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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number | 811-08918 |
HC Capital Trust
(Exact name of Registrant as specified in charter)
Five Tower Bridge, 300 Barr Harbor Drive, 5th Floor, West Conshohocken, PA 19428 | |
(Address of principal executive offices) | (Zip code) |
Citi Fund Services Ohio, Inc., 4400 Easton Commons, Suite 200, Columbus, OH 43219
(Name and address of agent for service)
Registrant’s telephone number, including area code: | 800-242-9596 |
Date of fiscal year end: | June 30 | |
Date of reporting period: | June 30, 2021 |
Item 1. Reports to Stockholders.
Annual Report
The Value Equity Portfolio
The Growth Equity Portfolio
The Institutional U.S. Equity Portfolio
The Small Capitalization-Mid Capitalization Equity Portfolio
The ESG Growth Portfolio
The Catholic SRI Growth Portfolio
The International Equity Portfolio
The Institutional International Equity Portfolio
The Emerging Markets Portfolio
The Core Fixed Income Portfolio
The Corporate Opportunities Portfolio
The U.S. Government Fixed Income Securities Portfolio
The Inflation Protected Securities Portfolio
The U.S. Corporate Fixed Income Securities Portfolio
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
The Short-Term Municipal Bond Portfolio
The Intermediate Term Municipal Bond Portfolio
The Intermediate Term Municipal Bond II Portfolio
June 30, 2021
HC CAPITAL TRUST | Annual Report |
June 30, 2021
Table of Contents
Management Discussion of Portfolio Performance | 1 |
Shareholder Letter | 39 |
Portfolios of Investments | 40 |
Statements of Assets and Liabilities | 268 |
Statements of Operations | 273 |
Statements of Changes in Net Assets | 278 |
Financial Highlights | 284 |
Notes to Financial Statements | 291 |
Report of Independent Registered Public Accounting Firm | 326 |
Additional Information | 328 |
Trustees and Officers | 346 |
Fiscal Year 2021 Summary
General Market
(Unaudited — June 30, 2021)
The Portfolios of the HC Capital Trust provide clients with diversified exposure to multiple asset classes (for both taxable and institutional investors). The Portfolios diversify, where appropriate, across multiple managers and strategies. The Portfolios enable the construction of custom asset allocation portfolios that best meet clients’ overall investment policies and objectives. Depending upon the objective, each Portfolio will generally seek to deliver performance that exceeds, or is in-line with, the benchmark for the Portfolio as well as a peer universe of mutual funds with similar investment strategies.
Financial markets rose dramatically over the course of the Fiscal Year (The MSCI World Index rose 39.67%). The global economy recovered sharply from the initial impact of the COVID pandemic and the associated government-mandated lockdowns. This was due to the unprecedented fiscal and monetary measures implemented across the world. As a result, consumer spending and employment recovered sharply. In November 2020, promising trial data from COVID vaccines encouraged markets further. Additional fiscal support emerged from the new U.S. administration in the new year. Confidence in a robust global upswing led to a rotation in markets from secular growth to more cyclical sectors. Small caps, financials and energy stocks rallied forcefully. In the spring of 2021, evidence of increasing inflationary pressures created concerns around the sustainability of the recovery. Despite the Federal Reserve’s assurances that it would maintain quantitative easing until substantial further progress in employment had been made, the market began to discount a peaking of growth. Treasury yields fell to 1.46% from their spring highs and many of the aforementioned beneficiaries of reflation began to ebb in favor of secular growth stocks.
U.S. equities appreciated over the twelve months ended June 30, 2021 (40.79% for the S&P 500). Value outperformed Growth stocks (Russell 1000® Value Index 43.68% versus Russell 1000® Growth Index 42.50%). International developed market equities gained 32.92% in U.S. Dollar terms. The MSCI Emerging Markets index rose 41.36% in U.S. Dollar terms. The U.S. 10-year Treasury yield rose from 0.65% to 1.49% over the year. Rising yields led the U.S. Investment Grade Bond market to a weak performance for the year (Bloomberg Barclays U.S. Aggregate Bond Index -0.33%).
1
Each of the Portfolios provided results consistent with their stated objectives over the fiscal year ended June 30, 2021. The performance of each Portfolio is listed in the table below and detailed summaries of the objectives, managers, and results are contained in the subsequent sections.
HC Capital Trust Portfolios | Fiscal Year |
The Value Equity Portfolio | 41.63% |
Russell 1000® Value Index1 | 43.68% |
The Growth Equity Portfolio | 39.43% |
Russell 1000® Growth Index1 | 42.50% |
The Institutional U.S. Equity Portfolio | 41.89% |
MSCI USA Index2 | 42.51% |
The Small Capitalization-Mid Capitalization Equity Portfolio | 58.67% |
Russell 2000® Index1 | 62.03% |
The ESG Growth Portfolio | 39.02% |
MSCI World Index3 | 39.67% |
The Catholic SRI Growth Portfolio | 41.00% |
MSCI World Index3 | 39.67% |
The International Equity Portfolio | 32.16% |
MSCI EAFE Index4 | 32.92% |
The Institutional International Equity Portfolio | 33.57% |
MSCI EAFE Index4 | 32.92% |
The Emerging Markets Portfolio | 37.62% |
MSCI EM Index5 | 41.36% |
The Core Fixed Income Portfolio | 0.09% |
Bloomberg Barclays U.S. Aggregate Bond Index6 | -0.33% |
The Corporate Opportunities Portfolio | 13.17% |
Bloomberg Barclays U.S. High Yield Ba/B 2% Issuer Capped Index7 | 13.37% |
The U.S. Government Fixed Income Securities Portfolio | -3.30% |
Bloomberg Barclays U.S. Government Bond Index8 | -3.10% |
The Inflation Protected Securities Portfolio | 2.79% |
Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index9 | 6.51% |
The U.S. Corporate Fixed Income Securities Portfolio | 3.21% |
Bloomberg Barclays U.S. Corporate Bond Index10 | 3.30% |
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio | -0.51% |
Bloomberg Barclays U.S. Securitized Index11 | -0.20% |
The Short-Term Municipal Bond Portfolio | 0.51% |
ICE BofA Merrill Lynch 1-3 Year Municipal Index12 | 1.02% |
The Intermediate Term Municipal Bond Portfolio | 2.70% |
Bloomberg Barclays 3-10 Year Blend (2-12) Total Return Index Unhedged13 | 2.67% |
Bloomberg Barclays 3-15 Year Blend Municipal Index14 | 3.33% |
The Intermediate Term Municipal Bond II Portfolio | 2.92% |
Bloomberg Barclays 5-Year General Obligation Municipal Index15 | 1.76% |
In reviewing the table above and the remainder of this report, note that past performance does not guarantee future results. The remainder of this report contains more specific details about the performance, strategy and managers in each of the Portfolios.
2
1 | Each of the Russell indices is a market cap-weighted index of common stocks domiciled in the U.S. Unlike the S&P 500 Stock Index however, the basket of securities included in the various Russell indices is reconstituted each year. The Russell 3000® Index is constructed by ranking U.S. common stocks from largest to smallest market capitalization, and including in the index the top 3,000 stocks. The largest 1,000 stocks become the Russell 1000® Index and the next 2,000 stocks are included in the Russell 2000® Index. The Russell 1000® Growth Index is designed to measure the performance of those companies included in the Russell 1000® Index that have relatively higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Value® Index is designed to measure the performance of those companies included in the Russell 1000® Index that have relatively lower price-to-book ratios and lower forecasted growth values. |
2 | The MSCI USA Index is designed to measure the performance of the large and mid-cap segments of the U.S. market. With 627 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in the U.S. |
3 | The MSCI World Index is a broad global equity benchmark that represents large and mid-cap equity performance across 23 developed markets countries. The index covers approximately 85% of the free float-adjusted market capitalization in each country and does not offer exposure to emerging markets. As of June 30, 2021, the MSCI World Index consisted of the following 23 development markets: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, the United Kingdom and the United States. |
4 | The Morgan Stanley Capital International Europe, Australasia, and Far East Index (“MSCI EAFE Index”) is an unmanaged, free float-adjusted market capitalization index that is designed to measure the equity market performance of developed markets, excluding Canada and the United States. As of June 30, 2021, the MSCI EAFE Index consisted of the following 21 developed market country indices: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland and the United Kingdom. |
5 | The MSCI Emerging Markets Index (“MSCI EM Index”) is an unmanaged free float-adjusted market capitalization index that is designed to measure equity market performance of emerging markets. As of June 30, 2021, the MSCI EM Index consisted of the following 27 emerging market country indices: Argentina, Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Korea, Kuwait, Malaysia, Mexico, Pakistan, Peru, Philippines, Poland, Qatar, Russia, Saudi Arabia, South Africa, Taiwan, Thailand, Turkey and United Arab Emirates. |
6 | The Bloomberg Barclays U.S. Aggregate Bond Index covers the USD-denominated, investment-grade, fixed-rate, taxable bond market of SEC-registered securities. |
7 | The Bloomberg Barclays U.S. High Yield Ba/B 2% Issuer Capped Index is designed to mirror the investable universe of the U.S. dollar denominated high yield debt market. |
8 | The Bloomberg Barclays U.S. Government Bond Index is a broad-based index that represents the general performance of U.S. Treasury and U. S. Government agency debt securities. The index includes U.S. dollar-denominated, fixed-rate, nominal U.S. Treasuries, and U.S. agency debentures. |
9 | The Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index consists of Inflation-Protection securities issued by the U.S. Treasury. |
10 | The Bloomberg Barclays U.S. Corporate Bond Index measures the investment grade, fixed-rate, taxable corporate bond market. It includes USD-denominated securities publicly issued by U.S. and non-U.S. industrial, utility, and financial issuers. |
11 | The Bloomberg Barclays U.S. Securitized Index tracks the performance of mortgage-backed pass-through securities issued by Ginnie Mae, Fannie Mae and Freddie Mac, investment-grade bonds and asset-backed securities. |
12 | The ICE Bank of America (“BofA”) Merrill Lynch 1-3 Year Municipal Index is an equal-weighted index that tracks the total return performance of the domestic U.S. municipal market. The index consists of investment-grade, publicly traded, fixed-rate and coupon bearing municipal securities with a maturity of one to three years. |
13 | The Bloomberg Barclays 3-10 Year Blend (2-12) Total Return Index Unhedged is an index composed of bonds with maturities ranging between 2 and 12 years. |
14 | The Bloomberg Barclays 3-15 Year Blend Municipal Index is an index composed of tax-exempt bonds with maturities ranging between 2 and 17 years. |
15 | The Bloomberg Barclays 5-Year General Obligations Municipal Index is an unmanaged index generally representative of investment grade fixed-rate debt obligations issued by state and local government entities, with maturities of no more than six years. |
3
The Value Equity Portfolio
(Unaudited)
The Value Equity Portfolio (the “Portfolio”) managed by Parametric Portfolio Associates, LLC (“Parametric”) returned 41.63% for the fiscal year compared to 43.68% for the Russell 1000® Value Index1 and 42.44% for the average manager in the Lipper2 universe of Large Cap Value Funds.3
The Portfolio underperformed its benchmark over the period. The tax-managed strategy run by Parametric focuses on minimizing taxable gains subject to a tracking error constraint. The tracking error generated by tax minimization created modest before-tax underperformance during the period.
The Portfolio is able to diversify across multiple managers and strategies to ensure proper portfolio diversification, with the goal of providing superior long-term returns in as stable and consistent an after-tax manner as possible. As a result, it is expected that some managers and styles will be leading at times, while others are lagging and vice versa. The Portfolio expects to attribute some of its performance to this cyclicality of styles.
1 | The Russell 1000® Value Index measures the performance of those companies included in the Russell 1000® Index with lower price-to-book ratios and lower forecasted growth rates. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, Echo Street Capital Management LLC, Frontier Capital Management Company, LLC and Mellon Investments Corporation were also under contract to manage the Portfolio but did not have assets allocated to them. |
4
The chart represents historical performance of a hypothetical investment of $10,000 in The Value Equity Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Russell 1000® Value Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Value Equity Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.22%
HC Advisors Shares 0.47%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
5
The Growth Equity Portfolio
(Unaudited)
The Growth Equity Portfolio (the “Portfolio”) managed by Jennison Associates, LLC (“Jennison”) and Parametric Portfolio Associates, LLC (“Parametric”) returned 39.43% for the fiscal year compared to 42.50% for the Russell 1000® Growth Index1 and 40.02% for the average manager in the Lipper2 universe of Large Cap Growth Funds.3
The Portfolio underperformed its benchmark over the period. The tax-managed strategy run by Parametric focuses on minimizing taxable gains subject to a tracking error constraint. The tracking error generated by tax minimization created before-tax underperformance during the period. Jennison performed in-line with the benchmark.
The Portfolio is diversified across multiple managers and strategies to ensure proper portfolio diversification, with the goal of providing superior long-term returns in as stable and consistent a manner as possible. As a result, it is expected that some managers and styles will be leading at times, while others are lagging and vice versa. The Portfolio expects to attribute some of its performance to this cyclicality of styles.
1 | The Russell 1000® Growth Index measures the performance of those companies included in the Russell 1000® Index with higher price-to-book ratios and higher forecasted growth rates. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, Echo Street Capital Management LLC and Mellon Investments Corporation were also under contract to manage the Portfolio but did not have assets allocated to them. |
6
The chart represents historical performance of a hypothetical investment of $10,000 in The Growth Equity Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Russell 1000® Growth Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Growth Equity Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.26%
HC Advisors Shares 0.51%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
7
The Institutional U.S. Equity Portfolio
(Unaudited)
The Institutional U.S Equity Portfolio (the “Portfolio”) managed by Jennison Associates, LLC (“Jennison”), Mellon Investments Corporation (“Mellon”), Echo Street Capital Management LLC (“Echo Street”), Pacific Investment Management Company, LLC (“PIMCO”) (the RAFITM U.S. Multi-Factor Index Strategy), Frontier Capital Management, LLC, Wellington Management Company, LLP (“Wellington”) and Parametric Portfolio Associates, LLC returned 41.89% for the fiscal year compared to 42.51% for the MSCI USA Index1 and 41.56% for the average manager in the Lipper2 universe of Multi-Cap Core Funds.3
The Portfolio modestly underperformed the benchmark primarily due to the performance of Wellington, which manages a real estate strategy. Real estate underperformed the broad U.S. market during the first half of the fiscal year as investors weighed the implications of the global pandemic on the sector. While it rebounded materially after vaccine announcements in late 2020, it still lagged at the end of the reporting period. Echo Street, Jennison, and Mellon all performed in-line with the benchmark. PIMCO was terminated during the reporting period to demonstrate our preference for fundamental stock picking strategies rather than quantitatively driven style strategies in the Portfolio’s active risk budget.
The Portfolio is diversified across multiple managers and strategies to ensure proper portfolio diversification, with the goal of providing superior long-term returns in as stable and consistent a manner as possible. As a result, it is expected that some managers and styles will be leading at times, while others are lagging and vice versa. The Portfolio expects to attribute some of its performance to this cyclicality of styles.
1 | The MSCI USA Index is designed to measure the performance of the large and mid cap segments of the U.S. market. With 627 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in the U.S. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, Pacific Investment Management Company, LLC was also under contract to manage the Portfolio but did not have assets allocated to it. |
8
The chart represents historical performance of a hypothetical investment of $10,000 in The Institutional U.S. Equity Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the MSCI USA Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Institutional U.S. Equity Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.28%
HC Advisors Shares 0.53%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
9
The Small Capitalization-Mid Capitalization Equity Portfolio
(Unaudited)
The Small Capitalization-Mid Capitalization Equity Portfolio (the “Portfolio”) managed by Frontier Capital Management Company, LLC (“Frontier”) and Parametric Portfolio Associates, LLC (“Parametric”) returned 58.67% for the period compared to 62.03% return for the Russell 2000®1 Index and 60.78% for the average manager in the Lipper2 universe of Small Cap Core Funds.3
The Portfolio underperformed its benchmark over the period. The tax-managed strategy run by Parametric focuses on minimizing taxable gains subject to a tracking error constraint. The tracking error generated by tax minimization contributed to before-tax underperformance during the period. Frontier underperformed the broad small cap universe as its strategy favors slightly larger cap companies. Large cap underperformed small cap during the reporting period.
The Portfolio is diversified across multiple managers and strategies to ensure proper portfolio diversification, with the goal of providing superior long-term returns in as stable and consistent a manner as possible. As a result, it is expected that some managers and styles will be leading at times, while others are lagging and vice versa. The Portfolio expects to attribute some of its performance to this cyclicality of styles.
1 | The Russell 2000® Index measures the performance of smaller capitalization U.S. companies. The largest 1,000 stocks become the Russell 1000® Index and the next 2,000 stocks become the Russell 2000® Index. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, Mellon Investments Corporation was also under contract to manage the Portfolio but did not have assets allocated to it. |
10
The chart represents historical performance of a hypothetical investment of $10,000 in The Small Capitalization–Mid Capitalization Equity Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Russell 2000® Index, which represents the performance of domestically traded common stocks of small to mid-sized companies. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Small Capitalization–Mid Capitalization Equity Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.48%
HC Advisors Shares 0.73%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
11
The ESG Growth Portfolio
(Unaudited)
The ESG Growth Portfolio (the “Portfolio”) managed by Mellon Investments Corporation (“Mellon”), Parametric Portfolio Associates, LLC and RBC Global Asset Management (UK) Limited (“RBC GAM”) returned 39.02% for the year compared to 39.67% for the MSCI World Index.1, 2
The Portfolio’s outperformance can be attributed both to the RBC GAM strategy since its addition in second half of the fiscal year and to the Global screening strategy, which was run by Mellon.
The Trust hired RBC GAM during the first half of the fiscal year. RBC GAM considers each potential investment on the strengths of its business model, opportunity to take market share, end market growth, and management & ESG practices.
The Portfolio is diversified across multiple managers and strategies to ensure proper portfolio diversification, with the goal of providing superior long-term returns in as stable and consistent a manner as possible. As a result, it is expected that some styles will be leading at times, while others are lagging and vice versa. The Portfolio expects to attribute some of its performance to this cyclicality of styles.
The Portfolio requires that the underlying managers integrate ESG criteria in their investment selection. Mellon uses third party ESG data to better understand the environmental, social and governance risks and opportunities when making investment decisions.
1 | The MSCI World Index is an unmanaged index that is designed to capture large and mid-cap representation across 23 developed markets countries. The Index covers approximately 85% of the free float-adjusted market capitalization in each of the following countries: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, the United Kingdom and the United States. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | During the fiscal year, Agincourt Capital Management, LLC was also under contract to manage the Portfolio but did not have assets allocated to it. |
12
The chart represents historical performance of a hypothetical investment of $10,000 in The ESG Growth Portfolio from 7/14/15 to 6/30/21 and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the MCSI World Index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The ESG Growth Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.39%
HC Advisors Shares 0.64%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
13
The Catholic SRI Growth Portfolio
(Unaudited)
The Catholic SRI Growth Portfolio (the “Portfolio”) managed by Mellon Investments Corporation (“Mellon”) returned 41.00% for the year compared to 39.67% for the MSCI World Index.1, 2
The Portfolio’s modest underperformance can be attributed primarily to the screening that is required to adhere to Catholic values, which is managed by Mellon.
The Portfolio is diversified across securities to ensure proper portfolio diversification, with the goal of providing competitive long-term returns in as consistent a manner as possible. As a result, it is expected that some styles will be leading at times, while others are lagging and vice versa. The Portfolio expects to participate in this cyclicality of styles by maintaining market exposure comparable to MSCI World Index.
The Portfolio requires that the underlying managers integrate Catholic values in their investment selections, which includes negative screens. Mellon uses third party data to implement the negative screens in the Portfolio.
1 | The MSCI World Index is an unmanaged index that is designed to capture large and mid-cap representation across 23 developed markets countries. The Index covers approximately 85% of the free float-adjusted market capitalization in each of the following countries: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, the United Kingdom and the United States. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | During the fiscal year, Agincourt Capital Management, LLC and Parametric Portfolio Associates, LLC were also under contract to manage the Portfolio but did not have assets allocated to them. |
14
The chart represents historical performance of a hypothetical investment of $10,000 in The Catholic SRI Growth Portfolio from 1/12/16 to 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the MCSI World Index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Catholic SRI Growth Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.39%
HC Advisors Shares 0.64%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
15
The International Equity Portfolio
The Institutional International Equity Portfolio
(Unaudited)
The International Equity Portfolio (the “Portfolio”) managed by Parametric Portfolio Associates, LLC (“Parametric”) returned 32.16% for the period compared to 32.92% for the MSCI EAFE Index1 and 35.06% for the average manager in the Lipper2 universe of International Large-Cap Core Funds.3
The Portfolio slightly underperformed the benchmark and outperformed the peer group. The tax-managed strategy run by Parametric focuses on minimizing taxable gains subject to a tracking error constraint. The tracking error generated by tax minimization contributed to before-tax underperformance during the period.
The Institutional International Equity Portfolio (the “Institutional Portfolio”), which was managed by City of London Investment Management Company, Limited (“City of London”), Mellon Investments Corporation (“Mellon”) and Parametric returned 33.57% for the fiscal year compared to 32.92% for the MSCI EAFE Index1 and 35.06% for the average manager in the Lipper2 universe of International Large-Cap Core Funds.
The Institutional Portfolio modestly outperformed its benchmark and its peer group. The majority of the assets are managed by Mellon and Parametric with a mandate to provide passive exposure to the benchmark index (MSCI EAFE Index). Parametric replicates the benchmark index using futures. This allows the Portfolio to have cash on hand to meet redemptions and invest opportunistically. City of London outperformed due to a favorable environment for its closed-end fund strategy that seeks portfolio appreciation derived from a top-down macro process, bottom-up stock picking, and a narrowing of the closed-end fund discount to net asset value.
1 | The Morgan Stanley Capital International Europe, Australasia, and Far East Index (“MSCI EAFE Index”) is a market value weighted index designed to measure the overall condition of developed overseas equities markets. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, City of London Investment Management Company, Limited, Mellon Investments Corporation and WCM Investment Management LLC were also under contract to manage the Portfolios but did not have assets allocated to them. Pacific Investment Management Company, LLC was under contract to manage the Institutional International Portfolio but did not have assets allocated to it. |
16
The chart represents historical performance of a hypothetical investment of $10,000 in The International Equity Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the MSCI EAFE Index, which represents the performance of the major stock markets in those regions. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The International Equity Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.24%
HC Advisors Shares 0.49%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
17
The chart represents historical performance of a hypothetical investment of $10,000 in The Institutional International Equity Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the MSCI EAFE Index, which represents the performance of the major stock markets in those regions. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Institutional International Equity Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.33%
HC Advisors Shares 0.58%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
18
The Emerging Markets Portfolio
(Unaudited)
The Emerging Markets Portfolio (the “Portfolio”) managed by Mellon Investments Corporation (“Mellon”), Parametric Portfolio Associates, LLC (“Parametric”), RBC Global Asset Management (U.K.) Limited (“RBC GAM”) and XY Investments (HK) Limited (“XY”) returned 37.62% compared to 41.36% for the MSCI EM Index1 and 42.06% for the average manager in the Lipper2 universe of Emerging Markets Funds.3
The Trust hired XY as a manager within the Portfolio, and the strategy was subsequently funded in the first quarter of the fiscal year. Following an extensive review by the investment strategy group, the decision to hire XY was made due to conviction in the manager’s strategy to add value over the Emerging Markets opportunity set.
For the fiscal year 2021, the Portfolio modestly underperformed both the benchmark and the average manager in the industry universe. The underperformance was primarily due to the quantitative strategy run by XY utilizing equity-based total return swaps and the quality growth-oriented strategy run by RBC GAM, both of which underperformed. From XY’s funding date of August 5, 2020 through the end of the fiscal year, XY’s style benchmark (MSCI China A Onshore Net Return Index USD) returned 19.09% compared to 26.80% for the MSCI EM Index.
The Portfolio provides broad access to international emerging markets equity. The Portfolio is managed with multiple managers to provide diversification of manager style as well as diversification of firm specific risks. Mellon’s strategy provides passive exposure to the MSCI EM Index. The Portfolio diversifies amongst a large number of names and across geographies and sectors. RBC GAM employs a fundamentally driven investment process to identify attractive quality and growing companies and then constructs a diversified portfolio of those companies in accordance with industry and individual allocation guidelines. XY implements a fundamental, quantitative approach to the China onshore market. Parametric replicates benchmark index (MSCI Emerging Markets Index) using futures. This allows the Portfolio to have cash on hand to meet redemptions and invest opportunistically.
1 | The Morgan Stanley Capital International Emerging Markets Index (“MSCI EM Index”) is a free float-adjusted market capitalization index that is designed to measure equity market performance in the global emerging markets. As of June 30, 2021, the MSCI EM Index consisted of the following 27 emerging market country indices: Argentina, Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Korea, Kuwait, Malaysia, Mexico, Pakistan, Peru, Philippines, Poland, Qatar, Russia, Saudi Arabia, South Africa, Taiwan, Thailand, Turkey and United Arab Emirates. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, City of London Investment Management Company, Limited was also under contract to manage the Portfolio but did not have assets allocated to it. |
19
The chart represents historical performance of a hypothetical investment of $10,000 in The Emerging Markets Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the MSCI EM Index, which represents the performance of the major stock markets in those regions. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Emerging Markets Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.57%
HC Advisors Shares 0.82%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
20
The Core Fixed Income Portfolio
(Unaudited)
The Core Fixed Income Portfolio (the “Portfolio”) managed by Agincourt Capital Management, LLC (“Agincourt”) and Mellon Investments Corporation returned 0.09% for the fiscal year compared to -0.33% for the Bloomberg Barclays U.S. Aggregate Bond Index1 (“BarCap”) and 1.62% for the average fixed income manager in the Lipper2 universe of Core Bond Funds.3
The Portfolio modestly outperformed due to an overweight allocation to Agincourt’s Corporate Credit strategy which benefited from falling spreads overcoming rising base rates. The bond market declined slightly over the prior year as intermediate government rates rose from 0.28% to 0.89% (U.S. Government 5-year Note). This negative effect was slightly off-set by spread compression in U.S. Mortgage-Backed Securities and US Corporates.
The Portfolio is allocated across the three major sectors of the BarCap Index: governments, credit, and asset backed securities. The government and asset backed sectors are passively managed to provide performance in-line with their respective benchmarks. Actual results may vary marginally from the underlying benchmarks because of cash flows and because for practical purposes, the portfolios hold a representative group of the securities in the benchmarks and do not seek to fully replicate all of the individual holdings. The credit portfolio has a bit more flexibility to vary from the index by avoiding credits that the manager feels have adverse price risk. The allocations across the three sectors will vary over time based upon the relative attractiveness of the sectors. In general, the Portfolio maintains aggregate characteristics – duration, weighted average yield-to-maturity, and average credit quality comparable to the benchmark.
1 | The Bloomberg Barclays U.S. Aggregate Bond Index includes more than 8,000 taxable government, investment-grade corporate and mortgage backed securities. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, Pacific Investment Management Company, LLC and Parametric Portfolio Associates, LLC were also under contract to manage the Portfolio but did not have assets allocated to them. |
21
The chart represents historical performance of a hypothetical investment of $10,000 in The Core Fixed Income Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Bloomberg Barclays U.S. Aggregate Bond Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Core Fixed Income Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.36%
HC Advisors Shares 0.61%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
22
The Corporate Opportunities Portfolio*
(Unaudited)
The Corporate Opportunities Portfolio (the “Portfolio”) managed by Parametric Portfolio Associates, LLC (“Parametric”) returned 13.17% for the fiscal year compared 13.37% for the Bloomberg Barclays U.S. High Yield Ba/B 2% Issuer Capped Index1 and 15.31% for the average manager in the Lipper2 High Yield Funds universe.3
The Portfolio under-performed the benchmark and its peer group largely due to the Parametric futures strategy not perfectly replicating the benchmark. Parametric manages a portfolio of futures contracts that reflects the underlying risks of the asset class. The Adviser also directed the investment of a portion of the Portfolio’s assets in a private loan participation that contributed positively due to a higher yield than the benchmark.
The Portfolio is designed to provide investors with higher returns over time than traditional fixed income investments primarily through investment in a diversified portfolio of high yield bonds. The Portfolio may also opportunistically invest in international bonds, convertible bonds, preferred stocks, treasury inflation bonds, loan participations and fixed and floating rate loans.
The Portfolio has flexibility to vary from the index by avoiding credits that the managers feel have adverse price risk.
* | The Fixed Income Opportunity Portfolio name was changed to The Corporate Opportunities Portfolio effective August 17, 2020. |
1 | The Bloomberg Barclays U.S. High Yield Ba/B 2% Issuer Capped Index is a market capitalization-weighted index that measures fixed rate non-investment grade debt securities of U.S. and non-U.S. corporations. No single issuer accounts for more than 2% of market cap. The index is calculated on a total return basis. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, City of London Investment Management Company, Limited, Fort Washington Investment Advisors, Inc., Mellon Investments Corporation, Pacific Investment Management Company, LLC and Western Asset Management Company, Ltd. were also under contract to manage the Portfolio but did not have assets allocated to them. |
23
The chart represents historical performance of a hypothetical investment of $10,000 in The Corporate Opportunities Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Bloomberg Barclays U.S. High Yield Ba/B 2% Issuer Capped Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Corporate Opportunities Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.29%
HC Advisors Shares 0.54%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
24
The U.S. Government Fixed Income Securities Portfolio
(Unaudited)
The U.S. Government Fixed Income Securities Portfolio (the “Portfolio”) managed by Mellon Investments Corporation returned -3.30% compared to -3.10% for the Bloomberg Barclays U.S. Government Bond Index1 and -2.36% for the average fixed income manager in the Lipper2 universe of General U.S. Government Funds.3
The Portfolio slightly underperformed the benchmark due to fees and expenses. The Portfolio is structured to perform similarly to the benchmark. As such it uses a sampling methodology to select a subset of the index universe that maintains aggregate characteristics – duration, weighted average yield-to-maturity, and average credit quality in-line with the benchmark. Since the Portfolio owns a subset of securities of the Index, there will necessarily be some tracking error.
The U.S. Government bond market posted weak performance for the fiscal year as the rates normalized from the extreme lows of the COVID crisis, pushing up long rates and concurrently pushing down prices (which move inversely to rates). The rise in global bond yields over the past year is consistent with stronger than expected inflation data and stronger growth.
1 | The Bloomberg Barclays U.S. Government Bond Index is a broad-based index that represents the general performance of U.S. Treasury and U.S. Government Agency debt securities. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, Parametric Portfolio Associates, LLC was also under contract to manage the Portfolio but did not have assets allocated to it. |
25
The chart represents historical performance of a hypothetical investment of $10,000 in The U.S. Government Fixed Income Securities Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Bloomberg Barclays U.S. Government Bond Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The U.S. Government Fixed Income Securities Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.19%
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
26
The Inflation Protected Securities Portfolio
(Unaudited)
The Inflation Protected Securities Portfolio (the “Portfolio”) managed by Mellon Investments Corporation returned 2.79% compared to 6.51% for the Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index1 and 7.41% for the average fixed income manager in the Lipper2 universe of Inflation Protected Bond Funds.3
Broad U.S. Fixed Income markets were flat during the fiscal year as rates normalized from deep lows of the pandemic. Inflation protected securities outperformed comparable treasury securities as the treasury bonds repriced for higher expected inflation. The rise in global bond yields over the past year is consistent with stronger than expected inflation data. The Adviser determined that Treasury Inflation Protected Securities (“TIPS”) real yields had reached unattractive levels relative to the state of the economy and decided to replace the TIPS exposure with short term governments as a temporary defensive measure. In the event, inflation breakeven rose slightly and the Portfolio underperformed its benchmark. The Adviser continues to believe that TIPS real yields make nominal short-dated Treasuries a superior risk-reward alternative.
1 | The Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index is an index generally consisting of all inflation-protection securities issued by the U.S. Treasury. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, Parametric Portfolio Associates, LLC was also under contract to manage the Portfolio but did not have assets allocated to it. |
27
The chart represents historical performance of a hypothetical investment of $10,000 in The Inflation Protected Securities Portfolio from 4/3/14 to 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Inflation Protected Securities Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.17%
HC Advisors Shares 0.42%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
28
The U.S. Corporate Fixed Income Securities Portfolio
(Unaudited)
The U.S. Corporate Fixed Income Securities Portfolio (the “Portfolio”) managed by Agincourt Capital Management, LLC (“Agincourt”) returned 3.21% compared to 3.30% for the Bloomberg Barclays U.S. Corporate Bond Index1 and 3.66% for the average fixed income manager in the Lipper2 universe of Corporate Debt Funds BBB-Rated Funds.3 Agincourt underperformed the benchmark by approximately 0.04%, due to fees and expenses. The Adviser also directed the investment of a portion of the Portfolio’s assets in private loan participation vehicles that contributed positively to performance.
1 | The Bloomberg Barclays U.S. Corporate Bond Index covers USD denominated, investment-grade, fixed-rate, taxable securities sold by industrial, utility and financial issuers. It includes publicly issued U.S. corporate and foreign debentures and secured notes that meet specified maturity, liquidity and quality requirements. Securities in the index roll up to the U.S. Credit and U.S. Aggregate indices. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, Mellon Investments Corporation, Pacific Investment Management Company, LLC and Parametric Portfolio Associates, LLC were also under contract to manage the Portfolio but did not have assets allocated to them. |
29
The chart represents historical performance of a hypothetical investment of $10,000 in The U.S. Corporate Fixed Income Securities Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Bloomberg Barclays U.S. Corporate Bond Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The U.S. Corporate Fixed Income Securities Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.21%
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
30
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
(Unaudited)
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio (the “Portfolio”) managed by Mellon Investments Corporation returned -0.51% compared to -0.20% for the Bloomberg Barclays U.S. Securitized Index1 and 1.81% for the average fixed income manager in the Lipper2 universe of U.S. Mortgage Funds.3
The bond market posted negative performance for the fiscal year as rates rose from extremely low levels during the COVID pandemic. The rise in global bond yields over the past year is consistent with stronger inflation trends and stronger growth.
The Portfolio is structured to simulate the performance of the benchmark. As such the Portfolio maintains aggregate characteristics – duration, weighted average yield-to-maturity, and average credit quality in line with the benchmark. The Portfolio holds a subset of the securities represented in the benchmark and as a result the underperformance after fees and expenses is attributable to the tracking error of not holding every security in the index.
1 | The Bloomberg Barclays U.S. Securitized Index is an index that tracks the performance of mortgage-backed pass through securities issued by Ginnie Mae, Fannie Mae and Freddie Mac, investment-grade bonds and asset-backed securities. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, Pacific Investment Management Company, LLC and Parametric Portfolio Associates, LLC were also under contract to manage the Portfolio but did not have assets allocated to them. |
31
The chart represents historical performance of a hypothetical investment of $10,000 in The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Bloomberg Barclays U.S. Securitized Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.25%
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
32
The Short-Term Municipal Bond Portfolio
(Unaudited)
The Short-Term Municipal Bond Portfolio (the “Portfolio”) managed by Breckinridge Capital Advisors, Inc. returned 0.51% for the fiscal year compared to 1.02% for the ICE BofA Merrill Lynch 1-3 Year Municipal Index1 and 1.29% for the average manager in the Lipper2 universe of Short Municipal Debt Funds.
The Portfolio underperformed its benchmark and its peer group due to an emphasis on the highest quality securities which underperformed a strong market for lower quality securities.
1 | The ICE BofA Merrill Lynch 1-3 Year Municipal Index is an equal-weighted index that tracks the total return performance of the domestic U.S. municipal market. The index consists of investment grade, publicly traded, fixed-rate and coupon bearing municipal securities with a maturity of one to three years. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that organization compiles performance on mutual funds and further categorizes them by investment objective. |
33
The chart represents historical performance of a hypothetical investment of $10,000 in The Short-Term Municipal Bond Portfolio for the 10-year period ended 6/30/2021, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the ICE BofA Merrill Lynch 1-3 Year Municipal Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Short-Term Municipal Bond Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.28%
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
34
The Intermediate Term Municipal Bond Portfolio
(Unaudited)
The Intermediate Term Municipal Bond Portfolio managed by Mellon Investments Corporation (“Mellon”) returned 2.70% for the fiscal year compared to 2.67% for the Bloomberg Barclays 3-10 Year Blend (2-12) Total Return Index Unhedged1, 3.33% for the Bloomberg Barclays 3-15 Year Blend Municipal Index2 and 4.55% for the average manager in the Lipper3 Intermediate Municipal Debt Funds universe.4
The Mellon strategy underperformed the benchmark during the twelve-month reporting period. An overweight to revenue bonds compared to general obligation bonds, and an underweight to higher rated issues were detractors contributing to the underperformance during the fiscal year.
1 | Effective at the close of business October 31, 2020, the Portfolio changed its benchmark to the Bloomberg Barclays 3-10 Year Blend (2-12) Total Return Index Unhedged to reflect intermediate municipal securities represented by the range of maturities that have narrowed to 3-10 years. The Bloomberg Barclays 3-10 Year Blend (2-12) Total Return Index is an index composed of bonds with maturities ranging between 2 and 12 years. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | The Bloomberg Barclays 3-15 Year Blend Municipal Index is an index composed of tax-exempt bonds with maturities ranging between 2 and 17 years. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
3 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
4 | During the fiscal year, Breckinridge Capital Advisors, Inc., City of London Investment Management Company, Limited and Parametric Portfolio Associates, LLC were also under contract to manage the Portfolio but did not have assets allocated to them. |
35
The chart represents historical performance of a hypothetical investment of $10,000 in The Intermediate Term Municipal Bond Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Bloomberg Barclays 3-10 Year Blend (2-12) Total Return Index Unhedged and the Bloomberg Barclays 3-15 Year Blend Municipal Index. The indices are unmanaged and do not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Intermediate Term Municipal Bond Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.30%
HC Advisors Shares 0.55%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
36
The Intermediate Term Municipal Bond II Portfolio
(Unaudited)
The Intermediate Term Municipal Bond II Portfolio (the “Portfolio”) managed by Breckinridge Capital Advisors, Inc. (“Breckinridge”) and City of London Investment Management Company, Limited (“City of London”) returned 2.92% compared to 1.76% for the Bloomberg Barclays 5-Year General Obligation Municipal Index1 and 4.55% for average manager in the Lipper2 Intermediate Municipal Debt Funds universe.3
The Breckinridge strategy underperformed the benchmark and outperformed the peer universe. The Portfolio’s higher quality bias modestly detracted from performance, which was offset by a modest contribution from security selection. Breckinridge maintains a diversified portfolio structure invested only in high-grade, intermediate-term municipal bonds.
The Adviser allocated a portion of the Portfolio’s assets to City of London in January. City of London manages a portfolio of closed-end municipal funds which has performed strongly as discounts to net asset value have narrowed.
1 | The Bloomberg Barclays 5-Year General Obligation Municipal Index is an index generally representative of investment grade fixed rate debt obligations issued by state and local government entities, with maturities of no more than six years. This index is unmanaged, thus the index results do not reflect the impact of expenses associated with any investment in securities, such as brokerage commission or other transaction costs. Benchmark performance is shown for comparison purposes only, as it is not possible to invest directly in a securities index. |
2 | Lipper, Inc. is an independent statistical monitoring organization that compiles performance on mutual funds and further categorizes them by investment objective. |
3 | During the fiscal year, Parametric Portfolio Associates, LLC was also under contract to manage the Portfolio but did not have assets allocated to it. |
37
The chart represents historical performance of a hypothetical investment of $10,000 in The Intermediate Term Municipal Bond II Portfolio for the 10-year period ended 6/30/21, and represents the reinvestment of dividends and capital gains in the Portfolio.
Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal value will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than the original cost. To obtain performance information current to the most recent month end, please call (800) 242-9596.
The Portfolio’s performance above is compared to the Bloomberg Barclays 5-Year General Obligation Municipal Index. The index is unmanaged and does not reflect the deduction of fees associated with a mutual fund, such as investment management and fund accounting fees, or the deduction of taxes. An investor cannot invest directly in an index. The performance of The Intermediate Term Municipal Bond II Portfolio reflects the deduction of fees for these value-added services, but does not reflect the deduction of taxes that a shareholder would pay on the Portfolio’s distributions or redemptions of the Portfolio’s shares.
Expense Ratio
HC Strategic Shares 0.29%
HC Advisors Shares 0.54%1
1 | HC Advisors Shares include Distribution Plan fees of 0.25% which are voluntarily waived by the Adviser. Such waiver is not reflected in the expense ratio shown. |
This information is included in the most current prospectus available to current and prospective shareholders of the Portfolio. Additional information pertaining to the June 30, 2021, expense ratios can be found in the financial highlights.
38
Conclusion
The performance of the Portfolios for the fiscal year was consistent with our expectations. Our view of global equities is approximately neutral. Forward estimates of earnings have risen sharply with the overall recovery of the global economy. While current forward-looking multiples of earnings are elevated relative to history, interest rates remain at exceptionally unattractive levels. Given the strong impetus to continued growth from both fiscal and monetary measure, we believe that global equities merit a full allocation.
We continue to seek to broaden the opportunity set of investment portfolios available to our clients for fulfilling their asset allocation and investment policy objectives. We also continue to maintain a comprehensive dual-track, investment management and compliance review and due diligence processes to identify, select, implement, monitor and manage the investment managers and investment strategies we employ within each Portfolio.
Finally, we are constantly seeking ways to improve our management of each Portfolio. The volatility overlay we implemented last year in a number of the Portfolios to capture the volatility risk premium has been effective. We continue to explore new strategies that exploit more differentiated opportunities among factor-based investment styles.
As ever, we appreciate your continued trust and confidence.
HC Capital Solutions
39
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks — 99.23% | ||||||||
Aerospace & Defense — 1.45% | ||||||||
3,065 | HEICO Corp. | $ | 427 | |||||
1,057 | L3Harris Technologies, Inc. | 228 | ||||||
5,411 | Lockheed Martin Corp. | 2,047 | ||||||
747 | Northrop Grumman Corp. | 271 | ||||||
18,437 | Raytheon Technologies Corp. | 1,573 | ||||||
5,330 | Spirit Aerosystems Holdings, Inc., Class - A | 252 | ||||||
431 | Teledyne Technologies, Inc.(a) | 181 | ||||||
8,457 | The Boeing Co.(a) | 2,026 | ||||||
4,528 | TransDigm Group, Inc.(a) | 2,931 | ||||||
3,348 | Virgin Galactic Holdings, Inc.(a) | 154 | ||||||
10,090 | ||||||||
Air Freight & Logistics — 0.75% | ||||||||
305 | Expeditors International of Washington, Inc. | 39 | ||||||
4,786 | FedEx Corp. | 1,428 | ||||||
16,845 | United Parcel Service, Inc., Class - B | 3,503 | ||||||
1,886 | XPO Logistics, Inc.(a) | 264 | ||||||
5,234 | ||||||||
Airlines — 0.26% | ||||||||
2,805 | Alaska Air Group, Inc.(a) | 169 | ||||||
2,097 | Copa Holdings SA, Class - A(a) | 158 | ||||||
14,331 | Delta Air Lines, Inc.(a) | 620 | ||||||
9,365 | JetBlue Airways Corp.(a) | 157 | ||||||
10,506 | Southwest Airlines Co.(a) | 558 | ||||||
3,333 | United Airlines Holdings, Inc.(a) | 174 | ||||||
1,836 | ||||||||
Auto Components — 0.43% | ||||||||
585 | Gentex Corp. | 19 | ||||||
12,500 | Lear Corp. | 2,191 | ||||||
4,770 | QuantumScape Corp.(a) | 140 | ||||||
37,827 | The Goodyear Tire & Rubber Co.(a) | 649 | ||||||
2,999 | ||||||||
Automobiles — 1.24% | ||||||||
7,064 | General Motors Co.(a) | 418 | ||||||
12,130 | Tesla, Inc.(a) | 8,245 | ||||||
8,663 | ||||||||
Banks — 4.34% | ||||||||
232,714 | Bank of America Corp. | 9,594 | ||||||
16,687 | Bank OZK | 704 | ||||||
18,854 | Citigroup, Inc. | 1,334 | ||||||
1,826 | Citizens Financial Group, Inc. | 84 | ||||||
15,989 | Comerica, Inc. | 1,141 | ||||||
596 | Commerce Bancshares, Inc. | 44 | ||||||
1,552 | Cullen/Frost Bankers, Inc. | 174 | ||||||
3,013 | East West Bancorp, Inc. | 216 | ||||||
13,076 | Fifth Third Bancorp | 500 | ||||||
6,815 | First Hawaiian, Inc. | 193 | ||||||
1,892 | First Republic Bank | 354 |
Shares | Security Description | Value | ||||||
Banks (continued) | ||||||||
41,225 | Huntington Bancshares, Inc. | $ | 588 | |||||
52,407 | JPMorgan Chase & Co. | 8,150 | ||||||
17,314 | KeyCorp | 358 | ||||||
2,282 | M&T Bank Corp. | 332 | ||||||
10,303 | People’s United Financial, Inc. | 177 | ||||||
8,270 | PNC Financial Services Group, Inc. | 1,578 | ||||||
710 | SVB Financial Group(a) | 395 | ||||||
42,174 | Synovus Financial Corp. | 1,850 | ||||||
32,258 | Truist Financial Corp. | 1,790 | ||||||
9,426 | Umpqua Holdings Corp. | 174 | ||||||
9,321 | Zions Bancorp NA | 493 | ||||||
30,223 | ||||||||
Beverages — 1.52% | ||||||||
4,600 | Brown-Forman Corp., Class - B | 345 | ||||||
2,846 | Constellation Brands, Inc., Class - A | 666 | ||||||
6,891 | Keurig Dr Pepper, Inc. | 243 | ||||||
4,530 | Monster Beverage Corp.(a) | 414 | ||||||
28,839 | PepsiCo, Inc. | 4,273 | ||||||
85,987 | The Coca-Cola Co. | 4,652 | ||||||
10,593 | ||||||||
Biotechnology — 2.48% | ||||||||
34,760 | AbbVie, Inc. | 3,915 | ||||||
8,886 | Agios Pharmaceuticals, Inc.(a) | 490 | ||||||
3,793 | Alexion Pharmaceuticals, Inc.(a) | 697 | ||||||
2,223 | Alnylam Pharmaceuticals, Inc.(a) | 377 | ||||||
16,160 | Amgen, Inc. | 3,938 | ||||||
2,901 | Biogen, Inc.(a) | 1,005 | ||||||
1,560 | Exact Sciences Corp.(a) | 194 | ||||||
5,525 | Iovance Biotherapeutics, Inc.(a) | 144 | ||||||
3,298 | Moderna, Inc.(a) | 775 | ||||||
712 | Novavax, Inc.(a) | 151 | ||||||
5,614 | Sage Therapeutics, Inc.(a) | 319 | ||||||
1,744 | Sarepta Therapeutics, Inc.(a) | 136 | ||||||
8,247 | Seagen, Inc.(a) | 1,302 | ||||||
17,938 | United Therapeutics Corp.(a) | 3,218 | ||||||
3,143 | Vertex Pharmaceuticals, Inc.(a) | 634 | ||||||
17,295 | ||||||||
Building Products — 0.65% | ||||||||
10,045 | A.O. Smith Corp. | 724 | ||||||
21,311 | Carrier Global Corp. | 1,036 | ||||||
13,273 | Johnson Controls International PLC | 911 | ||||||
6,549 | Masco Corp. | 386 | ||||||
7,831 | Trane Technologies PLC | 1,441 | ||||||
4,498 | ||||||||
Capital Markets — 2.55% | ||||||||
4,496 | Affiliated Managers Group, Inc. | 693 | ||||||
2,506 | Ameriprise Financial, Inc. | 624 | ||||||
2,656 | Ares Management Corp., Class - A | 169 |
See accompanying notes to financial statements.
40
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Capital Markets (continued) | ||||||||
4,582 | BlackRock, Inc., Class - A | $ | 4,008 | |||||
1,669 | CME Group, Inc. | 355 | ||||||
4,721 | Evercore, Inc., Class - A | 665 | ||||||
16,955 | Franklin Resources, Inc. | 542 | ||||||
2,293 | Interactive Brokers Group, Inc., Class - A | 151 | ||||||
1,491 | Intercontinental Exchange, Inc. | 177 | ||||||
9,972 | Invesco Ltd. | 267 | ||||||
9,493 | KKR & Co., Inc., Class - A | 562 | ||||||
20,369 | Morgan Stanley | 1,868 | ||||||
686 | Morningstar, Inc. | 176 | ||||||
629 | Nasdaq, Inc. | 111 | ||||||
3,423 | Northern Trust Corp. | 396 | ||||||
7,695 | State Street Corp. | 633 | ||||||
7,780 | T. Rowe Price Group, Inc. | 1,540 | ||||||
25,629 | The Charles Schwab Corp. | 1,866 | ||||||
7,506 | The Goldman Sachs Group, Inc. | 2,849 | ||||||
4,599 | Virtu Financial, Inc., Class - A | 127 | ||||||
17,779 | ||||||||
Chemicals — 1.66% | ||||||||
9,871 | Air Products & Chemicals, Inc. | 2,840 | ||||||
4,923 | Axalta Coating Systems Ltd.(a) | 150 | ||||||
1,640 | Celanese Corp., Series A | 249 | ||||||
47,387 | CF Industries Holdings, Inc. | 2,438 | ||||||
9,311 | Corteva, Inc. | 413 | ||||||
9,217 | Dow, Inc. | 583 | ||||||
13,149 | DuPont de Nemours, Inc. | 1,018 | ||||||
2,375 | Huntsman Corp. | 63 | ||||||
1,665 | Linde PLC | 481 | ||||||
7,173 | LyondellBasell Industries N.V., Class - A | 738 | ||||||
24,876 | Olin Corp. | 1,151 | ||||||
6,716 | PPG Industries, Inc. | 1,140 | ||||||
1,538 | The Scotts Miracle-Gro Co. | 295 | ||||||
11,559 | ||||||||
Commercial Services & Supplies — 0.95% | ||||||||
11,948 | Clean Harbors, Inc.(a) | 1,113 | ||||||
27,349 | Copart, Inc.(a) | 3,604 | ||||||
3,003 | IAA, Inc.(a) | 164 | ||||||
3,003 | KAR Auction Services, Inc.(a) | 53 | ||||||
1,270 | Republic Services, Inc. | 140 | ||||||
2,747 | Stericycle, Inc.(a) | 197 | ||||||
9,682 | Waste Management, Inc. | 1,357 | ||||||
6,628 | ||||||||
Communications Equipment — 0.81% | ||||||||
90,637 | Cisco Systems, Inc. | 4,804 | ||||||
31,124 | Commscope Holding, Inc.(a) | 663 | ||||||
774 | Motorola Solutions, Inc. | 168 | ||||||
5,635 |
Shares | Security Description | Value | ||||||
Construction & Engineering — 0.08% | ||||||||
3,578 | AECOM(a) | $ | 226 | |||||
841 | Arcosa, Inc. | 49 | ||||||
717 | Jacobs Engineering Group, Inc. | 96 | ||||||
2,295 | Quanta Services, Inc. | 208 | ||||||
579 | ||||||||
Construction Materials — 0.13% | ||||||||
1,351 | Martin Marietta Materials, Inc. | 475 | ||||||
2,578 | Vulcan Materials Co. | 449 | ||||||
�� | 924 | |||||||
Consumer Finance — 1.17% | ||||||||
20,867 | American Express Co. | 3,447 | ||||||
20,025 | Capital One Financial Corp. | 3,098 | ||||||
6,409 | Discover Financial Services | 758 | ||||||
14,450 | OneMain Holdings, Inc. | 866 | ||||||
8,169 | ||||||||
Containers & Packaging — 0.46% | ||||||||
10,307 | Amcor PLC | 118 | ||||||
262 | AptarGroup, Inc. | 37 | ||||||
27 | Avery Dennison Corp. | 6 | ||||||
22,939 | Ball Corp. | 1,859 | ||||||
10,608 | International Paper Co. | 650 | ||||||
2,050 | Packaging Corporation of America | 278 | ||||||
2,320 | Silgan Holdings, Inc. | 96 | ||||||
2,452 | Sonoco Products Co. | 164 | ||||||
3,208 | ||||||||
Distributors — 0.07% | ||||||||
3,827 | Genuine Parts Co. | 484 | ||||||
Diversified Consumer Services — 0.32% | ||||||||
12,786 | Bright Horizons Family Solutions, Inc.(a) | 1,881 | ||||||
7,498 | H&R Block, Inc. | 176 | ||||||
3,097 | Service Corp. International | 166 | ||||||
2,223 | ||||||||
Diversified Financial Services — 0.99% | ||||||||
21,024 | Berkshire Hathaway, Inc., Class - B(a) | 5,843 | ||||||
14,613 | Equitable Holdings, Inc. | 445 | ||||||
17,093 | Jefferies Financial Group, Inc. | 585 | ||||||
6,873 | ||||||||
Diversified Telecommunication Services — 0.71% | ||||||||
52,096 | AT&T, Inc. | 1,499 | ||||||
50,123 | Lumen Technologies, Inc. | 681 | ||||||
48,924 | Verizon Communications, Inc. | 2,742 | ||||||
4,922 | ||||||||
Electric Utilities — 1.40% | ||||||||
1,604 | Alliant Energy Corp. | 89 | ||||||
30,034 | American Electric Power Co., Inc. | 2,541 | ||||||
7,685 | Duke Energy Corp. | 759 | ||||||
1,914 | Edison International | 111 |
See accompanying notes to financial statements.
41
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Electric Utilities (continued) | ||||||||
9,746 | Eversource Energy | $ | 782 | |||||
9,106 | Exelon Corp. | 403 | ||||||
3,311 | Hawaiian Electric Industries, Inc. | 140 | ||||||
35,480 | NextEra Energy, Inc. | 2,599 | ||||||
12,361 | PG&E Corp.(a) | 126 | ||||||
32,159 | The Southern Co. | 1,946 | ||||||
4,017 | Xcel Energy, Inc. | 265 | ||||||
9,761 | ||||||||
Electrical Equipment — 0.69% | ||||||||
3,350 | AMETEK, Inc. | 447 | ||||||
12,355 | Eaton Corp. PLC | 1,832 | ||||||
16,658 | Emerson Electric Co. | 1,603 | ||||||
803 | Enphase Energy, Inc.(a) | 147 | ||||||
4,041 | Plug Power, Inc.(a) | 138 | ||||||
3,984 | Regal-Beloit Corp. | 532 | ||||||
2,447 | Sunrun, Inc.(a) | 136 | ||||||
4,835 | ||||||||
Electronic Equipment, Instruments & Components — 0.04% | ||||||||
769 | Arrow Electronics, Inc.(a) | 88 | ||||||
512 | Dolby Laboratories, Inc., Class - A | 50 | ||||||
1,050 | Keysight Technologies, Inc.(a) | 162 | ||||||
300 | ||||||||
Energy Equipment & Services — 0.70% | ||||||||
26,930 | Halliburton Co. | 623 | ||||||
12,675 | Helmerich & Payne, Inc. | 414 | ||||||
251,709 | Patterson-UTI Energy, Inc. | 2,501 | ||||||
42,009 | Schlumberger Ltd. | 1,345 | ||||||
4,883 | ||||||||
Entertainment — 1.57% | ||||||||
2,063 | Activision Blizzard, Inc. | 197 | ||||||
2,970 | Liberty Media Corp. - Liberty Formula One, Class - C(a) | 143 | ||||||
1,526 | Live Nation Entertainment, Inc.(a) | 134 | ||||||
7,509 | Netflix, Inc.(a) | 3,966 | ||||||
457 | Spotify Technology SA(a) | 126 | ||||||
36,143 | The Walt Disney Co.(a) | 6,353 | ||||||
10,919 | ||||||||
Equity Real Estate Investment Trusts — 2.72% | ||||||||
992 | Alexandria Real Estate Equities, Inc. | 180 | ||||||
3,172 | American Campus Communities, Inc. | 148 | ||||||
3,688 | American Homes 4 Rent, Class - A | 143 | ||||||
5,297 | American Tower Corp. | 1,431 | ||||||
566 | Apartment Income REIT Corp. | 27 | ||||||
2,773 | Boston Properties, Inc. | 318 | ||||||
27,975 | Brixmor Property Group, Inc. | 640 | ||||||
7,024 | Camden Property Trust | 932 | ||||||
4,700 | Corporate Office Properties Trust | 132 |
Shares | Security Description | Value | ||||||
Equity Real Estate Investment Trusts (continued) | ||||||||
7,417 | Crown Castle International Corp. | $ | 1,446 | |||||
5,913 | CubeSmart | 274 | ||||||
1,783 | CyrusOne, Inc. | 128 | ||||||
968 | Digital Realty Trust, Inc. | 146 | ||||||
6,566 | Duke Realty Corp. | 311 | ||||||
25,003 | Empire State Realty Trust, Inc. | 300 | ||||||
726 | Equinix, Inc. | 583 | ||||||
2,122 | Equity Lifestyle Properties, Inc. | 158 | ||||||
507 | Essex Property Trust, Inc. | 152 | ||||||
2,294 | Extra Space Storage, Inc. | 376 | ||||||
1,385 | Federal Realty Investment Trust | 162 | ||||||
26,253 | Healthcare Trust of America, Inc., Class - A | 701 | ||||||
12,588 | Healthpeak Properties, Inc. | 419 | ||||||
25,091 | Host Hotels & Resorts, Inc.(a) | 429 | ||||||
10,627 | Invitation Homes, Inc. | 396 | ||||||
5,259 | Iron Mountain, Inc. | 223 | ||||||
4,087 | JBG SMITH Properties | 129 | ||||||
846 | Lamar Advertising Co., Class - A | 88 | ||||||
3,183 | Life Storage, Inc. | 342 | ||||||
6,040 | Medical Properties Trust, Inc. | 121 | ||||||
2,029 | Mid-America Apartment Communities, Inc. | 342 | ||||||
2,890 | Omega Healthcare Investors, Inc. | 105 | ||||||
15,065 | Paramount Group, Inc. | 152 | ||||||
10,542 | Prologis, Inc. | 1,260 | ||||||
2,688 | Public Storage | 808 | ||||||
19,572 | Realty Income Corp. | 1,306 | ||||||
6,543 | Rexford Industrial Realty, Inc. | 373 | ||||||
37,420 | Service Properties Trust | 471 | ||||||
1,033 | Simon Property Group, Inc. | 135 | ||||||
1,702 | SL Green Realty Corp. | 136 | ||||||
1,367 | Sun Communities, Inc. | 234 | ||||||
35,601 | The Macerich Co. | 650 | ||||||
4,609 | UDR, Inc. | 226 | ||||||
2,307 | Ventas, Inc. | 132 | ||||||
8,362 | VICI Properties, Inc. | 259 | ||||||
16,526 | Vornado Realty Trust | 771 | ||||||
15,025 | Weingarten Realty Investors | 482 | ||||||
1,917 | Welltower, Inc. | 159 | ||||||
1,573 | WP Carey, Inc. | 117 | ||||||
18,953 | ||||||||
Food & Staples Retailing — 1.06% | ||||||||
3,254 | Casey’s General Stores, Inc. | 633 | ||||||
1,943 | Costco Wholesale Corp. | 769 | ||||||
9,412 | Sysco Corp. | 732 | ||||||
9,040 | The Kroger Co. | 346 | ||||||
34,781 | Walmart, Inc. | 4,905 | ||||||
7,385 |
See accompanying notes to financial statements.
42
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Food Products — 0.87% | ||||||||
13,782 | Archer-Daniels-Midland Co. | $ | 836 | |||||
928 | Beyond Meat, Inc.(a) | 146 | ||||||
3,551 | Campbell Soup Co. | 162 | ||||||
16,807 | Conagra Brands, Inc. | 611 | ||||||
5,689 | Flowers Foods, Inc. | 138 | ||||||
12,760 | General Mills, Inc. | 777 | ||||||
2,450 | Hormel Foods Corp. | 117 | ||||||
10,284 | Kellogg Co. | 662 | ||||||
3,010 | Lamb Weston Holding, Inc. | 243 | ||||||
9,502 | Mondelez International, Inc., Class - A | 593 | ||||||
1,277 | Post Holdings, Inc.(a) | 139 | ||||||
6,350 | The Hain Celestial Group, Inc.(a) | 255 | ||||||
1,964 | The Hershey Co. | 342 | ||||||
13,887 | The Kraft Heinz Co. | 566 | ||||||
6,256 | Tyson Foods, Inc., Class - A | 461 | ||||||
6,048 | ||||||||
Gas Utilities — 0.01% | ||||||||
808 | Atmos Energy Corp. | 78 | ||||||
Health Care Equipment & Supplies — 2.83% | ||||||||
48,674 | Abbott Laboratories | 5,642 | ||||||
1,636 | Align Technology, Inc.(a) | 1,000 | ||||||
2,461 | Baxter International, Inc. | 198 | ||||||
4,797 | Becton, Dickinson & Co. | 1,167 | ||||||
3,501 | Danaher Corp. | 940 | ||||||
5,780 | DENTSPLY SIRONA, Inc. | 366 | ||||||
773 | Dexcom, Inc.(a) | 330 | ||||||
2,250 | Edwards Lifesciences Corp.(a) | 233 | ||||||
699 | ICU Medical, Inc.(a) | 144 | ||||||
1,653 | IDEXX Laboratories, Inc.(a) | 1,044 | ||||||
573 | Intuitive Surgical, Inc.(a) | 527 | ||||||
39,271 | Medtronic PLC | 4,874 | ||||||
3,499 | Penumbra, Inc.(a) | 959 | ||||||
1,498 | STERIS PLC | 309 | ||||||
6,183 | Stryker Corp. | 1,606 | ||||||
212 | Teleflex, Inc. | 85 | ||||||
352 | The Cooper Companies, Inc. | 139 | ||||||
812 | Zimmer Biomet Holdings, Inc. | 131 | ||||||
19,694 | ||||||||
Health Care Providers & Services — 2.48% | ||||||||
3,127 | AmerisourceBergen Corp. | 358 | ||||||
4,252 | Anthem, Inc. | 1,623 | ||||||
24,101 | Centene Corp.(a) | 1,758 | ||||||
12,651 | Cigna Corp. | 2,999 | ||||||
14,322 | CVS Health Corp. | 1,195 | ||||||
1,535 | DaVita, Inc.(a) | 185 | ||||||
2,167 | Encompass Health Corp. | 169 | ||||||
1,483 | Guardant Health, Inc.(a) | 184 |
Shares | Security Description | Value | ||||||
Health Care Providers & Services (continued) | ||||||||
4,756 | HCA Healthcare, Inc. | $ | 983 | |||||
2,789 | Humana, Inc. | 1,235 | ||||||
2,131 | Laboratory Corporation of America Holdings(a) | 588 | ||||||
4,072 | McKesson Corp. | 779 | ||||||
992 | Molina Heathcare, Inc.(a) | 251 | ||||||
2,928 | Quest Diagnostics, Inc. | 386 | ||||||
11,048 | UnitedHealth Group, Inc. | 4,425 | ||||||
1,312 | Universal Health Services, Inc., Class - B | 192 | ||||||
17,310 | ||||||||
Health Care Technology — 0.61% | ||||||||
1,939 | Cerner Corp. | 152 | ||||||
2,460 | Teladoc Health, Inc.(a) | 409 | ||||||
11,861 | Veeva Systems, Inc., Class - A(a) | 3,688 | ||||||
4,249 | ||||||||
Hotels, Restaurants & Leisure — 1.70% | ||||||||
1,325 | Caesars Entertainment, Inc.(a) | 137 | ||||||
14,299 | Carnival Corp.(a) | 377 | ||||||
2,249 | Darden Restaurants, Inc. | 328 | ||||||
5,098 | DraftKings, Inc., Class - A(a) | 266 | ||||||
148 | Hilton Worldwide Holdings, Inc.(a) | 18 | ||||||
1,894 | Hyatt Hotels Corp., Class - A(a) | 147 | ||||||
10,799 | Las Vegas Sands Corp.(a) | 569 | ||||||
1,434 | Marriott International, Inc., Class - A(a) | 196 | ||||||
20,166 | McDonald’s Corp. | 4,657 | ||||||
25,451 | Norwegian Cruise Line Holdings Ltd.(a) | 749 | ||||||
1,779 | Penn National Gaming, Inc.(a) | 136 | ||||||
3,679 | Royal Caribbean Cruises Ltd.(a) | 314 | ||||||
5,125 | Six Flags Entertainment Corp.(a) | 222 | ||||||
30,827 | Starbucks Corp. | 3,447 | ||||||
546 | Vail Resorts, Inc.(a) | 173 | ||||||
1,085 | Wynn Resorts Ltd.(a) | 133 | ||||||
11,869 | ||||||||
Household Durables — 0.46% | ||||||||
3,443 | D.R. Horton, Inc. | 311 | ||||||
3,121 | Garmin Ltd. | 451 | ||||||
3,252 | Leggett & Platt, Inc. | 168 | ||||||
6,964 | Lennar Corp., Class - A | 692 | ||||||
83 | Lennar Corp., Class - B | 7 | ||||||
4,132 | PulteGroup, Inc. | 225 | ||||||
710 | Roku, Inc.(a) | 326 | ||||||
17,676 | Toll Brothers, Inc. | 1,023 | ||||||
3,203 | ||||||||
Household Products — 1.50% | ||||||||
2,171 | Church & Dwight Co., Inc. | 185 | ||||||
18,737 | Kimberly-Clark Corp. | 2,507 | ||||||
428 | Spectrum Brands Holdings, Inc. | 36 | ||||||
1,218 | The Clorox Co. | 219 |
See accompanying notes to financial statements.
43
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Household Products (continued) | ||||||||
55,605 | The Procter & Gamble Co. | $ | 7,503 | |||||
10,450 | ||||||||
Industrial Conglomerates — 0.85% | ||||||||
12,155 | 3M Co. | 2,414 | ||||||
16,050 | Honeywell International, Inc. | 3,521 | ||||||
41 | Roper Technologies, Inc. | 19 | ||||||
5,954 | ||||||||
Insurance — 1.86% | ||||||||
23,465 | Aflac, Inc. | 1,259 | ||||||
560 | Aon PLC, Class - A | 134 | ||||||
3,483 | Arthur J. Gallagher & Co. | 488 | ||||||
1,195 | Assurant, Inc. | 187 | ||||||
2,312 | AXIS Capital Holdings Ltd. | 113 | ||||||
1,344 | Brown & Brown, Inc. | 71 | ||||||
3,252 | Cincinnati Financial Corp. | 379 | ||||||
52,976 | Fidelity National Financial, Inc. | 2,302 | ||||||
1,269 | Lemonade, Inc.(a) | 139 | ||||||
9,177 | Lincoln National Corp. | 577 | ||||||
2,577 | Marsh & McLennan Companies, Inc. | 363 | ||||||
2,536 | Mercury General Corp. | 165 | ||||||
26,353 | MetLife, Inc. | 1,577 | ||||||
7,077 | Old Republic International Corp. | 176 | ||||||
6,114 | Prudential Financial, Inc. | 627 | ||||||
26,534 | The Allstate Corp. | 3,461 | ||||||
2,945 | The Progressive Corp. | 289 | ||||||
2,164 | W.R. Berkley Corp. | 161 | ||||||
2,293 | Willis Towers Watson PLC | 527 | ||||||
12,995 | ||||||||
Interactive Media & Services — 6.54% | ||||||||
6,329 | Alphabet, Inc., Class - A(a) | 15,454 | ||||||
4,583 | Alphabet, Inc., Class - C(a) | 11,486 | ||||||
51,914 | Facebook, Inc., Class - A(a) | 18,051 | ||||||
2,092 | Twitter, Inc.(a) | 144 | ||||||
3,559 | Zillow Group, Inc., Class - C(a) | 435 | ||||||
45,570 | ||||||||
Internet & Direct Marketing Retail — 4.09% | ||||||||
7,971 | Amazon.com, Inc.(a) | 27,422 | ||||||
15,824 | eBay, Inc. | 1,111 | ||||||
28,533 | ||||||||
IT Services — 5.32% | ||||||||
2,831 | Accenture PLC, Class - A | 835 | ||||||
2,108 | Akamai Technologies, Inc.(a) | 246 | ||||||
1,853 | Cognizant Technology Solutions Corp. | 128 | ||||||
9,028 | EPAM Systems, Inc.(a) | 4,613 | ||||||
642 | Fidelity National Information Services, Inc. | 91 | ||||||
22,431 | GoDaddy, Inc., Class - A(a) | 1,951 | ||||||
1,829 | Leidos Holdings, Inc. | 185 |
Shares | Security Description | Value | ||||||
IT Services (continued) | ||||||||
18,311 | MasterCard, Inc., Class - A | $ | 6,685 | |||||
14,603 | Okta, Inc.(a) | 3,573 | ||||||
6,910 | Paychex, Inc. | 741 | ||||||
34,290 | PayPal Holdings, Inc.(a) | 9,995 | ||||||
974 | Square, Inc., Class - A(a) | 237 | ||||||
10,501 | The Western Union Co. | 241 | ||||||
2,174 | Twilio, Inc., Class - A(a) | 857 | ||||||
5,412 | VeriSign, Inc.(a) | 1,232 | ||||||
23,246 | Visa, Inc., Class - A | 5,435 | ||||||
43 | WEX, Inc.(a) | 8 | ||||||
37,053 | ||||||||
Leisure Products — 0.18% | ||||||||
1,780 | Brunswick Corp. | 177 | ||||||
2,849 | Hasbro, Inc. | 269 | ||||||
10,271 | Mattel, Inc.(a) | 206 | ||||||
1,164 | Peloton Interactive, Inc., Class - A(a) | 144 | ||||||
3,276 | Polaris, Inc. | 450 | ||||||
1,246 | ||||||||
Life Sciences Tools & Services — 1.06% | ||||||||
4,371 | Agilent Technologies, Inc. | 646 | ||||||
398 | Bio-Rad Laboratories, Inc., Class - A(a) | 256 | ||||||
1,294 | Bruker Corp. | 98 | ||||||
438 | Charles River Laboratories International, Inc.(a) | 162 | ||||||
710 | IQVIA Holdings, Inc.(a) | 172 | ||||||
2,796 | Mettler-Toledo International, Inc.(a) | 3,874 | ||||||
485 | PerkinElmer, Inc. | 75 | ||||||
2,339 | QIAGEN N.V.(a) | 113 | ||||||
3,456 | Thermo Fisher Scientific, Inc. | 1,744 | ||||||
720 | Waters Corp.(a) | 249 | ||||||
7,389 | ||||||||
Machinery — 1.61% | ||||||||
11,054 | AGCO Corp. | 1,441 | ||||||
3,149 | Allison Transmission Holdings, Inc. | 125 | ||||||
12,196 | Caterpillar, Inc. | 2,655 | ||||||
4,945 | Colfax Corp.(a) | 227 | ||||||
5,428 | Cummins, Inc. | 1,323 | ||||||
53 | Donaldson Companies, Inc. | 3 | ||||||
4,752 | Dover Corp. | 716 | ||||||
1,740 | Fortive Corp. | 121 | ||||||
28 | IDEX Corp. | 6 | ||||||
6,910 | Ingersoll-Rand, Inc.(a) | 337 | ||||||
1,442 | ITT, Inc. | 132 | ||||||
1,244 | Nordson Corp. | 273 | ||||||
17,062 | Oshkosh Corp. | 2,127 | ||||||
7,507 | Otis Worldwide Corp. | 614 | ||||||
1,326 | PACCAR, Inc. | 118 | ||||||
1,693 | Parker Hannifin Corp. | 520 | ||||||
2,490 | The Timken Co. | 201 |
See accompanying notes to financial statements.
44
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Machinery (continued) | ||||||||
2,314 | Trinity Industries, Inc. | $ | 62 | |||||
1,711 | Westinghouse Air Brake Technologies Corp. | 141 | ||||||
485 | Xylem, Inc. | 58 | ||||||
11,200 | ||||||||
Media — 1.36% | ||||||||
1,042 | Charter Communications, Inc., Class - A(a) | 752 | ||||||
123,826 | Comcast Corp., Class - A | 7,060 | ||||||
4,889 | Fox Corp., Class - A | 182 | ||||||
2,709 | Liberty Broadband Corp., Class - C(a) | 470 | ||||||
3,789 | Omnicom Group, Inc. | 303 | ||||||
15,400 | ViacomCBS, Inc., Class - B | 696 | ||||||
9,463 | ||||||||
Metals & Mining — 0.30% | ||||||||
18,550 | Newmont Corp. | 1,176 | ||||||
8,225 | Nucor Corp. | 789 | ||||||
1,912 | Steel Dynamics, Inc. | 114 | ||||||
2,079 | ||||||||
Mortgage Real Estate Investment Trusts — 0.12% | ||||||||
19,854 | AGNC Investment Corp. | 335 | ||||||
40,328 | Annaly Capital Management, Inc. | 358 | ||||||
15,165 | New Residential Investment Corp. | 161 | ||||||
854 | ||||||||
Multiline Retail — 0.77% | ||||||||
952 | Dollar General Corp. | 206 | ||||||
4,191 | Dollar Tree, Inc.(a) | 417 | ||||||
5,126 | Ollie’s Bargain Outlet Holdings, Inc.(a) | 431 | ||||||
17,745 | Target Corp. | 4,290 | ||||||
5,344 | ||||||||
Multi-Utilities — 0.89% | ||||||||
2,674 | Ameren Corp. | 214 | ||||||
1,937 | CMS Energy Corp. | 114 | ||||||
1,642 | Consolidated Edison, Inc. | 118 | ||||||
24,990 | Dominion Energy, Inc. | 1,839 | ||||||
1,043 | DTE Energy Co. | 135 | ||||||
72,854 | NiSource, Inc. | 1,785 | ||||||
5,865 | Public Service Enterprise Group, Inc. | 350 | ||||||
951 | Sempra Energy | 126 | ||||||
17,371 | WEC Energy Group, Inc. | 1,545 | ||||||
6,226 | ||||||||
Oil, Gas & Consumable Fuels — 1.99% | ||||||||
19,551 | Antero Midstream Corp. | 203 | ||||||
21,068 | Cabot Oil & Gas Corp. | 368 | ||||||
7,263 | Cheniere Energy, Inc.(a) | 630 | ||||||
19,851 | Chevron Corp. | 2,080 | ||||||
10,799 | Cimarex Energy Co. | 782 | ||||||
5,077 | ConocoPhillips | 309 |
Shares | Security Description | Value | ||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
45,056 | Continental Resources, Inc. | $ | 1,713 | |||||
30,851 | Devon Energy Corp. | 901 | ||||||
3,995 | EOG Resources, Inc. | 333 | ||||||
7,396 | EQT Corp.(a) | 165 | ||||||
23,303 | Exxon Mobil Corp. | 1,470 | ||||||
16,993 | Hess Corp. | 1,484 | ||||||
11,538 | Marathon Petroleum Corp. | 697 | ||||||
26,124 | Occidental Petroleum Corp. | 817 | ||||||
6,401 | ONEOK, Inc. | 356 | ||||||
6,951 | Targa Resources Corp. | 309 | ||||||
41,203 | The Williams Companies, Inc. | 1,094 | ||||||
2,242 | Valero Energy Corp. | 175 | ||||||
13,886 | ||||||||
Personal Products — 0.08% | ||||||||
1,700 | The Estee Lauder Companies, Inc. | 541 | ||||||
Pharmaceuticals — 3.52% | ||||||||
40,491 | Bristol-Myers Squibb Co. | 2,706 | ||||||
1,441 | Catalent, Inc.(a) | 156 | ||||||
4,682 | Elanco Animal Health, Inc.(a) | 162 | ||||||
19,272 | Eli Lilly & Co. | 4,423 | ||||||
1,000 | Jazz Pharmaceuticals PLC(a) | 178 | ||||||
44,819 | Johnson & Johnson | 7,383 | ||||||
64,349 | Merck & Co., Inc. | 5,004 | ||||||
6,434 | Organon & Co.(a) | 195 | ||||||
99,288 | Pfizer, Inc. | 3,888 | ||||||
1,312 | Reata Pharmaceuticals, Inc., Class - A(a) | 186 | ||||||
8,926 | Viatris, Inc. | 128 | ||||||
790 | Zoetis, Inc. | 147 | ||||||
24,556 | ||||||||
Professional Services — 0.66% | ||||||||
26,820 | CoStar Group, Inc.(a) | 2,222 | ||||||
1,081 | Equifax, Inc. | 259 | ||||||
950 | IHS Markit Ltd. | 107 | ||||||
825 | Robert Half International, Inc. | 73 | ||||||
10,910 | Verisk Analytics, Inc., Class - A | 1,906 | ||||||
4,567 | ||||||||
Real Estate Management & Development — 0.11% | ||||||||
1,691 | CBRE Group, Inc., Class - A(a) | 145 | ||||||
4,563 | Howard Hughes Corp.(a) | 445 | ||||||
10,035 | Opendoor Technologies, Inc.(a) | 178 | ||||||
768 | ||||||||
Road & Rail — 0.98% | ||||||||
327 | AMERCO | 193 | ||||||
4,011 | CSX Corp. | 129 | ||||||
2,655 | Knight-Swift Transportation Holdings, Inc. | 121 | ||||||
5,345 | Norfolk Southern Corp. | 1,419 | ||||||
1,462 | Old Dominion Freight Line, Inc. | 371 | ||||||
7,527 | Ryder System, Inc. | 559 |
See accompanying notes to financial statements.
45
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Road & Rail (continued) | ||||||||
18,473 | Union Pacific Corp. | $ | 4,062 | |||||
6,854 | ||||||||
Semiconductors & Semiconductor Equipment — 4.66% | ||||||||
5,196 | Advanced Micro Devices, Inc.(a) | 488 | ||||||
21,151 | Applied Materials, Inc. | 3,012 | ||||||
2,567 | Broadcom, Inc. | 1,224 | ||||||
113,563 | Intel Corp. | 6,375 | ||||||
3,302 | KLA Corp. | 1,071 | ||||||
1,129 | Lam Research Corp. | 735 | ||||||
6,026 | Marvell Technology, Inc. | 351 | ||||||
5,918 | Maxim Integrated Products, Inc. | 624 | ||||||
2,758 | Micron Technology, Inc.(a) | 234 | ||||||
12,565 | NVIDIA Corp. | 10,052 | ||||||
9,772 | QUALCOMM, Inc. | 1,397 | ||||||
3,842 | Skyworks Solutions, Inc. | 737 | ||||||
23,905 | Texas Instruments, Inc. | 4,597 | ||||||
6,964 | Universal Display Corp. | 1,548 | ||||||
115 | Xilinx, Inc. | 17 | ||||||
32,462 | ||||||||
Software — 10.07% | ||||||||
12,361 | Adobe, Inc.(a) | 7,239 | ||||||
10,190 | Autodesk, Inc.(a) | 2,974 | ||||||
27,227 | Manhattan Associates, Inc.(a) | 3,944 | ||||||
139,124 | Microsoft Corp. | 37,688 | ||||||
56,988 | Oracle Corp. | 4,436 | ||||||
5,203 | Palantir Technologies, Inc., Class - A(a) | 137 | ||||||
8,321 | PAYCOM Software, Inc.(a) | 3,024 | ||||||
12,765 | Proofpoint, Inc.(a) | 2,218 | ||||||
8,384 | RingCentral, Inc., Class - A(a) | 2,436 | ||||||
4,117 | Salesforce.com, Inc.(a) | 1,006 | ||||||
8,243 | ServiceNow, Inc.(a) | 4,530 | ||||||
668 | Synopsys, Inc.(a) | 184 | ||||||
1,172 | Zoom Video Communications, Inc., Class - A(a) | 454 | ||||||
70,270 | ||||||||
Specialty Retail — 2.41% | ||||||||
1,187 | Advance Auto Parts, Inc. | 244 | ||||||
2,829 | AutoNation, Inc.(a) | 268 | ||||||
22 | AutoZone, Inc.(a) | 33 | ||||||
7,757 | Best Buy Co., Inc. | 892 | ||||||
631 | Burlington Stores, Inc.(a) | 203 | ||||||
4,224 | CarMax, Inc.(a) | 546 | ||||||
4,609 | Dick’s Sporting Goods, Inc. | 462 | ||||||
923 | Five Below, Inc.(a) | 178 | ||||||
37,859 | Floor & Decor Holdings, Inc., Class - A(a) | 4,001 | ||||||
3,466 | Foot Locker, Inc. | 214 | ||||||
6,524 | L Brands, Inc. | 470 | ||||||
3,541 | Lowe’s Cos., Inc. | 687 |
Shares | Security Description | Value | ||||||
Specialty Retail (continued) | ||||||||
7,287 | Penske Automotive Group, Inc. | $ | 550 | |||||
1,818 | Ross Stores, Inc. | 225 | ||||||
17,296 | The Home Depot, Inc. | 5,515 | ||||||
21,249 | The TJX Companies, Inc. | 1,433 | ||||||
2,059 | Tractor Supply Co. | 383 | ||||||
3,016 | Williams-Sonoma, Inc. | 482 | ||||||
16,786 | ||||||||
Technology Hardware, Storage & Peripherals — 6.31% | ||||||||
296,954 | Apple, Inc. | 40,671 | ||||||
87,946 | HP, Inc. | 2,655 | ||||||
2,448 | NetApp, Inc. | 200 | ||||||
6,217 | Western Digital Corp.(a) | 442 | ||||||
43,968 | ||||||||
Textiles, Apparel & Luxury Goods — 0.59% | ||||||||
6,619 | Capri Holdings Ltd.(a) | 379 | ||||||
1,404 | Carter’s, Inc. | 145 | ||||||
1,276 | Columbia Sportswear Co. | 126 | ||||||
30,504 | Hanesbrands, Inc. | 570 | ||||||
9,274 | NIKE, Inc., Class - B | 1,432 | ||||||
1,533 | Ralph Lauren Corp. | 181 | ||||||
7,801 | Tapestry, Inc.(a) | 339 | ||||||
12,187 | Under Armour, Inc., Class - C(a) | 226 | ||||||
9,131 | V.F. Corp. | 748 | ||||||
4,146 | ||||||||
Thrifts & Mortgage Finance — 0.02% | ||||||||
7,171 | TFS Financial Corp. | 146 | ||||||
Tobacco — 0.38% | ||||||||
36,600 | Altria Group, Inc. | 1,745 | ||||||
9,309 | Philip Morris International, Inc. | 923 | ||||||
2,668 | ||||||||
Trading Companies & Distributors — 0.32% | ||||||||
20,048 | Fastenal Co. | 1,042 | ||||||
1,130 | Watsco, Inc. | 324 | ||||||
8,335 | WESCO International, Inc.(a) | 857 | ||||||
2,223 | ||||||||
Water Utilities — 0.03% | ||||||||
1,178 | American Water Works Co., Inc. | 182 | ||||||
Wireless Telecommunication Services — 0.49% | ||||||||
23,667 | T-Mobile US, Inc.(a) | 3,428 | ||||||
Total Common Stocks | 691,708 |
See accompanying notes to financial statements.
46
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Investment Company — 0.30% | ||||||||
2,095,376 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 0.01%(b) | $ | 2,095 | |||||
Total Investment Company | 2,095 | |||||||
Purchased Options on Futures — 0.01% | ||||||||
Total Purchased Options on Futures | 101 | |||||||
Total Investments (cost $315,312) — 99.54% | 693,904 | |||||||
Other assets in excess of liabilities — 0.46% | 3,213 | |||||||
Net Assets — 100.00% | $ | 697,117 |
Amounts designated as “—” are $0 or have been rounded to $0.
(a) | Represents non-income producing security. |
(b) | Annualized 7-day yield as of period-end. |
REIT—Real Estate Investment Trust |
As of June 30, 2021, 100% of the Portfolio’s net assets were managed by Parametric Portfolio Associates, LLC. |
The following tables reflect the open derivative positions held by the Portfolio as of June 30, 2021.
Futures Contracts Purchased^
Description | Number of | Expiration | Notional | Value and | ||||||||||||
E-Mini S&P 500 Future | 13 | 9/17/21 | $ | 2,788 | $ | 38 | ||||||||||
E-Mini S&P Midcap 400 Future | 5 | 9/17/21 | 1,346 | (27 | ) | |||||||||||
$ | 4,134 | $ | 11 | |||||||||||||
Total Unrealized Appreciation | $ | 38 | ||||||||||||||
Total Unrealized Depreciation | (27 | ) | ||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | 11 |
^ | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
See accompanying notes to financial statements.
47
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Options on Futures Contracts
Exchange-traded options on futures contacts written as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | $ | 732 | $ | 3,660.00 | 7/16/21 | $ | — | |||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 750 | 3,750.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 782 | 3,910.00 | 7/16/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,580 | 3,950.00 | 7/16/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 744 | 3,720.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 925 | 3,700.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 736 | 3,680.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 700 | 3,500.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 720 | 3,600.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 730 | 3,650.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,528 | 3,820.00 | 7/30/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 766 | 3,830.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 762 | 3,810.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 760 | 3,800.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 564 | 3,760.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 730 | 3,650.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 770 | 3,850.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 700 | 3,500.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 720 | 3,600.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,560 | 3,900.00 | 7/30/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,520 | 3,800.00 | 8/20/21 | (6 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,221 | 4,070.00 | 8/20/21 | (10 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 965 | 3,860.00 | 8/20/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,540 | 3,850.00 | 8/20/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 960 | 3,840.00 | 8/20/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 11 | 2,063 | 3,750.00 | 8/20/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 945 | 3,780.00 | 8/20/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 958 | 3,830.00 | 8/20/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,110 | 3,700.00 | 8/31/21 | (5 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 940 | 3,760.00 | 8/31/21 | (5 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,313 | 3,750.00 | 8/31/21 | (6 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 933 | 3,730.00 | 8/31/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,540 | 3,850.00 | 8/31/21 | (9 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 585 | 3,900.00 | 8/31/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,580 | 3,950.00 | 8/31/21 | (13 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,601 | 4,000.00 | 9/17/21 | (19 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 2 | 385 | 3,850.00 | 9/17/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,580 | 3,950.00 | 9/17/21 | (17 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 800 | 4,000.00 | 9/30/21 | (12 | ) | |||||||||||||||||
$ | (161 | ) |
See accompanying notes to financial statements.
48
HC CAPITAL TRUST
The Value Equity Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Exchanged-traded options on futures contacts purchased as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | $ | 838 | $ | 4,190.00 | 7/16/21 | $ | 3 | |||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 830 | 4,150.00 | 7/16/21 | 2 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 830 | 4,150.00 | 7/30/21 | 5 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 820 | 4,100.00 | 7/30/21 | 4 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 3 | 638 | 4,250.00 | 8/20/21 | 10 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 830 | 4,150.00 | 8/20/21 | 9 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 820 | 4,100.00 | 8/20/21 | 8 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 840 | 4,200.00 | 8/31/21 | 13 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 850 | 4,250.00 | 9/17/21 | 20 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 840 | 4,200.00 | 9/17/21 | 16 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 2 | 425 | 4,250.00 | 9/30/21 | 11 | ||||||||||||||||||
$ | 101 |
Amounts designated as “—” are $0 or have been rounded to $0.
