||||
3,464 | Parker-Hannifin Corp. | 1,349 | ||||||
4,441 | Pentair PLC | 288 | ||||||
214 | RBC Bearings, Inc.(a) | 50 | ||||||
3,326 | Snap-on, Inc. | 848 | ||||||
4,144 | Stanley Black & Decker, Inc. | 347 | ||||||
406 | The Middleby Corp.(a) | 52 | ||||||
464 | The Timken Co. | 34 | ||||||
7,615 | The Toro Co. | 633 | ||||||
4,847 | Westinghouse Air Brake Technologies Corp. | 515 | ||||||
6,432 | Xylem, Inc. | 585 | ||||||
24,048 | ||||||||
Marine Transportation — 0.00% | ||||||||
453 | Kirby Corp.(a) | 38 | ||||||
Media — 0.54% | ||||||||
44 | Cable One, Inc. | 27 | ||||||
3,329 | Charter Communications, Inc., Class - A(a) | 1,464 | ||||||
119,191 | Comcast Corp., Class - A | 5,285 | ||||||
1,900 | DISH Network Corp., Class - A(a) | 11 | ||||||
26,505 | Fox Corp., Class - A | 827 | ||||||
22,680 | Fox Corp., Class - B | 656 | ||||||
132 | Liberty Broadband Corp., Class - A(a) | 12 | ||||||
4,591 | Liberty Broadband Corp., Class - C(a) | 419 | ||||||
4,393 | Liberty Media Corp.-Liberty SiriusXM(a) | 112 | ||||||
569 | Liberty Media Corp.-Liberty SiriusXM(a) | 14 | ||||||
10,330 | News Corp., Class - A | 207 | ||||||
897 | News Corp., Class - B | 19 | ||||||
258 | Nexstar Media Group, Inc. | 37 | ||||||
10,787 | Omnicom Group, Inc. | 804 | ||||||
70 | Paramount Global, Class - A | 1 | ||||||
13,858 | Paramount Global, Class - B | 178 | ||||||
170,485 | Sirius XM Holdings, Inc.^ | 771 | ||||||
10,445 | The Interpublic Group of Cos., Inc. | 299 | ||||||
1,232 | The New York Times Co., Class - A | 51 | ||||||
18,981 | The Trade Desk, Inc., Class - A(a) | 1,483 | ||||||
12,677 | ||||||||
Metals & Mining — 0.25% | ||||||||
1,341 | Alcoa Corp. | 39 | ||||||
13,846 | Cleveland-Cliffs, Inc.(a) | 217 | ||||||
38,668 | Freeport-McMoRan, Inc. | 1,440 | ||||||
785 | MP Materials Corp.(a) | 15 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Metals & Mining (continued) | ||||||||
47,467 | Newmont Corp. | $ | 1,755 | |||||
6,785 | Nucor Corp. | 1,061 | ||||||
2,406 | Reliance Steel & Aluminum Co. | 631 | ||||||
497 | Royal Gold, Inc. | 53 | ||||||
648 | Southern Copper Corp. | 49 | ||||||
1,562 | SSR Mining, Inc. | 21 | ||||||
4,345 | Steel Dynamics, Inc. | 466 | ||||||
1,703 | United States Steel Corp. | 55 | ||||||
5,802 | ||||||||
Mortgage Real Estate Investment Trusts — 0.03% | ||||||||
4,327 | AGNC Investment Corp. | 41 | ||||||
26,380 | Annaly Capital Management, Inc. | 496 | ||||||
3,639 | Rithm Capital Corp. | 34 | ||||||
2,215 | Starwood Property Trust, Inc. | 43 | ||||||
614 | ||||||||
Multi-Utilities — 0.81% | ||||||||
20,500 | Ameren Corp. | 1,534 | ||||||
47,227 | CenterPoint Energy, Inc. | 1,268 | ||||||
52,550 | CMS Energy Corp. | 2,791 | ||||||
22,230 | Consolidated Edison, Inc. | 1,901 | ||||||
45,141 | Dominion Energy, Inc. | 2,016 | ||||||
15,514 | DTE Energy Co. | 1,541 | ||||||
49,256 | NiSource, Inc. | 1,215 | ||||||
28,640 | Public Service Enterprise Group, Inc. | 1,630 | ||||||
29,382 | Sempra Energy | 1,999 | ||||||
37,020 | WEC Energy Group, Inc. | 2,982 | ||||||
18,877 | ||||||||
Office REITs — 0.13% | ||||||||
6,331 | Alexandria Real Estate Equities, Inc. | 634 | ||||||
4,100 | Boston Properties, Inc. | 244 | ||||||
1,145 | Cousins Properties, Inc. | 23 | ||||||
788 | Highwoods Properties, Inc. | 16 | ||||||
27,856 | Kilroy Realty Corp. | 881 | ||||||
34,228 | SL Green Realty Corp. | 1,277 | ||||||
1,338 | Vornado Realty Trust | 30 | ||||||
3,105 | ||||||||
Oil, Gas & Consumable Fuels — 2.22% | ||||||||
2,550 | Antero Midstream Corp. | 31 | ||||||
2,151 | Antero Resources Corp.(a) | 55 | ||||||
8,332 | APA Corp. | 342 | ||||||
11,108 | Cheniere Energy, Inc. | 1,843 | ||||||
7,542 | Chesapeake Energy Corp. | 651 | ||||||
53,071 | Chevron Corp. | 8,948 | ||||||
35,794 | ConocoPhillips | 4,288 | ||||||
45,458 | Coterra Energy, Inc. | 1,229 | ||||||
17,317 | Devon Energy Corp. | 826 | ||||||
4,705 | Diamondback Energy, Inc. | 728 | ||||||
735 | DT Midstream, Inc. | 39 | ||||||
17,772 | EOG Resources, Inc. | 2,253 | ||||||
12,265 | EQT Corp. | 498 | ||||||
116,024 | Exxon Mobil Corp. | 13,643 | ||||||
8,090 | Hess Corp. | 1,237 | ||||||
11,138 | HF Sinclair Corp. | 634 | ||||||
95,698 | Kinder Morgan, Inc. | 1,587 | ||||||
16,725 | Marathon Oil Corp. | 448 | ||||||
13,036 | Marathon Petroleum Corp. | 1,973 | ||||||
418 | New Fortress Energy, Inc. | 14 | ||||||
18,275 | Occidental Petroleum Corp. | 1,186 | ||||||
14,125 | ONEOK, Inc. | 896 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
6,910 | Ovintiv, Inc. | $ | 329 | |||||
16,789 | Phillips 66 | 2,017 | ||||||
6,300 | Pioneer Natural Resources Co. | 1,446 | ||||||
1,786 | Range Resources Corp. | 58 | ||||||
8,345 | Southwestern Energy Co.(a) | 54 | ||||||
5,854 | Targa Resources Corp. | 502 | ||||||
164 | Texas Pacific Land Corp. | 299 | ||||||
54,630 | The Williams Cos., Inc. | 1,840 | ||||||
12,975 | Valero Energy Corp. | 1,838 | ||||||
51,732 | ||||||||
Paper & Forest Products — 0.00% | ||||||||
485 | Louisiana-Pacific Corp. | 27 | ||||||
Passenger Airlines — 0.03% | ||||||||
949 | Alaska Air Group, Inc.(a) | 35 | ||||||
4,899 | American Airlines Group, Inc.(a) | 63 | ||||||
7,977 | Delta Air Lines, Inc. | 294 | ||||||
7,396 | Southwest Airlines Co. | 201 | ||||||
2,474 | United Airlines Holdings, Inc.(a) | 105 | ||||||
698 | ||||||||
Personal Care Products — 0.12% | ||||||||
2,665 | Coty, Inc., Class - A(a) | 29 | ||||||
43,029 | Kenvue, Inc. | 864 | ||||||
11,800 | L'Oreal SA, ADR | 978 | ||||||
943 | Olaplex Holdings, Inc.(a) | 2 | ||||||
6,247 | The Estee Lauder Cos., Inc. | 903 | ||||||
2,776 | ||||||||
Pharmaceuticals — 2.34% | ||||||||
19,257 | AstraZeneca PLC, ADR | 1,304 | ||||||
75,418 | Bristol-Myers Squibb Co. | 4,377 | ||||||
4,864 | Catalent, Inc.(a) | 222 | ||||||
3,702 | Elanco Animal Health, Inc.(a) | 42 | ||||||
30,560 | Eli Lilly & Co. | 16,414 | ||||||
6,432 | Jazz Pharmaceuticals PLC(a) | 832 | ||||||
71,610 | Johnson & Johnson | 11,153 | ||||||
79,291 | Merck & Co., Inc. | 8,163 | ||||||
22,326 | Novo Nordisk A/S, ADR | 2,030 | ||||||
1,927 | Organon & Co. | 33 | ||||||
1,019 | Perrigo Co. PLC | 33 | ||||||
183,152 | Pfizer, Inc. | 6,076 | ||||||
36,378 | Royalty Pharma PLC, Class - A | 988 | ||||||
76,222 | Viatris, Inc. | 751 | ||||||
12,484 | Zoetis, Inc. | 2,172 | ||||||
54,590 | ||||||||
Professional Services — 2.05% | ||||||||
11,984 | Automatic Data Processing, Inc. | 2,884 | ||||||
10,966 | Booz Allen Hamilton Holding Corp. | 1,198 | ||||||
3,175 | Broadridge Financial Solutions, Inc. | 568 | ||||||
171 | CACI International, Inc., Class - A(a) | 54 | ||||||
100,849 | Ceridian HCM Holding, Inc.(a) | 6,842 | ||||||
757,251 | Clarivate PLC(a) | 5,081 | ||||||
322 | Concentrix Corp. | 26 | ||||||
64,637 | CoStar Group, Inc.(a) | 4,970 | ||||||
1,907 | Dun & Bradstreet Holdings, Inc. | 19 | ||||||
3,306 | Equifax, Inc. | 606 | ||||||
256 | FTI Consulting, Inc.(a) | 46 | ||||||
1,353 | Genpact Ltd. | 49 | ||||||
5,858 | Jack Henry & Associates, Inc. | 885 | ||||||
4,520 | Jacobs Solutions, Inc. | 617 | ||||||
1,034 | KBR, Inc. | 61 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Professional Services (continued) | ||||||||
13,053 | Leidos Holdings, Inc. | $ | 1,203 | |||||
381 | ManpowerGroup, Inc. | 28 | ||||||
8,761 | Paychex, Inc. | 1,010 | ||||||
23,596 | Paycom Software, Inc. | 6,117 | ||||||
461 | Paycor HCM, Inc.(a) | 11 | ||||||
19,461 | Paylocity Holding Corp.(a) | 3,536 | ||||||
2,890 | Robert Half International, Inc. | 212 | ||||||
417 | Science Applications International Corp. | 44 | ||||||
101,851 | SS&C Technologies Holdings, Inc. | 5,351 | ||||||
73,298 | TransUnion | 5,262 | ||||||
5,475 | Verisk Analytics, Inc. | 1,294 | ||||||
47,974 | ||||||||
Real Estate Management & Development — 0.33% | ||||||||
21,029 | CBRE Group, Inc., Class - A(a) | 1,553 | ||||||
28,752 | Corp. Inmobiliaria Vesta Sab de CV, ADR | 945 | ||||||
254 | Howard Hughes Holdings, Inc.(a) | 19 | ||||||
362 | Jones Lang LaSalle, Inc.(a) | 51 | ||||||
77,519 | Tricon Residential, Inc. | 574 | ||||||
427 | Zillow Group, Inc., Class - A(a) | 19 | ||||||
100,175 | Zillow Group, Inc., Class - C(a) | 4,624 | ||||||
7,785 | ||||||||
Residential REITs — 1.35% | ||||||||
158,322 | American Homes 4 Rent, Class - A | 5,333 | ||||||
1,135 | Apartment Income REIT Corp. | 35 | ||||||
52,515 | AvalonBay Communities, Inc. | 9,018 | ||||||
9,554 | Camden Property Trust | 904 | ||||||
13,918 | Equity LifeStyle Properties, Inc. | 887 | ||||||
16,860 | Equity Residential | 990 | ||||||
12,460 | Essex Property Trust, Inc. | 2,643 | ||||||
97,435 | Invitation Homes, Inc. | 3,088 | ||||||
7,556 | Mid-America Apartment Communities, Inc. | 972 | ||||||
31,747 | Sun Communities, Inc. | 3,757 | ||||||
67,556 | UDR, Inc. | 2,410 | ||||||
85,877 | Veris Residential, Inc. | 1,417 | ||||||
31,454 | ||||||||
Retail REITs — 0.48% | ||||||||
672 | Agree Realty Corp. | 37 | ||||||
112,499 | Brixmor Property Group, Inc. | 2,338 | ||||||
30,482 | Getty Realty Corp. | 845 | ||||||
16,616 | Kimco Realty Corp. | 293 | ||||||
22,311 | Kite Realty Group Trust | 478 | ||||||
1,373 | NNN REIT, Inc. | 49 | ||||||
38,327 | Phillips Edison & Co., Inc. | 1,285 | ||||||
33,240 | Realty Income Corp. | 1,660 | ||||||
6,037 | Regency Centers Corp. | 358 | ||||||
22,228 | Simon Property Group, Inc. | 2,402 | ||||||
1,055 | Spirit Realty Capital, Inc. | 35 | ||||||
59,655 | Tanger Factory Outlet Centers, Inc. | 1,348 | ||||||
11,128 | ||||||||
Semiconductors & Semiconductor Equipment — 4.44% | ||||||||
69,012 | Advanced Micro Devices, Inc.(a) | 7,096 | ||||||
503 | Allegro MicroSystems, Inc.(a) | 16 | ||||||
13,581 | Analog Devices, Inc. | 2,378 | ||||||
60,815 | Applied Materials, Inc. | 8,420 | ||||||
6,898 | ARM Holdings PLC, ADR(a) | 369 | ||||||
5,375 | ASML Holding N.V., NYS | 3,164 | ||||||
13,814 | Broadcom, Inc. | 11,474 | ||||||
416 | Cirrus Logic, Inc.(a) | 31 | ||||||
3,668 | Enphase Energy, Inc.(a) | 441 | ||||||
4,035 | Entegris, Inc. | 379 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Semiconductors & Semiconductor Equipment (continued) | ||||||||
2,783 | First Solar, Inc.(a) | $ | 449 | |||||
592 | GLOBALFOUNDRIES, Inc.(a) | 34 | ||||||
112,665 | Intel Corp. | 4,006 | ||||||
3,706 | KLA Corp. | 1,700 | ||||||
3,629 | Lam Research Corp. | 2,274 | ||||||
3,713 | Lattice Semiconductor Corp.(a) | 319 | ||||||
23,163 | Marvell Technology, Inc. | 1,254 | ||||||
14,646 | Microchip Technology, Inc. | 1,143 | ||||||
36,233 | Micron Technology, Inc. | 2,465 | ||||||
501 | MKS Instruments, Inc. | 43 | ||||||
1,219 | Monolithic Power Systems, Inc. | 563 | ||||||
104,011 | NVIDIA Corp. | 45,245 | ||||||
5,049 | NXP Semiconductors N.V. | 1,009 | ||||||
11,665 | ON Semiconductor Corp.(a) | 1,084 | ||||||
2,678 | Qorvo, Inc.(a) | 255 | ||||||
30,094 | QUALCOMM, Inc. | 3,342 | ||||||
4,302 | Skyworks Solutions, Inc. | 424 | ||||||
1,095 | SolarEdge Technologies, Inc.(a) | 142 | ||||||
4,202 | Teradyne, Inc. | 422 | ||||||
24,508 | Texas Instruments, Inc. | 3,897 | ||||||
353 | Universal Display Corp. | 55 | ||||||
3,344 | Wolfspeed, Inc.(a) | 128 | ||||||
104,021 | ||||||||
Software — 10.06% | ||||||||
28,087 | Adobe, Inc.(a) | 14,321 | ||||||
455 | Alteryx, Inc., Class - A(a) | 17 | ||||||
14,358 | ANSYS, Inc.(a) | 4,271 | ||||||
20,013 | Appfolio, Inc., Class - A(a) | 3,655 | ||||||
1,660 | AppLovin Corp., Class - A(a) | 66 | ||||||
1,971 | Aspen Technology, Inc.(a) | 403 | ||||||
4,052 | Atlassian Corp., Class - A(a) | 816 | ||||||
5,780 | Autodesk, Inc.(a) | 1,196 | ||||||
5,572 | Bentley Systems, Inc., Class - B | 280 | ||||||
2,638 | BILL Holdings, Inc.(a) | 286 | ||||||
25,414 | Cadence Design Systems, Inc.(a) | 5,954 | ||||||
1,519 | CCC Intelligent Solutions Holdings, Inc.(a) | 20 | ||||||
4,606 | Confluent, Inc., Class - A(a) | 136 | ||||||
10,342 | Crowdstrike Holdings, Inc., Class - A(a) | 1,731 | ||||||
64,363 | Dassault Systemes SE | 2,390 | ||||||
6,970 | Datadog, Inc., Class - A(a) | 635 | ||||||
5,440 | DocuSign, Inc.(a) | 229 | ||||||
449 | Dolby Laboratories, Inc., Class - A | 36 | ||||||
849 | DoubleVerify Holdings, Inc.(a) | 24 | ||||||
7,015 | Dropbox, Inc., Class - A(a) | 191 | ||||||
6,505 | Dynatrace, Inc.(a) | 304 | ||||||
587 | Elastic N.V.(a) | 48 | ||||||
670 | Fair Isaac Corp.(a) | 582 | ||||||
531 | Five9, Inc.(a) | 34 | ||||||
17,932 | Fortinet, Inc.(a) | 1,052 | ||||||
46,414 | Gen Digital, Inc. | 821 | ||||||
663 | Gitlab, Inc., Class - A(a) | 30 | ||||||
622 | Guidewire Software, Inc.(a) | 56 | ||||||
701 | HashiCorp, Inc., Class - A(a) | 16 | ||||||
1,839 | HubSpot, Inc.(a) | 905 | ||||||
279 | Informatica, Inc., Class - A(a) | 6 | ||||||
18,721 | Intuit, Inc. | 9,566 | ||||||
37,626 | Kinaxis, Inc.(a) | 4,244 | ||||||
1,680 | Manhattan Associates, Inc.(a) | 332 | ||||||
312,492 | Microsoft Corp. | 98,672 | ||||||
102,767 | Money Forward, Inc.(a) | 3,281 | ||||||
528 | nCino, Inc.(a) | 17 | ||||||
974 | NCR Corp.(a) | 26 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Software (continued) | ||||||||
404 | New Relic, Inc.(a) | $ | 35 | |||||
1,742 | Nutanix, Inc., Class - A(a) | 61 | ||||||
92,624 | Oracle Corp. | 9,811 | ||||||
49,359 | Palantir Technologies, Inc., Class - A(a) | 790 | ||||||
32,778 | Palo Alto Networks, Inc.(a) | 7,684 | ||||||
314 | Pegasystems, Inc. | 14 | ||||||
47,144 | Procore Technologies, Inc.(a) | 3,080 | ||||||
2,990 | PTC, Inc.(a) | 423 | ||||||
646 | RingCentral, Inc., Class - A(a) | 19 | ||||||
12,390 | Roper Technologies, Inc. | 6,000 | ||||||
60,808 | Salesforce, Inc.(a) | 12,330 | ||||||
1,448 | SentinelOne, Inc., Class - A(a) | 24 | ||||||
7,382 | ServiceNow, Inc.(a) | 4,126 | ||||||
964 | Smartsheet, Inc., Class - A(a) | 39 | ||||||
4,269 | Splunk, Inc.(a) | 625 | ||||||
4,110 | Synopsys, Inc.(a) | 1,886 | ||||||
776 | Teradata Corp.(a) | 35 | ||||||
43,039 | The Descartes Systems Group, Inc.(a) | 3,159 | ||||||
929,184 | The Sage Group PLC | 11,180 | ||||||
16,930 | Tyler Technologies, Inc.(a) | 6,537 | ||||||
9,881 | UiPath, Inc., Class - A(a) | 169 | ||||||
6,594 | Unity Software, Inc.(a) | 207 | ||||||
6,227 | VMware, Inc., Class - A(a) | 1,037 | ||||||
29,201 | Workday, Inc., Class - A(a) | 6,274 | ||||||
28,893 | Xero Ltd.(a) | 2,077 | ||||||
6,499 | Zoom Video Communications, Inc., Class - A(a) | 454 | ||||||
2,362 | Zscaler, Inc.(a) | 368 | ||||||
235,093 | ||||||||
Specialized REITs — 1.67% | ||||||||
23,621 | American Tower Corp. | 3,884 | ||||||
17,554 | Crown Castle, Inc. | 1,615 | ||||||
36,978 | CubeSmart | 1,410 | ||||||
29,236 | Digital Realty Trust, Inc. | 3,538 | ||||||
24,537 | EPR Properties | 1,019 | ||||||
16,753 | Equinix, Inc. | 12,168 | ||||||
9,605 | Extra Space Storage, Inc. | 1,168 | ||||||
19,021 | Gaming and Leisure Properties, Inc. | 866 | ||||||
51,390 | Iron Mountain, Inc. | 3,055 | ||||||
656 | Lamar Advertising Co., Class - A | 55 | ||||||
603 | National Storage Affiliates Trust | 19 | ||||||
18,246 | Public Storage | 4,809 | ||||||
1,105 | Rayonier, Inc. | 31 | ||||||
4,985 | SBA Communications Corp. | 998 | ||||||
117,103 | VICI Properties, Inc. | 3,407 | ||||||
29,473 | Weyerhaeuser Co. | 904 | ||||||
38,946 | ||||||||
Specialty Retail — 1.40% | ||||||||
4,227 | Advance Auto Parts, Inc. | 236 | ||||||
230 | AutoNation, Inc.(a) | 35 | ||||||
830 | AutoZone, Inc.(a) | 2,108 | ||||||
5,953 | Bath & Body Works, Inc. | 202 | ||||||
5,288 | Best Buy Co., Inc. | 367 | ||||||
1,752 | Burlington Stores, Inc.(a) | 237 | ||||||
4,275 | CarMax, Inc.(a) | 303 | ||||||
2,444 | Chewy, Inc., Class - A(a) | 45 | ||||||
1,674 | Dick's Sporting Goods, Inc. | 181 | ||||||
414 | Five Below, Inc.(a) | 67 | ||||||
783 | Floor & Decor Holdings, Inc., Class - A(a) | 71 | ||||||
2,036 | GameStop Corp., Class - A(a) | 34 | ||||||
206 | Lithia Motors, Inc. | 61 | ||||||
15,907 | Lowe's Cos., Inc. | 3,306 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Specialty Retail (continued) | ||||||||
149 | Murphy USA, Inc. | $ | 51 | |||||
3,630 | O'Reilly Automotive, Inc.(a) | 3,300 | ||||||
152 | Penske Automotive Group, Inc. | 25 | ||||||
610 | Petco Health & Wellness Co., Inc.(a) | 2 | ||||||
123 | Restoration Hardware Co.(a) | 33 | ||||||
9,168 | Ross Stores, Inc. | 1,036 | ||||||
1,475 | The Gap, Inc. | 16 | ||||||
30,420 | The Home Depot, Inc. | 9,191 | ||||||
107,926 | The TJX Cos., Inc. | 9,591 | ||||||
4,369 | Tractor Supply Co. | 887 | ||||||
2,658 | Ulta Beauty, Inc.(a) | 1,062 | ||||||
1,302 | Valvoline, Inc. | 42 | ||||||
615 | Victoria's Secret & Co.(a) | 10 | ||||||
598 | Wayfair, Inc., Class - A(a) | 36 | ||||||
503 | Williams-Sonoma, Inc. | 78 | ||||||
32,613 | ||||||||
Technology Hardware, Storage & Peripherals — 3.79% | ||||||||
500,831 | Apple, Inc. | 85,746 | ||||||
4,989 | Dell Technologies, Inc., Class - C | 344 | ||||||
34,867 | Hewlett Packard Enterprise Co. | 605 | ||||||
23,758 | HP, Inc. | 611 | ||||||
5,743 | NetApp, Inc. | 436 | ||||||
2,163 | Pure Storage, Inc., Class - A(a) | 77 | ||||||
3,632 | Seagate Technology Holdings PLC | 240 | ||||||
919 | Super Micro Computer, Inc.(a) | 252 | ||||||
8,646 | Western Digital Corp.(a) | 395 | ||||||
88,706 | ||||||||
Textiles, Apparel & Luxury Goods — 0.41% | ||||||||
930 | Capri Holdings Ltd.(a) | 49 | ||||||
283 | Carter's, Inc. | 20 | ||||||
273 | Columbia Sportswear Co. | 20 | ||||||
459 | Crocs, Inc.(a) | 40 | ||||||
711 | Deckers Outdoor Corp.(a) | 366 | ||||||
7,448 | Lululemon Athletica, Inc.(a) | 2,872 | ||||||
12,495 | LVMH Moet Hennessy Louis Vuitton SE, ADR | 1,888 | ||||||
41,018 | NIKE, Inc., Class - B | 3,921 | ||||||
478 | PVH Corp. | 37 | ||||||
307 | Ralph Lauren Corp. | 36 | ||||||
1,015 | Skechers USA, Inc., Class - A(a) | 50 | ||||||
1,791 | Tapestry, Inc. | 51 | ||||||
1,429 | Under Armour, Inc., Class - A(a) | 10 | ||||||
1,440 | Under Armour, Inc., Class - C(a) | 9 | ||||||
9,114 | V.F. Corp. | 161 | ||||||
9,530 | ||||||||
Tobacco — 0.34% | ||||||||
73,607 | Altria Group, Inc. | 3,095 | ||||||
53,182 | Philip Morris International, Inc. | 4,924 | ||||||
8,019 | ||||||||
Trading Companies & Distributors — 0.51% | ||||||||
788 | Air Lease Corp. | 31 | ||||||
640 | Core & Main, Inc., Class - A(a) | 18 | ||||||
46,231 | Fastenal Co. | 2,527 | ||||||
40,400 | Ferguson PLC | 6,645 | ||||||
350 | MSC Industrial Direct Co., Inc. | 34 | ||||||
337 | SiteOne Landscape Supply, Inc.(a) | 55 | ||||||
1,856 | United Rentals, Inc. | 825 | ||||||
1,863 | W.W. Grainger, Inc. | 1,289 | ||||||
899 | Watsco, Inc. | 339 |
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Trading Companies & Distributors (continued) | ||||||||
338 | WESCO International, Inc. | $ | 49 | |||||
11,812 | ||||||||
Water Utilities — 0.10% | ||||||||
10,696 | American Water Works Co., Inc. | 1,324 | ||||||
27,389 | Essential Utilities, Inc. | 941 | ||||||
2,265 | ||||||||
Wireless Telecommunication Services — 0.35% | ||||||||
58,189 | T-Mobile US, Inc. | 8,149 | ||||||
Total Common Stocks | 1,900,353 | |||||||
Contingent Right — 0.00% | ||||||||
Biotechnology — 0.00% | ||||||||
14 | Oncternal Therapeutics, Inc. CVR, 12/31/49(a)(b)(c) | — | ||||||
Total Contingent Right | — | |||||||
Exchange-Traded Funds — 4.38% | ||||||||
1,583,300 | Invesco S&P 500 Low Volatility ETF | 93,082 | ||||||
8,594 | iShares Russell 1000 ETF | 2,019 | ||||||
16,960 | SPDR S&P 500 ETF Trust | 7,250 | ||||||
Total Exchange-Traded Funds | 102,351 | |||||||
Investment Companies — 13.13% | ||||||||
898,067 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 4.99%^^(d) | 898 | ||||||
305,776,573 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 5.23%(d) | 305,777 | ||||||
Total Investment Companies | 306,675 | |||||||
Total Investments (cost $1,779,409) — 98.88% | 2,309,379 | |||||||
Other assets in excess of liabilities — 1.12% | 26,142 | |||||||
Net Assets - 100.00% | $ | 2,335,521 |
Amounts designated as "—" are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of September 30, 2023. |
^^ | 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, 2023. |
(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, 2023. |
(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 U.S. Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
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 | Rhumbline Advisers | Total | ||||||||||||||||||||||||
Common Stocks | 11.76 | % | 3.98 | % | 50.13 | % | - | 2.64 | % | - | 12.86 | % | 81.37 | % | ||||||||||||||||||
Contingent Right | - | - | 0.00 | % | - | - | - | - | 0.00 | % | ||||||||||||||||||||||
Exchange-Traded Funds | 0.31 | % | - | - | 3.99 | % | - | - | 0.08 | % | 4.38 | % | ||||||||||||||||||||
Investment Companies | - | - | 0.07 | % | 13.00 | % | 0.03 | % | - | 0.03 | % | 13.13 | % | |||||||||||||||||||
Other Assets (Liabilities) | 0.05 | % | 0.06 | % | 0.11 | % | 0.86 | % | 0.01 | % | 0.02 | % | 0.01 | % | 1.12 | % | ||||||||||||||||
Total Net Assets | 12.12 | % | 4.04 | % | 50.31 | % | 17.85 | % | 2.68 | % | 0.02 | % | 12.98 | % | 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, 2023.
Futures Contracts Purchased*
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value and Unrealized Appreciation/ (Depreciation) (000) | ||||||||||||
E-Mini S&P 500 Future | 1,671 | 12/15/23 | $ | 361,395 | $ | (6,270 | ) | |||||||||
Russell 2000 Mini Index Future | 115 | 12/15/23 | 10,342 | (27 | ) | |||||||||||
$ | 371,737 | $ | (6,297 | ) | ||||||||||||
Total Unrealized Appreciation | $ | — | ||||||||||||||
Total Unrealized Depreciation | (6,297 | ) | ||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (6,297 | ) |
* | 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, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 99.20% | ||||||||
Aerospace & Defense — 0.73% | ||||||||
347 | AAR Corp.(a) | $ | 21 | |||||
176 | AeroVironment, Inc.(a) | 20 | ||||||
700 | Curtiss-Wright Corp. | 136 | ||||||
716 | Kaman Corp. | 14 | ||||||
9,052 | Kratos Defense & Security Solutions, Inc.(a) | 136 | ||||||
64 | Moog, Inc., Class - A | 7 | ||||||
4,777 | Redwire Corp.^(a) | 14 | ||||||
4,770 | Triumph Group, Inc.(a) | 37 | ||||||
2,533 | V2X, Inc.(a) | 131 | ||||||
516 | ||||||||
Air Freight & Logistics — 0.14% | ||||||||
670 | Air Transport Services Group, Inc.(a) | 14 | ||||||
538 | Forward Air Corp. | 37 | ||||||
586 | Hub Group, Inc., Class - A(a) | 46 | ||||||
97 | ||||||||
Automobile Components — 1.75% | ||||||||
1,571 | Adient PLC(a) | 58 | ||||||
2,008 | American Axle & Manufacturing Holdings, Inc.(a) | 15 | ||||||
25,347 | Dana, Inc. | 372 | ||||||
554 | Dorman Products, Inc. | 42 | ||||||
10,286 | Modine Manufacturing Co.(a) | 470 | ||||||
930 | Patrick Industries, Inc. | 70 | ||||||
817 | Stoneridge, Inc.(a) | 16 | ||||||
1,818 | The Goodyear Tire & Rubber Co.(a) | 23 | ||||||
872 | Visteon Corp.(a) | 120 | ||||||
522 | Winnebago Industries, Inc. | 31 | ||||||
216 | XPEL, Inc.(a) | 17 | ||||||
1,234 | ||||||||
Banks — 9.00% | ||||||||
1,715 | Ameris Bancorp | 66 | ||||||
1,712 | Axos Financial, Inc.(a) | 65 | ||||||
813 | Banc of California, Inc. | 10 | ||||||
1,048 | BancFirst Corp. | 91 | ||||||
4,378 | Bank of Marin Bancorp | 80 | ||||||
6,654 | BankUnited, Inc. | 151 | ||||||
1,471 | Bankwell Financial Group, Inc. | 36 | ||||||
1,775 | Banner Corp. | 75 | ||||||
2,204 | BCB Bancorp, Inc. | 25 | ||||||
4,171 | Berkshire Hills Bancorp, Inc. | 84 | ||||||
418 | Byline Bancorp, Inc. | 8 | ||||||
5,139 | Cadence Bank | 109 | ||||||
2,951 | Cathay General Bancorp | 103 | ||||||
1,054 | Central Valley Community Bancorp | 15 | ||||||
3,735 | Columbia Banking System, Inc. | 76 | ||||||
3,488 | Columbia Financial, Inc.(a) | 55 | ||||||
2,630 | ConnectOne Bancorp, Inc. | 47 | ||||||
777 | Cullen/Frost Bankers, Inc. | 71 | ||||||
9,064 | CVB Financial Corp. | 150 | ||||||
3,447 | Dime Community Bancshares, Inc. | 69 | ||||||
2,962 | Eastern Bankshares, Inc. | 37 | ||||||
3,279 | Enterprise Financial Services Corp. | 123 | ||||||
6,060 | FB Financial Corp. | 172 | ||||||
24,739 | First Bancorp | 332 | ||||||
952 | First Bancorp | 27 | ||||||
2,341 | First Bank | 25 | ||||||
3,516 | First Busey Corp. | 68 | ||||||
14,222 | First Commonwealth Financial Corp. | 174 | ||||||
3,478 | First Financial Bancorp | 68 | ||||||
22,418 | First Foundation, Inc. | 136 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Banks (continued) | ||||||||
5,034 | First Horizon Corp. | $ | 55 | |||||
6,998 | First Merchants Corp. | 194 | ||||||
1,201 | Flushing Financial Corp. | 16 | ||||||
6,458 | Fulton Financial Corp. | 78 | ||||||
3,205 | Hancock Whitney Corp. | 119 | ||||||
2,946 | Heartland Financial USA, Inc. | 87 | ||||||
868 | Hilltop Holdings, Inc. | 25 | ||||||
24,005 | HomeStreet, Inc. | 186 | ||||||
4,173 | Hope Bancorp, Inc. | 37 | ||||||
1,707 | Horizon Bancorp, Inc. | 18 | ||||||
3,570 | Independent Bank Corp. | 175 | ||||||
2,151 | Independent Bank Group, Inc. | 85 | ||||||
129 | International Bancshares Corp. | 6 | ||||||
774 | Lakeland Financial Corp. | 37 | ||||||
2,021 | Live Oak Bancshares, Inc. | 59 | ||||||
1,295 | Midland States Bancorp, Inc. | 27 | ||||||
1,147 | National Bank Holdings Corp., Class - A | 34 | ||||||
2,678 | New York Community Bancorp, Inc. | 30 | ||||||
1,622 | Northrim BanCorp, Inc. | 64 | ||||||
3,969 | Northwest Bancshares, Inc. | 41 | ||||||
3,649 | OFG Bancorp | 109 | ||||||
2,194 | Old Second Bancorp, Inc. | 30 | ||||||
1,149 | Orrstown Financial Services, Inc. | 24 | ||||||
2,911 | Pacific Premier Bancorp, Inc. | 63 | ||||||
146 | Park National Corp. | 14 | ||||||
155 | Pathward Financial, Inc. | 7 | ||||||
569 | Peoples Bancorp, Inc. | 14 | ||||||
1,889 | Pinnacle Financial Partners, Inc. | 127 | ||||||
4,394 | Popular, Inc. | 276 | ||||||
3,750 | Provident Bancorp, Inc.(a) | 36 | ||||||
3,124 | Provident Financial Services, Inc. | 48 | ||||||
2,649 | Sandy Spring Bancorp, Inc. | 57 | ||||||
990 | ServisFirst Bancshares, Inc. | 52 | ||||||
709 | Stellar Bancorp, Inc. | 15 | ||||||
3,405 | Sterling Bancorp, Inc.(a) | 20 | ||||||
2,745 | Stock Yards Bancorp, Inc. | 108 | ||||||
510 | Texas Capital Bancshares, Inc.(a) | 30 | ||||||
19,123 | The Bancorp, Inc.(a) | 659 | ||||||
2,444 | The Bank of N.T. Butterfield & Son Ltd. | 66 | ||||||
2,060 | The First of Long Island Corp. | 24 | ||||||
3,235 | Towne Bank | 74 | ||||||
1,745 | TriCo Bancshares | 56 | ||||||
240 | Triumph Financial, Inc.(a) | 16 | ||||||
5,375 | Trustmark Corp. | 117 | ||||||
2,275 | United Bankshares, Inc. | 63 | ||||||
3,391 | United Community Banks, Inc. | 86 | ||||||
2,879 | Veritex Holdings, Inc. | 52 | ||||||
4,326 | WesBanco, Inc. | 106 | ||||||
623 | Western New England Bancorp, Inc. | 4 | ||||||
963 | Wintrust Financial Corp. | 73 | ||||||
247 | WSFS Financial Corp. | 9 | ||||||
6,356 | ||||||||
Beverages — 0.35% | ||||||||
440 | Celsius Holdings, Inc.(a) | 76 | ||||||
13,069 | The Duckhorn Portfolio, Inc.(a) | 133 | ||||||
341 | The Vita Coco Co., Inc.(a) | 9 | ||||||
11,584 | Zevia PBC, Class - A(a) | 26 | ||||||
244 | ||||||||
Biotechnology — 6.36% | ||||||||
10,565 | 2seventy bio, Inc.(a) | 41 | ||||||
15,105 | 4D Molecular Therapeutics, Inc.(a) | 192 | ||||||
2,932 | Actinium Pharmaceuticals, Inc.(a) | 17 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Biotechnology (continued) | ||||||||
3,641 | Acumen Pharmaceuticals, Inc.(a) | $ | 15 | |||||
12,852 | Adicet Bio, Inc.(a) | 18 | ||||||
564 | AnaptysBio, Inc.(a) | 10 | ||||||
1,323 | Anavex Life Sciences Corp.(a) | 9 | ||||||
11,704 | Annexon, Inc.(a) | 28 | ||||||
468 | Apellis Pharmaceuticals, Inc.(a) | 18 | ||||||
1,184 | Apogee Therapeutics, Inc.(a) | 25 | ||||||
450 | Arcellx, Inc.(a) | 16 | ||||||
850 | Arcus Biosciences, Inc.(a) | 15 | ||||||
1,118 | Arrowhead Pharmaceuticals, Inc.(a) | 30 | ||||||
5,353 | Beam Therapeutics, Inc.(a) | 129 | ||||||
11,191 | BioAtla, Inc.(a) | 19 | ||||||
14,518 | BioCryst Pharmaceuticals, Inc.(a) | 103 | ||||||
421 | Biohaven Ltd.(a) | 11 | ||||||
7,731 | BioVie, Inc.^(a) | 26 | ||||||
29,713 | Bioxcel Therapeutics, Inc.(a) | 75 | ||||||
5,683 | Bluebird Bio, Inc.(a) | 17 | ||||||
18,086 | Bridgebio Pharma, Inc.(a) | 476 | ||||||
3,012 | Celldex Therapeutics, Inc.(a) | 83 | ||||||
16,043 | Cogent Biosciences, Inc.(a) | 156 | ||||||
20,729 | Cue Biopharma, Inc.(a) | 48 | ||||||
467 | Cytokinetics, Inc.(a) | 14 | ||||||
1,291 | Day One Biopharmaceuticals, Inc.(a) | 16 | ||||||
43,963 | Design Therapeutics, Inc.(a) | 104 | ||||||
5,831 | Dynavax Technologies Corp.(a) | 86 | ||||||
10,449 | Emergent BioSolutions, Inc.(a) | 36 | ||||||
24,292 | EQRx, Inc.(a) | 54 | ||||||
9,723 | Gritstone bio, Inc.(a) | 17 | ||||||
4,978 | Halozyme Therapeutics, Inc.(a) | 190 | ||||||
653 | Horizon Therapeutics PLC(a) | 76 | ||||||
3,251 | ImmunoGen, Inc.(a) | 52 | ||||||
928 | Intellia Therapeutics, Inc.(a) | 29 | ||||||
14,080 | Kezar Life Sciences, Inc.(a) | 17 | ||||||
442 | Kiniksa Pharmaceuticals Ltd., Class - A(a) | 8 | ||||||
14,285 | Kodiak Sciences, Inc.(a) | 26 | ||||||
388 | Krystal Biotech, Inc.(a) | 45 | ||||||
4,749 | Larimar Therapeutics, Inc.(a) | 19 | ||||||
45,403 | MacroGenics, Inc.(a) | 212 | ||||||
2,208 | Madrigal Pharmaceuticals, Inc.(a) | 322 | ||||||
4,216 | MannKind Corp.(a) | 17 | ||||||
4,130 | Myriad Genetics, Inc.(a) | 66 | ||||||
432 | Natera, Inc.(a) | 19 | ||||||
30,739 | Nkarta, Inc.(a) | 43 | ||||||
612 | Nuvalent, Inc., Class - A(a) | 28 | ||||||
14,025 | Ocean Biomedical, Inc.(a) | 55 | ||||||
6,995 | Olema Pharmaceuticals, Inc.(a) | 86 | ||||||
2,087 | PDL BioPharma, Inc.(a) | 3 | ||||||
4,863 | PDS Biotechnology Corp.(a) | 25 | ||||||
13,757 | Poseida Therapeutics, Inc.(a) | 33 | ||||||
33,454 | Protalix BioTherapeutics, Inc.^(a) | 56 | ||||||
2,729 | Prothena Corp. PLC(a) | 132 | ||||||
322 | RAPT Therapeutics, Inc.(a) | 5 | ||||||
2,329 | Recursion Pharmaceuticals, Inc., Class - A(a) | 18 | ||||||
2,459 | Rocket Pharmaceuticals, Inc.(a) | 50 | ||||||
4,877 | Sage Therapeutics, Inc.(a) | 100 | ||||||
7,383 | Summit Therapeutics, Inc.(a) | 14 | ||||||
2,137 | Syndax Pharmaceuticals, Inc.(a) | 31 | ||||||
4,621 | Twist Bioscience Corp.(a) | 94 | ||||||
604 | United Therapeutics Corp.(a) | 136 | ||||||
3,598 | Vaxcyte, Inc.(a) | 183 | ||||||
1,839 | Vericel Corp.(a) | 62 | ||||||
16,422 | Viking Therapeutics, Inc.(a) | 182 | ||||||
6,070 | Vir Biotechnology, Inc.(a) | 57 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Biotechnology (continued) | ||||||||
1,004 | XOMA Corp.(a) | $ | 14 | |||||
14,136 | Y-mAbs Therapeutics, Inc.(a) | 77 | ||||||
4,486 | ||||||||
Broadline Retail — 0.74% | ||||||||
31,300 | Big Lots, Inc. | 160 | ||||||
331 | Etsy, Inc.(a) | 21 | ||||||
15,740 | Groupon, Inc.^(a) | 241 | ||||||
8,527 | Macy's, Inc. | 99 | ||||||
521 | ||||||||
Building Products — 1.84% | ||||||||
1,948 | Apogee Enterprises, Inc. | 92 | ||||||
2,770 | AZZ, Inc. | 126 | ||||||
2,808 | Builders FirstSource, Inc.(a) | 349 | ||||||
354 | CSW Industrials, Inc. | 62 | ||||||
441 | Gibraltar Industries, Inc.(a) | 30 | ||||||
1,230 | Griffon Corp. | 49 | ||||||
443 | Insteel Industries, Inc. | 14 | ||||||
841 | Masonite International Corp.(a) | 78 | ||||||
3,356 | Trex Co., Inc.(a) | 207 | ||||||
2,155 | UFP Industries, Inc. | 221 | ||||||
2,342 | Zurn Elkay Water Solutions Corp. | 66 | ||||||
1,294 | ||||||||
Capital Markets — 1.78% | ||||||||
1,338 | Artisan Partners Asset Management, Inc., Class - A | 50 | ||||||
646 | B. Riley Financial, Inc. | 26 | ||||||
13,347 | BGC Group, Inc., Class - A | 70 | ||||||
1,179 | Brightsphere Investment Group, Inc. | 23 | ||||||
979 | Cohen & Steers, Inc. | 61 | ||||||
1,749 | Evercore, Inc. | 241 | ||||||
3,056 | Federated Hermes, Inc. | 104 | ||||||
184 | Hamilton Lane, Inc., Class - A | 17 | ||||||
75 | Houlihan Lokey, Inc. | 8 | ||||||
671 | LPL Financial Holdings, Inc. | 159 | ||||||
128 | Moelis & Co., Class - A | 6 | ||||||
242 | Piper Sandler Cos. | 35 | ||||||
437 | PJT Partners, Inc., Class - A | 35 | ||||||
1,512 | Stifel Financial Corp. | 93 | ||||||
411 | StoneX Group, Inc.(a) | 40 | ||||||
2,045 | Victory Capital Holdings, Inc., Class - A | 68 | ||||||
751 | Virtus Investment Partners, Inc. | 152 | ||||||
9,720 | WisdomTree, Inc. | 68 | ||||||
1,256 | ||||||||
Chemicals — 1.41% | ||||||||
828 | Avient Corp. | 29 | ||||||
695 | Balchem Corp. | 86 | ||||||
48 | Cabot Corp. | 3 | ||||||
1,324 | Chase Corp. | 168 | ||||||
3,052 | FMC Corp. | 205 | ||||||
158 | Huntsman Corp. | 4 | ||||||
1,018 | Innospec, Inc. | 104 | ||||||
8,091 | Livent Corp.(a) | 149 | ||||||
617 | Minerals Technologies, Inc. | 34 | ||||||
129 | NewMarket Corp. | 59 | ||||||
1,544 | Orion SA | 33 | ||||||
1,511 | Sensient Technologies Corp. | 88 | ||||||
2,355 | Tronox Holdings PLC | 32 | ||||||
994 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Commercial Services & Supplies — 1.14% | ||||||||
1,375 | ABM Industries, Inc. | $ | 55 | |||||
2,183 | Brady Corp., Class - A | 120 | ||||||
1,307 | Casella Waste Systems, Inc.(a) | 100 | ||||||
5,910 | CoreCivic, Inc.(a) | 66 | ||||||
4,994 | HNI Corp. | 174 | ||||||
6,592 | MillerKnoll, Inc. | 161 | ||||||
919 | OPENLANE, Inc.(a) | 14 | ||||||
5,037 | Quad/Graphics, Inc.(a) | 25 | ||||||
142 | SP Plus Corp.(a) | 5 | ||||||
5,041 | Steelcase, Inc., Class - A | 56 | ||||||
1,472 | The GEO Group, Inc.(a) | 12 | ||||||
85 | UniFirst Corp. | 14 | ||||||
48 | VSE Corp. | 2 | ||||||
804 | ||||||||
Communications Equipment — 0.21% | ||||||||
835 | Calix, Inc.(a) | 38 | ||||||
673 | Clearfield, Inc.(a) | 19 | ||||||
7,058 | Comtech Telecommunications Corp. | 62 | ||||||
5,452 | KVH Industries, Inc.(a) | 28 | ||||||
147 | ||||||||
Construction & Engineering — 1.90% | ||||||||
4,051 | AECOM | 336 | ||||||
1,546 | Ameresco, Inc., Class - A(a) | 60 | ||||||
1,585 | Dycom Industries, Inc.(a) | 141 | ||||||
1,160 | EMCOR Group, Inc. | 244 | ||||||
2,153 | Fluor Corp.(a) | 79 | ||||||
3,323 | Granite Construction, Inc. | 126 | ||||||
2,960 | MasTec, Inc.(a) | 213 | ||||||
117 | MYR Group, Inc.(a) | 16 | ||||||
2,938 | WillScot Mobile Mini Holdings Corp.(a) | 122 | ||||||
1,337 | ||||||||
Construction Materials — 0.61% | ||||||||
1,759 | Eagle Materials, Inc. | 293 | ||||||
4,373 | Summit Materials, Inc., Class - A(a) | 136 | ||||||
429 | ||||||||
Consumer Finance — 0.22% | ||||||||
465 | Bread Financial Holdings, Inc. | 16 | ||||||
2,878 | Consumer Portfolio Services, Inc.(a) | 26 | ||||||
288 | Encore Capital Group, Inc.(a) | 14 | ||||||
2,149 | Green Dot Corp., Class - A(a) | 30 | ||||||
3,434 | LendingClub Corp.(a) | 21 | ||||||
875 | Navient Corp. | 15 | ||||||
351 | Nelnet, Inc., Class - A | 31 | ||||||
153 | ||||||||
Consumer Staples Distribution & Retail — 0.88% | ||||||||
2,670 | BJ's Wholesale Club Holdings, Inc.(a) | 190 | ||||||
205 | Casey's General Stores, Inc. | 56 | ||||||
1,696 | Ingles Markets, Inc., Class - A | 128 | ||||||
828 | Performance Food Group Co.(a) | 49 | ||||||
202 | PriceSmart, Inc. | 15 | ||||||
1,063 | SpartanNash Co. | 23 | ||||||
1,208 | The Andersons, Inc. | 62 | ||||||
3,462 | United Natural Foods, Inc.(a) | 49 | ||||||
714 | Weis Markets, Inc. | 45 | ||||||
617 | ||||||||
Containers & Packaging — 0.37% | ||||||||
693 | AptarGroup, Inc. | 86 | ||||||
2,133 | Graphic Packaging Holding Co. | 48 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Containers & Packaging (continued) | ||||||||
3,245 | Myers Industries, Inc. | $ | 58 | |||||
2,746 | TriMas Corp. | 68 | ||||||
260 | ||||||||
Diversified Consumer Services — 0.96% | ||||||||
3,247 | Adtalem Global Education, Inc.(a) | 139 | ||||||
4,561 | Coursera, Inc.(a) | 85 | ||||||
17,039 | Perdoceo Education Corp. | 291 | ||||||
2,069 | Strategic Education, Inc. | 156 | ||||||
782 | Universal Technical Institute, Inc.(a) | 7 | ||||||
678 | ||||||||
Diversified REITs — 0.24% | ||||||||
2,565 | Alexander & Baldwin, Inc. | 43 | ||||||
4,784 | American Assets Trust, Inc. | 93 | ||||||
6,595 | City Office REIT, Inc. | 28 | ||||||
264 | Essential Properties Realty Trust, Inc. | 6 | ||||||
170 | ||||||||
Diversified Telecommunication Services — 0.34% | ||||||||
3,094 | IDT Corp., Class - B(a) | 68 | ||||||
256 | Iridium Communications, Inc. | 12 | ||||||
19,781 | Liberty Latin America Ltd., Class - C(a) | 161 | ||||||
241 | ||||||||
Electric Utilities — 0.62% | ||||||||
1,876 | ALLETE, Inc. | 99 | ||||||
3,048 | Genie Energy Ltd., Class - B | 45 | ||||||
3,096 | MGE Energy, Inc. | 212 | ||||||
528 | Otter Tail Corp. | 40 | ||||||
185 | PNM Resources, Inc. | 8 | ||||||
464 | Portland General Electric Co. | 19 | ||||||
2,034 | Via Renewables, Inc. | 15 | ||||||
438 | ||||||||
Electrical Equipment — 1.32% | ||||||||
8,245 | Array Technologies, Inc.(a) | 183 | ||||||
1,099 | Bloom Energy Corp., Class - A(a) | 15 | ||||||
30,604 | Dragonfly Energy Holdings Corp.(a) | 47 | ||||||
2,360 | EnerSys | 223 | ||||||
7,897 | Enovix Corp.(a) | 99 | ||||||
395 | NEXTracker, Inc., Class - A(a) | 16 | ||||||
1,604 | Plug Power, Inc.^(a) | 12 | ||||||
522 | Regal Rexnord Corp. | 75 | ||||||
6,744 | Shoals Technologies Group, Inc., Class - A(a) | 123 | ||||||
3,233 | Sunrun, Inc.(a) | 41 | ||||||
29,485 | TPI Composites, Inc.(a) | 78 | ||||||
294 | Vicor Corp.(a) | 17 | ||||||
929 | ||||||||
Electronic Equipment, Instruments & Components — 3.11% | ||||||||
809 | Advanced Energy Industries, Inc. | 83 | ||||||
13,790 | Akoustis Technologies, Inc.(a) | 10 | ||||||
1,155 | Arlo Technologies, Inc.(a) | 12 | ||||||
521 | Badger Meter, Inc. | 75 | ||||||
544 | Belden, Inc. | 53 | ||||||
824 | ePlus, Inc.(a) | 52 | ||||||
2,761 | Fabrinet(a) | 461 | ||||||
13,681 | Flex Ltd.(a) | 369 | ||||||
1,005 | Insight Enterprises, Inc.(a) | 146 | ||||||
548 | IPG Photonics Corp. | 56 | ||||||
5,296 | Iteris, Inc.(a) | 22 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Electronic Equipment, Instruments & Components (continued) | ||||||||
3,288 | Jabil, Inc. | $ | 417 | |||||
414 | Kimball Electronics, Inc.(a) | 11 | ||||||
6,172 | Knowles Corp.(a) | 91 | ||||||
368 | Littelfuse, Inc. | 91 | ||||||
1,319 | Methode Electronics, Inc. | 30 | ||||||
2,099 | Mirion Technologies, Inc.(a) | 16 | ||||||
111 | Novanta, Inc.(a) | 16 | ||||||
2,062 | PC Connection, Inc. | 110 | ||||||
51 | Plexus Corp.(a) | 5 | ||||||
4,447 | Richardson Electronics Ltd. | 49 | ||||||
86 | Sanmina Corp.(a) | 5 | ||||||
34 | TD SYNNEX Corp. | 3 | ||||||
801 | TTM Technologies, Inc.(a) | 10 | ||||||
2,193 | ||||||||
Energy Equipment & Services — 2.89% | ||||||||
1,120 | AESI Holdings, Inc. | 25 | ||||||
7,609 | Archrock, Inc. | 96 | ||||||
1,233 | Bristow Group, Inc.(a) | 35 | ||||||
460 | Cactus, Inc., Class - A | 23 | ||||||
4,798 | ChampionX Corp. | 171 | ||||||
13,231 | Diamond Offshore Drilling, Inc.(a) | 194 | ||||||
2,676 | DMC Global, Inc.(a) | 65 | ||||||
12,375 | Expro Group Holdings N.V.(a) | 287 | ||||||
3,134 | Helmerich & Payne, Inc. | 132 | ||||||
1,981 | KLX Energy Services Holdings, Inc.^(a) | 23 | ||||||
5,195 | Liberty Energy, Inc. | 96 | ||||||
1,228 | Nabors Industries Ltd.(a) | 151 | ||||||
449 | Noble Corp. PLC | 23 | ||||||
1,775 | Oceaneering International, Inc.(a) | 46 | ||||||
16,833 | Patterson-UTI Energy, Inc. | 233 | ||||||
2,633 | ProPetro Holding Corp.(a) | 28 | ||||||
2,487 | Ranger Energy Services, Inc. | 35 | ||||||
7,617 | Solaris Oilfield Infrastructure, Inc., Class - A | 81 | ||||||
4,093 | Tidewater, Inc.(a) | 292 | ||||||
2,036 | ||||||||
Entertainment — 0.24% | ||||||||
2,567 | Atlanta Braves Holdings, Inc.(a) | 91 | ||||||
1,640 | Atlanta Braves Holdings, Inc.(a) | 64 | ||||||
682 | Cinemark Holdings, Inc.(a) | 13 | ||||||
168 | ||||||||
Financial Services — 1.26% | ||||||||
23,967 | AvidXchange Holdings, Inc.(a) | 226 | ||||||
9,701 | Cannae Holdings, Inc.(a) | 181 | ||||||
2,141 | EVERTEC, Inc. | 80 | ||||||
47 | Federal Agricultural Mortgage Corp., Class - C | 7 | ||||||
27,335 | Finance of America Cos., Inc., Class - A(a) | 35 | ||||||
2,400 | Flywire Corp.(a) | 77 | ||||||
2,889 | Marqeta, Inc., Class - A(a) | 17 | ||||||
228 | MGIC Investment Corp. | 4 | ||||||
1,030 | Mr Cooper Group, Inc.(a) | 55 | ||||||
1,123 | Paymentus Holdings, Inc., Class - A(a) | 19 | ||||||
2,840 | Payoneer Global, Inc.(a) | 17 | ||||||
871 | PennyMac Financial Services, Inc. | 58 | ||||||
496 | Remitly Global, Inc.(a) | 13 | ||||||
928 | Walker & Dunlop, Inc. | 69 | ||||||
155 | WEX, Inc.(a) | 29 | ||||||
887 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Food Products — 1.19% | ||||||||
645 | Alico, Inc. | $ | 16 | |||||
1,587 | Darling Ingredients, Inc.(a) | 83 | ||||||
1,059 | Fresh Del Monte Produce, Inc. | 27 | ||||||
365 | Freshpet, Inc.(a) | 24 | ||||||
682 | J & J Snack Foods Corp. | 112 | ||||||
2,078 | John B. Sanfilippo & Son, Inc. | 205 | ||||||
1,427 | Mission Produce, Inc.(a) | 14 | ||||||
5,504 | Sovos Brands, Inc.(a) | 124 | ||||||
1,116 | The Simply Good Foods Co.(a) | 39 | ||||||
1,580 | Tootsie Roll Industries, Inc. | 47 | ||||||
786 | TreeHouse Foods, Inc.(a) | 34 | ||||||
8,399 | Utz Brands, Inc. | 113 | ||||||
838 | ||||||||
Gas Utilities — 0.62% | ||||||||
1,764 | Chesapeake Utilities Corp. | 172 | ||||||
329 | New Jersey Resources Corp. | 13 | ||||||
4,660 | Northwest Natural Holding Co. | 179 | ||||||
442 | Spire, Inc. | 25 | ||||||
2,134 | UGI Corp. | 49 | ||||||
438 | ||||||||
Ground Transportation — 0.87% | ||||||||
168 | ArcBest Corp. | 17 | ||||||
119 | Avis Budget Group, Inc.(a) | 21 | ||||||
3,062 | Heartland Express, Inc. | 45 | ||||||
4,344 | Knight-Swift Transportation Holdings, Inc. | 218 | ||||||
412 | P.A.M. Transportation Services, Inc. | 9 | ||||||
752 | Saia, Inc.(a) | 300 | ||||||
610 | ||||||||
Health Care Equipment & Supplies — 3.71% | ||||||||
334 | AtriCure, Inc.(a) | 15 | ||||||
1,077 | Axonics, Inc.(a) | 60 | ||||||
19,913 | Beyond Air, Inc.^(a) | 46 | ||||||
42 | CONMED Corp. | 4 | ||||||
18,392 | Cutera, Inc.(a) | 111 | ||||||
799 | CVRx, Inc.(a) | 12 | ||||||
698 | Glaukos Corp.(a) | 53 | ||||||
434 | Haemonetics Corp.(a) | 39 | ||||||
6,831 | Inogen, Inc.(a) | 36 | ||||||
883 | Inspire Medical Systems, Inc.(a) | 175 | ||||||
1,147 | Insulet Corp.(a) | 183 | ||||||
479 | Integer Holdings Corp.(a) | 38 | ||||||
933 | iRhythm Technologies, Inc.(a) | 88 | ||||||
511 | Lantheus Holdings, Inc.(a) | 36 | ||||||
1,261 | LeMaitre Vascular, Inc. | 69 | ||||||
158 | LENSAR, Inc.(a) | – | ||||||
4,151 | Merit Medical Systems, Inc.(a) | 287 | ||||||
4,046 | Neogen Corp.(a) | 75 | ||||||
1,347 | Omnicell, Inc.(a) | 61 | ||||||
49,211 | OraSure Technologies, Inc.(a) | 292 | ||||||
5,925 | Paragon 28, Inc.(a) | 74 | ||||||
1,123 | PROCEPT BioRobotics Corp.(a) | 37 | ||||||
138 | Shockwave Medical, Inc.(a) | 27 | ||||||
492 | SI-BONE, Inc.(a) | 10 | ||||||
1,272 | STAAR Surgical Co.(a) | 51 | ||||||
19,385 | Tactile Systems Technology, Inc.(a) | 272 | ||||||
1,621 | Tandem Diabetes Care, Inc.(a) | 34 | ||||||
1,072 | The Cooper Cos., Inc. | 342 | ||||||
391 | TransMedics Group, Inc.(a) | 21 | ||||||
7,594 | Zimvie, Inc.(a) | 71 | ||||||
2,619 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Health Care Providers & Services — 2.28% | ||||||||
3,094 | Acadia Healthcare Co., Inc.(a) | $ | 217 | |||||
6,430 | AdaptHealth Corp.(a) | 59 | ||||||
1,676 | Addus HomeCare Corp.(a) | 143 | ||||||
9,348 | Alignment Healthcare, Inc.(a) | 65 | ||||||
590 | AMN Healthcare Services, Inc.(a) | 50 | ||||||
3,253 | Apollo Medical Holdings, Inc.(a) | 100 | ||||||
6,483 | CareMax, Inc.(a) | 14 | ||||||
13 | Chemed Corp. | 7 | ||||||
153 | CorVel Corp.(a) | 30 | ||||||
47 | Encompass Health Corp. | 3 | ||||||
23 | Enhabit, Inc.(a) | – | ||||||
3,805 | Hims & Hers Health, Inc.(a) | 24 | ||||||
14,120 | LifeStance Health Group, Inc.(a) | 97 | ||||||
1,122 | NeoGenomics, Inc.(a) | 14 | ||||||
18,701 | OPKO Health, Inc.(a) | 30 | ||||||
495 | Option Care Health, Inc.(a) | 16 | ||||||
4,974 | Owens & Minor, Inc.(a) | 80 | ||||||
3,683 | Patterson Cos., Inc. | 109 | ||||||
2,681 | Quipt Home Medical Corp.(a) | 14 | ||||||
2,950 | RadNet, Inc.(a) | 83 | ||||||
1,380 | Select Medical Holdings Corp. | 35 | ||||||
435 | Surgery Partners, Inc.(a) | 13 | ||||||
2,414 | Tenet Healthcare Corp.(a) | 159 | ||||||
195 | The Ensign Group, Inc. | 18 | ||||||
5,921 | The Joint Corp.(a) | 53 | ||||||
1,918 | US Physical Therapy, Inc. | 176 | ||||||
1,609 | ||||||||
Health Care REITs — 0.53% | ||||||||
9,184 | CareTrust REIT, Inc. | 188 | ||||||
6,912 | Global Medical REIT, Inc. | 62 | ||||||
1,014 | LTC Properties, Inc. | 33 | ||||||
6,550 | Sabra Health Care REIT, Inc. | 91 | ||||||
374 | ||||||||
Health Care Technology — 0.59% | ||||||||
1,328 | Evolent Health, Inc., Class - A(a) | 36 | ||||||
2,703 | NextGen Healthcare, Inc.(a) | 64 | ||||||
879 | Phreesia, Inc.(a) | 16 | ||||||
9,828 | Schrodinger, Inc.(a) | 278 | ||||||
1,791 | Veradigm, Inc.(a) | 24 | ||||||
418 | ||||||||
Hotel & Resort REITs — 0.98% | ||||||||
4,816 | Chatham Lodging Trust | 46 | ||||||
9,262 | DiamondRock Hospitality Co. | 74 | ||||||
6,232 | Hersha Hospitality Trust, Class - A | 61 | ||||||
1,144 | Pebblebrook Hotel Trust | 16 | ||||||
14,385 | RLJ Lodging Trust | 141 | ||||||
1,766 | Ryman Hospitality Properties, Inc. | 147 | ||||||
7,641 | Summit Hotel Properties, Inc. | 44 | ||||||
13,659 | Xenia Hotels & Resorts, Inc. | 162 | ||||||
691 | ||||||||
Hotels, Restaurants & Leisure — 2.30% | ||||||||
162 | BJ's Restaurants, Inc.(a) | 4 | ||||||
805 | Bloomin' Brands, Inc. | 20 | ||||||
5,300 | Boyd Gaming Corp. | 323 | ||||||
363 | Caesars Entertainment, Inc.(a) | 17 | ||||||
398 | Chuy's Holdings, Inc.(a) | 14 | ||||||
1,221 | Dave & Buster's Entertainment, Inc.(a) | 45 | ||||||
1,018 | Dine Brands Global, Inc. | 50 | ||||||
7,017 | Fiesta Restaurant Group, Inc.(a) | 59 | ||||||
2,169 | First Watch Restaurant Group, Inc.(a) | 38 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||
4,640 | Full House Resorts, Inc.(a) | $ | 20 | |||||
428 | Golden Entertainment, Inc. | 15 | ||||||
1,218 | Hilton Grand Vacations, Inc.(a) | 50 | ||||||
181 | Jack in the Box, Inc. | 12 | ||||||
6,830 | Krispy Kreme, Inc. | 85 | ||||||
999 | Light & Wonder, Inc.(a) | 71 | ||||||
3,896 | Lindblad Expeditions Holdings, Inc.(a) | 28 | ||||||
15,636 | Noodles & Co.(a) | 38 | ||||||
731 | Papa John's International, Inc. | 50 | ||||||
3,005 | Planet Fitness, Inc., Class - A(a) | 148 | ||||||
3,075 | PlayAGS, Inc.(a) | 20 | ||||||
9,363 | Red Robin Gourmet Burgers, Inc.(a) | 75 | ||||||
3,161 | Red Rock Resorts, Inc., Class - A | 130 | ||||||
1,371 | Sweetgreen, Inc., Class - A(a) | 16 | ||||||
581 | Texas Roadhouse, Inc. | 56 | ||||||
145 | Vail Resorts, Inc. | 32 | ||||||
1,153 | Wingstop, Inc. | 207 | ||||||
1,623 | ||||||||
Household Durables — 1.59% | ||||||||
1,563 | Century Communities, Inc. | 104 | ||||||
4,095 | Dream Finders Homes, Inc., Class - A(a) | 91 | ||||||
4,688 | Green Brick Partners, Inc.(a) | 195 | ||||||
891 | Hamilton Beach Brands Holding Co., Class - A | 11 | ||||||
163 | Helen of Troy Ltd.(a) | 19 | ||||||
370 | Installed Building Products, Inc. | 46 | ||||||
748 | LGI Homes, Inc.(a) | 74 | ||||||
2,390 | M/I Homes, Inc.(a) | 202 | ||||||
937 | MDC Holdings, Inc. | 39 | ||||||
1,111 | Meritage Homes Corp. | 136 | ||||||
147 | Skyline Champion Corp.(a) | 9 | ||||||
584 | The Lovesac Co.(a) | 12 | ||||||
428 | TopBuild Corp.(a) | 108 | ||||||
2,166 | Tri Pointe Homes, Inc.(a) | 59 | ||||||
1,813 | VOXX International Corp.(a) | 14 | ||||||
1,119 | ||||||||
Household Products — 0.28% | ||||||||
1,992 | Central Garden & Pet Co.(a) | 88 | ||||||
1,246 | Central Garden & Pet Co., Class - A(a) | 50 | ||||||
1,019 | Oil-Dri Corp. of America | 63 | ||||||
201 | ||||||||
Independent Power and Renewable Electricity Producers — 0.27% | ||||||||
1,499 | Clearway Energy, Inc., Class - C | 32 | ||||||
7,956 | Montauk Renewables, Inc.(a) | 72 | ||||||
8,447 | Sunnova Energy International, Inc.(a) | 89 | ||||||
193 | ||||||||
Industrial REITs — 0.61% | ||||||||
1,133 | EastGroup Properties, Inc. | 189 | ||||||
1,744 | Innovative Industrial Properties, Inc. | 132 | ||||||
1,990 | LXP Industrial Trust | 18 | ||||||
2,707 | STAG Industrial, Inc. | 93 | ||||||
432 | ||||||||
Insurance — 2.17% | ||||||||
689 | Ambac Financial Group, Inc.(a) | 8 | ||||||
2,133 | American Equity Investment Life Holding Co. | 114 | ||||||
3,379 | CNO Financial Group, Inc. | 80 | ||||||
658 | Enstar Group Ltd.(a) | 159 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Insurance (continued) | ||||||||
35 | Everest Group Ltd. | $ | 13 | |||||
3,462 | Goosehead Insurance, Inc., Class - A(a) | 258 | ||||||
3,539 | Horace Mann Educators Corp. | 104 | ||||||
655 | Kinsale Capital Group, Inc. | 272 | ||||||
8,901 | Maiden Holdings Ltd.(a) | 16 | ||||||
357 | Palomar Holdings, Inc.(a) | 18 | ||||||
3,554 | Root, Inc., Class - A(a) | 34 | ||||||
372 | Selective Insurance Group, Inc. | 38 | ||||||
3,408 | Stewart Information Services Corp. | 149 | ||||||
4,197 | W.R. Berkley Corp. | 267 | ||||||
1,530 | ||||||||
Interactive Media & Services — 0.67% | ||||||||
8,635 | DHI Group, Inc.(a) | 26 | ||||||
4,134 | Grindr, Inc.(a) | 24 | ||||||
2,757 | Outbrain, Inc.(a) | 13 | ||||||
2,211 | Shutterstock, Inc. | 84 | ||||||
18,443 | TrueCar, Inc.(a) | 38 | ||||||
6,760 | Yelp, Inc.(a) | 282 | ||||||
53 | Ziff Davis, Inc.(a) | 3 | ||||||
470 | ||||||||
IT Services — 0.09% | ||||||||
12,999 | Brightcove, Inc.(a) | 42 | ||||||
915 | Fastly, Inc., Class - A(a) | 18 | ||||||
135 | The Hackett Group, Inc. | 3 | ||||||
63 | ||||||||
Leisure Products — 0.37% | ||||||||
324 | American Outdoor Brands, Inc.(a) | 3 | ||||||
77 | Johnson Outdoors, Inc., Class - A | 4 | ||||||
356 | MasterCraft Boat Holdings, Inc.(a) | 8 | ||||||
4,682 | Mattel, Inc.(a) | 103 | ||||||
1,298 | Smith & Wesson Brands, Inc. | 17 | ||||||
925 | Topgolf Callaway Brands Corp.(a) | 13 | ||||||
1,299 | Vista Outdoor, Inc.(a) | 43 | ||||||
1,461 | YETI Holdings, Inc.(a) | 70 | ||||||
261 | ||||||||
Life Sciences Tools & Services — 0.76% | ||||||||
75 | Azenta, Inc.(a) | 4 | ||||||
325 | BioLife Solutions, Inc.(a) | 4 | ||||||
102 | Bruker Corp. | 6 | ||||||
9,145 | Codexis, Inc.(a) | 17 | ||||||
599 | Medpace Holdings, Inc.(a) | 145 | ||||||
11,539 | NanoString Technologies, Inc.(a) | 20 | ||||||
29,118 | Pacific Biosciences of California, Inc.(a) | 244 | ||||||
493 | Repligen Corp.(a) | 78 | ||||||
7,970 | Seer, Inc.(a) | 18 | ||||||
536 | ||||||||
Machinery — 3.28% | ||||||||
68 | Albany International Corp. | 6 | ||||||
1,637 | Astec Industries, Inc. | 77 | ||||||
1,248 | Chart Industries, Inc.(a) | 212 | ||||||
1,644 | Columbus McKinnon Corp. | 57 | ||||||
1,328 | ESCO Technologies, Inc. | 139 | ||||||
1,773 | Federal Signal Corp. | 106 | ||||||
141 | Franklin Electric Co., Inc. | 13 | ||||||
2,085 | Greenbrier Cos., Inc. | 83 | ||||||
1,862 | Helios Technologies, Inc. | 103 | ||||||
3,968 | Hillenbrand, Inc. | 168 | ||||||
332 | IDEX Corp. | 69 | ||||||
1,076 | ITT, Inc. | 105 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Machinery (continued) | ||||||||
819 | John Bean Technologies Corp. | $ | 86 | |||||
217 | Kadant, Inc. | 49 | ||||||
939 | Kornit Digital Ltd.(a) | 18 | ||||||
771 | Lincoln Electric Holdings, Inc. | 140 | ||||||
118 | Mueller Industries, Inc. | 9 | ||||||
16,478 | Mueller Water Products, Inc., Class - A | 209 | ||||||
47 | Oshkosh Corp. | 4 | ||||||
1,730 | Proto Labs, Inc.(a) | 46 | ||||||
21 | RBC Bearings, Inc.(a) | 5 | ||||||
1,356 | SPX Technologies, Inc.(a) | 110 | ||||||
948 | Standex International Corp. | 138 | ||||||
2,819 | Tennant Co. | 209 | ||||||
2,067 | Terex Corp. | 119 | ||||||
1,198 | Trinity Industries, Inc. | 29 | ||||||
2,309 | ||||||||
Marine Transportation — 0.76% | ||||||||
16,292 | Costamare, Inc. | 157 | ||||||
12,844 | Golden Ocean Group Ltd. | 101 | ||||||
2,101 | Kirby Corp.(a) | 174 | ||||||
1,166 | Matson, Inc. | 103 | ||||||
535 | ||||||||
Media — 1.20% | ||||||||
9,684 | Advantage Solutions, Inc.(a) | 28 | ||||||
23,868 | Cardlytics, Inc.(a) | 393 | ||||||
15,050 | Integral Ad Science Holding Corp.(a) | 179 | ||||||
710 | John Wiley & Sons, Inc., Class - A | 26 | ||||||
13,858 | Magnite, Inc.(a) | 104 | ||||||
1,827 | Scholastic Corp. | 70 | ||||||
2,249 | TEGNA, Inc. | 33 | ||||||
1,572 | Townsquare Media, Inc., Class - A | 14 | ||||||
847 | ||||||||
Metals & Mining — 2.09% | ||||||||
1,382 | Alcoa Corp. | 40 | ||||||
17,566 | ATI, Inc.(a) | 724 | ||||||
1,962 | Carpenter Technology Corp. | 132 | ||||||
7,216 | Dakota Gold Corp.(a) | 19 | ||||||
759 | Haynes International, Inc. | 35 | ||||||
9,750 | Hecla Mining Co. | 38 | ||||||
1,022 | Ivanhoe Electric, Inc.(a) | 12 | ||||||
191 | Materion Corp. | 19 | ||||||
25,514 | Novagold Resources, Inc.(a) | 98 | ||||||
12,760 | PolyMet Mining Corp.(a) | 27 | ||||||
2,916 | Ryerson Holding Corp. | 85 | ||||||
5,772 | TimkenSteel Corp.(a) | 125 | ||||||
137 | Warrior Met Coal, Inc. | 7 | ||||||
1,868 | Worthington Industries, Inc. | 115 | ||||||
1,476 | ||||||||
Mortgage Real Estate Investment Trusts — 1.71% | ||||||||
11,254 | Apollo Commercial Real Estate Finance, Inc. | 114 | ||||||
17,446 | Arbor Realty Trust, Inc.^ | 264 | ||||||
4,822 | Arlington Asset Investment Corp., Class - A(a) | 21 | ||||||
7,810 | BrightSpire Capital, Inc. | 49 | ||||||
15,923 | Chimera Investment Corp. | 87 | ||||||
15,126 | Claros Mortgage Trust, Inc. | 168 | ||||||
1,873 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 40 | ||||||
8,799 | Ladder Capital Corp. | 90 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Mortgage Real Estate Investment Trusts (continued) | ||||||||
1,597 | MFA Financial, Inc. | $ | 15 | |||||
14,159 | PennyMac Mortgage Investment Trust | 176 | ||||||
18,302 | Ready Capital Corp. | 185 | ||||||
1,209 | ||||||||
Multi-Utilities — 0.16% | ||||||||
2,305 | Avista Corp. | 75 | ||||||
891 | Unitil Corp. | 38 | ||||||
113 | ||||||||
Office REITs — 0.18% | ||||||||
2,446 | COPT Defense Properties | 58 | ||||||
10,063 | Hudson Pacific Properties, Inc. | 67 | ||||||
125 | ||||||||
Oil, Gas & Consumable Fuels — 5.65% | ||||||||
3,497 | Antero Resources Corp.(a) | 89 | ||||||
1,094 | Arch Resources, Inc. | 187 | ||||||
21,728 | Baytex Energy Corp. | 96 | ||||||
8,761 | Berry Corp. | 72 | ||||||
2,300 | California Resources Corp. | 129 | ||||||
3,626 | Callon Petroleum Co.(a) | 142 | ||||||
87 | Chord Energy Corp. | 14 | ||||||
543 | Civitas Resources, Inc. | 44 | ||||||
3,414 | Clean Energy Fuels Corp.(a) | 13 | ||||||
8,222 | CNX Resources Corp.(a) | 186 | ||||||
9,016 | Comstock Resources, Inc. | 99 | ||||||
2,431 | CONSOL Energy, Inc. | 254 | ||||||
3,996 | Crescent Energy Co., Class A | 51 | ||||||
5,132 | Delek US Holdings, Inc. | 146 | ||||||
2,880 | DHT Holdings, Inc. | 30 | ||||||
8,623 | Earthstone Energy, Inc., Class - A(a) | 175 | ||||||
6,443 | Encore Energy Corp.(a) | 21 | ||||||
24,166 | Energy Fuels, Inc.(a) | 199 | ||||||
2,568 | Evolution Petroleum Corp. | 18 | ||||||
908 | FLEX LNG Ltd. | 27 | ||||||
2,312 | Golar LNG Ltd. | 56 | ||||||
1,636 | Green Plains, Inc.(a) | 49 | ||||||
2,159 | Gulfport Energy Corp.(a) | 255 | ||||||
1,421 | HighPeak Energy, Inc.^ | 24 | ||||||
635 | International Seaways, Inc. | 29 | ||||||
4,980 | Kinetik Holdings, Inc. | 168 | ||||||
20,751 | Kosmos Energy Ltd.(a) | 170 | ||||||
268 | Matador Resources Co. | 16 | ||||||
306 | Murphy Oil Corp. | 14 | ||||||
21,248 | Navigator Holdings Ltd. | 313 | ||||||
2,578 | Nordic American Tankers Ltd. | 11 | ||||||
3,747 | Ovintiv, Inc. | 178 | ||||||
592 | Par Pacific Holdings, Inc.(a) | 21 | ||||||
1,094 | Peabody Energy Corp. | 28 | ||||||
2,500 | Permian Resources Corp. | 35 | ||||||
2,186 | Range Resources Corp. | 71 | ||||||
156 | REX American Resources Corp.(a) | 6 | ||||||
588 | Scorpio Tankers, Inc. | 32 | ||||||
9,204 | SFL Corp. Ltd. | 103 | ||||||
2,200 | Sitio Royalties Corp., Class - A | 53 | ||||||
419 | SM Energy Co. | 17 | ||||||
30,524 | Southwestern Energy Co.(a) | 197 | ||||||
1,128 | Talos Energy, Inc.(a) | 19 | ||||||
450 | Vital Energy, Inc.(a) | 25 | ||||||
4,426 | World Kinect Corp. | 99 | ||||||
3,981 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Paper & Forest Products — 0.10% | ||||||||
19,405 | Glatfelter Corp.(a) | $ | 39 | |||||
716 | Sylvamo Corp. | 31 | ||||||
70 | ||||||||
Passenger Airlines — 0.26% | ||||||||
24,579 | Controladora Vuela Cia de Aviacion SAB de CV, ADR(a) | 167 | ||||||
817 | Spirit Airlines, Inc. | 13 | ||||||
180 | ||||||||
Personal Care Products — 0.73% | ||||||||
3,023 | e.l.f. Beauty, Inc.(a) | 331 | ||||||
2,135 | Herbalife Ltd.(a) | 30 | ||||||
853 | Inter Parfums, Inc. | 115 | ||||||
198 | Medifast, Inc. | 15 | ||||||
406 | USANA Health Sciences, Inc.(a) | 24 | ||||||
515 | ||||||||
Pharmaceuticals — 1.53% | ||||||||
5,164 | Amphastar Pharmaceuticals, Inc.(a) | 236 | ||||||
5,509 | Amylyx Pharmaceuticals, Inc.(a) | 101 | ||||||
166 | ANI Pharmaceuticals, Inc.(a) | 10 | ||||||
15,827 | Athira Pharma, Inc.(a) | 32 | ||||||
11,197 | Cara Therapeutics, Inc.(a) | 19 | ||||||
376 | Corcept Therapeutics, Inc.(a) | 10 | ||||||
2,328 | Harmony Biosciences Holdings, Inc.(a) | 76 | ||||||
1,228 | Harrow Health, Inc.(a) | 18 | ||||||
1,949 | Innoviva, Inc.(a) | 25 | ||||||
711 | Intra-Cellular Therapies, Inc.(a) | 37 | ||||||
990 | Ligand Pharmaceuticals, Inc.(a) | 59 | ||||||
16,911 | Nuvation Bio, Inc.(a) | 23 | ||||||
5,295 | Pacira BioSciences, Inc.(a) | 162 | ||||||
1,062 | Phibro Animal Health Corp., Class - A | 14 | ||||||
3,964 | Pliant Therapeutics, Inc.(a) | 69 | ||||||
1,583 | Prestige Consumer Healthcare, Inc.(a) | 91 | ||||||
1,709 | Supernus Pharmaceuticals, Inc.(a) | 47 | ||||||
3,582 | Verrica Pharmaceuticals, Inc.(a) | 14 | ||||||
6,581 | Zevra Therapeutics, Inc.(a) | 32 | ||||||
1,075 | ||||||||
Professional Services — 2.13% | ||||||||
917 | ASGN, Inc.(a) | 75 | ||||||
3,150 | Asure Software, Inc.(a) | 30 | ||||||
62 | Booz Allen Hamilton Holding Corp. | 7 | ||||||
20 | CACI International, Inc., Class - A(a) | 6 | ||||||
1,815 | CBIZ, Inc.(a) | 94 | ||||||
34 | Concentrix Corp. | 3 | ||||||
19,677 | Conduent, Inc.(a) | 68 | ||||||
1,882 | CSG Systems International, Inc. | 96 | ||||||
2,570 | ExlService Holdings, Inc.(a) | 72 | ||||||
217 | Huron Consulting Group, Inc.(a) | 23 | ||||||
373 | ICF International, Inc. | 45 | ||||||
254 | Jack Henry & Associates, Inc. | 38 | ||||||
5,909 | KBR, Inc. | 348 | ||||||
594 | Kelly Services, Inc., Class - A | 11 | ||||||
1,348 | Kforce, Inc. | 80 | ||||||
1,998 | Korn Ferry | 95 | ||||||
1,668 | Legalzoom.com, Inc.(a) | 18 | ||||||
979 | Maximus, Inc. | 73 | ||||||
12,570 | Mistras Group, Inc.(a) | 69 | ||||||
1,018 | Science Applications International Corp. | 107 | ||||||
3,115 | TTEC Holdings, Inc. | 82 | ||||||
1,649 | Upwork, Inc.(a) | 19 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Professional Services (continued) | ||||||||
2,286 | Verra Mobility Corp.(a) | $ | 43 | |||||
1,502 | ||||||||
Real Estate Management & Development — 0.76% | ||||||||
683 | BBX Capital, Inc.(a) | 5 | ||||||
19,492 | Compass, Inc., Class - A(a) | 57 | ||||||
4,937 | Cushman & Wakefield PLC(a) | 38 | ||||||
2,814 | DigitalBridge Group, Inc. | 49 | ||||||
17,768 | Douglas Elliman, Inc. | 40 | ||||||
14,871 | eXp World Holdings, Inc. | 241 | ||||||
821 | Marcus & Millichap, Inc. | 24 | ||||||
6,938 | Newmark Group, Inc., Class - A | 45 | ||||||
1,525 | The RMR Group, Inc., Class - A | 37 | ||||||
536 | ||||||||
Residential REITs — 0.41% | ||||||||
468 | Centerspace | 28 | ||||||
12,354 | Clipper Realty, Inc. | 64 | ||||||
7,683 | Elme Communities | 104 | ||||||
2,757 | Independence Realty Trust, Inc. | 39 | ||||||
3,365 | Veris Residential, Inc. | 56 | ||||||
291 | ||||||||
Retail REITs — 2.24% | ||||||||
12,453 | Acadia Realty Trust | 179 | ||||||
664 | CBL & Associates Properties, Inc. | 14 | ||||||
6,338 | Getty Realty Corp. | 176 | ||||||
7,936 | InvenTrust Properties Corp. | 189 | ||||||
3,897 | Kite Realty Group Trust | 83 | ||||||
10,604 | NETSTREIT Corp. | 165 | ||||||
14,942 | Retail Opportunity Investments Corp. | 185 | ||||||
384 | Saul Centers, Inc. | 14 | ||||||
6,561 | SITE Centers Corp. | 81 | ||||||
11,883 | Tanger Factory Outlet Centers, Inc. | 269 | ||||||
7,560 | The Macerich Co. | 82 | ||||||
9,261 | Urban Edge Properties | 141 | ||||||
1,578 | ||||||||
Semiconductors & Semiconductor Equipment — 3.20% | ||||||||
485 | Alpha & Omega Semiconductor Ltd.(a) | 14 | ||||||
3,622 | Amkor Technology, Inc. | 82 | ||||||
2,361 | Atomera, Inc.^(a) | 15 | ||||||
3,010 | AXT, Inc.(a) | 7 | ||||||
55 | Cirrus Logic, Inc.(a) | 4 | ||||||
1,496 | Credo Technology Group Holding Ltd.(a) | 23 | ||||||
169 | Diodes, Inc.(a) | 13 | ||||||
3,557 | FormFactor, Inc.(a) | 124 | ||||||
188 | Impinj, Inc.(a) | 10 | ||||||
684 | Lattice Semiconductor Corp.(a) | 59 | ||||||
9,557 | MACOM Technology Solutions Holdings, Inc.(a) | 781 | ||||||
2,797 | MaxLinear, Inc.(a) | 62 | ||||||
624 | MKS Instruments, Inc. | 54 | ||||||
631 | Onto Innovation, Inc.(a) | 80 | ||||||
2,203 | Power Integrations, Inc. | 168 | ||||||
2,745 | Qorvo, Inc.(a) | 263 | ||||||
2,076 | Semtech Corp.(a) | 53 | ||||||
1,083 | Silicon Laboratories, Inc.(a) | 126 | ||||||
799 | Synaptics, Inc.(a) | 71 | ||||||
1,179 | Universal Display Corp. | 185 | ||||||
2,283 | Veeco Instruments, Inc.(a) | 64 | ||||||
2,258 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Software — 5.36% | ||||||||
5,814 | A10 Networks, Inc. | $ | 87 | |||||
1,294 | Agilysys, Inc.(a) | 86 | ||||||
649 | Alarm.com Holdings, Inc.(a) | 40 | ||||||
1,591 | Alkami Technology, Inc.(a) | 29 | ||||||
829 | Altair Engineering, Inc., Class - A(a) | 52 | ||||||
9,583 | Amplitude, Inc., Class - A(a) | 111 | ||||||
289 | Appfolio, Inc., Class - A(a) | 53 | ||||||
4,688 | Appian Corp., Class - A(a) | 214 | ||||||
6,689 | AvePoint, Inc.(a) | 45 | ||||||
101 | BlackLine, Inc.(a) | 6 | ||||||
1,089 | Box, Inc., Class - A(a) | 26 | ||||||
574 | CommVault Systems, Inc.(a) | 39 | ||||||
356 | Couchbase, Inc.(a) | 6 | ||||||
313 | Digimarc Corp.(a) | 10 | ||||||
34 | Dolby Laboratories, Inc., Class - A | 3 | ||||||
19,931 | E2open Parent Holdings, Inc.(a) | 90 | ||||||
3,738 | EverCommerce, Inc.(a) | 37 | ||||||
846 | Guidewire Software, Inc.(a) | 76 | ||||||
3,676 | InterDigital, Inc. | 294 | ||||||
5,003 | Jamf Holding Corp.(a) | 88 | ||||||
1,284 | LiveRamp Holdings, Inc.(a) | 37 | ||||||
2,965 | MeridianLink, Inc.(a) | 51 | ||||||
722 | MicroStrategy, Inc.(a) | 237 | ||||||
6,215 | Model N, Inc.(a) | 152 | ||||||
16,199 | N-able, Inc.(a) | 209 | ||||||
55,831 | NextNav, Inc.(a) | 286 | ||||||
647 | PowerSchool Holdings, Inc.(a) | 15 | ||||||
674 | Progress Software Corp. | 35 | ||||||
5,413 | PROS Holdings, Inc.(a) | 187 | ||||||
868 | PTC, Inc.(a) | 123 | ||||||
680 | Qualys, Inc.(a) | 104 | ||||||
11,757 | Riot Platforms, Inc.(a) | 110 | ||||||
3,998 | Sapiens International Corp. N.V. | 114 | ||||||
311 | Sprout Social, Inc., Class - A(a) | 16 | ||||||
831 | SPS Commerce, Inc.(a) | 142 | ||||||
781 | Tenable Holdings, Inc.(a) | 35 | ||||||
979 | Verint Systems, Inc.(a) | 23 | ||||||
11,841 | Veritone, Inc.(a) | 31 | ||||||
18,867 | Weave Communications, Inc.(a) | 154 | ||||||
1,438 | Workiva, Inc.(a) | 146 | ||||||
21,286 | Zeta Global Holdings Corp., Class - A(a) | 178 | ||||||
3,777 | ||||||||
Specialized REITs — 0.24% | ||||||||
681 | Farmland Partners, Inc. | 7 | ||||||
2,615 | Four Corners Property Trust, Inc. | 58 | ||||||
1,574 | National Storage Affiliates Trust | 50 | ||||||
1,185 | PotlatchDeltic Corp. | 54 | ||||||
169 | ||||||||
Specialty Retail — 2.44% | ||||||||
1,447 | American Eagle Outfitters, Inc. | 24 | ||||||
520 | Asbury Automotive Group, Inc.(a) | 120 | ||||||
3,328 | Boot Barn Holdings, Inc.(a) | 270 | ||||||
790 | Camping World Holdings, Inc., Class - A | 16 | ||||||
1,779 | Floor & Decor Holdings, Inc., Class - A(a) | 161 | ||||||
1,806 | Genesco, Inc.(a) | 56 | ||||||
72 | Group 1 Automotive, Inc. | 19 | ||||||
16,672 | GrowGeneration Corp., Class - C(a) | 49 | ||||||
1,362 | Guess?, Inc. | 29 | ||||||
607 | Lands' End, Inc.(a) | 5 | ||||||
334 | Lithia Motors, Inc. | 99 | ||||||
324 | Murphy USA, Inc. | 111 | ||||||
53 | Penske Automotive Group, Inc. | 9 |
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Specialty Retail (continued) | ||||||||
231 | Restoration Hardware Co.(a) | $ | 61 | |||||
2,610 | RumbleON, Inc., Class - B(a) | 16 | ||||||
708 | Shoe Carnival, Inc. | 17 | ||||||
158 | Signet Jewelers Ltd. | 11 | ||||||
845 | Sonic Automotive, Inc., Class - A | 40 | ||||||
16,684 | Sportsman's Warehouse Holdings, Inc.(a) | 75 | ||||||
468 | The Aaron's Co., Inc. | 5 | ||||||
5,179 | The Buckle, Inc. | 173 | ||||||
4,209 | The Cato Corp., Class - A | 32 | ||||||
1,633 | The ODP Corp.(a) | 75 | ||||||
10,683 | Tile Shop Holdings, Inc.(a) | 59 | ||||||
5,911 | Upbound Group, Inc. | 174 | ||||||
1,101 | Warby Parker, Inc., Class - A(a) | 14 | ||||||
1,720 | ||||||||
Technology Hardware, Storage & Peripherals — 0.54% | ||||||||
1,912 | Avid Technology, Inc.(a) | 51 | ||||||
12,109 | Intevac, Inc.(a) | 38 | ||||||
613 | Super Micro Computer, Inc.(a) | 168 | ||||||
13,554 | Turtle Beach Corp.(a) | 123 | ||||||
380 | ||||||||
Textiles, Apparel & Luxury Goods — 0.70% | ||||||||
47 | Columbia Sportswear Co. | 3 | ||||||
1,065 | Crocs, Inc.(a) | 94 | ||||||
47,323 | Fossil Group, Inc.(a) | 97 | ||||||
792 | G-III Apparel Group Ltd.(a) | 20 | ||||||
2,897 | Kontoor Brands, Inc. | 127 | ||||||
1,475 | Oxford Industries, Inc. | 143 | ||||||
412 | Steven Madden Ltd. | 13 | ||||||
497 | ||||||||
Tobacco — 0.21% | ||||||||
2,449 | Universal Corp. | 116 | ||||||
2,760 | Vector Group Ltd. | 29 | ||||||
145 | ||||||||
Trading Companies & Distributors — 1.98% | ||||||||
63 | Applied Industrial Technologies, Inc. | 10 | ||||||
5,077 | Beacon Roofing Supply, Inc.(a) | 391 | ||||||
563 | Boise Cascade Co. | 58 | ||||||
10,001 | Custom Truck One Source, Inc.(a) | 62 | ||||||
200 | DXP Enterprises, Inc.(a) | 7 | ||||||
192 | GMS, Inc.(a) | 12 | ||||||
1,021 | Herc Holdings, Inc. | 121 | ||||||
749 | McGrath RentCorp | 75 | ||||||
22,107 | MRC Global, Inc.(a) | 227 | ||||||
2,039 | NOW, Inc.(a) | 24 | ||||||
2,367 | Rush Enterprises, Inc., Class - A | 97 | ||||||
548 | SiteOne Landscape Supply, Inc.(a) | 90 | ||||||
3,875 | Textainer Group Holdings Ltd. | 144 | ||||||
295 | Veritiv Corp. | 50 | ||||||
166 | WESCO International, Inc. | 24 | ||||||
1,392 | ||||||||
Water Utilities — 0.72% | ||||||||
161 | American States Water Co. | 13 | ||||||
1,709 | Cadiz, Inc.(a) | 6 | ||||||
1,134 | California Water Service Group | 54 | ||||||
602 | Global Water Resources, Inc. | 6 | ||||||
2,588 | Middlesex Water Co. | 171 | ||||||
3,252 | SJW Group | 194 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Water Utilities (continued) | ||||||||
1,752 | The York Water Co. | $ | 66 | |||||
510 | ||||||||
Wireless Telecommunication Services — 0.33% | ||||||||
4,510 | Gogo, Inc.(a) | 54 | ||||||
2,631 | Shenandoah Telecommunications Co. | 54 | ||||||
6,927 | Telephone and Data Systems, Inc. | 127 | ||||||
235 | ||||||||
Total Common Stocks | 69,935 | |||||||
Contingent Rights — 0.09% | ||||||||
Biotechnology — 0.00% | ||||||||
1 | Tobira Therapeutics, Inc. CVR, 12/31/18(a)(b) | – | ||||||
Health Care Equipment & Supplies — 0.00% | ||||||||
56 | ABIOMED, Inc. CVR, 01/02/26(a) | – | ||||||
Health Care Providers & Services — 0.00% | ||||||||
5,589 | Xeris BioPharma Hold CVR, 10/06/49(a) | 1 | ||||||
Metals & Mining — 0.09% | ||||||||
108,208 | Pan American Silver Corp. CVR, 12/31/49(a) | 58 | ||||||
Pharmaceuticals — 0.00% | ||||||||
15,971 | Paratek Pharmaceuticals, Inc. CVR, 01/01/26(a) | 1 | ||||||
Total Contingent Rights | 60 | |||||||
Investment Companies — 1.47% | ||||||||
602,047 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 4.99%^^(c) | 602 | ||||||
437,328 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 5.23%(c) | 437 | ||||||
Total Investment Companies | 1,039 | |||||||
Total Investments (cost $41,692) — 100.76% | 71,034 | |||||||
Liabilities in excess of other assets — (0.76)% | (533 | ) | ||||||
Net Assets - 100.00% | $ | 70,501 | ||||||
Amounts designated as "—" are $0 or have been rounded to $0. |
^ | All or part of this security was on loan as of September 30, 2023. |
^^ | 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, 2023. |
(a) | Represents non-income producing security. |
(b) | Security was valued using significant unobservable inputs as of September 30, 2023. |
(c) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
REIT—Real Estate Investment Trust |
As of June 30, 2023, 100% of the Portfolio’s net assets were managed by Parametric Portfolio Associates, LLC.