See accompanying notes to financial statements.
49
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks — 98.54% | ||||||||
Aerospace & Defense — 1.43% | ||||||||
890 | BWX Technologies, Inc. | $ | 52 | |||||
5,461 | General Dynamics Corp. | 1,028 | ||||||
391 | HEICO Corp. | 55 | ||||||
728 | HEICO Corp., Class - A | 90 | ||||||
2,104 | Huntington Ingalls Industries, Inc. | 443 | ||||||
4,826 | L3Harris Technologies, Inc. | 1,043 | ||||||
5,693 | Lockheed Martin Corp. | 2,154 | ||||||
1,511 | Northrop Grumman Corp. | 549 | ||||||
33,522 | Raytheon Technologies Corp. | 2,861 | ||||||
64,443 | Safran SA, ADR | 2,237 | ||||||
209 | Teledyne Technologies, Inc.(a) | 88 | ||||||
5,365 | The Boeing Co.(a) | 1,285 | ||||||
475 | TransDigm Group, Inc.(a) | 307 | ||||||
25,237 | Virgin Galactic Holdings, Inc.(a) | 1,161 | ||||||
13,353 | ||||||||
Air Freight & Logistics — 0.18% | ||||||||
4,946 | Expeditors International of Washington, Inc. | 626 | ||||||
7,548 | XPO Logistics, Inc.(a) | 1,056 | ||||||
1,682 | ||||||||
Airlines — 0.22% | ||||||||
12,994 | Alaska Air Group, Inc.(a) | 784 | ||||||
18,665 | Delta Air Lines, Inc.(a) | 807 | ||||||
27,293 | JetBlue Airways Corp.(a) | 458 | ||||||
2,049 | ||||||||
Automobiles — 1.96% | ||||||||
71,725 | Ford Motor Co.(a) | 1,066 | ||||||
25,335 | Tesla, Inc.(a) | 17,220 | ||||||
18,286 | ||||||||
Banks — 2.75% | ||||||||
33,119 | Bank of America Corp. | 1,365 | ||||||
13,206 | Bank OZK | 557 | ||||||
61,197 | Citigroup, Inc. | 4,330 | ||||||
13,240 | Citizens Financial Group, Inc. | 607 | ||||||
40,559 | Comerica, Inc. | 2,893 | ||||||
1,150 | Cullen/Frost Bankers, Inc. | 129 | ||||||
29,928 | East West Bancorp, Inc. | 2,146 | ||||||
86,090 | First Horizon Corp. | 1,488 | ||||||
3,853 | First Republic Bank | 721 | ||||||
36,888 | Huntington Bancshares, Inc. | 526 | ||||||
24,784 | JPMorgan Chase & Co. | 3,855 | ||||||
74,674 | KeyCorp | 1,542 | ||||||
5,691 | Prosperity Bancshares, Inc. | 409 | ||||||
110,003 | Regions Financial Corp. | 2,220 | ||||||
209 | SVB Financial Group(a) | 116 | ||||||
3,550 | Truist Financial Corp. | 197 | ||||||
49,126 | Zions Bancorp NA | 2,597 | ||||||
25,698 |
Shares | Security Description | Value | ||||||
Beverages — 1.09% | ||||||||
7,236 | Brown-Forman Corp., Class - B | $ | 542 | |||||
7,881 | Molson Coors Beverage Co., Class - B(a) | 423 | ||||||
8,931 | Monster Beverage Corp.(a) | 816 | ||||||
29,046 | PepsiCo, Inc. | 4,304 | ||||||
74,917 | The Coca-Cola Co. | 4,054 | ||||||
10,139 | ||||||||
Biotechnology — 1.66% | ||||||||
6,913 | AbbVie, Inc. | 779 | ||||||
6,006 | Acceleron Pharma, Inc.(a) | 754 | ||||||
16,811 | Agios Pharmaceuticals, Inc.(a) | 926 | ||||||
9,107 | Alnylam Pharmaceuticals, Inc.(a) | 1,544 | ||||||
15,632 | Amgen, Inc. | 3,810 | ||||||
1,516 | Ionis Pharmaceuticals, Inc.(a) | 60 | ||||||
19,253 | Moderna, Inc.(a) | 4,524 | ||||||
800 | Neurocrine Biosciences, Inc.(a) | 78 | ||||||
2,019 | Regeneron Pharmaceuticals, Inc.(a) | 1,128 | ||||||
21,888 | Sage Therapeutics, Inc.(a) | 1,243 | ||||||
1,014 | Seagen, Inc.(a) | 160 | ||||||
2,251 | Vertex Pharmaceuticals, Inc.(a) | 454 | ||||||
15,460 | ||||||||
Building Products — 0.33% | ||||||||
404 | Armstrong World Industries, Inc. | 43 | ||||||
17,452 | Carrier Global Corp. | 848 | ||||||
1,215 | Lennox International, Inc. | 426 | ||||||
50,415 | Resideo Technologies, Inc.(a) | 1,513 | ||||||
1,218 | Trane Technologies PLC | 224 | ||||||
3,054 | ||||||||
Capital Markets — 2.37% | ||||||||
1,624 | BlackRock, Inc., Class - A | 1,421 | ||||||
2,335 | CBOE Global Markets, Inc. | 278 | ||||||
6,242 | CME Group, Inc. | 1,328 | ||||||
1,203 | FactSet Research Systems, Inc. | 404 | ||||||
2,582 | Intercontinental Exchange, Inc. | 306 | ||||||
143,372 | Invesco Ltd. | 3,832 | ||||||
18,395 | Janus Henderson Group PLC | 714 | ||||||
5,371 | LPL Financial Holdings, Inc. | 725 | ||||||
349 | MarketAxess Holdings, Inc. | 162 | ||||||
1,577 | Moody’s Corp. | 571 | ||||||
31,488 | Morgan Stanley | 2,887 | ||||||
390 | Morningstar, Inc. | 100 | ||||||
838 | MSCI, Inc. | 447 | ||||||
7,783 | S&P Global, Inc. | 3,195 | ||||||
2,032 | T. Rowe Price Group, Inc. | 402 | ||||||
16,324 | The Charles Schwab Corp. | 1,189 | ||||||
8,823 | The Goldman Sachs Group, Inc. | 3,348 | ||||||
28,121 | Virtu Financial, Inc., Class - A | 777 | ||||||
22,086 |
See accompanying notes to financial statements.
50
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Chemicals — 1.73% | ||||||||
3,430 | Air Products & Chemicals, Inc. | $ | 987 | |||||
13,075 | CF Industries Holdings, Inc. | 673 | ||||||
11,817 | Dow, Inc. | 748 | ||||||
30,407 | Ecolab, Inc. | 6,262 | ||||||
999 | FMC Corp. | 108 | ||||||
8,463 | Linde PLC | 2,447 | ||||||
28,629 | LyondellBasell Industries N.V., Class - A | 2,945 | ||||||
19,809 | The Chemours Co. | 689 | ||||||
4,752 | The Sherwin-Williams Co. | 1,295 | ||||||
16,154 | ||||||||
Commercial Services & Supplies — 0.27% | ||||||||
2,552 | Cintas Corp. | 974 | ||||||
6,652 | Copart, Inc.(a) | 877 | ||||||
1,301 | IAA, Inc.(a) | 71 | ||||||
6,507 | Rollins, Inc. | 223 | ||||||
2,752 | Waste Connections, Inc. | 329 | ||||||
2,474 | ||||||||
Communications Equipment — 0.66% | ||||||||
1,194 | Arista Networks, Inc.(a) | 433 | ||||||
101,754 | Cisco Systems, Inc. | 5,393 | ||||||
885 | F5 Networks, Inc.(a) | 165 | ||||||
153 | Motorola Solutions, Inc. | 33 | ||||||
377 | Palo Alto Networks, Inc.(a) | 140 | ||||||
6,164 | ||||||||
Construction & Engineering — 0.04% | ||||||||
2,650 | Jacobs Engineering Group, Inc. | 353 | ||||||
374 | Quanta Services, Inc. | 34 | ||||||
387 | ||||||||
Consumer Finance — 0.32% | ||||||||
95 | Credit Acceptance Corp.(a) | 43 | ||||||
141,214 | SLM Corp. | 2,957 | ||||||
3,000 | ||||||||
Containers & Packaging — 0.08% | ||||||||
27,178 | Amcor PLC | 312 | ||||||
1,280 | AptarGroup, Inc. | 180 | ||||||
747 | Avery Dennison Corp. | 157 | ||||||
841 | Packaging Corporation of America | 114 | ||||||
763 | ||||||||
Distributors — 0.06% | ||||||||
2,966 | Genuine Parts Co. | 375 | ||||||
381 | Pool Corp. | 175 | ||||||
550 | ||||||||
Diversified Consumer Services — 0.04% | ||||||||
516 | Bright Horizons Family Solutions, Inc.(a) | 76 | ||||||
2,222 | Chegg, Inc.(a) | 184 | ||||||
1,727 | Service Corp. International | 93 |
Shares | Security Description | Value | ||||||
Diversified Consumer Services (continued) | ||||||||
1,276 | Terminix Global Holdings, Inc.(a) | $ | 61 | |||||
414 | ||||||||
Diversified Financial Services — 0.85% | ||||||||
17,401 | Berkshire Hathaway, Inc., Class - B(a) | 4,836 | ||||||
34,972 | Equitable Holdings, Inc. | 1,065 | ||||||
32,550 | Voya Financial, Inc. | 2,002 | ||||||
7,903 | ||||||||
Diversified Telecommunication Services — 0.29% | ||||||||
122,941 | Lumen Technologies, Inc. | 1,671 | ||||||
18,476 | Verizon Communications, Inc. | 1,035 | ||||||
2,706 | ||||||||
Electric Utilities — 0.60% | ||||||||
15,796 | Edison International | 913 | ||||||
60,365 | FirstEnergy Corp. | 2,247 | ||||||
23,487 | Hawaiian Electric Industries, Inc. | 993 | ||||||
4,256 | NextEra Energy, Inc. | 312 | ||||||
12,422 | OGE Energy Corp. | 418 | ||||||
57,416 | PG&E Corp.(a) | 584 | ||||||
5,512 | PPL Corp. | 154 | ||||||
5,621 | ||||||||
Electrical Equipment — 0.48% | ||||||||
5,157 | AMETEK, Inc. | 688 | ||||||
13,294 | Emerson Electric Co. | 1,279 | ||||||
1,210 | Hubbell, Inc. | 226 | ||||||
58,085 | Plug Power, Inc.(a) | 1,987 | ||||||
931 | Rockwell Automation, Inc. | 266 | ||||||
4,446 | ||||||||
Electronic Equipment, Instruments & Components — 0.18% | ||||||||
13,136 | Amphenol Corp., Class - A | 899 | ||||||
1,465 | CDW Corp. | 256 | ||||||
1,757 | Trimble, Inc.(a) | 144 | ||||||
2,646 | Vontier Corp. | 86 | ||||||
493 | Zebra Technologies Corp.(a) | 261 | ||||||
1,646 | ||||||||
Energy Equipment & Services — 0.09% | ||||||||
25,809 | Schlumberger Ltd. | 826 | ||||||
Entertainment — 1.64% | ||||||||
11,141 | Liberty Media Corp. - Liberty Formula One, Class - C(a) | 537 | ||||||
4,655 | Madison Square Garden Entertainment(a) | 391 | ||||||
17,851 | Netflix, Inc.(a) | 9,429 | ||||||
10,271 | ROBLOX Corp., Class - A(a) | 924 | ||||||
8,781 | Spotify Technology SA(a) | 2,420 | ||||||
9,160 | The Walt Disney Co.(a) | 1,610 | ||||||
15,311 | ||||||||
Equity Real Estate Investment Trusts — 2.16% | ||||||||
529 | American Tower Corp. | 143 |
See accompanying notes to financial statements.
51
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Equity Real Estate Investment Trusts (continued) | ||||||||
5,700 | Americold Realty Trust | $ | 216 | |||||
16,503 | Equinix, Inc. | 13,245 | ||||||
1,608 | Equity Lifestyle Properties, Inc. | 119 | ||||||
41,651 | Healthpeak Properties, Inc. | 1,387 | ||||||
44,190 | Host Hotels & Resorts, Inc.(a) | 755 | ||||||
52,271 | SITE Centers Corp. | 787 | ||||||
40,605 | Ventas, Inc. | 2,319 | ||||||
25,254 | Vornado Realty Trust | 1,179 | ||||||
20,150 | ||||||||
Food & Staples Retailing — 1.44% | ||||||||
19,159 | Costco Wholesale Corp. | 7,581 | ||||||
11,656 | Sysco Corp. | 906 | ||||||
9,624 | Walgreens Boots Alliance, Inc. | 506 | ||||||
31,287 | Walmart, Inc. | 4,412 | ||||||
13,405 | ||||||||
Food Products — 0.79% | ||||||||
70,463 | Conagra Brands, Inc. | 2,564 | ||||||
3,603 | Flowers Foods, Inc. | 87 | ||||||
5,224 | Hormel Foods Corp. | 249 | ||||||
413 | Lamb Weston Holding, Inc. | 33 | ||||||
5,092 | McCormick & Company, Inc. | 450 | ||||||
56,218 | Mondelez International, Inc., Class - A | 3,511 | ||||||
1,045 | The Hershey Co. | 182 | ||||||
2,332 | The J.M. Smucker Co. | 302 | ||||||
7,378 | ||||||||
Gas Utilities — 0.41% | ||||||||
34,942 | National Fuel Gas Co. | 1,826 | ||||||
42,971 | UGI Corp. | 1,990 | ||||||
3,816 | ||||||||
Health Care Equipment & Supplies — 2.86% | ||||||||
34,185 | Abbott Laboratories | 3,963 | ||||||
372 | Abiomed, Inc.(a) | 116 | ||||||
11,112 | Baxter International, Inc. | 895 | ||||||
6,721 | Becton, Dickinson & Co. | 1,634 | ||||||
10,892 | Boston Scientific Corp.(a) | 466 | ||||||
22,316 | Danaher Corp. | 5,989 | ||||||
3,939 | Dexcom, Inc.(a) | 1,682 | ||||||
15,477 | Edwards Lifesciences Corp.(a) | 1,603 | ||||||
584 | Hill-Rom Holdings, Inc. | 66 | ||||||
2,690 | IDEXX Laboratories, Inc.(a) | 1,699 | ||||||
4,773 | Intuitive Surgical, Inc.(a) | 4,389 | ||||||
1,280 | Medtronic PLC | 159 | ||||||
4,072 | ResMed, Inc. | 1,004 | ||||||
9,642 | Stryker Corp. | 2,504 | ||||||
3,346 | Zimmer Biomet Holdings, Inc. | 538 | ||||||
26,707 |
Shares | Security Description | Value | ||||||
Health Care Providers & Services — 2.26% | ||||||||
22,388 | Acadia Healthcare Company, Inc.(a) | $ | 1,405 | |||||
5,215 | Anthem, Inc. | 1,991 | ||||||
1,650 | Centene Corp.(a) | 120 | ||||||
768 | Cigna Corp. | 182 | ||||||
25,863 | CVS Health Corp. | 2,158 | ||||||
3,283 | Henry Schein, Inc.(a) | 244 | ||||||
832 | Humana, Inc. | 368 | ||||||
1,952 | Laboratory Corporation of America Holdings(a) | 538 | ||||||
4,595 | McKesson Corp. | 879 | ||||||
2,799 | Quest Diagnostics, Inc. | 369 | ||||||
32,028 | UnitedHealth Group, Inc. | 12,826 | ||||||
21,080 | ||||||||
Health Care Technology — 0.52% | ||||||||
51,381 | Cerner Corp. | 4,016 | ||||||
2,596 | Veeva Systems, Inc., Class - A(a) | 807 | ||||||
4,823 | ||||||||
Hotels, Restaurants & Leisure — 2.22% | ||||||||
16,261 | Airbnb, Inc., Class - A(a) | 2,490 | ||||||
8,781 | Caesars Entertainment, Inc.(a) | 911 | ||||||
74,079 | Carnival Corp.(a) | 1,953 | ||||||
1,800 | Chipotle Mexican Grill, Inc.(a) | 2,791 | ||||||
1,046 | Choice Hotels International, Inc. | 124 | ||||||
2,110 | Marriott International, Inc., Class - A(a) | 288 | ||||||
21,773 | Norwegian Cruise Line Holdings Ltd.(a) | 640 | ||||||
99,402 | Starbucks Corp. | 11,114 | ||||||
310 | Vail Resorts, Inc.(a) | 98 | ||||||
5,019 | Yum China Holdings, Inc. | 333 | ||||||
20,742 | ||||||||
Household Durables — 0.04% | ||||||||
2,470 | Garmin Ltd. | 357 | ||||||
Household Products — 0.95% | ||||||||
5,143 | Church & Dwight Co., Inc. | 438 | ||||||
17,683 | Colgate-Palmolive Co. | 1,439 | ||||||
7,129 | Kimberly-Clark Corp. | 954 | ||||||
2,554 | The Clorox Co. | 459 | ||||||
41,123 | The Procter & Gamble Co. | 5,549 | ||||||
8,839 | ||||||||
Independent Power and Renewable Electricity Producers — 0.16% | ||||||||
36,550 | NRG Energy, Inc. | 1,473 | ||||||
Industrial Conglomerates — 0.63% | ||||||||
12,543 | 3M Co. | 2,491 | ||||||
93,298 | General Electric Co. | 1,256 | ||||||
4,278 | Honeywell International, Inc. | 938 | ||||||
2,488 | Roper Technologies, Inc. | 1,170 | ||||||
5,855 |
See accompanying notes to financial statements.
52
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Insurance — 1.96% | ||||||||
9,715 | Aflac, Inc. | $ | 521 | |||||
7,992 | Aon PLC, Class - A | 1,908 | ||||||
1,155 | Arthur J. Gallagher & Co. | 162 | ||||||
16,505 | AXIS Capital Holdings Ltd. | 809 | ||||||
11,297 | Chubb Ltd. | 1,796 | ||||||
171 | Erie Indemnity Co., Class - A | 33 | ||||||
9,236 | Fidelity National Financial, Inc. | 401 | ||||||
16,195 | Lemonade, Inc.(a) | 1,772 | ||||||
43,476 | Lincoln National Corp. | 2,731 | ||||||
15,337 | Marsh & McLennan Companies, Inc. | 2,158 | ||||||
22,534 | Principal Financial Group, Inc. | 1,424 | ||||||
4,893 | Prudential Financial, Inc. | 501 | ||||||
14,254 | Reinsurance Group of America | 1,625 | ||||||
3,201 | The Allstate Corp. | 418 | ||||||
5,631 | The Progressive Corp. | 553 | ||||||
6,974 | The Travelers Cos., Inc. | 1,044 | ||||||
15,794 | Unum Group | 449 | ||||||
18,305 | ||||||||
Interactive Media & Services — 7.32% | ||||||||
6,174 | Alphabet, Inc., Class - A(a) | 15,075 | ||||||
10,497 | Alphabet, Inc., Class - C(a) | 26,310 | ||||||
54,063 | Facebook, Inc., Class - A(a) | 18,798 | ||||||
646 | IAC/InterActiveCorp.(a) | 100 | ||||||
27,110 | Match Group, Inc.(a) | 4,371 | ||||||
53,409 | Snap, Inc., Class - A(a) | 3,639 | ||||||
1,048 | Vimeo, Inc.(a) | 51 | ||||||
68,344 | ||||||||
Internet & Direct Marketing Retail — 5.23% | ||||||||
12,760 | Amazon.com, Inc.(a) | 43,897 | ||||||
1,528 | Booking Holdings, Inc.(a) | 3,343 | ||||||
1,031 | MercadoLibre, Inc.(a) | 1,606 | ||||||
48,846 | ||||||||
IT Services — 10.40% | ||||||||
12,354 | Accenture PLC, Class - A | 3,642 | ||||||
77,270 | Adyen N.V., ADR(a) | 3,797 | ||||||
61,269 | Automatic Data Processing, Inc. | 12,169 | ||||||
1,297 | Booz Allen Hamilton Holding Corp. | 110 | ||||||
2,371 | Broadridge Financial Solutions, Inc. | 383 | ||||||
2,941 | Cognizant Technology Solutions Corp. | 204 | ||||||
756 | Fiserv, Inc.(a) | 81 | ||||||
5,691 | FleetCor Technologies, Inc.(a) | 1,457 | ||||||
7,975 | Global Payments, Inc. | 1,496 | ||||||
780 | GoDaddy, Inc., Class - A(a) | 68 | ||||||
1,598 | Jack Henry & Associates, Inc. | 261 | ||||||
26,341 | MasterCard, Inc., Class - A | 9,617 | ||||||
21,331 | Okta, Inc.(a) | 5,219 | ||||||
55,774 | PayPal Holdings, Inc.(a) | 16,257 |
Shares | Security Description | Value | ||||||
IT Services (continued) | ||||||||
6,836 | Shopify, Inc.(a) | $ | 9,987 | |||||
4,094 | Snowflake, Inc., Class - A(a) | 990 | ||||||
12,347 | Square, Inc., Class - A(a) | 3,010 | ||||||
9,983 | Twilio, Inc., Class - A(a) | 3,935 | ||||||
104,725 | Visa, Inc., Class - A | 24,487 | ||||||
97,170 | ||||||||
Leisure Products — 0.02% | ||||||||
1,422 | Polaris, Inc. | 195 | ||||||
Life Sciences Tools & Services — 0.85% | ||||||||
1,141 | Bio-Techne Corp. | 514 | ||||||
440 | Bruker Corp. | 33 | ||||||
1,402 | Illumina, Inc.(a) | 663 | ||||||
758 | Mettler-Toledo International, Inc.(a) | 1,050 | ||||||
239 | PerkinElmer, Inc. | 37 | ||||||
9,568 | Thermo Fisher Scientific, Inc. | 4,827 | ||||||
2,297 | Waters Corp.(a) | 794 | ||||||
7,918 | ||||||||
Machinery — 1.60% | ||||||||
9,555 | Caterpillar, Inc. | 2,080 | ||||||
4,840 | Deere & Co. | 1,707 | ||||||
3,369 | Dover Corp. | 507 | ||||||
6,615 | Fortive Corp. | 461 | ||||||
34,446 | Gates Industrial Corp. PLC(a) | 622 | ||||||
1,569 | Graco, Inc. | 119 | ||||||
2,179 | IDEX Corp. | 479 | ||||||
8,257 | Illinois Tool Works, Inc. | 1,846 | ||||||
17,092 | Ingersoll-Rand, Inc.(a) | 834 | ||||||
506 | Nordson Corp. | 111 | ||||||
8,726 | Otis Worldwide Corp. | 714 | ||||||
16,178 | PACCAR, Inc. | 1,444 | ||||||
11,372 | The Middleby Corp.(a) | 1,971 | ||||||
927 | The Toro Co. | 102 | ||||||
16,855 | Westinghouse Air Brake Technologies Corp. | 1,387 | ||||||
4,438 | Xylem, Inc. | 532 | ||||||
14,916 | ||||||||
Media — 1.10% | ||||||||
610 | Charter Communications, Inc., Class - A(a) | 440 | ||||||
58,598 | Comcast Corp., Class - A | 3,341 | ||||||
17,467 | Discovery, Inc.^(a) | 536 | ||||||
2,377 | Liberty Broadband Corp., Class - C(a) | 413 | ||||||
4,935 | Omnicom Group, Inc. | 395 | ||||||
37,013 | Sinclair Broadcast Group, Inc., Class - A | 1,230 | ||||||
17,241 | The Interpublic Group of Companies, Inc. | 560 | ||||||
74,543 | ViacomCBS, Inc., Class - B | 3,369 | ||||||
10,284 | ||||||||
Metals & Mining — 0.19% | ||||||||
41,115 | Cleveland-Cliffs, Inc.(a) | 887 |
See accompanying notes to financial statements.
53
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Metals & Mining (continued) | ||||||||
13,795 | Newmont Corp. | $ | 874 | |||||
1,761 | ||||||||
Mortgage Real Estate Investment Trusts — 0.45% | ||||||||
45,247 | AGNC Investment Corp. | 764 | ||||||
49,025 | Annaly Capital Management, Inc. | 435 | ||||||
191,150 | New Residential Investment Corp. | 2,025 | ||||||
20,515 | Starwood Property Trust, Inc. | 537 | ||||||
59,387 | Two Harbors Investment Corp. | 449 | ||||||
4,210 | ||||||||
Multiline Retail — 0.39% | ||||||||
939 | Dollar General Corp. | 203 | ||||||
4,517 | Dollar Tree, Inc.(a) | 449 | ||||||
12,273 | Target Corp. | 2,968 | ||||||
3,620 | ||||||||
Multi-Utilities — 0.44% | ||||||||
84,210 | CenterPoint Energy, Inc. | 2,065 | ||||||
15,797 | DTE Energy Co. | 2,047 | ||||||
4,112 | ||||||||
Oil, Gas & Consumable Fuels — 1.96% | ||||||||
54,988 | Antero Midstream Corp. | 571 | ||||||
6,691 | Chevron Corp. | 701 | ||||||
64,305 | ConocoPhillips | 3,917 | ||||||
79,339 | Devon Energy Corp. | 2,316 | ||||||
41,773 | EQT Corp.(a) | 930 | ||||||
7,504 | Exxon Mobil Corp. | 473 | ||||||
142,438 | Marathon Oil Corp. | 1,940 | ||||||
13,944 | ONEOK, Inc. | 776 | ||||||
4,640 | Pioneer Natural Resources Co. | 754 | ||||||
129,720 | Range Resources Corp.(a) | 2,174 | ||||||
28,597 | Targa Resources Corp. | 1,271 | ||||||
94,273 | The Williams Companies, Inc. | 2,503 | ||||||
18,326 | ||||||||
Personal Products — 0.66% | ||||||||
19,350 | The Estee Lauder Companies, Inc. | 6,155 | ||||||
Pharmaceuticals — 2.79% | ||||||||
61,477 | Bristol-Myers Squibb Co. | 4,108 | ||||||
30,683 | Eli Lilly & Co. | 7,043 | ||||||
31,287 | Johnson & Johnson | 5,153 | ||||||
55,581 | Merck & Co., Inc. | 4,323 | ||||||
49,218 | Novo Nordisk A/S, Class - B, ADR | 4,123 | ||||||
5,558 | Organon & Co.(a) | 168 | ||||||
1,405 | Reata Pharmaceuticals, Inc., Class - A(a) | 199 | ||||||
4,788 | Zoetis, Inc. | 892 | ||||||
26,009 | ||||||||
Professional Services — 0.20% | ||||||||
3,310 | CoStar Group, Inc.(a) | 274 |
Shares | Security Description | Value | ||||||
Professional Services (continued) | ||||||||
2,353 | Equifax, Inc. | $ | 564 | |||||
4,977 | IHS Markit Ltd. | 561 | ||||||
2,931 | Verisk Analytics, Inc., Class - A | 512 | ||||||
1,911 | ||||||||
Real Estate Management & Development — 0.01% | ||||||||
1,272 | CBRE Group, Inc., Class - A(a) | 109 | ||||||
Road & Rail — 1.82% | ||||||||
916 | AMERCO | 540 | ||||||
147,309 | CSX Corp. | 4,726 | ||||||
1,303 | Landstar System, Inc. | 206 | ||||||
562 | Old Dominion Freight Line, Inc. | 143 | ||||||
81,766 | Uber Technologies, Inc.(a) | 4,098 | ||||||
33,057 | Union Pacific Corp. | 7,269 | ||||||
16,982 | ||||||||
Semiconductors & Semiconductor Equipment — 4.41% | ||||||||
96,872 | Advanced Micro Devices, Inc.(a) | 9,099 | ||||||
7,262 | Analog Devices, Inc. | 1,250 | ||||||
6,209 | Applied Materials, Inc. | 884 | ||||||
3,425 | Broadcom, Inc. | 1,633 | ||||||
73,074 | Intel Corp. | 4,102 | ||||||
1,378 | KLA Corp. | 447 | ||||||
1,153 | Lam Research Corp. | 750 | ||||||
28,189 | Marvell Technology, Inc. | 1,644 | ||||||
2,547 | Maxim Integrated Products, Inc. | 268 | ||||||
1,854 | Microchip Technology, Inc. | 278 | ||||||
7,602 | Micron Technology, Inc.(a) | 646 | ||||||
16,320 | NVIDIA Corp. | 13,059 | ||||||
3,257 | ON Semiconductor Corp.(a) | 125 | ||||||
30,091 | QUALCOMM, Inc. | 4,301 | ||||||
1,736 | SolarEdge Technologies, Inc.(a) | 480 | ||||||
9,164 | Texas Instruments, Inc. | 1,762 | ||||||
2,830 | Xilinx, Inc. | 409 | ||||||
41,137 | ||||||||
Software — 11.21% | ||||||||
12,173 | Adobe, Inc.(a) | 7,129 | ||||||
1,974 | ANSYS, Inc.(a) | 685 | ||||||
9,953 | Atlassian Corp. PLC, Class - A(a) | 2,556 | ||||||
6,941 | Bill.Com Holdings, Inc.(a) | 1,271 | ||||||
3,967 | Citrix Systems, Inc. | 465 | ||||||
14,221 | Crowdstrike Holdings, Inc., Class - A(a) | 3,574 | ||||||
5,915 | DocuSign, Inc.(a) | 1,654 | ||||||
1,303 | Fortinet, Inc.(a) | 310 | ||||||
5,422 | Intuit, Inc. | 2,658 | ||||||
206,090 | Microsoft Corp. | 55,830 | ||||||
63,347 | Oracle Corp. | 4,931 | ||||||
69,102 | Salesforce.com, Inc.(a) | 16,880 | ||||||
4,177 | SAP AG, ADR | 587 | ||||||
652 | Splunk, Inc.(a) | 94 |
See accompanying notes to financial statements.
54
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Software (continued) | ||||||||
1,391 | SS&C Technologies Holdings, Inc. | $ | 100 | |||||
151 | Synopsys, Inc.(a) | 42 | ||||||
23,480 | The Trade Desk, Inc., Class - A(a) | 1,816 | ||||||
1,831 | VMware, Inc., Class - A^(a) | 293 | ||||||
13,169 | Workday, Inc., Class - A(a) | 3,144 | ||||||
1,934 | Zoom Video Communications, Inc., Class - A(a) | 749 | ||||||
104,768 | ||||||||
Specialty Retail — 2.80% | ||||||||
854 | Advance Auto Parts, Inc. | 175 | ||||||
597 | AutoZone, Inc.(a) | 891 | ||||||
6,005 | Best Buy Co., Inc. | 690 | ||||||
376 | Burlington Stores, Inc.(a) | 121 | ||||||
7,584 | Carvana Co.(a) | 2,289 | ||||||
56,169 | Lowe’s Cos., Inc. | 10,894 | ||||||
1,946 | O’Reilly Automotive, Inc.(a) | 1,102 | ||||||
9,045 | Ross Stores, Inc. | 1,122 | ||||||
5,767 | The Home Depot, Inc. | 1,839 | ||||||
94,265 | The TJX Companies, Inc. | 6,356 | ||||||
1,256 | Tractor Supply Co. | 234 | ||||||
1,253 | Ulta Beauty, Inc.(a) | 433 | ||||||
26,146 | ||||||||
Technology Hardware, Storage & Peripherals — 6.10% | ||||||||
415,931 | Apple, Inc. | 56,966 | ||||||
Textiles, Apparel & Luxury Goods — 2.39% | ||||||||
36,363 | Kering SA, ADR | 3,187 | ||||||
960 | Kontoor Brands, Inc. | 54 | ||||||
12,283 | Lululemon Athletica, Inc.(a) | 4,483 | ||||||
28,522 | LVMH Moet Hennessy Louis Vuitton SE, ADR | 4,501 | ||||||
61,400 | NIKE, Inc., Class - B | 9,486 | ||||||
6,722 | V.F. Corp. | 551 | ||||||
22,262 |
Shares | Security Description | Value | ||||||
Tobacco — 0.19% | ||||||||
17,508 | Philip Morris International, Inc. | $ | 1,735 | |||||
Trading Companies & Distributors — 0.25% | ||||||||
23,095 | Air Lease Corp. | 964 | ||||||
14,448 | Fastenal Co. | 751 | ||||||
909 | MSC Industrial Direct Co., Inc. | 82 | ||||||
1,221 | W.W. Grainger, Inc. | 535 | ||||||
2,332 | ||||||||
Transportation Infrastructure — 0.04% | ||||||||
10,938 | Macquarie Infrastructure Corp. | 419 | ||||||
Total Common Stocks | 919,735 | |||||||
Investment Companies — 0.68% | ||||||||
835,485 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 0.01%^^(b) | 835 | ||||||
5,549,986 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 0.01%(b) | 5,550 | ||||||
Total Investment Companies | 6,385 | |||||||
Purchased Options on Futures — 0.02% | ||||||||
Total Purchased Options on Futures | 146 | |||||||
Total Investments (cost $300,273) — 99.24% | 926,266 | |||||||
Other assets in excess of liabilities — 0.76% | 7,132 | |||||||
Net Assets — 100.00% | $ | 933,398 |
Amounts designated as “—” are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of June 30, 2021. The total value of securities on loan as of June 30, 2021, was $820 (amount in thousands). |
^^ | 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 June 30, 2021. |
(a) | Represents non-income producing security. |
(b) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The Growth Equity Portfolio | Jennison | Parametric | Total |
Common Stocks | 22.66% | 75.88% | 98.54% |
Investment Companies | — | 0.68% | 0.68% |
Purchased Options on Futures | — | 0.02% | 0.02% |
Other Assets (Liabilities) | 0.23% | 0.53% | 0.76% |
Total Net Assets | 22.89% | 77.11% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
See accompanying notes to financial statements.
55
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
The following tables reflect the open derivative positions held by the Portfolio as of June 30, 2021.
Futures Contracts Purchased^
Description | Number of | Expiration | Notional | Value and | ||||||||||||
E-Mini Nasdaq 100 Future | 28 | 9/17/21 | $ | 8,147 | $ | 334 | ||||||||||
E-Mini S&P 500 Future | 14 | 9/17/21 | 3,002 | 42 | ||||||||||||
$ | 11,149 | $ | 376 | |||||||||||||
Total Unrealized Appreciation | $ | 376 | ||||||||||||||
Total Unrealized Depreciation | — | |||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | 376 |
^ | 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 June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | $ | 913 | $ | 3,650.00 | 7/16/21 | $ | — | |||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,104 | 3,680.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,110 | 3,700.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 930 | 3,720.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 938 | 3,750.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 978 | 3,910.00 | 7/16/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,975 | 3,950.00 | 7/16/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 915 | 3,660.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 875 | 3,500.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 900 | 3,600.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 875 | 3,500.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 900 | 3,600.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,950 | 3,900.00 | 7/30/21 | (5 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,155 | 3,850.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,149 | 3,830.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,910 | 3,820.00 | 7/30/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,143 | 3,810.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,140 | 3,800.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 940 | 3,760.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,095 | 3,650.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,925 | 3,850.00 | 8/20/21 | (8 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,900 | 3,800.00 | 8/20/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,323 | 3,780.00 | 8/20/21 | (5 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 11 | 2,063 | 3,750.00 | 8/20/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 2,035 | 4,070.00 | 8/20/21 | (17 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,351 | 3,860.00 | 8/20/21 | (6 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 960 | 3,840.00 | 8/20/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 958 | 3,830.00 | 8/20/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,313 | 3,750.00 | 8/31/21 | (6 | ) |
See accompanying notes to financial statements.
56
HC CAPITAL TRUST
The Growth Equity Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | $ | 940 | $ | 3,760.00 | 8/31/21 | $ | (5 | ) | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,665 | 3,700.00 | 8/31/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 933 | 3,730.00 | 8/31/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 975 | 3,900.00 | 8/31/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,925 | 3,850.00 | 8/31/21 | (12 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 12 | 2,370 | 3,950.00 | 8/31/21 | (19 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 2,000 | 4,000.00 | 9/17/21 | (24 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 770 | 3,850.00 | 9/17/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 12 | 2,370 | 3,950.00 | 9/17/21 | (25 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,600 | 4,000.00 | 9/30/21 | (24 | ) | |||||||||||||||||
$ | (222 | ) |
Exchanged-traded options on futures contacts purchased as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | $ | 1,048 | $ | 4,190.00 | 7/16/21 | $ | 4 | |||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 1,038 | 4,150.00 | 7/16/21 | 3 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 1,038 | 4,150.00 | 7/30/21 | 7 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 1,025 | 4,100.00 | 7/30/21 | 5 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 1,063 | 4,250.00 | 8/20/21 | 16 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 1,038 | 4,150.00 | 8/20/21 | 11 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 1,025 | 4,100.00 | 8/20/21 | 9 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,260 | 4,200.00 | 8/31/21 | 20 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 1,063 | 4,250.00 | 9/17/21 | 24 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,260 | 4,200.00 | 9/17/21 | 25 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 4 | 850 | 4,250.00 | 9/30/21 | 22 | ||||||||||||||||||
$ | 146 |
Amounts designated as “—” are $0 or have been rounded to $0.
See accompanying notes to financial statements.
57
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks — 87.02% | ||||||||
Aerospace & Defense — 1.40% | ||||||||
10,125 | General Dynamics Corp. | $ | 1,906 | |||||
1,556 | HEICO Corp. | 217 | ||||||
2,476 | HEICO Corp., Class - A | 307 | ||||||
100,311 | Howmet Aerospace, Inc.(a) | 3,458 | ||||||
4,011 | Huntington Ingalls Industries, Inc. | 845 | ||||||
10,096 | L3Harris Technologies, Inc. | 2,182 | ||||||
10,226 | Lockheed Martin Corp. | 3,869 | ||||||
7,720 | Northrop Grumman Corp. | 2,806 | ||||||
51,153 | Raytheon Technologies Corp. | 4,364 | ||||||
32,791 | Safran SA, ADR | 1,139 | ||||||
1,583 | Teledyne Technologies, Inc.(a) | 663 | ||||||
7,641 | Textron, Inc. | 525 | ||||||
31,569 | The Boeing Co.(a) | 7,564 | ||||||
6,658 | TransDigm Group, Inc.(a) | 4,309 | ||||||
34,154 | ||||||||
Air Freight & Logistics — 0.47% | ||||||||
15,332 | C.H. Robinson Worldwide, Inc. | 1,437 | ||||||
12,264 | Expeditors International of Washington, Inc. | 1,553 | ||||||
8,436 | FedEx Corp. | 2,517 | ||||||
26,986 | United Parcel Service, Inc., Class - B | 5,611 | ||||||
2,939 | XPO Logistics, Inc.(a) | 411 | ||||||
11,529 | ||||||||
Airlines — 0.02% | ||||||||
5,366 | Delta Air Lines, Inc.(a) | 232 | ||||||
4,972 | Southwest Airlines Co.(a) | 264 | ||||||
496 | ||||||||
Auto Components — 0.10% | ||||||||
9,127 | Aptiv PLC(a) | 1,436 | ||||||
2,812 | Autoliv, Inc. | 275 | ||||||
8,248 | BorgWarner, Inc. | 400 | ||||||
1,995 | Lear Corp. | 350 | ||||||
2,461 | ||||||||
Automobiles — 1.17% | ||||||||
132,106 | Ford Motor Co.(a) | 1,963 | ||||||
43,561 | General Motors Co.(a) | 2,578 | ||||||
35,119 | Tesla, Inc.(a) | 23,870 | ||||||
28,411 | ||||||||
Banks — 2.50% | ||||||||
329,838 | Bank of America Corp. | 13,599 | ||||||
70,097 | Citigroup, Inc. | 4,959 | ||||||
14,423 | Citizens Financial Group, Inc. | 662 | ||||||
24,074 | Fifth Third Bancorp | 920 | ||||||
6,391 | First Republic Bank | 1,196 | ||||||
50,627 | Huntington Bancshares, Inc. | 722 | ||||||
120,580 | JPMorgan Chase & Co. | 18,755 | ||||||
32,982 | KeyCorp | 681 | ||||||
4,333 | M&T Bank Corp. | 630 |
Shares | Security Description | Value | ||||||
Banks (continued) | ||||||||
14,328 | PNC Financial Services Group, Inc. | $ | 2,733 | |||||
32,439 | Regions Financial Corp. | 655 | ||||||
1,750 | SVB Financial Group(a) | 974 | ||||||
45,358 | Truist Financial Corp. | 2,517 | ||||||
48,319 | U.S. Bancorp | 2,753 | ||||||
200,480 | Wells Fargo & Co. | 9,080 | ||||||
60,836 | ||||||||
Beverages — 1.20% | ||||||||
19,454 | Brown-Forman Corp., Class - B | 1,458 | ||||||
7,289 | Constellation Brands, Inc., Class - A | 1,705 | ||||||
53,769 | Keurig Dr Pepper, Inc. | 1,895 | ||||||
20,409 | Molson Coors Beverage Co., Class - B(a) | 1,095 | ||||||
40,716 | Monster Beverage Corp.(a) | 3,719 | ||||||
51,925 | PepsiCo, Inc. | 7,694 | ||||||
167,569 | Primo Water Corp. | 2,803 | ||||||
320 | The Boston Beer Co., Inc., Class - A(a) | 327 | ||||||
155,463 | The Coca-Cola Co. | 8,413 | ||||||
29,109 | ||||||||
Biotechnology — 1.64% | ||||||||
66,450 | AbbVie, Inc. | 7,483 | ||||||
7,397 | Alexion Pharmaceuticals, Inc.(a) | 1,359 | ||||||
8,479 | Alnylam Pharmaceuticals, Inc.(a) | 1,438 | ||||||
22,508 | Amgen, Inc. | 5,486 | ||||||
7,397 | Biogen, Inc.(a) | 2,562 | ||||||
9,036 | BioMarin Pharmaceutical, Inc.(a) | 754 | ||||||
5,600 | Exact Sciences Corp.(a) | 696 | ||||||
58,233 | Gilead Sciences, Inc. | 4,010 | ||||||
16,482 | Incyte Corp.(a) | 1,387 | ||||||
8,243 | Ionis Pharmaceuticals, Inc.(a) | 329 | ||||||
17,812 | Moderna, Inc.(a) | 4,185 | ||||||
8,829 | Neurocrine Biosciences, Inc.(a) | 859 | ||||||
2,400 | Novavax, Inc.(a) | 510 | ||||||
5,414 | Regeneron Pharmaceuticals, Inc.(a) | 3,024 | ||||||
8,493 | Seagen, Inc.(a) | 1,341 | ||||||
10,890 | Vertex Pharmaceuticals, Inc.(a) | 2,196 | ||||||
55,790 | Vitrolife AB | 2,319 | ||||||
39,938 | ||||||||
Building Products — 0.43% | ||||||||
16,301 | A.O. Smith Corp. | 1,175 | ||||||
3,105 | Allegion PLC | 433 | ||||||
44,855 | Carrier Global Corp. | 2,180 | ||||||
4,788 | Fortune Brands Home & Security, Inc. | 477 | ||||||
30,009 | Johnson Controls International PLC | 2,059 | ||||||
3,680 | Lennox International, Inc. | 1,291 | ||||||
11,395 | Masco Corp. | 671 | ||||||
3,650 | Owens Corning | 357 | ||||||
9,525 | Trane Technologies PLC | 1,754 | ||||||
10,397 |
See accompanying notes to financial statements.
58
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Capital Markets — 2.91% | ||||||||
3,935 | Ameriprise Financial, Inc. | $ | 979 | |||||
5,839 | Apollo Global Management, Inc. | 363 | ||||||
5,138 | BlackRock, Inc., Class - A | 4,495 | ||||||
12,524 | CBOE Global Markets, Inc. | 1,491 | ||||||
23,284 | CME Group, Inc. | 4,953 | ||||||
12,128 | FactSet Research Systems, Inc. | 4,071 | ||||||
10,205 | Franklin Resources, Inc. | 326 | ||||||
53,207 | Intercontinental Exchange, Inc. | 6,316 | ||||||
13,162 | Invesco Ltd. | 352 | ||||||
17,309 | KKR & Co., Inc., Class - A | 1,025 | ||||||
3,249 | MarketAxess Holdings, Inc. | 1,506 | ||||||
15,353 | Moody’s Corp. | 5,563 | ||||||
47,584 | Morgan Stanley | 4,362 | ||||||
8,380 | Morningstar, Inc. | 2,155 | ||||||
7,915 | MSCI, Inc. | 4,220 | ||||||
5,137 | Nasdaq, Inc. | 904 | ||||||
6,678 | Northern Trust Corp. | 772 | ||||||
4,161 | Raymond James Financial, Inc. | 541 | ||||||
17,784 | S&P Global, Inc. | 7,300 | ||||||
4,172 | SEI Investments Co. | 259 | ||||||
11,921 | State Street Corp. | 981 | ||||||
7,654 | T. Rowe Price Group, Inc. | 1,515 | ||||||
27,773 | The Bank of New York Mellon Corp. | 1,423 | ||||||
22,950 | The Blackstone Group, Inc., Class - A | 2,229 | ||||||
5,192 | The Carlyle Group, Inc. | 241 | ||||||
88,785 | The Charles Schwab Corp. | 6,464 | ||||||
13,232 | The Goldman Sachs Group, Inc. | 5,021 | ||||||
12,380 | Tradeweb Markets, Inc., Class - A | 1,047 | ||||||
70,874 | ||||||||
Chemicals — 1.30% | ||||||||
7,971 | Air Products & Chemicals, Inc. | 2,293 | ||||||
3,881 | Albemarle Corp. | 654 | ||||||
3,852 | Celanese Corp., Series A | 584 | ||||||
7,317 | CF Industries Holdings, Inc. | 376 | ||||||
88,551 | Corteva, Inc. | 3,927 | ||||||
25,077 | Dow, Inc. | 1,587 | ||||||
18,135 | DuPont de Nemours, Inc. | 1,404 | ||||||
4,573 | Eastman Chemical Co. | 534 | ||||||
8,686 | Ecolab, Inc. | 1,789 | ||||||
4,379 | FMC Corp. | 474 | ||||||
12,048 | International Flavors & Fragrances, Inc. | 1,800 | ||||||
27,856 | Linde PLC | 8,051 | ||||||
9,026 | LyondellBasell Industries N.V., Class - A | 929 | ||||||
9,632 | PPG Industries, Inc. | 1,636 | ||||||
6,872 | RPM International, Inc. | 610 | ||||||
12,149 | The Mosaic Co. | 388 | ||||||
16,955 | The Sherwin-Williams Co. | 4,619 | ||||||
31,655 |
Shares | Security Description | Value | ||||||
Commercial Services & Supplies — 0.58% | ||||||||
3,187 | Cintas Corp. | $ | 1,217 | |||||
23,156 | Copart, Inc.(a) | 3,053 | ||||||
15,233 | Republic Services, Inc. | 1,676 | ||||||
32,065 | Rollins, Inc. | 1,097 | ||||||
33,833 | Waste Connections, Inc. | 4,041 | ||||||
20,808 | Waste Management, Inc. | 2,915 | ||||||
13,999 | ||||||||
Communications Equipment — 0.68% | ||||||||
1,916 | Arista Networks, Inc.(a) | 694 | ||||||
142,147 | Cisco Systems, Inc. | 7,534 | ||||||
4,778 | F5 Networks, Inc.(a) | 892 | ||||||
38,260 | Juniper Networks, Inc. | 1,046 | ||||||
7,170 | Motorola Solutions, Inc. | 1,555 | ||||||
12,739 | Palo Alto Networks, Inc.(a) | 4,727 | ||||||
16,448 | ||||||||
Construction & Engineering — 0.15% | ||||||||
5,807 | Jacobs Engineering Group, Inc. | 775 | ||||||
105,359 | WillScot Mobile Mini Holdings Corp.(a) | 2,936 | ||||||
3,711 | ||||||||
Construction Materials — 0.08% | ||||||||
2,344 | Martin Marietta Materials, Inc. | 824 | ||||||
6,360 | Vulcan Materials Co. | 1,108 | ||||||
1,932 | ||||||||
Consumer Finance — 0.48% | ||||||||
66,423 | Ally Financial, Inc. | 3,310 | ||||||
23,052 | American Express Co. | 3,809 | ||||||
15,467 | Capital One Financial Corp. | 2,393 | ||||||
10,359 | Discover Financial Services | 1,225 | ||||||
19,685 | Synchrony Financial | 955 | ||||||
11,692 | ||||||||
Containers & Packaging — 0.46% | ||||||||
52,963 | Amcor PLC | 607 | ||||||
2,816 | Avery Dennison Corp. | 592 | ||||||
48,026 | Ball Corp. | 3,892 | ||||||
30,816 | Crown Holdings, Inc. | 3,149 | ||||||
12,615 | International Paper Co. | 773 | ||||||
5,442 | Packaging Corporation of America | 737 | ||||||
17,440 | Sealed Air Corp. | 1,034 | ||||||
9,059 | WestRock Co. | 482 | ||||||
11,266 | ||||||||
Distributors — 0.18% | ||||||||
5,637 | Genuine Parts Co. | 713 | ||||||
9,757 | LKQ Corp.(a) | 480 | ||||||
7,162 | Pool Corp. | 3,285 | ||||||
4,478 |
See accompanying notes to financial statements.
59
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Diversified Consumer Services — 0.12% | ||||||||
57,443 | Frontdoor, Inc.(a) | $ | 2,862 | |||||
Diversified Financial Services — 0.57% | ||||||||
47,608 | Berkshire Hathaway, Inc., Class - B(a) | 13,232 | ||||||
13,250 | Equitable Holdings, Inc. | 403 | ||||||
4,209 | Voya Financial, Inc. | 259 | ||||||
13,894 | ||||||||
Diversified Telecommunication Services — 0.82% | ||||||||
267,363 | AT&T, Inc. | 7,695 | ||||||
40,361 | Cellnex Telecom SA | 2,571 | ||||||
53,486 | Lumen Technologies, Inc. | 727 | ||||||
158,658 | Verizon Communications, Inc. | 8,889 | ||||||
19,882 | ||||||||
Electric Utilities — 1.24% | ||||||||
26,663 | Alliant Energy Corp. | 1,487 | ||||||
29,538 | American Electric Power Co., Inc. | 2,498 | ||||||
35,150 | Duke Energy Corp. | 3,470 | ||||||
22,659 | Edison International | 1,310 | ||||||
12,454 | Entergy Corp. | 1,241 | ||||||
17,924 | Evergy, Inc. | 1,084 | ||||||
22,737 | Eversource Energy | 1,825 | ||||||
36,392 | Exelon Corp. | 1,612 | ||||||
34,445 | FirstEnergy Corp. | 1,282 | ||||||
77,440 | NextEra Energy, Inc. | 5,675 | ||||||
24,166 | OGE Energy Corp. | 813 | ||||||
50,236 | PG&E Corp.(a) | 511 | ||||||
12,713 | Pinnacle West Capital Corp. | 1,042 | ||||||
47,591 | PPL Corp. | 1,331 | ||||||
47,714 | The Southern Co. | 2,887 | ||||||
32,015 | Xcel Energy, Inc. | 2,109 | ||||||
30,177 | ||||||||
Electrical Equipment — 0.51% | ||||||||
7,774 | AMETEK, Inc. | 1,038 | ||||||
13,477 | Eaton Corp. PLC | 1,997 | ||||||
20,220 | Emerson Electric Co. | 1,946 | ||||||
4,052 | Enphase Energy, Inc.(a) | 744 | ||||||
2,122 | Generac Holdings, Inc.(a) | 881 | ||||||
16,368 | Plug Power, Inc.(a) | 560 | ||||||
3,926 | Rockwell Automation, Inc. | 1,123 | ||||||
5,300 | Sensata Technologies Holding PLC(a) | 307 | ||||||
5,805 | Sunrun, Inc.(a) | 324 | ||||||
126,633 | Vertiv Holdings Co. | 3,457 | ||||||
12,377 | ||||||||
Electronic Equipment, Instruments & Components — 0.35% | ||||||||
20,224 | Amphenol Corp., Class - A | 1,384 | ||||||
2,575 | Arrow Electronics, Inc.(a) | 293 | ||||||
4,830 | CDW Corp. | 844 | ||||||
5,892 | Cognex Corp. | 495 |
Shares | Security Description | Value | ||||||
Electronic Equipment, Instruments & Components (continued) | ||||||||
25,820 | Corning, Inc. | $ | 1,056 | |||||
1,271 | IPG Photonics Corp.(a) | 268 | ||||||
6,260 | Keysight Technologies, Inc.(a) | 967 | ||||||
11,100 | TE Connectivity Ltd. | 1,500 | ||||||
8,448 | Trimble, Inc.(a) | 691 | ||||||
1,801 | Zebra Technologies Corp.(a) | 954 | ||||||
8,452 | ||||||||
Energy Equipment & Services — 0.11% | ||||||||
24,144 | Baker Hughes, Inc. | 552 | ||||||
29,853 | Halliburton Co. | 690 | ||||||
47,057 | Schlumberger Ltd. | 1,507 | ||||||
2,749 | ||||||||
Entertainment — 1.85% | ||||||||
65,879 | Activision Blizzard, Inc. | 6,287 | ||||||
16,369 | Electronic Arts, Inc. | 2,354 | ||||||
6,540 | Liberty Media Corp. - Liberty Formula One, Class - C(a) | 315 | ||||||
5,495 | Live Nation Entertainment, Inc.(a) | 481 | ||||||
27,991 | Netflix, Inc.(a) | 14,786 | ||||||
5,228 | ROBLOX Corp., Class - A(a) | 470 | ||||||
13,411 | Sea Ltd., ADR(a) | 3,683 | ||||||
4,487 | Spotify Technology SA(a) | 1,237 | ||||||
8,647 | Take-Two Interactive Software, Inc.(a) | 1,531 | ||||||
79,158 | The Walt Disney Co.(a) | 13,914 | ||||||
45,058 | ||||||||
Equity Real Estate Investment Trusts — 5.27% | ||||||||
49,462 | Acadia Realty Trust | 1,086 | ||||||
10,746 | Alexandria Real Estate Equities, Inc. | 1,955 | ||||||
87,852 | American Homes 4 Rent, Class - A | 3,413 | ||||||
46,799 | American Tower Corp. | 12,643 | ||||||
21,451 | AvalonBay Communities, Inc. | 4,476 | ||||||
4,992 | Boston Properties, Inc. | 572 | ||||||
129,913 | Brixmor Property Group, Inc. | 2,974 | ||||||
24,222 | Camden Property Trust | 3,213 | ||||||
38,949 | Crown Castle International Corp. | 7,599 | ||||||
15,539 | Digital Realty Trust, Inc. | 2,338 | ||||||
38,924 | Douglas Emmett, Inc. | 1,309 | ||||||
16,064 | Duke Realty Corp. | 761 | ||||||
8,161 | Equinix, Inc. | 6,550 | ||||||
14,265 | Equity Lifestyle Properties, Inc. | 1,060 | ||||||
18,625 | Equity Residential | 1,434 | ||||||
3,542 | Essex Property Trust, Inc. | 1,063 | ||||||
36,930 | Extra Space Storage, Inc. | 6,051 | ||||||
18,778 | First Industrial Realty Trust, Inc. | 981 | ||||||
77,600 | Healthpeak Properties, Inc. | 2,583 | ||||||
24,256 | Host Hotels & Resorts, Inc.(a) | 415 | ||||||
89,541 | Independence Realty Trust, Inc. | 1,632 |
See accompanying notes to financial statements.
60
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Equity Real Estate Investment Trusts (continued) | ||||||||
4,080 | Innovative Industrial Properties, Inc. | $ | 779 | |||||
150,180 | Invitation Homes, Inc. | 5,600 | ||||||
25,491 | Iron Mountain, Inc. | 1,078 | ||||||
17,994 | Kilroy Realty Corp. | 1,253 | ||||||
22,068 | Life Storage, Inc. | 2,369 | ||||||
20,108 | Medical Properties Trust, Inc. | 404 | ||||||
7,013 | Mid-America Apartment Communities, Inc. | 1,181 | ||||||
7,743 | Omega Healthcare Investors, Inc. | 281 | ||||||
47,720 | Pebblebrook Hotel Trust | 1,124 | ||||||
14,817 | PotlatchDeltic Corp. | 788 | ||||||
83,668 | Prologis, Inc. | 10,002 | ||||||
13,079 | Public Storage | 3,933 | ||||||
12,366 | Realty Income Corp. | 825 | ||||||
5,201 | Regency Centers Corp. | 333 | ||||||
79,278 | Retail Opportunity Investments Corp. | 1,400 | ||||||
36,697 | Rexford Industrial Realty, Inc. | 2,090 | ||||||
14,114 | Ryman Hospitality Properties, Inc.(a) | 1,114 | ||||||
6,647 | SBA Communications Corp. | 2,118 | ||||||
28,324 | Simon Property Group, Inc. | 3,695 | ||||||
23,687 | SL Green Realty Corp. | 1,895 | ||||||
38,039 | Sun Communities, Inc. | 6,519 | ||||||
74,606 | UDR, Inc. | 3,655 | ||||||
12,650 | Ventas, Inc. | 722 | ||||||
7,360 | VEREIT, Inc. | 338 | ||||||
97,320 | VICI Properties, Inc. | 3,019 | ||||||
5,515 | Vornado Realty Trust | 257 | ||||||
31,957 | Weingarten Realty Investors | 1,025 | ||||||
60,902 | Welltower, Inc. | 5,061 | ||||||
25,220 | Weyerhaeuser Co. | 868 | ||||||
7,516 | WP Carey, Inc. | 560 | ||||||
128,394 | ||||||||
Food & Staples Retailing — 0.94% | ||||||||
22,574 | Costco Wholesale Corp. | 8,931 | ||||||
17,208 | Sysco Corp. | 1,338 | ||||||
55,492 | The Kroger Co. | 2,126 | ||||||
38,114 | Walgreens Boots Alliance, Inc. | 2,005 | ||||||
60,473 | Walmart, Inc. | 8,529 | ||||||
22,929 | ||||||||
Food Products — 0.98% | ||||||||
24,020 | Archer-Daniels-Midland Co. | 1,456 | ||||||
9,312 | Bunge Ltd. | 728 | ||||||
29,815 | Campbell Soup Co. | 1,360 | ||||||
46,300 | Conagra Brands, Inc. | 1,684 | ||||||
38,747 | General Mills, Inc. | 2,360 | ||||||
34,342 | Hormel Foods Corp. | 1,640 | ||||||
25,712 | Kellogg Co. | 1,654 | ||||||
8,074 | Lamb Weston Holding, Inc. | 651 |
Shares | Security Description | Value | ||||||
Food Products (continued) | ||||||||
19,999 | McCormick & Company, Inc. | $ | 1,766 | |||||
61,398 | Mondelez International, Inc., Class - A | 3,832 | ||||||
10,912 | The Hershey Co. | 1,901 | ||||||
12,236 | The J.M. Smucker Co. | 1,586 | ||||||
39,174 | The Kraft Heinz Co. | 1,598 | ||||||
21,617 | Tyson Foods, Inc., Class - A | 1,595 | ||||||
23,811 | ||||||||
Gas Utilities — 0.09% | ||||||||
14,473 | Atmos Energy Corp. | 1,392 | ||||||
15,930 | UGI Corp. | 737 | ||||||
2,129 | ||||||||
Health Care Equipment & Supplies — 2.94% | ||||||||
63,758 | Abbott Laboratories | 7,391 | ||||||
3,821 | Abiomed, Inc.(a) | 1,193 | ||||||
5,565 | Align Technology, Inc.(a) | 3,400 | ||||||
27,700 | Baxter International, Inc. | 2,229 | ||||||
14,174 | Becton, Dickinson & Co. | 3,447 | ||||||
47,759 | Boston Scientific Corp.(a) | 2,042 | ||||||
42,506 | Danaher Corp. | 11,407 | ||||||
14,828 | DENTSPLY SIRONA, Inc. | 938 | ||||||
5,683 | Dexcom, Inc.(a) | 2,427 | ||||||
22,325 | Edwards Lifesciences Corp.(a) | 2,313 | ||||||
12,868 | Hologic, Inc.(a) | 859 | ||||||
7,840 | IDEXX Laboratories, Inc.(a) | 4,951 | ||||||
4,707 | Insulet Corp.(a) | 1,292 | ||||||
7,166 | Intuitive Surgical, Inc.(a) | 6,590 | ||||||
6,285 | Masimo Corp.(a) | 1,524 | ||||||
48,348 | Medtronic PLC | 6,000 | ||||||
3,051 | Novocure Ltd.(a) | 677 | ||||||
6,089 | ResMed, Inc. | 1,501 | ||||||
15,592 | STERIS PLC | 3,217 | ||||||
11,438 | Stryker Corp. | 2,971 | ||||||
2,155 | Teleflex, Inc. | 866 | ||||||
2,820 | The Cooper Companies, Inc. | 1,117 | ||||||
5,123 | West Pharmaceutical Services, Inc. | 1,840 | ||||||
8,725 | Zimmer Biomet Holdings, Inc. | 1,404 | ||||||
71,596 | ||||||||
Health Care Providers & Services — 1.73% | ||||||||
9,842 | AmerisourceBergen Corp. | 1,127 | ||||||
8,258 | Anthem, Inc. | 3,153 | ||||||
97,541 | Brookdale Senior Living, Inc.(a) | 771 | ||||||
16,684 | Cardinal Health, Inc. | 952 | ||||||
19,599 | Centene Corp.(a) | 1,429 | ||||||
11,877 | Cigna Corp. | 2,816 | ||||||
52,881 | CVS Health Corp. | 4,412 | ||||||
7,763 | DaVita, Inc.(a) | 935 | ||||||
13,597 | HCA Healthcare, Inc. | 2,811 | ||||||
39,251 | HealthEquity, Inc.(a) | 3,159 |
See accompanying notes to financial statements.
61
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Health Care Providers & Services (continued) | ||||||||
12,787 | Henry Schein, Inc.(a) | $ | 948 | |||||
4,350 | Humana, Inc. | 1,926 | ||||||
3,290 | Laboratory Corporation of America Holdings(a) | 908 | ||||||
7,090 | McKesson Corp. | 1,356 | ||||||
2,001 | Molina Heathcare, Inc.(a) | 506 | ||||||
3,470 | Oak Street Health, Inc.(a) | 203 | ||||||
11,823 | Quest Diagnostics, Inc. | 1,560 | ||||||
31,944 | UnitedHealth Group, Inc. | 12,792 | ||||||
2,622 | Universal Health Services, Inc., Class - B | 384 | ||||||
42,148 | ||||||||
Health Care Technology — 0.31% | ||||||||
23,180 | Cerner Corp. | 1,812 | ||||||
11,267 | Teladoc Health, Inc.(a) | 1,874 | ||||||
12,689 | Veeva Systems, Inc., Class - A(a) | 3,945 | ||||||
7,631 | ||||||||
Hotels, Restaurants & Leisure — 1.63% | ||||||||
10,270 | Airbnb, Inc., Class - A(a) | 1,573 | ||||||
7,674 | Aramark | 286 | ||||||
46,663 | Brinker International, Inc.(a) | 2,886 | ||||||
16,228 | Caesars Entertainment, Inc.(a) | 1,683 | ||||||
27,396 | Carnival Corp.(a) | 722 | ||||||
2,334 | Chipotle Mexican Grill, Inc.(a) | 3,618 | ||||||
7,616 | Choice Hotels International, Inc. | 905 | ||||||
4,396 | Darden Restaurants, Inc. | 642 | ||||||
3,892 | Domino’s Pizza, Inc. | 1,815 | ||||||
5,936 | DraftKings, Inc., Class - A(a) | 310 | ||||||
11,412 | Hilton Worldwide Holdings, Inc.(a) | 1,376 | ||||||
11,607 | Las Vegas Sands Corp.(a) | 612 | ||||||
9,318 | Marriott International, Inc., Class - A(a) | 1,272 | ||||||
28,048 | McDonald’s Corp. | 6,480 | ||||||
13,560 | MGM Resorts International | 578 | ||||||
37,105 | Planet Fitness, Inc., Class - A(a) | 2,792 | ||||||
145,018 | Playa Hotels & Resorts N.V.(a) | 1,077 | ||||||
7,736 | Royal Caribbean Cruises Ltd.(a) | 660 | ||||||
39,700 | Starbucks Corp. | 4,439 | ||||||
2,630 | Vail Resorts, Inc.(a) | 833 | ||||||
27,033 | Wynn Resorts Ltd.(a) | 3,306 | ||||||
16,205 | YUM! Brands, Inc. | 1,864 | ||||||
39,729 | ||||||||
Household Durables — 0.39% | ||||||||
37,916 | D.R. Horton, Inc. | 3,427 | ||||||
7,908 | Garmin Ltd. | 1,144 | ||||||
9,295 | Lennar Corp., Class - A | 923 | ||||||
2,042 | Mohawk Industries, Inc.(a) | 392 | ||||||
12,932 | Newell Brands, Inc. | 355 | ||||||
118 | NVR, Inc.(a) | 587 | ||||||
8,977 | PulteGroup, Inc. | 490 |
Shares | Security Description | Value | ||||||
Household Durables (continued) | ||||||||
3,683 | Roku, Inc.(a) | $ | 1,692 | |||||
2,111 | Whirlpool Corp. | 460 | ||||||
9,470 | ||||||||
Household Products — 0.99% | ||||||||
48,036 | Church & Dwight Co., Inc. | 4,093 | ||||||
39,856 | Colgate-Palmolive Co. | 3,242 | ||||||
19,669 | Kimberly-Clark Corp. | 2,632 | ||||||
10,646 | The Clorox Co. | 1,915 | ||||||
90,550 | The Procter & Gamble Co. | 12,218 | ||||||
24,100 | ||||||||
Independent Power and Renewable Electricity Producers — 0.08% | ||||||||
12,948 | NRG Energy, Inc. | 522 | ||||||
22,454 | The AES Corp. | 585 | ||||||
39,709 | Vistra Corp. | 737 | ||||||
1,844 | ||||||||
Industrial Conglomerates — 0.73% | ||||||||
22,675 | 3M Co. | 4,504 | ||||||
295,158 | General Electric Co. | 3,973 | ||||||
23,436 | Honeywell International, Inc. | 5,140 | ||||||
8,585 | Roper Technologies, Inc. | 4,037 | ||||||
17,654 | ||||||||
Insurance — 1.41% | ||||||||
22,066 | Aflac, Inc. | 1,184 | ||||||
482 | Alleghany Corp.(a) | 322 | ||||||
2,488 | American Financial Group, Inc. | 310 | ||||||
29,123 | American International Group, Inc. | 1,386 | ||||||
10,691 | Aon PLC, Class - A | 2,553 | ||||||
51,767 | Arch Capital Group Ltd.(a) | 2,016 | ||||||
9,572 | Arthur J. Gallagher & Co. | 1,341 | ||||||
3,628 | Assurant, Inc. | 566 | ||||||
4,486 | Athene Holding Ltd., Class - A(a) | 303 | ||||||
18,132 | Brown & Brown, Inc. | 964 | ||||||
16,475 | Chubb Ltd. | 2,618 | ||||||
5,162 | Cincinnati Financial Corp. | 602 | ||||||
5,860 | Erie Indemnity Co., Class - A | 1,133 | ||||||
2,339 | Everest Re Group Ltd. | 589 | ||||||
13,410 | Fidelity National Financial, Inc. | 583 | ||||||
3,352 | Globe Life, Inc. | 319 | ||||||
6,174 | Lincoln National Corp. | 388 | ||||||
7,709 | Loews Corp. | 421 | ||||||
465 | Markel Corp.(a) | 552 | ||||||
21,867 | Marsh & McLennan Companies, Inc. | 3,075 | ||||||
25,352 | MetLife, Inc. | 1,517 | ||||||
9,276 | Principal Financial Group, Inc. | 586 | ||||||
13,386 | Prudential Financial, Inc. | 1,372 | ||||||
2,288 | Reinsurance Group of America | 261 | ||||||
6,563 | RenaissanceRe Holdings Ltd. | 977 |
See accompanying notes to financial statements.
62
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Insurance (continued) | ||||||||
12,466 | The Allstate Corp. | $ | 1,626 | |||||
12,105 | The Hartford Financial Services Group, Inc. | 750 | ||||||
27,690 | The Progressive Corp. | 2,720 | ||||||
9,334 | The Travelers Cos., Inc. | 1,398 | ||||||
4,808 | W.R. Berkley Corp. | 358 | ||||||
6,699 | Willis Towers Watson PLC | 1,541 | ||||||
34,331 | ||||||||
Interactive Media & Services — 4.84% | ||||||||
13,668 | Alphabet, Inc., Class - A(a) | 33,374 | ||||||
11,071 | Alphabet, Inc., Class - C(a) | 27,748 | ||||||
103,353 | Facebook, Inc., Class - A(a) | 35,937 | ||||||
33,515 | IAC/InterActiveCorp.(a) | 5,167 | ||||||
21,505 | Match Group, Inc.(a) | 3,468 | ||||||
17,784 | Pinterest, Inc., Class - A(a) | 1,404 | ||||||
35,439 | Scout24 AG(a) | 2,988 | ||||||
58,716 | Snap, Inc., Class - A(a) | 4,001 | ||||||
26,886 | Twitter, Inc.(a) | 1,850 | ||||||
21,162 | Vimeo, Inc.(a) | 1,037 | ||||||
2,065 | Zillow Group, Inc., Class - A(a) | 253 | ||||||
5,190 | Zillow Group, Inc., Class - C(a) | 634 | ||||||
117,861 | ||||||||
Internet & Direct Marketing Retail — 3.66% | ||||||||
13,879 | Alibaba Group Holding Ltd., ADR(a) | 3,147 | ||||||
18,138 | Amazon.com, Inc.(a) | 62,399 | ||||||
2,691 | Booking Holdings, Inc.(a) | 5,888 | ||||||
13,731 | Chewy, Inc., Class - A(a) | 1,095 | ||||||
37,755 | eBay, Inc. | 2,650 | ||||||
4,259 | Etsy, Inc.(a) | 877 | ||||||
21,794 | Expedia Group, Inc.(a) | 3,568 | ||||||
72,844 | Farfetch Ltd., Class - A(a) | 3,668 | ||||||
3,269 | MercadoLibre, Inc.(a) | 5,092 | ||||||
2,427 | Wayfair, Inc., Class - A(a) | 766 | ||||||
89,150 | ||||||||
IT Services — 6.64% | ||||||||
21,351 | Accenture PLC, Class - A | 6,294 | ||||||
39,145 | Adyen N.V., ADR(a) | 1,924 | ||||||
757 | Adyen N.V.(a) | 1,849 | ||||||
15,634 | Afterpay Ltd.(a) | 1,385 | ||||||
13,689 | Akamai Technologies, Inc.(a) | 1,596 | ||||||
14,410 | Automatic Data Processing, Inc. | 2,862 | ||||||
33,488 | Bigcommerce Holdings, Inc.(a) | 2,174 | ||||||
49,900 | Black Knight, Inc.(a) | 3,892 | ||||||
16,044 | Booz Allen Hamilton Holding Corp. | 1,366 | ||||||
7,884 | Broadridge Financial Solutions, Inc. | 1,274 | ||||||
17,877 | Cognizant Technology Solutions Corp. | 1,238 | ||||||
1,891 | EPAM Systems, Inc.(a) | 966 | ||||||
56,287 | Fidelity National Information Services, Inc. | 7,974 |
Shares | Security Description | Value | ||||||
IT Services (continued) | ||||||||
46,388 | Fiserv, Inc.(a) | $ | 4,958 | |||||
2,681 | FleetCor Technologies, Inc.(a) | 686 | ||||||
3,016 | Gartner, Inc.(a) | 730 | ||||||
20,455 | Global Payments, Inc. | 3,836 | ||||||
10,577 | GMO Payment Gateway, Inc. | 1,378 | ||||||
41,875 | GoDaddy, Inc., Class - A(a) | 3,641 | ||||||
31,380 | International Business Machines Corp. | 4,600 | ||||||
7,960 | Jack Henry & Associates, Inc. | 1,302 | ||||||
6,509 | Leidos Holdings, Inc. | 658 | ||||||
62,374 | Marqeta, Inc., Class - A(a) | 1,751 | ||||||
49,951 | MasterCard, Inc., Class - A | 18,236 | ||||||
1,789 | MongoDB, Inc.(a) | 647 | ||||||
5,223 | Okta, Inc.(a) | 1,278 | ||||||
41,458 | Pagseguro Digital Ltd.(a) | 2,318 | ||||||
30,082 | Paychex, Inc. | 3,228 | ||||||
91,138 | PayPal Holdings, Inc.(a) | 26,566 | ||||||
3,489 | Shopify, Inc.(a) | 5,097 | ||||||
8,775 | Snowflake, Inc., Class - A(a) | 2,122 | ||||||
30,368 | Square, Inc., Class - A(a) | 7,404 | ||||||
31,607 | Stoneco Ltd., Class - A(a) | 2,120 | ||||||
43,864 | The Western Union Co. | 1,007 | ||||||
10,625 | Twilio, Inc., Class - A(a) | 4,187 | ||||||
18,781 | VeriSign, Inc.(a) | 4,276 | ||||||
94,564 | Visa, Inc., Class - A | 22,112 | ||||||
26,626 | Worldline SA(a) | 2,492 | ||||||
161,424 | ||||||||
Leisure Products — 0.12% | ||||||||
4,479 | Hasbro, Inc. | 423 | ||||||
20,460 | Peloton Interactive, Inc., Class - A(a) | 2,538 | ||||||
2,961 | ||||||||
Life Sciences Tools & Services — 2.35% | ||||||||
5,426 | 10X Genomics, Inc., Class - A(a) | 1,063 | ||||||
63,489 | Agilent Technologies, Inc. | 9,384 | ||||||
17,569 | Avantor, Inc.(a) | 624 | ||||||
1,897 | Bio-Rad Laboratories, Inc., Class - A(a) | 1,222 | ||||||
1,337 | Bio-Techne Corp. | 602 | ||||||
1,729 | Charles River Laboratories International, Inc.(a) | 640 | ||||||
40,557 | Eurofins Scientific SE(a) | 4,635 | ||||||
4,937 | Illumina, Inc.(a) | 2,336 | ||||||
19,074 | IQVIA Holdings, Inc.(a) | 4,622 | ||||||
8,659 | Medpace Holdings, Inc.(a) | 1,529 | ||||||
3,295 | Mettler-Toledo International, Inc.(a) | 4,565 | ||||||
28,423 | PerkinElmer, Inc. | 4,389 | ||||||
4,358 | PPD, Inc.(a) | 201 | ||||||
11,375 | Sartorius Stedim Biotech | 5,380 | ||||||
29,205 | Thermo Fisher Scientific, Inc. | 14,733 | ||||||
3,796 | Waters Corp.(a) | 1,312 | ||||||
57,237 |
See accompanying notes to financial statements.
63
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Machinery — 1.03% | ||||||||
18,375 | Caterpillar, Inc. | $ | 3,998 | |||||
6,102 | Cummins, Inc. | 1,488 | ||||||
10,025 | Deere & Co. | 3,536 | ||||||
4,866 | Dover Corp. | 733 | ||||||
10,647 | Fortive Corp. | 743 | ||||||
13,471 | IDEX Corp. | 2,964 | ||||||
10,704 | Illinois Tool Works, Inc. | 2,393 | ||||||
12,484 | Ingersoll-Rand, Inc.(a) | 609 | ||||||
1,770 | Nordson Corp. | 389 | ||||||
26,517 | Otis Worldwide Corp. | 2,168 | ||||||
16,747 | PACCAR, Inc. | 1,495 | ||||||
4,354 | Parker Hannifin Corp. | 1,337 | ||||||
5,609 | Pentair PLC | 379 | ||||||
1,800 | Snap-on, Inc. | 402 | ||||||
5,415 | Stanley Black & Decker, Inc. | 1,110 | ||||||
6,101 | Westinghouse Air Brake Technologies Corp. | 502 | ||||||
6,087 | Xylem, Inc. | 730 | ||||||
24,976 | ||||||||
Media — 1.38% | ||||||||
86,676 | Altice USA, Inc., Class - A(a) | 2,959 | ||||||
378 | Cable One, Inc. | 723 | ||||||
9,962 | Charter Communications, Inc., Class - A(a) | 7,187 | ||||||
161,594 | Comcast Corp., Class - A | 9,213 | ||||||
24,937 | Discovery, Inc.^(a) | 765 | ||||||
29,166 | Discovery, Inc., Class - C(a) | 845 | ||||||
8,344 | Dish Network Corp.(a) | 349 | ||||||
17,531 | Fox Corp., Class - A | 651 | ||||||
8,816 | Fox Corp., Class - B | 310 | ||||||
4,378 | Liberty Broadband Corp., Class - A(a) | 736 | ||||||
26,526 | Liberty Broadband Corp., Class - C(a) | 4,606 | ||||||
25,695 | Liberty Global PLC, Class - A(a) | 697 | ||||||
33,641 | Liberty Global PLC, Class - C(a) | 910 | ||||||
3,032 | Liberty Media Corp. - Liberty SiriusXM, Class - A(a) | 141 | ||||||
5,847 | Liberty Media Corp. - Liberty SiriusXM, Class - C(a) | 271 | ||||||
19,451 | News Corp., Class - A | 502 | ||||||
12,179 | Omnicom Group, Inc. | 975 | ||||||
70,237 | Sirius XM Holdings, Inc. | 460 | ||||||
13,158 | The Interpublic Group of Companies, Inc. | 428 | ||||||
19,085 | ViacomCBS, Inc., Class - B | 863 | ||||||
33,591 | ||||||||
Metals & Mining — 0.24% | ||||||||
49,125 | Freeport-McMoRan, Inc. | 1,823 | ||||||
42,450 | Newmont Corp. | 2,690 | ||||||
10,203 | Nucor Corp. | 979 |
Shares | Security Description | Value | ||||||
Metals & Mining (continued) | ||||||||
7,097 | Steel Dynamics, Inc. | $ | 423 | |||||
5,915 | ||||||||
Mortgage Real Estate Investment Trusts — 0.09% | ||||||||
71,839 | AGNC Investment Corp. | 1,214 | ||||||
105,785 | Annaly Capital Management, Inc. | 939 | ||||||
2,153 | ||||||||
Multiline Retail — 0.46% | ||||||||
13,547 | Dollar General Corp. | 2,932 | ||||||
15,784 | Dollar Tree, Inc.(a) | 1,571 | ||||||
27,637 | Target Corp. | 6,680 | ||||||
11,183 | ||||||||
Multi-Utilities — 0.67% | ||||||||
19,047 | Ameren Corp. | 1,524 | ||||||
18,382 | CenterPoint Energy, Inc. | 451 | ||||||
26,442 | CMS Energy Corp. | 1,562 | ||||||
25,258 | Consolidated Edison, Inc. | 1,811 | ||||||
38,840 | Dominion Energy, Inc. | 2,859 | ||||||
9,818 | DTE Energy Co. | 1,273 | ||||||
44,358 | NiSource, Inc. | 1,087 | ||||||
31,965 | Public Service Enterprise Group, Inc. | 1,909 | ||||||
14,583 | Sempra Energy | 1,932 | ||||||
21,848 | WEC Energy Group, Inc. | 1,943 | ||||||
16,351 | ||||||||
Oil, Gas & Consumable Fuels — 1.34% | ||||||||
54,004 | Cabot Oil & Gas Corp. | 943 | ||||||
13,515 | Cheniere Energy, Inc.(a) | 1,172 | ||||||
64,851 | Chevron Corp. | 6,792 | ||||||
45,827 | ConocoPhillips | 2,791 | ||||||
21,209 | Devon Energy Corp. | 619 | ||||||
19,722 | EOG Resources, Inc. | 1,646 | ||||||
142,510 | Exxon Mobil Corp. | 8,989 | ||||||
9,335 | Hess Corp. | 815 | ||||||
68,865 | Kinder Morgan, Inc. | 1,255 | ||||||
21,993 | Marathon Petroleum Corp. | 1,329 | ||||||
31,455 | Occidental Petroleum Corp. | 984 | ||||||
15,012 | ONEOK, Inc. | 835 | ||||||
14,763 | Phillips 66 | 1,267 | ||||||
6,938 | Pioneer Natural Resources Co. | 1,128 | ||||||
41,012 | The Williams Companies, Inc. | 1,089 | ||||||
13,781 | Valero Energy Corp. | 1,076 | ||||||
32,730 | ||||||||
Personal Products — 0.34% | ||||||||
3,836 | L’Oreal SA | 1,709 | ||||||
20,947 | The Estee Lauder Companies, Inc. | 6,663 | ||||||
8,372 | ||||||||
Pharmaceuticals — 2.31% | ||||||||
91,173 | Bristol-Myers Squibb Co. | 6,093 |
See accompanying notes to financial statements.
64
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Pharmaceuticals (continued) | ||||||||
5,739 | Catalent, Inc.(a) | $ | 621 | |||||
14,629 | Elanco Animal Health, Inc.(a) | 507 | ||||||
38,393 | Eli Lilly & Co. | 8,812 | ||||||
10,853 | Horizon Therapeutics PLC(a) | 1,016 | ||||||
6,172 | Jazz Pharmaceuticals PLC(a) | 1,096 | ||||||
94,624 | Johnson & Johnson | 15,589 | ||||||
97,848 | Merck & Co., Inc. | 7,610 | ||||||
1,266 | Organon & Co.(a) | 38 | ||||||
213,336 | Pfizer, Inc. | 8,354 | ||||||
5,878 | Royalty Pharma PLC, Class - A | 241 | ||||||
70,627 | Viatris, Inc. | 1,009 | ||||||
28,231 | Zoetis, Inc. | 5,261 | ||||||
56,247 | ||||||||
Professional Services — 0.88% | ||||||||
11,761 | Clarivate PLC(a) | 324 | ||||||
42,303 | CoStar Group, Inc.(a) | 3,503 | ||||||
19,749 | Equifax, Inc. | 4,729 | ||||||
47,401 | Experian PLC | 1,827 | ||||||
12,792 | IHS Markit Ltd. | 1,441 | ||||||
3,842 | Robert Half International, Inc. | 342 | ||||||
51,118 | TransUnion | 5,613 | ||||||
21,058 | Verisk Analytics, Inc., Class - A | 3,680 | ||||||
21,459 | ||||||||
Real Estate Management & Development — 0.14% | ||||||||
11,336 | CBRE Group, Inc., Class - A(a) | 972 | ||||||
11,179 | Colliers International Group, Inc. | 1,251 | ||||||
6,188 | Jones Lang LaSalle, Inc.(a) | 1,210 | ||||||
3,433 | ||||||||
Road & Rail — 1.35% | ||||||||
1,483 | AMERCO | 874 | ||||||
28,982 | Canadian Pacific Railway Ltd. | 2,229 | ||||||
164,127 | CSX Corp. | 5,265 | ||||||
5,731 | JB Hunt Transport Services, Inc. | 934 | ||||||
3,068 | Kansas City Southern | 869 | ||||||
18,445 | Knight-Swift Transportation Holdings, Inc. | 839 | ||||||
8,728 | Lyft, Inc., Class - A(a) | 528 | ||||||
8,488 | Norfolk Southern Corp. | 2,253 | ||||||
11,955 | Old Dominion Freight Line, Inc. | 3,035 | ||||||
144,079 | Uber Technologies, Inc.(a) | 7,221 | ||||||
40,506 | Union Pacific Corp. | 8,908 | ||||||
32,955 | ||||||||
Semiconductors & Semiconductor Equipment — 3.67% | ||||||||
40,676 | Advanced Micro Devices, Inc.(a) | 3,821 | ||||||
12,493 | Analog Devices, Inc. | 2,151 | ||||||
54,478 | Applied Materials, Inc. | 7,758 | ||||||
13,763 | Broadcom, Inc. | 6,563 | ||||||
136,907 | Intel Corp. | 7,686 |
Shares | Security Description | Value | ||||||
Semiconductors & Semiconductor Equipment (continued) | ||||||||
5,190 | KLA Corp. | $ | 1,683 | |||||
4,815 | Lam Research Corp. | 3,133 | ||||||
27,053 | Marvell Technology, Inc. | 1,578 | ||||||
9,031 | Maxim Integrated Products, Inc. | 952 | ||||||
8,987 | Microchip Technology, Inc. | 1,346 | ||||||
37,648 | Micron Technology, Inc.(a) | 3,199 | ||||||
1,446 | Monolithic Power Systems, Inc. | 540 | ||||||
31,916 | NVIDIA Corp. | 25,535 | ||||||
9,335 | NXP Semiconductors N.V. | 1,920 | ||||||
93,605 | ON Semiconductor Corp.(a) | 3,583 | ||||||
3,852 | Qorvo, Inc.(a) | 754 | ||||||
38,256 | QUALCOMM, Inc. | 5,468 | ||||||
5,612 | Skyworks Solutions, Inc. | 1,076 | ||||||
�� | 1,766 | SolarEdge Technologies, Inc.(a) | 488 | |||||
18,331 | Taiwan Semiconductor Manufacturing Co. Ltd., ADR | 2,203 | ||||||
5,608 | Teradyne, Inc. | 751 | ||||||
30,973 | Texas Instruments, Inc. | 5,956 | ||||||
8,283 | Xilinx, Inc. | 1,198 | ||||||
89,342 | ||||||||
Software — 9.64% | ||||||||
27,506 | Adobe, Inc.(a) | 16,109 | ||||||
37,213 | Anaplan, Inc.(a) | 1,983 | ||||||
9,913 | ANSYS, Inc.(a) | 3,440 | ||||||
6,485 | AppFolio, Inc., Class - A(a) | 916 | ||||||
4,611 | Atlassian Corp. PLC, Class - A(a) | 1,184 | ||||||
17,117 | Autodesk, Inc.(a) | 4,996 | ||||||
15,967 | Avalara, Inc.(a) | 2,583 | ||||||
14,583 | Bentley Systems, Inc., Class - B | 945 | ||||||
9,766 | Bill.Com Holdings, Inc.(a) | 1,789 | ||||||
9,427 | Cadence Design Systems, Inc.(a) | 1,290 | ||||||
26,511 | Ceridian HCM Holding, Inc.(a) | 2,543 | ||||||
13,350 | Citrix Systems, Inc. | 1,566 | ||||||
12,513 | Cloudflare, Inc., Class - A(a) | 1,325 | ||||||
8,710 | Coupa Software, Inc.(a) | 2,283 | ||||||
13,230 | Crowdstrike Holdings, Inc., Class - A(a) | 3,325 | ||||||
7,638 | Dassault Systemes SE | 1,852 | ||||||
5,912 | Datadog, Inc., Class - A(a) | 615 | ||||||
11,629 | DocuSign, Inc.(a) | 3,251 | ||||||
22,896 | Dropbox, Inc., Class - A(a) | 693 | ||||||
32,767 | Duck Creek Technologies, Inc.(a) | 1,426 | ||||||
6,263 | Dynatrace, Inc.(a) | 366 | ||||||
29,587 | Envestnet, Inc.(a) | 2,244 | ||||||
981 | Fair Isaac Corp.(a) | 493 | ||||||
4,662 | Fortinet, Inc.(a) | 1,110 | ||||||
6,159 | Guidewire Software, Inc.(a) | 694 | ||||||
1,472 | HubSpot, Inc.(a) | 858 | ||||||
17,128 | Intuit, Inc. | 8,396 | ||||||
20,295 | Kinaxis, Inc.(a) | 2,670 |
See accompanying notes to financial statements.