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 99.39% | ||||||||
Australia — 1.98% | ||||||||
693 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | $ | 15 | |||||
8,826 | ANZ Group Holdings Ltd. (Banks) | 145 | ||||||
2,941 | APA Group (Gas Utilities) | 16 | ||||||
1,807 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 47 | ||||||
485 | ASX Ltd. (Capital Markets) | 18 | ||||||
4,501 | Aurizon Holdings Ltd. (Ground Transportation) | 10 | ||||||
14,834 | BHP Group Ltd. (Metals & Mining) | 416 | ||||||
1,230 | BlueScope Steel Ltd. (Metals & Mining) | 15 | ||||||
4,202 | Brambles Ltd. (Commercial Services & Supplies) | 39 | ||||||
201 | Cochlear Ltd. (Health Care Equipment & Supplies) | 33 | ||||||
4,121 | Coles Group Ltd. (Consumer Staples Distribution & Retail) | 41 | ||||||
4,931 | Commonwealth Bank of Australia (Banks) | 314 | ||||||
1,781 | Computershare Ltd. (Professional Services) | 30 | ||||||
1,412 | CSL Ltd. (Biotechnology) | 227 | ||||||
2,615 | Dexus (Diversified REITs) | 12 | ||||||
504 | EBOS Group Ltd. (Health Care Providers & Services) | 10 | ||||||
4,675 | Endeavour Group Ltd. (Consumer Staples Distribution & Retail) | 16 | ||||||
5,009 | Fortescue Metals Group Ltd. (Metals & Mining) | 67 | ||||||
5,131 | Goodman Group (Industrial REITs) | 70 | ||||||
478 | IDP Education Ltd. (Diversified Consumer Services) | 7 | ||||||
2,118 | IGO Ltd. (Metals & Mining) | 17 | ||||||
7,323 | Insurance Australia Group Ltd. (Insurance) | 27 | ||||||
1,593 | Lendlease Corp. Ltd. (Real Estate Management & Development)(b) | 7 | ||||||
1,092 | Macquarie Group Ltd. (Capital Markets) | 117 | ||||||
7,667 | Medibank Pvt. Ltd. (Insurance) | 17 | ||||||
567 | Mineral Resources Ltd. (Metals & Mining) | 24 | ||||||
9,646 | Mirvac Group (Diversified REITs) | 13 | ||||||
9,220 | National Australia Bank Ltd. (Banks) | 171 | ||||||
2,685 | Newcrest Mining Ltd. (Metals & Mining) | 42 | ||||||
3,549 | Northern Star Resources Ltd. (Metals & Mining) | 24 | ||||||
1,407 | Orica Ltd. (Chemicals) | 14 | ||||||
5,227 | Origin Energy Ltd. (Electric Utilities) | 29 | ||||||
7,966 | Pilbara Minerals Ltd. (Metals & Mining) | 22 | ||||||
2,446 | Qantas Airways Ltd. (Passenger Airlines)(a) | 8 | ||||||
4,431 | QBE Insurance Group Ltd. (Insurance) | 44 | ||||||
582 | Ramsay Health Care Ltd. (Health Care Providers & Services) | 19 | ||||||
172 | REA Group Ltd. (Interactive Media & Services) | 17 | ||||||
687 | Reece Ltd. (Trading Companies & Distributors) | 8 | ||||||
1,061 | Rio Tinto Ltd. (Metals & Mining) | 77 | ||||||
9,869 | Santos Ltd. (Oil, Gas & Consumable Fuels)(b) | 50 | ||||||
19,287 | Scentre Group (Retail REITs) | 30 | ||||||
923 | SEEK Ltd. (Interactive Media & Services) | 13 | ||||||
1,187 | Sonic Healthcare Ltd. (Health Care Providers & Services) | 23 | ||||||
14,614 | South32 Ltd. (Metals & Mining) | 32 | ||||||
7,299 | Stockland (Diversified REITs) | 18 | ||||||
3,312 | Suncorp Group Ltd. (Insurance) | 30 | ||||||
13,370 | Telstra Group Ltd. (Diversified Telecommunication Services) | 33 | ||||||
5,218 | The GPT Group (Diversified REITs) | 13 | ||||||
7,602 | The Lottery Corp. Ltd. (Hotels, Restaurants & Leisure) | 23 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Australia (continued) | ||||||||
9,510 | Transurban Group (Transportation Infrastructure) | $ | 77 | |||||
2,004 | Treasury Wine Estates Ltd. (Beverages) | 16 | ||||||
8,881 | Vicinity Ltd. (Diversified REITs)(b) | 10 | ||||||
760 | Washington H Soul Pattinson & Co. Ltd. (Oil, Gas & Consumable Fuels) | 16 | ||||||
3,447 | Wesfarmers Ltd. (Broadline Retail) | 117 | ||||||
10,302 | Westpac Banking Corp. (Banks) | 139 | ||||||
500 | WiseTech Global Ltd. (Software) | 21 | ||||||
5,565 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 129 | ||||||
3,627 | Woolworths Group Ltd. (Consumer Staples Distribution & Retail) | 87 | ||||||
3,122 | ||||||||
Austria — 0.05% | ||||||||
1,031 | Erste Group Bank AG (Banks)(b) | 35 | ||||||
383 | OMV AG (Oil, Gas & Consumable Fuels) | 18 | ||||||
241 | Verbund AG (Electric Utilities) | 20 | ||||||
246 | voestalpine AG (Metals & Mining) | 7 | ||||||
80 | ||||||||
Belgium — 0.21% | ||||||||
444 | Ageas SA/N.V. (Insurance) | 18 | ||||||
2,573 | Anheuser-Busch InBev SA/N.V. (Beverages) | 143 | ||||||
58 | D’ieteren Group (Distributors) | 10 | ||||||
67 | Elia Group SA/N.V. (Electric Utilities)(b) | 7 | ||||||
366 | Groupe Bruxelles Lambert N.V. (Financial Services) | 27 | ||||||
752 | KBC Group N.V. (Banks) | 47 | ||||||
31 | Sofina SA (Financial Services) | 6 | ||||||
183 | Solvay SA, Class – A (Chemicals) | 20 | ||||||
384 | UCB SA (Pharmaceuticals) | 31 | ||||||
491 | Umicore SA (Chemicals)(b) | 12 | ||||||
360 | Warehouses De Pauw CVA (Industrial REITs) | 9 | ||||||
330 | ||||||||
Bermuda — 0.08% | ||||||||
1,078 | Arch Capital Group Ltd. (Insurance)(a) | 86 | ||||||
126 | Everest Group Ltd. (Insurance) | 47 | ||||||
133 | ||||||||
Canada — 3.35% | ||||||||
1,481 | Agnico Eagle Mines Ltd. (Metals & Mining) | 67 | ||||||
400 | Air Canada (Passenger Airlines)(a)(b) | 6 | ||||||
1,765 | Algonquin Power & Utilities Corp. (Multi-Utilities) | 10 | ||||||
2,361 | Alimentation Couche-Tard, Inc. (Consumer Staples Distribution & Retail) | 120 | ||||||
800 | AltaGas Ltd. (Gas Utilities) | 15 | ||||||
1,804 | ARC Resources Ltd. (Oil, Gas & Consumable Fuels) | 29 | ||||||
2,070 | Bank of Montreal (Banks) | 175 | ||||||
5,246 | Barrick Gold Corp. (Metals & Mining) | 76 | ||||||
200 | BCE, Inc. (Diversified Telecommunication Services) | 8 | ||||||
1,043 | Brookfield Asset Management Ltd., Class – A (Capital Markets) | 35 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
4,169 | Brookfield Corp. (Capital Markets) | $ | 130 | |||||
92 | BRP, Inc. (Leisure Products) | 7 | ||||||
1,136 | CAE, Inc. (Aerospace & Defense)(a) | 27 | ||||||
1,280 | Cameco Corp. (Oil, Gas & Consumable Fuels) | 51 | ||||||
200 | Canadian Apartment Properties REIT (Residential REITs)(b) | 7 | ||||||
2,659 | Canadian Imperial Bank of Commerce (Banks) | 103 | ||||||
1,660 | Canadian National Railway Co. (Ground Transportation) | 180 | ||||||
3,258 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | 211 | ||||||
2,726 | Canadian Pacific Kansas City Ltd. (Ground Transportation) | 203 | ||||||
143 | Canadian Tire Corp. Ltd., Class – A (Broadline Retail) | 15 | ||||||
300 | Canadian Utilities Ltd., Class – A (Multi-Utilities) | 6 | ||||||
471 | CCL Industries, Inc., Class – B (Containers & Packaging)(b) | 20 | ||||||
4,230 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | 88 | ||||||
624 | CGI, Inc. (IT Services)(a) | 62 | ||||||
60 | Constellation Software, Inc. (Software) | 124 | ||||||
844 | Dollarama, Inc. (Broadline Retail) | 58 | ||||||
1,216 | Element Fleet Management Corp. (Financial Services)(b) | 17 | ||||||
868 | Emera, Inc. (Electric Utilities) | 30 | ||||||
400 | Empire Co. Ltd., Class – A (Consumer Staples Distribution & Retail) | 11 | ||||||
6,188 | Enbridge, Inc. (Oil, Gas & Consumable Fuels) | 205 | ||||||
1,756 | First Quantum Minerals Ltd. (Metals & Mining) | 41 | ||||||
100 | FirstService Corp. (Real Estate Management & Development) | 15 | ||||||
1,451 | Fortis, Inc. (Electric Utilities) | 55 | ||||||
562 | Franco-Nevada Corp. (Metals & Mining) | 75 | ||||||
195 | George Weston Ltd. (Consumer Staples Distribution & Retail) | 22 | ||||||
500 | Gildan Activewear, Inc. (Textiles, Apparel & Luxury Goods) | 14 | ||||||
817 | Great-West Lifeco, Inc. (Insurance) | 23 | ||||||
1,006 | Hydro One Ltd. (Electric Utilities)(b) | 26 | ||||||
300 | iA Financial Corp., Inc. (Insurance) | 19 | ||||||
200 | IGM Financial, Inc. (Capital Markets) | 5 | ||||||
622 | Imperial Oil Ltd. (Oil, Gas & Consumable Fuels) | 38 | ||||||
501 | Intact Financial Corp. (Insurance)(b) | 73 | ||||||
1,879 | Ivanhoe Mines Ltd. (Metals & Mining)(a) | 16 | ||||||
600 | Keyera Corp. (Oil, Gas & Consumable Fuels) | 14 | ||||||
4,230 | Kinross Gold Corp. (Metals & Mining) | 19 | ||||||
474 | Loblaw Cos. Ltd. (Consumer Staples Distribution & Retail) | 40 | ||||||
339 | Lululemon Athletica, Inc. (Textiles, Apparel & Luxury Goods)(a) | 131 | ||||||
2,272 | Lundin Mining Corp. (Metals & Mining)(b) | 17 | ||||||
821 | Magna International, Inc. (Automobile Components) | 44 | ||||||
5,479 | Manulife Financial Corp. (Insurance) | 100 | ||||||
713 | Metro, Inc. (Consumer Staples Distribution & Retail) | 37 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
972 | National Bank of Canada (Banks) | $ | 65 | |||||
858 | Northland Power, Inc. (Independent Power and Renewable Electricity Producers) | 14 | ||||||
1,476 | Nutrien Ltd. (Chemicals) | 91 | ||||||
150 | Nuvei Corp. (Financial Services)(b) | 2 | ||||||
200 | Onex Corp. (Financial Services) | 12 | ||||||
700 | Open Text Corp. (Software)(b) | 25 | ||||||
990 | Pan American Silver Corp. (Metals & Mining) | 14 | ||||||
400 | Parkland Corp. (Oil, Gas & Consumable Fuels)(b) | 12 | ||||||
1,854 | Pembina Pipeline Corp. (Oil, Gas & Consumable Fuels) | 56 | ||||||
1,727 | Power Corp. of Canada (Insurance) | 44 | ||||||
500 | Quebecor, Inc., Class – B (Media) | 11 | ||||||
547 | RB Global, Inc. (Commercial Services & Supplies) | 34 | ||||||
877 | Restaurant Brands International, Inc. (Hotels, Restaurants & Leisure) | 58 | ||||||
300 | RioCan Real Estate Investment Trust (Diversified REITs)(b) | 4 | ||||||
1,078 | Rogers Communications, Inc., Class - B (Wireless Telecommunication Services) | 41 | ||||||
4,104 | Royal Bank of Canada (Banks) | 358 | ||||||
691 | Saputo, Inc. (Food Products)(b) | 14 | ||||||
3,509 | Shopify, Inc., Class – A (IT Services)(a) | 192 | ||||||
339 | Stantec, Inc. (Construction & Engineering) | 22 | ||||||
1,726 | Sun Life Financial, Inc. (Insurance) | 84 | ||||||
3,924 | Suncor Energy, Inc. (Oil, Gas & Consumable Fuels) | 135 | ||||||
3,016 | TC Energy Corp. (Oil, Gas & Consumable Fuels) | 104 | ||||||
1,352 | Teck Resources Ltd., Class – B (Metals & Mining) | 58 | ||||||
1,570 | TELUS Corp. (Diversified Telecommunication Services) | 26 | ||||||
250 | TFI International, Inc. (Ground Transportation) | 32 | ||||||
3,488 | The Bank of Nova Scotia (Banks) | 156 | ||||||
271 | The Descartes Systems Group, Inc. (Software)(a) | 20 | ||||||
5,430 | The Toronto-Dominion Bank (Banks) | 326 | ||||||
459 | Thomson Reuters Corp. (Professional Services) | 56 | ||||||
836 | TMX Group Ltd. (Capital Markets) | 18 | ||||||
200 | Toromont Industries Ltd. (Trading Companies & Distributors) | 16 | ||||||
945 | Tourmaline Oil Corp. (Oil, Gas & Consumable Fuels) | 48 | ||||||
749 | Waste Connections, Inc. (Commercial Services & Supplies) | 101 | ||||||
136 | West Fraser Timber Co. Ltd. (Paper & Forest Products) | 10 | ||||||
1,343 | Wheaton Precious Metals Corp. (Metals & Mining) | 55 | ||||||
367 | WSP Global, Inc. (Construction & Engineering) | 52 | ||||||
5,286 | ||||||||
Cayman Islands — 0.01% | ||||||||
7,600 | Sands China Ltd. (Hotels, Restaurants & Leisure)(a) | 23 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Chile — 0.01% | ||||||||
1,322 | Antofagasta PLC (Metals & Mining) | $ | 23 | |||||
Denmark — 0.90% | ||||||||
8 | A.P. Moller – Maersk A/S, Class – A (Marine Transportation) | 14 | ||||||
16 | A.P. Moller – Maersk A/S, Class – B (Marine Transportation) | 29 | ||||||
296 | Carlsberg A/S, Class – B (Beverages) | 37 | ||||||
263 | Chr Hansen Holding A/S (Chemicals)(b) | 16 | ||||||
364 | Coloplast A/S, Class – B (Health Care Equipment & Supplies) | 39 | ||||||
2,041 | Danske Bank A/S (Banks) | 47 | ||||||
292 | Demant A/S (Health Care Equipment & Supplies)(a) | 12 | ||||||
551 | DSV A/S (Air Freight & Logistics) | 104 | ||||||
193 | Genmab A/S (Biotechnology)(a)(b) | 68 | ||||||
9,685 | Novo Nordisk A/S, Class – B (Pharmaceuticals) | 883 | ||||||
658 | Novozymes A/S, B shares (Chemicals) | 26 | ||||||
568 | Orsted A/S (Electric Utilities)(b) | 31 | ||||||
245 | Pandora A/S (Textiles, Apparel & Luxury Goods) | 25 | ||||||
18 | ROCKWOOL A/S, Class – B (Building Products) | 4 | ||||||
1,216 | Tryg A/S (Insurance)(b) | 22 | ||||||
2,997 | Vestas Wind Systems A/S (Electrical Equipment)(a) | 64 | ||||||
1,421 | ||||||||
Finland — 0.31% | ||||||||
360 | Elisa Oyj (Diversified Telecommunication Services) | 17 | ||||||
1,491 | Fortum Oyj (Electric Utilities) | 17 | ||||||
684 | Kesko Oyj, Class – B (Consumer Staples Distribution & Retail) | 12 | ||||||
1,007 | Kone Oyj, Class – B (Machinery) | 42 | ||||||
2,057 | Metso Oyj (Machinery)(b) | 22 | ||||||
1,268 | Neste Oyj (Oil, Gas & Consumable Fuels) | 43 | ||||||
16,330 | Nokia Oyj (Communications Equipment) | 61 | ||||||
9,631 | Nordea Bank Abp (Banks) | 105 | ||||||
243 | Orion Oyj, Class – B (Pharmaceuticals) | 10 | ||||||
1,387 | Sampo Oyj, A Shares (Insurance) | 60 | ||||||
2,063 | Stora Enso Oyj, Registered Shares (Paper & Forest Products) | 26 | ||||||
1,655 | UPM-Kymmene Oyj (Paper & Forest Products) | 57 | ||||||
1,231 | Wartsila Oyj Abp (Machinery) | 14 | ||||||
486 | ||||||||
France — 3.19% | ||||||||
434 | Accor SA (Hotels, Restaurants & Leisure) | 15 | ||||||
91 | Aeroports de Paris (Transportation Infrastructure) | 11 | ||||||
1,541 | Air Liquide SA (Chemicals) | 260 | ||||||
1,742 | Airbus SE (Aerospace & Defense) | 233 | ||||||
834 | Alstom SA (Machinery) | 20 | ||||||
152 | Amundi SA (Capital Markets)(b) | 9 | ||||||
151 | Arkema SA (Chemicals) | 15 | ||||||
5,434 | AXA SA (Insurance) | 161 | ||||||
104 | BioMerieux (Health Care Equipment & Supplies) | 10 | ||||||
3,078 | BNP Paribas SA (Banks) | 196 | ||||||
566 | Bouygues SA (Construction & Engineering) | 20 | ||||||
910 | Bureau Veritas SA (Professional Services)(b) | 23 | ||||||
494 | Capgemini SE (IT Services) | 86 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
1,803 | Carrefour SA (Consumer Staples Distribution & Retail)(b) | $ | 31 | |||||
1,382 | Cie de Saint-Gobain (Building Products) | 83 | ||||||
2,057 | Cie Generale des Etablissements Michelin SCA (Automobile Components) | 63 | ||||||
124 | Covivio SA (Diversified REITs) | 5 | ||||||
3,673 | Credit Agricole SA (Banks) | 45 | ||||||
1,918 | Danone SA (Food Products) | 106 | ||||||
1,989 | Dassault Systemes SE (Software) | 74 | ||||||
755 | Edenred (Financial Services) | 47 | ||||||
195 | Eiffage SA (Construction & Engineering)(b) | 19 | ||||||
5,423 | Engie SA (Multi-Utilities) | 83 | ||||||
856 | EssilorLuxottica SA (Health Care Equipment & Supplies) | 149 | ||||||
78 | Eurazeo SE (Financial Services) | 5 | ||||||
116 | Gecina SA (Office REITs)(b) | 12 | ||||||
828 | Getlink SE (Transportation Infrastructure) | 13 | ||||||
95 | Hermes International SCA (Textiles, Apparel & Luxury Goods) | 173 | ||||||
127 | Ipsen SA (Pharmaceuticals) | 17 | ||||||
225 | Kering SA (Textiles, Apparel & Luxury Goods) | 102 | ||||||
568 | Klepierre SA (Retail REITs) | 14 | ||||||
256 | La Francaise des Jeux SAEM (Hotels, Restaurants & Leisure) | 8 | ||||||
787 | Legrand SA (Electrical Equipment) | 72 | ||||||
704 | L’Oreal SA (Personal Care Products) | 292 | ||||||
814 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 613 | ||||||
5,633 | Orange SA (Diversified Telecommunication Services)(b) | 65 | ||||||
603 | Pernod Ricard SA (Beverages) | 100 | ||||||
689 | Publicis Groupe SA (Media) | 52 | ||||||
49 | Remy Cointreau SA (Beverages) | 6 | ||||||
593 | Renault SA (Automobile Components) | 24 | ||||||
1,017 | Safran SA (Aerospace & Defense) | 159 | ||||||
3,374 | Sanofi (Pharmaceuticals) | 362 | ||||||
88 | Sartorius Stedim Biotech (Life Sciences Tools & Services) | 21 | ||||||
1,606 | Schneider Electric SE (Electrical Equipment)(b) | 265 | ||||||
55 | SEB SA (Household Durables) | 5 | ||||||
2,177 | Societe Generale SA (Banks) | 53 | ||||||
270 | Sodexo SA (Hotels, Restaurants & Leisure) | 28 | ||||||
197 | Teleperformance (Professional Services) | 25 | ||||||
316 | Thales SA (Aerospace & Defense) | 44 | ||||||
6,625 | TotalEnergies SE (Oil, Gas & Consumable Fuels) | 435 | ||||||
305 | Unibail-Rodamco-Westfield (Retail REITs)(a) | 15 | ||||||
595 | Valeo (Automobile Components) | 10 | ||||||
2,067 | Veolia Environnement SA (Multi-Utilities) | 60 | ||||||
1,568 | Vinci SA (Construction & Engineering) | 173 | ||||||
2,649 | Vivendi SE (Media) | 23 | ||||||
71 | Wendel SE (Financial Services) | 6 | ||||||
762 | Worldline SA (Financial Services)(a)(b) | 21 | ||||||
5,037 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Germany — 2.22% | ||||||||
482 | adidas AG (Textiles, Apparel & Luxury Goods) | $ | 85 | |||||
1,185 | Allianz SE, Registered Shares (Insurance) | 282 | ||||||
2,663 | BASF SE (Chemicals) | 121 | ||||||
2,887 | Bayer AG, Registered Shares (Pharmaceuticals) | 139 | ||||||
936 | Bayerische Motoren Werke AG (Automobile Components) | 95 | ||||||
121 | Bayerische Motoren Werke AG, Preference Shares (Automobiles) | 11 | ||||||
275 | Bechtle AG (IT Services) | 13 | ||||||
306 | Beiersdorf AG (Personal Care Products) | 39 | ||||||
478 | Brenntag SE (Trading Companies & Distributors) | 37 | ||||||
99 | Carl Zeiss Meditec AG, Class – BR (Health Care Equipment & Supplies) | 9 | ||||||
3,162 | Commerzbank AG (Banks) | 36 | ||||||
363 | Continental AG (Automobile Components) | 26 | ||||||
585 | Covestro AG (Chemicals)(a) | 31 | ||||||
1,467 | Daimler Truck Holding AG (Machinery) | 51 | ||||||
541 | Delivery Hero SE (Hotels, Restaurants & Leisure)(a)(b) | 15 | ||||||
5,823 | Deutsche Bank AG, Registered Shares (Capital Markets) | 64 | ||||||
559 | Deutsche Boerse AG (Capital Markets) | 97 | ||||||
2,156 | Deutsche Lufthansa AG, Registered Shares (Passenger Airlines)(a)(b) | 17 | ||||||
9,509 | Deutsche Telekom AG (Diversified Telecommunication Services)(b) | 199 | ||||||
2,987 | DHL Group (Air Freight & Logistics) | 121 | ||||||
340 | Dr. Ing. H.c. F. Porsche AG, Preference Shares (Automobiles)(b) | 32 | ||||||
6,704 | E.ON SE (Multi-Utilities) | 79 | ||||||
515 | Evonik Industries AG (Chemicals) | 9 | ||||||
614 | Fresenius Medical Care AG & Co. KgaA (Health Care Providers & Services) | 26 | ||||||
1,272 | Fresenius SE & Co. KgaA (Health Care Providers & Services) | 40 | ||||||
419 | GEA Group AG (Machinery) | 15 | ||||||
179 | Hannover Rueck SE (Insurance) | 39 | ||||||
438 | Heidelberg Materials AG (Construction Materials) | 34 | ||||||
459 | HelloFresh SE (Consumer Staples Distribution & Retail)(a) | 14 | ||||||
263 | Henkel AG & Co. KgaA (Household Products) | 17 | ||||||
564 | Henkel AG & Co. KgaA, Preference Shares (Household Products) | 40 | ||||||
3,852 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment)(b) | 128 | ||||||
186 | Knorr-Bremse AG (Machinery) | 12 | ||||||
193 | LEG Immobilien SE (Real Estate Management & Development)(a) | 13 | ||||||
2,364 | Mercedes-Benz Group AG (Automobile Components) | 165 | ||||||
384 | Merck KgaA (Pharmaceuticals) | 64 | ||||||
166 | MTU Aero Engines AG (Aerospace & Defense) | 30 | ||||||
408 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, Registered Shares (Insurance) | 159 | ||||||
126 | Nemetschek SE (Software) | 8 | ||||||
330 | Puma SE (Textiles, Apparel & Luxury Goods)(b) | 20 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
20 | Rational AG (Machinery) | $ | 13 | |||||
129 | Rheinmetall AG (Aerospace & Defense) | 33 | ||||||
1,905 | RWE AG (Independent Power and Renewable Electricity Producers) | 71 | ||||||
3,061 | SAP SE (Software) | 395 | ||||||
80 | Sartorius AG, Preference Shares (Life Sciences Tools & Services) | 27 | ||||||
221 | Scout24 SE (Interactive Media & Services)(b) | 15 | ||||||
2,230 | Siemens AG, Registered Shares (Industrial Conglomerates) | 318 | ||||||
1,573 | Siemens Energy AG (Electrical Equipment)(a)(b) | 20 | ||||||
848 | Siemens Healthineers AG (Health Care Equipment & Supplies) | 43 | ||||||
408 | Symrise AG (Chemicals)(b) | 39 | ||||||
195 | Talanx AG (Insurance) | 12 | ||||||
3,385 | Telefonica Deutschland Holding AG (Diversified Telecommunication Services) | 6 | ||||||
2,200 | Vonovia SE (Real Estate Management & Development) | 53 | ||||||
48 | Wacker Chemie AG (Chemicals) | 7 | ||||||
708 | Zalando SE (Specialty Retail)(a)(b) | 16 | ||||||
3,500 | ||||||||
Hong Kong — 0.66% | ||||||||
34,200 | AIA Group Ltd. (Insurance) | 276 | ||||||
11,500 | BOC Hong Kong Holdings Ltd. (Banks) | 31 | ||||||
4,200 | Budweiser Brewing Co. APAC Ltd. (Beverages)(b) | 8 | ||||||
6,500 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 34 | ||||||
8,500 | CK Hutchison Holdings Ltd. (Industrial Conglomerates) | 45 | ||||||
1,500 | CK Infrastructure Holdings Ltd. (Electric Utilities) | 7 | ||||||
5,000 | CLP Holdings Ltd. (Electric Utilities) | 37 | ||||||
4,200 | ESR Group Ltd. (Real Estate Management & Development) | 6 | ||||||
128 | Futu Holdings Ltd., ADR (Capital Markets)(a) | 7 | ||||||
7,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure) | 42 | ||||||
5,000 | Hang Lung Properties Ltd. (Real Estate Management & Development) | 7 | ||||||
2,000 | Hang Seng Bank Ltd. (Banks) | 25 | ||||||
4,000 | Henderson Land Development Co. Ltd. (Real Estate Management & Development) | 11 | ||||||
11,000 | HKT Trust & HKT Ltd. (Diversified Telecommunication Services)(b) | 11 | ||||||
35,665 | Hong Kong & China Gas Co. Ltd. (Gas Utilities) | 25 | ||||||
3,549 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 131 | ||||||
3,800 | Hongkong Land Holdings Ltd. (Real Estate Management & Development) | 14 | ||||||
8,111 | Link REIT (Retail REITs) | 40 | ||||||
4,000 | MTR Corp. Ltd. (Ground Transportation) | 16 | ||||||
4,000 | New World Development Co. Ltd. (Real Estate Management & Development) | 8 | ||||||
3,500 | Power Assets Holdings Ltd. (Electric Utilities) | 17 | ||||||
8,158 | Prudential PLC (Insurance) | 88 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hong Kong (continued) | ||||||||
8,518 | Sino Land Co. Ltd. (Real Estate Management & Development) | $ | 10 | |||||
4,500 | Sun Hung Kai Properties Ltd. (Real Estate Management & Development) | 48 | ||||||
1,000 | Swire Pacific Ltd., Class – A (Real Estate Management & Development) | 7 | ||||||
3,000 | Swire Properties Ltd. (Real Estate Management & Development) | 6 | ||||||
4,000 | Techtronic Industries Co. Ltd. (Machinery) | 39 | ||||||
31,450 | WH Group Ltd. (Food Products)(b) | 16 | ||||||
6,000 | Wharf Real Estate Investment Co. Ltd. (Real Estate Management & Development) | 23 | ||||||
1,035 | ||||||||
Ireland (Republic of) — 1.05% | ||||||||
1,867 | Accenture PLC, Class – A (IT Services) | 574 | ||||||
193 | AerCap Holdings N.V. (Trading Companies & Distributors)(a) | 12 | ||||||
322 | AerCap Holdings N.V. (Trading Companies & Distributors)(a) | 20 | ||||||
4,074 | AIB Group PLC (Banks) | 18 | ||||||
234 | Allegion PLC (Building Products) | 24 | ||||||
805 | Aptiv PLC (Automobile Components)(a) | 79 | ||||||
3,225 | Bank of Ireland Group PLC (Banks) | 32 | ||||||
2,168 | CRH PLC (Construction Materials) | 120 | ||||||
276 | DCC PLC (Industrial Conglomerates)(b) | 15 | ||||||
2,704 | Experian PLC (Professional Services) | 88 | ||||||
520 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(a) | 85 | ||||||
1,311 | James Hardie Industries PLC (Construction Materials)(a) | 34 | ||||||
487 | Kerry Group PLC, Class – A (Food Products)(b) | 41 | ||||||
465 | Kingspan Group PLC (Building Products) | 35 | ||||||
3,948 | Medtronic PLC (Health Care Equipment & Supplies) | 309 | ||||||
840 | Smurfit Kappa Group PLC (Containers & Packaging)(b) | 28 | ||||||
669 | Trane Technologies PLC (Building Products) | 136 | ||||||
1,650 | ||||||||
Israel — 0.20% | ||||||||
101 | Azrieli Group Ltd. (Real Estate Management & Development) | 5 | ||||||
3,649 | Bank Hapoalim BM (Banks) | 33 | ||||||
4,740 | Bank Leumi Le-Israel BM (Banks) | 39 | ||||||
288 | Check Point Software Technologies Ltd. (Software)(a) | 38 | ||||||
125 | CyberArk Software Ltd. (Software)(a) | 20 | ||||||
84 | Elbit Systems Ltd. (Aerospace & Defense) | 17 | ||||||
2,505 | ICL Group Ltd. (Chemicals) | 14 | ||||||
1 | Isracard Ltd. (Consumer Finance) | — | ||||||
4,694 | Israel Discount Bank Ltd., Class – A (Banks) | 25 | ||||||
444 | Mizrahi Tefahot Bank Ltd. (Banks) | 16 | ||||||
66 | Monday.com Ltd. (Software)(a) | 11 | ||||||
181 | Nice Ltd. (Software)(a) | 31 | ||||||
174 | SolarEdge Technologies, Inc. (Semiconductors & Semiconductor Equipment)(a) | 23 | ||||||
3,391 | Teva Pharmaceutical Industries Ltd., ADR (Pharmaceuticals)(a) | 35 | ||||||
136 | Wix.com Ltd. (IT Services)(a) | 12 | ||||||
319 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Italy — 0.59% | ||||||||
466 | Amplifon SpA (Health Care Providers & Services) | $ | 14 | |||||
2,886 | Assicurazioni Generali SpA (Insurance) | 59 | ||||||
1,427 | Davide Campari-Milano N.V., Class – M (Beverages) | 17 | ||||||
54 | DiaSorin SpA (Health Care Equipment & Supplies) | 5 | ||||||
23,895 | Enel SpA (Electric Utilities)(b) | 146 | ||||||
6,796 | Eni SpA (Oil, Gas & Consumable Fuels) | 109 | ||||||
366 | Ferrari N.V. (Automobiles) | 108 | ||||||
1,831 | FinecoBank Banca Fineco SpA (Banks) | 22 | ||||||
1,050 | Infrastrutture Wireless Italiane SpA (Diversified Telecommunication Services)(b) | 12 | ||||||
47,333 | Intesa Sanpaolo SpA (Banks)(b) | 121 | ||||||
1,412 | Mediobanca Banca di Credito Finanziario SpA (Banks) | 19 | ||||||
614 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 36 | ||||||
2,061 | Nexi SpA (Professional Services)(a) | 13 | ||||||
1,363 | Poste Italiane SpA (Insurance) | 14 | ||||||
880 | Prysmian SpA (Electrical Equipment) | 35 | ||||||
257 | Recordati Industria Chimica e Farmaceutica SpA (Pharmaceuticals) | 12 | ||||||
5,318 | Snam SpA (Gas Utilities) | 25 | ||||||
25,056 | Telecom Italia SpA/Milano (Diversified Telecommunication Services)(a) | 8 | ||||||
4,220 | Terna – Rete Elettrica Nazionale (Electric Utilities) | 32 | ||||||
5,373 | UniCredit SpA (Banks) | 128 | ||||||
935 | ||||||||
Japan — 6.23% | ||||||||
2,400 | Advantest Corp. (Semiconductors & Semiconductor Equipment)(b) | 67 | ||||||
2,100 | Aeon Co. Ltd. (Consumer Staples Distribution & Retail) | 42 | ||||||
500 | AGC, Inc. (Building Products) | 18 | ||||||
400 | Aisin Corp. (Automobile Components) | 15 | ||||||
1,400 | Ajinomoto Co., Inc. (Food Products) | 54 | ||||||
300 | ANA Holdings, Inc. (Passenger Airlines)(a)(b) | 6 | ||||||
1,500 | Asahi Group Holdings Ltd. (Beverages)(b) | 56 | ||||||
500 | Asahi Intecc Co. Ltd. (Health Care Equipment & Supplies) | 9 | ||||||
3,200 | Asahi Kasei Corp. (Chemicals) | 20 | ||||||
5,500 | Astellas Pharma, Inc. (Pharmaceuticals) | 76 | ||||||
300 | Azbil Corp. (Electronic Equipment, Instruments & Components) | 9 | ||||||
500 | BayCurrent Consulting, Inc. (Professional Services) | 17 | ||||||
1,700 | Bridgestone Corp. (Automobile Components) | 66 | ||||||
800 | Brother Industries Ltd. (Technology Hardware, Storage & Peripherals) | 13 | ||||||
3,000 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 72 | ||||||
600 | Capcom Co. Ltd. (Entertainment) | 22 | ||||||
2,000 | Central Japan Railway Co. (Ground Transportation) | 49 | ||||||
1,600 | Chubu Electric Power Co., Inc. (Electric Utilities) | 20 | ||||||
2,000 | Chugai Pharmaceutical Co. Ltd. (Pharmaceuticals) | 62 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
2,800 | Concordia Financial Group Ltd. (Banks) | $ | 13 | |||||
1,100 | CyberAgent, Inc. (Media) | 6 | ||||||
600 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 16 | ||||||
1,000 | Daifuku Co. Ltd. (Machinery) | 19 | ||||||
2,800 | Dai-ichi Life Holdings, Inc. (Insurance) | 58 | ||||||
5,400 | Daiichi Sankyo Co. Ltd. (Pharmaceuticals) | 148 | ||||||
800 | Daikin Industries Ltd. (Building Products) | 125 | ||||||
200 | Daito Trust Construction Co. Ltd. (Real Estate Management & Development) | 21 | ||||||
2,000 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 54 | ||||||
5 | Daiwa House REIT Investment Corp. (Diversified REITs) | 9 | ||||||
3,800 | Daiwa Securities Group, Inc. (Capital Markets) | 22 | ||||||
5,200 | Denso Corp. (Automobile Components) | 83 | ||||||
500 | Dentsu Group, Inc. (Media) | 15 | ||||||
300 | Disco Corp. (Semiconductors & Semiconductor Equipment) | 55 | ||||||
1,000 | East Japan Railway Co. (Ground Transportation) | 57 | ||||||
800 | Eisai Co. Ltd. (Pharmaceuticals) | 44 | ||||||
7,800 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 31 | ||||||
2,900 | FANUC Corp. (Machinery) | 75 | ||||||
500 | Fast Retailing Co. Ltd. (Specialty Retail) | 109 | ||||||
300 | Fuji Electric Co. Ltd. (Electrical Equipment) | 14 | ||||||
1,100 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 64 | ||||||
500 | Fujitsu Ltd. (IT Services)(b) | 59 | ||||||
15 | GLP J-Reit (Industrial REITs)(b) | 13 | ||||||
100 | GMO Payment Gateway, Inc. (Financial Services) | 5 | ||||||
600 | Hakuhodo DY Holdings, Inc. (Media) | 5 | ||||||
500 | Hamamatsu Photonics KK (Electronic Equipment, Instruments & Components) | 21 | ||||||
600 | Hankyu Hanshin Holdings, Inc. (Ground Transportation) | 20 | ||||||
100 | Hikari Tsushin, Inc. (Specialty Retail) | 15 | ||||||
100 | Hirose Electric Co. Ltd. (Electronic Equipment, Instruments & Components) | 12 | ||||||
300 | Hitachi Construction Machinery Co. Ltd. (Machinery) | 9 | ||||||
2,800 | Hitachi Ltd. (Industrial Conglomerates) | 174 | ||||||
13,800 | Honda Motor Co. Ltd. (Automobile Components) | 155 | ||||||
400 | Hoshizaki Corp. (Machinery) | 14 | ||||||
1,100 | Hoya Corp. (Health Care Equipment & Supplies) | 113 | ||||||
800 | Hulic Co. Ltd. (Real Estate Management & Development)(b) | 7 | ||||||
300 | Ibiden Co. Ltd. (Electronic Equipment, Instruments & Components) | 16 | ||||||
500 | Idemitsu Kosan Co. Ltd. (Oil, Gas & Consumable Fuels)(b) | 11 | ||||||
400 | Iida Group Holdings Co. Ltd. (Household Durables) | 7 | ||||||
3,000 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 45 | ||||||
1,500 | Isuzu Motors Ltd. (Automobile Components) | 19 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
3,500 | ITOCHU Corp. (Trading Companies & Distributors) | $ | 126 | |||||
400 | Japan Airlines Co. Ltd. (Passenger Airlines)(b) | 8 | ||||||
1,300 | Japan Exchange Group, Inc. (Capital Markets) | 24 | ||||||
18 | Japan Metropolitan Fund Invest (Retail REITs) | 12 | ||||||
4,400 | Japan Post Bank Co. Ltd. (Banks)(b) | 38 | ||||||
6,600 | Japan Post Holdings Co. Ltd. (Insurance)(b) | 53 | ||||||
500 | Japan Post Insurance Co. Ltd. (Insurance)(b) | 8 | ||||||
3 | Japan Real Estate Investment Corp. (Office REITs) | 12 | ||||||
1,600 | JFE Holdings, Inc. (Metals & Mining)(b) | 23 | ||||||
500 | JSR Corp. (Chemicals) | 13 | ||||||
1,100 | Kajima Corp. (Construction & Engineering) | 18 | ||||||
1,400 | Kao Corp. (Personal Care Products) | 52 | ||||||
500 | Kawasaki Kisen Kaisha Ltd. (Marine Transportation) | 17 | ||||||
4,500 | KDDI Corp. (Wireless Telecommunication Services) | 138 | ||||||
300 | Keio Corp. (Ground Transportation) | 10 | ||||||
300 | Keisei Electric Railway Co. Ltd. (Ground Transportation) | 10 | ||||||
600 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 222 | ||||||
400 | Kikkoman Corp. (Food Products) | 21 | ||||||
700 | Kintetsu Group Holdings Co. Ltd. (Ground Transportation) | 20 | ||||||
2,800 | Kirin Holdings Co. Ltd. (Beverages) | 39 | ||||||
100 | Kobayashi Pharmaceutical Co. Ltd. (Personal Care Products) | 4 | ||||||
300 | Kobe Bussan Co. Ltd. (Consumer Staples Distribution & Retail) | 7 | ||||||
300 | Koei Tecmo Holdings Co. Ltd. (Entertainment) | 4 | ||||||
500 | Koito Manufacturing Co. Ltd. (Automobile Components) | 8 | ||||||
2,800 | Komatsu Ltd. (Machinery) | 76 | ||||||
300 | Konami Group Corp. (Entertainment) | 16 | ||||||
100 | Kose Corp. (Personal Care Products) | 7 | ||||||
3,200 | Kubota Corp. (Machinery) | 47 | ||||||
400 | Kurita Water Industries Ltd. (Machinery) | 14 | ||||||
1,000 | Kyocera Corp. (Electronic Equipment, Instruments & Components) | 51 | ||||||
700 | Kyowa Kirin Co. Ltd. (Pharmaceuticals) | 12 | ||||||
700 | Lixil Corp. (Building Products) | 8 | ||||||
700 | Makita Corp. (Machinery) | 17 | ||||||
4,500 | Marubeni Corp. (Trading Companies & Distributors) | 70 | ||||||
900 | MatsukiyoCocokara & Co. (Consumer Staples Distribution & Retail) | 16 | ||||||
1,500 | Mazda Motor Corp. (Automobile Components) | 17 | ||||||
200 | McDonald’s Holdings Co. Japan Ltd. (Hotels, Restaurants & Leisure) | 8 | ||||||
600 | MEIJI Holdings Co. Ltd. (Food Products) | 15 | ||||||
900 | MINEBEA MITSUMI, Inc. (Machinery) | 15 | ||||||
700 | MISUMI Group, Inc. (Machinery) | 11 | ||||||
3,200 | Mitsubishi Chemical Group Corp. (Chemicals) | 20 | ||||||
3,300 | Mitsubishi Corp. (Trading Companies & Distributors) | 157 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
5,700 | Mitsubishi Electric Corp. (Electrical Equipment) | $ | 70 | |||||
3,200 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 42 | ||||||
3,200 | Mitsubishi HC Capital, Inc. (Financial Services) | 21 | ||||||
1,000 | Mitsubishi Heavy Industries Ltd. (Machinery) | 56 | ||||||
33,400 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 284 | ||||||
3,900 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 141 | ||||||
400 | Mitsui Chemicals, Inc. (Chemicals) | 10 | ||||||
2,800 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 62 | ||||||
900 | Mitsui O.S.K. Lines Ltd. (Marine Transportation) | 25 | ||||||
7,140 | Mizuho Financial Group, Inc. (Banks) | 121 | ||||||
600 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 6 | ||||||
1,300 | MS&AD Insurance Group Holdings, Inc. (Insurance) | 48 | ||||||
5,100 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 93 | ||||||
700 | NEC Corp. (IT Services) | 39 | ||||||
1,200 | Nexon Co. Ltd. (Entertainment) | 21 | ||||||
600 | NGK Insulators Ltd. (Machinery) | 8 | ||||||
1,300 | NIDEC Corp. (Electrical Equipment) | 60 | ||||||
3,100 | Nintendo Co. Ltd. (Entertainment) | 129 | ||||||
4 | Nippon Building Fund, Inc. (Diversified REITs) | 16 | ||||||
200 | NIPPON EXPRESS HOLDINGS, INC. (Air Freight & Logistics) | 10 | ||||||
3,000 | Nippon Paint Holdings Co. Ltd. (Chemicals)(b) | 20 | ||||||
5 | Nippon Prologis REIT, Inc. (Industrial REITs)(b) | 9 | ||||||
600 | Nippon Sanso Holdings Corp. (Chemicals) | 14 | ||||||
2,500 | Nippon Steel Corp. (Metals & Mining)(b) | 59 | ||||||
89,600 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 106 | ||||||
1,500 | Nippon Yusen KK (Marine Transportation) | 39 | ||||||
300 | Nissan Chemical Corp. (Chemicals) | 13 | ||||||
7,400 | Nissan Motor Co. Ltd. (Automobile Components) | 33 | ||||||
200 | Nissin Foods Holdings Co. Ltd. (Food Products)(b) | 17 | ||||||
300 | Nitori Holdings Co. Ltd. (Specialty Retail) | 33 | ||||||
500 | Nitto Denko Corp. (Chemicals) | 33 | ||||||
8,500 | Nomura Holdings, Inc. (Capital Markets) | 34 | ||||||
400 | Nomura Real Estate Holdings, Inc. (Real Estate Management & Development) | 10 | ||||||
11 | Nomura Real Estate Master Fund, Inc. (Diversified REITs) | 12 | ||||||
1,200 | Nomura Research Institute Ltd. (IT Services) | 31 | ||||||
1,600 | NTT Data Group Corp. (IT Services) | 21 | ||||||
1,500 | Obayashi Corp. (Construction & Engineering) | 13 | ||||||
200 | Obic Co. Ltd. (IT Services) | 30 | ||||||
1,200 | Odakyu Electric Railway Co. Ltd. (Ground Transportation) | 18 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
2,400 | Oji Holdings Corp. (Paper & Forest Products) | $ | 10 | |||||
3,700 | Olympus Corp. (Health Care Equipment & Supplies) | 48 | ||||||
500 | Omron Corp. (Electronic Equipment, Instruments & Components) | 22 | ||||||
1,300 | Ono Pharmaceutical Co. Ltd. (Pharmaceuticals) | 25 | ||||||
200 | Open House Group Co. Ltd. (Household Durables)(b) | 7 | ||||||
100 | Oracle Corp. Japan (Software) | 7 | ||||||
3,200 | Oriental Land Co. Ltd. (Hotels, Restaurants & Leisure) | 105 | ||||||
3,600 | ORIX Corp. (Financial Services) | 67 | ||||||
1,000 | Osaka Gas Co. Ltd. (Gas Utilities) | 16 | ||||||
300 | Otsuka Corp. (IT Services) | 13 | ||||||
1,200 | Otsuka Holdings Co. Ltd. (Pharmaceuticals) | 43 | ||||||
1,000 | Pan Pacific International Holdings Corp. (Broadline Retail) | 21 | ||||||
6,600 | Panasonic Holdings Corp. (Household Durables) | 75 | ||||||
5,000 | Persol Holdings Co. Ltd. (Professional Services)(b) | 8 | ||||||
5,500 | Rakuten Group, Inc. (Broadline Retail)(b) | 23 | ||||||
4,300 | Recruit Holdings Co. Ltd. (Professional Services) | 132 | ||||||
3,800 | Renesas Electronics Corp. (Semiconductors & Semiconductor Equipment)(a)(b) | 58 | ||||||
6,500 | Resona Holdings, Inc. (Banks) | 36 | ||||||
1,600 | Ricoh Co. Ltd. (Technology Hardware, Storage & Peripherals) | 14 | ||||||
1,200 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 23 | ||||||
600 | SBI Holdings, Inc. (Capital Markets) | 13 | ||||||
300 | SCSK Corp. (IT Services) | 5 | ||||||
700 | Secom Co. Ltd. (Commercial Services & Supplies) | 47 | ||||||
600 | Seiko Epson Corp. (Technology Hardware, Storage & Peripherals) | 9 | ||||||
1,000 | Sekisui Chemical Co. Ltd. (Household Durables) | 14 | ||||||
2,000 | Sekisui House Ltd. (Household Durables) | 40 | ||||||
2,300 | Seven & i Holdings Co. Ltd. (Consumer Staples Distribution & Retail) | 90 | ||||||
800 | SG Holdings Co. Ltd. (Air Freight & Logistics) | 10 | ||||||
500 | Sharp Corp. (Household Durables)(b) | 3 | ||||||
800 | Shimadzu Corp. (Electronic Equipment, Instruments & Components) | 21 | ||||||
200 | Shimano, Inc. (Leisure Products) | 27 | ||||||
1,400 | Shimizu Corp. (Construction & Engineering) | 10 | ||||||
5,400 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 157 | ||||||
900 | Shionogi & Co. Ltd. (Pharmaceuticals) | 40 | ||||||
1,200 | Shiseido Co. Ltd. (Personal Care Products) | 42 | ||||||
1,000 | Shizuoka Financial Group, Inc. (Banks) | 8 | ||||||
200 | SMC Corp. (Machinery) | 90 | ||||||
8,600 | SoftBank Corp. (Wireless Telecommunication Services) | 97 | ||||||
3,000 | SoftBank Group Corp. (Wireless Telecommunication Services) | 126 | ||||||
800 | Sompo Holdings, Inc. (Insurance) | 34 | ||||||
3,700 | Sony Group Corp. (Household Durables) | 304 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
200 | Square Enix Holdings Co. Ltd. (Entertainment) | $ | 7 | |||||
2,000 | Subaru Corp. (Automobile Components) | 39 | ||||||
800 | SUMCO Corp. (Semiconductors & Semiconductor Equipment)(b) | 10 | ||||||
3,600 | Sumitomo Chemical Co. Ltd. (Chemicals) | 10 | ||||||
2,900 | Sumitomo Corp. (Trading Companies & Distributors) | 58 | ||||||
1,900 | Sumitomo Electric Industries Ltd. (Automobile Components) | 23 | ||||||
600 | Sumitomo Metal Mining Co. Ltd. (Metals & Mining) | 18 | ||||||
3,800 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 187 | ||||||
1,000 | Sumitomo Mitsui Trust Holdings, Inc. (Banks) | 38 | ||||||
700 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 18 | ||||||
300 | Suntory Beverage & Food Ltd. (Beverages) | 9 | ||||||
1,200 | Suzuki Motor Corp. (Automobile Components) | 48 | ||||||
500 | Sysmex Corp. (Health Care Equipment & Supplies) | 24 | ||||||
1,300 | T&D Holdings, Inc. (Insurance) | 21 | ||||||
500 | Taisei Corp. (Construction & Engineering) | 18 | ||||||
4,700 | Takeda Pharmaceutical Co. Ltd. (Pharmaceuticals) | 146 | ||||||
1,200 | TDK Corp. (Electronic Equipment, Instruments & Components) | 44 | ||||||
2,000 | Terumo Corp. (Health Care Equipment & Supplies) | 53 | ||||||
1,200 | The Chiba Bank Ltd. (Banks) | 9 | ||||||
2,300 | The Kansai Electric Power Co., Inc. (Electric Utilities) | 32 | ||||||
800 | TIS, Inc. (IT Services) | 18 | ||||||
500 | Tobu Railway Co. Ltd. (Ground Transportation) | 13 | ||||||
300 | Toho Co. Ltd. (Entertainment) | 10 | ||||||
5,300 | Tokio Marine Holdings, Inc. (Insurance) | 123 | ||||||
1,400 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 191 | ||||||
1,000 | Tokyo Gas Co. Ltd. (Gas Utilities) | 23 | ||||||
1,900 | Tokyu Corp. (Ground Transportation) | 22 | ||||||
600 | TOPPAN Holdings, Inc. (Commercial Services & Supplies) | 14 | ||||||
3,400 | Toray Industries, Inc. (Chemicals) | 18 | ||||||
1,300 | Toshiba Corp. (Industrial Conglomerates)(a) | 40 | ||||||
600 | Tosoh Corp. (Chemicals) | 8 | ||||||
300 | TOTO Ltd. (Building Products) | 8 | ||||||
400 | Toyota Industries Corp. (Machinery) | 31 | ||||||
31,100 | Toyota Motor Corp. (Automobile Components) | 559 | ||||||
700 | Toyota Tsusho Corp. (Trading Companies & Distributors) | 41 | ||||||
400 | Trend Micro, Inc. (Software) | 15 | ||||||
1,200 | Unicharm Corp. (Household Products) | 42 | ||||||
500 | USS Co. Ltd. (Specialty Retail) | 8 | ||||||
200 | Welcia Holdings Co. Ltd. (Consumer Staples Distribution & Retail) | 3 | ||||||
700 | West Japan Railway Co. (Ground Transportation)(b) | 29 | ||||||
800 | Yakult Honsha Co. Ltd. (Food Products) | 19 | ||||||
300 | Yamaha Corp. (Leisure Products) | 8 | ||||||
800 | Yamaha Motor Co. Ltd. (Automobile Components) | 21 | ||||||
800 | Yamato Holdings Co. Ltd. (Air Freight & Logistics) | 13 | ||||||
800 | Yaskawa Electric Corp. (Machinery) | 29 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
600 | Yokogawa Electric Corp. (Electronic Equipment, Instruments & Components) | $ | 12 | |||||
6,700 | Z Holdings Corp. (Interactive Media & Services) | 19 | ||||||
300 | Zensho Holdings Co. Ltd. (Hotels, Restaurants & Leisure) | 13 | ||||||
300 | ZOZO, Inc. (Specialty Retail)(b) | 5 | ||||||
9,829 | ||||||||
Luxembourg — 0.06% | ||||||||
1,581 | ArcelorMittal SA (Metals & Mining) | 39 | ||||||
422 | Eurofins Scientific SE (Life Sciences Tools & Services) | 24 | ||||||
1,520 | Tenaris SA (Energy Equipment & Services) | 24 | ||||||
87 | ||||||||
Netherlands — 1.39% | ||||||||
1,034 | ABN AMRO Bank N.V. (Banks)(b) | 15 | ||||||
64 | Adyen N.V. (Professional Services)(a)(b) | 47 | ||||||
4,651 | Aegon Ltd. (Insurance) | 22 | ||||||
461 | Akzo Nobel N.V. (Chemicals) | 33 | ||||||
163 | Argenx SE (Biotechnology)(a) | 80 | ||||||
137 | ASM International N.V. (Semiconductors & Semiconductor Equipment) | 57 | ||||||
1,189 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment)(b) | 699 | ||||||
524 | ASR Nederland N.V. (Insurance) | 20 | ||||||
225 | BE Semiconductor Industries N.V. (Semiconductors & Semiconductor Equipment) | 22 | ||||||
214 | Euronext N.V. (Capital Markets) | 15 | ||||||
337 | EXOR N.V. (Financial Services) | 30 | ||||||
1,523 | Ferrovial SE (Construction & Engineering) | 47 | ||||||
366 | Heineken Holding N.V. (Beverages) | 28 | ||||||
877 | Heineken N.V. (Beverages) | 77 | ||||||
178 | IMCD N.V. (Trading Companies & Distributors)(b) | 23 | ||||||
10,643 | ING Groep N.V. (Banks) | 140 | ||||||
425 | JDE Peet’s N.V. (Food Products)(b) | 12 | ||||||
3,007 | Koninklijke Ahold Delhaize N.V. (Consumer Staples Distribution & Retail) | 91 | ||||||
10,003 | Koninklijke KPN N.V. (Diversified Telecommunication Services) | 33 | ||||||
2,755 | Koninklijke Philips N.V. (Health Care Equipment & Supplies)(a) | 55 | ||||||
734 | NN Group N.V. (Insurance) | 24 | ||||||
761 | NXP Semiconductors N.V. (Semiconductors & Semiconductor Equipment) | 151 | ||||||
248 | OCI N.V. (Chemicals)(b) | 7 | ||||||
4,561 | Prosus N.V. (Broadline Retail)(a)(b) | 134 | ||||||
697 | QIAGEN N.V. (Life Sciences Tools & Services)(a) | 28 | ||||||
276 | Randstad N.V. (Professional Services) | 15 | ||||||
6,592 | Stellantis N.V. (Automobile Components) | 126 | ||||||
2,441 | Universal Music Group N.V. (Entertainment) | 64 | ||||||
751 | Wolters Kluwer N.V. (Professional Services) | 91 | ||||||
2,186 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
New Zealand — 0.07% | ||||||||
4,769 | Auckland International Airport Ltd. (Transportation Infrastructure) | $ | 23 | |||||
1,455 | Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies) | 19 | ||||||
1,764 | Mercury NZ Ltd. (Electric Utilities) | 6 | ||||||
2,860 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 9 | ||||||
5,100 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 15 | ||||||
443 | Xero Ltd. (Software)(a) | 31 | ||||||
103 | ||||||||
Norway — 0.20% | ||||||||
1,377 | Adevinta ASA (Interactive Media & Services)(a) | 14 | ||||||
1,069 | Aker BP ASA (Oil, Gas & Consumable Fuels) | 30 | ||||||
3,016 | DNB Bank ASA (Banks) | 60 | ||||||
2,721 | Equinor ASA (Oil, Gas & Consumable Fuels) | 88 | ||||||
485 | Gjensidige Forsikring ASA (Insurance) | 7 | ||||||
217 | Kongsberg Gruppen ASA (Aerospace & Defense) | 9 | ||||||
1,453 | Mowi ASA (Food Products)(b) | 26 | ||||||
3,388 | Norsk Hydro ASA (Metals & Mining) | 21 | ||||||
1,866 | Orkla ASA (Food Products) | 14 | ||||||
241 | Salmar ASA (Food Products) | 12 | ||||||
1,828 | Telenor ASA (Diversified Telecommunication Services) | 21 | ||||||
438 | Yara International ASA (Chemicals) | 17 | ||||||
319 | ||||||||
Portugal — 0.05% | ||||||||
9,123 | EDP- Energias de Portugal SA (Electric Utilities) | 38 | ||||||
1,681 | Galp Energia SGPS SA (Oil, Gas & Consumable Fuels)(b) | 25 | ||||||
752 | Jeronimo Martins SGPS SA (Consumer Staples Distribution & Retail)(b) | 17 | ||||||
80 | ||||||||
Singapore — 0.37% | ||||||||
8,441 | CapitaLand Ascendas REIT (Industrial REITs) | 17 | ||||||
12,356 | CapitaLand Integrated Commercial Trust (Retail REITs) | 17 | ||||||
6,700 | CapitaLand Investment Ltd. (Real Estate Management & Development) | 15 | ||||||
1,000 | City Developments Ltd. (Real Estate Management & Development) | 5 | ||||||
5,461 | DBS Group Holdings Ltd. (Banks) | 135 | ||||||
15,700 | Genting Singapore Ltd. (Hotels, Restaurants & Leisure) | 10 | ||||||
5,748 | Grab Holdings Ltd. (Ground Transportation)(a) | 20 | ||||||
300 | Jardine Cycle & Carriage Ltd. (Industrial Conglomerates) | 7 | ||||||
4,100 | Keppel Corp. Ltd. (Industrial Conglomerates) | 20 | ||||||
6,014 | Mapletree Logistics Trust (Industrial REITs) | 7 | ||||||
5,600 | Mapletree Pan Asia Commercial Trust (Retail REITs) | 6 | ||||||
10,390 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 97 | ||||||
136,048 | Seatrium Ltd. (Machinery)(a) | 13 | ||||||
2,700 | Sembcorp Industries Ltd. (Multi-Utilities) | 10 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Singapore (continued) | ||||||||
4,400 | Singapore Airlines Ltd. (Passenger Airlines)(b) | $ | 21 | |||||
3,300 | Singapore Exchange Ltd. (Capital Markets) | 23 | ||||||
4,100 | Singapore Technologies Engineering Ltd. (Aerospace & Defense) | 12 | ||||||
25,100 | Singapore Telecommunications Ltd. (Diversified Telecommunication Services) | 44 | ||||||
3,800 | United Overseas Bank Ltd. (Banks) | 79 | ||||||
1,000 | UOL Group Ltd. (Real Estate Management & Development) | 5 | ||||||
5,000 | Wilmar International Ltd. (Food Products) | 14 | ||||||
577 | ||||||||
Spain — 0.71% | ||||||||
54 | Acciona SA (Electric Utilities) | 7 | ||||||
680 | ACS Actividades deConstruccion y Servicios SA (Construction & Engineering) | 24 | ||||||
231 | Aena SME SA (Transportation Infrastructure) | 35 | ||||||
1,338 | Amadeus IT Group SA (Professional Services) | 81 | ||||||
17,574 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 142 | ||||||
48,087 | Banco Santander SA (Banks)(b) | 183 | ||||||
12,123 | CaixaBank SA (Banks) | 48 | ||||||
1,686 | Cellnex Telecom SA (Diversified Telecommunication Services)(b) | 59 | ||||||
262 | Corp. ACCIONA Energias Renovables SA (Independent Power and Renewable Electricity Producers) | 7 | ||||||
712 | EDP Renovaveis SA (Independent Power and Renewable Electricity Producers) | 12 | ||||||
585 | Enagas SA (Gas Utilities)(b) | 10 | ||||||
802 | Endesa SA (Electric Utilities) | 16 | ||||||
1,194 | Grifols SA (Biotechnology)(a) | 15 | ||||||
18,129 | Iberdrola SA (Electric Utilities) | 203 | ||||||
3,229 | Industria de Diseno Textil SA (Specialty Retail) | 120 | ||||||
262 | Naturgy Energy Group SA (Gas Utilities) | 7 | ||||||
1,081 | Redeia Corp. SA (Electric Utilities) | 17 | ||||||
3,991 | Repsol SA (Oil, Gas & Consumable Fuels) | 66 | ||||||
15,668 | Telefonica SA (Diversified Telecommunication Services) | 64 | ||||||
1,116 | ||||||||
Sweden — 0.80% | ||||||||
779 | Alfa Laval AB (Machinery) | 27 | ||||||
3,086 | Assa Abloy AB, Class–- B (Building Products) | 67 | ||||||
7,773 | Atlas Copco AB, Class–- A (Machinery) | 105 | ||||||
4,700 | Atlas Copco AB, Class–- B (Machinery) | 55 | ||||||
1,237 | Beijer Ref AB (Trading Companies & Distributors) | 13 | ||||||
666 | Boliden AB (Metals & Mining) | 19 | ||||||
2,092 | Epiroc AB, Class–- A (Machinery) | 40 | ||||||
1,066 | Epiroc AB, Class–- B (Machinery) | 17 | ||||||
1,104 | EQT AB (Capital Markets) | 22 | ||||||
1,896 | Essity AB, Class–- B (Household Products) | 41 | ||||||
546 | Evolution AB (Hotels, Restaurants & Leisure)(b) | 55 | ||||||
1,608 | Fastighets AB Balder, B shares (Real Estate Management & Development)(a) | 7 | ||||||
571 | Getinge AB, B shares (Health Care Equipment & Supplies) | 10 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Sweden (continued) | ||||||||
2,002 | H & M Hennes & Mauritz AB, Class–- B (Specialty Retail) | $ | 28 | |||||
6,182 | Hexagon AB, Class–- B (Electronic Equipment, Instruments & Components) | 53 | ||||||
172 | Holmen AB, B shares (Paper & Forest Products) | 7 | ||||||
854 | Husqvarna AB, B shares (Machinery) | 7 | ||||||
282 | Industrivarden AB, Class–- A (Financial Services)(b) | 7 | ||||||
451 | Industrivarden AB, Class–- C (Financial Services) | 12 | ||||||
910 | Indutrade AB (Machinery) | 17 | ||||||
321 | Investment AB Latour, Class–- B (Industrial Conglomerates) | 6 | ||||||
5,230 | Investor AB, Class–- B (Financial Services) | 100 | ||||||
169 | L E Lundbergforetagen AB, Class–- B (Financial Services) | 7 | ||||||
580 | Lifco AB, Class–- B (Industrial Conglomerates) | 10 | ||||||
4,601 | Nibe Industrier AB, Class–- B (Building Products) | 30 | ||||||
316 | Saab AB, Class–- B (Aerospace & Defense) | 16 | ||||||
678 | Sagax AB, Class–- B (Real Estate Management & Development) | 13 | ||||||
3,271 | Sandvik AB (Machinery) | 60 | ||||||
1,789 | Securitas AB, Class–- B (Commercial Services & Supplies) | 14 | ||||||
4,874 | Skandinaviska Enskilda Banken AB, Class–- A (Banks) | 58 | ||||||
933 | Skanska AB, Class–- B (Construction & Engineering) | 15 | ||||||
888 | SKF AB, B shares (Machinery) | 15 | ||||||
2,064 | Svenska Cellulosa AB SCA, Class–- B (Paper & Forest Products) | 28 | ||||||
4,521 | Svenska Handelsbanken AB, Class–- A (Banks) | 40 | ||||||
2,539 | Swedbank AB, Class–- A (Banks) | 47 | ||||||
409 | Swedish Orphan Biovitrum AB (Biotechnology)(a) | 8 | ||||||
1,442 | Tele2 AB, B shares (Wireless Telecommunication Services) | 11 | ||||||
9,054 | Telefonaktiebolaget LM Ericsson, Class–- B (Communications Equipment) | 44 | ||||||
6,801 | Telia Co. AB (Diversified Telecommunication Services)(b) | 14 | ||||||
648 | Volvo AB, Class–- A (Machinery) | 13 | ||||||
4,503 | Volvo AB, Class–- B (Machinery) | 93 | ||||||
1,383 | Volvo Car AB, Class–- B (Automobile Components)(a) | 6 | ||||||
1,257 | ||||||||
Switzerland — 3.15% | ||||||||
4,722 | ABB Ltd., Registered Shares (Electrical Equipment) | 169 | ||||||
513 | Adecco Group AG (Professional Services) | 21 | ||||||
1,469 | Alcon, Inc. (Health Care Equipment & Supplies)(b) | 113 | ||||||
75 | Bachem Holding AG (Life Sciences Tools & Services) | 6 | ||||||
117 | Baloise Holding AG, Registered Shares (Insurance) | 17 | ||||||
109 | Banque Cantonale Vaudoise, Registered Shares (Banks) | 11 | ||||||
13 | Barry Callebaut AG, Registered Shares (Food Products)(b) | 21 | ||||||
77 | BKW AG (Electric Utilities) | 14 | ||||||
6 | Chocoladefabriken Lindt & Spruengli AG, Class–- PC (Food Products) | 67 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Switzerland (continued) | ||||||||
1,242 | Chubb Ltd. (Insurance) | $ | 259 | |||||
1,538 | Cie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 187 | ||||||
541 | Clariant AG, Registered Shares (Chemicals) | 9 | ||||||
683 | Coca-Cola HBC AG (Beverages) | 19 | ||||||
596 | DSM-Firmenich AG (Chemicals) | 50 | ||||||
214 | Dufry AG, Registered Shares (Specialty Retail)(a)(b) | 8 | ||||||
23 | EMS-Chemie Holding AG (Chemicals) | 16 | ||||||
475 | Garmin Ltd. (Household Durables) | 50 | ||||||
107 | Geberit AG, Registered Shares (Building Products) | 53 | ||||||
28 | Givaudan SA, Registered Shares (Chemicals) | 91 | ||||||
31,673 | Glencore PLC (Metals & Mining)(b) | 180 | ||||||
86 | Helvetia Holding AG, Registered Shares (Insurance) | 12 | ||||||
1,549 | Holcim AG (Construction Materials)(b) | 99 | ||||||
652 | Julius Baer Group Ltd. (Capital Markets) | 42 | ||||||
163 | Kuehne + Nagel International AG, Registered Shares (Marine Transportation) | 46 | ||||||
491 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | 34 | ||||||
218 | Lonza Group AG, Registered Shares (Life Sciences Tools & Services)(b) | 101 | ||||||
7,883 | Nestle SA, Registered Shares (Food Products) | 892 | ||||||
6,035 | Novartis AG, Registered Shares (Pharmaceuticals) | 617 | ||||||
67 | Partners Group Holding AG (Capital Markets) | 75 | ||||||
96 | Roche Holding AG (Pharmaceuticals) | 28 | ||||||
2,069 | Roche Holding AG (Pharmaceuticals) | 565 | ||||||
142 | Schindler Holding AG (Machinery) | 28 | ||||||
50 | Schindler Holding AG, Registered Shares (Machinery) | 10 | ||||||
461 | SGS SA, Registered Shares (Professional Services)(b) | 39 | ||||||
945 | SIG Group AG (Containers & Packaging)(b) | 23 | ||||||
432 | Sika AG, Registered Shares (Chemicals)(b) | 109 | ||||||
139 | Sonova Holding AG (Health Care Equipment & Supplies)(b) | 33 | ||||||
2,005 | STMicroelectronics N.V. (Semiconductors & Semiconductor Equipment) | 86 | ||||||
338 | Straumann Holding AG, Registered Shares (Health Care Equipment & Supplies) | 43 | ||||||
94 | Swiss Life Holding AG (Insurance) | 59 | ||||||
190 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 17 | ||||||
889 | Swiss Re AG (Insurance) | 91 | ||||||
79 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 47 | ||||||
164 | Temenos AG, Registered Shares (Software) | 11 | ||||||
108 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 5 | ||||||
98 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 25 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Switzerland (continued) | ||||||||
9,650 | UBS Group AG (Capital Markets) | $ | 238 | |||||
80 | VAT Group AG (Machinery) | 29 | ||||||
443 | Zurich Insurance Group AG (Insurance) | 203 | ||||||
4,968 | ||||||||
United Arab Emirates — 0.00% | ||||||||
339 | NMC Health PLC (Health Care Providers & Services)(a)(c) | — | ||||||
United Kingdom — 3.94% | ||||||||
2,840 | 3i Group PLC (Capital Markets) | 71 | ||||||
5,849 | abrdn PLC (Capital Markets) | 11 | ||||||
654 | Admiral Group PLC (Insurance) | 19 | ||||||
978 | Amcor PLC (Containers & Packaging) | 9 | ||||||
3,739 | Amcor PLC (Containers & Packaging) | 34 | ||||||
3,854 | Anglo American PLC (Metals & Mining) | 106 | ||||||
1,287 | Ashtead Group PLC (Trading Companies & Distributors) | 78 | ||||||
902 | Associated British Foods PLC (Food Products) | 23 | ||||||
4,557 | AstraZeneca PLC (Pharmaceuticals)(b) | 614 | ||||||
2,623 | Auto Trader Group PLC (Interactive Media & Services)(b) | 20 | ||||||
8,845 | Aviva PLC (Insurance) | 42 | ||||||
8,941 | BAE Systems PLC (Aerospace & Defense) | 109 | ||||||
46,181 | Barclays PLC (Banks)(b) | 89 | ||||||
2,421 | Barratt Developments PLC (Household Durables)(b) | 13 | ||||||
399 | Berkeley Group Holdings PLC (Household Durables) | 20 | ||||||
51,789 | BP PLC (Oil, Gas & Consumable Fuels) | 334 | ||||||
21,107 | BT Group PLC (Diversified Telecommunication Services) | 30 | ||||||
987 | Bunzl PLC (Trading Companies & Distributors) | 35 | ||||||
1,017 | Burberry Group PLC (Textiles, Apparel & Luxury Goods)(b) | 24 | ||||||
17,106 | Centrica PLC (Multi-Utilities)(b) | 32 | ||||||
861 | Clarivate PLC (Professional Services)(a) | 6 | ||||||
3,046 | CNH Industrial N.V. (Machinery) | 37 | ||||||
623 | Coca-Cola Europacific Partners PLC (Beverages) | 39 | ||||||
5,133 | Compass Group PLC (Hotels, Restaurants & Leisure) | 125 | ||||||
433 | Croda International PLC (Chemicals)(b) | 26 | ||||||
6,559 | Diageo PLC (Beverages) | 242 | ||||||
466 | Endeavour Mining PLC (Metals & Mining) | 9 | ||||||
1,947 | Entain PLC (Hotels, Restaurants & Leisure)(b) | 22 | ||||||
486 | Ferguson PLC (Trading Companies & Distributors) | 80 | ||||||
113 | Ferguson PLC (Trading Companies & Distributors) | 19 | ||||||
11,941 | GSK PLC (Pharmaceuticals) | 216 | ||||||
16,291 | Haleon PLC (Personal Care Products)(b) | 68 | ||||||
1,158 | Halma PLC (Electronic Equipment, Instruments & Components) | 27 | ||||||
823 | Hargreaves Lansdown PLC (Capital Markets) | 8 | ||||||
509 | Hikma Pharmaceuticals PLC (Pharmaceuticals)(b) | 13 | ||||||
58,338 | HSBC Holdings PLC (Banks) | 456 | ||||||
3,731 | Informa PLC (Media) | 34 | ||||||
538 | InterContinental Hotels Group PLC (Hotels, Restaurants & Leisure) | 40 | ||||||
498 | Intertek Group PLC (Professional Services) | 25 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
4,095 | J Sainsbury PLC (Consumer Staples Distribution & Retail) | $ | 13 | |||||
6,250 | JD Sports Fashion PLC (Specialty Retail) | 11 | ||||||
474 | Johnson Matthey PLC (Chemicals) | 9 | ||||||
5,956 | Kingfisher PLC (Specialty Retail) | 16 | ||||||
1,659 | Land Securities Group PLC (Diversified REITs) | 12 | ||||||
18,863 | Legal & General Group PLC (Insurance) | 51 | ||||||
718 | Liberty Global PLC, Class – C (Diversified Telecommunication Services)(a) | 13 | ||||||
195,960 | Lloyds Banking Group PLC (Banks) | 105 | ||||||
1,249 | London Stock Exchange Group PLC (Capital Markets)(b) | 125 | ||||||
6,041 | M&G PLC (Financial Services) | 14 | ||||||
4,007 | Melrose Industries PLC (Aerospace & Defense) | 23 | ||||||
1,214 | Mondi PLC (Paper & Forest Products) | 20 | ||||||
10,823 | National Grid PLC (Multi-Utilities) | 129 | ||||||
16,954 | NatWest Group PLC (Banks)(b) | 48 | ||||||
383 | Next PLC (Broadline Retail) | 34 | ||||||
1,748 | Ocado Group PLC (Consumer Staples Distribution & Retail)(a)(b) | 13 | ||||||
1,722 | Pearson PLC (Diversified Consumer Services) | 18 | ||||||
488 | Pentair PLC (Machinery) | 32 | ||||||
795 | Persimmon PLC (Household Durables) | 10 | ||||||
2,089 | Phoenix Group Holdings PLC (Insurance) | 12 | ||||||
2,107 | Reckitt Benckiser Group PLC (Household Products) | 149 | ||||||
5,559 | RELX PLC (Professional Services) | 188 | ||||||
7,480 | Rentokil Initial PLC (Commercial Services & Supplies) | 56 | ||||||
3,347 | Rio Tinto PLC (Metals & Mining) | 210 | ||||||
24,584 | Rolls-Royce Holdings PLC (Aerospace & Defense)(a) | 66 | ||||||
1,911 | Schroders PLC (Capital Markets) | 9 | ||||||
3,908 | Segro PLC (Diversified REITs) | 34 | ||||||
626 | Severn Trent PLC (Water Utilities)(b) | 18 | ||||||
19,752 | Shell PLC (Oil, Gas & Consumable Fuels) | 625 | ||||||
2,631 | Smith & Nephew PLC (Health Care Equipment & Supplies) | 33 | ||||||
939 | Smiths Group PLC (Industrial Conglomerates) | 18 | ||||||
227 | Spirax-Sarco Engineering PLC (Machinery) | 26 | ||||||
3,275 | SSE PLC (Electric Utilities) | 64 | ||||||
1,736 | St. James’s Place PLC (Capital Markets) | 18 | ||||||
7,078 | Standard Chartered PLC (Banks) | 65 | ||||||
7,703 | Taylor Wimpey PLC (Household Durables)(b) | 11 | ||||||
22,102 | Tesco PLC (Consumer Staples Distribution & Retail) | 71 | ||||||
3,118 | The Sage Group PLC (Software) | 38 | ||||||
7,377 | Unilever PLC (Personal Care Products) | 365 | ||||||
2,365 | United Utilities Group PLC (Water Utilities) | 27 | ||||||
69,908 | Vodafone Group PLC (Wireless Telecommunication Services) | 66 | ||||||
669 | Whitbread PLC (Hotels, Restaurants & Leisure) | 28 | ||||||
310 | Willis Towers Watson PLC (Insurance) | 65 | ||||||
1,866 | Wise PLC, Class – A (Professional Services)(a) | 16 | ||||||
3,407 | WPP PLC (Media) | 30 | ||||||
6,209 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States — 67.50% | ||||||||
1,634 | 3M Co. (Industrial Conglomerates) | $ | 153 | |||||
352 | A.O. Smith Corp. (Building Products) | 23 | ||||||
5,112 | Abbott Laboratories (Health Care Equipment & Supplies) | 495 | ||||||
5,225 | AbbVie, Inc. (Biotechnology) | 779 | ||||||
2,331 | Activision Blizzard, Inc. (Entertainment) | 218 | ||||||
1,349 | Adobe, Inc. (Software)(a) | 688 | ||||||
4,763 | Advanced Micro Devices, Inc. (Semiconductors & Semiconductor Equipment)(a) | 490 | ||||||
400 | AECOM (Construction & Engineering) | 33 | ||||||
1,696 | Aflac, Inc. (Insurance) | 130 | ||||||
864 | Agilent Technologies, Inc. (Life Sciences Tools & Services) | 97 | ||||||
649 | Air Products & Chemicals, Inc. (Chemicals) | 184 | ||||||
1,211 | Airbnb, Inc., Class – A (Hotels, Restaurants & Leisure)(a) | 166 | ||||||
463 | Akamai Technologies, Inc. (IT Services)(a) | 49 | ||||||
346 | Albemarle Corp. (Chemicals) | 59 | ||||||
868 | Albertsons Cos., Inc., Class – A (Consumer Staples Distribution & Retail) | 20 | ||||||
505 | Alexandria Real Estate Equities, Inc. (Office REITs) | 51 | ||||||
214 | Align Technology, Inc. (Health Care Equipment & Supplies)(a) | 65 | ||||||
800 | Alliant Energy Corp. (Electric Utilities) | 39 | ||||||
662 | Ally Financial, Inc. (Consumer Finance) | 18 | ||||||
364 | Alnylam Pharmaceuticals, Inc. (Biotechnology)(a) | 64 | ||||||
17,620 | Alphabet, Inc., Class – A (Interactive Media & Services)(a) | 2,306 | ||||||
15,615 | Alphabet, Inc., Class – C (Interactive Media & Services)(a) | 2,059 | ||||||
27,307 | Amazon.com, Inc. (Broadline Retail)(a) | 3,472 | ||||||
783 | Ameren Corp. (Multi-Utilities) | 59 | ||||||
1,510 | American Electric Power Co., Inc. (Electric Utilities) | 114 | ||||||
1,842 | American Express Co. (Consumer Finance) | 275 | ||||||
987 | American Homes 4 Rent, Class – A (Residential REITs) | 33 | ||||||
2,157 | American International Group, Inc. (Insurance) | 131 | ||||||
1,368 | American Tower Corp. (Specialized REITs) | 225 | ||||||
581 | American Water Works Co., Inc. (Water Utilities) | 72 | ||||||
310 | Ameriprise Financial, Inc. (Capital Markets) | 102 | ||||||
522 | AmerisourceBergen Corp. (Health Care Providers & Services) | 94 | ||||||
662 | AMETEK, Inc. (Electrical Equipment) | 98 | ||||||
1,577 | Amgen, Inc. (Biotechnology) | 424 | ||||||
1,774 | Amphenol Corp., Class – A (Electronic Equipment, Instruments & Components) | 149 | ||||||
1,472 | Analog Devices, Inc. (Semiconductors & Semiconductor Equipment) | 258 | ||||||
1,546 | Annaly Capital Management, Inc. (Mortgage Real Estate Investment Trusts) | 29 | ||||||
256 | ANSYS, Inc. (Software)(a) | 76 | ||||||
608 | Aon PLC, Class – A (Insurance) | 197 | ||||||
935 | APA Corp. (Oil, Gas & Consumable Fuels) | 38 | ||||||
1,171 | Apollo Global Management, Inc. (Financial Services) | 105 | ||||||
46,450 | Apple, Inc. (Technology Hardware, Storage & Peripherals) | 7,954 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
2,462 | Applied Materials, Inc. (Semiconductors & Semiconductor Equipment) | $ | 341 | |||||
759 | Aramark (Hotels, Restaurants & Leisure) | 26 | ||||||
1,604 | Archer-Daniels-Midland Co. (Food Products) | 121 | ||||||
464 | Ares Management Corp., Class – A (Capital Markets) | 48 | ||||||
793 | Arista Networks, Inc. (Communications Equipment)(a) | 146 | ||||||
176 | Arrow Electronics, Inc. (Electronic Equipment, Instruments & Components)(a) | 22 | ||||||
638 | Arthur J. Gallagher & Co. (Insurance) | 145 | ||||||
95 | Aspen Technology, Inc. (Software)(a) | 19 | ||||||
147 | Assurant, Inc. (Insurance) | 21 | ||||||
21,426 | AT&T, Inc. (Diversified Telecommunication Services) | 322 | ||||||
442 | Atlassian Corp., Class – A (Software)(a) | 89 | ||||||
424 | Atmos Energy Corp. (Gas Utilities) | 45 | ||||||
635 | Autodesk, Inc. (Software)(a) | 131 | ||||||
1,212 | Automatic Data Processing, Inc. (Professional Services) | 292 | ||||||
54 | AutoZone, Inc. (Specialty Retail)(a) | 137 | ||||||
415 | AvalonBay Communities, Inc. (Residential REITs) | 71 | ||||||
2,035 | Avantor, Inc. (Life Sciences Tools & Services)(a) | 43 | ||||||
257 | Avery Dennison Corp. (Containers & Packaging) | 47 | ||||||
204 | Axon Enterprise, Inc. (Aerospace & Defense)(a) | 41 | ||||||
2,953 | Baker Hughes Co. (Energy Equipment & Services) | 104 | ||||||
944 | Ball Corp. (Containers & Packaging) | 47 | ||||||
21,034 | Bank of America Corp. (Banks) | 576 | ||||||
680 | Bath & Body Works, Inc. (Specialty Retail) | 23 | ||||||
1,504 | Baxter International, Inc. (Health Care Equipment & Supplies) | 57 | ||||||
853 | Becton Dickinson & Co. (Health Care Equipment & Supplies) | 221 | ||||||
684 | Bentley Systems, Inc., Class – B (Software) | 34 | ||||||
3,815 | Berkshire Hathaway, Inc., Class – B (Financial Services)(a) | 1,336 | ||||||
598 | Best Buy Co., Inc. (Specialty Retail) | 42 | ||||||
289 | BILL Holdings, Inc. (Software)(a) | 31 | ||||||
421 | Biogen, Inc. (Biotechnology)(a) | 108 | ||||||
552 | BioMarin Pharmaceutical, Inc. (Biotechnology)(a) | 49 | ||||||
68 | Bio-Rad Laboratories, Inc., Class – A (Life Sciences Tools & Services)(a) | 24 | ||||||
466 | Bio-Techne Corp. (Life Sciences Tools & Services) | 32 | ||||||
438 | BlackRock, Inc. (Capital Markets) | 283 | ||||||
2,066 | Blackstone, Inc. (Capital Markets) | 221 | ||||||
1,596 | Block, Inc. (Financial Services)(a) | 71 | ||||||
110 | Booking Holdings, Inc. (Hotels, Restaurants & Leisure)(a) | 339 | ||||||
389 | Booz Allen Hamilton Holding Corp. (Professional Services) | 43 | ||||||
755 | BorgWarner, Inc. (Automobile Components) | 30 | ||||||
473 | Boston Properties, Inc. (Office REITs) | 28 | ||||||
4,322 | Boston Scientific Corp. (Health Care Equipment & Supplies)(a) | 228 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
6,271 | Bristol-Myers Squibb Co. (Pharmaceuticals) | $ | 364 | |||||
1,218 | Broadcom, Inc. (Semiconductors & Semiconductor Equipment) | 1,012 | ||||||
346 | Broadridge Financial Solutions, Inc. (Professional Services) | 62 | ||||||
300 | Brookfield Renewable Corp., Class – A (Independent Power and Renewable Electricity Producers)(b) | 7 | ||||||
703 | Brown & Brown, Inc. (Insurance) | 49 | ||||||
900 | Brown-Forman Corp., Class – B (Beverages) | 52 | ||||||
404 | Builders FirstSource, Inc. (Building Products)(a) | 50 | ||||||
445 | Bunge Ltd. (Food Products) | 48 | ||||||
197 | Burlington Stores, Inc. (Specialty Retail)(a) | 27 | ||||||
349 | C.H. Robinson Worldwide, Inc. (Air Freight & Logistics) | 30 | ||||||
798 | Cadence Design Systems, Inc. (Software)(a) | 187 | ||||||
668 | Caesars Entertainment, Inc. (Hotels, Restaurants & Leisure)(a) | 31 | ||||||
353 | Camden Property Trust (Residential REITs) | 33 | ||||||
579 | Campbell Soup Co. (Food Products) | 24 | ||||||
1,123 | Capital One Financial Corp. (Consumer Finance) | 109 | ||||||
760 | Cardinal Health, Inc. (Health Care Providers & Services) | 66 | ||||||
154 | Carlisle Cos., Inc. (Building Products) | 40 | ||||||
472 | CarMax, Inc. (Specialty Retail)(a) | 33 | ||||||
2,449 | Carrier Global Corp. (Building Products) | 135 | ||||||
555 | Catalent, Inc. (Pharmaceuticals)(a) | 25 | ||||||
1,530 | Caterpillar, Inc. (Machinery) | 418 | ||||||
315 | Cboe Global Markets, Inc. (Capital Markets) | 49 | ||||||
931 | CBRE Group, Inc., Class – A (Real Estate Management & Development)(a) | 69 | ||||||
399 | CDW Corp. (Electronic Equipment, Instruments & Components) | 81 | ||||||
280 | Celanese Corp. (Chemicals) | 35 | ||||||
1,632 | Centene Corp. (Health Care Providers & Services)(a) | 112 | ||||||
1,903 | CenterPoint Energy, Inc. (Multi-Utilities) | 51 | ||||||
449 | Ceridian HCM Holding, Inc. (Professional Services)(a) | 30 | ||||||
584 | CF Industries Holdings, Inc. (Chemicals) | 50 | ||||||
156 | Charles River Laboratories International, Inc. (Life Sciences Tools & Services)(a) | 31 | ||||||
288 | Charter Communications, Inc., Class – A (Media)(a) | 127 | ||||||
708 | Cheniere Energy, Inc. (Oil, Gas & Consumable Fuels) | 118 | ||||||
341 | Chesapeake Energy Corp. (Oil, Gas & Consumable Fuels) | 29 | ||||||
5,378 | Chevron Corp. (Oil, Gas & Consumable Fuels) | 907 | ||||||
524 | Chewy, Inc., Class – A (Specialty Retail)(a) | 10 | ||||||
81 | Chipotle Mexican Grill, Inc. (Hotels, Restaurants & Leisure)(a) | 148 | ||||||
709 | Church & Dwight Co., Inc. (Household Products) | 65 | ||||||
464 | Cincinnati Financial Corp. (Insurance) | 47 | ||||||
265 | Cintas Corp. (Commercial Services & Supplies) | 127 | ||||||
12,086 | Cisco Systems, Inc. (Communications Equipment) | 650 | ||||||
5,722 | Citigroup, Inc. (Banks) | 235 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
1,484 | Citizens Financial Group, Inc. (Banks) | $ | 40 | |||||
1,794 | Cleveland-Cliffs, Inc. (Metals & Mining)(a) | 28 | ||||||
805 | Cloudflare, Inc., Class – A (IT Services)(a) | 51 | ||||||
1,082 | CME Group, Inc. (Capital Markets) | 217 | ||||||
886 | CMS Energy Corp. (Multi-Utilities) | 47 | ||||||
430 | Cognex Corp. (Electronic Equipment, Instruments & Components) | 18 | ||||||
1,492 | Cognizant Technology Solutions Corp., Class – A (IT Services) | 101 | ||||||
487 | Coinbase Global, Inc., Class – A (Capital Markets)(a) | 37 | ||||||
2,393 | Colgate-Palmolive Co. (Household Products) | 170 | ||||||
12,302 | Comcast Corp., Class – A (Media) | 545 | ||||||
1,427 | Conagra Brands, Inc. (Food Products) | 39 | ||||||
3,573 | ConocoPhillips (Oil, Gas & Consumable Fuels) | 428 | ||||||
1,065 | Consolidated Edison, Inc. (Multi-Utilities) | 91 | ||||||
483 | Constellation Brands, Inc., Class – A (Beverages) | 121 | ||||||
1,001 | Constellation Energy Corp. (Electric Utilities) | 109 | ||||||
2,502 | Copart, Inc. (Commercial Services & Supplies)(a) | 108 | ||||||
2,365 | Corning, Inc. (Electronic Equipment, Instruments & Components) | 72 | ||||||
2,104 | Corteva, Inc. (Chemicals) | 108 | ||||||
1,194 | CoStar Group, Inc. (Professional Services)(a) | 92 | ||||||
1,305 | Costco Wholesale Corp. (Consumer Staples Distribution & Retail) | 737 | ||||||
2,250 | Coterra Energy, Inc. (Oil, Gas & Consumable Fuels) | 61 | ||||||
657 | Crowdstrike Holdings, Inc., Class – A (Software)(a) | 110 | ||||||
1,282 | Crown Castle, Inc. (Specialized REITs) | 118 | ||||||
370 | Crown Holdings, Inc. (Containers & Packaging) | 33 | ||||||
5,986 | CSX Corp. (Ground Transportation) | 184 | ||||||
411 | Cummins, Inc. (Machinery) | 94 | ||||||
3,861 | CVS Health Corp. (Health Care Providers & Services) | 270 | ||||||
907 | D.R. Horton, Inc. (Household Durables) | 97 | ||||||
2,076 | Danaher Corp. (Life Sciences Tools & Services) | 515 | ||||||
363 | Darden Restaurants, Inc. (Hotels, Restaurants & Leisure) | 52 | ||||||
481 | Darling Ingredients, Inc. (Food Products)(a) | 25 | ||||||
736 | Datadog, Inc., Class – A (Software)(a) | 67 | ||||||
173 | DaVita, Inc. (Health Care Providers & Services)(a) | 16 | ||||||
79 | Deckers Outdoor Corp. (Textiles, Apparel & Luxury Goods)(a) | 41 | ||||||
821 | Deere & Co. (Machinery) | 310 | ||||||
755 | Dell Technologies, Inc., Class – C (Technology Hardware, Storage & Peripherals) | 52 | ||||||
418 | Delta Air Lines, Inc. (Passenger Airlines) | 15 | ||||||
561 | DENTSPLY SIRONA, Inc. (Health Care Equipment & Supplies) | 19 | ||||||
1,934 | Devon Energy Corp. (Oil, Gas & Consumable Fuels) | 92 | ||||||
1,133 | Dexcom, Inc. (Health Care Equipment & Supplies)(a) | 106 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
508 | Diamondback Energy, Inc. (Oil, Gas & Consumable Fuels) | $ | 79 | |||||
185 | Dick’s Sporting Goods, Inc. (Specialty Retail) | 20 | ||||||
855 | Digital Realty Trust, Inc. (Specialized REITs) | 103 | ||||||
754 | Discover Financial Services (Consumer Finance) | 65 | ||||||
612 | DocuSign, Inc. (Software)(a) | 26 | ||||||
643 | Dollar General Corp. (Consumer Staples Distribution & Retail) | 68 | ||||||
623 | Dollar Tree, Inc. (Consumer Staples Distribution & Retail)(a) | 66 | ||||||
2,472 | Dominion Energy, Inc. (Multi-Utilities) | 110 | ||||||
104 | Domino’s Pizza, Inc. (Hotels, Restaurants & Leisure) | 39 | ||||||
759 | DoorDash, Inc., Class – A (Hotels, Restaurants & Leisure)(a) | 60 | ||||||
411 | Dover Corp. (Machinery) | 57 | ||||||
2,107 | Dow, Inc. (Chemicals) | 109 | ||||||
1,255 | DraftKings, Inc. (Hotels, Restaurants & Leisure)(a) | 37 | ||||||
766 | Dropbox, Inc., Class – A (Software)(a) | 21 | ||||||
617 | DTE Energy Co. (Multi-Utilities) | 61 | ||||||
2,254 | Duke Energy Corp. (Electric Utilities) | 199 | ||||||
1,356 | DuPont de Nemours, Inc. (Chemicals) | 101 | ||||||
772 | Dynatrace, Inc. (Software)(a) | 36 | ||||||
394 | Eastman Chemical Co. (Chemicals) | 30 | ||||||
1,176 | Eaton Corp. PLC (Electrical Equipment) | 251 | ||||||
1,596 | eBay, Inc. (Broadline Retail) | 70 | ||||||
751 | Ecolab, Inc. (Chemicals) | 127 | ||||||
1,122 | Edison International (Electric Utilities) | 71 | ||||||
1,771 | Edwards Lifesciences Corp. (Health Care Equipment & Supplies)(a) | 123 | ||||||
779 | Electronic Arts, Inc. (Entertainment) | 94 | ||||||
703 | Elevance Health, Inc. (Health Care Providers & Services) | 306 | ||||||
2,393 | Eli Lilly & Co. (Pharmaceuticals) | 1,285 | ||||||
1,667 | Emerson Electric Co. (Electrical Equipment) | 161 | ||||||
403 | Enphase Energy, Inc. (Semiconductors & Semiconductor Equipment)(a) | 48 | ||||||
440 | Entegris, Inc. (Semiconductors & Semiconductor Equipment) | 41 | ||||||
638 | Entergy Corp. (Electric Utilities) | 59 | ||||||
1,711 | EOG Resources, Inc. (Oil, Gas & Consumable Fuels) | 217 | ||||||
171 | EPAM Systems, Inc. (IT Services)(a) | 44 | ||||||
1,061 | EQT Corp. (Oil, Gas & Consumable Fuels) | 43 | ||||||
359 | Equifax, Inc. (Professional Services) | 66 | ||||||
280 | Equinix, Inc. (Specialized REITs) | 203 | ||||||
940 | Equitable Holdings, Inc. (Financial Services) | 27 | ||||||
554 | Equity LifeStyle Properties, Inc. (Residential REITs) | 35 | ||||||
1,075 | Equity Residential (Residential REITs) | 63 | ||||||
812 | Essential Utilities, Inc. (Water Utilities) | 28 | ||||||
196 | Essex Property Trust, Inc. (Residential REITs) | 42 | ||||||
385 | Etsy, Inc. (Broadline Retail)(a) | 25 | ||||||
721 | Evergy, Inc. (Electric Utilities) | 37 | ||||||
1,042 | Eversource Energy (Electric Utilities) | 61 | ||||||
524 | Exact Sciences Corp. (Biotechnology)(a) | 36 | ||||||
2,902 | Exelon Corp. (Electric Utilities) | 110 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
454 | Expeditors International of Washington, Inc. (Air Freight & Logistics) | $ | 52 | |||||
624 | Extra Space Storage, Inc. (Specialized REITs) | 76 | ||||||
11,941 | Exxon Mobil Corp. (Oil, Gas & Consumable Fuels) | 1,404 | ||||||
153 | F5, Inc. (Communications Equipment)(a) | 25 | ||||||
111 | FactSet Research Systems, Inc. (Capital Markets) | 49 | ||||||
74 | Fair Isaac Corp. (Software)(a) | 64 | ||||||
1,641 | Fastenal Co. (Trading Companies & Distributors) | 90 | ||||||
699 | FedEx Corp. (Air Freight & Logistics) | 185 | ||||||
676 | Fidelity National Financial, Inc. (Insurance) | 28 | ||||||
1,759 | Fidelity National Information Services, Inc. (Financial Services) | 97 | ||||||
2,086 | Fifth Third Bancorp (Banks) | 53 | ||||||
32 | First Citizens BancShares, Inc., Class – A (Banks) | 44 | ||||||
1,647 | First Horizon Corp. (Banks) | 18 | ||||||
297 | First Solar, Inc. (Semiconductors & Semiconductor Equipment)(a) | 48 | ||||||
1,607 | FirstEnergy Corp. (Electric Utilities) | 55 | ||||||
1,818 | Fiserv, Inc. (Financial Services)(a) | 205 | ||||||
208 | FleetCor Technologies, Inc. (Financial Services)(a) | 53 | ||||||
331 | FMC Corp. (Chemicals) | 22 | ||||||
11,513 | Ford Motor Co. (Automobile Components) | 143 | ||||||
1,948 | Fortinet, Inc. (Software)(a) | 114 | ||||||
1,031 | Fortive Corp. (Machinery) | 76 | ||||||
336 | Fortune Brands Innovations, Inc. (Building Products) | 21 | ||||||
1,024 | Fox Corp., Class – A (Media) | 32 | ||||||
244 | Fox Corp., Class – B (Media) | 7 | ||||||
748 | Franklin Resources, Inc. (Capital Markets) | 18 | ||||||
4,226 | Freeport-McMoRan, Inc. (Metals & Mining) | 158 | ||||||
233 | Gartner, Inc. (IT Services)(a) | 80 | ||||||
1,196 | GE HealthCare Technologies, Inc. (Health Care Equipment & Supplies) | 81 | ||||||
1,748 | Gen Digital, Inc. (Software) | 31 | ||||||
195 | Generac Holdings, Inc. (Electrical Equipment)(a) | 21 | ||||||
685 | General Dynamics Corp. (Aerospace & Defense) | 151 | ||||||
3,242 | General Electric Co. (Industrial Conglomerates) | 358 | ||||||
1,713 | General Mills, Inc. (Food Products) | 110 | ||||||
4,105 | General Motors Co. (Automobile Components) | 135 | ||||||
414 | Genuine Parts Co. (Distributors) | 60 | ||||||
3,690 | Gilead Sciences, Inc. (Biotechnology) | 277 | ||||||
778 | Global Payments, Inc. (Financial Services) | 90 | ||||||
456 | GoDaddy, Inc., Class – A (IT Services)(a) | 34 | ||||||
486 | Graco, Inc. (Machinery) | 35 | ||||||
2,649 | Halliburton Co. (Energy Equipment & Services) | 107 | ||||||
403 | Hasbro, Inc. (Leisure Products) | 27 | ||||||
606 | HCA Healthcare, Inc. (Health Care Providers & Services) | 149 | ||||||
1,518 | Healthcare Realty Trust, Inc. (Health Care REITs) | 23 | ||||||
1,845 | Healthpeak Properties, Inc. (Health Care REITs) | 34 | ||||||
133 | HEICO Corp. (Aerospace & Defense) | 22 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
225 | HEICO Corp., Class – A (Aerospace & Defense) | $ | 29 | |||||
391 | Henry Schein, Inc. (Health Care Providers & Services)(a) | 29 | ||||||
809 | Hess Corp. (Oil, Gas & Consumable Fuels) | 124 | ||||||
3,805 | Hewlett Packard Enterprise Co. (Technology Hardware, Storage & Peripherals) | 66 | ||||||
472 | HF Sinclair Corp. (Oil, Gas & Consumable Fuels) | 27 | ||||||
789 | Hilton Worldwide Holdings, Inc. (Hotels, Restaurants & Leisure) | 118 | ||||||
727 | Hologic, Inc. (Health Care Equipment & Supplies)(a) | 50 | ||||||
1,945 | Honeywell International, Inc. (Industrial Conglomerates) | 359 | ||||||
637 | Horizon Therapeutics PLC (Biotechnology)(a) | 74 | ||||||
911 | Hormel Foods Corp. (Food Products) | 35 | ||||||
2,156 | Host Hotels & Resorts, Inc. (Hotel & Resort REITs) | 35 | ||||||
1,180 | Howmet Aerospace, Inc. (Aerospace & Defense) | 55 | ||||||
2,600 | HP, Inc. (Technology Hardware, Storage & Peripherals) | 67 | ||||||
155 | Hubbell, Inc. (Electrical Equipment) | 49 | ||||||
139 | HubSpot, Inc. (Software)(a) | 68 | ||||||
366 | Humana, Inc. (Health Care Providers & Services) | 178 | ||||||
4,354 | Huntington Bancshares, Inc. (Banks) | 45 | ||||||
122 | Huntington Ingalls Industries, Inc. (Aerospace & Defense) | 25 | ||||||
114 | Hyatt Hotels Corp., Class – A (Hotels, Restaurants & Leisure) | 12 | ||||||
222 | IDEX Corp. (Machinery) | 46 | ||||||
242 | IDEXX Laboratories, Inc. (Health Care Equipment & Supplies)(a) | 106 | ||||||
907 | Illinois Tool Works, Inc. (Machinery) | 209 | ||||||
465 | Illumina, Inc. (Life Sciences Tools & Services)(a) | 64 | ||||||
560 | Incyte Corp. (Biotechnology)(a) | 32 | ||||||
1,189 | Ingersoll Rand, Inc. (Machinery) | 76 | ||||||
205 | Insulet Corp. (Health Care Equipment & Supplies)(a) | 33 | ||||||
12,383 | Intel Corp. (Semiconductors & Semiconductor Equipment) | 440 | ||||||
1,703 | Intercontinental Exchange, Inc. (Capital Markets) | 187 | ||||||
2,689 | International Business Machines Corp. (IT Services) | 377 | ||||||
759 | International Flavors & Fragrances, Inc. (Chemicals) | 52 | ||||||
1,039 | International Paper Co. (Containers & Packaging) | 37 | ||||||
836 | Intuit, Inc. (Software) | 427 | ||||||
1,049 | Intuitive Surgical, Inc. (Health Care Equipment & Supplies)(a) | 307 | ||||||
902 | Invesco Ltd. (Capital Markets) | 13 | ||||||
1,844 | Invitation Homes, Inc. (Residential REITs) | 58 | ||||||
545 | IQVIA Holdings, Inc. (Life Sciences Tools & Services)(a) | 107 | ||||||
858 | Iron Mountain, Inc. (Specialized REITs) | 51 | ||||||
393 | Jabil, Inc. (Electronic Equipment, Instruments & Components) | 50 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
221 | Jack Henry & Associates, Inc. (Professional Services) | $ | 33 | |||||
374 | Jacobs Solutions, Inc. (Professional Services) | 51 | ||||||
152 | Jazz Pharmaceuticals PLC (Pharmaceuticals)(a) | 20 | ||||||
43 | Jazz Pharmaceuticals PLC (Pharmaceuticals)(a) | 6 | ||||||
246 | JB Hunt Transport Services, Inc. (Ground Transportation) | 46 | ||||||
7,114 | Johnson & Johnson (Pharmaceuticals) | 1,108 | ||||||
2,015 | Johnson Controls International PLC (Building Products) | 107 | ||||||
8,620 | JPMorgan Chase & Co. (Banks) | 1,250 | ||||||
967 | Juniper Networks, Inc. (Communications Equipment) | 27 | ||||||
802 | Kellogg Co. (Food Products) | 48 | ||||||
2,697 | Keurig Dr. Pepper, Inc. (Beverages) | 85 | ||||||
2,950 | KeyCorp (Banks) | 32 | ||||||
537 | Keysight Technologies, Inc. (Electronic Equipment, Instruments & Components)(a) | 71 | ||||||
985 | Kimberly-Clark Corp. (Household Products) | 119 | ||||||
2,069 | Kimco Realty Corp. (Retail REITs) | 36 | ||||||
5,984 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels) | 99 | ||||||
1,781 | KKR & Co., Inc. (Capital Markets) | 110 | ||||||
404 | KLA Corp. (Semiconductors & Semiconductor Equipment) | 185 | ||||||
490 | Knight-Swift Transportation Holdings, Inc. (Ground Transportation) | 25 | ||||||
561 | L3Harris Technologies, Inc. (Aerospace & Defense) | 98 | ||||||
264 | Laboratory Corp. of America Holdings (Health Care Providers & Services) | 53 | ||||||
394 | Lam Research Corp. (Semiconductors & Semiconductor Equipment) | 247 | ||||||
429 | Lamb Weston Holdings, Inc. (Food Products) | 40 | ||||||
1,025 | Las Vegas Sands Corp. (Hotels, Restaurants & Leisure) | 47 | ||||||
403 | Lattice Semiconductor Corp. (Semiconductors & Semiconductor Equipment)(a) | 35 | ||||||
199 | Lear Corp. (Automobile Components) | 27 | ||||||
388 | Leidos Holdings, Inc. (Professional Services) | 36 | ||||||
746 | Lennar Corp., Class – A (Household Durables) | 84 | ||||||
100 | Lennox International, Inc. (Building Products) | 37 | ||||||
1,449 | Linde PLC (Chemicals) | 540 | ||||||
487 | Live Nation Entertainment, Inc. (Entertainment)(a) | 40 | ||||||
802 | LKQ Corp. (Distributors) | 40 | ||||||
674 | Lockheed Martin Corp. (Aerospace & Defense) | 276 | ||||||
591 | Loews Corp. (Insurance) | 37 | ||||||
1,742 | Lowe’s Cos., Inc. (Specialty Retail) | 362 | ||||||
233 | LPL Financial Holdings, Inc. (Capital Markets) | 55 | ||||||
2,807 | Lucid Group, Inc. (Automobile Components)(a) | 16 | ||||||
779 | LyondellBasell Industries N.V., Class – A (Chemicals) | 74 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
503 | M&T Bank Corp. (Banks) | $ | 64 | |||||
188 | Manhattan Associates, Inc. (Software)(a) | 37 | ||||||
1,882 | Marathon Oil Corp. (Oil, Gas & Consumable Fuels) | 50 | ||||||
1,251 | Marathon Petroleum Corp. (Oil, Gas & Consumable Fuels) | 189 | ||||||
116 | MarketAxess Holdings, Inc. (Capital Markets) | 25 | ||||||
772 | Marriott International, Inc., Class – A (Hotels, Restaurants & Leisure) | 152 | ||||||
1,474 | Marsh & McLennan Cos., Inc. (Insurance) | 281 | ||||||
180 | Martin Marietta Materials, Inc. (Construction Materials) | 74 | ||||||
2,509 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment) | 136 | ||||||
619 | Masco Corp. (Building Products) | 33 | ||||||
2,499 | Mastercard, Inc., Class – A (Financial Services) | 989 | ||||||
844 | Match Group, Inc. (Interactive Media & Services)(a) | 33 | ||||||
741 | McCormick & Co., Inc./MD (Food Products) | 56 | ||||||
2,152 | McDonald’s Corp. (Hotels, Restaurants & Leisure) | 567 | ||||||
408 | McKesson Corp. (Health Care Providers & Services) | 177 | ||||||
7,485 | Merck & Co., Inc. (Pharmaceuticals) | 771 | ||||||
1,937 | MetLife, Inc. (Insurance) | 122 | ||||||
64 | Mettler-Toledo International, Inc. (Life Sciences Tools & Services)(a) | 71 | ||||||
916 | MGM Resorts International (Hotels, Restaurants & Leisure) | 34 | ||||||
1,594 | Microchip Technology, Inc. (Semiconductors & Semiconductor Equipment) | 124 | ||||||
3,294 | Micron Technology, Inc. (Semiconductors & Semiconductor Equipment) | 224 | ||||||
20,892 | Microsoft Corp. (Software) | 6,598 | ||||||
373 | Mid-America Apartment Communities, Inc. (Residential REITs) | 48 | ||||||
960 | Moderna, Inc. (Biotechnology)(a) | 99 | ||||||
144 | Mohawk Industries, Inc. (Household Durables)(a) | 12 | ||||||
171 | Molina Healthcare, Inc. (Health Care Providers & Services)(a) | 56 | ||||||
568 | Molson Coors Beverage Co., Class – B (Beverages) | 36 | ||||||
4,038 | Mondelez International, Inc., Class – A (Food Products) | 280 | ||||||
206 | MongoDB, Inc. (IT Services)(a) | 71 | ||||||
131 | Monolithic Power Systems, Inc. (Semiconductors & Semiconductor Equipment) | 61 | ||||||
2,279 | Monster Beverage Corp. (Beverages)(a) | 121 | ||||||
479 | Moody’s Corp. (Capital Markets) | 151 | ||||||
3,666 | Morgan Stanley (Capital Markets) | 299 | ||||||
504 | Motorola Solutions, Inc. (Communications Equipment) | 137 | ||||||
1,014 | Nasdaq, Inc. (Capital Markets) | 49 | ||||||
631 | NetApp, Inc. (Technology Hardware, Storage & Peripherals) | 48 | ||||||
1,312 | Netflix, Inc. (Entertainment)(a) | 495 | ||||||
289 | Neurocrine Biosciences, Inc. (Biotechnology)(a) | 33 | ||||||
2,354 | Newmont Corp. (Metals & Mining) | 87 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
1,230 | News Corp., Class – A (Media) | $ | 25 | |||||
5,916 | NextEra Energy, Inc. (Electric Utilities) | 339 | ||||||
3,609 | NIKE, Inc., Class – B (Textiles, Apparel & Luxury Goods) | 345 | ||||||
1,317 | NiSource, Inc. (Multi-Utilities) | 33 | ||||||
154 | Nordson Corp. (Machinery) | 34 | ||||||
669 | Norfolk Southern Corp. (Ground Transportation) | 132 | ||||||
640 | Northern Trust Corp. (Capital Markets) | 44 | ||||||
422 | Northrop Grumman Corp. (Aerospace & Defense) | 186 | ||||||
739 | Nucor Corp. (Metals & Mining) | 116 | ||||||
7,320 | NVIDIA Corp. (Semiconductors & Semiconductor Equipment) | 3,184 | ||||||
10 | NVR, Inc. (Household Durables)(a) | 60 | ||||||
1,974 | Occidental Petroleum Corp. (Oil, Gas & Consumable Fuels) | 128 | ||||||
457 | Okta, Inc. (IT Services)(a) | 37 | ||||||
288 | Old Dominion Freight Line, Inc. (Ground Transportation) | 118 | ||||||
598 | Omnicom Group, Inc. (Media) | 45 | ||||||
1,257 | ON Semiconductor Corp. (Semiconductors & Semiconductor Equipment)(a) | 117 | ||||||
1,530 | ONEOK, Inc. (Oil, Gas & Consumable Fuels) | 97 | ||||||
4,780 | Oracle Corp. (Software) | 506 | ||||||
180 | O’Reilly Automotive, Inc. (Specialty Retail)(a) | 164 | ||||||
1,202 | Otis Worldwide Corp. (Machinery) | 97 | ||||||
730 | Ovintiv, Inc. (Oil, Gas & Consumable Fuels) | 35 | ||||||
250 | Owens Corning (Building Products) | 34 | ||||||
1,504 | PACCAR, Inc. (Machinery) | 128 | ||||||
243 | Packaging Corp. of America (Containers & Packaging) | 37 | ||||||
911 | Palo Alto Networks, Inc. (Software)(a) | 214 | ||||||
1,520 | Paramount Global, Class – B (Media) | 20 | ||||||
374 | Parker-Hannifin Corp. (Machinery) | 146 | ||||||
954 | Paychex, Inc. (Professional Services) | 110 | ||||||
162 | Paycom Software, Inc. (Professional Services) | 42 | ||||||
128 | Paylocity Holding Corp. (Professional Services)(a) | 23 | ||||||
3,128 | PayPal Holdings, Inc. (Financial Services)(a) | 183 | ||||||
4,058 | PepsiCo, Inc. (Beverages) | 688 | ||||||
16,612 | Pfizer, Inc. (Pharmaceuticals) | 551 | ||||||
5,692 | PG&E Corp. (Electric Utilities)(a) | 92 | ||||||
1,348 | Phillips 66 (Oil, Gas & Consumable Fuels) | 162 | ||||||
683 | Pioneer Natural Resources Co. (Oil, Gas & Consumable Fuels) | 157 | ||||||
117 | Pool Corp. (Distributors) | 42 | ||||||
693 | PPG Industries, Inc. (Chemicals) | 90 | ||||||
2,211 | PPL Corp. (Electric Utilities) | 52 | ||||||
723 | Principal Financial Group, Inc. (Insurance) | 52 | ||||||
2,700 | Prologis, Inc. (Industrial REITs) | 303 | ||||||
1,093 | Prudential Financial, Inc. (Insurance) | 104 | ||||||
337 | PTC, Inc. (Software)(a) | 48 | ||||||
1,468 | Public Service Enterprise Group, Inc. (Multi-Utilities) | 84 | ||||||
463 | Public Storage (Specialized REITs) | 122 | ||||||
667 | PulteGroup, Inc. (Household Durables) | 49 | ||||||
304 | Qorvo, Inc. (Semiconductors & Semiconductor Equipment)(a) | 29 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
3,328 | QUALCOMM, Inc. (Semiconductors & Semiconductor Equipment) | $ | 370 | |||||
420 | Quanta Services, Inc. (Construction & Engineering) | 79 | ||||||
329 | Quest Diagnostics, Inc. (Health Care Providers & Services) | 40 | ||||||
609 | Raymond James Financial, Inc. (Capital Markets) | 61 | ||||||
1,998 | Realty Income Corp. (Retail REITs) | 100 | ||||||
563 | Regency Centers Corp. (Retail REITs) | 33 | ||||||
319 | Regeneron Pharmaceuticals, Inc. (Biotechnology)(a) | 263 | ||||||
2,806 | Regions Financial Corp. (Banks) | 48 | ||||||
175 | Reliance Steel & Aluminum Co. (Metals & Mining) | 46 | ||||||
158 | Repligen Corp. (Life Sciences Tools & Services)(a) | 25 | ||||||
671 | Republic Services, Inc. (Commercial Services & Supplies) | 96 | ||||||
430 | ResMed, Inc. (Health Care Equipment & Supplies) | 64 | ||||||
374 | Revvity, Inc. (Life Sciences Tools & Services) | 41 | ||||||
1,908 | Rivian Automotive, Inc., Class – A (Automobile Components)(a) | 46 | ||||||
298 | Robert Half International, Inc. (Professional Services) | 22 | ||||||
1,364 | Robinhood Markets, Inc., Class – A (Capital Markets)(a) | 13 | ||||||
334 | Rockwell Automation, Inc. (Electrical Equipment) | 95 | ||||||
369 | Roku, Inc. (Entertainment)(a) | 26 | ||||||
918 | Rollins, Inc. (Commercial Services & Supplies) | 34 | ||||||
311 | Roper Technologies, Inc. (Software) | 151 | ||||||
1,011 | Ross Stores, Inc. (Specialty Retail) | 114 | ||||||
677 | Royal Caribbean Cruises Ltd. (Hotels, Restaurants & Leisure)(a) | 62 | ||||||
1,170 | Royalty Pharma PLC, Class – A (Pharmaceuticals) | 32 | ||||||
384 | RPM International, Inc. (Chemicals) | 36 | ||||||
4,280 | RTX Corp. (Aerospace & Defense) | 308 | ||||||
979 | S&P Global, Inc. (Capital Markets) | 358 | ||||||
2,880 | Salesforce, Inc. (Software)(a) | 584 | ||||||
322 | SBA Communications Corp. (Specialized REITs) | 64 | ||||||
4,276 | Schlumberger N.V. (Energy Equipment & Services) | 249 | ||||||
567 | Seagate Technology Holdings PLC (Technology Hardware, Storage & Peripherals) | 37 | ||||||
411 | Seagen, Inc. (Biotechnology)(a) | 87 | ||||||
371 | Sealed Air Corp. (Containers & Packaging) | 12 | ||||||
1,944 | Sempra Energy (Multi-Utilities) | 132 | ||||||
377 | Sensata Technologies Holding PLC (Electrical Equipment) | 14 | ||||||
597 | ServiceNow, Inc. (Software)(a) | 334 | ||||||
978 | Simon Property Group, Inc. (Retail REITs) | 106 | ||||||
2,495 | Sirius XM Holdings, Inc. (Media) | 11 | ||||||
468 | Skyworks Solutions, Inc. (Semiconductors & Semiconductor Equipment) | 46 | ||||||
3,340 | Snap, Inc., Class – A (Interactive Media & Services)(a) | 30 | ||||||
153 | Snap-on, Inc. (Machinery) | 39 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
765 | Snowflake, Inc., Class – A (IT Services)(a) | $ | 117 | |||||
410 | Southwest Airlines Co. (Passenger Airlines) | 11 | ||||||
471 | Splunk, Inc. (Software)(a) | 69 | ||||||
459 | Stanley Black & Decker, Inc. (Machinery) | 38 | ||||||
3,360 | Starbucks Corp. (Hotels, Restaurants & Leisure) | 307 | ||||||
1,005 | State Street Corp. (Capital Markets) | 67 | ||||||
482 | Steel Dynamics, Inc. (Metals & Mining) | 52 | ||||||
293 | STERIS PLC (Health Care Equipment & Supplies) | 64 | ||||||
1,016 | Stryker Corp. (Health Care Equipment & Supplies) | 278 | ||||||
387 | Sun Communities, Inc. (Residential REITs) | 46 | ||||||
1,291 | Synchrony Financial (Consumer Finance) | 39 | ||||||
446 | Synopsys, Inc. (Software)(a) | 205 | ||||||
1,505 | Sysco Corp. (Consumer Staples Distribution & Retail) | 99 | ||||||
671 | T. Rowe Price Group, Inc. (Capital Markets) | 70 | ||||||
499 | Take-Two Interactive Software, Inc. (Entertainment)(a) | 70 | ||||||
647 | Targa Resources Corp. (Oil, Gas & Consumable Fuels) | 55 | ||||||
1,350 | Target Corp. (Consumer Staples Distribution & Retail) | 149 | ||||||
919 | TE Connectivity Ltd. (Electronic Equipment, Instruments & Components) | 114 | ||||||
142 | Teledyne Technologies, Inc. (Electronic Equipment, Instruments & Components)(a) | 58 | ||||||
143 | Teleflex, Inc. (Health Care Equipment & Supplies) | 28 | ||||||
456 | Teradyne, Inc. (Semiconductors & Semiconductor Equipment) | 46 | ||||||
8,449 | Tesla, Inc. (Automobile Components)(a) | 2,114 | ||||||
2,660 | Texas Instruments, Inc. (Semiconductors & Semiconductor Equipment) | 423 | ||||||
18 | Texas Pacific Land Corp. (Oil, Gas & Consumable Fuels) | 33 | ||||||
619 | Textron, Inc. (Aerospace & Defense) | 48 | ||||||
2,030 | The AES Corp. (Independent Power and Renewable Electricity Producers) | 31 | ||||||
779 | The Allstate Corp. (Insurance) | 87 | ||||||
2,393 | The Bank of New York Mellon Corp. (Capital Markets) | 102 | ||||||
1,699 | The Boeing Co. (Aerospace & Defense)(a) | 326 | ||||||
677 | The Carlyle Group, Inc. (Capital Markets) | 20 | ||||||
4,507 | The Charles Schwab Corp. (Capital Markets) | 247 | ||||||
868 | The Cigna Group (Health Care Providers & Services) | 248 | ||||||
362 | The Clorox Co. (Household Products) | 47 | ||||||
12,223 | The Coca-Cola Co. (Beverages) | 684 | ||||||
146 | The Cooper Cos., Inc. (Health Care Equipment & Supplies) | 46 | ||||||
682 | The Estee Lauder Cos., Inc. (Personal Care Products) | 99 | ||||||
976 | The Goldman Sachs Group, Inc. (Capital Markets) | 316 | ||||||
929 | The Hartford Financial Services Group, Inc. (Insurance) | 66 | ||||||
428 | The Hershey Co. (Food Products) | 86 | ||||||
2,974 | The Home Depot, Inc. (Specialty Retail) | 899 | ||||||
1,159 | The Interpublic Group of Cos., Inc. (Media) | 33 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
313 | The J.M. Smucker Co. (Food Products) | $ | 38 | |||||
2,602 | The Kraft Heinz Co. (Food Products) | 88 | ||||||
1,986 | The Kroger Co. (Consumer Staples Distribution & Retail) | 89 | ||||||
996 | The Mosaic Co. (Chemicals) | 35 | ||||||
1,163 | The PNC Financial Services Group, Inc. (Banks) | 143 | ||||||
6,937 | The Procter & Gamble Co. (Household Products) | 1,012 | ||||||
1,765 | The Progressive Corp. (Insurance) | 246 | ||||||
717 | The Sherwin-Williams Co. (Chemicals) | 183 | ||||||
3,181 | The Southern Co. (Electric Utilities) | 206 | ||||||
3,381 | The TJX Cos., Inc. (Specialty Retail) | 301 | ||||||
309 | The Toro Co. (Machinery) | 26 | ||||||
669 | The Travelers Cos., Inc. (Insurance) | 109 | ||||||
5,360 | The Walt Disney Co. (Entertainment)(a) | 434 | ||||||
3,573 | The Williams Cos., Inc. (Oil, Gas & Consumable Fuels) | 120 | ||||||
1,143 | Thermo Fisher Scientific, Inc. (Life Sciences Tools & Services) | 579 | ||||||
1,614 | T-Mobile US, Inc. (Wireless Telecommunication Services) | 226 | ||||||
927 | Toast, Inc., Class – A (Financial Services)(a) | 17 | ||||||
326 | Tractor Supply Co. (Specialty Retail) | 66 | ||||||
328 | Tradeweb Markets, Inc., Class – A (Capital Markets) | 26 | ||||||
160 | TransDigm Group, Inc. (Aerospace & Defense)(a) | 135 | ||||||
576 | TransUnion (Professional Services) | 41 | ||||||
756 | Trimble, Inc. (Electronic Equipment, Instruments & Components)(a) | 41 | ||||||
3,844 | Truist Financial Corp. (Banks) | 110 | ||||||
557 | Twilio, Inc., Class – A (IT Services)(a) | 33 | ||||||
126 | Tyler Technologies, Inc. (Software)(a) | 49 | ||||||
861 | Tyson Foods, Inc., Class – A (Food Products) | 43 | ||||||
4,519 | U.S. Bancorp (Banks) | 149 | ||||||
5,438 | Uber Technologies, Inc. (Ground Transportation)(a) | 250 | ||||||
1,007 | UDR, Inc. (Residential REITs) | 36 | ||||||
303 | U-Haul Holding Co. (Ground Transportation) | 16 | ||||||
1,134 | UiPath, Inc., Class – A (Software)(a) | 19 | ||||||
148 | Ulta Beauty, Inc. (Specialty Retail)(a) | 59 | ||||||
1,816 | Union Pacific Corp. (Ground Transportation) | 370 | ||||||
2,155 | United Parcel Service, Inc., Class – B (Air Freight & Logistics) | 336 | ||||||
203 | United Rentals, Inc. (Trading Companies & Distributors) | 90 | ||||||
135 | United Therapeutics Corp. (Biotechnology)(a) | 30 | ||||||
2,761 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 1,392 | ||||||
700 | Unity Software, Inc. (Software)(a) | 22 | ||||||
797 | V.F. Corp. (Textiles, Apparel & Luxury Goods) | 14 | ||||||
131 | Vail Resorts, Inc. (Hotels, Restaurants & Leisure) | 29 | ||||||
1,077 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 153 | ||||||
427 | Veeva Systems, Inc., Class – A (Health Care Technology)(a) | 87 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
1,208 | Ventas, Inc. (Health Care REITs) | $ | 51 | |||||
281 | VeriSign, Inc. (IT Services)(a) | 57 | ||||||
422 | Verisk Analytics, Inc. (Professional Services) | 100 | ||||||
12,503 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 405 | ||||||
760 | Vertex Pharmaceuticals, Inc. (Biotechnology)(a) | 264 | ||||||
3,592 | Viatris, Inc. (Pharmaceuticals) | 35 | ||||||
2,995 | VICI Properties, Inc. (Specialized REITs) | 87 | ||||||
4,775 | Visa, Inc., Class – A (Financial Services) | 1,098 | ||||||
1,037 | Vistra Corp. (Independent Power and Renewable Electricity Producers) | 34 | ||||||
690 | Vmware, Inc., Class – A (Software)(a) | 115 | ||||||
385 | Vulcan Materials Co. (Construction Materials) | 78 | ||||||
639 | W.R. Berkley Corp. (Insurance) | 41 | ||||||
131 | W.W. Grainger, Inc. (Trading Companies & Distributors) | 91 | ||||||
2,219 | Walgreens Boots Alliance, Inc. (Consumer Staples Distribution & Retail) | 49 | ||||||
4,379 | Walmart, Inc. (Consumer Staples Distribution & Retail) | 700 | ||||||
6,856 | Warner Bros. Discovery, Inc. (Entertainment)(a) | 74 | ||||||
1,208 | Waste Management, Inc. (Commercial Services & Supplies) | 184 | ||||||
175 | Waters Corp. (Life Sciences Tools & Services)(a) | 48 | ||||||
96 | Watsco, Inc. (Trading Companies & Distributors) | 36 | ||||||
547 | Webster Financial Corp. (Banks) | 22 | ||||||
940 | WEC Energy Group, Inc. (Multi-Utilities) | 76 | ||||||
10,851 | Wells Fargo & Co. (Banks) | 443 | ||||||
1,462 | Welltower, Inc. (Health Care REITs) | 120 | ||||||
217 | West Pharmaceutical Services, Inc. (Life Sciences Tools & Services) | 81 | ||||||
954 | Western Digital Corp. (Technology Hardware, Storage & Peripherals)(a) | 44 | ||||||
536 | Westinghouse Air Brake Technologies Corp. (Machinery) | 57 | ||||||
121 | Westlake Corp. (Chemicals) | 15 | ||||||
868 | Westrock Co. (Containers & Packaging) | 31 | ||||||
2,170 | Weyerhaeuser Co. (Specialized REITs) | 67 | ||||||
180 | Whirlpool Corp. (Household Durables) | 24 | ||||||
399 | Wolfspeed, Inc. (Semiconductors & Semiconductor Equipment)(a) | 15 | ||||||
599 | Workday, Inc., Class – A (Software)(a) | 129 | ||||||
681 | WP Carey, Inc. (Diversified REITs) | 37 | ||||||
328 | Wynn Resorts Ltd. (Hotels, Restaurants & Leisure) | 30 | ||||||
1,615 | Xcel Energy, Inc. (Electric Utilities) | 92 | ||||||
704 | Xylem, Inc. (Machinery) | 64 | ||||||
821 | Yum! Brands, Inc. (Hotels, Restaurants & Leisure) | 103 | ||||||
151 | Zebra Technologies Corp. (Electronic Equipment, Instruments & Components)(a) | 36 | ||||||
384 | Zillow Group, Inc., Class – C (Real Estate Management & Development)(a) | 18 | ||||||
613 | Zimmer Biomet Holdings, Inc. (Health Care Equipment & Supplies) | 69 | ||||||
1,351 | Zoetis, Inc. (Pharmaceuticals) | 235 |
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
710 | Zoom Video Communications, Inc., Class – A (Software)(a) | $ | 50 | |||||
859 | ZoomInfo Technologies, Inc. (Interactive Media & Services)(a) | 14 | ||||||
259 | Zscaler, Inc. (Software)(a) | 40 | ||||||
106,421 | ||||||||
Uruguay — 0.11% | ||||||||
136 | MercadoLibre, Inc. (Broadline Retail)(a) | 172 | ||||||
Total Common Stocks | 156,704 | |||||||
Warrant — 0.00% | ||||||||
Canada — 0.00% | ||||||||
60 | Constellation Software, Inc., 3/31/40 (Software)(a)(c) | — | ||||||
Total Warrant | — | |||||||
Investment Company — 0.29% | ||||||||
451,966 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 5.23%(d) | 452 | ||||||
Total Investment Company | 452 | |||||||
Total Investments (cost $122,479) — 99.68% | 157,156 | |||||||
Other assets in excess of liabilities — 0.32% | 506 | |||||||
Net Assets – 100.00% | $ | 157,662 |
Amounts designated as “—" are $0 or have been rounded to $0.
(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, 2023. |
(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, 2023 (Unaudited)
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
The ESG Growth Portfolio | Mellon Investments Corporation | Parametric Portfolio Associates, LLC | Total | |||||||||
Common Stocks | 99.39 | % | - | 99.39 | % | |||||||
Warrant | 0.00 | % | - | 0.00 | % | |||||||
Investment Company | 0.01 | % | 0.28 | % | 0.29 | % | ||||||
Other Assets (Liabilities) | 0.25 | % | 0.07 | % | 0.32 | % | ||||||
Total Net Assets | 99.65 | % | 0.35 | % | 100.00 | % |
Amounts designated “s "—" 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, 2023.
Futures Contracts Purchased*
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value and Unrealized Appreciation/ (Depreciation) (000) | ||||||||||||
MSCI EAFE Index Future | 2 | 12/15/23 | $ | 204 | $ | (7 | ) | |||||||||
$ | 204 | $ | (7 | ) | ||||||||||||
Total Unrealized Appreciation | $ | — | ||||||||||||||
Total Unrealized Depreciation | (7 | ) | ||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (7 | ) | |||||||||||||
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 99.63% | ||||||||
Australia — 2.01% | ||||||||
109 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | $ | 2 | |||||
1,657 | ANZ Group Holdings Ltd. (Banks) | 27 | ||||||
503 | APA Group (Gas Utilities) | 3 | ||||||
361 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 9 | ||||||
125 | ASX Ltd. (Capital Markets) | 5 | ||||||
630 | Aurizon Holdings Ltd. (Ground Transportation) | 1 | ||||||
2,826 | BHP Group Ltd. (Metals & Mining) | 80 | ||||||
248 | BlueScope Steel Ltd. (Metals & Mining) | 3 | ||||||
785 | Brambles Ltd. (Commercial Services & Supplies) | 7 | ||||||
35 | Cochlear Ltd. (Health Care Equipment & Supplies) | 6 | ||||||
780 | Coles Group Ltd. (Consumer Staples Distribution & Retail) | 8 | ||||||
934 | Commonwealth Bank of Australia (Banks) | 61 | ||||||
306 | Computershare Ltd. (Professional Services) | 5 | ||||||
551 | Dexus (Diversified REITs) | 3 | ||||||
102 | EBOS Group Ltd. (Health Care Providers & Services) | 2 | ||||||
980 | Endeavour Group Ltd. (Consumer Staples Distribution & Retail) | 3 | ||||||
982 | Fortescue Metals Group Ltd. (Metals & Mining) | 13 | ||||||
976 | Goodman Group (Industrial REITs) | 13 | ||||||
115 | IDP Education Ltd. (Diversified Consumer Services) | 2 | ||||||
356 | IGO Ltd. (Metals & Mining) | 3 | ||||||
1,294 | Insurance Australia Group Ltd. (Insurance) | 5 | ||||||
364 | Lendlease Corp. Ltd. (Real Estate Management & Development)(b) | 2 | ||||||
209 | Macquarie Group Ltd. (Capital Markets) | 22 | ||||||
1,579 | Medibank Pvt. Ltd. (Insurance) | 3 | ||||||
96 | Mineral Resources Ltd. (Metals & Mining) | 4 | ||||||
2,016 | Mirvac Group (Diversified REITs) | 3 | ||||||
1,788 | National Australia Bank Ltd. (Banks) | 33 | ||||||
499 | Newcrest Mining Ltd. (Metals & Mining) | 8 | ||||||
709 | Northern Star Resources Ltd. (Metals & Mining) | 5 | ||||||
194 | Orica Ltd. (Chemicals) | 2 | ||||||
902 | Origin Energy Ltd. (Electric Utilities) | 5 | ||||||
1,631 | Pilbara Minerals Ltd. (Metals & Mining) | 4 | ||||||
503 | Qantas Airways Ltd. (Passenger Airlines)(a) | 2 | ||||||
889 | QBE Insurance Group Ltd. (Insurance) | 9 | ||||||
29 | REA Group Ltd. (Interactive Media & Services) | 3 | ||||||
114 | Reece Ltd. (Trading Companies & Distributors) | 1 | ||||||
209 | Rio Tinto Ltd. (Metals & Mining) | 15 | ||||||
1,699 | Santos Ltd. (Oil, Gas & Consumable Fuels)(b) | 9 | ||||||
3,327 | Scentre Group (Retail REITs) | 5 | ||||||
244 | SEEK Ltd. (Interactive Media & Services) | 3 | ||||||
239 | Sonic Healthcare Ltd. (Health Care Providers & Services) | 5 | ||||||
2,127 | South32 Ltd. (Metals & Mining) | 5 | ||||||
1,290 | Stockland (Diversified REITs) | 3 | ||||||
658 | Suncorp Group Ltd. (Insurance) | 6 | ||||||
2,429 | Telstra Group Ltd. (Diversified Telecommunication Services) | 6 | ||||||
912 | The GPT Group (Diversified REITs) | 2 | ||||||
1,446 | The Lottery Corp. Ltd. (Hotels, Restaurants & Leisure) | 4 | ||||||
1,743 | Transurban Group (Transportation Infrastructure) | 14 | ||||||
413 | Treasury Wine Estates Ltd. (Beverages) | 3 | ||||||
2,104 | Vicinity Ltd. (Diversified REITs)(b) | 2 | ||||||
117 | Washington H Soul Pattinson & Co. Ltd. (Oil, Gas & Consumable Fuels) | 2 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Australia (continued) | ||||||||
610 | Wesfarmers Ltd. (Broadline Retail) | $ | 21 | |||||
1,998 | Westpac Banking Corp. (Banks) | 27 | ||||||
84 | WiseTech Global Ltd. (Software) | 3 | ||||||
1,080 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 25 | ||||||
685 | Woolworths Group Ltd. (Consumer Staples Distribution & Retail) | 16 | ||||||
543 | ||||||||
Austria — 0.06% | ||||||||
183 | Erste Group Bank AG (Banks)(b) | 5 | ||||||
74 | OMV AG (Oil, Gas & Consumable Fuels) | 4 | ||||||
47 | Verbund AG (Electric Utilities) | 4 | ||||||
57 | voestalpine AG (Metals & Mining) | 2 | ||||||
15 | ||||||||
Belgium — 0.24% | ||||||||
91 | Ageas SA/N.V. (Insurance) | 4 | ||||||
470 | Anheuser-Busch InBev SA/N.V. (Beverages) | 25 | ||||||
16 | D'ieteren Group (Distributors) | 3 | ||||||
17 | Elia Group SA/N.V. (Electric Utilities)(b) | 2 | ||||||
51 | Groupe Bruxelles Lambert N.V. (Financial Services) | 4 | ||||||
149 | KBC Group N.V. (Banks) | 9 | ||||||
9 | Sofina SA (Financial Services) | 2 | ||||||
39 | Solvay SA, Cla–s – A (Chemicals) | 4 | ||||||
67 | UCB SA (Pharmaceuticals) | 5 | ||||||
108 | Umicore SA (Chemicals)(b) | 3 | ||||||
108 | Warehouses De Pauw CVA (Industrial REITs) | 3 | ||||||
64 | ||||||||
Bermuda — 0.09% | ||||||||
209 | Arch Capital Group Ltd. (Insurance)(a) | 17 | ||||||
24 | Everest Group Ltd. (Insurance) | 9 | ||||||
26 | ||||||||
Canada — 3.75% | ||||||||
276 | Agnico Eagle Mines Ltd. (Metals & Mining) | 13 | ||||||
100 | Air Canada (Passenger Airlines)(a)(b) | 1 | ||||||
343 | Algonquin Power & Utilities Corp. (Multi-Utilities) | 2 | ||||||
448 | Alimentation Couche-Tard, Inc. (Consumer Staples Distribution & Retail) | 23 | ||||||
144 | AltaGas Ltd. (Gas Utilities) | 3 | ||||||
353 | ARC Resources Ltd. (Oil, Gas & Consumable Fuels) | 6 | ||||||
404 | Bank of Montreal (Banks) | 34 | ||||||
997 | Barrick Gold Corp. (Metals & Mining) | 14 | ||||||
1 | BCE, Inc. (Diversified Telecommunication Services) | — | ||||||
196 | Brookfield Asset Management Ltd., Cla–s – A (Capital Markets) | 7 | ||||||
783 | Brookfield Corp. (Capital Markets) | 24 | ||||||
22 | BRP, Inc. (Leisure Products) | 2 | ||||||
240 | Cameco Corp. (Oil, Gas & Consumable Fuels) | 10 | ||||||
46 | Canadian Apartment Properties REIT (Residential REITs)(b) | 2 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
515 | Canadian Imperial Bank of Commerce (Banks) | $ | 20 | |||||
325 | Canadian National Railway Co. (Ground Transportation) | 35 | ||||||
623 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | 40 | ||||||
515 | Canadian Pacific Kansas City Ltd. (Ground Transportation) | 38 | ||||||
31 | Canadian Tire Corp. Ltd., Class – A (Broadline Retail) | 3 | ||||||
110 | Canadian Utilities Ltd., Class – A (Multi-Utilities) | 2 | ||||||
81 | CCL Industries, Inc., Class – B (Containers & Packaging)(b) | 3 | ||||||
794 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | 17 | ||||||
114 | CGI, Inc. (IT Services)(a) | 11 | ||||||
11 | Constellation Software, Inc. (Software) | 23 | ||||||
162 | Dollarama, Inc. (Broadline Retail) | 11 | ||||||
204 | Element Fleet Management Corp. (Financial Services)(b) | 3 | ||||||
151 | Emera, Inc. (Electric Utilities) | 5 | ||||||
85 | Empire Co. Ltd., Class – A (Consumer Staples Distribution & Retail) | 2 | ||||||
1,209 | Enbridge, Inc. (Oil, Gas & Consumable Fuels) | 40 | ||||||
12 | Fairfax Financial Holdings Ltd. (Insurance) | 10 | ||||||
346 | First Quantum Minerals Ltd. (Metals & Mining) | 8 | ||||||
20 | FirstService Corp. (Real Estate Management & Development) | 3 | ||||||
277 | Fortis, Inc. (Electric Utilities) | 11 | ||||||
114 | Franco-Nevada Corp. (Metals & Mining) | 15 | ||||||
40 | George Weston Ltd. (Consumer Staples Distribution & Retail) | 4 | ||||||
127 | GFL Environmental, Inc. (Commercial Services & Supplies) | 4 | ||||||
97 | Gildan Activewear, Inc. (Textiles, Apparel & Luxury Goods) | 3 | ||||||
157 | Great-West Lifeco, Inc. (Insurance) | 4 | ||||||
166 | Hydro One Ltd. (Electric Utilities)(b) | 4 | ||||||
53 | iA Financial Corp., Inc. (Insurance) | 3 | ||||||
50 | IGM Financial, Inc. (Capital Markets) | 1 | ||||||
120 | Imperial Oil Ltd. (Oil, Gas & Consumable Fuels) | 7 | ||||||
100 | Intact Financial Corp. (Insurance)(b) | 15 | ||||||
339 | Ivanhoe Mines Ltd. (Metals & Mining)(a) | 3 | ||||||
121 | Keyera Corp. (Oil, Gas & Consumable Fuels) | 3 | ||||||
776 | Kinross Gold Corp. (Metals & Mining) | 4 | ||||||
87 | Loblaw Cos. Ltd. (Consumer Staples Distribution & Retail) | 7 | ||||||
65 | Lululemon Athletica, Inc. (Textiles, Apparel & Luxury Goods)(a) | 25 | ||||||
340 | Lundin Mining Corp. (Metals & Mining)(b) | 3 | ||||||
150 | Magna International, Inc. (Automobile Components) | 8 | ||||||
1,024 | Manulife Financial Corp. (Insurance) | 19 | ||||||
127 | Metro, Inc. (Consumer Staples Distribution & Retail) | 7 | ||||||
185 | National Bank of Canada (Banks) | 12 | ||||||
158 | Northland Power, Inc. (Independent Power and Renewable Electricity Producers) | 3 | ||||||
283 | Nutrien Ltd. (Chemicals) | 17 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
31 | Nuvei Corp. (Financial Services) | $ | — | |||||
42 | Onex Corp. (Financial Services) | 2 | ||||||
151 | Open Text Corp. (Software)(b) | 5 | ||||||
198 | Pan American Silver Corp. (Metals & Mining) | 3 | ||||||
80 | Parkland Corp. (Oil, Gas & Consumable Fuels)(b) | 2 | ||||||
333 | Pembina Pipeline Corp. (Oil, Gas & Consumable Fuels) | 10 | ||||||
328 | Power Corp. of Canada (Insurance) | 8 | ||||||
78 | Quebecor, Inc., Class – B (Media) | 2 | ||||||
100 | RB Global, Inc. (Commercial Services & Supplies) | 6 | ||||||
169 | Restaurant Brands International, Inc. (Hotels, Restaurants & Leisure) | 11 | ||||||
72 | RioCan Real Estate Investment Trust (Diversified REITs)(b) | 1 | ||||||
185 | Rogers Communications, Inc., Class – B (Wireless Telecommunication Services) | 7 | ||||||
789 | Royal Bank of Canada (Banks) | 70 | ||||||
141 | Saputo, Inc. (Food Products)(b) | 3 | ||||||
670 | Shopify, Inc., Class - A (IT Services)(a) | 37 | ||||||
56 | Stantec, Inc. (Construction & Engineering) | 4 | ||||||
328 | Sun Life Financial, Inc. (Insurance) | 16 | ||||||
742 | Suncor Energy, Inc. (Oil, Gas & Consumable Fuels) | 26 | ||||||
567 | TC Energy Corp. (Oil, Gas & Consumable Fuels) | 20 | ||||||
258 | Teck Resources Ltd., Class - B (Metals & Mining) | 11 | ||||||
184 | TELUS Corp. (Diversified Telecommunication Services) | 3 | ||||||
43 | TFI International, Inc. (Ground Transportation) | 6 | ||||||
679 | The Bank of Nova Scotia (Banks) | 30 | ||||||
42 | The Descartes Systems Group, Inc. (Software)(a) | 3 | ||||||
1,040 | The Toronto-Dominion Bank (Banks) | 63 | ||||||
90 | Thomson Reuters Corp. (Professional Services) | 11 | ||||||
140 | TMX Group Ltd. (Capital Markets) | 3 | ||||||
47 | Toromont Industries Ltd. (Trading Companies & Distributors) | 4 | ||||||
177 | Tourmaline Oil Corp. (Oil, Gas & Consumable Fuels) | 9 | ||||||
145 | Waste Connections, Inc. (Commercial Services & Supplies) | 19 | ||||||
37 | West Fraser Timber Co. Ltd. (Paper & Forest Products) | 3 | ||||||
271 | Wheaton Precious Metals Corp. (Metals & Mining) | 11 | ||||||
73 | WSP Global, Inc. (Construction & Engineering) | 10 | ||||||
1,016 | ||||||||
Cayman Islands — 0.01% | ||||||||
1,200 | Sands China Ltd. (Hotels, Restaurants & Leisure)(a) | 4 | ||||||
Chile — 0.02% | ||||||||
254 | Antofagasta PLC (Metals & Mining) | 4 | ||||||
Denmark — 0.33% | ||||||||
2 | A.P. Moll–r - Maersk A/S, Cla–s - A (Marine Transportation) | 4 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Denmark (continued) | ||||||||
2 | A.P. Moll–r - Maersk A/S, Cla–s - B (Marine Transportation) | $ | 4 | |||||
54 | Carlsberg A/S, Cla–s - B (Beverages) | 7 | ||||||
55 | Chr Hansen Holding A/S (Chemicals)(b) | 3 | ||||||
80 | Coloplast A/S, Class - B (Health Care Equipment & Supplies) | 8 | ||||||
370 | Danske Bank A/S (Banks) | 9 | ||||||
51 | Demant A/S (Health Care Equipment & Supplies)(a) | 2 | ||||||
103 | DSV A/S (Air Freight & Logistics) | 19 | ||||||
130 | Novozymes A/S, B shares (Chemicals) | 5 | ||||||
114 | Orsted A/S (Electric Utilities)(b) | 6 | ||||||
50 | Pandora A/S (Textiles, Apparel & Luxury Goods) | 5 | ||||||
5 | ROCKWOOL A/S, Class - B (Building Products) | 1 | ||||||
192 | Tryg A/S (Insurance) | 4 | ||||||
560 | Vestas Wind Systems A/S (Electrical Equipment)(a) | 12 | ||||||
89 | ||||||||
Finland — 0.33% | ||||||||
73 | Elisa Oyj (Diversified Telecommunication Services) | 3 | ||||||
234 | Fortum Oyj (Electric Utilities) | 3 | ||||||
138 | Kesko Oyj, Class - B (Consumer Staples Distribution & Retail) | 2 | ||||||
202 | Kone Oyj, Class - B (Machinery) | 9 | ||||||
372 | Metso Oyj (Machinery)(b) | 4 | ||||||
249 | Neste Oyj (Oil, Gas & Consumable Fuels)^ | 8 | ||||||
3,035 | Nokia Oyj (Communications Equipment) | 11 | ||||||
1,851 | Nordea Bank Abp (Banks) | 20 | ||||||
271 | Sampo Oyj, A Shares (Insurance) | 12 | ||||||
299 | Stora Enso Oyj, Registered Shares (Paper & Forest Products) | 4 | ||||||
314 | UPM-Kymmene Oyj (Paper & Forest Products) | 11 | ||||||
235 | Wartsila Oyj Abp (Machinery) | 3 | ||||||
90 | ||||||||
France — 2.98% | ||||||||
84 | Accor SA (Hotels, Restaurants & Leisure) | 3 | ||||||
16 | Aeroports de Paris (Transportation Infrastructure) | 2 | ||||||
298 | Air Liquide SA (Chemicals) | 50 | ||||||
181 | Alstom SA (Machinery) | 4 | ||||||
30 | Amundi SA (Capital Markets) | 2 | ||||||
31 | Arkema SA (Chemicals) | 3 | ||||||
1,029 | AXA SA (Insurance) | 31 | ||||||
22 | BioMerieux (Health Care Equipment & Supplies) | 2 | ||||||
591 | BNP Paribas SA (Banks) | 38 | ||||||
481 | Bollore SE (Entertainment) | 3 | ||||||
107 | Bouygues SA (Construction & Engineering) | 4 | ||||||
163 | Bureau Veritas SA (Professional Services)(b) | 4 | ||||||
90 | Capgemini SE (IT Services) | 16 | ||||||
320 | Carrefour SA (Consumer Staples Distribution & Retail)(b) | 5 | ||||||
257 | Cie de Saint-Gobain (Building Products) | 15 | ||||||
387 | Cie Generale des Etablissements Michelin SCA (Automobile Components) | 12 | ||||||
27 | Covivio SA (Diversified REITs) | 1 | ||||||
642 | Credit Agricole SA (Banks) | 8 | ||||||
365 | Danone SA (Food Products) | 20 | ||||||
379 | Dassault Systemes SE (Software) | 14 | ||||||
133 | Edenred (Financial Services) | 8 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
43 | Eiffage SA (Construction & Engineering)(b) | $ | 4 | |||||
1,038 | Engie SA (Multi-Utilities) | 16 | ||||||
166 | EssilorLuxottica SA (Health Care Equipment & Supplies) | 29 | ||||||
23 | Eurazeo SE (Financial Services) | 1 | ||||||
23 | Gecina SA (Office REITs)(b) | 2 | ||||||
218 | Getlink SE (Transportation Infrastructure) | 3 | ||||||
18 | Hermes International SCA (Textiles, Apparel & Luxury Goods) | 33 | ||||||
17 | Ipsen SA (Pharmaceuticals) | 2 | ||||||
40 | Kering SA (Textiles, Apparel & Luxury Goods) | 18 | ||||||
138 | Klepierre SA (Retail REITs) | 3 | ||||||
59 | La Francaise des Jeux SAEM (Hotels, Restaurants & Leisure) | 2 | ||||||
153 | Legrand SA (Electrical Equipment) | 14 | ||||||
134 | L’Oreal SA (Personal Care Products) | 56 | ||||||
155 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 118 | ||||||
1,041 | Orange SA (Diversified Telecommunication Services)(b) | 12 | ||||||
118 | Pernod Ricard SA (Beverages) | 20 | ||||||
136 | Publicis Groupe SA (Media) | 10 | ||||||
17 | Remy Cointreau SA (Beverages)^ | 2 | ||||||
99 | Renault SA (Automobile Components) | 4 | ||||||
309 | Schneider Electric SE (Electrical Equipment)(b) | 51 | ||||||
16 | SEB SA (Household Durables) | 1 | ||||||
426 | Societe Generale SA (Banks) | 10 | ||||||
54 | Sodexo SA (Hotels, Restaurants & Leisure) | 6 | ||||||
35 | Teleperformance (Professional Services) | 4 | ||||||
1,265 | TotalEnergies SE (Oil, Gas & Consumable Fuels) | 84 | ||||||
66 | Unibail-Rodamco-Westfield (Retail REITs)(a) | 3 | ||||||
119 | Valeo (Automobile Components) | 2 | ||||||
376 | Veolia Environnement SA (Multi-Utilities) | 11 | ||||||
299 | Vinci SA (Construction & Engineering) | 33 | ||||||
387 | Vivendi SE (Media) | 3 | ||||||
15 | Wendel SE (Financial Services) | 1 | ||||||
148 | Worldline SA (Financial Services)(a) | 4 | ||||||
807 | ||||||||
Germany — 2.02% | ||||||||
90 | adidas AG (Textiles, Apparel & Luxury Goods) | 16 | ||||||
225 | Allianz SE, Registered Shares (Insurance) | 54 | ||||||
514 | BASF SE (Chemicals) | 23 | ||||||
174 | Bayerische Motoren Werke AG (Automobile Components) | 18 | ||||||
34 | Bayerische Motoren Werke AG, Preference Shares (Automobiles) | 3 | ||||||
45 | Bechtle AG (IT Services) | 2 | ||||||
81 | Brenntag SE (Trading Companies & Distributors) | 6 | ||||||
23 | Carl Zeiss Meditec AG, Class – BR (Health Care Equipment & Supplies) | 2 | ||||||
632 | Commerzbank AG (Banks) | 7 | ||||||
57 | Continental AG (Automobile Components) | 4 | ||||||
107 | Covestro AG (Chemicals)(a) | 6 | ||||||
273 | Daimler Truck Holding AG (Machinery) | 9 | ||||||
111 | Delivery Hero SE (Hotels, Restaurants & Leisure)(a) | 3 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
1,061 | Deutsche Bank AG, Registered Shares (Capital Markets) | $ | 12 | |||||
108 | Deutsche Boerse AG (Capital Markets) | 19 | ||||||
304 | Deutsche Lufthansa AG, Registered Shares (Passenger Airlines)(a)(b) | 2 | ||||||
1,827 | Deutsche Telekom AG (Diversified Telecommunication Services)(b) | 38 | ||||||
540 | DHL Group (Air Freight & Logistics) | 22 | ||||||
65 | Dr. Ing. H.c. F. Porsche AG, Preference Shares (Automobiles)(b) | 6 | ||||||
1,218 | E.ON SE (Multi-Utilities) | 14 | ||||||
105 | Evonik Industries AG (Chemicals) | 2 | ||||||
108 | Fresenius Medical Care AG & Co. KgaA (Health Care Providers & Services) | 5 | ||||||
61 | GEA Group AG (Machinery) | 2 | ||||||
37 | Hannover Rueck SE (Insurance) | 8 | ||||||
76 | Heidelberg Materials AG (Construction Materials) | 6 | ||||||
88 | HelloFresh SE (Consumer Staples Distribution & Retail)(a) | 3 | ||||||
70 | Henkel AG & Co. KgaA (Household Products) | 4 | ||||||
75 | Henkel AG & Co. KgaA, Preference Shares (Household Products) | 5 | ||||||
748 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment)(b) | 25 | ||||||
41 | Knorr-Bremse AG (Machinery) | 3 | ||||||
41 | LEG Immobilien SE (Real Estate Management & Development)(a) | 3 | ||||||
459 | Mercedes-Benz Group AG (Automobile Components) | 32 | ||||||
34 | MTU Aero Engines AG (Aerospace & Defense) | 6 | ||||||
76 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, Registered Shares (Insurance) | 30 | ||||||
35 | Nemetschek SE (Software) | 2 | ||||||
79 | Porsche Automobil Holding SE, Preference Shares (Automobile Components) | 4 | ||||||
61 | Puma SE (Textiles, Apparel & Luxury Goods)(b) | 4 | ||||||
3 | Rational AG (Machinery) | 2 | ||||||
366 | RWE AG (Independent Power and Renewable Electricity Producers) | 14 | ||||||
580 | SAP SE (Software) | 75 | ||||||
49 | Scout24 SE (Interactive Media & Services) | 3 | ||||||
305 | Siemens Energy AG (Electrical Equipment)(a)(b) | 4 | ||||||
81 | Symrise AG (Chemicals)(b) | 8 | ||||||
30 | Talanx AG (Insurance) | 2 | ||||||
627 | Telefonica Deutschland Holding AG (Diversified Telecommunication Services) | 1 | ||||||
16 | Volkswagen AG (Automobiles) | 2 | ||||||
117 | Volkswagen AG, Preference Shares (Automobile Components) | 13 | ||||||
423 | Vonovia SE (Real Estate Management & Development) | 10 | ||||||
10 | Wacker Chemie AG (Chemicals) | 1 | ||||||
121 | Zalando SE (Specialty Retail)(a) | 3 | ||||||
548 | ||||||||
Hong Kong — 0.76% | ||||||||
6,492 | AIA Group Ltd. (Insurance) | 54 | ||||||
2,000 | BOC Hong Kong Holdings Ltd. (Banks) | 5 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hong Kong (continued) | ||||||||
1,100 | Budweiser Brewing Co. APAC Ltd. (Beverages)(b) | $ | 2 | |||||
1,000 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 5 | ||||||
1,500 | CK Hutchison Holdings Ltd. (Industrial Conglomerates) | 8 | ||||||
500 | CK Infrastructure Holdings Ltd. (Electric Utilities) | 2 | ||||||
1,000 | CLP Holdings Ltd. (Electric Utilities) | 7 | ||||||
1,000 | ESR Group Ltd. (Real Estate Management & Development) | 1 | ||||||
30 | Futu Holdings Ltd., ADR (Capital Markets)(a) | 2 | ||||||
1,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure) | 6 | ||||||
1,000 | Hang Lung Properties Ltd. (Real Estate Management & Development) | 1 | ||||||
400 | Hang Seng Bank Ltd. (Banks) | 5 | ||||||
1,000 | Henderson Land Development Co. Ltd. (Real Estate Management & Development) | 3 | ||||||
2,000 | HKT Trust & HKT Ltd. (Diversified Telecommunication Services)(b) | 2 | ||||||
5,985 | Hong Kong & China Gas Co. Ltd. (Gas Utilities) | 4 | ||||||
723 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 28 | ||||||
700 | Hongkong Land Holdings Ltd. (Real Estate Management & Development) | 2 | ||||||
100 | Jardine Matheson Holdings Ltd. (Industrial Conglomerates) | 5 | ||||||
1,566 | Link REIT (Retail REITs) | 8 | ||||||
1,000 | MTR Corp. Ltd. (Ground Transportation) | 4 | ||||||
1,250 | New World Development Co. Ltd. (Real Estate Management & Development) | 2 | ||||||
779 | Power Assets Holdings Ltd. (Electric Utilities) | 4 | ||||||
1,481 | Prudential PLC (Insurance) | 16 | ||||||
2,129 | Sino Land Co. Ltd. (Real Estate Management & Development) | 2 | ||||||
1,000 | SITC International Holdings Co. Ltd. (Marine Transportation) | 2 | ||||||
1,000 | Sun Hung Kai Properties Ltd. (Real Estate Management & Development) | 11 | ||||||
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 | ||||||
4,728 | WH Group Ltd. (Food Products) | 2 | ||||||
1,000 | Wharf Real Estate Investment Co. Ltd. (Real Estate Management & Development) | 4 | ||||||
1,000 | Xinyi Glass Holdings Ltd. (Building Products) | 1 | ||||||
207 | ||||||||
Ireland (Republic of) — 1.12% | ||||||||
353 | Accenture PLC, Class – A (IT Services) | 109 | ||||||
92 | AerCap Holdings N.V. (Trading Companies & Distributors)(a) | 6 | ||||||
770 | AIB Group PLC (Banks) | 3 | ||||||
50 | Allegion PLC (Building Products) | 5 | ||||||
162 | Aptiv PLC (Automobile Components)(a) | 16 | ||||||
599 | Bank of Ireland Group PLC (Banks) | 6 | ||||||
421 | CRH PLC (Construction Materials) | 23 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Ireland (Republic of) (continued) | ||||||||
504 | Experian PLC (Professional Services) | $ | 16 | |||||
100 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(a) | 16 | ||||||
259 | James Hardie Industries PLC (Construction Materials)(a) | 7 | ||||||
83 | Kingspan Group PLC (Building Products) | 6 | ||||||
747 | Medtronic PLC (Health Care Equipment & Supplies) | 60 | ||||||
130 | Smurfit Kappa Group PLC (Containers & Packaging)(b) | 4 | ||||||
130 | Trane Technologies PLC (Building Products) | 26 | ||||||
303 | ||||||||
Israel — 0.19% | ||||||||
16 | Azrieli Group Ltd. (Real Estate Management & Development) | 1 | ||||||
672 | Bank Hapoalim BM (Banks) | 6 | ||||||
842 | Bank Leumi Le-Israel BM (Banks) | 7 | ||||||
56 | Check Point Software Technologies Ltd. (Software)(a) | 6 | ||||||
23 | CyberArk Software Ltd. (Software)(a) | 4 | ||||||
56 | Global-e Online Ltd. (Broadline Retail)(a) | 2 | ||||||
362 | ICL Group Ltd. (Chemicals) | 2 | ||||||
— | Isracard Ltd. (Consumer Finance) | — | ||||||
727 | Israel Discount Bank Ltd., Class – A (Banks) | 4 | ||||||
97 | Mizrahi Tefahot Bank Ltd. (Banks) | 4 | ||||||
13 | Monday.com Ltd. (Software)(a) | 2 | ||||||
34 | Nice Ltd. (Software)(a) | 6 | ||||||
33 | SolarEdge Technologies, Inc. (Semiconductors & Semiconductor Equipment)(a) | 4 | ||||||
28 | Wix.com Ltd. (IT Services)(a) | 3 | ||||||
51 | ||||||||
Italy — 0.67% | ||||||||
62 | Amplifon SpA (Health Care Providers & Services) | 2 | ||||||
615 | Assicurazioni Generali SpA (Insurance) | 13 | ||||||
265 | Davide Campari-Milano N.V., Class – M (Beverages) | 3 | ||||||
13 | DiaSorin SpA (Health Care Equipment & Supplies) | 1 | ||||||
4,456 | Enel SpA (Electric Utilities)(b) | 28 | ||||||
1,359 | Eni SpA (Oil, Gas & Consumable Fuels) | 22 | ||||||
73 | Ferrari N.V. (Automobiles) | 22 | ||||||
344 | FinecoBank Banca Fineco SpA (Banks) | 4 | ||||||
208 | Infrastrutture Wireless Italiane SpA (Diversified Telecommunication Services)(b) | 2 | ||||||
8,539 | Intesa Sanpaolo SpA (Banks)(b) | 22 | ||||||
318 | Mediobanca Banca di Credito Finanziario SpA (Banks) | 4 | ||||||
123 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 7 | ||||||
360 | Nexi SpA (Professional Services)(a) | 2 | ||||||
367 | Poste Italiane SpA (Insurance) | 4 | ||||||
133 | Prysmian SpA (Electrical Equipment) | 5 | ||||||
49 | Recordati Industria Chimica e Farmaceutica SpA (Pharmaceuticals) | 2 | ||||||
1,265 | Snam SpA (Gas Utilities) | 6 | ||||||
4,827 | Telecom Italia SpA/Milano (Diversified Telecommunication Services)(a) | 2 | ||||||
946 | Terna – Rete Elettrica Nazionale (Electric Utilities) | 7 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Italy (continued) | ||||||||
1,054 | UniCredit SpA (Banks) | $ | 25 | |||||
183 | ||||||||
Japan — 6.27% | ||||||||
400 | Advantest Corp. (Semiconductors & Semiconductor Equipment)(b) | 11 | ||||||
400 | Aeon Co. Ltd. (Consumer Staples Distribution & Retail) | 8 | ||||||
100 | AGC, Inc. (Building Products) | 4 | ||||||
100 | Aisin Corp. (Automobile Components) | 4 | ||||||
100 | ANA Holdings, Inc. (Passenger 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 | ||||||
300 | Bandai Namco Holdings, Inc. (Leisure Products) | 6 | ||||||
100 | BayCurrent Consulting, Inc. (Professional Services) | 3 | ||||||
333 | Bridgestone Corp. (Automobile Components) | 13 | ||||||
100 | Brother Industries Ltd. (Technology Hardware, Storage & Peripherals) | 2 | ||||||
600 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 14 | ||||||
100 | Capcom Co. Ltd. (Entertainment) | 4 | ||||||
500 | Central Japan Railway Co. (Ground Transportation) | 12 | ||||||
400 | Chubu Electric Power Co., Inc. (Electric Utilities) | 5 | ||||||
700 | Concordia Financial Group Ltd. (Banks) | 3 | ||||||
300 | CyberAgent, Inc. (Media) | 2 | ||||||
100 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 3 | ||||||
190 | Daifuku Co. Ltd. (Machinery) | 4 | ||||||
586 | Dai-ichi Life Holdings, Inc. (Insurance) | 12 | ||||||
120 | Daikin Industries Ltd. (Building Products) | 19 | ||||||
300 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 8 | ||||||
1 | Daiwa House REIT Investment Corp. (Diversified REITs) | 2 | ||||||
900 | Daiwa Securities Group, Inc. (Capital Markets) | 5 | ||||||
1,024 | Denso Corp. (Automobile Components) | 16 | ||||||
100 | Dentsu Group, Inc. (Media) | 3 | ||||||
5 | Disco Corp. (Semiconductors & Semiconductor Equipment) | 1 | ||||||
200 | East Japan Railway Co. (Ground Transportation) | 11 | ||||||
1,700 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 7 | ||||||
545 | FANUC Corp. (Machinery) | 14 | ||||||
100 | Fast Retailing Co. Ltd. (Specialty Retail) | 22 | ||||||
100 | Fuji Electric Co. Ltd. (Electrical Equipment) | 5 | ||||||
200 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 12 | ||||||
152 | Fujitsu Ltd. (IT Services)(b) | 18 | ||||||
3 | GLP J-Reit (Industrial REITs)(b) | 3 | ||||||
100 | Hakuhodo DY Holdings, Inc. (Media) | 1 | ||||||
100 | Hamamatsu Photonics KK (Electronic Equipment, Instruments & Components) | 4 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
100 | Hankyu Hanshin Holdings, Inc. (Ground Transportation) | $ | 3 | |||||
27 | Hikari Tsushin, Inc. (Specialty Retail) | 4 | ||||||
42 | Hirose Electric Co. Ltd. (Electronic Equipment, Instruments & Components) | 5 | ||||||
100 | Hitachi Construction Machinery Co. Ltd. (Machinery) | 3 | ||||||
2,700 | Honda Motor Co. Ltd. (Automobile Components) | 30 | ||||||
100 | Hoshizaki Corp. (Machinery) | 3 | ||||||
200 | Hoya Corp. (Health Care Equipment & Supplies) | 20 | ||||||
200 | Hulic Co. Ltd. (Real Estate Management & Development)(b) | 2 | ||||||
100 | Ibiden Co. Ltd. (Electronic Equipment, Instruments & Components) | 5 | ||||||
52 | Idemitsu Kosan Co. Ltd. (Oil, Gas & Consumable Fuels)(b) | 1 | ||||||
100 | Iida Group Holdings Co. Ltd. (Household Durables) | 2 | ||||||
600 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 9 | ||||||
300 | Isuzu Motors Ltd. (Automobile Components) | 4 | ||||||
700 | ITOCHU Corp. (Trading Companies & Distributors) | 25 | ||||||
48 | Japan Airlines Co. Ltd. (Passenger Airlines)(b) | 1 | ||||||
300 | Japan Exchange Group, Inc. (Capital Markets) | 6 | ||||||
4 | Japan Metropolitan Fund Invest (Retail REITs) | 3 | ||||||
800 | Japan Post Bank Co. Ltd. (Banks)(b) | 7 | ||||||
1,400 | Japan Post Holdings Co. Ltd. (Insurance)(b) | 11 | ||||||
100 | Japan Post Insurance Co. Ltd. (Insurance)(b) | 2 | ||||||
1 | Japan Real Estate Investment Corp. (Office REITs) | 4 | ||||||
300 | JFE Holdings, Inc. (Metals & Mining)(b) | 4 | ||||||
200 | Kajima Corp. (Construction & Engineering) | 3 | ||||||
227 | Kao Corp. (Personal Care Products) | 8 | ||||||
100 | Kawasaki Kisen Kaisha Ltd. (Marine Transportation) | 3 | ||||||
874 | KDDI Corp. (Wireless Telecommunication Services) | 27 | ||||||
32 | Keio Corp. (Ground Transportation) | 1 | ||||||
100 | Keisei Electric Railway Co. Ltd. (Ground Transportation) | 3 | ||||||
134 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 51 | ||||||
100 | Kikkoman Corp. (Food Products) | 5 | ||||||
100 | Kintetsu Group Holdings Co. Ltd. (Ground Transportation) | 3 | ||||||
500 | Kirin Holdings Co. Ltd. (Beverages) | 7 | ||||||
100 | Kobe Bussan Co. Ltd. (Consumer Staples Distribution & Retail) | 2 | ||||||
100 | Koei Tecmo Holdings Co. Ltd. (Entertainment) | 1 | ||||||
168 | Koito Manufacturing Co. Ltd. (Automobile Components) | 3 | ||||||
500 | Komatsu Ltd. (Machinery) | 13 | ||||||
100 | Konami Group Corp. (Entertainment) | 5 | ||||||
43 | Kose Corp. (Personal Care Products) | 3 | ||||||
600 | Kubota Corp. (Machinery) | 9 | ||||||
100 | Kurita Water Industries Ltd. (Machinery) | 3 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
200 | Kyocera Corp. (Electronic Equipment, Instruments & Components) | $ | 10 | |||||
200 | Kyowa Kirin Co. Ltd. (Pharmaceuticals) | 3 | ||||||
200 | Lixil Corp. (Building Products) | 2 | ||||||
300 | M3, Inc. (Health Care Technology) | 5 | ||||||
100 | Makita Corp. (Machinery) | 2 | ||||||
800 | Marubeni Corp. (Trading Companies & Distributors) | 12 | ||||||
300 | MatsukiyoCocokara & Co. (Consumer Staples Distribution & Retail) | 5 | ||||||
300 | Mazda Motor Corp. (Automobile Components) | 3 | ||||||
200 | MINEBEA MITSUMI, Inc. (Machinery) | 3 | ||||||
200 | MISUMI Group, Inc. (Machinery) | 3 | ||||||
700 | Mitsubishi Corp. (Trading Companies & Distributors) | 33 | ||||||
1,100 | Mitsubishi Electric Corp. (Electrical Equipment) | 14 | ||||||
600 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 8 | ||||||
500 | Mitsubishi HC Capital, Inc. (Financial Services) | 3 | ||||||
200 | Mitsubishi Heavy Industries Ltd. (Machinery) | 11 | ||||||
5,979 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 52 | ||||||
800 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 29 | ||||||
100 | Mitsui Chemicals, Inc. (Chemicals) | 3 | ||||||
500 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 11 | ||||||
200 | Mitsui O.S.K. Lines Ltd. (Marine Transportation) | 5 | ||||||
1,410 | Mizuho Financial Group, Inc. (Banks) | 24 | ||||||
200 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 2 | ||||||
230 | MS&AD Insurance Group Holdings, Inc. (Insurance) | 8 | ||||||
1,011 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 18 | ||||||
130 | NEC Corp. (IT Services) | 7 | ||||||
200 | Nexon Co. Ltd. (Entertainment) | 4 | ||||||
100 | NGK Insulators Ltd. (Machinery) | 1 | ||||||
200 | NIDEC Corp. (Electrical Equipment) | 9 | ||||||
650 | Nintendo Co. Ltd. (Entertainment) | 27 | ||||||
1 | Nippon Building Fund, Inc. (Diversified REITs) | 4 | ||||||
600 | Nippon Paint Holdings Co. Ltd. (Chemicals)(b) | 4 | ||||||
1 | Nippon Prologis REIT, Inc. (Industrial REITs)(b) | 2 | ||||||
100 | Nippon Sanso Holdings Corp. (Chemicals) | 2 | ||||||
500 | Nippon Steel Corp. (Metals & Mining)(b) | 12 | ||||||
17,950 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 21 | ||||||
300 | Nippon Yusen KK (Marine Transportation) | 8 | ||||||
1,300 | Nissan Motor Co. Ltd. (Automobile Components) | 6 | ||||||
100 | Nitto Denko Corp. (Chemicals) | 7 | ||||||
2,000 | Nomura Holdings, Inc. (Capital Markets) | 8 | ||||||
100 | Nomura Real Estate Holdings, Inc. (Real Estate Management & Development) | 3 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
3 | Nomura Real Estate Master Fund, Inc. (Diversified REITs) | $ | 3 | |||||
235 | Nomura Research Institute Ltd. (IT Services) | 6 | ||||||
400 | NTT Data Group Corp. (IT Services) | 5 | ||||||
400 | Obayashi Corp. (Construction & Engineering) | 4 | ||||||
200 | Odakyu Electric Railway Co. Ltd. (Ground Transportation) | 3 | ||||||
500 | Oji Holdings Corp. (Paper & Forest Products) | 2 | ||||||
700 | Olympus Corp. (Health Care Equipment & Supplies) | 9 | ||||||
147 | Omron Corp. (Electronic Equipment, Instruments & Components) | 7 | ||||||
49 | Oracle Corp. Japan (Software) | 4 | ||||||
600 | Oriental Land Co. Ltd. (Hotels, Restaurants & Leisure) | 20 | ||||||
700 | ORIX Corp. (Financial Services) | 13 | ||||||
200 | Osaka Gas Co. Ltd. (Gas Utilities) | 3 | ||||||
34 | Otsuka Corp. (IT Services) | 1 | ||||||
168 | Pan Pacific International Holdings Corp. (Broadline Retail) | 4 | ||||||
1,300 | Panasonic Holdings Corp. (Household Durables) | 15 | ||||||
1,000 | Persol Holdings Co. Ltd. (Professional Services)(b) | 2 | ||||||
1,000 | Rakuten Group, Inc. (Broadline Retail)(b) | 4 | ||||||
800 | Recruit Holdings Co. Ltd. (Professional Services) | 24 | ||||||
700 | Renesas Electronics Corp. (Semiconductors & Semiconductor Equipment)(a)(b) | 11 | ||||||
1,300 | Resona Holdings, Inc. (Banks) | 7 | ||||||
400 | Ricoh Co. Ltd. (Technology Hardware, Storage & Peripherals) | 3 | ||||||
84 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 2 | ||||||
200 | SBI Holdings, Inc. (Capital Markets) | 4 | ||||||
100 | SCSK Corp. (IT Services) | 2 | ||||||
100 | Secom Co. Ltd. (Commercial Services & Supplies) | 7 | ||||||
200 | Seiko Epson Corp. (Technology Hardware, Storage & Peripherals) | 3 | ||||||
200 | Sekisui Chemical Co. Ltd. (Household Durables) | 3 | ||||||
300 | Sekisui House Ltd. (Household Durables) | 6 | ||||||
467 | Seven & I Holdings Co. Ltd. (Consumer Staples Distribution & Retail) | 18 | ||||||
200 | SG Holdings Co. Ltd. (Air Freight & Logistics) | 3 | ||||||
300 | Sharp Corp. (Household Durables)(b) | 2 | ||||||
300 | Shimizu Corp. (Construction & Engineering) | 2 | ||||||
1,000 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 29 | ||||||
300 | Shizuoka Financial Group, Inc. (Banks) | 2 | ||||||
1,700 | SoftBank Corp. (Wireless Telecommunication Services) | 19 | ||||||
618 | SoftBank Group Corp. (Wireless Telecommunication Services) | 26 | ||||||
200 | Sompo Holdings, Inc. (Insurance) | 9 | ||||||
700 | Sony Group Corp. (Household Durables) | 58 | ||||||
100 | Square Enix Holdings Co. Ltd. (Entertainment) | 3 | ||||||
400 | Subaru Corp. (Automobile Components) | 8 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
200 | SUMCO Corp. (Semiconductors & Semiconductor Equipment)(b) | $ | 3 | |||||
600 | Sumitomo Corp. (Trading Companies & Distributors) | 12 | ||||||
400 | Sumitomo Electric Industries Ltd. (Automobile Components) | 5 | ||||||
100 | Sumitomo Metal Mining Co. Ltd. (Metals & Mining) | 3 | ||||||
700 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 34 | ||||||
223 | Sumitomo Mitsui Trust Holdings, Inc. (Banks) | 8 | ||||||
200 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 5 | ||||||
100 | Suntory Beverage & Food Ltd. (Beverages) | 3 | ||||||
200 | Suzuki Motor Corp. (Automobile Components) | 8 | ||||||
300 | T&D Holdings, Inc. (Insurance) | 5 | ||||||
100 | Taisei Corp. (Construction & Engineering) | 4 | ||||||
200 | TDK Corp. (Electronic Equipment, Instruments & Components) | 7 | ||||||
400 | Terumo Corp. (Health Care Equipment & Supplies) | 11 | ||||||
400 | The Chiba Bank Ltd. (Banks) | 3 | ||||||
400 | The Kansai Electric Power Co., Inc. (Electric Utilities) | 6 | ||||||
100 | TIS, Inc. (IT Services) | 2 | ||||||
145 | Tobu Railway Co. Ltd. (Ground Transportation) | 4 | ||||||
45 | Toho Co. Ltd. (Entertainment) | 2 | ||||||
993 | Tokio Marine Holdings, Inc. (Insurance) | 23 | ||||||
900 | Tokyo Electric Power Co. Holdings, Inc. (Electric Utilities)(a) | 4 | ||||||
300 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 41 | ||||||
200 | Tokyo Gas Co. Ltd. (Gas Utilities) | 5 | ||||||
300 | Tokyu Corp. (Ground Transportation) | 3 | ||||||
100 | TOPPAN Holdings, Inc. (Commercial Services & Supplies) | 2 | ||||||
800 | Toray Industries, Inc. (Chemicals) | 4 | ||||||
200 | Toshiba Corp. (Industrial Conglomerates)(a) | 6 | ||||||
100 | Tosoh Corp. (Chemicals) | 1 | ||||||
100 | TOTO Ltd. (Building Products) | 3 | ||||||
100 | Toyota Industries Corp. (Machinery) | 8 | ||||||
5,650 | Toyota Motor Corp. (Automobile Components) | 102 | ||||||
100 | Trend Micro, Inc. (Software) | 4 | ||||||
200 | Unicharm Corp. (Household Products) | 7 | ||||||
100 | USS Co. Ltd. (Specialty Retail) | 2 | ||||||
200 | Yakult Honsha Co. Ltd. (Food Products) | 5 | ||||||
100 | Yamaha Corp. (Leisure Products) | 3 | ||||||
200 | Yamaha Motor Co. Ltd. (Automobile Components) | 5 | ||||||
200 | Yamato Holdings Co. Ltd. (Air Freight & Logistics) | 3 | ||||||
100 | Yaskawa Electric Corp. (Machinery) | 4 | ||||||
100 | Yokogawa Electric Corp. (Electronic Equipment, Instruments & Components) | 2 | ||||||
1,500 | Z Holdings Corp. (Interactive Media & Services) | 4 | ||||||
100 | Zensho Holdings Co. Ltd. (Hotels, Restaurants & Leisure) | 4 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
100 | ZOZO, Inc. (Specialty Retail)(b) | $ | 2 | |||||
1,699 | ||||||||
Luxembourg — 0.04% | ||||||||
257 | ArcelorMittal SA (Metals & Mining) | 7 | ||||||
259 | Tenaris SA (Energy Equipment & Services) | 4 | ||||||
11 | ||||||||
Netherlands — 1.52% | ||||||||
224 | ABN AMRO Bank N.V. (Banks)(b) | 3 | ||||||
13 | Adyen N.V. (Professional Services)(a)(b) | 10 | ||||||
893 | Aegon Ltd. (Insurance) | 4 | ||||||
91 | Akzo Nobel N.V. (Chemicals) | 7 | ||||||
32 | Argenx SE (Biotechnology)(a) | 16 | ||||||
28 | ASM International N.V. (Semiconductors & Semiconductor Equipment) | 12 | ||||||
226 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment)(b) | 132 | ||||||
102 | ASR Nederland N.V. (Insurance) | 4 | ||||||
41 | BE Semiconductor Industries N.V. (Semiconductors & Semiconductor Equipment) | 4 | ||||||
44 | Euronext N.V. (Capital Markets) | 3 | ||||||
62 | EXOR N.V. (Financial Services) | 5 | ||||||
305 | Ferrovial SE (Construction & Engineering) | 9 | ||||||
71 | Heineken Holding N.V. (Beverages) | 5 | ||||||
150 | Heineken N.V. (Beverages) | 13 | ||||||
31 | IMCD N.V. (Trading Companies & Distributors)(b) | 4 | ||||||
2,017 | ING Groep N.V. (Banks) | 27 | ||||||
59 | JDE Pee’’s N.V. (Food Products)(b) | 2 | ||||||
538 | Koninklijke Ahold Delhaize N.V. (Consumer Staples Distribution & Retail) | 16 | ||||||
1,770 | Koninklijke KPN N.V. (Diversified Telecommunication Services) | 6 | ||||||
547 | Koninklijke Philips N.V. (Health Care Equipment & Supplies)(a) | 11 | ||||||
152 | NN Group N.V. (Insurance) | 5 | ||||||
148 | NXP Semiconductors N.V. (Semiconductors & Semiconductor Equipment) | 30 | ||||||
51 | OCI N.V. (Chemicals)(b) | 1 | ||||||
841 | Prosus N.V. (Broadline Retail)(a)(b) | 25 | ||||||
66 | Randstad N.V. (Professional Services) | 4 | ||||||
1,266 | Stellantis N.V. (Automobile Components) | 24 | ||||||
479 | Universal Music Group N.V. (Entertainment) | 12 | ||||||
148 | Wolters Kluwer N.V. (Professional Services) | 18 | ||||||
412 | ||||||||
New Zealand — 0.07% | ||||||||
657 | Auckland International Airport Ltd. (Transportation Infrastructure) | 3 | ||||||
304 | Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies) | 4 | ||||||
634 | Mercury NZ Ltd. (Electric Utilities) | 2 | ||||||
828 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 3 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
New Zealand (continued) | ||||||||
1,066 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | $ | 3 | |||||
68 | Xero Ltd. (Software)(a) | 5 | ||||||
20 | ||||||||
Norway — 0.22% | ||||||||
161 | Adevinta ASA (Interactive Media & Services)(a) | 2 | ||||||
168 | Aker BP ASA (Oil, Gas & Consumable Fuels) | 5 | ||||||
533 | DNB Bank ASA (Banks) | 11 | ||||||
526 | Equinor ASA (Oil, Gas & Consumable Fuels) | 16 | ||||||
121 | Gjensidige Forsikring ASA (Insurance) | 2 | ||||||
274 | Mowi ASA (Food Products)(b) | 5 | ||||||
716 | Norsk Hydro ASA (Metals & Mining) | 4 | ||||||
382 | Orkla ASA (Food Products) | 3 | ||||||
47 | Salmar ASA (Food Products) | 2 | ||||||
373 | Telenor ASA (Diversified Telecommunication Services) | 4 | ||||||
93 | Yara International ASA (Chemicals) | 4 | ||||||
58 | ||||||||
Portugal — 0.06% | ||||||||
1,828 | EDP - Energias de Portugal SA (Electric Utilities) | 7 | ||||||
282 | Galp Energia SGPS SA (Oil, Gas & Consumable Fuels)(b) | 4 | ||||||
157 | Jeronimo Martins SGPS SA (Consumer Staples Distribution & Retail)(b | 4 | ||||||
15 | ||||||||
Singapore — 0.42% | ||||||||
2,350 | CapitaLand Ascendas REIT (Industrial REITs) | 5 | ||||||
2,740 | CapitaLand Integrated Commercial Trust (Retail REITs) | 4 | ||||||
1,500 | CapitaLand Investment Ltd. (Real Estate Management & Development) | 3 | ||||||
400 | City Developments Ltd. (Real Estate Management & Development) | 2 | ||||||
1,024 | DBS Group Holdings Ltd. (Banks) | 26 | ||||||
3,300 | Genting Singapore Ltd. (Hotels, Restaurants & Leisure) | 2 | ||||||
888 | Grab Holdings Ltd. (Ground Transportation)(a) | 3 | ||||||
600 | Keppel Corp. Ltd. (Industrial Conglomerates) | 3 | ||||||
1,659 | Mapletree Logistics Trust (Industrial REITs) | 2 | ||||||
1,200 | Mapletree Pan Asia Commercial Trust (Retail REITs) | 1 | ||||||
1,435 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 13 | ||||||
212 | Sea Ltd., ADR (Entertainment)(a) | 9 | ||||||
26,285 | Seatrium Ltd. (Machinery)(a) | 3 | ||||||
500 | Sembcorp Industries Ltd. (Multi-Utilities) | 2 | ||||||
900 | Singapore Airlines Ltd. (Passenger Airlines)(b) | 4 | ||||||
500 | Singapore Exchange Ltd. (Capital Markets) | 4 | ||||||
5,100 | Singapore Telecommunications Ltd. (Diversified Telecommunication Services) | 9 | ||||||
700 | United Overseas Bank Ltd. (Banks) | 15 | ||||||
300 | UOL Group Ltd. (Real Estate Management & Development) | 1 | ||||||
900 | Wilmar International Ltd. (Food Products) | 2 | ||||||
113 | ||||||||
Spain — 0.77% | ||||||||
18 | Acciona SA (Electric Utilities) | 2 | ||||||
115 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 4 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Spain (continued) | ||||||||
38 | Aena SME SA (Transportation Infrastructure) | $ | 6 | |||||
261 | Amadeus IT Group SA (Professional Services) | 16 | ||||||
3,322 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 27 | ||||||
9,004 | Banco SantanderSA (Banks)(b) | 34 | ||||||
2,355 | CaixaBank SA (Banks) | 9 | ||||||
321 | Cellnex Telecom SA (Diversified Telecommunication Services)(b) | 11 | ||||||
33 | Corp. ACCIONA Energias Renovables SA (Independent Power and Renewable Electricity Producers) | 1 | ||||||
152 | EDP Renovaveis SA (Independent Power and Renewable Electricity Producers) | 2 | ||||||
121 | Enagas SA (Gas Utilities)(b) | 2 | ||||||
189 | Endesa SA (Electric Utilities) | 4 | ||||||
3,350 | Iberdrola SA (Electric Utilities) | 38 | ||||||
607 | Industria de Diseno Textil SA (Specialty Retail) | 23 | ||||||
70 | Naturgy Energy Group SA (Gas Utilities) | 2 | ||||||
223 | Redeia Corp. SA (Electric Utilities) | 4 | ||||||
695 | Repsol SA (Oil, Gas & Consumable Fuels) | 11 | ||||||
2,938 | Telefonica SA (Diversified Telecommunication Services) | 12 | ||||||
208 | ||||||||
Sweden — 0.87% | ||||||||
156 | Alfa Laval AB (Machinery) | 5 | ||||||
564 | Assa Abloy AB, Class – B (Building Products) | 12 | ||||||
1,476 | Atlas Copco AB, Class – A (Machinery) | 21 | ||||||
914 | Atlas Copco AB, Class – B (Machinery) | 11 | ||||||
225 | Beijer Ref AB (Trading Companies & Distributors) | 2 | ||||||
165 | Boliden AB (Metals & Mining) | 5 | ||||||
348 | Epiroc AB, Class – A (Machinery) | 7 | ||||||
289 | Epiroc AB, Class – B (Machinery) | 5 | ||||||
195 | EQT AB (Capital Markets) | 4 | ||||||
365 | Essity AB, Class – B (Household Products) | 8 | ||||||
104 | Evolution AB (Hotels, Restaurants & Leisure)(b) | 10 | ||||||
306 | Fastighets AB Balder, B shares (Real Estate Management & Development)(a) | 1 | ||||||
120 | Getinge AB, B shares (Health Care Equipment & Supplies) | 2 | ||||||
377 | H & M Hennes & Mauritz AB, Class – B (Specialty Retail) | 5 | ||||||
1,114 | Hexagon AB, Class – B (Electronic Equipment, Instruments & Components) | 9 | ||||||
74 | Holmen AB, B shares (Paper & Forest Products) | 3 | ||||||
214 | Husqvarna AB, B shares (Machinery) | 2 | ||||||
144 | Industrivarden AB, Class – A (Financial Services)(b) | 4 | ||||||
20 | Industrivarden AB, Class – C (Financial Services) | 1 | ||||||
155 | Indutrade AB (Machinery) | 3 | ||||||
81 | Investment AB Latour, Class – B (Industrial Conglomerates) | 1 | ||||||
963 | Investor AB, Class – B (Financial Services) | 18 | ||||||
50 | L E Lundbergforetagen AB, Class – B (Financial Services) | 2 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Sweden (continued) | ||||||||
127 | Lifco AB, Class – B (Industrial Conglomerates) | $ | 2 | |||||
848 | Nibe Industrier AB, Class – B (Building Products) | 6 | ||||||
95 | Sagax AB, Class – B (Real Estate Management & Development) | 2 | ||||||
565 | Sandvik AB (Machinery) | 10 | ||||||
280 | Securitas AB, Class – B (Commercial Services & Supplies) | 2 | ||||||
913 | Skandinaviska Enskilda Banken AB, Class – A (Banks) | 11 | ||||||
234 | Skanska AB, Class – B (Construction & Engineering) | 4 | ||||||
191 | SKF AB, B shares (Machinery) | 3 | ||||||
308 | Svenska Cellulosa AB SCA, Class – B (Paper & Forest Products) | 4 | ||||||
873 | Svenska Handelsbanken AB, Class – A (Banks) | 8 | ||||||
476 | Swedbank AB, Class – A (Banks) | 9 | ||||||
264 | Tele2 AB, B shares (Wireless Telecommunication Services) | 2 | ||||||
1,729 | Telefonaktiebolaget LM Ericsson, Class – B (Communications Equipment)^ | 8 | ||||||
1,249 | Telia Co. AB (Diversified Telecommunication Services)(b) | 3 | ||||||
207 | Volvo AB, Class – A (Machinery) | 4 | ||||||
718 | Volvo AB, Class – B (Machinery) | 15 | ||||||
325 | Volvo Car AB, Class – B (Automobile Components)(a) | 1 | ||||||
235 | ||||||||
Switzerland — 2.54% | ||||||||
916 | ABB Ltd., Registered Shares (Electrical Equipment) | 33 | ||||||
82 | Adecco Group AG (Professional Services)(b) | 3 | ||||||
286 | Alcon, Inc. (Health Care Equipment & Supplies) | 22 | ||||||
24 | Baloise Holding AG, Registered Shares (Insurance) | 3 | ||||||
16 | Banque Cantonale Vaudoise, Registered Shares (Banks) | 2 | ||||||
2 | Barry Callebaut AG, Registered Shares (Food Products)(b) | 3 | ||||||
14 | BKW AG (Electric Utilities) | 2 | ||||||
1 | Chocoladefabriken Lindt & Spruengli AG, Class – PC (Food Products) | 11 | ||||||
233 | Chubb Ltd. (Insurance) | 49 | ||||||
288 | Cie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 35 | ||||||
100 | Clariant AG, Registered Shares (Chemicals) | 2 | ||||||
114 | Coca-Cola HBC AG (Beverages) | 3 | ||||||
103 | DSM-Firmenich AG (Chemicals) | 9 | ||||||
66 | Dufry AG, Registered Shares (Specialty Retail)(a)(b) | 3 | ||||||
5 | EMS-Chemie Holding AG (Chemicals) | 3 | ||||||
86 | Garmin Ltd. (Household Durables) | 9 | ||||||
18 | Geberit AG, Registered Shares (Building Products) | 9 | ||||||
5 | Givaudan SA, Registered Shares (Chemicals) | 16 | ||||||
5,960 | Glencore PLC (Metals & Mining)(b) | 34 | ||||||
23 | Helvetia Holding AG, Registered Shares (Insurance) | 3 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Switzerland (continued) | ||||||||
299 | Holcim AG (Construction Materials)(b) | $ | 19 | |||||
119 | Julius Baer Group Ltd. (Capital Markets) | 8 | ||||||
32 | Kuehne + Nagel International AG, Registered Shares (Marine Transportation) | 9 | ||||||
96 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | 7 | ||||||
1,488 | Nestle SA, Registered Shares (Food Products) | 167 | ||||||
13 | Partners Group Holding AG (Capital Markets) | 15 | ||||||
18 | Schindler Holding AG (Machinery) | 4 | ||||||
19 | Schindler Holding AG, Registered Shares (Machinery) | 4 | ||||||
88 | SGS SA, Registered Shares (Professional Services)(b) | 7 | ||||||
197 | SIG Group AG (Containers & Packaging)(b) | 5 | ||||||
79 | Sika AG, Registered Shares (Chemicals)(b) | 20 | ||||||
27 | Sonova Holding AG (Health Care Equipment & Supplies)(b) | 6 | ||||||
404 | STMicroelectronics N.V. (Semiconductors & Semiconductor Equipment) | 17 | ||||||
67 | Straumann Holding AG, Registered Shares (Health Care Equipment & Supplies) | 9 | ||||||
16 | Swiss Life Holding AG (Insurance) | 10 | ||||||
51 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 5 | ||||||
171 | Swiss Re AG (Insurance) | 18 | ||||||
13 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 8 | ||||||
35 | Temenos AG, Registered Shares (Software) | 2 | ||||||
15 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 4 | ||||||
39 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 2 | ||||||
1,845 | UBS Group AG (Capital Markets) | 45 | ||||||
14 | VAT Group AG (Machinery) | 5 | ||||||
82 | Zurich Insurance Group AG (Insurance) | 38 | ||||||
688 | ||||||||
United Arab Emirates — 0.00% | ||||||||
118 | NMC Health PLC (Health Care Providers & Services)(a)(c) | — | ||||||
United Kingdom — 3.54% | ||||||||
582 | 3i Group PLC (Capital Markets) | 15 | ||||||
1,208 | abrdn PLC (Capital Markets) | 2 | ||||||
108 | Admiral Group PLC (Insurance) | 3 | ||||||
898 | Amcor PLC (Containers & Packaging) | 8 | ||||||
721 | Anglo American PLC (Metals & Mining) | 20 | ||||||
254 | Ashtead Group PLC (Trading Companies & Distributors) | 15 | ||||||
190 | Associated British Foods PLC (Food Products) | 5 | ||||||
483 | Auto Trader Group PLC (Interactive Media & Services)(b) | 4 | ||||||
1,441 | Aviva PLC (Insurance) | 7 | ||||||
8,715 | Barclays PLC (Banks)(b) | 17 | ||||||
471 | Barratt Developments PLC (Household Durables)(b) | 3 | ||||||
53 | Berkeley Group Holdings PLC (Household Durables) | 3 | ||||||
9,759 | BP PLC (Oil, Gas & Consumable Fuels) | 63 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
3,974 | BT Group PLC (Diversified Telecommunication Services) | $ | 6 | |||||
188 | Bunzl PLC (Trading Companies & Distributors) | 7 | ||||||
214 | Burberry Group PLC (Textiles, Apparel & Luxury Goods)(b) | 5 | ||||||
3,224 | Centrica PLC (Multi-Utilities)(b) | 6 | ||||||
182 | Clarivate PLC (Professional Services)(a) | 1 | ||||||
632 | CNH Industrial N.V. (Machinery) | 8 | ||||||
128 | Coca-Cola Europacific Partners PLC (Beverages) | 8 | ||||||
961 | Compass Group PLC (Hotels, Restaurants & Leisure) | 23 | ||||||
86 | Croda International PLC (Chemicals)(b) | 5 | ||||||
1,226 | Diageo PLC (Beverages) | 45 | ||||||
96 | Endeavour Mining PLC (Metals & Mining) | 2 | ||||||
367 | Entain PLC (Hotels, Restaurants & Leisure) | 4 | ||||||
119 | Ferguson PLC (Trading Companies & Distributors)(b) | 20 | ||||||
3,148 | Haleon PLC (Personal Care Products)(b) | 13 | ||||||
214 | Halma PLC (Electronic Equipment, Instruments & Components) | 5 | ||||||
176 | Hargreaves Lansdown PLC (Capital Markets) | 2 | ||||||
11,110 | HSBC Holdings PLC (Banks) | 86 | ||||||
810 | Informa PLC (Media) | 7 | ||||||
96 | InterContinental Hotels Group PLC (Hotels, Restaurants & Leisure) | 7 | ||||||
103 | Intertek Group PLC (Professional Services) | 5 | ||||||
842 | J Sainsbury PLC (Consumer Staples Distribution & Retail) | 3 | ||||||
1,475 | JD Sports Fashion PLC (Specialty Retail) | 3 | ||||||
83 | Johnson Matthey PLC (Chemicals) | 2 | ||||||
1,028 | Kingfisher PLC (Specialty Retail) | 3 | ||||||
371 | Land Securities Group PLC (Diversified REITs) | 3 | ||||||
3,513 | Legal & General Group PLC (Insurance) | 9 | ||||||
148 | Liberty Global PLC, Class – C (Diversified Telecommunication Services)(a) | 3 | ||||||
35,323 | Lloyds Banking Group PLC (Banks) | 19 | ||||||
243 | London Stock Exchange Group PLC (Capital Markets)(b) | 24 | ||||||
1,248 | M&G PLC (Financial Services) | 3 | ||||||
267 | Mondi PLC (Paper & Forest Products) | 4 | ||||||
2,080 | National Grid PLC (Multi-Utilities) | 25 | ||||||
3,431 | NatWest Group PLC (Banks)(b) | 10 | ||||||
71 | Next PLC (Broadline Retail) | 6 | ||||||
363 | Ocado Group PLC (Consumer Staples Distribution & Retail)(a)(b) | 3 | ||||||
399 | Pearson PLC (Diversified Consumer Services) | 4 | ||||||
93 | Pentair PLC (Machinery) | 6 | ||||||
224 | Persimmon PLC (Household Durables) | 3 | ||||||
381 | Phoenix Group Holdings PLC (Insurance) | 2 | ||||||
1,071 | RELX PLC (Professional Services) | 36 | ||||||
1,488 | Rentokil Initial PLC (Commercial Services & Supplies) | 11 | ||||||
626 | Rio Tinto PLC (Metals & Mining) | 39 | ||||||
400 | Schroders PLC (Capital Markets) | 2 | ||||||
641 | Segro PLC (Diversified REITs) | 6 | ||||||
130 | Severn Trent PLC (Water Utilities)(b) | 4 | ||||||
3,771 | Shell PLC (Oil, Gas & Consumable Fuels) | 118 | ||||||
458 | Smith & Nephew PLC (Health Care Equipment & Supplies) | 6 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
219 | Smiths Group PLC (Industrial Conglomerates) | $ | 4 | |||||
38 | Spirax-Sarco Engineering PLC (Machinery) | 4 | ||||||
624 | SSE PLC (Electric Utilities) | 12 | ||||||
360 | St. James’s Place PLC (Capital Markets) | 4 | ||||||
1,373 | Standard Chartered PLC (Banks) | 13 | ||||||
1,778 | Taylor Wimpey PLC (Household Durables)(b) | 3 | ||||||
4,044 | Tesco PLC (Consumer Staples Distribution & Retail) | 13 | ||||||
545 | The Sage Group PLC (Software) | 7 | ||||||
1,399 | Unilever PLC (Personal Care Products) | 69 | ||||||
407 | United Utilities Group PLC (Water Utilities) | 5 | ||||||
13,027 | Vodafone Group PLC (Wireless Telecommunication Services) | 12 | ||||||
107 | Whitbread PLC (Hotels, Restaurants & Leisure) | 5 | ||||||
59 | Willis Towers Watson PLC (Insurance) | 12 | ||||||
409 | Wise PLC, Class - A (Professional Services)(a) | 3 | ||||||
616 | WPP PLC (Media) | 5 | ||||||
958 | ||||||||
United States — 68.61% | ||||||||
308 | 3M Co. (Industrial Conglomerates) | 29 | ||||||
72 | A.O. Smith Corp. (Building Products) | 5 | ||||||
438 | Activision Blizzard, Inc. (Entertainment) | 41 | ||||||
256 | Adobe, Inc. (Software)(a) | 131 | ||||||
904 | Advanced Micro Devices, Inc. (Semiconductors & Semiconductor Equipment)(a) | 93 | ||||||
74 | AECOM (Construction & Engineering) | 6 | ||||||
321 | Aflac, Inc. (Insurance) | 25 | ||||||
154 | Agilent Technologies, Inc. (Life Sciences Tools & Services) | 17 | ||||||
125 | Air Products & Chemicals, Inc. (Chemicals) | 35 | ||||||
237 | Airbnb, Inc., Class - A (Hotels, Restaurants & Leisure)(a) | 33 | ||||||
86 | Akamai Technologies, Inc. (IT Services)(a) | 9 | ||||||
65 | Albemarle Corp. (Chemicals) | 11 | ||||||
193 | Albertsons Cos., Inc., Class - A (Consumer Staples Distribution & Retail) | 4 | ||||||
95 | Alexandria Real Estate Equities, Inc. (Office REITs) | 10 | ||||||
43 | Align Technology, Inc. (Health Care Equipment & Supplies)(a) | 13 | ||||||
138 | Alliant Energy Corp. (Electric Utilities) | 7 | ||||||
137 | Ally Financial, Inc. (Consumer Finance) | 4 | ||||||
73 | Alnylam Pharmaceuticals, Inc. (Biotechnology)(a) | 13 | ||||||
3,344 | Alphabet, Inc., Class - A (Interactive Media & Services)(a) | 438 | ||||||
2,975 | Alphabet, Inc., Class - C (Interactive Media & Services)(a) | 392 | ||||||
5,197 | Amazon.com, Inc. (Broadline Retail)(a) | 662 | ||||||
147 | Ameren Corp. (Multi-Utilities) | 11 | ||||||
287 | American Electric Power Co., Inc. (Electric Utilities) | 22 | ||||||
353 | American Express Co. (Consumer Finance) | 53 | ||||||
45 | American Financial Group, Inc. (Insurance) | 5 | ||||||
192 | American Homes 4 Rent, Class - A (Residential REITs) | 6 | ||||||
397 | American International Group, Inc. (Insurance) | 24 | ||||||
261 | American Tower Corp. (Specialized REITs) | 43 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
112 | American Water Works Co., Inc. (Water Utilities) | $ | 14 | |||||
60 | Ameriprise Financial, Inc. (Capital Markets) | 20 | ||||||
98 | AmerisourceBergen Corp. (Health Care Providers & Services) | 18 | ||||||
133 | AMETEK, Inc. (Electrical Equipment) | 20 | ||||||
335 | Amphenol Corp., Class - A (Electronic Equipment, Instruments & Components) | 28 | ||||||
281 | Analog Devices, Inc. (Semiconductors & Semiconductor Equipment) | 49 | ||||||
259 | Annaly Capital Management, Inc. (Mortgage Real Estate Investment Trusts) | 5 | ||||||
47 | ANSYS, Inc. (Software)(a) | 14 | ||||||
115 | Aon PLC, Class - A (Insurance) | 37 | ||||||
174 | APA Corp. (Oil, Gas & Consumable Fuels) | 7 | ||||||
226 | Apollo Global Management, Inc. (Financial Services) | 20 | ||||||
8,857 | Apple, Inc. (Technology Hardware, Storage & Peripherals) | 1,517 | ||||||
471 | Applied Materials, Inc. (Semiconductors & Semiconductor Equipment) | 65 | ||||||
150 | Aramark (Hotels, Restaurants & Leisure) | 5 | ||||||
302 | Archer-Daniels-Midland Co. (Food Products) | 23 | ||||||
90 | Ares Management Corp., Class - A (Capital Markets) | 9 | ||||||
151 | Arista Networks, Inc. (Communications Equipment)(a) | 28 | ||||||
33 | Arrow Electronics, Inc. (Electronic Equipment, Instruments & Components)(a) | 4 | ||||||
120 | Arthur J. Gallagher & Co. (Insurance) | 27 | ||||||
19 | Aspen Technology, Inc. (Software)(a) | 4 | ||||||
30 | Assurant, Inc. (Insurance) | 4 | ||||||
4,014 | AT&T, Inc. (Diversified Telecommunication Services) | 60 | ||||||
84 | Atlassian Corp., Class - A (Software)(a) | 17 | ||||||
81 | Atmos Energy Corp. (Gas Utilities) | 9 | ||||||
116 | Autodesk, Inc. (Software)(a) | 24 | ||||||
230 | Automatic Data Processing, Inc. (Professional Services) | 55 | ||||||
10 | AutoZone, Inc. (Specialty Retail)(a) | 25 | ||||||
81 | AvalonBay Communities, Inc. (Residential REITs) | 14 | ||||||
367 | Avantor, Inc. (Life Sciences Tools & Services)(a) | 8 | ||||||
44 | Avery Dennison Corp. (Containers & Packaging) | 8 | ||||||
39 | Axon Enterprise, Inc. (Aerospace & Defense)(a) | 8 | ||||||
568 | Baker Hughes Co. (Energy Equipment & Services) | 20 | ||||||
183 | Ball Corp. (Containers & Packaging) | 9 | ||||||
4,029 | Bank of America Corp. (Banks) | 110 | ||||||
141 | Bath & Body Works, Inc. (Specialty Retail) | 5 | ||||||
274 | Baxter International, Inc. (Health Care Equipment & Supplies) | 10 | ||||||
120 | Bentley Systems, Inc., Class - B (Software) | 6 | ||||||
727 | Berkshire Hathaway, Inc., Class - B (Financial Services)(a) | 255 | ||||||
105 | Best Buy Co., Inc. (Specialty Retail) | 7 | ||||||
59 | BILL Holdings, Inc. (Software)(a) | 6 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
98 | Bio-Techne Corp. (Life Sciences Tools & Services) | $ | 7 | |||||
84 | BlackRock, Inc. (Capital Markets) | 54 | ||||||
397 | Blackstone, Inc. (Capital Markets) | 43 | ||||||
315 | Block, Inc. (Financial Services)(a) | 14 | ||||||
21 | Booking Holdings, Inc. (Hotels, Restaurants & Leisure)(a) | 65 | ||||||
71 | Booz Allen Hamilton Holding Corp. (Professional Services) | 8 | ||||||
123 | BorgWarner, Inc. (Automobile Components) | 5 | ||||||
80 | Boston Properties, Inc. (Office REITs) | 5 | ||||||
812 | Boston Scientific Corp. (Health Care Equipment & Supplies)(a) | 43 | ||||||
233 | Broadcom, Inc. (Semiconductors & Semiconductor Equipment) | 194 | ||||||
69 | Broadridge Financial Solutions, Inc. (Professional Services) | 12 | ||||||
63 | Brookfield Renewable Corp., Class - A (Independent Power and Renewable Electricity Producers)(b) | 2 | ||||||
135 | Brown & Brown, Inc. (Insurance) | 9 | ||||||
178 | Brown-Forman Corp., Class - B (Beverages) | 10 | ||||||
74 | Builders FirstSource, Inc. (Building Products)(a) | 9 | ||||||
85 | Bunge Ltd. (Food Products) | 9 | ||||||
40 | Burlington Stores, Inc. (Specialty Retail)(a) | 5 | ||||||
69 | C.H. Robinson Worldwide, Inc. (Air Freight & Logistics) | 6 | ||||||
151 | Cadence Design Systems, Inc. (Software)(a) | 35 | ||||||
129 | Caesars Entertainment, Inc. (Hotels, Restaurants & Leisure)(a) | 6 | ||||||
61 | Camden Property Trust (Residential REITs) | 6 | ||||||
104 | Campbell Soup Co. (Food Products) | 4 | ||||||
220 | Capital One Financial Corp. (Consumer Finance) | 21 | ||||||
148 | Cardinal Health, Inc. (Health Care Providers & Services) | 13 | ||||||
31 | Carlisle Cos., Inc. (Building Products) | 8 | ||||||
94 | CarMax, Inc. (Specialty Retail)(a) | 7 | ||||||
594 | Carnival Corp. (Hotels, Restaurants & Leisure)(a) | 8 | ||||||
470 | Carrier Global Corp. (Building Products) | 26 | ||||||
290 | Caterpillar, Inc. (Machinery) | 79 | ||||||
58 | Cboe Global Markets, Inc. (Capital Markets) | 9 | ||||||
184 | CBRE Group, Inc., Class - A (Real Estate Management & Development)(a) | 14 | ||||||
75 | CDW Corp. (Electronic Equipment, Instruments & Components) | 15 | ||||||
57 | Celanese Corp. (Chemicals) | 7 | ||||||
310 | Centene Corp. (Health Care Providers & Services)(a) | 21 | ||||||
368 | CenterPoint Energy, Inc. (Multi-Utilities) | 10 | ||||||
88 | Ceridian HCM Holding, Inc. (Professional Services)(a) | 6 | ||||||
112 | CF Industries Holdings, Inc. (Chemicals) | 10 | ||||||
55 | Charter Communications, Inc., Class - A (Media)(a) | 24 | ||||||
141 | Cheniere Energy, Inc. (Oil, Gas & Consumable Fuels) | 23 | ||||||
65 | Chesapeake Energy Corp. (Oil, Gas & Consumable Fuels) | 6 | ||||||
1,022 | Chevron Corp. (Oil, Gas & Consumable Fuels) | 172 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
57 | Chewy, Inc., Class - A (Specialty Retail)(a) | $ | 1 | |||||
15 | Chipotle Mexican Grill, Inc. (Hotels, Restaurants & Leisure)(a) | 27 | ||||||
90 | Cincinnati Financial Corp. (Insurance) | 9 | ||||||
53 | Cintas Corp. (Commercial Services & Supplies) | 25 | ||||||
2,272 | Cisco Systems, Inc. (Communications Equipment) | 122 | ||||||
1,082 | Citigroup, Inc. (Banks) | 45 | ||||||
253 | Citizens Financial Group, Inc. (Banks) | 7 | ||||||
328 | Cleveland-Cliffs, Inc. (Metals & Mining)(a) | 5 | ||||||
155 | Cloudflare, Inc., Class - A (IT Services)(a) | 10 | ||||||
202 | CME Group, Inc. (Capital Markets) | 40 | ||||||
159 | CMS Energy Corp. (Multi-Utilities) | 8 | ||||||
90 | Cognex Corp. (Electronic Equipment, Instruments & Components) | 4 | ||||||
273 | Cognizant Technology Solutions Corp., Class - A (IT Services) | 18 | ||||||
93 | Coinbase Global, Inc., Class - A (Capital Markets)(a) | 7 | ||||||
452 | Colgate-Palmolive Co. (Household Products) | 32 | ||||||
2,334 | Comcast Corp., Class - A (Media) | 103 | ||||||
284 | Conagra Brands, Inc. (Food Products) | 8 | ||||||
98 | Confluent, Inc., Class - A (Software)(a) | 3 | ||||||
682 | ConocoPhillips (Oil, Gas & Consumable Fuels) | 82 | ||||||
199 | Consolidated Edison, Inc. (Multi-Utilities) | 17 | ||||||
94 | Constellation Brands, Inc., Class - A (Beverages) | 24 | ||||||
186 | Constellation Energy Corp. (Electric Utilities) | 20 | ||||||
484 | Copart, Inc. (Commercial Services & Supplies)(a) | 21 | ||||||
407 | Corteva, Inc. (Chemicals) | 21 | ||||||
234 | CoStar Group, Inc. (Professional Services)(a) | 18 | ||||||
249 | Costco Wholesale Corp. (Consumer Staples Distribution & Retail) | 141 | ||||||
424 | Coterra Energy, Inc. (Oil, Gas & Consumable Fuels) | 11 | ||||||
127 | Crowdstrike Holdings, Inc., Class - A (Software)(a) | 21 | ||||||
249 | Crown Castle, Inc. (Specialized REITs) | 23 | ||||||
62 | Crown Holdings, Inc. (Containers & Packaging) | 5 | ||||||
1,145 | CSX Corp. (Ground Transportation) | 35 | ||||||
78 | Cummins, Inc. (Machinery) | 18 | ||||||
722 | CVS Health Corp. (Health Care Providers & Services) | 50 | ||||||
170 | D.R. Horton, Inc. (Household Durables) | 18 | ||||||
70 | Darden Restaurants, Inc. (Hotels, Restaurants & Leisure) | 10 | ||||||
86 | Darling Ingredients, Inc. (Food Products)(a) | 4 | ||||||
145 | Datadog, Inc., Class - A (Software)(a) | 13 | ||||||
30 | DaVita, Inc. (Health Care Providers & Services)(a) | 3 | ||||||
14 | Deckers Outdoor Corp. (Textiles, Apparel & Luxury Goods)(a) | 7 | ||||||
156 | Deere & Co. (Machinery) | 59 | ||||||
144 | Dell Technologies, Inc., Class - C (Technology Hardware, Storage & Peripherals) | 10 | ||||||
79 | Delta Air Lines, Inc. (Passenger Airlines) | 3 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
109 | DENTSPLY SIRONA, Inc. (Health Care Equipment & Supplies) | $ | 4 | |||||
351 | Devon Energy Corp. (Oil, Gas & Consumable Fuels) | 17 | ||||||
222 | Dexcom, Inc. (Health Care Equipment & Supplies)(a) | 21 | ||||||
96 | Diamondback Energy, Inc. (Oil, Gas & Consumable Fuels) | 15 | ||||||
38 | Dick's Sporting Goods, Inc. (Specialty Retail) | 4 | ||||||
167 | Digital Realty Trust, Inc. (Specialized REITs) | 20 | ||||||
140 | Discover Financial Services (Consumer Finance) | 12 | ||||||
124 | DocuSign, Inc. (Software)(a) | 5 | ||||||
129 | Dollar General Corp. (Consumer Staples Distribution & Retail) | 14 | ||||||
124 | Dollar Tree, Inc. (Consumer Staples Distribution & Retail)(a) | 13 | ||||||
464 | Dominion Energy, Inc. (Multi-Utilities) | 21 | ||||||
20 | Domino's Pizza, Inc. (Hotels, Restaurants & Leisure) | 8 | ||||||
148 | DoorDash, Inc., Class - A (Hotels, Restaurants & Leisure)(a) | 12 | ||||||
75 | Dover Corp. (Machinery) | 10 | ||||||
406 | Dow, Inc. (Chemicals) | 21 | ||||||
248 | DraftKings, Inc. (Hotels, Restaurants & Leisure)(a) | 7 | ||||||
162 | Dropbox, Inc., Class - A (Software)(a) | 4 | ||||||
112 | DTE Energy Co. (Multi-Utilities) | 11 | ||||||
436 | Duke Energy Corp. (Electric Utilities) | 38 | ||||||
254 | DuPont de Nemours, Inc. (Chemicals) | 19 | ||||||
130 | Dynatrace, Inc. (Software)(a) | 6 | ||||||
70 | Eastman Chemical Co. (Chemicals) | 5 | ||||||
227 | Eaton Corp. PLC (Electrical Equipment) | 48 | ||||||
300 | eBay, Inc. (Broadline Retail) | 13 | ||||||
146 | Ecolab, Inc. (Chemicals) | 25 | ||||||
216 | Edison International (Electric Utilities) | 14 | ||||||
335 | Edwards Lifesciences Corp. (Health Care Equipment & Supplies)(a) | 23 | ||||||
142 | Electronic Arts, Inc. (Entertainment) | 17 | ||||||
134 | Elevance Health, Inc. (Health Care Providers & Services) | 58 | ||||||
323 | Emerson Electric Co. (Electrical Equipment) | 31 | ||||||
81 | Enphase Energy, Inc. (Semiconductors & Semiconductor Equipment)(a) | 10 | ||||||
84 | Entegris, Inc. (Semiconductors & Semiconductor Equipment) | 8 | ||||||
118 | Entergy Corp. (Electric Utilities) | 11 | ||||||
328 | EOG Resources, Inc. (Oil, Gas & Consumable Fuels) | 42 | ||||||
34 | EPAM Systems, Inc. (IT Services)(a) | 9 | ||||||
207 | EQT Corp. (Oil, Gas & Consumable Fuels) | 8 | ||||||
68 | Equifax, Inc. (Professional Services) | 12 | ||||||
53 | Equinix, Inc. (Specialized REITs) | 38 | ||||||
179 | Equitable Holdings, Inc. (Financial Services) | 5 | ||||||
100 | Equity LifeStyle Properties, Inc. (Residential REITs) | 6 | ||||||
202 | Equity Residential (Residential REITs) | 12 | ||||||
15 | Erie Indemnity Co., Class - A (Insurance) | 4 | ||||||
147 | Essential Utilities, Inc. (Water Utilities) | 5 | ||||||
36 | Essex Property Trust, Inc. (Residential REITs) | 8 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
75 | Etsy, Inc. (Broadline Retail)(a) | $ | 5 | |||||
119 | Evergy, Inc. (Electric Utilities) | 6 | ||||||
194 | Eversource Energy (Electric Utilities) | 11 | ||||||
107 | Exact Sciences Corp. (Biotechnology)(a) | 7 | ||||||
571 | Exelon Corp. (Electric Utilities) | 22 | ||||||
83 | Expedia Group, Inc. (Hotels, Restaurants & Leisure)(a) | 9 | ||||||
88 | Expeditors International of Washington, Inc. (Air Freight & Logistics) | 10 | ||||||
118 | Extra Space Storage, Inc. (Specialized REITs) | 14 | ||||||
2,278 | Exxon Mobil Corp. (Oil, Gas & Consumable Fuels) | 268 | ||||||
33 | F5, Inc. (Communications Equipment)(a) | 5 | ||||||
23 | FactSet Research Systems, Inc. (Capital Markets) | 10 | ||||||
14 | Fair Isaac Corp. (Software)(a) | 12 | ||||||
327 | Fastenal Co. (Trading Companies & Distributors) | 18 | ||||||
133 | FedEx Corp. (Air Freight & Logistics) | 35 | ||||||
142 | Fidelity National Financial, Inc. (Insurance) | 6 | ||||||
326 | Fidelity National Information Services, Inc. (Financial Services) | 18 | ||||||
365 | Fifth Third Bancorp (Banks) | 9 | ||||||
6 | First Citizens BancShares, Inc., Class - A (Banks) | 8 | ||||||
343 | First Horizon Corp. (Banks) | 4 | ||||||
57 | First Solar, Inc. (Semiconductors & Semiconductor Equipment)(a) | 9 | ||||||
315 | FirstEnergy Corp. (Electric Utilities) | 11 | ||||||
342 | Fiserv, Inc. (Financial Services)(a) | 39 | ||||||
41 | FleetCor Technologies, Inc. (Financial Services)(a) | 10 | ||||||
77 | FMC Corp. (Chemicals) | 5 | ||||||
2,229 | Ford Motor Co. (Automobile Components) | 28 | ||||||
382 | Fortinet, Inc. (Software)(a) | 22 | ||||||
200 | Fortive Corp. (Machinery) | 15 | ||||||
67 | Fortune Brands Innovations, Inc. (Building Products) | 4 | ||||||
111 | Fox Corp., Class - A (Media) | 3 | ||||||
112 | Fox Corp., Class - B (Media) | 3 | ||||||
144 | Franklin Resources, Inc. (Capital Markets) | 4 | ||||||
797 | Freeport-McMoRan, Inc. (Metals & Mining) | 30 | ||||||
145 | Gaming and Leisure Properties, Inc. (Specialized REITs) | 7 | ||||||
43 | Gartner, Inc. (IT Services)(a) | 15 | ||||||
236 | GE HealthCare Technologies, Inc. (Health Care Equipment & Supplies) | 16 | ||||||
357 | Gen Digital, Inc. (Software) | 6 | ||||||
33 | Generac Holdings, Inc. (Electrical Equipment)(a) | 4 | ||||||
340 | General Mills, Inc. (Food Products) | 22 | ||||||
794 | General Motors Co. (Automobile Components) | 26 | ||||||
77 | Genuine Parts Co. (Distributors) | 11 | ||||||
145 | Global Payments, Inc. (Financial Services) | 17 | ||||||
49 | Globe Life, Inc. (Insurance) | 5 | ||||||
87 | GoDaddy, Inc., Class - A (IT Services)(a) | 6 | ||||||
105 | Graco, Inc. (Machinery) | 8 | ||||||
505 | Halliburton Co. (Energy Equipment & Services) | 20 | ||||||
79 | Hasbro, Inc. (Leisure Products) | 5 | ||||||
117 | HCA Healthcare, Inc. (Health Care Providers & Services) | 29 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
234 | Healthcare Realty Trust, Inc. (Health Care REITs) | $ | 4 | |||||
281 | Healthpeak Properties, Inc. (Health Care REITs) | 5 | ||||||
31 | HEICO Corp. (Aerospace & Defense) | 5 | ||||||
39 | HEICO Corp., Class - A (Aerospace & Defense) | 5 | ||||||
72 | Henry Schein, Inc. (Health Care Providers & Services)(a) | 5 | ||||||
158 | Hess Corp. (Oil, Gas & Consumable Fuels) | 24 | ||||||
724 | Hewlett Packard Enterprise Co. (Technology Hardware, Storage & Peripherals) | 13 | ||||||
90 | HF Sinclair Corp. (Oil, Gas & Consumable Fuels) | 5 | ||||||
146 | Hilton Worldwide Holdings, Inc. (Hotels, Restaurants & Leisure) | 22 | ||||||
131 | Hologic, Inc. (Health Care Equipment & Supplies)(a) | 9 | ||||||
126 | Horizon Therapeutics PLC (Biotechnology)(a) | 15 | ||||||
187 | Hormel Foods Corp. (Food Products) | 7 | ||||||
376 | Host Hotels & Resorts, Inc. (Hotel & Resort REITs) | 6 | ||||||
212 | Howmet Aerospace, Inc. (Aerospace & Defense) | 10 | ||||||
521 | HP, Inc. (Technology Hardware, Storage & Peripherals) | 13 | ||||||
31 | Hubbell, Inc. (Electrical Equipment) | 10 | ||||||
27 | HubSpot, Inc. (Software)(a) | 13 | ||||||
71 | Humana, Inc. (Health Care Providers & Services) | 35 | ||||||
756 | Huntington Bancshares, Inc. (Banks) | 8 | ||||||
32 | Hyatt Hotels Corp., Class - A (Hotels, Restaurants & Leisure) | 3 | ||||||
45 | IDEX Corp. (Machinery) | 9 | ||||||
48 | IDEXX Laboratories, Inc. (Health Care Equipment & Supplies)(a) | 21 | ||||||
172 | Illinois Tool Works, Inc. (Machinery) | 40 | ||||||
114 | Incyte Corp. (Biotechnology)(a) | 7 | ||||||
217 | Ingersoll Rand, Inc. (Machinery) | 14 | ||||||
40 | Insulet Corp. (Health Care Equipment & Supplies)(a) | 6 | ||||||
2,349 | Intel Corp. (Semiconductors & Semiconductor Equipment) | 84 | ||||||
324 | Intercontinental Exchange, Inc. (Capital Markets) | 36 | ||||||
510 | International Business Machines Corp. (IT Services) | 72 | ||||||
140 | International Flavors & Fragrances, Inc. (Chemicals) | 10 | ||||||
201 | International Paper Co. (Containers & Packaging) | 7 | ||||||
157 | Intuit, Inc. (Software) | 80 | ||||||
196 | Intuitive Surgical, Inc. (Health Care Equipment & Supplies)(a) | 57 | ||||||
187 | Invesco Ltd. (Capital Markets) | 3 | ||||||
349 | Invitation Homes, Inc. (Residential REITs) | 11 | ||||||
99 | IQVIA Holdings, Inc. (Life Sciences Tools & Services)(a) | 19 | ||||||
165 | Iron Mountain, Inc. (Specialized REITs) | 10 | ||||||
69 | Jabil, Inc. (Electronic Equipment, Instruments & Components) | 9 | ||||||
39 | Jack Henry & Associates, Inc. (Professional Services) | 6 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
70 | Jacobs Solutions, Inc. (Professional Services) | $ | 10 | |||||
40 | Jazz Pharmaceuticals PLC (Pharmaceuticals)(a) | 5 | ||||||
44 | JB Hunt Transport Services, Inc. (Ground Transportation) | 8 | ||||||
397 | Johnson Controls International PLC (Building Products) | 21 | ||||||
1,646 | JPMorgan Chase & Co. (Banks) | 239 | ||||||
165 | Juniper Networks, Inc. (Communications Equipment) | 5 | ||||||
155 | Kellogg Co. (Food Products) | 9 | ||||||
838 | Kenvue, Inc. (Personal Care Products) | 17 | ||||||
531 | Keurig Dr. Pepper, Inc. (Beverages) | 17 | ||||||
555 | KeyCorp (Banks) | 6 | ||||||
102 | Keysight Technologies, Inc. (Electronic Equipment, Instruments & Components)(a) | 13 | ||||||
192 | Kimberly-Clark Corp. (Household Products) | 23 | ||||||
310 | Kimco Realty Corp. (Retail REITs) | 5 | ||||||
1,135 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels) | 19 | ||||||
325 | KKR & Co., Inc. (Capital Markets) | 20 | ||||||
79 | KLA Corp. (Semiconductors & Semiconductor Equipment) | 36 | ||||||
81 | Knight-Swift Transportation Holdings, Inc. (Ground Transportation) | 4 | ||||||
50 | Laboratory Corp. of America Holdings (Health Care Providers & Services) | 10 | ||||||
75 | Lam Research Corp. (Semiconductors & Semiconductor Equipment) | 47 | ||||||
80 | Lamb Weston Holdings, Inc. (Food Products) | 7 | ||||||
206 | Las Vegas Sands Corp. (Hotels, Restaurants & Leisure) | 9 | ||||||
75 | Lattice Semiconductor Corp. (Semiconductors & Semiconductor Equipment)(a) | 6 | ||||||
34 | Lear Corp. (Automobile Components) | 5 | ||||||
147 | Lennar Corp., Class - A (Household Durables) | 16 | ||||||
19 | Lennox International, Inc. (Building Products) | 7 | ||||||
72 | Liberty Broadband Corp., Class - C (Media)(a) | 7 | ||||||
114 | Liberty Media Corp.-Liberty Formula One (Entertainment)(a) | 7 | ||||||
117 | Liberty Media Corp.-Liberty SiriusXM (Media)(a) | 3 | ||||||
276 | Linde PLC (Chemicals) | 103 | ||||||
93 | Live Nation Entertainment, Inc. (Entertainment)(a) | 8 | ||||||
152 | LKQ Corp. (Distributors) | 8 | ||||||
102 | Loews Corp. (Insurance) | 6 | ||||||
332 | Lowe's Cos., Inc. (Specialty Retail) | 69 | ||||||
44 | LPL Financial Holdings, Inc. (Capital Markets) | 10 | ||||||
483 | Lucid Group, Inc. (Automobile Components)^(a) | 3 | ||||||
147 | LyondellBasell Industries N.V., Class - A (Chemicals) | 14 | ||||||
95 | M&T Bank Corp. (Banks) | 12 | ||||||
35 | Manhattan Associates, Inc. (Software)(a) | 7 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
351 | Marathon Oil Corp. (Oil, Gas & Consumable Fuels) | $ | 9 | |||||
239 | Marathon Petroleum Corp. (Oil, Gas & Consumable Fuels) | 36 | ||||||
7 | Markel Group, Inc. (Insurance)(a) | 10 | ||||||
23 | MarketAxess Holdings, Inc. (Capital Markets) | 5 | ||||||
143 | Marriott International, Inc., Class - A (Hotels, Restaurants & Leisure) | 28 | ||||||
278 | Marsh & McLennan Cos., Inc. (Insurance) | 53 | ||||||
35 | Martin Marietta Materials, Inc. (Construction Materials) | 14 | ||||||
479 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment) | 26 | ||||||
131 | Masco Corp. (Building Products) | 7 | ||||||
476 | Mastercard, Inc., Class - A (Financial Services) | 188 | ||||||
143 | Match Group, Inc. (Interactive Media & Services)(a) | 6 | ||||||
145 | McCormick & Co., Inc./MD (Food Products) | 11 | ||||||
412 | McDonald's Corp. (Hotels, Restaurants & Leisure) | 109 | ||||||
76 | McKesson Corp. (Health Care Providers & Services) | 33 | ||||||
1,245 | Meta Platforms, Inc., Class - A (Interactive Media & Services)(a) | 374 | ||||||
364 | MetLife, Inc. (Insurance) | 23 | ||||||
13 | Mettler-Toledo International, Inc. (Life Sciences Tools & Services)(a) | 14 | ||||||
141 | MGM Resorts International (Hotels, Restaurants & Leisure) | 5 | ||||||
312 | Microchip Technology, Inc. (Semiconductors & Semiconductor Equipment) | 24 | ||||||
616 | Micron Technology, Inc. (Semiconductors & Semiconductor Equipment) | 42 | ||||||
3,976 | Microsoft Corp. (Software) | 1,256 | ||||||
66 | Mid-America Apartment Communities, Inc. (Residential REITs) | 8 | ||||||
30 | Mohawk Industries, Inc. (Household Durables)(a) | 3 | ||||||
33 | Molina Healthcare, Inc. (Health Care Providers & Services)(a) | 11 | ||||||
103 | Molson Coors Beverage Co., Class - B (Beverages) | 7 | ||||||
760 | Mondelez International, Inc., Class - A (Food Products) | 53 | ||||||
41 | MongoDB, Inc. (IT Services)(a) | 14 | ||||||
26 | Monolithic Power Systems, Inc. (Semiconductors & Semiconductor Equipment) | 12 | ||||||
446 | Monster Beverage Corp. (Beverages)(a) | 24 | ||||||
93 | Moody's Corp. (Capital Markets) | 29 | ||||||
698 | Morgan Stanley (Capital Markets) | 57 | ||||||
95 | Motorola Solutions, Inc. (Communications Equipment) | 26 | ||||||
46 | MSCI, Inc. (Capital Markets) | 24 | ||||||
197 | Nasdaq, Inc. (Capital Markets) | 10 | ||||||
118 | NetApp, Inc. (Technology Hardware, Storage & Peripherals) | 9 | ||||||
250 | Netflix, Inc. (Entertainment)(a) | 94 | ||||||
59 | Neurocrine Biosciences, Inc. (Biotechnology)(a) | 7 | ||||||
450 | Newmont Corp. (Metals & Mining) | 17 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
235 | News Corp., Class - A (Media) | $ | 5 | |||||
1,135 | NextEra Energy, Inc. (Electric Utilities) | 65 | ||||||
688 | NIKE, Inc., Class - B (Textiles, Apparel & Luxury Goods) | 66 | ||||||
229 | NiSource, Inc. (Multi-Utilities) | 6 | ||||||
29 | Nordson Corp. (Machinery) | 6 | ||||||
131 | Norfolk Southern Corp. (Ground Transportation) | 26 | ||||||
120 | Northern Trust Corp. (Capital Markets) | 8 | ||||||
124 | NRG Energy, Inc. (Electric Utilities) | 5 | ||||||
140 | Nucor Corp. (Metals & Mining) | 22 | ||||||
1,391 | NVIDIA Corp. (Semiconductors & Semiconductor Equipment) | 606 | ||||||
2 | NVR, Inc. (Household Durables)(a) | 12 | ||||||
377 | Occidental Petroleum Corp. (Oil, Gas & Consumable Fuels) | 24 | ||||||
92 | Okta, Inc. (IT Services)(a) | 7 | ||||||
55 | Old Dominion Freight Line, Inc. (Ground Transportation) | 23 | ||||||
107 | Omnicom Group, Inc. (Media) | 8 | ||||||
245 | ON Semiconductor Corp. (Semiconductors & Semiconductor Equipment)(a) | 23 | ||||||
243 | ONEOK, Inc. (Oil, Gas & Consumable Fuels) | 15 | ||||||
914 | Oracle Corp. (Software) | 97 | ||||||
35 | O'Reilly Automotive, Inc. (Specialty Retail)(a) | 32 | ||||||
220 | Otis Worldwide Corp. (Machinery) | 18 | ||||||
147 | Ovintiv, Inc. (Oil, Gas & Consumable Fuels) | 7 | ||||||
54 | Owens Corning (Building Products) | 7 | ||||||
297 | PACCAR, Inc. (Machinery) | 25 | ||||||
48 | Packaging Corp. of America (Containers & Packaging) | 7 | ||||||
1,031 | Palantir Technologies, Inc., Class - A (Software)(a) | 16 | ||||||
171 | Palo Alto Networks, Inc. (Software)(a) | 40 | ||||||
291 | Paramount Global, Class - B (Media) | 4 | ||||||
71 | Parker-Hannifin Corp. (Machinery) | 28 | ||||||
183 | Paychex, Inc. (Professional Services) | 21 | ||||||
30 | Paycom Software, Inc. (Professional Services) | 8 | ||||||
26 | Paylocity Holding Corp. (Professional Services)(a) | 5 | ||||||
590 | PayPal Holdings, Inc. (Financial Services)(a) | 34 | ||||||
773 | PepsiCo, Inc. (Beverages) | 131 | ||||||
1,066 | PG&E Corp. (Electric Utilities)(a) | 17 | ||||||
259 | Phillips 66 (Oil, Gas & Consumable Fuels) | 31 | ||||||
344 | Pinterest, Inc., Class - A (Interactive Media & Services)(a) | 9 | ||||||
131 | Pioneer Natural Resources Co. (Oil, Gas & Consumable Fuels) | 30 | ||||||
21 | Pool Corp. (Distributors) | 7 | ||||||
133 | PPG Industries, Inc. (Chemicals) | 17 | ||||||
402 | PPL Corp. (Electric Utilities) | 9 | ||||||
134 | Principal Financial Group, Inc. (Insurance) | 10 | ||||||
518 | Prologis, Inc. (Industrial REITs) | 58 | ||||||
205 | Prudential Financial, Inc. (Insurance) | 19 | ||||||
57 | PTC, Inc. (Software)(a) | 8 | ||||||
288 | Public Service Enterprise Group, Inc. (Multi-Utilities) | 16 | ||||||
91 | Public Storage (Specialized REITs) | 24 | ||||||
131 | PulteGroup, Inc. (Household Durables) | 10 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
54 | Qorvo, Inc. (Semiconductors & Semiconductor Equipment)(a) | $ | 5 | |||||
625 | QUALCOMM, Inc. (Semiconductors & Semiconductor Equipment) | 69 | ||||||
82 | Quanta Services, Inc. (Construction & Engineering) | 15 | ||||||
62 | Quest Diagnostics, Inc. (Health Care Providers & Services) | 8 | ||||||
114 | Raymond James Financial, Inc. (Capital Markets) | 11 | ||||||
364 | Realty Income Corp. (Retail REITs) | 18 | ||||||
95 | Regency Centers Corp. (Retail REITs) | 6 | ||||||
559 | Regions Financial Corp. (Banks) | 10 | ||||||
34 | Reliance Steel & Aluminum Co. (Metals & Mining) | 9 | ||||||
29 | Repligen Corp. (Life Sciences Tools & Services)(a) | 5 | ||||||
127 | Republic Services, Inc. (Commercial Services & Supplies) | 18 | ||||||
79 | ResMed, Inc. (Health Care Equipment & Supplies) | 12 | ||||||
361 | Rivian Automotive, Inc., Class - A (Automobile Components)(a) | 9 | ||||||
59 | Robert Half International, Inc. (Professional Services) | 4 | ||||||
282 | Robinhood Markets, Inc., Class - A (Capital Markets)(a) | 3 | ||||||
255 | ROBLOX Corp., Class - A (Entertainment)(a) | 7 | ||||||
65 | Rockwell Automation, Inc. (Electrical Equipment) | 19 | ||||||
71 | Roku, Inc. (Entertainment)(a) | 5 | ||||||
169 | Rollins, Inc. (Commercial Services & Supplies) | 6 | ||||||
60 | Roper Technologies, Inc. (Software) | 29 | ||||||
191 | Ross Stores, Inc. (Specialty Retail) | 22 | ||||||
136 | Royal Caribbean Cruises Ltd. (Hotels, Restaurants & Leisure)(a) | 13 | ||||||
207 | Royalty Pharma PLC, Class - A (Pharmaceuticals) | 6 | ||||||
79 | RPM International, Inc. (Chemicals) | 7 | ||||||
183 | S&P Global, Inc. (Capital Markets) | 67 | ||||||
546 | Salesforce, Inc. (Software)(a) | 111 | ||||||
61 | SBA Communications Corp. (Specialized REITs) | 12 | ||||||
802 | Schlumberger N.V. (Energy Equipment & Services) | 47 | ||||||
99 | Seagate Technology Holdings PLC (Technology Hardware, Storage & Peripherals) | 7 | ||||||
81 | Seagen, Inc. (Biotechnology)(a) | 17 | ||||||
75 | Sealed Air Corp. (Containers & Packaging) | 2 | ||||||
64 | SEI Investments Co. (Capital Markets) | 4 | ||||||
352 | Sempra Energy (Multi-Utilities) | 24 | ||||||
95 | Sensata Technologies Holding PLC (Electrical Equipment) | 4 | ||||||
113 | ServiceNow, Inc. (Software)(a) | 63 | ||||||
187 | Simon Property Group, Inc. (Retail REITs) | 20 | ||||||
400 | Sirius XM Holdings, Inc. (Media)^ | 2 | ||||||
94 | Skyworks Solutions, Inc. (Semiconductors & Semiconductor Equipment) | 9 | ||||||
568 | Snap, Inc., Class - A (Interactive Media & Services)(a) | 5 | ||||||
29 | Snap-on, Inc. (Machinery) | 7 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
150 | Snowflake, Inc., Class - A (IT Services)(a) | $ | 23 | |||||
105 | Southwest Airlines Co. (Passenger Airlines) | 3 | ||||||
87 | Splunk, Inc. (Software)(a) | 13 | ||||||
122 | SS&C Technologies Holdings, Inc. (Professional Services) | 6 | ||||||
91 | Stanley Black & Decker, Inc. (Machinery) | 8 | ||||||
639 | Starbucks Corp. (Hotels, Restaurants & Leisure) | 58 | ||||||
195 | State Street Corp. (Capital Markets) | 13 | ||||||
93 | Steel Dynamics, Inc. (Metals & Mining) | 10 | ||||||
55 | STERIS PLC (Health Care Equipment & Supplies) | 12 | ||||||
193 | Stryker Corp. (Health Care Equipment & Supplies) | 53 | ||||||
67 | Sun Communities, Inc. (Residential REITs) | 8 | ||||||
27 | Super Micro Computer, Inc. (Technology Hardware, Storage & Peripherals)(a) | 7 | ||||||
256 | Synchrony Financial (Consumer Finance) | 8 | ||||||
85 | Synopsys, Inc. (Software)(a) | 39 | ||||||
273 | Sysco Corp. (Consumer Staples Distribution & Retail) | 18 | ||||||
129 | T. Rowe Price Group, Inc. (Capital Markets) | 14 | ||||||
95 | Take-Two Interactive Software, Inc. (Entertainment)(a) | 13 | ||||||
111 | Targa Resources Corp. (Oil, Gas & Consumable Fuels) | 10 | ||||||
265 | Target Corp. (Consumer Staples Distribution & Retail) | 29 | ||||||
162 | TE Connectivity Ltd. (Electronic Equipment, Instruments & Components) | 20 | ||||||
26 | Teledyne Technologies, Inc. (Electronic Equipment, Instruments & Components)(a) | 11 | ||||||
24 | Teleflex, Inc. (Health Care Equipment & Supplies) | 5 | ||||||
94 | Teradyne, Inc. (Semiconductors & Semiconductor Equipment) | 9 | ||||||
1,606 | Tesla, Inc. (Automobile Components)(a) | 402 | ||||||
512 | Texas Instruments, Inc. (Semiconductors & Semiconductor Equipment) | 81 | ||||||
3 | Texas Pacific Land Corp. (Oil, Gas & Consumable Fuels) | 5 | ||||||
364 | The AES Corp. (Independent Power and Renewable Electricity Producers) | 6 | ||||||
151 | The Allstate Corp. (Insurance) | 17 | ||||||
425 | The Bank of New York Mellon Corp. (Capital Markets) | 18 | ||||||
130 | The Carlyle Group, Inc. (Capital Markets) | 4 | ||||||
842 | The Charles Schwab Corp. (Capital Markets) | 46 | ||||||
167 | The Cigna Group (Health Care Providers & Services) | 48 | ||||||
73 | The Clorox Co. (Household Products) | 10 | ||||||
2,292 | The Coca-Cola Co. (Beverages) | 128 | ||||||
127 | The Estee Lauder Cos., Inc. (Personal Care Products) | 18 | ||||||
186 | The Goldman Sachs Group, Inc. (Capital Markets) | 60 | ||||||
166 | The Hartford Financial Services Group, Inc. (Insurance) | 12 | ||||||
81 | The Hershey Co. (Food Products) | 16 | ||||||
568 | The Home Depot, Inc. (Specialty Retail) | 172 | ||||||
236 | The Interpublic Group of Cos., Inc. (Media) | 7 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
53 | The J.M. Smucker Co. (Food Products) | $ | 7 | |||||
490 | The Kraft Heinz Co. (Food Products) | 16 | ||||||
397 | The Kroger Co. (Consumer Staples Distribution & Retail) | 18 | ||||||
186 | The Mosaic Co. (Chemicals) | 7 | ||||||
225 | The PNC Financial Services Group, Inc. (Banks) | 28 | ||||||
330 | The Progressive Corp. (Insurance) | 46 | ||||||
137 | The Sherwin-Williams Co. (Chemicals) | 35 | ||||||
616 | The Southern Co. (Electric Utilities) | 40 | ||||||
651 | The TJX Cos., Inc. (Specialty Retail) | 58 | ||||||
62 | The Toro Co. (Machinery) | 5 | ||||||
255 | The Trade Desk, Inc., Class - A (Media)(a) | 20 | ||||||
127 | The Travelers Cos., Inc. (Insurance) | 21 | ||||||
1,020 | The Walt Disney Co. (Entertainment)(a) | 83 | ||||||
691 | The Williams Cos., Inc. (Oil, Gas & Consumable Fuels) | 23 | ||||||
302 | T-Mobile US, Inc. (Wireless Telecommunication Services) | 42 | ||||||
200 | Toast, Inc., Class - A (Financial Services)(a) | 4 | ||||||
62 | Tractor Supply Co. (Specialty Retail) | 13 | ||||||
65 | Tradeweb Markets, Inc., Class - A (Capital Markets) | 5 | ||||||
31 | TransDigm Group, Inc. (Aerospace & Defense)(a) | 26 | ||||||
116 | TransUnion (Professional Services) | 8 | ||||||
143 | Trimble, Inc. (Electronic Equipment, Instruments & Components)(a) | 8 | ||||||
788 | Truist Financial Corp. (Banks) | 23 | ||||||
93 | Twilio, Inc., Class - A (IT Services)(a) | 5 | ||||||
23 | Tyler Technologies, Inc. (Software)(a) | 9 | ||||||
153 | Tyson Foods, Inc., Class - A (Food Products) | 8 | ||||||
847 | U.S. Bancorp (Banks) | 28 | ||||||
1,019 | Uber Technologies, Inc. (Ground Transportation)(a) | 47 | ||||||
175 | UDR, Inc. (Residential REITs) | 6 | ||||||
45 | U-Haul Holding Co. (Ground Transportation) | 2 | ||||||
184 | UiPath, Inc., Class - A (Software)(a) | 3 | ||||||
30 | Ulta Beauty, Inc. (Specialty Retail)(a) | 12 | ||||||
342 | Union Pacific Corp. (Ground Transportation) | 70 | ||||||
403 | United Parcel Service, Inc., Class - B (Air Freight & Logistics) | 63 | ||||||
39 | United Rentals, Inc. (Trading Companies & Distributors) | 17 | ||||||
27 | United Therapeutics Corp. (Biotechnology)(a) | 6 | ||||||
525 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 265 | ||||||
142 | Unity Software, Inc. (Software)(a) | 4 | ||||||
34 | Universal Health Services, Inc., Class - B (Health Care Providers & Services) | 4 | ||||||
208 | V.F. Corp. (Textiles, Apparel & Luxury Goods) | 4 | ||||||
25 | Vail Resorts, Inc. (Hotels, Restaurants & Leisure) | 6 | ||||||
203 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 29 | ||||||
85 | Veeva Systems, Inc., Class - A (Health Care Technology)(a) | 17 | ||||||
229 | Ventas, Inc. (Health Care REITs) | 10 | ||||||
54 | VeriSign, Inc. (IT Services)(a) | 11 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
83 | Verisk Analytics, Inc. (Professional Services) | $ | 20 | |||||
2,354 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 76 | ||||||
561 | VICI Properties, Inc. (Specialized REITs) | 16 | ||||||
910 | Visa, Inc., Class - A (Financial Services) | 209 | ||||||
181 | Vistra Corp. (Independent Power and Renewable Electricity Producers) | 6 | ||||||
132 | VMware, Inc., Class - A (Software)(a) | 22 | ||||||
75 | Vulcan Materials Co. (Construction Materials) | 15 | ||||||
125 | W.R. Berkley Corp. (Insurance) | 8 | ||||||
26 | W.W. Grainger, Inc. (Trading Companies & Distributors) | 18 | ||||||
415 | Walgreens Boots Alliance, Inc. (Consumer Staples Distribution & Retail) | 9 | ||||||
834 | Walmart, Inc. (Consumer Staples Distribution & Retail) | 133 | ||||||
1,278 | Warner Bros. Discovery, Inc. (Entertainment)(a) | 14 | ||||||
229 | Waste Management, Inc. (Commercial Services & Supplies) | 35 | ||||||
32 | Waters Corp. (Life Sciences Tools & Services)(a) | 9 | ||||||
20 | Watsco, Inc. (Trading Companies & Distributors) | 8 | ||||||
93 | Webster Financial Corp. (Banks) | 4 | ||||||
181 | WEC Energy Group, Inc. (Multi-Utilities) | 15 | ||||||
2,066 | Wells Fargo & Co. (Banks) | 84 | ||||||
277 | Welltower, Inc. (Health Care REITs) | 23 | ||||||
41 | West Pharmaceutical Services, Inc. (Life Sciences Tools & Services) | 15 | ||||||
183 | Western Digital Corp. (Technology Hardware, Storage & Peripherals)(a) | 8 | ||||||
108 | Westinghouse Air Brake Technologies Corp. (Machinery) | 11 | ||||||
19 | Westlake Corp. (Chemicals) | 2 | ||||||
137 | Westrock Co. (Containers & Packaging) | 5 | ||||||
418 | Weyerhaeuser Co. (Specialized REITs) | 13 | ||||||
31 | Whirlpool Corp. (Household Durables) | 4 | ||||||
66 | Wolfspeed, Inc. (Semiconductors & Semiconductor Equipment)(a) | 3 | ||||||
113 | Workday, Inc., Class - A (Software)(a) | 24 | ||||||
123 | WP Carey, Inc. (Diversified REITs) | 7 | ||||||
55 | Wynn Resorts Ltd. (Hotels, Restaurants & Leisure) | 5 | ||||||
306 | Xcel Energy, Inc. (Electric Utilities) | 18 | ||||||
138 | Xylem, Inc. (Machinery) | 13 | ||||||
164 | Yum! Brands, Inc. (Hotels, Restaurants & Leisure) | 20 | ||||||
30 | Zebra Technologies Corp. (Electronic Equipment, Instruments & Components)(a) | 7 | ||||||
80 | Zillow Group, Inc., Class - C (Real Estate Management & Development)(a) | 4 | ||||||
122 | Zimmer Biomet Holdings, Inc. (Health Care Equipment & Supplies) | 14 | ||||||
258 | Zoetis, Inc. (Pharmaceuticals) | 45 | ||||||
129 | Zoom Video Communications, Inc., Class - A (Software)(a) | 9 | ||||||
144 | ZoomInfo Technologies, Inc. (Interactive Media & Services)(a) | 2 | ||||||
47 | Zscaler, Inc. (Software)(a) | 7 | ||||||
18,573 |
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Uruguay — 0.12% | ||||||||
25 | MercadoLibre, Inc. (Broadline Retail)(a) | $ | 32 | |||||
Total Common Stocks | 26,972 | |||||||
Warrant — 0.00% | ||||||||
Canada — 0.00% | ||||||||
12 | Constellation Software, Inc., 3/31/40 (Software)(a)(c) | — | ||||||
Total Warrant | — | |||||||
Investment Companies — 0.14% | ||||||||
24,181 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 4.99%^^(d) | 24 | ||||||
14,754 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 5.23%(d) | 15 | ||||||
Total Investment Companies | 39 | |||||||
Total Investments (cost $18,582) — 99.77% | 27,011 | |||||||
Other assets in excess of liabilities — 0.23% | 62 | |||||||
Net Assets - 100.00% | $ | 27,073 |
Amounts designated as "—" are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of September 30, 2023. |
^^ | 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, 2023. |
(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, 2023. |
(d) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
REIT—Real Estate Investment Trust |
As of September 30, 2023, 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, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 87.71% | ||||||||
Australia — 5.46% | ||||||||
15,521 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | $ | 335 | |||||
153,655 | ANZ Group Holdings Ltd. (Banks) | 2,520 | ||||||
35,958 | APA Group (Gas Utilities) | 191 | ||||||
21,823 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 570 | ||||||
82,839 | Bendigo & Adelaide Bank Ltd. (Banks) | 472 | ||||||
85,014 | BHP Group Ltd. (Metals & Mining) | 2,413 | ||||||
70,201 | BHP Group Ltd. (Metals & Mining) | 1,972 | ||||||
43,919 | Commonwealth Bank of Australia (Banks) | 2,805 | ||||||
53,824 | Fortescue Metals Group Ltd. (Metals & Mining) | 715 | ||||||
68,557 | Goodman Group (Industrial REITs) | 939 | ||||||
7,899 | Macquarie Group Ltd. (Capital Markets) | 846 | ||||||
104,574 | Medibank Pvt. Ltd. (Insurance) | 231 | ||||||
174,147 | National Australia Bank Ltd. (Banks) | 3,231 | ||||||
41,245 | Qantas Airways Ltd. (Passenger Airlines)(a) | 137 | ||||||
55,092 | QBE Insurance Group Ltd. (Insurance) | 552 | ||||||
16,336 | Rio Tinto Ltd. (Metals & Mining) | 1,178 | ||||||
150,128 | Santos Ltd. (Oil, Gas & Consumable Fuels)(b) | 757 | ||||||
205,252 | Scentre Group (Retail REITs) | 322 | ||||||
90,538 | Stockland (Diversified REITs) | 227 | ||||||
18,427 | Suncorp Group Ltd. (Insurance) | 164 | ||||||
562,458 | Tabcorp Holdings Ltd. (Hotels, Restaurants & Leisure) | 339 | ||||||
562,458 | The Lottery Corp. Ltd. (Hotels, Restaurants & Leisure) | 1,699 | ||||||
44,996 | Treasury Wine Estates Ltd. (Beverages) | 355 | ||||||
63,839 | Wesfarmers Ltd. (Broadline Retail) | 2,160 | ||||||
148,167 | Westpac Banking Corp. (Banks) | 2,002 | ||||||
28,099 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 653 | ||||||
35,740 | Worley Ltd. (Energy Equipment & Services) | 397 | ||||||
28,182 | ||||||||
Austria — 0.20% | ||||||||
23,927 | Erste Group Bank AG (Banks)(b) | 826 | ||||||
4,792 | OMV AG (Oil, Gas & Consumable Fuels) | 229 | ||||||
1,055 | ||||||||
Belgium — 0.50% | ||||||||
40,660 | Anheuser-Busch InBev SA/N.V. (Beverages) | 2,254 | ||||||
4,129 | Groupe Bruxelles Lambert N.V. (Financial Services) | 307 | ||||||
2,561 | ||||||||
Canada — 9.44% | ||||||||
30,089 | Air Canada (Passenger Airlines)(a) | 429 | ||||||
166,444 | Algonquin Power & Utilities Corp. (Multi-Utilities) | 985 | ||||||
50,883 | Alimentation Couche-Tard, Inc. (Consumer Staples Distribution & Retail) | 2,584 | ||||||
8,987 | AltaGas Ltd. (Gas Utilities) | 172 | ||||||
45,514 | Bank of Montreal (Banks) | 3,839 | ||||||
9,632 | CAE, Inc. (Aerospace & Defense)(a) | 225 | ||||||
31,854 | Cameco Corp. (Oil, Gas & Consumable Fuels) | 1,264 | ||||||
55,707 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | 3,603 | ||||||
3,130 | Canadian Pacific Kansas City Ltd. (Ground Transportation) | 233 | ||||||
11,085 | Canadian Tire Corp. Ltd., Class - A (Broadline Retail) | 1,192 | ||||||
3,259 | CCL Industries, Inc., Class - B (Containers & Packaging)(b) | 137 | ||||||
125,033 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | 2,604 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
835 | Constellation Software, Inc. (Software) | $ | 1,724 | |||||
11,192 | Dollarama, Inc. (Broadline Retail) | 771 | ||||||
21,559 | Enbridge, Inc. (Oil, Gas & Consumable Fuels) | 715 | ||||||
1,023 | Fairfax Financial Holdings Ltd. (Insurance) | 835 | ||||||
17,917 | First Quantum Minerals Ltd. (Metals & Mining) | 423 | ||||||
7,691 | Franco-Nevada Corp. (Metals & Mining) | 1,027 | ||||||
24,142 | GFL Environmental, Inc. (Commercial Services & Supplies) | 767 | ||||||
64,358 | Great-West Lifeco, Inc. (Insurance) | 1,842 | ||||||
27,914 | H&R Real Estate Investment Trust (Diversified REITs) | 190 | ||||||
12,464 | Hydro One Ltd. (Electric Utilities)(b) | 317 | ||||||
5,430 | Intact Financial Corp. (Insurance)(b) | 792 | ||||||
56,358 | Keyera Corp. (Oil, Gas & Consumable Fuels) | 1,323 | ||||||
2,505 | Lumine Group, Inc. (Software)(a) | 37 | ||||||
28,660 | Magna International, Inc. (Automobile Components) | 1,536 | ||||||
8,370 | Manulife Financial Corp. (Insurance) | 153 | ||||||
15,818 | Methanex Corp. (Chemicals) | 713 | ||||||
18,402 | National Bank of Canada (Banks) | 1,223 | ||||||
3,339 | Nutrien Ltd. (Chemicals) | 206 | ||||||
1,984 | Onex Corp. (Financial Services) | 117 | ||||||
7,732 | Pembina Pipeline Corp. (Oil, Gas & Consumable Fuels) | 233 | ||||||
66,482 | Power Corp. of Canada (Insurance) | 1,693 | ||||||
6,978 | Primaris Real Estate Investment Trust (Retail REITs) | 69 | ||||||
4,162 | RB Global, Inc. (Commercial Services & Supplies) | 261 | ||||||
1,726 | Restaurant Brands International, Inc. (Hotels, Restaurants & Leisure) | 115 | ||||||
67,963 | RioCan Real Estate Investment Trust (Diversified REITs) | 904 | ||||||
2,933 | Rogers Communications, Inc., Class - B (Wireless Telecommunication Services) | 113 | ||||||
12,373 | Royal Bank of Canada (Banks) | 1,081 | ||||||
52,851 | Shopify, Inc., Class - A (IT Services)(a) | 2,885 | ||||||
52,951 | Sun Life Financial, Inc. (Insurance) | 2,584 | ||||||
5,745 | Suncor Energy, Inc. (Oil, Gas & Consumable Fuels) | 198 | ||||||
18,439 | Teck Resources Ltd., Class - B (Metals & Mining) | 794 | ||||||
72,937 | TELUS Corp. (Diversified Telecommunication Services) | 1,191 | ||||||
12,498 | The Toronto-Dominion Bank (Banks) | 753 | ||||||
22,457 | Thomson Reuters Corp. (Professional Services) | 2,748 | ||||||
28,308 | Wheaton Precious Metals Corp. (Metals & Mining) | 1,149 | ||||||
48,749 | ||||||||
Denmark — 2.85% | ||||||||
2,246 | DSV A/S (Air Freight & Logistics) | 419 | ||||||
7,565 | Genmab A/S (Biotechnology)(a)(b) | 2,679 | ||||||
127,453 | Novo Nordisk A/S, Class - B (Pharmaceuticals) | 11,606 | ||||||
14,704 | ||||||||
Finland — 1.02% | ||||||||
8,545 | Fortum Oyj (Electric Utilities) | 99 | ||||||
231,473 | Nokia Oyj (Communications Equipment) | 870 | ||||||
278,699 | Nordea Bank Abp (Banks) | 3,057 | ||||||
3,545 | Orion Oyj, Class - B (Pharmaceuticals) | 139 | ||||||
4,385 | Sampo Oyj, A Shares (Insurance) | 190 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Finland (continued) | ||||||||
44,232 | Stora Enso Oyj, Registered Shares (Paper & Forest Products) | $ | 554 | |||||
10,204 | UPM-Kymmene Oyj (Paper & Forest Products) | 349 | ||||||
5,258 | ||||||||
France — 9.48% | ||||||||
2,427 | Aeroports de Paris (Transportation Infrastructure) | 286 | ||||||
21,951 | Air Liquide SA (Chemicals) | 3,697 | ||||||
23,149 | Airbus SE (Aerospace & Defense) | 3,098 | ||||||
47,723 | AXA SA (Insurance) | 1,416 | ||||||
1,813 | BioMerieux (Health Care Equipment & Supplies) | 175 | ||||||
46,563 | BNP Paribas SA (Banks) | 2,960 | ||||||
4,957 | Bouygues SA (Construction & Engineering) | 173 | ||||||
1,044 | Capgemini SE (IT Services) | 182 | ||||||
7,205 | Carrefour SA (Consumer Staples Distribution & Retail)(b) | 124 | ||||||
3,697 | Cie de Saint-Gobain (Building Products) | 221 | ||||||
99,973 | Credit Agricole SA (Banks) | 1,229 | ||||||
19,644 | Dassault Systemes SE (Software) | 730 | ||||||
1,749 | Eiffage SA (Construction & Engineering)(b) | 166 | ||||||
25,532 | Engie SA (Multi-Utilities) | 392 | ||||||
18,607 | EssilorLuxottica SA (Health Care Equipment & Supplies) | 3,236 | ||||||
2,933 | Eurazeo SE (Financial Services) | 175 | ||||||
1,743 | Euroapi SA (Pharmaceuticals)(a) | 22 | ||||||
1,233 | Gecina SA (Office REITs)(b) | 126 | ||||||
2,454 | Hermes International SCA (Textiles, Apparel & Luxury Goods) | 4,473 | ||||||
10,109 | L'Oreal SA (Personal Care Products) | 4,189 | ||||||
5,264 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 3,973 | ||||||
8,063 | Pernod Ricard SA (Beverages) | 1,342 | ||||||
8,075 | Publicis Groupe SA (Media) | 611 | ||||||
7,261 | Renault SA (Automobile Components) | 297 | ||||||
40,016 | Sanofi (Pharmaceuticals) | 4,296 | ||||||
34,976 | Schneider Electric SE (Electrical Equipment)(b) | 5,762 | ||||||
100,509 | Societe Generale SA (Banks) | 2,432 | ||||||
4,176 | Thales SA (Aerospace & Defense) | 587 | ||||||
26,862 | TotalEnergies SE (Oil, Gas & Consumable Fuels) | 1,766 | ||||||
7,086 | Unibail-Rodamco-Westfield (Retail REITs)(a) | 348 | ||||||
15,933 | Veolia Environnement SA (Multi-Utilities) | 460 | ||||||
48,944 | ||||||||
Germany — 6.36% | ||||||||
13,053 | adidas AG (Textiles, Apparel & Luxury Goods) | 2,289 | ||||||
10,077 | Allianz SE, Registered Shares (Insurance) | 2,398 | ||||||
1,793 | Bayerische Motoren Werke AG (Automobile Components) | 182 | ||||||
1,065 | Beiersdorf AG (Personal Care Products) | 137 | ||||||
33,975 | Commerzbank AG (Banks) | 386 | ||||||
2,692 | Covestro AG (Chemicals)(a)(b) | 145 | ||||||
1,439 | Daimler Truck Holding AG (Machinery) | 50 | ||||||
113,622 | Deutsche Bank AG, Registered Shares (Capital Markets) | 1,249 | ||||||
21,575 | Deutsche Boerse AG (Capital Markets) | 3,725 | ||||||
128,506 | Deutsche Telekom AG (Diversified Telecommunication Services)(b) | 2,695 | ||||||
69,579 | DHL Group (Air Freight & Logistics) | 2,823 | ||||||
6,746 | Fraport AG Frankfurt Airport Services Worldwide (Transportation Infrastructure)(a) | 357 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
6,983 | GEA Group AG (Machinery) | $ | 257 | |||||
1,115 | Hannover Rueck SE (Insurance) | 245 | ||||||
82,230 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment)(b) | 2,723 | ||||||
2,540 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, Registered Shares (Insurance) | 989 | ||||||
18,514 | RWE AG (Independent Power and Renewable Electricity Producers) | 687 | ||||||
42,196 | SAP SE (Software) | 5,461 | ||||||
1,461 | Sartorius AG, Preference Shares (Life Sciences Tools & Services) | 495 | ||||||
28,228 | Siemens AG, Registered Shares (Industrial Conglomerates) | 4,033 | ||||||
8,525 | Symrise AG (Chemicals)(b) | 811 | ||||||
6,109 | Volkswagen AG, Preference Shares (Automobile Components) | 702 | ||||||
32,839 | ||||||||
Hong Kong — 1.57% | ||||||||
483,480 | AIA Group Ltd. (Insurance) | 3,909 | ||||||
75,055 | BOC Hong Kong Holdings Ltd. (Banks) | 205 | ||||||
334,000 | China Common Rich Renewable Energy Investment Ltd. (Independent Power and Renewable Electricity Producers)(a)(c) | — | ||||||
189,000 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 993 | ||||||
14,500 | CLP Holdings Ltd. (Electric Utilities) | 107 | ||||||
73,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure) | 437 | ||||||
15,506 | Hang Seng Bank Ltd. (Banks) | 192 | ||||||
9,100 | Jardine Matheson Holdings Ltd. (Industrial Conglomerates) | 422 | ||||||
225,917 | Link REIT (Retail REITs) | 1,105 | ||||||
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) | 162 | ||||||
52,000 | Techtronic Industries Co. Ltd. (Machinery) | 502 | ||||||
8,090 | ||||||||
Ireland (Republic of) — 1.24% | ||||||||
8,728 | AerCap Holdings N.V. (Trading Companies & Distributors)(a) | 547 | ||||||
332,317 | Bank of Ireland Group PLC (Banks) | 3,248 | ||||||
24,053 | CRH PLC (Construction Materials) | 1,326 | ||||||
25,494 | Experian PLC (Professional Services) | 834 | ||||||
16,821 | James Hardie Industries PLC (Construction Materials)(a) | 440 | ||||||
6,395 | ||||||||
Israel — 0.30% | ||||||||
862 | CyberArk Software Ltd. (Software)(a) | 141 | ||||||
7,198 | Nice Ltd., ADR (Software)(a) | 1,223 | ||||||
1,228 | Nice Ltd. (Software)(a) | 210 | ||||||
1,574 | ||||||||
Italy — 1.43% | ||||||||
3,755 | Amplifon SpA (Health Care Providers & Services) | 111 | ||||||
69,888 | Assicurazioni Generali SpA (Insurance) | 1,426 | ||||||
47,935 | Enel SpA (Electric Utilities) | 294 | ||||||
1,561 | Ferrari N.V. (Automobiles) | 460 | ||||||
157,139 | Intesa Sanpaolo SpA (Banks)(b) | 402 | ||||||
7,820 | Iveco Group N.V. (Machinery)(a) | 73 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Italy (continued) | ||||||||
168,665 | Mediobanca Banca di Credito Finanziario SpA (Banks) | $ | 2,224 | |||||
7,356 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 426 | ||||||
10,481 | Poste Italiane SpA (Insurance)(b) | 110 | ||||||
110,979 | Snam SpA (Gas Utilities) | 521 | ||||||
180,455 | Terna - Rete Elettrica Nazionale (Electric Utilities) | 1,357 | ||||||
7,404 | ||||||||
Japan — 17.81% | ||||||||
8,800 | Advantest Corp. (Semiconductors & Semiconductor Equipment)(b) | 245 | ||||||
19,900 | Aeon Co. Ltd. (Consumer Staples Distribution & Retail) | 394 | ||||||
6,845 | AGC, Inc. (Building Products) | 240 | ||||||
4,500 | Aisin Corp. (Automobile Components) | 170 | ||||||
27,300 | Ajinomoto Co., Inc. (Food Products) | 1,053 | ||||||
15,300 | Amada Co. Ltd. (Machinery) | 154 | ||||||
5,100 | ANA Holdings, Inc. (Passenger Airlines)(a)(b) | 107 | ||||||
16,500 | Asahi Group Holdings Ltd. (Beverages)(b) | 616 | ||||||
5,900 | Asahi Intecc Co. Ltd. (Health Care Equipment & Supplies) | 106 | ||||||
103,600 | Astellas Pharma, Inc. (Pharmaceuticals) | 1,434 | ||||||
3,900 | Azbil Corp. (Electronic Equipment, Instruments & Components) | 119 | ||||||
21,100 | Bandai Namco Holdings, Inc. (Leisure Products) | 429 | ||||||
15,200 | Bridgestone Corp. (Automobile Components) | 592 | ||||||
38,300 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 923 | ||||||
4,300 | Capcom Co. Ltd. (Entertainment) | 155 | ||||||
4,500 | Central Japan Railway Co. (Ground Transportation) | 109 | ||||||
11,800 | Chubu Electric Power Co., Inc. (Electric Utilities) | 150 | ||||||
293,700 | Concordia Financial Group Ltd. (Banks) | 1,338 | ||||||
13,388 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 348 | ||||||
58,800 | Daifuku Co. Ltd. (Machinery) | 1,110 | ||||||
40,900 | Dai-ichi Life Holdings, Inc. (Insurance) | 844 | ||||||
1,979 | Daito Trust Construction Co. Ltd. (Real Estate Management & Development) | 208 | ||||||
15,550 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 417 | ||||||
12,000 | Denso Corp. (Automobile Components) | 193 | ||||||
4,800 | Dentsu Group, Inc. (Media) | 141 | ||||||
7,700 | Eisai Co. Ltd. (Pharmaceuticals) | 427 | ||||||
30,000 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 118 | ||||||
3,900 | Fuji Electric Co. Ltd. (Electrical Equipment) | 176 | ||||||
8,400 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 486 | ||||||
10,900 | Fujitsu Ltd. (IT Services)(b) | 1,282 | ||||||
37,100 | Hitachi Ltd. (Industrial Conglomerates) | 2,300 | ||||||
48,300 | Honda Motor Co. Ltd. (Automobile Components) | 543 | ||||||
3,600 | Hoshizaki Corp. (Machinery) | 125 | ||||||
20,700 | Hoya Corp. (Health Care Equipment & Supplies) | 2,120 | ||||||
8,800 | Iida Group Holdings Co. Ltd. (Household Durables) | 146 | ||||||
39,100 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 587 | ||||||
22,100 | Isetan Mitsukoshi Holdings Ltd. (Broadline Retail) | 256 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
21,000 | Isuzu Motors Ltd. (Automobile Components) | $ | 264 | |||||
92,317 | ITOCHU Corp. (Trading Companies & Distributors) | 3,334 | ||||||
24,200 | Japan Airlines Co. Ltd. (Passenger Airlines)(b) | 470 | ||||||
70,600 | Japan Exchange Group, Inc. (Capital Markets) | 1,308 | ||||||
8,300 | Japan Post Insurance Co. Ltd. (Insurance)(b) | 140 | ||||||
5,554 | JSR Corp. (Chemicals) | 149 | ||||||
9,200 | Kawasaki Heavy Industries Ltd. (Machinery) | 223 | ||||||
101,200 | KDDI Corp. (Wireless Telecommunication Services) | 3,098 | ||||||
33,900 | Keio Corp. (Ground Transportation) | 1,166 | ||||||
6,500 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 2,404 | ||||||
4,400 | Kikkoman Corp. (Food Products) | 231 | ||||||
8,145 | Komatsu Ltd. (Machinery) | 220 | ||||||
12,300 | Kose Corp. (Personal Care Products) | 892 | ||||||
6,000 | Lasertec Corp. (Semiconductors & Semiconductor Equipment) | 933 | ||||||
22,200 | Makita Corp. (Machinery) | 548 | ||||||
63,300 | Marubeni Corp. (Trading Companies & Distributors) | 987 | ||||||
43,300 | Mazda Motor Corp. (Automobile Components) | 492 | ||||||
6,700 | MEIJI Holdings Co. Ltd. (Food Products) | 167 | ||||||
57,145 | Mitsubishi Corp. (Trading Companies & Distributors) | 2,723 | ||||||
34,200 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 446 | ||||||
9,700 | Mitsubishi Heavy Industries Ltd. (Machinery) | 541 | ||||||
432,200 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 3,662 | ||||||
131,788 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 4,780 | ||||||
36,100 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 795 | ||||||
16,600 | Mitsui O.S.K. Lines Ltd. (Marine Transportation) | 456 | ||||||
109,800 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 2,003 | ||||||
14,700 | NEC Corp. (IT Services) | 812 | ||||||
20,600 | Nexon Co. Ltd. (Entertainment) | 368 | ||||||
19,200 | Nikon Corp. (Household Durables) | 202 | ||||||
2,800 | NIPPON EXPRESS HOLDINGS, INC. (Air Freight & Logistics) | 146 | ||||||
6,300 | Nippon Sanso Holdings Corp. (Chemicals) | 149 | ||||||
35,500 | Nippon Shinyaku Co. Ltd. (Pharmaceuticals) | 1,499 | ||||||
30,800 | Nippon Steel Corp. (Metals & Mining)(b) | 722 | ||||||
910,000 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 1,077 | ||||||
70,600 | Nissan Motor Co. Ltd. (Automobile Components) | 312 | ||||||
8,800 | Nisshin Seifun Group, Inc. (Food Products) | 112 | ||||||
4,600 | Nomura Real Estate Holdings, Inc. (Real Estate Management & Development) | 116 | ||||||
129 | Nomura Real Estate Master Fund, Inc. (Diversified REITs) | 145 | ||||||
17,800 | Nomura Research Institute Ltd. (IT Services) | 463 | ||||||
2,400 | Obic Co. Ltd. (IT Services) | 364 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
89,200 | Odakyu Electric Railway Co. Ltd. (Ground Transportation) | $ | 1,333 | |||||
10,400 | Omron Corp. (Electronic Equipment, Instruments & Components) | 463 | ||||||
10,800 | ORIX Corp. (Financial Services) | 202 | ||||||
28,800 | Otsuka Holdings Co. Ltd. (Pharmaceuticals) | 1,023 | ||||||
12,700 | Pan Pacific International Holdings Corp. (Broadline Retail) | 267 | ||||||
156,600 | Panasonic Holdings Corp. (Household Durables) | 1,768 | ||||||
243,800 | Rakuten Group, Inc. (Broadline Retail)(b) | 1,002 | ||||||
43,800 | Recruit Holdings Co. Ltd. (Professional Services) | 1,340 | ||||||
22,400 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 421 | ||||||
19,600 | SBI Holdings, Inc. (Capital Markets) | 413 | ||||||
35,552 | Sekisui House Ltd. (Household Durables) | 708 | ||||||
46,500 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 1,351 | ||||||
12,800 | Sompo Holdings, Inc. (Insurance) | 549 | ||||||
7,100 | Sony Group Corp. (Household Durables) | 581 | ||||||
23,900 | Subaru Corp. (Automobile Components) | 465 | ||||||
14,148 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 695 | ||||||
4,800 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 125 | ||||||
3,000 | Suzuki Motor Corp. (Automobile Components) | 121 | ||||||
8,500 | T&D Holdings, Inc. (Insurance) | 140 | ||||||
25,000 | Takeda Pharmaceutical Co. Ltd. (Pharmaceuticals) | 775 | ||||||
8,700 | Terumo Corp. (Health Care Equipment & Supplies) | 230 | ||||||
2,900 | The Bank of Kyoto Ltd. (Banks) | 163 | ||||||
22,400 | The Chiba Bank Ltd. (Banks) | 163 | ||||||
29,700 | Tokio Marine Holdings, Inc. (Insurance) | 688 | ||||||
80,800 | Tokyo Electric Power Co. Holdings, Inc. (Electric Utilities)(a) | 360 | ||||||
26,400 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 3,607 | ||||||
25,700 | Tokyu Fudosan Holdings Corp. (Real Estate Management & Development) | 158 | ||||||
14,700 | Toshiba Corp. (Industrial Conglomerates)(a) | 453 | ||||||
17,900 | Toyota Industries Corp. (Machinery) | 1,409 | ||||||
485,000 | Toyota Motor Corp. (Automobile Components) | 8,701 | ||||||
6,770 | Toyota Tsusho Corp. (Trading Companies & Distributors) | 398 | ||||||
6,427 | Trend Micro, Inc. (Software) | 243 | ||||||
46,400 | Unicharm Corp. (Household Products) | 1,641 | ||||||
7,500 | West Japan Railway Co. (Ground Transportation)(b) | 310 | ||||||
3,400 | Yakult Honsha Co. Ltd. (Food Products) | 83 | ||||||
8,700 | Yamato Holdings Co. Ltd. (Air Freight & Logistics) | 142 | ||||||
72,900 | Z Holdings Corp. (Interactive Media & Services) | 202 | ||||||
5,700 | ZOZO, Inc. (Specialty Retail)(b) | 104 | ||||||
91,877 | ||||||||
Luxembourg — 0.43% | ||||||||
27,423 | ArcelorMittal SA (Metals & Mining) | 686 | ||||||
96,377 | Tenaris SA (Energy Equipment & Services) | 1,523 | ||||||
2,209 | ||||||||
Netherlands — 3.71% | ||||||||
57,506 | ABN AMRO Bank N.V. (Banks)(b) | 813 | ||||||
73,595 | Aegon Ltd. (Insurance) | 355 | ||||||
24,788 | Akzo Nobel N.V. (Chemicals) | 1,787 | ||||||
728 | Argenx SE (Biotechnology)(a) | 356 | ||||||
10,915 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment)(b) | 6,424 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Netherlands (continued) | ||||||||
15,440 | DSM BV (Chemicals) | $ | 1,525 | |||||
4,144 | EXOR N.V. (Financial Services) | 366 | ||||||
14,622 | ING Groep N.V. (Banks) | 193 | ||||||
61,918 | Koninklijke Ahold Delhaize N.V. (Consumer Staples Distribution & Retail) | 1,866 | ||||||
78,125 | Prosus N.V. (Broadline Retail)(a)(b) | 2,301 | ||||||
87,671 | Stellantis N.V. (Automobile Components) | 1,679 | ||||||
1,552 | Topicus.com, Inc. (Software)(a) | 103 | ||||||
11,488 | Wolters Kluwer N.V. (Professional Services) | 1,391 | ||||||
19,159 | ||||||||
New Zealand — 0.08% | ||||||||
55,967 | Auckland International Airport Ltd. (Transportation Infrastructure) | 265 | ||||||
57,025 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 164 | ||||||
429 | ||||||||
Norway — 0.78% | ||||||||
11,596 | DNB Bank ASA (Banks) | 233 | ||||||
105,375 | Equinor ASA (Oil, Gas & Consumable Fuels) | 3,454 | ||||||
20,518 | Mowi ASA (Food Products)(b) | 363 | ||||||
4,050 | ||||||||
Portugal — 0.27% | ||||||||
338,113 | EDP - Energias de Portugal SA (Electric Utilities) | 1,406 | ||||||
Singapore — 0.83% | ||||||||
232,772 | CapitaLand Ascendas REIT (Industrial REITs) | 467 | ||||||
3,306 | CapitaLand Ascott Trust (Hotel & Resort REITs) | 2 | ||||||
175,970 | CapitaLand Integrated Commercial Trust (Retail REITs) | 238 | ||||||
58,000 | CapitaLand Investment Ltd. (Real Estate Management & Development) | 131 | ||||||
57,800 | DBS Group Holdings Ltd. (Banks) | 1,420 | ||||||
14,500 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 136 | ||||||
58,700 | Singapore Airlines Ltd. (Passenger Airlines)(b) | 277 | ||||||
18,700 | Singapore Exchange Ltd. (Capital Markets) | 133 | ||||||
67,900 | Singapore Telecommunications Ltd. (Diversified Telecommunication Services) | 120 | ||||||
6,600 | United Overseas Bank Ltd. (Banks) | 137 | ||||||
457,800 | Wilmar International Ltd. (Food Products) | 1,246 | ||||||
4,307 | ||||||||
South Africa — 0.01% | ||||||||
4,663 | Thungela Resources Ltd. (Oil, Gas & Consumable Fuels) | 43 | ||||||
South Korea — 0.04% | ||||||||
4,504 | Samsung Electronics Co. Ltd. (Technology Hardware, Storage & Peripherals) | 228 | ||||||
Spain — 1.90% | ||||||||
4,412 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 159 | ||||||
1,451 | Aena SME SA (Transportation Infrastructure)(b) | 218 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Spain (continued) | ||||||||
10,177 | Amadeus IT Group SA (Professional Services) | $ | 615 | |||||
620,640 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 5,021 | ||||||
28,433 | Bankinter SA (Banks) | 181 | ||||||
62,673 | CaixaBank SA (Banks) | 250 | ||||||
246,056 | Iberdrola SA (Electric Utilities) | 2,752 | ||||||
11,872 | Naturgy Energy Group SA (Gas Utilities) | 323 | ||||||
17,963 | Repsol SA (Oil, Gas & Consumable Fuels) | 295 | ||||||
9,814 | ||||||||
Sweden — 1.64% | ||||||||
1,283 | Alleima AB (Metals & Mining) | 7 | ||||||
10,590 | Assa Abloy AB, Class – B (Building Products) | 230 | ||||||
90,968 | Atlas Copco AB, Class - A (Machinery) | 1,222 | ||||||
59,272 | Atlas Copco AB, Class - B (Machinery) | 693 | ||||||
24,108 | L E Lundbergforetagen AB, Class - B (Financial Services) | 1,006 | ||||||
5,141 | Sagax AB, Class - B (Real Estate Management & Development) | 98 | ||||||
11,977 | Securitas AB, Class - B (Commercial Services & Supplies) | 95 | ||||||
51,934 | Skandinaviska Enskilda Banken AB, Class - A (Banks) | 619 | ||||||
32,522 | Swedbank AB, Class - A (Banks) | 598 | ||||||
134,852 | Tele2 AB, B shares (Wireless Telecommunication Services) | 1,032 | ||||||
221,609 | Telia Co. AB (Diversified Telecommunication Services)(b) | 457 | ||||||
117,701 | Volvo AB, Class - B (Machinery) | 2,425 | ||||||
8,482 | ||||||||
Switzerland — 8.49% | ||||||||
135,931 | ABB Ltd., Registered Shares (Electrical Equipment) | 4,853 | ||||||
6,796 | Accelleron Industries AG (Electrical Equipment) | 176 | ||||||
8,475 | Alcon, Inc. (Health Care Equipment & Supplies) | 654 | ||||||
1,838 | Baloise Holding AG, Registered Shares (Insurance) | 266 | ||||||
44 | Chocoladefabriken Lindt & Spruengli AG, Class - PC (Food Products) | 489 | ||||||
19,821 | Cie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 2,415 | ||||||
13,970 | Coca-Cola HBC AG (Beverages) | 382 | ||||||
761 | EMS-Chemie Holding AG (Chemicals) | 516 | ||||||
387,007 | Glencore PLC (Metals & Mining)(b) | 2,203 | ||||||
5,080 | Kuehne + Nagel International AG, Registered Shares (Marine Transportation) | 1,444 | ||||||
4,844 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | 333 | ||||||
4,467 | Lonza Group AG, Registered Shares (Life Sciences Tools & Services)(b) | 2,067 | ||||||
8,432 | Medacta Group SA (Health Care Equipment & Supplies)(b) | 1,065 | ||||||
77,294 | Nestle SA, Registered Shares (Food Products) | 8,752 | ||||||
67,717 | Novartis AG, Registered Shares (Pharmaceuticals) | 6,918 | ||||||
441 | Partners Group Holding AG (Capital Markets) | 495 | ||||||
12,047 | Roche Holding AG (Pharmaceuticals) | 3,290 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Switzerland (continued) | ||||||||
2,775 | SGS SA, Registered Shares (Professional Services)(b) | $ | 233 | |||||
491 | Sonova Holding AG (Health Care Equipment & Supplies)(b) | 116 | ||||||
1,212 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 720 | ||||||
1,098 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 281 | ||||||
191,523 | UBS Group AG (Capital Markets) | 4,719 | ||||||
3,139 | Zurich Insurance Group AG (Insurance) | 1,437 | ||||||
43,824 | ||||||||
United Kingdom — 11.27% | ||||||||
38,163 | 3i Group PLC (Capital Markets) | 960 | ||||||
5,633 | Admiral Group PLC (Insurance) | 163 | ||||||
46,639 | Anglo American PLC (Metals & Mining) | 1,280 | ||||||
17,119 | Ashtead Group PLC (Trading Companies & Distributors) | 1,038 | ||||||
53,176 | AstraZeneca PLC (Pharmaceuticals)(b) | 7,170 | ||||||
31,506 | Auto Trader Group PLC (Interactive Media & Services)(b) | 237 | ||||||
221,258 | Aviva PLC (Insurance) | 1,047 | ||||||
121,738 | BAE Systems PLC (Aerospace & Defense) | 1,479 | ||||||
274,792 | Barclays PLC (Banks)(b) | 530 | ||||||
114,063 | BP PLC (Oil, Gas & Consumable Fuels) | 735 | ||||||
51,346 | British American Tobacco PLC (Tobacco) | 1,612 | ||||||
12,788 | Bunzl PLC (Trading Companies & Distributors) | 455 | ||||||
44,208 | Burberry Group PLC (Textiles, Apparel & Luxury Goods)(b) | 1,024 | ||||||
425,346 | Centrica PLC (Multi-Utilities)(b) | 800 | ||||||
39,102 | CNH Industrial N.V. (Machinery) | 475 | ||||||
10,781 | Coca-Cola Europacific Partners PLC (Beverages) | 674 | ||||||
68,973 | Compass Group PLC (Hotels, Restaurants & Leisure) | 1,679 | ||||||
40,786 | Diageo PLC (Beverages) | 1,503 | ||||||
38,064 | Entain PLC (Hotels, Restaurants & Leisure)(b) | 432 | ||||||
176,859 | Haleon PLC (Personal Care Products)(b) | 733 | ||||||
254,357 | HSBC Holdings PLC (Banks) | 1,990 | ||||||
90,451 | Imperial Brands PLC (Tobacco) | 1,835 | ||||||
242,896 | Informa PLC (Media) | 2,218 | ||||||
6,566 | InterContinental Hotels Group PLC (Hotels, Restaurants & Leisure) | 486 | ||||||
480,645 | J Sainsbury PLC (Consumer Staples Distribution & Retail) | 1,480 | ||||||
114,719 | Kingfisher PLC (Specialty Retail) | 311 | ||||||
26,793 | Land Securities Group PLC (Diversified REITs) | 192 | ||||||
152,198 | Legal & General Group PLC (Insurance) | 411 | ||||||
2,269 | London Stock Exchange Group PLC (Capital Markets)(b) | 227 | ||||||
93,766 | M&G PLC (Financial Services) | 225 | ||||||
14,782 | Mondi PLC (Paper & Forest Products) | 247 | ||||||
129,651 | National Grid PLC (Multi-Utilities) | 1,550 | ||||||
4,989 | Next PLC (Broadline Retail) | 442 | ||||||
101,197 | Ocado Group PLC (Consumer Staples Distribution & Retail)(a)(b) | 736 | ||||||
16,942 | Pearson PLC (Diversified Consumer Services) | 179 | ||||||
56,944 | RELX PLC (Professional Services) | 1,921 | ||||||
66,751 | Rio Tinto PLC (Metals & Mining) | 4,191 | ||||||
8,382 | Severn Trent PLC (Water Utilities)(b) | 242 | ||||||
298,341 | Shell PLC (Oil, Gas & Consumable Fuels) | 9,453 |
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
12,142 | Smiths Group PLC (Industrial Conglomerates) | $ | 239 | |||||
44,660 | SSE PLC (Electric Utilities) | 875 | ||||||
33,934 | The Sage Group PLC (Software) | 408 | ||||||
18,373 | The Weir Group PLC (Machinery) | 424 | ||||||
55,598 | Unilever PLC (Personal Care Products) | 2,750 | ||||||
10,568 | United Utilities Group PLC (Water Utilities) | 122 | ||||||
4,958 | Whitbread PLC (Hotels, Restaurants & Leisure) | 209 | ||||||
87,061 | WPP PLC (Media) | 776 | ||||||
58,165 | ||||||||
United States — 0.60% | ||||||||
8,324 | Linde PLC (Chemicals) | 3,097 | ||||||
Total Common Stocks | 452,845 | |||||||
Warrant — 0.00% | ||||||||
Canada — 0.00% | ||||||||
835 | Constellation Software, Inc., 3/31/40 (Software)(a)(c) | — | ||||||
Total Warrant | — | |||||||
Investment Company — 10.14% | ||||||||
52,376,515 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 5.23%(d) | 52,377 | ||||||
Total Investment Company | 52,377 | |||||||
The following table reflects the open derivative positions held by the Portfolio as of September 30, 2023.