65
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Software (continued) | ||||||||
33,615 | Lightspeed Pos, Inc.(a) | $ | 2,814 | |||||
307,202 | Microsoft Corp. | 83,220 | ||||||
56,602 | Money Forward, Inc.(a) | 3,613 | ||||||
59,509 | Nortonlifelock, Inc. | 1,619 | ||||||
106,689 | Oracle Corp. | 8,304 | ||||||
17,952 | Palantir Technologies, Inc., Class - A(a) | 473 | ||||||
10,044 | PAYCOM Software, Inc.(a) | 3,650 | ||||||
12,782 | Paylocity Holding Corp.(a) | 2,439 | ||||||
21,345 | Procore Technologies, Inc.^(a) | 2,027 | ||||||
3,740 | PTC, Inc.(a) | 528 | ||||||
2,545 | RingCentral, Inc., Class - A(a) | 740 | ||||||
51,558 | Salesforce.com, Inc.(a) | 12,594 | ||||||
17,152 | ServiceNow, Inc.(a) | 9,426 | ||||||
9,617 | Simcorp A/S | 1,207 | ||||||
15,882 | Slack Technologies, Inc., Class - A(a) | 704 | ||||||
5,416 | Splunk, Inc.(a) | 783 | ||||||
7,777 | SS&C Technologies Holdings, Inc. | 560 | ||||||
5,130 | Synopsys, Inc.(a) | 1,415 | ||||||
46,592 | The Descartes Systems Group, Inc.(a) | 3,223 | ||||||
195,051 | The Sage Group PLC | 1,846 | ||||||
25,890 | The Trade Desk, Inc., Class - A(a) | 2,003 | ||||||
10,767 | Tyler Technologies, Inc.(a) | 4,871 | ||||||
2,003 | Unity Software, Inc.(a) | 220 | ||||||
3,578 | VMware, Inc., Class - A^(a) | 573 | ||||||
19,826 | Workday, Inc., Class - A(a) | 4,734 | ||||||
16,235 | Xero Ltd.(a) | 1,669 | ||||||
16,986 | Zendesk, Inc.(a) | 2,452 | ||||||
11,606 | Zoom Video Communications, Inc., Class - A(a) | 4,493 | ||||||
5,384 | Zscaler, Inc.(a) | 1,163 | ||||||
234,308 | ||||||||
Specialty Retail — 1.62% | ||||||||
3,956 | Advance Auto Parts, Inc. | 812 | ||||||
1,293 | AutoZone, Inc.(a) | 1,929 | ||||||
7,870 | Best Buy Co., Inc. | 905 | ||||||
2,237 | Burlington Stores, Inc.(a) | 720 | ||||||
5,541 | CarMax, Inc.(a) | 716 | ||||||
6,179 | Carvana Co.(a) | 1,865 | ||||||
8,183 | L Brands, Inc. | 590 | ||||||
8,002 | Lithia Motors, Inc., Class - A | 2,750 | ||||||
39,630 | Lowe’s Cos., Inc. | 7,687 | ||||||
3,301 | O’Reilly Automotive, Inc.(a) | 1,869 | ||||||
12,035 | Ross Stores, Inc. | 1,492 | ||||||
36,246 | The Home Depot, Inc. | 11,558 | ||||||
62,206 | The TJX Companies, Inc. | 4,194 | ||||||
8,782 | Tractor Supply Co. | 1,634 | ||||||
1,806 | Ulta Beauty, Inc.(a) | 624 | ||||||
39,345 |
Shares | Security Description | Value | ||||||
Technology Hardware, Storage & Peripherals — 3.85% | ||||||||
629,404 | Apple, Inc. | $ | 86,205 | |||||
8,729 | Dell Technologies, Inc.(a) | 870 | ||||||
43,444 | Hewlett Packard Enterprise Co. | 633 | ||||||
42,395 | HP, Inc. | 1,280 | ||||||
59,002 | NCR Corp.(a) | 2,691 | ||||||
7,495 | NetApp, Inc. | 613 | ||||||
7,260 | Seagate Technology Holdings PLC | 638 | ||||||
10,277 | Western Digital Corp.(a) | 731 | ||||||
93,661 | ||||||||
Textiles, Apparel & Luxury Goods — 0.69% | ||||||||
18,694 | Kering SA, ADR | 1,639 | ||||||
9,235 | Lululemon Athletica, Inc.(a) | 3,370 | ||||||
14,515 | LVMH Moet Hennessy Louis Vuitton SE, ADR | 2,290 | ||||||
56,114 | NIKE, Inc., Class - B | 8,670 | ||||||
11,201 | V.F. Corp. | 919 | ||||||
16,888 | ||||||||
Tobacco — 0.41% | ||||||||
82,556 | Altria Group, Inc. | 3,936 | ||||||
60,129 | Philip Morris International, Inc. | 5,960 | ||||||
9,896 | ||||||||
Trading Companies & Distributors — 0.11% | ||||||||
23,385 | Fastenal Co. | 1,216 | ||||||
2,437 | United Rentals, Inc.(a) | 777 | ||||||
1,791 | W.W. Grainger, Inc. | 785 | ||||||
2,778 | ||||||||
Water Utilities — 0.11% | ||||||||
12,387 | American Water Works Co., Inc. | 1,909 | ||||||
19,065 | Essential Utilities, Inc. | 871 | ||||||
2,780 | ||||||||
Wireless Telecommunication Services — 0.27% | ||||||||
45,786 | T-Mobile US, Inc.(a) | 6,631 | ||||||
Total Common Stocks | 2,118,230 | |||||||
Contingent Right — 0.00% | ||||||||
Biotechnology — 0.00% | ||||||||
14 | Oncternal Therapeutics, Inc. CVR, 6/8/29(a)(b) | — | ||||||
Total Contingent Right | — | |||||||
Principal | ||||||||
U.S. Treasury Obligations — 0.00% | ||||||||
$ | 23 | U.S. Treasury Bill, 0.07%, 5/19/22(c)(d) | 23 | |||||
12 | U.S. Treasury Bill, 0.05%, 4/21/22(c)(d) | 12 | ||||||
69 | U.S. Treasury Bill, 0.04%, 9/9/21(c)(d) | 69 | ||||||
Total U.S. Treasury Obligations | 104 |
See accompanying notes to financial statements.
66
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Exchange-Traded Fund — 0.08% | ||||||||
4,457 | SPDR S&P 500 ETF Trust | $ | 1,908 | |||||
Total Exchange-Traded Fund | 1,908 | |||||||
Investment Companies — 8.23% | ||||||||
2,506,069 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 0.01%^^(e) | 2,507 | ||||||
197,758,717 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 0.01%(f) | 197,759 | ||||||
Total Investment Companies | 200,266 | |||||||
Purchased Options on Futures — 0.05% | ||||||||
Total Purchased Options on Futures | 1,192 | |||||||
Total Investments (cost $1,396,041) — 95.38% | $ | 2,321,700 | ||||||
Other assets in excess of liabilities — 4.62% | 112,418 | |||||||
Net Assets — 100.00% | $ | 2,434,118 |
Amounts designated as “—” are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of June 30, 2021. The total value of securities on loan as of June 30, 2021, was $2,484 (amount in thousands). |
^^ | 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 June 30, 2021. |
(a) | Represents non-income producing security. |
(b) | Security was valued using significant unobservable inputs as of June 30, 2021. |
(c) | Zero Coupon Security. Effective rate shown is as of June 30, 2021. |
(d) | All or part of this security has been pledged as collateral for derivative instruments held by the Portfolio. |
(e) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
ETF—Exchange-Traded Fund |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The Institutional U.S. Equity Portfolio | Echo Street | Jennison | Mellon | Parametric | Wellington | HC | Total |
Common Stocks | 10.65% | 4.43% | 68.92% | — | 3.02% | — | 87.02% |
Contingent Right | — | — | 0.00% | — | — | — | 0.00% |
U.S. Treasury Obligations | — | — | 0.00% | — | — | — | 0.00% |
Exchange-Traded Fund | 0.08% | — | — | — | — | — | 0.08% |
Investment Companies | 0.06% | — | 0.07% | 8.08% | 0.02% | 0.00% | 8.23% |
Purchased Options on Futures | — | — | — | 0.05% | — | — | 0.05% |
Other Assets (Liabilities) | 2.83% | 0.06% | 0.10% | 1.61% | 0.00% | 0.02% | 4.62% |
Total Net Assets | 13.62% | 4.49% | 69.09% | 9.74% | 3.04% | 0.02% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
Amounts designated as 0.00% round to less than 0.005%.
The following tables reflect the open derivative positions held by the Portfolio as of June 30, 2021.
Futures Contracts Purchased^^^
Description | Number of | Expiration | Notional | Value and | ||||||||||||
E-Mini S&P 500 Future | 1,596 | 9/17/21 | $ | 342,231 | $ | 3,841 | ||||||||||
Russell 2000 Mini Index Future | 101 | 9/17/21 | 11,654 | (65 | ) | |||||||||||
$ | 353,885 | $ | 3,776 | |||||||||||||
Total Unrealized Appreciation | $ | 3,841 | ||||||||||||||
Total Unrealized Depreciation | (65 | ) | ||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | 3,776 |
^^^ | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
See accompanying notes to financial statements.
67
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Options on Futures Contracts
Exchange-traded options on futures contacts written as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | $ | 7,175 | $ | 3,500.00 | 7/16/21 | $ | (2 | ) | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 45 | 8,213 | 3,650.00 | 7/16/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 7,503 | 3,660.00 | 7/16/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 47 | 8,648 | 3,680.00 | 7/16/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 49 | 9,065 | 3,700.00 | 7/16/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 7,626 | 3,720.00 | 7/16/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 7,688 | 3,750.00 | 7/16/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 8,016 | 3,910.00 | 7/16/21 | (6 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 7,380 | 3,600.00 | 7/16/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 82 | 16,195 | 3,950.00 | 7/16/21 | (15 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 7,175 | 3,500.00 | 7/30/21 | (6 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 7,380 | 3,600.00 | 7/30/21 | (8 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 82 | 15,990 | 3,900.00 | 7/30/21 | (38 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 7,700 | 3,850.00 | 7/30/21 | (15 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 7,660 | 3,830.00 | 7/30/21 | (14 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 82 | 15,662 | 3,820.00 | 7/30/21 | (28 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 7,620 | 3,810.00 | 7/30/21 | (13 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 7,600 | 3,800.00 | 7/30/21 | (13 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 47 | 8,836 | 3,760.00 | 7/30/21 | (14 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 47 | 8,578 | 3,650.00 | 7/30/21 | (10 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 82 | 15,580 | 3,800.00 | 8/20/21 | (59 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 48 | 9,072 | 3,780.00 | 8/20/21 | (33 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 83 | 15,563 | 3,750.00 | 8/20/21 | (52 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 7,680 | 3,840.00 | 8/20/21 | (32 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 48 | 9,264 | 3,860.00 | 8/20/21 | (41 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 84 | 17,094 | 4,070.00 | 8/20/21 | (142 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 82 | 15,785 | 3,850.00 | 8/20/21 | (68 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 7,660 | 3,830.00 | 8/20/21 | (31 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 7,520 | 3,760.00 | 8/31/21 | (36 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 82 | 15,785 | 3,850.00 | 8/31/21 | (95 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 42 | 8,190 | 3,900.00 | 8/31/21 | (56 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 45 | 8,325 | 3,700.00 | 8/31/21 | (35 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 7,460 | 3,730.00 | 8/31/21 | (34 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 46 | 8,625 | 3,750.00 | 8/31/21 | (41 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 80 | 15,800 | 3,950.00 | 8/31/21 | (124 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 44 | 8,470 | 3,850.00 | 9/17/21 | (72 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 80 | 15,800 | 3,950.00 | 9/17/21 | (169 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 82 | 16,400 | 4,000.00 | 9/17/21 | (197 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 88 | 17,600 | 4,000.00 | 9/30/21 | (259 | ) | |||||||||||||||||
$ | (1,780 | ) |
See accompanying notes to financial statements.
68
HC CAPITAL TRUST
The Institutional U.S. Equity Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Exchanged-traded options on futures contacts purchased as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | $ | 8,590 | $ | 4,190.00 | 7/16/21 | $ | 30 | |||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 8,508 | 4,150.00 | 7/16/21 | 23 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 8,508 | 4,150.00 | 7/30/21 | 54 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 8,405 | 4,100.00 | 7/30/21 | 43 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 42 | 8,925 | 4,250.00 | 8/20/21 | 138 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 8,508 | 4,150.00 | 8/20/21 | 92 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 8,405 | 4,100.00 | 8/20/21 | 77 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 8,400 | 4,200.00 | 8/31/21 | 133 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 41 | 8,713 | 4,250.00 | 9/17/21 | 195 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 40 | 8,400 | 4,200.00 | 9/17/21 | 164 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 44 | 9,350 | 4,250.00 | 9/30/21 | 243 | ||||||||||||||||||
$ | 1,192 |
See accompanying notes to financial statements.
69
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks — 92.97% | ||||||||
Aerospace & Defense — 0.88% | ||||||||
108 | Aerojet Rocketdyne Holdings, Inc. | $ | 5 | |||||
290 | Aerovironment, Inc.(a) | 29 | ||||||
700 | Curtiss-Wright Corp. | 83 | ||||||
12,769 | Kratos Defense & Security Solutions, Inc.(a) | 365 | ||||||
433 | Maxar Technologies, Inc. | 17 | ||||||
64 | Moog, Inc., Class - A | 5 | ||||||
93 | National Presto Industries, Inc. | 9 | ||||||
16,739 | Triumph Group, Inc.(a) | 348 | ||||||
861 | ||||||||
Air Freight & Logistics — 0.24% | ||||||||
2,611 | Atlas Air Worldwide Holdings, Inc.(a) | 177 | ||||||
643 | Echo Global Logistics, Inc.(a) | 20 | ||||||
586 | Hub Group, Inc., Class - A(a) | 39 | ||||||
236 | ||||||||
Airlines — 1.92% | ||||||||
4,652 | Alaska Air Group, Inc.(a) | 281 | ||||||
13,390 | Azul SA, ADR(a) | 353 | ||||||
43,242 | Controladora Vuela Cia de Aviacion SAB de CV, ADR(a) | 832 | ||||||
14,293 | JetBlue Airways Corp.(a) | 240 | ||||||
4,224 | Mesa Air Group, Inc.(a) | 39 | ||||||
1,981 | SkyWest, Inc.(a) | 85 | ||||||
1,519 | Spirit Airlines, Inc.(a) | 46 | ||||||
1,876 | ||||||||
Auto Components — 2.30% | ||||||||
1,571 | Adient PLC(a) | 71 | ||||||
2,008 | American Axle & Manufacturing Holdings, Inc.(a) | 21 | ||||||
6,788 | BorgWarner, Inc. | 329 | ||||||
1,750 | Cooper-Standard Holding, Inc.(a) | 51 | ||||||
32,161 | Dana, Inc. | 765 | ||||||
554 | Dorman Products, Inc.(a) | 57 | ||||||
37 | Fox Factory Holding Corp.(a) | 6 | ||||||
15,264 | Modine Manufacturing Co.(a) | 253 | ||||||
12,671 | Stoneridge, Inc.(a) | 374 | ||||||
2,188 | Tenneco, Inc., Class - A(a) | 42 | ||||||
1,827 | The Goodyear Tire & Rubber Co.(a) | 31 | ||||||
4,928 | Veoneer, Inc.(a) | 114 | ||||||
872 | Visteon Corp.(a) | 105 | ||||||
1,886 | Workhorse Group, Inc.^(a) | 31 | ||||||
2,250 | ||||||||
Automobiles — 0.05% | ||||||||
800 | Lordstown Motors Corp., Class - A(a) | 9 | ||||||
522 | Winnebago Industries, Inc. | 35 | ||||||
44 | ||||||||
Banks — 6.63% | ||||||||
1,044 | 1st Source, Inc. | 49 |
Shares | Security Description | Value | ||||||
Banks (continued) | ||||||||
1,715 | Ameris Bancorp | $ | 87 | |||||
813 | Banc of California, Inc. | 14 | ||||||
6,699 | BankUnited, Inc. | 286 | ||||||
1,471 | Bankwell Financial Group, Inc. | 41 | ||||||
2,204 | BCB Bancorp, Inc. | 30 | ||||||
4,535 | Berkshire Hills Bancorp, Inc. | 124 | ||||||
612 | Bryn Mawr Bank Corp. | 26 | ||||||
418 | Byline Bancorp, Inc. | 9 | ||||||
7,342 | Cadence Bancorp | 153 | ||||||
2,951 | Cathay General Bancorp. | 116 | ||||||
1,054 | Central Valley Community Bancorp | 21 | ||||||
2,637 | CIT Group, Inc. | 136 | ||||||
291 | City Holding Co. | 22 | ||||||
1,091 | Civista Bancshares, Inc. | 24 | ||||||
1,279 | CNB Financial Corp. | 29 | ||||||
3,735 | Columbia Banking System, Inc. | 144 | ||||||
7,173 | Community Bankers Trust Corp. | 81 | ||||||
2,630 | ConnectOne Bancorp, Inc. | 69 | ||||||
1,105 | Cullen/Frost Bankers, Inc. | 124 | ||||||
581 | Eagle Bancorp, Inc. | 33 | ||||||
688 | Enterprise Financial Services Corp. | 32 | ||||||
1,703 | FB Financial Corp. | 64 | ||||||
166 | First Bancorp | 7 | ||||||
29,777 | First Bancorp | 355 | ||||||
2,341 | First Bank | 32 | ||||||
3,516 | First Busey Corp. | 87 | ||||||
7 | First Citizens BancShares, Inc., Class - A | 6 | ||||||
3,478 | First Financial Bancorp | 82 | ||||||
2,493 | First Financial Bankshares, Inc. | 122 | ||||||
7,829 | First Horizon Corp. | 135 | ||||||
538 | First Interstate BancSystem, Inc., Class - A | 23 | ||||||
2,416 | First Merchants Corp. | 101 | ||||||
6,458 | Fulton Financial Corp. | 102 | ||||||
1,995 | Glacier Bancorp, Inc. | 110 | ||||||
3,305 | Hancock Whitney Corp. | 147 | ||||||
868 | Hilltop Holdings, Inc. | 32 | ||||||
6,454 | Home Bancshares, Inc. | 159 | ||||||
1,293 | Hope Bancorp, Inc. | 18 | ||||||
2,366 | Horizon Bancorp, Inc. | 41 | ||||||
1,662 | Independent Bank Group, Inc. | 123 | ||||||
129 | International Bancshares Corp. | 6 | ||||||
1,158 | Investar Holding Corp. | 27 | ||||||
441 | Lakeland Financial Corp. | 27 | ||||||
2,392 | Live Oak Bancshares, Inc. | 141 | ||||||
1,181 | Metrocity Bankshares, Inc. | 21 | ||||||
1,295 | Midland States Bancorp, Inc. | 34 | ||||||
2,763 | MidWestOne Financial Group, Inc. | 79 | ||||||
1,180 | NBT Bancorp, Inc. | 42 | ||||||
1,622 | Northrim Bancorp, Inc. | 69 |
See accompanying notes to financial statements.
70
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Banks (continued) | ||||||||
2,194 | Old Second Bancorp, Inc. | $ | 27 | |||||
1,149 | Orrstown Financial Services, Inc. | 27 | ||||||
1,042 | Pacific Premier Bancorp, Inc. | 44 | ||||||
1,429 | Peoples Bancorp, Inc. | 42 | ||||||
3,274 | Pinnacle Financial Partners, Inc. | 289 | ||||||
4,449 | Popular, Inc. | 334 | ||||||
7,725 | Republic First Bancorp, Inc.(a) | 31 | ||||||
1,928 | Select Bancorp, Inc.(a) | 31 | ||||||
851 | ServisFirst Bancshares, Inc. | 58 | ||||||
207 | Simmons First National Corp., Class - A | 6 | ||||||
159 | Southside Bancshares, Inc. | 6 | ||||||
1,311 | Stock Yards Bancorp, Inc. | 67 | ||||||
510 | Texas Capital Bancshares, Inc.(a) | 32 | ||||||
23,196 | The Bancorp, Inc.(a) | 534 | ||||||
2,444 | The Bank of N.T. Butterfield & Son Ltd. | 87 | ||||||
63 | Tompkins Financial Corp. | 5 | ||||||
3,235 | Towne Bank | 98 | ||||||
486 | Tristate Capital Holdings, Inc.(a) | 10 | ||||||
126 | Triumph Bancorp, Inc.(a) | 9 | ||||||
205 | Trustmark Corp. | 6 | ||||||
59 | UMB Financial Corp. | 5 | ||||||
1,542 | United Bankshares, Inc. | 56 | ||||||
3,391 | United Community Banks, Inc. | 109 | ||||||
2,879 | Veritex Holdings, Inc. | 102 | ||||||
2,021 | Washington Trust Bancorp, Inc. | 104 | ||||||
4,607 | Webster Financial Corp. | 246 | ||||||
2,812 | WesBanco, Inc. | 100 | ||||||
113 | Westamerica Bancorp | 7 | ||||||
2,198 | Wintrust Financial Corp. | 166 | ||||||
6,480 | ||||||||
Beverages — 0.16% | ||||||||
296 | Celsius Holdings, Inc.(a) | 23 | ||||||
234 | National Beverage Corp. | 11 | ||||||
122 | The Boston Beer Co., Inc., Class - A(a) | 124 | ||||||
158 | ||||||||
Biotechnology — 6.31% | ||||||||
5,599 | ACADIA Pharmaceuticals, Inc.(a) | 137 | ||||||
1,078 | Acceleron Pharma, Inc.(a) | 135 | ||||||
8,246 | ADMA Biologics, Inc.(a) | 13 | ||||||
416 | Akero Therapeutics, Inc.(a) | 10 | ||||||
1,393 | Aldeyra Therapeutics, Inc.(a) | 16 | ||||||
1,469 | Alector, Inc.(a) | 31 | ||||||
467 | Allakos, Inc.(a) | 40 | ||||||
714 | Allogene Therapeutics, Inc.(a) | 19 | ||||||
2,961 | Allovir, Inc.(a) | 58 | ||||||
2,967 | Amicus Therapeutics, Inc.(a) | 29 | ||||||
564 | AnaptysBio, Inc.(a) | 15 |
Shares | Security Description | Value | ||||||
Biotechnology (continued) | ||||||||
1,049 | Anavex Life Sciences Corp.(a) | $ | 24 | |||||
863 | Apellis Pharmaceuticals, Inc.(a) | 55 | ||||||
1,287 | Applied Genetic Technologies Corp.(a) | 5 | ||||||
1,104 | Aprea Therapeutics, Inc.(a) | 5 | ||||||
734 | Arcus Biosciences, Inc.(a) | 20 | ||||||
193 | Arcutis Biotherapeutics, Inc.(a) | 5 | ||||||
1,201 | Ardelyx, Inc.(a) | 9 | ||||||
1,175 | Arena Pharmaceuticals, Inc.(a) | 80 | ||||||
1,149 | Arrowhead Pharmaceuticals, Inc.(a) | 95 | ||||||
1,333 | Atara Biotherapeutics, Inc.(a) | 21 | ||||||
3,335 | Atea Pharmaceuticals, Inc.(a) | 72 | ||||||
12,144 | Athenex, Inc.(a) | 56 | ||||||
6,655 | Atreca, Inc., Class - A(a) | 57 | ||||||
1,485 | AVEO Pharmaceuticals, Inc.(a) | 10 | ||||||
464 | Beam Therapeutics, Inc.(a) | 60 | ||||||
2,743 | BioCryst Pharmaceuticals, Inc.(a) | 43 | ||||||
698 | Biohaven Pharmaceutical Holding Co. Ltd.(a) | 68 | ||||||
2,646 | BioMarin Pharmaceutical, Inc.(a) | 222 | ||||||
4,579 | Black Diamond Therapeutics, Inc.(a) | 56 | ||||||
2,752 | Bluebird Bio, Inc.(a) | 88 | ||||||
1,298 | Bridgebio Pharma, Inc.(a) | 79 | ||||||
1,721 | Calyxt, Inc.(a) | 7 | ||||||
845 | CareDx, Inc.(a) | 77 | ||||||
22,803 | Catabasis Pharmaceuticals, Inc.^(a) | 48 | ||||||
1,152 | CEL-SCI Corp.^(a) | 10 | ||||||
515 | ChemoCentryx, Inc.(a) | 7 | ||||||
1,365 | Chimerix, Inc.(a) | 11 | ||||||
1,515 | Clovis Oncology, Inc.(a) | 9 | ||||||
364 | Constellation Pharmaceuticals, Inc.(a) | 12 | ||||||
281 | Cortexyme, Inc.(a) | 15 | ||||||
4,348 | Cyclerion Therapeutics, Inc.(a) | 17 | ||||||
467 | Cytokinetics, Inc.(a) | 9 | ||||||
1,080 | CytomX Therapeutics, Inc.(a) | 7 | ||||||
767 | Denali Therapeutics, Inc.(a) | 60 | ||||||
119 | DermTech, Inc.(a) | 5 | ||||||
1,232 | Dicerna Pharmaceuticals, Inc.(a) | 46 | ||||||
1,419 | Dynavax Technologies Corp.(a) | 14 | ||||||
920 | Editas Medicine, Inc.(a) | 52 | ||||||
132 | Emergent BioSolutions, Inc.(a) | 8 | ||||||
1,289 | Exact Sciences Corp.(a) | 160 | ||||||
1,244 | Fate Therapeutics, Inc.(a) | 108 | ||||||
2,539 | Forma Therapeutics Holdings, Inc.(a) | 63 | ||||||
5,668 | Frequency Therapeutics, Inc.(a) | 56 | ||||||
830 | G1 Therapeutics, Inc.(a) | 18 | ||||||
1,932 | Galectin Therapeutics, Inc.^(a) | 6 | ||||||
4,364 | Global Blood Therapeutics, Inc.(a) | 153 | ||||||
6,298 | Halozyme Therapeutics, Inc.(a) | 287 | ||||||
4,015 | Immunic, Inc.(a) | 49 | ||||||
3,165 | ImmunoGen, Inc.(a) | 21 |
See accompanying notes to financial statements.
71
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Biotechnology (continued) | ||||||||
7,364 | Inovio Pharmaceuticals, Inc.^(a) | $ | 68 | |||||
2,118 | Insmed, Inc.(a) | 60 | ||||||
928 | Intellia Therapeutics, Inc.(a) | 150 | ||||||
383 | Invitae Corp.(a) | 13 | ||||||
8,252 | Iovance Biotherapeutics, Inc.(a) | 214 | ||||||
831 | Ironwood Pharmaceuticals, Inc.(a) | 11 | ||||||
2,572 | iTeos Therapeutics, Inc.(a) | 66 | ||||||
1,106 | Kadmon Holdings, Inc.(a) | 4 | ||||||
209 | KalVista Pharmaceuticals, Inc.(a) | 5 | ||||||
193 | Karuna Therapeutics, Inc.(a) | 22 | ||||||
11,038 | Karyopharm Therapeutics, Inc.(a) | 114 | ||||||
975 | Kezar Life Sciences, Inc.(a) | 5 | ||||||
1,001 | Kindred Biosciences, Inc.(a) | 9 | ||||||
223 | Kodiak Sciences, Inc.(a) | 21 | ||||||
347 | Krystal Biotech, Inc.(a) | 24 | ||||||
824 | Kura Oncology, Inc.(a) | 17 | ||||||
180 | Kymera Therapeutics, Inc.(a) | 9 | ||||||
2,031 | La Jolla Pharmaceutical Co.(a) | 9 | ||||||
1,468 | Lexicon Pharmaceuticals, Inc.(a) | 7 | ||||||
333 | Ligand Pharmaceuticals, Inc., Class - B(a) | 44 | ||||||
854 | MacroGenics, Inc.(a) | 23 | ||||||
4,046 | MannKind Corp.(a) | 22 | ||||||
575 | Mersana Therapeutics, Inc.(a) | 8 | ||||||
2,020 | Minerva Neurosciences, Inc.(a) | 5 | ||||||
653 | Mirati Therapeutics, Inc.(a) | 105 | ||||||
542 | Molecular Templates, Inc.(a) | 4 | ||||||
1,311 | Myriad Genetics, Inc.(a) | 40 | ||||||
649 | Natera, Inc.(a) | 74 | ||||||
1,589 | NeuroBo Pharmaceuticals, Inc.^(a) | 5 | ||||||
1,021 | Novavax, Inc.(a) | 217 | ||||||
2,080 | Nurix Therapeutics, Inc.(a) | 55 | ||||||
882 | Oncorus, Inc.(a) | 12 | ||||||
9,226 | OPKO Health, Inc.(a) | 37 | ||||||
4,105 | Ovid therapeutics, Inc.(a) | 16 | ||||||
4,386 | Passage Bio, Inc.(a) | 58 | ||||||
2,087 | PDL BioPharma, Inc. | 5 | ||||||
2,773 | PhaseBio Pharmaceuticals, Inc.(a) | 10 | ||||||
6,213 | Poseida Therapeutics, Inc.(a) | 62 | ||||||
3,087 | Praxis Precision Medicines, Inc.(a) | 56 | ||||||
1,324 | Precigen, Inc.(a) | 9 | ||||||
747 | Protagonist Therapeutics, Inc.(a) | 34 | ||||||
700 | Prothena Corp. PLC(a) | 36 | ||||||
570 | PTC Therapeutics, Inc.(a) | 24 | ||||||
7,927 | Recro Pharma, Inc.(a) | 18 | ||||||
1,328 | REGENXBIO, Inc.(a) | 52 | ||||||
2,514 | Relay Therapeutics, Inc.(a) | 92 | ||||||
1,148 | Repligen Corp.(a) | 230 | ||||||
512 | Revolution Medicines, Inc.(a) | 16 |
Shares | Security Description | Value | ||||||
Biotechnology (continued) | ||||||||
702 | Rhythm Pharmaceuticals, Inc.(a) | $ | 14 | |||||
3,117 | Rigel Pharmaceuticals, Inc.(a) | 14 | ||||||
448 | Rocket Pharmaceuticals, Inc.(a) | 20 | ||||||
454 | Rubius Therapeutics, Inc.(a) | 11 | ||||||
1,152 | Sangamo Therapeutics, Inc.(a) | 14 | ||||||
2,328 | Selecta Biosciences, Inc.(a) | 10 | ||||||
1,425 | Seres Therapeutics, Inc.(a) | 34 | ||||||
13,919 | Solid Biosciences, Inc.(a) | 51 | ||||||
5,532 | Sorrento Therapeutics, Inc.^(a) | 54 | ||||||
1,393 | Spectrum Pharmaceuticals, Inc.(a) | 5 | ||||||
274 | Sutro Biopharma, Inc.(a) | 5 | ||||||
2,137 | Syndax Pharmaceuticals, Inc.(a) | 37 | ||||||
1,063 | Syros Pharmaceuticals, Inc.(a) | 6 | ||||||
1,519 | TG Therapeutics, Inc.(a) | 59 | ||||||
1,227 | Translate Bio, Inc.(a) | 34 | ||||||
3,884 | Travere Therapeutics, Inc.(a) | 57 | ||||||
121 | Turning Point Therapeutics, Inc.(a) | 9 | ||||||
164 | Twist Bioscience Corp.(a) | 22 | ||||||
1,299 | Ultragenyx Pharmaceutical, Inc.(a) | 124 | ||||||
799 | United Therapeutics Corp.(a) | 143 | ||||||
1,802 | UNITY Biotechnology, Inc.(a) | 8 | ||||||
326 | Vanda Pharmaceuticals, Inc.(a) | 7 | ||||||
1,893 | VBI Vaccines, Inc.(a) | 6 | ||||||
828 | Veracyte, Inc.(a) | 33 | ||||||
2,535 | Vericel Corp.(a) | 133 | ||||||
1,556 | Viking Therapeutics, Inc.(a) | 9 | ||||||
6,128 | Vtv Therapeutics, Inc., Class - A^(a) | 14 | ||||||
1,004 | Xoma Corp.(a) | 34 | ||||||
131 | Y-mAbs Therapeutics, Inc.(a) | 4 | ||||||
629 | Zentalis Pharmaceuticals, Inc.(a) | 33 | ||||||
2,059 | ZIOPHARM Oncology, Inc.(a) | 5 | ||||||
6,174 | ||||||||
Building Products — 2.25% | ||||||||
50 | Advanced Drainage Systems, Inc. | 6 | ||||||
1,948 | American Woodmark Corp.(a) | 159 | ||||||
1,948 | Apogee Enterprises, Inc. | 79 | ||||||
5,407 | Armstrong Flooring, Inc.(a) | 33 | ||||||
19,539 | Builders FirstSource, Inc.(a) | 834 | ||||||
8,750 | Caesarstone Ltd. | 129 | ||||||
354 | CSW Industrials, Inc. | 42 | ||||||
815 | Gibraltar Industries, Inc.(a) | 62 | ||||||
1,230 | Griffon Corp. | 32 | ||||||
443 | Insteel Industries, Inc. | 14 | ||||||
887 | Masonite International Corp.(a) | 99 | ||||||
91 | Patrick Industries, Inc. | 7 | ||||||
39 | Simpson Manufacturing Co., Inc. | 4 | ||||||
4,803 | Trex Company, Inc.(a) | 491 |
See accompanying notes to financial statements.
72
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Building Products (continued) | ||||||||
2,812 | UFP Industries, Inc. | $ | 209 | |||||
2,200 | ||||||||
Capital Markets — 2.70% | ||||||||
1,715 | Ares Management Corp., Class - A | 109 | ||||||
4,822 | Arlington Asset Investment Corp., Class - A(a) | 20 | ||||||
5,058 | Artisan Partners Asset Management, Inc., Class - A | 257 | ||||||
493 | B. Riley Financial, Inc. | 37 | ||||||
13,347 | BGC Partners, Inc., Class - A | 76 | ||||||
1,179 | Brightsphere Investment Group, Inc. | 28 | ||||||
979 | Cohen & Steers, Inc. | 80 | ||||||
677 | Cowen, Inc., Class - A | 28 | ||||||
1,771 | Evercore, Inc., Class - A | 248 | ||||||
3,056 | Federated Hermes, Inc., Class - B | 104 | ||||||
1,301 | Focus Financial Partners, Inc., Class - A(a) | 63 | ||||||
62 | GlassBridge Enterprises, Inc.(a) | 7 | ||||||
184 | Hamilton Lane, Inc. | 17 | ||||||
118 | Houlihan Lokey, Inc. | 10 | ||||||
3,742 | LPL Financial Holdings, Inc. | 504 | ||||||
116 | Moelis & Co., Class - A | 7 | ||||||
405 | PJT Partners, Inc., Class - A | 29 | ||||||
2,239 | Raymond James Financial, Inc. | 290 | ||||||
6,548 | Safeguard Scientifics, Inc.^(a) | 51 | ||||||
3,805 | Stifel Financial Corp. | 247 | ||||||
195 | StoneX Group, Inc.(a) | 12 | ||||||
5,223 | The Carlyle Group, Inc. | 243 | ||||||
2,045 | Victory Capital Holdings, Inc., Class - A | 66 | ||||||
157 | Virtus Investment Partners, Inc. | 44 | ||||||
9,720 | WisdomTree Investments, Inc. | 60 | ||||||
2,637 | ||||||||
Chemicals — 2.32% | ||||||||
8,475 | Advanced Emissions Solutions, Inc.(a) | 63 | ||||||
2,690 | Albemarle Corp. | 453 | ||||||
828 | Avient Corp. | 41 | ||||||
695 | Balchem Corp. | 91 | ||||||
48 | Cabot Corp. | 3 | ||||||
1,174 | Ferro Corp.(a) | 25 | ||||||
4,729 | FMC Corp. | 511 | ||||||
454 | GCP Applied Technologies, Inc.(a) | 11 | ||||||
158 | Huntsman Corp. | 4 | ||||||
198 | Ingevity Corp.(a) | 16 | ||||||
1,007 | Innospec, Inc. | 91 | ||||||
562 | Kraton Corp.(a) | 18 | ||||||
1,908 | Kronos Worldwide, Inc. | 27 | ||||||
8,514 | Livent Corp.(a) | 165 | ||||||
617 | Minerals Technologies, Inc. | 49 | ||||||
129 | NewMarket Corp. | 42 |
Shares | Security Description | Value | ||||||
Chemicals (continued) | ||||||||
1,544 | Orion Engineered Carbons SA(a) | $ | 29 | |||||
4,140 | PQ Group Holdings, Inc. | 64 | ||||||
274 | Quaker Chemical Corp. | 65 | ||||||
898 | Sensient Technologies Corp. | 78 | ||||||
85 | Stepan Co. | 10 | ||||||
1,217 | Trinseo SA | 73 | ||||||
15,419 | Tronox Holdings PLC, Class - A | 345 | ||||||
2,274 | ||||||||
Commercial Services & Supplies — 1.12% | ||||||||
1,375 | ABM Industries, Inc. | 61 | ||||||
1,728 | ACCO Brands Corp. | 15 | ||||||
2,167 | BrightView Holdings, Inc.(a) | 35 | ||||||
1,307 | Casella Waste Systems, Inc.(a) | 83 | ||||||
335 | Cimpress PLC(a) | 36 | ||||||
5,117 | Covanta Holding Corp. | 91 | ||||||
989 | Healthcare Services Group, Inc. | 31 | ||||||
1,301 | Herman Miller, Inc. | 61 | ||||||
656 | HNI Corp. | 29 | ||||||
19,597 | Interface, Inc. | 301 | ||||||
2,881 | Knoll, Inc. | 75 | ||||||
749 | McGrath RentCorp | 61 | ||||||
33 | MSA Safety, Inc. | 5 | ||||||
13,747 | Pitney Bowes, Inc. | 121 | ||||||
1,559 | Quad/Graphics, Inc.(a) | 6 | ||||||
4,657 | Team, Inc.(a) | 31 | ||||||
313 | Tetra Tech, Inc. | 38 | ||||||
27 | UniFirst Corp. | 6 | ||||||
130 | US Ecology, Inc.(a) | 5 | ||||||
48 | VSE Corp. | 2 | ||||||
1,093 | ||||||||
Communications Equipment — 0.27% | ||||||||
1,460 | ADTRAN, Inc. | 30 | ||||||
594 | Applied Optoelectronics, Inc.(a) | 5 | ||||||
673 | Clearfield, Inc.(a) | 25 | ||||||
2,372 | Infinera Corp.(a) | 24 | ||||||
724 | InterDigital, Inc. | 54 | ||||||
475 | Lumentum Holdings, Inc.(a) | 40 | ||||||
822 | NETGEAR, Inc.(a) | 31 | ||||||
4,451 | PCTEL, Inc. | 29 | ||||||
2,536 | Ribbon Communications, Inc.(a) | 19 | ||||||
423 | Viavi Solutions, Inc.(a) | 7 | ||||||
264 | ||||||||
Construction & Engineering — 2.66% | ||||||||
5,092 | AECOM(a) | 322 | ||||||
1,546 | Ameresco, Inc., Class - A(a) | 97 | ||||||
752 | API Group Corp.(a) | 16 | ||||||
1,158 | Arcosa, Inc. | 68 | ||||||
1,585 | Dycom Industries, Inc.(a) | 118 |
See accompanying notes to financial statements.
73
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Construction & Engineering (continued) | ||||||||
1,160 | EMCOR Group, Inc. | $ | 143 | |||||
2,153 | Fluor Corp.(a) | 38 | ||||||
6,795 | Granite Construction, Inc. | 282 | ||||||
3,120 | HC2 Holdings, Inc.(a) | 12 | ||||||
4,135 | MasTec, Inc.(a) | 439 | ||||||
117 | MYR Group, Inc.(a) | 11 | ||||||
2,758 | Primoris Services Corp. | 81 | ||||||
3,856 | Quanta Services, Inc. | 349 | ||||||
38,992 | Tutor Perini Corp.(a) | 541 | ||||||
2,938 | WillScot Mobile Mini Holdings Corp.(a) | 82 | ||||||
2,599 | ||||||||
Construction Materials — 0.94% | ||||||||
2,588 | Eagle Materials, Inc., Class - A | 368 | ||||||
510 | Martin Marietta Materials, Inc. | 179 | ||||||
10,349 | Summit Materials, Inc., Class - A(a) | 361 | ||||||
220 | U.S. Concrete, Inc.(a) | 16 | ||||||
924 | ||||||||
Consumer Finance — 0.39% | ||||||||
3,970 | Green Dot Corp., Class - A(a) | 186 | ||||||
3,434 | LendingClub Corp.(a) | 62 | ||||||
875 | Navient Corp. | 17 | ||||||
351 | Nelnet, Inc., Class - A | 26 | ||||||
1,129 | Oportun Financial Corp.(a) | 23 | ||||||
936 | PROG Holdings, Inc.(a) | 45 | ||||||
131 | World Acceptance Corp.(a) | 21 | ||||||
380 | ||||||||
Containers & Packaging — 0.46% | ||||||||
693 | AptarGroup, Inc. | 98 | ||||||
5,502 | Graphic Packaging Holding Co. | 100 | ||||||
3,245 | Myers Industries, Inc. | 68 | ||||||
12,065 | Pactiv Evergreen, Inc. | 181 | ||||||
447 | ||||||||
Distributors — 0.12% | ||||||||
893 | Core-Mark Holding Co., Inc. | 40 | ||||||
16,533 | Greenlane Holdings, Inc., Class - A(a) | 74 | ||||||
114 | ||||||||
Diversified Consumer Services — 1.19% | ||||||||
10,896 | Adtalem Global Education, Inc.(a) | 388 | ||||||
2,186 | Chegg, Inc.(a) | 182 | ||||||
422 | Frontdoor, Inc.(a) | 21 | ||||||
8,669 | Houghton Mifflin Harcourt Co.(a) | 96 | ||||||
4,803 | Laureate Education, Inc., Class - A(a) | 70 | ||||||
26,377 | Perdoceo Education Corp.(a) | 323 | ||||||
703 | Regis Corp.(a) | 7 | ||||||
60 | Strategic Education, Inc. | 5 | ||||||
782 | Universal Technical Institute, Inc.(a) | 5 | ||||||
446 | Vivint Smart Home, Inc.(a) | 6 |
Shares | Security Description | Value | ||||||
Diversified Consumer Services (continued) | ||||||||
1,756 | WW International, Inc.(a) | $ | 63 | |||||
1,166 | ||||||||
Diversified Financial Services — 0.19% | ||||||||
2,195 | Cannae Holdings, Inc.(a) | 74 | ||||||
4,967 | Marlin Business Services Corp. | 113 | ||||||
187 | ||||||||
Diversified Telecommunication Services — 0.74% | ||||||||
19,509 | Alaska Communications Systems Group, Inc.(a) | 65 | ||||||
473 | Bandwidth, Inc.(a) | 65 | ||||||
2,217 | Cincinnati Bell, Inc.(a) | 34 | ||||||
3,270 | IDT Corp.(a) | 121 | ||||||
1,867 | Iridium Communications, Inc.(a) | 75 | ||||||
10,805 | ORBCOMM, Inc.(a) | 121 | ||||||
16,305 | Radius Global Infrastructure, Inc.(a) | 237 | ||||||
340 | Vonage Holdings Corp.(a) | 5 | ||||||
723 | ||||||||
Electric Utilities — 0.22% | ||||||||
1,876 | ALLETE, Inc. | 131 | ||||||
3,048 | Genie Energy Ltd. | 19 | ||||||
175 | MGE Energy, Inc. | 13 | ||||||
528 | Otter Tail Corp. | 26 | ||||||
141 | PNM Resources, Inc. | 7 | ||||||
468 | Portland General Electric Co. | 22 | ||||||
218 | ||||||||
Electrical Equipment — 1.34% | ||||||||
514 | American Superconductor Corp.(a) | 9 | ||||||
1,099 | Bloom Energy Corp., Class - A(a) | 30 | ||||||
489 | Encore Wire Corp. | 37 | ||||||
3,837 | EnerSys | 375 | ||||||
1,528 | Enphase Energy, Inc.(a) | 280 | ||||||
2,970 | FuelCell Energy, Inc.(a) | 26 | ||||||
471 | Generac Holdings, Inc.(a) | 196 | ||||||
3,865 | Plug Power, Inc.(a) | 132 | ||||||
3,233 | Sunrun, Inc.(a) | 180 | ||||||
423 | Vicor Corp.(a) | 45 | ||||||
1,310 | ||||||||
Electronic Equipment, Instruments & Components — 2.65% | ||||||||
517 | Airgain, Inc.(a) | 11 | ||||||
1,155 | Arlo Technologies, Inc.(a) | 8 | ||||||
743 | Badger Meter, Inc. | 73 | ||||||
544 | Belden, Inc. | 28 | ||||||
34 | Dolby Laboratories, Inc., Class - A | 3 | ||||||
46 | ePlus, Inc.(a) | 4 | ||||||
2,787 | Fabrinet(a) | 268 | ||||||
77 | FARO Technologies, Inc.(a) | 6 | ||||||
18,556 | Flex Ltd.(a) | 332 | ||||||
4,268 | II-VI, Inc.(a) | 310 | ||||||
1,005 | Insight Enterprises, Inc.(a) | 101 |
See accompanying notes to financial statements.
74
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Electronic Equipment, Instruments & Components (continued) | ||||||||
548 | IPG Photonics Corp.(a) | $ | 116 | |||||
58 | Itron, Inc.(a) | 6 | ||||||
8,393 | Jabil, Inc. | 487 | ||||||
301 | Kimball Electronics, Inc.(a) | 7 | ||||||
2,844 | Knowles Corp.(a) | 56 | ||||||
520 | Littelfuse, Inc. | 132 | ||||||
1,326 | Methode Electronics, Inc. | 65 | ||||||
801 | nLight, Inc.(a) | 29 | ||||||
95 | Novanta, Inc.(a) | 13 | ||||||
207 | Par Technology Corp.(a) | 14 | ||||||
114 | PC Connection, Inc. | 5 | ||||||
51 | Plexus Corp.(a) | 5 | ||||||
2,092 | Rogers Corp.(a) | 419 | ||||||
34 | SYNNEX Corp. | 4 | ||||||
801 | TTM Technologies, Inc.(a) | 11 | ||||||
5,660 | Velodyne Lidar, Inc.(a) | 60 | ||||||
290 | Vishay Intertechnology, Inc. | 7 | ||||||
1,649 | Wrap Technologies, Inc.^(a) | 13 | ||||||
2,593 | ||||||||
Energy Equipment & Services — 0.35% | ||||||||
1,908 | Archrock, Inc. | 17 | ||||||
460 | Cactus, Inc., Class - A | 17 | ||||||
4,798 | Championx Corp.(a) | 122 | ||||||
3,794 | Liberty Oilfield Services, Inc., Class - A(a) | 54 | ||||||
2,855 | Nextier Oilfield Solutions, Inc.(a) | 14 | ||||||
1,775 | Oceaneering International, Inc.(a) | 28 | ||||||
3,866 | Solaris Oilfield Infrastructure, Inc., Class - A | 38 | ||||||
4,093 | Tidewater, Inc.(a) | 49 | ||||||
339 | ||||||||
Entertainment — 0.48% | ||||||||
5,212 | AMC Entertainment Holdings, Inc.^(a) | 296 | ||||||
1,055 | Cinemark Holdings, Inc.(a) | 23 | ||||||
1,913 | CuriosityStream, Inc.(a) | 26 | ||||||
1,640 | Liberty Media Corp. - Liberty Braves, Class - A(a) | 46 | ||||||
2,497 | Liberty Media Corp. - Liberty Braves, Class - C(a) | 69 | ||||||
1,843 | LiveXLive Media, Inc.(a) | 9 | ||||||
469 | ||||||||
Equity Real Estate Investment Trusts — 3.94% | ||||||||
1,886 | Agree Realty Corp. | 133 | ||||||
2,565 | Alexander & Baldwin, Inc. | 47 | ||||||
516 | Alpine Income Property Trust, Inc. | 10 | ||||||
926 | American Finance Trust, Inc. | 8 | ||||||
1,760 | CareTrust REIT, Inc. | 41 | ||||||
879 | Catchmark Timber Trust, Inc., Class - A | 10 |
Shares | Security Description | Value | ||||||
Equity Real Estate Investment Trusts (continued) | ||||||||
4,816 | Chatham Lodging Trust(a) | $ | 62 | |||||
1,131 | Community Healthcare Trust, Inc. | 54 | ||||||
1,360 | CoreCivic, Inc.(a) | 14 | ||||||
6,130 | Corenergy Infrastructure Trust, Inc. | 41 | ||||||
9,239 | CorePoint Lodging, Inc.(a) | 99 | ||||||
10,385 | Corporate Office Properties Trust | 290 | ||||||
9,262 | DiamondRock Hospitality Co.(a) | 90 | ||||||
11,256 | DigitalBridge Group, Inc.(a) | 89 | ||||||
14,808 | Diversified Healthcare Trust | 62 | ||||||
1,309 | EastGroup Properties, Inc. | 214 | ||||||
681 | Farmland Partners, Inc. | 8 | ||||||
89 | First Industrial Realty Trust, Inc. | 5 | ||||||
2,615 | Four Corners Property Trust, Inc. | 72 | ||||||
533 | Getty Realty Corp. | 17 | ||||||
2,520 | Gladstone Commercial Corp. | 57 | ||||||
6,912 | Global Medical REIT, Inc. | 102 | ||||||
3,307 | Global Net Lease, Inc. | 61 | ||||||
6,232 | Hersha Hospitality Trust(a) | 67 | ||||||
2,757 | Independence Realty Trust, Inc. | 50 | ||||||
1,274 | Industrial Logistics Property Trust | 33 | ||||||
711 | Innovative Industrial Properties, Inc. | 136 | ||||||
566 | iStar, Inc. | 12 | ||||||
5,617 | Lexington Realty Trust | 67 | ||||||
814 | LTC Properties, Inc. | 31 | ||||||
3,365 | Mack-Cali Realty Corp. | 58 | ||||||
4,297 | Monmouth Real Estate Investment Corp., Class - A | 80 | ||||||
763 | National Health Investors, Inc. | 51 | ||||||
1,574 | National Storage Affiliates | 80 | ||||||
6,120 | NETSTREIT Corp. | 141 | ||||||
9,522 | New Senior Investment Group, Inc. | 84 | ||||||
1,652 | Office Properties Income Trust | 48 | ||||||
290 | Pebblebrook Hotel Trust | 7 | ||||||
1,185 | PotlatchDeltic Corp. | 63 | ||||||
24 | PS Business Parks, Inc. | 4 | ||||||
444 | QTS Realty Trust, Inc., Class - A | 34 | ||||||
788 | Retail Opportunity Investments Corp. | 14 | ||||||
6,256 | Retail Properties of America, Inc. | 72 | ||||||
6,433 | RLJ Lodging Trust | 98 | ||||||
1,766 | Ryman Hospitality Properties, Inc.(a) | 139 | ||||||
6,550 | Sabra Health Care REIT, Inc. | 119 | ||||||
1,446 | Seritage Growth Properties, Class - A(a) | 27 | ||||||
5,156 | Service Properties Trust | 65 | ||||||
11,094 | SITE Centers Corp. | 167 | ||||||
3,480 | STAG Industrial, Inc. | 130 | ||||||
7,641 | Summit Hotel Properties, Inc.(a) | 71 | ||||||
846 | Tanger Factory Outlet Centers, Inc. | 16 | ||||||
83 | Terreno Realty Corp. | 5 | ||||||
7,388 | The GEO Group, Inc. | 53 |
See accompanying notes to financial statements.
75
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Equity Real Estate Investment Trusts (continued) | ||||||||
7,560 | The Macerich Co. | $ | 138 | |||||
2,539 | Uniti Group, Inc. | 27 | ||||||
3,762 | Urban Edge Properties | 72 | ||||||
676 | Xenia Hotels & Resorts, Inc.(a) | 13 | ||||||
3,858 | ||||||||
Food & Staples Retailing — 0.68% | ||||||||
2,670 | BJ’s Wholesale Club Holdings, Inc., Class - C(a) | 127 | ||||||
205 | Casey’s General Stores, Inc. | 40 | ||||||
230 | Ingles Markets, Inc., Class - A | 13 | ||||||
3,879 | MedAvail Holdings, Inc.(a) | 48 | ||||||
1,122 | Performance Food Group Co.(a) | 54 | ||||||
538 | PriceSmart, Inc. | 49 | ||||||
1,005 | Rite Aid Corp.(a) | 16 | ||||||
1,071 | SpartanNash Co. | 21 | ||||||
1,208 | The Andersons, Inc. | 37 | ||||||
6,050 | United Natural Foods, Inc.(a) | 224 | ||||||
714 | Weis Markets, Inc. | 37 | ||||||
666 | ||||||||
Food Products — 0.79% | ||||||||
1,523 | B&G Foods, Inc.^ | 50 | ||||||
4,926 | Darling Ingredients, Inc.(a) | 332 | ||||||
572 | Fresh Del Monte Produce, Inc. | 19 | ||||||
423 | Freshpet, Inc.(a) | 69 | ||||||
682 | J&J Snack Foods Corp. | 118 | ||||||
236 | John B. Sanfilippo & Son, Inc. | 21 | ||||||
351 | Lancaster Colony Corp. | 68 | ||||||
1,116 | The Simply Good Foods Co.(a) | 41 | ||||||
1,490 | Tootsie Roll Industries, Inc. | 51 | ||||||
769 | ||||||||
Gas Utilities — 0.43% | ||||||||
510 | Brookfield Infrastructure Corp. | 38 | ||||||
715 | Chesapeake Utilities Corp. | 86 | ||||||
221 | New Jersey Resources Corp. | 9 | ||||||
1,479 | Northwest Natural Holding Co. | 78 | ||||||
1,587 | Spire, Inc. | 114 | ||||||
2,134 | UGI Corp. | 99 | ||||||
424 | ||||||||
Health Care Equipment & Supplies — 4.06% | ||||||||
452 | Abiomed, Inc.(a) | 141 | ||||||
3,309 | Acutus Medical, Inc.(a) | 56 | ||||||
4,141 | AngioDynamics, Inc.(a) | 112 | ||||||
155 | AtriCure, Inc.(a) | 12 | ||||||
1,216 | Avanos Medical, Inc.(a) | 44 | ||||||
781 | Axonics, Inc.(a) | 50 | ||||||
1,686 | Beyond Air, Inc.(a) | 11 | ||||||
2,639 | BioSig Technologies, Inc.(a) | 10 | ||||||
1,164 | Cerus Corp.(a) | 7 |
Shares | Security Description | Value | ||||||
Health Care Equipment & Supplies (continued) | ||||||||
385 | CONMED Corp. | $ | 53 | |||||
403 | CryoPort, Inc.(a) | 25 | ||||||
420 | Dexcom, Inc.(a) | 179 | ||||||
1,691 | Eargo, Inc.(a) | 67 | ||||||
698 | Glaukos Corp.(a) | 59 | ||||||
175 | Globus Medical, Inc.(a) | 14 | ||||||
200 | Inogen, Inc.(a) | 13 | ||||||
2,228 | Insulet Corp.(a) | 613 | ||||||
479 | Integer Holdings Corp.(a) | 45 | ||||||
661 | Intricon Corp.(a) | 15 | ||||||
3,272 | Invacare Corp.(a) | 26 | ||||||
933 | iRhythm Technologies, Inc.(a) | 62 | ||||||
511 | Lantheus Holdings, Inc.(a) | 14 | ||||||
211 | LeMaitre Vascular, Inc. | 13 | ||||||
158 | LENSAR, Inc.(a) | 1 | ||||||
526 | LivaNova PLC(a) | 44 | ||||||
4,236 | Merit Medical Systems, Inc.(a) | 274 | ||||||
4,046 | Neogen Corp.(a) | 186 | ||||||
671 | Nevro Corp.(a) | 111 | ||||||
93 | NuVasive, Inc.(a) | 6 | ||||||
6,199 | PAVmed, Inc.(a) | 40 | ||||||
249 | Quidel Corp.(a) | 32 | ||||||
390 | Shockwave Medical, Inc.(a) | 74 | ||||||
12,294 | Sientra, Inc.(a) | 98 | ||||||
119 | Silk Road Medical, Inc.(a) | 6 | ||||||
25,347 | SmileDirectClub, Inc.(a) | 220 | ||||||
1,272 | STAAR Surgical Co.(a) | 194 | ||||||
248 | STERIS PLC | 51 | ||||||
2,307 | Tandem Diabetes Care, Inc.(a) | 225 | ||||||
1,380 | The Cooper Companies, Inc. | 548 | ||||||
449 | TransMedics Group, Inc.(a) | 15 | ||||||
360 | Vapotherm, Inc.(a) | 9 | ||||||
6,674 | Varex Imaging Corp.(a) | 179 | ||||||
2,157 | ViewRay, Inc.(a) | 14 | ||||||
2,221 | VolitionRX, Ltd.(a) | 7 | ||||||
3,975 | ||||||||
Health Care Providers & Services — 2.12% | ||||||||
695 | 1Life Healthcare, Inc.(a) | 23 | ||||||
5,907 | Acadia Healthcare Company, Inc.(a) | 370 | ||||||
228 | Amedisys, Inc.(a) | 56 | ||||||
590 | AMN Healthcare Services, Inc.(a) | 57 | ||||||
756 | Brookdale Senior Living, Inc.(a) | 6 | ||||||
13 | Chemed Corp. | 6 | ||||||
1,165 | Community Health Systems, Inc.(a) | 18 | ||||||
153 | CorVel Corp.(a) | 21 | ||||||
8,015 | Covetrus, Inc.(a) | 216 | ||||||
47 | Encompass Health Corp. | 4 | ||||||
803 | Five Star Senior Living, Inc.(a) | 5 | ||||||
145 | Guardant Health, Inc.(a) | 18 |
See accompanying notes to financial statements.
76
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Health Care Providers & Services (continued) | ||||||||
576 | Hanger, Inc.(a) | $ | 15 | |||||
1,566 | HealthEquity, Inc.(a) | 126 | ||||||
776 | LHC Group, Inc.(a) | 155 | ||||||
373 | Magellan Health, Inc.(a) | 35 | ||||||
405 | MEDNAX, Inc.(a) | 12 | ||||||
277 | Modivcare, Inc.(a) | 47 | ||||||
826 | Molina Heathcare, Inc.(a) | 209 | ||||||
757 | National Healthcare Corp. | 53 | ||||||
409 | Option Care Health, Inc.(a) | 9 | ||||||
1,478 | Owens & Minor, Inc. | 63 | ||||||
3,683 | Patterson Companies, Inc. | 112 | ||||||
1,149 | R1 RCM, Inc.(a) | 26 | ||||||
2,950 | RadNet, Inc.(a) | 99 | ||||||
1,380 | Select Medical Holdings Corp. | 58 | ||||||
1,391 | Sharps Compliance Corp.(a) | 14 | ||||||
435 | Surgery Partners, Inc.(a) | 29 | ||||||
2,414 | Tenet Healthcare Corp.(a) | 162 | ||||||
278 | The Ensign Group, Inc. | 24 | ||||||
150 | The Pennant Group, Inc.(a) | 6 | ||||||
244 | Triple-S Management Corp., Class - B(a) | 5 | ||||||
82 | U.S. Physical Therapy, Inc. | 10 | ||||||
2,069 | ||||||||
Health Care Technology — 0.94% | ||||||||
358 | Allscripts Healthcare Solutions, Inc.(a) | 7 | ||||||
7,214 | American Well Corp., Class - A(a) | 91 | ||||||
1,328 | Evolent Health, Inc., Class - A(a) | 28 | ||||||
398 | Health Catalyst, Inc.(a) | 22 | ||||||
2,657 | HealthStream, Inc.(a) | 74 | ||||||
1,693 | Inovalon Holdings, Inc., Class - A(a) | 58 | ||||||
925 | Inspire Medical System, Inc.(a) | 179 | ||||||
2,060 | NextGen Healthcare, Inc.(a) | 34 | ||||||
1,677 | Omnicell, Inc.(a) | 253 | ||||||
171 | Schrodinger, Inc.(a) | 13 | ||||||
179 | Tabula Rasa Healthcare, Inc.(a) | 9 | ||||||
831 | Teladoc Health, Inc.(a) | 138 | ||||||
250 | Vocera Communications, Inc.(a) | 10 | ||||||
916 | ||||||||
Hotels, Restaurants & Leisure — 3.55% | ||||||||
162 | BJ’s Restaurants, Inc.(a) | 8 | ||||||
805 | Bloomin’ Brands, Inc.(a) | 22 | ||||||
6,395 | Boyd Gaming Corp.(a) | 394 | ||||||
9,202 | Caesars Entertainment, Inc.(a) | 954 | ||||||
252 | Churchill Downs, Inc. | 50 | ||||||
398 | Chuy’s Holdings, Inc.(a) | 15 | ||||||
1,221 | Dave & Buster’s Entertainment, Inc.(a) | 50 | ||||||
1,018 | Dine Brands Global, Inc.(a) | 91 | ||||||
470 | El Pollo Loco Holdings, Inc.(a) | 9 |
Shares | Security Description | Value | ||||||
Hotels, Restaurants & Leisure (continued) | ||||||||
7,017 | Fiesta Restaurant Group, Inc.(a) | $ | 94 | |||||
428 | Golden Entertainment, Inc.(a) | 19 | ||||||
1,218 | Hilton Grand Vacations, Inc.(a) | 50 | ||||||
73 | Jack in the Box, Inc. | 8 | ||||||
5,491 | Lindblad Expeditions Holdings, Inc.(a) | 88 | ||||||
50 | Marriott Vacations Worldwide Corp.(a) | 8 | ||||||
696 | Noodles & Co.(a) | 9 | ||||||
731 | Papa John’s International, Inc. | 76 | ||||||
1,694 | Penn National Gaming, Inc.(a) | 130 | ||||||
5,207 | Planet Fitness, Inc., Class - A(a) | 391 | ||||||
3,075 | PlayAGS, Inc.(a) | 30 | ||||||
2,685 | Red Robin Gourmet Burgers, Inc.(a) | 89 | ||||||
4,134 | Red Rock Resorts, Inc., Class - A(a) | 176 | ||||||
999 | Scientific Games Corp., Class - A(a) | 77 | ||||||
581 | Texas Roadhouse, Inc. | 56 | ||||||
4,721 | The Cheesecake Factory, Inc.(a) | 256 | ||||||
316 | Vail Resorts, Inc.(a) | 100 | ||||||
1,396 | Wingstop, Inc. | 220 | ||||||
3,470 | ||||||||
Household Durables — 1.39% | ||||||||
972 | Gopro, Inc., Class - A(a) | 11 | ||||||
5,700 | Green Brick Partners, Inc.(a) | 130 | ||||||
1,600 | Hamilton Beach Brands Holding Co., Class - A | 36 | ||||||
32 | Helen of Troy Ltd.(a) | 7 | ||||||
156 | Hooker Furniture Corp. | 5 | ||||||
370 | Installed Building Products, Inc. | 45 | ||||||
137 | iRobot Corp.(a) | 13 | ||||||
221 | La-Z-Boy, Inc. | 8 | ||||||
748 | LGI Homes, Inc.(a) | 121 | ||||||
485 | M/I Homes, Inc.(a) | 28 | ||||||
777 | MDC Holdings, Inc. | 39 | ||||||
1,111 | Meritage Homes Corp.(a) | 105 | ||||||
147 | Skyline Champion Corp.(a) | 8 | ||||||
584 | The Lovesac Co.(a) | 47 | ||||||
1,473 | TopBuild Corp.(a) | 292 | ||||||
3,495 | TRI Pointe Homes, Inc.(a) | 75 | ||||||
7,049 | Tupperware Brands Corp.(a) | 167 | ||||||
4,610 | Universal Electronics, Inc.(a) | 224 | ||||||
1,361 | ||||||||
Household Products — 0.07% | ||||||||
240 | Central Garden & Pet Co.(a) | 13 | ||||||
990 | Central Garden & Pet Co., Class - A(a) | 48 | ||||||
20 | WD-40 Co. | 5 | ||||||
66 | ||||||||
Independent Power and Renewable Electricity Producers — 0.12% | ||||||||
1,499 | Clearway Energy, Inc., Class - C | 40 |
See accompanying notes to financial statements.
77
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Independent Power and Renewable Electricity Producers (continued) | ||||||||
2,146 | Sunnova Energy International, Inc.(a) | $ | 81 | |||||
121 | ||||||||
Industrial Conglomerates — 0.12% | ||||||||
1,959 | Raven Industries, Inc. | 113 | ||||||
Insurance — 1.92% | ||||||||
2,133 | American Equity Investment Life Holding Co. | 69 | ||||||
6,299 | Argo Group International Holdings Ltd. | 327 | ||||||
3,379 | CNO Financial Group, Inc. | 80 | ||||||
94 | Enstar Group Ltd.(a) | 22 | ||||||
886 | Everest Re Group Ltd. | 223 | ||||||
1,150 | Goosehead Insurance, Inc. | 146 | ||||||
1,842 | Horace Mann Educators Corp. | 69 | ||||||
655 | Kinsale Capital Group, Inc. | 108 | ||||||
2,483 | ProAssurance Corp. | 56 | ||||||
1,753 | ProSight Global, Inc.(a) | 22 | ||||||
49 | RLI Corp. | 5 | ||||||
723 | Safety Insurance Group, Inc. | 57 | ||||||
1,404 | Selective Insurance Group, Inc. | 114 | ||||||
1,613 | Trupanion, Inc.(a) | 185 | ||||||
5,317 | W.R. Berkley Corp. | 397 | ||||||
1,880 | ||||||||
Interactive Media & Services — 0.04% | ||||||||
8,509 | DHI Group, Inc.(a) | 28 | ||||||
139 | Yelp, Inc.(a) | 6 | ||||||
34 | ||||||||
Internet & Direct Marketing Retail — 0.44% | ||||||||
593 | 1-800-Flowers.com, Inc., Class - A(a) | 19 | ||||||
352 | Etsy, Inc.(a) | 72 | ||||||
724 | Gaia, Inc.(a) | 8 | ||||||
607 | Lands’ End, Inc.(a) | 25 | ||||||
3,824 | Magnite, Inc.(a) | 130 | ||||||
511 | Overstock.com, Inc.(a) | 47 | ||||||
396 | Stamps.com, Inc.(a) | 79 | ||||||
2,561 | The RealReal, Inc.(a) | 51 | ||||||
431 | ||||||||
IT Services — 2.83% | ||||||||
2,035 | Alliance Data Systems Corp. | 212 | ||||||
62 | Booz Allen Hamilton Holding Corp. | 5 | ||||||
24,218 | Brightcove, Inc.(a) | 349 | ||||||
20 | CACI International, Inc., Class - A(a) | 5 | ||||||
1,176 | Cass Information Systems, Inc. | 48 | ||||||
34 | Concentrix Corp.(a) | 5 | ||||||
10,305 | Conduent, Inc.(a) | 77 | ||||||
94 | CSG Systems International, Inc. | 4 | ||||||
2,141 | EVERTEC, Inc. | 93 | ||||||
717 | Evo Payments, Inc., Class - A(a) | 20 |
Shares | Security Description | Value | ||||||
IT Services (continued) | ||||||||
514 | Exlservice Holdings, Inc.(a) | $ | 55 | |||||
4,270 | Genpact Ltd. | 194 | ||||||
254 | Jack Henry & Associates, Inc. | 42 | ||||||
19,207 | KBR, Inc. | 734 | ||||||
1,477 | LiveRamp Holdings, Inc.(a) | 69 | ||||||
78 | ManTech International Corp., Class - A | 7 | ||||||
979 | MAXIMUS, Inc. | 86 | ||||||
19,279 | Paya Holdings, Inc.(a) | 212 | ||||||
88 | Perficient, Inc.(a) | 7 | ||||||
1,018 | Science Applications International Corp. | 89 | ||||||
7,713 | Switch, Inc., Class - A | 163 | ||||||
605 | Sykes Enterprises, Inc.(a) | 32 | ||||||
135 | The Hackett Group, Inc. | 2 | ||||||
81 | TTEC Holdings, Inc. | 8 | ||||||
68 | Tucows, Inc.(a) | 5 | ||||||
822 | Unisys Corp.(a) | 21 | ||||||
2,286 | Verra Mobility Corp.(a) | 35 | ||||||
993 | WEX, Inc.(a) | 193 | ||||||
2,772 | ||||||||
Leisure Products — 0.79% | ||||||||
324 | American Outdoor Brands, Inc.(a) | 11 | ||||||
4,006 | Callaway Golf Co.(a) | 135 | ||||||
77 | Johnson Outdoors, Inc., Class - A | 9 | ||||||
356 | Mastercraft Boat Holdings, Inc.(a) | 9 | ||||||
20,171 | Mattel, Inc.(a) | 406 | ||||||
1,298 | Smith & Wesson Brands, Inc. | 45 | ||||||
1,691 | Yeti Holdings, Inc.(a) | 156 | ||||||
771 | ||||||||
Life Sciences Tools & Services — 1.10% | ||||||||
102 | Bruker Corp. | 8 | ||||||
3,416 | Codexis, Inc.(a) | 77 | ||||||
3,486 | Fluidigm Corp.(a) | 21 | ||||||
1,767 | Harvard Bioscience, Inc.(a) | 15 | ||||||
2,681 | Luminex Corp. | 99 | ||||||
599 | Medpace Holdings, Inc.(a) | 106 | ||||||
636 | NanoString Technologies, Inc.(a) | 41 | ||||||
3,662 | NeoGenomics, Inc.(a) | 165 | ||||||
1,612 | Pacific Biosciences of California, Inc.(a) | 56 | ||||||
664 | Personalis, Inc.(a) | 17 | ||||||
58 | PRA Health Sciences, Inc.(a) | 10 | ||||||
3,503 | QIAGEN N.V.(a) | 169 | ||||||
2,254 | Quanterix Corp.(a) | 133 | ||||||
6,456 | Sotera Health Co.(a) | 156 | ||||||
1,073 | ||||||||
Machinery — 2.98% | ||||||||
68 | Albany International Corp. | 6 | ||||||
1,758 | Astec Industries, Inc. | 111 | ||||||
255 | Barnes Group, Inc. | 13 |
See accompanying notes to financial statements.
78
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Machinery (continued) | ||||||||
1,580 | Chart Industries, Inc.(a) | $ | 231 | |||||
6,849 | CIRCOR International, Inc.(a) | 224 | ||||||
168 | Columbus McKinnon Corp. | 8 | ||||||
1,804 | DMC Global, Inc.(a) | 101 | ||||||
3,382 | Evoqua Water Technologies Co.(a) | 114 | ||||||
1,773 | Federal Signal Corp. | 71 | ||||||
177 | Franklin Electric Co., Inc. | 14 | ||||||
1,283 | Graham Corp. | 18 | ||||||
4,941 | Harsco Corp.(a) | 101 | ||||||
434 | Helios Technologies, Inc. | 34 | ||||||
431 | Hyster-Yale Materials Handling, Inc. | 31 | ||||||
332 | IDEX Corp. | 73 | ||||||
1,220 | ITT, Inc. | 112 | ||||||
819 | John Bean Technologies Corp. | 117 | ||||||
217 | Kadant, Inc. | 38 | ||||||
121 | Kennametal, Inc. | 4 | ||||||
1,296 | Kornit Digital Ltd.(a) | 161 | ||||||
902 | Lincoln Electric Holdings, Inc. | 119 | ||||||
331 | Lydall, Inc.(a) | 20 | ||||||
12,225 | Meritor, Inc.(a) | 287 | ||||||
118 | Mueller Industries, Inc. | 5 | ||||||
47 | Oshkosh Corp. | 6 | ||||||
1,221 | Park-Ohio Holdings Corp. | 39 | ||||||
751 | Proto Labs, Inc.(a) | 69 | ||||||
2,342 | Rexnord Corp. | 117 | ||||||
1,356 | SPX Corp.(a) | 83 | ||||||
1,151 | SPX FLOW, Inc. | 75 | ||||||
2,067 | Terex Corp. | 98 | ||||||
2,085 | The Greenbrier Companies, Inc. | 91 | ||||||
342 | TriMas Corp.(a) | 10 | ||||||
13,419 | Welbilt, Inc.(a) | 311 | ||||||
2,912 | ||||||||
Marine — 0.22% | ||||||||
658 | Genco Shipping & Trading Ltd. | 12 | ||||||
2,129 | Kirby Corp.(a) | 129 | ||||||
1,166 | Matson, Inc. | 75 | ||||||
216 | ||||||||
Media — 1.03% | ||||||||
2,263 | AMC Networks, Inc., Class - A(a) | 151 | ||||||
4,484 | Cardlytics, Inc.(a) | 570 | ||||||
2,513 | Entravision Communications Corp., Class - A | 17 | ||||||
5,444 | Gray Television, Inc. | 127 | ||||||
3,244 | Liberty Latin America Ltd., Class - C(a) | 46 | ||||||
6,334 | National CineMedia, Inc. | 32 | ||||||
535 | Scholastic Corp. | 20 | ||||||
188 | Sinclair Broadcast Group, Inc., Class - A | 6 |
Shares | Security Description | Value | ||||||
Media (continued) | ||||||||
2,249 | TEGNA, Inc. | $ | 42 | |||||
1,011 | ||||||||
Metals & Mining — 1.76% | ||||||||
19,561 | Alamos Gold, Inc. | 150 | ||||||
6,347 | Alcoa Corp.(a) | 234 | ||||||
16,463 | Allegheny Technologies, Inc.(a) | 343 | ||||||
401 | Arconic Corp.(a) | 14 | ||||||
3,407 | Carpenter Technology Corp. | 137 | ||||||
2,916 | Cleveland-Cliffs, Inc.(a) | 63 | ||||||
4,270 | Coeur Mining, Inc.(a) | 38 | ||||||
257 | Commercial Metals Co. | 8 | ||||||
87 | Compass Minerals International, Inc. | 5 | ||||||
1,173 | Haynes International, Inc. | 42 | ||||||
9,750 | Hecla Mining Co. | 73 | ||||||
191 | Materion Corp. | 14 | ||||||
11,945 | Pan American Silver Corp. | 340 | ||||||
2,916 | Ryerson Holding Corp.(a) | 43 | ||||||
5,772 | Timkensteel Corp.(a) | 82 | ||||||
536 | United States Steel Corp. | 13 | ||||||
549 | Warrior Met Coal, Inc. | 9 | ||||||
1,868 | Worthington Industries, Inc. | 114 | ||||||
1,722 | ||||||||
Mortgage Real Estate Investment Trusts — 0.49% | ||||||||
10,110 | AG Mortgage Investment Trust, Inc. | 43 | ||||||
3,653 | ARMOUR Residential REIT, Inc. | 42 | ||||||
7,810 | BrightSpire Capital, Inc. | 73 | ||||||
1,929 | Broadmark Realty Capital, Inc. | 20 | ||||||
1,677 | Capstead Mortgage Corp. | 10 | ||||||
1,873 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 106 | ||||||
17,059 | Invesco Mortgage Capital, Inc. | 67 | ||||||
6,389 | MFA Financial, Inc. | 29 | ||||||
2,348 | Redwood Trust, Inc. | 28 | ||||||
3,043 | Two Harbors Investment Corp. | 23 | ||||||
11,584 | Western Asset Mortgage Capital Corp. | 38 | ||||||
479 | ||||||||
Multiline Retail — 0.17% | ||||||||
121 | Big Lots, Inc. | 8 | ||||||
8,601 | Macy’s, Inc.(a) | 163 | ||||||
171 | ||||||||
Multi-Utilities — 0.20% | ||||||||
726 | Black Hills Corp. | 48 | ||||||
1,680 | NorthWestern Corp. | 101 | ||||||
889 | Unitil Corp. | 47 | ||||||
196 | ||||||||
Oil, Gas & Consumable Fuels — 1.76% | ||||||||
1,121 | Amyris, Inc.(a) | 18 | ||||||
3,497 | Antero Resources Corp.(a) | 53 |
See accompanying notes to financial statements.
79
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
2,408 | Clean Energy Fuels Corp.(a) | $ | 24 | |||||
2,093 | CNX Resources Corp.(a) | 29 | ||||||
5,573 | Comstock Resources, Inc.(a) | 37 | ||||||
2,431 | CONSOL Energy, Inc.(a) | 45 | ||||||
3,905 | Delek US Holdings, Inc. | 84 | ||||||
7,729 | Devon Energy Corp. | 226 | ||||||
2,053 | DHT Holdings, Inc. | 13 | ||||||
1,588 | Earthstone Energy, Inc., Class - A(a) | 18 | ||||||
26,127 | Euronav N.V. | 243 | ||||||
2,568 | Evolution Petroleum Corp. | 13 | ||||||
10,840 | Falcon Minerals Corp. | 55 | ||||||
2,172 | Frontline Ltd. | 20 | ||||||
2,312 | Golar LNG Ltd.(a) | 31 | ||||||
214 | Matador Resources Co. | 8 | ||||||
21,522 | Navigator Holdings Ltd.(a) | 236 | ||||||
2,581 | Nordic American Tankers Ltd. | 8 | ||||||
3,747 | Ovintiv, Inc. | 118 | ||||||
292 | PDC Energy, Inc. | 13 | ||||||
2,305 | Range Resources Corp.(a) | 39 | ||||||
696 | Renewable Energy Group, Inc.(a) | 43 | ||||||
52 | REX American Resources Corp.(a) | 5 | ||||||
588 | Scorpio Tankers, Inc. | 13 | ||||||
419 | SM Energy Co. | 10 | ||||||
46,388 | Southwestern Energy Co.(a) | 262 | ||||||
1,690 | World Fuel Services Corp. | 54 | ||||||
1,718 | ||||||||
Paper & Forest Products — 0.14% | ||||||||
563 | Boise Cascade Co. | 33 | ||||||
277 | Clearwater Paper Corp.(a) | 8 | ||||||
1,354 | Domtar Corp.(a) | 74 | ||||||
95 | Louisiana-Pacific Corp. | 6 | ||||||
484 | Schweitzer-Mauduit International, Inc. | 20 | ||||||
141 | ||||||||
Personal Products — 0.16% | ||||||||
494 | e.l.f. Beauty, Inc.(a) | 13 | ||||||
853 | Inter Parfums, Inc. | 62 | ||||||
198 | Medifast, Inc. | 56 | ||||||
238 | USANA Health Sciences, Inc.(a) | 24 | ||||||
155 | ||||||||
Pharmaceuticals — 1.72% | ||||||||
10,185 | Acer Therapeutics, Inc.(a) | 29 | ||||||
9,699 | Aerie Pharmaceuticals, Inc.(a) | 155 | ||||||
2,129 | Amneal Pharmaceuticals, Inc.(a) | 11 | ||||||
4,463 | Amphastar Pharmaceuticals, Inc.(a) | 90 | ||||||
774 | Arvinas, Inc.(a) | 60 | ||||||
168 | Axsome Therapeutics, Inc.(a) | 11 | ||||||
81 | Catalent, Inc.(a) | 9 |
Shares | Security Description | Value | ||||||
Pharmaceuticals (continued) | ||||||||
3,007 | Cerecor, Inc.(a) | $ | 10 | |||||
2,912 | Chiasma, Inc.(a) | 14 | ||||||
260 | Corcept Therapeutics, Inc.(a) | 6 | ||||||
7,182 | CorMedix, Inc.(a) | 49 | ||||||
4,171 | ENDO International PLC(a) | 20 | ||||||
825 | Evolus, Inc.(a) | 10 | ||||||
249 | Harmony Biosciences Holdings, Inc.(a) | 7 | ||||||
1,228 | Harrow Health, Inc.(a) | 11 | ||||||
653 | Horizon Therapeutics PLC(a) | 61 | ||||||
1,079 | Innoviva, Inc.(a) | 14 | ||||||
711 | Intra-Cellular Therapies, Inc.(a) | 29 | ||||||
1,037 | Kala Pharmaceuticals, Inc.(a) | 5 | ||||||
4,099 | KemPharm, Inc.(a) | 53 | ||||||
1,847 | Liquidia Corp.(a) | 5 | ||||||
1,598 | Marinus Pharmaceuticals, Inc.(a) | 29 | ||||||
929 | NGM Biopharmaceuticals, Inc.(a) | 18 | ||||||
359 | Ocular Therapeutix, Inc.(a) | 5 | ||||||
537 | Omeros Corp.(a) | 8 | ||||||
5,164 | Pacira BioSciences, Inc.(a) | 314 | ||||||
1,073 | Paratek Pharmaceuticals, Inc.(a) | 7 | ||||||
1,203 | Phibro Animal Health Corp., Class - A | 35 | ||||||
1,583 | Prestige Consumer Healthcare, Inc.(a) | 82 | ||||||
7,109 | Provention Bio, Inc.(a) | 60 | ||||||
1,048 | Revance Therapeutics, Inc.(a) | 31 | ||||||
4,208 | Satsuma Pharmaceuticals, Inc.(a) | 30 | ||||||
5,589 | Strongbridge BioPharma PLC(a) | 17 | ||||||
8,459 | Supernus Pharmaceuticals, Inc.(a) | 261 | ||||||
3,083 | Vaxcyte, Inc.(a) | 69 | ||||||
7,972 | WaVe Life Sciences Ltd.(a) | 53 | ||||||
1,312 | Xeris Pharmaceuticals, Inc.^(a) | 5 | ||||||
1,683 | ||||||||
Professional Services — 0.74% | ||||||||
917 | ASGN, Inc.(a) | 89 | ||||||
1,815 | CBIZ, Inc.(a) | 59 | ||||||
2,022 | GP Strategies Corp.(a) | 32 | ||||||
217 | Huron Consulting Group, Inc.(a) | 11 | ||||||
173 | ICF International, Inc. | 15 | ||||||
594 | Kelly Services, Inc., Class - A(a) | 14 | ||||||
982 | Kforce, Inc. | 62 | ||||||
1,998 | Korn Ferry | 145 | ||||||
9,154 | Mistras Group, Inc.(a) | 90 | ||||||
1,649 | Upwork, Inc.(a) | 96 | ||||||
2,897 | Willdan Group, Inc.(a) | 109 | ||||||
722 | ||||||||
Real Estate Management & Development — 0.35% | ||||||||
1,451 | BBX Capital, Inc.(a) | 12 | ||||||
264 | Essential Properties Realty Trust, Inc. | 7 | ||||||
1,232 | eXp World Holdings, Inc.(a) | 48 |
See accompanying notes to financial statements.
80
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Real Estate Management & Development (continued) | ||||||||
299 | Forestar Group, Inc.(a) | $ | 6 | |||||
821 | Marcus & Millichap, Inc.(a) | 32 | ||||||
3,583 | Newmark Group, Inc., Class - A | 43 | ||||||
40 | Rafael Holdings, Inc., Class - B(a) | 2 | ||||||
303 | Realogy Holdings Corp.(a) | 6 | ||||||
1,604 | Redfin Corp.(a) | 101 | ||||||
1,184 | The RMR Group, Inc., Class - A | 46 | ||||||
894 | The St. Joe Co. | 40 | ||||||
343 | ||||||||
Road & Rail — 0.53% | ||||||||
119 | Avis Budget Group, Inc.(a) | 9 | ||||||
6,474 | Knight-Swift Transportation Holdings, Inc. | 295 | ||||||
103 | P.A.M. Transportation Services, Inc.(a) | 5 | ||||||
808 | Saia, Inc.(a) | 170 | ||||||
286 | Universal Truckload Services, Inc. | 7 | ||||||
1,208 | US Xpress Enterprise, Inc., Class - A(a) | 10 | ||||||
3,453 | Yellow Corp.(a) | 22 | ||||||
518 | ||||||||
Semiconductors & Semiconductor Equipment — 5.57% | ||||||||
809 | Advanced Energy Industries, Inc. | 91 | ||||||
485 | Alpha & Omega Semiconductor Ltd.(a) | 15 | ||||||
658 | Ambarella, Inc.(a) | 70 | ||||||
3,622 | Amkor Technology, Inc. | 86 | ||||||
3,010 | AXT, Inc.(a) | 33 | ||||||
176 | Brooks Automation, Inc. | 17 | ||||||
521 | CEVA, Inc.(a) | 25 | ||||||
55 | Cirrus Logic, Inc.(a) | 5 | ||||||
6,613 | Cree, Inc.(a) | 648 | ||||||
216 | Diodes, Inc.(a) | 17 | ||||||
126 | Entegris, Inc. | 15 | ||||||
4,167 | FormFactor, Inc.(a) | 152 | ||||||
188 | Impinj, Inc.(a) | 10 | ||||||
5,553 | Lattice Semiconductor Corp.(a) | 312 | ||||||
12,728 | MACOM Technology Solutions Holdings, Inc.(a) | 817 | ||||||
7,829 | Marvell Technology, Inc. | 457 | ||||||
8,166 | MaxLinear, Inc., Class - A(a) | 347 | ||||||
746 | MKS Instruments, Inc. | 133 | ||||||
846 | Monolithic Power Systems, Inc. | 316 | ||||||
2,556 | Power Integrations, Inc. | 210 | ||||||
2,781 | Qorvo, Inc.(a) | 544 | ||||||
5,776 | Semtech Corp.(a) | 397 | ||||||
1,402 | Silicon Laboratories, Inc.(a) | 215 | ||||||
714 | SiTime Corp.(a) | 90 | ||||||
324 | SMART Global Holdings, Inc.(a) | 15 | ||||||
799 | Synaptics, Inc.(a) | 124 | ||||||
212 | Ultra Clean Holdings, Inc.(a) | 11 | ||||||
1,194 | Universal Display Corp. | 265 |
Shares | Security Description | Value | ||||||
Semiconductors & Semiconductor Equipment (continued) | ||||||||
661 | Veeco Instruments, Inc.(a) | $ | 16 | |||||
5,453 | ||||||||
Software — 4.84% | ||||||||
13,004 | 2U, Inc.(a) | 543 | ||||||
1,424 | 8x8, Inc.(a) | 40 | ||||||
2,571 | ACI Worldwide, Inc.(a) | 95 | ||||||
416 | Alarm.com Holding, Inc.(a) | 35 | ||||||
829 | Altair Engineering, Inc., Class - A(a) | 57 | ||||||
343 | Alteryx, Inc., Class - A(a) | 30 | ||||||
192 | Appian Corp.(a) | 26 | ||||||
3,150 | Asure Software, Inc.(a) | 28 | ||||||
49 | Avalara, Inc.(a) | 8 | ||||||
488 | Avaya Holdings Corp.(a) | 13 | ||||||
711 | Benefitfocus, Inc.(a) | 10 | ||||||
1,105 | Blackbaud, Inc.(a) | 85 | ||||||
185 | Blackline, Inc.(a) | 21 | ||||||
1,091 | Box, Inc., Class - A(a) | 28 | ||||||
274 | Cerence, Inc.(a) | 29 | ||||||
3,773 | Cloudera, Inc.(a) | 60 | ||||||
979 | Cognyte Software, Ltd.(a) | 24 | ||||||
1,848 | CommVault Systems, Inc.(a) | 145 | ||||||
803 | Cornerstone OnDemand, Inc.(a) | 41 | ||||||
155 | Coupa Software, Inc.(a) | 41 | ||||||
313 | Digimarc Corp.(a) | 10 | ||||||
740 | Digital Turbine, Inc.(a) | 56 | ||||||
434 | Domo, Inc., Class - B(a) | 35 | ||||||
1,935 | Ebix, Inc. | 66 | ||||||
581 | eGain Corp.(a) | 7 | ||||||
107 | Envestnet, Inc.(a) | 8 | ||||||
465 | Everbridge, Inc.(a) | 63 | ||||||
83 | Fair Isaac Corp.(a) | 42 | ||||||
631 | Five9, Inc.(a) | 116 | ||||||
846 | Guidewire Software, Inc.(a) | 95 | ||||||
512 | HubSpot, Inc.(a) | 299 | ||||||
172 | J2 Global, Inc.(a) | 24 | ||||||
1,986 | JFrog Ltd.(a) | 90 | ||||||
167 | LivePerson, Inc.(a) | 11 | ||||||
4,423 | Medallia, Inc.(a) | 149 | ||||||
21 | MicroStrategy, Inc.(a) | 14 | ||||||
3,273 | Model N, Inc.(a) | 112 | ||||||
1,579 | Momentive Global, Inc.(a) | 33 | ||||||
1,709 | New Relic, Inc.(a) | 114 | ||||||
785 | Onespan, Inc.(a) | 20 | ||||||
1,191 | Pegasystems, Inc. | 166 | ||||||
192 | Ping Identity Holding Corp.(a) | 4 | ||||||
705 | Proofpoint, Inc.(a) | 123 | ||||||
910 | PROS Holdings, Inc.(a) | 41 | ||||||
1,208 | PTC, Inc.(a) | 171 | ||||||
205 | Q2 Holdings, Inc.(a) | 21 |
See accompanying notes to financial statements.
81
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Software (continued) | ||||||||
556 | QAD, Inc., Class - A | $ | 48 | |||||
680 | Qualys, Inc.(a) | 68 | ||||||
1,182 | Rapid7, Inc.(a) | 112 | ||||||
157 | Sailpoint Technologies Holding, Inc.(a) | 8 | ||||||
831 | SPS Commerce, Inc.(a) | 83 | ||||||
3,588 | SS&C Technologies Holdings, Inc. | 259 | ||||||
3,886 | Sumo Logic, Inc.(a) | 80 | ||||||
782 | Tenable Holdings, Inc.(a) | 32 | ||||||
131 | Upland Software, Inc.(a) | 5 | ||||||
606 | Varonis Systems, Inc.(a) | 35 | ||||||
979 | Verint Systems, Inc.(a) | 44 | ||||||
1,480 | Workiva, Inc.(a) | 165 | ||||||
12,558 | Xperi Holding Corp. | 279 | ||||||
690 | Zix Corp.(a) | 5 | ||||||
307 | Zscaler, Inc.(a) | 66 | ||||||
11,393 | Zuora, Inc., Class - A(a) | 196 | ||||||
4,734 | ||||||||
Specialty Retail — 1.78% | ||||||||
722 | Advance Auto Parts, Inc. | 148 | ||||||
1,447 | American Eagle Outfitters, Inc. | 54 | ||||||
520 | Asbury Automotive Group, Inc.(a) | 89 | ||||||
854 | Bed Bath & Beyond, Inc.(a) | 28 | ||||||
790 | Camping World Holdings, Inc., Class - A | 32 | ||||||
5,234 | Express, Inc.(a) | 34 | ||||||
2,141 | Floor & Decor Holdings, Inc., Class - A(a) | 227 | ||||||
2,020 | Genesco, Inc.(a) | 129 | ||||||
72 | Group 1 Automotive, Inc. | 11 | ||||||
1,362 | Guess?, Inc. | 36 | ||||||
1,312 | Haverty Furniture Cos., Inc. | 56 | ||||||
487 | Lithia Motors, Inc., Class - A | 167 | ||||||
808 | Monro, Inc. | 51 | ||||||
341 | Murphy USA, Inc. | 45 | ||||||
414 | National Vision Holdings, Inc.(a) | 21 | ||||||
53 | Penske Automotive Group, Inc. | 4 | ||||||
247 | Restoration Hardware Co.(a) | 169 | ||||||
2,077 | Sally Beauty Holdings, Inc.(a) | 46 | ||||||
354 | Shoe Carnival, Inc. | 25 | ||||||
431 | Signet Jewelers Ltd.(a) | 35 | ||||||
114 | Sleep Number Corp.(a) | 13 | ||||||
7,426 | Sportsman’s Warehouse Holdings, Inc.(a) | 132 | ||||||
468 | The Aaron’s Co., Inc. | 15 | ||||||
297 | The Buckle, Inc. | 15 | ||||||
3,215 | The Cato Corp., Class - A | 54 | ||||||
1,585 | The ODP Corp.(a) | 76 | ||||||
560 | Tilly’s, Inc., Class - A | 9 | ||||||
526 | Urban Outfitters, Inc.(a) | 22 | ||||||
1,743 |
Shares | Security Description | Value | ||||||
Technology Hardware, Storage & Peripherals — 0.50% | ||||||||
268 | 3D Systems Corp.(a) | $ | 11 | |||||
409 | Corsair Gaming, Inc.(a) | 14 | ||||||
1,377 | Diebold Nixdorf, Inc.(a) | 18 | ||||||
761 | Immersion Corp.(a) | 7 | ||||||
10,396 | Integral Ad Science Holding Corp. | 214 | ||||||
807 | Intevac, Inc.(a) | 5 | ||||||
4,906 | NCR Corp.(a) | 223 | ||||||
492 | ||||||||
Textiles, Apparel & Luxury Goods — 0.82% | ||||||||
47 | Columbia Sportswear Co. | 5 | ||||||
1,161 | Crocs, Inc.(a) | 135 | ||||||
233 | Deckers Outdoor Corp.(a) | 89 | ||||||
3,666 | Fossil Group, Inc.(a) | 52 | ||||||
792 | G-III Apparel Group Ltd.(a) | 26 | ||||||
5,020 | Kontoor Brands, Inc. | 284 | ||||||
412 | Steven Madden Ltd. | 18 | ||||||
1,344 | Superior Group of Companies, Inc. | 32 | ||||||
4,730 | Wolverine World Wide, Inc. | 159 | ||||||
800 | ||||||||
Thrifts & Mortgage Finance — 0.94% | ||||||||
1,712 | Axos Financial, Inc.(a) | 79 | ||||||
3,569 | Bankfinancial Corp. | 41 | ||||||
5,745 | Capitol Federal Financial, Inc. | 68 | ||||||
3,931 | Columbia Financial, Inc.(a) | 68 | ||||||
99 | Essent Group Ltd. | 4 | ||||||
70 | Federal Agricultural Mortgage Corp., Class - C | 7 | ||||||
667 | Flagstar Bancorp, Inc. | 28 | ||||||
79 | HomeStreet, Inc. | 3 | ||||||
3,424 | Meridian Bancorp, Inc. | 70 | ||||||
155 | Meta Financial Group, Inc. | 8 | ||||||
228 | MGIC Investment Corp. | 3 | ||||||
1,030 | Mr Cooper Group, Inc.(a) | 34 | ||||||
7,298 | NMI Holdings, Inc.(a) | 164 | ||||||
5,668 | Northwest Bancshares, Inc. | 77 | ||||||
233 | OceanFirst Financial Corp. | 5 | ||||||
871 | PennyMac Financial Services, Inc. | 54 | ||||||
3,124 | Provident Financial Services, Inc. | 72 | ||||||
�� | 3,405 | Sterling Bancorp, Inc.(a) | 15 | |||||
941 | Walker & Dunlop, Inc. | 98 | ||||||
244 | Washington Federal, Inc. | 8 | ||||||
623 | Western New England Bancorp, Inc. | 5 | ||||||
247 | WSFS Financial Corp. | 12 | ||||||
923 | ||||||||
Tobacco — 0.04% | ||||||||
2,572 | Vector Group Ltd. | 36 | ||||||
Trading Companies & Distributors — 1.76% | ||||||||
63 | Applied Industrial Technologies, Inc. | 6 | ||||||
5,140 | Beacon Roofing Supply, Inc.(a) | 273 |
See accompanying notes to financial statements.
82
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Trading Companies & Distributors (continued) | ||||||||
2,991 | DXP Enterprises, Inc.(a) | $ | 100 | |||||
55 | GATX Corp. | 5 | ||||||
192 | GMS, Inc.(a) | 9 | ||||||
1,745 | Herc Holdings, Inc.(a) | 196 | ||||||
1,252 | Kaman Corp. | 63 | ||||||
36,668 | MRC Global, Inc.(a) | 344 | ||||||
1,578 | Rush Enterprises, Inc., Class - A | 68 | ||||||
1,389 | SiteOne Landscape Supply, Inc.(a) | 235 | ||||||
4,993 | Textainer Group Holdings Ltd.(a) | 169 | ||||||
2,487 | WESCO International, Inc.(a) | 256 | ||||||
1,724 | ||||||||
Water Utilities — 0.18% | ||||||||
65 | American States Water Co. | 5 | ||||||
1,134 | California Water Service Group | 64 | ||||||
4,005 | Consolidated Water Co. Ltd. | 47 | ||||||
602 | Global Water Resources, Inc. | 10 | ||||||
626 | Middlesex Water Co. | 51 | ||||||
177 | ||||||||
Wireless Telecommunication Services — 0.08% | ||||||||
1,140 | Shenandoah Telecommunications Co. | 55 | ||||||
2,825 | Spok Holdings, Inc. | 27 | ||||||
82 | ||||||||
Total Common Stocks | 90,936 | |||||||
Contingent Rights — 0.15% | ||||||||
Biotechnology — 0.00% | ||||||||
1,646 | Progenics Pharma CVR, 12/31/22(a)(b) | — | ||||||
1 | Tobira Therapeutics, Inc. CVR, 12/31/28(a)(b) | — | ||||||
— |
Shares | Security Description | Value | ||||||
Contingent Rights (continued) | ||||||||
Metals & Mining — 0.15% | ||||||||
176,434 | Pan American Silver Corp. CVR, 2/22/29(a) | $ | 150 | |||||
Pharmaceuticals — 0.00% | ||||||||
759 | Aratana Therapeutics, Inc. CVR, 12/31/21(a)(b) | — | ||||||
Total Contingent Rights | 150 | |||||||
Investment Companies — 7.09% | ||||||||
641,821 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 0.01%^^(c) | 642 | ||||||
6,295,197 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 0.01%(c) | 6,295 | ||||||
Total Investment Companies | 6,937 | |||||||
Total Investments (cost $53,052) — 100.21% | 98,023 | |||||||
Liabilities in excess of other assets — (0.21)% | (206 | ) | ||||||
Net Assets — 100.00% | $ | 97,817 |
Amounts designated as “—” are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of June 30, 2021. The total value of securities on loan as of June 30, 2021, was $614 (amount in thousands). |
^^ | 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 June 30, 2021. |
(a) | Represents non-income producing security. |
(b) | Security was valued using significant unobservable inputs as of June 30, 2021. |
(c) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
REIT—Real Estate Investment Trust |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The Small Capitalization-Mid Capitalization Equity Portfolio | Frontier | Parametric | Total |
Common Stocks | 39.75% | 53.22% | 92.97% |
Contingent Rights | 0.15% | — | 0.15% |
Investment Companies | — | 7.09% | 7.09% |
Other Assets (Liabilities) | 0.02% | -0.23% | -0.21% |
Total Net Assets | 39.92% | 60.08% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
See accompanying notes to financial statements.
83
HC CAPITAL TRUST
The Small Capitalization-Mid Capitalization Equity Portfolio
Portfolio of Investments (concluded) — June 30, 2021
The following table reflects the open derivative positions held by the Portfolio as of June 30, 2021.
Futures Contracts Purchased^
Description | Number of | Expiration | Notional | Value and | ||||||||||||
Russell 2000 Mini Index Future | 56 | 9/17/21 | $ | 6,462 | $ | (64 | ) | |||||||||
$ | 6,462 | $ | (64 | ) | ||||||||||||
Total Unrealized Appreciation | $ | — | ||||||||||||||
Total Unrealized Depreciation | (64 | ) | ||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (64 | ) |
^ | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
Amounts designated as “—” are $0 or have been rounded to $0.
See accompanying notes to financial statements.
84
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks — 97.50% | ||||||||
Australia — 1.78% | ||||||||
510 | Afterpay Ltd. (IT Services)(a) | $ | 45 | |||||
1,696 | AGL Energy Ltd. (Multi-Utilities) | 10 | ||||||
693 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | 15 | ||||||
2,941 | APA Group (Gas Utilities) | 20 | ||||||
1,433 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 46 | ||||||
485 | ASX Ltd. (Capital Markets) | 28 | ||||||
5,652 | Aurizon Holdings Ltd. (Road & Rail) | 16 | ||||||
3,765 | AusNet Services (Electric Utilities) | 5 | ||||||
6,890 | Australia & New Zealand Banking Group Ltd. (Banks) | 145 | ||||||
7,185 | BHP Billiton Ltd. (Metals & Mining) | 263 | ||||||
5,134 | BHP Group Ltd. (Metals & Mining) | 151 | ||||||
1,410 | BlueScope Steel Ltd. (Metals & Mining) | 23 | ||||||
3,941 | Brambles Ltd. (Commercial Services & Supplies) | 34 | ||||||
165 | Cochlear Ltd. (Health Care Equipment & Supplies) | 31 | ||||||
3,429 | Coles Group Ltd. (Food & Staples Retailing) | 44 | ||||||
4,333 | Commonwealth Bank of Australia (Banks) | 325 | ||||||
1,360 | Computershare Ltd. (IT Services) | 17 | ||||||
991 | Crown Resorts Ltd. (Hotels, Restaurants & Leisure)(a) | 9 | ||||||
1,108 | CSL Ltd. (Biotechnology) | 238 | ||||||
2,615 | Dexus (Equity Real Estate Investment Trusts) | 21 | ||||||
3,057 | Endeavour Group Ltd. (Food & Staples Retailing)(a) | 14 | ||||||
3,517 | Evolution Mining Ltd. (Metals & Mining) | 12 | ||||||
4,206 | Fortescue Metals Group Ltd. (Metals & Mining) | 74 | ||||||
4,174 | Goodman Group (Equity Real Estate Investment Trusts) | 66 | ||||||
5,779 | Insurance Australia Group Ltd. (Insurance) | 22 | ||||||
1,593 | LendLease Group (Real Estate Management & Development)(b) | 14 | ||||||
856 | Macquarie Group Ltd. (Capital Markets) | 100 | ||||||
357 | Magellan Financial Group Ltd. (Capital Markets) | 14 | ||||||
7,667 | Medibank Private Ltd. (Insurance) | 18 | ||||||
9,646 | Mirvac Group (Equity Real Estate Investment Trusts) | 21 | ||||||
8,197 | National Australia Bank Ltd. (Banks) | 161 | ||||||
1,950 | Newcrest Mining Ltd. (Metals & Mining) | 37 | ||||||
2,645 | Northern Star Resources Ltd. (Metals & Mining) | 19 | ||||||
927 | Orica Ltd. (Chemicals) | 9 | ||||||
4,121 | Origin Energy Ltd. (Oil, Gas & Consumable Fuels) | 14 | ||||||
2,446 | Qantas Airways Ltd. (Airlines)(a) | 9 | ||||||
3,741 | QBE Insurance Group Ltd. (Insurance) | 30 |
Shares | Security Description | Value | ||||||
Australia (continued) | ||||||||
427 | Ramsay Health Care Ltd. (Health Care Providers & Services) | $ | 20 | |||||
112 | REA Group Ltd. (Interactive Media & Services) | 14 | ||||||
914 | Rio Tinto Ltd. (Metals & Mining) | 87 | ||||||
4,289 | Santos Ltd. (Oil, Gas & Consumable Fuels) | 23 | ||||||
12,339 | Scentre Group (Equity Real Estate Investment Trusts) | 25 | ||||||
923 | SEEK Ltd. (Professional Services) | 23 | ||||||
1,187 | Sonic Healthcare Ltd. (Health Care Providers & Services) | 34 | ||||||
11,701 | South32 Ltd. (Metals & Mining) | 26 | ||||||
5,512 | Stockland (Equity Real Estate Investment Trusts) | 19 | ||||||
3,312 | Suncorp Group Ltd. (Insurance) | 28 | ||||||
2,888 | Sydney Airport (Transportation Infrastructure)(a) | 13 | ||||||
5,667 | Tabcorp Holdings Ltd. (Hotels, Restaurants & Leisure) | 22 | ||||||
10,531 | Telstra Corp. Ltd. (Diversified Telecommunication Services) | 30 | ||||||
5,576 | The GPT Group (Equity Real Estate Investment Trusts) | 20 | ||||||
6,949 | Transurban Group (Transportation Infrastructure) | 74 | ||||||
2,004 | Treasury Wine Estates Ltd. (Beverages) | 18 | ||||||
8,881 | Vicinity Centres (Equity Real Estate Investment Trusts)(b) | 10 | ||||||
208 | Washington H Soul Pattinson & Co. Ltd. (Oil, Gas & Consumable Fuels) | 5 | ||||||
2,750 | Wesfarmers Ltd. (Food & Staples Retailing) | 122 | ||||||
8,782 | Westpac Banking Corp. (Banks) | 170 | ||||||
480 | WiseTech Global Ltd. (Software) | 11 | ||||||
2,388 | Woodside Petroleum Ltd. (Oil, Gas & Consumable Fuels) | 40 | ||||||
3,057 | Woolworths Group Ltd. (Food & Staples Retailing) | 87 | ||||||
3,041 | ||||||||
Austria — 0.05% | ||||||||
747 | Erste Group Bank AG (Banks) | 27 | ||||||
383 | OMV AG (Oil, Gas & Consumable Fuels) | 22 | ||||||
389 | Raiffeisen Bank International AG (Banks)(b) | 9 | ||||||
147 | Verbund AG (Electric Utilities) | 14 | ||||||
246 | Voestalpine AG (Metals & Mining) | 10 | ||||||
82 | ||||||||
Belgium — 0.80% | ||||||||
444 | Ageas SA (Insurance) | 25 | ||||||
15,792 | Anheuser-Busch InBev N.V. (Beverages) | 1,139 | ||||||
134 | Colruyt SA (Food & Staples Retailing) | 7 | ||||||
67 | Elia Group SA/NV (Electric Utilities)(b) | 7 | ||||||
281 | Groupe Bruxelles Lambert SA (Diversified Financial Services) | 31 | ||||||
634 | KBC Group N.V. (Banks) | 48 |
See accompanying notes to financial statements.
85
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Belgium (continued) | ||||||||
370 | Proximus SADP (Diversified Telecommunication Services) | $ | 7 | |||||
25 | Sofina SA (Diversified Financial Services) | 11 | ||||||
183 | Solvay SA, Class - A (Chemicals) | 23 | ||||||
321 | UCB SA (Pharmaceuticals) | 34 | ||||||
491 | Umicore SA (Chemicals)(b) | 30 | ||||||
1,362 | ||||||||
Bermuda — 0.14% | ||||||||
1,034 | Arch Capital Group Ltd. (Insurance)(a) | 40 | ||||||
302 | Athene Holding Ltd., Class - A (Insurance)(a) | 20 | ||||||
325 | Bunge Ltd. (Food Products) | 25 | ||||||
910 | IHS Markit Ltd. (Professional Services) | 104 | ||||||
902 | Invesco Ltd. (Capital Markets) | 24 | ||||||
131 | RenaissanceRe Holdings Ltd. (Insurance) | 19 | ||||||
232 | ||||||||
Canada — 2.79% | ||||||||
600 | Agnico Eagle Mines Ltd. (Metals & Mining) | 36 | ||||||
400 | Air Canada (Airlines)(a)(b) | 8 | ||||||
1,317 | Algonquin Power & Utilities Corp. (Multi-Utilities) | 20 | ||||||
2,100 | Alimentation Couche-Tard, Inc., Class - B (Food & Staples Retailing) | 77 | ||||||
800 | AltaGas Ltd. (Gas Utilities) | 17 | ||||||
200 | Atco Ltd. (Multi-Utilities) | 7 | ||||||
2,300 | B2gold Corp. (Metals & Mining) | 10 | ||||||
500 | Ballard Power Systems, Inc. (Electrical Equipment)(a) | 9 | ||||||
1,600 | Bank of Montreal (Banks) | 164 | ||||||
4,300 | Barrick Gold Corp. (Metals & Mining) | 89 | ||||||
200 | BCE, Inc. (Diversified Telecommunication Services) | 10 | ||||||
1,100 | Blackberry Ltd. (Software)(a) | 13 | ||||||
22 | Brookfield Asset Management Reinsurance Partners Ltd., Class - A (Insurance)(a) | 1 | ||||||
3,150 | Brookfield Asset Management, Inc. (Capital Markets) | 161 | ||||||
800 | CAE, Inc. (Aerospace & Defense)(a) | 25 | ||||||
900 | Cameco Corp. (Oil, Gas & Consumable Fuels) | 17 | ||||||
200 | Canadian Apartment Properties REIT (Equity Real Estate Investment Trusts)(b) | 9 | ||||||
1,100 | Canadian Imperial Bank of Commerce (Banks) | 125 | ||||||
1,700 | Canadian National Railway Co. (Road & Rail) | 179 | ||||||
2,900 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | 105 | ||||||
1,600 | Canadian Pacific Railway Ltd. (Road & Rail) | 123 | ||||||
100 | Canadian Tire Corp. Ltd., Class - A (Multiline Retail) | 16 |
Shares | Security Description | Value | ||||||
Canada (continued) | ||||||||
300 | Canadian Utilities Ltd., Class - A (Multi-Utilities) | $ | 8 | |||||
600 | Canopy Growth Corp. (Pharmaceuticals)(a)(b) | 15 | ||||||
400 | CCL Industries, Inc., Class - B (Containers & Packaging)(b) | 22 | ||||||
3,200 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | 31 | ||||||
500 | CGI, Inc. (IT Services)(a) | 45 | ||||||
700 | Dollarama, Inc. (Multiline Retail) | 32 | ||||||
600 | Emera, Inc. (Electric Utilities) | 27 | ||||||
400 | Empire Co. Ltd. (Food & Staples Retailing) | 13 | ||||||
4,900 | Enbridge, Inc. (Oil, Gas & Consumable Fuels) | 196 | ||||||
1,500 | First Quantum Minerals Ltd. (Metals & Mining) | 35 | ||||||
100 | FirstService Corp. (Real Estate Management & Development) | 17 | ||||||
1,100 | Fortis, Inc. (Electric Utilities) | 49 | ||||||
500 | Franco-Nevada Corp. (Metals & Mining) | 73 | ||||||
500 | Gildan Activewear, Inc. (Textiles, Apparel & Luxury Goods) | 18 | ||||||
600 | Great-West Lifeco, Inc. (Insurance) | 18 | ||||||
800 | Hydro One Ltd. (Electric Utilities)(b) | 19 | ||||||
300 | iA Financial Corp., Inc. (Insurance) | 16 | ||||||
200 | IGM Financial, Inc. (Capital Markets) | 7 | ||||||
600 | Imperial Oil Ltd. (Oil, Gas & Consumable Fuels) | 18 | ||||||
400 | Intact Financial Corp. (Insurance) | 54 | ||||||
900 | Inter Pipeline Ltd. (Oil, Gas & Consumable Fuels) | 15 | ||||||
1,000 | Ivanhoe Mines Ltd. (Metals & Mining)(a) | 7 | ||||||
600 | Keyera Corp. (Oil, Gas & Consumable Fuels)(b) | 16 | ||||||
3,200 | Kinross Gold Corp. (Metals & Mining) | 20 | ||||||
600 | Kirkland Lake Gold Ltd. (Metals & Mining) | 23 | ||||||
200 | Lightspeed Pos, Inc. (Software)(a) | 17 | ||||||
400 | Loblaw Companies Ltd. (Food & Staples Retailing) | 25 | ||||||
311 | Lululemon Athletica, Inc. (Textiles, Apparel & Luxury Goods)(a) | 114 | ||||||
1,400 | Lundin Mining Corp. (Metals & Mining)(b) | 13 | ||||||
700 | Magna International, Inc. (Auto Components) | 65 | ||||||
4,700 | Manulife Financial Corp. (Insurance) | 93 | ||||||
600 | Metro, Inc. (Food & Staples Retailing) | 29 | ||||||
800 | National Bank of Canada (Banks) | 60 | ||||||
500 | Northland Power, Inc. (Independent Power and Renewable Electricity Producers)(b) | 17 | ||||||
1,400 | Nutrien Ltd. (Chemicals) | 85 | ||||||
200 | Onex Corp. (Diversified Financial Services) | 15 | ||||||
700 | Open Text Corp. (Software)(b) | 36 | ||||||
500 | Pan American Silver Corp. (Metals & Mining) | 14 |
See accompanying notes to financial statements.
86
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
400 | Parkland Corp. (Oil, Gas & Consumable Fuels)(b) | $ | 13 | |||||
1,400 | Pembina Pipelines Corp. (Oil, Gas & Consumable Fuels) | 44 | ||||||
1,450 | Power Corp. of Canada (Insurance) | 46 | ||||||
500 | Quebecor, Inc. (Media) | 13 | ||||||
700 | Restaurant Brands International, Inc. (Hotels, Restaurants & Leisure) | 45 | ||||||
300 | RioCan Real Estate Investment Trust (Equity Real Estate Investment Trusts)(b) | 5 | ||||||
300 | Ritchie Bros. Auctioneers, Inc. (Commercial Services & Supplies) | 18 | ||||||
900 | Rogers Communications, Inc., Class - B (Wireless Telecommunication Services) | 48 | ||||||
3,500 | Royal Bank of Canada (Banks) | 355 | ||||||
1,200 | Shaw Communications, Inc., Class - B (Media) | 35 | ||||||
300 | Shopify, Inc. (IT Services)(a) | 439 | ||||||
1,400 | Sun Life Financial, Inc. (Insurance) | 72 | ||||||
3,700 | Suncor Energy, Inc. (Oil, Gas & Consumable Fuels) | 89 | ||||||
2,300 | TC Energy Corp. (Oil, Gas & Consumable Fuels) | 114 | ||||||
1,100 | Teck Resources Ltd., Class - B (Metals & Mining) | 25 | ||||||
1,000 | TELUS Corp. (Diversified Telecommunication Services) | 22 | ||||||
3,000 | The Bank of Nova Scotia (Banks) | 195 | ||||||
4,400 | The Toronto-Dominion Bank (Banks) | 308 | ||||||
400 | Thomson Reuters Corp. (Professional Services) | 40 | ||||||
100 | TMX Group Ltd. (Capital Markets) | 11 | ||||||
200 | Toromont Industries, Ltd. (Trading Companies & Distributors) | 17 | ||||||
600 | Waste Connections, Inc. (Commercial Services & Supplies) | 72 | ||||||
200 | West Fraser Timber Co. Ltd. (Paper & Forest Products) | 14 | ||||||
200 | Weston (George) Ltd. (Food & Staples Retailing) | 19 | ||||||
1,100 | Wheaton Precious Metals Corp. (Metals & Mining) | 48 | ||||||
300 | WSP Global, Inc. (Construction & Engineering)(b) | 35 | ||||||
2,100 | Yamana Gold, Inc. (Metals & Mining) | 9 | ||||||
4,749 | ||||||||
Denmark — 1.08% | ||||||||
8 | A.P. Moller - Maersk A/S, Class - A (Marine) | 22 | ||||||
14 | A.P. Moller - Maersk A/S, Class - B (Marine) | 40 | ||||||
354 | Ambu A/S, Class - B (Health Care Equipment & Supplies) | 14 | ||||||
251 | Carlsberg A/S, Class - B (Beverages) | 47 |
Shares | Security Description | Value | ||||||
Denmark (continued) | ||||||||
263 | Christian Hansen Holding A/S (Chemicals)(b) | $ | 24 | |||||
302 | Coloplast A/S, Class - B (Health Care Equipment & Supplies) | 50 | ||||||
1,609 | Danske Bank A/S (Banks) | 28 | ||||||
292 | Demant A/S (Health Care Equipment & Supplies)(a) | 16 | ||||||
500 | DSV PANALPINA A/S (Road & Rail) | 117 | ||||||
165 | Genmab A/S (Biotechnology)(a)(b) | 68 | ||||||
278 | GN Store Nord A/S (Health Care Equipment & Supplies) | 24 | ||||||
4,205 | Novo Nordisk A/S, Class - B (Pharmaceuticals) | 352 | ||||||
541 | Novozymes A/S, B Shares (Chemicals) | 41 | ||||||
6,044 | Orsted A/S (Electric Utilities) | 847 | ||||||
245 | Pandora A/S (Textiles, Apparel & Luxury Goods) | 33 | ||||||
18 | ROCKWOOL International A/S, B Shares (Building Products) | 9 | ||||||
810 | Tryg A/S (Insurance)(b) | 20 | ||||||
2,385 | Vestas Wind Systems A/S (Electrical Equipment) | 93 | ||||||
1,845 | ||||||||
Finland — 0.77% | ||||||||
360 | Elisa Oyj (Diversified Telecommunication Services) | 21 | ||||||
1,122 | Fortum Oyj (Electric Utilities) | 31 | ||||||
584 | Kesko Oyj, Class - B (Food & Staples Retailing) | 22 | ||||||
864 | Kone Oyj, Class - B (Machinery) | 70 | ||||||
13,789 | Neste Oyj (Oil, Gas & Consumable Fuels) | 845 | ||||||
13,185 | Nokia Oyj (Communications Equipment)(a) | 71 | ||||||
7,916 | Nordea Bank Abp (Banks)(b) | 88 | ||||||
243 | Orion Oyj, Class - B (Pharmaceuticals) | 10 | ||||||
1,192 | Sampo Oyj, Class - A (Insurance) | 55 | ||||||
1,360 | Stora Enso Oyj, R Shares (Paper & Forest Products) | 25 | ||||||
1,356 | UPM-Kymmene Oyj (Paper & Forest Products) | 51 | ||||||
1,231 | Wartsila Oyj Abp (Machinery) | 18 | ||||||
1,307 | ||||||||
France — 2.59% | ||||||||
434 | Accor SA (Hotels, Restaurants & Leisure)(a)(b) | 16 | ||||||
91 | Aeroports de Paris (Transportation Infrastructure)(a) | 12 | ||||||
1,154 | Air Liquide SA (Chemicals) | 202 | ||||||
612 | Alstom SA (Machinery)(a)(b) | 31 | ||||||
152 | Amundi SA (Capital Markets)(b) | 13 | ||||||
151 | Arkema SA (Chemicals) | 19 | ||||||
245 | Atos SE (IT Services) | 15 | ||||||
4,688 | AXA SA (Insurance) | 119 | ||||||
104 | BioMerieux (Health Care Equipment & Supplies) | 12 | ||||||
2,734 | BNP Paribas SA (Banks) | 171 | ||||||
566 | Bouygues SA (Construction & Engineering) | 21 |
See accompanying notes to financial statements.
87
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
727 | Bureau Veritas SA (Professional Services)(b) | $ | 23 | |||||
403 | Capgemini SE (IT Services) | 77 | ||||||
1,562 | Carrefour SA (Food & Staples Retailing) | 31 | ||||||
346 | CNP Assurances (Insurance) | 6 | ||||||
1,237 | Compagnie de Saint-Gobain (Building Products) | 81 | ||||||
403 | Compagnie Generale des Etablissements Michelin (Auto Components) | 64 | ||||||
115 | Covivio (Equity Real Estate Investment Trusts) | 10 | ||||||
3,129 | Credit Agricole SA (Banks) | 44 | ||||||
1,496 | Danone SA (Food Products) | 105 | ||||||
334 | Dassault Systemes SE (Software) | 81 | ||||||
640 | Edenred (Commercial Services & Supplies) | 36 | ||||||
195 | Eiffage SA (Construction & Engineering)(b) | 20 | ||||||
1,176 | Electricite de France SA (Electric Utilities) | 16 | ||||||
4,644 | Engie SA (Multi-Utilities) | 64 | ||||||
694 | EssilorLuxottica SA (Health Care Equipment & Supplies) | 128 | ||||||
78 | Eurazeo SE (Diversified Financial Services) | 7 | ||||||
301 | Faurecia SE (Auto Components) | 15 | ||||||
116 | Gecina SA (Equity Real Estate Investment Trusts)(b) | 18 | ||||||
1,089 | Getlink SE (Transportation Infrastructure) | 17 | ||||||
77 | Hermes International (Textiles, Apparel & Luxury Goods) | 112 | ||||||
49 | Iliad SA (Diversified Telecommunication Services)(b) | 7 | ||||||
78 | Ipsen SA (Pharmaceuticals) | 8 | ||||||
184 | Kering SA (Textiles, Apparel & Luxury Goods) | 161 | ||||||
458 | Klepierre SA (Equity Real Estate Investment Trusts) | 12 | ||||||
187 | LA Francaise des Jeux SAEM (Hotels, Restaurants & Leisure)(b) | 11 | ||||||
678 | Legrand SA (Electrical Equipment) | 72 | ||||||
614 | L’Oreal SA (Personal Products) | 274 | ||||||
678 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 531 | ||||||
2,371 | Natixism SA (Capital Markets) | 11 | ||||||
5,075 | Orange SA (Diversified Telecommunication Services)(b) | 58 | ||||||
112 | Orpea (Health Care Providers & Services)(a)(b) | 14 | ||||||
508 | Pernod Ricard SA (Beverages) | 113 | ||||||
509 | Publicis Groupe SA (Media) | 33 | ||||||
49 | Remy Cointreau SA (Beverages) | 10 | ||||||
440 | Renault SA (Automobiles)(a)(b) | 18 | ||||||
854 | Safran SA (Aerospace & Defense) | 118 | ||||||
2,765 | Sanofi (Pharmaceuticals) | 289 | ||||||
70 | Sartorius Stedim Biotech (Life Sciences Tools & Services) | 33 |
Shares | Security Description | Value | ||||||
France (continued) | ||||||||
1,313 | Schneider Electric SE (Electrical Equipment)(b) | $ | 207 | |||||
360 | SCOR SE (Insurance)(a) | 11 | ||||||
55 | SEB SA (Household Durables) | 10 | ||||||
2,059 | Societe Generale SA (Banks) | 61 | ||||||
224 | Sodexo SA (Hotels, Restaurants & Leisure)(a) | 21 | ||||||
788 | Suez SA (Multi-Utilities)(a) | 19 | ||||||
149 | Teleperformance (Professional Services) | 60 | ||||||
270 | Thales SA (Aerospace & Defense) | 28 | ||||||
6,150 | TotalEnergies SE (Oil, Gas & Consumable Fuels) | 278 | ||||||
225 | UbiSoft Entertainment SA (Entertainment)(a) | 16 | ||||||
305 | Unibail-Rodamco-Westfield (Equity Real Estate Investment Trusts)(a) | 26 | ||||||
595 | Valeo SA (Auto Components) | 18 | ||||||
1,367 | Veolia Environnement SA (Multi-Utilities) | 41 | ||||||
1,264 | Vinci SA (Construction & Engineering) | 135 | ||||||
1,744 | Vivendi SA (Entertainment) | 59 | ||||||
71 | Wendel SE (Diversified Financial Services) | 10 | ||||||
558 | Worldline SA (IT Services)(a)(b) | 52 | ||||||
4,411 | ||||||||
Germany — 2.97% | ||||||||
463 | adidas AG (Textiles, Apparel & Luxury Goods) | 172 | ||||||
1,018 | Allianz SE (Insurance) | 254 | ||||||
2,278 | Aroundtown SA (Real Estate Management & Development)(b) | 18 | ||||||
2,237 | BASF SE (Chemicals) | 176 | ||||||
2,390 | Bayer AG, Registered Shares (Pharmaceuticals) | 145 | ||||||
809 | Bayerische Motoren Werke AG (Automobiles) | 86 | ||||||
59 | Bechtle AG (IT Services) | 11 | ||||||
255 | Beiersdorf AG (Personal Products) | 31 | ||||||
400 | Brenntag AG (Trading Companies & Distributors) | 37 | ||||||
99 | Carl Zeiss Meditec AG (Health Care Equipment & Supplies) | 19 | ||||||
2,817 | Commerzbank AG (Banks)(a) | 20 | ||||||
279 | Continental AG (Auto Components) | 41 | ||||||
494 | Covestro AG (Chemicals)(b) | 32 | ||||||
2,083 | Daimler AG (Automobiles)(b) | 186 | ||||||
405 | Delivery Hero SE (Internet & Direct Marketing Retail)(a)(b) | 53 | ||||||
4,983 | Deutsche Bank AG, Registered Shares (Capital Markets)(a) | 65 | ||||||
464 | Deutsche Boerse AG (Capital Markets) | 81 | ||||||
512 | Deutsche Lufthansa AG, Registered Shares (Airlines)(a) | 6 | ||||||
23,824 | Deutsche Post AG, Registered Shares (Air Freight & Logistics) | 1,621 | ||||||
8,103 | Deutsche Telekom AG (Diversified Telecommunication Services) | 171 |
See accompanying notes to financial statements.
88
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
814 | Deutsche Wohnen SE (Real Estate Management & Development) | $ | 50 | |||||
5,711 | E.ON SE (Multi-Utilities) | 66 | ||||||
515 | Evonik Industries AG (Chemicals) | 17 | ||||||
541 | Fresenius Medical Care AG & Co. KGAA (Health Care Providers & Services) | 45 | ||||||
1,062 | Fresenius SE & Co. KGAA (Health Care Providers & Services) | 55 | ||||||
419 | GEA Group AG (Machinery) | 17 | ||||||
153 | Hannover Rueckversicherung SE (Insurance) | 26 | ||||||
370 | HeidelbergCement AG (Construction Materials) | 32 | ||||||
361 | HelloFresh SE (Internet & Direct Marketing Retail)(a) | 35 | ||||||
263 | Henkel AG & Co. KGAA (Household Products) | 24 | ||||||
3,171 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment)(b) | 127 | ||||||
195 | KION Group AG (Machinery)(b) | 21 | ||||||
186 | Knorr-Bremse AG (Machinery) | 21 | ||||||
229 | Lanxess AG (Chemicals) | 16 | ||||||
193 | LEG Immobilien AG (Real Estate Management & Development) | 28 | ||||||
328 | Merck KGAA (Pharmaceuticals) | 63 | ||||||
130 | MTU Aero Engines AG (Aerospace & Defense) | 32 | ||||||
339 | Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares (Insurance) | 93 | ||||||
126 | Nemetschek SE (Software) | 10 | ||||||
239 | Puma SE (Textiles, Apparel & Luxury Goods) | 28 | ||||||
11 | Rational AG (Machinery) | 10 | ||||||
1,593 | RWE AG (Multi-Utilities) | 58 | ||||||
2,550 | SAP SE (Software) | 359 | ||||||
221 | Scout24 AG (Interactive Media & Services)(a)(b) | 19 | ||||||
1,868 | Siemens AG, Registered Shares (Industrial Conglomerates) | 296 | ||||||
769 | Siemens Energy AG (Electric Utilities)(a) | 23 | ||||||
629 | Siemens Healthineers AG (Health Care Equipment & Supplies)(b) | 39 | ||||||
326 | Symrise AG (Chemicals)(b) | 45 | ||||||
384 | TeamViewer AG (Software)(a)(b) | 14 | ||||||
3,222 | Telefonica Deutschland Holding AG (Diversified Telecommunication Services) | 8 | ||||||
228 | Uniper SE (Independent Power and Renewable Electricity Producers) | 8 | ||||||
258 | United Internet AG (Diversified Telecommunication Services)(b) | 11 | ||||||
1,317 | Vonovia SE (Real Estate Management & Development) | 85 |
Shares | Security Description | Value | ||||||
Germany (continued) | ||||||||
492 | Zalando SE (Internet & Direct Marketing Retail)(a)(b) | $ | 59 | |||||
5,065 | ||||||||
Hong Kong — 1.29% | ||||||||
107,975 | AIA Group Ltd. (Insurance) | 1,340 | ||||||
9,500 | BOC Hong Kong Holdings Ltd. (Banks) | 32 | ||||||
4,200 | Budweiser Brewing Co. APAC Ltd. (Beverages)(b) | 13 | ||||||
6,500 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 45 | ||||||
1,500 | CK Infrastructure Holdings Ltd. (Electric Utilities) | 9 | ||||||
4,000 | CLP Holdings Ltd. (Electric Utilities) | 40 | ||||||
4,200 | ESR Cayman Ltd. (Real Estate Management & Development)(a)(b) | 14 | ||||||
5,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure)(a) | 40 | ||||||
5,000 | Hang Lung Properties Ltd. (Real Estate Management & Development) | 12 | ||||||
2,000 | Hang Seng Bank Ltd. (Banks) | 40 | ||||||
4,000 | Henderson Land Development Co. Ltd. (Real Estate Management & Development) | 19 | ||||||
6,500 | HK Electric Investments & HK Electric Investments Ltd. (Electric Utilities) | 7 | ||||||
10,000 | HKT Trust & HKT Ltd. (Diversified Telecommunication Services)(b) | 14 | ||||||
28,665 | Hong Kong & China Gas Co. Ltd. (Gas Utilities) | 45 | ||||||
2,949 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 176 | ||||||
490 | Melco Resorts & Entertainment Ltd., ADR (Hotels, Restaurants & Leisure)(a) | 8 | ||||||
4,000 | MTR Corp. Ltd. (Road & Rail) | 22 | ||||||
4,000 | New World Development Co. Ltd. (Real Estate Management & Development) | 21 | ||||||
3,500 | Power Assets Holdings Ltd. (Electric Utilities) | 21 | ||||||
6,000 | Sands China Ltd. (Hotels, Restaurants & Leisure)(a) | 25 | ||||||
8,000 | Sino Land Co. Ltd. (Real Estate Management & Development) | 13 | ||||||
3,000 | Sun Hung Kai Properties Ltd. (Real Estate Management & Development) | 45 | ||||||
1,000 | Swire Pacific Ltd., Class - A (Real Estate Management & Development) | 7 | ||||||
3,000 | Swire Properties Ltd. (Real Estate Management & Development) | 9 | ||||||
3,500 | Techtronic Industries Co. Ltd. (Household Durables) | 61 | ||||||
2,826 | The Bank of East Asia Ltd. (Banks) | 5 |
See accompanying notes to financial statements.
89
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Hong Kong (continued) | ||||||||
5,423 | The Link Real Estate Investment Trust (Equity Real Estate Investment Trusts) | $ | 53 | |||||
24,000 | WH Group Ltd. (Food Products)(b) | 22 | ||||||
4,000 | Wharf Real Estate Investment Co. Ltd. (Real Estate Management & Development) | 23 | ||||||
3,600 | Wynn Macau Ltd. (Hotels, Restaurants & Leisure)(a) | 6 | ||||||
4,000 | Xinyi Glass Holdings Ltd. (Auto Components) | 16 | ||||||
2,203 | ||||||||
Ireland (Republic of) — 0.82% | ||||||||
234 | Allegion PLC (Building Products) | 33 | ||||||
1,896 | CRH PLC (Construction Materials)(b) | 96 | ||||||
235 | DCC PLC (Industrial Conglomerates)(b) | 19 | ||||||
971 | Eaton Corp. PLC (Electrical Equipment) | 144 | ||||||
2,311 | Experian PLC (Professional Services) | 89 | ||||||
393 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(a) | 71 | ||||||
540 | Horizon Therapeutics PLC (Pharmaceuticals)(a) | 51 | ||||||
1,037 | James Hardie Industries PLC (Construction Materials) | 35 | ||||||
1,882 | Kerry Group PLC, Class - A (Food Products) | 263 | ||||||
384 | Kingspan Group PLC (Building Products) | 36 | ||||||
3,290 | Medtronic PLC (Health Care Equipment & Supplies) | 408 | ||||||
406 | Pentair PLC (Machinery) | 27 | ||||||
603 | Seagate Technology Holdings PLC (Technology Hardware, Storage & Peripherals) | 53 | ||||||
540 | Smurfit Kappa Group PLC (Containers & Packaging)(b) | 29 | ||||||
216 | STERIS PLC (Health Care Equipment & Supplies) | 45 | ||||||
1,399 | ||||||||
Isle of Man — 0.02% | ||||||||
1,361 | GVC Holdings PLC (Hotels, Restaurants & Leisure)(a) | 33 | ||||||
Israel — 0.15% | ||||||||
101 | Azrieli Group Ltd. (Real Estate Management & Development) | 7 | ||||||
2,821 | Bank Hapoalim BM (Banks)(a) | 23 | ||||||
3,663 | Bank Leumi Le (Banks)(a) | 28 | ||||||
265 | Check Point Software Technologies Ltd. (Software)(a) | 31 | ||||||
88 | CyberArk Software Ltd. (Software)(a) | 11 | ||||||
54 | Elbit Systems Ltd. (Aerospace & Defense) | 7 | ||||||
1,491 | ICL Group Ltd. (Chemicals)(b) | 10 | ||||||
3,213 | Israel Discount Bank Ltd., Class - A (Banks)(a) | 15 | ||||||
304 | Mizrahi Tefahot Bank Ltd. (Banks)(a) | 9 |
Shares | Security Description | Value | ||||||
Israel (continued) | ||||||||
155 | Nice Ltd. (Software)(a) | $ | 38 | |||||
125 | SolarEdge Technologies, Inc. (Semiconductors & Semiconductor Equipment)(a) | 35 | ||||||
136 | Wix.com Ltd. (IT Services)(a) | 40 | ||||||
254 | ||||||||
Italy — 0.51% | ||||||||
266 | Amplifon SpA (Health Care Providers & Services) | 13 | ||||||
2,791 | Assicurazioni Generali SpA (Insurance) | 56 | ||||||
1,251 | Atlantia SpA (Transportation Infrastructure)(a) | 23 | ||||||
1,427 | Davide Campari-Milano N.V. (Beverages) | 19 | ||||||
54 | Diasorin SpA (Health Care Equipment & Supplies) | 10 | ||||||
19,818 | Enel SpA (Electric Utilities)(b) | 185 | ||||||
6,167 | Eni SpA (Oil, Gas & Consumable Fuels) | 75 | ||||||
320 | Ferrari N.V. (Automobiles) | 66 | ||||||
1,425 | FinecoBank Banca Fineco SpA (Banks)(a) | 25 | ||||||
1,050 | Infrastrutture Wireless Italiane SpA (Diversified Telecommunication Services)(b) | 12 | ||||||
40,908 | Intesa Sanpaolo SpA (Banks)(b) | 113 | ||||||
1,412 | Mediobanca Banca di Credito Finanziario SpA (Banks)(a) | 16 | ||||||
450 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 30 | ||||||
1,124 | Nexi SpA (IT Services)(a)(b) | 25 | ||||||
1,363 | Poste Italiane SpA (Insurance)(b) | 18 | ||||||
676 | Prusmian SpA (Electrical Equipment) | 24 | ||||||
257 | Recordati SpA (Pharmaceuticals) | 15 | ||||||
5,158 | Snam SpA (Oil, Gas & Consumable Fuels) | 30 | ||||||
15,496 | Telecom Italia SpA (Diversified Telecommunication Services) | 8 | ||||||
25,056 | Telecom Italia SpA (Diversified Telecommunication Services) | 12 | ||||||
3,563 | Terna - Rete Elettrica Nazionale SpA (Electric Utilities) | 27 | ||||||
5,375 | Unicredit SpA (Banks) | 63 | ||||||
865 | ||||||||
Japan — 5.99% | ||||||||
1,000 | ACOM Co. Ltd. (Consumer Finance) | 4 | ||||||
500 | Advantest Corp. (Semiconductors & Semiconductor Equipment)(b) | 45 | ||||||
1,600 | Aeon Mall Co. Ltd. (Food & Staples Retailing) | 43 | ||||||
500 | AGC, Inc. (Building Products) | 21 | ||||||
1,100 | Ajinomoto Co., Inc. (Food Products) | 29 | ||||||
300 | ANA Holdings, Inc. (Airlines)(a)(b) | 7 | ||||||
1,100 | Asahi Group Holdings Ltd. (Beverages)(b) | 51 | ||||||
500 | Asahi Intecc Co. Ltd. (Health Care Equipment & Supplies) | 12 |
See accompanying notes to financial statements.
90
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
3,200 | Asahi Kasei Corp. (Chemicals) | $ | 35 | |||||
4,500 | Astellas Pharma, Inc. (Pharmaceuticals) | 78 | ||||||
300 | Azbil Corp. (Electronic Equipment, Instruments & Components) | 12 | ||||||
1,300 | Bridgestone Corp. (Auto Components) | 59 | ||||||
500 | Brother Industries Ltd. (Technology Hardware, Storage & Peripherals) | 10 | ||||||
2,400 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 54 | ||||||
400 | Capcom Co. Ltd. (Entertainment) | 12 | ||||||
400 | Casio Computer Co. Ltd. (Household Durables) | 7 | ||||||
400 | Central Japan Railway Co. (Road & Rail) | 61 | ||||||
1,600 | Chubu Electric Power Co., Inc. (Electric Utilities) | 20 | ||||||
1,600 | Chugai Pharmaceutical Co. Ltd. (Pharmaceuticals) | 63 | ||||||
2,800 | Concordia Financial Group Ltd. (Banks) | 10 | ||||||
1,100 | CyberAgent, Inc. (Media) | 24 | ||||||
600 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 13 | ||||||
200 | Daifuku Co. Ltd. (Machinery) | 18 | ||||||
2,500 | Dai-ichi Life Holdings, Inc. (Insurance) | 46 | ||||||
4,200 | Daiichi Sankyo Co. Ltd. (Pharmaceuticals) | 91 | ||||||
600 | Daikin Industries Ltd. (Building Products) | 112 | ||||||
200 | Daito Trust Construction Co. Ltd. (Real Estate Management & Development) | 22 | ||||||
1,300 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 39 | ||||||
5 | Daiwa House REIT Investment Corp. (Equity Real Estate Investment Trusts)(b) | 15 | ||||||
3,800 | Daiwa Securities Group, Inc. (Capital Markets) | 21 | ||||||
1,100 | Denso Corp. (Auto Components) | 75 | ||||||
100 | Disco Corp. (Semiconductors & Semiconductor Equipment) | 31 | ||||||
700 | East Japan Railway Co. (Road & Rail) | 50 | ||||||
600 | Eisai Co. Ltd. (Pharmaceuticals) | 59 | ||||||
7,800 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 33 | ||||||
500 | FANUC Corp. (Machinery) | 121 | ||||||
100 | Fast Retailing Co. Ltd. (Specialty Retail) | 75 | ||||||
300 | Fuji Electric Co. Ltd. (Electrical Equipment) | 14 | ||||||
900 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 67 | ||||||
500 | Fujitsu Ltd. (IT Services)(b) | 94 | ||||||
10 | GLP J-REIT (Equity Real Estate Investment Trusts)(b) | 17 | ||||||
100 | GMO Payment Gateway, Inc. (IT Services) | 13 | ||||||
600 | Hakuhodo DY Holdings, Inc. (Media) | 9 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
600 | Hankyu Hanshin Holdings, Inc. (Road & Rail) | $ | 19 | |||||
100 | Hikari Tsushin, Inc. (Specialty Retail) | 18 | ||||||
1,000 | Hino Motors Ltd. (Machinery) | 9 | ||||||
100 | Hirose Electric Co. Ltd. (Electronic Equipment, Instruments & Components) | 15 | ||||||
100 | Hisamitsu Pharmaceutical Co., Inc. (Pharmaceuticals) | 5 | ||||||
300 | Hitachi Construction Machinery Co. Ltd. (Machinery) | 9 | ||||||
2,400 | Hitachi Ltd. (Electronic Equipment, Instruments & Components) | 137 | ||||||
500 | Hitachi Metals Ltd. (Metals & Mining) | 10 | ||||||
4,000 | Honda Motor Co. Ltd. (Automobiles) | 128 | ||||||
100 | Hoshizaki Corp. (Machinery) | 8 | ||||||
900 | HOYA Corp. (Health Care Equipment & Supplies) | 119 | ||||||
800 | Hulic Co. Ltd. (Real Estate Management & Development) | 9 | ||||||
300 | Ibiden Co. Ltd. (Electronic Equipment, Instruments & Components) | 16 | ||||||
500 | Idemitsu Kosan Co. Ltd. (Oil, Gas & Consumable Fuels)(b) | 12 | ||||||
2,500 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 19 | ||||||
1,500 | Isuzu Motors Ltd. (Automobiles) | 20 | ||||||
100 | ITO EN Ltd. (Beverages) | 6 | ||||||
2,900 | ITOCHU Corp. (Trading Companies & Distributors) | 84 | ||||||
200 | ITOCHU Techno-Solutions Corp. (IT Services) | 6 | ||||||
300 | Japan Airlines Co. Ltd. (Airlines)(a)(b) | 6 | ||||||
1,300 | Japan Exchange Group, Inc. (Capital Markets) | 29 | ||||||
4,000 | Japan Post Holdings Co. Ltd. (Insurance)(b) | 33 | ||||||
500 | Japan Post Insurance Co. Ltd. (Insurance)(b) | 9 | ||||||
3 | Japan Real Estate Investment Corp. (Equity Real Estate Investment Trusts) | 18 | ||||||
18 | Japan Retail Fund Investment Corp. (Equity Real Estate Investment Trusts) | 20 | ||||||
1,400 | JFE Holdings, Inc. (Metals & Mining) | 16 | ||||||
500 | JSR Corp. (Chemicals) | 15 | ||||||
1,100 | Kajima Corp. (Construction & Engineering) | 14 | ||||||
300 | Kakaku.com, Inc. (Interactive Media & Services) | 9 | ||||||
500 | Kansai Paint Co. Ltd. (Chemicals) | 13 | ||||||
1,200 | Kao Corp. (Personal Products) | 74 | ||||||
3,900 | KDDI Corp. (Wireless Telecommunication Services) | 122 | ||||||
300 | Keio Corp. (Road & Rail) | 18 | ||||||
300 | Keisei Electric Railway Co. Ltd. (Road & Rail) | 10 | ||||||
500 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 251 | ||||||
400 | Kikkoman Corp. (Food Products) | 26 |
See accompanying notes to financial statements.
91
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
400 | Kintetsu Group Holdings Co. Ltd. (Road & Rail)(a) | $ | 14 | |||||
2,100 | Kirin Holdings Co. Ltd., Class - C (Beverages) | 41 | ||||||
100 | Kobayashi Pharmaceutical Co. Ltd. (Personal Products) | 9 | ||||||
400 | Kobe Bussan Co. Ltd. (Food & Staples Retailing) | 13 | ||||||
2,100 | Komatsu Ltd. (Machinery) | 52 | ||||||
200 | Konami Holdings Corp. (Entertainment) | 12 | ||||||
100 | Kose Corp. (Personal Products) | 16 | ||||||
2,600 | Kubota Corp. (Machinery) | 53 | ||||||
200 | Kurita Water Industries Ltd. (Machinery) | 10 | ||||||
800 | Kyocera Corp. (Electronic Equipment, Instruments & Components) | 49 | ||||||
700 | Kyowa Kirin Co. Ltd. (Pharmaceuticals) | 25 | ||||||
100 | Lawson, Inc. (Food & Staples Retailing) | 5 | ||||||
600 | Lion Corp. (Household Products) | 10 | ||||||
700 | Lixil Corp. (Building Products) | 18 | ||||||
1,100 | M3, Inc. (Health Care Technology) | 80 | ||||||
3,900 | Marubeni Corp. (Trading Companies & Distributors) | 34 | ||||||
1,500 | Mazda Motor Corp. (Automobiles)(a) | 14 | ||||||
200 | McDonald’s Holdings Co. Ltd. (Hotels, Restaurants & Leisure) | 9 | ||||||
500 | Medipal Holdings Corp. (Health Care Providers & Services) | 10 | ||||||
300 | MEIJI Holdings Co. Ltd. (Food Products) | 18 | ||||||
200 | Mercari, Inc. (Internet & Direct Marketing Retail)(a) | 11 | ||||||
900 | MINEBEA MITSUMI, Inc. (Machinery) | 24 | ||||||
11,749 | MISUMI Group, Inc. (Machinery) | 397 | ||||||
3,200 | Mitsubishi Chemical Holdings Corp. (Chemicals) | 27 | ||||||
3,200 | Mitsubishi Corp. (Trading Companies & Distributors) | 87 | ||||||
4,400 | Mitsubishi Electric Corp. (Electrical Equipment) | 64 | ||||||
3,000 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 49 | ||||||
300 | Mitsubishi Gas Chemical Co., Inc. (Chemicals) | 6 | ||||||
800 | Mitsubishi Heavy Industries Ltd. (Machinery) | 24 | ||||||
29,700 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 160 | ||||||
2,100 | Mitsubishi UFJ Lease & Finance Co. Ltd. (Diversified Financial Services) | 11 | ||||||
3,900 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 88 | ||||||
500 | Mitsui Chemicals, Inc. (Chemicals) | 17 | ||||||
2,300 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 53 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
200 | Miura Co. Ltd. (Machinery) | $ | 9 | |||||
5,840 | Mizuho Financial Group, Inc. (Banks) | 83 | ||||||
600 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 14 | ||||||
1,100 | MS&AD Insurance Group Holdings, Inc. (Insurance) | 32 | ||||||
1,400 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 107 | ||||||
300 | Nabtesco Corp. (Machinery) | 11 | ||||||
600 | NEC Corp. (Technology Hardware, Storage & Peripherals) | 31 | ||||||
600 | NGK Insulators Ltd. (Machinery) | 10 | ||||||
200 | NH Foods Ltd. (Food Products) | 8 | ||||||
8,236 | Nidec Corp. (Electrical Equipment) | 953 | ||||||
800 | Nihon M&A Center, Inc. (Professional Services) | 21 | ||||||
300 | Nintendo Co. Ltd. (Entertainment) | 174 | ||||||
4 | Nippon Building Fund, Inc. (Equity Real Estate Investment Trusts)(b) | 25 | ||||||
200 | Nippon Express Co. Ltd. (Road & Rail) | 15 | ||||||
1,700 | Nippon Paint Holdings Co. Ltd. (Chemicals) | 23 | ||||||
5 | Nippon Prologis REIT, Inc. (Equity Real Estate Investment Trusts)(b) | 16 | ||||||
100 | Nippon Shinyaku Co. Ltd. (Pharmaceuticals) | 8 | ||||||
2,000 | Nippon Steel Corp. (Metals & Mining)(b) | 34 | ||||||
3,100 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 81 | ||||||
300 | Nippon Yusen Kabushiki Kaisha (Marine) | 15 | ||||||
300 | Nissan Chemical Corp. (Chemicals) | 15 | ||||||
500 | Nisshin Seifun Group, Inc. (Food Products) | 7 | ||||||
200 | Nissin Foods Holdings Co. Ltd. (Food Products)(b) | 14 | ||||||
200 | Nitori Holdings Co. Ltd. (Specialty Retail) | 35 | ||||||
400 | Nitto Denko Corp. (Chemicals) | 30 | ||||||
7,500 | Nomura Holdings, Inc. (Capital Markets) | 38 | ||||||
400 | Nomura Real Estate Holdings, Inc. (Real Estate Management & Development) | 10 | ||||||
11 | Nomura Real Estate Master Fund, Inc. (Equity Real Estate Investment Trusts) | 18 | ||||||
800 | Nomura Research Institute Ltd. (IT Services) | 26 | ||||||
800 | NSK Ltd. (Machinery) | 7 | ||||||
1,600 | NTT Data Corp. (IT Services) | 25 | ||||||
1,500 | Obayashi Corp. (Construction & Engineering) | 12 | ||||||
700 | Odakyu Electric Railway Co. Ltd. (Road & Rail) | 18 | ||||||
2,400 | Oji Paper Co. Ltd. (Paper & Forest Products) | 14 | ||||||
500 | OMRON Corp. (Electronic Equipment, Instruments & Components) | 40 | ||||||
900 | Ono Pharmaceutical Co. Ltd. (Pharmaceuticals) | 20 | ||||||
100 | Oracle Corp. (Software) | 8 |
See accompanying notes to financial statements.
92
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
500 | Oriental Land Co. Ltd. (Hotels, Restaurants & Leisure) | $ | 71 | |||||
3,100 | ORIX Corp. (Diversified Financial Services) | 52 | ||||||
7 | ORIX JREIT, Inc. (Equity Real Estate Investment Trusts) | 13 | ||||||
1,000 | Osaka Gas Co. Ltd. (Gas Utilities) | 19 | ||||||
300 | OTSUKA Corp. (IT Services) | 16 | ||||||
1,000 | Otsuka Holdings Co. Ltd. (Pharmaceuticals) | 41 | ||||||
1,100 | Pan Pacific International Holdings Corp. (Multiline Retail) | 23 | ||||||
5,600 | Panasonic Corp. (Household Durables) | 65 | ||||||
500 | Persol Holdings Co. Ltd. (Professional Services) | 10 | ||||||
2,200 | Rakuten, Inc. (Internet & Direct Marketing Retail) | 25 | ||||||
3,300 | Recruit Holdings Co. Ltd. (Professional Services)(b) | 163 | ||||||
5,200 | Resona Holdings, Inc. (Banks) | 20 | ||||||
1,600 | Ricoh Co. Ltd. (Technology Hardware, Storage & Peripherals) | 18 | ||||||
100 | Rinnai Corp. (Household Durables) | 10 | ||||||
200 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 18 | ||||||
600 | Ryohin Keikaku Co. Ltd. (Multiline Retail) | 13 | ||||||
1,000 | Santen Pharmaceutical Co. Ltd. (Pharmaceuticals) | 14 | ||||||
600 | SBI Holdings, Inc. (Capital Markets) | 14 | ||||||
100 | SCSK Corp. (IT Services) | 6 | ||||||
500 | Secom Co. Ltd. (Commercial Services & Supplies) | 38 | ||||||
600 | Seiko Epson Corp. (Technology Hardware, Storage & Peripherals) | 11 | ||||||
1,000 | Sekisui Chemical Co. Ltd. (Household Durables) | 17 | ||||||
1,600 | Sekisui House Ltd. (Household Durables) | 33 | ||||||
1,800 | Seven & I Holdings Co. Ltd. (Food & Staples Retailing) | 86 | ||||||
800 | SG Holdings Co. Ltd. (Air Freight & Logistics) | 21 | ||||||
500 | Sharp Corp. (Household Durables)(b) | 8 | ||||||
500 | Shimadzu Corp. (Electronic Equipment, Instruments & Components) | 19 | ||||||
200 | Shimano, Inc. (Leisure Products) | 47 | ||||||
1,400 | Shimizu Corp. (Construction & Engineering) | 11 | ||||||
900 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 151 | ||||||
600 | Shionogi & Co. Ltd. (Pharmaceuticals) | 31 | ||||||
1,000 | Shiseido Co. Ltd. (Personal Products) | 74 | ||||||
6,900 | Softbank Corp. (Wireless Telecommunication Services) | 90 | ||||||
3,100 | SoftBank Group Corp. (Wireless Telecommunication Services) | 216 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
200 | Sohgo Security Services Co. Ltd. (Commercial Services & Supplies) | $ | 9 | |||||
800 | Sompo Holdings, Inc. (Insurance) | 30 | ||||||
3,100 | Sony Corp. (Household Durables) | 301 | ||||||
200 | Square Enix Holdings Co. Ltd. (Entertainment) | 10 | ||||||
300 | Stanley Electric Co. Ltd. (Auto Components) | 9 | ||||||
3,600 | Sumitomo Chemical Co. Ltd. (Chemicals) | 19 | ||||||
3,000 | Sumitomo Corp. (Trading Companies & Distributors) | 40 | ||||||
300 | Sumitomo Dainippon Pharma Co. Ltd. (Pharmaceuticals) | 6 | ||||||
1,900 | Sumitomo Electric Industries Ltd. (Auto Components) | 28 | ||||||
600 | Sumitomo Metal Mining Co. Ltd. (Metals & Mining) | 23 | ||||||
3,200 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 110 | ||||||
800 | Sumitomo Mitsui Trust Holdings, Inc. (Banks) | 25 | ||||||
700 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 25 | ||||||
300 | Suntory Beverage & Food Ltd. (Beverages) | 11 | ||||||
400 | Sysmex Corp. (Health Care Equipment & Supplies) | 48 | ||||||
1,300 | T&D Holdings, Inc. (Insurance) | 17 | ||||||
500 | Taisei Corp. (Construction & Engineering) | 16 | ||||||
100 | Taisho Pharmaceutical Holdings Co. Ltd. (Pharmaceuticals) | 5 | ||||||
3,800 | Takeda Pharmaceutical Co. Ltd. (Pharmaceuticals) | 127 | ||||||
300 | TDK Corp. (Electronic Equipment, Instruments & Components) | 36 | ||||||
1,600 | Terumo Corp. (Health Care Equipment & Supplies) | 65 | ||||||
1,200 | The Chiba Bank Ltd. (Banks) | 7 | ||||||
1,800 | The Kansai Electric Power Co., Inc. (Electric Utilities) | 17 | ||||||
1,000 | The Shizuoka Bank Ltd. (Banks) | 8 | ||||||
300 | THK Co. Ltd. (Machinery) | 9 | ||||||
500 | TIS, Inc. (IT Services) | 13 | ||||||
500 | Tobu Railway Co. Ltd. (Road & Rail) | 13 | ||||||
300 | Toho Co. Ltd. (Entertainment) | 12 | ||||||
200 | Toho Gas Co. Ltd. (Gas Utilities) | 10 | ||||||
1,000 | Tohoku Electric Power Co., Inc. (Electric Utilities) | 8 | ||||||
1,500 | Tokio Marine Holdings, Inc. (Insurance) | 69 | ||||||
100 | Tokyo Century Corp. (Diversified Financial Services) | 5 | ||||||
400 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 173 |
See accompanying notes to financial statements.
93
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
1,000 | Tokyo Gas Co. Ltd. (Gas Utilities) | $ | 19 | |||||
1,300 | Tokyu Corp. (Road & Rail) | 18 | ||||||
600 | TOPPAN, Inc. (Commercial Services & Supplies) | 10 | ||||||
3,400 | Toray Industries, Inc. (Chemicals) | 23 | ||||||
1,000 | Toshiba Corp. (Industrial Conglomerates) | 43 | ||||||
600 | Tosoh Corp. (Chemicals) | 10 | ||||||
300 | TOTO Ltd. (Building Products) | 16 | ||||||
200 | Toyo Suisan Kaisha Ltd. (Food Products) | 8 | ||||||
5,200 | Toyota Motor Corp. (Automobiles) | 454 | ||||||
500 | Toyota Tsusho Corp. (Trading Companies & Distributors) | 24 | ||||||
200 | Trend Micro, Inc. (Software) | 10 | ||||||
100 | Tsuruha Holdings, Inc. (Food & Staples Retailing) | 12 | ||||||
1,000 | Unicharm Corp. (Household Products) | 40 | ||||||
7 | United Urban Investment Corp. (Equity Real Estate Investment Trusts) | 10 | ||||||
500 | USS Co. Ltd. (Specialty Retail) | 9 | ||||||
200 | Welcia Holdings Co. Ltd. (Food & Staples Retailing) | 7 | ||||||
400 | West Japan Railway Co. (Road & Rail) | 23 | ||||||
300 | Yakult Honsha Co. Ltd. (Food Products) | 17 | ||||||
1,800 | Yamada Denki Co. Ltd. (Specialty Retail) | 8 | ||||||
300 | Yamaha Corp. (Leisure Products) | 16 | ||||||
800 | Yamaha Motor Co. Ltd. (Automobiles) | 22 | ||||||
800 | Yamato Holdings Co. Ltd. (Air Freight & Logistics) | 23 | ||||||
600 | Yaskawa Electric Corp. (Electronic Equipment, Instruments & Components) | 29 | ||||||
600 | Yokogawa Electric Corp. (Electronic Equipment, Instruments & Components) | 9 | ||||||
6,700 | Z Holdings Corp. (Interactive Media & Services) | 34 | ||||||
300 | ZOZO, Inc. (Internet & Direct Marketing Retail)(b) | 10 | ||||||
10,213 | ||||||||
Jersey — 0.11% | ||||||||
24,155 | Glencore PLC (Metals & Mining)(b) | 103 | ||||||
204 | Novocure Ltd. (Health Care Equipment & Supplies)(a) | 45 | ||||||
3,155 | WPP PLC (Media) | 43 | ||||||
191 | ||||||||
Liberia — 0.03% | ||||||||
579 | Royal Caribbean Cruises Ltd. (Hotels, Restaurants & Leisure)(a) | 49 | ||||||
Luxembourg — 0.06% | ||||||||
1,853 | ArcelorMittal SA (Metals & Mining) | 57 |
Shares | Security Description | Value | ||||||
Luxembourg (continued) | ||||||||
330 | Eurofins Scientific SE (Life Sciences Tools & Services)(a) | $ | 38 | |||||
1,138 | �� | Tenaris SA (Energy Equipment & Services) | 12 | |||||
107 | ||||||||
Netherlands — 1.66% | ||||||||
1,276 | ABN AMRO Group N.V. (Banks)(a)(b) | 15 | ||||||
252 | Adyen N.V. (IT Services)(a) | 616 | ||||||
4,294 | AEGON N.V. (Insurance) | 18 | ||||||
1,431 | Airbus SE (Aerospace & Defense)(a) | 184 | ||||||
461 | Akzo Nobel N.V. (Chemicals) | 57 | ||||||
108 | Argenx SE (Biotechnology)(a) | 33 | ||||||
110 | Asm International N.V. (Semiconductors & Semiconductor Equipment) | 36 | ||||||
1,025 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment)(b) | 703 | ||||||
2,515 | CNH Industrial N.V. (Machinery) | 42 | ||||||
274 | EXOR N.V. (Diversified Financial Services) | 22 | ||||||
292 | Heineken Holding N.V., Class - A (Beverages) | 29 | ||||||
659 | Heineken N.V. (Beverages) | 80 | ||||||
9,432 | ING Groep N.V. (Banks) | 125 | ||||||
175 | JDE Peet’s N.V. (Food Products)(a) | 6 | ||||||
431 | Just Eat Takeaway.com N.V. (Internet & Direct Marketing Retail)(a)(b) | 40 | ||||||
2,558 | Koninklijke Ahold Delhaize N.V. (Food & Staples Retailing) | 76 | ||||||
420 | Koninklijke DSM N.V. (Chemicals) | 78 | ||||||
9,043 | Koninklijke KPN N.V. (Diversified Telecommunication Services) | 28 | ||||||
2,253 | Koninklijke Philips N.V. (Health Care Equipment & Supplies) | 112 | ||||||
181 | Koninklijke Vopak N.V. (Oil, Gas & Consumable Fuels) | 8 | ||||||
680 | LyondellBasell Industries N.V., Class - A (Chemicals) | 70 | ||||||
712 | NN Group N.V. (Insurance) | 34 | ||||||
677 | NXP Semiconductors N.V. (Semiconductors & Semiconductor Equipment) | 139 | ||||||
1,185 | Prosus N.V. (Internet & Direct Marketing Retail)(b) | 116 | ||||||
568 | QIAGEN N.V. (Life Sciences Tools & Services)(a) | 27 | ||||||
276 | Randstad N.V. (Professional Services) | 21 | ||||||
1,532 | STMicroelectronics N.V. (Semiconductors & Semiconductor Equipment) | 56 | ||||||
654 | Wolters Kluwer N.V. (Professional Services) | 66 | ||||||
2,837 |
See accompanying notes to financial statements.
94
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
New Zealand — 0.07% | ||||||||
2,680 | Auckland International Airport Ltd. (Transportation Infrastructure)(a) | $ | 14 | |||||
1,455 | Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies) | 32 | ||||||
1,764 | Mercury NZ Ltd. (Electric Utilities) | 8 | ||||||
2,860 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 11 | ||||||
860 | Ryman Healthcare Ltd. (Health Care Providers & Services) | 8 | ||||||
5,100 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 17 | ||||||
1,836 | The a2 Milk Co. Ltd. (Food Products)(a) | 8 | ||||||
296 | Xero Ltd. (Software)(a) | 30 | ||||||
128 | ||||||||
Norway — 0.15% | ||||||||
428 | Adevinta ASA (Interactive Media & Services)(a) | 8 | ||||||
2,403 | DNB ASA (Banks) | 52 | ||||||
2,540 | Equinor ASA (Oil, Gas & Consumable Fuels) | 54 | ||||||
485 | Gjensidige Forsikring ASA (Insurance) | 11 | ||||||
1,094 | Mowi ASA (Food Products) | 28 | ||||||
2,954 | Norsk Hydro ASA (Metals & Mining) | 19 | ||||||
1,866 | Orkla ASA (Food Products) | 19 | ||||||
161 | Schibsted ASA, Class - A (Media) | 8 | ||||||
194 | Schibsted ASA, Class - B (Media) | 8 | ||||||
1,828 | Telenor ASA (Diversified Telecommunication Services) | 31 | ||||||
438 | Yara International ASA (Chemicals) | 23 | ||||||
261 | ||||||||
Papua New Guinea — 0.01% | ||||||||
4,780 | Oil Search Ltd. (Oil, Gas & Consumable Fuels) | 14 | ||||||
Portugal — 0.03% | ||||||||
6,487 | EDP - Energias de Portugal SA (Electric Utilities) | 34 | ||||||
1,241 | Galp Energia SGPS SA, B Shares (Oil, Gas & Consumable Fuels)(b) | 13 | ||||||
633 | Jeronimo Martins, SGPS, SA (Food & Staples Retailing) | 12 | ||||||
59 | ||||||||
Singapore — 0.26% | ||||||||
8,441 | Ascendas Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 19 | ||||||
11,320 | CapitaLand Integrated Commercial Trust (Equity Real Estate Investment Trusts) | 18 | ||||||
6,700 | CapitaLand Ltd. (Real Estate Management & Development) | 18 | ||||||
1,000 | City Developments Ltd. (Real Estate Management & Development) | 5 |
Shares | Security Description | Value | ||||||
Singapore (continued) | ||||||||
4,361 | DBS Group Holdings Ltd. (Banks) | $ | 96 | |||||
15,700 | Genting Singapore Ltd. (Hotels, Restaurants & Leisure) | 10 | ||||||
4,100 | Keppel Corp. Ltd. (Industrial Conglomerates) | 17 | ||||||
5,600 | Mapletree Commercial Trust (Equity Real Estate Investment Trusts) | 9 | ||||||
5,800 | Mapletree Logistics Trust (Equity Real Estate Investment Trusts)(b) | 9 | ||||||
7,984 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 70 | ||||||
2,700 | Singapore Airlines Ltd. (Airlines)(a) | 10 | ||||||
2,000 | Singapore Exchange Ltd. (Capital Markets) | 17 | ||||||
4,800 | Singapore Technologies Engineering Ltd. (Aerospace & Defense) | 14 | ||||||
20,700 | Singapore Telecommunications Ltd. (Diversified Telecommunication Services) | 35 | ||||||
3,000 | United Overseas Bank Ltd. (Banks) | 58 | ||||||
1,000 | United Overseas Land Group Ltd. (Real Estate Management & Development) | 5 | ||||||
700 | Venture Corp. Ltd. (Electronic Equipment, Instruments & Components) | 10 | ||||||
5,000 | Wilmar International Ltd. (Food Products) | 17 | ||||||
437 | ||||||||
South Africa — 0.32% | ||||||||
2,615 | Naspers Ltd. (Media) | 549 | ||||||
Spain — 1.26% | ||||||||
644 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 17 | ||||||
171 | Aena SME SA (Transportation Infrastructure)(a)(b) | 28 | ||||||
1,097 | Amadeus IT Group SA (IT Services)(a) | 77 | ||||||
16,116 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 100 | ||||||
42,146 | Banco Santander SA (Banks)(b) | 161 | ||||||
11,788 | CaixaBank SA (Banks) | 36 | ||||||
1,105 | Cellnex Telecom SA (Diversified Telecommunication Services)(b) | 70 | ||||||
585 | Enagas SA (Oil, Gas & Consumable Fuels)(b) | 14 | ||||||
802 | Endesa SA (Electric Utilities) | 19 | ||||||
1,277 | Ferrovial SA (Construction & Engineering) | 37 | ||||||
756 | Grifols SA (Biotechnology) | 20 | ||||||
14,117 | Iberdrola SA (Electric Utilities) | 172 | ||||||
34,878 | Industria de Diseno Textil SA (Specialty Retail) | 1,230 | ||||||
768 | Naturgy Energy Group SA (Gas Utilities) | 20 | ||||||
1,081 | Red Electrica Corp. SA (Electric Utilities) | 20 | ||||||
3,642 | Repsol SA (Oil, Gas & Consumable Fuels) | 46 | ||||||
597 | Siemens Gamesa Renewable Energy SA, Registered Shares (Electrical Equipment) | 20 | ||||||
12,611 | Telefonica SA (Diversified Telecommunication Services) | 59 | ||||||
2,146 |
See accompanying notes to financial statements.
95
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Sweden — 0.82% | ||||||||
779 | Alfa Laval AB (Machinery) | $ | 28 | |||||
2,548 | Assa Abloy AB, B Shares (Building Products) | 77 | ||||||
1,624 | Atlas Copco AB, A Shares (Machinery) | 99 | ||||||
989 | Atlas Copco AB, B Shares (Machinery) | 52 | ||||||
635 | Boliden AB (Metals & Mining) | 24 | ||||||
623 | Electrolux AB, B Shares (Household Durables) | 17 | ||||||
1,637 | Epiroc AB, Class - A (Machinery) | 37 | ||||||
1,066 | Epiroc AB, Class - B (Machinery) | 21 | ||||||
518 | Equities AB (Capital Markets) | 19 | ||||||
1,541 | Essity AB, Class - B (Household Products) | 51 | ||||||
394 | Evolution AB (Hotels, Restaurants & Leisure)(b) | 62 | ||||||
217 | Fastighets AB Balder, Class - B (Real Estate Management & Development)(a) | 14 | ||||||
1,788 | Hennes & Mauritz AB, B Shares (Specialty Retail)(a) | 42 | ||||||
4,977 | Hexagon AB, Class - B (Electronic Equipment, Instruments & Components) | 74 | ||||||
854 | Husqvarna AB (Household Durables) | 11 | ||||||
221 | ICA Gruppen AB (Food & Staples Retailing) | 10 | ||||||
228 | Industrivarden AB, A Shares (Diversified Financial Services)(b) | 9 | ||||||
451 | Industrivarden AB, C Shares (Diversified Financial Services) | 17 | ||||||
321 | Investment AB Latour, Class - B (Industrial Conglomerates) | 11 | ||||||
4,404 | Investor AB, Class - B (Diversified Financial Services)(a) | 101 | ||||||
569 | Kinnevik AB, Class - B (Diversified Financial Services) | 23 | ||||||
169 | L E Lundbergforetagen AB, Class - B (Diversified Financial Services) | 11 | ||||||
560 | Lundin Energy AB (Oil, Gas & Consumable Fuels) | 20 | ||||||
3,348 | Nibe Industrier AB, Class - B (Building Products) | 35 | ||||||
2,868 | Sandvik AB (Machinery) | 73 | ||||||
856 | Securitas AB, B Shares (Commercial Services & Supplies) | 14 | ||||||
1,400 | Sinch AB (Software)(a) | 24 | ||||||
4,127 | Skandinaviska Enskilda Banken AB, Class - A (Banks) | 53 | ||||||
802 | Skanska AB, B Shares (Construction & Engineering) | 21 | ||||||
888 | SKF AB, B Shares (Machinery) | 23 | ||||||
1,316 | Svenska Cellulosa AB SCA, B Shares (Paper & Forest Products) | 22 | ||||||
3,569 | Svenska Handelsbanken AB, A Shares (Banks) | 40 | ||||||
2,295 | Swedbank AB, A Shares (Banks) | 43 |
Shares | Security Description | Value | ||||||
Sweden (continued) | ||||||||
1,242 | Tele2 AB, B Shares (Wireless Telecommunication Services) | $ | 17 | |||||
7,063 | Telefonaktiebolaget LM Ericsson, B Shares (Communications Equipment) | 89 | ||||||
5,733 | Telia Co. AB (Diversified Telecommunication Services)(b) | 25 | ||||||
3,442 | Volvo AB, B Shares (Machinery) | 83 | ||||||
318 | Volvo AB, Class - A (Machinery) | 8 | ||||||
1,400 | ||||||||
Switzerland — 3.47% | ||||||||
4,239 | ABB Ltd., Registered Shares (Electrical Equipment) | 144 | ||||||
371 | Adecco Group AG (Professional Services) | 25 | ||||||
1,226 | Alcon, Inc. (Health Care Equipment & Supplies) | 86 | ||||||
117 | Baloise Holding AG, Registered Shares (Insurance) | 18 | ||||||
70 | Banque Cantonale Vaudoise, Registered Shares (Banks) | 6 | ||||||
8 | Barry Callebaut AG, Registered Shares (Food Products)(b) | 19 | ||||||
3 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 30 | ||||||
1,099 | Chubb Ltd. (Insurance) | 175 | ||||||
541 | Clariant AG, Registered Shares (Chemicals) | 11 | ||||||
520 | Coca-Cola HBC AG (Beverages) | 19 | ||||||
1,267 | Compagnie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 153 | ||||||
5,911 | Credit Suisse Group AG, Registered Shares (Capital Markets) | 62 | ||||||
361 | Garmin Ltd. (Household Durables) | 52 | ||||||
94 | Geberit AG, Registered Shares (Building Products) | 71 | ||||||
23 | Givaudan SA, Registered Shares (Chemicals) | 107 | ||||||
1,325 | Holcim Ltd., Registered Shares (Construction Materials)(b) | 80 | ||||||
559 | Julius Baer Group Ltd. (Capital Markets) | 36 | ||||||
137 | Kuehne & Nagel International AG, Registered Shares (Marine) | 47 | ||||||
392 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | 48 | ||||||
181 | Lonza Group AG, Registered Shares (Life Sciences Tools & Services)(b) | 128 | ||||||
7,034 | Nestle SA, Registered Shares (Food Products) | 877 | ||||||
5,422 | Novartis AG, Registered Shares (Pharmaceuticals) | 494 | ||||||
53 | Partners Group Holding AG (Capital Markets) | 80 | ||||||
5,841 | Roche Holding AG (Pharmaceuticals) | 2,202 |
See accompanying notes to financial statements.