Futures Contracts Purchased*
Shares | Security Description | Value (000) | ||||||
Total Investments (cost $321,726) — 97.85% | $ | 505,222 | ||||||
Other assets in excess of liabilities — 2.15% | 11,087 | |||||||
Net Assets - 100.00% | $ | 516,309 |
Amounts designated as "—" are $0 or have been rounded to $0.
(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, 2023. |
(d) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
REIT—Real Estate Investment Trust |
As of September 30, 2023, 100% of the Portfolio's net assets were managed by Parametric Portfolio Associates, LLC.
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value and Unrealized Appreciation/ (Depreciation) (000) | ||||||||
MSCI EAFE Index Future | 561 | 12/15/23 | $ | 57,264 | $ | (1,276 | ) | |||||
$ | 57,264 | $ | (1,276 | ) | ||||||||
Total Unrealized Appreciation | $ | — | ||||||||||
Total Unrealized Depreciation | (1,276 | ) | ||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (1,276 | ) |
* | 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, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 58.42% | ||||||||
Australia — 3.62% | ||||||||
4,667 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | $ | 101 | |||||
64,457 | ANZ Group Holdings Ltd. (Banks) | 1,057 | ||||||
60,829 | APA Group (Gas Utilities) | 323 | ||||||
12,428 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 325 | ||||||
8,220 | ASX Ltd. (Capital Markets) | 300 | ||||||
76,862 | Aurizon Holdings Ltd. (Ground Transportation) | 172 | ||||||
108,290 | BHP Group Ltd. (Metals & Mining) | 3,040 | ||||||
9,452 | BlueScope Steel Ltd. (Metals & Mining) | 117 | ||||||
47,697 | Brambles Ltd. (Commercial Services & Supplies) | 439 | ||||||
1,873 | Cochlear Ltd. (Health Care Equipment & Supplies) | 307 | ||||||
47,294 | Coles Group Ltd. (Consumer Staples Distribution & Retail) | 472 | ||||||
35,682 | Commonwealth Bank of Australia (Banks) | 2,279 | ||||||
19,785 | Computershare Ltd. (Professional Services) | 330 | ||||||
10,833 | CSL Ltd. (Biotechnology) | 1,745 | ||||||
38,829 | Dexus (Diversified REITs) | 181 | ||||||
3,158 | EBOS Group Ltd. (Health Care Providers & Services) | 65 | ||||||
82,102 | Endeavour Group Ltd. (Consumer Staples Distribution & Retail) | 277 | ||||||
35,442 | Fortescue Metals Group Ltd. (Metals & Mining) | 471 | ||||||
36,082 | Goodman Group (Industrial REITs) | 494 | ||||||
5,294 | IDP Education Ltd. (Diversified Consumer Services) | 72 | ||||||
14,776 | IGO Ltd. (Metals & Mining) | 119 | ||||||
80,752 | Insurance Australia Group Ltd. (Insurance) | 293 | ||||||
23,298 | Lendlease Corp. Ltd. (Real Estate Management & Development) (b) | 107 | ||||||
7,770 | Macquarie Group Ltd. (Capital Markets) | 832 | ||||||
159,100 | Medibank Pvt. Ltd. (Insurance) | 351 | ||||||
3,696 | Mineral Resources Ltd. (Metals & Mining) | 159 | ||||||
85,546 | Mirvac Group (Diversified REITs) | 116 | ||||||
67,368 | National Australia Bank Ltd. (Banks) | 1,250 | ||||||
30,294 | Newcrest Mining Ltd. (Metals & Mining) | 477 | ||||||
38,057 | Northern Star Resources Ltd. (Metals & Mining) | 252 | ||||||
9,744 | Orica Ltd. (Chemicals) | 97 | ||||||
37,296 | Origin Energy Ltd. (Electric Utilities) | 210 | ||||||
58,369 | Pilbara Minerals Ltd. (Metals & Mining) | 159 | ||||||
20,036 | Qantas Airways Ltd. (Passenger Airlines)(a) | 66 | ||||||
31,074 | QBE Insurance Group Ltd. (Insurance) | 311 | ||||||
7,422 | Ramsay Health Care Ltd. (Health Care Providers & Services) | 247 | ||||||
1,150 | REA Group Ltd. (Interactive Media & Services) | 114 | ||||||
4,902 | Reece Ltd. (Trading Companies & Distributors) | 58 | ||||||
7,907 | Rio Tinto Ltd. (Metals & Mining) | 570 | ||||||
69,772 | Santos Ltd. (Oil, Gas & Consumable Fuels) (b) | 352 | ||||||
112,940 | Scentre Group (Retail REITs) | 177 | ||||||
7,966 | SEEK Ltd. (Interactive Media & Services) | 113 | ||||||
16,699 | Sonic Healthcare Ltd. (Health Care Providers & Services) | 319 | ||||||
96,004 | South32 Ltd. (Metals & Mining) | 207 | ||||||
52,015 | Stockland (Diversified REITs) | 130 | ||||||
32,455 | Suncorp Group Ltd. (Insurance) | 289 | ||||||
156,931 | Telstra Group Ltd. (Diversified Telecommunication Services) | 388 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Australia (continued) | ||||||||
65,160 | The GPT Group (Diversified REITs) | $ | 162 | |||||
115,173 | The Lottery Corp. Ltd. (Hotels, Restaurants & Leisure) | 348 | ||||||
80,813 | Transurban Group (Transportation Infrastructure) | 657 | ||||||
34,642 | Treasury Wine Estates Ltd. (Beverages) | 273 | ||||||
83,889 | Vicinity Ltd. (Diversified REITs) (b) | 91 | ||||||
6,205 | Washington H Soul Pattinson & Co. Ltd. (Oil, Gas & Consumable Fuels) | 129 | ||||||
25,256 | Wesfarmers Ltd. (Broadline Retail) | 855 | ||||||
75,327 | Westpac Banking Corp. (Banks) | 1,018 | ||||||
3,486 | WiseTech Global Ltd. (Software) | 145 | ||||||
40,168 | Woodside Energy Group Ltd. (Oil, Gas & Consumable Fuels) | 934 | ||||||
33,232 | Woolworths Group Ltd. (Consumer Staples Distribution & Retail) | 795 | ||||||
25,737 | ||||||||
Austria — 0.08% | ||||||||
7,182 | Erste Group Bank AG (Banks) (b) | 249 | ||||||
3,193 | OMV AG (Oil, Gas & Consumable Fuels) | 152 | ||||||
1,476 | Verbund AG (Electric Utilities) | 120 | ||||||
2,516 | voestalpine AG (Metals & Mining) | 68 | ||||||
589 | ||||||||
Belgium — 0.40% | ||||||||
3,275 | Ageas SA/N.V. (Insurance) | 135 | ||||||
18,569 | Anheuser-Busch InBev SA/N.V. (Beverages) | 1,030 | ||||||
707 | D'ieteren Group (Distributors) | 119 | ||||||
1,973 | Elia Group SA/N.V. (Electric Utilities) (b) | 193 | ||||||
2,046 | Groupe Bruxelles Lambert N.V. (Financial Services) | 152 | ||||||
5,235 | KBC Group N.V. (Banks) | 327 | ||||||
10 | Lotus Bakeries N.V. (Food Products) (b) | 81 | ||||||
334 | Sofina SA (Financial Services) | 67 | ||||||
1,525 | Solvay SA, Class - A (Chemicals) | 169 | ||||||
4,015 | UCB SA (Pharmaceuticals) | 328 | ||||||
4,241 | Umicore SA (Chemicals) (b) | 100 | ||||||
6,752 | Warehouses De Pauw CVA (Industrial REITs) | 167 | ||||||
2,868 | ||||||||
Canada — 1.06% | ||||||||
1,462 | Agnico Eagle Mines Ltd. (Metals & Mining) | 66 | ||||||
21,898 | Algonquin Power & Utilities Corp. (Multi-Utilities) | 130 | ||||||
969 | Alimentation Couche-Tard, Inc. (Consumer Staples Distribution & Retail) | 49 | ||||||
2,261 | AltaGas Ltd. (Gas Utilities) | 43 | ||||||
7,590 | Barrick Gold Corp. (Metals & Mining) | 110 | ||||||
4,684 | BCE, Inc. (Diversified Telecommunication Services) | 179 | ||||||
1,723 | Canadian Apartment Properties REIT (Residential REITs) (b) | 57 | ||||||
13,097 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | 848 | ||||||
9,879 | Canadian Pacific Kansas City Ltd. (Ground Transportation) | 735 | ||||||
273 | Canadian Tire Corp. Ltd., Class - A (Broadline Retail) | 29 | ||||||
9,303 | Canadian Utilities Ltd., Class - A (Multi-Utilities) | 197 | ||||||
1,772 | CCL Industries, Inc., Class - B (Containers & Packaging) (b) | 74 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
40,585 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | $ | 846 | |||||
894 | CGI, Inc. (IT Services)(a) | 88 | ||||||
2,185 | Dollarama, Inc. (Broadline Retail) | 151 | ||||||
6,254 | Emera, Inc. (Electric Utilities) | 218 | ||||||
8,395 | Empire Co. Ltd., Class - A (Consumer Staples Distribution & Retail) | 228 | ||||||
137 | Fairfax Financial Holdings Ltd. (Insurance) | 112 | ||||||
6,275 | Fortis, Inc. (Electric Utilities) | 239 | ||||||
753 | Franco-Nevada Corp. (Metals & Mining) | 101 | ||||||
1,863 | George Weston Ltd. (Consumer Staples Distribution & Retail) | 207 | ||||||
4,338 | Great-West Lifeco, Inc. (Insurance) | 124 | ||||||
9,203 | Hydro One Ltd. (Electric Utilities)(b) | 234 | ||||||
1,309 | Intact Financial Corp. (Insurance) (b) | 191 | ||||||
2,779 | Loblaw Cos. Ltd. (Consumer Staples Distribution & Retail) | 236 | ||||||
4,312 | Metro, Inc. (Consumer Staples Distribution & Retail) | 224 | ||||||
10,561 | Northland Power, Inc. (Independent Power and Renewable Electricity Producers) | 172 | ||||||
3,407 | Power Corp. of Canada (Insurance) | 87 | ||||||
7,004 | Quebecor, Inc., Class - B (Media) | 150 | ||||||
2,547 | RB Global, Inc. (Commercial Services & Supplies) | 159 | ||||||
1,859 | Restaurant Brands International, Inc. (Hotels, Restaurants & Leisure) | 124 | ||||||
4,886 | Rogers Communications, Inc., Class - B (Wireless Telecommunication Services) | 188 | ||||||
780 | Royal Bank of Canada (Banks) | 68 | ||||||
7,793 | Saputo, Inc. (Food Products) (b) | 163 | ||||||
865 | Sun Life Financial, Inc. (Insurance) | 42 | ||||||
8,813 | TELUS Corp. (Diversified Telecommunication Services) | 144 | ||||||
555 | The Bank of Nova Scotia (Banks) | 25 | ||||||
1,503 | The Descartes Systems Group, Inc. (Software)(a) | 110 | ||||||
1,695 | Thomson Reuters Corp. (Professional Services) | 207 | ||||||
7,504 | TMX Group Ltd. (Capital Markets) | 161 | ||||||
656 | Toromont Industries Ltd. (Trading Companies & Distributors) | 53 | ||||||
7,569 | ||||||||
Cayman Islands — 0.02% | ||||||||
55,060 | Sands China Ltd. (Hotels, Restaurants & Leisure)(a) | 167 | ||||||
Chile — 0.02% | ||||||||
8,529 | Antofagasta PLC (Metals & Mining) | 148 | ||||||
Denmark — 1.86% | ||||||||
67 | A.P. Moller - Maersk A/S, Class - A (Marine Transportation) | 119 | ||||||
152 | A.P. Moller - Maersk A/S, Class - B (Marine Transportation) | 273 | ||||||
4,495 | Carlsberg A/S, Class - B (Beverages) | 567 | ||||||
2,287 | Chr Hansen Holding A/S (Chemicals) (b) | 140 | ||||||
4,800 | Coloplast A/S, Class - B (Health Care Equipment & Supplies) | 508 | ||||||
32,471 | Danske Bank A/S (Banks) | 754 | ||||||
2,368 | Demant A/S (Health Care Equipment & Supplies)(a) | 98 | ||||||
3,969 | DSV A/S (Air Freight & Logistics) | 740 | ||||||
1,405 | Genmab A/S (Biotechnology)(a) (b) | 498 | ||||||
78,384 | Novo Nordisk A/S, Class - B (Pharmaceuticals) | 7,137 | ||||||
7,725 | Novozymes A/S, B shares (Chemicals) | 311 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Denmark (continued) | ||||||||
4,473 | Orsted A/S (Electric Utilities)(b) | $ | 243 | |||||
1,866 | Pandora A/S (Textiles, Apparel & Luxury Goods) | 193 | ||||||
193 | ROCKWOOL A/S, Class - B (Building Products) | 47 | ||||||
22,604 | Tryg A/S (Insurance) (b) | 413 | ||||||
54,263 | Vestas Wind Systems A/S (Electrical Equipment)(a) | 1,161 | ||||||
13,202 | ||||||||
Finland — 0.55% | ||||||||
5,503 | Elisa Oyj (Diversified Telecommunication Services) | 255 | ||||||
9,629 | Fortum Oyj (Electric Utilities)^ | 112 | ||||||
10,049 | Kesko Oyj, Class - B (Consumer Staples Distribution & Retail) | 180 | ||||||
7,815 | Kone Oyj, Class - B (Machinery) | 330 | ||||||
13,507 | Metso Oyj (Machinery) (b) | 142 | ||||||
9,044 | Neste Oyj (Oil, Gas & Consumable Fuels)^ | 306 | ||||||
113,258 | Nokia Oyj (Communications Equipment) | 426 | ||||||
75,658 | Nordea Bank Abp (Banks) | 830 | ||||||
5,044 | Orion Oyj, Class - B (Pharmaceuticals) | 198 | ||||||
11,320 | Sampo Oyj, A Shares (Insurance) | 489 | ||||||
12,295 | Stora Enso Oyj, Registered Shares (Paper & Forest Products) | 154 | ||||||
11,171 | UPM-Kymmene Oyj (Paper & Forest Products) | 382 | ||||||
10,263 | Wartsila Oyj Abp (Machinery) | 116 | ||||||
3,920 | ||||||||
France — 6.87% | ||||||||
3,706 | Accor SA (Hotels, Restaurants & Leisure) | 125 | ||||||
582 | Aeroports de Paris (Transportation Infrastructure) | 69 | ||||||
11,756 | Air Liquide SA (Chemicals) | 1,980 | ||||||
12,619 | Airbus SE (Aerospace & Defense) | 1,689 | ||||||
6,209 | Alstom SA (Machinery) | 148 | ||||||
1,326 | Amundi SA (Capital Markets) | 74 | ||||||
1,288 | Arkema SA (Chemicals) | 127 | ||||||
39,368 | AXA SA (Insurance) | 1,168 | ||||||
4,321 | BioMerieux (Health Care Equipment & Supplies) | 418 | ||||||
22,394 | BNP Paribas SA (Banks) | 1,424 | ||||||
45,452 | Bollore SE (Entertainment) | 244 | ||||||
8,404 | Bouygues SA (Construction & Engineering) | 293 | ||||||
11,178 | Bureau Veritas SA (Professional Services) (b) | 278 | ||||||
3,493 | Capgemini SE (IT Services) | 609 | ||||||
29,961 | Carrefour SA (Consumer Staples Distribution & Retail) (b) | 515 | ||||||
10,004 | Cie de Saint-Gobain (Building Products) | 599 | ||||||
14,199 | Cie Generale des Etablissements Michelin SCA (Automobile Components) | 435 | ||||||
1,112 | Covivio SA (Diversified REITs) | 49 | ||||||
26,240 | Credit Agricole SA (Banks) | 323 | ||||||
18,237 | Danone SA (Food Products) | 1,005 | ||||||
1,676 | Dassault Aviation SA (Aerospace & Defense) (b) | 316 | ||||||
36,580 | Dassault Systemes SE (Software) | 1,358 | ||||||
8,220 | Edenred (Financial Services) | 514 | ||||||
1,723 | Eiffage SA (Construction & Engineering) (b) | 164 | ||||||
44,518 | Engie SA (Multi-Utilities) | 682 | ||||||
10,336 | EssilorLuxottica SA (Health Care Equipment & Supplies) | 1,798 | ||||||
945 | Eurazeo SE (Financial Services) | 56 | ||||||
1,488 | Gecina SA (Office REITs) (b) | 151 | ||||||
16,536 | Getlink SE (Transportation Infrastructure) | 264 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
1,059 | Hermes International SCA (Textiles, Apparel & Luxury Goods) | $ | 1,930 | |||||
3,173 | Ipsen SA (Pharmaceuticals) | 416 | ||||||
1,585 | Kering SA (Textiles, Apparel & Luxury Goods) | 720 | ||||||
4,664 | Klepierre SA (Retail REITs) | 114 | ||||||
8,695 | La Francaise des Jeux SAEM (Hotels, Restaurants & Leisure) | 282 | ||||||
14,422 | Legrand SA (Electrical Equipment) | 1,325 | ||||||
7,009 | L'Oreal SA (Personal Care Products) | 2,904 | ||||||
6,820 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 5,146 | ||||||
74,137 | Orange SA (Diversified Telecommunication Services) (b) | 850 | ||||||
8,580 | Pernod Ricard SA (Beverages) | 1,429 | ||||||
4,903 | Publicis Groupe SA (Media) | 371 | ||||||
1,780 | Remy Cointreau SA (Beverages)^ | 217 | ||||||
4,148 | Renault SA (Automobile Components) | 170 | ||||||
7,307 | Safran SA (Aerospace & Defense) | 1,145 | ||||||
34,829 | Sanofi (Pharmaceuticals) | 3,739 | ||||||
1,291 | Sartorius Stedim Biotech (Life Sciences Tools & Services) | 307 | ||||||
16,295 | Schneider Electric SE (Electrical Equipment) (b) | 2,684 | ||||||
2,238 | SEB SA (Household Durables) | 208 | ||||||
15,282 | Societe Generale SA (Banks) | 370 | ||||||
1,826 | Sodexo SA (Hotels, Restaurants & Leisure) | 188 | ||||||
3,140 | Teleperformance (Professional Services) | 395 | ||||||
4,176 | Thales SA (Aerospace & Defense) | 587 | ||||||
61,496 | TotalEnergies SE (Oil, Gas & Consumable Fuels) | 4,042 | ||||||
2,557 | Unibail-Rodamco-Westfield (Retail REITs)(a) | 126 | ||||||
4,470 | Valeo (Automobile Components) | 77 | ||||||
14,381 | Veolia Environnement SA (Multi-Utilities) | 416 | ||||||
11,361 | Vinci SA (Construction & Engineering) | 1,257 | ||||||
43,695 | Vivendi SE (Media) | 382 | ||||||
577 | Wendel SE (Financial Services) | 46 | ||||||
4,959 | Worldline SA (Financial Services)(a) | 139 | ||||||
48,857 | ||||||||
Germany — 4.76% | ||||||||
7,431 | adidas AG (Textiles, Apparel & Luxury Goods) | 1,303 | ||||||
8,586 | Allianz SE, Registered Shares (Insurance) | 2,043 | ||||||
19,223 | BASF SE (Chemicals) | 870 | ||||||
23,006 | Bayer AG, Registered Shares (Pharmaceuticals) | 1,104 | ||||||
6,482 | Bayerische Motoren Werke AG (Automobile Components) | 658 | ||||||
1,288 | Bayerische Motoren Werke AG, Preference Shares (Automobiles) | 120 | ||||||
1,776 | Bechtle AG (IT Services) | 83 | ||||||
4,195 | Beiersdorf AG (Personal Care Products) | 541 | ||||||
3,679 | Brenntag SE (Trading Companies & Distributors) | 285 | ||||||
1,403 | Carl Zeiss Meditec AG, Class - BR (Health Care Equipment & Supplies) | 122 | ||||||
93,385 | Commerzbank AG (Banks) | 1,060 | ||||||
2,385 | Continental AG (Automobile Components) | 168 | ||||||
4,145 | Covestro AG (Chemicals)(a)( | 223 | ||||||
10,374 | Daimler Truck Holding AG (Machinery) | 359 | ||||||
3,686 | Delivery Hero SE (Hotels, Restaurants & Leisure)(a) | 105 | ||||||
41,340 | Deutsche Bank AG, Registered Shares (Capital Markets) | 454 | ||||||
5,414 | Deutsche Boerse AG (Capital Markets) | 935 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
14,076 | Deutsche Lufthansa AG, Registered Shares (Passenger Airlines)(a) (b) | $ | 111 | |||||
78,361 | Deutsche Telekom AG (Diversified Telecommunication Services) (b) | 1,643 | ||||||
21,270 | DHL Group (Air Freight & Logistics) | 863 | ||||||
2,383 | Dr. Ing. h.c. F. Porsche AG, Preference Shares (Automobiles) | 224 | ||||||
62,851 | E.ON SE (Multi-Utilities) | 743 | ||||||
4,094 | Evonik Industries AG (Chemicals) | 75 | ||||||
8,532 | Fresenius Medical Care AG & Co. KGaA (Health Care Providers & Services) | 367 | ||||||
12,921 | Fresenius SE & Co. KGaA (Health Care Providers & Services) | 401 | ||||||
5,758 | GEA Group AG (Machinery) | 212 | ||||||
1,748 | Hannover Rueck SE (Insurance) | 384 | ||||||
3,140 | Heidelberg Materials AG (Construction Materials) | 243 | ||||||
3,547 | HelloFresh SE (Consumer Staples Distribution & Retail)(a) | 105 | ||||||
2,119 | Henkel AG & Co. KGaA (Household Products) | 134 | ||||||
6,724 | Henkel AG & Co. KGaA, Preference Shares (Household Products) | 479 | ||||||
49,624 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment) (b) | 1,643 | ||||||
2,344 | Knorr-Bremse AG (Machinery) | 149 | ||||||
3,977 | LEG Immobilien SE (Real Estate Management & Development)(a) | 273 | ||||||
17,286 | Mercedes-Benz Group AG (Automobile Components) | 1,203 | ||||||
3,726 | Merck KGaA (Pharmaceuticals) | 621 | ||||||
1,118 | MTU Aero Engines AG (Aerospace & Defense) | 202 | ||||||
2,968 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, Registered Shares (Insurance) | 1,156 | ||||||
1,267 | Nemetschek SE (Software) | 77 | ||||||
3,320 | Porsche Automobil Holding SE, Preference Shares (Automobile Components) | 163 | ||||||
2,289 | Puma SE (Textiles, Apparel & Luxury Goods) (b) | 142 | ||||||
168 | Rational AG (Machinery) | 106 | ||||||
1,731 | Rheinmetall AG (Aerospace & Defense) | 445 | ||||||
36,918 | RWE AG (Independent Power and Renewable Electricity Producers) | 1,370 | ||||||
28,015 | SAP SE (Software) | 3,627 | ||||||
765 | Sartorius AG, Preference Shares (Life Sciences Tools & Services) | 259 | ||||||
3,797 | Scout24 SE (Interactive Media & Services) | 263 | ||||||
21,464 | Siemens AG, Registered Shares (Industrial Conglomerates) | 3,067 | ||||||
10,874 | Siemens Energy AG (Electrical Equipment)(a)(b) | 142 | ||||||
8,832 | Siemens Healthineers AG (Health Care Equipment & Supplies) | 447 | ||||||
5,455 | Symrise AG (Chemicals) (b) | 520 | ||||||
2,472 | Talanx AG (Insurance) | 156 | ||||||
146,459 | Telefonica Deutschland Holding AG (Diversified Telecommunication Services) | 262 | ||||||
640 | Volkswagen AG (Automobiles) | 84 | ||||||
4,408 | Volkswagen AG, Preference Shares (Automobile Components) | 506 | ||||||
15,420 | Vonovia SE (Real Estate Management & Development) | 369 | ||||||
383 | Wacker Chemie AG (Chemicals) | 55 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
4,937 | Zalando SE (Specialty Retail)(a) | $ | 110 | |||||
33,834 | ||||||||
Hong Kong — 1.42% | ||||||||
333,118 | AIA Group Ltd. (Insurance) | 2,694 | ||||||
97,195 | BOC Hong Kong Holdings Ltd. (Banks) | 265 | ||||||
38,300 | Budweiser Brewing Co. APAC Ltd. (Beverages) | 75 | ||||||
588,000 | China Common Rich Renewable Energy Investment Ltd. (Independent Power and Renewable Electricity Producers)(a)(c) | — | ||||||
41,200 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 216 | ||||||
56,410 | CK Hutchison Holdings Ltd. (Industrial Conglomerates) | 299 | ||||||
34,000 | CK Infrastructure Holdings Ltd. (Electric Utilities) | 161 | ||||||
52,719 | CLP Holdings Ltd. (Electric Utilities) | 390 | ||||||
49,800 | ESR Group Ltd. (Real Estate Management & Development) | 70 | ||||||
1,293 | Futu Holdings Ltd., ADR (Capital Markets)(a) | 75 | ||||||
46,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure) | 275 | ||||||
47,720 | Hang Lung Properties Ltd. (Real Estate Management & Development) | 65 | ||||||
19,639 | Hang Seng Bank Ltd. (Banks) | 243 | ||||||
28,845 | Henderson Land Development Co. Ltd. (Real Estate Management & Development) | 76 | ||||||
206,550 | HKT Trust & HKT Ltd. (Diversified Telecommunication Services) (b) | 215 | ||||||
352,247 | Hong Kong & China Gas Co. Ltd. (Gas Utilities) | 245 | ||||||
25,500 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 946 | ||||||
45,740 | Hongkong Land Holdings Ltd. (Real Estate Management & Development) | 163 | ||||||
5,700 | Jardine Matheson Holdings Ltd. (Industrial Conglomerates) | 264 | ||||||
68,534 | Link REIT (Retail REITs) | 335 | ||||||
55,000 | MTR Corp. Ltd. (Ground Transportation) | 217 | ||||||
31,310 | New World Development Co. Ltd. (Real Estate Management & Development) | 61 | ||||||
53,868 | Power Assets Holdings Ltd. (Electric Utilities) | 260 | ||||||
121,396 | Prudential PLC (Insurance) | 1,305 | ||||||
117,328 | Sino Land Co. Ltd. (Real Estate Management & Development) | 132 | ||||||
29,000 | SITC International Holdings Co. Ltd. (Marine Transportation) | 49 | ||||||
30,360 | Sun Hung Kai Properties Ltd. (Real Estate Management & Development) | 324 | ||||||
9,430 | Swire Pacific Ltd., Class - A (Real Estate Management & Development) | 64 | ||||||
39,200 | Swire Properties Ltd. (Real Estate Management & Development) | 82 | ||||||
29,000 | Techtronic Industries Co. Ltd. (Machinery) | 280 | ||||||
180,856 | WH Group Ltd. (Food Products) | 95 | ||||||
36,000 | Wharf Real Estate Investment Co. Ltd. (Real Estate Management & Development) | 139 | ||||||
39,000 | Xinyi Glass Holdings Ltd. (Building Products) | 50 | ||||||
10,130 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Ireland (Republic of) — 0.86% | ||||||||
3,292 | AerCap Holdings N.V. (Trading Companies & Distributors)(a) | $ | 206 | |||||
300 | AerCap Holdings N.V. (Trading Companies & Distributors)(a) | 19 | ||||||
30,791 | AIB Group PLC (Banks) | 138 | ||||||
22,252 | Bank of Ireland Group PLC (Banks) | 217 | ||||||
29,225 | CRH PLC (Construction Materials) | 1,611 | ||||||
3,118 | DCC PLC (Industrial Conglomerates) (b) | 175 | ||||||
44,117 | Experian PLC (Professional Services) | 1,443 | ||||||
3,757 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(a) | 613 | ||||||
9,216 | James Hardie Industries PLC (Construction Materials)(a) | 241 | ||||||
3,409 | Kerry Group PLC, Class - A (Food Products) (b) | 285 | ||||||
3,205 | Kingspan Group PLC (Building Products) | 239 | ||||||
7,992 | Ryanair Holdings PLC, ADR (Passenger Airlines)(a) | 777 | ||||||
5,626 | Smurfit Kappa Group PLC (Containers & Packaging) (b) | 187 | ||||||
6,151 | ||||||||
Israel — 0.34% | ||||||||
1,661 | Azrieli Group Ltd. (Real Estate Management & Development) | 86 | ||||||
26,580 | Bank Hapoalim BM (Banks) | 237 | ||||||
32,264 | Bank Leumi Le-Israel BM (Banks) | 268 | ||||||
2,506 | Check Point Software Technologies Ltd. (Software)(a) | 334 | ||||||
947 | CyberArk Software Ltd. (Software)(a) | 155 | ||||||
1,005 | Elbit Systems Ltd. (Aerospace & Defense) | 199 | ||||||
1,806 | Global-e Online Ltd. (Broadline Retail)(a) | 72 | ||||||
26,740 | ICL Group Ltd. (Chemicals) | 148 | ||||||
1 | Isracard Ltd. (Consumer Finance) | — | ||||||
25,890 | Israel Discount Bank Ltd., Class - A (Banks) | 140 | ||||||
3,229 | Mizrahi Tefahot Bank Ltd. (Banks) | 117 | ||||||
458 | Monday.com Ltd. (Software)(a) | 73 | ||||||
1,465 | Nice Ltd. (Software)(a) | 250 | ||||||
24,245 | Teva Pharmaceutical Industries Ltd., ADR (Pharmaceuticals)(a) | 247 | ||||||
1,198 | Wix.com Ltd. (IT Services)(a) | 110 | ||||||
2,436 | ||||||||
Italy — 1.61% | ||||||||
5,429 | Amplifon SpA (Health Care Providers & Services) | 161 | ||||||
23,833 | Assicurazioni Generali SpA (Insurance) | 487 | ||||||
79,811 | Davide Campari-Milano N.V., Class - M (Beverages) | 939 | ||||||
2,627 | DiaSorin SpA (Health Care Equipment & Supplies) | 239 | ||||||
173,874 | Enel SpA (Electric Utilities) (b) | 1,067 | ||||||
50,273 | Eni SpA (Oil, Gas & Consumable Fuels) | 807 | ||||||
2,892 | Ferrari N.V. (Automobiles) | 852 | ||||||
2,471 | Ferrari N.V. (Automobiles) | 730 | ||||||
69,065 | FinecoBank Banca Fineco SpA (Banks) | 834 | ||||||
23,107 | Infrastrutture Wireless Italiane SpA (Diversified Telecommunication Services)(b) | 275 | ||||||
630,077 | Intesa Sanpaolo SpA (Banks) (b) | 1,613 | ||||||
12,205 | Mediobanca Banca di Credito Finanziario SpA (Banks) | 161 | ||||||
15,629 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 905 | ||||||
11,607 | Nexi SpA (Professional Services)(a) | 71 | ||||||
11,327 | Poste Italiane SpA (Insurance) | 119 | ||||||
6,299 | Prysmian SpA (Electrical Equipment) | 253 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Italy (continued) | ||||||||
4,257 | Recordati Industria Chimica e Farmaceutica SpA (Pharmaceuticals) | $ | 201 | |||||
71,385 | Snam SpA (Gas Utilities) | 335 | ||||||
216,022 | Telecom Italia SpA/Milano (Diversified Telecommunication Services)(a) | 67 | ||||||
51,335 | Terna - Rete Elettrica Nazionale (Electric Utilities) | 386 | ||||||
39,320 | UniCredit SpA (Banks) | 937 | ||||||
11,439 | ||||||||
Japan — 11.90% | ||||||||
16,400 | Advantest Corp. (Semiconductors & Semiconductor Equipment) (b) | 458 | ||||||
18,100 | Aeon Co. Ltd. (Consumer Staples Distribution & Retail) | 358 | ||||||
4,165 | AGC, Inc. (Building Products) | 146 | ||||||
3,200 | Aisin Corp. (Automobile Components) | 121 | ||||||
12,500 | Ajinomoto Co., Inc. (Food Products) | 482 | ||||||
6,400 | ANA Holdings, Inc. (Passenger Airlines)(a) (b) | 134 | ||||||
10,100 | Asahi Group Holdings Ltd. (Beverages) (b) | 377 | ||||||
4,700 | Asahi Intecc Co. Ltd. (Health Care Equipment & Supplies) | 84 | ||||||
25,710 | Asahi Kasei Corp. (Chemicals) | 162 | ||||||
41,690 | Astellas Pharma, Inc. (Pharmaceuticals) | 577 | ||||||
2,500 | Azbil Corp. (Electronic Equipment, Instruments & Components) | 76 | ||||||
12,900 | Bandai Namco Holdings, Inc. (Leisure Products) | 262 | ||||||
2,900 | BayCurrent Consulting, Inc. (Professional Services) | 97 | ||||||
12,160 | Bridgestone Corp. (Automobile Components) | 474 | ||||||
5,100 | Brother Industries Ltd. (Technology Hardware, Storage & Peripherals) | 82 | ||||||
24,947 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 601 | ||||||
6,600 | Capcom Co. Ltd. (Entertainment) | 238 | ||||||
19,500 | Central Japan Railway Co. (Ground Transportation) | 474 | ||||||
27,000 | Chubu Electric Power Co., Inc. (Electric Utilities) | 344 | ||||||
14,500 | Chugai Pharmaceutical Co. Ltd. (Pharmaceuticals) | 447 | ||||||
23,600 | Concordia Financial Group Ltd. (Banks) | 108 | ||||||
9,300 | CyberAgent, Inc. (Media)^ | 50 | ||||||
4,439 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 116 | ||||||
6,600 | Daifuku Co. Ltd. (Machinery) | 125 | ||||||
19,900 | Dai-ichi Life Holdings, Inc. (Insurance) | 411 | ||||||
39,600 | Daiichi Sankyo Co. Ltd. (Pharmaceuticals) | 1,083 | ||||||
5,600 | Daikin Industries Ltd. (Building Products) | 878 | ||||||
2,247 | Daito Trust Construction Co. Ltd. (Real Estate Management & Development) | 237 | ||||||
12,530 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 336 | ||||||
136 | Daiwa House REIT Investment Corp. (Diversified REITs) | 240 | ||||||
34,900 | Daiwa Securities Group, Inc. (Capital Markets) | 202 | ||||||
36,400 | Denso Corp. (Automobile Components) | 584 | ||||||
4,270 | Dentsu Group, Inc. (Media) | 126 | ||||||
2,000 | Disco Corp. (Semiconductors & Semiconductor Equipment) | 370 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
8,600 | East Japan Railway Co. (Ground Transportation) | $ | 492 | |||||
7,100 | Eisai Co. Ltd. (Pharmaceuticals) | 394 | ||||||
97,178 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 382 | ||||||
20,400 | FANUC Corp. (Machinery) | 531 | ||||||
3,700 | Fast Retailing Co. Ltd. (Specialty Retail) | 806 | ||||||
2,800 | Fuji Electric Co. Ltd. (Electrical Equipment) | 126 | ||||||
7,910 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 458 | ||||||
3,750 | Fujitsu Ltd. (IT Services) (b) | 441 | ||||||
287 | GLP J-Reit (Industrial REITs) (b) | 256 | ||||||
900 | GMO Payment Gateway, Inc. (Financial Services) | 49 | ||||||
4,000 | Hakuhodo DY Holdings, Inc. (Media) | 33 | ||||||
3,000 | Hamamatsu Photonics KK (Electronic Equipment, Instruments & Components) | 126 | ||||||
6,400 | Hankyu Hanshin Holdings, Inc. (Ground Transportation) | 219 | ||||||
400 | Hikari Tsushin, Inc. (Specialty Retail) | 61 | ||||||
580 | Hirose Electric Co. Ltd. (Electronic Equipment, Instruments & Components) | 67 | ||||||
2,200 | Hitachi Construction Machinery Co. Ltd. (Machinery) | 67 | ||||||
20,280 | Hitachi Ltd. (Industrial Conglomerates) | 1,256 | ||||||
98,262 | Honda Motor Co. Ltd. (Automobile Components) | 1,105 | ||||||
2,400 | Hoshizaki Corp. (Machinery) | 83 | ||||||
7,600 | Hoya Corp. (Health Care Equipment & Supplies) | 778 | ||||||
8,300 | Hulic Co. Ltd. (Real Estate Management & Development) (b) | 74 | ||||||
2,400 | Ibiden Co. Ltd. (Electronic Equipment, Instruments & Components) | 127 | ||||||
10,059 | Idemitsu Kosan Co. Ltd. (Oil, Gas & Consumable Fuels) (b) | 231 | ||||||
3,100 | Iida Group Holdings Co. Ltd. (Household Durables)^ | 51 | ||||||
22,600 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 339 | ||||||
12,470 | Isuzu Motors Ltd. (Automobile Components) | 157 | ||||||
25,458 | ITOCHU Corp. (Trading Companies & Distributors) | 920 | ||||||
4,900 | Japan Airlines Co. Ltd. (Passenger Airlines) (b) | 95 | ||||||
11,100 | Japan Exchange Group, Inc. (Capital Markets) | 206 | ||||||
356 | Japan Metropolitan Fund Invest (Retail REITs) | 231 | ||||||
49,700 | Japan Post Bank Co. Ltd. (Banks) (b) | 433 | ||||||
66,660 | Japan Post Holdings Co. Ltd. (Insurance) (b) (b) | 534 | ||||||
10,500 | Japan Post Insurance Co. Ltd. (Insurance)^ (b) (b) | 176 | ||||||
70 | Japan Real Estate Investment Corp. (Office REITs) | 273 | ||||||
32,927 | Japan Tobacco, Inc. (Tobacco) | 757 | ||||||
10,700 | JFE Holdings, Inc. (Metals & Mining)^ (b) | 157 | ||||||
3,833 | JSR Corp. (Chemicals) | 103 | ||||||
11,900 | Kajima Corp. (Construction & Engineering) | 194 | ||||||
13,800 | Kao Corp. (Personal Care Products) | 511 | ||||||
2,900 | Kawasaki Kisen Kaisha Ltd. (Marine Transportation)^ | 99 | ||||||
37,100 | KDDI Corp. (Wireless Telecommunication Services) | 1,135 | ||||||
4,100 | Keio Corp. (Ground Transportation) | 141 | ||||||
2,800 | Keisei Electric Railway Co. Ltd. (Ground Transportation) | 97 | ||||||
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
6,100 | Keyence Corp. (Electronic Equipment, Instruments & Components) | $ | 2,255 | |||||
3,000 | Kikkoman Corp. (Food Products) | 157 | ||||||
6,400 | Kintetsu Group Holdings Co. Ltd. (Ground Transportation) | 182 | ||||||
27,510 | Kirin Holdings Co. Ltd. (Beverages) | 386 | ||||||
3,900 | Kobayashi Pharmaceutical Co. Ltd. (Personal Care Products) | 174 | ||||||
8,900 | Kobe Bussan Co. Ltd. (Consumer Staples Distribution & Retail) | 208 | ||||||
7,420 | Koei Tecmo Holdings Co. Ltd. (Entertainment) | 105 | ||||||
4,500 | Koito Manufacturing Co. Ltd. (Automobile Components)^ | 68 | ||||||
19,790 | Komatsu Ltd. (Machinery) | 534 | ||||||
2,000 | Konami Group Corp. (Entertainment) | 105 | ||||||
700 | Kose Corp. (Personal Care Products) | 51 | ||||||
21,200 | Kubota Corp. (Machinery) | 312 | ||||||
2,300 | Kurita Water Industries Ltd. (Machinery) | 80 | ||||||
6,720 | Kyocera Corp. (Electronic Equipment, Instruments & Components) | 341 | ||||||
10,000 | Kyowa Kirin Co. Ltd. (Pharmaceuticals) | 174 | ||||||
1,600 | Lasertec Corp. (Semiconductors & Semiconductor Equipment) | 249 | ||||||
6,245 | Lixil Corp. (Building Products)^ | 73 | ||||||
9,600 | M3, Inc. (Health Care Technology) | 174 | ||||||
4,900 | Makita Corp. (Machinery) | 121 | ||||||
30,971 | Marubeni Corp. (Trading Companies & Distributors) | 483 | ||||||
12,300 | MatsukiyoCocokara & Co. (Consumer Staples Distribution & Retail) | 220 | ||||||
12,350 | Mazda Motor Corp. (Automobile Components) | 140 | ||||||
6,400 | McDonald's Holdings Co. Japan Ltd. (Hotels, Restaurants & Leisure) | 245 | ||||||
11,400 | MEIJI Holdings Co. Ltd. (Food Products) | 283 | ||||||
7,300 | MINEBEA MITSUMI, Inc. (Machinery) | 119 | ||||||
6,400 | MISUMI Group, Inc. (Machinery) | 100 | ||||||
27,710 | Mitsubishi Chemical Group Corp. (Chemicals) | 175 | ||||||
24,740 | Mitsubishi Corp. (Trading Companies & Distributors) | 1,178 | ||||||
41,290 | Mitsubishi Electric Corp. (Electrical Equipment) | 510 | ||||||
28,800 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 376 | ||||||
27,700 | Mitsubishi HC Capital, Inc. (Financial Services) | 184 | ||||||
6,897 | Mitsubishi Heavy Industries Ltd. (Machinery) | 385 | ||||||
345,882 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 2,931 | ||||||
27,866 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 1,010 | ||||||
3,950 | Mitsui Chemicals, Inc. (Chemicals) | 102 | ||||||
19,000 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 419 | ||||||
9,000 | Mitsui O.S.K. Lines Ltd. (Marine Transportation) | 247 | ||||||
57,652 | Mizuho Financial Group, Inc. (Banks) | 979 | ||||||
7,800 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 84 | ||||||
10,300 | MS&AD Insurance Group Holdings, Inc. (Insurance) | 377 | ||||||
36,600 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 668 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
5,230 | NEC Corp. (IT Services) | $ | 289 | |||||
7,600 | Nexon Co. Ltd. (Entertainment) | 136 | ||||||
5,200 | NGK Insulators Ltd. (Machinery) | 69 | ||||||
9,200 | NIDEC Corp. (Electrical Equipment) | 425 | ||||||
25,100 | Nintendo Co. Ltd. (Entertainment) | 1,043 | ||||||
75 | Nippon Building Fund, Inc. (Diversified REITs) | 304 | ||||||
1,500 | NIPPON EXPRESS HOLDINGS, INC. (Air Freight & Logistics) | 78 | ||||||
19,900 | Nippon Paint Holdings Co. Ltd. (Chemicals)(b) (b) | 134 | ||||||
135 | Nippon Prologis REIT, Inc. (Industrial REITs) (b) | 252 | ||||||
3,800 | Nippon Sanso Holdings Corp. (Chemicals) | 90 | ||||||
1,500 | Nippon Shinyaku Co. Ltd. (Pharmaceuticals) | 63 | ||||||
18,300 | Nippon Steel Corp. (Metals & Mining)^ (b) | 429 | ||||||
767,100 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 908 | ||||||
10,400 | Nippon Yusen KK (Marine Transportation)^ | 270 | ||||||
2,500 | Nissan Chemical Corp. (Chemicals) | 106 | ||||||
50,300 | Nissan Motor Co. Ltd. (Automobile Components) | 222 | ||||||
12,600 | Nisshin Seifun Group, Inc. (Food Products) | 161 | ||||||
3,300 | Nissin Foods Holdings Co. Ltd. (Food Products) (b) | 274 | ||||||
3,000 | Nitori Holdings Co. Ltd. (Specialty Retail) | 335 | ||||||
3,160 | Nitto Denko Corp. (Chemicals) | 207 | ||||||
72,300 | Nomura Holdings, Inc. (Capital Markets) | 290 | ||||||
2,600 | Nomura Real Estate Holdings, Inc. (Real Estate Management & Development) | 65 | ||||||
237 | Nomura Real Estate Master Fund, Inc. (Diversified REITs) | 265 | ||||||
9,420 | Nomura Research Institute Ltd. (IT Services) | 245 | ||||||
12,900 | NTT Data Group Corp. (IT Services) | 173 | ||||||
19,500 | Obayashi Corp. (Construction & Engineering) | 172 | ||||||
2,000 | Obic Co. Ltd. (IT Services) | 303 | ||||||
10,000 | Odakyu Electric Railway Co. Ltd. (Ground Transportation) | 150 | ||||||
44,100 | Oji Holdings Corp. (Paper & Forest Products)^ | 186 | ||||||
26,800 | Olympus Corp. (Health Care Equipment & Supplies) | 348 | ||||||
3,800 | Omron Corp. (Electronic Equipment, Instruments & Components) | 169 | ||||||
14,100 | Ono Pharmaceutical Co. Ltd. (Pharmaceuticals) | 270 | ||||||
1,600 | Open House Group Co. Ltd. (Household Durables) (b) | 54 | ||||||
2,200 | Oracle Corp. Japan (Software) | 163 | ||||||
24,900 | Oriental Land Co. Ltd. (Hotels, Restaurants & Leisure) | 817 | ||||||
25,000 | ORIX Corp. (Financial Services) | 467 | ||||||
18,345 | Osaka Gas Co. Ltd. (Gas Utilities) | 302 | ||||||
5,000 | Otsuka Corp. (IT Services) | 212 | ||||||
10,000 | Otsuka Holdings Co. Ltd. (Pharmaceuticals) | 355 | ||||||
12,100 | Pan Pacific International Holdings Corp. (Broadline Retail) | 254 | ||||||
47,100 | Panasonic Holdings Corp. (Household Durables) | 532 | ||||||
38,000 | Persol Holdings Co. Ltd. (Professional Services) (b) | 62 | ||||||
31,600 | Rakuten Group, Inc. (Broadline Retail) (b) | 130 | ||||||
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
30,600 | Recruit Holdings Co. Ltd. (Professional Services) | $ | 936 | |||||
27,300 | Renesas Electronics Corp. (Semiconductors & Semiconductor Equipment)(a) (b) | 417 | ||||||
61,785 | Resona Holdings, Inc. (Banks) | 341 | ||||||
11,200 | Ricoh Co. Ltd. (Technology Hardware, Storage & Peripherals) | 97 | ||||||
7,480 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 141 | ||||||
5,300 | SBI Holdings, Inc. (Capital Markets) | 112 | ||||||
5,800 | SCSK Corp. (IT Services) | 101 | ||||||
6,400 | Secom Co. Ltd. (Commercial Services & Supplies) | 434 | ||||||
6,069 | Seiko Epson Corp. (Technology Hardware, Storage & Peripherals)^ | 95 | ||||||
8,200 | Sekisui Chemical Co. Ltd. (Household Durables) | 118 | ||||||
16,025 | Sekisui House Ltd. (Household Durables) | 319 | ||||||
18,230 | Seven & i Holdings Co. Ltd. (Consumer Staples Distribution & Retail) | 714 | ||||||
11,900 | SG Holdings Co. Ltd. (Air Freight & Logistics) | 152 | ||||||
11,700 | Sharp Corp. (Household Durables) (b) | 73 | ||||||
5,100 | Shimadzu Corp. (Electronic Equipment, Instruments & Components) | 135 | ||||||
1,600 | Shimano, Inc. (Leisure Products) | 214 | ||||||
20,200 | Shimizu Corp. (Construction & Engineering) | 140 | ||||||
38,725 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 1,124 | ||||||
7,900 | Shionogi & Co. Ltd. (Pharmaceuticals) | 352 | ||||||
8,400 | Shiseido Co. Ltd. (Personal Care Products) | 294 | ||||||
25,500 | Shizuoka Financial Group, Inc. (Banks) | 208 | ||||||
1,300 | SMC Corp. (Machinery) | 583 | ||||||
76,054 | SoftBank Corp. (Wireless Telecommunication Services) | 861 | ||||||
21,900 | SoftBank Group Corp. (Wireless Telecommunication Services) | 923 | ||||||
7,460 | Sompo Holdings, Inc. (Insurance) | 320 | ||||||
36,200 | Sony Group Corp. (Household Durables) | 2,960 | ||||||
5,200 | Square Enix Holdings Co. Ltd. (Entertainment) | 178 | ||||||
13,254 | Subaru Corp. (Automobile Components) | 258 | ||||||
7,600 | SUMCO Corp. (Semiconductors & Semiconductor Equipment) (b) | 99 | ||||||
32,260 | Sumitomo Chemical Co. Ltd. (Chemicals) | 88 | ||||||
22,740 | Sumitomo Corp. (Trading Companies & Distributors)^ | 454 | ||||||
14,720 | Sumitomo Electric Industries Ltd. (Automobile Components) | 177 | ||||||
5,100 | Sumitomo Metal Mining Co. Ltd. (Metals & Mining) | 150 | ||||||
28,403 | Sumitomo Mitsui Financial Group, Inc. (Banks)^ | 1,395 | ||||||
9,300 | Sumitomo Mitsui Trust Holdings, Inc. (Banks) | 350 | ||||||
6,200 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 161 | ||||||
7,100 | Suntory Beverage & Food Ltd. (Beverages) | 216 | ||||||
8,100 | Suzuki Motor Corp. (Automobile Components) | 326 | ||||||
3,700 | Sysmex Corp. (Health Care Equipment & Supplies) | 176 | ||||||
10,800 | T&D Holdings, Inc. (Insurance) | 178 | ||||||
6,150 | Taisei Corp. (Construction & Engineering) | 216 | ||||||
38,145 | Takeda Pharmaceutical Co. Ltd. (Pharmaceuticals) | 1,182 | ||||||
8,300 | TDK Corp. (Electronic Equipment, Instruments & Components) | 307 | ||||||
14,100 | Terumo Corp. (Health Care Equipment & Supplies) | 373 | ||||||
16,000 | The Chiba Bank Ltd. (Banks) | 117 | ||||||
27,710 | The Kansai Electric Power Co., Inc. (Electric Utilities) | 384 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
4,900 | TIS, Inc. (IT Services) | $ | 108 | |||||
7,700 | Tobu Railway Co. Ltd. (Ground Transportation) | 198 | ||||||
4,300 | Toho Co. Ltd. (Entertainment) | 147 | ||||||
38,420 | Tokio Marine Holdings, Inc. (Insurance) | 890 | ||||||
61,100 | Tokyo Electric Power Co. Holdings, Inc. (Electric Utilities)(a) | 273 | ||||||
10,180 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 1,390 | ||||||
15,500 | Tokyo Gas Co. Ltd. (Gas Utilities) | 352 | ||||||
14,400 | Tokyu Corp. (Ground Transportation) | 166 | ||||||
5,200 | TOPPAN Holdings, Inc. (Commercial Services & Supplies) | 124 | ||||||
30,100 | Toray Industries, Inc. (Chemicals) | 157 | ||||||
6,900 | Toshiba Corp. (Industrial Conglomerates)(a) | 213 | ||||||
5,600 | Tosoh Corp. (Chemicals) | 72 | ||||||
2,800 | TOTO Ltd. (Building Products) | 72 | ||||||
3,200 | Toyota Industries Corp. (Machinery) | 252 | ||||||
226,300 | Toyota Motor Corp. (Automobile Components) | 4,059 | ||||||
4,600 | Toyota Tsusho Corp. (Trading Companies & Distributors) | 271 | ||||||
5,500 | Trend Micro, Inc. (Software) | 208 | ||||||
12,000 | Unicharm Corp. (Household Products) | 425 | ||||||
8,600 | USS Co. Ltd. (Specialty Retail) | 142 | ||||||
10,100 | Welcia Holdings Co. Ltd. (Consumer Staples Distribution & Retail) | 175 | ||||||
6,900 | West Japan Railway Co. (Ground Transportation) (b) | 285 | ||||||
11,800 | Yakult Honsha Co. Ltd. (Food Products) | 287 | ||||||
3,000 | Yamaha Corp. (Leisure Products) | 82 | ||||||
6,100 | Yamaha Motor Co. Ltd. (Automobile Components) | 160 | ||||||
13,300 | Yamato Holdings Co. Ltd. (Air Freight & Logistics)^ | 217 | ||||||
5,200 | Yaskawa Electric Corp. (Machinery) | 187 | ||||||
4,900 | Yokogawa Electric Corp. (Electronic Equipment, Instruments & Components) | 95 | ||||||
57,900 | Z Holdings Corp. (Interactive Media & Services) | 161 | ||||||
1,900 | Zensho Holdings Co. Ltd. (Hotels, Restaurants & Leisure)^ | 83 | ||||||
7,200 | ZOZO, Inc. (Specialty Retail) (b) | 132 | ||||||
84,706 | ||||||||
Luxembourg — 0.23% | ||||||||
40,739 | ArcelorMittal SA (Metals & Mining) | 1,019 | ||||||
7,802 | Eurofins Scientific SE (Life Sciences Tools & Services) | 440 | ||||||
10,238 | Tenaris SA (Energy Equipment & Services) | 162 | ||||||
1,621 | ||||||||
Netherlands — 2.90% | ||||||||
12,428 | ABN AMRO Bank N.V. (Banks) | 176 | ||||||
939 | Adyen N.V. (Professional Services)(a)(b) | 696 | ||||||
44,717 | Aegon Ltd. (Insurance) | 216 | ||||||
3,801 | Akzo Nobel N.V. (Chemicals) | 274 | ||||||
1,329 | Argenx SE (Biotechnology)(a) | 650 | ||||||
981 | ASM International N.V. (Semiconductors & Semiconductor Equipment) | 410 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Netherlands (continued) | ||||||||
9,814 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment) (b) | $ | 5,776 | |||||
3,404 | ASR Nederland N.V. (Insurance) | 127 | ||||||
1,596 | BE Semiconductor Industries N.V. (Semiconductors & Semiconductor Equipment) | 156 | ||||||
5,733 | Euronext N.V. (Capital Markets) | 399 | ||||||
2,231 | EXOR N.V. (Financial Services) | 197 | ||||||
10,888 | Ferrovial SE (Construction & Engineering) | 333 | ||||||
4,726 | Heineken Holding N.V. (Beverages) | 356 | ||||||
16,094 | Heineken N.V. (Beverages) | 1,419 | ||||||
1,169 | IMCD N.V. (Trading Companies & Distributors) (b) | 148 | ||||||
77,322 | ING Groep N.V. (Banks) | 1,018 | ||||||
14,072 | JDE Peet's N.V. (Food Products) (b) | 393 | ||||||
29,345 | Koninklijke Ahold Delhaize N.V. (Consumer Staples Distribution & Retail) | 885 | ||||||
170,831 | Koninklijke KPN N.V. (Diversified Telecommunication Services) | 563 | ||||||
19,878 | Koninklijke Philips N.V. (Health Care Equipment & Supplies)(a) | 397 | ||||||
8,346 | NN Group N.V. (Insurance) | 268 | ||||||
12,320 | OCI N.V. (Chemicals) (b) | 343 | ||||||
32,672 | Prosus N.V. (Broadline Retail)(a) (b) | 962 | ||||||
11,235 | QIAGEN N.V. (Life Sciences Tools & Services)(a) | 453 | ||||||
2,592 | Randstad N.V. (Professional Services) | 143 | ||||||
43,098 | Stellantis N.V. (Automobiles) | 824 | ||||||
47,699 | Stellantis N.V. (Automobile Components) | 913 | ||||||
17,602 | Universal Music Group N.V. (Entertainment) | 459 | ||||||
13,711 | Wolters Kluwer N.V. (Professional Services) | 1,660 | ||||||
20,614 | ||||||||
New Zealand — 0.11% | ||||||||
25,333 | Auckland International Airport Ltd. (Transportation Infrastructure) | 120 | ||||||
12,606 | Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies) | 162 | ||||||
14,981 | Mercury NZ Ltd. (Electric Utilities) | 55 | ||||||
27,865 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 86 | ||||||
40,576 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 117 | ||||||
3,015 | Xero Ltd. (Software)(a) | 216 | ||||||
756 | ||||||||
Norway — 0.48% | ||||||||
6,318 | Adevinta ASA (Interactive Media & Services)(a) | 62 | ||||||
6,851 | Aker BP ASA (Oil, Gas & Consumable Fuels) | 189 | ||||||
19,469 | DNB Bank ASA (Banks) | 391 | ||||||
45,049 | Equinor ASA (Oil, Gas & Consumable Fuels) | 1,479 | ||||||
8,384 | Gjensidige Forsikring ASA (Insurance) | 123 | ||||||
2,950 | Kongsberg Gruppen ASA (Aerospace & Defense) | 121 | ||||||
9,859 | Mowi ASA (Food Products) (b) | 174 | ||||||
27,809 | Norsk Hydro ASA (Metals & Mining) | 174 | ||||||
28,897 | Orkla ASA (Food Products) | 216 | ||||||
2,201 | Salmar ASA (Food Products) | 111 | ||||||
21,968 | Telenor ASA (Diversified Telecommunication Services) | 249 | ||||||
3,344 | Yara International ASA (Chemicals) | 126 | ||||||
3,415 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Portugal – 0.08% | ||||||||
67,084 | EDP - Energias de Portugal SA (Electric Utilities) | $ | 278 | |||||
10,867 | Galp Energia SGPS SA (Oil, Gas & Consumable Fuels) (b) | 161 | ||||||
6,126 | Jeronimo Martins SGPS SA (Consumer Staples Distribution & Retail) (b) | 138 | ||||||
577 | ||||||||
Singapore — 0.74% | ||||||||
110,538 | CapitaLand Ascendas REIT (Industrial REITs) | 222 | ||||||
115,024 | CapitaLand Integrated Commercial Trust (Retail REITs) | 155 | ||||||
56,400 | CapitaLand Investment Ltd. (Real Estate Management & Development) | 127 | ||||||
10,900 | City Developments Ltd. (Real Estate Management & Development) | 53 | ||||||
39,131 | DBS Group Holdings Ltd. (Banks) | 960 | ||||||
172,500 | Genting Singapore Ltd. (Hotels, Restaurants & Leisure) | 107 | ||||||
39,246 | Grab Holdings Ltd. (Ground Transportation)(a) | 139 | ||||||
5,600 | Jardine Cycle & Carriage Ltd. (Industrial Conglomerates) | 131 | ||||||
31,600 | Keppel Corp. Ltd. (Industrial Conglomerates) | 157 | ||||||
143,190 | Mapletree Logistics Trust (Industrial REITs) | 176 | ||||||
51,100 | Mapletree Pan Asia Commercial Trust (Retail REITs) | 53 | ||||||
72,437 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 678 | ||||||
7,729 | Sea Ltd., ADR (Entertainment)(a) | 340 | ||||||
920,887 | Seatrium Ltd. (Machinery)(a) | 90 | ||||||
17,600 | Sembcorp Industries Ltd. (Multi-Utilities) | 65 | ||||||
29,800 | Singapore Airlines Ltd. (Passenger Airlines) (b) | 141 | ||||||
35,400 | Singapore Exchange Ltd. (Capital Markets) | 252 | ||||||
71,900 | Singapore Technologies Engineering Ltd. (Aerospace & Defense) | 205 | ||||||
207,240 | Singapore Telecommunications Ltd. (Diversified Telecommunication Services) | 367 | ||||||
26,600 | United Overseas Bank Ltd. (Banks) | 554 | ||||||
10,100 | UOL Group Ltd. (Real Estate Management & Development) | 47 | ||||||
9,500 | Venture Corp. Ltd. (Electronic Equipment, Instruments & Components) | 86 | ||||||
56,600 | Wilmar International Ltd. (Food Products) | 154 | ||||||
5,259 | ||||||||
South Korea — 0.11% | ||||||||
622 | Samsung Electronics Co. Ltd., GDR (Technology Hardware, Storage & Peripherals)( | 784 | ||||||
Spain — 1.39% | ||||||||
731 | Acciona SA (Electric Utilities) | 93 | ||||||
4,763 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 171 | ||||||
1,626 | Aena SME SA (Transportation Infrastructure) | 245 | ||||||
20,793 | Amadeus IT Group SA (Professional Services) | 1,256 | ||||||
127,785 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 1,034 | ||||||
345,069 | Banco Santander SA (Banks) (b) | 1,314 | ||||||
88,602 | CaixaBank SA (Banks) | 353 | ||||||
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Spain (continued) | ||||||||
18,360 | Cellnex Telecom SA (Diversified Telecommunication Services)(b) | $ | 638 | |||||
7,040 | Corp. ACCIONA Energias Renovables SA (Independent Power and Renewable Electricity Producers) | 182 | ||||||
6,192 | EDP Renovaveis SA (Independent Power and Renewable Electricity Producers) | 101 | ||||||
16,062 | Enagas SA (Gas Utilities) (b) | 266 | ||||||
11,745 | Endesa SA (Electric Utilities) | 239 | ||||||
10,116 | Grifols SA (Biotechnology)(a) | 131 | ||||||
141,212 | Iberdrola SA (Electric Utilities) | 1,579 | ||||||
23,114 | Industria de Diseno Textil SA (Specialty Retail) | 860 | ||||||
6,000 | Naturgy Energy Group SA (Gas Utilities) | 163 | ||||||
21,640 | Redeia Corp. SA (Electric Utilities) | 341 | ||||||
27,783 | Repsol SA (Oil, Gas & Consumable Fuels) | 457 | ||||||
108,785 | Telefonica SA (Diversified Telecommunication Services) | 444 | ||||||
9,867 | ||||||||
Sweden — 1.70% | ||||||||
6,011 | Alfa Laval AB (Machinery) | 206 | ||||||
21,421 | Assa Abloy AB, Class - B (Building Products) | 466 | ||||||
58,189 | Atlas Copco AB, Class - A (Machinery) | 781 | ||||||
32,668 | Atlas Copco AB, Class - B (Machinery) | 382 | ||||||
8,377 | Autoliv, Inc. (Automobile Components) | 807 | ||||||
8,154 | Beijer Ref AB (Trading Companies & Distributors) | 86 | ||||||
7,274 | Boliden AB (Metals & Mining) | 209 | ||||||
55,836 | Epiroc AB, Class - A (Machinery) | 1,060 | ||||||
8,455 | Epiroc AB, Class - B (Machinery) | 135 | ||||||
7,587 | EQT AB (Capital Markets) | 150 | ||||||
18,446 | Essity AB, Class - B (Household Products) | 398 | ||||||
3,905 | Evolution AB (Hotels, Restaurants & Leisure) | 394 | ||||||
13,679 | Fastighets AB Balder, B shares (Real Estate Management & Development)(a) | 61 | ||||||
8,990 | Getinge AB, B shares (Health Care Equipment & Supplies) | 158 | ||||||
14,109 | H & M Hennes & Mauritz AB, Class - B (Specialty Retail) | 200 | ||||||
44,699 | Hexagon AB, Class - B (Electronic Equipment, Instruments & Components) | 381 | ||||||
4,857 | Holmen AB, B shares (Paper & Forest Products) | 189 | ||||||
9,097 | Husqvarna AB, B shares (Machinery) | 69 | ||||||
2,827 | Industrivarden AB, Class - A (Financial Services) (b) | 75 | ||||||
4,409 | Industrivarden AB, Class - C (Financial Services) | 116 | ||||||
5,924 | Indutrade AB (Machinery) | 109 | ||||||
3,210 | Investment AB Latour, Class - B (Industrial Conglomerates) | 56 | ||||||
36,850 | Investor AB, Class - B (Financial Services) | 706 | ||||||
2,498 | L E Lundbergforetagen AB, Class - B (Financial Services) | 104 | ||||||
4,621 | Lifco AB, Class - B (Industrial Conglomerates) | 81 | ||||||
31,718 | Nibe Industrier AB, Class - B (Building Products) | 207 | ||||||
4,030 | Saab AB, Class - B (Aerospace & Defense) | 206 | ||||||
4,205 | Sagax AB, Class - B (Real Estate Management & Development) | 80 | ||||||
22,315 | Sandvik AB (Machinery) | 411 | ||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Sweden (continued) | ||||||||
17,699 | Securitas AB, Class – B (Commercial Services & Supplies) | $ | 140 | |||||
37,901 | Skandinaviska Enskilda Banken AB, Class - A (Banks) | 452 | ||||||
7,376 | Skanska AB, Class - B (Construction & Engineering) | 121 | ||||||
7,765 | SKF AB, B shares (Machinery) | 129 | ||||||
19,257 | Svenska Cellulosa AB SCA, Class - B (Paper & Forest Products) | 264 | ||||||
42,973 | Svenska Handelsbanken AB, Class - A (Banks) | 383 | ||||||
23,352 | Swedbank AB, Class - A (Banks) | 430 | ||||||
10,293 | Swedish Orphan Biovitrum AB (Biotechnology)(a) | 211 | ||||||
29,545 | Tele2 AB, B shares (Wireless Telecommunication Services) | 226 | ||||||
82,133 | Telefonaktiebolaget LM Ericsson, Class - B (Communications Equipment)^ | 400 | ||||||
125,575 | Telia Co. AB (Diversified Telecommunication Services) (b) | 260 | ||||||
4,341 | Volvo AB, Class - A (Machinery) | 90 | ||||||
32,071 | Volvo AB, Class - B (Machinery) | 661 | ||||||
12,919 | Volvo Car AB, Class - B (Automobile Components)(a) | 52 | ||||||
12,102 | ||||||||
Switzerland — 6.29% | ||||||||
34,070 | ABB Ltd., Registered Shares (Electrical Equipment) | 1,216 | ||||||
3,469 | Adecco Group AG (Professional Services)(b) | 143 | ||||||
20,307 | Alcon, Inc. (Health Care Equipment & Supplies) | 1,567 | ||||||
720 | Bachem Holding AG (Life Sciences Tools & Services) | 53 | ||||||
3,207 | Baloise Holding AG, Registered Shares (Insurance) | 464 | ||||||
4,699 | Banque Cantonale Vaudoise, Registered Shares (Banks) | 491 | ||||||
286 | Barry Callebaut AG, Registered Shares (Food Products) (b) | 454 | ||||||
2,693 | BKW AG (Electric Utilities) | 475 | ||||||
4 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 438 | ||||||
22 | Chocoladefabriken Lindt & Spruengli AG, Class - PC (Food Products) | 245 | ||||||
16,554 | Cie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 2,016 | ||||||
4,678 | Clariant AG, Registered Shares (Chemicals) | 74 | ||||||
4,692 | Coca-Cola HBC AG (Beverages) | 128 | ||||||
3,901 | DSM-Firmenich AG (Chemicals) | 330 | ||||||
2,088 | Dufry AG, Registered Shares (Specialty Retail)(a) (b) | 79 | ||||||
140 | EMS-Chemie Holding AG (Chemicals) | 95 | ||||||
751 | Geberit AG, Registered Shares (Building Products) | 375 | ||||||
222 | Givaudan SA, Registered Shares (Chemicals) | 723 | ||||||
226,110 | Glencore PLC (Metals & Mining) (b) | 1,287 | ||||||
1,817 | Helvetia Holding AG, Registered Shares (Insurance) | 254 | ||||||
11,896 | Holcim AG (Construction Materials) (b) | 762 | ||||||
4,475 | Julius Baer Group Ltd. (Capital Markets) | 287 | ||||||
1,481 | Kuehne + Nagel International AG, Registered Shares (Marine Transportation) | 421 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Switzerland (continued) | ||||||||
3,586 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | $ | 247 | |||||
2,984 | Lonza Group AG, Registered Shares (Life Sciences Tools & Services) (b) | 1,381 | ||||||
66,554 | Nestle SA, Registered Shares (Food Products) | 7,537 | ||||||
54,545 | Novartis AG, Registered Shares (Pharmaceuticals) | 5,573 | ||||||
484 | Partners Group Holding AG (Capital Markets) | 543 | ||||||
3,118 | Roche Holding AG (Pharmaceuticals) | 916 | ||||||
15,621 | Roche Holding AG (Pharmaceuticals) | 4,266 | ||||||
1,142 | Schindler Holding AG (Machinery) | 228 | ||||||
509 | Schindler Holding AG, Registered Shares (Machinery) | 98 | ||||||
5,788 | SGS SA, Registered Shares (Professional Services) (b) | 486 | ||||||
16,443 | SIG Group AG (Containers & Packaging) (b) | 405 | ||||||
5,827 | Sika AG, Registered Shares (Chemicals) (b) | 1,476 | ||||||
1,125 | Sonova Holding AG (Health Care Equipment & Supplies) (b) | 266 | ||||||
31,436 | STMicroelectronics N.V. (Semiconductors & Semiconductor Equipment) | 1,356 | ||||||
2,336 | Straumann Holding AG, Registered Shares (Health Care Equipment & Supplies) | 297 | ||||||
645 | Swiss Life Holding AG (Insurance) | 401 | ||||||
5,975 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 547 | ||||||
7,764 | Swiss Re AG (Insurance) | 798 | ||||||
1,315 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 781 | ||||||
1,379 | Temenos AG, Registered Shares (Software) | 96 | ||||||
598 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 153 | ||||||
1,141 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 56 | ||||||
103,642 | UBS Group AG (Capital Markets) | 2,553 | ||||||
557 | VAT Group AG (Machinery) | 199 | ||||||
3,711 | Zurich Insurance Group AG (Insurance) | 1,699 | ||||||
44,735 | ||||||||
Taiwan — 0.10% | ||||||||
8,570 | Taiwan Semiconductor Manufacturing Co. Ltd., ADR (Semiconductors & Semiconductor Equipment) | 745 | ||||||
United Kingdom — 8.80% | ||||||||
20,808 | 3i Group PLC (Capital Markets) | 524 | ||||||
42,449 | abrdn PLC (Capital Markets) | 80 | ||||||
12,085 | Admiral Group PLC (Insurance) | 350 | ||||||
26,928 | Anglo American PLC (Metals & Mining) | 739 | ||||||
9,529 | Ashtead Group PLC (Trading Companies & Distributors) | 578 | ||||||
7,323 | Associated British Foods PLC (Food Products) | 184 | ||||||
40,196 | AstraZeneca PLC (Pharmaceuticals) (b) | 5,420 | ||||||
39,910 | Auto Trader Group PLC (Interactive Media & Services)(b) | 300 | ||||||
58,667 | Aviva PLC (Insurance) | 278 | ||||||
83,702 | BAE Systems PLC (Aerospace & Defense) | 1,016 | ||||||
764,065 | Barclays PLC (Banks) (b) | 1,472 | ||||||
20,601 | Barratt Developments PLC (Household Durables) (b) | 110 | ||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
3,238 | Berkeley Group Holdings PLC (Household Durables) | $ | 161 | |||||
501,168 | BP PLC (Oil, Gas & Consumable Fuels) | 3,230 | ||||||
49,487 | British American Tobacco PLC (Tobacco) | 1,554 | ||||||
138,810 | BT Group PLC (Diversified Telecommunication Services) | 197 | ||||||
15,743 | Bunzl PLC (Trading Companies & Distributors) | 560 | ||||||
8,054 | Burberry Group PLC (Textiles, Apparel & Luxury Goods) (b) | 187 | ||||||
135,454 | Centrica PLC (Multi-Utilities) (b) | 255 | ||||||
78,710 | CNH Industrial N.V. (Machinery) | 955 | ||||||
6,519 | Coca-Cola Europacific Partners PLC (Beverages) | 408 | ||||||
67,992 | Compass Group PLC (Hotels, Restaurants & Leisure) | 1,655 | ||||||
5,941 | Croda International PLC (Chemicals) (b) | 355 | ||||||
68,625 | Diageo PLC (Beverages) | 2,530 | ||||||
17,117 | Endeavour Mining PLC (Metals & Mining) | 330 | ||||||
13,508 | Entain PLC (Hotels, Restaurants & Leisure) (b) | 153 | ||||||
142,395 | GSK PLC (Pharmaceuticals) | 2,576 | ||||||
221,536 | Haleon PLC (Personal Care Products) (b) | 918 | ||||||
11,553 | Halma PLC (Electronic Equipment, Instruments & Components) | 272 | ||||||
7,712 | Hargreaves Lansdown PLC (Capital Markets) | 73 | ||||||
10,491 | Hikma Pharmaceuticals PLC (Pharmaceuticals) (b) | 266 | ||||||
421,586 | HSBC Holdings PLC (Banks) | 3,299 | ||||||
23,531 | Imperial Brands PLC (Tobacco) | 477 | ||||||
116,303 | Informa PLC (Media) | 1,062 | ||||||
3,670 | InterContinental Hotels Group PLC (Hotels, Restaurants & Leisure) | 271 | ||||||
6,231 | Intertek Group PLC (Professional Services) | 312 | ||||||
113,496 | J Sainsbury PLC (Consumer Staples Distribution & Retail) | 349 | ||||||
56,070 | JD Sports Fashion PLC (Specialty Retail) | 102 | ||||||
3,970 | Johnson Matthey PLC (Chemicals) | 79 | ||||||
91,283 | Kingfisher PLC (Specialty Retail) | 248 | ||||||
14,172 | Land Securities Group PLC (Diversified REITs) | 102 | ||||||
127,794 | Legal & General Group PLC (Insurance) | 345 | ||||||
1,390,038 | Lloyds Banking Group PLC (Banks) | 747 | ||||||
19,537 | London Stock Exchange Group PLC (Capital Markets) (b) | 1,957 | ||||||
46,682 | M&G PLC (Financial Services) | 112 | ||||||
28,892 | Melrose Industries PLC (Aerospace & Defense) | 165 | ||||||
10,527 | Mondi PLC (Paper & Forest Products) | 176 | ||||||
102,695 | National Grid PLC (Multi-Utilities) | 1,228 | ||||||
391,192 | NatWest Group PLC (Banks) (b) | 1,119 | ||||||
2,685 | Next PLC (Broadline Retail) | 238 | ||||||
18,668 | Ocado Group PLC (Consumer Staples Distribution & Retail)(a) (b) | 136 | ||||||
25,025 | Pearson PLC (Diversified Consumer Services) | 264 | ||||||
6,326 | Persimmon PLC (Household Durables) | 83 | ||||||
16,260 | Phoenix Group Holdings PLC (Insurance) | 95 | ||||||
19,882 | Reckitt Benckiser Group PLC (Household Products) | 1,402 | ||||||
68,768 | RELX PLC (Professional Services) | 2,320 | ||||||
84,029 | Rentokil Initial PLC (Commercial Services & Supplies) | 624 | ||||||
37,826 | Rio Tinto PLC (Metals & Mining) | 2,374 | ||||||
180,355 | Rolls-Royce Holdings PLC (Aerospace & Defense)(a) | 483 |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
19,339 | Schroders PLC (Capital Markets) | $ | 96 | |||||
49,259 | Segro PLC (Diversified REITs) | 431 | ||||||
15,340 | Severn Trent PLC (Water Utilities) (b) | 443 | ||||||
169,275 | Shell PLC (Oil, Gas & Consumable Fuels) | 5,363 | ||||||
21,614 | Smith & Nephew PLC (Health Care Equipment & Supplies) | 268 | ||||||
7,389 | Smiths Group PLC (Industrial Conglomerates) | 145 | ||||||
2,398 | Spirax-Sarco Engineering PLC (Machinery) | 277 | ||||||
31,488 | SSE PLC (Electric Utilities) | 616 | ||||||
11,795 | St. James's Place PLC (Capital Markets) | 119 | ||||||
51,497 | Standard Chartered PLC (Banks) | 474 | ||||||
76,573 | Taylor Wimpey PLC (Household Durables) (b) | 109 | ||||||
230,174 | Tesco PLC (Consumer Staples Distribution & Retail) | 740 | ||||||
43,693 | The Sage Group PLC (Software) | 526 | ||||||
75,313 | Unilever PLC (Personal Care Products) | 3,725 | ||||||
37,571 | United Utilities Group PLC (Water Utilities) | 434 | ||||||
568,642 | Vodafone Group PLC (Wireless Telecommunication Services) | 533 | ||||||
4,370 | Whitbread PLC (Hotels, Restaurants & Leisure) | 184 | ||||||
12,917 | Wise PLC, Class - A (Professional Services)(a) | 108 | ||||||
22,414 | WPP PLC (Media) | 200 | ||||||
62,646 | ||||||||
United States — 0.12% | ||||||||
3,085 | Brookfield Renewable Corp., Class - A (Independent Power and Renewable Electricity Producers) (b) | 74 | ||||||
2,071 | Linde PLC (Chemicals) | 771 | ||||||
845 | ||||||||
Total Common Stocks | 415,719 | |||||||
Exchange-Traded Fund — 0.02% | ||||||||
1,667 | iShares MSCI EAFE ETF | 115 | ||||||
Total Exchange-Traded Fund | 115 | |||||||
Investment Companies — 39.98% | ||||||||
1,037,868 | Aberdeen New Dawn Investment Trust PLC | 3,153 | ||||||
281,229 | Aberforth Smaller Companies Trust PLC | 4,204 | ||||||
516,982 | Abrdn UK Smaller Cos Growth Trust PLC | 2,599 | ||||||
122,104 | Argo Investments Ltd. | 680 | ||||||
115,844 | ASA Gold and Precious Metals Ltd. | 1,544 | ||||||
223,851 | Australian Foundation Investment Co. Ltd. | 987 | ||||||
1,614,892 | AVI Japan Opportunity Trust PLC | 2,273 | ||||||
2,244,534 | Baillie Gifford European Growth Trust PLC | 2,275 | ||||||
1,235,802 | Baillie Gifford Shin Nippon PLC | 1,927 | ||||||
1,016,942 | Baillie Gifford UK Growth Trust PLC | 1,933 | ||||||
344,747 | Bellevue Healthcare Trust PLC | 578 | ||||||
146,683 | BlackRock Greater Europe Investment Trust PLC | 890 | ||||||
272,380 | BlackRock Health Sciences Term Trust | 3,925 | ||||||
498,965 | BlackRock Innovation and Growth Term Trust | 3,473 | ||||||
181,428 | BlackRock Science and Technology Term Trust | 2,994 | ||||||
548,029 | European Opportunities Trust PLC | 5,351 | ||||||
801,964 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 4.99%^^(d) | 802 | ||||||
422,147 | Fidelity Emerging Markets Ltd. | 3,064 | ||||||
1,828,198 | Fidelity Japan Trust PLC | 3,628 | ||||||
1,012,300 | Fidelity Special Values PLC | 3,360 | ||||||
2,118,994 | Henderson European Focus Trust PLC | 4,033 | ||||||
1,628,376 | Henderson EuroTrust PLC | 2,677 |
Shares | Security Description | Value (000) | ||||||
Investment Companies (continued) | ||||||||
849,919 | Japan Smaller Capitalization Fund, Inc. | $ | 6,043 | |||||
1,862,113 | JPMorgan European Discovery Trust PLC | 8,374 | ||||||
7,782,827 | JPMorgan European Growth & Income PLC | 8,593 | ||||||
859,938 | JPMorgan Japan Small Cap Growth & Income PLC | 3,179 | ||||||
1,459,143 | JPMorgan Japanese Investment Trust PLC | 8,183 | ||||||
94,834 | JPMorgan US Smaller Cos. Investment Trust PLC | 407 | ||||||
1,670,107 | Mercantile Investment Trust PLC | 3,965 | ||||||
165,010 | Morgan Stanley China A Share Fund, Inc. | 2,056 | ||||||
633,490 | Neuberger Berman Energy Infrastructure and Income Fund, Inc. | 4,358 | ||||||
436,017 | Neuberger Berman Next Generation Connectivity Fund, Inc. | 4,543 | ||||||
749,267 | Oakley Capital Investments Ltd. | 4,095 | ||||||
2,376,770 | Polar Capital Global Financials Trust PLC | 4,049 | ||||||
190,094 | Polar Capital Global Healthcare Trust PLC | 737 | ||||||
2,396,500 | Regal Asian Investments Ltd.^ | 2,873 | ||||||
2,692,880 | Schroder Japan Trust PLC | 7,802 | ||||||
10,089,219 | Schroders Capital Global Innovation Trust | 1,852 | ||||||
219,097 | Smithson Investment Trust PLC | 3,484 | ||||||
122,019,118 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 5.23%(d) | 122,019 | ||||||
895,841 | Strategic Equity Capital PLC | 3,360 | ||||||
1,151,235 | Temple Bar Investment Trust PLC | 3,300 | ||||||
1,841,780 | Templeton Emerging Markets Investment Trust PLC | 3,289 | ||||||
455,445 | The Baillie Gifford Japan Trust PLC | 3,851 | ||||||
586,536 | The Edinburgh Investment Trust PLC | 4,757 | ||||||
1,725,905 | The European Smaller Cos. | 3,107 | ||||||
256,163 | The Monks Investment Trust PLC | 2,933 | ||||||
229,330 | The New Germany Fund, Inc. | 1,874 | ||||||
964,156 | WAM Global Ltd. | 1,232 | ||||||
1,008,150 | Worldwide Healthcare Trust PLC/Fund | 3,793 | ||||||
Total Investment Companies | 284,458 | |||||||
Total Investments (cost $639,529) — 98.42% | 700,292 | |||||||
Other assets in excess of liabilities — 1.58% | 11,224 | |||||||
Net Assets - 100.00% | $ | 711,516 |
Amounts designated as "—" are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of September 30, 2023. |
^^ | 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, 2023. |
(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, 2023. |
(d) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
ETF—Exchange-Traded Fund |
GDR—Global Depositary Receipt |
REIT—Real Estate Investment Trust |
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
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 | - | 58.42 | % | - | - | 58.42 | % | |||||||||||||
Exchange-Traded Funds | - | 0.02 | % | - | - | 0.02 | % | |||||||||||||
Investment Companies | 22.89 | % | 0.17 | % | 16.90 | % | 0.02 | % | 39.98 | % | ||||||||||
Other Assets (Liabilities) | 0.03 | % | 0.37 | % | 0.65 | % | 0.53 | % | 1.58 | % | ||||||||||
Total Net Assets | 22.92 | % | 58.98 | % | 17.55 | % | 0.55 | % | 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, 2023.
Futures Contracts Purchased*
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value and Unrealized Appreciation/ (Depreciation) (000) | ||||||||
MSCI EAFE Index Future | 1,285 | 12/15/23 | $ | 131,166 | $ | (4,038 | ) | |||||
$ | 131,166 | $ | (4,038 | ) | ||||||||
Total Unrealized Appreciation | $ | — | ||||||||||
Total Unrealized Depreciation | (4,038 | ) | ||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (4,038 | ) | |||||||||
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks — 78.27% | ||||||||
Brazil — 4.14% | ||||||||
429,922 | Ambev SA (Beverages) | $ | 1,122 | |||||
435,636 | B3 SA - Brasil Bolsa Balcao (Capital Markets) | 1,065 | ||||||
230,432 | Banco Bradesco SA (Banks) | 581 | ||||||
514,150 | Banco Bradesco SA, Preference Shares (Banks) (b) | 1,463 | ||||||
90,794 | Banco do Brasil SA (Banks) | 852 | ||||||
159,261 | BB Seguridade Participacoes SA (Insurance) | 989 | ||||||
91,542 | Centrais Eletricas Brasileiras SA (Electric Utilities) | 672 | ||||||
444,892 | Cia Energetica de Minas Gerais, Preference Shares (Electric Utilities) | 1,099 | ||||||
98,100 | Cia Siderurgica Nacional SA (Metals & Mining) | 237 | ||||||
25,620 | Gerdau SA, Preference Shares (Metals & Mining) | 123 | ||||||
193,344 | Hapvida Participacoes e Investimentos S/A (Health Care Providers & Services)(a) | 181 | ||||||
414,005 | Itau Unibanco Holding SA, Preference Shares (Banks) | 2,242 | ||||||
64,365 | JBS S/A (Food Products) | 231 | ||||||
144,200 | Klabin SA (Containers & Packaging) | 683 | ||||||
103,765 | Localiza Rent a Car SA (Ground Transportation) | 1,209 | ||||||
153,824 | Lojas Renner SA (Specialty Retail) | 410 | ||||||
462,500 | Magazine Luiza SA (Broadline Retail)(a) | 195 | ||||||
97,849 | Natura & Co. Holding SA (Personal Care Products)(a) (b) | 284 | ||||||
695,182 | Petroleo Brasileiro SA (Oil, Gas & Consumable Fuels) (b) | 5,243 | ||||||
32,857 | Petroleo Brasileiro SA, Preference Shares (Oil, Gas & Consumable Fuels) | 227 | ||||||
93,520 | PRIO SA (Oil, Gas & Consumable Fuels)(a) | 875 | ||||||
223,600 | Raia Drogasil SA (Consumer Staples Distribution & Retail) | 1,229 | ||||||
108,800 | Rumo SA (Ground Transportation) (b) | 494 | ||||||
41,400 | Suzano SA (Paper & Forest Products) | 447 | ||||||
203,702 | TIM SA (Wireless Telecommunication Services) | 604 | ||||||
225,652 | Vale SA (Metals & Mining) | 3,035 | ||||||
243,850 | WEG SA (Electrical Equipment) | 1,760 | ||||||
27,552 | ||||||||
Chile — 0.45% | ||||||||
23,065 | Banco de Credito e Inversiones SA (Banks) | 591 | ||||||
293,158 | Empresas CMPC SA (Paper & Forest Products) | 540 | ||||||
7,657,528 | Enel Americas SA (Electric Utilities)(a) | 880 | ||||||
7,027,795 | Enel Chile SA (Electric Utilities) | 427 | ||||||
47,236 | Falabella SA (Broadline Retail) | 106 | ||||||
7,697 | Sociedad Quimica y Minera de Chile SA, Preference Shares (Chemicals) | 458 | ||||||
3,002 | ||||||||
China — 20.70% | ||||||||
77,365 | 360 Security Technology, Inc., Class - A (Software)(a) | 104 | ||||||
7,995 | 3peak, Inc., Class - A (Semiconductors & Semiconductor Equipment) | 200 | ||||||
14,000 | AAC Technologies Holdings, Inc. (Electronic Equipment, Instruments & Components) | 24 | ||||||
2,150,000 | Agricultural Bank of China Ltd., H Shares (Banks) | 800 | ||||||
75,400 | Air China Ltd., Class - A (Passenger Airlines)(a) | 84 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
700,000 | Air China Ltd., H Shares (Passenger Airlines)(a) | $ | 471 | |||||
1,302,618 | Alibaba Group Holding Ltd. (Broadline Retail)(a) | 14,125 | ||||||
314,000 | Aluminum Corp of China Ltd., H Shares (Metals & Mining) | 175 | ||||||
155,700 | Aluminum Corp. of China Ltd., Class - A (Metals & Mining) | 134 | ||||||
6,300 | Anjoy Foods Group Co. Ltd., Class - A (Food Products) | 107 | ||||||
111,000 | ANTA Sports Products Ltd. (Textiles, Apparel & Luxury Goods) | 1,242 | ||||||
5,814 | Autohome, Inc., ADR (Interactive Media & Services) | 176 | ||||||
177,126 | Baidu, Inc. (Interactive Media & Services)(a) | 2,981 | ||||||
5,524,100 | Bank of China Ltd., H Shares (Banks) | 1,925 | ||||||
1,399,000 | Bank of Communications Co. Ltd., H Shares (Banks) | 845 | ||||||
281,350 | Beijing Dabeinong Technology Group Co. Ltd., Class - A (Food Products) | 260 | ||||||
144,823 | Beijing Shiji Information Technology Co. Ltd., Class - A (Software)(a) | 227 | ||||||
9,449 | Bilibili, Inc., ADR (Entertainment)(a) | 130 | ||||||
4,040 | Bilibili, Inc., Class - Z (Entertainment)(a) | 56 | ||||||
32,000 | BYD Co. Ltd. (Automobile Components) (b) | 986 | ||||||
70,553 | BYD Co. Ltd., Class - A (Automobiles) | 2,307 | ||||||
115,500 | BYD Electronic International Co. Ltd. (Communications Equipment) | 525 | ||||||
60,100 | Chengxin Lithium Group Co. Ltd., Class - A (Chemicals) | 185 | ||||||
432,000 | China Cinda Asset Management Co. Ltd., H Shares (Capital Markets)(b) | 43 | ||||||
134,900 | China Communications Services Corp. Ltd., H Shares (Construction & Engineering) | 57 | ||||||
545,000 | China Conch Venture Holdings Ltd. (Construction & Engineering) | 464 | ||||||
8,731,350 | China Construction Bank Corp., H Shares (Banks) | 4,909 | ||||||
1,641,000 | China Everbright Bank Co. Ltd., H Shares (Banks) | 491 | ||||||
110,000 | China Feihe Ltd. (Food Products) | 65 | ||||||
69,200 | China Galaxy Securities Co. Ltd., Class - A (Capital Markets) | 105 | ||||||
174,000 | China Galaxy Securities Co. Ltd., H Shares (Capital Markets) | 89 | ||||||
53,600 | China International Capital Corp. Ltd., Class - A (Capital Markets) | 276 | ||||||
50,800 | China International Capital Corp. Ltd., H Shares (Capital Markets) | 93 | ||||||
1,115,000 | China Life Insurance Co. Ltd., H Shares (Insurance) | 1,728 | ||||||
108,200 | China Literature Ltd. (Entertainment)(a)(b) | 394 | ||||||
290,000 | China Longyuan Power Group Corp. Ltd., H Shares (Independent Power and Renewable Electricity Producers) | 252 | ||||||
77,800 | China Merchants Bank Co. Ltd., Class - A (Banks) | 354 | ||||||
410,500 | China Merchants Bank Co. Ltd., H Shares (Banks) | 1,704 | ||||||
1,030,000 | China National Building Material Co. Ltd., H Shares (Construction Materials) (b) | 539 | ||||||
80,850 | China Northern Rare Earth Group High-Tech Co. Ltd., Class - A (Metals & Mining) | 242 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
584,800 | China Petroleum & Chemical Corp., Class - A (Oil, Gas & Consumable Fuels) | $ | 486 | |||||
1,643,400 | China Petroleum & Chemical Corp., H Shares (Oil, Gas & Consumable Fuels) | 894 | ||||||
479,000 | China Shenhua Energy Co. Ltd., H Shares (Oil, Gas & Consumable Fuels) | 1,550 | ||||||
846,000 | China Southern Airlines Co. Ltd., H Shares (Passenger Airlines)(a) | 410 | ||||||
9,400 | China Tourism Group Duty Free Corp. Ltd., Class - A (Specialty Retail) | 138 | ||||||
5,316,000 | China Tower Corp. Ltd., H Shares (Diversified Telecommunication Services) | 508 | ||||||
71,100 | China Vanke Co. Ltd., H Shares (Real Estate Management & Development) (b) | 78 | ||||||
12,400 | Chongqing Brewery Co. Ltd., Class - A (Beverages) | 145 | ||||||
51,000 | Chongqing Changan Automobile Co. Ltd., Class - A (Automobiles) | 95 | ||||||
55,650 | Chongqing Zhifei Biological Products Co. Ltd., Class - A (Biotechnology) | 371 | ||||||
189,765 | CITIC Securities Co. Ltd., Class - A (Capital Markets) | 567 | ||||||
83,000 | CITIC Securities Co. Ltd., H Shares (Capital Markets) | 168 | ||||||
285,000 | CMOC Group Ltd., H Shares (Metals & Mining) | 182 | ||||||
23,040 | Contemporary Amperex Technology Co. Ltd., Class - A (Electrical Equipment) | 644 | ||||||
482,430 | COSCO SHIPPING Holdings Co. Ltd., Class - A (Marine Transportation) | 649 | ||||||
124,800 | COSCO SHIPPING Holdings Co. Ltd., H Shares (Marine Transportation) | 128 | ||||||
1,222,000 | Country Garden Holdings Co. Ltd. (Real Estate Management & Development)^(a) | 141 | ||||||
195,678 | Country Garden Services Holdings Co. Ltd. (Real Estate Management & Development) | 200 | ||||||
118,100 | CSC Financial Co. Ltd., Class - A (Capital Markets) | 400 | ||||||
288,000 | CSPC Pharmaceutical Group Ltd. (Pharmaceuticals) (b) | 211 | ||||||
4,307 | Daqo New Energy Corp., ADR (Semiconductors & Semiconductor Equipment)(a) | 130 | ||||||
73,400 | Dongfang Electric Corp. Ltd., Class - A (Electrical Equipment) | 157 | ||||||
202,590 | East Money Information Co. Ltd., Class - A (Capital Markets) | 425 | ||||||
79,300 | ENN Energy Holdings Ltd. (Gas Utilities) | 653 | ||||||
55,623 | Eve Energy Co. Ltd., Class - A (Electrical Equipment) | 345 | ||||||
85,400 | Fangda Carbon New Material Co. Ltd., Class - A (Electrical Equipment)(a) | 68 | ||||||
450,300 | Focus Media Information Technology Co. Ltd., Class - A (Media) | 442 | ||||||
58,660 | Foshan Haitian Flavouring & Food Co. Ltd., Class - A (Food Products) | 307 | ||||||
67,000 | Fosun International Ltd. (Industrial Conglomerates) | 42 | ||||||
25,400 | Fujian Sunner Development Co. Ltd., Class - A (Food Products) | 67 | ||||||
83,704 | GDS Holdings Ltd., Class - A (IT Services)(a) | 115 | ||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
110,000 | Genscript Biotech Corp. (Life Sciences Tools & Services)(a) (b) | $ | 288 | |||||
112,200 | GF Securities Co. Ltd., Class - A (Capital Markets) | 226 | ||||||
85,000 | GF Securities Co. Ltd., H Shares (Capital Markets) | 114 | ||||||
2,400 | Ginlong Technologies Co. Ltd., Class - A (Electrical Equipment) | 26 | ||||||
276,500 | Great Wall Motor Co. Ltd. (Automobile Components) | 328 | ||||||
37,800 | Gree Electric Appliances, Inc. of Zhuhai, Class - A (Household Durables) | 189 | ||||||
157,000 | Guanghui Energy Co. Ltd., Class - A (Oil, Gas & Consumable Fuels) | 164 | ||||||
598,000 | Guangzhou Automobile Group Co. Ltd., H Shares (Automobile Components) | 295 | ||||||
12,766 | H World Group Ltd., ADR (Hotels, Restaurants & Leisure)(a) | 503 | ||||||
162,000 | Haidilao International Holding Ltd. (Hotels, Restaurants & Leisure) | 432 | ||||||
111,100 | Haier Smart Home Co. Ltd., Class - A (Household Durables) | 361 | ||||||
211,800 | Haier Smart Home Co. Ltd., H Shares (Household Durables) | 662 | ||||||
100 | Haitong Securities Co. Ltd., Class - A (Capital Markets) | — | ||||||
88,400 | Haitong Securities Co. Ltd., H Shares (Capital Markets) | 53 | ||||||
160,500 | Hengan International Group Co. Ltd. (Personal Care Products) | 511 | ||||||
45,000 | Hengli Petrochemical Co. Ltd., Class - A (Chemicals)(a) | 89 | ||||||
10,100 | Hithink RoyalFlush Information Network Co. Ltd., Class - A (Capital Markets) | 208 | ||||||
137,000 | Hua Hong Semiconductor Ltd. (Semiconductors & Semiconductor Equipment)(a)(b) | 344 | ||||||
25,200 | Huadong Medicine Co. Ltd., Class - A (Health Care Providers & Services) | 146 | ||||||
352,000 | Huaneng Power International, Inc., H Shares (Independent Power and Renewable Electricity Producers)(a)(b) | 170 | ||||||
100 | Huatai Securities Co. Ltd., Class - A (Capital Markets) | — | ||||||
59,000 | Huatai Securities Co. Ltd., H Shares (Capital Markets) | 75 | ||||||
89,400 | Iflytek Co. Ltd., Class - A (Software) | 623 | ||||||
6,214,440 | Industrial & Commercial Bank of China Ltd., H Shares (Banks) | 2,981 | ||||||
222,200 | Inner Mongolia BaoTou Steel Union Co. Ltd., Class - A (Metals & Mining)(a) | 52 | ||||||
128,500 | Innovent Biologics, Inc. (Biotechnology)(a) | 624 | ||||||
23,184 | Inspur Electronic Information Industry Co. Ltd., Class - A (Technology Hardware, Storage & Peripherals) | 119 | ||||||
22,650 | iQIYI, Inc., ADR (Entertainment)(a) | 107 | ||||||
84,050 | JD Health International, Inc. (Consumer Staples Distribution & Retail)(a) | 432 | ||||||
177,057 | JD.com, Inc. (Broadline Retail) | 2,576 | ||||||
1,180,000 | Jiangsu Expressway Co. Ltd., H Shares (Transportation Infrastructure) | 1,064 | ||||||
31 | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class - A (Pharmaceuticals) | — | ||||||
14,100 | Juewei Food Co. Ltd., Class - A (Food Products) | 73 | ||||||
12,389 | Kanzhun Ltd., ADR (Interactive Media & Services)(a) | 188 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
54,155 | KE Holdings, Inc., ADR (Real Estate Management & Development) | $ | 840 | |||||
421,000 | Kingdee International Software Group Co. Ltd. (Software)(a) | 515 | ||||||
62,000 | Kingsoft Corp. Ltd. (Entertainment) (b) | 223 | ||||||
197,500 | Kuaishou Technology, Class - W (Media)(a) | 1,571 | ||||||
5,400 | Kweichow Moutai Co. Ltd., Class - A (Beverages) | 1,339 | ||||||
124,000 | Lenovo Group Ltd. (Technology Hardware, Storage & Peripherals) | 127 | ||||||
46,500 | Lens Technology Co. Ltd., Class - A (Electronic Equipment, Instruments & Components) | 78 | ||||||
101,414 | Li Auto, Inc., Class - A (Automobiles)(a) | 1,810 | ||||||
229,000 | Li Ning Co. Ltd. (Textiles, Apparel & Luxury Goods) | 956 | ||||||
131,819 | Luxshare Precision Industry Co. Ltd., Class - A (Electronic Equipment, Instruments & Components) | 541 | ||||||
218,160 | Meinian Onehealth Healthcare Holdings Co. Ltd., Class - A (Health Care Providers & Services)(a) | 204 | ||||||
401,828 | Meituan, Class - W (Hotels, Restaurants & Leisure)(a) | 5,818 | ||||||
59,000 | Microport Scientific Corp. (Health Care Equipment & Supplies)(a) | 89 | ||||||
7,806 | MINISO Group Holding Ltd., ADR (Broadline Retail) | 202 | ||||||
7,280 | Muyuan Foods Co. Ltd., Class - A (Food Products) | 38 | ||||||
168,600 | NetEase, Inc. (Entertainment) | 3,381 | ||||||
20,200 | New China Life Insurance Co. Ltd., Class - A (Insurance) | 102 | ||||||
171,200 | New China Life Insurance Co. Ltd., H Shares (Insurance) | 411 | ||||||
121,600 | New Oriental Education & Technology Group, Inc. (Diversified Consumer Services)(a) | 720 | ||||||
121,605 | NIO, Inc., ADR (Automobiles)(a) | 1,099 | ||||||
23,520 | Ovctek China, Inc., Class - A (Health Care Equipment & Supplies) | 83 | ||||||
111,600 | Perfect World Co. Ltd., Class - A (Entertainment) | 202 | ||||||
456,300 | PetroChina Co. Ltd., Class - A (Oil, Gas & Consumable Fuels) | 499 | ||||||
1,264,000 | PetroChina Co. Ltd., H Shares (Oil, Gas & Consumable Fuels) | 947 | ||||||
330,000 | PICC Property & Casualty Co. Ltd., H Shares (Insurance) | 423 | ||||||
751,517 | Ping An Insurance Group Co. of China Ltd. (Insurance) | 4,262 | ||||||
345,600 | Rongsheng Petrochemical Co. Ltd., Class - A (Chemicals) | 565 | ||||||
45,700 | SAIC Motor Corp. Ltd., Class - A (Automobiles) | 93 | ||||||
16,300 | Seres Group Co. Ltd., Class - A (Automobiles)(a) | 125 | ||||||
120,299 | Shandong Buchang Pharmaceuticals Co. Ltd., Class - A (Pharmaceuticals) | 296 | ||||||
136,100 | Shanghai Electric Group Co. Ltd., Class - A (Electrical Equipment)(a) | 87 | ||||||
9,000 | Shanghai Junshi Biosciences Co. Ltd., Class - A (Biotechnology)(a) | 47 | ||||||
921,300 | Shanghai Pharmaceuticals Holding Co. Ltd., H Shares (Health Care Providers & Services) | 1,435 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
6,090 | Shanghai Putailai New Energy Technology Co. Ltd., Class - A (Chemicals) | $ | 24 | |||||
82,200 | Shanxi Meijin Energy Co. Ltd., Class - A (Metals & Mining)(a) | 79 | ||||||
57,920 | Shenzhen Kangtai Biological Products Co. Ltd., Class - A (Biotechnology)(a) | 233 | ||||||
99,700 | Shenzhou International Group Holdings Ltd. (Textiles, Apparel & Luxury Goods) (b) | 948 | ||||||
26,100 | Sichuan Kelun Pharmaceutical Co. Ltd., Class - A (Pharmaceuticals) | 104 | ||||||
18,700 | Sichuan New Energy Power Co. Ltd., Class - A (Trading Companies & Distributors)(a) | 31 | ||||||
50,000 | Silergy Corp. (Semiconductors & Semiconductor Equipment) | 474 | ||||||
169,000 | Smoore International Holdings Ltd. (Tobacco) | 153 | ||||||
233,617 | Songcheng Performance Development Co. Ltd., Class - A (Hotels, Restaurants & Leisure) | 392 | ||||||
5,000 | StarPower Semiconductor Ltd., Class - A (Semiconductors & Semiconductor Equipment) | 123 | ||||||
124,127 | Sunny Optical Technology Group Co. Ltd. (Electronic Equipment, Instruments & Components) | 860 | ||||||
30,900 | Suzhou Dongshan Precision Manufacturing Co. Ltd., Class - A (Electronic Equipment, Instruments & Components) | 73 | ||||||
13,568 | Suzhou Maxwell Technologies Co. Ltd., Class - A (Electrical Equipment) | 236 | ||||||
45,497 | TAL Education Group, ADR (Diversified Consumer Services)(a) | 414 | ||||||
525,386 | Tencent Holdings Ltd. (Interactive Media & Services) (b) | 20,368 | ||||||
55,429 | Tencent Music Entertainment Group, ADR (Entertainment)(a) | 354 | ||||||
38,100 | Trip.com Group Ltd. (Hotels, Restaurants & Leisure)(a) | 1,343 | ||||||
30,940 | Unisplendour Corp. Ltd., Class - A (Electronic Equipment, Instruments & Components)(a) | 100 | ||||||
40,691 | Vipshop Holdings Ltd., ADR (Broadline Retail)(a) | 651 | ||||||
81,675 | Walvax Biotechnology Co. Ltd., Class - A (Biotechnology) | 264 | ||||||
8,500 | Weibo Corp., ADR (Interactive Media & Services) | 107 | ||||||
50,500 | Weichai Power Co. Ltd., Class - A (Machinery) | 87 | ||||||
54,000 | Weichai Power Co. Ltd., H Shares (Machinery) | 73 | ||||||
44,260 | Wens Foodstuffs Group Co. Ltd., Class - A (Food Products) | 106 | ||||||
134,279 | Wuhan Guide Infrared Co. Ltd., Class - A (Electronic Equipment, Instruments & Components) | 140 | ||||||
19,900 | Wuliangye Yibin Co. Ltd., Class - A (Beverages) | 429 | ||||||
30,360 | WUS Printed Circuit Kunshan Co. Ltd., Class - A (Electronic Equipment, Instruments & Components) | 94 | ||||||
27,200 | WuXi AppTec Co. Ltd., Class - A (Life Sciences Tools & Services) | 323 | ||||||
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
30,340 | WuXi AppTec Co. Ltd., H Shares (Life Sciences Tools & Services)^ | $ | 362 | |||||
323,500 | Wuxi Biologics Cayman, Inc. (Life Sciences Tools & Services)(a) | 1,880 | ||||||
1,203,000 | Xiaomi Corp., Class - W (Technology Hardware, Storage & Peripherals)(a)(b) | 1,885 | ||||||
51,700 | Xinjiang Goldwind Science & Technology Co. Ltd., Class - A (Electrical Equipment) | 65 | ||||||
468,481 | Xinyi Solar Holdings Ltd. (Semiconductors & Semiconductor Equipment) | 348 | ||||||
98,064 | XPeng, Inc., A Shares (Automobiles)(a) | 896 | ||||||
366,000 | Yadea Group Holdings Ltd. (Automobile Components)(b) | 678 | ||||||
30,900 | Yankuang Energy Group Co. Ltd., Class - A (Oil, Gas & Consumable Fuels) | 86 | ||||||
219,000 | Yankuang Energy Group Co. Ltd., H Shares (Oil, Gas & Consumable Fuels) | 413 | ||||||
60,970 | Yealink Network Technology Corp. Ltd., Class - A (Communications Equipment) | 298 | ||||||
61,000 | Yihai International Holding Ltd. (Food Products) | 105 | ||||||
76,440 | Yintai Gold Co. Ltd., Class - A (Metals & Mining) | 148 | ||||||
124,076 | Yonyou Network Technology Co. Ltd., Class - A (Software) | 283 | ||||||
45,851 | Yum China Holdings, Inc. (Hotels, Restaurants & Leisure) | 2,555 | ||||||
27,030 | Yunda Holding Co. Ltd., Class - A (Air Freight & Logistics) | 37 | ||||||
10,800 | Yunnan Energy New Material Co. Ltd., Class - A (Chemicals) | 89 | ||||||
73,000 | Zai Lab Ltd. (Biotechnology)(a) | 179 | ||||||
13,100 | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd., Class - A (Pharmaceuticals) | 495 | ||||||
51,400 | Zhejiang Century Huatong Group Co. Ltd., Class - A (Entertainment)(a) | 34 | ||||||
13,440 | Zhejiang Dingli Machinery Co. Ltd., Class - A (Machinery) | 97 | ||||||
1,094,000 | Zhejiang Expressway Co. Ltd., H Shares (Transportation Infrastructure) | 814 | ||||||
8,200 | Zhejiang Supor Co. Ltd., Class - A (Household Durables) | 55 | ||||||
75,900 | Zheshang Securities Co. Ltd., Class - A (Capital Markets) | 105 | ||||||
29,200 | ZhongAn Online P&C Insurance Co. Ltd., H Shares (Insurance)(a) | 86 | ||||||
15,300 | Zhongji Innolight Co. Ltd., Class - A (Communications Equipment) | 244 | ||||||
63,500 | Zhongsheng Group Holdings Ltd. (Specialty Retail) | 178 | ||||||
530,500 | Zijin Mining Group Co. Ltd., Class - A (Metals & Mining) | 883 | ||||||
218,000 | Zijin Mining Group Co. Ltd., H Shares (Metals & Mining) | 330 | ||||||
325,100 | Zoomlion Heavy Industry Science and Technology Co. Ltd., Class - A (Machinery) | 306 | ||||||
169,800 | ZTE Corp., Class - A (Communications Equipment) | 762 | ||||||
96,000 | ZTE Corp., H Shares (Communications Equipment) | 289 | ||||||
27,491 | ZTO Express Cayman, Inc., ADR (Air Freight & Logistics) | 664 | ||||||
137,973 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Cyprus — 0.00% | ||||||||
7,712 | TCS Group Holding PLC, GDR (Banks)(a)(c) | $ | — | |||||
Czech Republic — 0.10% | ||||||||
190,434 | Moneta Money Bank A/S (Banks)(b) | 692 | ||||||
Egypt — 0.09% | ||||||||
294,053 | Commercial International Bank Egypt SAE (Banks) | 572 | ||||||
Greece — 0.27% | ||||||||
51,559 | Alpha Services and Holdings SA (Banks) | 68 | ||||||
116,923 | Hellenic Telecommunications Organization SA (Diversified Telecommunication Services) | 1,705 | ||||||
1,773 | ||||||||
Hong Kong — 1.39% | ||||||||
348,000 | Alibaba Health Information Technology Ltd. (Consumer Staples Distribution & Retail)(a)(b) | 215 | ||||||
1,039,733 | Beijing Enterprises Water Group Ltd. (Water Utilities) (b) | 226 | ||||||
712,182 | China Everbright Environment Group Ltd. (Commercial Services & Supplies) | 245 | ||||||
1,674,121 | China Jinmao Holdings Group Ltd. (Real Estate Management & Development) | 215 | ||||||
126,000 | China Mengniu Dairy Co. Ltd. (Food Products) (b) | 420 | ||||||
270,000 | China Overseas Land & Investment Ltd. (Real Estate Management & Development) | 558 | ||||||
102,000 | China Resources Beer Holdings Co. Ltd. (Beverages) | 557 | ||||||
910,000 | China Resources Cement Holdings Ltd. (Construction Materials) (b) | 233 | ||||||
633,761 | China Resources Land Ltd. (Real Estate Management & Development) | 2,516 | ||||||
500,143 | China Resources Power Holdings Co. Ltd. (Independent Power and Renewable Electricity Producers) | 952 | ||||||
532,000 | China Ruyi Holdings Ltd. (Entertainment)(a) | 137 | ||||||
112,000 | China State Construction International Holdings Ltd. (Construction & Engineering) | 118 | ||||||
79,400 | China Taiping Insurance Holdings Co. Ltd. (Insurance) (b) | 79 | ||||||
1,172,000 | Far East Horizon Ltd. (Financial Services) | 843 | ||||||
1,688,000 | GCL Technology Holdings Ltd. (Semiconductors & Semiconductor Equipment) | 313 | ||||||
536,000 | Geely Automobile Holdings Ltd. (Automobiles) (b) | 629 | ||||||
122,500 | Kingboard Holdings Ltd. (Electronic Equipment, Instruments & Components) | 274 | ||||||
332,000 | Kingboard Laminates Holdings Ltd. (Electronic Equipment, Instruments & Components) (b) | 234 | ||||||
735,000 | Sino Biopharmaceutical Ltd. (Pharmaceuticals)(b) | 265 | ||||||
209,600 | Yuexiu Property Co. Ltd. (Real Estate Management & Development) | 241 | ||||||
9,270 | ||||||||
Hungary — 0.27% | ||||||||
62,779 | MOL Hungarian Oil & Gas PLC (Oil, Gas & Consumable Fuels) | 476 | ||||||
172 | OTP Bank Nyrt (Banks) | 6 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Hungary (continued) | ||||||||
54,565 | Richter Gedeon Nyrt (Pharmaceuticals) | $ | 1,323 | |||||
1,805 | ||||||||
India — 12.02% | ||||||||
15,407 | Adani Enterprises Ltd. (Trading Companies & Distributors) | 446 | ||||||
32,957 | Adani Green Energy Ltd. (Independent Power and Renewable Electricity Producers)(a) | 392 | ||||||
123,743 | Adani Ports & Special Economic Zone Ltd. (Transportation Infrastructure) | 1,227 | ||||||
96,565 | Adani Power Ltd. (Independent Power and Renewable Electricity Producers)(a) | 439 | ||||||
212,891 | Ambuja Cements Ltd. (Construction Materials) | 1,085 | ||||||
8,752 | Apollo Hospitals Enterprise Ltd. (Health Care Providers & Services) | 540 | ||||||
25,951 | Asian Paints Ltd. (Chemicals) | 986 | ||||||
34,614 | Aurobindo Pharma Ltd. (Pharmaceuticals) (b) | 380 | ||||||
56,857 | Avenue Supermarts Ltd. (Consumer Staples Distribution & Retail)(a)(b) | 2,511 | ||||||
259,886 | Axis Bank Ltd. (Banks) (b) | 3,235 | ||||||
17,379 | Bajaj Auto Ltd. (Automobile Components) | 1,057 | ||||||
34,104 | Bajaj Finance Ltd. (Consumer Finance) (b) | 3,199 | ||||||
77,010 | Bajaj Finserv Ltd. (Financial Services) | 1,424 | ||||||
216,368 | Bharat Petroleum Corp. Ltd. (Oil, Gas & Consumable Fuels) (b) | 903 | ||||||
8,699 | Bharti Airtel Ltd. (Wireless Telecommunication Services) (b) | 97 | ||||||
8,842,285 | Chennai Super Kings Cricket Ltd. (Entertainment)(a)(c) | — | ||||||
75,285 | Cholamandalam Investment and Finance Co. Ltd. (Consumer Finance) | 1,101 | ||||||
603,311 | Coal India Ltd. (Oil, Gas & Consumable Fuels) (b) | 2,140 | ||||||
33,142 | Dr. Reddy's Laboratories Ltd., ADR (Pharmaceuticals) | 2,216 | ||||||
17,545 | Eicher Motors Ltd. (Automobiles) (b) | 727 | ||||||
478,101 | GAIL India Ltd. (Gas Utilities) | 715 | ||||||
138,532 | HCL Technologies Ltd. (IT Services) | 2,053 | ||||||
228,795 | HDFC Bank Ltd. (Banks) | 4,197 | ||||||
46,133 | Hindustan Unilever Ltd. (Personal Care Products) (b) | 1,368 | ||||||
495,827 | ICICI Bank Ltd. (Banks) (b) | 5,682 | ||||||
3,542 | Info Edge India Ltd. (Interactive Media & Services) | 177 | ||||||
233,876 | Infosys Ltd. (IT Services) | 4,019 | ||||||
17,988 | InterGlobe Aviation Ltd. (Passenger Airlines)(a) | 515 | ||||||
480,232 | ITC Ltd. (Tobacco) (b) | 2,566 | ||||||
296,119 | Jio Financial Services Ltd. (Financial Services)(a) | 824 | ||||||
29,227 | Kotak Mahindra Bank Ltd. (Banks) (b) | 609 | ||||||
5,740 | Larsen & Toubro Ltd. (Construction & Engineering) (b) | 209 | ||||||
32,674 | Mahindra & Mahindra Ltd. (Automobile Components) | 610 | ||||||
2,948 | Maruti Suzuki India Ltd. (Automobiles) | 376 | ||||||
543,033 | NTPC Ltd. (Independent Power and Renewable Electricity Producers) (b) | 1,603 | ||||||
231,740 | Oil & Natural Gas Corp. Ltd. (Oil, Gas & Consumable Fuels) (b) | 534 | ||||||
31,703 | Pidilite Industries Ltd. (Chemicals) | 930 | ||||||
296,119 | Reliance Industries Ltd. (Oil, Gas & Consumable Fuels) | 8,339 | ||||||
30,301 | SBI Life Insurance Co. Ltd. (Insurance) | 475 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
India (continued) | ||||||||
5,875 | Shree Cement Ltd. (Construction Materials) (b) | $ | 1,798 | |||||
234,732 | State Bank of India (Banks) (b) | 1,686 | ||||||
66,808 | Tata Consultancy Services Ltd. (IT Services) (b) | 2,829 | ||||||
191,775 | Tata Motors Ltd. (Automobile Components) (b) | 1,451 | ||||||
1,867,110 | Tata Steel Ltd. (Metals & Mining) | 2,888 | ||||||
38,639 | Titan Co. Ltd. (Textiles, Apparel & Luxury Goods) | 1,462 | ||||||
12,941 | Trent Ltd. (Specialty Retail) | 323 | ||||||
22,694 | UltraTech Cement Ltd. (Construction Materials) | 2,251 | ||||||
222,144 | United Spirits Ltd. (Beverages)(a) | 2,688 | ||||||
172,397 | Vedanta Ltd. (Metals & Mining) (b) | 460 | ||||||
345,442 | Wipro Ltd. (IT Services) (b) | 1,682 | ||||||
1,074,947 | Yes Bank Ltd. (Banks)(a) (b) | 223 | ||||||
391,468 | Zomato Ltd. (Hotels, Restaurants & Leisure)(a) (b) | 477 | ||||||
80,124 | ||||||||
Indonesia — 1.71% | ||||||||
360,200 | Aneka Tambang Tbk (Metals & Mining) | 42 | ||||||
32,225,600 | GoTo Gojek Tokopedia Tbk PT (Broadline Retail)(a) | 176 | ||||||
2,110,400 | PT Astra International Tbk (Automobile Components) | 848 | ||||||
4,904,385 | PT Bank Central Asia Tbk (Banks) | 2,796 | ||||||
5,393,700 | PT Bank Rakyat Indonesia Persero Tbk (Banks) | 1,822 | ||||||
833,271 | PT Barito Pacific Tbk (Chemicals) | 70 | ||||||
1,875,600 | PT Charoen Pokphand Indonesia Tbk (Food Products)(a) | 658 | ||||||
345,000 | PT Indah Kiat Pulp & Paper Tbk (Paper & Forest Products) | 247 | ||||||
2,093,700 | PT Indofood Sukses Makmur Tbk (Food Products) | 897 | ||||||
17,899,235 | PT Kalbe Farma Tbk (Pharmaceuticals) | 2,030 | ||||||
237,400 | PT Merdeka Copper Gold Tbk (Metals & Mining)(a) (b) | 44 | ||||||
621,400 | PT Semen Indonesia Persero Tbk (Construction Materials) | 258 | ||||||
5,748,850 | PT Telkom Indonesia Persero Tbk (Diversified Telecommunication Services) (b) | 1,394 | ||||||
63,800 | PT United Tractors Tbk (Oil, Gas & Consumable Fuels) | 116 | ||||||
11,398 | ||||||||
Ireland (Republic of) — 0.71% | ||||||||
48,284 | PDD Holdings, Inc., ADR (Broadline Retail)(a) | 4,735 | ||||||
Kuwait — 0.27% | ||||||||
346,467 | Boubyan Bank KSCP (Banks) | 677 | ||||||
469,648 | Kuwait Finance House KSCP (Banks) | 1,112 | ||||||
1,789 | ||||||||
Malaysia — 1.66% | ||||||||
241,900 | AMMB Holdings Berhad (Banks) | 191 | ||||||
60,200 | CELCOMDIGI Berhad (Wireless Telecommunication Services) | 56 | ||||||
1,488,900 | Dialog Group Berhad (Energy Equipment & Services) | 671 | ||||||
1,093,800 | IHH Healthcare Berhad (Health Care Providers & Services) | 1,360 | ||||||
1,283,100 | IOI Corp. Berhad (Food Products) | 1,086 | ||||||
378,796 | Malayan Banking Berhad (Banks) | 709 | ||||||
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Malaysia (continued) | ||||||||
1,199,000 | Malaysia Airports Holdings Berhad (Transportation Infrastructure) | $ | 1,821 | |||||
581,500 | Maxis Berhad (Wireless Telecommunication Services) (b) | 500 | ||||||
15,300 | Petronas Gas Berhad (Gas Utilities) | 55 | ||||||
949,200 | Press Metal Aluminium Holdings Berhad (Metals & Mining) (b) | 951 | ||||||
1,142,400 | Public Bank Berhad (Banks) | 987 | ||||||
1,262,600 | QL Resources Berhad (Food Products) | 1,469 | ||||||
558,900 | Sime Darby Berhad (Industrial Conglomerates) | 263 | ||||||
1,028,100 | Sime Darby Plantation Berhad (Food Products) | 936 | ||||||
11,055 | ||||||||
Mexico — 2.11% | ||||||||
1,291,300 | America Movil SAB de CV, Class - B (Wireless Telecommunication Services) | 1,118 | ||||||
1,050,300 | Cemex SAB de CV (Construction Materials)(a) | 685 | ||||||
138,800 | Coca-Cola Femsa SAB de CV (Beverages) | 1,090 | ||||||
156,300 | Fibra Uno Administracion SA de CV (Diversified REITs) (b) | 261 | ||||||
365,140 | Fomento Economico Mexicano SAB de CV (Beverages) | 3,987 | ||||||
43,945 | Grupo Aeroportuario del Sureste SAB de CV, Class - B (Transportation Infrastructure) | 1,076 | ||||||
142,198 | Grupo Bimbo SAB de CV, Class - A (Food Products) | 686 | ||||||
152,000 | Grupo Financiero Banorte SAB de CV, Class - O (Banks) | 1,275 | ||||||
404,517 | Grupo Mexico SAB de CV, Class - B (Metals & Mining) | 1,915 | ||||||
255,700 | Grupo Televisa SAB (Media) | 155 | ||||||
454,300 | Kimberly-Clark de Mexico SAB de CV, Class - A (Household Products) | 905 | ||||||
439,825 | Orbia Advance Corp SAB de CV (Chemicals) | 914 | ||||||
14,067 | ||||||||
Peru — 0.33% | ||||||||
109,508 | Cia de Minas Buenaventura SAA, ADR (Metals & Mining) | 933 | ||||||
9,691 | Credicorp Ltd. (Banks) | 1,240 | ||||||
2,173 | ||||||||
Philippines — 0.89% | ||||||||
1,181,140 | Aboitiz Equity Ventures, Inc. (Industrial Conglomerates)(b) | 1,047 | ||||||
1,797,673 | Metropolitan Bank & Trust Co. (Banks) | 1,715 | ||||||
17,765 | PLDT, Inc. (Wireless Telecommunication Services) | 369 | ||||||
187,693 | SM Investments Corp. (Industrial Conglomerates) | 2,797 | ||||||
5,928 | ||||||||
Poland — 0.38% | ||||||||
97,123 | Bank Polska Kasa Opieki SA (Banks)(b) | 2,234 | ||||||
3,287 | CD Projekt SA (Entertainment) | 94 | ||||||
3,670 | KGHM Polska Miedz SA (Metals & Mining) | 94 | ||||||
13,430 | Powszechny Zaklad Ubezpieczen SA (Insurance) (b) | 127 | ||||||
2,549 | ||||||||
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Qatar — 0.82% | ||||||||
46,759 | Industries Qatar QSC (Industrial Conglomerates) | $ | 176 | |||||
962,524 | Masraf Al Rayan QSC (Banks) | 590 | ||||||
370,757 | Mesaieed Petrochemical Holding Co. (Chemicals) | 189 | ||||||
121,012 | Qatar Fuel QSC (Oil, Gas & Consumable Fuels) | 549 | ||||||
55,762 | Qatar International Islamic Bank QSC (Banks) | 147 | ||||||
187,807 | Qatar Islamic Bank SAQ (Banks) | 958 | ||||||
508,820 | Qatar National Bank QPSC (Banks) | 2,154 | ||||||
459,841 | The Commercial Bank PSQC (Banks) | 682 | ||||||
5,445 | ||||||||
Russia — 0.00% | ||||||||
877,850 | Gazprom PJSC (Oil, Gas & Consumable Fuels)(c) | — | ||||||
280,855 | Gazprom PJSC, ADR (Oil, Gas & Consumable Fuels)(a)(c) | — | ||||||
23,471 | LUKOIL PJSC (Oil, Gas & Consumable Fuels)(c) | — | ||||||
32,986 | LUKOIL PJSC (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)(a)(c) | — | ||||||
357,956 | Sberbank of Russia PJSC (Banks)(c) | — | ||||||
113,164 | Severstal PAO, GDR (Metals & Mining)(a)(c) | — | ||||||
125,880 | Tatneft PJSC (Oil, Gas & Consumable Fuels)(c) | — | ||||||
766,486 | The Moscow Exchange (Capital Markets)(c) | — | ||||||
814,600,000 | VTB Bank PJSC (Banks)(a)(c) | — | ||||||
31,318 | Yandex N.V., Class - A (Interactive Media & Services)(a)(c) | — | ||||||
— | ||||||||
Saudi Arabia — 3.22% | ||||||||
159,310 | Al Rajhi Bank (Banks) | 2,887 | ||||||
4,497 | Almarai Co. JSC (Food Products) | 76 | ||||||
77,181 | Banque Saudi Fransi (Banks) | 752 | ||||||
21,193 | Bupa Arabia for Cooperative Insurance Co. (Insurance) | 1,175 | ||||||
285,772 | Dar Al Arkan Real Estate Development Co. (Real Estate Management & Development)(a) | 1,202 | ||||||
1,354 | Dr. Sulaiman Al Habib Medical Services Group Co. (Health Care Providers & Services) | 85 | ||||||
11,068 | Elm Co. (IT Services) | 2,302 | ||||||
17,324 | Mobile Telecommunications Co. Saudi Arabia (Wireless Telecommunication Services) | 61 | ||||||
172,781 | Riyad Bank (Banks) | 1,279 | ||||||
49,704 | SABIC Agri-Nutrients Co. (Chemicals) | 1,764 | ||||||
46,591 | Sahara International Petrochemical Co. (Chemicals) | 470 | ||||||
249,566 | Saudi Arabian Mining Co. (Metals & Mining)(a) | 2,688 | ||||||
71,146 | Saudi Awwal Bank (Banks) (b) | 655 | ||||||
62,760 | Saudi Basic Industries Corp. (Chemicals) | 1,382 | ||||||
72,167 | Saudi Industrial Investment Group (Chemicals) | 458 | ||||||
110,340 | Saudi Kayan Petrochemical Co. (Chemicals)(a) | 368 | ||||||
6,543 | Saudi Tadawul Group Holding Co. (Capital Markets) | 337 | ||||||
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Saudi Arabia (continued) | ||||||||
121,265 | Saudi Telecom Co. (Diversified Telecommunication Services)(b) | $ | 1,216 | |||||
221,316 | The Saudi National Bank (Banks) | 1,936 | ||||||
37,378 | The Savola Group (Food Products) | 359 | ||||||
21,452 | ||||||||
Singapore - 0.01% | ||||||||
1,500 | JOYY, Inc., ADR (Interactive Media & Services) | 57 | ||||||
South Africa — 2.52% | ||||||||
43,142 | Absa Group Ltd. (Banks) | 398 | ||||||
7,411 | Anglo American Platinum Ltd. (Metals & Mining) | 277 | ||||||
11,124 | Aspen Pharmacare Holdings Ltd. (Pharmaceuticals) | 101 | ||||||
61,875 | Bid Corp. Ltd. (Consumer Staples Distribution & Retail) | 1,380 | ||||||
6,145 | Capitec Bank Holdings Ltd. (Banks) | 556 | ||||||
229,901 | Discovery Ltd. (Insurance) (b) | 1,666 | ||||||
583,993 | FirstRand Ltd. (Financial Services) | 1,967 | ||||||
57,103 | Gold Fields Ltd. (Metals & Mining) (b) | 619 | ||||||
399,656 | Growthpoint Properties Ltd. (Diversified REITs) (b) | 223 | ||||||
48,655 | Impala Platinum Holdings Ltd. (Metals & Mining) | 254 | ||||||
270,984 | MTN Group Ltd. (Wireless Telecommunication Services) | 1,616 | ||||||
19,542 | Naspers Ltd., Class - N (Broadline Retail)(a) | 3,128 | ||||||
20,893 | Nedbank Group Ltd. (Banks) (b) | 223 | ||||||
144,156 | Old Mutual Ltd. (Insurance) | 92 | ||||||
15,002 | Remgro Ltd. (Financial Services) | 118 | ||||||
34,236 | Sanlam Ltd. (Insurance) (b) | 119 | ||||||
54,300 | Sasol Ltd. (Chemicals) | 746 | ||||||
9,822 | Shoprite Holdings Ltd. (Consumer Staples Distribution & Retail) | 124 | ||||||
455,387 | Sibanye Stillwater Ltd. (Metals & Mining) | 699 | ||||||
198,044 | Standard Bank Group Ltd. (Banks) | 1,922 | ||||||
31,869 | The Bidvest Group Ltd. (Industrial Conglomerates) | 459 | ||||||
22,743 | Woolworths Holdings Ltd. (Broadline Retail) (b) | 82 | ||||||
16,769 | ||||||||
South Korea — 9.42% | ||||||||
2,121 | Amorepacific Corp. (Personal Care Products) | 192 | ||||||
7,593 | Celltrion Healthcare Co. Ltd. (Health Care Providers & Services) (b) | 354 | ||||||
9,397 | Celltrion, Inc. (Biotechnology) (b) | 970 | ||||||
2,884 | CJ CheilJedang Corp. (Food Products) | 655 | ||||||
22,426 | Coway Co. Ltd. (Household Durables) | 685 | ||||||
10,846 | DB Insurance Co. Ltd. (Insurance) (b) | 719 | ||||||
56,450 | Doosan Enerbility Co. Ltd. (Electrical Equipment)(a) (b) | 687 | ||||||
1,553 | Ecopro Co. Ltd. (Chemicals) | 1,031 | ||||||
1,990 | GS Holdings Corp. (Industrial Conglomerates) | 59 | ||||||
14,221 | Hana Financial Group, Inc. (Banks) | 446 | ||||||
2,925 | Hankook Tire & Technology Co. Ltd. (Automobile Components) | 86 | ||||||
25,998 | Hanon Systems (Automobile Components) | 181 | ||||||
6,585 | Hanwha Solutions Corp. (Chemicals)(a) | 145 | ||||||
9,376 | HD Korea Shipbuilding & Offshore Engineering Co. Ltd. (Machinery)(a) | 771 | ||||||
9,227 | HLB, Inc. (Health Care Equipment & Supplies)(a) | 205 | ||||||
16,423 | HMM Co. Ltd. (Marine Transportation) | 198 | ||||||
5,698 | Hotel Shilla Co. Ltd. (Specialty Retail) | 357 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
South Korea (continued) | ||||||||
20,595 | Hyundai Engineering & Construction Co. Ltd. (Construction & Engineering) | $ | 553 | |||||
8,869 | Hyundai Mobis Co. Ltd. (Automobile Components) | 1,579 | ||||||
5,485 | Hyundai Motor Co. (Automobile Components) | 776 | ||||||
6,687 | Hyundai Motor Co., Preference Shares (Automobiles) | 520 | ||||||
11,127 | Hyundai Motor Co., Series 2, Preference Shares (Automobiles) | 872 | ||||||
11,325 | Industrial Bank of Korea (Banks) | 94 | ||||||
18,004 | Kakao Corp. (Interactive Media & Services) | 588 | ||||||
16,639 | KakaoBank Corp. (Banks) | 288 | ||||||
61,371 | Kangwon Land, Inc. (Hotels, Restaurants & Leisure) | 687 | ||||||
27,540 | KB Financial Group, Inc. (Banks) (b) | 1,123 | ||||||
25,407 | Kia Corp. (Automobile Components) | 1,529 | ||||||
77,662 | Korea Electric Power Corp. (Electric Utilities)(a) | 1,033 | ||||||
2,360 | Krafton, Inc. (Entertainment)(a) | 263 | ||||||
17,714 | KT&G Corp. (Tobacco) (b) | 1,131 | ||||||
7,095 | Kumho Petrochemical Co. Ltd. (Chemicals) | 704 | ||||||
929 | L&F Co. Ltd. (Electronic Equipment, Instruments & Components) | 119 | ||||||
3,143 | LG Chem Ltd. (Chemicals) | 1,151 | ||||||
1,665 | LG Chem Ltd., Preference Shares (Chemicals) | 383 | ||||||
25,780 | LG Display Co. Ltd. (Electronic Equipment, Instruments & Components) | 250 | ||||||
4,131 | LG Electronics, Inc. (Household Durables) | 308 | ||||||
2,766 | LG Energy Solution Ltd. (Electrical Equipment)(a) | 976 | ||||||
1,179 | LG H&H Co. Ltd. (Personal Care Products) | 389 | ||||||
2,237 | LG Innotek Co. Ltd. (Electronic Equipment, Instruments & Components) | 405 | ||||||
65,000 | Mirae Asset Securities Co. Ltd. (Capital Markets) | 311 | ||||||
11,210 | NAVER Corp. (Interactive Media & Services) | 1,676 | ||||||
138,644 | Pan Ocean Co. Ltd. (Marine Transportation) | 508 | ||||||
7,647 | Pearl Abyss Corp. (Entertainment)(a) | 264 | ||||||
3,222 | POSCO Future M Co. Ltd. (Construction Materials) | 852 | ||||||
6,030 | POSCO Holdings, Inc. (Metals & Mining) | 2,376 | ||||||
2,116 | Samsung Biologics Co. Ltd. (Life Sciences Tools & Services)(a) | 1,068 | ||||||
5,357 | Samsung Electro-Mechanics Co. Ltd. (Electronic Equipment, Instruments & Components) | 544 | ||||||
368,770 | Samsung Electronics Co. Ltd. (Technology Hardware, Storage & Peripherals) | 18,645 | ||||||
57,211 | Samsung Electronics Co. Ltd., Preference Shares (Technology Hardware, Storage & Peripherals) | 2,305 | ||||||
54,624 | Samsung Engineering Co. Ltd. (Construction & Engineering)(a)(b) | 1,223 | ||||||
7,638 | Samsung Fire & Marine Insurance Co. Ltd. (Insurance) | 1,469 | ||||||
4,007 | Samsung SDI Co. Ltd. (Electronic Equipment, Instruments & Components) | 1,515 | ||||||
44,912 | Shinhan Financial Group Co. Ltd. (Banks) | 1,182 | ||||||
45,837 | SK Hynix, Inc. (Semiconductors & Semiconductor Equipment) | 3,880 | ||||||
433 | SK IE Technology Co. Ltd. (Chemicals)(a) | 24 | ||||||
6,875 | SK Innovation Co. Ltd. (Oil, Gas & Consumable Fuels)(a) | 754 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
South Korea (continued) | ||||||||
18,697 | SK Square Co. Ltd. (Semiconductors & Semiconductor Equipment)(a) | $ | 587 | |||||
10,357 | Woori Financial Group, Inc. (Banks) | 94 | ||||||
62,739 | ||||||||
Taiwan — 11.40% | ||||||||
46,904 | Airtac International Group (Machinery) | 1,425 | ||||||
378,672 | ASE Technology Holding Co. Ltd. (Semiconductors & Semiconductor Equipment) | 1,293 | ||||||
532,971 | Asia Cement Corp. (Construction Materials) | 657 | ||||||
79,000 | Asustek Computer, Inc. (Technology Hardware, Storage & Peripherals) | 899 | ||||||
110,000 | Catcher Technology Co. Ltd. (Technology Hardware, Storage & Peripherals) | 623 | ||||||
1,021,000 | Cheng Shin Rubber Industry Co. Ltd. (Automobile Components) | 1,345 | ||||||
4,428,000 | China Development Financial Holding Corp. (Insurance)(a) | 1,619 | ||||||
280,000 | Chunghwa Telecom Co. Ltd. (Diversified Telecommunication Services) | 1,007 | ||||||
972,000 | Compal Electronics, Inc. (Technology Hardware, Storage & Peripherals) | 926 | ||||||
174,000 | Delta Electronics, Inc. (Electronic Equipment, Instruments & Components) | 1,753 | ||||||
25,000 | E Ink Holdings, Inc. (Electronic Equipment, Instruments & Components) | 139 | ||||||
63,000 | Eclat Textile Co. Ltd. (Textiles, Apparel & Luxury Goods) | 951 | ||||||
12,000 | eMemory Technology, Inc. (Semiconductors & Semiconductor Equipment) | 754 | ||||||
94,000 | Evergreen Marine Corp. Taiwan Ltd. (Marine Transportation) | 338 | ||||||
649,000 | Far EasTone Telecommunications Co. Ltd. (Wireless Telecommunication Services) | 1,462 | ||||||
785,759 | Fubon Financial Holding Co. Ltd. (Insurance) | 1,480 | ||||||
37,000 | Globalwafers Co. Ltd. (Semiconductors & Semiconductor Equipment) | 522 | ||||||
946,000 | Hon Hai Precision Industry Co. Ltd. (Electronic Equipment, Instruments & Components) | 3,049 | ||||||
937,127 | Innolux Corp. (Electronic Equipment, Instruments & Components)(a) | 382 | ||||||
438,000 | Inventec Corp. (Technology Hardware, Storage & Peripherals) | 668 | ||||||
10,000 | Largan Precision Co. Ltd. (Electronic Equipment, Instruments & Components) | 663 | ||||||
364,554 | Lite-On Technology Corp. (Technology Hardware, Storage & Peripherals) | 1,377 | ||||||
84,962 | MediaTek, Inc. (Semiconductors & Semiconductor Equipment) | 1,943 | ||||||
2,571,364 | Mega Financial Holding Co. Ltd. (Banks) | 3,006 | ||||||
28,000 | Nan Ya Printed Circuit Board Corp. (Electronic Equipment, Instruments & Components) | 232 | ||||||
185,000 | Nanya Technology Corp. (Semiconductors & Semiconductor Equipment) (b) | 377 | ||||||
58,000 | Novatek Microelectronics Corp. (Semiconductors & Semiconductor Equipment) | 762 | ||||||
569,000 | Pegatron Corp. (Technology Hardware, Storage & Peripherals) | 1,351 | ||||||
436,620 | Pou Chen Corp. (Textiles, Apparel & Luxury Goods) | 388 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Taiwan (continued) | ||||||||
246,000 | Quanta Computer, Inc. (Technology Hardware, Storage & Peripherals) | $ | 1,841 | |||||
776,908 | Ruentex Development Co. Ltd. (Real Estate Management & Development) | 848 | ||||||
782,900 | Synnex Technology International Corp. (Electronic Equipment, Instruments & Components) | 1,555 | ||||||
675,110 | Taiwan Cement Corp. (Construction Materials) | 696 | ||||||
276,000 | Taiwan Mobile Co. Ltd. (Wireless Telecommunication Services) | 809 | ||||||
1,934,000 | Taiwan Semiconductor Manufacturing Co. Ltd. (Semiconductors & Semiconductor Equipment) | 31,540 | ||||||
470,369 | The Shanghai Commercial & Savings Bank Ltd. (Banks) | 631 | ||||||
116,000 | Unimicron Technology Corp. (Electronic Equipment, Instruments & Components) | 626 | ||||||
500,000 | United Microelectronics Corp. (Semiconductors & Semiconductor Equipment) | 702 | ||||||
546,000 | Winbond Electronics Corp. (Semiconductors & Semiconductor Equipment) | 429 | ||||||
104,000 | Wistron Corp. (Technology Hardware, Storage & Peripherals) | 329 | ||||||
638,400 | WPG Holdings Ltd. (Electronic Equipment, Instruments & Components) | 1,199 | ||||||
43,775 | Yageo Corp. (Electronic Equipment, Instruments & Components) | 713 | ||||||
241,000 | Yang Ming Marine Transport Corp. (Marine Transportation) | 340 | ||||||
2,986,987 | Yuanta Financial Holding Co. Ltd. (Financial Services) | 2,321 | ||||||
75,970 | ||||||||
Thailand — 1.73% | ||||||||
264,700 | Advanced Info Service PCL, Class - F (Wireless Telecommunication Services) | 1,658 | ||||||
379,300 | Airports of Thailand PCL (Transportation Infrastructure)(a) | 726 | ||||||
691,100 | Berli Jucker PCL (Consumer Staples Distribution & Retail) | 582 | ||||||
728,100 | BTS Group Holdings PCL (Ground Transportation) | 150 | ||||||
171,633 | Central Retail Corp. PCL (Broadline Retail) | 182 | ||||||
455,000 | Delta Electronics Thailand PCL - NVDR (Electronic Equipment, Instruments & Components) | 1,029 | ||||||
688,700 | Energy Absolute PCL (Independent Power and Renewable Electricity Producers) | 962 | ||||||
1,418,800 | Gulf Energy Development PCL (Independent Power and Renewable Electricity Producers) | 1,769 | ||||||
89,800 | Indorama Ventures PCL - NVDR (Chemicals) | 64 | ||||||
1,724,700 | Krung Thai Bank PCL, Class - F (Banks) | 900 | ||||||
682,900 | Minor International PCL (Hotels, Restaurants & Leisure) | 584 | ||||||
93,800 | Muangthai Capital PCL (Consumer Finance) | 92 | ||||||
272,575 | PTT Exploration & Production PCL, Class - F (Oil, Gas & Consumable Fuels) | 1,280 | ||||||
429,142 | PTT Global Chemical PCL, Class - F (Chemicals) | 407 | ||||||
361,600 | SCB X PCL - NVDR (Banks) | 1,016 | ||||||
98,100 | Thai Oil PCL (Oil, Gas & Consumable Fuels) | 135 | ||||||
11,536 | ||||||||
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
Turkey — 0.55% | ||||||||
159,726 | Akbank TAS (Banks) | $ | 195 | |||||
871,550 | Aselsan Elektronik Sanayi Ve Ticaret A/S (Aerospace & Defense) | 1,296 | ||||||
39,242 | BIM Birlesik Magazalar A/S (Consumer Staples Distribution & Retail) | 393 | ||||||
266,822 | Eregli Demir ve Celik Fabrikalari TAS (Metals & Mining)(a) | 432 | ||||||
1 | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A/S (Metals & Mining) | — | ||||||
131,853 | Sasa Polyester Sanayi A/S (Chemicals)(a) | 237 | ||||||
482,245 | Turkcell Iletisim Hizmetleri A/S (Wireless Telecommunication Services)(a) | 936 | ||||||
32,414 | Turkiye Petrol Rafinerileri A/S (Oil, Gas & Consumable Fuels) | 188 | ||||||
3,677 | ||||||||
United Arab Emirates — 0.79% | ||||||||
443,740 | Abu Dhabi Commercial Bank PJSC (Banks) | 1,045 | ||||||
775,182 | Dubai Islamic Bank PJSC (Banks) | 1,235 | ||||||
163,297 | Emirates Telecommunications Group Co. PJSC (Diversified Telecommunication Services) | 909 | ||||||
517,479 | First Abu Dhabi Bank PJSC (Banks) | 1,916 | ||||||
154,208 | Multiply Group PJSC (Industrial Conglomerates)(a) | 168 | ||||||
5,273 | ||||||||
United Kingdom — 0.12% | ||||||||
48,147 | Anglogold Ashanti PLC (Metals & Mining) | 774 | ||||||
United States — 0.20% | ||||||||
52,000 | BeiGene Ltd. (Biotechnology)(a) | 718 | ||||||
2,593 | Legend Biotech Corp., ADR (Biotechnology)(a) | 174 |
Shares | Security Description | Value (000) | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
5,000 | Parade Technologies Ltd. (Semiconductors & Semiconductor Equipment) | 153 | ||||||
3,561 | Southern Copper Corp. (Metals & Mining) | $ | 268 | |||||
1,313 | ||||||||
Total Common Stocks | 521,462 | |||||||
Rights — 0.00% | ||||||||
Brazil — 0.00% | ||||||||
760 | Localiza Rent a Car S/A, 11/13/23 (Ground Transportation)(a) | 2 | ||||||
Chile — 0.00% | ||||||||
2,993 | Banco de Credito e Inversiones SA, 10/23/23 (Banks)(a) | 3 | ||||||
Total Rights | 5 | |||||||
Investment Companies — 21.52% | ||||||||
99,174 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 4.99%^^(d) | 99 | ||||||
143,293,488 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 5.23%(d) | 143,293 | ||||||
Total Investment Companies | 143,392 | |||||||
Total Investments (cost $650,240) — 99.79% | 664,859 | |||||||
Other assets in excess of liabilities — 0.21% | 1,372 | |||||||
Net Assets - 100.00% | $ | 666,231 |
Amounts designated as "—" are $0 or have been rounded to $0. | |
^ | All or part of this security was on loan as of September 30, 2023. |
^^ | 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, 2023. |
(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, 2023. |
(d) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt | |
GDR—Global Depositary Receipt | |
NVDR—Non-Voting Depository Receipt | |
REIT—Real Estate Investment Trust | |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
The Emerging Markets Portfolio | Mellon Investments Corporation | Parametric Portfolio Associates, LLC | XY Investments (HK) Limited | Total | ||||||||||||
Common Stocks | 78.27 | % | - | - | 78.27 | % | ||||||||||
Rights | 0.00 | % | - | - | 0.00 | % | ||||||||||
Investment Companies | 0.43 | % | 13.48 | % | 7.61 | % | 21.52 | % | ||||||||
Other Assets (Liabilities) | 0.08 | % | 0.42 | % | -0.29 | % | 0.21 | % | ||||||||
Total Net Assets | 78.78 | % | 13.90 | % | 7.32 | % | 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, 2023. | ||||||||||||
Futures Contracts Purchased* | ||||||||||||
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value and Unrealized Appreciation/ (Depreciation) (000) | ||||||||
MSCI Emerging Markets Index Future | 2,037 | 12/15/23 | $ | 97,318 | $ | (1,694 | ) | |||||
$ | 97,318 | $ | (1,694 | ) | ||||||||
Total Unrealized Appreciation | $ | — | ||||||||||
Total Unrealized Depreciation | (1,694 | ) | ||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (1,694 | ) |
* | 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, 2023 (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 | 0.60 | % | 360 Security Technology, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 63 | $ | — | $ | — | $ | — | ||||||||||||||
Receive | 0.07 | % | Actions Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 16 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | ADD Industry Zhejiang Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Advanced Micro-Fabrication Equipment, Inc. China A-shares | Morgan Stanley | 2/5/24 | At Maturity | 200 | 11 | — | 11 | ||||||||||||||||||
Receive | 0.60 | % | Agricultural Bank of China Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 221 | 7 | — | 7 | ||||||||||||||||||
Receive | 0.60 | % | Aier Eye Hospital Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 415 | (11 | ) | — | (11 | ) | ||||||||||||||||
Receive | 0.60 | % | Aluminum Corp. of China Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 96 | (5 | ) | — | (5 | ) | ||||||||||||||||
Receive | 0.60 | % | Amoy Diagnostics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Anhui Anke Biotechnology Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Anhui Co.nch Cement Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 30 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Anhui Fuhuang Steel Structure Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Anhui Gujing Distillery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 80 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | Anhui Hengyuan Co.al Industry and Electricity Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | AnHui Higasket Plastics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 204 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Anhui Jiuhuashan Tourism Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Anhui Tongyuan Environment Energy Saving Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 127 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.07 | % | Anhui Wanyi Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Anhui Xinhua Media Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Anhui Yingjia Distillery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Anji Foodstuff Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Anjoy Foods Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 14 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | Anker Innovations Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 139 | 24 | — | 24 | ||||||||||||||||||
Receive | 0.60 | % | Apeloa Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | APT Medical, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 79 | 5 | — | 5 | ||||||||||||||||||
Receive | 0.60 | % | Avary Holding Shenzhen Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 50 | — | — | — | ||||||||||||||||||
Receive | 0.51 | % | AVE Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 111 | 3 | — | 3 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.60 | % | Bank of Beijing Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 229 | $ | 2 | $ | — | $ | 2 | ||||||||||||||
Receive | 0.60 | % | Bank of Chengdu Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 119 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | Bank of China Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Bank of Hangzhou Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 65 | (4 | ) | — | (4 | ) | ||||||||||||||||
Receive | 0.60 | % | Bank of Jiangsu Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1,218 | (69 | ) | — | (69 | ) | ||||||||||||||||
Receive | 0.60 | % | Bank of Nanjing Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | Bank of Ningbo Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Beijing Bohui Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 95 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.55 | % | Beijing Inhand Networks Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 170 | (3 | ) | — | (3 | ) | ||||||||||||||||
Receive | 0.60 | % | Beijing Kingsoft Office Software, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 344 | (39 | ) | — | (39 | ) | ||||||||||||||||
Receive | 0.53 | % | Beijing LongRuan Technologies, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 37 | 3 | — | 3 | ||||||||||||||||||
Receive | 0.60 | % | Beijing New Building Materials PLC A-shares | Morgan Stanley | 2/5/24 | At Maturity | 191 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | Beijing Oriental Yuhong Waterproof Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 44 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Beijing Roborock Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 23 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Beijing Ultrapower Software Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 30 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Beijing Yanjing Brewery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | But one Information Corp. Xi an A-shares | Morgan Stanley | 2/5/24 | At Maturity | 682 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | BYD Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 700 | (67 | ) | — | (67 | ) | ||||||||||||||||
Receive | 0.60 | % | By-health Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 74 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.44 | % | Cachet Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 17 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Caitong Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 96 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | CGN Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 84 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.55 | % | Changchun Eurasia Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 135 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Changchun High & New Technology Industry Group, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 164 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Changhong Huayi Co.mpressor Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.53 | % | Changhong Meiling Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 42 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Chaozhou Three-Circle Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 63 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Chengdu Jiafaantai Education Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | 1 | — | 1 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.07 | % | Chengdu Tangyuan Electrical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 3 | $ | — | $ | — | $ | — | ||||||||||||||
Receive | 0.60 | % | China CITIC Bank Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 76 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | China Coal Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | China Everbright Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 29 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | China Merchants Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 897 | (27 | ) | — | (27 | ) | ||||||||||||||||
Receive | 0.60 | % | China Merchants Shekou Industrial Zone Holdings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 110 | (13 | ) | — | (13 | ) | ||||||||||||||||
Receive | 0.60 | % | China National Chemical Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 133 | (8 | ) | — | (8 | ) | ||||||||||||||||
Receive | 0.60 | % | China National Nuclear Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 202 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | China Pacific Insurance Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 151 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | China Petroleum & Chemical Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 331 | (5 | ) | — | (5 | ) | ||||||||||||||||
Receive | 0.60 | % | China Railway Group Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 616 | (51 | ) | — | (51 | ) | ||||||||||||||||
Receive | 0.60 | % | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | China Shenhua Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 189 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | China State Construction Engineering Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 694 | (62 | ) | — | (62 | ) | ||||||||||||||||
Receive | 0.60 | % | China Tourism Group Duty Free Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 133 | (18 | ) | — | (18 | ) | ||||||||||||||||
Receive | 0.60 | % | China United Network Co.mmunications Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 257 | (8 | ) | — | (8 | ) | ||||||||||||||||
Receive | 0.60 | % | China Vanke Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | China Zhenhua Group Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 140 | (10 | ) | — | (10 | ) | ||||||||||||||||
Receive | 0.60 | % | Chongqing Brewery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 163 | (8 | ) | — | (8 | ) | ||||||||||||||||
Receive | 0.60 | % | Chongqing Taiji Industry Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | CIMC Vehicles Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 44 | (4 | ) | — | (4 | ) | ||||||||||||||||
Receive | 0.60 | % | CITIC Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 481 | (13 | ) | — | (13 | ) | ||||||||||||||||
Receive | 0.60 | % | CNOOC Energy Technology & Services Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 132 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | COFCO Capital Holdings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 32 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Contemporary Amperex Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1,385 | (235 | ) | — | (235 | ) | ||||||||||||||||
Receive | 0.60 | % | COSCO SHIPPING Energy Transportation Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | COSCO SHIPPING Holdings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 33 | (1 | ) | — | (1 | ) |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.07 | % | Cre8 Direct Ningbo Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 140 | $ | 4 | $ | — | $ | 4 | ||||||||||||||
Receive | 0.60 | % | CRRC Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Daoming Optics&Chemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Daqin Railway Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 55 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | DaShenLin Pharmaceutical Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | East Money Information Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 123 | (3 | ) | — | (3 | ) | ||||||||||||||||
Receive | 0.60 | % | Eastroc Beverage Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 177 | (4 | ) | — | (4 | ) | ||||||||||||||||
Receive | 0.60 | % | Edifier Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | ||||||||||||||||||
Receive | 0.52 | % | Elite Color Environmental Resources Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 225 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | Eve Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 67 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Everbright Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 26 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Eyebright Medical Technology Beijing Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | FiboCo.m Wireless, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 83 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | Focus Media Information Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 307 | 4 | — | 4 | ||||||||||||||||||
Receive | 0.60 | % | Foshan Haitian Flavouring & Food Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | FoxCo.nn Industrial Internet Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 186 | (14 | ) | — | (14 | ) | ||||||||||||||||
Receive | 0.38 | % | Fujian Sanmu Group Co. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Fujian SBS Zipper Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.48 | % | Fujian Yanjing Huiquan Brewery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 21 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Fuyao Glass Industry Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 165 | (5 | ) | — | (5 | ) | ||||||||||||||||
Receive | 0.60 | % | Ganfeng Lithium Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 15 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | G-bits Network Technology Xiamen Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 25 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | GD Power Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 67 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | Gemdale Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | GF Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 58 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Giant Network Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 108 | (6 | ) | — | (6 | ) | ||||||||||||||||
Receive | 0.60 | % | Goldcup Electric Apparatus Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 158 | 1 | — | 1 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.60 | % | GoodWe Technologies Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 14 | $ | (1 | ) | $ | — | $ | (1 | ) | ||||||||||||
Receive | 0.60 | % | Gree Electric Appliances, Inc. of Zhuhai A-shares | Morgan Stanley | 2/5/24 | At Maturity | 378 | (3 | ) | — | (3 | ) | ||||||||||||||||
Receive | 0.60 | % | GRG Banking Equipment Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 71 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.07 | % | GuangDong GenSho Logistics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 124 | 4 | — | 4 | ||||||||||||||||||
Receive | 0.60 | % | Guangdong Hongxing Industrial Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Guangdong JingYi Metal Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 136 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.07 | % | Guangdong Real-Design Intelligent Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | ||||||||||||||||||
Receive | 0.50 | % | Guangdong Tengen Industrial Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 35 | — | — | — | ||||||||||||||||||
Receive | 0.51 | % | Guangdong Yantang Dairy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 43 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 70 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.07 | % | Guangzhou Devotion Thermal Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 28 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.50 | % | Guangzhou Tech-Long Packaging Machinery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 66 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | Guilin Seamild Foods Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Guosen Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 458 | (8 | ) | — | (8 | ) | ||||||||||||||||
Receive | 0.60 | % | Guotai Junan Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 428 | (10 | ) | — | (10 | ) | ||||||||||||||||
Receive | 0.60 | % | Guoyuan Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 11 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Haier Smart Home Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 132 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Hailir Pesticides and Chemicals Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Haitong Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 138 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.07 | % | Hangzhou Huaguang Advanced Welding Materials Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 46 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Hangzhou IECHO Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 121 | 7 | — | 7 | ||||||||||||||||||
Receive | 0.60 | % | Hangzhou Robam Appliances Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Hangzhou Star Shuaier Electric Appliance Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | — | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Hangzhou Tigermed Co.nsulting Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Hangzhou Todaytec Digital Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 84 | 7 | — | 7 | ||||||||||||||||||
Receive | 0.40 | % | Hangzhou Toka Ink Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.54 | % | Hangzhou Xili Intelligent Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 29 | 3 | — | 3 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.60 | % | Hangzhou XZB Tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 1 | $ | — | $ | — | $ | — | ||||||||||||||
Receive | 0.49 | % | Harbin Xinguang Optic-Electronics Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | ||||||||||||||||||
Receive | 0.51 | % | Hefei GoCo.m Information Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 12 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Hefei Jingsong Intelligent Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 45 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Henan Shenhuo Coal & Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Henan Shuanghui Investment & Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Hengdian Group DMEGC Magnetics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 61 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Henglin Home Furnishings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 139 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Hithink RoyalFlush Information Network Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 136 | (16 | ) | — | (16 | ) | ||||||||||||||||
Receive | 0.60 | % | HL Corp. Shenzhen A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Huadong Medicine Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Huakai Yibai Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Huatai Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 622 | 23 | — | 23 | ||||||||||||||||||
Receive | 0.60 | % | Huaxia Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 307 | 7 | — | 7 | ||||||||||||||||||
Receive | 0.60 | % | Huayu Automotive Systems Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 451 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.07 | % | Hubei Forbon Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 228 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Hubei Jumpcan Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 305 | 16 | — | 16 | ||||||||||||||||||
Receive | 0.07 | % | Hubei Kailong Chemical Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Huizhou Desay Sv Automotive Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 61 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.48 | % | Hunan Investment Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 25 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Hunan Resun Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 71 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Hunan Valin Steel Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 246 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Hundsun Technologies, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 443 | (112 | ) | — | (112 | ) | ||||||||||||||||
Receive | 0.53 | % | Hygon Information Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 39 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | Imeik Technology Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 346 | (51 | ) | — | (51 | ) | ||||||||||||||||
Receive | 0.60 | % | Impulse Qingdao Health Tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Industrial & Commercial Bank of China Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 139 | 1 | — | 1 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.60 | % | Industrial Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 823 | $ | (4 | ) | $ | — | $ | (4 | ) | ||||||||||||
Receive | 0.60 | % | Industrial Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 315 | (26 | ) | — | (26 | ) | ||||||||||||||||
Receive | 0.60 | % | Inner Mongolia Yili Industrial Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 265 | (9 | ) | — | (9 | ) | ||||||||||||||||
Receive | 0.60 | % | JCET Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 14 | — | — | — | ||||||||||||||||||
Receive | 0.38 | % | JDM JingDa Machine Ningbo Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Jiangsu Beiren Smart Manufacturing Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 42 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | Jiangsu Boiln Plastics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Jiangsu Chinagreen Biological Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 24 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.48 | % | Jiangsu Feymer Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 73 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Jiangsu Financial Leasing Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 103 | 6 | — | 6 | ||||||||||||||||||
Receive | 0.60 | % | Jiangsu Hengrui Pharmaceuticals Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 254 | 18 | — | 18 | ||||||||||||||||||
Receive | 0.55 | % | Jiangsu Huaxin New Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 386 | 16 | — | 16 | ||||||||||||||||||
Receive | 0.56 | % | Jiangsu Jingyuan Environmental Protection Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 241 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Jiangsu King's Luck Brewery JSC Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 122 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Jiangsu Linyang Energy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 27 | — | — | — | ||||||||||||||||||
Receive | 0.54 | % | Jiangsu Maysta Chemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 104 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Jiangsu Pacific Quartz Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 114 | 8 | — | 8 | ||||||||||||||||||
Receive | 0.60 | % | Jiangsu Rainbow Heavy Industries Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 128 | 3 | — | 3 | ||||||||||||||||||
Receive | 0.48 | % | Jiangsu Rutong Petro-Machinery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 43 | 4 | — | 4 | ||||||||||||||||||
Receive | 0.45 | % | Jiangsu Wujin Stainless Steel Pipe Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Jiangsu Xiehe Electronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 71 | (3 | ) | — | (3 | ) | ||||||||||||||||
Receive | 0.60 | % | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 43 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Jiangsu Zhongtian Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 84 | 3 | — | 3 | ||||||||||||||||||
Receive | 0.07 | % | Jiangxi Changyun Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 365 | 13 | — | 13 | ||||||||||||||||||
Receive | 0.07 | % | JinGuan Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | — | — | — | ||||||||||||||||||
Receive | 0.50 | % | Jinhong Fashion Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 16 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.60 | % | Jinhua Chunguang Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 5 | $ | — | $ | — | $ | — | ||||||||||||||
Receive | 0.60 | % | Jinko Solar Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 118 | (6 | ) | — | (6 | ) | ||||||||||||||||
Receive | 0.60 | % | Jinzai Food Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Joincare Pharmaceutical Group Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Kale Environment Technology Shanghai Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 17 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Kehua Data Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Kingnet Network Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | Kweichow Moutai Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2,058 | (134 | ) | — | (134 | ) | ||||||||||||||||
Receive | 0.60 | % | Lens Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 19 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Leyard Optoelectronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 24 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | LEYSEN Jewelry, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Liaoning Kelong Fine Chemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 105 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Lingyi iTech Guangdong Co. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 233 | (9 | ) | — | (9 | ) | ||||||||||||||||
Receive | 0.60 | % | Livzon Pharmaceutical Group, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 168 | 14 | — | 14 | ||||||||||||||||||
Receive | 0.60 | % | LONGi Green Energy Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 246 | (7 | ) | — | (7 | ) | ||||||||||||||||
Receive | 0.60 | % | Luxshare Precision Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 545 | (27 | ) | — | (27 | ) | ||||||||||||||||
Receive | 0.54 | % | Luyan Pharma Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 106 | 8 | — | 8 | ||||||||||||||||||
Receive | 0.60 | % | Luzhou Laojiao Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 607 | (14 | ) | — | (14 | ) | ||||||||||||||||
Receive | 0.60 | % | Mango Excellent Media Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 51 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Maxscend Microelectronics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 62 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Metallurgical Corp. of China Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 482 | (35 | ) | — | (35 | ) | ||||||||||||||||
Receive | 0.60 | % | Midea Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 661 | (28 | ) | — | (28 | ) | ||||||||||||||||
Receive | 0.60 | % | Montage Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 53 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.55 | % | Mudanjiang Hengfeng Paper Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 55 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Muyuan Foods Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 117 | (8 | ) | — | (8 | ) | ||||||||||||||||
Receive | 0.07 | % | Nanjing Julong Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Nanjing Textiles Import & Export Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 74 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.55 | % | Nanjing Wondux Environmental Protection Technology Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 49 | $ | (4 | ) | $ | — | $ | (4 | ) | ||||||||||||
Receive | 0.60 | % | Nantong Jianghai Capacitor Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | NARI Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | NAURA Technology Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 328 | (47 | ) | — | (47 | ) | ||||||||||||||||
Receive | 0.60 | % | New China Life Insurance Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | New Hope Dairy Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 23 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | New Trend International Logis-Tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 40 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Newland Digital Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Ninebot Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 49 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | Ningbo Bohui Chemical Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Ningbo Boway Alloy Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 114 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | Ningbo Deye Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 158 | (36 | ) | — | (36 | ) | ||||||||||||||||
Receive | 0.51 | % | Ningbo GQY Video & TeleCo.m JSC Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 82 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.44 | % | Ningbo Henghe Precision Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 15 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Ningbo Huaxiang Electronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 38 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Ningbo Sanxing Medical Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 38 | 4 | — | 4 | ||||||||||||||||||
Receive | 0.60 | % | Ningbo Tuopu Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 76 | 4 | — | 4 | ||||||||||||||||||
Receive | 0.07 | % | Ningbo United Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 74 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Ningbo Zhongbai Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.52 | % | Niutech Environment Technology Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 99 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Offshore Oil Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 62 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Pan Asian Microvent Tech Jiangsu Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 23 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | People's Insurance Co. Group of China Ltd./The A-shares | Morgan Stanley | 2/5/24 | At Maturity | 14 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | PetroChina Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 357 | 3 | — | 3 | ||||||||||||||||||
Receive | 0.60 | % | Pharmaron Beijing Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Piesat Information Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | Ping An Bank 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, 2023 (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 | 0.60 | % | Ping An Insurance Group Co. of China Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 1,124 | $ | (41 | ) | $ | — | $ | (41 | ) | ||||||||||||
Receive | 0.60 | % | Poly Developments and Holdings Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 336 | (23 | ) | — | (23 | ) | ||||||||||||||||
Receive | 0.45 | % | Polyrocks Chemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Power Construction Corp. of China Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 148 | (12 | ) | — | (12 | ) | ||||||||||||||||
Receive | 0.60 | % | Qianhe Condiment and Food Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Qingdao Gaoce Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 47 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Raytron Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 289 | (10 | ) | — | (10 | ) | ||||||||||||||||
Receive | 0.50 | % | Risuntek, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 61 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.07 | % | Ruitai Materials Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 186 | (5 | ) | — | (5 | ) | ||||||||||||||||
Receive | 0.60 | % | SAIC Motor Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 439 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Sailun Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 28 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Sany Heavy Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 243 | (10 | ) | — | (10 | ) | ||||||||||||||||
Receive | 0.60 | % | Shaanxi Co.al Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 46 | 5 | — | 5 | ||||||||||||||||||
Receive | 0.07 | % | Shahe Industrial Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 110 | (6 | ) | — | (6 | ) | ||||||||||||||||
Receive | 0.54 | % | Shandong Hongyu Agricultural Machinery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 51 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shandong Hualu Hengsheng Chemical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shandong Kehui Power Automation Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 193 | (6 | ) | — | (6 | ) | ||||||||||||||||
Receive | 0.60 | % | Shandong Pharmaceutical Glass Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.38 | % | Shandong Shanda Oumasoft Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shanghai Bairun Investment Holding Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shanghai Baosight Software Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 35 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.07 | % | Shanghai CEO Environmental Protection Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.56 | % | Shanghai Chuangli Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 347 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Shanghai Construction Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 211 | (10 | ) | — | (10 | ) | ||||||||||||||||
Receive | 0.60 | % | Shanghai Fosun Pharmaceutical Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shanghai Gentech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 26 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Shanghai Hanbell Precise Machinery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 41 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.51 | % | Shanghai Huaming Intelligent Terminal Equipment Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 44 | $ | 1 | $ | — | $ | 1 | ||||||||||||||
Receive | 0.60 | % | Shanghai Pharmaceuticals Holding Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 143 | (5 | ) | — | (5 | ) | ||||||||||||||||
Receive | 0.60 | % | Shanghai Pudong Construction Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Shanghai Rightongene Biotechnology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 102 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | Shanghai Rongtai Health Technology Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shanghai Rural Commercial Bank Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 135 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Shanghai Shuixing Home Textile Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Shanghai Smith Adhesive New Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | — | — | — | ||||||||||||||||||
Receive | 0.54 | % | Shanghai Sunglow Packaging Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 28 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Shanghai Yuyuan Tourist Mart Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 125 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.07 | % | Shanxi Huhua Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 58 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shanxi Lu'an Environmental Energy Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 82 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | Shanxi Xinghuacun Fen Wine Factory Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 207 | 42 | — | 42 | ||||||||||||||||||
Receive | 0.54 | % | Shenke Slide Bearing Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 130 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.07 | % | Shenzhen Absen Optoelectronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 29 | — | — | — | ||||||||||||||||||
Receive | 0.50 | % | Shenzhen FriendCom Technology Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 50 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shenzhen Huijie Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shenzhen Inovance Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 260 | (4 | ) | — | (4 | ) | ||||||||||||||||
Receive | 0.53 | % | Shenzhen Jasic Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 32 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.46 | % | Shenzhen King Explorer Science And Technology Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 20 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shenzhen Laibao Hi-tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 96 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.07 | % | Shenzhen Longood Intelligent Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 83 | 9 | — | 9 | ||||||||||||||||||
Receive | 0.45 | % | Shenzhen Magic Design & DeCo.ration Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 783 | (72 | ) | — | (72 | ) | ||||||||||||||||
Receive | 0.60 | % | Shenzhen New Industries Biomedical Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 77 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | Shenzhen SC New Energy Technology Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 95 | (4 | ) | — | (4 | ) | ||||||||||||||||
Receive | 0.54 | % | Shenzhen Sine Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 77 | 4 | — | 4 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.60 | % | Shenzhen Sinexcel Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 20 | $ | — | $ | — | $ | — | ||||||||||||||
Receive | 0.60 | % | Shenzhen Sunlord Electronics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 49 | 5 | — | 5 | ||||||||||||||||||
Receive | 0.60 | % | Shenzhen Tagen Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 22 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Shenzhen Transsion Holdings Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 236 | 11 | — | 11 | ||||||||||||||||||
Receive | 0.52 | % | Shenzhen Xunjiexing Technology Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 10 | — | — | — | ||||||||||||||||||
Receive | 0.53 | % | Sichuan Dowell Science and Technology, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 285 | 16 | — | 16 | ||||||||||||||||||
Receive | 0.07 | % | Sichuan Fulin Transportation Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 126 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Sichuan Kelun Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | — | — | — | ||||||||||||||||||
Receive | 0.40 | % | Sichuan Kexin Mechanical and Electrical Equipment Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 13 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.48 | % | Sichuan Tianwei Electronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 70 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Sichuan Zhongguang Lightning Protection Technologies Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 4 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Sinoma International Engineering Co. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Smo Clinplus Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | SooChow Securities Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 17 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Sungrow Power Supply Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 425 | (5 | ) | — | (5 | ) | ||||||||||||||||
Receive | 0.43 | % | Sunny Loan Top Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Sunwoda Electronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 13 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | SUPCo.N Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 185 | (5 | ) | — | (5 | ) | ||||||||||||||||
Receive | 0.40 | % | Super-Dragon Engineering Plastics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.07 | % | Suzhou Architecture Research Institute Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 121 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Suzhou Dongshan Precision Manufacturing Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 95 | (6 | ) | — | (6 | ) | ||||||||||||||||
Receive | 0.07 | % | Suzhou Iron Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.40 | % | Suzhou Longjie Special Fiber Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 7 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Suzhou TFC Optical Co.mmunication Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | 3 | — | 3 | ||||||||||||||||||
Receive | 0.49 | % | Suzhou Xianglou New Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | SYoung Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 5 | — | — | — | ||||||||||||||||||
Receive | 0.49 | % | Tangshan Jidong Equipment and Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 43 | 1 | — | 1 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.60 | % | Tasly Pharmaceutical Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 16 | $ | 1 | $ | — | $ | 1 | ||||||||||||||
Receive | 0.60 | % | TBEA Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | TCL Zhonghuan Renewable Energy Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 226 | (30 | ) | — | (30 | ) | ||||||||||||||||
Receive | 0.60 | % | Tian Di Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 146 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Tianjin Guifaxiang 18th Street Mahua Food Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Tianjin Jinbin Development Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.49 | % | Tianjin Keyvia Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 11 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Tianshui Zhongxing Bio-technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | — | — | — | ||||||||||||||||||
Receive | 0.45 | % | TJK Machinery Tianjin Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 27 | 9 | — | 9 | ||||||||||||||||||
Receive | 0.60 | % | Tongkun Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Tongwei Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 284 | (21 | ) | — | (21 | ) | ||||||||||||||||
Receive | 0.07 | % | Touchstone International Medical Science Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 333 | (6 | ) | — | (6 | ) | ||||||||||||||||
Receive | 0.60 | % | Trina Solar Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 280 | (48 | ) | — | (48 | ) | ||||||||||||||||
Receive | 0.60 | % | Tsingtao Brewery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 24 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | UE Furniture Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 6 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Unigroup Guoxin Microelectronics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 323 | (18 | ) | — | (18 | ) | ||||||||||||||||
Receive | 0.60 | % | Unisplendour Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 95 | (6 | ) | — | (6 | ) | ||||||||||||||||
Receive | 0.60 | % | Universal Scientific Industrial Shanghai Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 20 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Wangsu Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 9 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Wanhua Chemical Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 139 | (10 | ) | — | (10 | ) | ||||||||||||||||
Receive | 0.51 | % | Ways Electron Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 36 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Weichai Power Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 174 | (6 | ) | — | (6 | ) | ||||||||||||||||
Receive | 0.51 | % | Weihai Baihe Biology Technological Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 101 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Wens Foodstuffs Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 49 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Western Mining Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 98 | 5 | — | 5 | ||||||||||||||||||
Receive | 0.50 | % | Wetown Electric Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 26 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Wolong Electric Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 32 | 1 | — | 1 |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.60 | % | Wuchan Zhongda Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 181 | $ | (4 | ) | $ | — | $ | (4 | ) | ||||||||||||
Receive | 0.07 | % | Wuhan Citms Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 11 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Wuhan Sante Cableways Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Wuhan Xingtu Xinke Electronics Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 28 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Wuliangye Yibin Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 547 | (51 | ) | — | (51 | ) | ||||||||||||||||
Receive | 0.60 | % | WuXi AppTec Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 397 | 63 | — | 63 | ||||||||||||||||||
Receive | 0.50 | % | Wuxi Hodgen Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 43 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Wuxi Lead Intelligent Equipment Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 189 | (15 | ) | — | (15 | ) | ||||||||||||||||
Receive | 0.50 | % | Wuxi Lihu Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 112 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.60 | % | XCMG Construction Machinery Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 85 | (3 | ) | — | (3 | ) | ||||||||||||||||
Receive | 0.60 | % | Xiamen C & D, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 16 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Xiamen Faratronic Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 36 | (5 | ) | — | (5 | ) | ||||||||||||||||
Receive | 0.60 | % | Xiamen Jihong Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Yealink Network Technology Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 3 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Youcare Pharmaceutical Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Yunnan Baiyao Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 167 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Yunnan Bowin Technology Industry Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 177 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.60 | % | Yunnan Copper Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 168 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | Yutong Bus Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 17 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 8 | — | — | — | ||||||||||||||||||
Receive | 0.49 | % | Zhejiang Biyi Electric Appliance Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 55 | 2 | — | 2 | ||||||||||||||||||
Receive | 0.07 | % | Zhejiang Cayi Vacuum Container Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 27 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Zhejiang Dahua Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 119 | 9 | — | 9 | ||||||||||||||||||
Receive | 0.07 | % | Zhejiang Dayuan Pumps Industrial Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 52 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.55 | % | Zhejiang Dibay Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 56 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.07 | % | Zhejiang Giuseppe Garment Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 147 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.07 | % | Zhejiang Hisun Biomaterials Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 35 | — | — | — |
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — September 30, 2023 (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 | 0.07 | % | Zhejiang Huilong New Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | $ | 145 | $ | (2 | ) | $ | — | $ | (2 | ) | ||||||||||||
Receive | 0.60 | % | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 584 | (141 | ) | — | (141 | ) | ||||||||||||||||
Receive | 0.07 | % | Zhejiang Linuo Flow Co.ntrol Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 161 | 6 | — | 6 | ||||||||||||||||||
Receive | 0.60 | % | Zhejiang Meorient Co.mmerce & Exhibition, Inc. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 101 | — | — | — | ||||||||||||||||||
Receive | 0.56 | % | Zhejiang Risun Intelligent Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 95 | (2 | ) | — | (2 | ) | ||||||||||||||||
Receive | 0.60 | % | Zhejiang Sanhua Intelligent Co.ntrols Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 108 | 5 | — | 5 | ||||||||||||||||||
Receive | 0.60 | % | Zhejiang Shuanghuan Driveline Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 2 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Zhejiang Walrus New Material Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 87 | — | — | — | ||||||||||||||||||
Receive | 0.07 | % | Zhejiang Youpon Integrated Ceiling Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 18 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Zhengzhou Coal Mining Machinery Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 330 | 10 | — | 10 | ||||||||||||||||||
Receive | 0.07 | % | Zhengzhou Jiean Hi-Tech Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 48 | 1 | — | 1 | ||||||||||||||||||
Receive | 0.55 | % | Zhenhai Petrochemical Engineering Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 115 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Zhongji Innolight Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 257 | (9 | ) | — | (9 | ) | ||||||||||||||||
Receive | 0.60 | % | Zhongjin Gold Corp. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 62 | (1 | ) | — | (1 | ) | ||||||||||||||||
Receive | 0.60 | % | Zhongjing Food Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 1 | — | — | — | ||||||||||||||||||
Receive | 0.48 | % | Zhuhai Comleader Information Science & Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 170 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Zhuhai Huafa Properties Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 105 | (10 | ) | — | (10 | ) | ||||||||||||||||
Receive | 0.60 | % | Zhuzhou CRRC Times Electric Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 69 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | Zijin Mining Group Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 470 | (3 | ) | — | (3 | ) | ||||||||||||||||
Receive | 0.60 | % | Zoomlion Heavy Industry Science and Technology Co. Ltd. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 184 | — | — | — | ||||||||||||||||||
Receive | 0.60 | % | ZTE Corp. A-shares | Morgan Stanley | 2/5/24 | At Maturity | 618 | (83 | ) | — | (83 | ) | ||||||||||||||||
Receive | 0.60 | % | ZWSOFT Co. Ltd. Guangzhou A-shares | Morgan Stanley | 2/5/24 | At Maturity | 32 | (3 | ) | — | (3 | ) | ||||||||||||||||
$ | (1,531 | ) | $ | — | $ | (1,531 | ) | |||||||||||||||||||||
Total swap agreements at value (assets) | $ | 516 | ||||||||||||||||||||||||||
Total swap agreements at value (liabilities) | (2,047 | ) | ||||||||||||||||||||||||||
Net swap agreements at value | $ | (1,531 | ) |
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, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Asset Backed Securities — 0.20% | ||||||||||||||
$ | 15 | Capital One Multi-Asset Execution Trust, Series 2021-A2, Class - A2 | 1.39 | 7/15/30 | $ | 13 | ||||||||
10 | Carvana Auto Receivables Trust, Series 2022-P2, Class - A4, Callable 10/10/27 @ 200.00 | 4.68 | 2/10/28 | 10 | ||||||||||
10 | CNH Equipment Trust, Series 2022-C, Class - A3, Callable 10/15/26 @ 200.00 | 5.15 | 4/17/28 | 10 | ||||||||||
10 | Ford Credit Auto Lease Trust, Series 2023-A, Class - A3, Callable 8/15/25 @ 100.00 | 4.94 | 3/15/26 | 10 | ||||||||||
10 | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class - A3, Callable 10/16/26 @ 100.00 | 4.66 | 2/16/28 | 10 | ||||||||||
20 | Hyundai Auto Receivables Trust, Series 2022-A, Class - A3, Callable 6/15/26 @ 100.00 | 2.22 | 10/15/26 | 19 | ||||||||||
10 | Hyundai Auto Receivables Trust, Series 2022-C, Class - A4, Callable 2/15/27 @ 100.00 | 5.52 | 10/16/28 | 10 | ||||||||||
40 | Synchrony Card Funding LLC, Series 2022-A1, Class - A, Callable 4/15/25 @ 100.00 | 3.37 | 4/15/28 | 38 | ||||||||||
10 | Toyota Auto Receivables Owner Trust, Series 2023-A, Class - A3, Callable 2/15/27 @ 200.00 | 4.63 | 9/15/27 | 10 | ||||||||||
10 | World Omni Auto Receivables Trust, Series 2021-C, Class - A4, Callable 8/15/25 @ 100.00 | 0.64 | 9/15/27 | 9 | ||||||||||
5 | World Omni Auto Receivables Trust, Series 2023-B, Class - A3, Callable 8/15/26 @ 100.00 | 4.66 | 5/15/28 | 5 | ||||||||||
Total Asset Backed Securities | 144 | |||||||||||||
Collateralized Mortgage Obligations — 0.84% | ||||||||||||||
20 | Bank, Series 2019-BN21, Class - A5, Callable 10/15/29 @ 100.00 | 2.85 | 10/17/52 | 17 | ||||||||||
21 | Bank, Series 2017-BNK9, Class - ASB, Callable 12/15/29 @ 100.00 | 3.47 | 11/15/54 | 20 | ||||||||||
25 | Bank, Series 2022-BNK41, Class - A4 | 3.92 | (a) | 4/15/65 | 21 | |||||||||
20 | BBCMS Mortgage Trust, Series 2020-C7, Class - AS, Callable 4/15/30 @ 100.00 | 2.44 | 4/15/53 | 15 | ||||||||||
10 | Benchmark Mortgage Trust, Series 2020-IG1, Class - AS, Callable 1/15/30 @ 100.00 | 2.91 | (a) | 9/15/43 | 7 | |||||||||
10 | Benchmark Mortgage Trust, Series 2019-B9, Class - A5, Callable 2/15/29 @ 100.00 | 4.02 | 3/15/52 | 9 | ||||||||||
17 | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class - A4, Callable 1/10/25 @ 100.00 | 2.88 | 2/10/48 | 17 | ||||||||||
15 | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class - AS, Callable 2/15/30 @ 100.00 | 2.92 | 2/15/53 | 11 | ||||||||||
10 | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class - A4, Callable 12/15/29 @ 100.00 | 3.10 | 12/15/72 | 8 | ||||||||||
25 | COMM Mortgage Trust, Series 2015-LC19, Class - A4, Callable 1/10/27 @ 100.00 | 3.18 | 2/10/48 | 24 | ||||||||||
20 | COMM Mortgage Trust, Series 2015-DC1, Class - A5, Callable 2/10/25 @ 100.00 | 3.35 | 2/10/48 | 19 | ||||||||||
10 | Fannie Mae-ACES, Series 2020-M52, Class - A2 | 1.36 | (a) | 10/25/30 | 8 | |||||||||
20 | Fannie Mae-ACES, Series 2020-M14, Class - A2 | 1.78 | 5/25/30 | 16 | ||||||||||
8 | Fannie Mae-ACES, Series 2015-M8, Class - A2 | 2.90 | (a) | 1/25/25 | 8 | |||||||||
17 | Fannie Mae-ACES, Series 2018-M1, Class - A2 | 3.09 | (a) | 12/25/27 | 16 | |||||||||
16 | Fannie Mae-ACES, Series 2017-M12, Class - A2 | 3.16 | (a) | 6/25/27 | 15 | |||||||||
20 | Fannie Mae-ACES, Series 2019-M5, Class - A2 | 3.27 | 2/25/29 | 18 | ||||||||||
25 | Fannie Mae-ACES, Series 2018-M10, Class - A2 | 3.47 | (a) | 7/25/28 | 23 | |||||||||
20 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K112, Class - A2 | 1.31 | 5/25/30 | 16 | ||||||||||
20 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K1516, Class - A2 | 1.72 | 5/25/35 | 13 | ||||||||||
25 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K126, Class - A2 | 2.07 | 1/25/31 | 20 | ||||||||||
15 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K749, Class - A2 | 2.12 | (a) | 3/25/29 | 13 | |||||||||
10 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K1521, Class - A2 | 2.18 | 8/25/36 | 7 | ||||||||||
25 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K052, Class - A2 | 3.15 | 11/25/25 | 24 | ||||||||||
50 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K091, Class - A2 | 3.51 | 3/25/29 | 47 | ||||||||||
20 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K152, Class - A2 | 3.78 | 11/25/32 | 18 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Collateralized Mortgage Obligations (continued) | ||||||||||||||
$ | 25 | GS Mortgage Securities Trust, Series 2018-GS9, Class - A4, Callable 3/10/28 @ 100.00 | 3.99 | (a) | 3/10/51 | $ | 23 | |||||||
25 | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class - A3, Callable 4/15/27 @ 100.00 | 3.14 | 12/15/49 | 22 | ||||||||||
25 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class - A4, Callable 10/15/26 @ 100.00 | 3.53 | 12/15/47 | 25 | ||||||||||
25 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class - A5, Callable 5/15/27 @ 100.00 | 3.60 | 5/15/50 | 23 | ||||||||||
25 | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class - A4, Callable 7/10/26 @ 100.00 | 3.06 | 10/10/48 | 23 | ||||||||||
20 | Wells Fargo Commercial Mortgage Trust, Series 2022- C62, Class - A4, Callable 4/15/32 @ 100.00 | 4.00 | (a) | 4/15/55 | 17 | |||||||||
25 | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class - A4, Callable 10/15/28 @ 100.00 | 4.44 | 9/15/61 | 23 | ||||||||||
Total Collateralized Mortgage Obligations | 586 | |||||||||||||
U.S. Government Agency Mortgages — 12.50% | ||||||||||||||
21 | Fannie Mae, Pool #MA4236 | 1.50 | 1/1/51 | 15 | ||||||||||
20 | Fannie Mae, Pool #CA7695 | 1.50 | 11/1/50 | 14 | ||||||||||
15 | Fannie Mae, Pool #BQ5781 | 1.50 | 11/1/35 | 13 | ||||||||||
22 | Fannie Mae, Pool #MA4445 | 1.50 | 10/1/41 | 16 | ||||||||||
41 | Fannie Mae, Pool #MA4441 | 1.50 | 10/1/36 | 34 | ||||||||||
20 | Fannie Mae, Pool #MA4122 | 1.50 | 9/1/35 | 17 | ||||||||||
43 | Fannie Mae, Pool #MA4343 | 1.50 | 5/1/51 | 31 | ||||||||||
21 | Fannie Mae, Pool #FS1327 | 1.50 | 6/1/36 | 18 | ||||||||||
16 | Fannie Mae, Pool #MA4205 | 1.50 | 12/1/35 | 14 | ||||||||||
21 | Fannie Mae, Pool #MA4342 | 1.50 | 5/1/41 | 16 | ||||||||||
20 | Fannie Mae, Pool #CA7696 | 1.50 | 11/1/50 | 14 | ||||||||||
21 | Fannie Mae, Pool #MA4280 | 1.50 | 3/1/51 | 15 | ||||||||||
41 | Fannie Mae, Pool #FM6579 | 1.50 | 3/1/51 | 30 | ||||||||||
22 | Fannie Mae, Pool #FS0317 | 2.00 | 2/1/42 | 18 | ||||||||||
26 | Fannie Mae, Pool #FM3755 | 2.00 | 9/1/35 | 22 | ||||||||||