96
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Switzerland (continued) | ||||||||
75 | Roche Holding AG (Pharmaceuticals) | $ | 30 | |||||
102 | Schindler Holding AG (Machinery) | 31 | ||||||
50 | Schindler Holding AG, Registered Shares (Machinery) | 15 | ||||||
15 | SGS SA, Registered Shares (Professional Services)(b) | 46 | ||||||
356 | Sika AG, Registered Shares (Chemicals)(b) | 116 | ||||||
139 | Sonova Holding AG, Registered Shares (Health Care Equipment & Supplies)(b) | 52 | ||||||
26 | Straumann Holding AG, Registered Shares (Health Care Equipment & Supplies) | 41 | ||||||
77 | Swiss Life Holding AG (Insurance) | 37 | ||||||
190 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 19 | ||||||
687 | Swiss Re AG (Insurance) | 62 | ||||||
66 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 38 | ||||||
800 | TE Connectivity Ltd. (Electronic Equipment, Instruments & Components) | 108 | ||||||
164 | Temenos AG, Registered Shares (Software) | 26 | ||||||
108 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 7 | ||||||
67 | The Swatch Group AG, B Shares (Textiles, Apparel & Luxury Goods) | 23 | ||||||
8,905 | UBS Group AG (Capital Markets) | 136 | ||||||
113 | Vifor Pharma AG (Pharmaceuticals) | 15 | ||||||
366 | Zurich Financial Services AG (Insurance) | 147 | ||||||
5,919 | ||||||||
Taiwan — 0.55% | ||||||||
7,848 | Taiwan Semiconductor Manufacturing Co. Ltd., ADR (Semiconductors & Semiconductor Equipment) | 943 | ||||||
United Arab Emirates — 0.00% | ||||||||
339 | NMC Health PLC (Health Care Providers & Services)(a)(c) | — | ||||||
United Kingdom — 4.82% | ||||||||
2,438 | 3i Group PLC (Capital Markets) | 40 | ||||||
496 | Admiral Group PLC (Insurance) | 22 | ||||||
3,739 | Amcor PLC (Containers & Packaging) | 43 | ||||||
3,061 | Anglo American PLC (Metals & Mining) | 122 | ||||||
961 | Antofagasta PLC (Metals & Mining) | 19 | ||||||
563 | Aon PLC, Class - A (Insurance) | 134 | ||||||
651 | Aptiv PLC (Auto Components)(a) | 102 | ||||||
1,142 | Ashtead Group PLC (Trading Companies & Distributors) | 85 | ||||||
902 | Associated British Foods PLC (Food Products) | 28 | ||||||
3,206 | AstraZeneca PLC (Pharmaceuticals)(b) | 385 |
Shares | Security Description | Value | ||||||
United Kingdom (continued) | ||||||||
2,623 | Auto Trader Group PLC (Interactive Media & Services)(a)(b) | $ | 23 | |||||
258 | Aveva Group PLC (Software) | 13 | ||||||
9,943 | Aviva PLC (Insurance) | 56 | ||||||
8,149 | BAE Systems PLC (Aerospace & Defense) | 59 | ||||||
42,413 | Barclays PLC (Banks) | 100 | ||||||
2,421 | Barratt Developments PLC (Household Durables) | 23 | ||||||
341 | Berkeley Group Holdings PLC (Household Durables) | 22 | ||||||
49,322 | BP PLC (Oil, Gas & Consumable Fuels) | 215 | ||||||
2,489 | British Land Co. PLC (Equity Real Estate Investment Trusts) | 17 | ||||||
21,316 | BT Group PLC (Diversified Telecommunication Services)(a) | 57 | ||||||
886 | Bunzl PLC (Trading Companies & Distributors) | 29 | ||||||
1,017 | Burberry Group PLC (Textiles, Apparel & Luxury Goods)(a)(b) | 29 | ||||||
530 | Coca-Cola Europacific Partners PLC (Beverages) | 31 | ||||||
4,480 | Compass Group PLC (Hotels, Restaurants & Leisure)(a) | 94 | ||||||
8,789 | Croda International PLC (Chemicals)(b) | 895 | ||||||
5,700 | Diageo PLC (Beverages) | 273 | ||||||
3,851 | Direct Line Insurance Group PLC (Insurance) | 15 | ||||||
1,304 | Evraz PLC (Metals & Mining) | 11 | ||||||
550 | Ferguson PLC (Trading Companies & Distributors) | 76 | ||||||
12,229 | GlaxoSmithKline PLC (Pharmaceuticals) | 240 | ||||||
950 | Halma PLC (Electronic Equipment, Instruments & Components) | 35 | ||||||
823 | Hargreaves Lansdown PLC (Capital Markets) | 18 | ||||||
496 | Hikma Pharmaceuticals PLC (Pharmaceuticals)(b) | 17 | ||||||
49,736 | HSBC Holdings PLC (Banks) | 287 | ||||||
3,731 | Informa PLC (Media)(a) | 26 | ||||||
11,163 | Intercontinental Hotels Group PLC (Hotels, Restaurants & Leisure)(a) | 743 | ||||||
405 | Intertek Group PLC (Professional Services) | 31 | ||||||
4,827 | J Sainsbury PLC (Food & Staples Retailing) | 18 | ||||||
1,250 | JD Sports Fashion PLC (Specialty Retail) | 16 | ||||||
474 | Johnson Matthey PLC (Chemicals) | 20 | ||||||
5,168 | Kingfisher PLC (Specialty Retail) | 26 | ||||||
1,659 | Land Securities Group PLC (Equity Real Estate Investment Trusts) | 15 | ||||||
15,153 | Legal & General Group PLC (Insurance) | 54 | ||||||
439 | Liberty Global PLC, Class - A (Media)(a) | 12 | ||||||
922 | Liberty Global PLC, Class - C (Media)(a) | 25 | ||||||
1,278 | Linde PLC (Chemicals) | 369 | ||||||
174,705 | Lloyds Banking Group PLC (Banks) | 113 |
See accompanying notes to financial statements.
97
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
766 | London Stock Exchange Group PLC (Capital Markets)(b) | $ | 84 | |||||
6,041 | M&G PLC (Diversified Financial Services) | 19 | ||||||
11,643 | Melrose Industries PLC (Electrical Equipment) | 25 | ||||||
1,214 | Mondi PLC (Paper & Forest Products) | 32 | ||||||
8,525 | National Grid PLC (Multi-Utilities) | 109 | ||||||
12,230 | Natwest Group PLC (Banks)(b) | 34 | ||||||
350 | Next PLC (Multiline Retail)(a) | 38 | ||||||
1,147 | Ocado Group PLC (Internet & Direct Marketing Retail)(a)(b) | 32 | ||||||
1,722 | Pearson PLC (Media) | 20 | ||||||
795 | Persimmon PLC (Household Durables) | 33 | ||||||
1,175 | Phoenix Group Holdings PLC (Insurance) | 11 | ||||||
6,322 | Prudential PLC (Insurance) | 120 | ||||||
1,729 | RecKitt Benckiser Group PLC (Household Products) | 153 | ||||||
4,686 | RELX PLC (Professional Services) | 124 | ||||||
4,625 | Rentokil Initial PLC (Commercial Services & Supplies) | 32 | ||||||
2,735 | Rio Tinto PLC (Metals & Mining) | 225 | ||||||
20,995 | Rolls-Royce Holdings PLC (Aerospace & Defense)(a) | 29 | ||||||
9,988 | Royal Dutch Shell PLC, A Shares (Oil, Gas & Consumable Fuels) | 200 | ||||||
9,016 | Royal Dutch Shell PLC, B Shares (Oil, Gas & Consumable Fuels) | 174 | ||||||
325 | Schroders PLC (Capital Markets) | 16 | ||||||
2,779 | Segro PLC (Equity Real Estate Investment Trusts) | 42 | ||||||
377 | Sensata Technologies Holding PLC (Electrical Equipment)(a) | 22 | ||||||
626 | Severn Trent PLC (Water Utilities) | 22 | ||||||
2,223 | Smith & Nephew PLC (Health Care Equipment & Supplies) | 48 | ||||||
939 | Smiths Group PLC (Industrial Conglomerates) | 21 | ||||||
184 | Spirax-Sarco Engineering PLC (Machinery) | 35 | ||||||
2,629 | SSE PLC (Electric Utilities) | 55 | ||||||
24,039 | St. James Place PLC (Capital Markets) | 491 | ||||||
6,902 | Standard Chartered PLC (Banks) | 44 | ||||||
5,849 | Standard Life Aberdeen PLC (Diversified Financial Services) | 22 | ||||||
4,603 | Stellantis N.V. (Automobiles) | 90 | ||||||
7,703 | Taylor Wimpey PLC (Household Durables)(b) | 17 | ||||||
19,677 | Tesco PLC (Food & Staples Retailing) | 61 | ||||||
2,722 | The Sage Group PLC (Software) | 26 | ||||||
6,421 | Unilever PLC (Personal Products) | 376 | ||||||
1,702 | United Utilities Group PLC (Water Utilities) | 23 |
Shares | Security Description | Value | ||||||
United Kingdom (continued) | ||||||||
65,095 | Vodafone Group PLC (Wireless Telecommunication Services) | $ | 109 | |||||
468 | Whitbread PLC (Hotels, Restaurants & Leisure)(a) | 20 | ||||||
6,672 | William Morrison Supermarkets PLC (Food & Staples Retailing) | 23 | ||||||
315 | Willis Towers Watson PLC (Insurance) | 72 | ||||||
8,212 | ||||||||
United States — 62.13% | ||||||||
149 | 10X Genomics, Inc., Class - A (Life Sciences Tools & Services)(a) | 29 | ||||||
1,414 | 3M Co. (Industrial Conglomerates) | 281 | ||||||
352 | A.O. Smith Corp. (Building Products) | 25 | ||||||
4,326 | Abbott Laboratories (Health Care Equipment & Supplies) | 502 | ||||||
4,312 | AbbVie, Inc. (Biotechnology) | 486 | ||||||
119 | Abiomed, Inc. (Health Care Equipment & Supplies)(a) | 37 | ||||||
1,555 | Accenture PLC, Class - A (IT Services) | 458 | ||||||
1,880 | Activision Blizzard, Inc. (Entertainment) | 179 | ||||||
1,169 | Adobe, Inc. (Software)(a) | 685 | ||||||
160 | Advance Auto Parts, Inc. (Specialty Retail) | 33 | ||||||
2,949 | Advanced Micro Devices, Inc. (Semiconductors & Semiconductor Equipment)(a) | 277 | ||||||
1,633 | Aflac, Inc. (Insurance) | 88 | ||||||
747 | Agilent Technologies, Inc. (Life Sciences Tools & Services) | 110 | ||||||
965 | AGNC Investment Corp. (Mortgage Real Estate Investment Trusts) | 16 | ||||||
547 | Air Products & Chemicals, Inc. (Chemicals) | 157 | ||||||
412 | Akamai Technologies, Inc. (IT Services)(a) | 48 | ||||||
281 | Albemarle Corp. (Chemicals) | 47 | ||||||
330 | Alexandria Real Estate Equities, Inc. (Equity Real Estate Investment Trusts) | 60 | ||||||
529 | Alexion Pharmaceuticals, Inc. (Biotechnology)(a) | 97 | ||||||
181 | Align Technology, Inc. (Health Care Equipment & Supplies)(a) | 111 | ||||||
25 | Alleghany Corp. (Insurance)(a) | 17 | ||||||
624 | Alliant Energy Corp. (Electric Utilities) | 35 | ||||||
918 | Ally Financial, Inc. (Consumer Finance) | 46 | ||||||
277 | Alnylam Pharmaceuticals, Inc. (Biotechnology)(a) | 47 | ||||||
1,482 | Alphabet, Inc., Class - A (Interactive Media & Services)(a) | 3,618 | ||||||
720 | Alphabet, Inc., Class - C (Interactive Media & Services)(a) | 1,805 |
See accompanying notes to financial statements.
98
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
1,401 | Amazon.com, Inc. (Internet & Direct Marketing Retail)(a) | $ | 4,820 | |||||
20 | AMERCO (Road & Rail) | 12 | ||||||
628 | Ameren Corp. (Multi-Utilities) | 50 | ||||||
1,201 | American Electric Power Co., Inc. (Electric Utilities) | 102 | ||||||
1,672 | American Express Co. (Consumer Finance) | 276 | ||||||
184 | American Financial Group, Inc. (Insurance) | 23 | ||||||
2,083 | American International Group, Inc. (Insurance) | 99 | ||||||
1,085 | American Tower Corp. (Equity Real Estate Investment Trusts) | 293 | ||||||
461 | American Water Works Co., Inc. (Water Utilities) | 71 | ||||||
286 | Ameriprise Financial, Inc. (Capital Markets) | 71 | ||||||
394 | AmerisourceBergen Corp. (Health Care Providers & Services) | 45 | ||||||
1,410 | Amgen, Inc. (Biotechnology) | 344 | ||||||
1,444 | Amphenol Corp., Class - A (Electronic Equipment, Instruments & Components) | 99 | ||||||
897 | Analog Devices, Inc. (Semiconductors & Semiconductor Equipment) | 154 | ||||||
3,608 | Annaly Capital Management, Inc. (Mortgage Real Estate Investment Trusts) | 32 | ||||||
215 | ANSYS, Inc. (Software)(a) | 75 | ||||||
598 | Anthem, Inc. (Health Care Providers & Services) | 228 | ||||||
41,004 | Apple, Inc. (Technology Hardware, Storage & Peripherals) | 5,617 | ||||||
2,241 | Applied Materials, Inc. (Semiconductors & Semiconductor Equipment) | 319 | ||||||
597 | Aramark (Hotels, Restaurants & Leisure) | 22 | ||||||
1,364 | Archer-Daniels-Midland Co. (Food Products) | 83 | ||||||
145 | Arista Networks, Inc. (Communications Equipment)(a) | 53 | ||||||
209 | Arrow Electronics, Inc. (Electronic Equipment, Instruments & Components)(a) | 24 | ||||||
476 | Arthur J. Gallagher & Co. (Insurance) | 67 | ||||||
147 | Assurant, Inc. (Insurance) | 23 | ||||||
17,414 | AT&T, Inc. (Diversified Telecommunication Services) | 501 | ||||||
304 | Atmos Energy Corp. (Gas Utilities) | 29 | ||||||
533 | Autodesk, Inc. (Software)(a) | 156 | ||||||
194 | Autoliv, Inc. (Auto Components) | 19 | ||||||
1,047 | Automatic Data Processing, Inc. (IT Services) | 208 | ||||||
51 | AutoZone, Inc. (Specialty Retail)(a) | 76 | ||||||
356 | AvalonBay Communities, Inc. (Equity Real Estate Investment Trusts) | 74 | ||||||
1,324 | Avantor, Inc. (Life Sciences Tools & Services)(a) | 47 | ||||||
211 | Avery Dennison Corp. (Containers & Packaging) | 44 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
1,637 | Baker Hughes, Inc. (Energy Equipment & Services) | $ | 37 | |||||
826 | Ball Corp. (Containers & Packaging) | 67 | ||||||
18,973 | Bank of America Corp. (Banks) | 782 | ||||||
700 | Bausch Health Companies, Inc. (Pharmaceuticals)(a) | 21 | ||||||
1,269 | Baxter International, Inc. (Health Care Equipment & Supplies) | 102 | ||||||
706 | Becton, Dickinson & Co. (Health Care Equipment & Supplies) | 172 | ||||||
3,348 | Berkshire Hathaway, Inc., Class - B (Diversified Financial Services)(a) | 930 | ||||||
559 | Best Buy Co., Inc. (Specialty Retail) | 64 | ||||||
383 | Biogen, Inc. (Biotechnology)(a) | 133 | ||||||
458 | BioMarin Pharmaceutical, Inc. (Biotechnology)(a) | 38 | ||||||
79 | Bio-Techne Corp. (Life Sciences Tools & Services) | 36 | ||||||
378 | Black Knight, Inc. (IT Services)(a) | 29 | ||||||
374 | BlackRock, Inc., Class - A (Capital Markets) | 327 | ||||||
101 | Booking Holdings, Inc. (Internet & Direct Marketing Retail)(a) | 221 | ||||||
354 | Booz Allen Hamilton Holding Corp. (IT Services) | 30 | ||||||
595 | BorgWarner, Inc. (Auto Components) | 29 | ||||||
362 | Boston Properties, Inc. (Equity Real Estate Investment Trusts) | 41 | ||||||
3,476 | Boston Scientific Corp. (Health Care Equipment & Supplies)(a) | 149 | ||||||
5,472 | Bristol-Myers Squibb Co. (Pharmaceuticals) | 366 | ||||||
983 | Broadcom, Inc. (Semiconductors & Semiconductor Equipment) | 469 | ||||||
292 | Broadridge Financial Solutions, Inc. (IT Services) | 47 | ||||||
300 | Brookfield Renewable Corp., Class - A (Independent Power and Renewable Electricity Producers)(b) | 13 | ||||||
611 | Brown & Brown, Inc. (Insurance) | 32 | ||||||
787 | Brown-Forman Corp., Class - B (Beverages) | 59 | ||||||
169 | Burlington Stores, Inc. (Specialty Retail)(a) | 54 | ||||||
341 | C.H. Robinson Worldwide, Inc. (Air Freight & Logistics) | 32 | ||||||
12 | Cable One, Inc. (Media) | 23 | ||||||
674 | Cadence Design Systems, Inc. (Software)(a) | 92 | ||||||
446 | Caesars Entertainment, Inc. (Hotels, Restaurants & Leisure)(a) | 46 | ||||||
244 | Camden Property Trust (Equity Real Estate Investment Trusts) | 32 | ||||||
423 | Campbell Soup Co. (Food Products) | 19 |
See accompanying notes to financial statements.
99
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
746 | Cardinal Health, Inc. (Health Care Providers & Services) | $ | 43 | |||||
415 | CarMax, Inc. (Specialty Retail)(a) | 54 | ||||||
1,986 | Carrier Global Corp. (Building Products) | 97 | ||||||
402 | Catalent, Inc. (Pharmaceuticals)(a) | 43 | ||||||
1,331 | Caterpillar, Inc. (Machinery) | 290 | ||||||
283 | CBOE Global Markets, Inc. (Capital Markets) | 34 | ||||||
811 | CBRE Group, Inc., Class - A (Real Estate Management & Development)(a) | 70 | ||||||
338 | CDW Corp. (Electronic Equipment, Instruments & Components) | 59 | ||||||
280 | Celanese Corp., Series A (Chemicals) | 42 | ||||||
1,400 | Centene Corp. (Health Care Providers & Services)(a) | 102 | ||||||
1,266 | CenterPoint Energy, Inc. (Multi-Utilities) | 31 | ||||||
325 | Ceridian HCM Holding, Inc. (Software)(a) | 31 | ||||||
726 | Cerner Corp. (Health Care Technology) | 57 | ||||||
399 | CF Industries Holdings, Inc. (Chemicals) | 21 | ||||||
103 | Charles River Laboratories International, Inc. (Life Sciences Tools & Services)(a) | 38 | ||||||
578 | Cheniere Energy, Inc. (Oil, Gas & Consumable Fuels)(a) | 50 | ||||||
4,704 | Chevron Corp. (Oil, Gas & Consumable Fuels) | 493 | ||||||
67 | Chipotle Mexican Grill, Inc. (Hotels, Restaurants & Leisure)(a) | 104 | ||||||
626 | Church & Dwight Co., Inc. (Household Products) | 53 | ||||||
860 | Cigna Corp. (Health Care Providers & Services) | 204 | ||||||
361 | Cincinnati Financial Corp. (Insurance) | 42 | ||||||
224 | Cintas Corp. (Commercial Services & Supplies) | 86 | ||||||
10,309 | Cisco Systems, Inc. (Communications Equipment) | 546 | ||||||
5,084 | Citigroup, Inc. (Banks) | 360 | ||||||
1,097 | Citizens Financial Group, Inc. (Banks) | 50 | ||||||
300 | Citrix Systems, Inc. (Software) | 35 | ||||||
576 | Cloudflare, Inc., Class - A (Software)(a) | 61 | ||||||
873 | CME Group, Inc. (Capital Markets) | 186 | ||||||
724 | CMS Energy Corp. (Multi-Utilities) | 43 | ||||||
430 | Cognex Corp. (Electronic Equipment, Instruments & Components) | 36 | ||||||
1,313 | Cognizant Technology Solutions Corp. (IT Services) | 91 | ||||||
1,982 | Colgate-Palmolive Co. (Household Products) | 161 | ||||||
11,162 | Comcast Corp., Class - A (Media) | 636 | ||||||
1,241 | Conagra Brands, Inc. (Food Products) | 45 | ||||||
3,306 | ConocoPhillips (Oil, Gas & Consumable Fuels) | 201 | ||||||
848 | Consolidated Edison, Inc. (Multi-Utilities) | 61 | ||||||
407 | Constellation Brands, Inc., Class - A (Beverages) | 95 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
534 | Copart, Inc. (Commercial Services & Supplies)(a) | $ | 70 | |||||
1,832 | Corning, Inc. (Electronic Equipment, Instruments & Components) | 75 | ||||||
1,807 | Corteva, Inc. (Chemicals) | 80 | ||||||
1,081 | Costco Wholesale Corp. (Food & Staples Retailing) | 428 | ||||||
178 | Coupa Software, Inc. (Software)(a) | 47 | ||||||
1,053 | Crown Castle International Corp. (Equity Real Estate Investment Trusts) | 205 | ||||||
342 | Crown Holdings, Inc. (Containers & Packaging) | 35 | ||||||
5,583 | CSX Corp. (Road & Rail) | 179 | ||||||
371 | Cummins, Inc. (Machinery) | 90 | ||||||
3,238 | CVS Health Corp. (Health Care Providers & Services) | 270 | ||||||
832 | D.R. Horton, Inc. (Household Durables) | 75 | ||||||
6,050 | Danaher Corp. (Health Care Equipment & Supplies) | 1,624 | ||||||
338 | Darden Restaurants, Inc. (Hotels, Restaurants & Leisure) | 49 | ||||||
431 | Datadog, Inc., Class - A (Software)(a) | 45 | ||||||
185 | DaVita, Inc. (Health Care Providers & Services)(a) | 22 | ||||||
727 | Deere & Co. (Machinery) | 256 | ||||||
586 | Dell Technologies, Inc. (Technology Hardware, Storage & Peripherals)(a) | 58 | ||||||
418 | Delta Air Lines, Inc. (Airlines)(a) | 18 | ||||||
561 | DENTSPLY SIRONA, Inc. (Health Care Equipment & Supplies) | 35 | ||||||
1,415 | Devon Energy Corp. (Oil, Gas & Consumable Fuels) | 41 | ||||||
236 | Dexcom, Inc. (Health Care Equipment & Supplies)(a) | 101 | ||||||
695 | Digital Realty Trust, Inc. (Equity Real Estate Investment Trusts) | 105 | ||||||
738 | Discover Financial Services (Consumer Finance) | 87 | ||||||
360 | Discovery, Inc. (Media)(a) | 11 | ||||||
768 | Discovery, Inc., Class - C (Media)(a) | 22 | ||||||
466 | DocuSign, Inc. (Software)(a) | 130 | ||||||
565 | Dollar Tree, Inc. (Multiline Retail)(a) | 56 | ||||||
1,969 | Dominion Energy, Inc. (Multi-Utilities) | 145 | ||||||
99 | Domino’s Pizza, Inc. (Hotels, Restaurants & Leisure) | 46 | ||||||
371 | Dover Corp. (Machinery) | 56 | ||||||
1,796 | Dow, Inc. (Chemicals) | 114 | ||||||
411 | DraftKings, Inc., Class - A (Hotels, Restaurants & Leisure)(a) | 21 | ||||||
766 | Dropbox, Inc., Class - A (Software)(a) | 23 | ||||||
490 | DTE Energy Co. (Multi-Utilities) | 64 |
See accompanying notes to financial statements.
100
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
1,907 | Duke Energy Corp. (Electric Utilities) | $ | 188 | |||||
938 | Duke Realty Corp. (Equity Real Estate Investment Trusts) | 44 | ||||||
1,299 | DuPont de Nemours, Inc. (Chemicals) | 101 | ||||||
426 | Dynatrace, Inc. (Software)(a) | 25 | ||||||
358 | Eastman Chemical Co. (Chemicals) | 42 | ||||||
1,696 | eBay, Inc. (Internet & Direct Marketing Retail) | 119 | ||||||
6,238 | Ecolab, Inc. (Chemicals) | 1,285 | ||||||
915 | Edison International (Electric Utilities) | 53 | ||||||
1,510 | Edwards Lifesciences Corp. (Health Care Equipment & Supplies)(a) | 156 | ||||||
1,000 | Elanco Animal Health, Inc. (Pharmaceuticals)(a) | 35 | ||||||
699 | Electronic Arts, Inc. (Entertainment) | 101 | ||||||
1,992 | Eli Lilly & Co. (Pharmaceuticals) | 457 | ||||||
1,451 | Emerson Electric Co. (Electrical Equipment) | 140 | ||||||
284 | Enphase Energy, Inc. (Electrical Equipment)(a) | 52 | ||||||
508 | Entergy Corp. (Electric Utilities) | 51 | ||||||
1,406 | EOG Resources, Inc. (Oil, Gas & Consumable Fuels) | 117 | ||||||
139 | EPAM Systems, Inc. (IT Services)(a) | 71 | ||||||
309 | Equifax, Inc. (Professional Services) | 74 | ||||||
221 | Equinix, Inc. (Equity Real Estate Investment Trusts) | 177 | ||||||
1,051 | Equitable Holdings, Inc. (Diversified Financial Services) | 32 | ||||||
866 | Equity Residential (Equity Real Estate Investment Trusts) | 67 | ||||||
63 | Erie Indemnity Co., Class - A (Insurance) | 12 | ||||||
545 | Essential Utilities, Inc. (Water Utilities) | 25 | ||||||
169 | Essex Property Trust, Inc. (Equity Real Estate Investment Trusts) | 51 | ||||||
309 | Etsy, Inc. (Internet & Direct Marketing Retail)(a) | 64 | ||||||
581 | Evergy, Inc. (Electric Utilities) | 35 | ||||||
826 | Eversource Energy (Electric Utilities) | 66 | ||||||
376 | Exact Sciences Corp. (Biotechnology)(a) | 47 | ||||||
2,361 | Exelon Corp. (Electric Utilities) | 105 | ||||||
434 | Expeditors International of Washington, Inc. (Air Freight & Logistics) | 55 | ||||||
10,337 | Exxon Mobil Corp. (Oil, Gas & Consumable Fuels) | 652 | ||||||
153 | F5 Networks, Inc. (Communications Equipment)(a) | 29 | ||||||
96 | FactSet Research Systems, Inc. (Capital Markets) | 32 | ||||||
75 | Fair Isaac Corp. (Software)(a) | 38 | ||||||
1,463 | Fastenal Co. (Trading Companies & Distributors) | 76 | ||||||
618 | FedEx Corp. (Air Freight & Logistics) | 184 | ||||||
1,535 | Fidelity National Information Services, Inc. (IT Services) | 217 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
7,486 | First Republic Bank (Banks) | $ | 1,401 | |||||
1,378 | FirstEnergy Corp. (Electric Utilities) | 51 | ||||||
1,441 | Fiserv, Inc. (IT Services)(a) | 154 | ||||||
331 | FMC Corp. (Chemicals) | 36 | ||||||
344 | Fortinet, Inc. (Software)(a) | 82 | ||||||
16,829 | Fortive Corp. (Machinery) | 1,174 | ||||||
336 | Fortune Brands Home & Security, Inc. (Building Products) | 33 | ||||||
641 | Fox Corp., Class - A (Media) | 24 | ||||||
244 | Fox Corp., Class - B (Media) | 9 | ||||||
748 | Franklin Resources, Inc. (Capital Markets) | 24 | ||||||
3,522 | Freeport-McMoRan, Inc. (Metals & Mining) | 131 | ||||||
226 | Gartner, Inc. (IT Services)(a) | 55 | ||||||
153 | Generac Holdings, Inc. (Electrical Equipment)(a) | 64 | ||||||
590 | General Dynamics Corp. (Aerospace & Defense) | 111 | ||||||
21,409 | General Electric Co. (Industrial Conglomerates) | 288 | ||||||
1,542 | General Mills, Inc. (Food Products) | 94 | ||||||
367 | Genuine Parts Co. (Distributors) | 46 | ||||||
3,055 | Gilead Sciences, Inc. (Biotechnology) | 210 | ||||||
728 | Global Payments, Inc. (IT Services) | 137 | ||||||
259 | Globe Life, Inc. (Insurance) | 25 | ||||||
436 | GoDaddy, Inc., Class - A (IT Services)(a) | 38 | ||||||
208 | Guidewire Software, Inc. (Software)(a) | 23 | ||||||
2,310 | Halliburton Co. (Energy Equipment & Services) | 53 | ||||||
328 | Hasbro, Inc. (Leisure Products) | 31 | ||||||
656 | HCA Healthcare, Inc. (Health Care Providers & Services) | 136 | ||||||
1,263 | Healthpeak Properties, Inc. (Equity Real Estate Investment Trusts) | 42 | ||||||
100 | HEICO Corp. (Aerospace & Defense) | 14 | ||||||
183 | HEICO Corp., Class - A (Aerospace & Defense) | 23 | ||||||
370 | Henry Schein, Inc. (Health Care Providers & Services)(a) | 27 | ||||||
700 | Hess Corp. (Oil, Gas & Consumable Fuels) | 61 | ||||||
3,301 | Hewlett Packard Enterprise Co. (Technology Hardware, Storage & Peripherals) | 48 | ||||||
684 | Hilton Worldwide Holdings, Inc. (Hotels, Restaurants & Leisure)(a) | 83 | ||||||
613 | Hologic, Inc. (Health Care Equipment & Supplies)(a) | 41 | ||||||
1,699 | Honeywell International, Inc. (Industrial Conglomerates) | 373 | ||||||
749 | Hormel Foods Corp. (Food Products) | 36 | ||||||
1,807 | Host Hotels & Resorts, Inc. (Equity Real Estate Investment Trusts)(a) | 31 | ||||||
979 | Howmet Aerospace, Inc. (Aerospace & Defense)(a) | 34 |
See accompanying notes to financial statements.
101
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
3,051 | HP, Inc. (Technology Hardware, Storage & Peripherals) | $ | 92 | |||||
106 | HubSpot, Inc. (Software)(a) | 62 | ||||||
321 | Humana, Inc. (Health Care Providers & Services) | 142 | ||||||
3,515 | Huntington Bancshares, Inc. (Banks) | 50 | ||||||
103 | Huntington Ingalls Industries, Inc. (Aerospace & Defense) | 22 | ||||||
194 | IDEX Corp. (Machinery) | 43 | ||||||
207 | IDEXX Laboratories, Inc. (Health Care Equipment & Supplies)(a) | 131 | ||||||
784 | Illinois Tool Works, Inc. (Machinery) | 175 | ||||||
355 | Illumina, Inc. (Life Sciences Tools & Services)(a) | 168 | ||||||
3,678 | Incyte Corp. (Biotechnology)(a) | 309 | ||||||
891 | Ingersoll-Rand, Inc. (Machinery)(a) | 43 | ||||||
158 | Insulet Corp. (Health Care Equipment & Supplies)(a) | 43 | ||||||
9,923 | Intel Corp. (Semiconductors & Semiconductor Equipment) | 557 | ||||||
1,375 | Intercontinental Exchange, Inc. (Capital Markets) | 163 | ||||||
2,182 | International Business Machines Corp. (IT Services) | 320 | ||||||
626 | International Flavors & Fragrances, Inc. (Chemicals) | 94 | ||||||
950 | International Paper Co. (Containers & Packaging) | 58 | ||||||
661 | Intuit, Inc. (Software) | 324 | ||||||
287 | Intuitive Surgical, Inc. (Health Care Equipment & Supplies)(a) | 264 | ||||||
468 | IQVIA Holdings, Inc. (Life Sciences Tools & Services)(a) | 113 | ||||||
722 | Iron Mountain, Inc. (Equity Real Estate Investment Trusts) | 31 | ||||||
196 | Jack Henry & Associates, Inc. (IT Services) | 32 | ||||||
339 | Jacobs Engineering Group, Inc. (Construction & Engineering) | 45 | ||||||
136 | Jazz Pharmaceuticals PLC (Pharmaceuticals)(a) | 24 | ||||||
214 | JB Hunt Transport Services, Inc. (Road & Rail) | 35 | ||||||
6,418 | Johnson & Johnson (Pharmaceuticals) | 1,057 | ||||||
1,800 | Johnson Controls International PLC (Building Products) | 124 | ||||||
12,750 | JPMorgan Chase & Co. (Banks) | 1,983 | ||||||
879 | Juniper Networks, Inc. (Communications Equipment) | 24 | ||||||
225 | Kansas City Southern (Road & Rail) | 64 | ||||||
653 | Kellogg Co. (Food Products) | 42 | ||||||
1,591 | Keurig Dr Pepper, Inc. (Beverages) | 56 | ||||||
2,368 | KeyCorp (Banks) | 49 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
447 | Keysight Technologies, Inc. (Electronic Equipment, Instruments & Components)(a) | $ | 69 | |||||
827 | Kimberly-Clark Corp. (Household Products) | 111 | ||||||
4,978 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels) | 91 | ||||||
1,264 | KKR & Co., Inc., Class - A (Capital Markets) | 75 | ||||||
377 | KLA Corp. (Semiconductors & Semiconductor Equipment) | 122 | ||||||
358 | Knight-Swift Transportation Holdings, Inc. (Road & Rail) | 16 | ||||||
480 | L Brands, Inc. (Specialty Retail) | 35 | ||||||
523 | L3Harris Technologies, Inc. (Aerospace & Defense) | 113 | ||||||
248 | Laboratory Corporation of America Holdings (Health Care Providers & Services)(a) | 68 | ||||||
349 | Lam Research Corp. (Semiconductors & Semiconductor Equipment) | 227 | ||||||
369 | Lamb Weston Holding, Inc. (Food Products) | 30 | ||||||
882 | Las Vegas Sands Corp. (Hotels, Restaurants & Leisure)(a) | 46 | ||||||
147 | Lear Corp. (Auto Components) | 26 | ||||||
343 | Leidos Holdings, Inc. (IT Services) | 35 | ||||||
653 | Lennar Corp., Class - A (Household Durables) | 65 | ||||||
87 | Lennox International, Inc. (Building Products) | 31 | ||||||
54 | Liberty Broadband Corp., Class - A (Media)(a) | 9 | ||||||
382 | Liberty Broadband Corp., Class - C (Media)(a) | 66 | ||||||
476 | Lincoln National Corp. (Insurance) | 30 | ||||||
382 | Live Nation Entertainment, Inc. (Entertainment)(a) | 33 | ||||||
744 | LKQ Corp. (Distributors)(a) | 37 | ||||||
623 | Lockheed Martin Corp. (Aerospace & Defense) | 236 | ||||||
555 | Loews Corp. (Insurance) | 30 | ||||||
1,785 | Lowe’s Companies, Inc. (Specialty Retail) | 346 | ||||||
2,503 | Lumen Technologies, Inc. (Diversified Telecommunication Services) | 34 | ||||||
669 | Lyft, Inc., Class - A (Road & Rail)(a) | 40 | ||||||
320 | M&T Bank Corp. (Banks) | 46 | ||||||
1,590 | Marathon Petroleum Corp. (Oil, Gas & Consumable Fuels) | 96 | ||||||
36 | Markel Corp. (Insurance)(a) | 43 | ||||||
1,187 | MarketAxess Holdings, Inc. (Capital Markets) | 550 | ||||||
667 | Marriott International, Inc., Class - A (Hotels, Restaurants & Leisure)(a) | 91 | ||||||
1,231 | Marsh & McLennan Companies, Inc. (Insurance) | 173 | ||||||
159 | Martin Marietta Materials, Inc. (Construction Materials) | 56 |
See accompanying notes to financial statements.
102
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
1,969 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment) | $ | 115 | |||||
619 | Masco Corp. (Building Products) | 36 | ||||||
98 | Masimo Corp. (Health Care Equipment & Supplies)(a) | 24 | ||||||
2,165 | MasterCard, Inc., Class - A (IT Services) | 790 | ||||||
634 | Maxim Integrated Products, Inc. (Semiconductors & Semiconductor Equipment) | 67 | ||||||
630 | McCormick & Company, Inc. (Food Products) | 56 | ||||||
1,820 | McDonald’s Corp. (Hotels, Restaurants & Leisure) | 420 | ||||||
388 | McKesson Corp. (Health Care Providers & Services) | 74 | ||||||
336 | MercadoLibre, Inc. (Internet & Direct Marketing Retail)(a) | 524 | ||||||
6,178 | Merck & Co., Inc. (Pharmaceuticals) | 480 | ||||||
1,868 | MetLife, Inc. (Insurance) | 112 | ||||||
58 | Mettler-Toledo International, Inc. (Life Sciences Tools & Services)(a) | 80 | ||||||
969 | MGM Resorts International (Hotels, Restaurants & Leisure) | 41 | ||||||
638 | Microchip Technology, Inc. (Semiconductors & Semiconductor Equipment) | 96 | ||||||
2,755 | Micron Technology, Inc. (Semiconductors & Semiconductor Equipment)(a) | 234 | ||||||
24,432 | Microsoft Corp. (Software) | 6,619 | ||||||
291 | Mid-America Apartment Communities, Inc. (Equity Real Estate Investment Trusts) | 49 | ||||||
786 | Moderna, Inc. (Biotechnology)(a) | 185 | ||||||
144 | Mohawk Industries, Inc. (Household Durables)(a) | 28 | ||||||
139 | Molina Heathcare, Inc. (Health Care Providers & Services)(a) | 35 | ||||||
479 | Molson Coors Beverage Co., Class - B (Beverages)(a) | 26 | ||||||
3,449 | Mondelez International, Inc., Class - A (Food Products) | 215 | ||||||
124 | MongoDB, Inc. (IT Services)(a) | 45 | ||||||
410 | Moody’s Corp. (Capital Markets) | 149 | ||||||
3,447 | Morgan Stanley (Capital Markets) | 316 | ||||||
409 | Motorola Solutions, Inc. (Communications Equipment) | 89 | ||||||
293 | Nasdaq, Inc. (Capital Markets) | 52 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
576 | NetApp, Inc. (Technology Hardware, Storage & Peripherals) | $ | 47 | |||||
1,081 | Netflix, Inc. (Entertainment)(a) | 571 | ||||||
207 | Neurocrine Biosciences, Inc. (Biotechnology)(a) | 20 | ||||||
966 | Newell Brands, Inc. (Household Durables) | 27 | ||||||
1,948 | Newmont Corp. (Metals & Mining) | 123 | ||||||
4,787 | NextEra Energy, Inc. (Electric Utilities) | 351 | ||||||
3,079 | NIKE, Inc., Class - B (Textiles, Apparel & Luxury Goods) | 476 | ||||||
943 | NiSource, Inc. (Multi-Utilities) | 23 | ||||||
128 | Nordson Corp. (Machinery) | 28 | ||||||
620 | Norfolk Southern Corp. (Road & Rail) | 165 | ||||||
484 | Northern Trust Corp. (Capital Markets) | 56 | ||||||
384 | Northrop Grumman Corp. (Aerospace & Defense) | 140 | ||||||
1,470 | Nortonlifelock, Inc. (Software) | 40 | ||||||
200 | Novavax, Inc. (Biotechnology)(a) | 42 | ||||||
738 | Nucor Corp. (Metals & Mining) | 71 | ||||||
2,640 | NVIDIA Corp. (Semiconductors & Semiconductor Equipment) | 2,112 | ||||||
9 | NVR, Inc. (Household Durables)(a) | 45 | ||||||
2,279 | Occidental Petroleum Corp. (Oil, Gas & Consumable Fuels) | 71 | ||||||
287 | Okta, Inc. (IT Services)(a) | 70 | ||||||
234 | Old Dominion Freight Line, Inc. (Road & Rail) | 59 | ||||||
580 | Omega Healthcare Investors, Inc. (Equity Real Estate Investment Trusts) | 21 | ||||||
555 | Omnicom Group, Inc. (Media) | 44 | ||||||
984 | ON Semiconductor Corp. (Semiconductors & Semiconductor Equipment)(a) | 38 | ||||||
1,109 | ONEOK, Inc. (Oil, Gas & Consumable Fuels) | 62 | ||||||
4,675 | Oracle Corp. (Software) | 364 | ||||||
1,007 | Otis Worldwide Corp. (Machinery) | 82 | ||||||
250 | Owens Corning (Building Products) | 24 | ||||||
836 | PACCAR, Inc. (Machinery) | 75 | ||||||
243 | Packaging Corporation of America (Containers & Packaging) | 33 | ||||||
311 | Parker Hannifin Corp. (Machinery) | 96 | ||||||
822 | Paychex, Inc. (IT Services) | 88 | ||||||
127 | PAYCOM Software, Inc. (Software)(a) | 46 | ||||||
2,717 | PayPal Holdings, Inc. (IT Services)(a) | 792 | ||||||
3,369 | PepsiCo, Inc. (Beverages) | 499 | ||||||
280 | PerkinElmer, Inc. (Life Sciences Tools & Services) | 43 | ||||||
3,595 | PG&E Corp. (Electric Utilities)(a) | 37 | ||||||
1,054 | Phillips 66 (Oil, Gas & Consumable Fuels) | 90 | ||||||
284 | Pinnacle West Capital Corp. (Electric Utilities) | 23 |
See accompanying notes to financial statements.
103
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
1,300 | Pinterest, Inc., Class - A (Interactive Media & Services)(a) | $ | 103 | |||||
518 | Pioneer Natural Resources Co. (Oil, Gas & Consumable Fuels) | 84 | ||||||
1,092 | Plug Power, Inc. (Electrical Equipment)(a) | 37 | ||||||
1,033 | PNC Financial Services Group, Inc. (Banks) | 197 | ||||||
98 | Pool Corp. (Distributors) | 45 | ||||||
285 | PPD, Inc. (Life Sciences Tools & Services)(a) | 13 | ||||||
569 | PPG Industries, Inc. (Chemicals) | 97 | ||||||
1,944 | PPL Corp. (Electric Utilities) | 54 | ||||||
700 | Principal Financial Group, Inc. (Insurance) | 44 | ||||||
1,800 | Prologis, Inc. (Equity Real Estate Investment Trusts) | 215 | ||||||
953 | Prudential Financial, Inc. (Insurance) | 98 | ||||||
276 | PTC, Inc. (Software)(a) | 39 | ||||||
1,236 | Public Service Enterprise Group, Inc. (Multi-Utilities) | 74 | ||||||
647 | PulteGroup, Inc. (Household Durables) | 35 | ||||||
293 | Qorvo, Inc. (Semiconductors & Semiconductor Equipment)(a) | 57 | ||||||
2,724 | QUALCOMM, Inc. (Semiconductors & Semiconductor Equipment) | 389 | ||||||
344 | Quest Diagnostics, Inc. (Health Care Providers & Services) | 45 | ||||||
314 | Raymond James Financial, Inc. (Capital Markets) | 41 | ||||||
3,728 | Raytheon Technologies Corp. (Aerospace & Defense) | 318 | ||||||
831 | Realty Income Corp. (Equity Real Estate Investment Trusts) | 55 | ||||||
421 | Regency Centers Corp. (Equity Real Estate Investment Trusts) | 27 | ||||||
258 | Regeneron Pharmaceuticals, Inc. (Biotechnology)(a) | 144 | ||||||
2,436 | Regions Financial Corp. (Banks) | 49 | ||||||
150 | Reinsurance Group of America (Insurance) | 17 | ||||||
557 | Republic Services, Inc. (Commercial Services & Supplies) | 61 | ||||||
367 | ResMed, Inc. (Health Care Equipment & Supplies) | 90 | ||||||
179 | RingCentral, Inc., Class - A (Software)(a) | 52 | ||||||
298 | Robert Half International, Inc. (Professional Services) | 27 | ||||||
295 | Rockwell Automation, Inc. (Electrical Equipment) | 84 | ||||||
266 | Roku, Inc. (Household Durables)(a) | 122 | ||||||
474 | Rollins, Inc. (Commercial Services & Supplies) | 16 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
254 | Roper Technologies, Inc. (Industrial Conglomerates) | $ | 119 | |||||
862 | Ross Stores, Inc. (Specialty Retail) | 107 | ||||||
408 | Royalty Pharma PLC, Class - A (Pharmaceuticals) | 17 | ||||||
327 | RPM International, Inc. (Chemicals) | 29 | ||||||
587 | S&P Global, Inc. (Capital Markets) | 241 | ||||||
2,247 | Salesforce.com, Inc. (Software)(a) | 549 | ||||||
270 | SBA Communications Corp. (Equity Real Estate Investment Trusts) | 86 | ||||||
3,354 | Schlumberger Ltd. (Energy Equipment & Services) | 107 | ||||||
293 | Seagen, Inc. (Biotechnology)(a) | 46 | ||||||
436 | Sealed Air Corp. (Containers & Packaging) | 26 | ||||||
747 | Sempra Energy (Multi-Utilities) | 99 | ||||||
478 | ServiceNow, Inc. (Software)(a) | 263 | ||||||
815 | Simon Property Group, Inc. (Equity Real Estate Investment Trusts) | 106 | ||||||
2,933 | Sirius XM Holdings, Inc. (Media) | 19 | ||||||
402 | Skyworks Solutions, Inc. (Semiconductors & Semiconductor Equipment) | 77 | ||||||
1,120 | Slack Technologies, Inc., Class - A (Software)(a) | 50 | ||||||
2,271 | Snap, Inc., Class - A (Interactive Media & Services)(a) | 155 | ||||||
132 | Snap-on, Inc. (Machinery) | 29 | ||||||
61 | Snowflake, Inc., Class - A (IT Services)(a) | 15 | ||||||
410 | Southwest Airlines Co. (Airlines)(a) | 22 | ||||||
394 | Splunk, Inc. (Software)(a) | 57 | ||||||
940 | Square, Inc., Class - A (IT Services)(a) | 229 | ||||||
388 | Stanley Black & Decker, Inc. (Machinery) | 80 | ||||||
2,875 | Starbucks Corp. (Hotels, Restaurants & Leisure) | 321 | ||||||
840 | State Street Corp. (Capital Markets) | 69 | ||||||
554 | Steel Dynamics, Inc. (Metals & Mining) | 33 | ||||||
224 | Sun Communities, Inc. (Equity Real Estate Investment Trusts) | 38 | ||||||
468 | Sunrun, Inc. (Electrical Equipment)(a) | 26 | ||||||
2,381 | SVB Financial Group (Banks)(a) | 1,325 | ||||||
1,483 | Synchrony Financial (Consumer Finance) | 72 | ||||||
383 | Synopsys, Inc. (Software)(a) | 106 | ||||||
1,168 | Sysco Corp. (Food & Staples Retailing) | 91 | ||||||
548 | T. Rowe Price Group, Inc. (Capital Markets) | 108 | ||||||
289 | Take-Two Interactive Software, Inc. (Entertainment)(a) | 51 | ||||||
1,222 | Target Corp. (Multiline Retail) | 295 | ||||||
347 | Teladoc Health, Inc. (Health Care Technology)(a) | 58 | ||||||
116 | Teledyne Technologies, Inc. (Aerospace & Defense)(a) | 49 |
See accompanying notes to financial statements.
104
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
118 | Teleflex, Inc. (Health Care Equipment & Supplies) | $ | 47 | |||||
423 | Teradyne, Inc. (Semiconductors & Semiconductor Equipment) | 57 | ||||||
1,870 | Tesla, Inc. (Automobiles)(a) | 1,271 | ||||||
2,248 | Texas Instruments, Inc. (Semiconductors & Semiconductor Equipment) | 432 | ||||||
551 | Textron, Inc. (Aerospace & Defense) | 38 | ||||||
1,676 | The AES Corp. (Independent Power and Renewable Electricity Producers) | 44 | ||||||
755 | The Allstate Corp. (Insurance) | 98 | ||||||
1,925 | The Bank of New York Mellon Corp. (Capital Markets) | 99 | ||||||
12,507 | The Blackstone Group, Inc., Class - A (Capital Markets) | 1,215 | ||||||
1,326 | The Boeing Co. (Aerospace & Defense)(a) | 318 | ||||||
303 | The Carlyle Group, Inc. (Capital Markets) | 14 | ||||||
3,526 | The Charles Schwab Corp. (Capital Markets) | 257 | ||||||
320 | The Clorox Co. (Household Products) | 58 | ||||||
9,996 | The Coca-Cola Co. (Beverages) | 541 | ||||||
126 | The Cooper Companies, Inc. (Health Care Equipment & Supplies) | 50 | ||||||
3,899 | The Estee Lauder Companies, Inc. (Personal Products) | 1,240 | ||||||
832 | The Goldman Sachs Group, Inc. (Capital Markets) | 316 | ||||||
919 | The Hartford Financial Services Group, Inc. (Insurance) | 57 | ||||||
358 | The Hershey Co. (Food Products) | 62 | ||||||
2,629 | The Home Depot, Inc. (Specialty Retail) | 838 | ||||||
935 | The Interpublic Group of Companies, Inc. (Media) | 30 | ||||||
291 | The J.M. Smucker Co. (Food Products) | 38 | ||||||
1,713 | The Kraft Heinz Co. (Food Products) | 70 | ||||||
1,852 | The Kroger Co. (Food & Staples Retailing) | 71 | ||||||
839 | The Mosaic Co. (Chemicals) | 27 | ||||||
6,013 | The Procter & Gamble Co. (Household Products) | 811 | ||||||
1,421 | The Progressive Corp. (Insurance) | 140 | ||||||
612 | The Sherwin-Williams Co. (Chemicals) | 167 | ||||||
2,569 | The Southern Co. (Electric Utilities) | 155 | ||||||
19,564 | The TJX Companies, Inc. (Specialty Retail) | 1,319 | ||||||
613 | The Travelers Cos., Inc. (Insurance) | 92 | ||||||
4,432 | The Walt Disney Co. (Entertainment)(a) | 779 | ||||||
1,057 | The Western Union Co. (IT Services) | 24 | ||||||
2,892 | The Williams Companies, Inc. (Oil, Gas & Consumable Fuels) | 77 | ||||||
961 | Thermo Fisher Scientific, Inc. (Life Sciences Tools & Services) | 485 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
7,245 | T-Mobile US, Inc. (Wireless Telecommunication Services)(a) | $ | 1,049 | |||||
299 | Tractor Supply Co. (Specialty Retail) | 56 | ||||||
579 | Trane Technologies PLC (Building Products) | 107 | ||||||
129 | TransDigm Group, Inc. (Aerospace & Defense)(a) | 84 | ||||||
480 | TransUnion (Professional Services) | 53 | ||||||
628 | Trimble, Inc. (Electronic Equipment, Instruments & Components)(a) | 51 | ||||||
3,323 | Truist Financial Corp. (Banks) | 184 | ||||||
1,242 | Twilio, Inc., Class - A (IT Services)(a) | 490 | ||||||
1,981 | Twitter, Inc. (Interactive Media & Services)(a) | 136 | ||||||
99 | Tyler Technologies, Inc. (Software)(a) | 45 | ||||||
753 | Tyson Foods, Inc., Class - A (Food Products) | 56 | ||||||
3,537 | U.S. Bancorp (Banks) | 202 | ||||||
2,807 | Uber Technologies, Inc. (Road & Rail)(a) | 141 | ||||||
748 | UDR, Inc. (Equity Real Estate Investment Trusts) | 37 | ||||||
502 | UGI Corp. (Gas Utilities) | 23 | ||||||
127 | Ulta Beauty, Inc. (Specialty Retail)(a) | 44 | ||||||
1,635 | Union Pacific Corp. (Road & Rail) | 360 | ||||||
1,754 | United Parcel Service, Inc., Class - B (Air Freight & Logistics) | 365 | ||||||
172 | United Rentals, Inc. (Trading Companies & Distributors)(a) | 55 | ||||||
5,615 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 2,248 | ||||||
797 | V.F. Corp. (Textiles, Apparel & Luxury Goods) | 65 | ||||||
98 | Vail Resorts, Inc. (Hotels, Restaurants & Leisure)(a) | 31 | ||||||
1,014 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 79 | ||||||
951 | Ventas, Inc. (Equity Real Estate Investment Trusts) | 54 | ||||||
244 | VeriSign, Inc. (IT Services)(a) | 56 | ||||||
372 | Verisk Analytics, Inc., Class - A (Professional Services) | 65 | ||||||
10,104 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 566 | ||||||
633 | Vertex Pharmaceuticals, Inc. (Biotechnology)(a) | 128 | ||||||
1,359 | ViacomCBS, Inc., Class - B (Media) | 61 | ||||||
3,079 | Viatris, Inc. (Pharmaceuticals) | 44 | ||||||
1,310 | VICI Properties, Inc. (Equity Real Estate Investment Trusts) | 41 | ||||||
4,142 | Visa, Inc., Class - A (IT Services) | 968 | ||||||
210 | VMware, Inc., Class - A (Software)(a) | 34 | ||||||
323 | Voya Financial, Inc. (Diversified Financial Services) | 20 | ||||||
338 | Vulcan Materials Co. (Construction Materials) | 59 | ||||||
367 | W.R. Berkley Corp. (Insurance) | 27 |
See accompanying notes to financial statements.
105
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
109 | W.W. Grainger, Inc. (Trading Companies & Distributors) | $ | 48 | |||||
1,782 | Walgreens Boots Alliance, Inc. (Food & Staples Retailing) | 94 | ||||||
3,753 | Walmart, Inc. (Food & Staples Retailing) | 529 | ||||||
1,025 | Waste Management, Inc. (Commercial Services & Supplies) | 144 | ||||||
148 | Waters Corp. (Life Sciences Tools & Services)(a) | 51 | ||||||
174 | Wayfair, Inc., Class - A (Internet & Direct Marketing Retail)(a) | 55 | ||||||
805 | WEC Energy Group, Inc. (Multi-Utilities) | 72 | ||||||
9,969 | Wells Fargo & Co. (Banks) | 451 | ||||||
1,035 | Welltower, Inc. (Equity Real Estate Investment Trusts) | 86 | ||||||
189 | West Pharmaceutical Services, Inc. (Health Care Equipment & Supplies) | 68 | ||||||
722 | Western Digital Corp. (Technology Hardware, Storage & Peripherals)(a) | 51 | ||||||
459 | Westinghouse Air Brake Technologies Corp. (Machinery) | 38 | ||||||
649 | WestRock Co. (Containers & Packaging) | 35 | ||||||
1,901 | Weyerhaeuser Co. (Equity Real Estate Investment Trusts) | 65 | ||||||
151 | Whirlpool Corp. (Household Durables) | 33 | ||||||
2,023 | Workday, Inc., Class - A (Software)(a) | 483 | ||||||
439 | WP Carey, Inc. (Equity Real Estate Investment Trusts) | 33 | ||||||
240 | Wynn Resorts Ltd. (Hotels, Restaurants & Leisure)(a) | 29 | ||||||
1,269 | Xcel Energy, Inc. (Electric Utilities) | 84 | ||||||
590 | Xilinx, Inc. (Semiconductors & Semiconductor Equipment) | 85 | ||||||
459 | Xylem, Inc. (Machinery) | 55 | ||||||
727 | YUM! Brands, Inc. (Hotels, Restaurants & Leisure) | 84 | ||||||
127 | Zebra Technologies Corp. (Electronic Equipment, Instruments & Components)(a) | 67 | ||||||
285 | Zendesk, Inc. (Software)(a) | 41 | ||||||
1,157 | Zoetis, Inc. (Pharmaceuticals) | 216 | ||||||
507 | Zoom Video Communications, Inc., Class - A (Software)(a) | 196 | ||||||
184 | Zscaler, Inc. (Software)(a) | 40 | ||||||
105,913 | ||||||||
Total Common Stocks | 166,226 |
Shares | Security Description | Value | ||||||
Preferred Stocks — 0.06% | ||||||||
Germany — 0.06% | ||||||||
121 | Bayerische Motoren Werke Aktiengesellschaft — Preferred (Automobiles) | $ | 11 | |||||
148 | FUCHS PETROLUB SE — Preferred (Chemicals) | 7 | ||||||
452 | Henkel AG & Co. KGAA — Preferred (Household Products) | 48 | ||||||
65 | Sartorius AG — Preferred (Health Care Equipment & Supplies) | 34 | ||||||
Total Preferred Stocks | 100 | |||||||
Right — 0.00% | ||||||||
Spain — 0.00% | ||||||||
644 | ACS Actividades de Construccion y Servicios SA, 7/7/21 (Construction & Engineering)(a) | 1 | ||||||
Total Right | 1 | |||||||
Investment Company — 1.59% | ||||||||
2,716,434 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 0.01%(d) | 2,716 | ||||||
Total Investment Company | 2,716 | |||||||
Total Investments (cost $117,703) — 99.15% | 169,043 | |||||||
Other assets in excess of liabilities — 0.85% | 1,449 | |||||||
Net Assets — 100.00% | $ | 170,492 |
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 June 30, 2021. |
(d) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
REIT—Real Estate Investment Trust |
See accompanying notes to financial statements.
106
HC CAPITAL TRUST
The ESG Growth Portfolio
Portfolio of Investments (concluded) — June 30, 2021
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The ESG Growth Portfolio | Mellon | Parametric | RBC Global | Total |
Common Stocks | 78.00% | — | 19.50% | 97.50% |
Preferred Stocks | 0.06% | — | — | 0.06% |
Right | 0.00% | — | — | 0.00% |
Investment Company | 0.03% | 1.56% | — | 1.59% |
Other Assets (Liabilities) | 0.14% | 0.16% | 0.55% | 0.85% |
Total Net Assets | 78.23% | 1.72% | 20.05% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
Amounts designated as 0.00% round to less than 0.005%.
The following table reflects the open derivative positions held by the Portfolio as of June 30, 2021.
Futures Contracts Purchased^
Description | Number of | Expiration | Notional | Value and | ||||||||||||
E-Mini S&P 500 Future | 8 | 9/17/21 | $ | 1,715 | $ | 24 | ||||||||||
MSCI EAFE Index Future | 9 | 9/17/21 | 1,037 | (27 | ) | |||||||||||
$ | 2,752 | $ | (3 | ) | ||||||||||||
Total Unrealized Appreciation | $ | 24 | ||||||||||||||
Total Unrealized Depreciation | (27 | ) | ||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (3 | ) |
^ | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
See accompanying notes to financial statements.
107
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks — 99.42% | ||||||||
Australia — 2.19% | ||||||||
119 | Afterpay Ltd. (IT Services)(a) | $ | 11 | |||||
339 | AGL Energy Ltd. (Multi-Utilities) | 2 | ||||||
136 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | 3 | ||||||
642 | APA Group (Gas Utilities) | 4 | ||||||
330 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 11 | ||||||
105 | ASX Ltd. (Capital Markets) | 6 | ||||||
1,017 | Aurizon Holdings Ltd. (Road & Rail) | 3 | ||||||
1,140 | AusNet Services (Electric Utilities) | 1 | ||||||
1,580 | Australia & New Zealand Banking Group Ltd. (Banks) | 33 | ||||||
1,639 | BHP Billiton Ltd. (Metals & Mining) | 59 | ||||||
1,175 | BHP Group Ltd. (Metals & Mining) | 35 | ||||||
274 | BlueScope Steel Ltd. (Metals & Mining) | 5 | ||||||
805 | Brambles Ltd. (Commercial Services & Supplies) | 7 | ||||||
36 | Cochlear Ltd. (Health Care Equipment & Supplies) | 7 | ||||||
767 | Coles Group Ltd. (Food & Staples Retailing) | 10 | ||||||
987 | Commonwealth Bank of Australia (Banks) | 73 | ||||||
315 | Computershare Ltd. (IT Services) | 4 | ||||||
203 | Crown Resorts Ltd. (Hotels, Restaurants & Leisure)(a) | 2 | ||||||
592 | Dexus (Equity Real Estate Investment Trusts) | 5 | ||||||
32 | Domino’s Pizza Enterprises Ltd. (Hotels, Restaurants & Leisure) | 3 | ||||||
704 | Endeavour Group Ltd. (Food & Staples Retailing)(a) | 3 | ||||||
883 | Evolution Mining Ltd. (Metals & Mining) | 3 | ||||||
957 | Fortescue Metals Group Ltd. (Metals & Mining) | 17 | ||||||
915 | Goodman Group (Equity Real Estate Investment Trusts) | 15 | ||||||
1,327 | Insurance Australia Group Ltd. (Insurance) | 5 | ||||||
374 | LendLease Group (Real Estate Management & Development)(b) | 3 | ||||||
191 | Macquarie Group Ltd. (Capital Markets) | 22 | ||||||
70 | Magellan Financial Group Ltd. (Capital Markets) | 3 | ||||||
1,498 | Medibank Private Ltd. (Insurance) | 4 | ||||||
2,141 | Mirvac Group (Equity Real Estate Investment Trusts) | 5 | ||||||
1,830 | National Australia Bank Ltd. (Banks) | 36 | ||||||
469 | Newcrest Mining Ltd. (Metals & Mining) | 9 | ||||||
598 | Northern Star Resources Ltd. (Metals & Mining) | 4 | ||||||
221 | Orica Ltd. (Chemicals) | 2 | ||||||
958 | Origin Energy Ltd. (Oil, Gas & Consumable Fuels) | 3 | ||||||
503 | Qantas Airways Ltd. (Airlines)(a) | 2 | ||||||
800 | QBE Insurance Group Ltd. (Insurance) | 6 |
Shares | Security Description | Value | ||||||
Australia (continued) | ||||||||
29 | REA Group Ltd. (Interactive Media & Services) | $ | 4 | |||||
153 | Reece Ltd. (Trading Companies & Distributors) | 3 | ||||||
210 | Rio Tinto Ltd. (Metals & Mining) | 20 | ||||||
1,020 | Santos Ltd. (Oil, Gas & Consumable Fuels) | 5 | ||||||
2,823 | Scentre Group (Equity Real Estate Investment Trusts) | 6 | ||||||
182 | SEEK Ltd. (Professional Services) | 5 | ||||||
247 | Sonic Healthcare Ltd. (Health Care Providers & Services) | 7 | ||||||
2,630 | South32 Ltd. (Metals & Mining) | 6 | ||||||
1,298 | Stockland (Equity Real Estate Investment Trusts) | 5 | ||||||
696 | Suncorp Group Ltd. (Insurance) | 6 | ||||||
719 | Sydney Airport (Transportation Infrastructure)(a) | 3 | ||||||
1,206 | Tabcorp Holdings Ltd. (Hotels, Restaurants & Leisure) | 5 | ||||||
2,213 | Telstra Corp. Ltd. (Diversified Telecommunication Services) | 6 | ||||||
1,059 | The GPT Group (Equity Real Estate Investment Trusts) | 4 | ||||||
1,509 | Transurban Group (Transportation Infrastructure) | 16 | ||||||
392 | Treasury Wine Estates Ltd. (Beverages) | 3 | ||||||
2,104 | Vicinity Centres (Equity Real Estate Investment Trusts)(b) | 2 | ||||||
66 | Washington H Soul Pattinson & Co. Ltd. (Oil, Gas & Consumable Fuels) | 2 | ||||||
631 | Wesfarmers Ltd. (Food & Staples Retailing) | 28 | ||||||
2,046 | Westpac Banking Corp. (Banks) | 39 | ||||||
79 | WiseTech Global Ltd. (Software) | 2 | ||||||
552 | Woodside Petroleum Ltd. (Oil, Gas & Consumable Fuels) | 9 | ||||||
704 | Woolworths Group Ltd. (Food & Staples Retailing) | 20 | ||||||
632 | ||||||||
Austria — 0.06% | ||||||||
152 | Erste Group Bank AG (Banks) | 5 | ||||||
80 | OMV AG (Oil, Gas & Consumable Fuels) | 5 | ||||||
88 | Raiffeisen Bank International AG (Banks)(b) | 2 | ||||||
37 | Verbund AG (Electric Utilities) | 3 | ||||||
63 | Voestalpine AG (Metals & Mining) | 3 | ||||||
18 | ||||||||
Belgium — 0.28% | ||||||||
95 | Ageas SA (Insurance) | 5 | ||||||
424 | Anheuser-Busch InBev N.V. (Beverages) | 31 | ||||||
35 | Colruyt SA (Food & Staples Retailing) | 2 | ||||||
17 | Elia Group SA/NV (Electric Utilities)(b) | 2 | ||||||
65 | Groupe Bruxelles Lambert SA (Diversified Financial Services) | 7 | ||||||
136 | KBC Group N.V. (Banks) | 10 |
See accompanying notes to financial statements.
108
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Belgium (continued) | ||||||||
83 | Proximus SADP (Diversified Telecommunication Services) | $ | 2 | |||||
8 | Sofina SA (Diversified Financial Services) | 3 | ||||||
40 | Solvay SA, Class - A (Chemicals) | 5 | ||||||
69 | UCB SA (Pharmaceuticals) | 7 | ||||||
107 | Umicore SA (Chemicals)(b) | 7 | ||||||
81 | ||||||||
Bermuda — 0.20% | ||||||||
224 | Arch Capital Group Ltd. (Insurance)(a) | 9 | ||||||
69 | Athene Holding Ltd., Class - A (Insurance)(a) | 5 | ||||||
77 | Bunge Ltd. (Food Products) | 6 | ||||||
23 | Everest Re Group Ltd. (Insurance) | 6 | ||||||
210 | IHS Markit Ltd. (Professional Services) | 23 | ||||||
215 | Invesco Ltd. (Capital Markets) | 6 | ||||||
29 | RenaissanceRe Holdings Ltd. (Insurance) | 4 | ||||||
59 | ||||||||
Canada — 3.90% | ||||||||
100 | Agnico Eagle Mines Ltd. (Metals & Mining) | 6 | ||||||
100 | Air Canada (Airlines)(a)(b) | 2 | ||||||
307 | Algonquin Power & Utilities Corp. (Multi-Utilities)^ | 5 | ||||||
500 | Alimentation Couche-Tard, Inc., Class - B (Food & Staples Retailing) | 18 | ||||||
200 | AltaGas Ltd. (Gas Utilities) | 4 | ||||||
600 | B2gold Corp. (Metals & Mining) | 3 | ||||||
100 | Ballard Power Systems, Inc. (Electrical Equipment)(a) | 2 | ||||||
319 | Bank of Montreal (Banks) | 33 | ||||||
1,000 | Barrick Gold Corp. (Metals & Mining) | 21 | ||||||
300 | Blackberry Ltd. (Software)(a) | 4 | ||||||
5 | Brookfield Asset Management Reinsurance Partners Ltd., Class - A (Insurance)(a) | — | ||||||
750 | Brookfield Asset Management, Inc. (Capital Markets) | 38 | ||||||
200 | Cameco Corp. (Oil, Gas & Consumable Fuels) | 4 | ||||||
200 | Canadian Imperial Bank of Commerce (Banks) | 23 | ||||||
429 | Canadian National Railway Co. (Road & Rail) | 45 | ||||||
700 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | 25 | ||||||
400 | Canadian Pacific Railway Ltd. (Road & Rail) | 31 | ||||||
100 | Canadian Utilities Ltd., Class - A (Multi-Utilities) | 3 | ||||||
100 | Canopy Growth Corp. (Pharmaceuticals)(a)(b) | 2 | ||||||
100 | CCL Industries, Inc., Class - B (Containers & Packaging)(b) | 6 | ||||||
700 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | 7 |
Shares | Security Description | Value | ||||||
Canada (continued) | ||||||||
100 | CGI, Inc. (IT Services)(a) | $ | 9 | |||||
26 | Constellation Software, Inc. (Software) | 39 | ||||||
200 | Dollarama, Inc. (Multiline Retail) | 9 | ||||||
100 | Emera, Inc. (Electric Utilities) | 5 | ||||||
100 | Empire Co. Ltd. (Food & Staples Retailing) | 3 | ||||||
1,095 | Enbridge, Inc. (Oil, Gas & Consumable Fuels) | 44 | ||||||
36 | Fairfax Financial Holdings Ltd. (Insurance) | 16 | ||||||
300 | First Quantum Minerals Ltd. (Metals & Mining) | 7 | ||||||
250 | Fortis, Inc. (Electric Utilities) | 11 | ||||||
139 | Franco-Nevada Corp. (Metals & Mining) | 20 | ||||||
100 | GFL Environmental, Inc. (Commercial Services & Supplies) | 3 | ||||||
100 | Gildan Activewear, Inc. (Textiles, Apparel & Luxury Goods) | 4 | ||||||
200 | Great-West Lifeco, Inc. (Insurance) | 6 | ||||||
200 | Hydro One Ltd. (Electric Utilities)(b) | 5 | ||||||
38 | iA Financial Corp., Inc. (Insurance) | 2 | ||||||
149 | Imperial Oil Ltd. (Oil, Gas & Consumable Fuels) | 5 | ||||||
100 | Intact Financial Corp. (Insurance) | 14 | ||||||
200 | Inter Pipeline Ltd. (Oil, Gas & Consumable Fuels) | 3 | ||||||
300 | Ivanhoe Mines Ltd. (Metals & Mining)(a) | 2 | ||||||
100 | Keyera Corp. (Oil, Gas & Consumable Fuels)(b) | 3 | ||||||
700 | Kinross Gold Corp. (Metals & Mining) | 4 | ||||||
100 | Kirkland Lake Gold Ltd. (Metals & Mining) | 4 | ||||||
100 | Lightspeed Pos, Inc. (Software)(a) | 8 | ||||||
137 | Loblaw Companies Ltd. (Food & Staples Retailing) | 8 | ||||||
69 | Lululemon Athletica, Inc. (Textiles, Apparel & Luxury Goods)(a) | 25 | ||||||
400 | Lundin Mining Corp. (Metals & Mining)(b) | 4 | ||||||
200 | Magna International, Inc. (Auto Components) | 19 | ||||||
1,100 | Manulife Financial Corp. (Insurance) | 22 | ||||||
100 | Metro, Inc. (Food & Staples Retailing) | 5 | ||||||
230 | National Bank of Canada (Banks) | 17 | ||||||
100 | Northland Power, Inc. (Independent Power and Renewable Electricity Producers)(b) | 3 | ||||||
300 | Nutrien Ltd. (Chemicals) | 18 | ||||||
145 | Open Text Corp. (Software)(b) | 7 | ||||||
100 | Pan American Silver Corp. (Metals & Mining) | 3 | ||||||
100 | Parkland Corp. (Oil, Gas & Consumable Fuels)(b) | 3 | ||||||
352 | Pembina Pipelines Corp. (Oil, Gas & Consumable Fuels) | 11 | ||||||
320 | Power Corp. of Canada (Insurance) | 10 | ||||||
100 | Quebecor, Inc. (Media) | 3 | ||||||
200 | Restaurant Brands International, Inc. (Hotels, Restaurants & Leisure) | 13 |
See accompanying notes to financial statements.
109
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
100 | RioCan Real Estate Investment Trust (Equity Real Estate Investment Trusts)(b) | $ | 2 | |||||
100 | Ritchie Bros. Auctioneers, Inc. (Commercial Services & Supplies) | 6 | ||||||
200 | Rogers Communications, Inc., Class - B (Wireless Telecommunication Services) | 11 | ||||||
791 | Royal Bank of Canada (Banks) | 80 | ||||||
100 | Saputo, Inc. (Food Products)(b) | 3 | ||||||
300 | Shaw Communications, Inc., Class - B (Media) | 9 | ||||||
76 | Shopify, Inc. (IT Services)(a) | 110 | ||||||
300 | Sun Life Financial, Inc. (Insurance) | 15 | ||||||
800 | Suncor Energy, Inc. (Oil, Gas & Consumable Fuels) | 19 | ||||||
500 | TC Energy Corp. (Oil, Gas & Consumable Fuels) | 25 | ||||||
300 | Teck Resources Ltd., Class - B (Metals & Mining) | 7 | ||||||
200 | TELUS Corp. (Diversified Telecommunication Services) | 4 | ||||||
672 | The Bank of Nova Scotia (Banks) | 44 | ||||||
1,048 | The Toronto-Dominion Bank (Banks) | 73 | ||||||
100 | Thomson Reuters Corp. (Professional Services) | 10 | ||||||
100 | Waste Connections, Inc. (Commercial Services & Supplies) | 12 | ||||||
275 | Wheaton Precious Metals Corp. (Metals & Mining) | 12 | ||||||
34 | WSP Global, Inc. (Construction & Engineering)(b) | 4 | ||||||
500 | Yamana Gold, Inc. (Metals & Mining) | 2 | ||||||
1,127 | ||||||||
China — 0.04% | ||||||||
27 | Futu Holdings Ltd., ADR (Capital Markets)(a) | 5 | ||||||
100 | Jardine Matheson Holdings Ltd. (Industrial Conglomerates) | 6 | ||||||
11 | ||||||||
Denmark — 0.51% | ||||||||
2 | A.P. Moller - Maersk A/S, Class - A (Marine) | 6 | ||||||
3 | A.P. Moller - Maersk A/S, Class - B (Marine) | 9 | ||||||
89 | Ambu A/S, Class - B (Health Care Equipment & Supplies) | 3 | ||||||
59 | Carlsberg A/S, Class - B (Beverages) | 11 | ||||||
57 | Christian Hansen Holding A/S (Chemicals)(b) | 5 | ||||||
65 | Coloplast A/S, Class - B (Health Care Equipment & Supplies) | 11 | ||||||
375 | Danske Bank A/S (Banks) | 7 | ||||||
59 | Demant A/S (Health Care Equipment & Supplies)(a) | 3 | ||||||
115 | DSV PANALPINA A/S (Road & Rail) | 26 |
Shares | Security Description | Value | ||||||
Denmark (continued) | ||||||||
70 | GN Store Nord A/S (Health Care Equipment & Supplies) | $ | 6 | |||||
113 | Novozymes A/S, B Shares (Chemicals) | 9 | ||||||
107 | Orsted A/S (Electric Utilities)(b) | 15 | ||||||
54 | Pandora A/S (Textiles, Apparel & Luxury Goods) | 7 | ||||||
4 | ROCKWOOL International A/S, B Shares (Building Products) | 2 | ||||||
182 | Tryg A/S (Insurance) | 4 | ||||||
555 | Vestas Wind Systems A/S (Electrical Equipment) | 22 | ||||||
146 | ||||||||
Finland — 0.41% | ||||||||
77 | Elisa Oyj (Diversified Telecommunication Services) | 5 | ||||||
242 | Fortum Oyj (Electric Utilities) | 7 | ||||||
149 | Kesko Oyj, Class - B (Food & Staples Retailing) | 6 | ||||||
192 | Kone Oyj, Class - B (Machinery) | 16 | ||||||
239 | Neste Oyj (Oil, Gas & Consumable Fuels) | 15 | ||||||
3,145 | Nokia Oyj (Communications Equipment)(a) | 16 | ||||||
1,831 | Nordea Bank Abp (Banks)(b) | 19 | ||||||
280 | Sampo Oyj, Class - A (Insurance) | 13 | ||||||
316 | Stora Enso Oyj, R Shares (Paper & Forest Products) | 6 | ||||||
297 | UPM-Kymmene Oyj (Paper & Forest Products) | 11 | ||||||
241 | Wartsila Oyj Abp (Machinery) | 4 | ||||||
118 | ||||||||
France — 3.11% | ||||||||
99 | Accor SA (Hotels, Restaurants & Leisure)(a)(b) | 4 | ||||||
16 | Aeroports de Paris (Transportation Infrastructure)(a) | 2 | ||||||
263 | Air Liquide SA (Chemicals) | 46 | ||||||
153 | Alstom SA (Machinery)(a)(b) | 8 | ||||||
33 | Amundi SA (Capital Markets)(b) | 3 | ||||||
38 | Arkema SA (Chemicals) | 5 | ||||||
54 | Atos SE (IT Services) | 3 | ||||||
1,076 | AXA SA (Insurance) | 27 | ||||||
626 | BNP Paribas SA (Banks) | 39 | ||||||
481 | Bollore SA (Air Freight & Logistics) | 3 | ||||||
124 | Bouygues SA (Construction & Engineering) | 5 | ||||||
160 | Bureau Veritas SA (Professional Services)(b) | 5 | ||||||
89 | Capgemini SE (IT Services) | 17 | ||||||
333 | Carrefour SA (Food & Staples Retailing) | 7 | ||||||
93 | CNP Assurances (Insurance) | 2 | ||||||
288 | Compagnie de Saint-Gobain (Building Products) | 19 | ||||||
93 | Compagnie Generale des Etablissements Michelin (Auto Components) | 15 | ||||||
28 | Covivio (Equity Real Estate Investment Trusts) | 2 | ||||||
670 | Credit Agricole SA (Banks) | 9 | ||||||
361 | Danone SA (Food Products) | 25 |
See accompanying notes to financial statements.
110
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
73 | Dassault Systemes SE (Software) | $ | 18 | |||||
136 | Edenred (Commercial Services & Supplies) | 8 | ||||||
45 | Eiffage SA (Construction & Engineering)(b) | 5 | ||||||
264 | Electricite de France SA (Electric Utilities)^ | 4 | ||||||
1,032 | Engie SA (Multi-Utilities)^ | 14 | ||||||
160 | EssilorLuxottica SA (Health Care Equipment & Supplies)^ | 30 | ||||||
21 | Eurazeo SE (Diversified Financial Services) | 2 | ||||||
64 | Faurecia SE (Auto Components) | 3 | ||||||
25 | Gecina SA (Equity Real Estate Investment Trusts)(b) | 4 | ||||||
239 | Getlink SE (Transportation Infrastructure) | 4 | ||||||
18 | Hermes International (Textiles, Apparel & Luxury Goods) | 26 | ||||||
8 | Iliad SA (Diversified Telecommunication Services)(b) | 1 | ||||||
21 | Ipsen SA (Pharmaceuticals) | 2 | ||||||
42 | Kering SA (Textiles, Apparel & Luxury Goods) | 37 | ||||||
106 | Klepierre SA (Equity Real Estate Investment Trusts) | 3 | ||||||
47 | LA Francaise des Jeux SAEM (Hotels, Restaurants & Leisure)(b) | 3 | ||||||
148 | Legrand SA (Electrical Equipment) | 16 | ||||||
140 | L’Oreal SA (Personal Products) | 62 | ||||||
154 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 122 | ||||||
515 | Natixism SA (Capital Markets) | 2 | ||||||
1,128 | Orange SA (Diversified Telecommunication Services)^(b) | 13 | ||||||
28 | Orpea (Health Care Providers & Services)(a)(b) | 4 | ||||||
118 | Pernod Ricard SA (Beverages) | 26 | ||||||
128 | Publicis Groupe SA (Media) | 8 | ||||||
12 | Remy Cointreau SA (Beverages) | 2 | ||||||
105 | Renault SA (Automobiles)(a)(b) | 4 | ||||||
300 | Schneider Electric SE (Electrical Equipment)(b) | 47 | ||||||
86 | SCOR SE (Insurance)(a) | 3 | ||||||
14 | SEB SA (Household Durables) | 3 | ||||||
451 | Societe Generale SA (Banks) | 13 | ||||||
48 | Sodexo SA (Hotels, Restaurants & Leisure)(a) | 4 | ||||||
188 | Suez SA (Multi-Utilities)^(a) | 4 | ||||||
33 | Teleperformance (Professional Services) | 13 | ||||||
1,402 | TotalEnergies SE (Oil, Gas & Consumable Fuels)^ | 63 | ||||||
50 | UbiSoft Entertainment SA (Entertainment)(a) | 3 | ||||||
75 | Unibail-Rodamco-Westfield (Equity Real Estate Investment Trusts)(a) | 6 | ||||||
125 | Valeo SA (Auto Components) | 4 | ||||||
310 | Veolia Environnement SA (Multi-Utilities) | 9 |
Shares | Security Description | Value | ||||||
France (continued) | ||||||||
297 | Vinci SA (Construction & Engineering) | $ | 32 | |||||
401 | Vivendi SA (Entertainment)^ | 13 | ||||||
15 | Wendel SE (Diversified Financial Services) | 2 | ||||||
131 | Worldline SA (IT Services)(a)(b) | 12 | ||||||
900 | ||||||||
Germany — 2.63% | ||||||||
106 | adidas AG (Textiles, Apparel & Luxury Goods) | 39 | ||||||
229 | Allianz SE (Insurance) | 58 | ||||||
543 | Aroundtown SA (Real Estate Management & Development)(b) | 4 | ||||||
511 | BASF SE (Chemicals) | 40 | ||||||
187 | Bayerische Motoren Werke AG (Automobiles) | 20 | ||||||
15 | Bechtle AG (IT Services) | 3 | ||||||
84 | Brenntag AG (Trading Companies & Distributors) | 8 | ||||||
22 | Carl Zeiss Meditec AG (Health Care Equipment & Supplies) | 4 | ||||||
545 | Commerzbank AG (Banks)(a) | 4 | ||||||
62 | Continental AG (Auto Components) | 9 | ||||||
100 | Covestro AG (Chemicals)(b) | 6 | ||||||
476 | Daimler AG (Automobiles)(b) | 42 | ||||||
86 | Delivery Hero SE (Internet & Direct Marketing Retail)(a)(b) | 11 | ||||||
1,145 | Deutsche Bank AG, Registered Shares (Capital Markets)(a) | 15 | ||||||
107 | Deutsche Boerse AG (Capital Markets) | 19 | ||||||
163 | Deutsche Lufthansa AG, Registered Shares (Airlines)^(a) | 2 | ||||||
551 | Deutsche Post AG, Registered Shares (Air Freight & Logistics) | 37 | ||||||
1,854 | Deutsche Telekom AG (Diversified Telecommunication Services) | 39 | ||||||
196 | Deutsche Wohnen SE (Real Estate Management & Development) | 12 | ||||||
1,237 | E.ON SE (Multi-Utilities) | 14 | ||||||
114 | Evonik Industries AG (Chemicals) | 4 | ||||||
119 | Fresenius Medical Care AG & Co. KGAA (Health Care Providers & Services) | 10 | ||||||
83 | GEA Group AG (Machinery) | 3 | ||||||
33 | Hannover Rueckversicherung SE (Insurance) | 6 | ||||||
81 | HeidelbergCement AG (Construction Materials) | 7 | ||||||
91 | HelloFresh SE (Internet & Direct Marketing Retail)(a) | 9 | ||||||
56 | Henkel AG & Co. KGAA (Household Products) | 5 | ||||||
726 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment)(b) | 29 | ||||||
39 | KION Group AG (Machinery)(b) | 4 | ||||||
39 | Knorr-Bremse AG (Machinery) | 4 |
See accompanying notes to financial statements.
111
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
45 | Lanxess AG (Chemicals) | $ | 3 | |||||
39 | LEG Immobilien AG (Real Estate Management & Development) | 6 | ||||||
29 | MTU Aero Engines AG (Aerospace & Defense) | 7 | ||||||
79 | Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares (Insurance) | 22 | ||||||
31 | Nemetschek SE (Software) | 2 | ||||||
60 | Puma SE (Textiles, Apparel & Luxury Goods) | 7 | ||||||
3 | Rational AG (Machinery) | 3 | ||||||
353 | RWE AG (Multi-Utilities) | 13 | ||||||
581 | SAP SE (Software) | 83 | ||||||
59 | Scout24 AG (Interactive Media & Services)(a)(b) | 5 | ||||||
425 | Siemens AG, Registered Shares (Industrial Conglomerates) | 68 | ||||||
226 | Siemens Energy AG (Electric Utilities)(a) | 7 | ||||||
146 | Siemens Healthineers AG (Health Care Equipment & Supplies)(b) | 9 | ||||||
74 | Symrise AG (Chemicals)(b) | 10 | ||||||
87 | TeamViewer AG (Software)(a)(b) | 3 | ||||||
627 | Telefonica Deutschland Holding AG (Diversified Telecommunication Services) | 2 | ||||||
56 | Uniper SE (Independent Power and Renewable Electricity Producers) | 2 | ||||||
58 | United Internet AG (Diversified Telecommunication Services)(b) | 2 | ||||||
18 | Volkswagen AG (Automobiles) | 6 | ||||||
304 | Vonovia SE (Real Estate Management & Development) | 20 | ||||||
118 | Zalando SE (Internet & Direct Marketing Retail)(a)(b) | 14 | ||||||
761 | ||||||||
Hong Kong — 1.02% | ||||||||
6,692 | AIA Group Ltd. (Insurance) | 84 | ||||||
2,000 | BOC Hong Kong Holdings Ltd. (Banks) | 7 | ||||||
900 | Budweiser Brewing Co. APAC Ltd. (Beverages)(b) | 3 | ||||||
1,000 | Chow Tai Fook Jewellery Group Ltd. (Specialty Retail) | 2 | ||||||
1,500 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 10 | ||||||
1,500 | CK Hutchison Holdings Ltd. (Industrial Conglomerates) | 12 | ||||||
500 | CK Infrastructure Holdings Ltd. (Electric Utilities) | 3 | ||||||
1,000 | CLP Holdings Ltd. (Electric Utilities) | 10 | ||||||
1,000 | ESR Cayman Ltd. (Real Estate Management & Development)(a)(b) | 3 |
Shares | Security Description | Value | ||||||
Hong Kong (continued) | ||||||||
1,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure)(a) | $ | 8 | |||||
1,000 | Hang Lung Properties Ltd. (Real Estate Management & Development) | 2 | ||||||
400 | Hang Seng Bank Ltd. (Banks) | 8 | ||||||
1,000 | Henderson Land Development Co. Ltd. (Real Estate Management & Development) | 5 | ||||||
1,500 | HK Electric Investments & HK Electric Investments Ltd. (Electric Utilities) | 2 | ||||||
2,000 | HKT Trust & HKT Ltd. (Diversified Telecommunication Services)(b) | 3 | ||||||
5,985 | Hong Kong & China Gas Co. Ltd. (Gas Utilities) | 9 | ||||||
623 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 37 | ||||||
600 | Hongkong Land Holdings Ltd. (Real Estate Management & Development) | 3 | ||||||
126 | Melco Resorts & Entertainment Ltd., ADR (Hotels, Restaurants & Leisure)(a) | 2 | ||||||
1,000 | MTR Corp. Ltd. (Road & Rail) | 6 | ||||||
1,250 | New World Development Co. Ltd. (Real Estate Management & Development) | 6 | ||||||
779 | Power Assets Holdings Ltd. (Electric Utilities) | 5 | ||||||
1,200 | Sands China Ltd. (Hotels, Restaurants & Leisure)(a) | 5 | ||||||
2,000 | Sino Land Co. Ltd. (Real Estate Management & Development) | 3 | ||||||
1,000 | SJM Holdings Ltd. (Hotels, Restaurants & Leisure)(a) | 1 | ||||||
500 | Sun Hung Kai Properties Ltd. (Real Estate Management & Development) | 7 | ||||||
139 | Swire Pacific Ltd., Class - A (Real Estate Management & Development) | 1 | ||||||
600 | Swire Properties Ltd. (Real Estate Management & Development) | 2 | ||||||
757 | Techtronic Industries Co. Ltd. (Household Durables) | 13 | ||||||
811 | The Bank of East Asia Ltd. (Banks) | 2 | ||||||
1,173 | The Link Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 11 | ||||||
5,000 | WH Group Ltd. (Food Products)(b) | 4 | ||||||
1,000 | Wharf Real Estate Investment Co. Ltd. (Real Estate Management & Development) | 6 | ||||||
800 | Wynn Macau Ltd. (Hotels, Restaurants & Leisure)(a) | 1 | ||||||
2,000 | Xinyi Glass Holdings Ltd. (Auto Components) | 8 | ||||||
294 | ||||||||
Ireland (Republic of) — 0.94% | ||||||||
51 | Allegion PLC (Building Products) | 7 | ||||||
437 | CRH PLC (Construction Materials)(b) | 22 |
See accompanying notes to financial statements.