39 | Fannie Mae, Pool #MA4255 | 2.00 | 2/1/51 | 30 | ||||||||||
36 | Fannie Mae, Pool #MA4303 | 2.00 | 4/1/36 | 31 | ||||||||||
41 | Fannie Mae, Pool #MA4305 | 2.00 | 4/1/51 | 31 | ||||||||||
22 | Fannie Mae, Pool #FM9579 | 2.00 | 7/1/51 | 16 | ||||||||||
7 | Fannie Mae, Pool #AS2673 | 2.00 | 5/1/29 | 6 | ||||||||||
42 | Fannie Mae, Pool #FM6448 | 2.00 | 3/1/51 | 32 | ||||||||||
21 | Fannie Mae, Pool #CB0684 | 2.00 | 6/1/51 | 16 | ||||||||||
21 | Fannie Mae, Pool #CB0497 | 2.00 | 5/1/51 | 16 | ||||||||||
43 | Fannie Mae, Pool #CB0325 | 2.00 | 4/1/51 | 33 | ||||||||||
21 | Fannie Mae, Pool #BR0948 | 2.00 | 4/1/51 | 16 | ||||||||||
38 | Fannie Mae, Pool #FM4788 | 2.00 | 11/1/50 | 29 | ||||||||||
21 | Fannie Mae, Pool #MA4474 | 2.00 | 11/1/41 | 17 | ||||||||||
17 | Fannie Mae, Pool #MA4176 | 2.00 | 11/1/40 | 14 | ||||||||||
20 | Fannie Mae, Pool #CA8893 | 2.00 | 2/1/51 | 15 | ||||||||||
18 | Fannie Mae, Pool #CA7224 | 2.00 | 10/1/50 | 14 | ||||||||||
22 | Fannie Mae, Pool #MA4602 | 2.00 | 5/1/37 | 19 | ||||||||||
45 | Fannie Mae, Pool #MA4511 | 2.00 | 1/1/52 | 35 | ||||||||||
23 | Fannie Mae, Pool #FS1621 | 2.00 | 7/1/51 | 17 | ||||||||||
22 | Fannie Mae, Pool #MA4437 | 2.00 | 10/1/51 | 17 | ||||||||||
19 | Fannie Mae, Pool #MA4360 | 2.00 | 6/1/36 | 16 | ||||||||||
22 | Fannie Mae, Pool #BU7103 | 2.00 | 12/1/51 | 17 | ||||||||||
35 | Fannie Mae, Pool #CA9183 | 2.00 | 2/1/36 | 30 | ||||||||||
20 | Fannie Mae, Pool #CA7833 | 2.00 | 11/1/50 | 15 | ||||||||||
44 | Fannie Mae, Pool #FM7411 | 2.00 | 5/1/51 | 34 | ||||||||||
20 | Fannie Mae, Pool #BR4094 | 2.00 | 1/1/51 | 16 | ||||||||||
39 | Fannie Mae, Pool #CA8110 | 2.00 | 12/1/50 | 30 | ||||||||||
14 | Fannie Mae, Pool #FM4039 | 2.00 | 10/1/35 | 12 | ||||||||||
39 | Fannie Mae, Pool #BQ8341 | 2.00 | 12/1/50 | 30 | ||||||||||
23 | Fannie Mae, Pool #FM4969 | 2.00 | 12/1/50 | 18 | ||||||||||
39 | Fannie Mae, Pool #MA4237 | 2.00 | 1/1/51 | 29 | ||||||||||
19 | Fannie Mae, Pool #MA4208 | 2.00 | 12/1/50 | 14 | ||||||||||
22 | Fannie Mae, Pool #BT0240 | 2.00 | 9/1/51 | 17 | ||||||||||
18 | Fannie Mae, Pool #CA7225 | 2.00 | 10/1/50 | 14 | ||||||||||
19 | Fannie Mae, Pool #MA4403 | 2.00 | 8/1/36 | 16 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 30 | Fannie Mae, Pool #MA4128 | 2.00 | 9/1/40 | $ | 25 | ||||||||
21 | Fannie Mae, Pool #BQ9685 | 2.00 | 1/1/51 | 16 | ||||||||||
42 | Fannie Mae, Pool #BR4435 | 2.00 | 4/1/51 | 32 | ||||||||||
21 | Fannie Mae, Pool #FM6559 | 2.00 | 3/1/51 | 16 | ||||||||||
40 | Fannie Mae, Pool #BQ3004 | 2.00 | 10/1/50 | 30 | ||||||||||
20 | Fannie Mae, Pool #CA8687 | 2.00 | 1/1/51 | 15 | ||||||||||
40 | Fannie Mae, Pool #CA8850 | 2.00 | 2/1/51 | 31 | ||||||||||
20 | Fannie Mae, Pool #FM5308 | 2.00 | 12/1/50 | 15 | ||||||||||
38 | Fannie Mae, Pool #BQ7777 | 2.00 | 3/1/36 | 32 | ||||||||||
37 | Fannie Mae, Pool #BP9370 | 2.00 | 7/1/50 | 28 | ||||||||||
18 | Fannie Mae, Pool #MA4182 | 2.00 | 11/1/50 | 14 | ||||||||||
19 | Fannie Mae, Pool #CA8118 | 2.00 | 12/1/50 | 15 | ||||||||||
42 | Fannie Mae, Pool #MA4325 | 2.00 | 5/1/51 | 32 | ||||||||||
40 | Fannie Mae, Pool #MA4281 | 2.00 | 3/1/51 | 30 | ||||||||||
21 | Fannie Mae, Pool #MA4119 | 2.00 | 9/1/50 | 16 | ||||||||||
10 | Fannie Mae, Pool #AS8893 | 2.50 | 2/1/32 | 9 | ||||||||||
23 | Fannie Mae, Pool #BU1451 | 2.50 | 1/1/52 | 18 | ||||||||||
21 | Fannie Mae, Pool #FM8997 | 2.50 | 10/1/51 | 17 | ||||||||||
21 | Fannie Mae, Pool #BU5917 | 2.50 | 12/1/51 | 17 | ||||||||||
14 | Fannie Mae, Pool #BQ0329 | 2.50 | 7/1/50 | 11 | ||||||||||
11 | Fannie Mae, Pool #MA4075 | 2.50 | 7/1/35 | 10 | ||||||||||
7 | Fannie Mae, Pool #MA3990 | 2.50 | 4/1/50 | 6 | ||||||||||
40 | Fannie Mae, Pool #BR7857 | 2.50 | 5/1/51 | 32 | ||||||||||
15 | Fannie Mae, Pool #BP5878 | 2.50 | 6/1/50 | 12 | ||||||||||
17 | Fannie Mae, Pool #CA8131 | 2.50 | 12/1/50 | 14 | ||||||||||
20 | Fannie Mae, Pool #MA4423 | 2.50 | 9/1/41 | 17 | ||||||||||
20 | Fannie Mae, Pool #FM9033 | 2.50 | 10/1/51 | 16 | ||||||||||
20 | Fannie Mae, Pool #FM2881 | 2.50 | 4/1/50 | 16 | ||||||||||
23 | Fannie Mae, Pool #CB1828 | 2.50 | 10/1/51 | 18 | ||||||||||
7 | Fannie Mae, Pool #MA3965 | 2.50 | 3/1/40 | 6 | ||||||||||
16 | Fannie Mae, Pool #MA4256 | 2.50 | 2/1/51 | 13 | ||||||||||
12 | Fannie Mae, Pool #MA4078 | 2.50 | 7/1/50 | 10 | ||||||||||
14 | Fannie Mae, Pool #MA2854 | 2.50 | 12/1/46 | 11 | ||||||||||
22 | Fannie Mae, Pool #FS1340 | 2.50 | 3/1/52 | 18 | ||||||||||
11 | Fannie Mae, Pool #AU6677 | 2.50 | 9/1/28 | 10 | ||||||||||
10 | Fannie Mae, Pool #BD8046 | 2.50 | 9/1/31 | 9 | ||||||||||
5 | Fannie Mae, Pool #MA3154 | 2.50 | 10/1/32 | 5 | ||||||||||
22 | Fannie Mae, Pool #FM9543 | 2.50 | 12/1/51 | 17 | ||||||||||
6 | Fannie Mae, Pool #MA3827 | 2.50 | 11/1/34 | 5 | ||||||||||
22 | Fannie Mae, Pool #CB2868 | 2.50 | 2/1/52 | 17 | ||||||||||
13 | Fannie Mae, Pool #BC9041 | 2.50 | 11/1/31 | 12 | ||||||||||
4 | Fannie Mae, Pool #MA2789 | 2.50 | 10/1/36 | 4 | ||||||||||
15 | Fannie Mae, Pool #MA4183 | 2.50 | 11/1/50 | 12 | ||||||||||
15 | Fannie Mae, Pool #MA4159 | 2.50 | 10/1/50 | 12 | ||||||||||
13 | Fannie Mae, Pool #MA4096 | 2.50 | 8/1/50 | 10 | ||||||||||
14 | Fannie Mae, Pool #AB7391 | 2.50 | 12/1/42 | 11 | ||||||||||
7 | Fannie Mae, Pool #MA1277 | 2.50 | 12/1/27 | 7 | ||||||||||
14 | Fannie Mae, Pool #AP4742 | 2.50 | 8/1/27 | 13 | ||||||||||
12 | Fannie Mae, Pool #BK2588 | 2.50 | 5/1/50 | 10 | ||||||||||
21 | Fannie Mae, Pool #MA4414 | 2.50 | 9/1/51 | 17 | ||||||||||
7 | Fannie Mae, Pool #MA3930 | 2.50 | 2/1/35 | 6 | ||||||||||
23 | Fannie Mae, Pool #FS0235 | 2.50 | 1/1/52 | 19 | ||||||||||
6 | Fannie Mae, Pool #MA3765 | 2.50 | 9/1/49 | 5 | ||||||||||
16 | Fannie Mae, Pool #FM4231 | 2.50 | 9/1/50 | 12 | ||||||||||
23 | Fannie Mae, Pool #FS0547 | 2.50 | 2/1/52 | 18 | ||||||||||
20 | Fannie Mae, Pool #MA4399 | 2.50 | 8/1/51 | 16 | ||||||||||
17 | Fannie Mae, Pool #BQ5110 | 2.50 | 11/1/50 | 14 | ||||||||||
23 | Fannie Mae, Pool #CA6074 | 2.50 | 6/1/50 | 18 | ||||||||||
8 | Fannie Mae, Pool #MA3902 | 2.50 | 1/1/50 | 6 | ||||||||||
21 | Fannie Mae, Pool #CB1131 | 2.50 | 7/1/51 | 16 | ||||||||||
30 | Fannie Mae, Pool #FM4638 | 2.50 | 10/1/50 | 23 | ||||||||||
20 | Fannie Mae, Pool #BO4657 | 2.50 | 11/1/49 | 16 | ||||||||||
22 | Fannie Mae, Pool #FM8745 | 2.50 | 9/1/51 | 17 | ||||||||||
10 | Fannie Mae, Pool #FM3395 | 3.00 | 6/1/50 | 8 | ||||||||||
5 | Fannie Mae, Pool #MA3831 | 3.00 | 11/1/39 | 4 | ||||||||||
6 | Fannie Mae, Pool #AS8074 | 3.00 | 10/1/46 | 5 | ||||||||||
8 | Fannie Mae, Pool #BO6219 | 3.00 | 12/1/49 | 7 | ||||||||||
10 | Fannie Mae, Pool #AL9263 | 3.00 | 10/1/46 | 8 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 6 | Fannie Mae, Pool #BO8947 | 3.00 | 1/1/50 | $ | 5 | ||||||||
9 | Fannie Mae, Pool #BO9169 | 3.00 | 12/1/49 | 8 | ||||||||||
6 | Fannie Mae, Pool #BO2201 | 3.00 | 9/1/49 | 5 | ||||||||||
19 | Fannie Mae, Pool #AQ7920 | 3.00 | 12/1/42 | 16 | ||||||||||
6 | Fannie Mae, Pool #FM1370 | 3.00 | 4/1/46 | 5 | ||||||||||
22 | Fannie Mae, Pool #CB2759 | 3.00 | 2/1/52 | 18 | ||||||||||
17 | Fannie Mae, Pool #MA2246 | 3.00 | 4/1/30 | 15 | ||||||||||
23 | Fannie Mae, Pool #BU1241 | 3.00 | 3/1/52 | 19 | ||||||||||
9 | Fannie Mae, Pool #MA4048 | 3.00 | 6/1/50 | 7 | ||||||||||
9 | Fannie Mae, Pool #BP1932 | 3.00 | 4/1/50 | 8 | ||||||||||
26 | Fannie Mae, Pool #AS8483 | 3.00 | 12/1/46 | 22 | ||||||||||
23 | Fannie Mae, Pool #CB3364 | 3.00 | 4/1/52 | 19 | ||||||||||
11 | Fannie Mae, Pool #AS8276 | 3.00 | 11/1/46 | 9 | ||||||||||
8 | Fannie Mae, Pool #CA5423 | 3.00 | 3/1/50 | 6 | ||||||||||
4 | Fannie Mae, Pool #MA3339 | 3.00 | 4/1/33 | 4 | ||||||||||
28 | Fannie Mae, Pool #AO0752 | 3.00 | 4/1/42 | 24 | ||||||||||
5 | Fannie Mae, Pool #MA3237 | 3.00 | 1/1/48 | 4 | ||||||||||
13 | Fannie Mae, Pool #BC9003 | 3.00 | 11/1/46 | 11 | ||||||||||
27 | Fannie Mae, Pool #AB7099 | 3.00 | 11/1/42 | 23 | ||||||||||
5 | Fannie Mae, Pool #MA3127 | 3.00 | 9/1/37 | 4 | ||||||||||
8 | Fannie Mae, Pool #MA1307 | 3.00 | 1/1/33 | 7 | ||||||||||
4 | Fannie Mae, Pool #FM1585 | 3.00 | 9/1/49 | 3 | ||||||||||
6 | Fannie Mae, Pool #MA3377 | 3.00 | 5/1/48 | 5 | ||||||||||
23 | Fannie Mae, Pool #FS2122 | 3.00 | 3/1/52 | 19 | ||||||||||
5 | Fannie Mae, Pool #AB2047 | 3.00 | 1/1/26 | 4 | ||||||||||
6 | Fannie Mae, Pool #MA3871 | 3.00 | 12/1/49 | 5 | ||||||||||
11 | Fannie Mae, Pool #BP6466 | 3.00 | 7/1/50 | 9 | ||||||||||
9 | Fannie Mae, Pool #BO7242 | 3.00 | 1/1/50 | 8 | ||||||||||
22 | Fannie Mae, Pool #BU8883 | 3.00 | 3/1/52 | 19 | ||||||||||
8 | Fannie Mae, Pool #CA5668 | 3.00 | 5/1/50 | 7 | ||||||||||
6 | Fannie Mae, Pool #MA3890 | 3.00 | 1/1/40 | 5 | ||||||||||
9 | Fannie Mae, Pool #AU3353 | 3.00 | 8/1/43 | 8 | ||||||||||
20 | Fannie Mae, Pool #AB8897 | 3.00 | 4/1/43 | 17 | ||||||||||
8 | Fannie Mae, Pool #MA3897 | 3.00 | 1/1/35 | 7 | ||||||||||
6 | Fannie Mae, Pool #MA2863 | 3.00 | 1/1/47 | 5 | ||||||||||
5 | Fannie Mae, Pool #BN7703 | 3.00 | 8/1/49 | 4 | ||||||||||
4 | Fannie Mae, Pool #MA2523 | 3.00 | 2/1/36 | 4 | ||||||||||
8 | Fannie Mae, Pool #MA3738 | 3.00 | 8/1/34 | 7 | ||||||||||
6 | Fannie Mae, Pool #MA3905 | 3.00 | 1/1/50 | 5 | ||||||||||
6 | Fannie Mae, Pool #MA2897 | 3.00 | 2/1/37 | 6 | ||||||||||
12 | Fannie Mae, Pool #MA3834 | 3.00 | 11/1/49 | 10 | ||||||||||
13 | Fannie Mae, Pool #MA3991 | 3.00 | 4/1/50 | 11 | ||||||||||
22 | Fannie Mae, Pool #CB3172 | 3.00 | 3/1/52 | 18 | ||||||||||
8 | Fannie Mae, Pool #CA5519 | 3.00 | 4/1/50 | 7 | ||||||||||
14 | Fannie Mae, Pool #MA3937 | 3.00 | 2/1/50 | 12 | ||||||||||
7 | Fannie Mae, Pool #AL9996 | 3.00 | 4/1/32 | 7 | ||||||||||
9 | Fannie Mae, Pool #MA4079 | 3.00 | 7/1/50 | 8 | ||||||||||
7 | Fannie Mae, Pool #AZ2936 | 3.00 | 9/1/45 | 6 | ||||||||||
8 | Fannie Mae, Pool #FM4317 | 3.00 | 9/1/50 | 7 | ||||||||||
4 | Fannie Mae, Pool #FM1299 | 3.00 | 7/1/49 | 4 | ||||||||||
4 | Fannie Mae, Pool #MA3774 | 3.00 | 9/1/49 | 4 | ||||||||||
9 | Fannie Mae, Pool #MA3802 | 3.00 | 10/1/49 | 8 | ||||||||||
5 | Fannie Mae, Pool #FM2132 | 3.00 | 1/1/50 | 4 | ||||||||||
6 | Fannie Mae, Pool #BO3192 | 3.00 | 10/1/49 | 5 | ||||||||||
4 | Fannie Mae, Pool #MA3744 | 3.00 | 8/1/49 | 3 | ||||||||||
4 | Fannie Mae, Pool #MA3691 | 3.00 | 7/1/49 | 3 | ||||||||||
13 | Fannie Mae, Pool #BC4764 | 3.00 | 10/1/46 | 11 | ||||||||||
23 | Fannie Mae, Pool #AS0302 | 3.00 | 8/1/43 | 19 | ||||||||||
3 | Fannie Mae, Pool #MA3494 | 3.50 | 10/1/48 | 2 | ||||||||||
8 | Fannie Mae, Pool #BP1947 | 3.50 | 4/1/50 | 7 | ||||||||||
3 | Fannie Mae, Pool #CA4026 | 3.50 | 5/1/49 | 2 | ||||||||||
6 | Fannie Mae, Pool #MA3520 | 3.50 | 11/1/48 | 5 | ||||||||||
13 | Fannie Mae, Pool #MA2125 | 3.50 | 12/1/44 | 12 | ||||||||||
9 | Fannie Mae, Pool #BC2926 | 3.50 | 3/1/46 | 8 | ||||||||||
5 | Fannie Mae, Pool #BK9038 | 3.50 | 10/1/33 | 5 | ||||||||||
8 | Fannie Mae, Pool #MA2706 | 3.50 | 8/1/46 | 7 | ||||||||||
4 | Fannie Mae, Pool #MA3059 | 3.50 | 7/1/37 | 4 | ||||||||||
5 | Fannie Mae, Pool #BC0443 | 3.50 | 12/1/45 | 5 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 3 | Fannie Mae, Pool #MA3597 | 3.50 | 2/1/49 | $ | 2 | ||||||||
9 | Fannie Mae, Pool #MA1980 | 3.50 | 8/1/44 | 8 | ||||||||||
5 | Fannie Mae, Pool #FM1001 | 3.50 | 11/1/48 | 4 | ||||||||||
5 | Fannie Mae, Pool #FM1566 | 3.50 | 11/1/48 | 4 | ||||||||||
46 | Fannie Mae, Pool #MA4600 | 3.50 | 5/1/52 | 40 | ||||||||||
9 | Fannie Mae, Pool #AZ0862 | 3.50 | 7/1/45 | 8 | ||||||||||
3 | Fannie Mae, Pool #MA3637 | 3.50 | 4/1/49 | 2 | ||||||||||
3 | Fannie Mae, Pool #BA1893 | 3.50 | 8/1/45 | 3 | ||||||||||
3 | Fannie Mae, Pool #AS4236 | 3.50 | 1/1/45 | 3 | ||||||||||
3 | Fannie Mae, Pool #BM5485 | 3.50 | 2/1/49 | 2 | ||||||||||
4 | Fannie Mae, Pool #AS6394 | 3.50 | 12/1/45 | 3 | ||||||||||
26 | Fannie Mae, Pool #AQ0546 | 3.50 | 11/1/42 | 23 | ||||||||||
4 | Fannie Mae, Pool #MA3775 | 3.50 | 9/1/49 | 3 | ||||||||||
5 | Fannie Mae, Pool #AL1717 | 3.50 | 5/1/27 | 5 | ||||||||||
6 | Fannie Mae, Pool #AS7491 | 3.50 | 7/1/46 | 5 | ||||||||||
5 | Fannie Mae, Pool #BD5046 | 3.50 | 2/1/47 | 4 | ||||||||||
6 | Fannie Mae, Pool #AS7388 | 3.50 | 6/1/46 | 5 | ||||||||||
5 | Fannie Mae, Pool #BJ3716 | 3.50 | 12/1/47 | 5 | ||||||||||
4 | Fannie Mae, Pool #MA3057 | 3.50 | 7/1/47 | 4 | ||||||||||
9 | Fannie Mae, Pool #BJ4916 | 3.50 | 3/1/48 | 8 | ||||||||||
3 | Fannie Mae, Pool #MA3663 | 3.50 | 5/1/49 | 3 | ||||||||||
5 | Fannie Mae, Pool #ZM4908 | 3.50 | 11/1/47 | 4 | ||||||||||
2 | Fannie Mae, Pool #MA3614 | 3.50 | 3/1/49 | 2 | ||||||||||
5 | Fannie Mae, Pool #BM2000 | 3.50 | 5/1/47 | 5 | ||||||||||
7 | Fannie Mae, Pool #MA3026 | 3.50 | 6/1/47 | 6 | ||||||||||
23 | Fannie Mae, Pool #MA4654 | 3.50 | 7/1/52 | 20 | ||||||||||
10 | Fannie Mae, Pool #BM1568 | 3.50 | 7/1/47 | 9 | ||||||||||
7 | Fannie Mae, Pool #AS0024 | 3.50 | 7/1/43 | 6 | ||||||||||
10 | Fannie Mae, Pool #MA3243 | 3.50 | 1/1/38 | 9 | ||||||||||
12 | Fannie Mae, Pool #AS4771 | 3.50 | 4/1/45 | 10 | ||||||||||
4 | Fannie Mae, Pool #MA3305 | 3.50 | 3/1/48 | 4 | ||||||||||
7 | Fannie Mae, Pool #BC1158 | 3.50 | 2/1/46 | 6 | ||||||||||
4 | Fannie Mae, Pool #MA3148 | 3.50 | 10/1/47 | 4 | ||||||||||
4 | Fannie Mae, Pool #AB2052 | 3.50 | 1/1/26 | 4 | ||||||||||
5 | Fannie Mae, Pool #MA3210 | 3.50 | 12/1/47 | 4 | ||||||||||
4 | Fannie Mae, Pool #MA2522 | 3.50 | 2/1/46 | 3 | ||||||||||
3 | Fannie Mae, Pool #MA3692 | 3.50 | 7/1/49 | 3 | ||||||||||
6 | Fannie Mae, Pool #AS6102 | 3.50 | 11/1/45 | 6 | ||||||||||
4 | Fannie Mae, Pool #MA3835 | 3.50 | 11/1/49 | 4 | ||||||||||
8 | Fannie Mae, Pool #MA3182 | 3.50 | 11/1/47 | 7 | ||||||||||
6 | Fannie Mae, Pool #FM1911 | 3.50 | 7/1/48 | 6 | ||||||||||
3 | Fannie Mae, Pool #FM0020 | 3.50 | 7/1/49 | 3 | ||||||||||
23 | Fannie Mae, Pool #BU8723 | 3.50 | 6/1/52 | 20 | ||||||||||
3 | Fannie Mae, Pool #MA3745 | 3.50 | 8/1/49 | 3 | ||||||||||
5 | Fannie Mae, Pool #MA3906 | 3.50 | 1/1/50 | 4 | ||||||||||
4 | Fannie Mae, Pool #BM4703 | 3.50 | 2/1/48 | 4 | ||||||||||
4 | Fannie Mae, Pool #MA2415 | 4.00 | 10/1/45 | 3 | ||||||||||
5 | Fannie Mae, Pool #AS7558 | 4.00 | 7/1/46 | 4 | ||||||||||
9 | Fannie Mae, Pool #BM1066 | 4.00 | 2/1/47 | 9 | ||||||||||
4 | Fannie Mae, Pool #MA3746 | 4.00 | 8/1/49 | 3 | ||||||||||
3 | Fannie Mae, Pool #BM4991 | 4.00 | 9/1/48 | 3 | ||||||||||
4 | Fannie Mae, Pool #AS7600 | 4.00 | 7/1/46 | 4 | ||||||||||
3 | Fannie Mae, Pool #MA3638 | 4.00 | 4/1/49 | 2 | ||||||||||
7 | Fannie Mae, Pool #MA3121 | 4.00 | 9/1/47 | 7 | ||||||||||
9 | Fannie Mae, Pool #AS3468 | 4.00 | 10/1/44 | 8 | ||||||||||
4 | Fannie Mae, Pool #MA3183 | 4.00 | 11/1/47 | 3 | ||||||||||
4 | Fannie Mae, Pool #MA3277 | 4.00 | 2/1/48 | 3 | ||||||||||
4 | Fannie Mae, Pool #CA0183 | 4.00 | 8/1/47 | 3 | ||||||||||
7 | Fannie Mae, Pool #MA2995 | 4.00 | 5/1/47 | 6 | ||||||||||
6 | Fannie Mae, Pool #BM2002 | 4.00 | 10/1/47 | 6 | ||||||||||
5 | Fannie Mae, Pool #AS9831 | 4.00 | 6/1/47 | 5 | ||||||||||
2 | Fannie Mae, Pool #MA3592 | 4.00 | 2/1/49 | 2 | ||||||||||
5 | Fannie Mae, Pool #AH6242 | 4.00 | 4/1/26 | 5 | ||||||||||
4 | Fannie Mae, Pool #AZ7362 | 4.00 | 11/1/45 | 4 | ||||||||||
3 | Fannie Mae, Pool #BN0334 | 4.00 | 12/1/48 | 3 | ||||||||||
6 | Fannie Mae, Pool #AS9314 | 4.00 | 3/1/47 | 5 | ||||||||||
8 | Fannie Mae, Pool #AS3467 | 4.00 | 10/1/44 | 7 | ||||||||||
3 | Fannie Mae, Pool #AS8532 | 4.00 | 12/1/46 | 3 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 4 | Fannie Mae, Pool #FM1960 | 4.00 | 5/1/49 | $ | 4 | ||||||||
3 | Fannie Mae, Pool #FM1571 | 4.00 | 12/1/48 | 3 | ||||||||||
3 | Fannie Mae, Pool #MA3563 | 4.00 | 1/1/49 | 3 | ||||||||||
3 | Fannie Mae, Pool #BK0920 | 4.00 | 7/1/48 | 3 | ||||||||||
2 | Fannie Mae, Pool #MA3615 | 4.00 | 3/1/49 | 2 | ||||||||||
24 | Fannie Mae, Pool #MA4732 | 4.00 | 9/1/52 | 21 | ||||||||||
4 | Fannie Mae, Pool #BM4306 | 4.00 | 9/1/25 | 4 | ||||||||||
3 | Fannie Mae, Pool #BK0909 | 4.00 | 7/1/48 | 3 | ||||||||||
11 | Fannie Mae, Pool #BK7943 | 4.00 | 11/1/48 | 10 | ||||||||||
3 | Fannie Mae, Pool #FM1415 | 4.00 | 12/1/48 | 3 | ||||||||||
15 | Fannie Mae, Pool #AO2959 | 4.00 | 5/1/42 | 14 | ||||||||||
2 | Fannie Mae, Pool #MA3521 | 4.00 | 11/1/48 | 2 | ||||||||||
5 | Fannie Mae, Pool #BN6677 | 4.00 | 6/1/49 | 4 | ||||||||||
8 | Fannie Mae, Pool #AX0841 | 4.00 | 9/1/44 | 8 | ||||||||||
3 | Fannie Mae, Pool #CA2316 | 4.00 | 7/1/48 | 2 | ||||||||||
5 | Fannie Mae, Pool #MA3804 | 4.00 | 10/1/49 | 5 | ||||||||||
3 | Fannie Mae, Pool #BD7060 | 4.00 | 3/1/47 | 3 | ||||||||||
8 | Fannie Mae, Pool #AS8823 | 4.00 | 2/1/47 | 7 | ||||||||||
3 | Fannie Mae, Pool #FM0021 | 4.00 | 3/1/49 | 3 | ||||||||||
7 | Fannie Mae, Pool #AU8849 | 4.00 | 11/1/43 | 6 | ||||||||||
10 | Fannie Mae, Pool #AS9394 | 4.50 | 4/1/47 | 10 | ||||||||||
2 | Fannie Mae, Pool #BN4309 | 4.50 | 1/1/49 | 2 | ||||||||||
5 | Fannie Mae, Pool #AS2751 | 4.50 | 6/1/44 | 4 | ||||||||||
3 | Fannie Mae, Pool #CA0623 | 4.50 | 10/1/47 | 3 | ||||||||||
45 | Fannie Mae, Pool #BV7928 | 4.50 | 8/1/52 | 42 | ||||||||||
21 | Fannie Mae, Pool #AE0217 | 4.50 | 8/1/40 | 20 | ||||||||||
11 | Fannie Mae, Pool #MA3184 | 4.50 | 11/1/47 | 10 | ||||||||||
4 | Fannie Mae, Pool #CA1711 | 4.50 | 5/1/48 | 3 | ||||||||||
4 | Fannie Mae, Pool #BM3286 | 4.50 | 11/1/47 | 4 | ||||||||||
6 | Fannie Mae, Pool #MA3747 | 4.50 | 8/1/49 | 6 | ||||||||||
3 | Fannie Mae, Pool #BK4850 | 4.50 | 5/1/48 | 3 | ||||||||||
17 | Fannie Mae, Pool #AE0954 | 4.50 | 2/1/41 | 16 | ||||||||||
3 | Fannie Mae, Pool #MA3639 | 4.50 | 4/1/49 | 3 | ||||||||||
2 | Fannie Mae, Pool #BK6328 | 4.50 | 6/1/48 | 2 | ||||||||||
— | Fannie Mae, Pool #930998 | 4.50 | 4/1/29 | — | ||||||||||
2 | Fannie Mae, Pool #MA3537 | 4.50 | 12/1/48 | 2 | ||||||||||
4 | Fannie Mae, Pool #725027 | 5.00 | 11/1/33 | 4 | ||||||||||
25 | Fannie Mae, Pool #MA5071 | 5.00 | 7/1/53 | 23 | ||||||||||
23 | Fannie Mae, Pool #MA4761 | 5.00 | 9/1/52 | 22 | ||||||||||
3 | Fannie Mae, Pool #890603 | 5.00 | 8/1/41 | 3 | ||||||||||
19 | Fannie Mae, Pool #889117 | 5.00 | 10/1/35 | 19 | ||||||||||
4 | Fannie Mae, Pool #BM3904 | 5.00 | 5/1/48 | 4 | ||||||||||
9 | Fannie Mae, Pool #725238 | 5.00 | 3/1/34 | 9 | ||||||||||
24 | Fannie Mae, Pool #MA5072 | 5.50 | 7/1/53 | 24 | ||||||||||
23 | Fannie Mae, Pool #FS3360 | 5.50 | 12/1/52 | 23 | ||||||||||
48 | Fannie Mae, Pool #MA5010 | 5.50 | 5/1/53 | 46 | ||||||||||
4 | Fannie Mae, Pool #890221 | 5.50 | 12/1/33 | 4 | ||||||||||
10 | Fannie Mae, Pool #959451 | 6.00 | 12/1/37 | 10 | ||||||||||
50 | Fannie Mae, 15 YR TBA | 1.50 | 10/25/38 | 42 | ||||||||||
25 | Fannie Mae, 15 YR TBA | 4.50 | 10/25/38 | 24 | ||||||||||
25 | Fannie Mae, 15 YR TBA | 5.00 | 11/25/34 | 24 | ||||||||||
25 | Fannie Mae, 30 YR TBA | 3.50 | 10/25/53 | 21 | ||||||||||
25 | Fannie Mae, 30 YR TBA | 4.00 | 10/25/53 | 22 | ||||||||||
25 | Fannie Mae, 30 YR TBA | 4.50 | 10/25/53 | 23 | ||||||||||
75 | Fannie Mae, 30 YR TBA | 5.00 | 10/25/53 | 70 | ||||||||||
25 | Fannie Mae, 30 YR TBA | 5.50 | 11/25/52 | 24 | ||||||||||
50 | Fannie Mae, 30 YR TBA | 5.50 | 10/25/53 | 47 | ||||||||||
25 | Fannie Mae, 30 YR TBA | 6.00 | 11/25/53 | 25 | ||||||||||
50 | Fannie Mae, 30 YR TBA | 6.00 | 10/25/53 | 48 | ||||||||||
75 | Fannie Mae, 30 YR TBA | 6.50 | 10/25/53 | 74 | ||||||||||
21 | Freddie Mac, Pool #RB5110 | 1.50 | 5/1/41 | 16 | ||||||||||
43 | Freddie Mac, Pool #SD8154 | 1.50 | 7/1/51 | 31 | ||||||||||
42 | Freddie Mac, Pool #QC0962 | 1.50 | 4/1/51 | 30 | ||||||||||
18 | Freddie Mac, Pool #SB8097 | 1.50 | 4/1/36 | 15 | ||||||||||
22 | Freddie Mac, Pool #SB8144 | 1.50 | 3/1/37 | 18 | ||||||||||
17 | Freddie Mac, Pool #SB8088 | 1.50 | 2/1/36 | 14 | ||||||||||
21 | Freddie Mac, Pool #QN9521 | 1.50 | 2/1/37 | 18 | ||||||||||
20 | Freddie Mac, Pool #RB5114 | 2.00 | 6/1/41 | 16 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 21 | Freddie Mac, Pool #SD8079 | 2.00 | 7/1/50 | $ | 16 | ||||||||
22 | Freddie Mac, Pool #SD8098 | 2.00 | 10/1/50 | 16 | ||||||||||
45 | Freddie Mac, Pool #SD8188 | 2.00 | 1/1/52 | 35 | ||||||||||
46 | Freddie Mac, Pool #SD8193 | 2.00 | 2/1/52 | 35 | ||||||||||
21 | Freddie Mac, Pool #RB5121 | 2.00 | 8/1/41 | 17 | ||||||||||
23 | Freddie Mac, Pool #SD8199 | 2.00 | 3/1/52 | 18 | ||||||||||
22 | Freddie Mac, Pool #QC3597 | 2.00 | 6/1/51 | 16 | ||||||||||
38 | Freddie Mac, Pool #SD8113 | 2.00 | 12/1/50 | 29 | ||||||||||
40 | Freddie Mac, Pool #SD7537 | 2.00 | 3/1/51 | 31 | ||||||||||
21 | Freddie Mac, Pool #SD8146 | 2.00 | 5/1/51 | 16 | ||||||||||
18 | Freddie Mac, Pool #RA3205 | 2.00 | 8/1/50 | 14 | ||||||||||
41 | Freddie Mac, Pool #QC0423 | 2.00 | 4/1/51 | 31 | ||||||||||
42 | Freddie Mac, Pool #QC1333 | 2.00 | 5/1/51 | 32 | ||||||||||
39 | Freddie Mac, Pool #SD8128 | 2.00 | 2/1/51 | 30 | ||||||||||
22 | Freddie Mac, Pool #QC7473 | 2.00 | 9/1/51 | 17 | ||||||||||
45 | Freddie Mac, Pool #QD1254 | 2.00 | 11/1/51 | 35 | ||||||||||
40 | Freddie Mac, Pool #SB8128 | 2.00 | 11/1/36 | 34 | ||||||||||
40 | Freddie Mac, Pool #QB7708 | 2.00 | 1/1/51 | 30 | ||||||||||
19 | Freddie Mac, Pool #QB3926 | 2.00 | 10/1/50 | 14 | ||||||||||
16 | Freddie Mac, Pool #RC1727 | 2.00 | 12/1/35 | 14 | ||||||||||
42 | Freddie Mac, Pool #QB6893 | 2.00 | 12/1/50 | 32 | ||||||||||
43 | Freddie Mac, Pool #QC3697 | 2.00 | 6/1/51 | 32 | ||||||||||
43 | Freddie Mac, Pool #SD8160 | 2.00 | 8/1/51 | 33 | ||||||||||
31 | Freddie Mac, Pool #SB8079 | 2.00 | 12/1/35 | 27 | ||||||||||
13 | Freddie Mac, Pool #SB8061 | 2.00 | 9/1/35 | 11 | ||||||||||
23 | Freddie Mac, Pool #QD5748 | 2.00 | 2/1/52 | 17 | ||||||||||
19 | Freddie Mac, Pool #SD8121 | 2.00 | 1/1/51 | 15 | ||||||||||
45 | Freddie Mac, Pool #SD8177 | 2.00 | 11/1/51 | 34 | ||||||||||
18 | Freddie Mac, Pool #RB5095 | 2.00 | 1/1/41 | 15 | ||||||||||
22 | Freddie Mac, Pool #RA5155 | 2.00 | 5/1/51 | 17 | ||||||||||
19 | Freddie Mac, Pool #SB8115 | 2.00 | 8/1/36 | 16 | ||||||||||
18 | Freddie Mac, Pool #RA3575 | 2.00 | 9/1/50 | 14 | ||||||||||
19 | Freddie Mac, Pool #SB8510 | 2.00 | 2/1/36 | 16 | ||||||||||
21 | Freddie Mac, Pool #RA5040 | 2.00 | 4/1/51 | 16 | ||||||||||
18 | Freddie Mac, Pool #SB8107 | 2.00 | 6/1/36 | 16 | ||||||||||
21 | Freddie Mac, Pool #RA5257 | 2.00 | 5/1/51 | 16 | ||||||||||
20 | Freddie Mac, Pool #RA4214 | 2.00 | 12/1/50 | 15 | ||||||||||
21 | Freddie Mac, Pool #RA3328 | 2.00 | 8/1/50 | 16 | ||||||||||
22 | Freddie Mac, Pool #SD8172 | 2.00 | 10/1/51 | 17 | ||||||||||
21 | Freddie Mac, Pool #QC7457 | 2.50 | 9/1/51 | 17 | ||||||||||
7 | Freddie Mac, Pool #ZS8692 | 2.50 | 4/1/33 | 6 | ||||||||||
21 | Freddie Mac, Pool #SD8167 | 2.50 | 9/1/51 | 17 | ||||||||||
15 | Freddie Mac, Pool #ZS4687 | 2.50 | 11/1/46 | 12 | ||||||||||
32 | Freddie Mac, Pool #RA2643 | 2.50 | 6/1/50 | 25 | ||||||||||
14 | Freddie Mac, Pool #RA2897 | 2.50 | 6/1/50 | 12 | ||||||||||
27 | Freddie Mac, Pool #SB8045 | 2.50 | 5/1/35 | 24 | ||||||||||
21 | Freddie Mac, Pool #SB0301 | 2.50 | 4/1/35 | 19 | ||||||||||
20 | Freddie Mac, Pool #RA3528 | 2.50 | 9/1/50 | 16 | ||||||||||
41 | Freddie Mac, Pool #RA5832 | 2.50 | 9/1/51 | 33 | ||||||||||
5 | Freddie Mac, Pool #G18687 | 2.50 | 5/1/33 | 5 | ||||||||||
20 | Freddie Mac, Pool #RA5286 | 2.50 | 5/1/51 | 16 | ||||||||||
44 | Freddie Mac, Pool #SD8183 | 2.50 | 12/1/51 | 35 | ||||||||||
45 | Freddie Mac, Pool #SD8194 | 2.50 | 2/1/52 | 36 | ||||||||||
7 | Freddie Mac, Pool #G07445 | 2.50 | 7/1/43 | 6 | ||||||||||
22 | Freddie Mac, Pool #RA6019 | 2.50 | 10/1/51 | 17 | ||||||||||
23 | Freddie Mac, Pool #SD8205 | 2.50 | 4/1/52 | 18 | ||||||||||
20 | Freddie Mac, Pool #QC2031 | 2.50 | 5/1/51 | 16 | ||||||||||
31 | Freddie Mac, Pool #RA2634 | 2.50 | 5/1/50 | 24 | ||||||||||
22 | Freddie Mac, Pool #RA6621 | 2.50 | 1/1/52 | 18 | ||||||||||
20 | Freddie Mac, Pool #SD8151 | 2.50 | 6/1/51 | 16 | ||||||||||
22 | Freddie Mac, Pool #RA6815 | 2.50 | 2/1/52 | 17 | ||||||||||
11 | Freddie Mac, Pool #G18470 | 2.50 | 6/1/28 | 10 | ||||||||||
23 | Freddie Mac, Pool #RA6136 | 2.50 | 10/1/51 | 18 | ||||||||||
14 | Freddie Mac, Pool #SD8099 | 2.50 | 10/1/50 | 12 | ||||||||||
16 | Freddie Mac, Pool #QB3703 | 2.50 | 9/1/50 | 12 | ||||||||||
11 | Freddie Mac, Pool #G18485 | 2.50 | 10/1/28 | 10 | ||||||||||
16 | Freddie Mac, Pool #SD8129 | 2.50 | 2/1/51 | 13 | ||||||||||
22 | Freddie Mac, Pool #RA5802 | 2.50 | 9/1/51 | 18 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 7 | Freddie Mac, Pool #RB5043 | 2.50 | 4/1/40 | $ | 6 | ||||||||
17 | Freddie Mac, Pool #RA4527 | 2.50 | 2/1/51 | 13 | ||||||||||
13 | Freddie Mac, Pool #RA2595 | 2.50 | 5/1/50 | 10 | ||||||||||
15 | Freddie Mac, Pool #QB3287 | 2.50 | 8/1/50 | 12 | ||||||||||
31 | Freddie Mac, Pool #SD8114 | 2.50 | 12/1/50 | 25 | ||||||||||
38 | Freddie Mac, Pool #SD8141 | 2.50 | 4/1/51 | 30 | ||||||||||
21 | Freddie Mac, Pool #SD8021 | 2.50 | 9/1/49 | 17 | ||||||||||
11 | Freddie Mac, Pool #RB5054 | 2.50 | 6/1/40 | 9 | ||||||||||
45 | Freddie Mac, Pool #SD1011 | 2.50 | 4/1/52 | 36 | ||||||||||
22 | Freddie Mac, Pool #SD8189 | 2.50 | 1/1/52 | 18 | ||||||||||
16 | Freddie Mac, Pool #SD8122 | 2.50 | 1/1/51 | 13 | ||||||||||
23 | Freddie Mac, Pool #QE2352 | 2.50 | 5/1/52 | 19 | ||||||||||
19 | Freddie Mac, Pool #SD8147 | 2.50 | 5/1/51 | 15 | ||||||||||
45 | Freddie Mac, Pool #RA6493 | 2.50 | 12/1/51 | 36 | ||||||||||
13 | Freddie Mac, Pool #SD8083 | 2.50 | 8/1/50 | 10 | ||||||||||
6 | Freddie Mac, Pool #J36428 | 3.00 | 2/1/32 | 6 | ||||||||||
12 | Freddie Mac, Pool #G08737 | 3.00 | 12/1/46 | 10 | ||||||||||
4 | Freddie Mac, Pool #G18601 | 3.00 | 5/1/31 | 4 | ||||||||||
7 | Freddie Mac, Pool #G61680 | 3.00 | 4/1/47 | 6 | ||||||||||
3 | Freddie Mac, Pool #G18518 | 3.00 | 7/1/29 | 3 | ||||||||||
22 | Freddie Mac, Pool #QD9881 | 3.00 | 3/1/52 | 18 | ||||||||||
5 | Freddie Mac, Pool #ZS4688 | 3.00 | 11/1/46 | 5 | ||||||||||
5 | Freddie Mac, Pool #QA1033 | 3.00 | 7/1/49 | 4 | ||||||||||
7 | Freddie Mac, Pool #SB8046 | 3.00 | 5/1/35 | 7 | ||||||||||
9 | Freddie Mac, Pool #SD8074 | 3.00 | 7/1/50 | 8 | ||||||||||
14 | Freddie Mac, Pool #ZA2304 | 3.00 | 6/1/33 | 13 | ||||||||||
24 | Freddie Mac, Pool #ZS4511 | 3.00 | 3/1/43 | 20 | ||||||||||
12 | Freddie Mac, Pool #SD8030 | 3.00 | 12/1/49 | 10 | ||||||||||
8 | Freddie Mac, Pool #G15145 | 3.00 | 7/1/29 | 7 | ||||||||||
34 | Freddie Mac, Pool #ZS4522 | 3.00 | 7/1/43 | 29 | ||||||||||
6 | Freddie Mac, Pool #ZM2089 | 3.00 | 11/1/46 | 5 | ||||||||||
8 | Freddie Mac, Pool #QA8065 | 3.00 | 3/1/50 | 7 | ||||||||||
10 | Freddie Mac, Pool #ZS4658 | 3.00 | 4/1/46 | 9 | ||||||||||
15 | Freddie Mac, Pool #ZS4606 | 3.00 | 3/1/45 | 13 | ||||||||||
39 | Freddie Mac, Pool #SD8174 | 3.00 | 10/1/51 | 32 | ||||||||||
14 | Freddie Mac, Pool #ZS4706 | 3.00 | 3/1/47 | 12 | ||||||||||
16 | Freddie Mac, Pool #G60989 | 3.00 | 12/1/46 | 14 | ||||||||||
7 | Freddie Mac, Pool #SD8056 | 3.00 | 4/1/50 | 5 | ||||||||||
5 | Freddie Mac, Pool #G08803 | 3.00 | 3/1/48 | 4 | ||||||||||
4 | Freddie Mac, Pool #G08635 | 3.00 | 4/1/45 | 4 | ||||||||||
13 | Freddie Mac, Pool #QB1382 | 3.00 | 7/1/50 | 11 | ||||||||||
10 | Freddie Mac, Pool #G18663 | 3.00 | 10/1/32 | 9 | ||||||||||
10 | Freddie Mac, Pool #QA9049 | 3.00 | 4/1/50 | 8 | ||||||||||
7 | Freddie Mac, Pool #ZS4651 | 3.50 | 3/1/46 | 6 | ||||||||||
6 | Freddie Mac, Pool #Q43933 | 3.50 | 10/1/46 | 5 | ||||||||||
23 | Freddie Mac, Pool #SD8038 | 3.50 | 1/1/50 | 20 | ||||||||||
4 | Freddie Mac, Pool #ZS4659 | 3.50 | 4/1/46 | 3 | ||||||||||
15 | Freddie Mac, Pool #G08636 | 3.50 | 4/1/45 | 13 | ||||||||||
8 | Freddie Mac, Pool #SB8007 | 3.50 | 9/1/34 | 7 | ||||||||||
2 | Freddie Mac, Pool #J14069 | 3.50 | 1/1/26 | 2 | ||||||||||
5 | Freddie Mac, Pool #V83453 | 3.50 | 10/1/47 | 4 | ||||||||||
7 | Freddie Mac, Pool #G08784 | 3.50 | 10/1/47 | 6 | ||||||||||
8 | Freddie Mac, Pool #G61148 | 3.50 | 9/1/47 | 7 | ||||||||||
17 | Freddie Mac, Pool #G08554 | 3.50 | 10/1/43 | 15 | ||||||||||
7 | Freddie Mac, Pool #G08761 | 3.50 | 5/1/47 | 6 | ||||||||||
6 | Freddie Mac, Pool #SD8011 | 3.50 | 9/1/49 | 5 | ||||||||||
5 | Freddie Mac, Pool #G08620 | 3.50 | 12/1/44 | 4 | ||||||||||
7 | Freddie Mac, Pool #G08687 | 3.50 | 1/1/46 | 6 | ||||||||||
4 | Freddie Mac, Pool #ZS4713 | 3.50 | 4/1/47 | 3 | ||||||||||
3 | Freddie Mac, Pool #Q57871 | 3.50 | 8/1/48 | 3 | ||||||||||
4 | Freddie Mac, Pool #ZA5052 | 3.50 | 11/1/47 | 4 | ||||||||||
11 | Freddie Mac, Pool #ZS4618 | 3.50 | 6/1/45 | 10 | ||||||||||
3 | Freddie Mac, Pool #ZS4771 | 3.50 | 6/1/48 | 3 | ||||||||||
7 | Freddie Mac, Pool #G08698 | 3.50 | 3/1/46 | 6 | ||||||||||
4 | Freddie Mac, Pool #ZS4599 | 3.50 | 1/1/45 | 3 | ||||||||||
14 | Freddie Mac, Pool #ZS4642 | 3.50 | 12/1/45 | 12 | ||||||||||
4 | Freddie Mac, Pool #SD8001 | 3.50 | 7/1/49 | 3 | ||||||||||
8 | Freddie Mac, Pool #RA2469 | 3.50 | 4/1/50 | 7 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 8 | Freddie Mac, Pool #RA1508 | 3.50 | 10/1/49 | $ | 7 | ||||||||
6 | Freddie Mac, Pool #J30284 | 3.50 | 11/1/29 | 5 | ||||||||||
3 | Freddie Mac, Pool #G08627 | 3.50 | 2/1/45 | 3 | ||||||||||
23 | Freddie Mac, Pool #SD8214 | 3.50 | 5/1/52 | 20 | ||||||||||
3 | Freddie Mac, Pool #G08770 | 3.50 | 7/1/47 | 3 | ||||||||||
4 | Freddie Mac, Pool #G08801 | 4.00 | 2/1/48 | 4 | ||||||||||
7 | Freddie Mac, Pool #G08775 | 4.00 | 8/1/47 | 6 | ||||||||||
5 | Freddie Mac, Pool #C91395 | 4.00 | 9/1/31 | 5 | ||||||||||
5 | Freddie Mac, Pool #SD0290 | 4.00 | 4/1/50 | 4 | ||||||||||
3 | Freddie Mac, Pool #ZT2106 | 4.00 | 3/1/49 | 3 | ||||||||||
24 | Freddie Mac, Pool #QE5462 | 4.00 | 7/1/52 | 21 | ||||||||||
7 | Freddie Mac, Pool #SD8070 | 4.00 | 6/1/50 | 7 | ||||||||||
12 | Freddie Mac, Pool #G08637 | 4.00 | 4/1/45 | 11 | ||||||||||
7 | Freddie Mac, Pool #ZA4988 | 4.00 | 8/1/47 | 6 | ||||||||||
7 | Freddie Mac, Pool #ZS4708 | 4.00 | 3/1/47 | 6 | ||||||||||
9 | Freddie Mac, Pool #G08567 | 4.00 | 1/1/44 | 8 | ||||||||||
4 | Freddie Mac, Pool #G08771 | 4.00 | 7/1/47 | 4 | ||||||||||
5 | Freddie Mac, Pool #ZT1320 | 4.00 | 11/1/48 | 4 | ||||||||||
9 | Freddie Mac, Pool #A96286 | 4.00 | 1/1/41 | 8 | ||||||||||
47 | Freddie Mac, Pool #SD8244 | 4.00 | 9/1/52 | 42 | ||||||||||
2 | Freddie Mac, Pool #ZA6946 | 4.00 | 5/1/49 | 2 | ||||||||||
3 | Freddie Mac, Pool #ZT1840 | 4.00 | 9/1/48 | 2 | ||||||||||
10 | Freddie Mac, Pool #G08606 | 4.00 | 9/1/44 | 9 | ||||||||||
14 | Freddie Mac, Pool #ZL7781 | 4.00 | 2/1/44 | 13 | ||||||||||
8 | Freddie Mac, Pool #ZS4631 | 4.00 | 9/1/45 | 7 | ||||||||||
48 | Freddie Mac, Pool #SD8286 | 4.00 | 1/1/53 | 43 | ||||||||||
7 | Freddie Mac, Pool #Q58680 | 4.00 | 9/1/48 | 6 | ||||||||||
24 | Freddie Mac, Pool #SD8266 | 4.50 | 11/1/52 | 22 | ||||||||||
25 | Freddie Mac, Pool #SD8340 | 4.50 | 7/1/53 | 23 | ||||||||||
48 | Freddie Mac, Pool #SD8306 | 4.50 | 3/1/53 | 44 | ||||||||||
4 | Freddie Mac, Pool #G08781 | 4.50 | 9/1/47 | 3 | ||||||||||
17 | Freddie Mac, Pool #A97692 | 4.50 | 3/1/41 | 16 | ||||||||||
13 | Freddie Mac, Pool #G01890 | 4.50 | 10/1/35 | 12 | ||||||||||
5 | Freddie Mac, Pool #Q58217 | 4.50 | 9/1/48 | 4 | ||||||||||
4 | Freddie Mac, Pool #C09059 | 4.50 | 3/1/44 | 4 | ||||||||||
5 | Freddie Mac, Pool #Q52321 | 4.50 | 11/1/47 | 5 | ||||||||||
3 | Freddie Mac, Pool #ZS4774 | 4.50 | 5/1/48 | 3 | ||||||||||
23 | Freddie Mac, Pool #SD8245 | 4.50 | 9/1/52 | 21 | ||||||||||
49 | Freddie Mac, Pool #SD8341 | 5.00 | 7/1/53 | 45 | ||||||||||
24 | Freddie Mac, Pool #SD8288 | 5.00 | 1/1/53 | 23 | ||||||||||
24 | Freddie Mac, Pool #SD8323 | 5.00 | 5/1/53 | 23 | ||||||||||
3 | Freddie Mac, Pool #G08838 | 5.00 | 9/1/48 | 3 | ||||||||||
8 | Freddie Mac, Pool #G04817 | 5.00 | 9/1/38 | 8 | ||||||||||
7 | Freddie Mac, Pool #ZT1779 | 5.00 | 3/1/49 | 6 | ||||||||||
8 | Freddie Mac, Pool #G01962 | 5.00 | 12/1/35 | 8 | ||||||||||
9 | Freddie Mac, Pool #G05904 | 5.00 | 9/1/39 | 9 | ||||||||||
24 | Freddie Mac, Pool #SD8331 | 5.50 | 6/1/53 | 23 | ||||||||||
13 | Freddie Mac, Pool #G01665 | 5.50 | 3/1/34 | 13 | ||||||||||
24 | Freddie Mac, Pool #SD8300 | 5.50 | 2/1/53 | 23 | ||||||||||
24 | Freddie Mac, Pool #SD8342 | 5.50 | 7/1/53 | 24 | ||||||||||
9 | Freddie Mac, Pool #G02794 | 6.00 | 5/1/37 | 9 | ||||||||||
25 | Freddie Mac, Pool #SD8350 | 6.00 | 8/1/53 | 24 | ||||||||||
24 | Freddie Mac, Pool #SD8325 | 6.00 | 5/1/53 | 24 | ||||||||||
1 | Freddie Mac, Pool #C90989 | 6.00 | 9/1/26 | 1 | ||||||||||
21 | Government National Mortgage Association, Pool #MA7588 | 2.00 | 9/20/51 | 17 | ||||||||||
40 | Government National Mortgage Association, Pool #MA7471 | 2.00 | 7/20/51 | 32 | ||||||||||
19 | Government National Mortgage Association, Pool #MA7366 | 2.00 | 5/20/51 | 15 | ||||||||||
22 | Government National Mortgage Association, Pool #MA7766 | 2.00 | 12/20/51 | 17 | ||||||||||
22 | Government National Mortgage Association, Pool #MA7826 | 2.00 | 1/20/52 | 18 | ||||||||||
43 | Government National Mortgage Association, Pool #MA7704 | 2.00 | 11/20/51 | 34 | ||||||||||
37 | Government National Mortgage Association, Pool #MA7254 | 2.00 | 3/20/51 | 29 | ||||||||||
18 | Government National Mortgage Association, Pool #MA7051 | 2.00 | 12/20/50 | 14 | ||||||||||
34 | Government National Mortgage Association, Pool #MA6930 | 2.00 | 10/20/50 | 27 | ||||||||||
23 | Government National Mortgage Association, Pool #MA8041 | 2.00 | 5/20/52 | 18 | ||||||||||
22 | Government National Mortgage Association, Pool #MA7880 | 2.00 | 2/20/52 | 18 | ||||||||||
23 | Government National Mortgage Association, Pool #MA7935 | 2.00 | 3/20/52 | 18 | ||||||||||
20 | Government National Mortgage Association, Pool #MA7417 | 2.00 | 6/20/51 | 15 | ||||||||||
19 | Government National Mortgage Association, Pool #MA7311 | 2.00 | 4/20/51 | 15 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 21 | Government National Mortgage Association, Pool #MA6994 | 2.00 | 11/20/50 | $ | 16 | ||||||||
33 | Government National Mortgage Association, Pool #MA6864 | 2.00 | 9/20/50 | 26 | ||||||||||
18 | Government National Mortgage Association, Pool #MA7135 | 2.00 | 1/20/51 | 14 | ||||||||||
23 | Government National Mortgage Association, Pool #MA7986 | 2.00 | 4/20/52 | 18 | ||||||||||
34 | Government National Mortgage Association, Pool #MA7255 | 2.50 | 3/20/51 | 28 | ||||||||||
14 | Government National Mortgage Association, Pool #MA6995 | 2.50 | 11/20/50 | 11 | ||||||||||
14 | Government National Mortgage Association, Pool #MA6931 | 2.50 | 10/20/50 | 11 | ||||||||||
32 | Government National Mortgage Association, Pool #MA7193 | 2.50 | 2/20/51 | 26 | ||||||||||
24 | Government National Mortgage Association, Pool #MA6819 | 2.50 | 8/20/50 | 20 | ||||||||||
7 | Government National Mortgage Association, Pool #MA6540 | 2.50 | 3/20/50 | 6 | ||||||||||
40 | Government National Mortgage Association, Pool #MA7472 | 2.50 | 7/20/51 | 33 | ||||||||||
43 | Government National Mortgage Association, Pool #MA7767 | 2.50 | 12/20/51 | 35 | ||||||||||
18 | Government National Mortgage Association, Pool #MA7136 | 2.50 | 1/20/51 | 15 | ||||||||||
43 | Government National Mortgage Association, Pool #MA6709 | 2.50 | 6/20/50 | 35 | ||||||||||
18 | Government National Mortgage Association, Pool #MA7312 | 2.50 | 4/20/51 | 15 | ||||||||||
10 | Government National Mortgage Association, Pool #MA6655 | 2.50 | 5/20/50 | 8 | ||||||||||
22 | Government National Mortgage Association, Pool #MA7936 | 2.50 | 3/20/52 | 18 | ||||||||||
19 | Government National Mortgage Association, Pool #MA7418 | 2.50 | 6/20/51 | 16 | ||||||||||
34 | Government National Mortgage Association, Pool #MA6865 | 2.50 | 9/20/50 | 28 | ||||||||||
5 | Government National Mortgage Association, Pool #MA4355 | 2.50 | 4/20/32 | 5 | ||||||||||
2 | Government National Mortgage Association, Pool #AA8341 | 2.50 | 2/15/28 | 2 | ||||||||||
21 | Government National Mortgage Association, Pool #MA7589 | 2.50 | 9/20/51 | 17 | ||||||||||
23 | Government National Mortgage Association, Pool #MA8042 | 2.50 | 5/20/52 | 19 | ||||||||||
41 | Government National Mortgage Association, Pool #MA7534 | 2.50 | 8/20/51 | 33 | ||||||||||
4 | Government National Mortgage Association, Pool #MA1155 | 2.50 | 7/20/43 | 4 | ||||||||||
42 | Government National Mortgage Association, Pool #MA7649 | 2.50 | 10/20/51 | 35 | ||||||||||
23 | Government National Mortgage Association, Pool #MA8098 | 3.00 | 6/20/52 | 20 | ||||||||||
6 | Government National Mortgage Association, Pool #MA6283 | 3.00 | 11/20/49 | 5 | ||||||||||
8 | Government National Mortgage Association, Pool #MA4836 | 3.00 | 11/20/47 | 7 | ||||||||||
5 | Government National Mortgage Association, Pool #MA4068 | 3.00 | 11/20/46 | 5 | ||||||||||
6 | Government National Mortgage Association, Pool #MA6089 | 3.00 | 8/20/49 | 5 | ||||||||||
8 | Government National Mortgage Association, Pool #MA4195 | 3.00 | 1/20/47 | 6 | ||||||||||
9 | Government National Mortgage Association, Pool #MA3936 | 3.00 | 9/20/46 | 7 | ||||||||||
9 | Government National Mortgage Association, Pool #MA6710 | 3.00 | 6/20/50 | 7 | ||||||||||
18 | Government National Mortgage Association, Pool #MA6766 | 3.00 | 7/20/50 | 16 | ||||||||||
5 | Government National Mortgage Association, Pool #MA3873 | 3.00 | 8/20/46 | 4 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5815 | 3.00 | 3/20/49 | 4 | ||||||||||
7 | Government National Mortgage Association, Pool #MA6599 | 3.00 | 4/20/50 | 6 | ||||||||||
8 | Government National Mortgage Association, Pool #MA3662 | 3.00 | 5/20/46 | 7 | ||||||||||
17 | Government National Mortgage Association, Pool #MA6656 | 3.00 | 5/20/50 | 14 | ||||||||||
12 | Government National Mortgage Association, Pool #MA6474 | 3.00 | 2/20/50 | 10 | ||||||||||
10 | Government National Mortgage Association, Pool #MA4320 | 3.00 | 3/20/47 | 8 | ||||||||||
12 | Government National Mortgage Association, Pool #MA5018 | 3.00 | 2/20/48 | 11 | ||||||||||
5 | Government National Mortgage Association, Pool #MA4261 | 3.00 | 2/20/47 | 4 | ||||||||||
8 | Government National Mortgage Association, Pool #MA3802 | 3.00 | 7/20/46 | 7 | ||||||||||
7 | Government National Mortgage Association, Pool #MA3243 | 3.00 | 11/20/45 | 6 | ||||||||||
7 | Government National Mortgage Association, Pool #MA4126 | 3.00 | 12/20/46 | 6 | ||||||||||
10 | Government National Mortgage Association, Pool #MA3735 | 3.00 | 6/20/46 | 9 | ||||||||||
14 | Government National Mortgage Association, Pool #MA4899 | 3.00 | 12/20/47 | 12 | ||||||||||
12 | Government National Mortgage Association, Pool #MA4003 | 3.00 | 10/20/46 | 11 | ||||||||||
21 | Government National Mortgage Association, Pool #MA6218 | 3.00 | 10/20/49 | 18 | ||||||||||
7 | Government National Mortgage Association, Pool #MA2960 | 3.00 | 7/20/45 | 6 | ||||||||||
15 | Government National Mortgage Association, Pool #MA1011 | 3.00 | 5/20/43 | 13 | ||||||||||
8 | Government National Mortgage Association, Pool #AA5897 | 3.00 | 12/15/42 | 7 | ||||||||||
15 | Government National Mortgage Association, Pool #MA0851 | 3.00 | 3/20/43 | 13 | ||||||||||
6 | Government National Mortgage Association, Pool #MA6338 | 3.00 | 12/20/49 | 5 | ||||||||||
6 | Government National Mortgage Association, Pool #MA6409 | 3.00 | 1/20/50 | 5 | ||||||||||
5 | Government National Mortgage Association, Pool #MA0205 | 3.00 | 7/20/27 | 4 | ||||||||||
22 | Government National Mortgage Association, Pool #MA7828 | 3.00 | 1/20/52 | 18 | ||||||||||
11 | Government National Mortgage Association, Pool #MA3375 | 3.00 | 1/20/46 | 9 | ||||||||||
3 | Government National Mortgage Association, Pool #MA3596 | 3.00 | 4/20/46 | 3 | ||||||||||
10 | Government National Mortgage Association, Pool #MA6820 | 3.00 | 8/20/50 | 9 | ||||||||||
10 | Government National Mortgage Association, Pool #MA2520 | 3.00 | 1/20/45 | 9 | ||||||||||
8 | Government National Mortgage Association, Pool #MA4321 | 3.50 | 3/20/47 | 7 | ||||||||||
16 | Government National Mortgage Association, Pool #MA1157 | 3.50 | 7/20/43 | 15 | ||||||||||
4 | Government National Mortgage Association, Pool #AB9211 | 3.50 | 11/15/42 | 3 | ||||||||||
7 | Government National Mortgage Association, Pool #MA3105 | 3.50 | 9/20/45 | 6 | ||||||||||
8 | Government National Mortgage Association, Pool #MA2223 | 3.50 | 9/20/44 | 7 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 6 | Government National Mortgage Association, Pool #MA5019 | 3.50 | 2/20/48 | $ | 5 | ||||||||
7 | Government National Mortgage Association, Pool #MA4586 | 3.50 | 7/20/47 | 6 | ||||||||||
8 | Government National Mortgage Association, Pool #MA4510 | 3.50 | 6/20/47 | 7 | ||||||||||
8 | Government National Mortgage Association, Pool #MA4652 | 3.50 | 8/20/47 | 7 | ||||||||||
23 | Government National Mortgage Association, Pool #MA8199 | 3.50 | 8/20/52 | 20 | ||||||||||
4 | Government National Mortgage Association, Pool #MA3454 | 3.50 | 2/20/46 | 3 | ||||||||||
7 | Government National Mortgage Association, Pool #MA3376 | 3.50 | 1/20/46 | 6 | ||||||||||
7 | Government National Mortgage Association, Pool #MA3597 | 3.50 | 4/20/46 | 6 | ||||||||||
10 | Government National Mortgage Association, Pool #MA3173 | 3.50 | 10/20/45 | 9 | ||||||||||
8 | Government National Mortgage Association, Pool #MA4382 | 3.50 | 4/20/47 | 7 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5762 | 3.50 | 2/20/49 | 3 | ||||||||||
6 | Government National Mortgage Association, Pool #MA5875 | 3.50 | 4/20/49 | 6 | ||||||||||
5 | Government National Mortgage Association, Pool #MA5191 | 3.50 | 5/20/48 | 4 | ||||||||||
8 | Government National Mortgage Association, Pool #MA3874 | 3.50 | 8/20/46 | 7 | ||||||||||
7 | Government National Mortgage Association, Pool #MA3803 | 3.50 | 7/20/46 | 6 | ||||||||||
4 | Government National Mortgage Association, Pool #MA1574 | 3.50 | 1/20/29 | 3 | ||||||||||
7 | Government National Mortgage Association, Pool #MA3310 | 3.50 | 12/20/45 | 6 | ||||||||||
14 | Government National Mortgage Association, Pool #MA0699 | 3.50 | 1/20/43 | 12 | ||||||||||
8 | Government National Mortgage Association, Pool #MA2371 | 3.50 | 11/20/44 | 7 | ||||||||||
5 | Government National Mortgage Association, Pool #MA2826 | 3.50 | 5/20/45 | 5 | ||||||||||
5 | Government National Mortgage Association, Pool #AC3938 | 3.50 | 1/15/43 | 4 | ||||||||||
4 | Government National Mortgage Association, Pool #MA4778 | 3.50 | 10/20/47 | 4 | ||||||||||
7 | Government National Mortgage Association, Pool #MA3736 | 3.50 | 6/20/46 | 6 | ||||||||||
4 | Government National Mortgage Association, Pool #MA4837 | 3.50 | 11/20/47 | 4 | ||||||||||
6 | Government National Mortgage Association, Pool #MA2961 | 3.50 | 7/20/45 | 5 | ||||||||||
8 | Government National Mortgage Association, Pool #MA4004 | 3.50 | 10/20/46 | 7 | ||||||||||
5 | Government National Mortgage Association, Pool #MA3244 | 3.50 | 11/20/45 | 5 | ||||||||||
9 | Government National Mortgage Association, Pool #MA4127 | 3.50 | 12/20/46 | 8 | ||||||||||
4 | Government National Mortgage Association, Pool #MA6219 | 3.50 | 10/20/49 | 4 | ||||||||||
4 | Government National Mortgage Association, Pool #MA6339 | 3.50 | 12/20/49 | 4 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5466 | 4.00 | 9/20/48 | 3 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5986 | 4.00 | 6/20/49 | 3 | ||||||||||
6 | Government National Mortgage Association, Pool #MA1996 | 4.00 | 6/20/44 | 6 | ||||||||||
3 | Government National Mortgage Association, Pool #MA4322 | 4.00 | 3/20/47 | 3 | ||||||||||
8 | Government National Mortgage Association, Pool #MA6091 | 4.00 | 8/20/49 | 7 | ||||||||||
9 | Government National Mortgage Association, Pool #MA3737 | 4.00 | 6/20/46 | 9 | ||||||||||
3 | Government National Mortgage Association, Pool #MA3377 | 4.00 | 1/20/46 | 3 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5651 | 4.00 | 12/20/48 | 3 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5710 | 4.00 | 1/20/49 | 2 | ||||||||||
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 | 6 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5876 | 4.00 | 4/20/49 | 2 | ||||||||||
24 | Government National Mortgage Association, Pool #MA8200 | 4.00 | 8/20/52 | 21 | ||||||||||
4 | Government National Mortgage Association, Pool #MA3522 | 4.00 | 3/20/46 | 4 | ||||||||||
3 | Government National Mortgage Association, Pool #MA4653 | 4.00 | 8/20/47 | 3 | ||||||||||
27 | Government National Mortgage Association, Pool #MA1091 | 4.00 | 6/20/43 | 25 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5595 | 4.00 | 11/20/48 | 3 | ||||||||||
6 | Government National Mortgage Association, Pool #MA4511 | 4.00 | 6/20/47 | 6 | ||||||||||
3 | Government National Mortgage Association, Pool #MA3245 | 4.00 | 11/20/45 | 3 | ||||||||||
3 | Government National Mortgage Association, Pool #MA1762 | 4.50 | 3/20/44 | 3 | ||||||||||
14 | Government National Mortgage Association, Pool #721760 | 4.50 | 8/15/40 | 14 | ||||||||||
23 | Government National Mortgage Association, Pool #4801 | 4.50 | 9/20/40 | 22 | ||||||||||
5 | Government National Mortgage Association, Pool #MA5399 | 4.50 | 8/20/48 | 5 | ||||||||||
2 | Government National Mortgage Association, Pool #MA5818 | 4.50 | 3/20/49 | 2 | ||||||||||
8 | Government National Mortgage Association, Pool #MA5987 | 4.50 | 6/20/49 | 8 | ||||||||||
2 | Government National Mortgage Association, Pool #MA5193 | 4.50 | 5/20/48 | 2 | ||||||||||
5 | Government National Mortgage Association, Pool #MA5764 | 4.50 | 2/20/49 | 5 | ||||||||||
25 | Government National Mortgage Association, Pool #MA8877 | 4.50 | 5/20/53 | 23 | ||||||||||
6 | Government National Mortgage Association, Pool #MA2756 | 4.50 | 4/20/45 | 6 | ||||||||||
5 | Government National Mortgage Association, Pool #MA2373 | 4.50 | 11/20/44 | 4 | ||||||||||
25 | Government National Mortgage Association, Pool #MA8724 | 4.50 | 3/20/53 | 23 | ||||||||||
3 | Government National Mortgage Association, Pool #MA4721 | 4.50 | 9/20/47 | 3 | ||||||||||
2 | Government National Mortgage Association, Pool #MA5596 | 4.50 | 11/20/48 | 2 | ||||||||||
2 | Government National Mortgage Association, Pool #MA5653 | 5.00 | 12/20/48 | 2 | ||||||||||
25 | Government National Mortgage Association, Pool #MA8800 | 5.00 | 4/20/53 | 23 | ||||||||||
25 | Government National Mortgage Association, Pool #MA9016 | 5.00 | 7/20/53 | 24 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5933 | 5.00 | 5/20/49 | 3 | ||||||||||
11 | Government National Mortgage Association, Pool #697946 | 5.00 | 3/15/39 | 11 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 2 | Government National Mortgage Association, Pool #MA5530 | 5.00 | 10/20/48 | $ | 2 | ||||||||
3 | Government National Mortgage Association, Pool #MA5988 | 5.00 | 6/20/49 | 3 | ||||||||||
14 | Government National Mortgage Association, Pool #4559 | 5.00 | 10/20/39 | 14 | ||||||||||
25 | Government National Mortgage Association, Pool #MA9017 | 5.50 | 7/20/53 | 24 | ||||||||||
25 | Government National Mortgage Association, 30 YR TBA | 2.00 | 10/20/53 | 20 | ||||||||||
50 | Government National Mortgage Association, 30 YR TBA | 3.50 | 10/20/53 | 44 | ||||||||||
50 | Government National Mortgage Association, 30 YR TBA | 4.00 | 10/20/53 | 44 | ||||||||||
25 | Government National Mortgage Association, 30 YR TBA | 4.50 | 10/20/53 | 23 | ||||||||||
50 | Government National Mortgage Association, 30 YR TBA | 5.00 | 10/20/53 | 46 | ||||||||||
75 | Government National Mortgage Association, 30 YR TBA | 5.50 | 10/20/53 | 72 | ||||||||||
50 | Government National Mortgage Association, 30 YR TBA | 6.00 | 10/20/53 | 49 | ||||||||||
25 | Government National Mortgage Association, 30 YR TBA | 6.50 | 11/20/53 | 25 | ||||||||||
Total U.S. Government Agency Mortgages | 8,764 | |||||||||||||
U.S. Government Agency Securities — 0.76% | ||||||||||||||
25 | Fannie Mae | 0.50 | 6/17/25 | 23 | ||||||||||
25 | Fannie Mae | 0.75 | 10/8/27 | 21 | ||||||||||
25 | Fannie Mae, Callable 12/18/23 @ 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 | 22 | ||||||||||
75 | Federal Farm Credit Bank | 0.88 | 11/18/24 | 70 | ||||||||||
28 | Federal Farm Credit Bank, Callable 10/13/23 @ 200.00 | 1.55 | 7/26/30 | 22 | ||||||||||
15 | Federal Home Loan Bank | 2.50 | 6/12/26 | 14 | ||||||||||
40 | Federal Home Loan Bank | 2.75 | 12/13/24 | 39 | ||||||||||
25 | Federal Home Loan Bank | 3.25 | 11/16/28 | 23 | ||||||||||
55 | Federal Home Loan Bank | 4.38 | 3/13/26 | 54 | ||||||||||
25 | Federal Home Loan Bank | 5.00 | 2/28/25 | 25 | ||||||||||
10 | Freddie Mac | 0.00 | (b) | 11/15/38 | 5 | |||||||||
50 | Freddie Mac | 0.38 | 7/21/25 | 46 | ||||||||||
5 | Freddie Mac | 0.38 | 9/23/25 | 5 | ||||||||||
40 | Freddie Mac, Callable 2/23/24 @ 200.00 | 5.85 | 8/23/27 | 40 | ||||||||||
15 | Freddie Mac | 6.25 | 7/15/32 | 17 | ||||||||||
10 | Freddie Mac | 6.75 | 3/15/31 | 11 | ||||||||||
5 | Tennessee Valley Authority | 3.50 | 12/15/42 | 4 | ||||||||||
25 | Tennessee Valley Authority | 3.88 | 3/15/28 | 24 | ||||||||||
10 | Tennessee Valley Authority | 4.25 | 9/15/52 | 8 | ||||||||||
Total U.S. Government Agency Securities | 530 | |||||||||||||
Corporate Bonds — 14.89% | ||||||||||||||
145 | AbbVie, Inc. (Biotechnology) | 4.40 | 11/6/42 | 120 | ||||||||||
25 | Air Products & Chemicals, Inc. (Chemicals), Callable 11/15/39 @ 100.00 | 2.70 | 5/15/40 | 17 | ||||||||||
125 | Amgen, Inc. (Biotechnology), Callable 2/1/25 @ 100.00 | 3.13 | 5/1/25 | 120 | ||||||||||
80 | Amgen, Inc. (Biotechnology), Callable 8/21/39 @ 100.00 | 3.15 | 2/21/40 | 56 | ||||||||||
40 | Amgen, Inc. (Biotechnology), Callable 12/15/50 @ 100.00 | 4.66 | 6/15/51 | 33 | ||||||||||
220 | Anheuser-Busch InBev Worldwide, Inc. (Beverages) | 4.95 | 1/15/42 | 199 | ||||||||||
140 | Apple, Inc. (Technology Hardware, Storage & Peripherals), Callable 8/23/45 @ 100.00 | 4.65 | 2/23/46 | 125 | ||||||||||
95 | Aptiv PLC/Aptiv Corp. (Automobile Components), Callable 10/16/23 @ 100.00 | 2.40 | 2/18/25 | 90 | ||||||||||
148 | AT&T, Inc. (Diversified Telecommunication Services), Callable 3/15/55 @ 100.00 | 3.55 | 9/15/55 | 90 | ||||||||||
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 | 42 | ||||||||||
95 | Atmos Energy Corp. (Gas Utilities), Callable 7/15/42 @ 100.00 | 4.15 | 1/15/43 | 76 | ||||||||||
470 | Bank of America Corp. (Banks), Callable 4/22/31 @ 100.00 | 2.69 (SOFR + 132 bps)(c) | 4/22/32 | 370 | ||||||||||
90 | Bank of America Corp., MTN (Banks), Callable 2/7/29 @ 100.00 | 3.97 (TSFR3M + 147 bps)(c) | 2/7/30 | 81 | ||||||||||
95 | Berkshire Hathaway Energy Co. (Multi-Utilities), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 76 | ||||||||||
55 | BP Capital Markets America, Inc. (Financial Services), Callable 8/24/49 @ 100.00 | 3.00 | 2/24/50 | 34 | ||||||||||
70 | Bristol-Myers Squibb Co. (Pharmaceuticals), Callable 4/26/49 @ 100.00 | 4.25 | 10/26/49 | 56 | ||||||||||
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 137 | Brown & Brown, Inc. (Insurance), Callable 12/15/30 @ 100.00 | 2.38 | 3/15/31 | $ | 107 | ||||||||
75 | Bunge Ltd. Finance Corp. (Consumer Staples Distribution & Retail), Callable 2/14/31 @ 100.00 | 2.75 | 5/14/31 | 60 | ||||||||||
125 | Capital One Financial Corp. (Consumer Finance), Callable 2/1/28 @ 100.00 | 5.47 (SOFR + 208 bps)(c) | 2/1/29 | 119 | ||||||||||
190 | Charter Communications Operating LLC/Charter Communications Operating Capital (Media), Callable 12/30/28 @ 100.00 | 5.05 | 3/30/29 | 178 | ||||||||||
185 | Citigroup, Inc. (Banks), Callable 3/17/32 @ 100.00 | 3.79 (SOFR + 194 bps)(c) | 3/17/33 | 155 | ||||||||||
175 | Citigroup, Inc. (Banks), Callable 3/31/30 @ 100.00 | 4.41 (SOFR + 391 bps)(c) | 3/31/31 | 157 | ||||||||||
155 | Collins Aerospace (Aerospace & Defense), Callable 12/15/26 @ 100.00 | 3.50 | 3/15/27 | 143 | ||||||||||
100 | Comcast Corp. (Media), Callable 5/1/49 @ 100.00 | 4.00 | 11/1/49 | 74 | ||||||||||
25 | Comcast Corp. (Media) | 4.65 | 7/15/42 | 21 | ||||||||||
20 | Consolidated Edison Co. of New York, Inc., Series 2008-B (Multi-Utilities) | 6.75 | 4/1/38 | 21 | ||||||||||
115 | Constellation Brands, Inc. (Beverages), Callable 2/1/30 @ 100.00 | 2.88 | 5/1/30 | 97 | ||||||||||
115 | CSX Corp. (Ground Transportation) | 6.22 | 4/30/40 | 118 | ||||||||||
120 | CVS Health Corp. (Health Care Providers & Services), Callable 9/25/37 @ 100.00 | 4.78 | 3/25/38 | 103 | ||||||||||
60 | CVS Health Corp. (Health Care Providers & Services), Callable 1/20/45 @ 100.00 | 5.13 | 7/20/45 | 51 | ||||||||||
70 | Dell International LLC/EMC Corp. (Technology Hardware, Storage & Peripherals), 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 | 82 | ||||||||||
60 | Digital Realty Trust LP (Specialized REITs), Callable 4/15/28 @ 100.00 | 4.45 | 7/15/28 | 56 | ||||||||||
35 | Duke Energy Carolinas LLC (Electric Utilities), Callable 6/15/41 @ 100.00 | 4.25 | 12/15/41 | 28 | ||||||||||
25 | Duke Energy Progress LLC (Electric Utilities), Callable 2/15/45 @ 100.00 | 4.20 | 8/15/45 | 19 | ||||||||||
225 | Eastern Energy Gas Holdings LLC (Multi-Utilities), Callable 9/15/24 @ 100.00 | 3.60 | 12/15/24 | 218 | ||||||||||
50 | EIDP, Inc. (Chemicals), Callable 2/15/33 @ 100.00 | 4.80 | 5/15/33 | 46 | ||||||||||
40 | Elevance Health, Inc. (Health Care Providers & Services), Callable 2/15/30 @ 100.00 | 2.25 | 5/15/30 | 32 | ||||||||||
60 | Elevance Health, Inc. (Health Care Providers & Services) | 4.65 | 1/15/43 | 50 | ||||||||||
95 | Energy Transfer LP (Oil, Gas & Consumable Fuels), Callable 7/15/42 @ 100.00 | 4.95 | 1/15/43 | 74 | ||||||||||
5 | Energy Transfer 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 | 119 | ||||||||||
164 | FedEx Corp. Pass Through Trust, Series 2020-1, Class - AA (Air Freight & Logistics) | 1.88 | 2/20/34 | 130 | ||||||||||
45 | Fiserv, Inc. (Financial Services), Callable 12/2/32 @ 100.00 | 5.60 | 3/2/33 | 44 | ||||||||||
45 | General Motors Co. (Automobiles), Callable 9/1/25 @ 100.00 | 6.13 | 10/1/25 | 45 | ||||||||||
55 | General Motors Financial Co., Inc. (Consumer Finance), Callable 1/26/25 @ 100.00 | 2.90 | 2/26/25 | 53 | ||||||||||
125 | General Motors Financial Co., Inc. (Specialty Retail), Callable 2/6/30 @ 100.00 | 5.85 | 4/6/30 | 120 | ||||||||||
70 | Georgia Power Co. (Electric Utilities) | 4.30 | 3/15/42 | 56 | ||||||||||
46 | Gilead Sciences, Inc. (Biotechnology), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 38 | ||||||||||
150 | HCA, Inc. (Health Care Providers & Services) | 5.38 | 2/1/25 | 148 | ||||||||||
35 | HCA, Inc. (Health Care Providers & Services), Callable 3/1/33 @ 100.00 | 5.50 | 6/1/33 | 33 | ||||||||||
40 | Intel Corp. (Semiconductors & Semiconductor Equipment), Callable 6/8/47 @ 100.00 | 3.73 | 12/8/47 | 28 | ||||||||||
100 | Intel Corp. (Semiconductors & Semiconductor Equipment), Callable 11/10/32 @ 100.00 | 5.20 | 2/10/33 | 97 | ||||||||||
50 | International Business Machines Corp. (IT Services) | 4.00 | 6/20/42 | 39 | ||||||||||
40 | International Paper Co. (Containers & Packaging), Callable 5/15/41 @ 100.00 | 6.00 | 11/15/41 | 38 | ||||||||||
115 | JPMorgan Chase & Co. (Banks), Callable 4/22/31 @ 100.00 | 2.58 (TSFR3M + 125 bps)(c) | 4/22/32 | 91 | ||||||||||
500 | JPMorgan Chase & Co. (Banks), Callable 4/23/28 @ 100.00 | 4.01 (TSFR3M + 138 bps)(c) | 4/23/29 | 460 | ||||||||||
100 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels), Callable 12/1/44 @ 100.00 | 5.55 | 6/1/45 | 86 | ||||||||||
80 | Lincoln National Corp. (Insurance), Callable 10/15/30 @ 100.00 | 3.40 | 1/15/31 | 65 | ||||||||||
105 | Lincoln National Corp. (Insurance), Callable 12/1/27 @ 100.00 | 3.80 | 3/1/28 | 95 | ||||||||||
70 | Lowe's Cos., Inc. (Specialty Retail), Callable 1/15/33 @ 100.00 | 5.00 | 4/15/33 | 66 | ||||||||||
20 | LYB International Finance BV (Chemicals), Callable 9/15/43 @ 100.00 | 4.88 | 3/15/44 | 16 | ||||||||||
70 | Martin Marietta Materials, Inc., Series CB (Construction Materials), Callable 12/15/29 @ 100.00 | 2.50 | 3/15/30 | 57 | ||||||||||
80 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 1/15/31 @ 100.00 | 2.95 | 4/15/31 | 65 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 25 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 6/15/33 @ 100.00 | 5.95 | 9/15/33 | $ | 25 | ||||||||
190 | Microchip Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 11/6/23 @ 101.06 | 4.25 | 9/1/25 | 184 | ||||||||||
110 | Microsoft Corp. (Software), Callable 2/8/46 @ 100.00 | 3.70 | 8/8/46 | 86 | ||||||||||
55 | Mohawk Industries, Inc. (Household Durables), Callable 2/15/30 @ 100.00 | 3.63 | 5/15/30 | 48 | ||||||||||
405 | Morgan Stanley, MTN (Capital Markets), Callable 7/20/26 @ 100.00 | 1.51 (SOFR + 86 bps)(c) | 7/20/27 | 357 | ||||||||||
225 | Morgan Stanley, MTN (Capital Markets), Callable 1/23/29 @ 100.00 | 4.43 (TSFR3M + 189 bps)(c) | 1/23/30 | 208 | ||||||||||
95 | National Rural Utilities Cooperative Finance Corp. (Financial Services), Callable 7/15/32 @ 100.00 | 5.80 | 1/15/33 | 95 | ||||||||||
80 | NextEra Energy Capital Holdings, Inc. (Electric Utilities), Callable 11/28/32 @ 100.00 | 5.05 | 2/28/33 | 74 | ||||||||||
40 | NextEra Energy Capital Holdings, Inc. (Electric Utilities), Callable 8/28/52 @ 100.00 | 5.25 | 2/28/53 | 35 | ||||||||||
85 | NNN REIT, Inc. (Retail REITs), Callable 1/15/30 @ 100.00 | 2.50 | 4/15/30 | 69 | ||||||||||
75 | Northrop Grumman Corp. (Aerospace & Defense), Callable 4/15/47 @ 100.00 | 4.03 | 10/15/47 | 57 | ||||||||||
50 | Nucor Corp. (Metals & Mining), Callable 2/1/43 @ 100.00 | 5.20 | 8/1/43 | 46 | ||||||||||
20 | Oklahoma Gas and Electric Co. (Electric Utilities), Callable 7/15/32 @ 100.00 | 5.40 | 1/15/33 | 19 | ||||||||||
60 | Oklahoma Gas and Electric Co. (Electric Utilities), Callable 10/1/52 @ 100.00 | 5.60 | 4/1/53 | 56 | ||||||||||
70 | Oracle Corp. (Software), Callable 11/15/44 @ 100.00 | 4.13 | 5/15/45 | 51 | ||||||||||
165 | Ovintiv Exploration, Inc. (Oil, Gas & Consumable Fuels), Callable 10/1/25 @ 100.00 | 5.38 | 1/1/26 | 163 | ||||||||||
100 | Pfizer Investment Enterprises Pte Ltd. (Capital Markets), Callable 11/19/42 @ 100.00 | 5.11 | 5/19/43 | 92 | ||||||||||
80 | Philip Morris International, Inc. (Tobacco) | 4.50 | 3/20/42 | 64 | ||||||||||
70 | Principal Financial Group, Inc. (Insurance), Callable 3/15/30 @ 100.00 | 2.13 | 6/15/30 | 56 | ||||||||||
85 | Progress Energy, Inc. (Electric Utilities) | 6.00 | 12/1/39 | 82 | ||||||||||
55 | Prudential Financial, Inc. (Insurance) | 4.60 | 5/15/44 | 46 | ||||||||||
15 | Prudential Financial, Inc. (Insurance) | 6.63 | 6/21/40 | 15 | ||||||||||
30 | Public Service Electric & Gas Co. (Electric Utilities), Callable 3/1/42 @ 100.00 | 3.65 | 9/1/42 | 23 | ||||||||||
50 | Raytheon Technologies Corp. (Aerospace & Defense) | 4.50 | 6/1/42 | 41 | ||||||||||
95 | Reliance Steel & Aluminum Co. (Metals & Mining), Callable 7/15/25 @ 100.00 | 1.30 | 8/15/25 | 87 | ||||||||||
70 | Reliance Steel & Aluminum Co. (Metals & Mining), Callable 5/15/30 @ 100.00 | 2.15 | 8/15/30 | 55 | ||||||||||
70 | RELX Capital, Inc. (Professional Services), Callable 2/22/30 @ 100.00 | 3.00 | 5/22/30 | 60 | ||||||||||
45 | Roper Technologies, Inc. (Software), Callable 3/30/30 @ 100.00 | 2.00 | 6/30/30 | 36 | ||||||||||
70 | Sabra Health Care LP (Health Care REITs), Callable 9/1/31 @ 100.00 | 3.20 | 12/1/31 | 52 | ||||||||||
80 | Southern Co. Gas Capital Corp. (Electric Utilities), Callable 11/30/46 @ 100.00 | 4.40 | 5/30/47 | 61 | ||||||||||
55 | Southwest Airlines Co. (Passenger Airlines), Callable 4/15/27 @ 100.00 | 5.13 | 6/15/27 | 54 | ||||||||||
150 | TCI Communications, Inc. (Media) | 7.88 | 2/15/26 | 157 | ||||||||||
420 | The Goldman Sachs Group, Inc. (Capital Markets), Callable 6/5/27 @ 100.00 | 3.69 (TSFR3M + 177 bps)(c) | 6/5/28 | 388 | ||||||||||
55 | The Home Depot, Inc. (Specialty Retail), Callable 6/6/48 @ 100.00 | 4.50 | 12/6/48 | 46 | ||||||||||
40 | The Home Depot, Inc. (Specialty Retail), Callable 3/15/40 @ 100.00 | 5.40 | 9/15/40 | 38 | ||||||||||
125 | The Interpublic Group of Cos., Inc. (Media) | 4.20 | 4/15/24 | 124 | ||||||||||
25 | The Interpublic Group of Cos., Inc. (Media), Callable 4/1/48 @ 100.00 | 5.40 | 10/1/48 | 21 | ||||||||||
60 | The Travelers Cos., Inc. (Insurance) | 5.35 | 11/1/40 | 57 | ||||||||||
90 | The Walt Disney Co. (Entertainment), Callable 3/15/44 @ 100.00 | 4.75 | 9/15/44 | 76 | ||||||||||
80 | T-Mobile US, Inc. (Wireless Telecommunication Services), Callable 10/16/23 @ 101.13 | 2.25 | 2/15/26 | 74 | ||||||||||
60 | T-Mobile US, Inc. (Wireless Telecommunication Services), Callable 7/15/52 @ 100.00 | 5.65 | 1/15/53 | 55 | ||||||||||
25 | UDR, Inc. (Residential REITs), Callable 5/15/31 @ 100.00 | 3.00 | 8/15/31 | 20 | ||||||||||
45 | UnitedHealth Group, Inc. (Health Care Providers & Services), Callable 5/15/41 @ 100.00 | 4.63 | 11/15/41 | 38 | ||||||||||
35 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 4.75 | 7/15/45 | 30 | ||||||||||
70 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 6.63 | 6/15/37 | 72 | ||||||||||
25 | Ventas Realty LP (Health Care REITs), Callable 11/1/24 @ 100.00 | 3.50 | 2/1/25 | 24 | ||||||||||
120 | Ventas Realty LP (Diversified REITs), Callable 2/1/24 @ 100.00 | 3.75 | 5/1/24 | 118 | ||||||||||
40 | Ventas Realty LP (Real Estate Management & Development), Callable 10/15/28 @ 100.00 | 4.40 | 1/15/29 | 37 | ||||||||||
40 | Verizon Communications, Inc. (Diversified Telecommunication Services), Callable 12/15/31 @ 100.00 | 2.36 | 3/15/32 | 30 | ||||||||||
207 | Verizon Communications, Inc. (Diversified Telecommunication Services), Callable 9/22/40 @ 100.00 | 3.40 | 3/22/41 | 147 | ||||||||||
55 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 4.33 | 9/21/28 | 52 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 85 | Virginia Electric and Power Co., Series B (Electric Utilities), Callable 3/15/47 @ 100.00 | 3.80 | 9/15/47 | $ | 61 | ||||||||
80 | Warnermedia Holdings, Inc. (Diversified Telecommunication Services), Callable 12/15/31 @ 100.00 | 4.28 | 3/15/32 | 68 | ||||||||||
220 | Wells Fargo & Co., MTN (Banks), Callable 10/30/29 @ 100.00 | 2.88 (TSFR3M + 143 bps)(c) | 10/30/30 | 183 | ||||||||||
210 | Wells Fargo & Co., MTN (Banks), Callable 5/22/27 @ 100.00 | 3.58 (TSFR3M + 157 bps)(c) | 5/22/28 | 192 | ||||||||||
55 | Wells Fargo & Co. (Banks), Callable 7/25/32 @ 100.00 | 4.90 (SOFR + 210 bps)(c) | 7/25/33 | 50 | ||||||||||
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 | 59 | ||||||||||
Total Corporate Bonds | 10,438 | |||||||||||||
U.S. Treasury Obligations — 29.07% | ||||||||||||||
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 | 59 | ||||||||||
145 | U.S. Treasury Bond | 1.38 | 8/15/50 | 71 | ||||||||||
133 | U.S. Treasury Bond | 1.38 | 11/15/40 | 79 | ||||||||||
140 | U.S. Treasury Bond | 1.63 | 11/15/50 | 73 | ||||||||||
100 | U.S. Treasury Bond | 1.75 | 8/15/41 | 62 | ||||||||||
156 | U.S. Treasury Bond | 1.88 | 2/15/51 | 87 | ||||||||||
148 | U.S. Treasury Bond | 1.88 | 11/15/51 | 83 | ||||||||||
140 | U.S. Treasury Bond | 1.88 | 2/15/41 | 90 | ||||||||||
145 | U.S. Treasury Bond | 2.00 | 11/15/41 | 94 | ||||||||||
106 | U.S. Treasury Bond | 2.00 | 2/15/50 | 62 | ||||||||||
159 | U.S. Treasury Bond | 2.00 | 8/15/51 | 92 | ||||||||||
100 | U.S. Treasury Bond | 2.25 | 5/15/41 | 69 | ||||||||||
117 | U.S. Treasury Bond | 2.25 | 8/15/46 | 74 | ||||||||||
173 | U.S. Treasury Bond | 2.25 | 2/15/52 | 106 | ||||||||||
101 | U.S. Treasury Bond | 2.25 | 8/15/49 | 63 | ||||||||||
110 | U.S. Treasury Bond | 2.38 | 2/15/42 | 76 | ||||||||||
96 | U.S. Treasury Bond | 2.38 | 11/15/49 | 61 | ||||||||||
110 | U.S. Treasury Bond | 2.38 | 5/15/51 | 70 | ||||||||||
75 | U.S. Treasury Bond | 2.50 | 5/15/46 | 50 | ||||||||||
80 | U.S. Treasury Bond | 2.50 | 2/15/46 | 54 | ||||||||||
60 | U.S. Treasury Bond | 2.50 | 2/15/45 | 41 | ||||||||||
10 | U.S. Treasury Bond | 2.75 | 11/15/42 | 7 | ||||||||||
55 | U.S. Treasury Bond | 2.75 | 8/15/47 | 38 | ||||||||||
80 | U.S. Treasury Bond | 2.75 | 11/15/47 | 56 | ||||||||||
147 | U.S. Treasury Bond | 2.88 | 5/15/52 | 104 | ||||||||||
50 | U.S. Treasury Bond | 2.88 | 8/15/45 | 36 | ||||||||||
94 | U.S. Treasury Bond | 2.88 | 5/15/49 | 67 | ||||||||||
65 | U.S. Treasury Bond | 2.88 | 11/15/46 | 47 | ||||||||||
75 | U.S. Treasury Bond | 2.88 | 5/15/43 | 56 | ||||||||||
95 | U.S. Treasury Bond | 3.00 | 8/15/48 | 69 | ||||||||||
50 | U.S. Treasury Bond | 3.00 | 2/15/48 | 37 | ||||||||||
90 | U.S. Treasury Bond | 3.00 | 2/15/49 | 66 | ||||||||||
115 | U.S. Treasury Bond | 3.00 | 8/15/52 | 84 | ||||||||||
50 | U.S. Treasury Bond | 3.00 | 11/15/45 | 37 | ||||||||||
75 | U.S. Treasury Bond | 3.00 | 2/15/47 | 55 | ||||||||||
55 | U.S. Treasury Bond | 3.00 | 5/15/47 | 40 | ||||||||||
45 | U.S. Treasury Bond | 3.00 | 5/15/45 | 33 | ||||||||||
100 | U.S. Treasury Bond | 3.00 | 11/15/44 | 75 | ||||||||||
90 | U.S. Treasury Bond | 3.13 | 2/15/43 | 70 | ||||||||||
22 | U.S. Treasury Bond | 3.13 | 8/15/44 | 17 | ||||||||||
80 | U.S. Treasury Bond | 3.13 | 5/15/48 | 60 | ||||||||||
25 | U.S. Treasury Bond | 3.13 | 11/15/41 | 20 | ||||||||||
125 | U.S. Treasury Bond | 3.25 | 5/15/42 | 100 | ||||||||||
75 | U.S. Treasury Bond | 3.38 | 5/15/44 | 60 | ||||||||||
10 | U.S. Treasury Bond | 3.38 | 8/15/42 | 8 | ||||||||||
30 | U.S. Treasury Bond | 3.38 | 11/15/48 | 24 | ||||||||||
8 | U.S. Treasury Bond | 3.50 | 2/15/39 | 7 | ||||||||||
75 | U.S. Treasury Bond | 3.63 | 8/15/43 | 63 | ||||||||||
100 | U.S. Treasury Bond | 3.63 | 2/15/44 | 83 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 100 | U.S. Treasury Bond | 3.63 | 5/15/53 | $ | 83 | ||||||||
98 | U.S. Treasury Bond | 3.63 | 2/15/53 | 81 | ||||||||||
75 | U.S. Treasury Bond | 3.75 | 11/15/43 | 64 | ||||||||||
33 | U.S. Treasury Bond | 3.75 | 8/15/41 | 29 | ||||||||||
30 | U.S. Treasury Bond | 3.88 | 2/15/43 | 26 | ||||||||||
25 | U.S. Treasury Bond | 3.88 | 5/15/43 | 22 | ||||||||||
10 | U.S. Treasury Bond | 3.88 | 8/15/40 | 9 | ||||||||||
73 | U.S. Treasury Bond | 4.00 | 11/15/52 | 65 | ||||||||||
25 | U.S. Treasury Bond | 4.00 | 11/15/42 | 22 | ||||||||||
50 | U.S. Treasury Bond | 4.13 | 8/15/53 | 45 | ||||||||||
100 | U.S. Treasury Bond | 4.25 | 11/15/40 | 93 | ||||||||||
30 | U.S. Treasury Bond | 4.38 | 8/15/43 | 28 | ||||||||||
25 | U.S. Treasury Bond | 4.38 | 2/15/38 | 24 | ||||||||||
15 | U.S. Treasury Bond | 4.38 | 5/15/40 | 14 | ||||||||||
25 | U.S. Treasury Bond | 4.38 | 11/15/39 | 24 | ||||||||||
35 | U.S. Treasury Bond | 4.38 | 5/15/41 | 33 | ||||||||||
65 | U.S. Treasury Bond | 4.50 | 2/15/36 | 65 | ||||||||||
35 | U.S. Treasury Bond | 4.63 | 2/15/40 | 34 | ||||||||||
25 | U.S. Treasury Bond | 4.75 | 2/15/37 | 25 | ||||||||||
70 | U.S. Treasury Bond | 4.75 | 2/15/41 | 69 | ||||||||||
40 | U.S. Treasury Bond | 5.00 | 5/15/37 | 42 | ||||||||||
20 | U.S. Treasury Bond | 5.25 | 2/15/29 | 20 | ||||||||||
40 | U.S. Treasury Bond | 5.38 | 2/15/31 | 42 | ||||||||||
25 | U.S. Treasury Bond | 6.00 | 2/15/26 | 25 | ||||||||||
60 | U.S. Treasury Bond | 6.13 | 11/15/27 | 63 | ||||||||||
25 | U.S. Treasury Bond | 6.13 | 8/15/29 | 27 | ||||||||||
35 | U.S. Treasury Bond | 6.25 | 5/15/30 | 38 | ||||||||||
15 | U.S. Treasury Bond | 6.50 | 11/15/26 | 16 | ||||||||||
15 | U.S. Treasury Bond | 7.63 | 2/15/25 | 15 | ||||||||||
55 | U.S. Treasury Note | 0.25 | 9/30/25 | 50 | ||||||||||
60 | U.S. Treasury Note | 0.25 | 8/31/25 | 55 | ||||||||||
30 | U.S. Treasury Note | 0.25 | 7/31/25 | 27 | ||||||||||
75 | U.S. Treasury Note | 0.25 | 10/31/25 | 68 | ||||||||||
50 | U.S. Treasury Note | 0.25 | 5/31/25 | 46 | ||||||||||
82 | U.S. Treasury Note | 0.38 | 1/31/26 | 74 | ||||||||||
60 | U.S. Treasury Note | 0.38 | 11/30/25 | 54 | ||||||||||
25 | U.S. Treasury Note | 0.38 | 12/31/25 | 23 | ||||||||||
80 | U.S. Treasury Note | 0.38 | 4/30/25 | 74 | ||||||||||
35 | U.S. Treasury Note | 0.38 | 9/30/27 | 30 | ||||||||||
115 | U.S. Treasury Note | 0.38 | 7/31/27 | 98 | ||||||||||
130 | U.S. Treasury Note | 0.50 | 2/28/26 | 117 | ||||||||||
105 | U.S. Treasury Note | 0.50 | 6/30/27 | 90 | ||||||||||
100 | U.S. Treasury Note | 0.50 | 10/31/27 | 85 | ||||||||||
5 | U.S. Treasury Note | 0.50 | 4/30/27 | 4 | ||||||||||
100 | U.S. Treasury Note | 0.50 | 8/31/27 | 85 | ||||||||||
195 | U.S. Treasury Note | 0.63 | 5/15/30 | 151 | ||||||||||
80 | U.S. Treasury Note | 0.63 | 12/31/27 | 68 | ||||||||||
120 | U.S. Treasury Note | 0.63 | 10/15/24 | 114 | ||||||||||
140 | U.S. Treasury Note | 0.63 | 7/31/26 | 125 | ||||||||||
85 | U.S. Treasury Note | 0.63 | 11/30/27 | 72 | ||||||||||
5 | U.S. Treasury Note | 0.63 | 3/31/27 | 4 | ||||||||||
250 | U.S. Treasury Note | 0.63 | 8/15/30 | 192 | ||||||||||
120 | U.S. Treasury Note | 0.75 | 1/31/28 | 102 | ||||||||||
150 | U.S. Treasury Note | 0.75 | 5/31/26 | 135 | ||||||||||
125 | U.S. Treasury Note | 0.75 | 4/30/26 | 113 | ||||||||||
100 | U.S. Treasury Note | 0.75 | 11/15/24 | 95 | ||||||||||
42 | U.S. Treasury Note | 0.75 | 8/31/26 | 37 | ||||||||||
145 | U.S. Treasury Note | 0.75 | 3/31/26 | 131 | ||||||||||
60 | U.S. Treasury Note | 0.88 | 6/30/26 | 54 | ||||||||||
145 | U.S. Treasury Note | 0.88 | 9/30/26 | 129 | ||||||||||
185 | U.S. Treasury Note | 0.88 | 11/15/30 | 144 | ||||||||||
135 | U.S. Treasury Note | 1.00 | 12/15/24 | 128 | ||||||||||
85 | U.S. Treasury Note | 1.00 | 7/31/28 | 72 | ||||||||||
10 | U.S. Treasury Note | 1.13 | 2/28/27 | 9 | ||||||||||
70 | U.S. Treasury Note | 1.13 | 2/28/25 | 66 | ||||||||||
135 | U.S. Treasury Note | 1.13 | 1/15/25 | 128 | ||||||||||
155 | U.S. Treasury Note | 1.13 | 2/29/28 | 133 | ||||||||||
145 | U.S. Treasury Note | 1.13 | 10/31/26 | 130 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 251 | U.S. Treasury Note | 1.13 | 2/15/31 | $ | 197 | ||||||||
125 | U.S. Treasury Note | 1.13 | 8/31/28 | 106 | ||||||||||
65 | U.S. Treasury Note | 1.25 | 6/30/28 | 56 | ||||||||||
145 | U.S. Treasury Note | 1.25 | 12/31/26 | 130 | ||||||||||
130 | U.S. Treasury Note | 1.25 | 3/31/28 | 112 | ||||||||||
90 | U.S. Treasury Note | 1.25 | 4/30/28 | 77 | ||||||||||
270 | U.S. Treasury Note | 1.25 | 8/15/31 | 210 | ||||||||||
100 | U.S. Treasury Note | 1.25 | 5/31/28 | 86 | ||||||||||
120 | U.S. Treasury Note | 1.25 | 9/30/28 | 102 | ||||||||||
150 | U.S. Treasury Note | 1.25 | 11/30/26 | 135 | ||||||||||
80 | U.S. Treasury Note | 1.38 | 12/31/28 | 68 | ||||||||||
197 | U.S. Treasury Note | 1.38 | 11/15/31 | 154 | ||||||||||
120 | U.S. Treasury Note | 1.38 | 10/31/28 | 102 | ||||||||||
63 | U.S. Treasury Note | 1.50 | 2/15/30 | 52 | ||||||||||
185 | U.S. Treasury Note | 1.50 | 1/31/27 | 167 | ||||||||||
85 | U.S. Treasury Note | 1.50 | 2/15/25 | 81 | ||||||||||
85 | U.S. Treasury Note | 1.50 | 11/30/28 | 73 | ||||||||||
90 | U.S. Treasury Note | 1.50 | 11/30/24 | 86 | ||||||||||
140 | U.S. Treasury Note | 1.50 | 8/15/26 | 128 | ||||||||||
195 | U.S. Treasury Note | 1.63 | 5/15/31 | 158 | ||||||||||
60 | U.S. Treasury Note | 1.63 | 2/15/26 | 56 | ||||||||||
130 | U.S. Treasury Note | 1.63 | 5/15/26 | 120 | ||||||||||
130 | U.S. Treasury Note | 1.63 | 8/15/29 | 110 | ||||||||||
70 | U.S. Treasury Note | 1.63 | 9/30/26 | 64 | ||||||||||
88 | U.S. Treasury Note | 1.75 | 12/31/24 | 84 | ||||||||||
20 | U.S. Treasury Note | 1.75 | 12/31/26 | 18 | ||||||||||
75 | U.S. Treasury Note | 1.75 | 3/15/25 | 71 | ||||||||||
120 | U.S. Treasury Note | 1.75 | 11/15/29 | 102 | ||||||||||
90 | U.S. Treasury Note | 1.75 | 1/31/29 | 78 | ||||||||||
25 | U.S. Treasury Note | 1.88 | 6/30/26 | 23 | ||||||||||
75 | U.S. Treasury Note | 1.88 | 7/31/26 | 69 | ||||||||||
75 | U.S. Treasury Note | 1.88 | 2/28/29 | 65 | ||||||||||
180 | U.S. Treasury Note | 1.88 | 2/28/27 | 164 | ||||||||||
247 | U.S. Treasury Note | 1.88 | 2/15/32 | 200 | ||||||||||
160 | U.S. Treasury Note | 2.00 | 11/15/26 | 147 | ||||||||||
140 | U.S. Treasury Note | 2.00 | 8/15/25 | 132 | ||||||||||
170 | U.S. Treasury Note | 2.00 | 2/15/25 | 163 | ||||||||||
85 | U.S. Treasury Note | 2.13 | 5/15/25 | 81 | ||||||||||
50 | U.S. Treasury Note | 2.13 | 11/30/24 | 48 | ||||||||||
85 | U.S. Treasury Note | 2.13 | 5/31/26 | 79 | ||||||||||
165 | U.S. Treasury Note | 2.25 | 2/15/27 | 152 | ||||||||||
125 | U.S. Treasury Note | 2.25 | 11/15/24 | 121 | ||||||||||
150 | U.S. Treasury Note | 2.25 | 11/15/27 | 136 | ||||||||||
95 | U.S. Treasury Note | 2.25 | 11/15/25 | 90 | ||||||||||
160 | U.S. Treasury Note | 2.25 | 8/15/27 | 146 | ||||||||||
55 | U.S. Treasury Note | 2.25 | 10/31/24 | 53 | ||||||||||
80 | U.S. Treasury Note | 2.25 | 3/31/26 | 75 | ||||||||||
55 | U.S. Treasury Note | 2.25 | 12/31/24 | 53 | ||||||||||
80 | U.S. Treasury Note | 2.38 | 4/30/26 | 75 | ||||||||||
120 | U.S. Treasury Note | 2.38 | 5/15/29 | 107 | ||||||||||
140 | U.S. Treasury Note | 2.38 | 5/15/27 | 129 | ||||||||||
70 | U.S. Treasury Note | 2.38 | 3/31/29 | 62 | ||||||||||
80 | U.S. Treasury Note | 2.50 | 3/31/27 | 74 | ||||||||||
60 | U.S. Treasury Note | 2.50 | 2/28/26 | 57 | ||||||||||
45 | U.S. Treasury Note | 2.63 | 5/31/27 | 42 | ||||||||||
75 | U.S. Treasury Note | 2.63 | 3/31/25 | 72 | ||||||||||
90 | U.S. Treasury Note | 2.63 | 12/31/25 | 86 | ||||||||||
165 | U.S. Treasury Note | 2.63 | 2/15/29 | 149 | ||||||||||
55 | U.S. Treasury Note | 2.63 | 7/31/29 | 49 | ||||||||||
85 | U.S. Treasury Note | 2.63 | 1/31/26 | 81 | ||||||||||
70 | U.S. Treasury Note | 2.63 | 4/15/25 | 67 | ||||||||||
60 | U.S. Treasury Note | 2.75 | 5/31/29 | 54 | ||||||||||
90 | U.S. Treasury Note | 2.75 | 6/30/25 | 86 | ||||||||||
218 | U.S. Treasury Note | 2.75 | 8/15/32 | 189 | ||||||||||
66 | U.S. Treasury Note | 2.75 | 7/31/27 | 61 | ||||||||||
85 | U.S. Treasury Note | 2.75 | 8/31/25 | 81 | ||||||||||
75 | U.S. Treasury Note | 2.75 | 4/30/27 | 70 | ||||||||||
65 | U.S. Treasury Note | 2.75 | 5/15/25 | 63 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 105 | U.S. Treasury Note | 2.75 | 2/15/28 | $ | 97 | ||||||||
90 | U.S. Treasury Note | 2.75 | 2/28/25 | 87 | ||||||||||
65 | U.S. Treasury Note | 2.88 | 4/30/29 | 59 | ||||||||||
90 | U.S. Treasury Note | 2.88 | 4/30/25 | 87 | ||||||||||
125 | U.S. Treasury Note | 2.88 | 8/15/28 | 115 | ||||||||||
238 | U.S. Treasury Note | 2.88 | 5/15/32 | 208 | ||||||||||
160 | U.S. Treasury Note | 2.88 | 5/15/28 | 148 | ||||||||||
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 | ||||||||||
85 | U.S. Treasury Note | 3.00 | 9/30/25 | 82 | ||||||||||
85 | U.S. Treasury Note | 3.00 | 10/31/25 | 82 | ||||||||||
60 | U.S. Treasury Note | 3.00 | 7/15/25 | 58 | ||||||||||
140 | U.S. Treasury Note | 3.13 | 11/15/28 | 130 | ||||||||||
65 | U.S. Treasury Note | 3.13 | 8/31/27 | 61 | ||||||||||
55 | U.S. Treasury Note | 3.13 | 8/31/29 | 51 | ||||||||||
60 | U.S. Treasury Note | 3.13 | 8/15/25 | 58 | ||||||||||
70 | U.S. Treasury Note | 3.25 | 6/30/27 | 67 | ||||||||||
60 | U.S. Treasury Note | 3.25 | 6/30/29 | 56 | ||||||||||
195 | U.S. Treasury Note | 3.38 | 5/15/33 | 177 | ||||||||||
70 | U.S. Treasury Note | 3.50 | 4/30/30 | 66 | ||||||||||
170 | U.S. Treasury Note | 3.50 | 2/15/33 | 156 | ||||||||||
70 | U.S. Treasury Note | 3.50 | 1/31/30 | 66 | ||||||||||
90 | U.S. Treasury Note | 3.50 | 1/31/28 | 86 | ||||||||||
85 | U.S. Treasury Note | 3.50 | 9/15/25 | 83 | ||||||||||
85 | U.S. Treasury Note | 3.50 | 4/30/28 | 81 | ||||||||||
80 | U.S. Treasury Note | 3.63 | 5/15/26 | 78 | ||||||||||
70 | U.S. Treasury Note | 3.63 | 3/31/30 | 66 | ||||||||||
90 | U.S. Treasury Note | 3.63 | 5/31/28 | 86 | ||||||||||
90 | U.S. Treasury Note | 3.63 | 3/31/28 | 86 | ||||||||||
70 | U.S. Treasury Note | 3.75 | 5/31/30 | 66 | ||||||||||
70 | U.S. Treasury Note | 3.75 | 6/30/30 | 66 | ||||||||||
80 | U.S. Treasury Note | 3.75 | 4/15/26 | 78 | ||||||||||
135 | U.S. Treasury Note | 3.88 | 8/15/33 | 128 | ||||||||||
85 | U.S. Treasury Note | 3.88 | 3/31/25 | 83 | ||||||||||
85 | U.S. Treasury Note | 3.88 | 4/30/25 | 83 | ||||||||||
75 | U.S. Treasury Note | 3.88 | 11/30/29 | 72 | ||||||||||
75 | U.S. Treasury Note | 3.88 | 12/31/29 | 72 | ||||||||||
90 | U.S. Treasury Note | 3.88 | 12/31/27 | 87 | ||||||||||
80 | U.S. Treasury Note | 3.88 | 1/15/26 | 78 | ||||||||||
75 | U.S. Treasury Note | 3.88 | 9/30/29 | 72 | ||||||||||
90 | U.S. Treasury Note | 3.88 | 11/30/27 | 87 | ||||||||||
105 | U.S. Treasury Note | 4.00 | 10/31/29 | 101 | ||||||||||
80 | U.S. Treasury Note | 4.00 | 2/15/26 | 78 | ||||||||||
85 | U.S. Treasury Note | 4.00 | 12/15/25 | 83 | ||||||||||
40 | U.S. Treasury Note | 4.00 | 2/29/28 | 39 | ||||||||||
45 | U.S. Treasury Note | 4.00 | 7/31/30 | 43 | ||||||||||
85 | U.S. Treasury Note | 4.00 | 6/30/28 | 83 | ||||||||||
70 | U.S. Treasury Note | 4.00 | 2/28/30 | 68 | ||||||||||
80 | U.S. Treasury Note | 4.13 | 6/15/26 | 79 | ||||||||||
85 | U.S. Treasury Note | 4.13 | 7/31/28 | 83 | ||||||||||
90 | U.S. Treasury Note | 4.13 | 10/31/27 | 88 | ||||||||||
90 | U.S. Treasury Note | 4.13 | 9/30/27 | 88 | ||||||||||
85 | U.S. Treasury Note | 4.13 | 1/31/25 | 84 | ||||||||||
142 | U.S. Treasury Note | 4.13 | 11/15/32 | 137 | ||||||||||
70 | U.S. Treasury Note | 4.13 | 8/31/30 | 68 | ||||||||||
85 | U.S. Treasury Note | 4.25 | 12/31/24 | 84 | ||||||||||
85 | U.S. Treasury Note | 4.25 | 10/15/25 | 84 | ||||||||||
85 | U.S. Treasury Note | 4.25 | 5/31/25 | 84 | ||||||||||
90 | U.S. Treasury Note | 4.38 | 10/31/24 | 89 | ||||||||||
85 | U.S. Treasury Note | 4.38 | 8/15/26 | 84 | ||||||||||
95 | U.S. Treasury Note | 4.38 | 8/31/28 | 94 | ||||||||||
80 | U.S. Treasury Note | 4.50 | 7/15/26 | 79 | ||||||||||
85 | U.S. Treasury Note | 4.50 | 11/15/25 | 84 | ||||||||||
90 | U.S. Treasury Note | 4.50 | 11/30/24 | 89 | ||||||||||
90 | U.S. Treasury Note | 4.63 | 9/15/26 | 90 | ||||||||||
85 | U.S. Treasury Note | 4.63 | 6/30/25 | 84 | ||||||||||
100 | U.S. Treasury Note | 4.63 | 9/30/28 | 100 |
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 85 | U.S. Treasury Note | 4.63 | 2/28/25 | $ | 84 | ||||||||
80 | U.S. Treasury Note | 4.63 | 3/15/26 | 79 | ||||||||||
75 | U.S. Treasury Note | 4.63 | 9/30/30 | 75 | ||||||||||
85 | U.S. Treasury Note | 4.75 | 7/31/25 | 84 | ||||||||||
90 | U.S. Treasury Note | 5.00 | 8/31/25 | 90 | ||||||||||
95 | U.S. Treasury Note | 5.00 | 9/30/25 | 95 | ||||||||||
Total U.S. Treasury Obligations | 20,382 | |||||||||||||
Yankee Dollars — 1.58% | ||||||||||||||
45 | America Movil SAB de CV (Wireless Telecommunication Services) | 6.13 | 11/15/37 | 46 | ||||||||||
35 | BHP Billiton Finance USA Ltd. (Metals & Mining) | 5.00 | 9/30/43 | 32 | ||||||||||
64 | British Telecommunications PLC (Diversified Telecommunication Services) | 9.63 | 12/15/30 | 75 | ||||||||||
170 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels), Callable 6/15/25 @ 100.00 | 2.05 | 7/15/25 | 160 | ||||||||||
45 | Canadian Pacific Railway Co. (Transportation Infrastructure) | 7.13 | 10/15/31 | 48 | ||||||||||
40 | Deutsche Telekom International Finance BV (Diversified Telecommunication Services) | 8.75 | 6/15/30 | 46 | ||||||||||
90 | Diageo Capital PLC (Financial Services) | 5.88 | 9/30/36 | 91 | ||||||||||
80 | Enbridge, Inc. (Oil, Gas & Consumable Fuels), Callable 2/1/51 @ 100.00 | 3.40 | 8/1/51 | 50 | ||||||||||
105 | Equinor ASA (Oil, Gas & Consumable Fuels) | 5.10 | 8/17/40 | 98 | ||||||||||
75 | Iberdrola International BV (Electric Utilities) | 5.81 | 3/15/25 | 75 | ||||||||||
80 | Iberdrola International BV (Electric Utilities) | 6.75 | 7/15/36 | 84 | ||||||||||
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 | 71 | ||||||||||
70 | Shell International Finance BV (Financial Services) | 4.55 | 8/12/43 | 59 | ||||||||||
35 | Telefonica Emisiones SA (Diversified Telecommunication Services) | 7.05 | 6/20/36 | 36 | ||||||||||
70 | The Toronto-Dominion Bank (Banks) | 3.20 | 3/10/32 | 57 | ||||||||||
25 | Vodafone Group PLC (Wireless Telecommunication Services) | 4.13 | 5/30/25 | 24 | ||||||||||
25 | Vodafone Group PLC (Wireless Telecommunication Services) | 6.15 | 2/27/37 | 25 | ||||||||||
Total Yankee Dollars | 1,110 | |||||||||||||
Shares | ||||||||||||||
Exchange-Traded Fund — 33.86% | ||||||||||||||
415,524 | Vanguard Intermediate-Term Treasury ETF | 23,746 | ||||||||||||
Total Exchange-Traded Fund | 23,746 | |||||||||||||
Investment Companies — 6.96% | ||||||||||||||
111,704 | State Street Institutional Treasury Money Market Fund, Premier Class | 5.28 | (d) | 112 | ||||||||||
4,770,362 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 5.23 | (d) | 4,770 | ||||||||||
Total Investment Companies | 4,882 | |||||||||||||
Total Investments (cost $76,751) — 100.66% | 70,582 | |||||||||||||
Liabilities in excess of other assets — (0.66)% | (460 | ) | ||||||||||||
Net Assets — 100.00% | $ | 70,122 | ||||||||||||
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, 2023. |
(b) | Zero Coupon Security. Effective rate shown is as of September 30, 2023. |
(c) | Variable Rate Security. The rate disclosed is the rate in effect on September 30, 2023. |
(d) | Annualized 7-day yield as of period-end. |
bps—Basis Points |
ETF—Exchange-Traded Fund |
MTN—Medium Term Note |
REIT—Real Estate Investment Trust |
SOFR—Secured Overnight Financing Rate |
TBA—To Be Announced purchase or sale commitment. Security is subject to delayed delivery |
TSFR3M—3 Month SOFR |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
The Core Fixed Income Portfolio | Agincourt Capital Management, LLC | Mellon Investments Corporation | Parametric Portfolio Associates, LLC | HC Capital Solutions | Total | |||||||||||||||
Asset Backed Securities | - | 0.20 | % | - | - | 0.20 | % | |||||||||||||
Collateralized Mortgage Obligations | - | 0.84 | % | - | - | 0.84 | % | |||||||||||||
U.S. Government Agency Mortgages | - | 12.50 | % | - | - | 12.50 | % | |||||||||||||
U.S. Government Agency Securities | - | 0.76 | % | - | - | 0.76 | % | |||||||||||||
Corporate Bonds | 14.89 | % | - | - | - | 14.89 | % | |||||||||||||
U.S. Treasury Obligations | - | 29.07 | % | - | - | 29.07 | % | |||||||||||||
Yankee Dollars | 1.58 | % | - | - | - | 1.58 | % | |||||||||||||
Exchange Traded Fund | - | - | 33.86 | % | - | 33.86 | % | |||||||||||||
Investment Companies | 0.16 | % | 1.13 | % | 0.55 | % | 5.12 | % | 6.96 | % | ||||||||||
Other Assets (Liabilities) | 0.19 | % | -0.85 | % | - | - | -0.66 | % | ||||||||||||
Total Net Assets | 16.82 | % | 43.65 | % | 34.41 | % | 5.12 | % | 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, 2023 (Unaudited)
Shares | Security Description | Rate % | Value (000) | |||||||||
Common Stock — 0.00% | ||||||||||||
1,740,900 | ACC Claims Holding LLC (Financial Services) ^(a)(b) | $ | – | |||||||||
Total Common Stock | – | |||||||||||
Investment Companies — 97.85% | ||||||||||||
129,168 | Apollo Senior Floating Rate Fund, Inc. | 1,736 | ||||||||||
111,376 | Apollo Tactical Income Fund, Inc. | 1,489 | ||||||||||
89,037 | BlackRock Debt Strategies Fund, Inc. | 914 | ||||||||||
241,483 | BlackRock Floating Rate Income Trust | 2,912 | ||||||||||
374,047 | Blackstone Strategic Credit Term Fund | 4,111 | ||||||||||
233,055 | Eaton Vance, Ltd. Duration Income Fund | 2,107 | ||||||||||
1,177,000 | Federated Hermes Treasury Obligations Fund, Institutional Shares^^ | 4.99 | (c) | 1,177 | ||||||||
102,040 | First Trust High Income Long/Short Fund | 1,094 | ||||||||||
293,165 | First Trust High Yield Opportunities 2027 Term Fund | 3,905 | ||||||||||
370,522 | First Trust Senior Floating Rate Income Fund II | 3,705 | ||||||||||
427,113 | Franklin, Ltd. Duration Income Trust | 2,601 | ||||||||||
793,163 | Nuveen Credit Strategies Income Fund | 4,013 | ||||||||||
531,802 | Nuveen Floating Rate Income Fund Closed End Fund | 4,367 | ||||||||||
341,503 | PGIM Global High Yield Fund, Inc. | 3,681 | ||||||||||
312,695 | PGIM High Yield Bond Fund, Inc. | 3,684 | ||||||||||
300,138 | PGIM Short Duration High Yield Opportunities Fund | 4,350 | ||||||||||
139,911,427 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 5.23 | (c) | 139,911 | ||||||||
1,338,196 | State Street Institutional U.S. Government Money Market Fund, Administrative Class | 5.04 | (c) | 1,338 | ||||||||
296,034 | Western Asset Diversified Income Fund | 3,919 | ||||||||||
403,530 | Western Asset High Income Opportunity Fund, Inc. | 1,469 | ||||||||||
227,736 | Western Asset High Yield Defined Opportunity Fund, Inc. | 2,617 | ||||||||||
Total Investment Companies | 195,100 | |||||||||||
Total Investments (cost $196,384) — 97.85% | 195,100 | |||||||||||
Other assets in excess of liabilities — 2.15% | 4,281 | |||||||||||
Net Assets — 100.00% | $ | 199,381 |
Amounts designated as "—" are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of September 30, 2023. |
^^ | 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, 2023. |
(c) | Annualized 7-day yield as of period-end. |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
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 | % | ||||||||||
Investment Companies | 27.09 | % | 70.16 | % | 0.60 | % | 97.85 | % | ||||||||
Other Assets (Liabilities) | 0.38 | % | 2.34 | % | -0.57 | % | 2.15 | % | ||||||||
Total Net Assets | 27.47 | % | 72.50 | % | 0.03 | % | 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, 2023.
Futures Contracts Purchased*
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value and Unrealized Appreciation/ (Depreciation) (000) | |||||||||||
5 Year US Treasury Note Future | 835 | 12/29/23 | $ | 87,975 | $ | (894 | ) | ||||||||
E-Mini S&P 500 Future | 261 | 12/15/23 | 56,448 | (2,606 | ) |
$ | 144,423 | $ | (3,500 | ) | |||||||||||
Total Unrealized Appreciation | $ | — | |||||||||||||
Total Unrealized Depreciation | (3,500 | ) | |||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (3,500 | ) |
* | 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, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Securities — 1.13% | ||||||||||||||
$ | 200 | Fannie Mae | 0.38 | 8/25/25 | $ | 183 | ||||||||
650 | Fannie Mae | 0.50 | 6/17/25 | 600 | ||||||||||
400 | Fannie Mae | 0.50 | 11/7/25 | 364 | ||||||||||
150 | Fannie Mae | 0.63 | 4/22/25 | 140 | ||||||||||
550 | Fannie Mae | 0.75 | 10/8/27 | 470 | ||||||||||
100 | Fannie Mae, Callable 12/18/23 @ 100.00 | 0.88 | 12/18/26 | 88 | ||||||||||
200 | Fannie Mae | 0.88 | 8/5/30 | 154 | ||||||||||
100 | Fannie Mae | 1.88 | 9/24/26 | 92 | ||||||||||
150 | Fannie Mae | 2.13 | 4/24/26 | 140 | ||||||||||
95 | Fannie Mae | 6.25 | 5/15/29 | 102 | ||||||||||
160 | Fannie Mae | 6.63 | 11/15/30 | 177 | ||||||||||
180 | Fannie Mae | 7.25 | 5/15/30 | 204 | ||||||||||
500 | Federal Farm Credit Bank | 0.88 | 11/18/24 | 475 | ||||||||||
250 | Federal Farm Credit Bank | 1.13 | 1/6/25 | 237 | ||||||||||
75 | Federal Farm Credit Bank, Callable 10/13/23 @ 100.00 | 1.24 | 12/23/30 | 57 | ||||||||||
468 | Federal Farm Credit Bank, Callable 10/13/23 @ 100.00 | 1.55 | 7/26/30 | 370 | ||||||||||
250 | Federal Farm Credit Bank | 1.75 | 2/14/25 | 238 | ||||||||||
300 | Federal Farm Credit Bank | 4.38 | 7/6/26 | 295 | ||||||||||
100 | Federal Farm Credit Bank | 4.50 | 8/14/26 | 99 | ||||||||||
200 | Federal Farm Credit Bank | 4.75 | 5/28/26 | 199 | ||||||||||
300 | Federal Home Loan Bank | 0.38 | 9/4/25 | 274 | ||||||||||
700 | Federal Home Loan Bank | 0.50 | 4/14/25 | 652 | ||||||||||
70 | Federal Home Loan Bank, Callable 10/27/23 @ 100.00 | 1.00 | 7/27/26 | 63 | ||||||||||
100 | Federal Home Loan Bank | 1.25 | 12/21/26 | 89 | ||||||||||
300 | Federal Home Loan Bank | 3.25 | 6/9/28 | 281 | ||||||||||
800 | Federal Home Loan Bank, Series 2, Callable 11/28/23 @ 100.00 | 4.00 | 8/28/25 | 781 | ||||||||||
300 | Federal Home Loan Bank | 4.00 | 6/30/28 | 291 | ||||||||||
200 | Federal Home Loan Bank | 4.38 | 6/12/26 | 197 | ||||||||||
165 | Federal Home Loan Bank | 5.50 | 7/15/36 | 174 | ||||||||||
100 | Freddie Mac, Series 1 | 0.00 | (a) | 11/15/38 | 46 | |||||||||
650 | Freddie Mac | 0.38 | 7/21/25 | 597 | ||||||||||
500 | Freddie Mac | 0.38 | 9/23/25 | 456 | ||||||||||
400 | Freddie Mac, Callable 10/27/23 @ 100.00 | 0.80 | 10/27/26 | 352 | ||||||||||
350 | Freddie Mac | 1.50 | 2/12/25 | 332 | ||||||||||
27 | Freddie Mac, Callable 11/28/23 @ 100.00 | 4.20 | 8/28/25 | 26 | ||||||||||
250 | Freddie Mac | 6.25 | 7/15/32 | 275 | ||||||||||
180 | Freddie Mac | 6.75 | 3/15/31 | 201 | ||||||||||
85 | Tennessee Valley Authority | 5.25 | 9/15/39 | 83 | ||||||||||
200 | Tennessee Valley Authority | 5.38 | 4/1/56 | 199 | ||||||||||
100 | Tennessee Valley Authority | 5.88 | 4/1/36 | 106 | ||||||||||
140 | Tennessee Valley Authority | 6.15 | 1/15/38 | 151 | ||||||||||
Total U.S. Government Agency Securities | 10,310 | |||||||||||||
U.S. Treasury Obligations — 44.71% | ||||||||||||||
1,500 | U.S. Treasury Bond | 1.13 | 5/15/40 | 860 | ||||||||||
2,625 | U.S. Treasury Bond | 1.13 | 8/15/40 | 1,491 | ||||||||||
2,610 | U.S. Treasury Bond | 1.25 | 5/15/50 | 1,232 | ||||||||||
1,965 | U.S. Treasury Bond | 1.38 | 11/15/40 | 1,161 | ||||||||||
2,580 | U.S. Treasury Bond | 1.38 | 8/15/50 | 1,259 | ||||||||||
2,820 | U.S. Treasury Bond | 1.63 | 11/15/50 | 1,477 | ||||||||||
2,625 | U.S. Treasury Bond | 1.75 | 8/15/41 | 1,634 | ||||||||||
2,975 | U.S. Treasury Bond | 1.88 | 11/15/51 | 1,659 | ||||||||||
2,695 | U.S. Treasury Bond | 1.88 | 2/15/51 | 1,511 | ||||||||||
2,140 | U.S. Treasury Bond | 1.88 | 2/15/41 | 1,380 | ||||||||||
4,335 | U.S. Treasury Bond | 2.00 | 8/15/51 | 2,503 | ||||||||||
3,320 | U.S. Treasury Bond | 2.00 | 11/15/41 | 2,154 | ||||||||||
1,370 | U.S. Treasury Bond | 2.00 | 2/15/50 | 800 | ||||||||||
3,010 | U.S. Treasury Bond | 2.25 | 2/15/52 | 1,848 | ||||||||||
1,750 | U.S. Treasury Bond | 2.25 | 5/15/41 | 1,200 | ||||||||||
1,260 | U.S. Treasury Bond | 2.25 | 8/15/46 | 799 | ||||||||||
1,250 | U.S. Treasury Bond | 2.25 | 8/15/49 | 778 | ||||||||||
1,880 | U.S. Treasury Bond | 2.38 | 2/15/42 | 1,299 | ||||||||||
3,860 | U.S. Treasury Bond | 2.38 | 5/15/51 | 2,449 | ||||||||||
3,000 | U.S. Treasury Bond | 2.38 | 11/15/49 | 1,920 | ||||||||||
2,015 | U.S. Treasury Bond | 2.50 | 2/15/45 | 1,368 | ||||||||||
800 | U.S. Treasury Bond | 2.50 | 5/15/46 | 536 |
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 1,135 | U.S. Treasury Bond | 2.50 | 2/15/46 | $ | 761 | ||||||||
1,110 | U.S. Treasury Bond | 2.75 | 8/15/47 | 775 | ||||||||||
2,320 | U.S. Treasury Bond | 2.75 | 11/15/47 | 1,617 | ||||||||||
450 | U.S. Treasury Bond | 2.75 | 8/15/42 | 329 | ||||||||||
1,995 | U.S. Treasury Bond | 2.75 | 11/15/42 | 1,455 | ||||||||||
2,000 | U.S. Treasury Bond | 2.88 | 5/15/49 | 1,427 | ||||||||||
780 | U.S. Treasury Bond | 2.88 | 8/15/45 | 565 | ||||||||||
2,095 | U.S. Treasury Bond | 2.88 | 5/15/52 | 1,486 | ||||||||||
955 | U.S. Treasury Bond | 2.88 | 11/15/46 | 686 | ||||||||||
1,766 | U.S. Treasury Bond | 2.88 | 5/15/43 | 1,307 | ||||||||||
1,125 | U.S. Treasury Bond | 3.00 | 5/15/42 | 861 | ||||||||||
440 | U.S. Treasury Bond | 3.00 | 2/15/47 | 323 | ||||||||||
1,645 | U.S. Treasury Bond | 3.00 | 2/15/49 | 1,203 | ||||||||||
670 | U.S. Treasury Bond | 3.00 | 11/15/45 | 495 | ||||||||||
1,010 | U.S. Treasury Bond | 3.00 | 5/15/45 | 750 | ||||||||||
1,460 | U.S. Treasury Bond | 3.00 | 8/15/48 | 1,067 | ||||||||||
1,370 | U.S. Treasury Bond | 3.00 | 2/15/48 | 1,002 | ||||||||||
1,075 | U.S. Treasury Bond | 3.00 | 5/15/47 | 788 | ||||||||||
955 | U.S. Treasury Bond | 3.00 | 11/15/44 | 712 | ||||||||||
2,270 | U.S. Treasury Bond | 3.00 | 8/15/52 | 1,655 | ||||||||||
1,000 | U.S. Treasury Bond | 3.13 | 11/15/41 | 786 | ||||||||||
1,030 | U.S. Treasury Bond | 3.13 | 5/15/48 | 772 | ||||||||||
1,230 | U.S. Treasury Bond | 3.13 | 8/15/44 | 939 | ||||||||||
1,177 | U.S. Treasury Bond | 3.13 | 2/15/43 | 911 | ||||||||||
1,000 | U.S. Treasury Bond | 3.13 | 2/15/42 | 783 | ||||||||||
850 | U.S. Treasury Bond | 3.25 | 5/15/42 | 677 | ||||||||||
1,130 | U.S. Treasury Bond | 3.38 | 5/15/44 | 901 | ||||||||||
2,900 | U.S. Treasury Bond | 3.38 | 11/15/48 | 2,275 | ||||||||||
1,315 | U.S. Treasury Bond | 3.38 | 8/15/42 | 1,066 | ||||||||||
40 | U.S. Treasury Bond | 3.50 | 2/15/39 | 35 | ||||||||||
1,905 | U.S. Treasury Bond | 3.63 | 5/15/53 | 1,578 | ||||||||||
2,100 | U.S. Treasury Bond | 3.63 | 2/15/53 | 1,738 | ||||||||||
1,470 | U.S. Treasury Bond | 3.63 | 8/15/43 | 1,226 | ||||||||||
1,030 | U.S. Treasury Bond | 3.63 | 2/15/44 | 856 | ||||||||||
920 | U.S. Treasury Bond | 3.75 | 11/15/43 | 781 | ||||||||||
150 | U.S. Treasury Bond | 3.88 | 5/15/43 | 130 | ||||||||||
225 | U.S. Treasury Bond | 3.88 | 8/15/40 | 200 | ||||||||||
875 | U.S. Treasury Bond | 3.88 | 2/15/43 | 762 | ||||||||||
925 | U.S. Treasury Bond | 4.00 | 11/15/52 | 820 | ||||||||||
915 | U.S. Treasury Bond | 4.13 | 8/15/53 | 831 | ||||||||||
30 | U.S. Treasury Bond | 4.25 | 5/15/39 | 28 | ||||||||||
550 | U.S. Treasury Bond | 4.25 | 11/15/40 | 511 | ||||||||||
855 | U.S. Treasury Bond | 4.38 | 11/15/39 | 813 | ||||||||||
530 | U.S. Treasury Bond | 4.38 | 2/15/38 | 513 | ||||||||||
551 | U.S. Treasury Bond | 4.38 | 5/15/41 | 519 | ||||||||||
163 | U.S. Treasury Bond | 4.38 | 5/15/40 | 154 | ||||||||||
255 | U.S. Treasury Bond | 4.50 | 5/15/38 | 249 | ||||||||||
1,025 | U.S. Treasury Bond | 4.50 | 2/15/36 | 1,022 | ||||||||||
1,150 | U.S. Treasury Bond | 4.50 | 8/15/39 | 1,114 | ||||||||||
673 | U.S. Treasury Bond | 4.63 | 2/15/40 | 659 | ||||||||||
520 | U.S. Treasury Bond | 4.75 | 2/15/37 | 529 | ||||||||||
1,500 | U.S. Treasury Bond | 4.75 | 2/15/41 | 1,483 | ||||||||||
235 | U.S. Treasury Bond | 5.00 | 5/15/37 | 244 | ||||||||||
425 | U.S. Treasury Bond | 5.25 | 2/15/29 | 435 | ||||||||||
282 | U.S. Treasury Bond | 5.25 | 11/15/28 | 289 | ||||||||||
1,274 | U.S. Treasury Bond | 5.38 | 2/15/31 | 1,332 | ||||||||||
400 | U.S. Treasury Bond | 5.50 | 8/15/28 | 414 | ||||||||||
85 | U.S. Treasury Bond | 6.00 | 2/15/26 | 87 | ||||||||||
265 | U.S. Treasury Bond | 6.13 | 11/15/27 | 279 | ||||||||||
280 | U.S. Treasury Bond | 6.13 | 8/15/29 | 301 | ||||||||||
1,090 | U.S. Treasury Bond | 6.25 | 5/15/30 | 1,187 | ||||||||||
100 | U.S. Treasury Bond | 6.38 | 8/15/27 | 105 | ||||||||||
218 | U.S. Treasury Bond | 6.50 | 11/15/26 | 228 | ||||||||||
1,000 | U.S. Treasury Bond | 6.63 | 2/15/27 | 1,054 | ||||||||||
200 | U.S. Treasury Bond | 6.75 | 8/15/26 | 209 | ||||||||||
300 | U.S. Treasury Bond | 6.88 | 8/15/25 | 308 | ||||||||||
295 | U.S. Treasury Bond | 7.63 | 2/15/25 | 303 | ||||||||||
1,580 | U.S. Treasury Note | 0.25 | 7/31/25 | 1,446 |
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 2,680 | U.S. Treasury Note | 0.25 | 10/31/25 | $ | 2,429 | ||||||||
1,145 | U.S. Treasury Note | 0.25 | 9/30/25 | 1,042 | ||||||||||
3,105 | U.S. Treasury Note | 0.25 | 8/31/25 | 2,832 | ||||||||||
2,525 | U.S. Treasury Note | 0.25 | 5/31/25 | 2,328 | ||||||||||
1,675 | U.S. Treasury Note | 0.25 | 6/30/25 | 1,539 | ||||||||||
3,415 | U.S. Treasury Note | 0.38 | 9/30/27 | 2,882 | ||||||||||
2,075 | U.S. Treasury Note | 0.38 | 7/31/27 | 1,762 | ||||||||||
2,100 | U.S. Treasury Note | 0.38 | 1/31/26 | 1,890 | ||||||||||
610 | U.S. Treasury Note | 0.38 | 9/15/24 | 581 | ||||||||||
2,500 | U.S. Treasury Note | 0.38 | 11/30/25 | 2,264 | ||||||||||
1,895 | U.S. Treasury Note | 0.38 | 12/31/25 | 1,713 | ||||||||||
3,120 | U.S. Treasury Note | 0.38 | 8/15/24 | 2,984 | ||||||||||
1,560 | U.S. Treasury Note | 0.38 | 4/30/25 | 1,446 | ||||||||||
2,175 | U.S. Treasury Note | 0.50 | 2/28/26 | 1,958 | ||||||||||
1,905 | U.S. Treasury Note | 0.50 | 3/31/25 | 1,775 | ||||||||||
1,900 | U.S. Treasury Note | 0.50 | 6/30/27 | 1,627 | ||||||||||
2,600 | U.S. Treasury Note | 0.50 | 5/31/27 | 2,234 | ||||||||||
3,090 | U.S. Treasury Note | 0.50 | 8/31/27 | 2,629 | ||||||||||
2,425 | U.S. Treasury Note | 0.50 | 10/31/27 | 2,051 | ||||||||||
1,885 | U.S. Treasury Note | 0.50 | 4/30/27 | 1,625 | ||||||||||
2,720 | U.S. Treasury Note | 0.63 | 5/15/30 | 2,105 | ||||||||||
1,575 | U.S. Treasury Note | 0.63 | 3/31/27 | 1,368 | ||||||||||
3,895 | U.S. Treasury Note | 0.63 | 8/15/30 | 2,989 | ||||||||||
2,885 | U.S. Treasury Note | 0.63 | 11/30/27 | 2,446 | ||||||||||
2,925 | U.S. Treasury Note | 0.63 | 10/15/24 | 2,784 | ||||||||||
2,800 | U.S. Treasury Note | 0.63 | 12/31/27 | 2,368 | ||||||||||
1,635 | U.S. Treasury Note | 0.63 | 7/31/26 | 1,455 | ||||||||||
3,090 | U.S. Treasury Note | 0.75 | 3/31/26 | 2,794 | ||||||||||
3,470 | U.S. Treasury Note | 0.75 | 4/30/26 | 3,126 | ||||||||||
2,960 | U.S. Treasury Note | 0.75 | 11/15/24 | 2,811 | ||||||||||
2,800 | U.S. Treasury Note | 0.75 | 5/31/26 | 2,514 | ||||||||||
4,025 | U.S. Treasury Note | 0.75 | 1/31/28 | 3,412 | ||||||||||
1,845 | U.S. Treasury Note | 0.75 | 8/31/26 | 1,643 | ||||||||||
4,830 | U.S. Treasury Note | 0.88 | 11/15/30 | 3,757 | ||||||||||
2,295 | U.S. Treasury Note | 0.88 | 6/30/26 | 2,065 | ||||||||||
1,615 | U.S. Treasury Note | 0.88 | 9/30/26 | 1,441 | ||||||||||
3,365 | U.S. Treasury Note | 1.00 | 7/31/28 | 2,838 | ||||||||||
2,975 | U.S. Treasury Note | 1.00 | 12/15/24 | 2,824 | ||||||||||
3,775 | U.S. Treasury Note | 1.13 | 10/31/26 | 3,382 | ||||||||||
2,780 | U.S. Treasury Note | 1.13 | 1/15/25 | 2,635 | ||||||||||
3,635 | U.S. Treasury Note | 1.13 | 8/31/28 | 3,078 | ||||||||||
2,135 | U.S. Treasury Note | 1.13 | 2/28/25 | 2,015 | ||||||||||
650 | U.S. Treasury Note | 1.13 | 2/28/27 | 577 | ||||||||||
5,490 | U.S. Treasury Note | 1.13 | 2/15/31 | 4,329 | ||||||||||
2,465 | U.S. Treasury Note | 1.13 | 2/29/28 | 2,121 | ||||||||||
3,195 | U.S. Treasury Note | 1.25 | 11/30/26 | 2,867 | ||||||||||
3,390 | U.S. Treasury Note | 1.25 | 5/31/28 | 2,911 | ||||||||||
3,510 | U.S. Treasury Note | 1.25 | 4/30/28 | 3,022 | ||||||||||
5,385 | U.S. Treasury Note | 1.25 | 8/15/31 | 4,209 | ||||||||||
2,460 | U.S. Treasury Note | 1.25 | 3/31/28 | 2,123 | ||||||||||
2,185 | U.S. Treasury Note | 1.25 | 9/30/28 | 1,857 | ||||||||||
3,515 | U.S. Treasury Note | 1.25 | 6/30/28 | 3,010 | ||||||||||
2,000 | U.S. Treasury Note | 1.25 | 12/31/26 | 1,792 | ||||||||||
4,500 | U.S. Treasury Note | 1.38 | 11/15/31 | 3,527 | ||||||||||
1,205 | U.S. Treasury Note | 1.38 | 1/31/25 | 1,144 | ||||||||||
450 | U.S. Treasury Note | 1.38 | 8/31/26 | 408 | ||||||||||
3,470 | U.S. Treasury Note | 1.38 | 12/31/28 | 2,947 | ||||||||||
3,525 | U.S. Treasury Note | 1.38 | 10/31/28 | 3,007 | ||||||||||
3,370 | U.S. Treasury Note | 1.50 | 2/15/25 | 3,200 | ||||||||||
370 | U.S. Treasury Note | 1.50 | 10/31/24 | 355 | ||||||||||
1,000 | U.S. Treasury Note | 1.50 | 8/15/26 | 912 | ||||||||||
2,400 | U.S. Treasury Note | 1.50 | 11/30/24 | 2,295 | ||||||||||
3,530 | U.S. Treasury Note | 1.50 | 11/30/28 | 3,025 | ||||||||||
4,105 | U.S. Treasury Note | 1.50 | 1/31/27 | 3,696 | ||||||||||
1,810 | U.S. Treasury Note | 1.50 | 2/15/30 | 1,500 | ||||||||||
3,500 | U.S. Treasury Note | 1.63 | 5/15/26 | 3,221 | ||||||||||
600 | U.S. Treasury Note | 1.63 | 9/30/26 | 548 | ||||||||||
1,000 | U.S. Treasury Note | 1.63 | 10/31/26 | 910 |
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 945 | U.S. Treasury Note | 1.63 | 11/30/26 | $ | 858 | ||||||||
2,930 | U.S. Treasury Note | 1.63 | 8/15/29 | 2,486 | ||||||||||
1,400 | U.S. Treasury Note | 1.63 | 2/15/26 | 1,297 | ||||||||||
4,455 | U.S. Treasury Note | 1.63 | 5/15/31 | 3,616 | ||||||||||
1,100 | U.S. Treasury Note | 1.75 | 12/31/26 | 1,001 | ||||||||||
1,890 | U.S. Treasury Note | 1.75 | 11/15/29 | 1,607 | ||||||||||
3,320 | U.S. Treasury Note | 1.75 | 1/31/29 | 2,869 | ||||||||||
1,160 | U.S. Treasury Note | 1.75 | 12/31/24 | 1,110 | ||||||||||
1,095 | U.S. Treasury Note | 1.75 | 3/15/25 | 1,041 | ||||||||||
410 | U.S. Treasury Note | 1.88 | 6/30/26 | 379 | ||||||||||
490 | U.S. Treasury Note | 1.88 | 8/31/24 | 474 | ||||||||||
3,100 | U.S. Treasury Note | 1.88 | 2/15/32 | 2,518 | ||||||||||
2,390 | U.S. Treasury Note | 1.88 | 7/31/26 | 2,205 | ||||||||||
3,200 | U.S. Treasury Note | 1.88 | 2/28/29 | 2,779 | ||||||||||
1,650 | U.S. Treasury Note | 1.88 | 2/28/27 | 1,502 | ||||||||||
2,971 | U.S. Treasury Note | 2.00 | 2/15/25 | 2,841 | ||||||||||
2,575 | U.S. Treasury Note | 2.00 | 8/15/25 | 2,432 | ||||||||||
2,885 | U.S. Treasury Note | 2.00 | 11/15/26 | 2,653 | ||||||||||
290 | U.S. Treasury Note | 2.13 | 7/31/24 | 282 | ||||||||||
2,985 | U.S. Treasury Note | 2.13 | 5/15/25 | 2,842 | ||||||||||
1,430 | U.S. Treasury Note | 2.13 | 5/31/26 | 1,333 | ||||||||||
445 | U.S. Treasury Note | 2.13 | 11/30/24 | 429 | ||||||||||
1,785 | U.S. Treasury Note | 2.25 | 2/15/27 | 1,647 | ||||||||||
2,500 | U.S. Treasury Note | 2.25 | 3/31/26 | 2,346 | ||||||||||
795 | U.S. Treasury Note | 2.25 | 12/31/24 | 765 | ||||||||||
1,135 | U.S. Treasury Note | 2.25 | 11/15/24 | 1,096 | ||||||||||
790 | U.S. Treasury Note | 2.25 | 10/31/24 | 764 | ||||||||||
1,775 | U.S. Treasury Note | 2.25 | 11/15/27 | 1,614 | ||||||||||
2,575 | U.S. Treasury Note | 2.25 | 8/15/27 | 2,353 | ||||||||||
1,675 | U.S. Treasury Note | 2.25 | 11/15/25 | 1,582 | ||||||||||
475 | U.S. Treasury Note | 2.38 | 8/15/24 | 462 | ||||||||||
3,200 | U.S. Treasury Note | 2.38 | 3/31/29 | 2,849 | ||||||||||
130 | U.S. Treasury Note | 2.38 | 4/30/26 | 122 | ||||||||||
2,615 | U.S. Treasury Note | 2.38 | 5/15/29 | 2,323 | ||||||||||
2,510 | U.S. Treasury Note | 2.38 | 5/15/27 | 2,315 | ||||||||||
2,000 | U.S. Treasury Note | 2.50 | 3/31/27 | 1,858 | ||||||||||
990 | U.S. Treasury Note | 2.50 | 1/31/25 | 954 | ||||||||||
3,585 | U.S. Treasury Note | 2.63 | 2/15/29 | 3,243 | ||||||||||
1,205 | U.S. Treasury Note | 2.63 | 12/31/25 | 1,145 | ||||||||||
2,120 | U.S. Treasury Note | 2.63 | 4/15/25 | 2,039 | ||||||||||
955 | U.S. Treasury Note | 2.63 | 3/31/25 | 919 | ||||||||||
1,250 | U.S. Treasury Note | 2.63 | 5/31/27 | 1,162 | ||||||||||
1,055 | U.S. Treasury Note | 2.63 | 1/31/26 | 1,001 | ||||||||||
2,065 | U.S. Treasury Note | 2.63 | 7/31/29 | 1,853 | ||||||||||
850 | U.S. Treasury Note | 2.75 | 6/30/25 | 816 | ||||||||||
3,000 | U.S. Treasury Note | 2.75 | 5/31/29 | 2,718 | ||||||||||
1,280 | U.S. Treasury Note | 2.75 | 8/31/25 | 1,225 | ||||||||||
1,525 | U.S. Treasury Note | 2.75 | 5/15/25 | 1,467 | ||||||||||
750 | U.S. Treasury Note | 2.75 | 4/30/27 | 701 | ||||||||||
2,500 | U.S. Treasury Note | 2.75 | 2/28/25 | 2,413 | ||||||||||
2,825 | U.S. Treasury Note | 2.75 | 2/15/28 | 2,612 | ||||||||||
4,160 | U.S. Treasury Note | 2.75 | 8/15/32 | 3,602 | ||||||||||
3,000 | U.S. Treasury Note | 2.88 | 4/30/29 | 2,739 | ||||||||||
3,610 | U.S. Treasury Note | 2.88 | 5/15/32 | 3,169 | ||||||||||
540 | U.S. Treasury Note | 2.88 | 7/31/25 | 519 | ||||||||||
1,505 | U.S. Treasury Note | 2.88 | 5/31/25 | 1,449 | ||||||||||
1,500 | U.S. Treasury Note | 2.88 | 4/30/25 | 1,446 | ||||||||||
3,380 | U.S. Treasury Note | 2.88 | 8/15/28 | 3,121 | ||||||||||
2,005 | U.S. Treasury Note | 2.88 | 6/15/25 | 1,930 | ||||||||||
2,995 | U.S. Treasury Note | 2.88 | 5/15/28 | 2,775 | ||||||||||
800 | U.S. Treasury Note | 2.88 | 11/30/25 | 765 | ||||||||||
2,585 | U.S. Treasury Note | 3.00 | 7/15/25 | 2,490 | ||||||||||
1,415 | U.S. Treasury Note | 3.00 | 9/30/25 | 1,360 | ||||||||||
880 | U.S. Treasury Note | 3.00 | 10/31/25 | 845 | ||||||||||
1,930 | U.S. Treasury Note | 3.13 | 8/15/25 | 1,862 | ||||||||||
3,430 | U.S. Treasury Note | 3.13 | 11/15/28 | 3,194 | ||||||||||
2,000 | U.S. Treasury Note | 3.13 | 8/31/29 | 1,843 | ||||||||||
2,200 | U.S. Treasury Note | 3.25 | 6/30/27 | 2,090 |
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||
$ | 1,700 | U.S. Treasury Note | 3.25 | 6/30/29 | $ | 1,580 | ||||||||
4,400 | U.S. Treasury Note | 3.38 | 5/15/33 | 3,992 | ||||||||||
1,245 | U.S. Treasury Note | 3.50 | 1/31/30 | 1,167 | ||||||||||
5,000 | U.S. Treasury Note | 3.50 | 2/15/33 | 4,588 | ||||||||||
2,200 | U.S. Treasury Note | 3.50 | 1/31/28 | 2,100 | ||||||||||
1,905 | U.S. Treasury Note | 3.50 | 9/15/25 | 1,849 | ||||||||||
1,580 | U.S. Treasury Note | 3.63 | 5/15/26 | 1,532 | ||||||||||
1,545 | U.S. Treasury Note | 3.75 | 4/15/26 | 1,503 | ||||||||||
2,635 | U.S. Treasury Note | 3.88 | 8/15/33 | 2,490 | ||||||||||
265 | U.S. Treasury Note | 3.88 | 11/30/29 | 254 | ||||||||||
1,500 | U.S. Treasury Note | 3.88 | 4/30/25 | 1,469 | ||||||||||
1,325 | U.S. Treasury Note | 3.88 | 12/31/29 | 1,269 | ||||||||||
800 | U.S. Treasury Note | 3.88 | 9/30/29 | 768 | ||||||||||
1,740 | U.S. Treasury Note | 3.88 | 1/15/26 | 1,699 | ||||||||||
1,725 | U.S. Treasury Note | 4.00 | 12/15/25 | 1,689 | ||||||||||
1,900 | U.S. Treasury Note | 4.00 | 2/15/26 | 1,860 | ||||||||||
1,000 | U.S. Treasury Note | 4.00 | 2/29/28 | 974 | ||||||||||
3,720 | U.S. Treasury Note | 4.13 | 11/15/32 | 3,588 | ||||||||||
1,580 | U.S. Treasury Note | 4.13 | 6/15/26 | 1,551 | ||||||||||
1,835 | U.S. Treasury Note | 4.25 | 10/15/25 | 1,806 | ||||||||||
1,670 | U.S. Treasury Note | 4.38 | 8/15/26 | 1,649 | ||||||||||
795 | U.S. Treasury Note | 4.38 | 10/31/24 | 786 | ||||||||||
1,765 | U.S. Treasury Note | 4.50 | 11/15/25 | 1,746 | ||||||||||
1,590 | U.S. Treasury Note | 4.50 | 7/15/26 | 1,575 | ||||||||||
1,750 | U.S. Treasury Note | 4.63 | 9/15/26 | 1,741 | ||||||||||
1,555 | U.S. Treasury Note | 4.63 | 3/15/26 | 1,544 | ||||||||||
125 | U.S. Treasury Note | 4.63 | 2/28/25 | 124 | ||||||||||
Total U.S. Treasury Obligations | 406,428 | |||||||||||||
Shares | ||||||||||||||
Exchange-Traded Funds — 52.33% | ||||||||||||||
6,531,963 | Vanguard Intermediate-Term Treasury ETF | 373,302 | ||||||||||||
2,164,856 | Vanguard Short-Term Inflation-Protected Securities ETF | 102,354 | ||||||||||||
Total Exchange-Traded Funds | 475,656 | |||||||||||||
Investment Company — 1.22% | ||||||||||||||
11,108,684 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 5.23 | (b) | 11,109 | ||||||||||
Total Investment Company | 11,109 | |||||||||||||
Total Investments (cost $957,141) — 99.39% | 903,503 | |||||||||||||
Other assets in excess of liabilities — 0.61% | 5,548 | |||||||||||||
Net Assets — 100.00% | $ | 909,051 | ||||||||||||
(a) | Zero Coupon Security. Effective rate shown is as of September 30, 2023. |
(b) | Annualized 7-day yield as of period-end. |
ETF—Exchange-Traded Fund
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
The U.S. Government Fixed Income Securities Portfolio | Mellon Investments Corporation | Parametric Portfolio Associates, LLC | Total | |||||||||
U.S. Government Agency Securities | 1.13 | % | - | 1.13 | % | |||||||
U.S. Treasury Obligations | 44.71 | % | - | 44.71 | % | |||||||
Exchange-Traded Fund | - | 52.33 | % | 52.33 | % | |||||||
Investment Company | - | 1.22 | % | 1.22 | % | |||||||
Other Assets (Liabilities) | 0.25 | % | 0.36 | % | 0.61 | % | ||||||
Total Net Assets | 46.09 | % | 53.91 | % | 100.00 | % |
Amounts designated as "—" indicate the Specialist Manager did not manage any holdings in that category.
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
The following table reflects the open derivative positions held by the Portfolio as of September 30, 2023.