112
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Ireland (Republic of) (continued) | ||||||||
54 | DCC PLC (Industrial Conglomerates)(b) | $ | 4 | |||||
222 | Eaton Corp. PLC (Electrical Equipment) | 33 | ||||||
518 | Experian PLC (Professional Services) | 20 | ||||||
92 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(a) | 17 | ||||||
122 | Horizon Therapeutics PLC (Pharmaceuticals)(a) | 11 | ||||||
241 | James Hardie Industries PLC (Construction Materials) | 8 | ||||||
91 | Kerry Group PLC, Class - A (Food Products) | 13 | ||||||
84 | Kingspan Group PLC (Building Products) | 8 | ||||||
748 | Medtronic PLC (Health Care Equipment & Supplies) | 94 | ||||||
92 | Pentair PLC (Machinery) | 6 | ||||||
128 | Seagate Technology Holdings PLC (Technology Hardware, Storage & Peripherals) | 11 | ||||||
133 | Smurfit Kappa Group PLC (Containers & Packaging)(b) | 7 | ||||||
55 | STERIS PLC (Health Care Equipment & Supplies) | 11 | ||||||
272 | ||||||||
Isle of Man — 0.03% | ||||||||
318 | GVC Holdings PLC (Hotels, Restaurants & Leisure)(a) | 8 | ||||||
Israel — 0.19% | ||||||||
26 | Azrieli Group Ltd. (Real Estate Management & Development) | 2 | ||||||
617 | Bank Hapoalim BM (Banks)(a) | 5 | ||||||
790 | Bank Leumi Le (Banks)(a) | 6 | ||||||
62 | Check Point Software Technologies Ltd. (Software)(a) | 7 | ||||||
23 | CyberArk Software Ltd. (Software)(a) | 3 | ||||||
383 | ICL Group Ltd. (Chemicals)(b) | 3 | ||||||
633 | Israel Discount Bank Ltd., Class - A (Banks)(a) | 3 | ||||||
76 | Mizrahi Tefahot Bank Ltd. (Banks)(a) | 2 | ||||||
34 | Nice Ltd. (Software)(a) | 8 | ||||||
28 | SolarEdge Technologies, Inc. (Semiconductors & Semiconductor Equipment)(a) | 8 | ||||||
31 | Wix.com Ltd. (IT Services)(a) | 9 | ||||||
56 | ||||||||
Italy — 0.67% | ||||||||
68 | Amplifon SpA (Health Care Providers & Services) | 3 | ||||||
607 | Assicurazioni Generali SpA (Insurance) | 12 | ||||||
269 | Atlantia SpA (Transportation Infrastructure)(a) | 5 | ||||||
316 | Davide Campari-Milano N.V. (Beverages) | 4 |
Shares | Security Description | Value | ||||||
Italy (continued) | ||||||||
14 | Diasorin SpA (Health Care Equipment & Supplies) | $ | 3 | |||||
4,524 | Enel SpA (Electric Utilities)(b) | 42 | ||||||
1,427 | Eni SpA (Oil, Gas & Consumable Fuels) | 17 | ||||||
71 | Ferrari N.V. (Automobiles) | 15 | ||||||
331 | FinecoBank Banca Fineco SpA (Banks)(a) | 6 | ||||||
183 | Infrastrutture Wireless Italiane SpA (Diversified Telecommunication Services)(b) | 2 | ||||||
9,186 | Intesa Sanpaolo SpA (Banks)(b) | 25 | ||||||
338 | Mediobanca Banca di Credito Finanziario SpA (Banks)(a) | 4 | ||||||
105 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 7 | ||||||
239 | Nexi SpA (IT Services)(a)(b) | 5 | ||||||
284 | Poste Italiane SpA (Insurance)(b) | 4 | ||||||
131 | Prusmian SpA (Electrical Equipment) | 5 | ||||||
57 | Recordati SpA (Pharmaceuticals) | 3 | ||||||
1,097 | Snam SpA (Oil, Gas & Consumable Fuels) | 6 | ||||||
5,702 | Telecom Italia SpA (Diversified Telecommunication Services) | 3 | ||||||
3,278 | Telecom Italia SpA (Diversified Telecommunication Services) | 2 | ||||||
765 | Terna - Rete Elettrica Nazionale SpA (Electric Utilities) | 6 | ||||||
1,214 | Unicredit SpA (Banks) | 14 | ||||||
193 | ||||||||
Japan — 6.67% | ||||||||
42 | ABC-Mart, Inc. (Specialty Retail) | 2 | ||||||
200 | ACOM Co. Ltd. (Consumer Finance) | 1 | ||||||
100 | Advantest Corp. (Semiconductors & Semiconductor Equipment)(b) | 9 | ||||||
400 | Aeon Mall Co. Ltd. (Food & Staples Retailing) | 11 | ||||||
100 | AGC, Inc. (Building Products) | 4 | ||||||
100 | Aisin Seiki Co. Ltd. (Auto Components) | 4 | ||||||
100 | ANA Holdings, Inc. (Airlines)(a)(b) | 2 | ||||||
300 | Asahi Group Holdings Ltd. (Beverages)(b) | 14 | ||||||
100 | Asahi Intecc Co. Ltd. (Health Care Equipment & Supplies) | 2 | ||||||
100 | Azbil Corp. (Electronic Equipment, Instruments & Components) | 4 | ||||||
100 | Bandai Namco Holdings, Inc. (Leisure Products) | 7 | ||||||
333 | Bridgestone Corp. (Auto Components) | 15 | ||||||
100 | Brother Industries Ltd. (Technology Hardware, Storage & Peripherals) | 2 | ||||||
600 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 14 | ||||||
100 | Capcom Co. Ltd. (Entertainment) | 3 | ||||||
100 | Casio Computer Co. Ltd. (Household Durables) | 2 | ||||||
100 | Central Japan Railway Co. (Road & Rail) | 15 |
See accompanying notes to financial statements.
113
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
400 | Chubu Electric Power Co., Inc. (Electric Utilities) | $ | 5 | |||||
600 | Concordia Financial Group Ltd. (Banks) | 2 | ||||||
200 | CyberAgent, Inc. (Media) | 4 | ||||||
100 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 2 | ||||||
30 | Daifuku Co. Ltd. (Machinery) | 3 | ||||||
586 | Dai-ichi Life Holdings, Inc. (Insurance) | 11 | ||||||
120 | Daikin Industries Ltd. (Building Products) | 22 | ||||||
300 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 9 | ||||||
1 | Daiwa House REIT Investment Corp. (Equity Real Estate Investment Trusts)(b) | 3 | ||||||
800 | Daiwa Securities Group, Inc. (Capital Markets) | 4 | ||||||
256 | Denso Corp. (Auto Components) | 17 | ||||||
100 | Dentsu Group, Inc. (Media) | 4 | ||||||
35 | Disco Corp. (Semiconductors & Semiconductor Equipment) | 11 | ||||||
200 | East Japan Railway Co. (Road & Rail) | 14 | ||||||
1,700 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 7 | ||||||
149 | FANUC Corp. (Machinery) | 36 | ||||||
100 | Fuji Electric Co. Ltd. (Electrical Equipment) | 5 | ||||||
200 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 15 | ||||||
152 | Fujitsu Ltd. (IT Services)(b) | 28 | ||||||
2 | GLP J-REIT (Equity Real Estate Investment Trusts)(b) | 3 | ||||||
100 | Hakuhodo DY Holdings, Inc. (Media) | 2 | ||||||
100 | Hamamatsu Photonics K.K. (Electronic Equipment, Instruments & Components) | 6 | ||||||
100 | Hankyu Hanshin Holdings, Inc. (Road & Rail) | 3 | ||||||
27 | Hikari Tsushin, Inc. (Specialty Retail) | 5 | ||||||
200 | Hino Motors Ltd. (Machinery) | 2 | ||||||
42 | Hirose Electric Co. Ltd. (Electronic Equipment, Instruments & Components) | 6 | ||||||
100 | Hitachi Construction Machinery Co. Ltd. (Machinery) | 3 | ||||||
100 | Hitachi Metals Ltd. (Metals & Mining) | 2 | ||||||
900 | Honda Motor Co. Ltd. (Automobiles) | 29 | ||||||
200 | HOYA Corp. (Health Care Equipment & Supplies) | 27 | ||||||
200 | Hulic Co. Ltd. (Real Estate Management & Development) | 2 | ||||||
100 | Ibiden Co. Ltd. (Electronic Equipment, Instruments & Components) | 5 | ||||||
152 | Idemitsu Kosan Co. Ltd. (Oil, Gas & Consumable Fuels)(b) | 4 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
100 | Iida Group Holdings Co. Ltd. (Household Durables) | $ | 3 | |||||
600 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 4 | ||||||
300 | Isuzu Motors Ltd. (Automobiles) | 4 | ||||||
700 | ITOCHU Corp. (Trading Companies & Distributors) | 20 | ||||||
100 | ITOCHU Techno-Solutions Corp. (IT Services) | 3 | ||||||
48 | Japan Airlines Co. Ltd. (Airlines)(a)(b) | 1 | ||||||
300 | Japan Exchange Group, Inc. (Capital Markets) | 7 | ||||||
200 | Japan Post Bank Co. Ltd. (Banks) | 2 | ||||||
900 | Japan Post Holdings Co. Ltd. (Insurance)(b) | 7 | ||||||
100 | Japan Post Insurance Co. Ltd. (Insurance)(b) | 2 | ||||||
1 | Japan Real Estate Investment Corp. (Equity Real Estate Investment Trusts) | 6 | ||||||
4 | Japan Retail Fund Investment Corp. (Equity Real Estate Investment Trusts) | 4 | ||||||
300 | JFE Holdings, Inc. (Metals & Mining) | 4 | ||||||
300 | Kajima Corp. (Construction & Engineering) | 4 | ||||||
100 | Kakaku.com, Inc. (Interactive Media & Services) | 3 | ||||||
100 | Kansai Paint Co. Ltd. (Chemicals) | 3 | ||||||
227 | Kao Corp. (Personal Products) | 14 | ||||||
874 | KDDI Corp. (Wireless Telecommunication Services) | 27 | ||||||
32 | Keio Corp. (Road & Rail) | 2 | ||||||
100 | Keisei Electric Railway Co. Ltd. (Road & Rail) | 3 | ||||||
134 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 68 | ||||||
100 | Kikkoman Corp. (Food Products) | 7 | ||||||
100 | Kintetsu Group Holdings Co. Ltd. (Road & Rail)(a) | 4 | ||||||
500 | Kirin Holdings Co. Ltd., Class - C (Beverages) | 10 | ||||||
100 | Kobe Bussan Co. Ltd. (Food & Staples Retailing) | 3 | ||||||
34 | Koito Manufacturing Co. Ltd. (Auto Components) | 2 | ||||||
500 | Komatsu Ltd. (Machinery) | 12 | ||||||
100 | Konami Holdings Corp. (Entertainment) | 6 | ||||||
43 | Kose Corp. (Personal Products) | 7 | ||||||
600 | Kubota Corp. (Machinery) | 12 | ||||||
100 | Kurita Water Industries Ltd. (Machinery) | 5 | ||||||
200 | Kyocera Corp. (Electronic Equipment, Instruments & Components) | 12 | ||||||
200 | Kyowa Kirin Co. Ltd. (Pharmaceuticals) | 7 | ||||||
100 | Lion Corp. (Household Products) | 2 | ||||||
200 | Lixil Corp. (Building Products) | 5 | ||||||
200 | M3, Inc. (Health Care Technology) | 15 | ||||||
100 | Makita Corp. (Machinery) | 5 | ||||||
900 | Marubeni Corp. (Trading Companies & Distributors) | 8 |
See accompanying notes to financial statements.
114
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
300 | Mazda Motor Corp. (Automobiles)(a) | $ | 3 | |||||
100 | Medipal Holdings Corp. (Health Care Providers & Services) | 2 | ||||||
100 | Mercari, Inc. (Internet & Direct Marketing Retail)(a) | 5 | ||||||
200 | MINEBEA MITSUMI, Inc. (Machinery) | 5 | ||||||
200 | MISUMI Group, Inc. (Machinery) | 7 | ||||||
700 | Mitsubishi Corp. (Trading Companies & Distributors) | 19 | ||||||
1,000 | Mitsubishi Electric Corp. (Electrical Equipment) | 15 | ||||||
700 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 11 | ||||||
100 | Mitsubishi Gas Chemical Co., Inc. (Chemicals) | 2 | ||||||
200 | Mitsubishi Heavy Industries Ltd. (Machinery) | 6 | ||||||
6,879 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 37 | ||||||
400 | Mitsubishi UFJ Lease & Finance Co. Ltd. (Diversified Financial Services) | 2 | ||||||
100 | Mitsui Chemicals, Inc. (Chemicals) | 3 | ||||||
500 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 12 | ||||||
100 | Miura Co. Ltd. (Machinery) | 4 | ||||||
1,310 | Mizuho Financial Group, Inc. (Banks) | 19 | ||||||
100 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 2 | ||||||
230 | MS&AD Insurance Group Holdings, Inc. (Insurance) | 7 | ||||||
337 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 26 | ||||||
100 | Nabtesco Corp. (Machinery) | 4 | ||||||
130 | NEC Corp. (Technology Hardware, Storage & Peripherals) | 7 | ||||||
300 | Nexon Co. Ltd. (Entertainment) | 7 | ||||||
100 | NGK Insulators Ltd. (Machinery) | 2 | ||||||
300 | Nidec Corp. (Electrical Equipment) | 35 | ||||||
200 | Nihon M&A Center, Inc. (Professional Services) | 5 | ||||||
45 | Nintendo Co. Ltd. (Entertainment) | 26 | ||||||
1 | Nippon Building Fund, Inc. (Equity Real Estate Investment Trusts)(b) | 6 | ||||||
400 | Nippon Paint Holdings Co. Ltd. (Chemicals) | 5 | ||||||
1 | Nippon Prologis REIT, Inc. (Equity Real Estate Investment Trusts)(b) | 3 | ||||||
500 | Nippon Steel Corp. (Metals & Mining)(b) | 8 | ||||||
762 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 20 | ||||||
100 | Nippon Yusen Kabushiki Kaisha (Marine) | 5 | ||||||
1,300 | Nissan Motor Co. Ltd. (Automobiles)(a) | 6 | ||||||
154 | Nisshin Seifun Group, Inc. (Food Products) | 2 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
100 | Nitto Denko Corp. (Chemicals) | $ | 7 | |||||
1,800 | Nomura Holdings, Inc. (Capital Markets) | 9 | ||||||
100 | Nomura Real Estate Holdings, Inc. (Real Estate Management & Development) | 3 | ||||||
2 | Nomura Real Estate Master Fund, Inc. (Equity Real Estate Investment Trusts) | 3 | ||||||
235 | Nomura Research Institute Ltd. (IT Services) | 8 | ||||||
200 | NSK Ltd. (Machinery) | 2 | ||||||
400 | NTT Data Corp. (IT Services) | 6 | ||||||
400 | Obayashi Corp. (Construction & Engineering) | 3 | ||||||
200 | Odakyu Electric Railway Co. Ltd. (Road & Rail) | 5 | ||||||
500 | Oji Paper Co. Ltd. (Paper & Forest Products) | 3 | ||||||
147 | OMRON Corp. (Electronic Equipment, Instruments & Components) | 12 | ||||||
49 | Oracle Corp. (Software) | 4 | ||||||
100 | Oriental Land Co. Ltd. (Hotels, Restaurants & Leisure) | 14 | ||||||
700 | ORIX Corp. (Diversified Financial Services) | 12 | ||||||
1 | ORIX JREIT, Inc. (Equity Real Estate Investment Trusts) | 2 | ||||||
200 | Osaka Gas Co. Ltd. (Gas Utilities) | 4 | ||||||
34 | OTSUKA Corp. (IT Services) | 2 | ||||||
268 | Pan Pacific International Holdings Corp. (Multiline Retail) | 6 | ||||||
1,200 | Panasonic Corp. (Household Durables) | 14 | ||||||
100 | PeptiDream, Inc. (Biotechnology)(a) | 5 | ||||||
100 | Persol Holdings Co. Ltd. (Professional Services) | 2 | ||||||
48 | Pigeon Corp. (Household Products) | 1 | ||||||
100 | Pola Orbis Holdings, Inc. (Personal Products) | 3 | ||||||
500 | Rakuten, Inc. (Internet & Direct Marketing Retail) | 6 | ||||||
800 | Recruit Holdings Co. Ltd. (Professional Services)(b) | 39 | ||||||
500 | Renesas Electronics Corp. (Semiconductors & Semiconductor Equipment)(a)(b) | 5 | ||||||
1,200 | Resona Holdings, Inc. (Banks) | 5 | ||||||
400 | Ricoh Co. Ltd. (Technology Hardware, Storage & Peripherals) | 4 | ||||||
43 | Rinnai Corp. (Household Durables) | 4 | ||||||
21 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 2 | ||||||
110 | Ryohin Keikaku Co. Ltd. (Multiline Retail) | 2 | ||||||
200 | Santen Pharmaceutical Co. Ltd. (Pharmaceuticals) | 3 | ||||||
100 | SBI Holdings, Inc. (Capital Markets) | 2 | ||||||
100 | Secom Co. Ltd. (Commercial Services & Supplies) | 8 |
See accompanying notes to financial statements.
115
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
200 | Seiko Epson Corp. (Technology Hardware, Storage & Peripherals) | $ | 4 | |||||
200 | Sekisui Chemical Co. Ltd. (Household Durables) | 3 | ||||||
300 | Sekisui House Ltd. (Household Durables) | 6 | ||||||
467 | Seven & I Holdings Co. Ltd. (Food & Staples Retailing) | 22 | ||||||
200 | SG Holdings Co. Ltd. (Air Freight & Logistics) | 5 | ||||||
100 | Sharp Corp. (Household Durables)(b) | 2 | ||||||
300 | Shimizu Corp. (Construction & Engineering) | 2 | ||||||
200 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 33 | ||||||
1,600 | Softbank Corp. (Wireless Telecommunication Services) | 21 | ||||||
718 | SoftBank Group Corp. (Wireless Telecommunication Services) | 50 | ||||||
200 | Sompo Holdings, Inc. (Insurance) | 7 | ||||||
700 | Sony Corp. (Household Durables) | 68 | ||||||
100 | Square Enix Holdings Co. Ltd. (Entertainment) | 5 | ||||||
100 | Stanley Electric Co. Ltd. (Auto Components) | 3 | ||||||
300 | Subaru Corp. (Automobiles) | 6 | ||||||
200 | SUMCO Corp. (Semiconductors & Semiconductor Equipment) | 5 | ||||||
600 | Sumitomo Corp. (Trading Companies & Distributors) | 8 | ||||||
400 | Sumitomo Electric Industries Ltd. (Auto Components) | 6 | ||||||
100 | Sumitomo Metal Mining Co. Ltd. (Metals & Mining) | 4 | ||||||
700 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 24 | ||||||
223 | Sumitomo Mitsui Trust Holdings, Inc. (Banks) | 7 | ||||||
200 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 7 | ||||||
100 | Suntory Beverage & Food Ltd. (Beverages) | 4 | ||||||
200 | Suzuki Motor Corp. (Automobiles) | 8 | ||||||
100 | Sysmex Corp. (Health Care Equipment & Supplies) | 12 | ||||||
300 | T&D Holdings, Inc. (Insurance) | 4 | ||||||
100 | Taisei Corp. (Construction & Engineering) | 3 | ||||||
46 | Taisho Pharmaceutical Holdings Co. Ltd. (Pharmaceuticals) | 2 | ||||||
100 | Taiyo Nippon Sanso Corp. (Chemicals) | 2 | ||||||
100 | TDK Corp. (Electronic Equipment, Instruments & Components) | 12 | ||||||
400 | Terumo Corp. (Health Care Equipment & Supplies) | 16 | ||||||
300 | The Chiba Bank Ltd. (Banks) | 2 | ||||||
400 | The Kansai Electric Power Co., Inc. (Electric Utilities) | 4 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
200 | The Shizuoka Bank Ltd. (Banks) | $ | 2 | |||||
100 | THK Co. Ltd. (Machinery) | 3 | ||||||
100 | TIS, Inc. (IT Services) | 3 | ||||||
145 | Tobu Railway Co. Ltd. (Road & Rail) | 4 | ||||||
45 | Toho Co. Ltd. (Entertainment) | 2 | ||||||
200 | Tohoku Electric Power Co., Inc. (Electric Utilities) | 2 | ||||||
331 | Tokio Marine Holdings, Inc. (Insurance) | 15 | ||||||
800 | Tokyo Electric Power Co. Holdings, Inc. (Electric Utilities)(a) | 2 | ||||||
100 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 43 | ||||||
200 | Tokyo Gas Co. Ltd. (Gas Utilities) | 4 | ||||||
300 | Tokyu Corp. (Road & Rail) | 4 | ||||||
200 | TOPPAN, Inc. (Commercial Services & Supplies) | 3 | ||||||
800 | Toray Industries, Inc. (Chemicals) | 5 | ||||||
200 | Toshiba Corp. (Industrial Conglomerates) | 9 | ||||||
200 | Tosoh Corp. (Chemicals) | 3 | ||||||
100 | TOTO Ltd. (Building Products) | 5 | ||||||
100 | Toyo Suisan Kaisha Ltd. (Food Products) | 4 | ||||||
100 | Toyota Industries Corp. (Auto Components) | 9 | ||||||
1,230 | Toyota Motor Corp. (Automobiles) | 109 | ||||||
100 | Trend Micro, Inc. (Software) | 5 | ||||||
47 | Tsuruha Holdings, Inc. (Food & Staples Retailing) | 5 | ||||||
200 | Unicharm Corp. (Household Products) | 8 | ||||||
2 | United Urban Investment Corp. (Equity Real Estate Investment Trusts) | 3 | ||||||
100 | USS Co. Ltd. (Specialty Retail) | 2 | ||||||
100 | Welcia Holdings Co. Ltd. (Food & Staples Retailing) | 3 | ||||||
100 | Yakult Honsha Co. Ltd. (Food Products) | 6 | ||||||
400 | Yamada Denki Co. Ltd. (Specialty Retail) | 2 | ||||||
100 | Yamaha Corp. (Leisure Products) | 5 | ||||||
200 | Yamaha Motor Co. Ltd. (Automobiles) | 5 | ||||||
200 | Yamato Holdings Co. Ltd. (Air Freight & Logistics) | 6 | ||||||
100 | Yaskawa Electric Corp. (Electronic Equipment, Instruments & Components) | 5 | ||||||
100 | Yokogawa Electric Corp. (Electronic Equipment, Instruments & Components) | 1 | ||||||
1,500 | Z Holdings Corp. (Interactive Media & Services) | 8 | ||||||
100 | ZOZO, Inc. (Internet & Direct Marketing Retail)(b) | 3 | ||||||
1,928 | ||||||||
Jersey — 0.15% | ||||||||
5,558 | Glencore PLC (Metals & Mining)(b) | 25 |
See accompanying notes to financial statements.
116
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Jersey (continued) | ||||||||
51 | Novocure Ltd. (Health Care Equipment & Supplies)(a) | $ | 11 | |||||
704 | WPP PLC (Media) | 9 | ||||||
45 | ||||||||
Liberia — 0.04% | ||||||||
126 | Royal Caribbean Cruises Ltd. (Hotels, Restaurants & Leisure)(a) | 11 | ||||||
Luxembourg — 0.05% | ||||||||
405 | ArcelorMittal SA (Metals & Mining) | 12 | ||||||
257 | Tenaris SA (Energy Equipment & Services) | 3 | ||||||
15 | ||||||||
Netherlands — 1.68% | ||||||||
230 | ABN AMRO Group N.V. (Banks)(a)(b) | 3 | ||||||
11 | Adyen N.V. (IT Services)(a)(b) | 27 | ||||||
973 | AEGON N.V. (Insurance) | 4 | ||||||
110 | Akzo Nobel N.V. (Chemicals) | 14 | ||||||
25 | Argenx SE (Biotechnology)(a) | 8 | ||||||
26 | Asm International N.V. (Semiconductors & Semiconductor Equipment) | 9 | ||||||
233 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment) | 159 | ||||||
587 | CNH Industrial N.V. (Machinery) | 10 | ||||||
59 | EXOR N.V. (Diversified Financial Services) | 5 | ||||||
62 | Heineken Holding N.V., Class - A (Beverages) | 6 | ||||||
146 | Heineken N.V. (Beverages) | 18 | ||||||
2,170 | ING Groep N.V. (Banks) | 29 | ||||||
41 | JDE Peet’s N.V. (Food Products)(a) | 1 | ||||||
101 | Just Eat Takeaway.com N.V. (Internet & Direct Marketing Retail)(a)(b) | 9 | ||||||
607 | Koninklijke Ahold Delhaize N.V. (Food & Staples Retailing) | 18 | ||||||
97 | Koninklijke DSM N.V. (Chemicals) | 18 | ||||||
1,943 | Koninklijke KPN N.V. (Diversified Telecommunication Services) | 6 | ||||||
516 | Koninklijke Philips N.V. (Health Care Equipment & Supplies)^ | 26 | ||||||
38 | Koninklijke Vopak N.V. (Oil, Gas & Consumable Fuels) | 2 | ||||||
147 | LyondellBasell Industries N.V., Class - A (Chemicals) | 15 | ||||||
170 | NN Group N.V. (Insurance) | 8 | ||||||
156 | NXP Semiconductors N.V. (Semiconductors & Semiconductor Equipment) | 31 | ||||||
271 | Prosus N.V. (Internet & Direct Marketing Retail)(b) | 26 | ||||||
65 | Randstad N.V. (Professional Services) | 5 |
Shares | Security Description | Value | ||||||
Netherlands (continued) | ||||||||
382 | STMicroelectronics N.V. (Semiconductors & Semiconductor Equipment) | $ | 14 | |||||
149 | Wolters Kluwer N.V. (Professional Services) | 15 | ||||||
486 | ||||||||
New Zealand — 0.10% | ||||||||
681 | Auckland International Airport Ltd. (Transportation Infrastructure)(a) | 3 | ||||||
313 | Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies) | 7 | ||||||
370 | Mercury NZ Ltd. (Electric Utilities) | 2 | ||||||
697 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 3 | ||||||
218 | Ryman Healthcare Ltd. (Health Care Providers & Services) | 2 | ||||||
1,007 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 3 | ||||||
404 | The a2 Milk Co. Ltd. (Food Products)(a) | 2 | ||||||
74 | Xero Ltd. (Software)(a) | 7 | ||||||
29 | ||||||||
Norway — 0.20% | ||||||||
130 | Adevinta ASA (Interactive Media & Services)(a) | 2 | ||||||
506 | DNB ASA (Banks) | 12 | ||||||
531 | Equinor ASA (Oil, Gas & Consumable Fuels) | 12 | ||||||
109 | Gjensidige Forsikring ASA (Insurance) | 2 | ||||||
239 | Mowi ASA (Food Products) | 6 | ||||||
731 | Norsk Hydro ASA (Metals & Mining) | 5 | ||||||
408 | Orkla ASA (Food Products) | 4 | ||||||
45 | Schibsted ASA, Class - A (Media) | 2 | ||||||
53 | Schibsted ASA, Class - B (Media) | 2 | ||||||
381 | Telenor ASA (Diversified Telecommunication Services) | 6 | ||||||
95 | Yara International ASA (Chemicals) | 5 | ||||||
58 | ||||||||
Panama — 0.04% | ||||||||
463 | Carnival Corp. (Hotels, Restaurants & Leisure)(a) | 12 | ||||||
Papua New Guinea — 0.01% | ||||||||
1,073 | Oil Search Ltd. (Oil, Gas & Consumable Fuels) | 3 | ||||||
Poland — 0.01% | ||||||||
105 | InPost SA (Air Freight & Logistics)(a) | 2 | ||||||
Portugal — 0.05% | ||||||||
1,593 | EDP - Energias de Portugal SA (Electric Utilities) | 9 | ||||||
273 | Galp Energia SGPS SA, B Shares (Oil, Gas & Consumable Fuels)(b) | 3 |
See accompanying notes to financial statements.
117
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Portugal (continued) | ||||||||
137 | Jeronimo Martins, SGPS, SA (Food & Staples Retailing) | $ | 2 | |||||
14 | ||||||||
Singapore — 0.34% | ||||||||
1,750 | Ascendas Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 4 | ||||||
2,508 | CapitaLand Integrated Commercial Trust (Equity Real Estate Investment Trusts) | 4 | ||||||
1,400 | CapitaLand Ltd. (Real Estate Management & Development) | 4 | ||||||
200 | City Developments Ltd. (Real Estate Management & Development) | 1 | ||||||
1,024 | DBS Group Holdings Ltd. (Banks) | 24 | ||||||
3,300 | Genting Singapore Ltd. (Hotels, Restaurants & Leisure) | 2 | ||||||
800 | Keppel Corp. Ltd. (Industrial Conglomerates) | 3 | ||||||
1,200 | Mapletree Commercial Trust (Equity Real Estate Investment Trusts) | 2 | ||||||
1,600 | Mapletree Logistics Trust (Equity Real Estate Investment Trusts)(b) | 2 | ||||||
1,910 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 17 | ||||||
8 | Sea Ltd., ADR (Entertainment)(a) | 2 | ||||||
700 | Singapore Airlines Ltd. (Airlines)(a) | 3 | ||||||
400 | Singapore Exchange Ltd. (Capital Markets) | 3 | ||||||
4,400 | Singapore Telecommunications Ltd. (Diversified Telecommunication Services) | 7 | ||||||
700 | United Overseas Bank Ltd. (Banks) | 13 | ||||||
300 | United Overseas Land Group Ltd. (Real Estate Management & Development) | 2 | ||||||
200 | Venture Corp. Ltd. (Electronic Equipment, Instruments & Components) | 3 | ||||||
1,000 | Wilmar International Ltd. (Food Products) | 3 | ||||||
99 | ||||||||
Spain — 0.81% | ||||||||
129 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 3 | ||||||
42 | Aena SME SA (Transportation Infrastructure)(a)(b) | 7 | ||||||
249 | Amadeus IT Group SA (IT Services)(a) | 18 | ||||||
3,769 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 23 | ||||||
9,645 | Banco Santander SA (Banks)(b) | 37 | ||||||
2,515 | CaixaBank SA (Banks) | 8 | ||||||
275 | Cellnex Telecom SA (Diversified Telecommunication Services)(b) | 18 | ||||||
152 | EDP Renovaveis SA (Independent Power and Renewable Electricity Producers) | 4 | ||||||
135 | Enagas SA (Oil, Gas & Consumable Fuels)(b) | 3 | ||||||
168 | Endesa SA (Electric Utilities) | 4 |
Shares | Security Description | Value | ||||||
Spain (continued) | ||||||||
267 | Ferrovial SA (Construction & Engineering) | $ | 8 | |||||
162 | Grifols SA (Biotechnology) | 4 | ||||||
3,224 | Iberdrola SA (Electric Utilities) | 39 | ||||||
607 | Industria de Diseno Textil SA (Specialty Retail) | 21 | ||||||
158 | Naturgy Energy Group SA (Gas Utilities) | 4 | ||||||
235 | Red Electrica Corp. SA (Electric Utilities) | 4 | ||||||
859 | Repsol SA (Oil, Gas & Consumable Fuels) | 11 | ||||||
130 | Siemens Gamesa Renewable Energy SA, Registered Shares (Electrical Equipment) | 4 | ||||||
3,004 | Telefonica SA (Diversified Telecommunication Services) | 14 | ||||||
234 | ||||||||
Sweden — 1.12% | ||||||||
171 | Alfa Laval AB (Machinery) | 6 | ||||||
552 | Assa Abloy AB, B Shares (Building Products) | 17 | ||||||
374 | Atlas Copco AB, A Shares (Machinery) | 23 | ||||||
217 | Atlas Copco AB, B Shares (Machinery) | 11 | ||||||
149 | Boliden AB (Metals & Mining) | 6 | ||||||
123 | Electrolux AB, B Shares (Household Durables) | 3 | ||||||
135 | Embracer Group AB (Entertainment)(a) | 4 | ||||||
379 | Epiroc AB, Class - A (Machinery) | 9 | ||||||
212 | Epiroc AB, Class - B (Machinery) | 4 | ||||||
126 | Equities AB (Capital Markets) | 5 | ||||||
348 | Essity AB, Class - B (Household Products) | 12 | ||||||
95 | Evolution AB (Hotels, Restaurants & Leisure)(b) | 15 | ||||||
55 | Fastighets AB Balder, Class - B (Real Estate Management & Development)(a) | 3 | ||||||
437 | Hennes & Mauritz AB, B Shares (Specialty Retail)(a) | 10 | ||||||
1,113 | Hexagon AB, Class - B (Electronic Equipment, Instruments & Components) | 16 | ||||||
227 | Husqvarna AB (Household Durables) | 3 | ||||||
55 | ICA Gruppen AB (Food & Staples Retailing) | 3 | ||||||
58 | Industrivarden AB, A Shares (Diversified Financial Services)(b) | 2 | ||||||
87 | Industrivarden AB, C Shares (Diversified Financial Services) | 3 | ||||||
81 | Investment AB Latour, Class - B (Industrial Conglomerates)^ | 3 | ||||||
1,028 | Investor AB, Class - B (Diversified Financial Services)(a) | 23 | ||||||
132 | Kinnevik AB, Class - B (Diversified Financial Services) | 5 | ||||||
41 | L E Lundbergforetagen AB, Class - B (Diversified Financial Services) | 3 | ||||||
101 | Lundin Energy AB (Oil, Gas & Consumable Fuels) | 4 | ||||||
788 | Nibe Industrier AB, Class - B (Building Products) | 8 |
See accompanying notes to financial statements.
118
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Sweden (continued) | ||||||||
638 | Sandvik AB (Machinery) | $ | 16 | |||||
170 | Securitas AB, B Shares (Commercial Services & Supplies) | 3 | ||||||
280 | Sinch AB (Software)(a) | 5 | ||||||
920 | Skandinaviska Enskilda Banken AB, Class - A (Banks) | 12 | ||||||
185 | Skanska AB, B Shares (Construction & Engineering) | 5 | ||||||
207 | SKF AB, B Shares (Machinery) | 5 | ||||||
329 | Svenska Cellulosa AB SCA, B Shares (Paper & Forest Products) | 5 | ||||||
816 | Svenska Handelsbanken AB, A Shares (Banks) | 9 | ||||||
520 | Swedbank AB, A Shares (Banks) | 10 | ||||||
272 | Tele2 AB, B Shares (Wireless Telecommunication Services)^ | 4 | ||||||
1,623 | Telefonaktiebolaget LM Ericsson, B Shares (Communications Equipment) | 20 | ||||||
1,499 | Telia Co. AB (Diversified Telecommunication Services) | 7 | ||||||
805 | Volvo AB, B Shares (Machinery)^ | 19 | ||||||
105 | Volvo AB, Class - A (Machinery) | 3 | ||||||
324 | ||||||||
Switzerland — 2.44% | ||||||||
968 | ABB Ltd., Registered Shares (Electrical Equipment) | 33 | ||||||
84 | Adecco Group AG (Professional Services) | 6 | ||||||
273 | Alcon, Inc. (Health Care Equipment & Supplies) | 19 | ||||||
25 | Baloise Holding AG, Registered Shares (Insurance) | 4 | ||||||
18 | Banque Cantonale Vaudoise, Registered Shares (Banks) | 2 | ||||||
2 | Barry Callebaut AG, Registered Shares (Food Products)(b) | 5 | ||||||
1 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 10 | ||||||
251 | Chubb Ltd. (Insurance) | 40 | ||||||
108 | Clariant AG, Registered Shares (Chemicals) | 2 | ||||||
109 | Coca-Cola HBC AG (Beverages) | 4 | ||||||
290 | Compagnie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 35 | ||||||
1,383 | Credit Suisse Group AG, Registered Shares (Capital Markets) | 14 | ||||||
4 | EMS-Chemie Holding AG (Chemicals) | 4 | ||||||
86 | Garmin Ltd. (Household Durables) | 12 | ||||||
21 | Geberit AG, Registered Shares (Building Products) | 16 | ||||||
5 | Givaudan SA, Registered Shares (Chemicals) | 23 |
Shares | Security Description | Value | ||||||
Switzerland (continued) | ||||||||
296 | Holcim Ltd., Registered Shares (Construction Materials)(b) | $ | 18 | |||||
122 | Julius Baer Group Ltd. (Capital Markets) | 8 | ||||||
31 | Kuehne & Nagel International AG, Registered Shares (Marine) | 11 | ||||||
94 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | 11 | ||||||
1,602 | Nestle SA, Registered Shares (Food Products) | 200 | ||||||
13 | Partners Group Holding AG (Capital Markets) | 20 | ||||||
22 | Schindler Holding AG (Machinery) | 7 | ||||||
11 | Schindler Holding AG, Registered Shares (Machinery) | 3 | ||||||
3 | SGS SA, Registered Shares (Professional Services)(b) | 9 | ||||||
79 | Sika AG, Registered Shares (Chemicals)(b) | 26 | ||||||
30 | Sonova Holding AG, Registered Shares (Health Care Equipment & Supplies)(b) | 11 | ||||||
6 | Straumann Holding AG, Registered Shares (Health Care Equipment & Supplies) | 10 | ||||||
17 | Swiss Life Holding AG (Insurance) | 8 | ||||||
41 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 4 | ||||||
167 | Swiss Re AG (Insurance) | 15 | ||||||
14 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 8 | ||||||
200 | TE Connectivity Ltd. (Electronic Equipment, Instruments & Components) | 27 | ||||||
36 | Temenos AG, Registered Shares (Software) | 6 | ||||||
31 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 2 | ||||||
16 | The Swatch Group AG, B Shares (Textiles, Apparel & Luxury Goods) | 5 | ||||||
2,039 | UBS Group AG (Capital Markets) | 31 | ||||||
25 | Vifor Pharma AG (Pharmaceuticals) | 3 | ||||||
84 | Zurich Financial Services AG (Insurance) | 34 | ||||||
706 | ||||||||
United Arab Emirates — 0.00% | ||||||||
118 | NMC Health PLC (Health Care Providers & Services)(a)(c) | — | ||||||
United Kingdom — 4.14% | ||||||||
559 | 3i Group PLC (Capital Markets) | 9 | ||||||
105 | Admiral Group PLC (Insurance) | 5 | ||||||
865 | Amcor PLC (Containers & Packaging) | 10 | ||||||
717 | Anglo American PLC (Metals & Mining) | 28 | ||||||
214 | Antofagasta PLC (Metals & Mining) | 4 | ||||||
127 | Aon PLC, Class - A (Insurance) | 30 | ||||||
150 | Aptiv PLC (Auto Components)(a) | 24 |
See accompanying notes to financial statements.
119
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
249 | Ashtead Group PLC (Trading Companies & Distributors) | $ | 18 | |||||
190 | Associated British Foods PLC (Food Products) | 6 | ||||||
525 | Auto Trader Group PLC (Interactive Media & Services)(a)(b) | 5 | ||||||
63 | Aveva Group PLC (Software) | 3 | ||||||
2,244 | Aviva PLC (Insurance) | 13 | ||||||
9,653 | Barclays PLC (Banks) | 23 | ||||||
554 | Barratt Developments PLC (Household Durables) | 5 | ||||||
68 | Berkeley Group Holdings PLC (Household Durables) | 4 | ||||||
11,274 | BP PLC (Oil, Gas & Consumable Fuels) | 49 | ||||||
479 | British Land Co. PLC (Equity Real Estate Investment Trusts) | 3 | ||||||
5,109 | BT Group PLC (Diversified Telecommunication Services)(a) | 14 | ||||||
183 | Bunzl PLC (Trading Companies & Distributors) | 6 | ||||||
220 | Burberry Group PLC (Textiles, Apparel & Luxury Goods)(a)(b) | 6 | ||||||
177 | Clarivate PLC (Professional Services)(a) | 5 | ||||||
113 | Coca-Cola Europacific Partners PLC (Beverages) | 7 | ||||||
992 | Compass Group PLC (Hotels, Restaurants & Leisure)(a) | 21 | ||||||
76 | Croda International PLC (Chemicals)(b) | 8 | ||||||
1,301 | Diageo PLC (Beverages) | 62 | ||||||
742 | Direct Line Insurance Group PLC (Insurance) | 3 | ||||||
277 | Evraz PLC (Metals & Mining) | 2 | ||||||
124 | Ferguson PLC (Trading Companies & Distributors) | 17 | ||||||
206 | Halma PLC (Electronic Equipment, Instruments & Components) | 8 | ||||||
181 | Hargreaves Lansdown PLC (Capital Markets) | 4 | ||||||
11,329 | HSBC Holdings PLC (Banks) | 65 | ||||||
817 | Informa PLC (Media)(a) | 6 | ||||||
103 | Intercontinental Hotels Group PLC (Hotels, Restaurants & Leisure)(a) | 7 | ||||||
88 | Intertek Group PLC (Professional Services) | 7 | ||||||
968 | J Sainsbury PLC (Food & Staples Retailing) | 4 | ||||||
280 | JD Sports Fashion PLC (Specialty Retail) | 4 | ||||||
105 | Johnson Matthey PLC (Chemicals) | 4 | ||||||
1,148 | Kingfisher PLC (Specialty Retail) | 6 | ||||||
383 | Land Securities Group PLC (Equity Real Estate Investment Trusts) | 4 | ||||||
3,329 | Legal & General Group PLC (Insurance) | 12 | ||||||
96 | Liberty Global PLC, Class - A (Media)(a) | 3 | ||||||
209 | Liberty Global PLC, Class - C (Media)(a) | 6 | ||||||
292 | Linde PLC (Chemicals) | 84 |
Shares | Security Description | Value | ||||||
United Kingdom (continued) | ||||||||
39,396 | Lloyds Banking Group PLC (Banks) | $ | 25 | |||||
179 | London Stock Exchange Group PLC (Capital Markets)(b) | 20 | ||||||
1,414 | M&G PLC (Diversified Financial Services) | 4 | ||||||
264 | Mondi PLC (Paper & Forest Products) | 7 | ||||||
1,958 | National Grid PLC (Multi-Utilities) | 25 | ||||||
2,638 | Natwest Group PLC (Banks)(b) | 7 | ||||||
72 | Next PLC (Multiline Retail)(a) | 8 | ||||||
264 | Ocado Group PLC (Internet & Direct Marketing Retail)(a)(b) | 7 | ||||||
409 | Pearson PLC (Media) | 5 | ||||||
173 | Persimmon PLC (Household Durables) | 7 | ||||||
299 | Phoenix Group Holdings PLC (Insurance) | 3 | ||||||
1,451 | Prudential PLC (Insurance) | 28 | ||||||
1,075 | RELX PLC (Professional Services) | 29 | ||||||
1,008 | Rentokil Initial PLC (Commercial Services & Supplies) | 7 | ||||||
�� | 624 | Rio Tinto PLC (Metals & Mining) | 51 | |||||
2,281 | Royal Dutch Shell PLC, A Shares (Oil, Gas & Consumable Fuels) | 46 | ||||||
2,061 | Royal Dutch Shell PLC, B Shares (Oil, Gas & Consumable Fuels) | 40 | ||||||
68 | Schroders PLC (Capital Markets) | 3 | ||||||
684 | Segro PLC (Equity Real Estate Investment Trusts) | 10 | ||||||
89 | Sensata Technologies Holding PLC (Electrical Equipment)(a) | 5 | ||||||
130 | Severn Trent PLC (Water Utilities) | 4 | ||||||
503 | Smith & Nephew PLC (Health Care Equipment & Supplies) | 11 | ||||||
216 | Smiths Group PLC (Industrial Conglomerates) | 5 | ||||||
40 | Spirax-Sarco Engineering PLC (Machinery) | 8 | ||||||
596 | SSE PLC (Electric Utilities) | 12 | ||||||
292 | St. James Place PLC (Capital Markets) | 6 | ||||||
1,535 | Standard Chartered PLC (Banks) | 10 | ||||||
1,199 | Standard Life Aberdeen PLC (Diversified Financial Services) | 4 | ||||||
1,158 | Stellantis N.V. (Automobiles) | 23 | ||||||
1,982 | Taylor Wimpey PLC (Household Durables)(b) | 4 | ||||||
4,300 | Tesco PLC (Food & Staples Retailing) | 13 | ||||||
594 | The Sage Group PLC (Software) | 6 | ||||||
1,462 | Unilever PLC (Personal Products) | 85 | ||||||
371 | United Utilities Group PLC (Water Utilities) | 5 | ||||||
14,924 | Vodafone Group PLC (Wireless Telecommunication Services) | 25 | ||||||
110 | Whitbread PLC (Hotels, Restaurants & Leisure)(a) | 5 | ||||||
1,310 | William Morrison Supermarkets PLC (Food & Staples Retailing) | 4 |
See accompanying notes to financial statements.
120
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
71 | Willis Towers Watson PLC (Insurance) | $ | 16 | |||||
1,197 | ||||||||
United States — 65.39% | ||||||||
321 | 3M Co. (Industrial Conglomerates) | 64 | ||||||
77 | A.O. Smith Corp. (Building Products) | 6 | ||||||
986 | Abbott Laboratories (Health Care Equipment & Supplies) | 114 | ||||||
25 | Abiomed, Inc. (Health Care Equipment & Supplies)(a) | 8 | ||||||
352 | Accenture PLC, Class - A (IT Services) | 104 | ||||||
430 | Activision Blizzard, Inc. (Entertainment) | 41 | ||||||
267 | Adobe, Inc. (Software)(a) | 156 | ||||||
37 | Advance Auto Parts, Inc. (Specialty Retail) | 8 | ||||||
669 | Advanced Micro Devices, Inc. (Semiconductors & Semiconductor Equipment)(a) | 63 | ||||||
377 | Aflac, Inc. (Insurance) | 20 | ||||||
171 | Agilent Technologies, Inc. (Life Sciences Tools & Services) | 25 | ||||||
309 | AGNC Investment Corp. (Mortgage Real Estate Investment Trusts) | 5 | ||||||
123 | Air Products & Chemicals, Inc. (Chemicals) | 35 | ||||||
35 | Airbnb, Inc., Class - A (Hotels, Restaurants & Leisure)(a) | 5 | ||||||
90 | Akamai Technologies, Inc. (IT Services)(a) | 10 | ||||||
64 | Albemarle Corp. (Chemicals) | 11 | ||||||
74 | Alexandria Real Estate Equities, Inc. (Equity Real Estate Investment Trusts) | 13 | ||||||
122 | Alexion Pharmaceuticals, Inc. (Biotechnology)(a) | 22 | ||||||
42 | Align Technology, Inc. (Health Care Equipment & Supplies)(a) | 26 | ||||||
8 | Alleghany Corp. (Insurance)(a) | 5 | ||||||
138 | Alliant Energy Corp. (Electric Utilities) | 8 | ||||||
206 | Ally Financial, Inc. (Consumer Finance) | 10 | ||||||
64 | Alnylam Pharmaceuticals, Inc. (Biotechnology)(a) | 11 | ||||||
167 | Alphabet, Inc., Class - A (Interactive Media & Services)(a) | 407 | ||||||
164 | Alphabet, Inc., Class - C (Interactive Media & Services)(a) | 410 | ||||||
133 | Altice USA, Inc., Class - A (Media)(a) | 5 | ||||||
238 | Amazon.com, Inc. (Internet & Direct Marketing Retail)(a) | 818 | ||||||
5 | AMERCO (Road & Rail) | 3 | ||||||
136 | Ameren Corp. (Multi-Utilities) | 11 | ||||||
276 | American Electric Power Co., Inc. (Electric Utilities) | 23 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
381 | American Express Co. (Consumer Finance) | $ | 63 | |||||
42 | American Financial Group, Inc. (Insurance) | 5 | ||||||
479 | American International Group, Inc. (Insurance) | 23 | ||||||
247 | American Tower Corp. (Equity Real Estate Investment Trusts) | 67 | ||||||
100 | American Water Works Co., Inc. (Water Utilities) | 15 | ||||||
65 | Ameriprise Financial, Inc. (Capital Markets) | 16 | ||||||
88 | AmerisourceBergen Corp. (Health Care Providers & Services) | 10 | ||||||
127 | AMETEK, Inc. (Electrical Equipment) | 17 | ||||||
333 | Amphenol Corp., Class - A (Electronic Equipment, Instruments & Components) | 23 | ||||||
206 | Analog Devices, Inc. (Semiconductors & Semiconductor Equipment) | 35 | ||||||
771 | Annaly Capital Management, Inc. (Mortgage Real Estate Investment Trusts) | 7 | ||||||
48 | ANSYS, Inc. (Software)(a) | 17 | ||||||
138 | Anthem, Inc. (Health Care Providers & Services) | 53 | ||||||
95 | Apollo Global Management, Inc. (Capital Markets) | 6 | ||||||
9,345 | Apple, Inc. (Technology Hardware, Storage & Peripherals) | 1,279 | ||||||
508 | Applied Materials, Inc. (Semiconductors & Semiconductor Equipment) | 72 | ||||||
129 | Aramark (Hotels, Restaurants & Leisure) | 5 | ||||||
309 | Archer-Daniels-Midland Co. (Food Products) | 19 | ||||||
32 | Arista Networks, Inc. (Communications Equipment)(a) | 12 | ||||||
43 | Arrow Electronics, Inc. (Electronic Equipment, Instruments & Components)(a) | 5 | ||||||
106 | Arthur J. Gallagher & Co. (Insurance) | 15 | ||||||
33 | Assurant, Inc. (Insurance) | 5 | ||||||
3,964 | AT&T, Inc. (Diversified Telecommunication Services) | 114 | ||||||
69 | Atmos Energy Corp. (Gas Utilities) | 7 | ||||||
122 | Autodesk, Inc. (Software)(a) | 36 | ||||||
47 | Autoliv, Inc. (Auto Components) | 5 | ||||||
239 | Automatic Data Processing, Inc. (IT Services) | 47 | ||||||
13 | AutoZone, Inc. (Specialty Retail)(a) | 19 | ||||||
44 | Avalara, Inc. (Software)(a) | 7 | ||||||
77 | AvalonBay Communities, Inc. (Equity Real Estate Investment Trusts) | 16 | ||||||
287 | Avantor, Inc. (Life Sciences Tools & Services)(a) | 10 | ||||||
46 | Avery Dennison Corp. (Containers & Packaging) | 10 | ||||||
409 | Baker Hughes, Inc. (Energy Equipment & Services) | 9 | ||||||
180 | Ball Corp. (Containers & Packaging) | 15 | ||||||
4,330 | Bank of America Corp. (Banks) | 179 |
See accompanying notes to financial statements.
121
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
284 | Baxter International, Inc. (Health Care Equipment & Supplies) | $ | 23 | |||||
161 | Becton, Dickinson & Co. (Health Care Equipment & Supplies) | 39 | ||||||
90 | Bentley Systems, Inc., Class - B (Software) | 6 | ||||||
763 | Berkshire Hathaway, Inc., Class - B (Diversified Financial Services)(a) | 212 | ||||||
128 | Best Buy Co., Inc. (Specialty Retail) | 15 | ||||||
100 | BioMarin Pharmaceutical, Inc. (Biotechnology)(a) | 8 | ||||||
12 | Bio-Rad Laboratories, Inc., Class - A (Life Sciences Tools & Services)(a) | 8 | ||||||
21 | Bio-Techne Corp. (Life Sciences Tools & Services) | 9 | ||||||
87 | Black Knight, Inc. (IT Services)(a) | 7 | ||||||
85 | BlackRock, Inc., Class - A (Capital Markets) | 74 | ||||||
23 | Booking Holdings, Inc. (Internet & Direct Marketing Retail)(a) | 50 | ||||||
76 | Booz Allen Hamilton Holding Corp. (IT Services) | 6 | ||||||
135 | BorgWarner, Inc. (Auto Components) | 7 | ||||||
82 | Boston Properties, Inc. (Equity Real Estate Investment Trusts) | 9 | ||||||
796 | Boston Scientific Corp. (Health Care Equipment & Supplies)(a) | 34 | ||||||
227 | Broadcom, Inc. (Semiconductors & Semiconductor Equipment) | 108 | ||||||
64 | Broadridge Financial Solutions, Inc. (IT Services) | 10 | ||||||
50 | Brookfield Renewable Corp., Class - A (Independent Power and Renewable Electricity Producers)(b) | 2 | ||||||
133 | Brown & Brown, Inc. (Insurance) | 7 | ||||||
171 | Brown-Forman Corp., Class - B (Beverages) | 13 | ||||||
37 | Burlington Stores, Inc. (Specialty Retail)(a) | 12 | ||||||
75 | C.H. Robinson Worldwide, Inc. (Air Freight & Logistics) | 7 | ||||||
3 | Cable One, Inc. (Media) | 6 | ||||||
155 | Cadence Design Systems, Inc. (Software)(a) | 21 | ||||||
117 | Caesars Entertainment, Inc. (Hotels, Restaurants & Leisure)(a) | 12 | ||||||
54 | Camden Property Trust (Equity Real Estate Investment Trusts) | 7 | ||||||
100 | Campbell Soup Co. (Food Products) | 5 | ||||||
254 | Capital One Financial Corp. (Consumer Finance) | 39 | ||||||
162 | Cardinal Health, Inc. (Health Care Providers & Services) | 9 | ||||||
91 | CarMax, Inc. (Specialty Retail)(a) | 12 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
465 | Carrier Global Corp. (Building Products) | $ | 23 | |||||
39 | Carvana Co. (Specialty Retail)(a) | 12 | ||||||
302 | Caterpillar, Inc. (Machinery) | 66 | ||||||
60 | CBOE Global Markets, Inc. (Capital Markets) | 7 | ||||||
185 | CBRE Group, Inc., Class - A (Real Estate Management & Development)(a) | 16 | ||||||
79 | CDW Corp. (Electronic Equipment, Instruments & Components) | 14 | ||||||
67 | Celanese Corp., Series A (Chemicals) | 10 | ||||||
301 | CenterPoint Energy, Inc. (Multi-Utilities) | 7 | ||||||
73 | Ceridian HCM Holding, Inc. (Software)(a) | 7 | ||||||
175 | Cerner Corp. (Health Care Technology) | 14 | ||||||
121 | CF Industries Holdings, Inc. (Chemicals) | 6 | ||||||
75 | Charter Communications, Inc., Class - A (Media)(a) | 54 | ||||||
135 | Cheniere Energy, Inc. (Oil, Gas & Consumable Fuels)(a) | 12 | ||||||
1,071 | Chevron Corp. (Oil, Gas & Consumable Fuels) | 112 | ||||||
44 | Chewy, Inc., Class - A (Internet & Direct Marketing Retail)(a) | 4 | ||||||
16 | Chipotle Mexican Grill, Inc. (Hotels, Restaurants & Leisure)(a) | 25 | ||||||
195 | Cigna Corp. (Health Care Providers & Services) | 46 | ||||||
84 | Cincinnati Financial Corp. (Insurance) | 10 | ||||||
53 | Cintas Corp. (Commercial Services & Supplies) | 20 | ||||||
2,350 | Cisco Systems, Inc. (Communications Equipment) | 125 | ||||||
1,158 | Citigroup, Inc. (Banks) | 82 | ||||||
236 | Citizens Financial Group, Inc. (Banks) | 11 | ||||||
65 | Citrix Systems, Inc. (Software) | 8 | ||||||
124 | Cloudflare, Inc., Class - A (Software)(a) | 13 | ||||||
200 | CME Group, Inc. (Capital Markets) | 43 | ||||||
158 | CMS Energy Corp. (Multi-Utilities) | 9 | ||||||
96 | Cognex Corp. (Electronic Equipment, Instruments & Components) | 8 | ||||||
297 | Cognizant Technology Solutions Corp. (IT Services) | 21 | ||||||
453 | Colgate-Palmolive Co. (Household Products) | 37 | ||||||
2,540 | Comcast Corp., Class - A (Media) | 145 | ||||||
269 | Conagra Brands, Inc. (Food Products) | 10 | ||||||
754 | ConocoPhillips (Oil, Gas & Consumable Fuels) | 46 | ||||||
185 | Consolidated Edison, Inc. (Multi-Utilities) | 13 | ||||||
94 | Constellation Brands, Inc., Class - A (Beverages) | 22 | ||||||
117 | Copart, Inc. (Commercial Services & Supplies)(a) | 15 | ||||||
421 | Corteva, Inc. (Chemicals) | 19 | ||||||
220 | CoStar Group, Inc. (Professional Services)(a) | 18 | ||||||
247 | Costco Wholesale Corp. (Food & Staples Retailing) | 98 |
See accompanying notes to financial statements.
122
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
38 | Coupa Software, Inc. (Software)(a) | $ | 10 | |||||
100 | Crowdstrike Holdings, Inc., Class - A (Software)(a) | 25 | ||||||
240 | Crown Castle International Corp. (Equity Real Estate Investment Trusts) | 47 | ||||||
74 | Crown Holdings, Inc. (Containers & Packaging) | 8 | ||||||
1,275 | CSX Corp. (Road & Rail) | 41 | ||||||
82 | Cummins, Inc. (Machinery) | 20 | ||||||
728 | CVS Health Corp. (Health Care Providers & Services) | 61 | ||||||
193 | D.R. Horton, Inc. (Household Durables) | 17 | ||||||
72 | Darden Restaurants, Inc. (Hotels, Restaurants & Leisure) | 11 | ||||||
98 | Datadog, Inc., Class - A (Software)(a) | 10 | ||||||
43 | DaVita, Inc. (Health Care Providers & Services)(a) | 5 | ||||||
166 | Deere & Co. (Machinery) | 59 | ||||||
146 | Dell Technologies, Inc. (Technology Hardware, Storage & Peripherals)(a) | 15 | ||||||
86 | Delta Air Lines, Inc. (Airlines)(a) | 4 | ||||||
121 | DENTSPLY SIRONA, Inc. (Health Care Equipment & Supplies) | 8 | ||||||
359 | Devon Energy Corp. (Oil, Gas & Consumable Fuels) | 10 | ||||||
54 | Dexcom, Inc. (Health Care Equipment & Supplies)(a) | 23 | ||||||
158 | Digital Realty Trust, Inc. (Equity Real Estate Investment Trusts) | 24 | ||||||
173 | Discover Financial Services (Consumer Finance) | 20 | ||||||
93 | Discovery, Inc. (Media)^(a) | 3 | ||||||
170 | Discovery, Inc., Class - C (Media)(a) | 5 | ||||||
135 | Dish Network Corp. (Media)(a) | 6 | ||||||
104 | DocuSign, Inc. (Software)(a) | 29 | ||||||
139 | Dollar General Corp. (Multiline Retail) | 30 | ||||||
130 | Dollar Tree, Inc. (Multiline Retail)(a) | 13 | ||||||
454 | Dominion Energy, Inc. (Multi-Utilities) | 33 | ||||||
22 | Domino’s Pizza, Inc. (Hotels, Restaurants & Leisure) | 10 | ||||||
82 | Dover Corp. (Machinery) | 12 | ||||||
413 | Dow, Inc. (Chemicals) | 26 | ||||||
97 | DraftKings, Inc., Class - A (Hotels, Restaurants & Leisure)(a) | 5 | ||||||
179 | Dropbox, Inc., Class - A (Software)(a) | 5 | ||||||
107 | DTE Energy Co. (Multi-Utilities) | 14 | ||||||
426 | Duke Energy Corp. (Electric Utilities) | 42 | ||||||
205 | Duke Realty Corp. (Equity Real Estate Investment Trusts) | 10 | ||||||
298 | DuPont de Nemours, Inc. (Chemicals) | 23 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
101 | Dynatrace, Inc. (Software)(a) | $ | 6 | |||||
75 | Eastman Chemical Co. (Chemicals) | 9 | ||||||
383 | eBay, Inc. (Internet & Direct Marketing Retail) | 27 | ||||||
143 | Ecolab, Inc. (Chemicals) | 29 | ||||||
209 | Edison International (Electric Utilities) | 12 | ||||||
347 | Edwards Lifesciences Corp. (Health Care Equipment & Supplies)(a) | 36 | ||||||
200 | Elanco Animal Health, Inc. (Pharmaceuticals)(a) | 7 | ||||||
161 | Electronic Arts, Inc. (Entertainment) | 23 | ||||||
333 | Emerson Electric Co. (Electrical Equipment) | 32 | ||||||
66 | Enphase Energy, Inc. (Electrical Equipment)(a) | 12 | ||||||
114 | Entergy Corp. (Electric Utilities) | 11 | ||||||
324 | EOG Resources, Inc. (Oil, Gas & Consumable Fuels) | 27 | ||||||
31 | EPAM Systems, Inc. (IT Services)(a) | 16 | ||||||
67 | Equifax, Inc. (Professional Services) | 16 | ||||||
50 | Equinix, Inc. (Equity Real Estate Investment Trusts) | 40 | ||||||
221 | Equitable Holdings, Inc. (Diversified Financial Services) | 7 | ||||||
95 | Equity Lifestyle Properties, Inc. (Equity Real Estate Investment Trusts) | 7 | ||||||
205 | Equity Residential (Equity Real Estate Investment Trusts) | 16 | ||||||
15 | Erie Indemnity Co., Class - A (Insurance) | 3 | ||||||
129 | Essential Utilities, Inc. (Water Utilities) | 6 | ||||||
36 | Essex Property Trust, Inc. (Equity Real Estate Investment Trusts) | 11 | ||||||
70 | Etsy, Inc. (Internet & Direct Marketing Retail)(a) | 14 | ||||||
125 | Evergy, Inc. (Electric Utilities) | 8 | ||||||
189 | Eversource Energy (Electric Utilities) | 15 | ||||||
95 | Exact Sciences Corp. (Biotechnology)(a) | 12 | ||||||
543 | Exelon Corp. (Electric Utilities) | 24 | ||||||
76 | Expedia Group, Inc. (Internet & Direct Marketing Retail)(a) | 12 | ||||||
93 | Expeditors International of Washington, Inc. (Air Freight & Logistics) | 12 | ||||||
71 | Extra Space Storage, Inc. (Equity Real Estate Investment Trusts) | 12 | ||||||
2,352 | Exxon Mobil Corp. (Oil, Gas & Consumable Fuels) | 148 | ||||||
34 | F5 Networks, Inc. (Communications Equipment)(a) | 6 | ||||||
1,339 | Facebook, Inc., Class - A (Interactive Media & Services)(a) | 465 | ||||||
21 | FactSet Research Systems, Inc. (Capital Markets) | 7 | ||||||
16 | Fair Isaac Corp. (Software)(a) | 8 | ||||||
317 | Fastenal Co. (Trading Companies & Distributors) | 16 | ||||||
139 | FedEx Corp. (Air Freight & Logistics) | 41 |
See accompanying notes to financial statements.
123
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
154 | Fidelity National Financial, Inc. (Insurance) | $ | 7 | |||||
345 | Fidelity National Information Services, Inc. (IT Services) | 49 | ||||||
393 | Fifth Third Bancorp (Banks) | 15 | ||||||
96 | First Republic Bank (Banks) | 18 | ||||||
299 | FirstEnergy Corp. (Electric Utilities) | 11 | ||||||
334 | Fiserv, Inc. (IT Services)(a) | 36 | ||||||
47 | FleetCor Technologies, Inc. (IT Services)(a) | 12 | ||||||
72 | FMC Corp. (Chemicals) | 8 | ||||||
2,173 | Ford Motor Co. (Automobiles)(a) | 32 | ||||||
76 | Fortinet, Inc. (Software)(a) | 18 | ||||||
180 | Fortive Corp. (Machinery) | 13 | ||||||
77 | Fortune Brands Home & Security, Inc. (Building Products) | 8 | ||||||
186 | Fox Corp., Class - A (Media) | 7 | ||||||
97 | Fox Corp., Class - B (Media) | 3 | ||||||
167 | Franklin Resources, Inc. (Capital Markets) | 5 | ||||||
808 | Freeport-McMoRan, Inc. (Metals & Mining) | 30 | ||||||
49 | Gartner, Inc. (IT Services)(a) | 12 | ||||||
35 | Generac Holdings, Inc. (Electrical Equipment)(a) | 15 | ||||||
340 | General Mills, Inc. (Food Products) | 21 | ||||||
716 | General Motors Co. (Automobiles)(a) | 42 | ||||||
80 | Genuine Parts Co. (Distributors) | 10 | ||||||
166 | Global Payments, Inc. (IT Services) | 31 | ||||||
55 | Globe Life, Inc. (Insurance) | 5 | ||||||
93 | GoDaddy, Inc., Class - A (IT Services)(a) | 8 | ||||||
47 | Guidewire Software, Inc. (Software)(a) | 5 | ||||||
488 | Halliburton Co. (Energy Equipment & Services) | 11 | ||||||
72 | Hasbro, Inc. (Leisure Products) | 7 | ||||||
151 | HCA Healthcare, Inc. (Health Care Providers & Services) | 31 | ||||||
297 | Healthpeak Properties, Inc. (Equity Real Estate Investment Trusts) | 10 | ||||||
25 | HEICO Corp. (Aerospace & Defense) | 3 | ||||||
41 | HEICO Corp., Class - A (Aerospace & Defense) | 5 | ||||||
81 | Henry Schein, Inc. (Health Care Providers & Services)(a) | 6 | ||||||
152 | Hess Corp. (Oil, Gas & Consumable Fuels) | 13 | ||||||
710 | Hewlett Packard Enterprise Co. (Technology Hardware, Storage & Peripherals) | 10 | ||||||
154 | Hilton Worldwide Holdings, Inc. (Hotels, Restaurants & Leisure)(a) | 19 | ||||||
142 | Hologic, Inc. (Health Care Equipment & Supplies)(a) | 9 | ||||||
164 | Hormel Foods Corp. (Food Products) | 8 | ||||||
389 | Host Hotels & Resorts, Inc. (Equity Real Estate Investment Trusts)(a) | 7 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
215 | Howmet Aerospace, Inc. (Aerospace & Defense)(a) | $ | 7 | |||||
698 | HP, Inc. (Technology Hardware, Storage & Peripherals) | 21 | ||||||
24 | HubSpot, Inc. (Software)(a) | 14 | ||||||
72 | Humana, Inc. (Health Care Providers & Services) | 32 | ||||||
811 | Huntington Bancshares, Inc. (Banks) | 12 | ||||||
44 | IAC/InterActiveCorp. (Interactive Media & Services)(a) | 7 | ||||||
42 | IDEX Corp. (Machinery) | 9 | ||||||
48 | IDEXX Laboratories, Inc. (Health Care Equipment & Supplies)(a) | 30 | ||||||
176 | Illinois Tool Works, Inc. (Machinery) | 39 | ||||||
103 | Incyte Corp. (Biotechnology)(a) | 9 | ||||||
212 | Ingersoll-Rand, Inc. (Machinery)(a) | 10 | ||||||
37 | Insulet Corp. (Health Care Equipment & Supplies)(a) | 10 | ||||||
2,259 | Intel Corp. (Semiconductors & Semiconductor Equipment) | 127 | ||||||
312 | Intercontinental Exchange, Inc. (Capital Markets) | 37 | ||||||
496 | International Business Machines Corp. (IT Services) | 73 | ||||||
137 | International Flavors & Fragrances, Inc. (Chemicals) | 20 | ||||||
206 | International Paper Co. (Containers & Packaging) | 13 | ||||||
152 | Intuit, Inc. (Software) | 75 | ||||||
65 | Intuitive Surgical, Inc. (Health Care Equipment & Supplies)(a) | 60 | ||||||
309 | Invitation Homes, Inc. (Equity Real Estate Investment Trusts) | 12 | ||||||
21 | IPG Photonics Corp. (Electronic Equipment, Instruments & Components)(a) | 4 | ||||||
108 | IQVIA Holdings, Inc. (Life Sciences Tools & Services)(a) | 26 | ||||||
159 | Iron Mountain, Inc. (Equity Real Estate Investment Trusts) | 7 | ||||||
42 | Jack Henry & Associates, Inc. (IT Services) | 7 | ||||||
74 | Jacobs Engineering Group, Inc. (Construction & Engineering) | 10 | ||||||
32 | Jazz Pharmaceuticals PLC (Pharmaceuticals)(a) | 6 | ||||||
47 | JB Hunt Transport Services, Inc. (Road & Rail) | 8 | ||||||
403 | Johnson Controls International PLC (Building Products) | 28 | ||||||
1,699 | JPMorgan Chase & Co. (Banks) | 264 | ||||||
187 | Juniper Networks, Inc. (Communications Equipment) | 5 | ||||||
52 | Kansas City Southern (Road & Rail) | 15 | ||||||
142 | Kellogg Co. (Food Products) | 9 |
See accompanying notes to financial statements.
124
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
387 | Keurig Dr Pepper, Inc. (Beverages) | $ | 14 | |||||
539 | KeyCorp (Banks) | 11 | ||||||
102 | Keysight Technologies, Inc. (Electronic Equipment, Instruments & Components)(a) | 16 | ||||||
189 | Kimberly-Clark Corp. (Household Products) | 25 | ||||||
1,152 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels) | 21 | ||||||
283 | KKR & Co., Inc., Class - A (Capital Markets) | 17 | ||||||
86 | KLA Corp. (Semiconductors & Semiconductor Equipment) | 28 | ||||||
90 | Knight-Swift Transportation Holdings, Inc. (Road & Rail) | 4 | ||||||
125 | L Brands, Inc. (Specialty Retail) | 9 | ||||||
54 | Laboratory Corporation of America Holdings (Health Care Providers & Services)(a) | 15 | ||||||
80 | Lam Research Corp. (Semiconductors & Semiconductor Equipment) | 52 | ||||||
81 | Lamb Weston Holding, Inc. (Food Products) | 7 | ||||||
190 | Las Vegas Sands Corp. (Hotels, Restaurants & Leisure)(a) | 10 | ||||||
31 | Lear Corp. (Auto Components) | 5 | ||||||
152 | Lennar Corp., Class - A (Household Durables) | 15 | ||||||
19 | Lennox International, Inc. (Building Products) | 7 | ||||||
15 | Liberty Broadband Corp., Class - A (Media)(a) | 3 | ||||||
88 | Liberty Broadband Corp., Class - C (Media)(a) | 15 | ||||||
115 | Liberty Media Corp. - Liberty Formula One, Class - C (Entertainment)(a) | 6 | ||||||
51 | Liberty Media Corp. - Liberty SiriusXM, Class - A (Media)(a) | 2 | ||||||
99 | Liberty Media Corp. - Liberty SiriusXM, Class - C (Media)(a) | 5 | ||||||
107 | Lincoln National Corp. (Insurance) | 7 | ||||||
90 | Live Nation Entertainment, Inc. (Entertainment)(a) | 8 | ||||||
159 | LKQ Corp. (Distributors)(a) | 8 | ||||||
136 | Loews Corp. (Insurance) | 7 | ||||||
408 | Lowe’s Companies, Inc. (Specialty Retail) | 79 | ||||||
514 | Lumen Technologies, Inc. (Diversified Telecommunication Services) | 7 | ||||||
135 | Lyft, Inc., Class - A (Road & Rail)(a) | 8 | ||||||
71 | M&T Bank Corp. (Banks) | 10 | ||||||
362 | Marathon Petroleum Corp. (Oil, Gas & Consumable Fuels) | 22 | ||||||
8 | Markel Corp. (Insurance)(a) | 9 | ||||||
21 | MarketAxess Holdings, Inc. (Capital Markets) | 10 | ||||||
153 | Marriott International, Inc., Class - A (Hotels, Restaurants & Leisure)(a) | 21 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
282 | Marsh & McLennan Companies, Inc. (Insurance) | $ | 40 | |||||
35 | Martin Marietta Materials, Inc. (Construction Materials) | 12 | ||||||
445 | Marvell Technology, Inc. (Semiconductors & Semiconductor Equipment) | 26 | ||||||
144 | Masco Corp. (Building Products) | 8 | ||||||
29 | Masimo Corp. (Health Care Equipment & Supplies)(a) | 7 | ||||||
493 | MasterCard, Inc., Class - A (IT Services) | 180 | ||||||
141 | Match Group, Inc. (Interactive Media & Services)(a) | 23 | ||||||
149 | Maxim Integrated Products, Inc. (Semiconductors & Semiconductor Equipment) | 16 | ||||||
138 | McCormick & Company, Inc. (Food Products) | 12 | ||||||
414 | McDonald’s Corp. (Hotels, Restaurants & Leisure) | 96 | ||||||
89 | McKesson Corp. (Health Care Providers & Services) | 17 | ||||||
316 | Medical Properties Trust, Inc. (Equity Real Estate Investment Trusts) | 6 | ||||||
25 | MercadoLibre, Inc. (Internet & Direct Marketing Retail)(a) | 39 | ||||||
425 | MetLife, Inc. (Insurance) | 25 | ||||||
13 | Mettler-Toledo International, Inc. (Life Sciences Tools & Services)(a) | 18 | ||||||
223 | MGM Resorts International (Hotels, Restaurants & Leisure) | 10 | ||||||
151 | Microchip Technology, Inc. (Semiconductors & Semiconductor Equipment) | 23 | ||||||
619 | Micron Technology, Inc. (Semiconductors & Semiconductor Equipment)(a) | 53 | ||||||
3,988 | Microsoft Corp. (Software) | 1,079 | ||||||
63 | Mid-America Apartment Communities, Inc. (Equity Real Estate Investment Trusts) | 11 | ||||||
33 | Mohawk Industries, Inc. (Household Durables)(a) | 6 | ||||||
33 | Molina Heathcare, Inc. (Health Care Providers & Services)(a) | 8 | ||||||
108 | Molson Coors Beverage Co., Class - B (Beverages)(a) | 6 | ||||||
795 | Mondelez International, Inc., Class - A (Food Products) | 50 | ||||||
30 | MongoDB, Inc. (IT Services)(a) | 11 |
See accompanying notes to financial statements.
125
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
24 | Monolithic Power Systems, Inc. (Semiconductors & Semiconductor Equipment) | $ | 9 | |||||
220 | Monster Beverage Corp. (Beverages)(a) | 20 | ||||||
94 | Moody’s Corp. (Capital Markets) | 34 | ||||||
783 | Morgan Stanley (Capital Markets) | 72 | ||||||
94 | Motorola Solutions, Inc. (Communications Equipment) | 20 | ||||||
46 | MSCI, Inc. (Capital Markets) | 25 | ||||||
63 | Nasdaq, Inc. (Capital Markets) | 11 | ||||||
122 | NetApp, Inc. (Technology Hardware, Storage & Peripherals) | 10 | ||||||
246 | Netflix, Inc. (Entertainment)(a) | 130 | ||||||
50 | Neurocrine Biosciences, Inc. (Biotechnology)(a) | 5 | ||||||
447 | Newmont Corp. (Metals & Mining) | 28 | ||||||
221 | News Corp., Class - A (Media) | 6 | ||||||
1,090 | NextEra Energy, Inc. (Electric Utilities) | 80 | ||||||
706 | NIKE, Inc., Class - B (Textiles, Apparel & Luxury Goods) | 109 | ||||||
217 | NiSource, Inc. (Multi-Utilities) | 5 | ||||||
30 | Nordson Corp. (Machinery) | 7 | ||||||
141 | Norfolk Southern Corp. (Road & Rail) | 37 | ||||||
109 | Northern Trust Corp. (Capital Markets) | 13 | ||||||
310 | Nortonlifelock, Inc. (Software) | 8 | ||||||
139 | NRG Energy, Inc. (Independent Power and Renewable Electricity Producers) | 6 | ||||||
167 | Nucor Corp. (Metals & Mining) | 16 | ||||||
344 | NVIDIA Corp. (Semiconductors & Semiconductor Equipment) | 275 | ||||||
2 | NVR, Inc. (Household Durables)(a) | 10 | ||||||
50 | Oak Street Health, Inc. (Health Care Providers & Services)(a) | 3 | ||||||
514 | Occidental Petroleum Corp. (Oil, Gas & Consumable Fuels) | 16 | ||||||
68 | Okta, Inc. (IT Services)(a) | 17 | ||||||
55 | Old Dominion Freight Line, Inc. (Road & Rail) | 14 | ||||||
129 | Omega Healthcare Investors, Inc. (Equity Real Estate Investment Trusts) | 5 | ||||||
119 | Omnicom Group, Inc. (Media) | 10 | ||||||
227 | ON Semiconductor Corp. (Semiconductors & Semiconductor Equipment)(a) | 9 | ||||||
247 | ONEOK, Inc. (Oil, Gas & Consumable Fuels) | 14 | ||||||
1,065 | Oracle Corp. (Software) | 83 | ||||||
40 | O’Reilly Automotive, Inc. (Specialty Retail)(a) | 23 | ||||||
227 | Otis Worldwide Corp. (Machinery) | 19 | ||||||
61 | Owens Corning (Building Products) | 6 | ||||||
191 | PACCAR, Inc. (Machinery) | 17 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
52 | Packaging Corporation of America (Containers & Packaging) | $ | 7 | |||||
277 | Palantir Technologies, Inc., Class - A (Software)(a) | 7 | ||||||
53 | Palo Alto Networks, Inc. (Communications Equipment)(a) | 20 | ||||||
72 | Parker Hannifin Corp. (Machinery) | 22 | ||||||
183 | Paychex, Inc. (IT Services) | 20 | ||||||
28 | PAYCOM Software, Inc. (Software)(a) | 10 | ||||||
619 | PayPal Holdings, Inc. (IT Services)(a) | 180 | ||||||
140 | Peloton Interactive, Inc., Class - A (Leisure Products)(a) | 17 | ||||||
769 | PepsiCo, Inc. (Beverages) | 114 | ||||||
821 | PG&E Corp. (Electric Utilities)(a) | 8 | ||||||
247 | Phillips 66 (Oil, Gas & Consumable Fuels) | 21 | ||||||
64 | Pinnacle West Capital Corp. (Electric Utilities) | 5 | ||||||
300 | Pinterest, Inc., Class - A (Interactive Media & Services)(a) | 24 | ||||||
116 | Pioneer Natural Resources Co. (Oil, Gas & Consumable Fuels) | 19 | ||||||
283 | Plug Power, Inc. (Electrical Equipment)(a) | 10 | ||||||
236 | PNC Financial Services Group, Inc. (Banks) | 45 | ||||||
22 | Pool Corp. (Distributors) | 10 | ||||||
68 | PPD, Inc. (Life Sciences Tools & Services)(a) | 3 | ||||||
131 | PPG Industries, Inc. (Chemicals) | 22 | ||||||
424 | PPL Corp. (Electric Utilities) | 12 | ||||||
152 | Principal Financial Group, Inc. (Insurance) | 10 | ||||||
411 | Prologis, Inc. (Equity Real Estate Investment Trusts) | 49 | ||||||
220 | Prudential Financial, Inc. (Insurance) | 23 | ||||||
61 | PTC, Inc. (Software)(a) | 9 | ||||||
279 | Public Service Enterprise Group, Inc. (Multi-Utilities) | 17 | ||||||
89 | Public Storage (Equity Real Estate Investment Trusts) | 27 | ||||||
148 | PulteGroup, Inc. (Household Durables) | 8 | ||||||
63 | Qorvo, Inc. (Semiconductors & Semiconductor Equipment)(a) | 12 | ||||||
629 | QUALCOMM, Inc. (Semiconductors & Semiconductor Equipment) | 90 | ||||||
74 | Quest Diagnostics, Inc. (Health Care Providers & Services) | 10 | ||||||
68 | Raymond James Financial, Inc. (Capital Markets) | 9 | ||||||
209 | Realty Income Corp. (Equity Real Estate Investment Trusts) | 14 | ||||||
96 | Regency Centers Corp. (Equity Real Estate Investment Trusts) | 6 | ||||||
530 | Regions Financial Corp. (Banks) | 11 |
See accompanying notes to financial statements.
126
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
38 | Reinsurance Group of America (Insurance) | $ | 4 | |||||
123 | Republic Services, Inc. (Commercial Services & Supplies) | 14 | ||||||
80 | ResMed, Inc. (Health Care Equipment & Supplies) | 20 | ||||||
42 | RingCentral, Inc., Class - A (Software)(a) | 12 | ||||||
65 | Robert Half International, Inc. (Professional Services) | 6 | ||||||
64 | Rockwell Automation, Inc. (Electrical Equipment) | 18 | ||||||
61 | Roku, Inc. (Household Durables)(a) | 28 | ||||||
123 | Rollins, Inc. (Commercial Services & Supplies) | 4 | ||||||
59 | Roper Technologies, Inc. (Industrial Conglomerates) | 28 | ||||||
198 | Ross Stores, Inc. (Specialty Retail) | 25 | ||||||
97 | Royalty Pharma PLC, Class - A (Pharmaceuticals) | 4 | ||||||
72 | RPM International, Inc. (Chemicals) | 6 | ||||||
134 | S&P Global, Inc. (Capital Markets) | 55 | ||||||
510 | Salesforce.com, Inc. (Software)(a) | 125 | ||||||
62 | SBA Communications Corp. (Equity Real Estate Investment Trusts) | 20 | ||||||
774 | Schlumberger Ltd. (Energy Equipment & Services) | 25 | ||||||
77 | Seagen, Inc. (Biotechnology)(a) | 12 | ||||||
89 | Sealed Air Corp. (Containers & Packaging) | 5 | ||||||
70 | SEI Investments Co. (Capital Markets) | 4 | ||||||
175 | Sempra Energy (Multi-Utilities) | 23 | ||||||
109 | ServiceNow, Inc. (Software)(a) | 60 | ||||||
185 | Simon Property Group, Inc. (Equity Real Estate Investment Trusts) | 24 | ||||||
591 | Sirius XM Holdings, Inc. (Media) | 4 | ||||||
92 | Skyworks Solutions, Inc. (Semiconductors & Semiconductor Equipment) | 18 | ||||||
267 | Slack Technologies, Inc., Class - A (Software)(a) | 12 | ||||||
524 | Snap, Inc., Class - A (Interactive Media & Services)(a) | 36 | ||||||
30 | Snap-on, Inc. (Machinery) | 7 | ||||||
14 | Snowflake, Inc., Class - A (IT Services)(a) | 3 | ||||||
81 | Southwest Airlines Co. (Airlines)(a) | 4 | ||||||
89 | Splunk, Inc. (Software)(a) | 13 | ||||||
217 | Square, Inc., Class - A (IT Services)(a) | 53 | ||||||
127 | SS&C Technologies Holdings, Inc. (Software) | 9 | ||||||
89 | Stanley Black & Decker, Inc. (Machinery) | 18 | ||||||
653 | Starbucks Corp. (Hotels, Restaurants & Leisure) | 73 | ||||||
195 | State Street Corp. (Capital Markets) | 16 | ||||||
116 | Steel Dynamics, Inc. (Metals & Mining) | 7 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
188 | Stryker Corp. (Health Care Equipment & Supplies) | $ | 49 | |||||
59 | Sun Communities, Inc. (Equity Real Estate Investment Trusts) | 10 | ||||||
94 | Sunrun, Inc. (Electrical Equipment)(a) | 5 | ||||||
29 | SVB Financial Group (Banks)(a) | 16 | ||||||
322 | Synchrony Financial (Consumer Finance) | 16 | ||||||
84 | Synopsys, Inc. (Software)(a) | 23 | ||||||
285 | Sysco Corp. (Food & Staples Retailing) | 22 | ||||||
126 | T. Rowe Price Group, Inc. (Capital Markets) | 25 | ||||||
64 | Take-Two Interactive Software, Inc. (Entertainment)(a) | 11 | ||||||
279 | Target Corp. (Multiline Retail) | 67 | ||||||
74 | Teladoc Health, Inc. (Health Care Technology)(a) | 12 | ||||||
26 | Teledyne Technologies, Inc. (Aerospace & Defense)(a) | 11 | ||||||
26 | Teleflex, Inc. (Health Care Equipment & Supplies) | 10 | ||||||
92 | Teradyne, Inc. (Semiconductors & Semiconductor Equipment) | 12 | ||||||
427 | Tesla, Inc. (Automobiles)(a) | 289 | ||||||
511 | Texas Instruments, Inc. (Semiconductors & Semiconductor Equipment) | 98 | ||||||
367 | The AES Corp. (Independent Power and Renewable Electricity Producers) | 10 | ||||||
169 | The Allstate Corp. (Insurance) | 22 | ||||||
463 | The Bank of New York Mellon Corp. (Capital Markets) | 24 | ||||||
382 | The Blackstone Group, Inc., Class - A (Capital Markets) | 37 | ||||||
5 | The Boston Beer Co., Inc., Class - A (Beverages)(a) | 5 | ||||||
79 | The Carlyle Group, Inc. (Capital Markets) | 4 | ||||||
805 | The Charles Schwab Corp. (Capital Markets) | 59 | ||||||
70 | The Clorox Co. (Household Products) | 13 | ||||||
2,271 | The Coca-Cola Co. (Beverages) | 123 | ||||||
128 | The Estee Lauder Companies, Inc. (Personal Products) | 41 | ||||||
192 | The Goldman Sachs Group, Inc. (Capital Markets) | 73 | ||||||
202 | The Hartford Financial Services Group, Inc. (Insurance) | 13 | ||||||
84 | The Hershey Co. (Food Products) | 15 | ||||||
599 | The Home Depot, Inc. (Specialty Retail) | 191 | ||||||
215 | The Interpublic Group of Companies, Inc. (Media) | 7 | ||||||
63 | The J.M. Smucker Co. (Food Products) | 8 | ||||||
371 | The Kraft Heinz Co. (Food Products) | 15 | ||||||
427 | The Kroger Co. (Food & Staples Retailing) | 16 |
See accompanying notes to financial statements.
127
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
199 | The Mosaic Co. (Chemicals) | $ | 6 | |||||
326 | The Progressive Corp. (Insurance) | 32 | ||||||
142 | The Sherwin-Williams Co. (Chemicals) | 39 | ||||||
587 | The Southern Co. (Electric Utilities) | 36 | ||||||
667 | The TJX Companies, Inc. (Specialty Retail) | 45 | ||||||
230 | The Trade Desk, Inc., Class - A (Software)(a) | 18 | ||||||
143 | The Travelers Cos., Inc. (Insurance) | 21 | ||||||
1,010 | The Walt Disney Co. (Entertainment)(a) | 178 | ||||||
227 | The Western Union Co. (IT Services) | 5 | ||||||
669 | The Williams Companies, Inc. (Oil, Gas & Consumable Fuels) | 18 | ||||||
343 | T-Mobile US, Inc. (Wireless Telecommunication Services)(a) | 50 | ||||||
65 | Tractor Supply Co. (Specialty Retail) | 12 | ||||||
53 | Tradeweb Markets, Inc., Class - A (Capital Markets) | 4 | ||||||
134 | Trane Technologies PLC (Building Products) | 25 | ||||||
29 | TransDigm Group, Inc. (Aerospace & Defense)(a) | 19 | ||||||
105 | TransUnion (Professional Services) | 12 | ||||||
138 | Trimble, Inc. (Electronic Equipment, Instruments & Components)(a) | 11 | ||||||
750 | Truist Financial Corp. (Banks) | 42 | ||||||
88 | Twilio, Inc., Class - A (IT Services)(a) | 35 | ||||||
442 | Twitter, Inc. (Interactive Media & Services)(a) | 30 | ||||||
23 | Tyler Technologies, Inc. (Software)(a) | 10 | ||||||
164 | Tyson Foods, Inc., Class - A (Food Products) | 12 | ||||||
791 | U.S. Bancorp (Banks) | 45 | ||||||
662 | Uber Technologies, Inc. (Road & Rail)(a) | 33 | ||||||
162 | UDR, Inc. (Equity Real Estate Investment Trusts) | 8 | ||||||
118 | UGI Corp. (Gas Utilities) | 5 | ||||||
30 | Ulta Beauty, Inc. (Specialty Retail)(a) | 10 | ||||||
375 | Union Pacific Corp. (Road & Rail) | 82 | ||||||
398 | United Parcel Service, Inc., Class - B (Air Freight & Logistics) | 83 | ||||||
40 | United Rentals, Inc. (Trading Companies & Distributors)(a) | 13 | ||||||
528 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 211 | ||||||
29 | Unity Software, Inc. (Software)(a) | 3 | ||||||
43 | Universal Health Services, Inc., Class - B (Health Care Providers & Services) | 6 | ||||||
183 | V.F. Corp. (Textiles, Apparel & Luxury Goods) | 15 | ||||||
22 | Vail Resorts, Inc. (Hotels, Restaurants & Leisure)(a) | 7 | ||||||
225 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 18 |
Shares | Security Description | Value | ||||||
United States (continued) | ||||||||
75 | Veeva Systems, Inc., Class - A (Health Care Technology)(a) | $ | 23 | |||||
207 | Ventas, Inc. (Equity Real Estate Investment Trusts) | 12 | ||||||
123 | VEREIT, Inc. (Equity Real Estate Investment Trusts) | 6 | ||||||
57 | VeriSign, Inc. (IT Services)(a) | 13 | ||||||
85 | Verisk Analytics, Inc., Class - A (Professional Services) | 15 | ||||||
2,302 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 129 | ||||||
312 | ViacomCBS, Inc., Class - B (Media) | 14 | ||||||
296 | VICI Properties, Inc. (Equity Real Estate Investment Trusts) | 9 | ||||||
944 | Visa, Inc., Class - A (IT Services) | 222 | ||||||
253 | Vistra Corp. (Independent Power and Renewable Electricity Producers) | 5 | ||||||
47 | VMware, Inc., Class - A (Software)^(a) | 8 | ||||||
93 | Vornado Realty Trust (Equity Real Estate Investment Trusts) | 4 | ||||||
72 | Voya Financial, Inc. (Diversified Financial Services) | 4 | ||||||
74 | Vulcan Materials Co. (Construction Materials) | 13 | ||||||
79 | W.R. Berkley Corp. (Insurance) | 6 | ||||||
26 | W.W. Grainger, Inc. (Trading Companies & Distributors) | 11 | ||||||
409 | Walgreens Boots Alliance, Inc. (Food & Staples Retailing) | 22 | ||||||
867 | Walmart, Inc. (Food & Staples Retailing) | 122 | ||||||
235 | Waste Management, Inc. (Commercial Services & Supplies) | 33 | ||||||
35 | Waters Corp. (Life Sciences Tools & Services)(a) | 12 | ||||||
41 | Wayfair, Inc., Class - A (Internet & Direct Marketing Retail)(a) | 13 | ||||||
174 | WEC Energy Group, Inc. (Multi-Utilities) | 15 | ||||||
2,290 | Wells Fargo & Co. (Banks) | 104 | ||||||
230 | Welltower, Inc. (Equity Real Estate Investment Trusts) | 19 | ||||||
41 | West Pharmaceutical Services, Inc. (Health Care Equipment & Supplies) | 15 | ||||||
168 | Western Digital Corp. (Technology Hardware, Storage & Peripherals)(a) | 12 | ||||||
100 | Westinghouse Air Brake Technologies Corp. (Machinery) | 8 | ||||||
145 | WestRock Co. (Containers & Packaging) | 8 | ||||||
412 | Weyerhaeuser Co. (Equity Real Estate Investment Trusts) | 14 | ||||||
34 | Whirlpool Corp. (Household Durables) | 7 | ||||||
100 | Workday, Inc., Class - A (Software)(a) | 24 |
See accompanying notes to financial statements.
128
HC CAPITAL TRUST
The Catholic SRI Growth Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United States (continued) | ||||||||
97 | WP Carey, Inc. (Equity Real Estate Investment Trusts) | $ | 7 | |||||
57 | Wynn Resorts Ltd. (Hotels, Restaurants & Leisure)(a) | 7 | ||||||
297 | Xcel Energy, Inc. (Electric Utilities) | 20 | ||||||
136 | Xilinx, Inc. (Semiconductors & Semiconductor Equipment) | 20 | ||||||
50 | XPO Logistics, Inc. (Air Freight & Logistics)(a) | 7 | ||||||
103 | Xylem, Inc. (Machinery) | 12 | ||||||
168 | YUM! Brands, Inc. (Hotels, Restaurants & Leisure) | 19 | ||||||
30 | Zebra Technologies Corp. (Electronic Equipment, Instruments & Components)(a) | 16 | ||||||
64 | Zendesk, Inc. (Software)(a) | 9 | ||||||
35 | Zillow Group, Inc., Class - A (Interactive Media & Services)(a) | 4 | ||||||
88 | Zillow Group, Inc., Class - C (Interactive Media & Services)(a) | 11 | ||||||
117 | Zimmer Biomet Holdings, Inc. (Health Care Equipment & Supplies) | 19 | ||||||
264 | Zoetis, Inc. (Pharmaceuticals) | 49 | ||||||
114 | Zoom Video Communications, Inc., Class - A (Software)(a) | 44 | ||||||
45 | Zscaler, Inc. (Software)(a) | 10 | ||||||
18,908 | ||||||||
Total Common Stocks | 28,747 | |||||||
Preferred Stocks — 0.20% | ||||||||
Germany — 0.20% | ||||||||
31 | Bayerische Motoren Werke Aktiengesellschaft — Preferred (Automobiles) | 3 | ||||||
38 | FUCHS PETROLUB SE — Preferred (Chemicals) | 2 | ||||||
99 | Henkel AG & Co. KGAA — Preferred (Household Products) | 10 | ||||||
88 | Porsche Automobil Holding SE — Preferred (Automobiles) | 9 | ||||||
15 | Sartorius AG — Preferred (Health Care Equipment & Supplies) | 8 | ||||||
103 | Volkswagen AG — Preferred (Automobiles) | 26 | ||||||
Total Preferred Stocks | 58 | |||||||
Right — 0.00% | ||||||||
Spain — 0.00% | ||||||||
129 | ACS Actividades de Construccion y Servicios SA, 7/7/21 (Construction & Engineering)(a) | — | ||||||
Total Right | — |
Shares | Security Description | Value | ||||||
Investment Companies — 0.36% | ||||||||
87,426 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 0.01%^^(d) | $ | 87 | |||||
16,237 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 0.01%(d) | 16 | ||||||
Total Investment Companies | 103 | |||||||
Total Investments (cost $18,400) — 99.98% | 28,908 | |||||||
Other assets in excess of liabilities — 0.02% | 4 | |||||||
Net Assets — 100.00% | $ | 28,912 |
Amounts designated as “—” are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of June 30, 2021. The total value of securities on loan as of June 30, 2021, was $140 (amount in thousands). |
^^ | 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 June 30, 2021. |
(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 June 30, 2021. |
(d) | Annualized 7-day yield as of period-end. |
As of June 30, 2021, 100% of the Portfolio’s net assets were managed by Mellon Investments Corporation. |
ADR—American Depositary Receipt |
REIT—Real Estate Investment Trust |
See accompanying notes to financial statements.
129
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks — 95.87% | ||||||||
Australia — 7.01% | ||||||||
8,110 | Afterpay Ltd. (IT Services)(a) | $ | 719 | |||||
69,563 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | 1,471 | ||||||
133,508 | APA Group (Gas Utilities) | 891 | ||||||
21,823 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 705 | ||||||
128,105 | Aurizon Holdings Ltd. (Road & Rail) | 357 | ||||||
78,246 | AusNet Services (Electric Utilities) | 103 | ||||||
193,458 | Australia & New Zealand Banking Group Ltd. (Banks) | 4,083 | ||||||
82,839 | Bendigo & Adelaide Bank Ltd. (Banks) | 652 | ||||||
70,201 | BHP Billiton Ltd. (Metals & Mining) | 2,557 | ||||||
136,113 | BHP Group Ltd. (Metals & Mining) | 4,010 | ||||||
14,978 | Brambles Ltd. (Commercial Services & Supplies) | 128 | ||||||
1,978 | Cochlear Ltd. (Health Care Equipment & Supplies) | 373 | ||||||
52,086 | Commonwealth Bank of Australia (Banks) | 3,900 | ||||||
11,241 | CSL Ltd. (Biotechnology) | 2,404 | ||||||
201,121 | Dexus (Equity Real Estate Investment Trusts) | 1,609 | ||||||
48,346 | Endeavour Group Ltd. (Food & Staples Retailing)(a) | 228 | ||||||
64,304 | Fortescue Metals Group Ltd. (Metals & Mining) | 1,125 | ||||||
68,557 | Goodman Group (Equity Real Estate Investment Trusts) | 1,088 | ||||||
34,055 | Insurance Australia Group Ltd. (Insurance) | 132 | ||||||
25,683 | LendLease Group (Real Estate Management & Development) | 221 | ||||||
7,899 | Macquarie Group Ltd. (Capital Markets) | 926 | ||||||
104,574 | Medibank Private Ltd. (Insurance) | 248 | ||||||
149,383 | Mirvac Group (Equity Real Estate Investment Trusts) | 327 | ||||||
206,900 | National Australia Bank Ltd. (Banks) | 4,068 | ||||||
44,626 | Qantas Airways Ltd. (Airlines)(a) | 156 | ||||||
55,092 | QBE Insurance Group Ltd. (Insurance) | 446 | ||||||
30,588 | Rio Tinto Ltd. (Metals & Mining) | 2,904 | ||||||
73,450 | Santos Ltd. (Oil, Gas & Consumable Fuels) | 390 | ||||||
205,252 | Scentre Group (Equity Real Estate Investment Trusts) | 422 | ||||||
90,538 | Stockland (Equity Real Estate Investment Trusts) | 316 | ||||||
18,427 | Suncorp Group Ltd. (Insurance) | 154 | ||||||
42,047 | Sydney Airport (Transportation Infrastructure)(a) | 183 | ||||||
562,458 | Tabcorp Holdings Ltd. (Hotels, Restaurants & Leisure) | 2,185 | ||||||
42,567 | The GPT Group (Equity Real Estate Investment Trusts) | 156 | ||||||
117,131 | Transurban Group (Transportation Infrastructure) | 1,250 | ||||||
44,996 | Treasury Wine Estates Ltd. (Beverages) | 394 | ||||||
63,839 | Wesfarmers Ltd. (Food & Staples Retailing) | 2,829 |
Shares | Security Description | Value | ||||||
Australia (continued) | ||||||||
224,539 | Westpac Banking Corp. (Banks) | $ | 4,344 | |||||
20,593 | Woodside Petroleum Ltd. (Oil, Gas & Consumable Fuels) | 343 | ||||||
48,346 | Woolworths Group Ltd. (Food & Staples Retailing) | 1,382 | ||||||
35,740 | Worley Ltd. (Energy Equipment & Services) | 321 | ||||||
50,500 | ||||||||
Austria — 0.16% | ||||||||
23,927 | Erste Group Bank AG (Banks) | 877 | ||||||
4,792 | OMV AG (Oil, Gas & Consumable Fuels) | 273 | ||||||
1,150 | ||||||||
Belgium — 0.84% | ||||||||
4,336 | Ageas SA (Insurance) | 241 | ||||||
48,894 | Anheuser-Busch InBev N.V. (Beverages) | 3,525 | ||||||
2,942 | Colruyt SA (Food & Staples Retailing) | 164 | ||||||
9,584 | KBC Group N.V. (Banks) | 731 | ||||||
1,294 | Solvay SA, Class - A (Chemicals) | 164 | ||||||
20,206 | Umicore SA (Chemicals) | 1,234 | ||||||
6,059 | ||||||||
Canada — 9.73% | ||||||||
30,089 | Air Canada (Airlines)(a) | 619 | ||||||
56,785 | Alimentation Couche-Tard, Inc., Class - B (Food & Staples Retailing) | 2,087 | ||||||
8,987 | AltaGas Ltd. (Gas Utilities) | 189 | ||||||
45,514 | Bank of Montreal (Banks) | 4,665 | ||||||
72,975 | Barrick Gold Corp. (Metals & Mining) | 1,510 | ||||||
137 | Brookfield Asset Management Reinsurance Partners Ltd., Class - A (Insurance)(a) | 7 | ||||||
19,795 | Brookfield Asset Management, Inc. (Capital Markets) | 1,010 | ||||||
10,168 | CAE, Inc. (Aerospace & Defense)(a) | 313 | ||||||
31,854 | Cameco Corp. (Oil, Gas & Consumable Fuels) | 611 | ||||||
3,161 | Canadian Apartment Properties REIT (Equity Real Estate Investment Trusts) | 148 | ||||||
6,757 | Canadian National Railway Co. (Road & Rail) | 713 | ||||||
55,707 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels) | 2,023 | ||||||
3,130 | Canadian Pacific Railway Ltd. (Road & Rail) | 241 | ||||||
11,085 | Canadian Tire Corp. Ltd., Class - A (Multiline Retail) | 1,754 | ||||||
4,454 | Canadian Utilities Ltd., Class - A (Multi-Utilities) | 124 | ||||||
9,755 | Canopy Growth Corp. (Pharmaceuticals)(a) | 236 | ||||||
3,259 | CCL Industries, Inc., Class - B (Containers & Packaging) | 180 | ||||||
125,033 | Cenovus Energy, Inc. (Oil, Gas & Consumable Fuels) | 1,196 |
See accompanying notes to financial statements.
130
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Canada (continued) | ||||||||
9,128 | CGI, Inc. (IT Services)(a) | $ | 828 | |||||
30,477 | CI Financial Corp. (Capital Markets) | 559 | ||||||
835 | Constellation Software, Inc. (Software) | 1,265 | ||||||
23,523 | Cronos Group, Inc. (Pharmaceuticals)(a) | 203 | ||||||
11,192 | Dollarama, Inc. (Multiline Retail) | 512 | ||||||
77,385 | Enbridge, Inc. (Oil, Gas & Consumable Fuels) | 3,098 | ||||||
1,023 | Fairfax Financial Holdings Ltd. (Insurance) | 449 | ||||||
10,649 | First Capital Real Estate Investment Trust (Real Estate Management & Development) | 151 | ||||||
17,917 | First Quantum Minerals Ltd. (Metals & Mining) | 413 | ||||||
7,927 | Franco-Nevada Corp. (Metals & Mining) | 1,151 | ||||||
24,142 | GFL Environmental, Inc. (Commercial Services & Supplies) | 771 | ||||||
64,358 | Great-West Lifeco, Inc. (Insurance) | 1,912 | ||||||
27,914 | H&R Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 360 | ||||||
12,464 | Hydro One Ltd. (Electric Utilities) | 301 | ||||||
5,430 | Intact Financial Corp. (Insurance) | 738 | ||||||
133,199 | Inter Pipeline Ltd. (Oil, Gas & Consumable Fuels) | 2,166 | ||||||
56,358 | Keyera Corp. (Oil, Gas & Consumable Fuels) | 1,515 | ||||||
36,396 | Magna International, Inc. (Auto Components) | 3,369 | ||||||
8,370 | Manulife Financial Corp. (Insurance) | 165 | ||||||
15,818 | Methanex Corp. (Chemicals) | 524 | ||||||
18,402 | National Bank of Canada (Banks) | 1,377 | ||||||
3,356 | Nutrien Ltd. (Chemicals) | 203 | ||||||
2,046 | Onex Corp. (Diversified Financial Services) | 149 | ||||||
28,346 | Ovintiv, Inc. (Oil, Gas & Consumable Fuels) | 894 | ||||||
4,287 | Parkland Corp. (Oil, Gas & Consumable Fuels) | 139 | ||||||
7,732 | Pembina Pipelines Corp. (Oil, Gas & Consumable Fuels) | 246 | ||||||
66,482 | Power Corp. of Canada (Insurance) | 2,102 | ||||||
2,148 | Restaurant Brands International, Inc. (Hotels, Restaurants & Leisure) | 138 | ||||||
67,963 | RioCan Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 1,211 | ||||||
4,162 | Ritchie Bros. Auctioneers, Inc. (Commercial Services & Supplies) | 247 | ||||||
7,333 | Rogers Communications, Inc., Class - B (Wireless Telecommunication Services) | 390 | ||||||
25,212 | Royal Bank of Canada (Banks) | 2,555 | ||||||
3,968 | Shopify, Inc. (IT Services)(a) | 5,803 | ||||||
7,087 | SmartCentres Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 168 | ||||||
52,951 | Sun Life Financial, Inc. (Insurance) | 2,731 | ||||||
35,858 | TC Energy Corp. (Oil, Gas & Consumable Fuels) | 1,775 |
Shares | Security Description | Value | ||||||
Canada (continued) | ||||||||
18,439 | Teck Resources Ltd., Class - B (Metals & Mining) | $ | 425 | |||||
72,937 | TELUS Corp. (Diversified Telecommunication Services) | 1,636 | ||||||
71,727 | The Bank of Nova Scotia (Banks) | 4,665 | ||||||
22,065 | The Toronto-Dominion Bank (Banks) | 1,547 | ||||||
22,457 | Thomson Reuters Corp. (Professional Services) | 2,231 | ||||||
1,552 | Topicus.com, Inc. (Software)(a) | 113 | ||||||
28,308 | Wheaton Precious Metals Corp. (Metals & Mining) | 1,248 | ||||||
70,069 | ||||||||
China — 0.44% | ||||||||
9,100 | Jardine Matheson Holdings Ltd. (Industrial Conglomerates) | 582 | ||||||
34,800 | Tencent Holdings Ltd. (Interactive Media & Services) | 2,617 | ||||||
3,199 | ||||||||
Denmark — 2.22% | ||||||||
77 | A.P. Moller - Maersk A/S, Class - B (Marine) | 221 | ||||||
6,597 | Ambu A/S, Class - B (Health Care Equipment & Supplies) | 254 | ||||||
865 | Carlsberg A/S, Class - B (Beverages) | 161 | ||||||
3,958 | Christian Hansen Holding A/S (Chemicals) | 357 | ||||||
4,873 | Coloplast A/S, Class - B (Health Care Equipment & Supplies) | 800 | ||||||
26,357 | Danske Bank A/S (Banks) | 464 | ||||||
4,260 | Demant A/S (Health Care Equipment & Supplies)(a) | 240 | ||||||
5,336 | DSV PANALPINA A/S (Road & Rail) | 1,245 | ||||||
10,485 | Genmab A/S (Biotechnology)(a) | 4,291 | ||||||
89,256 | Novo Nordisk A/S, Class - B (Pharmaceuticals) | 7,479 | ||||||
1,803 | Orsted A/S (Electric Utilities) | 253 | ||||||
3,832 | Tryg A/S (Insurance) | 94 | ||||||
3,797 | Vestas Wind Systems A/S (Electrical Equipment) | 148 | ||||||
16,007 | ||||||||
Finland — 1.43% | ||||||||
5,307 | Elisa Oyj (Diversified Telecommunication Services) | 317 | ||||||
17,096 | Fortum Oyj (Electric Utilities) | 471 | ||||||
1,563 | Kone Oyj, Class - B (Machinery) | 127 | ||||||
38,567 | Neste Oyj (Oil, Gas & Consumable Fuels) | 2,361 | ||||||
231,473 | Nokia Oyj (Communications Equipment)(a) | 1,239 | ||||||
278,699 | Nordea Bank Abp (Banks) | 3,104 | ||||||
4,638 | Sampo Oyj, Class - A (Insurance) | 213 | ||||||
44,232 | Stora Enso Oyj, R Shares (Paper & Forest Products) | 807 | ||||||
38,915 | UPM-Kymmene Oyj (Paper & Forest Products) | 1,472 |
See accompanying notes to financial statements.
131
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Finland (continued) | ||||||||
13,770 | Wartsila Oyj Abp (Machinery) | $ | 204 | |||||
10,315 | ||||||||
France — 9.59% | ||||||||
4,298 | Accor SA (Hotels, Restaurants & Leisure)(a) | 160 | ||||||
2,427 | Aeroports de Paris (Transportation Infrastructure)(a) | 316 | ||||||
36,115 | Air Liquide SA (Chemicals) | 6,324 | ||||||
21,976 | Amundi SA (Capital Markets) | 1,937 | ||||||
69,410 | AXA SA (Insurance) | 1,760 | ||||||
1,701 | BioMerieux (Health Care Equipment & Supplies) | 198 | ||||||
71,443 | BNP Paribas SA (Banks) | 4,478 | ||||||
7,743 | Bouygues SA (Construction & Engineering) | 286 | ||||||
1,044 | Capgemini SE (IT Services) | 201 | ||||||
8,336 | Carrefour SA (Food & Staples Retailing) | 164 | ||||||
3,697 | Compagnie de Saint-Gobain (Building Products) | 243 | ||||||
1,644 | Covivio (Equity Real Estate Investment Trusts) | 141 | ||||||
124,100 | Credit Agricole SA (Banks) | 1,738 | ||||||
2,037 | Danone SA (Food Products) | 143 | ||||||
126 | Dassault Aviation SA (Aerospace & Defense) | 148 | ||||||
5,400 | Dassault Systemes SE (Software) | 1,309 | ||||||
18,756 | Eiffage SA (Construction & Engineering) | 1,908 | ||||||
13,862 | Electricite de France SA (Electric Utilities) | 189 | ||||||
70,013 | Engie SA (Multi-Utilities) | 959 | ||||||
18,607 | EssilorLuxottica SA (Health Care Equipment & Supplies) | 3,434 | ||||||
2,933 | Eurazeo SE (Diversified Financial Services) | 256 | ||||||
709 | Faurecia SE (Auto Components) | 35 | ||||||
6,787 | Faurecia SE (Auto Components) | 333 | ||||||
1,347 | Gecina SA (Equity Real Estate Investment Trusts) | 206 | ||||||
2,500 | Hermes International (Textiles, Apparel & Luxury Goods) | 3,641 | ||||||
2,165 | ICADE (Equity Real Estate Investment Trusts) | 187 | ||||||
7,279 | JCDecaux SA (Media)(a) | 202 | ||||||
2,878 | Kering SA (Textiles, Apparel & Luxury Goods) | 2,515 | ||||||
9,537 | L’Oreal SA (Personal Products) | 4,249 | ||||||
7,080 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 5,551 | ||||||
47,979 | Natixism SA (Capital Markets) | 228 | ||||||
76,479 | Orange SA (Diversified Telecommunication Services) | 872 | ||||||
1,962 | Orpea (Health Care Providers & Services)(a) | 249 | ||||||
8,063 | Pernod Ricard SA (Beverages) | 1,790 | ||||||
8,075 | Publicis Groupe SA (Media) | 516 | ||||||
7,657 | Renault SA (Automobiles)(a) | 309 | ||||||
12,283 | Safran SA (Aerospace & Defense) | 1,703 | ||||||
40,107 | Sanofi (Pharmaceuticals) | 4,202 |
Shares | Security Description | Value | ||||||
France (continued) | ||||||||
34,976 | Schneider Electric SE (Electrical Equipment) | $ | 5,502 | |||||
6,206 | SCOR SE (Insurance)(a) | 197 | ||||||
1,651 | SEB SA (Household Durables) | 298 | ||||||
112,087 | Societe Generale SA (Banks) | 3,304 | ||||||
1,544 | Sodexo SA (Hotels, Restaurants & Leisure)(a) | 144 | ||||||
2,405 | Teleperformance (Professional Services) | 976 | ||||||
4,176 | Thales SA (Aerospace & Defense) | 426 | ||||||
26,536 | TotalEnergies SE (Oil, Gas & Consumable Fuels) | 1,200 | ||||||
3,448 | UbiSoft Entertainment SA (Entertainment)(a) | 241 | ||||||
7,086 | Unibail-Rodamco-Westfield (Equity Real Estate Investment Trusts)(a) | 613 | ||||||
15,933 | Veolia Environnement SA (Multi-Utilities) | 481 | ||||||
5,784 | Vinci SA (Construction & Engineering) | 617 | ||||||
31,487 | Vivendi SA (Entertainment) | 1,058 | ||||||
3,828 | Wendel SE (Diversified Financial Services) | 515 | ||||||
4,125 | Worldline SA (IT Services)(a) | 386 | ||||||
69,038 | ||||||||
Germany — 7.51% | ||||||||
3,061 | adidas AG (Textiles, Apparel & Luxury Goods) | 1,139 | ||||||
23,597 | Allianz SE (Insurance) | 5,884 | ||||||
50,260 | Aroundtown SA (Real Estate Management & Development) | 392 | ||||||
14,847 | BASF SE (Chemicals) | 1,170 | ||||||
1,793 | Bayerische Motoren Werke AG (Automobiles) | 190 | ||||||
38,284 | Commerzbank AG (Banks)(a) | 272 | ||||||
6,091 | Continental AG (Auto Components) | 895 | ||||||
2,878 | Daimler AG (Automobiles) | 257 | ||||||
4,651 | Delivery Hero SE (Internet & Direct Marketing Retail)(a) | 614 | ||||||
113,622 | Deutsche Bank AG, Registered Shares (Capital Markets)(a) | 1,480 | ||||||
23,940 | Deutsche Boerse AG (Capital Markets) | 4,178 | ||||||
22,209 | Deutsche Lufthansa AG, Registered Shares (Airlines)(a) | 250 | ||||||
88,417 | Deutsche Post AG, Registered Shares (Air Freight & Logistics) | 6,012 | ||||||
253,607 | Deutsche Telekom AG (Diversified Telecommunication Services) | 5,356 | ||||||
17,334 | Deutsche Wohnen SE (Real Estate Management & Development) | 1,060 | ||||||
77,431 | E.ON SE (Multi-Utilities) | 895 | ||||||
7,498 | Fraport AG Frankfurt Airport Services Worldwide (Transportation Infrastructure)(a) | 511 | ||||||
8,002 | Fresenius Medical Care AG & Co. KGAA (Health Care Providers & Services) | 664 | ||||||
7,179 | Fresenius SE & Co. KGAA (Health Care Providers & Services) | 374 | ||||||
6,983 | GEA Group AG (Machinery) | 283 | ||||||
1,115 | Hannover Rueckversicherung SE (Insurance) | 187 |
See accompanying notes to financial statements.
132
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
1,816 | HeidelbergCement AG (Construction Materials) | $ | 156 | |||||
1,452 | Henkel AG & Co. KGAA (Household Products) | 134 | ||||||
2,422 | HOCHTIEF AG (Construction & Engineering) | 186 | ||||||
82,230 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment) | 3,297 | ||||||
1,986 | Knorr-Bremse AG (Machinery) | 228 | ||||||
2,028 | MTU Aero Engines AG (Aerospace & Defense) | 502 | ||||||
2,693 | Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares (Insurance) | 737 | ||||||
2,168 | Nemetschek SE (Software) | 166 | ||||||
3,699 | Puma SE (Textiles, Apparel & Luxury Goods) | 441 | ||||||
3,385 | RWE AG (Multi-Utilities) | 123 | ||||||
42,196 | SAP SE (Software) | 5,945 | ||||||
32,127 | Siemens AG, Registered Shares (Industrial Conglomerates) | 5,090 | ||||||
16,063 | Siemens Energy AG (Electric Utilities)(a) | 484 | ||||||
5,796 | Siemens Healthineers AG (Health Care Equipment & Supplies) | 355 | ||||||
10,266 | Symrise AG (Chemicals) | 1,430 | ||||||
48,500 | Telefonica Deutschland Holding AG (Diversified Telecommunication Services) | 128 | ||||||
56,299 | TUI AG (Hotels, Restaurants & Leisure)(a) | 288 | ||||||
1,532 | Volkswagen AG (Automobiles) | 503 | ||||||
17,715 | Vonovia SE (Real Estate Management & Development) | 1,145 | ||||||
5,685 | Zalando SE (Internet & Direct Marketing Retail)(a) | 687 | ||||||
54,088 | ||||||||
Hong Kong — 2.44% | ||||||||
483,480 | AIA Group Ltd. (Insurance) | 6,010 | ||||||
12,400 | ASM Pacific Technology Ltd. (Semiconductors & Semiconductor Equipment) | 168 | ||||||
135,555 | BOC Hong Kong Holdings Ltd. (Banks) | 460 | ||||||
65,700 | Budweiser Brewing Co. APAC Ltd. (Beverages) | 207 | ||||||
334,000 | China Common Rich Renewable Energy Investment Ltd. (Independent Power and Renewable Electricity Producers)(a)(b) | — | ||||||
98,500 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 680 | ||||||
61,093 | CLP Holdings Ltd. (Electric Utilities) | 604 | ||||||
31,400 | Dairy Farm International Holdings Ltd. (Food & Staples Retailing) | 133 | ||||||
18,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure)(a) | 144 |
Shares | Security Description | Value | ||||||
Hong Kong (continued) | ||||||||
77,000 | Hang Lung Properties Ltd. (Real Estate Management & Development) | $ | 187 | |||||
109,206 | Hang Seng Bank Ltd. (Banks) | 2,183 | ||||||
87,073 | HK Electric Investments & HK Electric Investments Ltd. (Electric Utilities) | 88 | ||||||
122,000 | HKT Trust & HKT Ltd. (Diversified Telecommunication Services) | 166 | ||||||
211,050 | Hong Kong & China Gas Co. Ltd. (Gas Utilities) | 328 | ||||||
22,800 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 1,359 | ||||||
335,900 | Hongkong Land Holdings Ltd. (Real Estate Management & Development) | 1,599 | ||||||
43,500 | Kerry Properties Ltd. (Real Estate Management & Development) | 143 | ||||||
59,500 | MTR Corp. Ltd. (Road & Rail) | 331 | ||||||
14,472 | Pacific Century Premium Developments Ltd. (Real Estate Management & Development)(a) | 1 | ||||||
121,391 | PCCW Ltd. (Diversified Telecommunication Services) | 64 | ||||||
87,200 | Sands China Ltd. (Hotels, Restaurants & Leisure)(a) | 367 | ||||||
23,756 | Sun Hung Kai Properties Ltd. (Real Estate Management & Development) | 354 | ||||||
24,000 | Swire Pacific Ltd., Class - A (Real Estate Management & Development) | 163 | ||||||
52,000 | Techtronic Industries Co. Ltd. (Household Durables) | 908 | ||||||
59,417 | The Link Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 576 | ||||||
413,500 | WH Group Ltd. (Food Products) | 372 | ||||||
17,595 | ||||||||
Ireland (Republic of) — 0.83% | ||||||||
332,317 | Bank of Ireland Group PLC (Banks)(a) | 1,780 | ||||||
24,053 | CRH PLC (Construction Materials) | 1,212 | ||||||
34,489 | Experian PLC (Professional Services) | 1,329 | ||||||
1,766 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(a) | 321 | ||||||
1,552 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(a) | 281 | ||||||
16,821 | James Hardie Industries PLC (Construction Materials) | 571 | ||||||
3,243 | Kerry Group PLC, Class - A (Food Products) | 453 | ||||||
5,947 | ||||||||
Isle of Man — 0.13% | ||||||||
38,227 | GVC Holdings PLC (Hotels, Restaurants & Leisure)(a) | 923 | ||||||
Israel — 0.57% | ||||||||
43,244 | Bank Hapoalim BM (Banks)(a) | 347 |
See accompanying notes to financial statements.
133
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Israel (continued) | ||||||||
866 | Nice Ltd. (Software)(a) | $ | 212 | |||||
11,379 | Nice Systems Ltd., ADR (Software)(a) | 2,817 | ||||||
40,959 | Teva Pharmaceutical Industries Ltd., ADR (Pharmaceuticals)(a) | 405 | ||||||
1,096 | Wix.com Ltd. (IT Services)(a) | 318 | ||||||
4,099 | ||||||||
Italy — 1.80% | ||||||||
81,579 | Assicurazioni Generali SpA (Insurance) | 1,635 | ||||||
19,370 | Atlantia SpA (Transportation Infrastructure)(a) | 351 | ||||||
319,846 | Enel SpA (Electric Utilities) | 2,969 | ||||||
5,008 | Ferrari N.V. (Automobiles) | 1,033 | ||||||
8,190 | FinecoBank Banca Fineco SpA (Banks)(a) | 143 | ||||||
549,472 | Intesa Sanpaolo SpA (Banks) | 1,518 | ||||||
187,061 | Mediobanca Banca di Credito Finanziario SpA (Banks)(a) | 2,184 | ||||||
7,356 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 498 | ||||||
23,414 | Pirelli & C SpA (Auto Components) | 136 | ||||||
10,481 | Poste Italiane SpA (Insurance) | 139 | ||||||
110,979 | Snam SpA (Oil, Gas & Consumable Fuels) | 641 | ||||||
229,225 | Terna - Rete Elettrica Nazionale SpA (Electric Utilities) | 1,708 | ||||||
12,955 | ||||||||
Japan — 19.79% | ||||||||
2,200 | Advantest Corp. (Semiconductors & Semiconductor Equipment) | 198 | ||||||
27,400 | Aeon Mall Co. Ltd. (Food & Staples Retailing) | 736 | ||||||
6,845 | AGC, Inc. (Building Products) | 287 | ||||||
26,800 | Ajinomoto Co., Inc. (Food Products) | 696 | ||||||
15,300 | Amada Co. Ltd. (Machinery) | 155 | ||||||
17,400 | Asahi Group Holdings Ltd. (Beverages) | 813 | ||||||
48,400 | Asahi Kasei Corp. (Chemicals) | 532 | ||||||
103,600 | Astellas Pharma, Inc. (Pharmaceuticals) | 1,804 | ||||||
26,700 | Bandai Namco Holdings, Inc. (Leisure Products) | 1,853 | ||||||
15,200 | Bridgestone Corp. (Auto Components) | 692 | ||||||
38,300 | Canon, Inc. (Technology Hardware, Storage & Peripherals) | 866 | ||||||
6,700 | Capcom Co. Ltd. (Entertainment) | 196 | ||||||
12,600 | Casio Computer Co. Ltd. (Household Durables) | 211 | ||||||
11,700 | Chubu Electric Power Co., Inc. (Electric Utilities) | 143 | ||||||
363,700 | Concordia Financial Group Ltd. (Banks) | 1,333 | ||||||
900 | Cosmos Pharmaceutical Corp. (Food & Staples Retailing) | 132 | ||||||
40,000 | CyberAgent, Inc. (Media) | 859 | ||||||
13,388 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 283 | ||||||
15,900 | Daicel Corp. (Chemicals) | 131 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
2,900 | Daifuku Co. Ltd. (Machinery) | $ | 263 | |||||
40,900 | Dai-ichi Life Holdings, Inc. (Insurance) | 749 | ||||||
34,900 | Daiichi Sankyo Co. Ltd. (Pharmaceuticals) | 752 | ||||||
15,400 | Daikin Industries Ltd. (Building Products) | 2,868 | ||||||
2,579 | Daito Trust Construction Co. Ltd. (Real Estate Management & Development) | 282 | ||||||
22,050 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 662 | ||||||
3,000 | Denso Corp. (Auto Components) | 205 | ||||||
4,800 | Dentsu Group, Inc. (Media) | 172 | ||||||
800 | Disco Corp. (Semiconductors & Semiconductor Equipment) | 245 | ||||||
27,900 | East Japan Railway Co. (Road & Rail) | 1,991 | ||||||
14,000 | Eisai Co. Ltd. (Pharmaceuticals) | 1,377 | ||||||
96,257 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 403 | ||||||
12,700 | FANUC Corp. (Machinery) | 3,064 | ||||||
2,400 | Fast Retailing Co. Ltd. (Specialty Retail) | 1,807 | ||||||
13,700 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 1,016 | ||||||
10,900 | Fujitsu Ltd. (IT Services) | 2,041 | ||||||
84 | GLP J-REIT (Equity Real Estate Investment Trusts) | 145 | ||||||
1,900 | GMO Payment Gateway, Inc. (IT Services) | 248 | ||||||
8,800 | Hankyu Hanshin Holdings, Inc. (Road & Rail) | 271 | ||||||
16,200 | Hino Motors Ltd. (Machinery) | 142 | ||||||
37,100 | Hitachi Ltd. (Electronic Equipment, Instruments & Components) | 2,125 | ||||||
12,600 | Hitachi Metals Ltd. (Metals & Mining) | 241 | ||||||
75,200 | Honda Motor Co. Ltd. (Automobiles) | 2,403 | ||||||
25,800 | HOYA Corp. (Health Care Equipment & Supplies) | 3,421 | ||||||
8,800 | Iida Group Holdings Co. Ltd. (Household Durables) | 227 | ||||||
39,100 | Inpex Corp. (Oil, Gas & Consumable Fuels) | 292 | ||||||
22,100 | Isetan Mitsukoshi Holdings Ltd. (Multiline Retail) | 154 | ||||||
21,000 | Isuzu Motors Ltd. (Automobiles) | 277 | ||||||
100,617 | ITOCHU Corp. (Trading Companies & Distributors) | 2,899 | ||||||
4,300 | ITOCHU Techno-Solutions Corp. (IT Services) | 133 | ||||||
8,200 | Japan Exchange Group, Inc. (Capital Markets) | 182 | ||||||
16,700 | Japan Post Bank Co. Ltd. (Banks) | 140 | ||||||
8,300 | Japan Post Insurance Co. Ltd. (Insurance) | 153 | ||||||
39 | Japan Prime Realty Investment Corp. (Equity Real Estate Investment Trusts) | 153 | ||||||
40 | Japan Real Estate Investment Corp. (Equity Real Estate Investment Trusts) | 246 |
See accompanying notes to financial statements.
134
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
200 | Japan Retail Fund Investment Corp. (Equity Real Estate Investment Trusts) | $ | 217 | |||||
15,900 | Japan Tobacco, Inc. (Tobacco) | 300 | ||||||
13,100 | JGC Holdings Corp. (Construction & Engineering) | 122 | ||||||
5,554 | JSR Corp. (Chemicals) | 168 | ||||||
9,200 | Kawasaki Heavy Industries Ltd. (Machinery)(a) | 197 | ||||||
101,200 | KDDI Corp. (Wireless Telecommunication Services) | 3,157 | ||||||
4,000 | Keio Corp. (Road & Rail) | 235 | ||||||
5,600 | Keisei Electric Railway Co. Ltd. (Road & Rail) | 179 | ||||||
7,000 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 3,533 | ||||||
46,300 | Kirin Holdings Co. Ltd., Class - C (Beverages) | 903 | ||||||
2,100 | Kobayashi Pharmaceutical Co. Ltd. (Personal Products) | 179 | ||||||
5,300 | Kobe Bussan Co. Ltd. (Food & Staples Retailing) | 167 | ||||||
4,000 | Koito Manufacturing Co. Ltd. (Auto Components) | 249 | ||||||
15,145 | Komatsu Ltd. (Machinery) | 376 | ||||||
1,400 | Kose Corp. (Personal Products) | 220 | ||||||
39,300 | Kubota Corp. (Machinery) | 795 | ||||||
12,200 | Kyocera Corp. (Electronic Equipment, Instruments & Components) | 754 | ||||||
4,800 | Kyowa Kirin Co. Ltd. (Pharmaceuticals) | 170 | ||||||
49,500 | Kyushu Electric Power Co., Inc. (Electric Utilities) | 381 | ||||||
6,100 | Kyushu Railway Co. (Road & Rail) | 138 | ||||||
5,900 | Lasertec Corp. (Semiconductors & Semiconductor Equipment) | 1,147 | ||||||
3,200 | Lawson, Inc. (Food & Staples Retailing) | 148 | ||||||
18,300 | M3, Inc. (Health Care Technology) | 1,337 | ||||||
63,300 | Marubeni Corp. (Trading Companies & Distributors) | 551 | ||||||
8,100 | Medipal Holdings Corp. (Health Care Providers & Services) | 155 | ||||||
9,100 | Mercari, Inc. (Internet & Direct Marketing Retail)(a) | 483 | ||||||
11,600 | MISUMI Group, Inc. (Machinery) | 393 | ||||||
57,145 | Mitsubishi Corp. (Trading Companies & Distributors) | 1,558 | ||||||
103,000 | Mitsubishi Electric Corp. (Electrical Equipment) | 1,495 | ||||||
38,100 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 616 | ||||||
471,200 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 2,546 | ||||||
131,788 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 2,967 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
36,100 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | $ | 836 | |||||
15,800 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 374 | ||||||
4,200 | MS&AD Insurance Group Holdings, Inc. (Insurance) | 121 | ||||||
47,200 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 3,604 | ||||||
5,800 | Nabtesco Corp. (Machinery) | 219 | ||||||
14,700 | NEC Corp. (Technology Hardware, Storage & Peripherals) | 757 | ||||||
20,200 | Nexon Co. Ltd. (Entertainment) | 450 | ||||||
17,000 | Nidec Corp. (Electrical Equipment) | 1,970 | ||||||
19,200 | Nikon Corp. (Household Durables) | 205 | ||||||
4,300 | Nintendo Co. Ltd. (Entertainment) | 2,501 | ||||||
35 | Nippon Building Fund, Inc. (Equity Real Estate Investment Trusts) | 218 | ||||||
2,800 | Nippon Express Co. Ltd. (Road & Rail) | 213 | ||||||
9,800 | Nippon Paint Holdings Co. Ltd. (Chemicals) | 133 | ||||||
82 | Nippon Prologis REIT, Inc. (Equity Real Estate Investment Trusts) | 261 | ||||||
32,800 | Nippon Shinyaku Co. Ltd. (Pharmaceuticals) | 2,601 | ||||||
30,800 | Nippon Steel Corp. (Metals & Mining) | 519 | ||||||
36,400 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 949 | ||||||
77,500 | Nissan Motor Co. Ltd. (Automobiles)(a) | 385 | ||||||
7,600 | Nisshin Seifun Group, Inc. (Food Products) | 111 | ||||||
2,100 | Nissin Foods Holdings Co. Ltd. (Food Products) | 151 | ||||||
4,400 | Nitori Holdings Co. Ltd. (Specialty Retail) | 779 | ||||||
24,900 | Nomura Holdings, Inc. (Capital Markets) | 127 | ||||||
162 | Nomura Real Estate Master Fund, Inc. (Equity Real Estate Investment Trusts) | 260 | ||||||
17,800 | Nomura Research Institute Ltd. (IT Services) | 589 | ||||||
2,700 | Obic Co. Ltd. (IT Services) | 503 | ||||||
4,300 | Odakyu Electric Railway Co. Ltd. (Road & Rail) | 109 | ||||||
46,900 | Oji Paper Co. Ltd. (Paper & Forest Products) | 269 | ||||||
44,200 | Olympus Corp. (Health Care Equipment & Supplies) | 879 | ||||||
10,400 | OMRON Corp. (Electronic Equipment, Instruments & Components) | 825 | ||||||
13,800 | Ono Pharmaceutical Co. Ltd. (Pharmaceuticals) | 308 | ||||||
1,500 | Oracle Corp. (Software) | 115 | ||||||
6,000 | Oriental Land Co. Ltd. (Hotels, Restaurants & Leisure) | 855 | ||||||
10,800 | ORIX Corp. (Diversified Financial Services) | 182 | ||||||
4,000 | OTSUKA Corp. (IT Services) | 210 | ||||||
3,000 | Otsuka Holdings Co. Ltd. (Pharmaceuticals) | 124 |
See accompanying notes to financial statements.
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Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
18,900 | Pan Pacific International Holdings Corp. (Multiline Retail) | $ | 392 | |||||
201,500 | Panasonic Corp. (Household Durables) | 2,332 | ||||||
7,600 | Park24 Co. Ltd. (Commercial Services & Supplies)(a) | 138 | ||||||
3,200 | PeptiDream, Inc. (Biotechnology)(a) | 157 | ||||||
7,400 | Pola Orbis Holdings, Inc. (Personal Products) | 195 | ||||||
51,800 | Rakuten, Inc. (Internet & Direct Marketing Retail) | 585 | ||||||
48,200 | Recruit Holdings Co. Ltd. (Professional Services) | 2,374 | ||||||
12,400 | Ricoh Co. Ltd. (Technology Hardware, Storage & Peripherals) | 139 | ||||||
2,700 | Rinnai Corp. (Household Durables) | 257 | ||||||
5,600 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 518 | ||||||
13,500 | Santen Pharmaceutical Co. Ltd. (Pharmaceuticals) | 186 | ||||||
5,100 | SBI Holdings, Inc. (Capital Markets) | 121 | ||||||
35,552 | Sekisui House Ltd. (Household Durables) | 729 | ||||||
25,500 | Seven & I Holdings Co. Ltd. (Food & Staples Retailing) | 1,216 | ||||||
12,000 | SG Holdings Co. Ltd. (Air Freight & Logistics) | 315 | ||||||
16,500 | Sharp Corp. (Household Durables) | 272 | ||||||
2,800 | Shimano, Inc. (Leisure Products) | 664 | ||||||
11,200 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 1,873 | ||||||
10,100 | Shionogi & Co. Ltd. (Pharmaceuticals) | 527 | ||||||
14,100 | Shiseido Co. Ltd. (Personal Products) | 1,037 | ||||||
6,600 | Showa Denko KK (Chemicals) | 196 | ||||||
2,100 | SMC Corp. (Machinery) | 1,241 | ||||||
62,800 | SoftBank Group Corp. (Wireless Telecommunication Services) | 4,396 | ||||||
12,800 | Sompo Holdings, Inc. (Insurance) | 473 | ||||||
35,200 | Sony Corp. (Household Durables) | 3,427 | ||||||
3,500 | Square Enix Holdings Co. Ltd. (Entertainment) | 174 | ||||||
45,486 | Sumitomo Corp. (Trading Companies & Distributors) | 609 | ||||||
26,248 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 905 | ||||||
13,400 | Sumitomo Mitsui Trust Holdings, Inc. (Banks) | 426 | ||||||
13,900 | Suzuki Motor Corp. (Automobiles) | 588 | ||||||
6,900 | Sysmex Corp. (Health Care Equipment & Supplies) | 820 | ||||||
6,300 | Taiyo Nippon Sanso Corp. (Chemicals) | 129 | ||||||
1,100 | TDK Corp. (Electronic Equipment, Instruments & Components) | 134 | ||||||
26,500 | Terumo Corp. (Health Care Equipment & Supplies) | 1,074 | ||||||
2,900 | The Bank of Kyoto Ltd. (Banks) | 132 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
22,400 | The Chiba Bank Ltd. (Banks) | $ | 135 | |||||
164,500 | The Shizuoka Bank Ltd. (Banks) | 1,272 | ||||||
8,000 | THK Co. Ltd. (Machinery) | 239 | ||||||
4,500 | Toho Gas Co. Ltd. (Gas Utilities) | 220 | ||||||
9,900 | Tokio Marine Holdings, Inc. (Insurance) | 455 | ||||||
45,100 | Tokyo Electric Power Co. Holdings, Inc. (Electric Utilities)(a) | 134 | ||||||
8,800 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 3,809 | ||||||
25,700 | Tokyo Fudosan Holdings Corp. (Real Estate Management & Development) | 155 | ||||||
52,900 | Toray Industries, Inc. (Chemicals) | 352 | ||||||
14,700 | Toshiba Corp. (Industrial Conglomerates) | 636 | ||||||
3,500 | Toyo Suisan Kaisha Ltd. (Food Products) | 135 | ||||||
21,600 | Toyota Industries Corp. (Auto Components) | 1,869 | ||||||
97,000 | Toyota Motor Corp. (Automobiles) | 8,479 | ||||||
6,770 | Toyota Tsusho Corp. (Trading Companies & Distributors) | 320 | ||||||
6,727 | Trend Micro, Inc. (Software) | 352 | ||||||
1,500 | Tsuruha Holdings, Inc. (Food & Staples Retailing) | 174 | ||||||
16,700 | Unicharm Corp. (Household Products) | 672 | ||||||
113 | United Urban Investment Corp. (Equity Real Estate Investment Trusts) | 163 | ||||||
21,200 | USS Co. Ltd. (Specialty Retail) | 370 | ||||||
4,800 | Yakult Honsha Co. Ltd. (Food Products) | 272 | ||||||
13,100 | Yamato Holdings Co. Ltd. (Air Freight & Logistics) | 373 | ||||||
9,200 | Yaskawa Electric Corp. (Electronic Equipment, Instruments & Components) | 450 | ||||||
99,600 | Z Holdings Corp. (Interactive Media & Services) | 499 | ||||||
142,503 | ||||||||
Jersey — 0.40% | ||||||||
387,007 | Glencore PLC (Metals & Mining) | 1,657 | ||||||
88,265 | WPP PLC (Media) | 1,189 | ||||||
2,846 | ||||||||
Luxembourg — 0.37% | ||||||||
27,423 | ArcelorMittal SA (Metals & Mining) | 840 | ||||||
3,182 | Eurofins Scientific SE (Life Sciences Tools & Services)(a) | 364 | ||||||
132,297 | Tenaris SA (Energy Equipment & Services) | 1,442 | ||||||
2,646 | ||||||||
Netherlands — 3.91% | ||||||||
58,647 | ABN AMRO Group N.V. (Banks)(a) | 709 | ||||||
425 | Adyen N.V. (IT Services)(a) | 1,038 | ||||||
73,595 | AEGON N.V. (Insurance) | 305 | ||||||
8,728 | AerCap Holdings N.V. (Trading Companies & Distributors)(a) | 447 |
See accompanying notes to financial statements.
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Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Netherlands (continued) | ||||||||
23,149 | Airbus SE (Aerospace & Defense)(a) | $ | 2,976 | |||||
29,390 | Akzo Nobel N.V. (Chemicals) | 3,631 | ||||||
12,377 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment) | 8,501 | ||||||
39,102 | CNH Industrial N.V. (Machinery) | 646 | ||||||
4,144 | EXOR N.V. (Diversified Financial Services) | 332 | ||||||
6,020 | Heineken N.V. (Beverages) | 729 | ||||||
15,662 | ING Groep N.V. (Banks) | 207 | ||||||
62,296 | Koninklijke Ahold Delhaize N.V. (Food & Staples Retailing) | 1,852 | ||||||
15,440 | Koninklijke DSM N.V. (Chemicals) | 2,881 | ||||||
65,979 | Koninklijke KPN N.V. (Diversified Telecommunication Services) | 206 | ||||||
2,661 | Koninklijke Philips N.V. (Health Care Equipment & Supplies) | 132 | ||||||
5,828 | NN Group N.V. (Insurance) | 275 | ||||||
18,507 | Prosus N.V. (Internet & Direct Marketing Retail) | 1,810 | ||||||
3,015 | QIAGEN N.V. (Life Sciences Tools & Services)(a) | 146 | ||||||
4,181 | STMicroelectronics N.V. (Semiconductors & Semiconductor Equipment) | 152 | ||||||
11,488 | Wolters Kluwer N.V. (Professional Services) | 1,154 | ||||||
28,129 | ||||||||
New Zealand — 0.20% | ||||||||
60,589 | Auckland International Airport Ltd. (Transportation Infrastructure)(a) | 308 | ||||||
15,804 | Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies) | 344 | ||||||
38,532 | Mercury NZ Ltd. (Electric Utilities) | 180 | ||||||
48,979 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 182 | ||||||
16,268 | Ryman Healthcare Ltd. (Health Care Providers & Services) | 149 | ||||||
36,835 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 124 | ||||||
31,396 | The a2 Milk Co. Ltd. (Food Products)(a) | 141 | ||||||
1,428 | ||||||||
Norway — 0.61% | ||||||||
67,459 | DNB ASA (Banks) | 1,470 | ||||||
108,907 | Equinor ASA (Oil, Gas & Consumable Fuels) | 2,306 | ||||||
24,253 | Mowi ASA (Food Products) | 617 | ||||||
4,393 | ||||||||
Papua New Guinea — 0.05% | ||||||||
122,619 | Oil Search Ltd. (Oil, Gas & Consumable Fuels) | 350 |
Shares | Security Description | Value | ||||||
Portugal — 0.31% | ||||||||
400,153 | EDP - Energias de Portugal SA (Electric Utilities) | $ | 2,121 | |||||
7,412 | Jeronimo Martins, SGPS, SA (Food & Staples Retailing) | 135 | ||||||
2,256 | ||||||||
Singapore — 0.83% | ||||||||
232,772 | Ascendas Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 511 | ||||||
166,999 | CapitaLand Integrated Commercial Trust (Equity Real Estate Investment Trusts) | 260 | ||||||
58,000 | CapitaLand Ltd. (Real Estate Management & Development) | 160 | ||||||
57,800 | DBS Group Holdings Ltd. (Banks) | 1,282 | ||||||
18,600 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 165 | ||||||
58,700 | Singapore Airlines Ltd. (Airlines)(a) | 212 | ||||||
18,700 | Singapore Exchange Ltd. (Capital Markets) | 156 | ||||||
540,700 | Singapore Technologies Engineering Ltd. (Aerospace & Defense) | 1,555 | ||||||
8,100 | United Overseas Bank Ltd. (Banks) | 156 | ||||||
457,800 | Wilmar International Ltd. (Food Products) | 1,532 | ||||||
5,989 | ||||||||
South Africa — 0.00% | ||||||||
4,663 | Thungela Resources Ltd. (Oil, Gas & Consumable Fuels)(a) | 13 | ||||||
South Korea — 0.33% | ||||||||
32,902 | Samsung Electronics Co. Ltd. (Technology Hardware, Storage & Peripherals) | 2,358 | ||||||
Spain — 1.96% | ||||||||
10,784 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 289 | ||||||
2,724 | Aena SME SA (Transportation Infrastructure)(a) | 447 | ||||||
17,469 | Amadeus IT Group SA (IT Services)(a) | 1,229 | ||||||
678,386 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 4,204 | ||||||
28,433 | Bankinter SA (Banks) | 143 | ||||||
140,428 | CaixaBank SA (Banks) | 432 | ||||||
16,570 | Cellnex Telecom SA (Diversified Telecommunication Services) | 1,055 | ||||||
8,592 | Enagas SA (Oil, Gas & Consumable Fuels) | 198 | ||||||
11,451 | Endesa SA (Electric Utilities) | 278 | ||||||
7,320 | Grifols SA, ADR (Biotechnology) | 127 | ||||||
4,458 | Grifols SA (Biotechnology) | 121 | ||||||
256,848 | Iberdrola SA (Electric Utilities) | 3,129 | ||||||
41,666 | Industria de Diseno Textil SA (Specialty Retail) | 1,468 | ||||||
28,433 | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros (Insurance)(a) | 60 | ||||||
14,150 | Naturgy Energy Group SA (Gas Utilities) | 364 | ||||||
17,123 | Red Electrica Corp. SA (Electric Utilities) | 318 |
See accompanying notes to financial statements.
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Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Spain (continued) | ||||||||
17,963 | Repsol SA (Oil, Gas & Consumable Fuels) | $ | 225 | |||||
14,087 | ||||||||
Sweden — 2.26% | ||||||||
38,059 | Assa Abloy AB, B Shares (Building Products) | 1,147 | ||||||
25,498 | Atlas Copco AB, A Shares (Machinery) | 1,562 | ||||||
14,818 | Atlas Copco AB, B Shares (Machinery) | 779 | ||||||
8,564 | Electrolux AB, B Shares (Household Durables) | 238 | ||||||
23,886 | Hennes & Mauritz AB, B Shares (Specialty Retail)(a) | 567 | ||||||
15,868 | Husqvarna AB (Household Durables) | 211 | ||||||
2,999 | ICA Gruppen AB (Food & Staples Retailing) | 140 | ||||||
6,435 | Kinnevik AB, Class - B (Diversified Financial Services) | 258 | ||||||
35,660 | L E Lundbergforetagen AB, Class - B (Diversified Financial Services) | 2,301 | ||||||
6,416 | Sandvik AB (Machinery) | 164 | ||||||
61,801 | Skandinaviska Enskilda Banken AB, Class - A (Banks) | 799 | ||||||
33,960 | Skanska AB, B Shares (Construction & Engineering) | 901 | ||||||
36,959 | SKF AB, B Shares (Machinery) | 941 | ||||||
12,547 | Svenska Handelsbanken AB, A Shares (Banks) | 142 | ||||||
34,388 | Swedbank AB, A Shares (Banks) | 640 | ||||||
69,800 | Swedish Match AB (Tobacco) | 595 | ||||||
26,659 | Tele2 AB, B Shares (Wireless Telecommunication Services) | 363 | ||||||
99,088 | Telefonaktiebolaget LM Ericsson, B Shares (Communications Equipment) | 1,246 | ||||||
95,151 | Telia Co. AB (Diversified Telecommunication Services) | 422 | ||||||
117,701 | Volvo AB, B Shares (Machinery) | 2,832 | ||||||
16,248 | ||||||||
Switzerland — 8.67% | ||||||||
135,931 | ABB Ltd., Registered Shares (Electrical Equipment) | 4,613 | ||||||
13,310 | Alcon, Inc. (Health Care Equipment & Supplies) | 932 | ||||||
1,838 | Baloise Holding AG, Registered Shares (Insurance) | 287 | ||||||
116 | Barry Callebaut AG, Registered Shares (Food Products) | 270 | ||||||
44 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 438 | ||||||
5 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 524 | ||||||
14,421 | Coca-Cola HBC AG (Beverages) | 521 | ||||||
19,821 | Compagnie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 2,399 |
Shares | Security Description | Value | ||||||
Switzerland (continued) | ||||||||
761 | EMS-Chemie Holding AG (Chemicals) | $ | 748 | |||||
34 | Givaudan SA, Registered Shares (Chemicals) | 158 | ||||||
29,865 | Idorsia Ltd. (Biotechnology)(a) | 821 | ||||||
5,080 | Kuehne & Nagel International AG, Registered Shares (Marine) | 1,739 | ||||||
1,387 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | 168 | ||||||
4,467 | Lonza Group AG, Registered Shares (Life Sciences Tools & Services) | 3,167 | ||||||
8,432 | Medacta Group SA (Health Care Equipment & Supplies)(a) | 1,107 | ||||||
115,521 | Nestle SA, Registered Shares (Food Products) | 14,389 | ||||||
85,767 | Novartis AG, Registered Shares (Pharmaceuticals) | 7,818 | ||||||
441 | Partners Group Holding AG (Capital Markets) | 668 | ||||||
29,400 | Roche Holding AG (Pharmaceuticals) | 11,077 | ||||||
500 | SGS SA, Registered Shares (Professional Services) | 1,543 | ||||||
539 | Sonova Holding AG, Registered Shares (Health Care Equipment & Supplies) | 203 | ||||||
1,212 | Swiss Life Holding AG (Insurance) | 589 | ||||||
3,688 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 366 | ||||||
9,698 | Swiss Re AG (Insurance) | 875 | ||||||
1,212 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 692 | ||||||
4,283 | Temenos AG, Registered Shares (Software) | 688 | ||||||
1,098 | The Swatch Group AG, B Shares (Textiles, Apparel & Luxury Goods) | 377 | ||||||
223,386 | UBS Group AG (Capital Markets) | 3,420 | ||||||
871 | Vifor Pharma AG (Pharmaceuticals) | 113 | ||||||
4,186 | Zurich Financial Services AG (Insurance) | 1,680 | ||||||
62,390 | ||||||||
United Kingdom — 11.43% | ||||||||
38,163 | 3i Group PLC (Capital Markets) | 619 | ||||||
5,633 | Admiral Group PLC (Insurance) | 245 | ||||||
46,639 | Anglo American PLC (Metals & Mining) | 1,853 | ||||||
17,119 | Ashtead Group PLC (Trading Companies & Distributors) | 1,270 | ||||||
21,941 | Associated British Foods PLC (Food Products) | 672 | ||||||
53,176 | AstraZeneca PLC (Pharmaceuticals) | 6,387 | ||||||
31,506 | Auto Trader Group PLC (Interactive Media & Services)(a) | 276 | ||||||
27,235 | Aveva Group PLC (Software) | 1,397 | ||||||
380,982 | Aviva PLC (Insurance) | 2,139 | ||||||
121,738 | BAE Systems PLC (Aerospace & Defense) | 879 | ||||||
74,250 | Barratt Developments PLC (Household Durables) | 714 |
See accompanying notes to financial statements.
138
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Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
247,697 | BP PLC (Oil, Gas & Consumable Fuels) | $ | 1,079 | |||||
122,235 | British American Tobacco PLC (Tobacco) | 4,734 | ||||||
48,150 | British Land Co. PLC (Equity Real Estate Investment Trusts) | 330 | ||||||
58,609 | BT Group PLC (Diversified Telecommunication Services)(a) | 157 | ||||||
12,788 | Bunzl PLC (Trading Companies & Distributors) | 423 | ||||||
44,208 | Burberry Group PLC (Textiles, Apparel & Luxury Goods)(a) | 1,263 | ||||||
16,992 | Carnival PLC (Hotels, Restaurants & Leisure)(a) | 390 | ||||||
19,461 | Coca-Cola Europacific Partners PLC (Beverages) | 1,154 | ||||||
68,980 | Compass Group PLC (Hotels, Restaurants & Leisure)(a) | 1,452 | ||||||
41,002 | Diageo PLC (Beverages) | 1,963 | ||||||
8,558 | Ferguson PLC (Trading Companies & Distributors) | 1,190 | ||||||
176,859 | GlaxoSmithKline PLC (Pharmaceuticals) | 3,472 | ||||||
14,664 | Halma PLC (Electronic Equipment, Instruments & Components) | 546 | ||||||
10,082 | Hargreaves Lansdown PLC (Capital Markets) | 222 | ||||||
230,745 | HSBC Holdings PLC (Banks) | 1,332 | ||||||
98,505 | Imperial Brands PLC (Tobacco) | 2,121 | ||||||
278,038 | Informa PLC (Media)(a) | 1,929 | ||||||
6,566 | Intercontinental Hotels Group PLC (Hotels, Restaurants & Leisure)(a) | 437 | ||||||
6,129 | Intertek Group PLC (Professional Services) | 469 | ||||||
72,003 | J Sainsbury PLC (Food & Staples Retailing) | 271 | ||||||
118,900 | Kingfisher PLC (Specialty Retail) | 599 | ||||||
26,793 | Land Securities Group PLC (Equity Real Estate Investment Trusts) | 250 | ||||||
230,229 | Legal & General Group PLC (Insurance) | 820 | ||||||
9,354 | Linde PLC (Chemicals) | 2,699 | ||||||
56,079 | M&G PLC (Diversified Financial Services) | 178 | ||||||
98,922 | Meggitt PLC (Aerospace & Defense)(a) | 631 | ||||||
194,729 | Melrose Industries PLC (Electrical Equipment) | 418 | ||||||
18,592 | Mondi PLC (Paper & Forest Products) | 489 | ||||||
137,511 | National Grid PLC (Multi-Utilities) | 1,751 | ||||||
5,049 | Next PLC (Multiline Retail)(a) | 549 | ||||||
16,942 | Pearson PLC (Media) | 194 | ||||||
14,218 | Persimmon PLC (Household Durables) | 582 | ||||||
27,727 | Prudential PLC (Insurance) | 527 | ||||||
29,244 | RecKitt Benckiser Group PLC (Household Products) | 2,587 | ||||||
108,450 | RELX PLC (Professional Services) | 2,878 | ||||||
70,222 | Rentokil Initial PLC (Commercial Services & Supplies) | 481 | ||||||
66,751 | Rio Tinto PLC (Metals & Mining) | 5,492 |
Shares | Security Description | Value | ||||||
United Kingdom (continued) | ||||||||
79,314 | Rolls-Royce Holdings PLC (Aerospace & Defense)(a) | $ | 109 | |||||
156,719 | Royal Dutch Shell PLC, A Shares (Oil, Gas & Consumable Fuels) | 3,136 | ||||||
141,622 | Royal Dutch Shell PLC, B Shares (Oil, Gas & Consumable Fuels) | 2,740 | ||||||
3,268 | Schroders PLC (Capital Markets) | 159 | ||||||
41,641 | Segro PLC (Equity Real Estate Investment Trusts) | 630 | ||||||
8,382 | Severn Trent PLC (Water Utilities) | 290 | ||||||
6,933 | Smith & Nephew PLC (Health Care Equipment & Supplies) | 150 | ||||||
12,142 | Smiths Group PLC (Industrial Conglomerates) | 267 | ||||||
2,797 | Spirax-Sarco Engineering PLC (Machinery) | 527 | ||||||
44,660 | SSE PLC (Electric Utilities) | 927 | ||||||
9,471 | St. James Place PLC (Capital Markets) | 193 | ||||||
37,451 | Standard Chartered PLC (Banks) | 239 | ||||||
39,246 | Standard Life Aberdeen PLC (Diversified Financial Services) | 147 | ||||||
41,665 | Stellantis N.V. (Automobiles) | 818 | ||||||
46,006 | Stellantis N.V. (Automobiles) | 902 | ||||||
41,016 | The Sage Group PLC (Software) | 388 | ||||||
18,373 | The Weir Group PLC (Machinery)(a) | 470 | ||||||
55,598 | Unilever PLC (Personal Products) | 3,254 | ||||||
53,057 | Unilever PLC (Personal Products) | 3,104 | ||||||
10,568 | United Utilities Group PLC (Water Utilities) | 142 | ||||||
246,459 | Vodafone Group PLC (Wireless Telecommunication Services) | 414 | ||||||
7,653 | Whitbread PLC (Hotels, Restaurants & Leisure)(a) | 330 | ||||||
141,530 | William Morrison Supermarkets PLC (Food & Staples Retailing) | 483 | ||||||
82,329 | ||||||||
United States — 0.05% | ||||||||
12,203 | Bausch Health Companies, Inc. (Pharmaceuticals)(a) | 358 | ||||||
Total Common Stocks | 690,267 | |||||||
Preferred Stocks — 0.59% | ||||||||
Germany — 0.59% | ||||||||
3,034 | Henkel AG & Co. KGAA — Preferred (Household Products) | 320 | ||||||
1,461 | Sartorius AG — Preferred (Health Care Equipment & Supplies) | 760 | ||||||
12,574 | Volkswagen AG — Preferred (Automobiles) | 3,149 | ||||||
Total Preferred Stocks | 4,229 |
See accompanying notes to financial statements.
139
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Right — 0.00% | ||||||||
Spain — 0.00% | ||||||||
10,784 | ACS Actividades de Construccion y Servicios SA, 7/7/21 (Construction & Engineering)(a) | $ | 15 | |||||
Total Right | 15 | |||||||
Investment Company — 1.98% | ||||||||
14,229,120 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 0.01%(c) | 14,229 | ||||||
Total Investment Company | 14,229 | |||||||
Purchased Options on Futures — 0.01% | ||||||||
Total Purchased Options on Futures | 94 | |||||||
Total Investments (cost $446,247) — 98.45% | 708,834 | |||||||
Other assets in excess of liabilities — 1.55% | 11,147 | |||||||
Net Assets — 100.00% | $ | 719,981 |
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 June 30, 2021. |
(c) | Annualized 7-day yield as of period-end. |
As of June 30, 2021, 100% of the Portfolio’s net assets were managed by Parametric Portfolio Associates, LLC. |
ADR—American Depositary Receipt |
REIT—Real Estate Investment Trust |
The following tables reflect the open derivative positions held by the Portfolio as of June 30, 2021.
Futures Contracts Purchased^
Description | Number of | Expiration | Notional | Value and | ||||||||||||
MSCI EAFE Index Future | 159 | 9/17/21 | $ | 18,318 | $ | (128 | ) | |||||||||
$ | 18,318 | $ | (128 | ) | ||||||||||||
Total Unrealized Appreciation | $ | — | ||||||||||||||
Total Unrealized Depreciation | (128 | ) | ||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (128 | ) |
^ Cash has been pledged as collateral for futures contracts held by the Portfolio.
See accompanying notes to financial statements.
140
HC CAPITAL TRUST
The International Equity Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Options on Futures Contracts
Exchange-traded options on futures contacts written as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | $ | 1,155 | $ | 3,850.00 | 7/16/21 | $ | (1 | ) | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,420 | 3,550.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,086 | 3,620.00 | 7/16/21 | — | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,456 | 3,640.00 | 7/16/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,500 | 3,750.00 | 7/16/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 14 | 2,625 | 3,750.00 | 7/30/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,295 | 3,700.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,243 | 3,550.00 | 7/30/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,337 | 3,820.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,341 | 3,830.00 | 7/30/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,320 | 3,770.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,540 | 3,850.00 | 8/20/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,299 | 3,710.00 | 8/20/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,536 | 3,840.00 | 8/20/21 | (6 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 14 | 2,604 | 3,720.00 | 8/20/21 | (8 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,492 | 3,730.00 | 8/20/21 | (5 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,524 | 3,810.00 | 8/20/21 | (6 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,488 | 3,720.00 | 8/31/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 16 | 3,160 | 3,950.00 | 8/31/21 | (24 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,460 | 3,650.00 | 8/31/21 | (6 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,508 | 3,770.00 | 8/31/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,975 | 3,950.00 | 9/17/21 | (21 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | 1,155 | 3,850.00 | 9/17/21 | (10 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 2,000 | 4,000.00 | 9/30/21 | (29 | ) | |||||||||||||||||
$ | (157 | ) |
Exchanged-traded options on futures contacts purchased as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 6 | $ | 1,230 | $ | 4,100.00 | 7/16/21 | $ | 2 | |||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,418 | 4,050.00 | 7/30/21 | 6 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 7 | 1,418 | 4,050.00 | 8/20/21 | 11 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,680 | 4,200.00 | 8/31/21 | 27 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 1,050 | 4,200.00 | 9/17/21 | 21 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 5 | 1,063 | 4,250.00 | 9/30/21 | 27 | ||||||||||||||||||
$ | 94 |
Amounts designated as “—” are $0 or have been rounded to $0.
See accompanying notes to financial statements.
141
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks — 73.46% | ||||||||
Australia — 5.42% | ||||||||
11,561 | Afterpay Ltd. (IT Services)(a) | $ | 1,024 | |||||
33,909 | AGL Energy Ltd. (Multi-Utilities) | 208 | ||||||
13,251 | Ampol Ltd. (Oil, Gas & Consumable Fuels) | 280 | ||||||
62,613 | APA Group (Gas Utilities) | 418 | ||||||
30,497 | Aristocrat Leisure Ltd. (Hotels, Restaurants & Leisure) | 985 | ||||||
10,389 | ASX Ltd. (Capital Markets) | 605 | ||||||
103,636 | Aurizon Holdings Ltd. (Road & Rail) | 289 | ||||||
98,249 | AusNet Services (Electric Utilities) | 129 | ||||||
152,069 | Australia & New Zealand Banking Group Ltd. (Banks) | 3,210 | ||||||
157,582 | BHP Billiton Ltd. (Metals & Mining) | 5,740 | ||||||
112,932 | BHP Group Ltd. (Metals & Mining) | 3,327 | ||||||
26,827 | BlueScope Steel Ltd. (Metals & Mining) | 442 | ||||||
79,765 | Brambles Ltd. (Commercial Services & Supplies) | 684 | ||||||
3,610 | Cochlear Ltd. (Health Care Equipment & Supplies) | 681 | ||||||
73,042 | Coles Group Ltd. (Food & Staples Retailing) | 936 | ||||||
94,910 | Commonwealth Bank of Australia (Banks) | 7,108 | ||||||
28,386 | Computershare Ltd. (IT Services) | 360 | ||||||
19,764 | Crown Resorts Ltd. (Hotels, Restaurants & Leisure)(a) | 176 | ||||||
24,338 | CSL Ltd. (Biotechnology) | 5,204 | ||||||
58,182 | Dexus (Equity Real Estate Investment Trusts) | 465 | ||||||
2,594 | Domino’s Pizza Enterprises Ltd. (Hotels, Restaurants & Leisure) | 234 | ||||||
67,652 | Endeavour Group Ltd. (Food & Staples Retailing)(a) | 319 | ||||||
90,371 | Evolution Mining Ltd. (Metals & Mining) | 305 | ||||||
91,579 | Fortescue Metals Group Ltd. (Metals & Mining) | 1,603 | ||||||
88,997 | Goodman Group (Equity Real Estate Investment Trusts) | 1,413 | ||||||
135,687 | Insurance Australia Group Ltd. (Insurance) | 525 | ||||||
38,658 | LendLease Group (Real Estate Management & Development)(b) | 332 | ||||||
18,365 | Macquarie Group Ltd. (Capital Markets) | 2,154 | ||||||
7,258 | Magellan Financial Group Ltd. (Capital Markets) | 293 | ||||||
146,142 | Medibank Private Ltd. (Insurance) | 346 | ||||||
208,758 | Mirvac Group (Equity Real Estate Investment Trusts) | 457 | ||||||
176,239 | National Australia Bank Ltd. (Banks) | 3,465 | ||||||
43,566 | Newcrest Mining Ltd. (Metals & Mining) | 826 | ||||||
58,321 | Northern Star Resources Ltd. (Metals & Mining) | 428 | ||||||
21,468 | Orica Ltd. (Chemicals) | 214 | ||||||
93,460 | Origin Energy Ltd. (Oil, Gas & Consumable Fuels) | 316 | ||||||
53,562 | Qantas Airways Ltd. (Airlines)(a) | 187 |
Shares | Security Description | Value | ||||||
Australia (continued) | ||||||||
80,240 | QBE Insurance Group Ltd. (Insurance) | $ | 649 | |||||
10,044 | Ramsay Health Care Ltd. (Health Care Providers & Services) | 474 | ||||||
2,796 | REA Group Ltd. (Interactive Media & Services) | 354 | ||||||
12,451 | Reece Ltd. (Trading Companies & Distributors) | 220 | ||||||
19,939 | Rio Tinto Ltd. (Metals & Mining) | 1,893 | ||||||
99,093 | Santos Ltd. (Oil, Gas & Consumable Fuels) | 527 | ||||||
278,000 | Scentre Group (Equity Real Estate Investment Trusts) | 571 | ||||||
17,748 | SEEK Ltd. (Professional Services) | 441 | ||||||
23,949 | Sonic Healthcare Ltd. (Health Care Providers & Services) | 690 | ||||||
260,011 | South32 Ltd. (Metals & Mining) | 571 | ||||||
126,527 | Stockland (Equity Real Estate Investment Trusts) | 442 | ||||||
71,092 | Suncorp Group Ltd. (Insurance) | 592 | ||||||
69,588 | Sydney Airport (Transportation Infrastructure)(a) | 302 | ||||||
117,482 | Tabcorp Holdings Ltd. (Hotels, Restaurants & Leisure) | 456 | ||||||
220,896 | Telstra Corp. Ltd. (Diversified Telecommunication Services) | 623 | ||||||
103,369 | The GPT Group (Equity Real Estate Investment Trusts) | 380 | ||||||
146,842 | Transurban Group (Transportation Infrastructure) | 1,567 | ||||||
38,205 | Treasury Wine Estates Ltd. (Beverages) | 335 | ||||||
206,048 | Vicinity Centres (Equity Real Estate Investment Trusts)(b) | 239 | ||||||
5,716 | Washington H Soul Pattinson & Co. Ltd. (Oil, Gas & Consumable Fuels)^ | 145 | ||||||
60,797 | Wesfarmers Ltd. (Food & Staples Retailing) | 2,694 | ||||||
195,573 | Westpac Banking Corp. (Banks) | 3,785 | ||||||
7,602 | WiseTech Global Ltd. (Software) | 182 | ||||||
51,937 | Woodside Petroleum Ltd. (Oil, Gas & Consumable Fuels) | 865 | ||||||
67,652 | Woolworths Group Ltd. (Food & Staples Retailing) | 1,934 | ||||||
66,619 | ||||||||
Austria — 0.14% | ||||||||
14,825 | Erste Group Bank AG (Banks) | 544 | ||||||
7,815 | OMV AG (Oil, Gas & Consumable Fuels) | 444 | ||||||
7,855 | Raiffeisen Bank International AG (Banks)(b) | 178 | ||||||
3,613 | Verbund AG (Electric Utilities) | 333 | ||||||
6,158 | Voestalpine AG (Metals & Mining) | 251 | ||||||
1,750 | ||||||||
Belgium — 0.64% | ||||||||
9,474 | Ageas SA (Insurance) | 526 | ||||||
40,843 | Anheuser-Busch InBev N.V. (Beverages) | 2,944 | ||||||
2,938 | Colruyt SA (Food & Staples Retailing) | 164 | ||||||
1,639 | Elia Group SA/NV (Electric Utilities)^(b) | 173 |
See accompanying notes to financial statements.
142
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Belgium (continued) | ||||||||
6,159 | Groupe Bruxelles Lambert SA (Diversified Financial Services) | $ | 689 | |||||
13,679 | KBC Group N.V. (Banks) | 1,043 | ||||||
8,072 | Proximus SADP (Diversified Telecommunication Services) | 156 | ||||||
818 | Sofina SA (Diversified Financial Services) | 353 | ||||||
3,933 | Solvay SA, Class - A (Chemicals) | 500 | ||||||
6,709 | UCB SA (Pharmaceuticals) | 701 | ||||||
10,460 | Umicore SA (Chemicals)(b) | 639 | ||||||
7,888 | ||||||||
China — 0.09% | ||||||||
2,144 | Futu Holdings Ltd., ADR (Capital Markets)(a) | 384 | ||||||
11,700 | Jardine Matheson Holdings Ltd. (Industrial Conglomerates) | 748 | ||||||
1,132 | ||||||||
Denmark — 1.92% | ||||||||
171 | A.P. Moller - Maersk A/S, Class - A (Marine) | 475 | ||||||
337 | A.P. Moller - Maersk A/S, Class - B (Marine) | 969 | ||||||
8,664 | Ambu A/S, Class - B (Health Care Equipment & Supplies) | 333 | ||||||
5,677 | Carlsberg A/S, Class - B (Beverages) | 1,058 | ||||||
5,597 | Christian Hansen Holding A/S (Chemicals)(b) | 505 | ||||||
6,432 | Coloplast A/S, Class - B (Health Care Equipment & Supplies) | 1,056 | ||||||
36,602 | Danske Bank A/S (Banks) | 644 | ||||||
5,857 | Demant A/S (Health Care Equipment & Supplies)(a) | 330 | ||||||
11,135 | DSV PANALPINA A/S (Road & Rail) | 2,597 | ||||||
3,502 | Genmab A/S (Biotechnology)(a)(b) | 1,433 | ||||||
6,795 | GN Store Nord A/S (Health Care Equipment & Supplies) | 594 | ||||||
92,671 | Novo Nordisk A/S, Class - B (Pharmaceuticals) | 7,765 | ||||||
11,331 | Novozymes A/S, B Shares (Chemicals) | 854 | ||||||
10,213 | Orsted A/S (Electric Utilities)(b) | 1,433 | ||||||
5,307 | Pandora A/S (Textiles, Apparel & Luxury Goods) | 713 | ||||||
447 | ROCKWOOL International A/S, B Shares (Building Products) | 218 | ||||||
18,858 | Tryg A/S (Insurance)(b) | 463 | ||||||
53,960 | Vestas Wind Systems A/S (Electrical Equipment) | 2,107 | ||||||
23,547 | ||||||||
Finland — 0.95% | ||||||||
7,548 | Elisa Oyj (Diversified Telecommunication Services) | 450 | ||||||
23,569 | Fortum Oyj (Electric Utilities) | 650 | ||||||
15,367 | Kesko Oyj, Class - B (Food & Staples Retailing) | 568 | ||||||
18,340 | Kone Oyj, Class - B (Machinery) | 1,496 | ||||||
22,871 | Neste Oyj (Oil, Gas & Consumable Fuels) | 1,400 |
Shares | Security Description | Value | ||||||
Finland (continued) | ||||||||
303,646 | Nokia Oyj (Communications Equipment)(a) | $ | 1,626 | |||||
174,999 | Nordea Bank Abp (Banks)(b) | 1,947 | ||||||
5,580 | Orion Oyj, Class - B (Pharmaceuticals) | 240 | ||||||
26,322 | Sampo Oyj, Class - A (Insurance) | 1,210 | ||||||
30,871 | Stora Enso Oyj, R Shares (Paper & Forest Products) | 563 | ||||||
28,892 | UPM-Kymmene Oyj (Paper & Forest Products) | 1,093 | ||||||
24,986 | Wartsila Oyj Abp (Machinery) | 371 | ||||||
11,614 | ||||||||
France — 7.92% | ||||||||
10,054 | Accor SA (Hotels, Restaurants & Leisure)(a)(b) | 375 | ||||||
1,575 | Aeroports de Paris (Transportation Infrastructure)(a) | 205 | ||||||
25,216 | Air Liquide SA (Chemicals) | 4,414 | ||||||
14,442 | Alstom SA (Machinery)(a)(b) | 729 | ||||||
3,218 | Amundi SA (Capital Markets)(b) | 284 | ||||||
3,660 | Arkema SA (Chemicals) | 459 | ||||||
5,215 | Atos SE (IT Services) | 317 | ||||||
103,676 | AXA SA (Insurance) | 2,629 | ||||||
2,198 | BioMerieux (Health Care Equipment & Supplies) | 255 | ||||||
59,861 | BNP Paribas SA (Banks) | 3,752 | ||||||
46,827 | Bollore SA (Air Freight & Logistics) | 251 | ||||||
12,093 | Bouygues SA (Construction & Engineering) | 447 | ||||||
15,589 | Bureau Veritas SA (Professional Services)(b) | 493 | ||||||
8,705 | Capgemini SE (IT Services) | 1,672 | ||||||
33,424 | Carrefour SA (Food & Staples Retailing) | 657 | ||||||
9,109 | CNP Assurances (Insurance) | 155 | ||||||
27,386 | Compagnie de Saint-Gobain (Building Products) | 1,803 | ||||||
9,191 | Compagnie Generale des Etablissements Michelin (Auto Components) | 1,466 | ||||||
2,980 | Covivio (Equity Real Estate Investment Trusts) | 255 | ||||||
65,574 | Credit Agricole SA (Banks) | 918 | ||||||
34,460 | Danone SA (Food Products) | 2,426 | ||||||
133 | Dassault Aviation SA (Aerospace & Defense)(b) | 156 | ||||||
7,137 | Dassault Systemes SE (Software) | 1,730 | ||||||
13,515 | Edenred (Commercial Services & Supplies) | 770 | ||||||
4,675 | Eiffage SA (Construction & Engineering)(b) | 476 | ||||||
33,589 | Electricite de France SA (Electric Utilities)^ | 459 | ||||||
98,663 | Engie SA (Multi-Utilities) | 1,352 | ||||||
15,248 | EssilorLuxottica SA (Health Care Equipment & Supplies)^ | 2,814 | ||||||
2,086 | Eurazeo SE (Diversified Financial Services) | 182 | ||||||
6,238 | Faurecia SE (Auto Components) | 306 | ||||||
2,433 | Gecina SA (Equity Real Estate Investment Trusts)(b) | 373 | ||||||
23,349 | Getlink SE (Transportation Infrastructure) | 364 | ||||||
1,692 | Hermes International (Textiles, Apparel & Luxury Goods) | 2,464 |
See accompanying notes to financial statements.
143
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
France (continued) | ||||||||
785 | Iliad SA (Diversified Telecommunication Services)(b) | $ | 115 | |||||
2,001 | Ipsen SA (Pharmaceuticals) | 208 | ||||||
4,061 | Kering SA (Textiles, Apparel & Luxury Goods) | 3,548 | ||||||
10,440 | Klepierre SA (Equity Real Estate Investment Trusts) | 269 | ||||||
4,869 | LA Francaise des Jeux SAEM (Hotels, Restaurants & Leisure)(b) | 286 | ||||||
14,369 | Legrand SA (Electrical Equipment) | 1,521 | ||||||
13,517 | L’Oreal SA (Personal Products) | 6,023 | ||||||
14,845 | LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods) | 11,640 | ||||||
50,196 | Natixism SA (Capital Markets) | 238 | ||||||
107,918 | Orange SA (Diversified Telecommunication Services)^(b) | 1,230 | ||||||
2,743 | Orpea (Health Care Providers & Services)(a)(b) | 349 | ||||||
11,109 | Pernod Ricard SA (Beverages) | 2,466 | ||||||
12,022 | Publicis Groupe SA (Media) | 769 | ||||||
1,208 | Remy Cointreau SA (Beverages)^ | 249 | ||||||
10,200 | Renault SA (Automobiles)(a)(b) | 412 | ||||||
18,028 | Safran SA (Aerospace & Defense) | 2,499 | ||||||
60,411 | Sanofi (Pharmaceuticals) | 6,329 | ||||||
1,467 | Sartorius Stedim Biotech (Life Sciences Tools & Services) | 694 | ||||||
28,688 | Schneider Electric SE (Electrical Equipment)(b) | 4,513 | ||||||
8,414 | SCOR SE (Insurance)^(a) | 268 | ||||||
1,410 | SEB SA (Household Durables) | 255 | ||||||
43,021 | Societe Generale SA (Banks) | 1,268 | ||||||
4,695 | Sodexo SA (Hotels, Restaurants & Leisure)(a) | 438 | ||||||
18,339 | Suez SA (Multi-Utilities)(a) | 436 | ||||||
3,180 | Teleperformance (Professional Services) | 1,291 | ||||||
5,654 | Thales SA (Aerospace & Defense) | 577 | ||||||
134,399 | TotalEnergies SE (Oil, Gas & Consumable Fuels)^ | 6,080 | ||||||
4,802 | UbiSoft Entertainment SA (Entertainment)(a) | 336 | ||||||
7,343 | Unibail-Rodamco-Westfield (Equity Real Estate Investment Trusts)(a) | 635 | ||||||
12,151 | Valeo SA (Auto Components) | 365 | ||||||
28,598 | Veolia Environnement SA (Multi-Utilities) | 864 | ||||||
28,282 | Vinci SA (Construction & Engineering) | 3,017 | ||||||
40,471 | Vivendi SA (Entertainment)^ | 1,359 | ||||||
1,423 | Wendel SE (Diversified Financial Services) | 191 | ||||||
12,782 | Worldline SA (IT Services)(a)(b) | 1,196 | ||||||
97,342 | ||||||||
Germany — 6.48% | ||||||||
10,180 | adidas AG (Textiles, Apparel & Luxury Goods) | 3,789 | ||||||
22,055 | Allianz SE (Insurance) | 5,499 |
Shares | Security Description | Value | ||||||
Germany (continued) | ||||||||
55,794 | Aroundtown SA (Real Estate Management & Development)(b) | $ | 435 | |||||
49,121 | BASF SE (Chemicals) | 3,869 | ||||||
52,531 | Bayer AG, Registered Shares (Pharmaceuticals) | 3,189 | ||||||
17,896 | Bayerische Motoren Werke AG (Automobiles) | 1,895 | ||||||
1,548 | Bechtle AG (IT Services) | 288 | ||||||
5,349 | Beiersdorf AG (Personal Products) | 645 | ||||||
8,199 | Brenntag AG (Trading Companies & Distributors) | 762 | ||||||
2,136 | Carl Zeiss Meditec AG (Health Care Equipment & Supplies) | 413 | ||||||
53,166 | Commerzbank AG (Banks)(a) | 377 | ||||||
5,837 | Continental AG (Auto Components) | 858 | ||||||
10,162 | Covestro AG (Chemicals)(b) | 656 | ||||||
45,894 | Daimler AG (Automobiles)(b) | 4,097 | ||||||
8,131 | Delivery Hero SE (Internet & Direct Marketing Retail)(a)(b) | 1,074 | ||||||
109,241 | Deutsche Bank AG, Registered Shares (Capital Markets)(a) | 1,423 | ||||||
10,189 | Deutsche Boerse AG (Capital Markets) | 1,778 | ||||||
15,967 | Deutsche Lufthansa AG, Registered Shares (Airlines)^(a) | 180 | ||||||
53,036 | Deutsche Post AG, Registered Shares (Air Freight & Logistics) | 3,607 | ||||||
178,232 | Deutsche Telekom AG (Diversified Telecommunication Services) | 3,764 | ||||||
18,493 | Deutsche Wohnen SE (Real Estate Management & Development) | 1,131 | ||||||
120,564 | E.ON SE (Multi-Utilities) | 1,394 | ||||||
11,128 | Evonik Industries AG (Chemicals) | 373 | ||||||
11,683 | Fresenius Medical Care AG & Co. KGAA (Health Care Providers & Services) | 970 | ||||||
22,639 | Fresenius SE & Co. KGAA (Health Care Providers & Services) | 1,181 | ||||||
8,141 | GEA Group AG (Machinery) | 330 | ||||||
3,200 | Hannover Rueckversicherung SE (Insurance) | 535 | ||||||
7,897 | HeidelbergCement AG (Construction Materials) | 677 | ||||||
8,710 | HelloFresh SE (Internet & Direct Marketing Retail)(a) | 847 | ||||||
5,515 | Henkel AG & Co. KGAA (Household Products) | 508 | ||||||
69,818 | Infineon Technologies AG (Semiconductors & Semiconductor Equipment)(b) | 2,800 | ||||||
3,830 | KION Group AG (Machinery)(b) | 408 | ||||||
3,979 | Knorr-Bremse AG (Machinery) | 458 | ||||||
4,409 | Lanxess AG (Chemicals) | 302 | ||||||
3,773 | LEG Immobilien AG (Real Estate Management & Development) | 543 | ||||||
6,898 | Merck KGAA (Pharmaceuticals) | 1,322 |
See accompanying notes to financial statements.