Futures Contracts Purchased*
Description | Number of Contracts |
Expiration Date | Notional Amount (000) | Value and Unrealized Appreciation/ (Depreciation) (000) | |||||||||||
10 Year US Treasury Note Future | 741 | 12/19/23 | $ | 80,074 | $ | (1,319 | ) | ||||||||
$ | 80,074 | $ | (1,319 | ) | |||||||||||
Total Unrealized Appreciation | $ | — | |||||||||||||
Total Unrealized Depreciation | (1,319 | ) | |||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (1,319 | ) |
* | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
Options on Futures Contracts
Exchange-traded options on futures contacts written as of September 30, 2023 were as follows:
Description | Put/Call | Number of Contracts | Notional Amount (000) | Exercise Price | Expiration Date | Value (000) | ||||||||||||||||
10 Year US Treasury Note Future Option | Put | 150 | $ | 802 | $ | 107.00 | 10/27/23 | $ | (70 | ) | ||||||||||||
10 Year US Treasury Note Future Option | Put | 100 | 539 | 108.00 | 10/27/23 | (84 | ) | |||||||||||||||
10 Year US Treasury Note Future Option | Put | 100 | 533 | 106.50 | 10/27/23 | (33 | ) | |||||||||||||||
10 Year US Treasury Note Future Option | Put | 100 | 538 | 107.50 | 10/27/23 | (64 | ) | |||||||||||||||
10 Year US Treasury Note Future Option | Put | 150 | 802 | 107.00 | 11/24/23 | (127 | ) | |||||||||||||||
10 Year US Treasury Note Future Option | Put | 50 | 264 | 105.50 | 11/24/23 | (23 | ) | |||||||||||||||
10 Year US Treasury Note Future Option | Put | 100 | 530 | 106.00 | 11/24/23 | (56 | ) | |||||||||||||||
10 Year US Treasury Note Future Option | Put | 100 | 533 | 106.50 | 11/24/23 | (69 | ) | |||||||||||||||
$ | (526 | ) |
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Corporate Bonds — 75.04% | ||||||||||||||
$ | 2,694 | AbbVie, Inc. (Biotechnology) | 4.40 | 11/6/42 | $ | 2,231 | ||||||||
232 | Air Products & Chemicals, Inc. (Chemicals), Callable 11/15/39 @ 100.00 | 2.70 | 5/15/40 | 159 | ||||||||||
530 | Alabama Power Co., Series B (Electric Utilities), Callable 6/1/47 @ 100.00 | 3.70 | 12/1/47 | 374 | ||||||||||
155 | Alabama Power Co. (Electric Utilities), Callable 2/15/44 @ 100.00 | 4.15 | 8/15/44 | 120 | ||||||||||
2,315 | Amgen, Inc. (Biotechnology), Callable 2/1/25 @ 100.00 | 3.13 | 5/1/25 | 2,222 | ||||||||||
1,435 | Amgen, Inc. (Biotechnology), Callable 8/21/39 @ 100.00 | 3.15 | 2/21/40 | 1,008 | ||||||||||
810 | Amgen, Inc. (Biotechnology), Callable 12/15/50 @ 100.00 | 4.66 | 6/15/51 | 660 | ||||||||||
1,790 | Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. (Beverages), Callable 8/1/45 @ 100.00 | 4.90 | 2/1/46 | 1,559 | ||||||||||
1,880 | Anheuser-Busch InBev Worldwide, Inc. (Beverages) | 4.95 | 1/15/42 | 1,703 | ||||||||||
2,275 | Apple, Inc. (Technology Hardware, Storage & Peripherals), Callable 8/23/45 @ 100.00 | 4.65 | 2/23/46 | 2,036 | ||||||||||
1,730 | Aptiv PLC/Aptiv Corp. (Automobile Components), Callable 10/16/23 @ 100.00 | 2.40 | 2/18/25 | 1,644 | ||||||||||
2,519 | AT&T, Inc. (Diversified Telecommunication Services), Callable 3/15/55 @ 100.00 | 3.55 | 9/15/55 | 1,536 | ||||||||||
1,425 | AT&T, Inc. (Diversified Telecommunication Services), Callable 12/1/28 @ 100.00 | 4.35 | 3/1/29 | 1,329 | ||||||||||
875 | AT&T, Inc. (Diversified Telecommunication Services), Callable 9/9/48 @ 100.00 | 4.55 | 3/9/49 | 667 | ||||||||||
255 | Atmos Energy Corp. (Gas Utilities), Callable 4/15/44 @ 100.00 | 4.13 | 10/15/44 | 200 | ||||||||||
1,145 | Atmos Energy Corp. (Gas Utilities), Callable 7/15/42 @ 100.00 | 4.15 | 1/15/43 | 916 | ||||||||||
5,805 | Bank of America Corp. (Banks), Callable 4/22/31 @ 100.00 | 2.69 (SOFR + 132 bps)(a) | 4/22/32 | 4,568 | ||||||||||
5,225 | Bank of America Corp., MTN (Banks), Callable 2/7/29 @ 100.00 | 3.97 (TSFR3M + 147 bps)(a) | 2/7/30 | 4,711 | ||||||||||
1,665 | Berkshire Hathaway Energy Co. (Multi-Utilities), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 1,332 | ||||||||||
1,000 | BP Capital Markets America, Inc. (Financial Services), Callable 8/24/49 @ 100.00 | 3.00 | 2/24/50 | 622 | ||||||||||
1,245 | Bristol-Myers Squibb Co. (Pharmaceuticals), Callable 4/26/49 @ 100.00 | 4.25 | 10/26/49 | 987 | ||||||||||
2,705 | Brown & Brown, Inc. (Insurance), Callable 12/15/30 @ 100.00 | 2.38 | 3/15/31 | 2,109 | ||||||||||
705 | Bunge Ltd. Finance Corp. (Consumer Staples Distribution & Retail), Callable 2/14/31 @ 100.00 | 2.75 | 5/14/31 | 568 | ||||||||||
1,305 | Bunge Ltd. Finance Corp. (Food Products), Callable 5/15/26 @ 100.00 | 3.25 | 8/15/26 | 1,220 | ||||||||||
3,000 | Capital One Financial Corp. (Consumer Finance), Callable 2/1/28 @ 100.00 | 5.47 (SOFR + 208 bps)(a) | 2/1/29 | 2,855 | ||||||||||
500 | Capital One NA (Banks), Callable 1/28/25 @ 100.00 | 2.28 (SOFR + 91 bps)(a) | 1/28/26 | 473 | ||||||||||
3,930 | Charter Communications Operating LLC/Charter Communications Operating Capital (Media), Callable 12/30/28 @ 100.00 | 5.05 | 3/30/29 | 3,673 | ||||||||||
2,885 | Citigroup, Inc. (Banks), Callable 3/17/32 @ 100.00 | 3.79 (SOFR + 194 bps)(a) | 3/17/33 | 2,411 | ||||||||||
3,650 | Citigroup, Inc. (Banks), Callable 3/31/30 @ 100.00 | 4.41 (SOFR + 391 bps)(a) | 3/31/31 | 3,273 | ||||||||||
1,244 | Collins Aerospace (Aerospace & Defense), Callable 12/15/26 @ 100.00 ^ | 3.50 | 3/15/27 | 1,149 | ||||||||||
395 | Comcast Corp. (Media), Callable 5/1/49 @ 100.00 | 4.00 | 11/1/49 | 293 | ||||||||||
295 | Comcast Corp. (Media) | 4.65 | 7/15/42 | 248 | ||||||||||
2,185 | Comcast Corp. (Media) | 4.75 | 3/1/44 | 1,829 | ||||||||||
175 | Consolidated Edison Co. of New York, Inc., Series 2008-B (Multi-Utilities) | 6.75 | 4/1/38 | 186 | ||||||||||
2,165 | Constellation Brands, Inc. (Beverages), Callable 2/1/30 @ 100.00 | 2.88 | 5/1/30 | 1,818 | ||||||||||
2,050 | CSX Corp. (Ground Transportation) | 6.22 | 4/30/40 | 2,100 | ||||||||||
2,415 | CVS Health Corp. (Health Care Providers & Services), Callable 9/25/37 @ 100.00 | 4.78 | 3/25/38 | 2,079 | ||||||||||
1,130 | CVS Health Corp. (Health Care Providers & Services), Callable 1/20/45 @ 100.00 | 5.13 | 7/20/45 | 954 | ||||||||||
1,230 | Dell International LLC/EMC Corp. (Technology Hardware, Storage & Peripherals), Callable 8/1/26 @ 100.00 | 4.90 | 10/1/26 | 1,194 | ||||||||||
1,565 | Devon Energy Corp. (Oil, Gas & Consumable Fuels), Callable 1/15/41 @ 100.00 | 5.60 | 7/15/41 | 1,385 | ||||||||||
315 | Devon Energy Corp. (Oil, Gas & Consumable Fuels), Callable 9/15/25 @ 100.00 | 5.85 | 12/15/25 | 313 | ||||||||||
1,093 | Digital Realty Trust LP (Specialized REITs), Callable 4/15/28 @ 100.00 | 4.45 | 7/15/28 | 1,024 | ||||||||||
805 | Eastern Energy Gas Holdings LLC, Series B (Multi-Utilities), Callable 8/15/29 @ 100.00 | 3.00 | 11/15/29 | 685 |
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 1,830 | Eastern Energy Gas Holdings LLC (Multi-Utilities), Callable 9/15/24 @ 100.00 | 3.60 | 12/15/24 | $ | 1,774 | ||||||||
685 | EIDP, Inc. (Chemicals), Callable 4/15/30 @ 100.00 | 2.30 | 7/15/30 | 558 | ||||||||||
600 | Elevance Health, Inc. (Health Care Providers & Services) | 4.63 | 5/15/42 | 500 | ||||||||||
735 | Elevance Health, Inc. (Health Care Providers & Services) | 4.65 | 1/15/43 | 617 | ||||||||||
1,625 | Energy Transfer LP (Oil, Gas & Consumable Fuels), Callable 7/15/42 @ 100.00 | 4.95 | 1/15/43 | 1,269 | ||||||||||
800 | Energy Transfer LP (Oil, Gas & Consumable Fuels), Callable 3/15/28 @ 100.00 | 4.95 | 6/15/28 | 766 | ||||||||||
2,497 | Enterprise Products Operating LLC (Oil, Gas & Consumable Fuels), Callable 9/15/43 @ 100.00 | 4.85 | 3/15/44 | 2,143 | ||||||||||
1,818 | FedEx Corp. Pass Through Trust, Series 2020-1, Class - AA (Air Freight & Logistics) | 1.88 | 2/20/34 | 1,440 | ||||||||||
990 | Fiserv, Inc. (Financial Services), Callable 12/2/32 @ 100.00 | 5.60 | 3/2/33 | 958 | ||||||||||
780 | General Motors Co. (Automobiles), Callable 9/1/25 @ 100.00 | 6.13 | 10/1/25 | 778 | ||||||||||
1,815 | General Motors Financial Co., Inc. (Consumer Finance), Callable 1/26/25 @ 100.00 | 2.90 | 2/26/25 | 1,735 | ||||||||||
2,055 | General Motors Financial Co., Inc. (Specialty Retail), Callable 2/6/30 @ 100.00 | 5.85 | 4/6/30 | 1,970 | ||||||||||
1,165 | Georgia Power Co. (Electric Utilities) | 4.30 | 3/15/42 | 938 | ||||||||||
1,155 | Gilead Sciences, Inc. (Biotechnology), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 957 | ||||||||||
2,785 | HCA, Inc. (Health Care Providers & Services) | 5.38 | 2/1/25 | 2,750 | ||||||||||
590 | HCA, Inc. (Health Care Providers & Services), Callable 3/1/33 @ 100.00 | 5.50 | 6/1/33 | 558 | ||||||||||
722 | Intel Corp. (Semiconductors & Semiconductor Equipment), Callable 6/8/47 @ 100.00 | 3.73 | 12/8/47 | 512 | ||||||||||
1,540 | Intel Corp. (Semiconductors & Semiconductor Equipment), Callable 11/10/32 @ 100.00 | 5.20 | 2/10/33 | 1,487 | ||||||||||
1,300 | International Business Machines Corp. (IT Services) | 3.00 | 5/15/24 | 1,278 | ||||||||||
765 | International Business Machines Corp. (IT Services) | 4.00 | 6/20/42 | 595 | ||||||||||
795 | International Paper Co. (Containers & Packaging), Callable 5/15/41 @ 100.00 | 6.00 | 11/15/41 | 761 | ||||||||||
2,105 | JPMorgan Chase & Co. (Banks), Callable 4/22/31 @ 100.00 | 2.58 (TSFR3M + 125 bps)(a) | 4/22/32 | 1,669 | ||||||||||
3,018 | JPMorgan Chase & Co. (Banks), Callable 5/6/29 @ 100.00 | 3.70 (TSFR3M + 142 bps)(a) | 5/6/30 | 2,676 | ||||||||||
5,900 | JPMorgan Chase & Co. (Banks), Callable 4/23/28 @ 100.00 | 4.01 (TSFR3M + 138 bps)(a) | 4/23/29 | 5,416 | ||||||||||
1,665 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels), Callable 12/1/44 @ 100.00 | 5.55 | 6/1/45 | 1,425 | ||||||||||
1,365 | Lincoln National Corp. (Insurance), Callable 10/15/30 @ 100.00 ^ | 3.40 | 1/15/31 | 1,107 | ||||||||||
2,000 | Lincoln National Corp. (Insurance), Callable 12/1/27 @ 100.00 ^ | 3.80 | 3/1/28 | 1,813 | ||||||||||
1,200 | Lowe's Cos., Inc. (Specialty Retail), Callable 1/15/33 @ 100.00 | 5.00 | 4/15/33 | 1,127 | ||||||||||
200 | LYB International Finance BV (Chemicals), Callable 9/15/43 @ 100.00 | 4.88 | 3/15/44 | 160 | ||||||||||
1,295 | Martin Marietta Materials, Inc., Series CB (Construction Materials), Callable 12/15/29 @ 100.00 | 2.50 | 3/15/30 | 1,060 | ||||||||||
1,275 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 2/15/28 @ 100.00 | 2.45 | 4/15/28 | 1,101 | ||||||||||
810 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 1/15/31 @ 100.00 | 2.95 | 4/15/31 | 657 | ||||||||||
205 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 6/15/33 @ 100.00 | 5.95 | 9/15/33 | 201 | ||||||||||
3,589 | Microchip Technology, Inc. (Semiconductors & Semiconductor Equipment), Callable 11/6/23 @ 101.06 | 4.25 | 9/1/25 | 3,473 | ||||||||||
1,720 | Microsoft Corp. (Software), Callable 2/8/46 @ 100.00 | 3.70 | 8/8/46 | 1,352 | ||||||||||
960 | Mohawk Industries, Inc. (Household Durables), Callable 2/15/30 @ 100.00 ^ | 3.63 | 5/15/30 | 838 | ||||||||||
5,250 | Morgan Stanley, MTN (Capital Markets), Callable 7/20/26 @ 100.00 | 1.51 (SOFR + 86 bps)(a) | 7/20/27 | 4,623 | ||||||||||
5,085 | Morgan Stanley, MTN (Capital Markets), Callable 1/23/29 @ 100.00 | 4.43 (TSFR3M + 189 bps)(a) | 1/23/30 | 4,703 | ||||||||||
1,838 | National Rural Utilities Cooperative Finance Corp. (Financial Services), Callable 7/15/32 @ 100.00 | 5.80 | 1/15/33 | 1,832 | ||||||||||
450 | Netflix, Inc. (Entertainment) | 5.88 | 2/15/25 | 449 | ||||||||||
1,490 | NextEra Energy Capital Holdings, Inc. (Electric Utilities), Callable 11/28/32 @ 100.00 | 5.05 | 2/28/33 | 1,387 | ||||||||||
760 | NextEra Energy Capital Holdings, Inc. (Electric Utilities), Callable 8/28/52 @ 100.00 | 5.25 | 2/28/53 | 657 | ||||||||||
1,580 | NNN REIT, Inc. (Retail REITs), Callable 1/15/30 @ 100.00 | 2.50 | 4/15/30 | 1,284 | ||||||||||
1,395 | Northrop Grumman Corp. (Aerospace & Defense), Callable 4/15/47 @ 100.00 | 4.03 | 10/15/47 | 1,066 | ||||||||||
1,056 | Nucor Corp. (Metals & Mining), Callable 2/1/43 @ 100.00 | 5.20 | 8/1/43 | 961 |
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 400 | Oklahoma Gas and Electric Co. (Electric Utilities), Callable 7/15/32 @ 100.00 | 5.40 | 1/15/33 | $ | 388 | ||||||||
1,100 | Oklahoma Gas and Electric Co. (Electric Utilities), Callable 10/1/52 @ 100.00 | 5.60 | 4/1/53 | 1,031 | ||||||||||
1,460 | Oracle Corp. (Software), Callable 11/15/44 @ 100.00 | 4.13 | 5/15/45 | 1,053 | ||||||||||
3,175 | Ovintiv Exploration, Inc. (Oil, Gas & Consumable Fuels), Callable 10/1/25 @ 100.00 | 5.38 | 1/1/26 | 3,127 | ||||||||||
900 | Pfizer Investment Enterprises Pte Ltd. (Capital Markets), Callable 11/19/42 @ 100.00 | 5.11 | 5/19/43 | 826 | ||||||||||
850 | Pfizer, Inc. (Pharmaceuticals), Callable 3/15/38 @ 100.00 | 4.10 | 9/15/38 | 717 | ||||||||||
1,435 | Philip Morris International, Inc. (Tobacco) | 4.50 | 3/20/42 | 1,141 | ||||||||||
1,290 | Principal Financial Group, Inc. (Insurance), Callable 3/15/30 @ 100.00 | 2.13 | 6/15/30 | 1,027 | ||||||||||
2,534 | Progress Energy, Inc. (Electric Utilities) | 6.00 | 12/1/39 | 2,455 | ||||||||||
1,095 | Prudential Financial, Inc. (Insurance) | 4.60 | 5/15/44 | 906 | ||||||||||
152 | Prudential Financial, Inc. (Insurance) | 6.63 | 6/21/40 | 156 | ||||||||||
265 | Public Service Electric & Gas Co. (Electric Utilities), Callable 3/1/42 @ 100.00 | 3.65 | 9/1/42 | 200 | ||||||||||
674 | Raytheon Technologies Corp. (Aerospace & Defense) | 4.50 | 6/1/42 | 552 | ||||||||||
1,739 | Reliance Steel & Aluminum Co. (Metals & Mining), Callable 7/15/25 @ 100.00 | 1.30 | 8/15/25 | 1,597 | ||||||||||
1,460 | Reliance Steel & Aluminum Co. (Metals & Mining), Callable 5/15/30 @ 100.00 | 2.15 | 8/15/30 | 1,149 | ||||||||||
831 | RELX Capital, Inc. (Professional Services), Callable 2/22/30 @ 100.00 | 3.00 | 5/22/30 | 712 | ||||||||||
425 | Roper Technologies, Inc. (Software), Callable 3/30/30 @ 100.00 | 2.00 | 6/30/30 | 336 | ||||||||||
930 | Sabra Health Care LP (Health Care REITs), Callable 9/1/31 @ 100.00 | 3.20 | 12/1/31 | 697 | ||||||||||
959 | Sabra Health Care LP (Health Care REITs), Callable 5/15/26 @ 100.00 | 5.13 | 8/15/26 | 918 | ||||||||||
920 | Southern Co. Gas Capital Corp. (Electric Utilities), Callable 11/30/46 @ 100.00 | 4.40 | 5/30/47 | 703 | ||||||||||
1,095 | Southwest Airlines Co. (Passenger Airlines), Callable 4/15/27 @ 100.00 | 5.13 | 6/15/27 | 1,068 | ||||||||||
7,140 | The Goldman Sachs Group, Inc. (Capital Markets), Callable 6/5/27 @ 100.00 | 3.69 (TSFR3M + 177 bps)(a) | 6/5/28 | 6,588 | ||||||||||
345 | The Home Depot, Inc. (Specialty Retail), Callable 6/6/48 @ 100.00 | 4.50 | 12/6/48 | 288 | ||||||||||
1,210 | The Home Depot, Inc. (Specialty Retail), Callable 3/15/40 @ 100.00 | 5.40 | 9/15/40 | 1,150 | ||||||||||
1,065 | The Interpublic Group of Cos., Inc. (Media) ^ | 4.20 | 4/15/24 | 1,053 | ||||||||||
2 | The Interpublic Group of Cos., Inc. (Media), Callable 12/30/29 @ 100.00 | 4.75 | 3/30/30 | 2 | ||||||||||
575 | The Interpublic Group of Cos., Inc. (Media), Callable 4/1/48 @ 100.00 | 5.40 | 10/1/48 | 492 | ||||||||||
475 | The Travelers Cos., Inc. (Insurance) | 5.35 | 11/1/40 | 449 | ||||||||||
901 | The Travelers Cos., Inc. (Insurance) | 6.25 | 6/15/37 | 950 | ||||||||||
1,485 | The Walt Disney Co. (Entertainment), Callable 3/15/44 @ 100.00 | 4.75 | 9/15/44 | 1,260 | ||||||||||
720 | T-Mobile US, Inc. (Wireless Telecommunication Services), Callable 10/16/23 @ 101.13 | 2.25 | 2/15/26 | 663 | ||||||||||
1,210 | T-Mobile US, Inc. (Wireless Telecommunication Services), Callable 7/15/52 @ 100.00 | 5.65 | 1/15/53 | 1,102 | ||||||||||
435 | UDR, Inc. (Residential REITs), Callable 5/15/31 @ 100.00 | 3.00 | 8/15/31 | 354 | ||||||||||
810 | UnitedHealth Group, Inc. (Health Care Providers & Services), Callable 5/15/41 @ 100.00 | 4.63 | 11/15/41 | 692 | ||||||||||
905 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 4.75 | 7/15/45 | 786 | ||||||||||
1,190 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 6.63 | 6/15/37 | 1,218 | ||||||||||
475 | Ventas Realty LP (Health Care REITs), Callable 11/1/24 @ 100.00 | 3.50 | 2/1/25 | 457 | ||||||||||
670 | Ventas Realty LP (Diversified REITs), Callable 2/1/24 @ 100.00 | 3.75 | 5/1/24 | 661 | ||||||||||
945 | Ventas Realty LP (Real Estate Management & Development), Callable 10/15/28 @ 100.00 | 4.40 | 1/15/29 | 873 | ||||||||||
715 | Verizon Communications, Inc. (Diversified Telecommunication Services), Callable 12/15/31 @ 100.00 | 2.36 | 3/15/32 | 544 | ||||||||||
3,830 | Verizon Communications, Inc. (Diversified Telecommunication Services), Callable 9/22/40 @ 100.00 | 3.40 | 3/22/41 | 2,727 | ||||||||||
510 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 4.33 | 9/21/28 | 479 | ||||||||||
625 | Virginia Electric and Power Co., Series B (Electric Utilities), Callable 3/15/47 @ 100.00 | 3.80 | 9/15/47 | 452 | ||||||||||
820 | Virginia Electric and Power Co., Series D (Electric Utilities), Callable 2/15/43 @ 100.00 | 4.65 | 8/15/43 | 676 | ||||||||||
1,455 | Warnermedia Holdings, Inc. (Diversified Telecommunication Services), Callable 12/15/31 @ 100.00 | 4.28 | 3/15/32 | 1,235 | ||||||||||
5,380 | Wells Fargo & Co., MTN (Banks), Callable 10/30/29 @ 100.00 | 2.88 (TSFR3M + 143 bps)(a) | 10/30/30 | 4,479 | ||||||||||
2,190 | Wells Fargo & Co., MTN (Banks), Callable 5/22/27 @ 100.00 | 3.58 (TSFR3M + 157 bps)(a) | 5/22/28 | 2,005 | ||||||||||
875 | Wells Fargo & Co. (Banks), Callable 7/25/32 @ 100.00 | 4.90 (SOFR + 210 bps)(a) | 7/25/33 | 789 | ||||||||||
340 | WestRock MWV LLC (Containers & Packaging) | 8.20 | 1/15/30 | 376 |
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Corporate Bonds (continued) | ||||||||||||||
$ | 3,045 | WRKCo, Inc. (Containers & Packaging), Callable 1/15/26 @ 100.00 | 4.65 | 3/15/26 | $ | 2,954 | ||||||||
1,146 | XTO Energy, Inc. (Oil, Gas & Consumable Fuels) | 6.75 | 8/1/37 | 1,231 | ||||||||||
Total Corporate Bonds | 185,548 | |||||||||||||
Yankee Dollars — 7.98% | ||||||||||||||
850 | America Movil SAB de CV (Wireless Telecommunication Services) | 6.13 | 11/15/37 | 861 | ||||||||||
645 | BHP Billiton Finance USA Ltd. (Metals & Mining) | 5.00 | 9/30/43 | 581 | ||||||||||
1,246 | British Telecommunications PLC (Diversified Telecommunication Services) | 9.63 | 12/15/30 | 1,467 | ||||||||||
880 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels), Callable 6/15/25 @ 100.00 | 2.05 | 7/15/25 | 821 | ||||||||||
2,504 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels), Callable 3/1/27 @ 100.00 | 3.85 | 6/1/27 | 2,339 | ||||||||||
935 | Canadian Pacific Railway Co. (Transportation Infrastructure) | 7.13 | 10/15/31 | 1,004 | ||||||||||
836 | Deutsche Telekom International Finance BV (Diversified Telecommunication Services) | 8.75 | 6/15/30 | 959 | ||||||||||
1,010 | Diageo Capital PLC (Financial Services) | 5.88 | 9/30/36 | 1,027 | ||||||||||
1,365 | Enbridge, Inc. (Oil, Gas & Consumable Fuels), Callable 2/1/51 @ 100.00 | 3.40 | 8/1/51 | 852 | ||||||||||
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 | 444 | ||||||||||
825 | Equinor ASA (Oil, Gas & Consumable Fuels) | 5.10 | 8/17/40 | 770 | ||||||||||
1,375 | Iberdrola International BV (Electric Utilities) | 5.81 | 3/15/25 | 1,369 | ||||||||||
1,490 | Iberdrola International BV (Electric Utilities) | 6.75 | 7/15/36 | 1,569 | ||||||||||
1,012 | Nutrien Ltd. (Chemicals), Callable 2/13/30 @ 100.00 | 2.95 | 5/13/30 | 843 | ||||||||||
1,143 | Orange SA (Diversified Telecommunication Services) | 9.00 | 3/1/31 | 1,350 | ||||||||||
1,445 | Shell International Finance BV (Financial Services) | 4.55 | 8/12/43 | 1,227 | ||||||||||
850 | Telefonica Emisiones SA (Diversified Telecommunication Services) | 4.67 | 3/6/38 | 684 | ||||||||||
805 | The Toronto-Dominion Bank (Banks) | 3.20 | 3/10/32 | 658 | ||||||||||
475 | Vodafone Group PLC (Wireless Telecommunication Services) | 4.13 | 5/30/25 | 463 | ||||||||||
456 | Vodafone Group PLC (Wireless Telecommunication Services) | 6.15 | 2/27/37 | 451 | ||||||||||
Total Yankee Dollars | 19,740 | |||||||||||||
Shares | ||||||||||||||
Exchange-Traded Fund — 15.60% | ||||||||||||||
513,200 | Vanguard Short-Term Corporate Bond ETF | 38,567 | ||||||||||||
Total Exchange-Traded Fund | 38,567 | |||||||||||||
Investment Companies — 1.79% | ||||||||||||||
3,047,493 | Federated Hermes Treasury Obligations Fund, Institutional Shares^^ | 4.99 | (b) | 3,047 | ||||||||||
937,322 | State Street Institutional Treasury Money Market Fund, Premier Class | 5.28 | (b) | 937 | ||||||||||
433,981 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 5.23 | (b) | 434 | ||||||||||
Total Investment Companies | 4,418 | |||||||||||||
Total Investments (cost $279,425) — 100.41% | 248,273 | |||||||||||||
Liabilities in excess of other assets — (0.41)% | (1,021 | ) | ||||||||||||
Net Assets — 100.00% | $ | 247,252 |
^ | All or part of this security was on loan as of September 30, 2023. |
^^ | 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, 2023. |
(a) | Variable Rate Security. The rate disclosed is the rate in effect on September 30, 2023. |
(b) | Annualized 7-day yield as of period-end. |
bps—Basis Points |
ETF—Exchange-Traded Fund |
MTN—Medium Term Note |
REIT—Real Estate Investment Trust |
SOFR—Secured Overnight Financing Rate |
TSFR3M—3 Month SOFR |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
The U.S. Corporate Fixed Income Securities Portfolio | Agincourt Capital Management, LLC | Parametric Portfolio Associates | HC Capital Solutions | Total | ||||||||||||
Corporate Bonds | 75.04 | % | - | - | 75.04 | % | ||||||||||
Yankee Dollars | 7.98 | % | - | - | 7.98 | % | ||||||||||
Exchange-Traded Funds | - | 15.60 | % | - | 15.60 | % | ||||||||||
Investment Companies | 1.62 | % | 0.03 | % | 0.14 | % | 1.79 | % | ||||||||
Other Assets (Liabilities) | -0.65 | % | - | 0.24 | % | -0.41 | % | |||||||||
Total Net Assets | 83.99 | % | 15.63 | % | 0.38 | % | 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, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Asset Backed Securities — 1.47% | ||||||||||||||
$ | 150 | American Express Credit Account Master Trust, Series 2021-1, Class - A | 0.90 | 11/15/26 | $ | 143 | ||||||||
100 | American Express Credit Account Master Trust, Series 2022-2, Class - A | 3.39 | 5/15/27 | 97 | ||||||||||
200 | American Express Credit Account Master Trust, Series 2023-1, Class - A | 4.87 | 5/15/28 | 197 | ||||||||||
150 | American Express Credit Account Master Trust, Series 2022-4, Class - A | 4.95 | 10/15/27 | 148 | ||||||||||
100 | BA 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 | ||||||||||
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 | 193 | ||||||||||
100 | Capital One Prime Auto Receivables Trust, Series 2022-1, Class - A3, Callable 4/15/26 @ 100.00 | 3.17 | 4/15/27 | 96 | ||||||||||
100 | CarMax Auto Owner Trust, Series 2023-1, Class - A3, Callable 7/15/26 @ 100.00 | 4.75 | 10/15/27 | 98 | ||||||||||
75 | Carvana Auto Receivables Trust, Series 2022-P2, Class - A4, Callable 10/10/27 @ 200.00 | 4.68 | 2/10/28 | 73 | ||||||||||
100 | CNH Equipment Trust, Series 2022-C, Class - A3, Callable 10/15/26 @ 200.00 | 5.15 | 4/17/28 | 99 | ||||||||||
150 | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class - A3, Callable 10/16/26 @ 100.00 | 4.66 | 2/16/28 | 147 | ||||||||||
100 | Honda Auto Receivables Owner Trust, Series 2021-1, Class - A4, Callable 7/21/24 @ 100.00 | 0.42 | 1/21/28 | 96 | ||||||||||
100 | Hyundai Auto Receivables Trust, Series 2022-A, Class - A3, Callable 6/15/26 @ 100.00 | 2.22 | 10/15/26 | 97 | ||||||||||
100 | Hyundai Auto Receivables Trust, Series 2022-B, Class - A3, Callable 7/15/26 @ 100.00 | 3.72 | 11/16/26 | 97 | ||||||||||
150 | Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class - A3, Callable 9/15/26 @ 100.00 | 4.51 | 11/15/27 | 147 | ||||||||||
100 | Nissan Auto Receivables Owner Trust, Series 2023-A, Class - A3, Callable 12/15/26 @ 100.00 | 4.91 | 11/15/27 | 99 | ||||||||||
100 | Synchrony Card Funding LLC, Series 2022-A1, Class - A, Callable 4/15/25 @ 100.00 | 3.37 | 4/15/28 | 96 | ||||||||||
100 | Toyota Auto Receivables Owner Trust, Series 2021-A, Class - A4, Callable 2/15/25 @ 100.00 | 0.39 | 6/15/26 | 94 | ||||||||||
100 | Toyota Auto Receivables Owner Trust, Series 2022-C, Class - A3, Callable 9/15/26 @ 100.00 | 3.76 | 4/15/27 | 97 | ||||||||||
85 | Toyota Auto Receivables Owner Trust, Series 2023-A, Class - A3, Callable 2/15/27 @ 200.00 | 4.63 | 9/15/27 | 83 | ||||||||||
150 | Verizon Master Trust, Series 2022-2, Class - A, Callable 1/20/25 @ 200.00 | 1.53 | 7/20/28 | 142 | ||||||||||
200 | World Omni Auto Receivables Trust, Series 2021-C, Class - A4, Callable 8/15/25 @ 100.00 | 0.64 | 9/15/27 | 183 | ||||||||||
75 | World Omni Auto Receivables Trust, Series 2023-B, Class - A3, Callable 8/15/26 @ 100.00 | 4.66 | 5/15/28 | 74 | ||||||||||
Total Asset Backed Securities | 2,906 | |||||||||||||
Collateralized Mortgage Obligations — 5.65% | ||||||||||||||
150 | Bank, Series 2020-BN26, Class - A4, Callable 3/15/30 @ 100.00 | 2.40 | 3/15/63 | 120 | ||||||||||
300 | Bank, Series 2021-BN37, Class - A5, Callable 11/15/31 @ 100.00 | 2.62 | (a) | 11/15/64 | 236 | |||||||||
100 | Bank, Series 2019-BN21, Class - A5, Callable 10/15/29 @ 100.00 | 2.85 | 10/17/52 | 83 | ||||||||||
100 | Bank, Series 2019-BN19, Class - A3, Callable 7/15/29 @ 100.00 | 3.18 | 8/15/61 | 82 | ||||||||||
213 | Bank, Series 2017-BNK9, Class - ASB, Callable 12/15/29 @ 100.00 | 3.47 | 11/15/54 | 203 | ||||||||||
300 | Bank, Series 2018-BN10, Class - A5, Callable 2/15/28 @ 100.00 | 3.69 | 2/15/61 | 274 | ||||||||||
100 | Bank, Series 2019-BN17, Class - A4, Callable 4/15/29 @ 100.00 | 3.71 | 4/15/52 | 90 | ||||||||||
150 | Bank, Series 2022-BNK41, Class - A4 | 3.92 | (a) | 4/15/65 | 129 | |||||||||
60 | BBCMS Mortgage Trust, Series 2020-C7, Class - AS, Callable 4/15/30 @ 100.00 | 2.44 | 4/15/53 | 46 | ||||||||||
400 | BBCMS Mortgage Trust, Series 2022-C15, Class - A5, Callable 4/15/32 @ 200.00 | 3.66 | (a) | 4/15/55 | 340 | |||||||||
100 | Benchmark Mortgage Trust, Series 2020-IG1, Class - AS, Callable 1/15/30 @ 100.00 | 2.91 | (a) | 9/15/43 | 68 | |||||||||
200 | Benchmark Mortgage Trust, Series 2022-B33, Class - A5, Callable 3/15/32 @ 100.00 | 3.46 | 3/15/55 | 169 | ||||||||||
250 | Benchmark Mortgage Trust, Series 2019-B9, Class - A5, Callable 2/15/29 @ 100.00 | 4.02 | 3/15/52 | 222 | ||||||||||
200 | Benchmark Mortgage Trust, Series 2018-B6, Class - A4, Callable 10/10/28 @ 100.00 | 4.26 | 10/10/51 | 181 | ||||||||||
157 | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class - A4, Callable 1/10/25 @ 100.00 | 2.88 | 2/10/48 | 153 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Collateralized Mortgage Obligations (continued) | ||||||||||||||
$ | 100 | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class - AS, Callable 2/15/30 @ 100.00 | 2.92 | 2/15/53 | $ | 75 | ||||||||
150 | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class - A4, Callable 12/15/29 @ 100.00 | 3.10 | 12/15/72 | 126 | ||||||||||
100 | Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class - A4, Callable 3/10/26 @ 100.00 | 3.31 | 4/10/49 | 93 | ||||||||||
100 | Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class - A5, Callable 2/10/26 @ 100.00 | 3.62 | 2/10/49 | 93 | ||||||||||
183 | COMM Mortgage Trust, Series 2015-LC19, Class - A4, Callable 1/10/27 @ 100.00 | 3.18 | 2/10/48 | 175 | ||||||||||
80 | COMM Mortgage Trust, Series 2015-DC1, Class - A5, Callable 2/10/25 @ 100.00 | 3.35 | 2/10/48 | 77 | ||||||||||
100 | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class - ASB, Callable 11/15/26 @ 100.00 | 3.31 | 11/15/49 | 96 | ||||||||||
197 | Fannie Mae-ACES, Series 2020-M8, Class - A2 | 1.82 | 2/25/30 | 162 | ||||||||||
168 | Fannie Mae-ACES, Series 2017-M7, Class - A2 | 2.96 | (a) | 2/25/27 | 157 | |||||||||
96 | Fannie Mae-ACES, Series 2017-M11, Class - A2 | 2.98 | 8/25/29 | 86 | ||||||||||
177 | Fannie Mae-ACES, Series 2022-M11, Class - A2 | 3.04 | (a) | 10/25/27 | 164 | |||||||||
197 | Fannie Mae-ACES, Series 2017-M12, Class - A2 | 3.16 | (a) | 6/25/27 | 184 | |||||||||
170 | Fannie Mae-ACES, Series 2017- M15, Class - ATS2 | 3.20 | (a) | 11/25/27 | 158 | |||||||||
239 | Fannie Mae-ACES, Series 2018-M14, Class - A2 | 3.70 | (a) | 8/25/28 | 223 | |||||||||
182 | Fannie Mae-ACES, Series 2019-M2, Class - A2 | 3.75 | (a) | 11/25/28 | 170 | |||||||||
300 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K117, Class - A2 | 1.41 | 8/25/30 | 235 | ||||||||||
300 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K1516, Class - A2 | 1.72 | 5/25/35 | 201 | ||||||||||
96 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K106, Class - A1 | 1.78 | 10/25/29 | 84 | ||||||||||
390 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K126, Class - A2 | 2.07 | 1/25/31 | 316 | ||||||||||
200 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K133, Class - A2 | 2.10 | 9/25/31 | 159 | ||||||||||
150 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K749, Class - A2 | 2.12 | (a) | 3/25/29 | 129 | |||||||||
300 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K749, Class - AM | 2.12 | 4/25/29 | 256 | ||||||||||
100 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K136, Class - A2 | 2.13 | 11/25/31 | 80 | ||||||||||
300 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K1521, Class - A2 | 2.18 | 8/25/36 | 208 | ||||||||||
45 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K099, Class - A1 | 2.26 | 6/25/29 | 40 | ||||||||||
51 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K058, Class - A1 | 2.34 | 7/25/26 | 49 | ||||||||||
350 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K055, Class - A2 | 2.67 | 3/25/26 | 329 | ||||||||||
75 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K1514, Class - A2 | 2.86 | 10/25/34 | 60 | ||||||||||
200 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K147, Class - A2 | 3.00 | 6/25/32 | 169 | ||||||||||
100 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K092, Class - A2 | 3.30 | 4/25/29 | 91 | ||||||||||
100 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K047, Class - A2 | 3.33 | (a) | 5/25/25 | 97 | |||||||||
250 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K091, Class - A2 | 3.51 | 3/25/29 | 231 | ||||||||||
250 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K087, Class - A2 | 3.77 | 12/25/28 | 235 | ||||||||||
150 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K152, Class - A2 | 3.78 | 11/25/32 | 134 | ||||||||||
500 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K077, Class - A2 | 3.85 | 5/25/28 | 472 | ||||||||||
400 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K081, Class - A2 | 3.90 | (a) | 8/25/28 | 379 | |||||||||
224 | GS Mortgage Securities Trust, Series 2016-GS2, Class - A3, Callable 5/10/26 @ 100.00 | 2.79 | 5/10/49 | 207 | ||||||||||
200 | GS Mortgage Securities Trust, Series 2019-GC42, Class - A4, Callable 9/10/29 @ 100.00 | 3.00 | 9/10/52 | 170 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Collateralized Mortgage Obligations (continued) | ||||||||||||||
$ | 100 | GS Mortgage Securities Trust, Series 2020-GC45, Class - AS, Callable 1/13/30 @ 100.00 | 3.17 | (a) | 2/13/53 | $ | 80 | |||||||
250 | GS Mortgage Securities Trust, Series 2017-GS5, Class - A4, Callable 3/10/27 @ 100.00 | 3.67 | 3/10/50 | 225 | ||||||||||
100 | GS Mortgage Securities Trust, Series 2018-GS10, Class - A5, Callable 7/10/28 @ 100.00 | 4.16 | (a) | 7/10/51 | 91 | |||||||||
137 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class - A5, Callable 10/15/25 @ 100.00 | 3.64 | 11/15/47 | 132 | ||||||||||
183 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class - A4, Callable 11/15/26 @ 100.00 | 3.25 | 2/15/48 | 175 | ||||||||||
200 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class - A4, Callable 10/15/26 @ 100.00 | 3.53 | 12/15/47 | 193 | ||||||||||
200 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class - A5, Callable 5/15/27 @ 100.00 | 3.60 | 5/15/50 | 184 | ||||||||||
200 | Morgan Stanley Capital I Trust, Series 2017-H1, Class - A4, Callable 6/15/27 @ 100.00 | 3.26 | 6/15/50 | 181 | ||||||||||
100 | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class - A4, Callable 7/10/26 @ 100.00 | 3.06 | 10/10/48 | 91 | ||||||||||
122 | Wells Fargo Commercial Mortgage Trust, Series 2019-C53, Class - A4, Callable 10/15/29 @ 100.00 | 3.04 | 10/15/52 | 103 | ||||||||||
500 | Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class - A4, Callable 5/15/26 @ 100.00 | 3.10 | 6/15/49 | 458 | ||||||||||
183 | Wells Fargo Commercial Mortgage Trust, Series 2015-C30, Class - A4, Callable 8/15/25 @ 100.00 | 3.66 | 9/15/58 | 174 | ||||||||||
124 | Wells Fargo Commercial Mortgage Trust, Series 2015-P2, Class - A4, Callable 12/15/25 @ 100.00 | 3.81 | 12/15/48 | 117 | ||||||||||
142 | Wells Fargo Commercial Mortgage Trust, Series 2015-C26, Class - C, Callable 2/15/25 @ 100.00 | 4.07 | 2/15/48 | 130 | ||||||||||
100 | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class - A4, Callable 10/15/28 @ 100.00 | 4.44 | 9/15/61 | 93 | ||||||||||
Total Collateralized Mortgage Obligations | 11,193 | |||||||||||||
U.S. Government Agency Mortgages — 86.48% | ||||||||||||||
363 | Fannie Mae, Pool #MA4417 | 1.50 | 9/1/36 | 303 | ||||||||||
131 | Fannie Mae, Pool #FM9249 | 1.50 | 10/1/41 | 100 | ||||||||||
20 | Fannie Mae, Pool #MA4181 | 1.50 | 11/1/50 | 14 | ||||||||||
384 | Fannie Mae, Pool #MA4304 | 1.50 | 4/1/51 | 275 | ||||||||||
338 | Fannie Mae, Pool #CB0310 | 1.50 | 4/1/36 | 281 | ||||||||||
86 | Fannie Mae, Pool #MA4445 | 1.50 | 10/1/41 | 66 | ||||||||||
435 | Fannie Mae, Pool #MA4354 | 1.50 | 6/1/51 | 313 | ||||||||||
390 | Fannie Mae, Pool #MA4343 | 1.50 | 5/1/51 | 280 | ||||||||||
448 | Fannie Mae, Pool #MA4397 | 1.50 | 8/1/51 | 321 | ||||||||||
142 | Fannie Mae, Pool #MA4310 | 1.50 | 4/1/41 | 108 | ||||||||||
379 | Fannie Mae, Pool #CA7696 | 1.50 | 11/1/50 | 272 | ||||||||||
401 | Fannie Mae, Pool #MA4280 | 1.50 | 3/1/51 | 287 | ||||||||||
247 | Fannie Mae, Pool #BQ5781 | 1.50 | 11/1/35 | 207 | ||||||||||
175 | Fannie Mae, Pool #MA4266 | 1.50 | 2/1/41 | 133 | ||||||||||
408 | Fannie Mae, Pool #CB0711 | 1.50 | 6/1/51 | 296 | ||||||||||
42 | Fannie Mae, Pool #MA4342 | 1.50 | 5/1/41 | 32 | ||||||||||
79 | Fannie Mae, Pool #MA4286 | 1.50 | 3/1/41 | 60 | ||||||||||
372 | Fannie Mae, Pool #FM6579 | 1.50 | 3/1/51 | 269 | ||||||||||
133 | Fannie Mae, Pool #FS2037 | 1.50 | 5/1/37 | 110 | ||||||||||
168 | Fannie Mae, Pool #MA4386 | 1.50 | 7/1/41 | 128 | ||||||||||
320 | Fannie Mae, Pool #MA4236 | 1.50 | 1/1/51 | 230 | ||||||||||
378 | Fannie Mae, Pool #CA7695 | 1.50 | 11/1/50 | 272 | ||||||||||
95 | Fannie Mae, Pool #BT2055 | 1.50 | 3/1/37 | 79 | ||||||||||
105 | Fannie Mae, Pool #MA4122 | 1.50 | 9/1/35 | 87 | ||||||||||
370 | Fannie Mae, Pool #MA4441 | 1.50 | 10/1/36 | 308 | ||||||||||
305 | Fannie Mae, Pool #BQ3141 | 1.50 | 10/1/35 | 255 | ||||||||||
200 | Fannie Mae, Pool #MA4302 | 1.50 | 4/1/36 | 167 | ||||||||||
286 | Fannie Mae, Pool #FS1327 | 1.50 | 6/1/36 | 239 | ||||||||||
354 | Fannie Mae, Pool #MA4360 | 2.00 | 6/1/36 | 304 | ||||||||||
351 | Fannie Mae, Pool #BQ8341 | 2.00 | 12/1/50 | 267 | ||||||||||
9 | Fannie Mae, Pool #CA0052 | 2.00 | 7/1/32 | 8 | ||||||||||
312 | Fannie Mae, Pool #CA7224 | 2.00 | 10/1/50 | 237 | ||||||||||
318 | Fannie Mae, Pool #CA9183 | 2.00 | 2/1/36 | 274 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 400 | Fannie Mae, Pool #CB0497 | 2.00 | 5/1/51 | $ | 308 | ||||||||
363 | Fannie Mae, Pool #CA8850 | 2.00 | 2/1/51 | 278 | ||||||||||
397 | Fannie Mae, Pool #CB0684 | 2.00 | 6/1/51 | 304 | ||||||||||
380 | Fannie Mae, Pool #FM5308 | 2.00 | 12/1/50 | 290 | ||||||||||
41 | Fannie Mae, Pool #MA4071 | 2.00 | 7/1/40 | 33 | ||||||||||
30 | Fannie Mae, Pool #MA4093 | 2.00 | 8/1/40 | 24 | ||||||||||
425 | Fannie Mae, Pool #FM9441 | 2.00 | 4/1/51 | 324 | ||||||||||
147 | Fannie Mae, Pool #MA4204 | 2.00 | 12/1/40 | 119 | ||||||||||
447 | Fannie Mae, Pool #FS1334 | 2.00 | 11/1/51 | 342 | ||||||||||
390 | Fannie Mae, Pool #CB0325 | 2.00 | 4/1/51 | 299 | ||||||||||
419 | Fannie Mae, Pool #BT0240 | 2.00 | 9/1/51 | 319 | ||||||||||
237 | Fannie Mae, Pool #FM5044 | 2.00 | 12/1/50 | 182 | ||||||||||
377 | Fannie Mae, Pool #FM6448 | 2.00 | 3/1/51 | 290 | ||||||||||
324 | Fannie Mae, Pool #BP9370 | 2.00 | 7/1/50 | 247 | ||||||||||
356 | Fannie Mae, Pool #BQ3004 | 2.00 | 10/1/50 | 271 | ||||||||||
338 | Fannie Mae, Pool #BQ7777 | 2.00 | 3/1/36 | 290 | ||||||||||
15 | Fannie Mae, Pool #AY4232 | 2.00 | 5/1/30 | 13 | ||||||||||
358 | Fannie Mae, Pool #MA4602 | 2.00 | 5/1/37 | 306 | ||||||||||
443 | Fannie Mae, Pool #MA4536 | 2.00 | 2/1/37 | 379 | ||||||||||
43 | Fannie Mae, Pool #FM9724 | 2.00 | 11/1/36 | 37 | ||||||||||
398 | Fannie Mae, Pool #CA8687 | 2.00 | 1/1/51 | 306 | ||||||||||
230 | Fannie Mae, Pool #BR4435 | 2.00 | 4/1/51 | 175 | ||||||||||
211 | Fannie Mae, Pool #CA8118 | 2.00 | 12/1/50 | 161 | ||||||||||
230 | Fannie Mae, Pool #MA4325 | 2.00 | 5/1/51 | 175 | ||||||||||
365 | Fannie Mae, Pool #FM6852 | 2.00 | 5/1/51 | 281 | ||||||||||
124 | Fannie Mae, Pool #FM5453 | 2.00 | 1/1/41 | 101 | ||||||||||
65 | Fannie Mae, Pool #BU8781 | 2.00 | 4/1/37 | 55 | ||||||||||
458 | Fannie Mae, Pool #BR0948 | 2.00 | 4/1/51 | 348 | ||||||||||
250 | Fannie Mae, Pool #MA4355 | 2.00 | 6/1/51 | 191 | ||||||||||
134 | Fannie Mae, Pool #MA4287 | 2.00 | 3/1/41 | 108 | ||||||||||
169 | Fannie Mae, Pool #MA4333 | 2.00 | 5/1/41 | 135 | ||||||||||
89 | Fannie Mae, Pool #FS0317 | 2.00 | 2/1/42 | 71 | ||||||||||
255 | Fannie Mae, Pool #FS0355 | 2.00 | 9/1/51 | 194 | ||||||||||
455 | Fannie Mae, Pool #BK8461 | 2.00 | 1/1/51 | 346 | ||||||||||
183 | Fannie Mae, Pool #BQ5160 | 2.00 | 12/1/50 | 140 | ||||||||||
458 | Fannie Mae, Pool #CA8933 | 2.00 | 2/1/51 | 353 | ||||||||||
441 | Fannie Mae, Pool #FM4969 | 2.00 | 12/1/50 | 341 | ||||||||||
358 | Fannie Mae, Pool #MA4281 | 2.00 | 3/1/51 | 274 | ||||||||||
369 | Fannie Mae, Pool #BQ9685 | 2.00 | 1/1/51 | 281 | ||||||||||
38 | Fannie Mae, Pool #MA2906 | 2.00 | 2/1/32 | 33 | ||||||||||
321 | Fannie Mae, Pool #MA4303 | 2.00 | 4/1/36 | 275 | ||||||||||
271 | Fannie Mae, Pool #FS1621 | 2.00 | 7/1/51 | 206 | ||||||||||
170 | Fannie Mae, Pool #MA4176 | 2.00 | 11/1/40 | 137 | ||||||||||
147 | Fannie Mae, Pool #BP6626 | 2.00 | 8/1/50 | 112 | ||||||||||
365 | Fannie Mae, Pool #MA4128 | 2.00 | 9/1/40 | 296 | ||||||||||
86 | Fannie Mae, Pool #MA4474 | 2.00 | 11/1/41 | 69 | ||||||||||
293 | Fannie Mae, Pool #BU7103 | 2.00 | 12/1/51 | 223 | ||||||||||
81 | Fannie Mae, Pool #AS1058 | 2.00 | 11/1/28 | 74 | ||||||||||
13 | Fannie Mae, Pool #BJ4362 | 2.00 | 11/1/32 | 11 | ||||||||||
14 | Fannie Mae, Pool #AS0001 | 2.00 | 7/1/28 | 13 | ||||||||||
286 | Fannie Mae, Pool #FM3755 | 2.00 | 9/1/35 | 246 | ||||||||||
263 | Fannie Mae, Pool #MA4208 | 2.00 | 12/1/50 | 201 | ||||||||||
332 | Fannie Mae, Pool #CA7225 | 2.00 | 10/1/50 | 252 | ||||||||||
450 | Fannie Mae, Pool #FM7411 | 2.00 | 5/1/51 | 342 | ||||||||||
429 | Fannie Mae, Pool #MA4378 | 2.00 | 7/1/51 | 326 | ||||||||||
454 | Fannie Mae, Pool #MA4511 | 2.00 | 1/1/52 | 345 | ||||||||||
359 | Fannie Mae, Pool #BR2176 | 2.00 | 7/1/36 | 308 | ||||||||||
390 | Fannie Mae, Pool #CA7833 | 2.00 | 11/1/50 | 301 | ||||||||||
226 | Fannie Mae, Pool #MA4437 | 2.00 | 10/1/51 | 172 | ||||||||||
411 | Fannie Mae, Pool #FM9579 | 2.00 | 7/1/51 | 313 | ||||||||||
239 | Fannie Mae, Pool #MA4119 | 2.00 | 9/1/50 | 183 | ||||||||||
451 | Fannie Mae, Pool #MA4158 | 2.00 | 10/1/50 | 344 | ||||||||||
368 | Fannie Mae, Pool #MA4305 | 2.00 | 4/1/51 | 280 | ||||||||||
425 | Fannie Mae, Pool #FM9704 | 2.00 | 12/1/51 | 327 | ||||||||||
509 | Fannie Mae, Pool #BR4094 | 2.00 | 1/1/51 | 388 | ||||||||||
382 | Fannie Mae, Pool #MA4442 | 2.00 | 10/1/36 | 327 | ||||||||||
327 | Fannie Mae, Pool #MA4403 | 2.00 | 8/1/36 | 280 | ||||||||||
490 | Fannie Mae, Pool #BQ5112 | 2.00 | 11/1/50 | 374 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 352 | Fannie Mae, Pool #MA4255 | 2.00 | 2/1/51 | $ | 268 | ||||||||
347 | Fannie Mae, Pool #MA4237 | 2.00 | 1/1/51 | 265 | ||||||||||
403 | Fannie Mae, Pool #CB1620 | 2.00 | 9/1/51 | 309 | ||||||||||
406 | Fannie Mae, Pool #MA4182 | 2.00 | 11/1/50 | 310 | ||||||||||
114 | Fannie Mae, Pool #MA4155 | 2.00 | 10/1/35 | 98 | ||||||||||
424 | Fannie Mae, Pool #CB1787 | 2.00 | 10/1/51 | 325 | ||||||||||
219 | Fannie Mae, Pool #FM4039 | 2.00 | 10/1/35 | 189 | ||||||||||
391 | Fannie Mae, Pool #CA8110 | 2.00 | 12/1/50 | 301 | ||||||||||
443 | Fannie Mae, Pool #CA8252 | 2.00 | 12/1/45 | 338 | ||||||||||
365 | Fannie Mae, Pool #FM6555 | 2.00 | 4/1/51 | 281 | ||||||||||
461 | Fannie Mae, Pool #CA9273 | 2.00 | 2/1/51 | 354 | ||||||||||
495 | Fannie Mae, Pool #FM4788 | 2.00 | 11/1/50 | 380 | ||||||||||
45 | Fannie Mae, Pool #FS0547 | 2.50 | 2/1/52 | 36 | ||||||||||
417 | Fannie Mae, Pool #FS0030 | 2.50 | 4/1/51 | 331 | ||||||||||
237 | Fannie Mae, Pool #BP5878 | 2.50 | 6/1/50 | 189 | ||||||||||
99 | Fannie Mae, Pool #MA3765 | 2.50 | 9/1/49 | 79 | ||||||||||
112 | Fannie Mae, Pool #FS1340 | 2.50 | 3/1/52 | 89 | ||||||||||
48 | Fannie Mae, Pool #AS8892 | 2.50 | 2/1/32 | 43 | ||||||||||
19 | Fannie Mae, Pool #BJ3742 | 2.50 | 12/1/32 | 17 | ||||||||||
4 | Fannie Mae, Pool #MA2789 | 2.50 | 10/1/36 | 4 | ||||||||||
18 | Fannie Mae, Pool #MA2868 | 2.50 | 1/1/32 | 16 | ||||||||||
35 | Fannie Mae, Pool #AS8246 | 2.50 | 11/1/31 | 31 | ||||||||||
13 | Fannie Mae, Pool #AS8437 | 2.50 | 12/1/36 | 11 | ||||||||||
180 | Fannie Mae, Pool #MA4075 | 2.50 | 7/1/35 | 159 | ||||||||||
27 | Fannie Mae, Pool #MA3801 | 2.50 | 10/1/49 | 21 | ||||||||||
29 | Fannie Mae, Pool #AT2717 | 2.50 | 5/1/43 | 24 | ||||||||||
257 | Fannie Mae, Pool #MA4256 | 2.50 | 2/1/51 | 204 | ||||||||||
11 | Fannie Mae, Pool #MA3830 | 2.50 | 11/1/39 | 9 | ||||||||||
47 | Fannie Mae, Pool #MA3764 | 2.50 | 9/1/34 | 42 | ||||||||||
249 | Fannie Mae, Pool #FM4231 | 2.50 | 9/1/50 | 199 | ||||||||||
7 | Fannie Mae, Pool #MA2888 | 2.50 | 1/1/47 | 6 | ||||||||||
28 | Fannie Mae, Pool #BJ3944 | 2.50 | 1/1/33 | 25 | ||||||||||
55 | Fannie Mae, Pool #BE3032 | 2.50 | 1/1/32 | 49 | ||||||||||
466 | Fannie Mae, Pool #FS0235 | 2.50 | 1/1/52 | 370 | ||||||||||
388 | Fannie Mae, Pool #MA4517 | 2.50 | 1/1/37 | 343 | ||||||||||
143 | Fannie Mae, Pool #BQ0329 | 2.50 | 7/1/50 | 114 | ||||||||||
87 | Fannie Mae, Pool #MA3154 | 2.50 | 10/1/32 | 77 | ||||||||||
405 | Fannie Mae, Pool #FM9033 | 2.50 | 10/1/51 | 324 | ||||||||||
431 | Fannie Mae, Pool #CB1828 | 2.50 | 10/1/51 | 342 | ||||||||||
460 | Fannie Mae, Pool #CA9289 | 2.50 | 2/1/51 | 366 | ||||||||||
285 | Fannie Mae, Pool #FM3878 | 2.50 | 7/1/50 | 230 | ||||||||||
138 | Fannie Mae, Pool #MA3990 | 2.50 | 4/1/50 | 110 | ||||||||||
418 | Fannie Mae, Pool #CB1784 | 2.50 | 10/1/51 | 331 | ||||||||||
20 | Fannie Mae, Pool #MA3737 | 2.50 | 8/1/34 | 18 | ||||||||||
6 | Fannie Mae, Pool #AS8172 | 2.50 | 10/1/36 | 5 | ||||||||||
74 | Fannie Mae, Pool #AB7391 | 2.50 | 12/1/42 | 61 | ||||||||||
241 | Fannie Mae, Pool #MA4078 | 2.50 | 7/1/50 | 192 | ||||||||||
461 | Fannie Mae, Pool #CB2523 | 2.50 | 1/1/52 | 369 | ||||||||||
64 | Fannie Mae, Pool #MA4053 | 2.50 | 6/1/35 | 57 | ||||||||||
64 | Fannie Mae, Pool #AP4742 | 2.50 | 8/1/27 | 58 | ||||||||||
46 | Fannie Mae, Pool #MA3896 | 2.50 | 1/1/35 | 41 | ||||||||||
243 | Fannie Mae, Pool #MA4096 | 2.50 | 8/1/50 | 194 | ||||||||||
119 | Fannie Mae, Pool #MA4099 | 2.50 | 8/1/35 | 105 | ||||||||||
453 | Fannie Mae, Pool #FM8745 | 2.50 | 9/1/51 | 360 | ||||||||||
8 | Fannie Mae, Pool #MA2854 | 2.50 | 12/1/46 | 7 | ||||||||||
62 | Fannie Mae, Pool #MA3965 | 2.50 | 3/1/40 | 52 | ||||||||||
59 | Fannie Mae, Pool #AS4946 | 2.50 | 5/1/30 | 53 | ||||||||||
91 | Fannie Mae, Pool #MA3827 | 2.50 | 11/1/34 | 81 | ||||||||||
29 | Fannie Mae, Pool #MA3217 | 2.50 | 12/1/32 | 26 | ||||||||||
409 | Fannie Mae, Pool #CB1556 | 2.50 | 9/1/51 | 327 | ||||||||||
295 | Fannie Mae, Pool #FM4638 | 2.50 | 10/1/50 | 234 | ||||||||||
308 | Fannie Mae, Pool #FM4309 | 2.50 | 9/1/50 | 246 | ||||||||||
9 | Fannie Mae, Pool #MA3788 | 2.50 | 9/1/39 | 7 | ||||||||||
140 | Fannie Mae, Pool #MA3902 | 2.50 | 1/1/50 | 113 | ||||||||||
223 | Fannie Mae, Pool #MA4210 | 2.50 | 12/1/50 | 178 | ||||||||||
428 | Fannie Mae, Pool #BU1451 | 2.50 | 1/1/52 | 340 | ||||||||||
151 | Fannie Mae, Pool #MA2730 | 2.50 | 8/1/46 | 123 | ||||||||||
232 | Fannie Mae, Pool #FM2881 | 2.50 | 4/1/50 | 187 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 65 | Fannie Mae, Pool #FM3296 | 2.50 | 5/1/35 | $ | 58 | ||||||||
47 | Fannie Mae, Pool #MA3955 | 2.50 | 3/1/35 | 41 | ||||||||||
25 | Fannie Mae, Pool #MA4016 | 2.50 | 5/1/40 | 21 | ||||||||||
157 | Fannie Mae, Pool #MA3246 | 2.50 | 1/1/33 | 139 | ||||||||||
291 | Fannie Mae, Pool #CA7237 | 2.50 | 10/1/50 | 232 | ||||||||||
246 | Fannie Mae, Pool #CA6304 | 2.50 | 7/1/50 | 196 | ||||||||||
227 | Fannie Mae, Pool #CA6074 | 2.50 | 6/1/50 | 181 | ||||||||||
329 | Fannie Mae, Pool #BQ5110 | 2.50 | 11/1/50 | 263 | ||||||||||
401 | Fannie Mae, Pool #BU5917 | 2.50 | 12/1/51 | 323 | ||||||||||
407 | Fannie Mae, Pool #FM8997 | 2.50 | 10/1/51 | 326 | ||||||||||
298 | Fannie Mae, Pool #CA8955 | 2.50 | 2/1/51 | 239 | ||||||||||
20 | Fannie Mae, Pool #AS4660 | 2.50 | 3/1/30 | 18 | ||||||||||
18 | Fannie Mae, Pool #AS0513 | 2.50 | 8/1/43 | 15 | ||||||||||
9 | Fannie Mae, Pool #MA1511 | 2.50 | 7/1/33 | 8 | ||||||||||
16 | Fannie Mae, Pool #MA1270 | 2.50 | 11/1/32 | 14 | ||||||||||
50 | Fannie Mae, Pool #AU2619 | 2.50 | 8/1/28 | 46 | ||||||||||
230 | Fannie Mae, Pool #BK2588 | 2.50 | 5/1/50 | 184 | ||||||||||
14 | Fannie Mae, Pool #AZ6458 | 2.50 | 7/1/30 | 12 | ||||||||||
389 | Fannie Mae, Pool #MA4399 | 2.50 | 8/1/51 | 310 | ||||||||||
23 | Fannie Mae, Pool #MA3282 | 2.50 | 2/1/33 | 21 | ||||||||||
58 | Fannie Mae, Pool #BC9041 | 2.50 | 11/1/31 | 52 | ||||||||||
22 | Fannie Mae, Pool #FM9543 | 2.50 | 12/1/51 | 17 | ||||||||||
74 | Fannie Mae, Pool #MA1277 | 2.50 | 12/1/27 | 67 | ||||||||||
21 | Fannie Mae, Pool #CB2979 | 2.50 | 2/1/37 | 18 | ||||||||||
76 | Fannie Mae, Pool #MA1210 | 2.50 | 10/1/27 | 69 | ||||||||||
266 | Fannie Mae, Pool #FM3494 | 2.50 | 4/1/48 | 218 | ||||||||||
215 | Fannie Mae, Pool #FM3027 | 2.50 | 12/1/46 | 172 | ||||||||||
325 | Fannie Mae, Pool #CA8131 | 2.50 | 12/1/50 | 260 | ||||||||||
60 | Fannie Mae, Pool #AO3019 | 2.50 | 5/1/27 | 54 | ||||||||||
51 | Fannie Mae, Pool #AU6387 | 2.50 | 11/1/28 | 47 | ||||||||||
175 | Fannie Mae, Pool #MA4414 | 2.50 | 9/1/51 | 139 | ||||||||||
210 | Fannie Mae, Pool #CA8132 | 2.50 | 12/1/50 | 168 | ||||||||||
324 | Fannie Mae, Pool #MA4541 | 2.50 | 2/1/42 | 264 | ||||||||||
215 | Fannie Mae, Pool #CB1131 | 2.50 | 7/1/51 | 170 | ||||||||||
229 | Fannie Mae, Pool #BO4657 | 2.50 | 11/1/49 | 183 | ||||||||||
26 | Fannie Mae, Pool #AU5334 | 2.50 | 11/1/28 | 24 | ||||||||||
395 | Fannie Mae, Pool #CB0415 | 2.50 | 5/1/51 | 314 | ||||||||||
364 | Fannie Mae, Pool #BR7857 | 2.50 | 5/1/51 | 290 | ||||||||||
239 | Fannie Mae, Pool #MA4159 | 2.50 | 10/1/50 | 191 | ||||||||||
180 | Fannie Mae, Pool #MA4183 | 2.50 | 11/1/50 | 144 | ||||||||||
256 | Fannie Mae, Pool #CA6075 | 2.50 | 6/1/50 | 204 | ||||||||||
11 | Fannie Mae, Pool #BA4786 | 3.00 | 2/1/31 | 10 | ||||||||||
16 | Fannie Mae, Pool #MA2579 | 3.00 | 4/1/36 | 14 | ||||||||||
21 | Fannie Mae, Pool #AQ3223 | 3.00 | 11/1/27 | 20 | ||||||||||
77 | Fannie Mae, Pool #AS8276 | 3.00 | 11/1/46 | 65 | ||||||||||
455 | Fannie Mae, Pool #CA5229 | 3.00 | 2/1/50 | 378 | ||||||||||
17 | Fannie Mae, Pool #MA2832 | 3.00 | 12/1/36 | 15 | ||||||||||
74 | Fannie Mae, Pool #MA2833 | 3.00 | 12/1/46 | 62 | ||||||||||
443 | Fannie Mae, Pool #CB2755 | 3.00 | 2/1/52 | 369 | ||||||||||
125 | Fannie Mae, Pool #AT0682 | 3.00 | 4/1/43 | 106 | ||||||||||
114 | Fannie Mae, Pool #AB8897 | 3.00 | 4/1/43 | 97 | ||||||||||
23 | Fannie Mae, Pool #AS8424 | 3.00 | 12/1/36 | 20 | ||||||||||
113 | Fannie Mae, Pool #AL9865 | 3.00 | 2/1/47 | 95 | ||||||||||
90 | Fannie Mae, Pool #BC9003 | 3.00 | 11/1/46 | 76 | ||||||||||
79 | Fannie Mae, Pool #AU3735 | 3.00 | 8/1/43 | 67 | ||||||||||
23 | Fannie Mae, Pool #MA3090 | 3.00 | 8/1/32 | 21 | ||||||||||
17 | Fannie Mae, Pool #BM1370 | 3.00 | 4/1/37 | 14 | ||||||||||
112 | Fannie Mae, Pool #MA2737 | 3.00 | 9/1/46 | 94 | ||||||||||
109 | Fannie Mae, Pool #AS8414 | 3.00 | 11/1/46 | 92 | ||||||||||
32 | Fannie Mae, Pool #MA2773 | 3.00 | 10/1/36 | 27 | ||||||||||
83 | Fannie Mae, Pool #MA2895 | 3.00 | 2/1/47 | 70 | ||||||||||
25 | Fannie Mae, Pool #MA3934 | 3.00 | 2/1/40 | 21 | ||||||||||
37 | Fannie Mae, Pool #CA3788 | 3.00 | 7/1/49 | 31 | ||||||||||
27 | Fannie Mae, Pool #BD5076 | 3.00 | 2/1/32 | 25 | ||||||||||
111 | Fannie Mae, Pool #MA3905 | 3.00 | 1/1/50 | 93 | ||||||||||
40 | Fannie Mae, Pool #BE4400 | 3.00 | 1/1/47 | 33 | ||||||||||
55 | Fannie Mae, Pool #AS8521 | 3.00 | 12/1/46 | 47 | ||||||||||
66 | Fannie Mae, Pool #AS4884 | 3.00 | 5/1/45 | 56 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 16 | Fannie Mae, Pool #AT1575 | 3.00 | 5/1/43 | $ | 13 | ||||||||
77 | Fannie Mae, Pool #MA2863 | 3.00 | 1/1/47 | 65 | ||||||||||
10 | Fannie Mae, Pool #AZ4358 | 3.00 | 7/1/30 | 9 | ||||||||||
15 | Fannie Mae, Pool #BC4276 | 3.00 | 4/1/46 | 12 | ||||||||||
31 | Fannie Mae, Pool #MA2425 | 3.00 | 10/1/30 | 29 | ||||||||||
35 | Fannie Mae, Pool #AZ0538 | 3.00 | 9/1/30 | 32 | ||||||||||
22 | Fannie Mae, Pool #CA4860 | 3.00 | 12/1/49 | 19 | ||||||||||
89 | Fannie Mae, Pool #MA3082 | 3.00 | 7/1/47 | 75 | ||||||||||
5 | Fannie Mae, Pool #MA3100 | 3.00 | 8/1/37 | 4 | ||||||||||
51 | Fannie Mae, Pool #MA3179 | 3.00 | 11/1/47 | 43 | ||||||||||
15 | Fannie Mae, Pool #BK1015 | 3.00 | 2/1/33 | 14 | ||||||||||
13 | Fannie Mae, Pool #MA3185 | 3.00 | 11/1/37 | 11 | ||||||||||
21 | Fannie Mae, Pool #MA3247 | 3.00 | 1/1/33 | 19 | ||||||||||
43 | Fannie Mae, Pool #AS7908 | 3.00 | 9/1/46 | 36 | ||||||||||
65 | Fannie Mae, Pool #AY4829 | 3.00 | 5/1/45 | 55 | ||||||||||
77 | Fannie Mae, Pool #MA2246 | 3.00 | 4/1/30 | 71 | ||||||||||
413 | Fannie Mae, Pool #BU8883 | 3.00 | 3/1/52 | 342 | ||||||||||
21 | Fannie Mae, Pool #AU7890 | 3.00 | 9/1/28 | 20 | ||||||||||
68 | Fannie Mae, Pool #MA3960 | 3.00 | 3/1/50 | 57 | ||||||||||
19 | Fannie Mae, Pool #MA3958 | 3.00 | 3/1/40 | 16 | ||||||||||
37 | Fannie Mae, Pool #CA3754 | 3.00 | 6/1/34 | 34 | ||||||||||
17 | Fannie Mae, Pool #MA3897 | 3.00 | 1/1/35 | 16 | ||||||||||
96 | Fannie Mae, Pool #CA5729 | 3.00 | 5/1/50 | 80 | ||||||||||
191 | Fannie Mae, Pool #FS0831 | 3.00 | 3/1/52 | 159 | ||||||||||
27 | Fannie Mae, Pool #MA2149 | 3.00 | 1/1/30 | 24 | ||||||||||
103 | Fannie Mae, Pool #MA3871 | 3.00 | 12/1/49 | 86 | ||||||||||
21 | Fannie Mae, Pool #CA5423 | 3.00 | 3/1/50 | 18 | ||||||||||
23 | Fannie Mae, Pool #AS2312 | 3.00 | 5/1/29 | 21 | ||||||||||
18 | Fannie Mae, Pool #AS3117 | 3.00 | 8/1/29 | 16 | ||||||||||
168 | Fannie Mae, Pool #BP1932 | 3.00 | 4/1/50 | 140 | ||||||||||
26 | Fannie Mae, Pool #MA3060 | 3.00 | 7/1/32 | 24 | ||||||||||
4 | Fannie Mae, Pool #FM1585 | 3.00 | 9/1/49 | 3 | ||||||||||
150 | Fannie Mae, Pool #MA4020 | 3.00 | 5/1/50 | 125 | ||||||||||
26 | Fannie Mae, Pool #AS8483 | 3.00 | 12/1/46 | 22 | ||||||||||
208 | Fannie Mae, Pool #AO0752 | 3.00 | 4/1/42 | 176 | ||||||||||
34 | Fannie Mae, Pool #AB4483 | 3.00 | 2/1/27 | 31 | ||||||||||
65 | Fannie Mae, Pool #BE1901 | 3.00 | 12/1/46 | 55 | ||||||||||
20 | Fannie Mae, Pool #BJ2996 | 3.00 | 1/1/33 | 18 | ||||||||||
18 | Fannie Mae, Pool #AW8295 | 3.00 | 8/1/29 | 16 | ||||||||||
46 | Fannie Mae, Pool #AS1527 | 3.00 | 1/1/29 | 42 | ||||||||||
24 | Fannie Mae, Pool #MA3631 | 3.00 | 4/1/34 | 21 | ||||||||||
417 | Fannie Mae, Pool #CB3172 | 3.00 | 3/1/52 | 345 | ||||||||||
74 | Fannie Mae, Pool #BD4225 | 3.00 | 11/1/46 | 62 | ||||||||||
34 | Fannie Mae, Pool #MA3991 | 3.00 | 4/1/50 | 28 | ||||||||||
139 | Fannie Mae, Pool #BO6219 | 3.00 | 12/1/49 | 116 | ||||||||||
75 | Fannie Mae, Pool #BO7242 | 3.00 | 1/1/50 | 62 | ||||||||||
105 | Fannie Mae, Pool #BO8947 | 3.00 | 1/1/50 | 88 | ||||||||||
37 | Fannie Mae, Pool #BO9169 | 3.00 | 12/1/49 | 31 | ||||||||||
12 | Fannie Mae, Pool #MA1058 | 3.00 | 5/1/32 | 10 | ||||||||||
133 | Fannie Mae, Pool #BP6466 | 3.00 | 7/1/50 | 110 | ||||||||||
8 | Fannie Mae, Pool #MA2065 | 3.00 | 10/1/34 | 7 | ||||||||||
55 | Fannie Mae, Pool #CA5519 | 3.00 | 4/1/50 | 46 | ||||||||||
191 | Fannie Mae, Pool #FM3395 | 3.00 | 6/1/50 | 160 | ||||||||||
33 | Fannie Mae, Pool #FM4317 | 3.00 | 9/1/50 | 27 | ||||||||||
28 | Fannie Mae, Pool #AL8861 | 3.00 | 7/1/31 | 25 | ||||||||||
39 | Fannie Mae, Pool #AS8186 | 3.00 | 10/1/46 | 33 | ||||||||||
122 | Fannie Mae, Pool #AT7620 | 3.00 | 6/1/43 | 103 | ||||||||||
374 | Fannie Mae, Pool #CB3364 | 3.00 | 4/1/52 | 309 | ||||||||||
366 | Fannie Mae, Pool #CB2759 | 3.00 | 2/1/52 | 303 | ||||||||||
15 | Fannie Mae, Pool #AS4334 | 3.00 | 1/1/45 | 13 | ||||||||||
46 | Fannie Mae, Pool #MA1401 | 3.00 | 4/1/33 | 40 | ||||||||||
43 | Fannie Mae, Pool #MA3147 | 3.00 | 10/1/47 | 37 | ||||||||||
61 | Fannie Mae, Pool #AS4333 | 3.00 | 1/1/45 | 52 | ||||||||||
22 | Fannie Mae, Pool #MA3304 | 3.00 | 3/1/48 | 19 | ||||||||||
28 | Fannie Mae, Pool #MA2230 | 3.00 | 4/1/35 | 24 | ||||||||||
315 | Fannie Mae, Pool #AB7099 | 3.00 | 11/1/42 | 268 | ||||||||||
136 | Fannie Mae, Pool #CA5668 | 3.00 | 5/1/50 | 114 | ||||||||||
168 | Fannie Mae, Pool #MA4048 | 3.00 | 6/1/50 | 140 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 37 | Fannie Mae, Pool #MA3127 | 3.00 | 9/1/37 | $ | 32 | ||||||||
372 | Fannie Mae, Pool #AP6375 | 3.00 | 9/1/42 | 316 | ||||||||||
6 | Fannie Mae, Pool #AK0006 | 3.00 | 1/1/27 | 6 | ||||||||||
30 | Fannie Mae, Pool #MA2523 | 3.00 | 2/1/36 | 26 | ||||||||||
55 | Fannie Mae, Pool #FM2132 | 3.00 | 1/1/50 | 46 | ||||||||||
9 | Fannie Mae, Pool #MA2287 | 3.00 | 6/1/35 | 8 | ||||||||||
118 | Fannie Mae, Pool #BO2201 | 3.00 | 9/1/49 | 99 | ||||||||||
31 | Fannie Mae, Pool #AW7383 | 3.00 | 8/1/29 | 29 | ||||||||||
49 | Fannie Mae, Pool #AY4200 | 3.00 | 5/1/45 | 42 | ||||||||||
346 | Fannie Mae, Pool #FS2122 | 3.00 | 3/1/52 | 287 | ||||||||||
102 | Fannie Mae, Pool #AT2014 | 3.00 | 4/1/43 | 87 | ||||||||||
147 | Fannie Mae, Pool #AP2465 | 3.00 | 8/1/42 | 125 | ||||||||||
92 | Fannie Mae, Pool #BC4764 | 3.00 | 10/1/46 | 78 | ||||||||||
25 | Fannie Mae, Pool #MA3331 | 3.00 | 4/1/48 | 21 | ||||||||||
329 | Fannie Mae, Pool #AQ7920 | 3.00 | 12/1/42 | 280 | ||||||||||
6 | Fannie Mae, Pool #MA3738 | 3.00 | 8/1/34 | 5 | ||||||||||
7 | Fannie Mae, Pool #AX8309 | 3.00 | 11/1/29 | 7 | ||||||||||
31 | Fannie Mae, Pool #MA3744 | 3.00 | 8/1/49 | 26 | ||||||||||
6 | Fannie Mae, Pool #MA3802 | 3.00 | 10/1/49 | 5 | ||||||||||
22 | Fannie Mae, Pool #MA3339 | 3.00 | 4/1/33 | 20 | ||||||||||
175 | Fannie Mae, Pool #AP6493 | 3.00 | 9/1/42 | 149 | ||||||||||
75 | Fannie Mae, Pool #AS8784 | 3.00 | 2/1/47 | 63 | ||||||||||
25 | Fannie Mae, Pool #AS8438 | 3.00 | 12/1/36 | 21 | ||||||||||
20 | Fannie Mae, Pool #MA3237 | 3.00 | 1/1/48 | 17 | ||||||||||
63 | Fannie Mae, Pool #AK3302 | 3.00 | 3/1/27 | 59 | ||||||||||
64 | Fannie Mae, Pool #BD5545 | 3.00 | 10/1/46 | 54 | ||||||||||
7 | Fannie Mae, Pool #AL9848 | 3.00 | 3/1/47 | 6 | ||||||||||
11 | Fannie Mae, Pool #AS8056 | 3.00 | 10/1/46 | 10 | ||||||||||
50 | Fannie Mae, Pool #AS7238 | 3.00 | 5/1/46 | 42 | ||||||||||
13 | Fannie Mae, Pool #MA2897 | 3.00 | 2/1/37 | 11 | ||||||||||
205 | Fannie Mae, Pool #MA3834 | 3.00 | 11/1/49 | 172 | ||||||||||
235 | Fannie Mae, Pool #FS1374 | 3.00 | 3/1/52 | 195 | ||||||||||
188 | Fannie Mae, Pool #MA4579 | 3.00 | 4/1/52 | 156 | ||||||||||
30 | Fannie Mae, Pool #MA3831 | 3.00 | 11/1/39 | 26 | ||||||||||
82 | Fannie Mae, Pool #MA3774 | 3.00 | 9/1/49 | 68 | ||||||||||
113 | Fannie Mae, Pool #AS7904 | 3.00 | 9/1/46 | 95 | ||||||||||
73 | Fannie Mae, Pool #MA3106 | 3.00 | 8/1/47 | 61 | ||||||||||
107 | Fannie Mae, Pool #MA3937 | 3.00 | 2/1/50 | 90 | ||||||||||
28 | Fannie Mae, Pool #AL9996 | 3.00 | 4/1/32 | 26 | ||||||||||
85 | Fannie Mae, Pool #AS0196 | 3.00 | 8/1/28 | 80 | ||||||||||
67 | Fannie Mae, Pool #FM1134 | 3.00 | 4/1/48 | 57 | ||||||||||
12 | Fannie Mae, Pool #MA2087 | 3.00 | 11/1/34 | 10 | ||||||||||
16 | Fannie Mae, Pool #MA2961 | 3.00 | 4/1/37 | 14 | ||||||||||
10 | Fannie Mae, Pool #MA3218 | 3.00 | 12/1/32 | 9 | ||||||||||
8 | Fannie Mae, Pool #MA3657 | 3.00 | 5/1/34 | 7 | ||||||||||
123 | Fannie Mae, Pool #MA2956 | 3.00 | 4/1/47 | 103 | ||||||||||
9 | Fannie Mae, Pool #MA3078 | 3.00 | 7/1/37 | 8 | ||||||||||
47 | Fannie Mae, Pool #MA1527 | 3.00 | 8/1/33 | 42 | ||||||||||
252 | Fannie Mae, Pool #BU1241 | 3.00 | 3/1/52 | 209 | ||||||||||
21 | Fannie Mae, Pool #BE3861 | 3.00 | 1/1/47 | 17 | ||||||||||
92 | Fannie Mae, Pool #BN7703 | 3.00 | 8/1/49 | 77 | ||||||||||
98 | Fannie Mae, Pool #BO3192 | 3.00 | 10/1/49 | 82 | ||||||||||
442 | Fannie Mae, Pool #CB2756 | 3.00 | 2/1/52 | 368 | ||||||||||
17 | Fannie Mae, Pool #BE9547 | 3.00 | 4/1/47 | 14 | ||||||||||
120 | Fannie Mae, Pool #FM1370 | 3.00 | 4/1/46 | 101 | ||||||||||
133 | Fannie Mae, Pool #BD2446 | 3.00 | 1/1/47 | 112 | ||||||||||
56 | Fannie Mae, Pool #FM1552 | 3.00 | 12/1/47 | 47 | ||||||||||
106 | Fannie Mae, Pool #MA1307 | 3.00 | 1/1/33 | 94 | ||||||||||
47 | Fannie Mae, Pool #BD5787 | 3.00 | 9/1/46 | 40 | ||||||||||
23 | Fannie Mae, Pool #MA1338 | 3.00 | 2/1/33 | 21 | ||||||||||
5 | Fannie Mae, Pool #BA0826 | 3.00 | 10/1/30 | 5 | ||||||||||
113 | Fannie Mae, Pool #MA4079 | 3.00 | 7/1/50 | 94 | ||||||||||
92 | Fannie Mae, Pool #MA2806 | 3.00 | 11/1/46 | 78 | ||||||||||
12 | Fannie Mae, Pool #AR7426 | 3.00 | 7/1/43 | 11 | ||||||||||
79 | Fannie Mae, Pool #BM4703 | 3.50 | 2/1/48 | 70 | ||||||||||
4 | Fannie Mae, Pool #AL8776 | 3.50 | 7/1/46 | 3 | ||||||||||
18 | Fannie Mae, Pool #AS5892 | 3.50 | 10/1/45 | 16 | ||||||||||
23 | Fannie Mae, Pool #BC7633 | 3.50 | 6/1/46 | 20 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 21 | Fannie Mae, Pool #MA3597 | 3.50 | 2/1/49 | $ | 18 | ||||||||
26 | Fannie Mae, Pool #AZ6383 | 3.50 | 9/1/45 | 23 | ||||||||||
9 | Fannie Mae, Pool #CA0234 | 3.50 | 8/1/47 | 7 | ||||||||||
24 | Fannie Mae, Pool #BC0163 | 3.50 | 1/1/46 | 21 | ||||||||||
58 | Fannie Mae, Pool #CA0487 | 3.50 | 10/1/47 | 51 | ||||||||||
348 | Fannie Mae, Pool #BU8723 | 3.50 | 6/1/52 | 300 | ||||||||||
35 | Fannie Mae, Pool #BC3126 | 3.50 | 1/1/46 | 31 | ||||||||||
51 | Fannie Mae, Pool #AY5303 | 3.50 | 3/1/45 | 45 | ||||||||||
5 | Fannie Mae, Pool #MA2996 | 3.50 | 5/1/37 | 4 | ||||||||||
154 | Fannie Mae, Pool #BM1568 | 3.50 | 7/1/47 | 137 | ||||||||||
68 | Fannie Mae, Pool #BD5046 | 3.50 | 2/1/47 | 60 | ||||||||||
80 | Fannie Mae, Pool #AS3133 | 3.50 | 8/1/44 | 71 | ||||||||||
58 | Fannie Mae, Pool #MA1982 | 3.50 | 8/1/34 | 52 | ||||||||||
61 | Fannie Mae, Pool #MA2125 | 3.50 | 12/1/44 | 53 | ||||||||||
56 | Fannie Mae, Pool #AO4385 | 3.50 | 6/1/42 | 49 | ||||||||||
8 | Fannie Mae, Pool #AS2081 | 3.50 | 4/1/29 | 8 | ||||||||||
19 | Fannie Mae, Pool #MA3614 | 3.50 | 3/1/49 | 17 | ||||||||||
22 | Fannie Mae, Pool #AX7655 | 3.50 | 1/1/45 | 20 | ||||||||||
15 | Fannie Mae, Pool #MA3637 | 3.50 | 4/1/49 | 13 | ||||||||||
6 | Fannie Mae, Pool #BM5446 | 3.50 | 2/1/49 | 5 | ||||||||||
75 | Fannie Mae, Pool #BC1158 | 3.50 | 2/1/46 | 66 | ||||||||||
69 | Fannie Mae, Pool #AL1717 | 3.50 | 5/1/27 | 65 | ||||||||||
20 | Fannie Mae, Pool #BA1893 | 3.50 | 8/1/45 | 17 | ||||||||||
25 | Fannie Mae, Pool #AY8856 | 3.50 | 9/1/45 | 22 | ||||||||||
37 | Fannie Mae, Pool #AY3913 | 3.50 | 2/1/45 | 33 | ||||||||||
37 | Fannie Mae, Pool #AY3802 | 3.50 | 2/1/45 | 33 | ||||||||||
8 | Fannie Mae, Pool #MA3152 | 3.50 | 10/1/37 | 7 | ||||||||||
54 | Fannie Mae, Pool #AS4771 | 3.50 | 4/1/45 | 47 | ||||||||||
55 | Fannie Mae, Pool #MA3026 | 3.50 | 6/1/47 | 48 | ||||||||||
5 | Fannie Mae, Pool #MA2909 | 3.50 | 2/1/37 | 5 | ||||||||||
58 | Fannie Mae, Pool #AS0024 | 3.50 | 7/1/43 | 52 | ||||||||||
328 | Fannie Mae, Pool #AO2548 | 3.50 | 4/1/42 | 291 | ||||||||||
38 | Fannie Mae, Pool #AS5068 | 3.50 | 6/1/45 | 33 | ||||||||||
16 | Fannie Mae, Pool #AE0981 | 3.50 | 3/1/41 | 15 | ||||||||||
56 | Fannie Mae, Pool #FM3387 | 3.50 | 3/1/35 | 52 | ||||||||||
258 | Fannie Mae, Pool #AB6017 | 3.50 | 8/1/42 | 229 | ||||||||||
24 | Fannie Mae, Pool #MA2389 | 3.50 | 9/1/35 | 22 | ||||||||||
139 | Fannie Mae, Pool #ZM4908 | 3.50 | 11/1/47 | 121 | ||||||||||
59 | Fannie Mae, Pool #MA3663 | 3.50 | 5/1/49 | 51 | ||||||||||
25 | Fannie Mae, Pool #MA3775 | 3.50 | 9/1/49 | 21 | ||||||||||
31 | Fannie Mae, Pool #AS5696 | 3.50 | 8/1/45 | 28 | ||||||||||
11 | Fannie Mae, Pool #MA3835 | 3.50 | 11/1/49 | 10 | ||||||||||
20 | Fannie Mae, Pool #AJ4093 | 3.50 | 10/1/26 | 18 | ||||||||||
42 | Fannie Mae, Pool #BE3767 | 3.50 | 7/1/47 | 37 | ||||||||||
19 | Fannie Mae, Pool #FS1774 | 3.50 | 5/1/37 | 17 | ||||||||||
11 | Fannie Mae, Pool #AE5487 | 3.50 | 10/1/25 | 11 | ||||||||||
385 | Fannie Mae, Pool #MA4654 | 3.50 | 7/1/52 | 331 | ||||||||||
53 | Fannie Mae, Pool #MA3414 | 3.50 | 7/1/48 | 46 | ||||||||||
479 | Fannie Mae, Pool #MA4600 | 3.50 | 5/1/52 | 412 | ||||||||||
25 | Fannie Mae, Pool #MA2923 | 3.50 | 3/1/37 | 23 | ||||||||||
48 | Fannie Mae, Pool #AZ9576 | 3.50 | 12/1/45 | 42 | ||||||||||
119 | Fannie Mae, Pool #MA3276 | 3.50 | 2/1/48 | 104 | ||||||||||
71 | Fannie Mae, Pool #MA3238 | 3.50 | 1/1/48 | 62 | ||||||||||
3 | Fannie Mae, Pool #AJ6181 | 3.50 | 12/1/26 | 3 | ||||||||||
7 | Fannie Mae, Pool #BM1231 | 3.50 | 11/1/31 | 6 | ||||||||||
2 | Fannie Mae, Pool #BA5031 | 3.50 | 1/1/46 | 1 | ||||||||||
51 | Fannie Mae, Pool #AS7491 | 3.50 | 7/1/46 | 45 | ||||||||||
28 | Fannie Mae, Pool #BM2001 | 3.50 | 12/1/46 | 25 | ||||||||||
235 | Fannie Mae, Pool #CB3601 | 3.50 | 5/1/52 | 203 | ||||||||||
81 | Fannie Mae, Pool #BJ2692 | 3.50 | 4/1/48 | 70 | ||||||||||
27 | Fannie Mae, Pool #BJ0647 | 3.50 | 3/1/48 | 23 | ||||||||||
11 | Fannie Mae, Pool #MA2495 | 3.50 | 1/1/46 | 10 | ||||||||||
99 | Fannie Mae, Pool #BH9277 | 3.50 | 2/1/48 | 87 | ||||||||||
82 | Fannie Mae, Pool #BH5155 | 3.50 | 9/1/47 | 72 | ||||||||||
104 | Fannie Mae, Pool #AO3760 | 3.50 | 5/1/42 | 92 | ||||||||||
18 | Fannie Mae, Pool #MA3692 | 3.50 | 7/1/49 | 15 | ||||||||||
30 | Fannie Mae, Pool #AS5319 | 3.50 | 7/1/45 | 26 | ||||||||||
76 | Fannie Mae, Pool #FM1543 | 3.50 | 11/1/48 | 66 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 68 | Fannie Mae, Pool #MA3305 | 3.50 | 3/1/48 | $ | 59 | ||||||||
26 | Fannie Mae, Pool #AX5201 | 3.50 | 10/1/29 | 25 | ||||||||||
129 | Fannie Mae, Pool #AQ0546 | 3.50 | 11/1/42 | 114 | ||||||||||
8 | Fannie Mae, Pool #MA3634 | 3.50 | 4/1/39 | 7 | ||||||||||
51 | Fannie Mae, Pool #MA3332 | 3.50 | 4/1/48 | 44 | ||||||||||
73 | Fannie Mae, Pool #MA1107 | 3.50 | 7/1/32 | 66 | ||||||||||
43 | Fannie Mae, Pool #AX2486 | 3.50 | 10/1/44 | 38 | ||||||||||
70 | Fannie Mae, Pool #FM1911 | 3.50 | 7/1/48 | 62 | ||||||||||
51 | Fannie Mae, Pool #AO4647 | 3.50 | 6/1/42 | 45 | ||||||||||
48 | Fannie Mae, Pool #AS7388 | 3.50 | 6/1/46 | 42 | ||||||||||
43 | Fannie Mae, Pool #FM1028 | 3.50 | 6/1/49 | 38 | ||||||||||
93 | Fannie Mae, Pool #AU1635 | 3.50 | 7/1/43 | 82 | ||||||||||
55 | Fannie Mae, Pool #AX9530 | 3.50 | 2/1/45 | 49 | ||||||||||
77 | Fannie Mae, Pool #AZ0862 | 3.50 | 7/1/45 | 67 | ||||||||||
44 | Fannie Mae, Pool #AO9140 | 3.50 | 7/1/42 | 39 | ||||||||||
8 | Fannie Mae, Pool #MA3059 | 3.50 | 7/1/37 | 7 | ||||||||||
50 | Fannie Mae, Pool #MA3057 | 3.50 | 7/1/47 | 43 | ||||||||||
54 | Fannie Mae, Pool #AU3742 | 3.50 | 8/1/43 | 48 | ||||||||||
7 | Fannie Mae, Pool #AK0706 | 3.50 | 2/1/27 | 7 | ||||||||||
5 | Fannie Mae, Pool #AV6407 | 3.50 | 2/1/29 | 4 | ||||||||||
25 | Fannie Mae, Pool #MA3462 | 3.50 | 9/1/33 | 23 | ||||||||||
47 | Fannie Mae, Pool #BM5485 | 3.50 | 2/1/49 | 41 | ||||||||||
77 | Fannie Mae, Pool #MA3182 | 3.50 | 11/1/47 | 67 | ||||||||||
141 | Fannie Mae, Pool #BP1947 | 3.50 | 4/1/50 | 122 | ||||||||||
65 | Fannie Mae, Pool #BM2000 | 3.50 | 5/1/47 | 57 | ||||||||||
45 | Fannie Mae, Pool #AS4773 | 3.50 | 4/1/45 | 39 | ||||||||||
5 | Fannie Mae, Pool #MA1021 | 3.50 | 3/1/27 | 4 | ||||||||||
39 | Fannie Mae, Pool #AS6649 | 3.50 | 2/1/46 | 34 | ||||||||||
73 | Fannie Mae, Pool #MA3520 | 3.50 | 11/1/48 | 64 | ||||||||||
71 | Fannie Mae, Pool #AY1306 | 3.50 | 3/1/45 | 62 | ||||||||||
19 | Fannie Mae, Pool #CA1191 | 3.50 | 11/1/47 | 16 | ||||||||||
58 | Fannie Mae, Pool #MA3745 | 3.50 | 8/1/49 | 51 | ||||||||||
37 | Fannie Mae, Pool #FM0020 | 3.50 | 7/1/49 | 33 | ||||||||||
78 | Fannie Mae, Pool #BH9215 | 3.50 | 1/1/48 | 69 | ||||||||||
25 | Fannie Mae, Pool #AS4772 | 3.50 | 4/1/45 | 22 | ||||||||||
8 | Fannie Mae, Pool #310139 | 3.50 | 11/1/25 | 7 | ||||||||||
48 | Fannie Mae, Pool #MA1980 | 3.50 | 8/1/44 | 42 | ||||||||||
94 | Fannie Mae, Pool #BD2436 | 3.50 | 1/1/47 | 82 | ||||||||||
60 | Fannie Mae, Pool #FM1001 | 3.50 | 11/1/48 | 52 | ||||||||||
73 | Fannie Mae, Pool #MA2292 | 3.50 | 6/1/45 | 64 | ||||||||||
57 | Fannie Mae, Pool #FM1566 | 3.50 | 11/1/48 | 50 | ||||||||||
65 | Fannie Mae, Pool #AJ8476 | 3.50 | 12/1/41 | 57 | ||||||||||
43 | Fannie Mae, Pool #AS7239 | 3.50 | 5/1/46 | 37 | ||||||||||
23 | Fannie Mae, Pool #MA3494 | 3.50 | 10/1/48 | 20 | ||||||||||
48 | Fannie Mae, Pool #AK7497 | 3.50 | 4/1/42 | 43 | ||||||||||
23 | Fannie Mae, Pool #AZ2614 | 3.50 | 8/1/45 | 20 | ||||||||||
61 | Fannie Mae, Pool #BK9038 | 3.50 | 10/1/33 | 57 | ||||||||||
4 | Fannie Mae, Pool #AX0159 | 3.50 | 9/1/29 | 4 | ||||||||||
8 | Fannie Mae, Pool #MA3906 | 3.50 | 1/1/50 | 7 | ||||||||||
21 | Fannie Mae, Pool #AP9390 | 3.50 | 10/1/42 | 19 | ||||||||||
53 | Fannie Mae, Pool #MA1059 | 3.50 | 5/1/32 | 49 | ||||||||||
44 | Fannie Mae, Pool #AY4300 | 3.50 | 1/1/45 | 39 | ||||||||||
268 | Fannie Mae, Pool #AO8137 | 3.50 | 8/1/42 | 238 | ||||||||||
9 | Fannie Mae, Pool #MA2692 | 3.50 | 7/1/36 | 8 | ||||||||||
32 | Fannie Mae, Pool #BE5258 | 3.50 | 1/1/47 | 28 | ||||||||||
21 | Fannie Mae, Pool #AY2291 | 4.00 | 3/1/45 | 19 | ||||||||||
59 | Fannie Mae, Pool #CA0183 | 4.00 | 8/1/47 | 54 | ||||||||||
85 | Fannie Mae, Pool #FM5134 | 4.00 | 1/1/49 | 77 | ||||||||||
57 | Fannie Mae, Pool #MA0641 | 4.00 | 2/1/31 | 56 | ||||||||||
4 | Fannie Mae, Pool #MA3037 | 4.00 | 6/1/37 | 4 | ||||||||||
30 | Fannie Mae, Pool #AS7600 | 4.00 | 7/1/46 | 27 | ||||||||||
55 | Fannie Mae, Pool #MA3027 | 4.00 | 6/1/47 | 50 | ||||||||||
51 | Fannie Mae, Pool #MA3121 | 4.00 | 9/1/47 | 46 | ||||||||||
88 | Fannie Mae, Pool #AS7558 | 4.00 | 7/1/46 | 80 | ||||||||||
11 | Fannie Mae, Pool #MA0695 | 4.00 | 4/1/31 | 11 | ||||||||||
33 | Fannie Mae, Pool #AC7328 | 4.00 | 12/1/39 | 30 | ||||||||||
27 | Fannie Mae, Pool #AS3903 | 4.00 | 11/1/44 | 25 | ||||||||||
117 | Fannie Mae, Pool #AY1377 | 4.00 | 4/1/45 | 106 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 14 | Fannie Mae, Pool #MA3536 | 4.00 | 12/1/48 | $ | 12 | ||||||||
20 | Fannie Mae, Pool #AY0025 | 4.00 | 2/1/45 | 18 | ||||||||||
7 | Fannie Mae, Pool #AS3448 | 4.00 | 9/1/44 | 6 | ||||||||||
38 | Fannie Mae, Pool #MA3615 | 4.00 | 3/1/49 | 34 | ||||||||||
59 | Fannie Mae, Pool #MA3804 | 4.00 | 10/1/49 | 52 | ||||||||||
8 | Fannie Mae, Pool #AS2117 | 4.00 | 4/1/44 | 8 | ||||||||||
22 | Fannie Mae, Pool #MA3638 | 4.00 | 4/1/49 | 20 | ||||||||||
8 | Fannie Mae, Pool #BM5525 | 4.00 | 3/1/31 | 7 | ||||||||||
53 | Fannie Mae, Pool #BJ9169 | 4.00 | 5/1/48 | 48 | ||||||||||
122 | Fannie Mae, Pool #AJ7857 | 4.00 | 12/1/41 | 112 | ||||||||||
7 | Fannie Mae, Pool #MA3413 | 4.00 | 7/1/38 | 7 | ||||||||||
26 | Fannie Mae, Pool #BC5559 | 4.00 | 3/1/46 | 23 | ||||||||||
72 | Fannie Mae, Pool #BK7943 | 4.00 | 11/1/48 | 65 | ||||||||||
11 | Fannie Mae, Pool #BJ0639 | 4.00 | 3/1/48 | 10 | ||||||||||
18 | Fannie Mae, Pool #AT3872 | 4.00 | 6/1/43 | 17 | ||||||||||
69 | Fannie Mae, Pool #MA2995 | 4.00 | 5/1/47 | 62 | ||||||||||
44 | Fannie Mae, Pool #FM1960 | 4.00 | 5/1/49 | 40 | ||||||||||
41 | Fannie Mae, Pool #AX0841 | 4.00 | 9/1/44 | 38 | ||||||||||
11 | Fannie Mae, Pool #MA3216 | 4.00 | 12/1/37 | 11 | ||||||||||
17 | Fannie Mae, Pool #MA0493 | 4.00 | 8/1/30 | 17 | ||||||||||
32 | Fannie Mae, Pool #AS3467 | 4.00 | 10/1/44 | 30 | ||||||||||
24 | Fannie Mae, Pool #BA6910 | 4.00 | 2/1/46 | 22 | ||||||||||
38 | Fannie Mae, Pool #AY8981 | 4.00 | 8/1/45 | 35 | ||||||||||
42 | Fannie Mae, Pool #AS3293 | 4.00 | 9/1/44 | 38 | ||||||||||
25 | Fannie Mae, Pool #AS3468 | 4.00 | 10/1/44 | 23 | ||||||||||
13 | Fannie Mae, Pool #BH2623 | 4.00 | 8/1/47 | 12 | ||||||||||
30 | Fannie Mae, Pool #CA0237 | 4.00 | 8/1/47 | 27 | ||||||||||
5 | Fannie Mae, Pool #MA2655 | 4.00 | 6/1/36 | 5 | ||||||||||
60 | Fannie Mae, Pool #MA3183 | 4.00 | 11/1/47 | 54 | ||||||||||
70 | Fannie Mae, Pool #AO2959 | 4.00 | 5/1/42 | 64 | ||||||||||
32 | Fannie Mae, Pool #AL7347 | 4.00 | 9/1/45 | 29 | ||||||||||
20 | Fannie Mae, Pool #MA3521 | 4.00 | 11/1/48 | 18 | ||||||||||
37 | Fannie Mae, Pool #FM1571 | 4.00 | 12/1/48 | 33 | ||||||||||
39 | Fannie Mae, Pool #FM1415 | 4.00 | 12/1/48 | 35 | ||||||||||
71 | Fannie Mae, Pool #AU3753 | 4.00 | 8/1/43 | 65 | ||||||||||
5 | Fannie Mae, Pool #AE0375 | 4.00 | 7/1/25 | 5 | ||||||||||
37 | Fannie Mae, Pool #BK0909 | 4.00 | 7/1/48 | 33 | ||||||||||
4 | Fannie Mae, Pool #AL9742 | 4.00 | 7/1/29 | 4 | ||||||||||
27 | Fannie Mae, Pool #BN0594 | 4.00 | 12/1/48 | 25 | ||||||||||
22 | Fannie Mae, Pool #BM4991 | 4.00 | 9/1/48 | 20 | ||||||||||
12 | Fannie Mae, Pool #MA3427 | 4.00 | 7/1/33 | 12 | ||||||||||
9 | Fannie Mae, Pool #AW5109 | 4.00 | 8/1/44 | 8 | ||||||||||
398 | Fannie Mae, Pool #FS0016 | 4.00 | 6/1/49 | 360 | ||||||||||
155 | Fannie Mae, Pool #AJ7689 | 4.00 | 12/1/41 | 142 | ||||||||||
14 | Fannie Mae, Pool #AS8823 | 4.00 | 2/1/47 | 12 | ||||||||||
47 | Fannie Mae, Pool #BK7608 | 4.00 | 9/1/48 | 42 | ||||||||||
40 | Fannie Mae, Pool #AS8532 | 4.00 | 12/1/46 | 37 | ||||||||||
45 | Fannie Mae, Pool #AS9831 | 4.00 | 6/1/47 | 41 | ||||||||||
27 | Fannie Mae, Pool #BE8050 | 4.00 | 4/1/47 | 25 | ||||||||||
13 | Fannie Mae, Pool #CA2469 | 4.00 | 10/1/48 | 11 | ||||||||||
25 | Fannie Mae, Pool #AY1595 | 4.00 | 1/1/45 | 23 | ||||||||||
23 | Fannie Mae, Pool #AL4778 | 4.00 | 10/1/32 | 22 | ||||||||||
36 | Fannie Mae, Pool #AS7601 | 4.00 | 7/1/46 | 33 | ||||||||||
5 | Fannie Mae, Pool #AW9041 | 4.00 | 8/1/44 | 5 | ||||||||||
34 | Fannie Mae, Pool #AW5063 | 4.00 | 7/1/44 | 31 | ||||||||||
41 | Fannie Mae, Pool #AV2340 | 4.00 | 12/1/43 | 37 | ||||||||||
34 | Fannie Mae, Pool #MA3563 | 4.00 | 1/1/49 | 30 | ||||||||||
34 | Fannie Mae, Pool #AS2498 | 4.00 | 5/1/44 | 31 | ||||||||||
6 | Fannie Mae, Pool #AS7028 | 4.00 | 4/1/46 | 5 | ||||||||||
45 | Fannie Mae, Pool #AS3216 | 4.00 | 9/1/44 | 42 | ||||||||||
1 | Fannie Mae, Pool #BA0847 | 4.00 | 3/1/46 | 1 | ||||||||||
44 | Fannie Mae, Pool #AS9486 | 4.00 | 4/1/47 | 39 | ||||||||||
15 | Fannie Mae, Pool #FM1101 | 4.00 | 7/1/34 | 15 | ||||||||||
6 | Fannie Mae, Pool #AC2995 | 4.00 | 9/1/24 | 6 | ||||||||||
63 | Fannie Mae, Pool #BD7081 | 4.00 | 3/1/47 | 57 | ||||||||||
49 | Fannie Mae, Pool #AL8387 | 4.00 | 3/1/46 | 45 | ||||||||||
381 | Fannie Mae, Pool #FS3526 | 4.00 | 12/1/52 | 340 | ||||||||||
156 | Fannie Mae, Pool #AJ5303 | 4.00 | 11/1/41 | 143 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 91 | Fannie Mae, Pool #AH5859 | 4.00 | 2/1/41 | $ | 84 | ||||||||
20 | Fannie Mae, Pool #MA3244 | 4.00 | 1/1/38 | 19 | ||||||||||
31 | Fannie Mae, Pool #BK9697 | 4.00 | 12/1/48 | 28 | ||||||||||
135 | Fannie Mae, Pool #AS0531 | 4.00 | 9/1/43 | 124 | ||||||||||
7 | Fannie Mae, Pool #BM4306 | 4.00 | 9/1/25 | 7 | ||||||||||
56 | Fannie Mae, Pool #MA3211 | 4.00 | 12/1/47 | 51 | ||||||||||
20 | Fannie Mae, Pool #CA2474 | 4.00 | 7/1/48 | 18 | ||||||||||
22 | Fannie Mae, Pool #BN5258 | 4.00 | 2/1/49 | 20 | ||||||||||
63 | Fannie Mae, Pool #MA3746 | 4.00 | 8/1/49 | 56 | ||||||||||
39 | Fannie Mae, Pool #CA1894 | 4.00 | 6/1/48 | 35 | ||||||||||
25 | Fannie Mae, Pool #BK0915 | 4.00 | 7/1/48 | 22 | ||||||||||
3 | Fannie Mae, Pool #CA3084 | 4.00 | 2/1/49 | 2 | ||||||||||
40 | Fannie Mae, Pool #MA3277 | 4.00 | 2/1/48 | 36 | ||||||||||
52 | Fannie Mae, Pool #BM2002 | 4.00 | 10/1/47 | 47 | ||||||||||
2 | Fannie Mae, Pool #AZ8874 | 4.00 | 9/1/45 | 1 | ||||||||||
52 | Fannie Mae, Pool #AZ7362 | 4.00 | 11/1/45 | 47 | ||||||||||
236 | Fannie Mae, Pool #MA4732 | 4.00 | 9/1/52 | 210 | ||||||||||
11 | Fannie Mae, Pool #AH3394 | 4.00 | 1/1/41 | 10 | ||||||||||
33 | Fannie Mae, Pool #AH6242 | 4.00 | 4/1/26 | 32 | ||||||||||
7 | Fannie Mae, Pool #AL2689 | 4.00 | 2/1/27 | 7 | ||||||||||
299 | Fannie Mae, Pool #190405 | 4.00 | 10/1/40 | 275 | ||||||||||
44 | Fannie Mae, Pool #MA4797 | 4.00 | 11/1/37 | 41 | ||||||||||
95 | Fannie Mae, Pool #BN6677 | 4.00 | 6/1/49 | 86 | ||||||||||
11 | Fannie Mae, Pool #MA2455 | 4.00 | 11/1/35 | 10 | ||||||||||
15 | Fannie Mae, Pool #MA3592 | 4.00 | 2/1/49 | 14 | ||||||||||
91 | Fannie Mae, Pool #AZ8067 | 4.00 | 9/1/45 | 82 | ||||||||||
5 | Fannie Mae, Pool #MA2536 | 4.00 | 2/1/36 | 5 | ||||||||||
50 | Fannie Mae, Pool #FM0021 | 4.00 | 3/1/49 | 45 | ||||||||||
54 | Fannie Mae, Pool #CA1015 | 4.00 | 1/1/48 | 49 | ||||||||||
37 | Fannie Mae, Pool #BM5685 | 4.00 | 6/1/48 | 34 | ||||||||||
37 | Fannie Mae, Pool #BN0334 | 4.00 | 12/1/48 | 34 | ||||||||||
22 | Fannie Mae, Pool #CA0623 | 4.50 | 10/1/47 | 21 | ||||||||||
31 | Fannie Mae, Pool #MA0481 | 4.50 | 8/1/30 | 30 | ||||||||||
16 | Fannie Mae, Pool #MA3593 | 4.50 | 2/1/49 | 14 | ||||||||||
13 | Fannie Mae, Pool #AU5302 | 4.50 | 10/1/43 | 12 | ||||||||||
8 | Fannie Mae, Pool #AS0861 | 4.50 | 10/1/43 | 7 | ||||||||||
27 | Fannie Mae, Pool #AB1389 | 4.50 | 8/1/40 | 25 | ||||||||||
11 | Fannie Mae, Pool #AA0860 | 4.50 | 1/1/39 | 11 | ||||||||||
20 | Fannie Mae, Pool #BK5283 | 4.50 | 6/1/48 | 19 | ||||||||||
49 | Fannie Mae, Pool #MA3639 | 4.50 | 4/1/49 | 46 | ||||||||||
16 | Fannie Mae, Pool #BM1285 | 4.50 | 5/1/47 | 15 | ||||||||||
11 | Fannie Mae, Pool #CA1218 | 4.50 | 2/1/48 | 10 | ||||||||||
25 | Fannie Mae, Pool #AS1638 | 4.50 | 2/1/44 | 24 | ||||||||||
13 | Fannie Mae, Pool #AS8576 | 4.50 | 12/1/46 | 12 | ||||||||||
3 | Fannie Mae, Pool #AW7048 | 4.50 | 6/1/44 | 3 | ||||||||||
— | Fannie Mae, Pool #254954 | 4.50 | 10/1/23 | — | ||||||||||
29 | Fannie Mae, Pool #AS2276 | 4.50 | 4/1/44 | 27 | ||||||||||
25 | Fannie Mae, Pool #AL5082 | 4.50 | 3/1/44 | 23 | ||||||||||
14 | Fannie Mae, Pool #BE6489 | 4.50 | 1/1/47 | 13 | ||||||||||
11 | Fannie Mae, Pool #AH6790 | 4.50 | 3/1/41 | 10 | ||||||||||
61 | Fannie Mae, Pool #AE0217 | 4.50 | 8/1/40 | 57 | ||||||||||
4 | Fannie Mae, Pool #BN0877 | 4.50 | 11/1/48 | 4 | ||||||||||
54 | Fannie Mae, Pool #CA1711 | 4.50 | 5/1/48 | 50 | ||||||||||
134 | Fannie Mae, Pool #AH7521 | 4.50 | 3/1/41 | 126 | ||||||||||
53 | Fannie Mae, Pool #AI4815 | 4.50 | 6/1/41 | 50 | ||||||||||
223 | Fannie Mae, Pool #MA3184 | 4.50 | 11/1/47 | 210 | ||||||||||
45 | Fannie Mae, Pool #AS8157 | 4.50 | 10/1/46 | 43 | ||||||||||
40 | Fannie Mae, Pool #CA0148 | 4.50 | 8/1/47 | 37 | ||||||||||
34 | Fannie Mae, Pool #BE5992 | 4.50 | 2/1/47 | 32 | ||||||||||
394 | Fannie Mae, Pool #MA5070 | 4.50 | 7/1/53 | 362 | ||||||||||
404 | Fannie Mae, Pool #BV7928 | 4.50 | 8/1/52 | 371 | ||||||||||
48 | Fannie Mae, Pool #AB3192 | 4.50 | 6/1/41 | 45 | ||||||||||
135 | Fannie Mae, Pool #AH9055 | 4.50 | 4/1/41 | 127 | ||||||||||
103 | Fannie Mae, Pool #AS9394 | 4.50 | 4/1/47 | 97 | ||||||||||
55 | Fannie Mae, Pool #AD8529 | 4.50 | 8/1/40 | 50 | ||||||||||
202 | Fannie Mae, Pool #AL1107 | 4.50 | 11/1/41 | 190 | ||||||||||
13 | Fannie Mae, Pool #FM3619 | 4.50 | 1/1/50 | 12 | ||||||||||
44 | Fannie Mae, Pool #AL4450 | 4.50 | 12/1/43 | 42 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 11 | Fannie Mae, Pool #AB1470 | 4.50 | 9/1/40 | $ | 10 | ||||||||
9 | Fannie Mae, Pool #AL8816 | 4.50 | 9/1/45 | 8 | ||||||||||
22 | Fannie Mae, Pool #MA3522 | 4.50 | 11/1/48 | 20 | ||||||||||
2 | Fannie Mae, Pool #AA9781 | 4.50 | 7/1/24 | 2 | ||||||||||
4 | Fannie Mae, Pool #BK8830 | 4.50 | 8/1/48 | 4 | ||||||||||
55 | Fannie Mae, Pool #BK1416 | 4.50 | 5/1/48 | 52 | ||||||||||
19 | Fannie Mae, Pool #MA3537 | 4.50 | 12/1/48 | 17 | ||||||||||
23 | Fannie Mae, Pool #AS0575 | 5.00 | 9/1/43 | 22 | ||||||||||
332 | Fannie Mae, Pool #MA4761 | 5.00 | 9/1/52 | 313 | ||||||||||
9 | Fannie Mae, Pool #MA3617 | 5.00 | 3/1/49 | 9 | ||||||||||
12 | Fannie Mae, Pool #CA0349 | 5.00 | 9/1/47 | 12 | ||||||||||
3 | Fannie Mae, Pool #BM3781 | 5.00 | 11/1/30 | 3 | ||||||||||
21 | Fannie Mae, Pool #MA3594 | 5.00 | 2/1/49 | 21 | ||||||||||
25 | Fannie Mae, Pool #AL5788 | 5.00 | 5/1/42 | 24 | ||||||||||
20 | Fannie Mae, Pool #BM3904 | 5.00 | 5/1/48 | 19 | ||||||||||
12 | Fannie Mae, Pool #CA1795 | 5.00 | 5/1/48 | 12 | ||||||||||
12 | Fannie Mae, Pool #MA3472 | 5.00 | 9/1/48 | 12 | ||||||||||
258 | Fannie Mae, Pool #889117 | 5.00 | 10/1/35 | 253 | ||||||||||
14 | Fannie Mae, Pool #725238 | 5.00 | 3/1/34 | 14 | ||||||||||
9 | Fannie Mae, Pool #MA3708 | 5.00 | 6/1/49 | 8 | ||||||||||
20 | Fannie Mae, Pool #AS0837 | 5.00 | 10/1/43 | 19 | ||||||||||
15 | Fannie Mae, Pool #MA3669 | 5.00 | 5/1/49 | 15 | ||||||||||
394 | Fannie Mae, Pool #MA5071 | 5.00 | 7/1/53 | 371 | ||||||||||
59 | Fannie Mae, Pool #AH5988 | 5.00 | 3/1/41 | 57 | ||||||||||
9 | Fannie Mae, Pool #MA3527 | 5.00 | 11/1/48 | 9 | ||||||||||
11 | Fannie Mae, Pool #890621 | 5.00 | 5/1/42 | 11 | ||||||||||
11 | Fannie Mae, Pool #890603 | 5.00 | 8/1/41 | 11 | ||||||||||
25 | Fannie Mae, Pool #836750 | 5.00 | 10/1/35 | 25 | ||||||||||
400 | Fannie Mae, Pool #MA5010 | 5.50 | 5/1/53 | 387 | ||||||||||
390 | Fannie Mae, Pool #MA5072 | 5.50 | 7/1/53 | 377 | ||||||||||
371 | Fannie Mae, Pool #FS3360 | 5.50 | 12/1/52 | 363 | ||||||||||
— | Fannie Mae, Pool #AL0725 | 5.50 | 6/1/24 | — | ||||||||||
1 | Fannie Mae, Pool #A79636 | 5.50 | 7/1/38 | 1 | ||||||||||
2 | Fannie Mae, Pool #A69671 | 5.50 | 12/1/37 | 2 | ||||||||||
414 | Fannie Mae, Pool #890221 | 5.50 | 12/1/33 | 415 | ||||||||||
6 | Fannie Mae, Pool #929451 | 5.50 | 5/1/38 | 6 | ||||||||||
48 | Fannie Mae, Pool #CB5704 | 6.00 | 2/1/53 | 47 | ||||||||||
255 | Fannie Mae, Pool #725228 | 6.00 | 3/1/34 | 258 | ||||||||||
59 | Fannie Mae, Pool #889984 | 6.50 | 10/1/38 | 61 | ||||||||||
125 | Fannie Mae, 15 YR TBA | 1.50 | 10/25/38 | 104 | ||||||||||
175 | Fannie Mae, 15 YR TBA | 3.00 | 10/25/38 | 158 | ||||||||||
100 | Fannie Mae, 15 YR TBA | 3.50 | 10/25/38 | 92 | ||||||||||
100 | Fannie Mae, 15 YR TBA | 4.00 | 10/25/38 | 94 | ||||||||||
25 | Fannie Mae, 15 YR TBA | 4.50 | 11/25/37 | 24 | ||||||||||
150 | Fannie Mae, 15 YR TBA | 4.50 | 10/25/38 | 144 | ||||||||||
25 | Fannie Mae, 15 YR TBA | 5.00 | 11/25/34 | 24 | ||||||||||
125 | Fannie Mae, 15 YR TBA | 5.00 | 10/25/38 | 122 | ||||||||||
100 | Fannie Mae, 15 YR TBA | 5.50 | 11/25/31 | 99 | ||||||||||
50 | Fannie Mae, 30 YR TBA | 3.00 | 11/25/53 | 41 | ||||||||||
100 | Fannie Mae, 30 YR TBA | 3.00 | 10/25/53 | 83 | ||||||||||
125 | Fannie Mae, 30 YR TBA | 3.50 | 10/25/53 | 107 | ||||||||||
25 | Fannie Mae, 30 YR TBA | 4.00 | 11/25/53 | 22 | ||||||||||
225 | Fannie Mae, 30 YR TBA | 4.00 | 10/25/53 | 200 | ||||||||||
650 | Fannie Mae, 30 YR TBA | 4.50 | 10/25/53 | 595 | ||||||||||
25 | Fannie Mae, 30 YR TBA | 4.50 | 11/25/53 | 23 | ||||||||||
175 | Fannie Mae, 30 YR TBA | 5.00 | 11/25/53 | 165 | ||||||||||
2,075 | Fannie Mae, 30 YR TBA | 5.00 | 10/25/53 | 1,956 | ||||||||||
1,700 | Fannie Mae, 30 YR TBA | 5.50 | 10/25/53 | 1,642 | ||||||||||
400 | Fannie Mae, 30 YR TBA | 5.50 | 11/25/52 | 386 | ||||||||||
400 | Fannie Mae, 30 YR TBA | 6.00 | 11/25/53 | 395 | ||||||||||
1,325 | Fannie Mae, 30 YR TBA | 6.00 | 10/25/53 | 1,307 | ||||||||||
925 | Fannie Mae, 30 YR TBA | 6.50 | 10/25/53 | 928 | ||||||||||
350 | Fannie Mae, 30 YR TBA | 6.50 | 11/25/53 | 351 | ||||||||||
50 | Fannie Mae, 30 YR TBA | 7.00 | 10/25/53 | 51 | ||||||||||
358 | Freddie Mac, Pool #SB8097 | 1.50 | 4/1/36 | 298 | ||||||||||
419 | Freddie Mac, Pool #SB8083 | 1.50 | 1/1/36 | 350 | ||||||||||
397 | Freddie Mac, Pool #SB8144 | 1.50 | 3/1/37 | 331 | ||||||||||
319 | Freddie Mac, Pool #QN9521 | 1.50 | 2/1/37 | 265 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 182 | Freddie Mac, Pool #SD8139 | 1.50 | 4/1/51 | $ | 131 | ||||||||
381 | Freddie Mac, Pool #QC0962 | 1.50 | 4/1/51 | 273 | ||||||||||
390 | Freddie Mac, Pool #SD8154 | 1.50 | 7/1/51 | 280 | ||||||||||
70 | Freddie Mac, Pool #SD8082 | 1.50 | 10/1/50 | 50 | ||||||||||
382 | Freddie Mac, Pool #SB8106 | 1.50 | 6/1/36 | 318 | ||||||||||
62 | Freddie Mac, Pool #RB5110 | 1.50 | 5/1/41 | 47 | ||||||||||
405 | Freddie Mac, Pool #SB8088 | 1.50 | 2/1/36 | 338 | ||||||||||
344 | Freddie Mac, Pool #SB8115 | 2.00 | 8/1/36 | 295 | ||||||||||
406 | Freddie Mac, Pool #SD8098 | 2.00 | 10/1/50 | 310 | ||||||||||
31 | Freddie Mac, Pool #G18634 | 2.00 | 3/1/32 | 27 | ||||||||||
421 | Freddie Mac, Pool #SD8172 | 2.00 | 10/1/51 | 320 | ||||||||||
420 | Freddie Mac, Pool #RA5155 | 2.00 | 5/1/51 | 318 | ||||||||||
348 | Freddie Mac, Pool #RA3575 | 2.00 | 9/1/50 | 268 | ||||||||||
242 | Freddie Mac, Pool #RB5114 | 2.00 | 6/1/41 | 194 | ||||||||||
459 | Freddie Mac, Pool #QB7708 | 2.00 | 1/1/51 | 349 | ||||||||||
94 | Freddie Mac, Pool #ZS7735 | 2.00 | 1/1/32 | 83 | ||||||||||
371 | Freddie Mac, Pool #QB8064 | 2.00 | 1/1/51 | 282 | ||||||||||
375 | Freddie Mac, Pool #QB6893 | 2.00 | 12/1/50 | 286 | ||||||||||
353 | Freddie Mac, Pool #QB3926 | 2.00 | 10/1/50 | 269 | ||||||||||
357 | Freddie Mac, Pool #QB3716 | 2.00 | 9/1/50 | 272 | ||||||||||
554 | Freddie Mac, Pool #SB8128 | 2.00 | 11/1/36 | 474 | ||||||||||
451 | Freddie Mac, Pool #SD8182 | 2.00 | 12/1/51 | 343 | ||||||||||
372 | Freddie Mac, Pool #RA3205 | 2.00 | 8/1/50 | 287 | ||||||||||
402 | Freddie Mac, Pool #RA5040 | 2.00 | 4/1/51 | 309 | ||||||||||
381 | Freddie Mac, Pool #RA4214 | 2.00 | 12/1/50 | 291 | ||||||||||
419 | Freddie Mac, Pool #QC7473 | 2.00 | 9/1/51 | 319 | ||||||||||
29 | Freddie Mac, Pool #J25777 | 2.00 | 9/1/28 | 27 | ||||||||||
414 | Freddie Mac, Pool #SD8079 | 2.00 | 7/1/50 | 316 | ||||||||||
251 | Freddie Mac, Pool #RA5257 | 2.00 | 5/1/51 | 193 | ||||||||||
12 | Freddie Mac, Pool #J25759 | 2.00 | 8/1/28 | 11 | ||||||||||
383 | Freddie Mac, Pool #SB8510 | 2.00 | 2/1/36 | 332 | ||||||||||
509 | Freddie Mac, Pool #RA3606 | 2.00 | 10/1/50 | 387 | ||||||||||
375 | Freddie Mac, Pool #QC1333 | 2.00 | 5/1/51 | 285 | ||||||||||
458 | Freddie Mac, Pool #SD8193 | 2.00 | 2/1/52 | 349 | ||||||||||
161 | Freddie Mac, Pool #RB5111 | 2.00 | 5/1/41 | 129 | ||||||||||
430 | Freddie Mac, Pool #SD0731 | 2.00 | 5/1/51 | 331 | ||||||||||
229 | Freddie Mac, Pool #RB5121 | 2.00 | 8/1/41 | 184 | ||||||||||
376 | Freddie Mac, Pool #QC1075 | 2.00 | 4/1/51 | 286 | ||||||||||
137 | Freddie Mac, Pool #QD3162 | 2.00 | 12/1/51 | 104 | ||||||||||
391 | Freddie Mac, Pool #SD8160 | 2.00 | 8/1/51 | 298 | ||||||||||
299 | Freddie Mac, Pool #RC1727 | 2.00 | 12/1/35 | 257 | ||||||||||
127 | Freddie Mac, Pool #RB5095 | 2.00 | 1/1/41 | 103 | ||||||||||
220 | Freddie Mac, Pool #SB8061 | 2.00 | 9/1/35 | 190 | ||||||||||
350 | Freddie Mac, Pool #SB8107 | 2.00 | 6/1/36 | 300 | ||||||||||
397 | Freddie Mac, Pool #RA3328 | 2.00 | 8/1/50 | 305 | ||||||||||
366 | Freddie Mac, Pool #SD8121 | 2.00 | 1/1/51 | 279 | ||||||||||
245 | Freddie Mac, Pool #RA6025 | 2.00 | 10/1/51 | 187 | ||||||||||
445 | Freddie Mac, Pool #RA6026 | 2.00 | 10/1/51 | 341 | ||||||||||
222 | Freddie Mac, Pool #SD7537 | 2.00 | 3/1/51 | 171 | ||||||||||
401 | Freddie Mac, Pool #RA5928 | 2.00 | 9/1/51 | 307 | ||||||||||
411 | Freddie Mac, Pool #QC3597 | 2.00 | 6/1/51 | 313 | ||||||||||
404 | Freddie Mac, Pool #QC3697 | 2.00 | 6/1/51 | 307 | ||||||||||
273 | Freddie Mac, Pool #RB5153 | 2.00 | 4/1/42 | 216 | ||||||||||
434 | Freddie Mac, Pool #QD0433 | 2.00 | 11/1/51 | 330 | ||||||||||
409 | Freddie Mac, Pool #QD1254 | 2.00 | 11/1/51 | 311 | ||||||||||
220 | Freddie Mac, Pool #RA5256 | 2.00 | 5/1/51 | 169 | ||||||||||
132 | Freddie Mac, Pool #RB5141 | 2.00 | 1/1/42 | 106 | ||||||||||
350 | Freddie Mac, Pool #SD8128 | 2.00 | 2/1/51 | 266 | ||||||||||
400 | Freddie Mac, Pool #QO0110 | 2.00 | 4/1/37 | 343 | ||||||||||
415 | Freddie Mac, Pool #SD8199 | 2.00 | 3/1/52 | 315 | ||||||||||
436 | Freddie Mac, Pool #QD5748 | 2.00 | 2/1/52 | 331 | ||||||||||
474 | Freddie Mac, Pool #SD8113 | 2.00 | 12/1/50 | 362 | ||||||||||
351 | Freddie Mac, Pool #RA4986 | 2.00 | 4/1/51 | 269 | ||||||||||
225 | Freddie Mac, Pool #QC0423 | 2.00 | 4/1/51 | 172 | ||||||||||
453 | Freddie Mac, Pool #RA6333 | 2.00 | 11/1/51 | 347 | ||||||||||
399 | Freddie Mac, Pool #QC6815 | 2.00 | 9/1/51 | 304 | ||||||||||
370 | Freddie Mac, Pool #SB8079 | 2.00 | 12/1/35 | 318 | ||||||||||
412 | Freddie Mac, Pool #RA6507 | 2.00 | 12/1/51 | 316 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 15 | Freddie Mac, Pool #G18547 | 2.00 | 3/1/30 | $ | 13 | ||||||||
398 | Freddie Mac, Pool #SD8134 | 2.00 | 3/1/51 | 303 | ||||||||||
425 | Freddie Mac, Pool #SD8177 | 2.00 | 11/1/51 | 324 | ||||||||||
130 | Freddie Mac, Pool #RB5138 | 2.00 | 12/1/41 | 105 | ||||||||||
454 | Freddie Mac, Pool #SD8188 | 2.00 | 1/1/52 | 345 | ||||||||||
227 | Freddie Mac, Pool #SD8146 | 2.00 | 5/1/51 | 173 | ||||||||||
272 | Freddie Mac, Pool #SD8150 | 2.00 | 6/1/51 | 207 | ||||||||||
435 | Freddie Mac, Pool #QC6925 | 2.00 | 9/1/51 | 331 | ||||||||||
413 | Freddie Mac, Pool #QB9896 | 2.00 | 3/1/51 | 314 | ||||||||||
416 | Freddie Mac, Pool #QC4423 | 2.00 | 7/1/51 | 316 | ||||||||||
207 | Freddie Mac, Pool #SD8067 | 2.50 | 6/1/50 | 165 | ||||||||||
128 | Freddie Mac, Pool #SB0301 | 2.50 | 4/1/35 | 113 | ||||||||||
451 | Freddie Mac, Pool #SD8194 | 2.50 | 2/1/52 | 358 | ||||||||||
119 | Freddie Mac, Pool #G18611 | 2.50 | 9/1/31 | 106 | ||||||||||
39 | Freddie Mac, Pool #ZS8692 | 2.50 | 4/1/33 | 35 | ||||||||||
59 | Freddie Mac, Pool #ZS4687 | 2.50 | 11/1/46 | 48 | ||||||||||
338 | Freddie Mac, Pool #SD8141 | 2.50 | 4/1/51 | 269 | ||||||||||
332 | Freddie Mac, Pool #RA4527 | 2.50 | 2/1/51 | 266 | ||||||||||
54 | Freddie Mac, Pool #RB5054 | 2.50 | 6/1/40 | 45 | ||||||||||
12 | Freddie Mac, Pool #G18665 | 2.50 | 11/1/32 | 11 | ||||||||||
37 | Freddie Mac, Pool #J35643 | 2.50 | 11/1/31 | 34 | ||||||||||
22 | Freddie Mac, Pool #RA6815 | 2.50 | 2/1/52 | 17 | ||||||||||
232 | Freddie Mac, Pool #QA9142 | 2.50 | 5/1/50 | 185 | ||||||||||
155 | Freddie Mac, Pool #QA5290 | 2.50 | 12/1/49 | 124 | ||||||||||
172 | Freddie Mac, Pool #RA2645 | 2.50 | 6/1/50 | 137 | ||||||||||
395 | Freddie Mac, Pool #RA5802 | 2.50 | 9/1/51 | 317 | ||||||||||
410 | Freddie Mac, Pool #RA6019 | 2.50 | 10/1/51 | 329 | ||||||||||
275 | Freddie Mac, Pool #SD8099 | 2.50 | 10/1/50 | 220 | ||||||||||
48 | Freddie Mac, Pool #ZK8425 | 2.50 | 12/1/31 | 43 | ||||||||||
23 | Freddie Mac, Pool #G18704 | 2.50 | 6/1/33 | 21 | ||||||||||
423 | Freddie Mac, Pool #RA6340 | 2.50 | 11/1/51 | 339 | ||||||||||
450 | Freddie Mac, Pool #SD8147 | 2.50 | 5/1/51 | 358 | ||||||||||
422 | Freddie Mac, Pool #SD8189 | 2.50 | 1/1/52 | 336 | ||||||||||
4 | Freddie Mac, Pool #J30875 | 2.50 | 3/1/30 | 3 | ||||||||||
297 | Freddie Mac, Pool #SD8151 | 2.50 | 6/1/51 | 236 | ||||||||||
281 | Freddie Mac, Pool #QB3703 | 2.50 | 9/1/50 | 224 | ||||||||||
375 | Freddie Mac, Pool #QC2031 | 2.50 | 5/1/51 | 299 | ||||||||||
295 | Freddie Mac, Pool #SD8167 | 2.50 | 9/1/51 | 234 | ||||||||||
292 | Freddie Mac, Pool #QB3287 | 2.50 | 8/1/50 | 233 | ||||||||||
311 | Freddie Mac, Pool #SD8114 | 2.50 | 12/1/50 | 248 | ||||||||||
136 | Freddie Mac, Pool #SB8108 | 2.50 | 6/1/36 | 120 | ||||||||||
245 | Freddie Mac, Pool #RA3528 | 2.50 | 9/1/50 | 197 | ||||||||||
313 | Freddie Mac, Pool #RA2643 | 2.50 | 6/1/50 | 249 | ||||||||||
116 | Freddie Mac, Pool #RB5086 | 2.50 | 11/1/40 | 97 | ||||||||||
467 | Freddie Mac, Pool #SD8212 | 2.50 | 5/1/52 | 371 | ||||||||||
392 | Freddie Mac, Pool #QC2251 | 2.50 | 5/1/51 | 312 | ||||||||||
157 | Freddie Mac, Pool #SD8083 | 2.50 | 8/1/50 | 125 | ||||||||||
34 | Freddie Mac, Pool #SB8062 | 2.50 | 9/1/35 | 30 | ||||||||||
139 | Freddie Mac, Pool #SD8055 | 2.50 | 4/1/50 | 111 | ||||||||||
304 | Freddie Mac, Pool #SD8122 | 2.50 | 1/1/51 | 243 | ||||||||||
282 | Freddie Mac, Pool #RA2634 | 2.50 | 5/1/50 | 226 | ||||||||||
235 | Freddie Mac, Pool #RA2595 | 2.50 | 5/1/50 | 188 | ||||||||||
339 | Freddie Mac, Pool #SD0412 | 2.50 | 8/1/50 | 274 | ||||||||||
96 | Freddie Mac, Pool #J38477 | 2.50 | 2/1/33 | 87 | ||||||||||
449 | Freddie Mac, Pool #RA6765 | 2.50 | 2/1/52 | 359 | ||||||||||
78 | Freddie Mac, Pool #G18680 | 2.50 | 3/1/33 | 70 | ||||||||||
9 | Freddie Mac, Pool #G08638 | 2.50 | 4/1/45 | 7 | ||||||||||
44 | Freddie Mac, Pool #G18533 | 2.50 | 12/1/29 | 41 | ||||||||||
452 | Freddie Mac, Pool #RA6621 | 2.50 | 1/1/52 | 362 | ||||||||||
428 | Freddie Mac, Pool #QD5204 | 2.50 | 1/1/52 | 341 | ||||||||||
21 | Freddie Mac, Pool #SB8053 | 2.50 | 7/1/35 | 19 | ||||||||||
51 | Freddie Mac, Pool #G18470 | 2.50 | 6/1/28 | 47 | ||||||||||
52 | Freddie Mac, Pool #RB5072 | 2.50 | 9/1/40 | 44 | ||||||||||
397 | Freddie Mac, Pool #SD8183 | 2.50 | 12/1/51 | 315 | ||||||||||
53 | Freddie Mac, Pool #G18635 | 2.50 | 3/1/32 | 48 | ||||||||||
31 | Freddie Mac, Pool #C09026 | 2.50 | 2/1/43 | 26 | ||||||||||
13 | Freddie Mac, Pool #C91904 | 2.50 | 11/1/36 | 11 | ||||||||||
67 | Freddie Mac, Pool #J26408 | 2.50 | 11/1/28 | 60 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 87 | Freddie Mac, Pool #QE2352 | 2.50 | 5/1/52 | $ | 69 | ||||||||
8 | Freddie Mac, Pool #G18472 | 2.50 | 7/1/28 | 8 | ||||||||||
374 | Freddie Mac, Pool #RA5286 | 2.50 | 5/1/51 | 298 | ||||||||||
9 | Freddie Mac, Pool #G08755 | 2.50 | 2/1/47 | 7 | ||||||||||
59 | Freddie Mac, Pool #G18568 | 2.50 | 9/1/30 | 53 | ||||||||||
24 | Freddie Mac, Pool #Q42878 | 2.50 | 9/1/46 | 19 | ||||||||||
308 | Freddie Mac, Pool #SD8129 | 2.50 | 2/1/51 | 245 | ||||||||||
10 | Freddie Mac, Pool #ZT2094 | 2.50 | 6/1/34 | 9 | ||||||||||
43 | Freddie Mac, Pool #J23440 | 2.50 | 4/1/28 | 40 | ||||||||||
23 | Freddie Mac, Pool #J25585 | 2.50 | 9/1/28 | 21 | ||||||||||
250 | Freddie Mac, Pool #RB5157 | 2.50 | 5/1/42 | 204 | ||||||||||
406 | Freddie Mac, Pool #QC9156 | 2.50 | 10/1/51 | 323 | ||||||||||
317 | Freddie Mac, Pool #RA2897 | 2.50 | 6/1/50 | 254 | ||||||||||
36 | Freddie Mac, Pool #J18954 | 2.50 | 4/1/27 | 33 | ||||||||||
417 | Freddie Mac, Pool #RA6493 | 2.50 | 12/1/51 | 331 | ||||||||||
230 | Freddie Mac, Pool #SD8205 | 2.50 | 4/1/52 | 183 | ||||||||||
394 | Freddie Mac, Pool #RA5832 | 2.50 | 9/1/51 | 315 | ||||||||||
329 | Freddie Mac, Pool #SD0578 | 2.50 | 3/1/51 | 261 | ||||||||||
406 | Freddie Mac, Pool #QC7457 | 2.50 | 9/1/51 | 323 | ||||||||||
73 | Freddie Mac, Pool #SB8045 | 2.50 | 5/1/35 | 64 | ||||||||||
114 | Freddie Mac, Pool #RB5043 | 2.50 | 4/1/40 | 96 | ||||||||||
42 | Freddie Mac, Pool #ZS8483 | 2.50 | 3/1/28 | 39 | ||||||||||
426 | Freddie Mac, Pool #SD0780 | 2.50 | 12/1/51 | 341 | ||||||||||
347 | Freddie Mac, Pool #SD8021 | 2.50 | 9/1/49 | 278 | ||||||||||
59 | Freddie Mac, Pool #J37902 | 2.50 | 11/1/32 | 53 | ||||||||||
22 | Freddie Mac, Pool #G18485 | 2.50 | 10/1/28 | 21 | ||||||||||
453 | Freddie Mac, Pool #SD1011 | 2.50 | 4/1/52 | 360 | ||||||||||
23 | Freddie Mac, Pool #RB5162 | 3.00 | 6/1/42 | 19 | ||||||||||
95 | Freddie Mac, Pool #SD8242 | 3.00 | 9/1/52 | 79 | ||||||||||
24 | Freddie Mac, Pool #J36428 | 3.00 | 2/1/32 | 22 | ||||||||||
31 | Freddie Mac, Pool #G08648 | 3.00 | 6/1/45 | 26 | ||||||||||
20 | Freddie Mac, Pool #J38675 | 3.00 | 3/1/33 | 19 | ||||||||||
36 | Freddie Mac, Pool #G08640 | 3.00 | 5/1/45 | 31 | ||||||||||
12 | Freddie Mac, Pool #Q18599 | 3.00 | 6/1/43 | 11 | ||||||||||
22 | Freddie Mac, Pool #G18582 | 3.00 | 1/1/31 | 20 | ||||||||||
95 | Freddie Mac, Pool #ZS4621 | 3.00 | 7/1/45 | 81 | ||||||||||
22 | Freddie Mac, Pool #G30945 | 3.00 | 9/1/36 | 19 | ||||||||||
43 | Freddie Mac, Pool #ZT0195 | 3.00 | 9/1/46 | 36 | ||||||||||
7 | Freddie Mac, Pool #G30999 | 3.00 | 2/1/37 | 6 | ||||||||||
44 | Freddie Mac, Pool #ZS4688 | 3.00 | 11/1/46 | 37 | ||||||||||
16 | Freddie Mac, Pool #G18715 | 3.00 | 12/1/33 | 15 | ||||||||||
66 | Freddie Mac, Pool #QA8065 | 3.00 | 3/1/50 | 55 | ||||||||||
47 | Freddie Mac, Pool #G18518 | 3.00 | 7/1/29 | 43 | ||||||||||
53 | Freddie Mac, Pool #J17774 | 3.00 | 1/1/27 | 50 | ||||||||||
116 | Freddie Mac, Pool #Q16222 | 3.00 | 3/1/43 | 98 | ||||||||||
348 | Freddie Mac, Pool #SD8174 | 3.00 | 10/1/51 | 289 | ||||||||||
53 | Freddie Mac, Pool #ZT1323 | 3.00 | 10/1/48 | 44 | ||||||||||
51 | Freddie Mac, Pool #Q20067 | 3.00 | 7/1/43 | 43 | ||||||||||
38 | Freddie Mac, Pool #C91707 | 3.00 | 6/1/33 | 35 | ||||||||||
58 | Freddie Mac, Pool #RA2594 | 3.00 | 5/1/50 | 48 | ||||||||||
70 | Freddie Mac, Pool #ZS4693 | 3.00 | 12/1/46 | 59 | ||||||||||
41 | Freddie Mac, Pool #ZT0715 | 3.00 | 9/1/48 | 34 | ||||||||||
2 | Freddie Mac, Pool #Q39527 | 3.00 | 3/1/46 | 1 | ||||||||||
22 | Freddie Mac, Pool #Q19754 | 3.00 | 7/1/43 | 19 | ||||||||||
141 | Freddie Mac, Pool #SD8184 | 3.00 | 12/1/51 | 117 | ||||||||||
73 | Freddie Mac, Pool #C04422 | 3.00 | 12/1/42 | 62 | ||||||||||
31 | Freddie Mac, Pool #ZS8686 | 3.00 | 2/1/33 | 28 | ||||||||||
86 | Freddie Mac, Pool #ZA1283 | 3.00 | 1/1/43 | 73 | ||||||||||
54 | Freddie Mac, Pool #ZA2313 | 3.00 | 9/1/33 | 50 | ||||||||||
8 | Freddie Mac, Pool #C91826 | 3.00 | 5/1/35 | 7 | ||||||||||
55 | Freddie Mac, Pool #ZS4706 | 3.00 | 3/1/47 | 46 | ||||||||||
232 | Freddie Mac, Pool #Q21065 | 3.00 | 8/1/43 | 197 | ||||||||||
204 | Freddie Mac, Pool #QB1382 | 3.00 | 7/1/50 | 170 | ||||||||||
112 | Freddie Mac, Pool #ZM2285 | 3.00 | 12/1/46 | 94 | ||||||||||
64 | Freddie Mac, Pool #SD8074 | 3.00 | 7/1/50 | 54 | ||||||||||
48 | Freddie Mac, Pool #G15145 | 3.00 | 7/1/29 | 44 | ||||||||||
115 | Freddie Mac, Pool #QA9049 | 3.00 | 4/1/50 | 96 | ||||||||||
105 | Freddie Mac, Pool #SD8024 | 3.00 | 11/1/49 | 88 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 22 | Freddie Mac, Pool #G08540 | 3.00 | 8/1/43 | $ | 19 | ||||||||
88 | Freddie Mac, Pool #ZS4512 | 3.00 | 5/1/43 | 75 | ||||||||||
168 | Freddie Mac, Pool #ZS4519 | 3.00 | 6/1/43 | 142 | ||||||||||
104 | Freddie Mac, Pool #C04619 | 3.00 | 3/1/43 | 88 | ||||||||||
474 | Freddie Mac, Pool #ZS4522 | 3.00 | 7/1/43 | 402 | ||||||||||
69 | Freddie Mac, Pool #C91581 | 3.00 | 11/1/32 | 64 | ||||||||||
100 | Freddie Mac, Pool #ZS4658 | 3.00 | 4/1/46 | 84 | ||||||||||
3 | Freddie Mac, Pool #J17111 | 3.00 | 10/1/26 | 2 | ||||||||||
110 | Freddie Mac, Pool #SB8046 | 3.00 | 5/1/35 | 100 | ||||||||||
27 | Freddie Mac, Pool #C91819 | 3.00 | 4/1/35 | 24 | ||||||||||
55 | Freddie Mac, Pool #ZM2721 | 3.00 | 2/1/47 | 47 | ||||||||||
5 | Freddie Mac, Pool #C91949 | 3.00 | 9/1/37 | 4 | ||||||||||
122 | Freddie Mac, Pool #G60989 | 3.00 | 12/1/46 | 103 | ||||||||||
15 | Freddie Mac, Pool #G18575 | 3.00 | 11/1/30 | 14 | ||||||||||
13 | Freddie Mac, Pool #J33135 | 3.00 | 11/1/30 | 12 | ||||||||||
26 | Freddie Mac, Pool #C91927 | 3.00 | 5/1/37 | 23 | ||||||||||
13 | Freddie Mac, Pool #C91924 | 3.00 | 4/1/37 | 12 | ||||||||||
40 | Freddie Mac, Pool #G08783 | 3.00 | 10/1/47 | 33 | ||||||||||
21 | Freddie Mac, Pool #C91798 | 3.00 | 12/1/34 | 19 | ||||||||||
41 | Freddie Mac, Pool #SD8056 | 3.00 | 4/1/50 | 34 | ||||||||||
28 | Freddie Mac, Pool #ZS4703 | 3.00 | 2/1/47 | 23 | ||||||||||
32 | Freddie Mac, Pool #ZS4641 | 3.00 | 12/1/45 | 27 | ||||||||||
15 | Freddie Mac, Pool #ZT2019 | 3.00 | 5/1/34 | 13 | ||||||||||
13 | Freddie Mac, Pool #J38057 | 3.00 | 12/1/32 | 12 | ||||||||||
55 | Freddie Mac, Pool #ZS4779 | 3.00 | 6/1/48 | 46 | ||||||||||
361 | Freddie Mac, Pool #QD9881 | 3.00 | 3/1/52 | 299 | ||||||||||
19 | Freddie Mac, Pool #SD8030 | 3.00 | 12/1/49 | 16 | ||||||||||
5 | Freddie Mac, Pool #Q18882 | 3.00 | 5/1/43 | 4 | ||||||||||
14 | Freddie Mac, Pool #J38807 | 3.00 | 4/1/33 | 12 | ||||||||||
56 | Freddie Mac, Pool #ZM2169 | 3.00 | 11/1/46 | 47 | ||||||||||
12 | Freddie Mac, Pool #C91905 | 3.00 | 11/1/36 | 11 | ||||||||||
80 | Freddie Mac, Pool #QA1033 | 3.00 | 7/1/49 | 67 | ||||||||||
4 | Freddie Mac, Pool #C91809 | 3.00 | 2/1/35 | 3 | ||||||||||
42 | Freddie Mac, Pool #G18531 | 3.00 | 11/1/29 | 39 | ||||||||||
5 | Freddie Mac, Pool #Q13086 | 3.00 | 11/1/42 | 5 | ||||||||||
76 | Freddie Mac, Pool #ZM2089 | 3.00 | 11/1/46 | 64 | ||||||||||
137 | Freddie Mac, Pool #ZS4697 | 3.00 | 1/1/47 | 115 | ||||||||||
59 | Freddie Mac, Pool #G18514 | 3.00 | 6/1/29 | 55 | ||||||||||
97 | Freddie Mac, Pool #Q43734 | 3.00 | 10/1/46 | 83 | ||||||||||
48 | Freddie Mac, Pool #G15217 | 3.00 | 11/1/29 | 45 | ||||||||||
4 | Freddie Mac, Pool #J14241 | 3.00 | 1/1/26 | 4 | ||||||||||
85 | Freddie Mac, Pool #ZS4609 | 3.00 | 4/1/45 | 71 | ||||||||||
40 | Freddie Mac, Pool #G18569 | 3.00 | 9/1/30 | 36 | ||||||||||
125 | Freddie Mac, Pool #Q45735 | 3.00 | 1/1/47 | 105 | ||||||||||
12 | Freddie Mac, Pool #G18534 | 3.00 | 12/1/29 | 11 | ||||||||||
80 | Freddie Mac, Pool #G60187 | 3.00 | 8/1/45 | 68 | ||||||||||
81 | Freddie Mac, Pool #G18673 | 3.00 | 1/1/33 | 74 | ||||||||||
5 | Freddie Mac, Pool #C91939 | 3.00 | 6/1/37 | 4 | ||||||||||
10 | Freddie Mac, Pool #C91969 | 3.00 | 1/1/38 | 9 | ||||||||||
12 | Freddie Mac, Pool #J29932 | 3.00 | 11/1/29 | 11 | ||||||||||
43 | Freddie Mac, Pool #Q41795 | 3.00 | 7/1/46 | 36 | ||||||||||
9 | Freddie Mac, Pool #C91943 | 3.00 | 7/1/37 | 8 | ||||||||||
25 | Freddie Mac, Pool #ZS4759 | 3.50 | 3/1/48 | 22 | ||||||||||
10 | Freddie Mac, Pool #C92003 | 3.50 | 7/1/38 | 9 | ||||||||||
61 | Freddie Mac, Pool #ZS4622 | 3.50 | 7/1/45 | 53 | ||||||||||
70 | Freddie Mac, Pool #ZS4642 | 3.50 | 12/1/45 | 61 | ||||||||||
9 | Freddie Mac, Pool #C91940 | 3.50 | 6/1/37 | 8 | ||||||||||
69 | Freddie Mac, Pool #G08641 | 3.50 | 5/1/45 | 60 | ||||||||||
68 | Freddie Mac, Pool #ZS4651 | 3.50 | 3/1/46 | 59 | ||||||||||
15 | Freddie Mac, Pool #A96409 | 3.50 | 1/1/41 | 13 | ||||||||||
99 | Freddie Mac, Pool #ZS4599 | 3.50 | 1/1/45 | 87 | ||||||||||
28 | Freddie Mac, Pool #G30776 | 3.50 | 7/1/35 | 25 | ||||||||||
37 | Freddie Mac, Pool #Q12052 | 3.50 | 10/1/42 | 33 | ||||||||||
33 | Freddie Mac, Pool #Q04087 | 3.50 | 10/1/41 | 29 | ||||||||||
29 | Freddie Mac, Pool #G08698 | 3.50 | 3/1/46 | 25 | ||||||||||
98 | Freddie Mac, Pool #SD8226 | 3.50 | 7/1/52 | 85 | ||||||||||
35 | Freddie Mac, Pool #Q06749 | 3.50 | 3/1/42 | 31 | ||||||||||
44 | Freddie Mac, Pool #ZS4704 | 3.50 | 2/1/47 | 39 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 48 | Freddie Mac, Pool #SD2253 | 3.50 | 12/1/52 | $ | 42 | ||||||||
19 | Freddie Mac, Pool #J27494 | 3.50 | 2/1/29 | 18 | ||||||||||
449 | Freddie Mac, Pool #SD0968 | 3.50 | 4/1/52 | 392 | ||||||||||
20 | Freddie Mac, Pool #G08599 | 3.50 | 8/1/44 | 18 | ||||||||||
89 | Freddie Mac, Pool #ZS4618 | 3.50 | 6/1/45 | 78 | ||||||||||
35 | Freddie Mac, Pool #J15105 | 3.50 | 4/1/26 | 34 | ||||||||||
59 | Freddie Mac, Pool #ZS4713 | 3.50 | 4/1/47 | 52 | ||||||||||
90 | Freddie Mac, Pool #G08627 | 3.50 | 2/1/45 | 79 | ||||||||||
85 | Freddie Mac, Pool #Q20860 | 3.50 | 8/1/43 | 75 | ||||||||||
35 | Freddie Mac, Pool #ZS4771 | 3.50 | 6/1/48 | 31 | ||||||||||
33 | Freddie Mac, Pool #G08687 | 3.50 | 1/1/46 | 29 | ||||||||||
2 | Freddie Mac, Pool #E02735 | 3.50 | 10/1/25 | 2 | ||||||||||
9 | Freddie Mac, Pool #J13582 | 3.50 | 11/1/25 | 9 | ||||||||||
76 | Freddie Mac, Pool #G08804 | 3.50 | 3/1/48 | 66 | ||||||||||
21 | Freddie Mac, Pool #G08846 | 3.50 | 11/1/48 | 19 | ||||||||||
23 | Freddie Mac, Pool #G08813 | 3.50 | 5/1/48 | 20 | ||||||||||
5 | Freddie Mac, Pool #C91925 | 3.50 | 4/1/37 | 5 | ||||||||||
7 | Freddie Mac, Pool #G08620 | 3.50 | 12/1/44 | 7 | ||||||||||
52 | Freddie Mac, Pool #G08761 | 3.50 | 5/1/47 | 45 | ||||||||||
35 | Freddie Mac, Pool #Q36040 | 3.50 | 9/1/45 | 31 | ||||||||||
29 | Freddie Mac, Pool #Q37449 | 3.50 | 11/1/45 | 25 | ||||||||||
78 | Freddie Mac, Pool #G08766 | 3.50 | 6/1/47 | 68 | ||||||||||
55 | Freddie Mac, Pool #ZS4630 | 3.50 | 9/1/45 | 48 | ||||||||||
16 | Freddie Mac, Pool #RA1508 | 3.50 | 10/1/49 | 14 | ||||||||||
151 | Freddie Mac, Pool #RA2469 | 3.50 | 4/1/50 | 132 | ||||||||||
29 | Freddie Mac, Pool #Q58422 | 3.50 | 9/1/48 | 26 | ||||||||||
46 | Freddie Mac, Pool #C91403 | 3.50 | 3/1/32 | 42 | ||||||||||
50 | Freddie Mac, Pool #C91456 | 3.50 | 6/1/32 | 46 | ||||||||||
17 | Freddie Mac, Pool #C91950 | 3.50 | 9/1/37 | 15 | ||||||||||
386 | Freddie Mac, Pool #SD8221 | 3.50 | 6/1/52 | 332 | ||||||||||
13 | Freddie Mac, Pool #C91742 | 3.50 | 1/1/34 | 12 | ||||||||||
286 | Freddie Mac, Pool #SD8038 | 3.50 | 1/1/50 | 248 | ||||||||||
52 | Freddie Mac, Pool #Q53176 | 3.50 | 12/1/47 | 46 | ||||||||||
12 | Freddie Mac, Pool #Q31134 | 3.50 | 2/1/45 | 11 | ||||||||||
11 | Freddie Mac, Pool #Q55002 | 3.50 | 3/1/48 | 9 | ||||||||||
32 | Freddie Mac, Pool #G08733 | 3.50 | 11/1/46 | 28 | ||||||||||
273 | Freddie Mac, Pool #ZS4487 | 3.50 | 6/1/42 | 241 | ||||||||||
— | Freddie Mac, Pool #J26144 | 3.50 | 10/1/23 | — | ||||||||||
27 | Freddie Mac, Pool #SB0031 | 3.50 | 10/1/27 | 26 | ||||||||||
76 | Freddie Mac, Pool #QA8794 | 3.50 | 4/1/50 | 66 | ||||||||||
558 | Freddie Mac, Pool #SD8214 | 3.50 | 5/1/52 | 480 | ||||||||||
88 | Freddie Mac, Pool #SB8183 | 3.50 | 10/1/37 | 81 | ||||||||||
20 | Freddie Mac, Pool #G08605 | 3.50 | 9/1/44 | 17 | ||||||||||
36 | Freddie Mac, Pool #Q57871 | 3.50 | 8/1/48 | 32 | ||||||||||
49 | Freddie Mac, Pool #Q08998 | 3.50 | 6/1/42 | 43 | ||||||||||
62 | Freddie Mac, Pool #G08632 | 3.50 | 3/1/45 | 54 | ||||||||||
22 | Freddie Mac, Pool #C03920 | 3.50 | 5/1/42 | 20 | ||||||||||
59 | Freddie Mac, Pool #Q08903 | 3.50 | 6/1/42 | 52 | ||||||||||
28 | Freddie Mac, Pool #ZT1951 | 3.50 | 5/1/49 | 25 | ||||||||||
30 | Freddie Mac, Pool #G18707 | 3.50 | 9/1/33 | 28 | ||||||||||
4 | Freddie Mac, Pool #C91760 | 3.50 | 5/1/34 | 4 | ||||||||||
66 | Freddie Mac, Pool #Q49490 | 3.50 | 7/1/47 | 57 | ||||||||||
61 | Freddie Mac, Pool #Q09896 | 3.50 | 8/1/42 | 54 | ||||||||||
37 | Freddie Mac, Pool #ZA5128 | 3.50 | 12/1/47 | 32 | ||||||||||
14 | Freddie Mac, Pool #ZT0711 | 3.50 | 10/1/48 | 12 | ||||||||||
87 | Freddie Mac, Pool #G08562 | 3.50 | 1/1/44 | 77 | ||||||||||
9 | Freddie Mac, Pool #ZS4747 | 3.50 | 12/1/47 | 8 | ||||||||||
56 | Freddie Mac, Pool #SD8001 | 3.50 | 7/1/49 | 49 | ||||||||||
29 | Freddie Mac, Pool #ZS4663 | 3.50 | 5/1/46 | 25 | ||||||||||
121 | Freddie Mac, Pool #ZS4536 | 3.50 | 10/1/43 | 107 | ||||||||||
48 | Freddie Mac, Pool #Q51461 | 3.50 | 10/1/47 | 42 | ||||||||||
61 | Freddie Mac, Pool #G61148 | 3.50 | 9/1/47 | 53 | ||||||||||
40 | Freddie Mac, Pool #SD8011 | 3.50 | 9/1/49 | 35 | ||||||||||
26 | Freddie Mac, Pool #ZS4659 | 3.50 | 4/1/46 | 22 | ||||||||||
15 | Freddie Mac, Pool #SB8007 | 3.50 | 9/1/34 | 14 | ||||||||||
101 | Freddie Mac, Pool #G08636 | 3.50 | 4/1/45 | 88 | ||||||||||
188 | Freddie Mac, Pool #QE6074 | 4.00 | 7/1/52 | 168 | ||||||||||
6 | Freddie Mac, Pool #G14453 | 4.00 | 6/1/26 | 6 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 2 | Freddie Mac, Pool #J12435 | 4.00 | 6/1/25 | $ | 2 | ||||||||
39 | Freddie Mac, Pool #SD8039 | 4.00 | 1/1/50 | 35 | ||||||||||
27 | Freddie Mac, Pool #C91738 | 4.00 | 11/1/33 | 25 | ||||||||||
44 | Freddie Mac, Pool #ZS4573 | 4.00 | 7/1/44 | 40 | ||||||||||
5 | Freddie Mac, Pool #C91923 | 4.00 | 3/1/37 | 5 | ||||||||||
59 | Freddie Mac, Pool #ZS4631 | 4.00 | 9/1/45 | 54 | ||||||||||
21 | Freddie Mac, Pool #ZT1840 | 4.00 | 9/1/48 | 19 | ||||||||||
80 | Freddie Mac, Pool #G06506 | 4.00 | 12/1/40 | 73 | ||||||||||
19 | Freddie Mac, Pool #G08836 | 4.00 | 9/1/48 | 17 | ||||||||||
36 | Freddie Mac, Pool #ZT1952 | 4.00 | 5/1/49 | 32 | ||||||||||
9 | Freddie Mac, Pool #ZT1800 | 4.00 | 3/1/34 | 9 | ||||||||||
389 | Freddie Mac, Pool #SD8244 | 4.00 | 9/1/52 | 346 | ||||||||||
386 | Freddie Mac, Pool #SD8256 | 4.00 | 10/1/52 | 344 | ||||||||||
7 | Freddie Mac, Pool #C92019 | 4.00 | 10/1/38 | 7 | ||||||||||
393 | Freddie Mac, Pool #SD8313 | 4.00 | 4/1/53 | 350 | ||||||||||
23 | Freddie Mac, Pool #Q34081 | 4.00 | 6/1/45 | 21 | ||||||||||
26 | Freddie Mac, Pool #ZT1320 | 4.00 | 11/1/48 | 23 | ||||||||||
75 | Freddie Mac, Pool #ZS4627 | 4.00 | 8/1/45 | 68 | ||||||||||
483 | Freddie Mac, Pool #SD8286 | 4.00 | 1/1/53 | 431 | ||||||||||
117 | Freddie Mac, Pool #SD8070 | 4.00 | 6/1/50 | 105 | ||||||||||
72 | Freddie Mac, Pool #ZS4708 | 4.00 | 3/1/47 | 65 | ||||||||||
22 | Freddie Mac, Pool #ZA6946 | 4.00 | 5/1/49 | 20 | ||||||||||
35 | Freddie Mac, Pool #Q58680 | 4.00 | 9/1/48 | 32 | ||||||||||
48 | Freddie Mac, Pool #G08588 | 4.00 | 5/1/44 | 44 | ||||||||||
45 | Freddie Mac, Pool #G08616 | 4.00 | 11/1/44 | 41 | ||||||||||
57 | Freddie Mac, Pool #ZA4988 | 4.00 | 8/1/47 | 52 | ||||||||||
14 | Freddie Mac, Pool #ZS4652 | 4.00 | 2/1/46 | 13 | ||||||||||
41 | Freddie Mac, Pool #G08567 | 4.00 | 1/1/44 | 37 | ||||||||||
43 | Freddie Mac, Pool #G08618 | 4.00 | 12/1/44 | 40 | ||||||||||
19 | Freddie Mac, Pool #G08831 | 4.00 | 8/1/48 | 17 | ||||||||||
63 | Freddie Mac, Pool #ZL7781 | 4.00 | 2/1/44 | 58 | ||||||||||
383 | Freddie Mac, Pool #QE5462 | 4.00 | 7/1/52 | 343 | ||||||||||
376 | Freddie Mac, Pool #SD1132 | 4.00 | 6/1/52 | 336 | ||||||||||
26 | Freddie Mac, Pool #C91765 | 4.00 | 6/1/34 | 24 | ||||||||||
9 | Freddie Mac, Pool #C91994 | 4.00 | 5/1/38 | 8 | ||||||||||
12 | Freddie Mac, Pool #G08672 | 4.00 | 10/1/45 | 11 | ||||||||||
97 | Freddie Mac, Pool #SD0290 | 4.00 | 4/1/50 | 88 | ||||||||||
31 | Freddie Mac, Pool #G08767 | 4.00 | 6/1/47 | 28 | ||||||||||
3 | Freddie Mac, Pool #G08642 | 4.00 | 5/1/45 | 3 | ||||||||||
37 | Freddie Mac, Pool #Q27594 | 4.00 | 8/1/44 | 34 | ||||||||||
3 | Freddie Mac, Pool #Q27456 | 4.00 | 7/1/44 | 3 | ||||||||||
57 | Freddie Mac, Pool #ZS4731 | 4.00 | 8/1/47 | 51 | ||||||||||
224 | Freddie Mac, Pool #A96286 | 4.00 | 1/1/41 | 207 | ||||||||||
6 | Freddie Mac, Pool #G08633 | 4.00 | 3/1/45 | 6 | ||||||||||
48 | Freddie Mac, Pool #G08459 | 4.00 | 9/1/41 | 44 | ||||||||||
26 | Freddie Mac, Pool #G08637 | 4.00 | 4/1/45 | 24 | ||||||||||
21 | Freddie Mac, Pool #G08483 | 4.00 | 3/1/42 | 19 | ||||||||||
22 | Freddie Mac, Pool #G08601 | 4.00 | 8/1/44 | 20 | ||||||||||
32 | Freddie Mac, Pool #ZT2106 | 4.00 | 3/1/49 | 29 | ||||||||||
47 | Freddie Mac, Pool #G08785 | 4.00 | 10/1/47 | 43 | ||||||||||
38 | Freddie Mac, Pool #C09070 | 4.00 | 12/1/44 | 35 | ||||||||||
10 | Freddie Mac, Pool #ZN5030 | 4.00 | 4/1/49 | 9 | ||||||||||
386 | Freddie Mac, Pool #SD8306 | 4.50 | 3/1/53 | 355 | ||||||||||
385 | Freddie Mac, Pool #SD8287 | 4.50 | 1/1/53 | 354 | ||||||||||
23 | Freddie Mac, Pool #ZS4781 | 4.50 | 7/1/48 | 21 | ||||||||||
368 | Freddie Mac, Pool #QE9161 | 4.50 | 9/1/52 | 338 | ||||||||||
17 | Freddie Mac, Pool #Q22671 | 4.50 | 11/1/43 | 16 | ||||||||||
475 | Freddie Mac, Pool #A97692 | 4.50 | 3/1/41 | 438 | ||||||||||
24 | Freddie Mac, Pool #Q59805 | 4.50 | 11/1/48 | 23 | ||||||||||
389 | Freddie Mac, Pool #SD8266 | 4.50 | 11/1/52 | 357 | ||||||||||
45 | Freddie Mac, Pool #ZT1711 | 4.50 | 2/1/49 | 42 | ||||||||||
11 | Freddie Mac, Pool #G08781 | 4.50 | 9/1/47 | 10 | ||||||||||
40 | Freddie Mac, Pool #A97495 | 4.50 | 3/1/41 | 37 | ||||||||||
395 | Freddie Mac, Pool #SD8340 | 4.50 | 7/1/53 | 362 | ||||||||||
92 | Freddie Mac, Pool #RA7928 | 4.50 | 9/1/52 | 85 | ||||||||||
7 | Freddie Mac, Pool #C09059 | 4.50 | 3/1/44 | 7 | ||||||||||
89 | Freddie Mac, Pool #SD8002 | 4.50 | 7/1/49 | 83 | ||||||||||
445 | Freddie Mac, Pool #SD8245 | 4.50 | 9/1/52 | 408 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 27 | Freddie Mac, Pool #Q57957 | 4.50 | 8/1/48 | $ | 25 | ||||||||
22 | Freddie Mac, Pool #ZT1321 | 4.50 | 11/1/48 | 20 | ||||||||||
14 | Freddie Mac, Pool #G08596 | 4.50 | 7/1/44 | 13 | ||||||||||
2 | Freddie Mac, Pool #E02862 | 4.50 | 3/1/26 | 2 | ||||||||||
23 | Freddie Mac, Pool #G08754 | 4.50 | 3/1/47 | 22 | ||||||||||
18 | Freddie Mac, Pool #G60512 | 4.50 | 12/1/45 | 17 | ||||||||||
17 | Freddie Mac, Pool #Q25432 | 4.50 | 3/1/44 | 16 | ||||||||||
23 | Freddie Mac, Pool #ZS4774 | 4.50 | 5/1/48 | 21 | ||||||||||
35 | Freddie Mac, Pool #G08759 | 4.50 | 4/1/47 | 33 | ||||||||||
4 | Freddie Mac, Pool #A90437 | 4.50 | 1/1/40 | 4 | ||||||||||
5 | Freddie Mac, Pool #SD0093 | 5.00 | 10/1/49 | 5 | ||||||||||
53 | Freddie Mac, Pool #ZT1779 | 5.00 | 3/1/49 | 51 | ||||||||||
392 | Freddie Mac, Pool #SD8288 | 5.00 | 1/1/53 | 370 | ||||||||||
394 | Freddie Mac, Pool #SD8323 | 5.00 | 5/1/53 | 372 | ||||||||||
62 | Freddie Mac, Pool #Q00763 | 5.00 | 5/1/41 | 60 | ||||||||||
392 | Freddie Mac, Pool #SD8341 | 5.00 | 7/1/53 | 370 | ||||||||||
198 | Freddie Mac, Pool #C01598 | 5.00 | 8/1/33 | 188 | ||||||||||
13 | Freddie Mac, Pool #G05205 | 5.00 | 1/1/39 | 13 | ||||||||||
386 | Freddie Mac, Pool #SD8299 | 5.00 | 2/1/53 | 364 | ||||||||||
398 | Freddie Mac, Pool #SD8315 | 5.00 | 4/1/53 | 375 | ||||||||||
6 | Freddie Mac, Pool #G08838 | 5.00 | 9/1/48 | 6 | ||||||||||
88 | Freddie Mac, Pool #G04913 | 5.00 | 3/1/38 | 86 | ||||||||||
5 | Freddie Mac, Pool #G07068 | 5.00 | 7/1/41 | 5 | ||||||||||
1 | Freddie Mac, Pool #G06091 | 5.50 | 5/1/40 | 1 | ||||||||||
389 | Freddie Mac, Pool #SD8342 | 5.50 | 7/1/53 | 376 | ||||||||||
30 | Freddie Mac, Pool #G06031 | 5.50 | 3/1/40 | 30 | ||||||||||
386 | Freddie Mac, Pool #SD8331 | 5.50 | 6/1/53 | 373 | ||||||||||
378 | Freddie Mac, Pool #SD8300 | 5.50 | 2/1/53 | 366 | ||||||||||
123 | Freddie Mac, Pool #G01665 | 5.50 | 3/1/34 | 123 | ||||||||||
24 | Freddie Mac, Pool #G03551 | 6.00 | 11/1/37 | 25 | ||||||||||
392 | Freddie Mac, Pool #SD8350 | 6.00 | 8/1/53 | 387 | ||||||||||
13 | Freddie Mac, Pool #G05709 | 6.00 | 6/1/38 | 13 | ||||||||||
248 | Freddie Mac, Pool #SD8325 | 6.00 | 5/1/53 | 245 | ||||||||||
2 | Freddie Mac, Pool #A62706 | 6.00 | 6/1/37 | 2 | ||||||||||
114 | Freddie Mac, Pool #G02794 | 6.00 | 5/1/37 | 117 | ||||||||||
507 | Government National Mortgage Association, Pool #MA7311 | 2.00 | 4/20/51 | 401 | ||||||||||
179 | Government National Mortgage Association, Pool #MA6864 | 2.00 | 9/20/50 | 142 | ||||||||||
251 | Government National Mortgage Association, Pool #MA7533 | 2.00 | 8/20/51 | 198 | ||||||||||
321 | Government National Mortgage Association, Pool #MA7135 | 2.00 | 1/20/51 | 254 | ||||||||||
414 | Government National Mortgage Association, Pool #MA7986 | 2.00 | 4/20/52 | 327 | ||||||||||
189 | Government National Mortgage Association, Pool #MA7880 | 2.00 | 2/20/52 | 150 | ||||||||||
375 | Government National Mortgage Association, Pool #MA8041 | 2.00 | 5/20/52 | 295 | ||||||||||
592 | Government National Mortgage Association, Pool #MA7826 | 2.00 | 1/20/52 | 467 | ||||||||||
352 | Government National Mortgage Association, Pool #MA7417 | 2.00 | 6/20/51 | 278 | ||||||||||
457 | Government National Mortgage Association, Pool #MA7471 | 2.00 | 7/20/51 | 361 | ||||||||||
329 | Government National Mortgage Association, Pool #MA7366 | 2.00 | 5/20/51 | 260 | ||||||||||
302 | Government National Mortgage Association, Pool #MA6930 | 2.00 | 10/20/50 | 239 | ||||||||||
312 | Government National Mortgage Association, Pool #MA6818 | 2.00 | 8/20/50 | 247 | ||||||||||
569 | Government National Mortgage Association, Pool #MA7704 | 2.00 | 11/20/51 | 449 | ||||||||||
357 | Government National Mortgage Association, Pool #MA7051 | 2.00 | 12/20/50 | 283 | ||||||||||
333 | Government National Mortgage Association, Pool #MA7254 | 2.00 | 3/20/51 | 263 | ||||||||||
398 | Government National Mortgage Association, Pool #MA7588 | 2.00 | 9/20/51 | 314 | ||||||||||
440 | Government National Mortgage Association, Pool #MA7766 | 2.00 | 12/20/51 | 347 | ||||||||||
408 | Government National Mortgage Association, Pool #MA6994 | 2.00 | 11/20/50 | 325 | ||||||||||
632 | Government National Mortgage Association, Pool #MA7935 | 2.00 | 3/20/52 | 498 | ||||||||||
5 | Government National Mortgage Association, Pool #MA4355 | 2.50 | 4/20/32 | 5 | ||||||||||
545 | Government National Mortgage Association, Pool #MA7534 | 2.50 | 8/20/51 | 446 | ||||||||||
184 | Government National Mortgage Association, Pool #MA7705 | 2.50 | 11/20/51 | 150 | ||||||||||
407 | Government National Mortgage Association, Pool #MA7589 | 2.50 | 9/20/51 | 333 | ||||||||||
13 | Government National Mortgage Association, Pool #776954 | 2.50 | 11/15/42 | 11 | ||||||||||
441 | Government National Mortgage Association, Pool #MA7827 | 2.50 | 1/20/52 | 360 | ||||||||||
18 | Government National Mortgage Association, Pool #MA4067 | 2.50 | 11/20/46 | 15 | ||||||||||
368 | Government National Mortgage Association, Pool #MA7367 | 2.50 | 5/20/51 | 302 | ||||||||||
10 | Government National Mortgage Association, Pool #MA1133 | 2.50 | 7/20/28 | 9 | ||||||||||
16 | Government National Mortgage Association, Pool #MA4717 | 2.50 | 9/20/47 | 13 | ||||||||||
174 | Government National Mortgage Association, Pool #MA6655 | 2.50 | 5/20/50 | 143 | ||||||||||
403 | Government National Mortgage Association, Pool #MA7936 | 2.50 | 3/20/52 | 329 | ||||||||||
11 | Government National Mortgage Association, Pool #MA4194 | 2.50 | 1/20/47 | 9 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 6 | Government National Mortgage Association, Pool #MA2890 | 2.50 | 6/20/45 | $ | 5 | ||||||||
307 | Government National Mortgage Association, Pool #MA7193 | 2.50 | 2/20/51 | 252 | ||||||||||
194 | Government National Mortgage Association, Pool #MA6819 | 2.50 | 8/20/50 | 160 | ||||||||||
180 | Government National Mortgage Association, Pool #MA4260 | 2.50 | 2/20/47 | 150 | ||||||||||
405 | Government National Mortgage Association, Pool #MA7881 | 2.50 | 2/20/52 | 331 | ||||||||||
350 | Government National Mortgage Association, Pool #MA7418 | 2.50 | 6/20/51 | 287 | ||||||||||
421 | Government National Mortgage Association, Pool #MA7052 | 2.50 | 12/20/50 | 346 | ||||||||||
14 | Government National Mortgage Association, Pool #AA8341 | 2.50 | 2/15/28 | 13 | ||||||||||
359 | Government National Mortgage Association, Pool #MA7472 | 2.50 | 7/20/51 | 294 | ||||||||||
185 | Government National Mortgage Association, Pool #MA4125 | 2.50 | 12/20/46 | 154 | ||||||||||
381 | Government National Mortgage Association, Pool #MA7649 | 2.50 | 10/20/51 | 311 | ||||||||||
328 | Government National Mortgage Association, Pool #MA7312 | 2.50 | 4/20/51 | 269 | ||||||||||
33 | Government National Mortgage Association, Pool #MA1283 | 2.50 | 9/20/43 | 28 | ||||||||||
379 | Government National Mortgage Association, Pool #MA6865 | 2.50 | 9/20/50 | 311 | ||||||||||
264 | Government National Mortgage Association, Pool #MA6995 | 2.50 | 11/20/50 | 217 | ||||||||||
9 | Government National Mortgage Association, Pool #MA0908 | 2.50 | 4/20/28 | 9 | ||||||||||
246 | Government National Mortgage Association, Pool #MA6931 | 2.50 | 10/20/50 | 202 | ||||||||||
137 | Government National Mortgage Association, Pool #MA6540 | 2.50 | 3/20/50 | 113 | ||||||||||
318 | Government National Mortgage Association, Pool #MA7255 | 2.50 | 3/20/51 | 260 | ||||||||||
296 | Government National Mortgage Association, Pool #MA8042 | 2.50 | 5/20/52 | 241 | ||||||||||
11 | Government National Mortgage Association, Pool #MA4424 | 2.50 | 5/20/32 | 9 | ||||||||||
406 | Government National Mortgage Association, Pool #MA7987 | 2.50 | 4/20/52 | 332 | ||||||||||
87 | Government National Mortgage Association, Pool #MA6598 | 2.50 | 4/20/50 | 72 | ||||||||||
416 | Government National Mortgage Association, Pool #MA7136 | 2.50 | 1/20/51 | 341 | ||||||||||
15 | Government National Mortgage Association, Pool #MA0601 | 2.50 | 12/20/27 | 14 | ||||||||||
385 | Government National Mortgage Association, Pool #MA8147 | 2.50 | 7/20/52 | 315 | ||||||||||
559 | Government National Mortgage Association, Pool #MA7767 | 2.50 | 12/20/51 | 457 | ||||||||||
410 | Government National Mortgage Association, Pool #MA6709 | 2.50 | 6/20/50 | 337 | ||||||||||
10 | Government National Mortgage Association, Pool #711729 | 2.50 | 3/15/43 | 9 | ||||||||||
103 | Government National Mortgage Association, Pool #MA2147 | 3.00 | 8/20/44 | 89 | ||||||||||
94 | Government National Mortgage Association, Pool #AA6149 | 3.00 | 3/20/43 | 81 | ||||||||||
128 | Government National Mortgage Association, Pool #MA6474 | 3.00 | 2/20/50 | 110 | ||||||||||
7 | Government National Mortgage Association, Pool #AN5756 | 3.00 | 7/15/45 | 6 | ||||||||||
9 | Government National Mortgage Association, Pool #MA2797 | 3.00 | 5/20/30 | 9 | ||||||||||
148 | Government National Mortgage Association, Pool #MA4899 | 3.00 | 12/20/47 | 127 | ||||||||||
69 | Government National Mortgage Association, Pool #MA3802 | 3.00 | 7/20/46 | 59 | ||||||||||
50 | Government National Mortgage Association, Pool #MA2444 | 3.00 | 12/20/44 | 43 | ||||||||||
127 | Government National Mortgage Association, Pool #AD8433 | 3.00 | 7/15/43 | 112 | ||||||||||
368 | Government National Mortgage Association, Pool #MA7768 | 3.00 | 12/20/51 | 312 | ||||||||||
19 | Government National Mortgage Association, Pool #MA1265 | 3.00 | 9/20/28 | 18 | ||||||||||
29 | Government National Mortgage Association, Pool #MA4068 | 3.00 | 11/20/46 | 25 | ||||||||||
139 | Government National Mortgage Association, Pool #MA4261 | 3.00 | 2/20/47 | 120 | ||||||||||
49 | Government National Mortgage Association, Pool #MA3873 | 3.00 | 8/20/46 | 43 | ||||||||||
59 | Government National Mortgage Association, Pool #MA4320 | 3.00 | 3/20/47 | 51 | ||||||||||
335 | Government National Mortgage Association, Pool #MA6218 | 3.00 | 10/20/49 | 288 | ||||||||||
6 | Government National Mortgage Association, Pool #MA1890 | 3.00 | 5/20/29 | 6 | ||||||||||
20 | Government National Mortgage Association, Pool #MA3520 | 3.00 | 3/20/46 | 17 | ||||||||||
152 | Government National Mortgage Association, Pool #MA5076 | 3.00 | 3/20/48 | 130 | ||||||||||
52 | Government National Mortgage Association, Pool #MA3104 | 3.00 | 9/20/45 | 45 | ||||||||||
147 | Government National Mortgage Association, Pool #MA4195 | 3.00 | 1/20/47 | 127 | ||||||||||
128 | Government National Mortgage Association, Pool #MA0391 | 3.00 | 9/20/42 | 110 | ||||||||||
123 | Government National Mortgage Association, Pool #MA3735 | 3.00 | 6/20/46 | 106 | ||||||||||
164 | Government National Mortgage Association, Pool #MA4003 | 3.00 | 10/20/46 | 142 | ||||||||||
55 | Government National Mortgage Association, Pool #MA3309 | 3.00 | 12/20/45 | 48 | ||||||||||
46 | Government National Mortgage Association, Pool #MA2825 | 3.00 | 5/20/45 | 40 | ||||||||||
450 | Government National Mortgage Association, Pool #MA0624 | 3.00 | 12/20/42 | 389 | ||||||||||
84 | Government National Mortgage Association, Pool #MA1374 | 3.00 | 10/20/43 | 72 | ||||||||||
166 | Government National Mortgage Association, Pool #MA4126 | 3.00 | 12/20/46 | 143 | ||||||||||
18 | Government National Mortgage Association, Pool #MA2600 | 3.00 | 2/20/45 | 16 | ||||||||||
12 | Government National Mortgage Association, Pool #AG0440 | 3.00 | 8/15/43 | 10 | ||||||||||
356 | Government National Mortgage Association, Pool #MA7706 | 3.00 | 11/20/51 | 303 | ||||||||||
18 | Government National Mortgage Association, Pool #MA6820 | 3.00 | 8/20/50 | 15 | ||||||||||
81 | Government National Mortgage Association, Pool #MA2520 | 3.00 | 1/20/45 | 70 | ||||||||||
72 | Government National Mortgage Association, Pool #MA4777 | 3.00 | 10/20/47 | 62 | ||||||||||
29 | Government National Mortgage Association, Pool #MA0851 | 3.00 | 3/20/43 | 25 | ||||||||||
73 | Government National Mortgage Association, Pool #MA4961 | 3.00 | 1/20/48 | 63 | ||||||||||
89 | Government National Mortgage Association, Pool #MA4509 | 3.00 | 6/20/47 | 77 | ||||||||||
60 | Government National Mortgage Association, Pool #MA3662 | 3.00 | 5/20/46 | 52 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 13 | Government National Mortgage Association, Pool #AK7285 | 3.00 | 3/15/45 | $ | 11 | ||||||||
136 | Government National Mortgage Association, Pool #MA5018 | 3.00 | 2/20/48 | 117 | ||||||||||
4 | Government National Mortgage Association, Pool #MA4935 | 3.00 | 1/20/33 | 4 | ||||||||||
100 | Government National Mortgage Association, Pool #MA4836 | 3.00 | 11/20/47 | 86 | ||||||||||
15 | Government National Mortgage Association, Pool #MA0205 | 3.00 | 7/20/27 | 14 | ||||||||||
55 | Government National Mortgage Association, Pool #MA3596 | 3.00 | 4/20/46 | 47 | ||||||||||
77 | Government National Mortgage Association, Pool #MA4450 | 3.00 | 5/20/47 | 66 | ||||||||||
61 | Government National Mortgage Association, Pool #MA4381 | 3.00 | 4/20/47 | 53 | ||||||||||
17 | Government National Mortgage Association, Pool #MA4559 | 3.00 | 7/20/32 | 15 | ||||||||||
79 | Government National Mortgage Association, Pool #MA0153 | 3.00 | 6/20/42 | 68 | ||||||||||
96 | Government National Mortgage Association, Pool #MA4651 | 3.00 | 8/20/47 | 83 | ||||||||||
4 | Government National Mortgage Association, Pool #AL5058 | 3.00 | 3/15/45 | 3 | ||||||||||
44 | Government National Mortgage Association, Pool #MA3172 | 3.00 | 10/20/45 | 38 | ||||||||||
71 | Government National Mortgage Association, Pool #MA6283 | 3.00 | 11/20/49 | 61 | ||||||||||
122 | Government National Mortgage Association, Pool #MA6409 | 3.00 | 1/20/50 | 105 | ||||||||||
71 | Government National Mortgage Association, Pool #MA0461 | 3.00 | 10/20/42 | 62 | ||||||||||
44 | Government National Mortgage Association, Pool #AA2654 | 3.00 | 6/15/43 | 38 | ||||||||||
69 | Government National Mortgage Association, Pool #MA3033 | 3.00 | 8/20/45 | 59 | ||||||||||
47 | Government National Mortgage Association, Pool #MA2960 | 3.00 | 7/20/45 | 41 | ||||||||||
112 | Government National Mortgage Association, Pool #MA3936 | 3.00 | 9/20/46 | 96 | ||||||||||
3 | Government National Mortgage Association, Pool #5276 | 3.00 | 1/20/27 | 3 | ||||||||||
416 | Government National Mortgage Association, Pool #MA8098 | 3.00 | 6/20/52 | 353 | ||||||||||
105 | Government National Mortgage Association, Pool #MA6338 | 3.00 | 12/20/49 | 90 | ||||||||||
359 | Government National Mortgage Association, Pool #MA7828 | 3.00 | 1/20/52 | 306 | ||||||||||
36 | Government National Mortgage Association, Pool #MA2753 | 3.00 | 4/20/45 | 31 | ||||||||||
38 | Government National Mortgage Association, Pool #779084 | 3.00 | 4/15/42 | 34 | ||||||||||
22 | Government National Mortgage Association, Pool #MA3243 | 3.00 | 11/20/45 | 19 | ||||||||||
206 | Government National Mortgage Association, Pool #MA6656 | 3.00 | 5/20/50 | 176 | ||||||||||
68 | Government National Mortgage Association, Pool #MA6089 | 3.00 | 8/20/49 | 58 | ||||||||||
15 | Government National Mortgage Association, Pool #MA6766 | 3.00 | 7/20/50 | 13 | ||||||||||
9 | Government National Mortgage Association, Pool #AA2934 | 3.00 | 7/15/42 | 8 | ||||||||||
67 | Government National Mortgage Association, Pool #MA6710 | 3.00 | 6/20/50 | 57 | ||||||||||
233 | Government National Mortgage Association, Pool #MA6599 | 3.00 | 4/20/50 | 199 | ||||||||||
90 | Government National Mortgage Association, Pool #MA3034 | 3.50 | 8/20/45 | 80 | ||||||||||
125 | Government National Mortgage Association, Pool #MA2073 | 3.50 | 7/20/44 | 113 | ||||||||||
378 | Government National Mortgage Association, Pool #MA8199 | 3.50 | 8/20/52 | 331 | ||||||||||
40 | Government National Mortgage Association, Pool #MA1838 | 3.50 | 4/20/44 | 36 | ||||||||||
44 | Government National Mortgage Association, Pool #MA5263 | 3.50 | 6/20/48 | 39 | ||||||||||
37 | Government National Mortgage Association, Pool #MA2371 | 3.50 | 11/20/44 | 33 | ||||||||||
79 | Government National Mortgage Association, Pool #AM4971 | 3.50 | 4/20/45 | 69 | ||||||||||
39 | Government National Mortgage Association, Pool #MA3454 | 3.50 | 2/20/46 | 35 | ||||||||||
59 | Government National Mortgage Association, Pool #MA4719 | 3.50 | 9/20/47 | 53 | ||||||||||
52 | Government National Mortgage Association, Pool #MA2961 | 3.50 | 7/20/45 | 47 | ||||||||||
43 | Government National Mortgage Association, Pool #MA2445 | 3.50 | 12/20/44 | 39 | ||||||||||
66 | Government National Mortgage Association, Pool #MA2678 | 3.50 | 3/20/45 | 59 | ||||||||||
25 | Government National Mortgage Association, Pool #BD5909 | 3.50 | 10/15/47 | 22 | ||||||||||
124 | Government National Mortgage Association, Pool #MA1157 | 3.50 | 7/20/43 | 111 | ||||||||||
107 | Government National Mortgage Association, Pool #MA0934 | 3.50 | 4/20/43 | 96 | ||||||||||
122 | Government National Mortgage Association, Pool #MA1090 | 3.50 | 6/20/43 | 109 | ||||||||||
124 | Government National Mortgage Association, Pool #MA0462 | 3.50 | 10/20/42 | 111 | ||||||||||
50 | Government National Mortgage Association, Pool #MA3736 | 3.50 | 6/20/46 | 44 | ||||||||||
53 | Government National Mortgage Association, Pool #MA3874 | 3.50 | 8/20/46 | 47 | ||||||||||
45 | Government National Mortgage Association, Pool #MA4778 | 3.50 | 10/20/47 | 40 | ||||||||||
57 | Government National Mortgage Association, Pool #MA3803 | 3.50 | 7/20/46 | 51 | ||||||||||
176 | Government National Mortgage Association, Pool #MA2148 | 3.50 | 8/20/44 | 158 | ||||||||||
54 | Government National Mortgage Association, Pool #MA3310 | 3.50 | 12/20/45 | 48 | ||||||||||
2 | Government National Mortgage Association, Pool #AL8566 | 3.50 | 3/15/45 | 2 | ||||||||||
112 | Government National Mortgage Association, Pool #MA5019 | 3.50 | 2/20/48 | 99 | ||||||||||
16 | Government National Mortgage Association, Pool #MA3937 | 3.50 | 9/20/46 | 14 | ||||||||||
14 | Government National Mortgage Association, Pool #MA6339 | 3.50 | 12/20/49 | 13 | ||||||||||
86 | Government National Mortgage Association, Pool #MA0088 | 3.50 | 5/20/42 | 77 | ||||||||||
87 | Government National Mortgage Association, Pool #MA4837 | 3.50 | 11/20/47 | 76 | ||||||||||
220 | Government National Mortgage Association, Pool #MA0220 | 3.50 | 7/20/42 | 197 | ||||||||||
77 | Government National Mortgage Association, Pool #MA2303 | 3.50 | 10/20/44 | 69 | ||||||||||
15 | Government National Mortgage Association, Pool #AD2416 | 3.50 | 5/15/43 | 14 | ||||||||||
80 | Government National Mortgage Association, Pool #MA3244 | 3.50 | 11/20/45 | 71 | ||||||||||
10 | Government National Mortgage Association, Pool #738602 | 3.50 | 8/15/26 | 9 | ||||||||||
48 | Government National Mortgage Association, Pool #MA4586 | 3.50 | 7/20/47 | 43 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 39 | Government National Mortgage Association, Pool #740798 | 3.50 | 1/15/42 | $ | 34 | ||||||||
102 | Government National Mortgage Association, Pool #MA3173 | 3.50 | 10/20/45 | 91 | ||||||||||
61 | Government National Mortgage Association, Pool #783976 | 3.50 | 4/20/43 | 55 | ||||||||||
7 | Government National Mortgage Association, Pool #MA1574 | 3.50 | 1/20/29 | 7 | ||||||||||
65 | Government National Mortgage Association, Pool #MA0699 | 3.50 | 1/20/43 | 58 | ||||||||||
47 | Government National Mortgage Association, Pool #MA4510 | 3.50 | 6/20/47 | 41 | ||||||||||
72 | Government National Mortgage Association, Pool #MA2892 | 3.50 | 6/20/45 | 64 | ||||||||||
69 | Government National Mortgage Association, Pool #MA3597 | 3.50 | 4/20/46 | 62 | ||||||||||
44 | Government National Mortgage Association, Pool #MA2754 | 3.50 | 4/20/45 | 39 | ||||||||||
31 | Government National Mortgage Association, Pool #MA4451 | 3.50 | 5/20/47 | 27 | ||||||||||
9 | Government National Mortgage Association, Pool #MA6410 | 3.50 | 1/20/50 | 8 | ||||||||||
72 | Government National Mortgage Association, Pool #MA4004 | 3.50 | 10/20/46 | 64 | ||||||||||
86 | Government National Mortgage Association, Pool #MA4127 | 3.50 | 12/20/46 | 77 | ||||||||||
9 | Government National Mortgage Association, Pool #MA5875 | 3.50 | 4/20/49 | 8 | ||||||||||
14 | Government National Mortgage Association, Pool #796271 | 3.50 | 7/15/42 | 12 | ||||||||||
65 | Government National Mortgage Association, Pool #MA4069 | 3.50 | 11/20/46 | 58 | ||||||||||
107 | Government National Mortgage Association, Pool #MA0852 | 3.50 | 3/20/43 | 96 | ||||||||||
64 | Government National Mortgage Association, Pool #MA4262 | 3.50 | 2/20/47 | 57 | ||||||||||
95 | Government National Mortgage Association, Pool #MA3521 | 3.50 | 3/20/46 | 85 | ||||||||||
12 | Government National Mortgage Association, Pool #MA6711 | 3.50 | 6/20/50 | 11 | ||||||||||
72 | Government National Mortgage Association, Pool #MA4382 | 3.50 | 4/20/47 | 64 | ||||||||||
468 | Government National Mortgage Association, Pool #MA8149 | 3.50 | 7/20/52 | 410 | ||||||||||
54 | Government National Mortgage Association, Pool #MA5077 | 3.50 | 3/20/48 | 48 | ||||||||||
10 | Government National Mortgage Association, Pool #MA6475 | 3.50 | 2/20/50 | 9 | ||||||||||
56 | Government National Mortgage Association, Pool #MA3663 | 3.50 | 5/20/46 | 50 | ||||||||||
12 | Government National Mortgage Association, Pool #MA5762 | 3.50 | 2/20/49 | 10 | ||||||||||
4 | Government National Mortgage Association, Pool #MA1266 | 3.50 | 9/20/28 | 4 | ||||||||||
11 | Government National Mortgage Association, Pool #MA6219 | 3.50 | 10/20/49 | 10 | ||||||||||
70 | Government National Mortgage Association, Pool #MA3376 | 3.50 | 1/20/46 | 62 | ||||||||||
38 | Government National Mortgage Association, Pool #AC3938 | 3.50 | 1/15/43 | 34 | ||||||||||
68 | Government National Mortgage Association, Pool #MA4321 | 3.50 | 3/20/47 | 61 | ||||||||||
67 | Government National Mortgage Association, Pool #MA0022 | 3.50 | 4/20/42 | 60 | ||||||||||
65 | Government National Mortgage Association, Pool #MA4900 | 3.50 | 12/20/47 | 58 | ||||||||||
54 | Government National Mortgage Association, Pool #778157 | 3.50 | 3/15/42 | 48 | ||||||||||
59 | Government National Mortgage Association, Pool #MA5136 | 3.50 | 4/20/48 | 53 | ||||||||||
36 | Government National Mortgage Association, Pool #MA1919 | 3.50 | 5/20/44 | 32 | ||||||||||
101 | Government National Mortgage Association, Pool #MA4196 | 3.50 | 1/20/47 | 90 | ||||||||||
66 | Government National Mortgage Association, Pool #MA4652 | 3.50 | 8/20/47 | 58 | ||||||||||
238 | Government National Mortgage Association, Pool #MA8266 | 3.50 | 9/20/52 | 208 | ||||||||||
8 | Government National Mortgage Association, Pool #766495 | 4.00 | 10/15/41 | 8 | ||||||||||
30 | Government National Mortgage Association, Pool #MA2602 | 4.00 | 2/20/45 | 28 | ||||||||||
49 | Government National Mortgage Association, Pool #MA1376 | 4.00 | 10/20/43 | 45 | ||||||||||
65 | Government National Mortgage Association, Pool #MA2224 | 4.00 | 9/20/44 | 60 | ||||||||||
155 | Government National Mortgage Association, Pool #5139 | 4.00 | 8/20/41 | 144 | ||||||||||
54 | Government National Mortgage Association, Pool #MA5595 | 4.00 | 11/20/48 | 50 | ||||||||||
55 | Government National Mortgage Association, Pool #MA2304 | 4.00 | 10/20/44 | 51 | ||||||||||
8 | Government National Mortgage Association, Pool #MA6040 | 4.00 | 7/20/49 | 8 | ||||||||||
9 | Government National Mortgage Association, Pool #779401 | 4.00 | 6/15/42 | 8 | ||||||||||
13 | Government National Mortgage Association, Pool #MA6155 | 4.00 | 9/20/49 | 12 | ||||||||||
42 | Government National Mortgage Association, Pool #MA5078 | 4.00 | 3/20/48 | 39 | ||||||||||
14 | Government National Mortgage Association, Pool #MA6091 | 4.00 | 8/20/49 | 12 | ||||||||||
17 | Government National Mortgage Association, Pool #MA5931 | 4.00 | 5/20/49 | 15 | ||||||||||
483 | Government National Mortgage Association, Pool #MA8267 | 4.00 | 9/20/52 | 435 | ||||||||||
27 | Government National Mortgage Association, Pool #MA3737 | 4.00 | 6/20/46 | 25 | ||||||||||
12 | Government National Mortgage Association, Pool #AV6086 | 4.00 | 7/15/47 | 11 | ||||||||||
46 | Government National Mortgage Association, Pool #MA0319 | 4.00 | 8/20/42 | 43 | ||||||||||
90 | Government National Mortgage Association, Pool #MA4587 | 4.00 | 7/20/47 | 82 | ||||||||||
48 | Government National Mortgage Association, Pool #MA4383 | 4.00 | 4/20/47 | 44 | ||||||||||
35 | Government National Mortgage Association, Pool #AM8203 | 4.00 | 5/15/45 | 32 | ||||||||||
15 | Government National Mortgage Association, Pool #MA3455 | 4.00 | 2/20/46 | 14 | ||||||||||
42 | Government National Mortgage Association, Pool #MA3377 | 4.00 | 1/20/46 | 39 | ||||||||||
14 | Government National Mortgage Association, Pool #MA5986 | 4.00 | 6/20/49 | 12 | ||||||||||
25 | Government National Mortgage Association, Pool #MA2149 | 4.00 | 8/20/44 | 23 | ||||||||||
18 | Government National Mortgage Association, Pool #738710 | 4.00 | 9/15/41 | 16 | ||||||||||
26 | Government National Mortgage Association, Pool #MA1286 | 4.00 | 9/20/43 | 24 | ||||||||||
13 | Government National Mortgage Association, Pool #MA3106 | 4.00 | 9/20/45 | 12 | ||||||||||
76 | Government National Mortgage Association, Pool #MA5466 | 4.00 | 9/20/48 | 70 | ||||||||||
12 | Government National Mortgage Association, Pool #MA5330 | 4.00 | 7/20/48 | 11 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 50 | Government National Mortgage Association, Pool #MA4511 | 4.00 | 6/20/47 | $ | 46 | ||||||||
41 | Government National Mortgage Association, Pool #MA5710 | 4.00 | 1/20/49 | 38 | ||||||||||
15 | Government National Mortgage Association, Pool #MA4322 | 4.00 | 3/20/47 | 14 | ||||||||||
46 | Government National Mortgage Association, Pool #MA2522 | 4.00 | 1/20/45 | 42 | ||||||||||
27 | Government National Mortgage Association, Pool #MA1996 | 4.00 | 6/20/44 | 25 | ||||||||||
20 | Government National Mortgage Association, Pool #MA0155 | 4.00 | 6/20/42 | 19 | ||||||||||
11 | Government National Mortgage Association, Pool #4922 | 4.00 | 1/20/41 | 10 | ||||||||||
61 | Government National Mortgage Association, Pool #MA1761 | 4.00 | 3/20/44 | 57 | ||||||||||
73 | Government National Mortgage Association, Pool #MA2074 | 4.00 | 7/20/44 | 68 | ||||||||||
19 | Government National Mortgage Association, Pool #AD5627 | 4.00 | 4/15/43 | 17 | ||||||||||
75 | Government National Mortgage Association, Pool #MA1839 | 4.00 | 4/20/44 | 69 | ||||||||||
20 | Government National Mortgage Association, Pool #753254 | 4.00 | 9/15/43 | 18 | ||||||||||
41 | Government National Mortgage Association, Pool #MA5876 | 4.00 | 4/20/49 | 38 | ||||||||||
43 | Government National Mortgage Association, Pool #MA4197 | 4.00 | 1/20/47 | 39 | ||||||||||
35 | Government National Mortgage Association, Pool #MA4263 | 4.00 | 2/20/47 | 33 | ||||||||||
23 | Government National Mortgage Association, Pool #MA3245 | 4.00 | 11/20/45 | 21 | ||||||||||
389 | Government National Mortgage Association, Pool #MA8200 | 4.00 | 8/20/52 | 351 | ||||||||||
46 | Government National Mortgage Association, Pool #MA3598 | 4.00 | 4/20/46 | 42 | ||||||||||
18 | Government National Mortgage Association, Pool #740068 | 4.00 | 9/15/40 | 17 | ||||||||||
38 | Government National Mortgage Association, Pool #MA1678 | 4.00 | 2/20/44 | 35 | ||||||||||
8 | Government National Mortgage Association, Pool #MA3174 | 4.00 | 10/20/45 | 7 | ||||||||||
46 | Government National Mortgage Association, Pool #AB1483 | 4.00 | 8/15/42 | 43 | ||||||||||
79 | Government National Mortgage Association, Pool #MA4452 | 4.00 | 5/20/47 | 73 | ||||||||||
44 | Government National Mortgage Association, Pool #713876 | 4.00 | 8/15/39 | 40 | ||||||||||
50 | Government National Mortgage Association, Pool #MA1449 | 4.00 | 11/20/43 | 46 | ||||||||||
55 | Government National Mortgage Association, Pool #MA4653 | 4.00 | 8/20/47 | 51 | ||||||||||
7 | Government National Mortgage Association, Pool #MA5987 | 4.50 | 6/20/49 | 6 | ||||||||||
14 | Government National Mortgage Association, Pool #MA4780 | 4.50 | 10/20/47 | 13 | ||||||||||
51 | Government National Mortgage Association, Pool #MA2756 | 4.50 | 4/20/45 | 48 | ||||||||||
11 | Government National Mortgage Association, Pool #729511 | 4.50 | 4/15/40 | 10 | ||||||||||
393 | Government National Mortgage Association, Pool #MA8724 | 4.50 | 3/20/53 | 363 | ||||||||||
3 | Government National Mortgage Association, Pool #MA5764 | 4.50 | 2/20/49 | 3 | ||||||||||
9 | Government National Mortgage Association, Pool #MA4129 | 4.50 | 12/20/46 | 8 | ||||||||||
95 | Government National Mortgage Association, Pool #717148 | 4.50 | 5/15/39 | 90 | ||||||||||
12 | Government National Mortgage Association, Pool #MA5711 | 4.50 | 1/20/49 | 11 | ||||||||||
29 | Government National Mortgage Association, Pool #MA4512 | 4.50 | 6/20/47 | 27 | ||||||||||
17 | Government National Mortgage Association, Pool #MA3805 | 4.50 | 7/20/46 | 16 | ||||||||||
32 | Government National Mortgage Association, Pool #MA5818 | 4.50 | 3/20/49 | 30 | ||||||||||
12 | Government National Mortgage Association, Pool #MA4721 | 4.50 | 9/20/47 | 11 | ||||||||||
13 | Government National Mortgage Association, Pool #738793 | 4.50 | 9/15/41 | 12 | ||||||||||
5 | Government National Mortgage Association, Pool #BB7097 | 4.50 | 8/15/47 | 5 | ||||||||||
19 | Government National Mortgage Association, Pool #MA1092 | 4.50 | 6/20/43 | 18 | ||||||||||
10 | Government National Mortgage Association, Pool #MA5399 | 4.50 | 8/20/48 | 9 | ||||||||||
22 | Government National Mortgage Association, Pool #MA5467 | 4.50 | 9/20/48 | 21 | ||||||||||
5 | Government National Mortgage Association, Pool #MA5529 | 4.50 | 10/20/48 | 5 | ||||||||||
163 | Government National Mortgage Association, Pool #721760 | 4.50 | 8/15/40 | 154 | ||||||||||
58 | Government National Mortgage Association, Pool #5260 | 4.50 | 12/20/41 | 55 | ||||||||||
32 | Government National Mortgage Association, Pool #MA0701 | 4.50 | 1/20/43 | 31 | ||||||||||
218 | Government National Mortgage Association, Pool #4801 | 4.50 | 9/20/40 | 207 | ||||||||||
57 | Government National Mortgage Association, Pool #MA1762 | 4.50 | 3/20/44 | 54 | ||||||||||
40 | Government National Mortgage Association, Pool #MA4384 | 4.50 | 4/20/47 | 38 | ||||||||||
37 | Government National Mortgage Association, Pool #MA5652 | 4.50 | 12/20/48 | 35 | ||||||||||
376 | Government National Mortgage Association, Pool #MA8151 | 4.50 | 7/20/52 | 347 | ||||||||||
10 | Government National Mortgage Association, Pool #MA5596 | 4.50 | 11/20/48 | 9 | ||||||||||
570 | Government National Mortgage Association, Pool #MA8877 | 4.50 | 5/20/53 | 526 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5877 | 4.50 | 4/20/49 | 3 | ||||||||||
35 | Government National Mortgage Association, Pool #604285 | 5.00 | 5/15/33 | 35 | ||||||||||
399 | Government National Mortgage Association, Pool #MA9105 | 5.00 | 8/20/53 | 378 | ||||||||||
9 | Government National Mortgage Association, Pool #782468 | 5.00 | 11/15/38 | 9 | ||||||||||
9 | Government National Mortgage Association, Pool #MA5765 | 5.00 | 2/20/49 | 8 | ||||||||||
5 | Government National Mortgage Association, Pool #MA0465 | 5.00 | 10/20/42 | 5 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5712 | 5.00 | 1/20/49 | 4 | ||||||||||
9 | Government National Mortgage Association, Pool #MA5530 | 5.00 | 10/20/48 | 9 | ||||||||||
15 | Government National Mortgage Association, Pool #675179 | 5.00 | 3/15/38 | 15 | ||||||||||
395 | Government National Mortgage Association, Pool #MA8800 | 5.00 | 4/20/53 | 374 | ||||||||||
398 | Government National Mortgage Association, Pool #MA9016 | 5.00 | 7/20/53 | 377 | ||||||||||
391 | Government National Mortgage Association, Pool #MA8647 | 5.00 | 2/20/53 | 368 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5988 | 5.00 | 6/20/49 | 4 |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||
$ | 9 | Government National Mortgage Association, Pool #MA5080 | 5.00 | 3/20/48 | $ | 9 | ||||||||
159 | Government National Mortgage Association, Pool #4559 | 5.00 | 10/20/39 | 157 | ||||||||||
33 | Government National Mortgage Association, Pool #MA2076 | 5.00 | 7/20/44 | 33 | ||||||||||
19 | Government National Mortgage Association, Pool #MA4007 | 5.00 | 10/20/46 | 19 | ||||||||||
75 | Government National Mortgage Association, Pool #782523 | 5.00 | 11/15/35 | 72 | ||||||||||
9 | Government National Mortgage Association, Pool #MA5819 | 5.00 | 3/20/49 | 9 | ||||||||||
4 | Government National Mortgage Association, Pool #MA5653 | 5.00 | 12/20/48 | 3 | ||||||||||
9 | Government National Mortgage Association, Pool #MA5400 | 5.00 | 8/20/48 | 9 | ||||||||||
10 | Government National Mortgage Association, Pool #MA5933 | 5.00 | 5/20/49 | 10 | ||||||||||
23 | Government National Mortgage Association, Pool #712690 | 5.00 | 4/15/39 | 22 | ||||||||||
45 | Government National Mortgage Association, Pool #694531 | 5.00 | 11/15/38 | 44 | ||||||||||
16 | Government National Mortgage Association, Pool #MA5597 | 5.00 | 11/20/48 | 16 | ||||||||||
199 | Government National Mortgage Association, Pool #MA8948 | 5.50 | 6/20/53 | 193 | ||||||||||
29 | Government National Mortgage Association, Pool #510835 | 5.50 | 2/15/35 | 28 | ||||||||||
246 | Government National Mortgage Association, Pool #MA8801 | 5.50 | 4/20/53 | 239 | ||||||||||
51 | Government National Mortgage Association, Pool #783284 | 5.50 | 6/20/40 | 52 | ||||||||||
7 | Government National Mortgage Association, Pool #MA0466 | 5.50 | 10/20/42 | 7 | ||||||||||
398 | Government National Mortgage Association, Pool #MA9017 | 5.50 | 7/20/53 | 387 | ||||||||||
6 | Government National Mortgage Association, Pool #658181 | 5.50 | 11/15/36 | 5 | ||||||||||
26 | Government National Mortgage Association, Pool #781959 | 6.00 | 7/15/35 | 25 | ||||||||||
29 | Government National Mortgage Association, Pool #4245 | 6.00 | 9/20/38 | 29 | ||||||||||
25 | Government National Mortgage Association, Pool #4222 | 6.00 | 8/20/38 | 25 | ||||||||||
8 | Government National Mortgage Association, Pool #699237 | 6.50 | 9/15/38 | 7 | ||||||||||
1,775 | Government National Mortgage Association, 30 YR TBA | 2.00 | 10/20/53 | 1,398 | ||||||||||
150 | Government National Mortgage Association, 30 YR TBA | 2.50 | 10/20/53 | 122 | ||||||||||
350 | Government National Mortgage Association, 30 YR TBA | 3.00 | 10/20/53 | 296 | ||||||||||
175 | Government National Mortgage Association, 30 YR TBA | 3.50 | 10/20/53 | 153 | ||||||||||
725 | Government National Mortgage Association, 30 YR TBA | 4.00 | 10/20/53 | 652 | ||||||||||
50 | Government National Mortgage Association, 30 YR TBA | 4.50 | 11/20/53 | 46 | ||||||||||
600 | Government National Mortgage Association, 30 YR TBA | 4.50 | 10/20/53 | 554 | ||||||||||
125 | Government National Mortgage Association, 30 YR TBA | 5.00 | 11/20/51 | 118 | ||||||||||
400 | Government National Mortgage Association, 30 YR TBA | 5.00 | 10/20/53 | 379 | ||||||||||
750 | Government National Mortgage Association, 30 YR TBA | 5.50 | 10/20/53 | 727 | ||||||||||
225 | Government National Mortgage Association, 30 YR TBA | 5.50 | 11/20/46 | 218 | ||||||||||
1,100 | Government National Mortgage Association, 30 YR TBA | 6.00 | 10/20/53 | 1,089 | ||||||||||
225 | Government National Mortgage Association, 30 YR TBA | 6.50 | 11/20/53 | 226 | ||||||||||
250 | Government National Mortgage Association, 30 YR TBA | 6.50 | 10/20/53 | 251 | ||||||||||
Total U.S. Government Agency Mortgages | 171,343 | |||||||||||||
Corporate Bond — 0.10% | ||||||||||||||
225 | PG&E Wildfire Recovery Funding LLC, Series A-5 (Electric Utilities) | 5.10 | 6/1/52 | 201 | ||||||||||
Total Corporate Bond | 201 | |||||||||||||
Shares | ||||||||||||||
Investment Company — 14.02% | ||||||||||||||
27,779,648 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 5.23 | (b) | 27,780 | ||||||||||
Total Investment Company | 27,780 | |||||||||||||
Total Investments Before TBA Sale Commitments | 213,423 | |||||||||||||
(cost $245,515) — 107.72% | ||||||||||||||
Principal Amount (000) | ||||||||||||||
TBA Sale Commitments (c) — (0.12)% | ||||||||||||||
$ | (50 | ) | Fannie Mae, 15 YR TBA | 2.50 | 10/25/38 | (44 | ) | |||||||
(50 | ) | Fannie Mae, 30 YR TBA | 2.00 | 11/25/53 | (38 | ) | ||||||||
(200 | ) | Fannie Mae, 30 YR TBA | 2.00 | 10/25/53 | (152 | ) | ||||||||
Total TBA Sale Commitments | (234 | ) | ||||||||||||
Liabilities in excess of other assets — (7.60)% | (15,067 | ) | ||||||||||||
Net Assets — 100.00% | $ | 198,122 | ||||||||||||
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, 2023. |
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
(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
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio | Mellon Investments Corporation | HC Capital Solutions | Total | |||||||||
Asset Backed Securities | 1.47 | % | - | 1.47 | % | |||||||
Collateralized Mortgage Obligations | 5.65 | % | - | 5.65 | % | |||||||
U.S. Government Agency Mortgages | 86.48 | % | - | 86.48 | % | |||||||
Corporate Bond | 0.10 | % | - | 0.10 | % | |||||||
Investment Company | 7.79 | % | 6.23 | % | 14.02 | % | ||||||
TBA Sale Commitments | -0.12 | % | - | -0.12 | % | |||||||
Other Assets (Liabilities) | -7.49 | % | -0.11 | % | -7.60 | % | ||||||
Total Net Assets | 93.88 | % | 6.12 | % | 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, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Municipal Bonds — 98.72% | ||||||||||||||
Alabama — 8.20% | ||||||||||||||
$ | 1,130 | Auburn University Revenue, Series A Continuously Callable @100 | 5.00 | 6/1/28 | $ | 1,144 | ||||||||
2,315 | City of Huntsville AL, GO, Series A | 5.00 | 3/1/27 | 2,422 | ||||||||||
2,025 | County of Baldwin AL, GO Continuously Callable @100 | 5.00 | 5/1/25 | 2,052 | ||||||||||
5,618 | ||||||||||||||
Arizona — 9.67% | ||||||||||||||
990 | Arizona Department of Transportation State Highway Fund Revenue | 5.00 | 7/1/28 | 1,053 | ||||||||||
1,645 | Maricopa County High School District No. 214 Tolleson Union High School, GO, Series B | 5.00 | 7/1/24 | 1,657 | ||||||||||
2,475 | Maricopa County Industrial Development Authority Revenue, Series D | 5.00 | (a) | 1/1/46 | 2,529 | |||||||||
1,350 | Maricopa County Unified School District No. 41 Gilbert, GO, Series C | 5.00 | 7/1/25 | 1,377 | ||||||||||
6,616 | ||||||||||||||
Arkansas — 3.36% | ||||||||||||||
2,295 | Rogers School District No. 30, GO Continuously Callable @100 (State Aid Withholding) | 4.00 | 2/1/26 | 2,297 | ||||||||||
District of Columbia — 0.74% | ||||||||||||||
500 | District of Columbia, GO, Series D | 5.00 | 6/1/24 | 504 | ||||||||||
Georgia — 1.93% | ||||||||||||||
1,300 | State of Georgia, GO, Series C | 4.00 | 1/1/27 | 1,317 | ||||||||||
Illinois — 4.23% | ||||||||||||||
1,900 | Metropolitan Water Reclamation District of Greater Chicago, GO, Series C | 5.00 | 12/1/24 | 1,921 | ||||||||||
935 | State of Illinois, GO, Series D | 5.00 | 11/1/27 | 975 | ||||||||||
2,896 | ||||||||||||||
Indiana — 3.95% | ||||||||||||||
2,660 | Indiana Finance Authority Revenue, Series A (Pre-Refunded/Escrowed to Maturity) (Pre-Refunded/Escrowed to Maturity) | 5.00 | 3/1/39 | 2,699 | ||||||||||
Iowa — 5.36% | ||||||||||||||
1,000 | City of Ankeny IA, GO, Series A | 5.00 | 6/1/25 | 1,020 | ||||||||||
2,105 | City of Dubuque IA, GO, Series A | 2.00 | 6/1/24 | 2,079 | ||||||||||
550 | Linn-Mar Community School District, GO Continuously Callable @100 (BAM) | 5.00 | 5/1/27 | 569 | ||||||||||
3,668 | ||||||||||||||
Kansas — 6.04% | ||||||||||||||
2,540 | Kansas Development Finance Authority Revenue, Series D | 5.00 | 4/1/25 | 2,583 | ||||||||||
1,465 | Riley County Unified School District No. 383 Manhattan-Ogden, GO, Series A (Pre-Refunded/Escrowed to Maturity) (Pre-Refunded/Escrowed to Maturity) | 5.00 | 9/1/36 | 1,547 | ||||||||||
4,130 | ||||||||||||||
Maryland — 1.44% | ||||||||||||||
900 | County of Baltimore MD, GO | 5.00 | 3/1/31 | 987 | ||||||||||
Massachusetts — 2.33% | ||||||||||||||
1,545 | Massachusetts School Building Authority Revenue, Series A (Pre-Refunded/Escrowed to Maturity) (Pre-Refunded/Escrowed to Maturity) | 5.00 | 2/15/49 | 1,594 | ||||||||||
Michigan — 1.51% | ||||||||||||||
1,065 | Michigan State Housing Development Authority Revenue, Series A-1 Continuously Callable @100 | 0.65 | 10/1/24 | 1,030 | ||||||||||
Missouri — 1.63% | ||||||||||||||
1,100 | Lindbergh School District, GO | 4.00 | 3/1/27 | 1,112 | ||||||||||
Nebraska — 3.09% | ||||||||||||||
2,060 | Nebraska Public Power District Revenue, Series A | 5.00 | 1/1/26 | 2,113 | ||||||||||
New Jersey — 6.40% | ||||||||||||||
1,250 | New Jersey Health Care Facilities Financing Authority Revenue, Series A Continuously Callable @100 | 5.00 | 7/1/30 | 1,288 | ||||||||||
3,000 | State of New Jersey, GO, Series A | 5.00 | 6/1/26 | 3,091 | ||||||||||
4,379 | ||||||||||||||
New York — 3.51% | ||||||||||||||
650 | New York City Transitional Finance Authority Future Tax Secured Revenue | 5.00 | 11/1/23 | 651 | ||||||||||
1,610 | New York State Dormitory Authority Revenue, Series A-1 | 5.00 | 3/15/31 | 1,747 | ||||||||||
2,398 |
HC CAPITAL TRUST
The Short-Term Municipal Bond Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Municipal Bonds (continued) | ||||||||||||||
North Dakota — 2.00% | ||||||||||||||
$ | 1,365 | City of Bismarck ND, GO, Series Q | 4.00 | 5/1/24 | $ | 1,366 | ||||||||
Oregon — 3.87% | ||||||||||||||
1,320 | City of Salem OR, GO | 5.00 | 6/1/24 | 1,331 | ||||||||||
1,250 | Oregon State Lottery Revenue, Series A Continuously Callable @100 | 5.00 | 4/1/30 | 1,313 | ||||||||||
2,644 | ||||||||||||||
South Dakota — 3.04% | ||||||||||||||
1,905 | South Dakota Conservancy District Revenue, Series B | 5.00 | 8/1/30 | 2,076 | ||||||||||
Texas — 7.51% | ||||||||||||||
1,550 | City of Garland TX Electric Utility System Revenue, Series A | 5.00 | 3/1/24 | 1,557 | ||||||||||
1,015 | Conroe Independent School District, GO (PSF-GTD) | 5.00 | 2/15/25 | 1,029 | ||||||||||
360 | Dallas Area Rapid Transit Revenue, Series A | 5.00 | 12/1/24 | 365 | ||||||||||
1,150 | Round Rock Independent School District, GO (PSF-GTD) | 5.00 | 8/1/25 | 1,176 | ||||||||||
1,000 | Spring Branch Independent School District, GO (PSF-GTD) | 5.00 | 2/1/25 | 1,016 | ||||||||||
5,143 | ||||||||||||||
Utah — 3.50% | ||||||||||||||
2,340 | Alpine School District/UT, GO, Series A (SCH BD GTY) | 4.00 | 3/15/29 | 2,391 | ||||||||||
Virginia — 3.71% | ||||||||||||||
900 | City of Fredericksburg VA, GO, Series A (State Aid Withholding) | 5.00 | 10/1/29 | 978 | ||||||||||
1,505 | Hampton Roads Transportation Accountability Commission Revenue, Series A | 5.00 | 7/1/26 | 1,556 | ||||||||||
2,534 | ||||||||||||||
Washington — 4.60% | ||||||||||||||
1,260 | County of King WA, GO, Series B | 5.00 | 7/1/25 | 1,287 | ||||||||||
1,085 | King County School District No. 405 Bellevue, GO (SCH BD GTY) | 5.00 | 12/1/24 | 1,100 | ||||||||||
750 | State of Washington, GO, Series R-2022C | 4.00 | 7/1/26 | 758 | ||||||||||
3,145 | ||||||||||||||
West Virginia — 3.08% | ||||||||||||||
2,130 | Jefferson County Board of Education/WV, GO | 2.00 | 6/1/24 | 2,104 | ||||||||||
Wisconsin — 4.02% | ||||||||||||||
2,700 | State of Wisconsin, GO Continuously Callable @100 | 5.00 | 5/1/29 | 2,749 | ||||||||||
Total Municipal Bonds | 67,510 | |||||||||||||
Shares | ||||||||||||||
Investment Company — 0.32% | ||||||||||||||
221,682 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 5.23 | (b) | 222 | ||||||||||
Total Investment Company | 222 | |||||||||||||
Total Investments (cost $69,822) — 99.04% | 67,732 | |||||||||||||
Other assets in excess of liabilities — 0.96% | 658 | |||||||||||||
Net Assets — 100.00% | $ | 68,390 |
(a) | Interest rate is determined by the Remarketing Agent. The rate disclosed is the rate in effect on September 30, 2023. |
(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, 2023, 100% of the Portfolio's net assets were managed by Breckinridge Capital Advisors, Inc.
HC CAPITAL TRUST
The Intermediate Municipal Bond Portfolio
Portfolio of Investments — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Municipal Bonds — 95.00% | ||||||||||||||
Alabama — 2.03% | ||||||||||||||
$ | 1,415 | Alabama Special Care Facilities Financing Authority-Birmingham AL Revenue Continuously Callable @100 | 5.00 | 6/1/29 | $ | 1,448 | ||||||||
1,675 | Auburn University Revenue, Series A | 5.00 | 6/1/26 | 1,729 | ||||||||||
2,895 | Black Belt Energy Gas District Revenue, Callable 9/1/31 @ 100.53 | 4.00 | (a) | 6/1/51 | 2,716 | |||||||||
1,500 | Black Belt Energy Gas District Revenue, Series B, Callable 9/1/30 @ 100.32 | 5.25 | 12/1/53 | 1,538 | ||||||||||
1,000 | The Lower Alabama Gas District Revenue, Callable 9/1/25 @ 100.58 | 4.00 | (a) | 12/1/50 | 977 | |||||||||
1,000 | Troy University Revenue, Series A (BAM) | 5.00 | 11/1/26 | 1,028 | ||||||||||
9,436 | ||||||||||||||
Alaska — 0.33% | ||||||||||||||
1,495 | State of Alaska, GO, Series A Continuously Callable @100 | 5.00 | 8/1/29 | 1,533 | ||||||||||
Arizona — 2.54% | ||||||||||||||
1,685 | City of Phoenix Civic Improvement Corp. Revenue, Series A Continuously Callable @100 | 5.00 | 7/1/32 | 1,835 | ||||||||||
1,555 | City of Phoenix Civic Improvement Corp. Revenue, Series B Continuously Callable @100 (AMT) | 5.00 | 7/1/30 | 1,603 | ||||||||||
1,000 | Maricopa County Union High School District No. 210-Phoenix, GO | 5.00 | 7/1/25 | 1,022 | ||||||||||
1,215 | Northern Arizona University Revenue, Series B (BAM) | 5.00 | 6/1/26 | 1,252 | ||||||||||
4,000 | Salt River Project Agricultural Improvement & Power District Revenue, Series A Continuously Callable @100 | 5.00 | 12/1/36 | 4,052 | ||||||||||
1,000 | Salt Verde Financial Corp. Revenue | 5.25 | 12/1/24 | 1,004 | ||||||||||
1,015 | State of Arizona Certificates of Participation, Series A | 5.00 | 10/1/25 | 1,039 | ||||||||||
11,807 | ||||||||||||||
California — 1.53% | ||||||||||||||
2,460 | Golden State Tobacco Securitization Corp. Revenue, Series A-1 | 5.00 | 6/1/26 | 2,550 | ||||||||||
1,250 | State of California, GO | 5.00 | 8/1/24 | 1,265 | ||||||||||
1,000 | State of California, GO Continuously Callable @100 | 5.00 | 4/1/35 | 1,064 | ||||||||||
2,000 | State of California, GO Continuously Callable @100 | 5.00 | 9/1/33 | 2,227 | ||||||||||
7,106 | ||||||||||||||
Colorado — 3.71% | ||||||||||||||
1,225 | Board of Governors of Colorado State University System Revenue, Series E-2 (State Intercept) | 5.00 | 3/1/25 | 1,244 | ||||||||||
1,750 | City & County of Denver CO Airport System Revenue, Series A | 5.00 | 11/15/23 | 1,753 | ||||||||||
3,600 | City & County of Denver CO Airport System Revenue, Series A (AMT) | 5.00 | 12/1/25 | 3,648 | ||||||||||
3,550 | Colorado Health Facilities Authority Revenue, Series A | 5.00 | 1/1/25 | 3,588 | ||||||||||
2,970 | Denver City & County School District No. 1, GO, Series A (State Aid Withholding) | 5.50 | 12/1/25 | 3,081 | ||||||||||
3,740 | State of Colorado Certificates of Participation, Series M Continuously Callable @100 | 5.00 | 3/15/29 | 3,934 | ||||||||||
17,248 | ||||||||||||||
Connecticut — 0.92% | ||||||||||||||
1,085 | Connecticut State Health & Educational Facilities Authority Revenue, Series B | 5.00 | 12/1/26 | 1,117 | ||||||||||
1,500 | State of Connecticut Special Tax Revenue, Series D Continuously Callable @100 | 5.00 | 11/1/34 | 1,625 | ||||||||||
465 | State of Connecticut, GO, Series E Continuously Callable @100 | 5.00 | 9/15/32 | 496 | ||||||||||
1,000 | State of Connecticut, GO, Series A | 4.00 | 1/15/29 | 1,023 | ||||||||||
4,261 | ||||||||||||||
Delaware — 0.15% | ||||||||||||||
620 | Delaware Transportation Authority Revenue Continuously Callable @100 | 5.00 | 7/1/32 | 675 | ||||||||||
District of Columbia — 2.08% | ||||||||||||||
1,500 | District of Columbia Revenue | 5.00 | 4/1/25 | 1,522 | ||||||||||
1,000 | District of Columbia, GO, Series D Continuously Callable @100 | 5.00 | 6/1/33 | 1,034 | ||||||||||
2,075 | Metropolitan Washington Airports Authority Aviation Revenue, Series A Continuously Callable @100 (AMT) | 4.00 | 10/1/36 | 1,942 | ||||||||||
2,000 | Metropolitan Washington Airports Authority Aviation Revenue, Series A (AMT) | 5.00 | 10/1/29 | 2,083 | ||||||||||
2,815 | Washington Metropolitan Area Transit Authority Dedicated Revenue, Series A | 5.00 | 7/15/31 | 3,066 | ||||||||||
9,647 | ||||||||||||||
Florida — 3.75% | ||||||||||||||
2,000 | Alachua County Health Facilities Authority Revenue, Callable 6/1/26 @ 100.00 | 5.00 | (a) | 12/1/37 | 2,027 | |||||||||
1,500 | Central Florida Expressway Authority Revenue (AGM) | 5.00 | 7/1/30 | 1,628 | ||||||||||
1,500 | County of Lee FL Solid Waste System Revenue (AMT) | 5.00 | 10/1/25 | 1,521 | ||||||||||
955 | County of Polk FL Utility System Revenue | 5.00 | 10/1/27 | 1,004 | ||||||||||
1,000 | Florida Municipal Power Agency Revenue, Series A | 5.00 | 10/1/25 | 1,023 | ||||||||||
2,030 | JEA Electric System Revenue, Series 3A Continuously Callable @100 | 5.00 | 10/1/34 | 2,155 |
HC CAPITAL TRUST
The Intermediate Municipal Bond Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Municipal Bonds (continued) | ||||||||||||||
Florida (continued) | ||||||||||||||
$ | 3,250 | Orange County Convention Center/Orlando Revenue, Series B | 5.00 | 10/1/25 | $ | 3,307 | ||||||||
3,295 | Orlando Utilities Commission Revenue, Series 2018-A Continuously Callable @100 | 5.00 | 10/1/32 | 3,451 | ||||||||||
1,200 | State of Florida, GO, Series A | 5.00 | 7/1/30 | 1,315 | ||||||||||
17,431 | ||||||||||||||
Georgia — 2.38% | ||||||||||||||
1,600 | Development Authority for Fulton County Revenue, Series A | 5.00 | 7/1/24 | 1,603 | ||||||||||
5,000 | Main Street Natural Gas, Inc. Revenue, Series C, Callable 6/1/26 @ 100.50 | 4.00 | (a) | 3/1/50 | 4,864 | |||||||||
1,000 | Savannah Economic Development Authority Revenue | 1.90 | 8/1/24 | 978 | ||||||||||
1,000 | State of Georgia, GO, Series A Continuously Callable @100 | 3.00 | 8/1/36 | 852 | ||||||||||
1,225 | State of Georgia, GO, Series C | 4.00 | 1/1/28 | 1,251 | ||||||||||
1,415 | State of Georgia, GO, Series A | 5.00 | 7/1/28 | 1,511 | ||||||||||
11,059 | ||||||||||||||
Illinois — 7.02% | ||||||||||||||
455 | Chicago O'Hare International Airport Revenue, Series C (AMT) | 5.00 | 1/1/32 | 470 | ||||||||||
400 | Chicago O'Hare International Airport Revenue, Series C Continuously Callable @100 (AMT) | 5.00 | 1/1/33 | 411 | ||||||||||
730 | Chicago O'Hare International Airport Revenue, Series B Continuously Callable @100 | 5.00 | 1/1/28 | 737 | ||||||||||
1,000 | Chicago Park District, GO, Series B Continuously Callable @100 | 5.00 | 1/1/26 | 1,003 | ||||||||||
66 | City of Chicago IL Certificates of Participation, Series NT Continuously Callable @100 | 7.46 | 2/15/26 | 45 | ||||||||||
1,000 | City of Chicago IL Waterworks Revenue, Series 2017-2 | 5.00 | 11/1/24 | 1,007 | ||||||||||
1,000 | City of Chicago IL Waterworks Revenue Continuously Callable @100 | 5.00 | 11/1/25 | 1,004 | ||||||||||
2,335 | City of Chicago Il, GO, Series A Continuously Callable @100 | 4.00 | 1/1/36 | 2,171 | ||||||||||
1,375 | Illinois Finance Authority Revenue, Series B-2, Callable 5/15/26 @ 100.00 | 5.00 | (a) | 5/15/50 | 1,390 | |||||||||
1,635 | Illinois State Toll Highway Authority Revenue, Series B | 5.00 | 1/1/25 | 1,658 | ||||||||||
3,035 | Metropolitan Water Reclamation District of Greater Chicago, GO, Series A Continuously Callable @100 | 5.00 | 12/1/27 | 3,136 | ||||||||||
1,725 | Metropolitan Water Reclamation District of Greater Chicago, GO, Series B | 5.00 | 12/1/24 | 1,747 | ||||||||||
1,420 | Metropolitan Water Reclamation District of Greater Chicago, GO, Series D | 5.00 | 12/1/30 | 1,544 | ||||||||||
2,000 | Regional Transportation Authority Revenue (AGM) | 6.00 | 6/1/25 | 2,026 | ||||||||||
3,000 | Sales Tax Securitization Corp. Revenue, Series A | 5.00 | 1/1/29 | 3,126 | ||||||||||
4,600 | State of Illinois Sales Tax Revenue, Series A (BAM) | 5.00 | 6/15/25 | 4,632 | ||||||||||
1,000 | State of Illinois, GO, Series D | 5.00 | 7/1/27 | 1,031 | ||||||||||
2,995 | University of Illinois Certificates of Participation, Series B Continuously Callable @100 | 5.00 | 10/1/27 | 3,064 | ||||||||||
2,400 | University of Illinois Revenue, Series A | 5.00 | 4/1/25 | 2,445 | ||||||||||
32,647 | ||||||||||||||
Indiana — 1.82% | ||||||||||||||
2,500 | City of Whiting IN Revenue (AMT) | 5.00 | (a) | 12/1/44 | 2,526 | |||||||||
2,250 | Indiana Finance Authority Revenue, Series B, Callable 1/1/25 @ 100.00 | 2.25 | (a) | 12/1/58 | 1,965 | |||||||||
1,500 | Indiana Finance Authority Revenue, Series A | 3.13 | 12/1/24 | 1,475 | ||||||||||
1,000 | Indiana Finance Authority Revenue, Series A | 5.00 | 11/1/24 | 1,006 | ||||||||||
1,350 | Indiana Finance Authority Revenue, Series A Continuously Callable @100 | 5.00 | 10/1/34 | 1,471 | ||||||||||
8,443 | ||||||||||||||
Iowa — 0.40% | ||||||||||||||
450 | Iowa Tobacco Settlement Authority Revenue, Series A-2, Class - 1 Continuously Callable @100 | 5.00 | 6/1/32 | 482 | ||||||||||
1,280 | Waukee Community School District, GO, Series A Continuously Callable @100 | 5.00 | 6/1/32 | 1,399 | ||||||||||
1,881 | ||||||||||||||
Kentucky — 1.67% | ||||||||||||||
1,000 | Kentucky Public Energy Authority Revenue, Series A, Callable 1/2/24 @ 100.40 | 4.00 | 4/1/24 | 1,001 | ||||||||||
3,500 | Kentucky Public Energy Authority Revenue, Series B, Callable 10/1/24 @ 100.24 | 4.00 | (a) | 1/1/49 | 3,455 | |||||||||
3,560 | Kentucky Public Energy Authority Revenue, Series A-1, Callable 5/1/30 @ 100.38 | 4.00 | (a) | 8/1/52 | 3,320 | |||||||||
7,776 | ||||||||||||||
Louisiana — 1.06% | ||||||||||||||
1,415 | Jefferson Sales Tax District Revenue, Series A (AGM) | 5.00 | 12/1/25 | 1,444 | ||||||||||
2,500 | Louisiana Offshore Terminal Authority Revenue | 1.65 | (a) | 9/1/33 | 2,485 | |||||||||
1,000 | Parish of St. John the Baptist LA Revenue | 2.10 | (a) | 6/1/37 | 979 | |||||||||
4,908 |
HC CAPITAL TRUST
The Intermediate Municipal Bond Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Municipal Bonds (continued) | ||||||||||||||
Maine— 0.22% | ||||||||||||||
$ | 1,025 | Finance Authority of Maine Revenue, Series A-1 (AGM) | 5.00 | 12/1/26 | $ | 1,041 | ||||||||
Maryland — 3.12% | ||||||||||||||
2,000 | County of Baltimore MD, GO Continuously Callable @100 | 4.00 | 3/1/33 | 2,032 | ||||||||||
860 | County of Frederick MD, GO Continuously Callable @100 | 5.00 | 4/1/37 | 942 | ||||||||||
1,190 | County of Howard MD, GO, Series A Continuously Callable @100 | 5.00 | 8/15/34 | 1,322 | ||||||||||
2,905 | County of Montgomery MD, GO, Series A Continuously Callable @100 | 4.00 | 8/1/31 | 2,977 | ||||||||||
2,090 | Maryland State Transportation Authority Passenger Facility Charge Revenue (AMT) | 5.00 | 6/1/28 | 2,182 | ||||||||||
1,000 | State of Maryland Department of Transportation Revenue Continuously Callable @100 | 4.00 | 10/1/32 | 999 | ||||||||||
2,500 | State of Maryland Department of Transportation Revenue Continuously Callable @100 | 5.00 | 10/1/32 | 2,723 | ||||||||||
1,240 | State of Maryland, GO, Series A Continuously Callable @100 | 5.00 | 3/15/31 | 1,344 | ||||||||||
14,521 | ||||||||||||||
Massachusetts — 1.77% | ||||||||||||||
780 | Commonwealth of Massachusetts, GO, Series A Continuously Callable @100 | 5.00 | 5/1/35 | 863 | ||||||||||
3,000 | Commonwealth of Massachusetts, GO, Series A (AMBAC) | 5.50 | 8/1/30 | 3,321 | ||||||||||
1,000 | Massachusetts Educational Financing Authority Revenue (AMT) | 5.00 | 1/1/25 | 1,006 | ||||||||||
1,400 | Massachusetts Educational Financing Authority Revenue, Series B (AMT) | 5.00 | 7/1/29 | 1,423 | ||||||||||
1,500 | Massachusetts Port Authority Revenue, Series A (AMT) | 5.00 | 7/1/32 | 1,601 | ||||||||||
8,214 | ||||||||||||||
Michigan — 3.80% | ||||||||||||||
1,810 | Great Lakes Water Authority Sewage Disposal System Revenue, Series B | 5.00 | 7/1/24 | 1,824 | ||||||||||
1,000 | Michigan Finance Authority Revenue Continuously Callable @100 | 5.50 | 12/1/29 | 1,023 | ||||||||||
1,100 | Michigan Finance Authority Revenue | 5.00 | 10/1/29 | 1,185 | ||||||||||
1,280 | Michigan Finance Authority Revenue, Series B | 5.00 | 10/1/30 | 1,394 | ||||||||||
6,000 | Michigan Finance Authority Revenue, Callable 5/16/26 @ 100.00 | 5.00 | (a) | 11/15/44 | 6,090 | |||||||||
1,450 | Michigan State Building Authority Revenue | 5.00 | 4/15/25 | 1,475 | ||||||||||
1,605 | Michigan Strategic Fund Revenue (AMT) | 5.00 | 6/30/25 | 1,606 | ||||||||||
2,960 | Utica Community Schools/MI, GO (Q-SBLF) | 5.00 | 5/1/26 | 3,051 | ||||||||||
17,648 | ||||||||||||||
Minnesota — 2.47% | ||||||||||||||
1,000 | Minneapolis-St Paul Metropolitan Airports Commission Revenue, Series C | 5.00 | 1/1/26 | 1,025 | ||||||||||
1,985 | Minnesota Housing Finance Agency Revenue, Series B | 5.00 | 8/1/28 | 2,099 | ||||||||||
1,240 | Minnesota Housing Finance Agency Revenue, Series B | 5.00 | 8/1/29 | 1,322 | ||||||||||
2,195 | Minnesota Housing Finance Agency Revenue, Series B | 5.00 | 8/1/30 | 2,363 | ||||||||||
3,000 | State of Minnesota, GO, Series B Continuously Callable @100 | 5.00 | 8/1/35 | 3,316 | ||||||||||
1,260 | State of Minnesota, GO, Series E | 5.00 | 8/1/30 | 1,379 | ||||||||||
11,504 | ||||||||||||||
Missouri — 1.11% | ||||||||||||||
2,400 | Health & Educational Facilities Authority of the State of Missouri Revenue, Series A | 5.00 | 6/1/25 | 2,435 | ||||||||||
2,505 | The Curators of the University of Missouri Revenue, Series B | 5.00 | 11/1/30 | 2,733 | ||||||||||
5,168 | ||||||||||||||
Nebraska — 0.76% | ||||||||||||||
1,000 | City of Omaha NE Sewer Revenue, Series A Continuously Callable @100 | 4.00 | 4/1/31 | 1,017 | ||||||||||
1,000 | City of Omaha NE Sewer Revenue, Series A Continuously Callable @100 | 4.00 | 4/1/32 | 1,013 | ||||||||||
1,350 | Omaha Public Power District Revenue, Series B Continuously Callable @100 | 5.00 | 2/1/34 | 1,490 | ||||||||||
3,520 | ||||||||||||||
Nevada — 2.46% | ||||||||||||||
1,000 | Clark County School District, GO, Series A | 5.00 | 6/15/26 | 1,028 | ||||||||||
2,915 | Clark County School District, GO, Series A Continuously Callable @100 (AGM) | 5.00 | 6/15/32 | 3,129 | ||||||||||
5,435 | Las Vegas Valley Water District, GO, Series C Continuously Callable @100 | 4.00 | 6/1/34 | 5,477 | ||||||||||
800 | Nevada System of Higher Education Certificates of Participation, Series A Continuously Callable @100 | 5.00 | 7/1/26 | 808 | ||||||||||
1,000 | State of Nevada Highway Improvement Revenue | 5.00 | 12/1/24 | 1,016 | ||||||||||
11,458 | ||||||||||||||
New Jersey — 3.03% | ||||||||||||||
1,210 | New Jersey Economic Development Authority Revenue | 5.00 | 6/15/28 | 1,268 | ||||||||||
430 | New Jersey Economic Development Authority Revenue Continuously Callable @100 | 5.00 | 11/1/30 | 454 | ||||||||||
1,000 | New Jersey Economic Development Authority Revenue, Series RRR | 5.00 | 3/1/28 | 1,041 | ||||||||||
1,000 | New Jersey Educational Facilities Authority Revenue, Series C | 5.00 | 3/1/31 | 1,112 | ||||||||||
1,725 | New Jersey Higher Education Student Assistance Authority Revenue, Series B (AMT) | 5.00 | 12/1/29 | 1,790 |
HC CAPITAL TRUST
The Intermediate Municipal Bond Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Municipal Bonds (continued) | ||||||||||||||
New Jersey (continued) | ||||||||||||||
$ | 1,000 | New Jersey Transportation Trust Fund Authority Revenue, Series AA | 5.00 | 6/15/30 | $ | 1,067 | ||||||||
750 | New Jersey Transportation Trust Fund Authority Revenue, Series AA Continuously Callable @100 | 5.00 | 6/15/36 | 790 | ||||||||||
4,295 | New Jersey Turnpike Authority Revenue, Series A Continuously Callable @100 | 5.00 | 1/1/31 | 4,389 | ||||||||||
1,100 | State of New Jersey, GO, Series A | 4.00 | 6/1/31 | 1,106 | ||||||||||
1,035 | Tobacco Settlement Financing Corp. Revenue, Series A Continuously Callable @100 | 5.00 | 6/1/33 | 1,061 | ||||||||||
14,078 | ||||||||||||||
New Mexico — 0.80% | ||||||||||||||
1,025 | Albuquerque Municipal School District No. 12, GO Continuously Callable @100 (State Aid Withholding) | 5.00 | 8/1/29 | 1,085 | ||||||||||
2,590 | New Mexico Educational Assistance Foundation Revenue, Series 1-A (AMT) | 5.00 | 9/1/25 | 2,627 | ||||||||||
3,712 | ||||||||||||||
New York — 7.14% | ||||||||||||||
5,000 | City of New York NY, GO, Series C | 5.00 | 8/1/28 | 5,302 | ||||||||||
2,890 | City of New York NY, GO, Series 1-A Continuously Callable @100 | 5.00 | 4/1/32 | 3,111 | ||||||||||
1,700 | Metropolitan Transportation Authority Revenue, Series B Continuously Callable @100 | 5.00 | 11/15/29 | 1,743 | ||||||||||
3,000 | New York City Municipal Water Finance Authority Revenue, Series DD Continuously Callable @100 | 5.00 | 6/15/34 | 3,307 | ||||||||||
900 | New York City Municipal Water Finance Authority Revenue, Series EE | 5.00 | 6/15/29 | 967 | ||||||||||
2,410 | New York City Municipal Water Finance Authority Revenue, Series BB-2 Continuously Callable @100 | 5.00 | 6/15/27 | 2,459 | ||||||||||
1,000 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series B-1 Continuously Callable @100 | 5.00 | 8/1/29 | 1,004 | ||||||||||
855 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series E-1 | 5.00 | 11/1/28 | 912 | ||||||||||
1,500 | New York State Dormitory Authority Revenue, Series D | 5.00 | 2/15/25 | 1,526 | ||||||||||
1,000 | New York State Dormitory Authority Revenue, Series A Continuously Callable @100 | 5.00 | 2/15/31 | 1,032 | ||||||||||
4,710 | New York State Thruway Authority Revenue, Series A Continuously Callable @100 | 5.00 | 3/15/35 | 5,118 | ||||||||||
1,795 | New York Transportation Development Corp. Revenue (AMT) | 5.00 | 12/1/27 | 1,837 | ||||||||||
4,970 | Port Authority of New York & New Jersey Revenue, Series 207 Continuously Callable @100 (AMT) | 4.00 | 3/15/30 | 4,880 | ||||||||||
33,198 | ||||||||||||||
North Carolina — 0.93% | ||||||||||||||
1,000 | County of Wake NC Revenue | 5.00 | 9/1/28 | 1,073 | ||||||||||
1,100 | County of Wake NC, GO, Series A | 5.00 | 2/1/30 | 1,197 | ||||||||||
1,000 | North Carolina Turnpike Authority Revenue (AGM) | 5.00 | 1/1/24 | 1,003 | ||||||||||
1,000 | The Charlotte-Mecklenburg Hospital Authority Revenue | 5.00 | (a) | 1/15/50 | 1,054 | |||||||||
4,327 | ||||||||||||||
Ohio — 3.71% | ||||||||||||||
2,200 | American Municipal Power, Inc. Revenue, Series A Continuously Callable @100 | 5.00 | 2/15/27 | 2,204 | ||||||||||
3,000 | Buckeye Tobacco Settlement Financing Authority Revenue, Series A-2, Class - 1 Continuously Callable @100 | 5.00 | 6/1/32 | 3,175 | ||||||||||
1,450 | City of Columbus OH Sewerage Revenue Continuously Callable @100 | 5.00 | 6/1/29 | 1,501 | ||||||||||
820 | City of Columbus OH, GO, Series A Continuously Callable @100 | 5.00 | 8/15/34 | 913 | ||||||||||
1,000 | County of Butler OH Revenue, Series X | 5.00 | 5/15/29 | 1,077 | ||||||||||
360 | County of Mahoning OH Revenue Continuously Callable @100 (NATL) | 5.50 | 10/15/25 | 361 | ||||||||||
800 | County of Montgomery OH Revenue Continuously Callable @100 | 5.00 | 8/1/33 | 848 | ||||||||||
500 | State of Ohio Revenue, Series A Continuously Callable @100 | 5.00 | 1/1/30 | 524 | ||||||||||
2,000 | State of Ohio Revenue | 2.75 | (a) | 1/1/52 | 1,894 | |||||||||
1,200 | State of Ohio, GO, Series V | 5.00 | 5/1/28 | 1,281 | ||||||||||
700 | University of Cincinnati Revenue, Series A | 5.00 | 6/1/25 | 713 | ||||||||||
1,850 | University of Cincinnati Revenue, Series A | 5.00 | 6/1/27 | 1,935 | ||||||||||
775 | University of Cincinnati Revenue, Series A | 5.00 | 6/1/26 | 800 | ||||||||||
17,226 | ||||||||||||||
Oklahoma — 0.90% | ||||||||||||||
530 | Oklahoma Municipal Power Authority Revenue, Series A Continuously Callable @100 (AGM) | 4.00 | 1/1/32 | 539 | ||||||||||
2,000 | Oklahoma Turnpike Authority Revenue, Series A | 5.00 | 1/1/30 | 2,165 | ||||||||||
1,345 | Oklahoma Water Resources Board Revenue | 5.00 | 4/1/32 | 1,496 | ||||||||||
4,200 |
HC CAPITAL TRUST
The Intermediate Municipal Bond Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Municipal Bonds (continued) | ||||||||||||||
Oregon — 1.89% | ||||||||||||||
$ | 1,305 | Benton & Linn Counties Consolidated School District No. 509J & 509A Corvallis, GO, Series A (SCH BD GTY) | 5.00 | (a) | 6/15/25 | $ | 1,332 | |||||||
2,500 | Multnomah County School District No. 1 Portland/OR, GO (SCH BD GTY) | 5.00 | 6/15/29 | 2,693 | ||||||||||
2,500 | Port of Portland OR Airport Revenue, Series 29 Continuously Callable @100 (AMT) | 5.00 | 7/1/35 | 2,584 | ||||||||||
2,000 | Portland Community College District, GO Continuously Callable @100 | 5.00 | 6/15/35 | 2,199 | ||||||||||
8,808 | ||||||||||||||
Pennsylvania — 5.52% | ||||||||||||||
1,000 | City of Philadelphia PA Water & Wastewater Revenue, Series B (AGM) | 5.00 | 9/1/29 | 1,071 | ||||||||||
1,000 | City of Philadelphia PA Water & Wastewater Revenue, Series B | 5.00 | 11/1/27 | 1,051 | ||||||||||
2,600 | City of Philadelphia PA, GO, Series B Continuously Callable @100 | 5.00 | 2/1/30 | 2,766 | ||||||||||
1,735 | City of Philadelphia PA, GO, Series B Continuously Callable @100 | 5.00 | 2/1/31 | 1,842 | ||||||||||
1,000 | Commonwealth Financing Authority Revenue Continuously Callable @100 | 5.00 | 6/1/32 | 1,034 | ||||||||||
850 | Easton Area School District, GO, Series A (State Aid Withholding) | 4.00 | 4/1/25 | 853 | ||||||||||
1,860 | Luzerne County Industrial Development Authority Revenue, Callable 12/3/29 @ 100.00 (AMT) | 2.45 | (a) | 12/1/39 | 1,626 | |||||||||
2,500 | Pennsylvania Economic Development Financing Authority Revenue (AMT) | 0.00 | (a)(b) | 7/1/41 | 2,455 | |||||||||
3,625 | Pennsylvania Economic Development Financing Authority Revenue Continuously Callable @100 (AMT) | 5.00 | 12/31/33 | 3,770 | ||||||||||
1,000 | Pennsylvania Higher Education Assistance Agency Revenue, Series A (AMT) | 5.00 | 6/1/29 | 1,036 | ||||||||||
4,075 | Pennsylvania Higher Education Assistance Agency Revenue, Series A (AMT) | 5.00 | 6/1/30 | 4,155 | ||||||||||
625 | Pennsylvania Turnpike Commission Revenue, Series B | 5.00 | 12/1/28 | 664 | ||||||||||
3,225 | The School District of Philadelphia, GO, Series A (State Aid Withholding) | 5.00 | 9/1/28 | 3,354 | ||||||||||
25,677 | ||||||||||||||
Rhode Island — 0.56% | ||||||||||||||
625 | Rhode Island Student Loan Authority Revenue, Series A (AMT) | 5.00 | 12/1/29 | 660 | ||||||||||
1,875 | Rhode Island Student Loan Authority Revenue, Series A (AMT) | 5.00 | 12/1/29 | 1,956 | ||||||||||
2,616 | ||||||||||||||
South Carolina — 1.43% | ||||||||||||||
3,680 | County of Charleston SC, GO, Series A (State Aid Withholding) | 5.00 | 11/1/26 | 3,828 | ||||||||||
1,000 | Piedmont Municipal Power Agency Revenue, Series B | 5.00 | 1/1/29 | 1,029 | ||||||||||
1,000 | South Carolina Public Service Authority Revenue, Series A | 5.00 | 12/1/31 | 1,090 | ||||||||||
680 | South Carolina Public Service Authority Revenue, Series A | 5.00 | 12/1/27 | 717 | ||||||||||
6,664 | ||||||||||||||
South Dakota — 0.38% | ||||||||||||||
1,675 | South Dakota Board of Regents Housing & Auxiliary Facilities System Revenue Continuously Callable @100 | 5.00 | 4/1/29 | 1,751 | ||||||||||
Tennessee — 1.40% | ||||||||||||||
1,215 | County of Hamblen TN, GO | 5.00 | 5/1/29 | 1,307 | ||||||||||
1,235 | Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd Revenue | 5.00 | 5/1/31 | 1,313 | ||||||||||
1,000 | Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd Revenue Continuously Callable @100 | 5.00 | 5/1/35 | 1,053 | ||||||||||
1,350 | Metropolitan Government of Nashville & Davidson County TN, GO Continuously Callable @100 | 4.00 | 7/1/33 | 1,365 | ||||||||||
1,500 | Tennessee Energy Acquisition Corp. Revenue, Callable 8/1/25 @ 100.22 | 4.00 | (a) | 11/1/49 | 1,467 | |||||||||
6,505 | ||||||||||||||
Texas — 12.86% | ||||||||||||||
2,000 | Aldine Independent School District, GO (PSF-GTD) | 5.00 | 2/15/25 | 2,031 | ||||||||||
1,230 | Arlington Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/28 | 1,297 | ||||||||||
1,025 | Arlington Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/27 | 1,071 | ||||||||||
2,450 | City of Dallas TX, GO Continuously Callable @100 | 5.00 | 2/15/27 | 2,479 | ||||||||||
2,500 | City of Houston TX Airport System Revenue, Series C (AMT) | 5.00 | 7/1/25 | 2,508 | ||||||||||
1,550 | City of Missouri City TX, GO Continuously Callable @100 | 5.00 | 6/15/30 | 1,609 | ||||||||||
300 | City of Pearland TX, GO Continuously Callable @100 | 5.00 | 3/1/29 | 315 | ||||||||||
1,000 | City of San Antonio TX Airport System Revenue, Series A (AMT) | 5.00 | 7/1/26 | 1,024 | ||||||||||
1,750 | City of San Antonio TX Airport System Revenue, Series A (AMT) | 5.00 | 7/1/25 | 1,775 | ||||||||||
1,300 | City of San Antonio TX Electric & Gas Systems Revenue, Series B | 4.00 | 2/1/33 | 1,307 | ||||||||||
950 | Clifton Higher Education Finance Corp. Revenue, Series T Continuously Callable @100 (PSF-GTD) | 4.00 | 8/15/34 | 924 | ||||||||||
2,200 | Clifton Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/25 | 2,241 | ||||||||||
1,205 | Clifton Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/24 | 1,215 | ||||||||||
1,250 | Conroe Independent School District, GO Continuously Callable @100 (PSF-GTD) | 5.00 | 2/15/30 | 1,273 | ||||||||||
1,750 | County of Harris TX Revenue Continuously Callable @100 | 5.00 | 8/15/34 | 1,769 | ||||||||||
1,545 | County of Harris TX Revenue, Series A Continuously Callable @100 | 5.00 | 8/15/30 | 1,585 |
HC CAPITAL TRUST
The Intermediate Municipal Bond Portfolio
Portfolio of Investments (continued) — September 30, 2023 (Unaudited)
Principal Amount (000) | Security Description | Rate % | Maturity Date | Value (000) | ||||||||||
Municipal Bonds (continued) | ||||||||||||||
Texas (continued) | ||||||||||||||
$ | 4,730 | Dallas Area Rapid Transit Revenue Continuously Callable @100 | 5.00 | 12/1/33 | $ | 5,041 | ||||||||
2,500 | Dallas Independent School District, GO, Series A Continuously Callable @100 (PSF-GTD) | 5.00 | 2/15/27 | 2,535 | ||||||||||
1,650 | Harris County Cultural Education Facilities Finance Corp. Revenue | 5.00 | 11/15/25 | 1,684 | ||||||||||
2,100 | Harris County Cultural Education Facilities Finance Corp. Revenue | 5.00 | 11/15/27 | 2,209 | ||||||||||
1,500 | Harris County Cultural Education Facilities Finance Corp. Revenue Continuously Callable @100 | 5.00 | 10/1/27 | 1,535 | ||||||||||
1,220 | Love Field Airport Modernization Corp. Revenue Continuously Callable @100 | 5.00 | 11/1/28 | 1,198 | ||||||||||
2,300 | Love Field Airport Modernization Corp. Revenue (AMT) | 5.00 | 11/1/25 | 2,307 | ||||||||||
1,000 | Lower Colorado River Authority Revenue | 5.00 | 5/15/26 | 1,028 | ||||||||||
1,090 | Lower Colorado River Authority Revenue (AGM) | 5.00 | 5/15/29 | 1,157 | ||||||||||
2,180 | Lower Colorado River Authority Revenue Continuously Callable @100 | 5.00 | 5/15/32 | 2,322 | ||||||||||
1,000 | Lower Colorado River Authority Revenue Continuously Callable @100 (AGM) | 5.00 | 5/15/34 | 1,089 | ||||||||||
3,475 | McKinney Independent School District, GO, Series A Continuously Callable @100 (PSF-GTD) | 5.00 | 2/15/31 | 3,522 | ||||||||||
250 | North Texas Tollway Authority Revenue, Series A Continuously Callable @100 | 5.00 | 1/1/25 | 251 | ||||||||||
1,335 | Spring Independent School District, GO | 5.00 | 8/15/30 | 1,453 | ||||||||||
2,000 | Tarrant County Cultural Education Facilities Finance Corp. Revenue, Series A, Callable 1/1/32 @ 100.00 | 5.00 | (a) | 7/1/53 | 2,089 | |||||||||
2,230 | University of Houston Revenue, Series C Continuously Callable @100 | 5.00 | 2/15/28 | 2,276 | ||||||||||
1,200 | Waller Consolidated Independent School District, GO (BAM) | 5.00 | 2/15/33 | 1,312 | ||||||||||
1,300 | West Harris County Regional Water Authority Revenue | 5.00 | 12/15/27 | 1,360 | ||||||||||
1,000 | West Travis County Public Utility Agency Revenue (BAM) | 5.00 | 8/15/26 | 1,031 | ||||||||||
59,822 | ||||||||||||||
Utah — 0.24% | ||||||||||||||
1,090 | Utah Transit Authority Revenue | 5.00 | 12/15/26 | 1,135 | ||||||||||
Virginia — 1.71% | ||||||||||||||
1,215 | City of Chesapeake VA, GO, Series A Continuously Callable @100 | 5.00 | 8/1/31 | 1,281 | ||||||||||
1,500 | City of Richmond VA Public Utility Revenue Continuously Callable @100 | 5.00 | 1/15/29 | 1,558 | ||||||||||
1,000 | Fairfax County Industrial Development Authority Revenue, Series A | 5.00 | 5/15/24 | 1,007 | ||||||||||
850 | Hampton Roads Transportation Accountability Commission Revenue, Series A Continuously Callable @100 | 5.00 | 7/1/31 | 929 | ||||||||||
1,065 | Loudoun County Economic Development Authority Revenue, Series A | 5.00 | 12/1/27 | 1,127 | ||||||||||
1,000 | Roanoke Economic Development Authority Revenue | 5.00 | 7/1/25 | 1,024 | ||||||||||
1,000 | Virginia Public Building Authority Revenue, Series B (AMT) | 5.00 | 8/1/24 | 1,007 | ||||||||||
7,933 | ||||||||||||||
Washington — 4.18% | ||||||||||||||
1,370 | King County School District No. 401 Highline, GO Continuously Callable @100 (SCH BD GTY) | 5.00 | 12/1/31 | 1,414 | ||||||||||
1,050 | King County School District No. 405 Bellevue, GO Continuously Callable @100 (SCH BD GTY) | 5.00 | 12/1/29 | 1,115 | ||||||||||
1,250 | King County School District No. 410 Snoqualmie Valley, GO Continuously Callable @100 (SCH BD GTY) | 5.00 | 12/1/27 | 1,312 | ||||||||||
1,500 | Port of Seattle WA Revenue (AMT) | 5.00 | 4/1/26 | 1,525 | ||||||||||
1,555 | Port of Seattle WA Revenue Continuously Callable @100 (AMT) | 5.00 | 8/1/33 | 1,632 | ||||||||||
7,065 | State of Washington, GO, Series R-2017A Continuously Callable @100 | 5.00 | 8/1/32 | 7,276 | ||||||||||
790 | State of Washington, GO, Series C | 5.00 | 2/1/32 | 872 | ||||||||||
1,300 | State of Washington, GO, Series C Continuously Callable @100 | 5.00 | 2/1/33 | 1,422 | ||||||||||
1,250 | Washington Health Care Facilities Authority Revenue, Series B | 5.00 | 10/1/25 | 1,259 | ||||||||||
1,600 | Washington Health Care Facilities Authority Revenue, Series B1, Callable 2/1/24 @ 100.00 | 5.00 | (a) | 8/1/49 | 1,598 | |||||||||
19,425 | ||||||||||||||
Wisconsin — 1.22% | ||||||||||||||
3,455 | Public Finance Authority Revenue, Series A-2 | 3.70 | (a) | 10/1/46 | 3,314 | |||||||||
1,225 | University of Wisconsin Hospitals & Clinics Revenue, Series A | 5.00 | 4/1/26 | 1,261 | ||||||||||
1,100 | Wisconsin Health & Educational Facilities Authority Revenue | 4.00 | 11/15/26 | 1,102 | ||||||||||
5,677 | ||||||||||||||
Total Municipal Bonds | 441,686 | |||||||||||||
HC CAPITAL TRUST
The Intermediate Municipal Bond Portfolio
Portfolio of Investments (concluded) — September 30, 2023 (Unaudited)
Shares | Security Description | Rate % | Value (000) | |||||||||||
Investment Companies — 3.80% | ||||||||||||||
140,938 | BlackRock California Municipal Income Trust | $ | 1,451 | |||||||||||
2,975,513 | BlackRock Liquidity Funds MuniCash | 2,976 | ||||||||||||
103,574 | BlackRock Municipal Income Fund, Inc. | 1,051 | ||||||||||||
70,474 | BlackRock MuniYield Fund, Inc. | 647 | ||||||||||||
112,779 | BlackRock MuniYield Quality Fund III, Inc. | 1,077 | ||||||||||||
71,012 | DTF Tax-Free Income 2028 Term Fund, Inc. | 758 | ||||||||||||
129,929 | DWS Municipal Income Trust | 1,000 | ||||||||||||
149,822 | Eaton Vance California Municipal Bond Fund | 1,217 | ||||||||||||
97,484 | Eaton Vance Municipal Bond Fund | 873 | ||||||||||||
101,260 | Federated Hermes Premier Municipal Income Fund | 970 | ||||||||||||
60,560 | Invesco Quality Municipal Income Trust | 508 | ||||||||||||
181,653 | MFS High Income Municipal Trust | 567 | ||||||||||||
266,347 | MFS High Yield Municipal Trust | 834 | ||||||||||||
99,497 | Nuveen AMT-Free Quality Municipal Income Fund | 963 | ||||||||||||
63,013 | Nuveen Municipal Credit Income Fund | 657 | ||||||||||||
88,986 | Nuveen Quality Municipal Income Fund | 902 | ||||||||||||
39,879 | Pioneer Municipal High Income Advantage Fund, Inc. | 268 | ||||||||||||
64,655 | Pioneer Municipal High Income Opportunities Fund, Inc. | 617 | ||||||||||||
36,627 | Western Asset Managed Municipals Fund, Inc. | 327 | ||||||||||||
Total Investment Companies | 17,663 | |||||||||||||
Total Investments (cost $488,970) — 98.80% | 459,349 | |||||||||||||
Other assets in excess of liabilities — 1.20% | 5,569 | |||||||||||||
Net Assets — 100.00% | $ | 464,918 |
(a) | Interest rate is determined by the Remarketing Agent. The rate disclosed is the rate in effect on September 30, 2023. |
(b) | Zero Coupon Security. Effective rate shown is as of September 30, 2023. |
AGM—Assured Guaranty Municipal Corporation |
AMBAC—American Municipal Bond Assurance Corporation |
AMT—Alternative Minimum Tax |
BAM—Build America Mutual |
GO—General Obligation |
PSF-GTD—Public School Fund Guaranteed |
Q-SBLF—Qualified School Bond Loan Fund |
SCH BD GTY—School Board Guaranty |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of September 30, 2023.
The Intermediate Term Municipal Bond Portfolio | Insight North America LLC | Breckinridge Capital Advisors, Inc | City of London Investment Management, Limited | HC Capital Solutions | Total | |||||||||||||||
Municipal Bonds | 84.24 | % | 10.76 | % | - | - | 95.00 | % | ||||||||||||
Investment Company | 0.07 | % | - | 3.16 | % | 0.57 | % | 3.80 | % | |||||||||||
Other Assets (Liabilities) | 1.06 | % | 0.13 | % | 0.09 | % | -0.08 | % | 1.20 | % | ||||||||||
Total Net Assets | 85.37 | % | 10.89 | % | 3.25 | % | 0.49 | % | 100.00 | % |
Amounts designated as "—" indicate the Specialist Manager did not manage any holdings in that category.