144
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Germany (continued) | ||||||||
2,817 | MTU Aero Engines AG (Aerospace & Defense) | $ | 698 | |||||
7,549 | Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares (Insurance) | 2,067 | ||||||
3,064 | Nemetschek SE (Software) | 234 | ||||||
5,223 | Puma SE (Textiles, Apparel & Luxury Goods) | 623 | ||||||
294 | Rational AG (Machinery) | 266 | ||||||
34,295 | RWE AG (Multi-Utilities) | 1,243 | ||||||
55,866 | SAP SE (Software) | 7,872 | ||||||
5,710 | Scout24 AG (Interactive Media & Services)(a)(b) | 481 | ||||||
40,927 | Siemens AG, Registered Shares (Industrial Conglomerates) | 6,484 | ||||||
21,327 | Siemens Energy AG (Electric Utilities)(a) | 643 | ||||||
14,645 | Siemens Healthineers AG (Health Care Equipment & Supplies)(b) | 897 | ||||||
6,827 | Symrise AG (Chemicals)(b) | 951 | ||||||
8,264 | TeamViewer AG (Software)(a)(b) | 311 | ||||||
55,254 | Telefonica Deutschland Holding AG (Diversified Telecommunication Services) | 146 | ||||||
7,461 | Uniper SE (Independent Power and Renewable Electricity Producers) | 275 | ||||||
5,973 | United Internet AG (Diversified Telecommunication Services)(b) | 244 | ||||||
1,723 | Volkswagen AG (Automobiles) | 565 | ||||||
28,689 | Vonovia SE (Real Estate Management & Development) | 1,854 | ||||||
11,302 | Zalando SE (Internet & Direct Marketing Retail)(a)(b) | 1,366 | ||||||
79,597 | ||||||||
Hong Kong — 2.31% | ||||||||
647,118 | AIA Group Ltd. (Insurance) | 8,042 | ||||||
196,195 | BOC Hong Kong Holdings Ltd. (Banks) | 666 | ||||||
91,400 | Budweiser Brewing Co. APAC Ltd. (Beverages)(b) | 288 | ||||||
588,000 | China Common Rich Renewable Energy Investment Ltd. (Independent Power and Renewable Electricity Producers)(a)(c) | — | ||||||
85,600 | Chow Tai Fook Jewellery Group Ltd. (Specialty Retail) | 196 | ||||||
123,200 | CK Asset Holdings Ltd. (Real Estate Management & Development) | 851 | ||||||
145,910 | CK Hutchison Holdings Ltd. (Industrial Conglomerates) | 1,136 | ||||||
35,000 | CK Infrastructure Holdings Ltd. (Electric Utilities) | 209 | ||||||
87,219 | CLP Holdings Ltd. (Electric Utilities) | 863 | ||||||
104,400 | ESR Cayman Ltd. (Real Estate Management & Development)(a)(b) | 352 |
Shares | Security Description | Value | ||||||
Hong Kong (continued) | ||||||||
115,000 | Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure)(a) | $ | 921 | |||||
107,720 | Hang Lung Properties Ltd. (Real Estate Management & Development) | 262 | ||||||
40,539 | Hang Seng Bank Ltd. (Banks) | 810 | ||||||
76,845 | Henderson Land Development Co. Ltd. (Real Estate Management & Development) | 364 | ||||||
140,877 | HK Electric Investments & HK Electric Investments Ltd. (Electric Utilities) | 143 | ||||||
200,550 | HKT Trust & HKT Ltd. (Diversified Telecommunication Services)(b) | 273 | ||||||
594,247 | Hong Kong & China Gas Co. Ltd. (Gas Utilities) | 923 | ||||||
64,700 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 3,856 | ||||||
61,940 | Hongkong Land Holdings Ltd. (Real Estate Management & Development) | 295 | ||||||
11,594 | Melco Resorts & Entertainment Ltd., ADR (Hotels, Restaurants & Leisure)(a) | 192 | ||||||
81,500 | MTR Corp. Ltd. (Road & Rail) | 454 | ||||||
81,310 | New World Development Co. Ltd. (Real Estate Management & Development) | 423 | ||||||
76,368 | Power Assets Holdings Ltd. (Electric Utilities) | 469 | ||||||
128,660 | Sands China Ltd. (Hotels, Restaurants & Leisure)(a) | 542 | ||||||
165,429 | Sino Land Co. Ltd. (Real Estate Management & Development) | 261 | ||||||
105,000 | SJM Holdings Ltd. (Hotels, Restaurants & Leisure)(a) | 115 | ||||||
69,360 | Sun Hung Kai Properties Ltd. (Real Estate Management & Development) | 1,034 | ||||||
26,430 | Swire Pacific Ltd., Class - A (Real Estate Management & Development) | 179 | ||||||
62,000 | Swire Properties Ltd. (Real Estate Management & Development) | 185 | ||||||
73,000 | Techtronic Industries Co. Ltd. (Household Durables) | 1,274 | ||||||
69,400 | The Bank of East Asia Ltd. (Banks) | 129 | ||||||
112,236 | The Link Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 1,088 | ||||||
508,000 | WH Group Ltd. (Food Products)(b) | 457 | ||||||
92,000 | Wharf Real Estate Investment Co. Ltd. (Real Estate Management & Development) | 535 | ||||||
82,800 | Wynn Macau Ltd. (Hotels, Restaurants & Leisure)(a) | 130 | ||||||
104,000 | Xinyi Glass Holdings Ltd. (Auto Components) | 424 | ||||||
28,341 | ||||||||
Ireland (Republic of) — 0.78% | ||||||||
42,149 | CRH PLC (Construction Materials)(b) | 2,124 | ||||||
5,222 | DCC PLC (Industrial Conglomerates)(b) | 427 |
See accompanying notes to financial statements.
145
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Ireland (Republic of) (continued) | ||||||||
48,999 | Experian PLC (Professional Services) | $ | 1,888 | |||||
8,874 | Flutter Entertainment PLC (Hotels, Restaurants & Leisure)(a) | 1,607 | ||||||
23,508 | James Hardie Industries PLC (Construction Materials) | 798 | ||||||
8,602 | Kerry Group PLC, Class - A (Food Products) | 1,201 | ||||||
8,164 | Kingspan Group PLC (Building Products) | 771 | ||||||
13,034 | Smurfit Kappa Group PLC (Containers & Packaging)(b) | 707 | ||||||
9,523 | ||||||||
Isle of Man — 0.06% | ||||||||
30,923 | GVC Holdings PLC (Hotels, Restaurants & Leisure)(a) | 747 | ||||||
Israel — 0.45% | ||||||||
2,521 | Azrieli Group Ltd. (Real Estate Management & Development) | 178 | ||||||
60,224 | Bank Hapoalim BM (Banks)(a) | 484 | ||||||
77,815 | Bank Leumi Le (Banks)(a) | 592 | ||||||
6,177 | Check Point Software Technologies Ltd. (Software)(a) | 717 | ||||||
2,209 | CyberArk Software Ltd. (Software)(a) | 288 | ||||||
1,406 | Elbit Systems Ltd. (Aerospace & Defense) | 182 | ||||||
37,371 | ICL Group Ltd. (Chemicals)(b) | 254 | ||||||
1 | Isracard Ltd. (Consumer Finance)(a) | — | ||||||
61,769 | Israel Discount Bank Ltd., Class - A (Banks)(a) | 294 | ||||||
7,482 | Mizrahi Tefahot Bank Ltd. (Banks)(a) | 231 | ||||||
3,383 | Nice Ltd. (Software)(a) | 827 | ||||||
59,477 | Teva Pharmaceutical Industries Ltd., ADR (Pharmaceuticals)(a) | 589 | ||||||
2,938 | Wix.com Ltd. (IT Services)(a) | 852 | ||||||
5,488 | ||||||||
Italy — 1.53% | ||||||||
7,118 | Amplifon SpA (Health Care Providers & Services) | 351 | ||||||
59,838 | Assicurazioni Generali SpA (Insurance) | 1,199 | ||||||
27,120 | Atlantia SpA (Transportation Infrastructure)(a) | 491 | ||||||
30,820 | Davide Campari-Milano N.V. (Beverages) | 413 | ||||||
1,336 | Diasorin SpA (Health Care Equipment & Supplies) | 253 | ||||||
435,005 | Enel SpA (Electric Utilities)(b) | 4,040 | ||||||
136,629 | Eni SpA (Oil, Gas & Consumable Fuels) | 1,664 | ||||||
6,811 | Ferrari N.V. (Automobiles) | 1,405 | ||||||
32,335 | FinecoBank Banca Fineco SpA (Banks)(a) | 564 | ||||||
17,576 | Infrastrutture Wireless Italiane SpA (Diversified Telecommunication Services)^(b) | 198 | ||||||
882,763 | Intesa Sanpaolo SpA (Banks)(b) | 2,438 |
Shares | Security Description | Value | ||||||
Italy (continued) | ||||||||
32,957 | Mediobanca Banca di Credito Finanziario SpA (Banks)(a) | $ | 385 | |||||
10,280 | Moncler SpA (Textiles, Apparel & Luxury Goods) | 695 | ||||||
24,179 | Nexi SpA (IT Services)(a)(b) | 531 | ||||||
27,724 | Poste Italiane SpA (Insurance)(b) | 366 | ||||||
13,472 | Prusmian SpA (Electrical Equipment) | 483 | ||||||
5,549 | Recordati SpA (Pharmaceuticals) | 317 | ||||||
107,850 | Snam SpA (Oil, Gas & Consumable Fuels) | 623 | ||||||
515,526 | Telecom Italia SpA (Diversified Telecommunication Services) | 256 | ||||||
319,861 | Telecom Italia SpA (Diversified Telecommunication Services) | 169 | ||||||
74,664 | Terna - Rete Elettrica Nazionale SpA (Electric Utilities) | 556 | ||||||
114,230 | Unicredit SpA (Banks) | 1,348 | ||||||
18,745 | ||||||||
Japan — 17.15% | ||||||||
1,800 | ABC-Mart, Inc. (Specialty Retail) | 103 | ||||||
21,200 | ACOM Co. Ltd. (Consumer Finance) | 92 | ||||||
10,600 | Advantest Corp. (Semiconductors & Semiconductor Equipment)(b) | 955 | ||||||
34,400 | Aeon Mall Co. Ltd. (Food & Staples Retailing) | 924 | ||||||
10,265 | AGC, Inc. (Building Products)^ | 431 | ||||||
8,600 | Aisin Seiki Co. Ltd. (Auto Components) | 368 | ||||||
24,800 | Ajinomoto Co., Inc. (Food Products) | 644 | ||||||
9,100 | ANA Holdings, Inc. (Airlines)(a)(b) | 214 | ||||||
24,700 | Asahi Group Holdings Ltd. (Beverages)(b) | 1,154 | ||||||
11,000 | Asahi Intecc Co. Ltd. (Health Care Equipment & Supplies) | 263 | ||||||
66,610 | Asahi Kasei Corp. (Chemicals) | 732 | ||||||
99,890 | Astellas Pharma, Inc. (Pharmaceuticals) | 1,740 | ||||||
7,000 | Azbil Corp. (Electronic Equipment, Instruments & Components) | 290 | ||||||
10,900 | Bandai Namco Holdings, Inc. (Leisure Products) | 756 | ||||||
30,260 | Bridgestone Corp. (Auto Components)^ | 1,377 | ||||||
11,800 | Brother Industries Ltd. (Technology Hardware, Storage & Peripherals) | 236 | ||||||
52,747 | Canon, Inc. (Technology Hardware, Storage & Peripherals)^ | 1,193 | ||||||
10,000 | Capcom Co. Ltd. (Entertainment) | 293 | ||||||
10,340 | Casio Computer Co. Ltd. (Household Durables) | 173 | ||||||
7,700 | Central Japan Railway Co. (Road & Rail) | 1,168 | ||||||
34,200 | Chubu Electric Power Co., Inc. (Electric Utilities) | 418 | ||||||
36,000 | Chugai Pharmaceutical Co. Ltd. (Pharmaceuticals) | 1,427 | ||||||
56,200 | Concordia Financial Group Ltd. (Banks) | 206 |
See accompanying notes to financial statements.
146
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
1,100 | Cosmos Pharmaceutical Corp. (Food & Staples Retailing) | $ | 161 | |||||
21,600 | CyberAgent, Inc. (Media) | 464 | ||||||
12,939 | Dai Nippon Printing Co. Ltd. (Commercial Services & Supplies) | 274 | ||||||
5,400 | Daifuku Co. Ltd. (Machinery) | 491 | ||||||
58,500 | Dai-ichi Life Holdings, Inc. (Insurance) | 1,071 | ||||||
91,200 | Daiichi Sankyo Co. Ltd. (Pharmaceuticals) | 1,966 | ||||||
13,400 | Daikin Industries Ltd. (Building Products) | 2,496 | ||||||
3,447 | Daito Trust Construction Co. Ltd. (Real Estate Management & Development) | 377 | ||||||
30,730 | Daiwa House Industry Co. Ltd. (Real Estate Management & Development) | 923 | ||||||
105 | Daiwa House REIT Investment Corp. (Equity Real Estate Investment Trusts)(b) | 310 | ||||||
76,700 | Daiwa Securities Group, Inc. (Capital Markets) | 421 | ||||||
22,900 | Denso Corp. (Auto Components) | 1,562 | ||||||
11,470 | Dentsu Group, Inc. (Media)^ | 410 | ||||||
1,600 | Disco Corp. (Semiconductors & Semiconductor Equipment) | 489 | ||||||
16,300 | East Japan Railway Co. (Road & Rail) | 1,163 | ||||||
13,400 | Eisai Co. Ltd. (Pharmaceuticals) | 1,318 | ||||||
167,378 | ENEOS Holdings, Inc. (Oil, Gas & Consumable Fuels) | 701 | ||||||
10,200 | FANUC Corp. (Machinery) | 2,460 | ||||||
3,100 | Fast Retailing Co. Ltd. (Specialty Retail) | 2,334 | ||||||
7,300 | Fuji Electric Co. Ltd. (Electrical Equipment) | 341 | ||||||
19,010 | FUJIFILM Holdings Corp. (Technology Hardware, Storage & Peripherals) | 1,410 | ||||||
10,650 | Fujitsu Ltd. (IT Services)(b) | 1,994 | ||||||
232 | GLP J-REIT (Equity Real Estate Investment Trusts)(b) | 400 | ||||||
2,200 | GMO Payment Gateway, Inc. (IT Services) | 287 | ||||||
12,400 | Hakuhodo DY Holdings, Inc. (Media) | 192 | ||||||
7,400 | Hamamatsu Photonics K.K. (Electronic Equipment, Instruments & Components) | 446 | ||||||
12,600 | Hankyu Hanshin Holdings, Inc. (Road & Rail) | 389 | ||||||
2,300 | Harmonic Drive Systems, Inc. (Machinery) | 127 | ||||||
1,200 | Hikari Tsushin, Inc. (Specialty Retail) | 211 | ||||||
15,200 | Hino Motors Ltd. (Machinery) | 134 | ||||||
1,780 | Hirose Electric Co. Ltd. (Electronic Equipment, Instruments & Components) | 260 | ||||||
2,700 | Hisamitsu Pharmaceutical Co., Inc. (Pharmaceuticals) | 133 | ||||||
5,700 | Hitachi Construction Machinery Co. Ltd. (Machinery) | 174 | ||||||
51,880 | Hitachi Ltd. (Electronic Equipment, Instruments & Components) | 2,971 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
11,400 | Hitachi Metals Ltd. (Metals & Mining) | $ | 218 | |||||
87,354 | Honda Motor Co. Ltd. (Automobiles) | 2,792 | ||||||
2,900 | Hoshizaki Corp. (Machinery) | 246 | ||||||
20,000 | HOYA Corp. (Health Care Equipment & Supplies) | 2,652 | ||||||
16,100 | Hulic Co. Ltd. (Real Estate Management & Development) | 181 | ||||||
6,000 | Ibiden Co. Ltd. (Electronic Equipment, Instruments & Components) | 324 | ||||||
10,459 | Idemitsu Kosan Co. Ltd. (Oil, Gas & Consumable Fuels)(b) | 253 | ||||||
7,800 | Iida Group Holdings Co. Ltd. (Household Durables) | 201 | ||||||
54,300 | Inpex Corp. (Oil, Gas & Consumable Fuels)^ | 405 | ||||||
29,270 | Isuzu Motors Ltd. (Automobiles) | 387 | ||||||
2,800 | ITO EN Ltd. (Beverages) | 166 | ||||||
66,658 | ITOCHU Corp. (Trading Companies & Distributors) | 1,920 | ||||||
5,100 | ITOCHU Techno-Solutions Corp. (IT Services) | 158 | ||||||
8,500 | Japan Airlines Co. Ltd. (Airlines)(a)(b) | 184 | ||||||
27,700 | Japan Exchange Group, Inc. (Capital Markets) | 616 | ||||||
21,500 | Japan Post Bank Co. Ltd. (Banks) | 181 | ||||||
83,560 | Japan Post Holdings Co. Ltd. (Insurance)(b) | 685 | ||||||
11,900 | Japan Post Insurance Co. Ltd. (Insurance)(b) | 220 | ||||||
70 | Japan Real Estate Investment Corp. (Equity Real Estate Investment Trusts) | 430 | ||||||
362 | Japan Retail Fund Investment Corp. (Equity Real Estate Investment Trusts) | 392 | ||||||
64,927 | Japan Tobacco, Inc. (Tobacco)^ | 1,227 | ||||||
26,100 | JFE Holdings, Inc. (Metals & Mining) | 306 | ||||||
10,833 | JSR Corp. (Chemicals) | 328 | ||||||
23,800 | Kajima Corp. (Construction & Engineering) | 301 | ||||||
7,100 | Kakaku.com, Inc. (Interactive Media & Services) | 214 | ||||||
9,400 | Kansai Paint Co. Ltd. (Chemicals) | 240 | ||||||
25,800 | Kao Corp. (Personal Products) | 1,588 | ||||||
86,700 | KDDI Corp. (Wireless Telecommunication Services) | 2,704 | ||||||
5,500 | Keio Corp. (Road & Rail) | 323 | ||||||
6,900 | Keisei Electric Railway Co. Ltd. (Road & Rail) | 220 | ||||||
10,300 | Keyence Corp. (Electronic Equipment, Instruments & Components) | 5,200 | ||||||
7,700 | Kikkoman Corp. (Food Products) | 508 | ||||||
9,100 | Kintetsu Group Holdings Co. Ltd. (Road & Rail)(a) | 319 | ||||||
44,410 | Kirin Holdings Co. Ltd., Class - C (Beverages) | 866 | ||||||
2,800 | Kobayashi Pharmaceutical Co. Ltd. (Personal Products) | 239 | ||||||
7,200 | Kobe Bussan Co. Ltd. (Food & Staples Retailing) | 227 |
See accompanying notes to financial statements.
147
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
3,510 | Koei Tecmo Holdings Co., Ltd. (Entertainment) | $ | 171 | |||||
5,900 | Koito Manufacturing Co. Ltd. (Auto Components) | 367 | ||||||
46,790 | Komatsu Ltd. (Machinery) | 1,163 | ||||||
5,000 | Konami Holdings Corp. (Entertainment) | 300 | ||||||
1,800 | Kose Corp. (Personal Products) | 283 | ||||||
54,200 | Kubota Corp. (Machinery)^ | 1,096 | ||||||
5,200 | Kurita Water Industries Ltd. (Machinery) | 250 | ||||||
17,420 | Kyocera Corp. (Electronic Equipment, Instruments & Components) | 1,077 | ||||||
14,300 | Kyowa Kirin Co. Ltd. (Pharmaceuticals) | 507 | ||||||
4,000 | Lasertec Corp. (Semiconductors & Semiconductor Equipment) | 777 | ||||||
2,626 | Lawson, Inc. (Food & Staples Retailing) | 122 | ||||||
11,900 | Lion Corp. (Household Products) | 202 | ||||||
14,145 | Lixil Corp. (Building Products) | 366 | ||||||
23,800 | M3, Inc. (Health Care Technology) | 1,738 | ||||||
11,900 | Makita Corp. (Machinery) | 560 | ||||||
87,571 | Marubeni Corp. (Trading Companies & Distributors) | 762 | ||||||
30,150 | Mazda Motor Corp. (Automobiles)(a) | 283 | ||||||
4,100 | McDonald’s Holdings Co. Ltd. (Hotels, Restaurants & Leisure) | 181 | ||||||
9,700 | Medipal Holdings Corp. (Health Care Providers & Services) | 185 | ||||||
6,500 | MEIJI Holdings Co. Ltd. (Food Products) | 389 | ||||||
5,400 | Mercari, Inc. (Internet & Direct Marketing Retail)(a) | 287 | ||||||
19,300 | MINEBEA MITSUMI, Inc. (Machinery) | 511 | ||||||
15,100 | MISUMI Group, Inc. (Machinery) | 511 | ||||||
67,910 | Mitsubishi Chemical Holdings Corp. (Chemicals) | 571 | ||||||
70,940 | Mitsubishi Corp. (Trading Companies & Distributors) | 1,934 | ||||||
98,590 | Mitsubishi Electric Corp. (Electrical Equipment) | 1,431 | ||||||
62,300 | Mitsubishi Estate Co. Ltd. (Real Estate Management & Development) | 1,008 | ||||||
8,400 | Mitsubishi Gas Chemical Co., Inc. (Chemicals) | 178 | ||||||
16,997 | Mitsubishi Heavy Industries Ltd. (Machinery) | 500 | ||||||
653,682 | Mitsubishi UFJ Financial Group, Inc. (Banks) | 3,531 | ||||||
35,400 | Mitsubishi UFJ Lease & Finance Co. Ltd. (Diversified Financial Services) | 190 | ||||||
87,866 | Mitsui & Co. Ltd. (Trading Companies & Distributors) | 1,978 | ||||||
9,750 | Mitsui Chemicals, Inc. (Chemicals) | 337 | ||||||
49,400 | Mitsui Fudosan Co. Ltd. (Real Estate Management & Development) | 1,144 | ||||||
4,700 | Miura Co. Ltd. (Machinery) | 204 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
129,452 | Mizuho Financial Group, Inc. (Banks) | $ | 1,850 | |||||
13,400 | MonotaRO Co. Ltd. (Trading Companies & Distributors) | 317 | ||||||
23,600 | MS&AD Insurance Group Holdings, Inc. (Insurance) | 682 | ||||||
30,800 | Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components) | 2,352 | ||||||
6,000 | Nabtesco Corp. (Machinery) | 227 | ||||||
13,830 | NEC Corp. (Technology Hardware, Storage & Peripherals) | 712 | ||||||
25,500 | Nexon Co. Ltd. (Entertainment) | 568 | ||||||
13,900 | NGK Insulators Ltd. (Machinery) | 233 | ||||||
4,400 | NH Foods Ltd. (Food Products) | 171 | ||||||
24,000 | Nidec Corp. (Electrical Equipment) | 2,782 | ||||||
16,600 | Nihon M&A Center, Inc. (Professional Services) | 431 | ||||||
6,000 | Nintendo Co. Ltd. (Entertainment) | 3,490 | ||||||
78 | Nippon Building Fund, Inc. (Equity Real Estate Investment Trusts)(b) | 487 | ||||||
4,100 | Nippon Express Co. Ltd. (Road & Rail) | 312 | ||||||
39,000 | Nippon Paint Holdings Co. Ltd. (Chemicals) | 529 | ||||||
111 | Nippon Prologis REIT, Inc. (Equity Real Estate Investment Trusts)(b) | 353 | ||||||
2,400 | Nippon Shinyaku Co. Ltd. (Pharmaceuticals) | 190 | ||||||
45,200 | Nippon Steel Corp. (Metals & Mining)(b) | 762 | ||||||
69,040 | Nippon Telegraph & Telephone Corp. (Diversified Telecommunication Services) | 1,799 | ||||||
8,500 | Nippon Yusen Kabushiki Kaisha (Marine) | 431 | ||||||
6,600 | Nissan Chemical Corp. (Chemicals) | 323 | ||||||
123,200 | Nissan Motor Co. Ltd. (Automobiles)(a) | 611 | ||||||
10,500 | Nisshin Seifun Group, Inc. (Food Products) | 154 | ||||||
3,400 | Nissin Foods Holdings Co. Ltd. (Food Products)(b) | 245 | ||||||
4,300 | Nitori Holdings Co. Ltd. (Specialty Retail) | 761 | ||||||
8,460 | Nitto Denko Corp. (Chemicals) | 631 | ||||||
166,900 | Nomura Holdings, Inc. (Capital Markets) | 853 | ||||||
6,100 | Nomura Real Estate Holdings, Inc. (Real Estate Management & Development) | 155 | ||||||
225 | Nomura Real Estate Master Fund, Inc. (Equity Real Estate Investment Trusts) | 361 | ||||||
18,520 | Nomura Research Institute Ltd. (IT Services) | 613 | ||||||
19,000 | NSK Ltd. (Machinery) | 161 | ||||||
33,500 | NTT Data Corp. (IT Services) | 523 | ||||||
34,500 | Obayashi Corp. (Construction & Engineering) | 274 | ||||||
3,700 | Obic Co. Ltd. (IT Services) | 690 | ||||||
15,600 | Odakyu Electric Railway Co. Ltd. (Road & Rail) | 394 | ||||||
45,800 | Oji Paper Co. Ltd. (Paper & Forest Products) | 263 | ||||||
63,000 | Olympus Corp. (Health Care Equipment & Supplies) | 1,252 |
See accompanying notes to financial statements.
148
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
10,100 | OMRON Corp. (Electronic Equipment, Instruments & Components) | $ | 801 | |||||
19,600 | Ono Pharmaceutical Co. Ltd. (Pharmaceuticals) | 437 | ||||||
2,000 | Oracle Corp. (Software) | 153 | ||||||
10,800 | Oriental Land Co. Ltd. (Hotels, Restaurants & Leisure) | 1,539 | ||||||
70,300 | ORIX Corp. (Diversified Financial Services) | 1,186 | ||||||
139 | ORIX JREIT, Inc. (Equity Real Estate Investment Trusts) | 268 | ||||||
19,945 | Osaka Gas Co. Ltd. (Gas Utilities) | 371 | ||||||
5,800 | OTSUKA Corp. (IT Services) | 304 | ||||||
20,700 | Otsuka Holdings Co. Ltd. (Pharmaceuticals)^ | 859 | ||||||
21,900 | Pan Pacific International Holdings Corp. (Multiline Retail) | 455 | ||||||
119,500 | Panasonic Corp. (Household Durables) | 1,383 | ||||||
5,000 | PeptiDream, Inc. (Biotechnology)(a) | 245 | ||||||
9,400 | Persol Holdings Co. Ltd. (Professional Services) | 186 | ||||||
6,100 | Pigeon Corp. (Household Products)^ | 172 | ||||||
4,900 | Pola Orbis Holdings, Inc. (Personal Products) | 129 | ||||||
45,700 | Rakuten, Inc. (Internet & Direct Marketing Retail) | 516 | ||||||
72,600 | Recruit Holdings Co. Ltd. (Professional Services)(b) | 3,575 | ||||||
62,900 | Renesas Electronics Corp. (Semiconductors & Semiconductor Equipment)(a)(b) | 680 | ||||||
110,985 | Resona Holdings, Inc. (Banks) | 427 | ||||||
35,600 | Ricoh Co. Ltd. (Technology Hardware, Storage & Peripherals) | 400 | ||||||
1,900 | Rinnai Corp. (Household Durables) | 181 | ||||||
4,670 | Rohm Co. Ltd. (Semiconductors & Semiconductor Equipment) | 432 | ||||||
12,700 | Ryohin Keikaku Co. Ltd. (Multiline Retail) | 266 | ||||||
19,100 | Santen Pharmaceutical Co. Ltd. (Pharmaceuticals) | 263 | ||||||
12,600 | SBI Holdings, Inc. (Capital Markets) | 298 | ||||||
2,800 | SCSK Corp. (IT Services) | 167 | ||||||
11,300 | Secom Co. Ltd. (Commercial Services & Supplies) | 859 | ||||||
14,869 | Seiko Epson Corp. (Technology Hardware, Storage & Peripherals) | 262 | ||||||
20,200 | Sekisui Chemical Co. Ltd. (Household Durables) | 345 | ||||||
33,025 | Sekisui House Ltd. (Household Durables) | 677 | ||||||
40,730 | Seven & I Holdings Co. Ltd. (Food & Staples Retailing) | 1,942 | ||||||
17,000 | SG Holdings Co. Ltd. (Air Freight & Logistics) | 446 | ||||||
11,300 | Sharp Corp. (Household Durables)(b) | 186 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
12,500 | Shimadzu Corp. (Electronic Equipment, Instruments & Components) | $ | 483 | |||||
4,000 | Shimano, Inc. (Leisure Products) | 949 | ||||||
29,300 | Shimizu Corp. (Construction & Engineering) | 225 | ||||||
18,985 | Shin-Etsu Chemical Co. Ltd. (Chemicals) | 3,176 | ||||||
14,300 | Shionogi & Co. Ltd. (Pharmaceuticals) | 746 | ||||||
21,500 | Shiseido Co. Ltd. (Personal Products) | 1,582 | ||||||
3,100 | SMC Corp. (Machinery) | 1,832 | ||||||
154,854 | Softbank Corp. (Wireless Telecommunication Services) | 2,026 | ||||||
68,300 | SoftBank Group Corp. (Wireless Telecommunication Services) | 4,782 | ||||||
3,800 | Sohgo Security Services Co. Ltd. (Commercial Services & Supplies) | 173 | ||||||
17,860 | Sompo Holdings, Inc. (Insurance) | 660 | ||||||
67,500 | Sony Corp. (Household Durables) | 6,573 | ||||||
4,900 | Square Enix Holdings Co. Ltd. (Entertainment) | 243 | ||||||
6,900 | Stanley Electric Co. Ltd. (Auto Components) | 200 | ||||||
32,654 | Subaru Corp. (Automobiles) | 644 | ||||||
14,000 | SUMCO Corp. (Semiconductors & Semiconductor Equipment)(b) | 343 | ||||||
79,060 | Sumitomo Chemical Co. Ltd. (Chemicals) | 419 | ||||||
64,440 | Sumitomo Corp. (Trading Companies & Distributors) | 863 | ||||||
9,500 | Sumitomo Dainippon Pharma Co. Ltd. (Pharmaceuticals) | 199 | ||||||
40,020 | Sumitomo Electric Industries Ltd. (Auto Components) | 591 | ||||||
12,800 | Sumitomo Metal Mining Co. Ltd. (Metals & Mining) | 498 | ||||||
69,903 | Sumitomo Mitsui Financial Group, Inc. (Banks) | 2,410 | ||||||
18,500 | Sumitomo Mitsui Trust Holdings, Inc. (Banks) | 588 | ||||||
16,400 | Sumitomo Realty & Development Co. Ltd. (Real Estate Management & Development) | 586 | ||||||
7,400 | Suntory Beverage & Food Ltd. (Beverages) | 278 | ||||||
20,200 | Suzuki Motor Corp. (Automobiles) | 855 | ||||||
8,900 | Sysmex Corp. (Health Care Equipment & Supplies) | 1,058 | ||||||
28,600 | T&D Holdings, Inc. (Insurance) | 370 | ||||||
10,150 | Taisei Corp. (Construction & Engineering) | 333 | ||||||
1,800 | Taisho Pharmaceutical Holdings Co. Ltd. (Pharmaceuticals) | 96 | ||||||
8,000 | Taiyo Nippon Sanso Corp. (Chemicals) | 164 | ||||||
83,845 | Takeda Pharmaceutical Co. Ltd. (Pharmaceuticals) | 2,807 | ||||||
6,900 | TDK Corp. (Electronic Equipment, Instruments & Components) | 838 |
See accompanying notes to financial statements.
149
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Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Japan (continued) | ||||||||
34,900 | Terumo Corp. (Health Care Equipment & Supplies) | $ | 1,414 | |||||
28,100 | The Chiba Bank Ltd. (Banks) | 169 | ||||||
37,410 | The Kansai Electric Power Co., Inc. (Electric Utilities) | 357 | ||||||
22,500 | The Shizuoka Bank Ltd. (Banks) | 174 | ||||||
6,400 | THK Co. Ltd. (Machinery) | 191 | ||||||
11,900 | TIS, Inc. (IT Services) | 304 | ||||||
10,100 | Tobu Railway Co. Ltd. (Road & Rail) | 261 | ||||||
5,900 | Toho Co. Ltd. (Entertainment) | 243 | ||||||
3,900 | Toho Gas Co. Ltd. (Gas Utilities) | 191 | ||||||
22,700 | Tohoku Electric Power Co., Inc. (Electric Utilities) | 178 | ||||||
33,940 | Tokio Marine Holdings, Inc. (Insurance) | 1,561 | ||||||
2,300 | Tokyo Century Corp. (Diversified Financial Services) | 124 | ||||||
76,800 | Tokyo Electric Power Co. Holdings, Inc. (Electric Utilities)(a) | 228 | ||||||
7,960 | Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment) | 3,445 | ||||||
20,000 | Tokyo Gas Co. Ltd. (Gas Utilities) | 378 | ||||||
26,500 | Tokyu Corp. (Road & Rail) | 360 | ||||||
13,900 | TOPPAN, Inc. (Commercial Services & Supplies) | 223 | ||||||
73,600 | Toray Industries, Inc. (Chemicals) | 490 | ||||||
21,800 | Toshiba Corp. (Industrial Conglomerates) | 943 | ||||||
13,800 | Tosoh Corp. (Chemicals) | 238 | ||||||
7,500 | TOTO Ltd. (Building Products) | 388 | ||||||
4,700 | Toyo Suisan Kaisha Ltd. (Food Products) | 181 | ||||||
7,800 | Toyota Industries Corp. (Auto Components) | 675 | ||||||
113,520 | Toyota Motor Corp. (Automobiles) | 9,924 | ||||||
11,300 | Toyota Tsusho Corp. (Trading Companies & Distributors) | 534 | ||||||
7,100 | Trend Micro, Inc. (Software) | 372 | ||||||
2,000 | Tsuruha Holdings, Inc. (Food & Staples Retailing) | 232 | ||||||
22,100 | Unicharm Corp. (Household Products) | 889 | ||||||
157 | United Urban Investment Corp. (Equity Real Estate Investment Trusts) | 227 | ||||||
11,600 | USS Co. Ltd. (Specialty Retail) | 202 | ||||||
5,000 | Welcia Holdings Co. Ltd. (Food & Staples Retailing) | 163 | ||||||
8,900 | West Japan Railway Co. (Road & Rail) | 507 | ||||||
7,100 | Yakult Honsha Co. Ltd. (Food Products) | 402 | ||||||
38,500 | Yamada Denki Co. Ltd. (Specialty Retail) | 178 | ||||||
7,100 | Yamaha Corp. (Leisure Products) | 385 | ||||||
14,900 | Yamaha Motor Co. Ltd. (Automobiles) | 405 |
Shares | Security Description | Value | ||||||
Japan (continued) | ||||||||
16,400 | Yamato Holdings Co. Ltd. (Air Freight & Logistics) | $ | 467 | |||||
13,100 | Yaskawa Electric Corp. (Electronic Equipment, Instruments & Components) | 640 | ||||||
12,100 | Yokogawa Electric Corp. (Electronic Equipment, Instruments & Components) | 181 | ||||||
140,800 | Z Holdings Corp. (Interactive Media & Services) | 706 | ||||||
6,500 | ZOZO, Inc. (Internet & Direct Marketing Retail)(b) | 221 | ||||||
210,825 | ||||||||
Jersey — 0.26% | ||||||||
540,245 | Glencore PLC (Metals & Mining)(b) | 2,312 | ||||||
65,665 | WPP PLC (Media) | 885 | ||||||
3,197 | ||||||||
Luxembourg — 0.18% | ||||||||
38,039 | ArcelorMittal SA (Metals & Mining) | 1,166 | ||||||
7,000 | Eurofins Scientific SE (Life Sciences Tools & Services)(a) | 800 | ||||||
25,058 | Tenaris SA (Energy Equipment & Services) | 273 | ||||||
2,239 | ||||||||
Netherlands — 3.82% | ||||||||
22,447 | ABN AMRO Group N.V. (Banks)(a)(b) | 271 | ||||||
1,038 | Adyen N.V. (IT Services)(a)(b) | 2,536 | ||||||
97,388 | AEGON N.V. (Insurance) | 404 | ||||||
31,296 | Airbus SE (Aerospace & Defense)(a) | 4,024 | ||||||
10,424 | Akzo Nobel N.V. (Chemicals) | 1,288 | ||||||
2,460 | Argenx SE (Biotechnology)(a) | 744 | ||||||
2,470 | ASM International N.V. (Semiconductors & Semiconductor Equipment) | 811 | ||||||
22,602 | ASML Holding N.V. (Semiconductors & Semiconductor Equipment)(b) | 15,525 | ||||||
54,303 | CNH Industrial N.V. (Machinery) | 897 | ||||||
5,755 | EXOR N.V. (Diversified Financial Services) | 461 | ||||||
6,114 | Heineken Holding N.V., Class - A (Beverages) | 616 | ||||||
13,924 | Heineken N.V. (Beverages) | 1,687 | ||||||
209,154 | ING Groep N.V. (Banks) | 2,762 | ||||||
4,440 | JDE Peet’s N.V. (Food Products)(a) | 161 | ||||||
9,116 | Just Eat Takeaway.com N.V. (Internet & Direct Marketing Retail)(a)(b) | 842 | ||||||
59,069 | Koninklijke Ahold Delhaize N.V. (Food & Staples Retailing) | 1,756 | ||||||
9,411 | Koninklijke DSM N.V. (Chemicals)^ | 1,756 | ||||||
189,574 | Koninklijke KPN N.V. (Diversified Telecommunication Services) | 592 | ||||||
49,945 | Koninklijke Philips N.V. (Health Care Equipment & Supplies)^ | 2,475 | ||||||
3,731 | Koninklijke Vopak N.V. (Oil, Gas & Consumable Fuels) | 169 | ||||||
16,512 | NN Group N.V. (Insurance)^ | 779 |
See accompanying notes to financial statements.
150
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Netherlands (continued) | ||||||||
25,906 | Prosus N.V. (Internet & Direct Marketing Retail)(b) | $ | 2,533 | |||||
12,249 | QIAGEN N.V. (Life Sciences Tools & Services)(a) | 592 | ||||||
6,323 | Randstad N.V. (Professional Services) | 484 | ||||||
35,775 | STMicroelectronics N.V. (Semiconductors & Semiconductor Equipment) | 1,298 | ||||||
14,279 | Wolters Kluwer N.V. (Professional Services) | 1,434 | ||||||
46,897 | ||||||||
New Zealand — 0.23% | ||||||||
70,205 | Auckland International Airport Ltd. (Transportation Infrastructure)(a) | 357 | ||||||
30,489 | Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies) | 663 | ||||||
36,145 | Mercury NZ Ltd. (Electric Utilities) | 168 | ||||||
68,003 | Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers) | 253 | ||||||
21,226 | Ryman Healthcare Ltd. (Health Care Providers & Services) | 195 | ||||||
97,483 | Spark New Zealand Ltd. (Diversified Telecommunication Services) | 327 | ||||||
40,673 | The a2 Milk Co. Ltd. (Food Products)(a) | 183 | ||||||
6,995 | Xero Ltd. (Software)(a) | 719 | ||||||
2,865 | ||||||||
Norway — 0.47% | ||||||||
14,304 | Adevinta ASA (Interactive Media & Services)(a) | 274 | ||||||
50,316 | DNB ASA (Banks) | 1,097 | ||||||
53,151 | Equinor ASA (Oil, Gas & Consumable Fuels) | 1,124 | ||||||
10,613 | Gjensidige Forsikring ASA (Insurance) | 234 | ||||||
23,325 | Mowi ASA (Food Products) | 594 | ||||||
71,365 | Norsk Hydro ASA (Metals & Mining) | 456 | ||||||
39,856 | Orkla ASA (Food Products) | 406 | ||||||
3,725 | Schibsted ASA, Class - A (Media) | 180 | ||||||
5,201 | Schibsted ASA, Class - B (Media) | 217 | ||||||
38,273 | Telenor ASA (Diversified Telecommunication Services) | 645 | ||||||
9,396 | Yara International ASA (Chemicals) | 495 | ||||||
5,722 | ||||||||
Papua New Guinea — 0.02% | ||||||||
104,712 | Oil Search Ltd. (Oil, Gas & Consumable Fuels) | 299 | ||||||
Poland — 0.01% | ||||||||
8,566 | InPost SA (Air Freight & Logistics)(a) | 172 | ||||||
Portugal — 0.11% | ||||||||
147,273 | EDP - Energias de Portugal SA (Electric Utilities) | 780 |
Shares | Security Description | Value | ||||||
Portugal (continued) | ||||||||
26,600 | Galp Energia SGPS SA, B Shares (Oil, Gas & Consumable Fuels)(b) | $ | 289 | |||||
13,358 | Jeronimo Martins, SGPS, SA (Food & Staples Retailing) | 244 | ||||||
1,313 | ||||||||
Singapore — 0.79% | ||||||||
169,238 | Ascendas Real Estate Investment Trust (Equity Real Estate Investment Trusts) | 371 | ||||||
240,194 | CapitaLand Integrated Commercial Trust (Equity Real Estate Investment Trusts) | 373 | ||||||
148,900 | CapitaLand Ltd. (Real Estate Management & Development) | 411 | ||||||
24,100 | City Developments Ltd. (Real Estate Management & Development) | 131 | ||||||
97,631 | DBS Group Holdings Ltd. (Banks) | 2,166 | ||||||
320,900 | Genting Singapore Ltd. (Hotels, Restaurants & Leisure) | 199 | ||||||
80,200 | Keppel Corp. Ltd. (Industrial Conglomerates) | 326 | ||||||
114,100 | Mapletree Commercial Trust (Equity Real Estate Investment Trusts) | 183 | ||||||
167,300 | Mapletree Logistics Trust (Equity Real Estate Investment Trusts)(b) | 255 | ||||||
179,272 | Oversea-Chinese Banking Corp. Ltd. (Banks) | 1,594 | ||||||
590 | Sea Ltd., ADR (Entertainment)(a) | 162 | ||||||
71,600 | Singapore Airlines Ltd. (Airlines)(a) | 258 | ||||||
42,700 | Singapore Exchange Ltd. (Capital Markets) | 355 | ||||||
82,800 | Singapore Technologies Engineering Ltd. (Aerospace & Defense) | 238 | ||||||
433,240 | Singapore Telecommunications Ltd. (Diversified Telecommunication Services) | 738 | ||||||
62,800 | United Overseas Bank Ltd. (Banks) | 1,206 | ||||||
24,600 | United Overseas Land Group Ltd. (Real Estate Management & Development) | 134 | ||||||
14,600 | Venture Corp. Ltd. (Electronic Equipment, Instruments & Components) | 209 | ||||||
101,900 | Wilmar International Ltd. (Food Products) | 341 | ||||||
9,650 | ||||||||
Spain — 1.84% | ||||||||
12,819 | ACS Actividades de Construccion y Servicios SA (Construction & Engineering) | 343 | ||||||
3,929 | Aena SME SA (Transportation Infrastructure)(a)(b) | 644 | ||||||
24,327 | Amadeus IT Group SA (IT Services)(a) | 1,711 | ||||||
356,246 | Banco Bilbao Vizcaya Argentaria SA (Banks) | 2,208 | ||||||
927,176 | Banco Santander SA (Banks)(b) | 3,539 | ||||||
235,067 | CaixaBank SA (Banks) | 723 | ||||||
26,061 | Cellnex Telecom SA (Diversified Telecommunication Services)(b) | 1,660 |
See accompanying notes to financial statements.
151
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Spain (continued) | ||||||||
12,343 | EDP Renovaveis SA (Independent Power and Renewable Electricity Producers) | $ | 286 | |||||
13,208 | Enagas SA (Oil, Gas & Consumable Fuels)(b) | 305 | ||||||
16,855 | Endesa SA (Electric Utilities) | 409 | ||||||
26,190 | Ferrovial SA (Construction & Engineering) | 769 | ||||||
15,829 | Grifols SA (Biotechnology) | 429 | ||||||
315,742 | Iberdrola SA (Electric Utilities) | 3,848 | ||||||
58,544 | Industria de Diseno Textil SA (Specialty Retail) | 2,062 | ||||||
15,667 | Naturgy Energy Group SA (Gas Utilities) | 403 | ||||||
22,970 | Red Electrica Corp. SA (Electric Utilities) | 426 | ||||||
81,670 | Repsol SA (Oil, Gas & Consumable Fuels) | 1,022 | ||||||
12,651 | Siemens Gamesa Renewable Energy SA, Registered Shares (Electrical Equipment) | 422 | ||||||
286,290 | Telefonica SA (Diversified Telecommunication Services) | 1,338 | ||||||
22,547 | ||||||||
Sweden — 2.58% | ||||||||
16,694 | Alfa Laval AB (Machinery) | 590 | ||||||
53,953 | Assa Abloy AB, B Shares (Building Products) | 1,626 | ||||||
36,039 | Atlas Copco AB, A Shares (Machinery) | 2,208 | ||||||
21,126 | Atlas Copco AB, B Shares (Machinery) | 1,111 | ||||||
14,514 | Boliden AB (Metals & Mining) | 558 | ||||||
11,969 | Electrolux AB, B Shares (Household Durables) | 332 | ||||||
10,985 | Embracer Group AB (Entertainment)(a) | 297 | ||||||
34,971 | Epiroc AB, Class - A (Machinery) | 797 | ||||||
20,694 | Epiroc AB, Class - B (Machinery) | 406 | ||||||
12,643 | Equities AB (Capital Markets) | 459 | ||||||
32,541 | Essity AB, Class - B (Household Products) | 1,079 | ||||||
8,980 | Evolution AB (Hotels, Restaurants & Leisure)(b) | 1,419 | ||||||
5,781 | Fastighets AB Balder, Class - B (Real Estate Management & Development)(a) | 363 | ||||||
42,632 | Hennes & Mauritz AB, B Shares (Specialty Retail)(a) | 1,012 | ||||||
106,603 | Hexagon AB, Class - B (Electronic Equipment, Instruments & Components) | 1,580 | ||||||
22,176 | Husqvarna AB (Household Durables) | 295 | ||||||
5,337 | ICA Gruppen AB (Food & Staples Retailing) | 248 | ||||||
6,273 | Industrivarden AB, A Shares (Diversified Financial Services)(b) | 244 | ||||||
8,420 | Industrivarden AB, C Shares (Diversified Financial Services) | 308 | ||||||
7,856 | Investment AB Latour, Class - B (Industrial Conglomerates) | 258 | ||||||
97,860 | Investor AB, Class - B (Diversified Financial Services)(a) | 2,257 | ||||||
12,837 | Kinnevik AB, Class - B (Diversified Financial Services) | 514 |
Shares | Security Description | Value | ||||||
Sweden (continued) | ||||||||
4,033 | L E Lundbergforetagen AB, Class - B (Diversified Financial Services) | $ | 260 | |||||
10,545 | Lundin Energy AB (Oil, Gas & Consumable Fuels) | 373 | ||||||
74,296 | Nibe Industrier AB, Class - B (Building Products) | 782 | ||||||
61,053 | Sandvik AB (Machinery) | 1,560 | ||||||
16,616 | Securitas AB, B Shares (Commercial Services & Supplies) | 262 | ||||||
19,500 | Sinch AB (Software)(a) | 328 | ||||||
86,366 | Skandinaviska Enskilda Banken AB, Class - A (Banks) | 1,116 | ||||||
18,051 | Skanska AB, B Shares (Construction & Engineering) | 479 | ||||||
20,200 | SKF AB, B Shares (Machinery) | 514 | ||||||
32,151 | Svenska Cellulosa AB SCA, B Shares (Paper & Forest Products) | 527 | ||||||
82,562 | Svenska Handelsbanken AB, A Shares (Banks) | 932 | ||||||
48,057 | Swedbank AB, A Shares (Banks) | 894 | ||||||
88,110 | Swedish Match AB (Tobacco) | 752 | ||||||
26,500 | Tele2 AB, B Shares (Wireless Telecommunication Services)^ | 361 | ||||||
156,684 | Telefonaktiebolaget LM Ericsson, B Shares (Communications Equipment) | 1,970 | ||||||
139,310 | Telia Co. AB (Diversified Telecommunication Services)(b) | 618 | ||||||
76,332 | Volvo AB, B Shares (Machinery)^ | 1,837 | ||||||
8,577 | Volvo AB, Class - A (Machinery)^ | 213 | ||||||
31,739 | ||||||||
Switzerland — 7.26% | ||||||||
95,582 | ABB Ltd., Registered Shares (Electrical Equipment) | 3,244 | ||||||
8,235 | Adecco Group AG (Professional Services) | 560 | ||||||
26,682 | Alcon, Inc. (Health Care Equipment & Supplies) | 1,869 | ||||||
2,460 | Baloise Holding AG, Registered Shares (Insurance) | 384 | ||||||
1,598 | Banque Cantonale Vaudoise, Registered Shares (Banks) | 144 | ||||||
185 | Barry Callebaut AG, Registered Shares (Food Products)(b) | 430 | ||||||
56 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 557 | ||||||
6 | Chocoladefabriken Lindt & Spruengli AG (Food Products) | 629 | ||||||
11,355 | Clariant AG, Registered Shares (Chemicals) | 226 | ||||||
10,606 | Coca-Cola HBC AG (Beverages) | 383 | ||||||
27,995 | Compagnie Financiere Richemont SA, Registered Shares (Textiles, Apparel & Luxury Goods) | 3,388 |
See accompanying notes to financial statements.
152
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Switzerland (continued) | ||||||||
129,571 | Credit Suisse Group AG, Registered Shares (Capital Markets) | $ | 1,358 | |||||
434 | EMS-Chemie Holding AG (Chemicals) | 426 | ||||||
1,997 | Geberit AG, Registered Shares (Building Products) | 1,498 | ||||||
495 | Givaudan SA, Registered Shares (Chemicals) | 2,303 | ||||||
28,284 | Holcim Ltd., Registered Shares (Construction Materials)(b) | 1,697 | ||||||
11,877 | Julius Baer Group Ltd. (Capital Markets) | 775 | ||||||
2,866 | Kuehne & Nagel International AG, Registered Shares (Marine) | 981 | ||||||
9,209 | Logitech International SA, Registered Shares (Technology Hardware, Storage & Peripherals) | 1,116 | ||||||
3,991 | Lonza Group AG, Registered Shares (Life Sciences Tools & Services)(b) | 2,830 | ||||||
154,182 | Nestle SA, Registered Shares (Food Products) | 19,204 | ||||||
118,810 | Novartis AG, Registered Shares (Pharmaceuticals) | 10,830 | ||||||
1,173 | Partners Group Holding AG (Capital Markets) | 1,777 | ||||||
1,663 | Roche Holding AG (Pharmaceuticals) | 676 | ||||||
37,596 | Roche Holding AG (Pharmaceuticals) | 14,166 | ||||||
2,161 | Schindler Holding AG (Machinery) | 661 | ||||||
1,068 | Schindler Holding AG, Registered Shares (Machinery) | 312 | ||||||
332 | SGS SA, Registered Shares (Professional Services)(b) | 1,024 | ||||||
7,611 | Sika AG, Registered Shares (Chemicals)(b) | 2,489 | ||||||
2,924 | Sonova Holding AG, Registered Shares (Health Care Equipment & Supplies)(b) | 1,100 | ||||||
548 | Straumann Holding AG, Registered Shares (Health Care Equipment & Supplies) | 874 | ||||||
1,699 | Swiss Life Holding AG (Insurance) | 826 | ||||||
4,031 | Swiss Prime Site AG, Registered Shares (Real Estate Management & Development) | 400 | ||||||
16,017 | Swiss Re AG (Insurance) | 1,446 | ||||||
1,374 | Swisscom AG, Registered Shares (Diversified Telecommunication Services) | 785 | ||||||
3,573 | Temenos AG, Registered Shares (Software) | 574 | ||||||
2,792 | The Swatch Group AG (Textiles, Apparel & Luxury Goods) | 184 | ||||||
1,536 | The Swatch Group AG, B Shares (Textiles, Apparel & Luxury Goods) | 527 | ||||||
196,465 | UBS Group AG (Capital Markets) | 3,008 | ||||||
2,571 | Vifor Pharma AG (Pharmaceuticals) | 333 | ||||||
8,091 | Zurich Financial Services AG (Insurance) | 3,247 | ||||||
89,241 |
Shares | Security Description | Value | ||||||
United Kingdom — 10.05% | ||||||||
51,637 | 3i Group PLC (Capital Markets) | $ | 838 | |||||
10,130 | Admiral Group PLC (Insurance) | 441 | ||||||
68,646 | Anglo American PLC (Metals & Mining) | 2,727 | ||||||
22,002 | Antofagasta PLC (Metals & Mining) | 437 | ||||||
23,923 | Ashtead Group PLC (Trading Companies & Distributors) | 1,775 | ||||||
18,905 | Associated British Foods PLC (Food Products) | 579 | ||||||
70,226 | AstraZeneca PLC (Pharmaceuticals)(b) | 8,433 | ||||||
53,843 | Auto Trader Group PLC (Interactive Media & Services)(a)(b) | 472 | ||||||
6,576 | Aveva Group PLC (Software) | 337 | ||||||
209,649 | Aviva PLC (Insurance) | 1,177 | ||||||
173,911 | BAE Systems PLC (Aerospace & Defense) | 1,256 | ||||||
937,048 | Barclays PLC (Banks) | 2,218 | ||||||
54,037 | Barratt Developments PLC (Household Durables) | 520 | ||||||
6,680 | Berkeley Group Holdings PLC (Household Durables) | 425 | ||||||
1,087,457 | BP PLC (Oil, Gas & Consumable Fuels) | 4,738 | ||||||
118,990 | British American Tobacco PLC (Tobacco) | 4,608 | ||||||
46,715 | British Land Co. PLC (Equity Real Estate Investment Trusts) | 320 | ||||||
476,044 | BT Group PLC (Diversified Telecommunication Services)(a) | 1,277 | ||||||
17,872 | Bunzl PLC (Trading Companies & Distributors) | 591 | ||||||
21,474 | Burberry Group PLC (Textiles, Apparel & Luxury Goods)(a)(b) | 614 | ||||||
10,892 | Coca-Cola Europacific Partners PLC (Beverages) | 646 | ||||||
96,254 | Compass Group PLC (Hotels, Restaurants & Leisure)(a) | 2,026 | ||||||
7,421 | Croda International PLC (Chemicals)(b) | 756 | ||||||
125,143 | Diageo PLC (Beverages) | 5,991 | ||||||
72,964 | Direct Line Insurance Group PLC (Insurance) | 288 | ||||||
26,965 | Evraz PLC (Metals & Mining) | 221 | ||||||
12,017 | Ferguson PLC (Trading Companies & Distributors) | 1,670 | ||||||
268,957 | GlaxoSmithKline PLC (Pharmaceuticals) | 5,280 | ||||||
20,146 | Halma PLC (Electronic Equipment, Instruments & Components) | 750 | ||||||
18,761 | Hargreaves Lansdown PLC (Capital Markets) | 412 | ||||||
9,617 | Hikma Pharmaceuticals PLC (Pharmaceuticals)(b) | 325 | ||||||
1,089,677 | HSBC Holdings PLC (Banks) | 6,289 | ||||||
51,750 | Imperial Brands PLC (Tobacco) | 1,114 | ||||||
79,711 | Informa PLC (Media)(a) | 553 | ||||||
9,659 | Intercontinental Hotels Group PLC (Hotels, Restaurants & Leisure)(a) | 643 | ||||||
8,564 | Intertek Group PLC (Professional Services) | 655 | ||||||
93,942 | J Sainsbury PLC (Food & Staples Retailing) | 353 |
See accompanying notes to financial statements.
153
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
United Kingdom (continued) | ||||||||
26,742 | JD Sports Fashion PLC (Specialty Retail) | $ | 340 | |||||
10,270 | Johnson Matthey PLC (Chemicals) | 437 | ||||||
111,974 | Kingfisher PLC (Specialty Retail) | 565 | ||||||
37,379 | Land Securities Group PLC (Equity Real Estate Investment Trusts) | 349 | ||||||
318,497 | Legal & General Group PLC (Insurance) | 1,135 | ||||||
3,786,590 | Lloyds Banking Group PLC (Banks) | 2,445 | ||||||
17,254 | London Stock Exchange Group PLC (Capital Markets)(b) | 1,902 | ||||||
137,967 | M&G PLC (Diversified Financial Services) | 437 | ||||||
257,810 | Melrose Industries PLC (Electrical Equipment) | 553 | ||||||
25,766 | Mondi PLC (Paper & Forest Products) | 677 | ||||||
189,349 | National Grid PLC (Multi-Utilities) | 2,411 | ||||||
256,710 | Natwest Group PLC (Banks)(b) | 721 | ||||||
7,055 | Next PLC (Multiline Retail)(a) | 767 | ||||||
25,914 | Ocado Group PLC (Internet & Direct Marketing Retail)(a)(b) | 718 | ||||||
40,739 | Pearson PLC (Media) | 468 | ||||||
16,924 | Persimmon PLC (Household Durables) | 692 | ||||||
31,371 | Phoenix Group Holdings PLC (Insurance) | 293 | ||||||
139,512 | Prudential PLC (Insurance) | 2,650 | ||||||
38,101 | RecKitt Benckiser Group PLC (Household Products) | 3,371 | ||||||
103,570 | RELX PLC (Professional Services) | 2,749 | ||||||
98,137 | Rentokil Initial PLC (Commercial Services & Supplies) | 672 | ||||||
60,025 | Rio Tinto PLC (Metals & Mining) | 4,939 | ||||||
444,041 | Rolls-Royce Holdings PLC (Aerospace & Defense)(a) | 608 | ||||||
220,289 | Royal Dutch Shell PLC, A Shares (Oil, Gas & Consumable Fuels) | 4,408 | ||||||
199,373 | Royal Dutch Shell PLC, B Shares (Oil, Gas & Consumable Fuels) | 3,858 | ||||||
6,597 | Schroders PLC (Capital Markets) | 321 | ||||||
63,891 | Segro PLC (Equity Real Estate Investment Trusts) | 967 | ||||||
12,627 | Severn Trent PLC (Water Utilities) | 437 | ||||||
47,969 | Smith & Nephew PLC (Health Care Equipment & Supplies) | 1,037 | ||||||
21,762 | Smiths Group PLC (Industrial Conglomerates) | 479 | ||||||
3,909 | Spirax-Sarco Engineering PLC (Machinery) | 736 | ||||||
56,359 | SSE PLC (Electric Utilities) | 1,170 | ||||||
28,390 | St. James Place PLC (Capital Markets) | 580 | ||||||
144,169 | Standard Chartered PLC (Banks) | 919 | ||||||
123,566 | Standard Life Aberdeen PLC (Diversified Financial Services) | 463 | ||||||
110,318 | Stellantis N.V. (Automobiles) | 2,165 | ||||||
200,609 | Taylor Wimpey PLC (Household Durables)(b) | 441 |
Shares | Security Description | Value | ||||||
United Kingdom (continued) | ||||||||
414,921 | Tesco PLC (Food & Staples Retailing) | $ | 1,279 | |||||
57,925 | The Sage Group PLC (Software) | 548 | ||||||
140,674 | Unilever PLC (Personal Products) | 8,231 | ||||||
36,185 | United Utilities Group PLC (Water Utilities) | 488 | ||||||
1,434,475 | Vodafone Group PLC (Wireless Telecommunication Services) | 2,407 | ||||||
10,696 | Whitbread PLC (Hotels, Restaurants & Leisure)(a) | 462 | ||||||
133,478 | William Morrison Supermarkets PLC (Food & Staples Retailing) | 455 | ||||||
123,505 | ||||||||
Total Common Stocks | 902,544 | |||||||
Preferred Stocks — 0.46% | ||||||||
Germany — 0.46% | ||||||||
2,997 | Bayerische Motoren Werke Aktiengesellschaft — Preferred (Automobiles) | 269 | ||||||
3,688 | FUCHS PETROLUB SE — Preferred (Chemicals) | 179 | ||||||
9,372 | Henkel AG & Co. KGAA — Preferred (Household Products) | 989 | ||||||
8,126 | Porsche Automobil Holding SE — Preferred (Automobiles) | 871 | ||||||
1,588 | Sartorius AG — Preferred (Health Care Equipment & Supplies) | 827 | ||||||
9,961 | Volkswagen AG — Preferred (Automobiles) | 2,494 | ||||||
Total Preferred Stocks | 5,629 | |||||||
Rights — 0.01% | ||||||||
Spain — 0.00% | ||||||||
12,819 | ACS Actividades de Construccion y Servicios SA, 7/6/21 (Construction & Engineering)(a) | 18 | ||||||
United Kingdom — 0.01% | ||||||||
418,457 | CC Japan Income & Growth Trust PLC, 3/1/23 (Capital Markets)(a) | 35 | ||||||
United States — 0.00% | ||||||||
5,775 | Blackrock Science & Technology Trust, 7/15/21 (Capital Markets)(a) | 4 | ||||||
46,886 | The Gabelli Equity Trust, Inc., 7/15/21 (Capital Markets)(a) | 5 | ||||||
9 | ||||||||
Total Rights | 62 | |||||||
Principal | ||||||||
U.S. Treasury Obligations — 0.03% | ||||||||
$ | 61 | U.S. Treasury Bill, 0.04%, 9/9/21(d)(e) | 61 | |||||
263 | U.S. Treasury Bill, 0.05%, 4/21/22(d)(e) | 263 | ||||||
Total U.S. Treasury Obligations | 324 |
See accompanying notes to financial statements.
154
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Investment Companies — 24.54% | ||||||||
566,483 | Aberdeen New Dawn Investment Trust PLC | $ | 2,609 | |||||
185,960 | Aberforth Smaller Companies Trust PLC | 3,935 | ||||||
875,187 | Antipodes Global Investment Co. Ltd. | 735 | ||||||
1,078,561 | Apax Global Alpha, Ltd. | 2,900 | ||||||
125,396 | ASA Gold and Precious Metals, Ltd. | 2,705 | ||||||
1,614,892 | AVI Japan Opportunity Trust PLC | 2,502 | ||||||
978,572 | Baillie Gifford European Growth Trust PLC | 2,052 | ||||||
76,291 | BlackRock Health Sciences Trust II | 2,206 | ||||||
5,775 | Blackrock Science & Technology Trust | 344 | ||||||
874,740 | BMO Global Smaller Companies PLC | 1,948 | ||||||
39,694 | Calamos Long/Short Equity & Dynamic Income Trust | 826 | ||||||
66,575 | CBRE Clarion Global Real Estate Income Fund | 587 | ||||||
2,092,289 | CC Japan Income & Growth Trust PLC | 4,095 | ||||||
579,383 | Edinburgh Investment Trust PLC | 4,872 | ||||||
622,220 | European Assets Trust PLC | 1,179 | ||||||
399,435 | European Opportunities Trust PLC | 4,143 | ||||||
13,897,000 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 0.01%^^(f) | 13,897 | ||||||
708,250 | Fidelity European Trust PLC | 2,973 | ||||||
849,595 | Fidelity Japan Trust PLC | 2,656 | ||||||
102,598 | First Trust Dynamic Europe Equity Income Fund | 1,376 | ||||||
247,033 | Genesis Emerging Markets Fund Ltd. | 3,140 | ||||||
206,000 | Henderson European Focus Trust PLC | 4,544 | ||||||
146,145 | Henderson EuroTrust PLC | 3,032 | ||||||
606,368 | Japan Smaller Capitalization Fund, Inc. | 5,469 | ||||||
938,076 | JPMorgan European Discovery Trust PLC | 6,253 | ||||||
1,155,587 | JPMorgan European Investment Trust PLC - Growth | 5,706 | ||||||
839,000 | JPMorgan European Investment Trust PLC - Income | 1,781 | ||||||
205,457 | JPMorgan Indian Investment Trust PLC | 2,123 | ||||||
469,246 | JPMorgan Japan Smaller Companies Investment Trust, Ordinary Shares | 3,265 | ||||||
412,459 | JPMorgan Japanese Investment Trust PLC | 3,583 | ||||||
131,054 | Morgan Stanley China A Share Fund, Inc. | 2,997 | ||||||
204,803 | Murray Income Trust PLC | 2,467 | ||||||
435,181 | Neuberger Berman MLP and Energy Income Fund, Inc. | 2,176 | ||||||
736,687 | Oakley Capital Investments Ltd. | 3,709 | ||||||
691,324 | Platinum Asia Investments Ltd.^ | 638 | ||||||
1,431,985 | Polar Capital Global Financials Trust PLC^ | 3,337 | ||||||
697,057 | Polar Capital Global Healthcare Trust PLC | 2,593 | ||||||
2,531,800 | Schroder Japan Growth Fund PLC | 7,213 | ||||||
5,364,841 | Schroder UK Public Private Trust PLC | 2,482 | ||||||
117,974 | Scottish Mortgage Investment Trust PLC | 2,172 | ||||||
290,563 | Standard Life UK Smaller Cos Trust PLC | 2,805 |
Shares | Security Description | Value | ||||||
Investment Companies (continued) | ||||||||
155,596,086 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 0.01%(f) | $ | 155,597 | |||||
1,037,969 | Strategic Equity Capital PLC | 4,465 | ||||||
191,210 | Temple Bar Investment Trust PLC | 2,824 | ||||||
28,523 | Templeton Emerging Markets Investment Trust PLC | 395 | ||||||
46,886 | The Gabelli Equity Trust, Inc.^ | 324 | ||||||
94,600 | The Mexico Fund, Inc. | 1,441 | ||||||
125,848 | The New Germany Fund, Inc. | 2,545 | ||||||
189,387 | TR European Growth Trust PLC | 3,890 | ||||||
Total Investment Companies | 301,506 | |||||||
Purchased Options on Futures — 0.05% | ||||||||
Total Purchased Options on Futures | 559 | |||||||
Total Investments (cost $957,445) — 98.55% | 1,210,624 | |||||||
Other assets in excess of liabilities — 1.45% | 17,792 | |||||||
Net Assets — 100.00% | $ | 1,228,416 |
Amounts designated as “—” are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of June 30, 2021. The total value of securities on loan as of June 30, 2021, was $18,656 (amount in thousands). |
^^ | 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 June 30, 2021. |
(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 June 30, 2021. |
(d) | Zero Coupon Security. Effective rate shown is as of June 30, 2021. |
(e) | All or part of this security has been pledged as collateral for derivative instruments held by the Portfolio. |
(f) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
REIT—Real Estate Investment Trust |
See accompanying notes to financial statements.
155
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (continued) — June 30, 2021
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The Institutional International Equity Portfolio | City of London | Mellon | Parametric | HC Capital | Total |
Common Stocks | — | 73.46% | — | — | 73.46% |
Preferred Stocks | — | 0.46% | — | — | 0.46% |
Rights | 0.00% | 0.01% | — | — | 0.01% |
U.S. Treasury Obligations | — | 0.03% | — | — | 0.03% |
Investment Companies | 11.13% | 1.74% | 11.66% | 0.01% | 24.54% |
Purchased Options on Futures | — | — | 0.05% | — | 0.05% |
Other Assets (Liabilities) | -0.12% | -0.62% | 1.77% | 0.42% | 1.45% |
Total Net Assets | 11.01% | 75.08% | 13.48% | 0.43% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
Amounts designated as 0.00% round to less than 0.005%.
The following tables reflect the open derivative positions held by the Portfolio as of June 30, 2021.
Futures Contracts Purchased^
Description | Number of | Expiration | Notional | Value and | ||||||||||||
MSCI EAFE Index Future | 1,493 | 9/17/21 | $ | 172,002 | $ | (4,431 | ) | |||||||||
$ | 172,002 | $ | (4,431 | ) | ||||||||||||
Total Unrealized Appreciation | $ | — | ||||||||||||||
Total Unrealized Depreciation | (4,431 | ) | ||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (4,431 | ) |
^ Cash has been pledged as collateral for futures contracts held by the Portfolio.
See accompanying notes to financial statements.
156
HC CAPITAL TRUST
The Institutional International Equity Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Options on Futures Contracts
Exchange-traded options on futures contacts written as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 35 | $ | 6,335 | $ | 3,620.00 | 7/16/21 | $ | (2 | ) | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 35 | 6,738 | 3,850.00 | 7/16/21 | (4 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 32 | 5,680 | 3,550.00 | 7/16/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 32 | 5,824 | 3,640.00 | 7/16/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 32 | 6,000 | 3,750.00 | 7/16/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 34 | 6,035 | 3,550.00 | 7/30/21 | (6 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 68 | 12,750 | 3,750.00 | 7/30/21 | (19 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 34 | 6,409 | 3,770.00 | 7/30/21 | (10 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 34 | 6,290 | 3,700.00 | 7/30/21 | (8 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 34 | 6,511 | 3,830.00 | 7/30/21 | (12 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 34 | 6,494 | 3,820.00 | 7/30/21 | (12 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 33 | 6,287 | 3,810.00 | 8/20/21 | (24 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 33 | 6,155 | 3,730.00 | 8/20/21 | (20 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 68 | 12,648 | 3,720.00 | 8/20/21 | (39 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 34 | 6,307 | 3,710.00 | 8/20/21 | (19 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 33 | 6,336 | 3,840.00 | 8/20/21 | (27 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 37 | 7,123 | 3,850.00 | 8/20/21 | (31 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 33 | 6,023 | 3,650.00 | 8/31/21 | (23 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 66 | 13,035 | 3,950.00 | 8/31/21 | (102 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 33 | 6,221 | 3,770.00 | 8/31/21 | (31 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 33 | 6,138 | 3,720.00 | 8/31/21 | (27 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 72 | 14,220 | 3,950.00 | 9/17/21 | (152 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 35 | 6,738 | 3,850.00 | 9/17/21 | (57 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 74 | 14,800 | 4,000.00 | 9/30/21 | (217 | ) | |||||||||||||||||
$ | (849 | ) |
Exchanged-traded options on futures contacts purchased as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 35 | $ | 7,175 | $ | 4,100.00 | 7/16/21 | $ | 14 | |||||||||||||||
E-Mini S&P 500 Future Option | Put | 34 | 6,885 | 4,050.00 | 7/30/21 | 29 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 34 | 6,885 | 4,050.00 | 8/20/21 | 54 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 33 | 6,930 | 4,200.00 | 8/31/21 | 110 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 36 | 7,560 | 4,200.00 | 9/17/21 | 148 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 37 | 7,863 | 4,250.00 | 9/30/21 | 204 | ||||||||||||||||||
$ | 559 |
Amounts designated as “—” are $0 or have been rounded to $0.
See accompanying notes to financial statements.
157
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks — 83.55% | ||||||||
Bermuda — 0.11% | ||||||||
286,000 | Alibaba Health Information Technology Ltd. (Health Care Technology)(a)(b) | $ | 634 | |||||
1,039,733 | Beijing Enterprises Water Group Ltd. (Water Utilities)(b) | 394 | ||||||
1,028 | ||||||||
Brazil — 3.92% | ||||||||
411,100 | Ambev SA (Beverages) | 1,411 | ||||||
39,400 | B2W CIA Digital (Internet & Direct Marketing Retail)(a) | 525 | ||||||
1,129,818 | B3 SA - Brasil Bolsa Balcao (Capital Markets) | 3,821 | ||||||
623,136 | Banco Bradesco SA (Banks) | 2,739 | ||||||
120,800 | Banco do Brasil SA (Banks) | 780 | ||||||
161,250 | BB Seguridade Participacoes SA (Insurance) | 749 | ||||||
71,700 | BRF SA (Food Products)(a) | 394 | ||||||
69,300 | Centrais Electricas Brasileiras SA (Electric Utilities) | 602 | ||||||
98,100 | Companhia Siderurgica Nacional SA (CSN) (Metals & Mining) | 868 | ||||||
400,700 | Itau Unibanco Holding SA (Banks) | 2,401 | ||||||
133,700 | JBS SA (Food Products) | 782 | ||||||
107,100 | Klabin SA (Containers & Packaging)(a) | 567 | ||||||
55,965 | Localiza Rent A Car SA (Road & Rail)(b) | 720 | ||||||
139,840 | Lojas Renner SA (Multiline Retail) | 1,244 | ||||||
462,500 | Magazine Luiza SA (Multiline Retail)(b) | 1,967 | ||||||
142,500 | Natura & Co. Holding SA (Personal Products)(a)(b) | 1,626 | ||||||
704,200 | Petroleo Brasileiro SA (Oil, Gas & Consumable Fuels) | 4,289 | ||||||
693,956 | Raia Drogasil SA (Food & Staples Retailing) | 3,448 | ||||||
108,800 | Rumo SA (Road & Rail)(a)(b) | 419 | ||||||
41,400 | Suzano SA (Paper & Forest Products)(a) | 498 | ||||||
260,400 | Tim SA (Wireless Telecommunication Services) | 604 | ||||||
235,200 | Vale SA (Metals & Mining) | 5,356 | ||||||
289,400 | WEG SA (Machinery) | 1,960 | ||||||
37,770 | ||||||||
Cayman Islands — 0.71% | ||||||||
14,000 | AAC Technologies Holdings, Inc. (Electronic Equipment, Instruments & Components) | 105 | ||||||
103,000 | Anta Sports Products Ltd. (Textiles, Apparel & Luxury Goods)(b) | 2,424 | ||||||
24,000 | China Mengniu Dairy Co. Ltd. (Food Products) | 145 | ||||||
480,000 | Geely Automobile Holdings Ltd. (Automobiles)(b) | 1,512 | ||||||
62,000 | Kingsoft Corp. Ltd. (Software)(b) | 372 | ||||||
190,350 | New Oriental Education & Technology Group, Inc., ADR (Diversified Consumer Services)(a) | 1,559 |
Shares | Security Description | Value | ||||||
Cayman Islands (continued) | ||||||||
30,400 | Shenzhou International Group Holdings Ltd. (Textiles, Apparel & Luxury Goods) | $ | 768 | |||||
6,885 | ||||||||
Chile — 0.52% | ||||||||
18,008 | Banco de Credito e Inversiones SA (Banks) | 761 | ||||||
293,158 | Empresas CMPC SA (Paper & Forest Products) | 699 | ||||||
5,969,240 | Enel Americas SA (Electric Utilities) | 877 | ||||||
7,027,795 | Enersis Chile SA (Electric Utilities) | 405 | ||||||
457,504 | S.A.C.I. Falabella (Multiline Retail) | 2,037 | ||||||
5,610 | Sociedad Quimica y Minera de Chile SA (Chemicals) | 264 | ||||||
5,043 | ||||||||
China — 26.86% | ||||||||
133,365 | 360 Security Technology, Inc., Class - A (Software)(a) | 252 | ||||||
1,200 | 51Job, Inc., ADR (Professional Services)(a) | 93 | ||||||
2,150,000 | Agricultural Bank of China Ltd., H Shares (Banks) | 748 | ||||||
118,000 | Air China Ltd. (Airlines)(a) | 87 | ||||||
75,400 | Air China Ltd. (Airlines) | 91 | ||||||
177,246 | Alibaba Group Holding Ltd., ADR (Internet & Direct Marketing Retail)(a) | 40,195 | ||||||
314,000 | Aluminum Corp of China Ltd., H Shares (Metals & Mining)(a) | 187 | ||||||
7,930 | Autobio Diagnostics Co. Ltd., Class - A (Health Care Equipment & Supplies) | 93 | ||||||
5,814 | Autohome, Inc., ADR (Interactive Media & Services) | 372 | ||||||
136,640 | Avic Shenyang Aircraft Co. Ltd. (Aerospace & Defense) | 1,275 | ||||||
27,023 | Baidu, Inc., ADR (Interactive Media & Services)(a) | 5,510 | ||||||
6,902,100 | Bank of China Ltd., H Shares (Banks) | 2,480 | ||||||
1,399,000 | Bank of Communications Co. Ltd., H Shares (Banks) | 941 | ||||||
3,400 | Baozun, Inc., ADR (Internet & Direct Marketing Retail)(a) | 120 | ||||||
4,000 | BeiGene Ltd., ADR (Biotechnology)(a) | 1,373 | ||||||
281,350 | Beijing Dabeinong Technology Group Co. Ltd., Class - A (Food Products) | 296 | ||||||
172,760 | Beijing Shiji Information Technology Co. Ltd. (Software) | 629 | ||||||
27,600 | Beijing Tiantan Biological Products Corp. Ltd. (Biotechnology) | 146 | ||||||
9,449 | Bilibili, Inc., ADR (Entertainment)(a) | 1,151 | ||||||
122,000 | Brilliance China Automotive Holdings Ltd. (Automobiles) | 115 | ||||||
92,553 | BYD Co. Ltd. (Automobiles) | 3,595 | ||||||
19,000 | BYD Co. Ltd., H Shares (Automobiles)(b) | 568 |
See accompanying notes to financial statements.
158
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
115,500 | BYD Electronic International Co. Ltd. (Communications Equipment) | $ | 759 | |||||
4,000 | CanSino Biologics, Inc., Class - H (Pharmaceuticals)(a)(b) | 213 | ||||||
68,000 | China Aoyuan Group Ltd. (Real Estate Management & Development) | 57 | ||||||
432,000 | China Cinda Asset Management Co. Ltd., H Shares (Capital Markets)(b) | 82 | ||||||
134,900 | China Communications Services Corp. Ltd., H Shares (Diversified Telecommunication Services) | 67 | ||||||
545,000 | China Conch Venture Holdings Ltd. (Machinery) | 2,295 | ||||||
9,982,350 | China Construction Bank Corp., H Shares (Banks) | 7,856 | ||||||
96,000 | China COSCO Shipping Holdings Co. Ltd., H Shares (Marine)(a) | 242 | ||||||
1,641,000 | China Everbright Bank Co. Ltd., H Shares (Banks)(a) | 670 | ||||||
38,000 | China Evergrande Group (Real Estate Management & Development)^ | 50 | ||||||
110,000 | China Feihe Ltd. (Food Products) | 237 | ||||||
174,000 | China Galaxy Securities Co. Ltd., H Shares (Capital Markets) | 104 | ||||||
607,000 | China Huarong Asset Management Co. Ltd., H (Capital Markets)(b) | 80 | ||||||
50,800 | China International Capital Corp. Ltd. (Capital Markets)(b) | 137 | ||||||
7,500 | China International Travel Service Corp. Ltd. (Hotels, Restaurants & Leisure) | 348 | ||||||
864,000 | China Life Insurance Co. Ltd., H Shares (Insurance) | 1,714 | ||||||
22,400 | China Literature Ltd. (Media)(a)(b) | 249 | ||||||
217,000 | China Longyuan Power Group Corp. Ltd., H Shares (Independent Power and Renewable Electricity Producers) | 374 | ||||||
27,000 | China Merchants Bank Co. Ltd. (Banks) | 226 | ||||||
468,000 | China Merchants Bank Co. Ltd., H Shares (Banks) | 3,993 | ||||||
285,000 | China Molybdenum Co. Ltd. (Metals & Mining) | 169 | ||||||
102,000 | China National Building Material Co. Ltd., H Shares (Construction Materials)(b) | 120 | ||||||
20,450 | China Northern Rare Earth Group High-Tech Co. Ltd. (Metals & Mining) | 66 | ||||||
805,400 | China Petroleum & Chemical Corp., H Shares (Oil, Gas & Consumable Fuels) | 408 | ||||||
748,000 | China Resources Cement Holdings Ltd. (Construction Materials)(b) | 711 |
Shares | Security Description | Value | ||||||
China (continued) | ||||||||
822,183 | China Resources Land Ltd. (Real Estate Management & Development) | $ | 3,330 | |||||
902,143 | China Resources Power Holdings Co. Ltd. (Independent Power and Renewable Electricity Producers) | 1,232 | ||||||
697,500 | China Shenhua Energy Co. Ltd., H Shares (Oil, Gas & Consumable Fuels) | 1,367 | ||||||
162,000 | China Southern Airlines Co. Ltd., H Shares (Airlines)(a) | 101 | ||||||
1,652,000 | China Tower Corp. Ltd. (Diversified Telecommunication Services)(b) | 228 | ||||||
38,000 | China Transinfo Technology Co. Ltd. (IT Services) | 98 | ||||||
304,900 | China Vanke Co. Ltd., H Shares (Real Estate Management & Development)(b) | 954 | ||||||
12,400 | Chongqing Brewery Co. Ltd. (Beverages)(a) | 380 | ||||||
485,000 | Chongqing Rural Commercial Bank Co. Ltd., H Shares (Banks) | 192 | ||||||
13,500 | Chongqing Zhifei Biological Products Co. Ltd. (Biotechnology) | 390 | ||||||
192,000 | CIFI Holdings Group Co. Ltd. (Real Estate Management & Development) | 150 | ||||||
29,100 | CITIC Securities Co. Ltd. (Capital Markets) | 112 | ||||||
48,500 | CITIC Securities Co. Ltd., H Shares (Capital Markets) | 122 | ||||||
6,700 | Contemporary Amperex Technology Co. Ltd., Class - A (Electrical Equipment)(a) | 555 | ||||||
371,100 | COSCO Shipping Holdings Co. Ltd. (Marine)(a) | 1,754 | ||||||
786,000 | Country Garden Holdings Co. (Real Estate Management & Development)(b) | 881 | ||||||
130,678 | Country Garden Services Holdings Co. Ltd., Series S (Commercial Services & Supplies) | 1,412 | ||||||
28,500 | CSC Financial Co. Ltd. (Capital Markets)(a) | 139 | ||||||
121,600 | DA An Gene Co., Ltd. of Sun Yat-Sen University, Class - A (Biotechnology) | 400 | ||||||
4,307 | Daqo New Energy Corp., ADR (Semiconductors & Semiconductor Equipment)(a) | 280 | ||||||
73,400 | Dongfang Electric Corp. Ltd. (Electrical Equipment) | 125 | ||||||
65,088 | East Money Information Co. Ltd. (Capital Markets) | 330 | ||||||
117,200 | ENN Energy Holdings Ltd. (Gas Utilities) | 2,231 | ||||||
30,223 | Eve Energy Co. Ltd. (Electrical Equipment) | 486 | ||||||
85,400 | Fangda Carbon New Material Co. Ltd. (Electrical Equipment) | 98 |
See accompanying notes to financial statements.
159
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The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
133,400 | Focus Media Information Technology Co. Ltd. (Technology Hardware, Storage & Peripherals) | $ | 194 | |||||
62,337 | Foshan Haitian Flavouring & Food Co. Ltd. (Food Products) | 1,244 | ||||||
6,300 | Fu Jian Anjoy Foods Co., Ltd., Class - A (Food Products)(a) | 248 | ||||||
25,400 | Fujian Sunner Development Co. Ltd. (Food Products) | 94 | ||||||
11,610 | GDS Holdings Ltd., ADR (IT Services)(a) | 911 | ||||||
78,000 | Genscript Biotech Corp. (Life Sciences Tools & Services)(a)(b) | 341 | ||||||
85,000 | GF Securities Co. Ltd., Class - H (Capital Markets) | 110 | ||||||
164,500 | Great Wall Motor Co. Ltd., H Shares (Automobiles) | 532 | ||||||
4,077 | GSX Techedu, Inc., ADR (Diversified Consumer Services)^(a) | 60 | ||||||
598,000 | Guangzhou Automobile Group Co. Ltd., H Shares (Automobiles) | 537 | ||||||
21,000 | Haidilao International Holding Ltd. (Hotels, Restaurants & Leisure)(b) | 111 | ||||||
104,200 | Haier Smart Home Co. Ltd., Class - H (Household Durables)(a) | 364 | ||||||
45,900 | Haitong Securities Co. Ltd. (Capital Markets) | 82 | ||||||
88,400 | Haitong Securities Co. Ltd., H Shares (Capital Markets) | 77 | ||||||
16,600 | Hefei Meiya Optoelectronic Technology, Inc. (Machinery) | 143 | ||||||
45,000 | Hengli Petrochemical Co. Ltd. (Chemicals) | 183 | ||||||
276,000 | HengTen Networks Group, Ltd. (Internet & Direct Marketing Retail)^(a) | 221 | ||||||
6,800 | Hithink Royalflush Information Network Co. Ltd. (Capital Markets) | 119 | ||||||
54,000 | Hua Hong Semiconductor Ltd. (Semiconductors & Semiconductor Equipment)(a)(b) | 298 | ||||||
25,200 | Huadong Medicine Co. Ltd. (Health Care Providers & Services) | 179 | ||||||
59,000 | Huatai Securities Co. Ltd., Class - H (Capital Markets)(b) | 87 | ||||||
2,500 | Huazhu Group Ltd., ADR (Hotels, Restaurants & Leisure)(a) | 132 | ||||||
4,100 | Huya, Inc., ADR (Entertainment)^(a) | 72 | ||||||
100,900 | Iflytek Co. Ltd. (Software) | 1,055 | ||||||
6,486,440 | Industrial & Commercial Bank of China Ltd., H Shares (Banks) | 3,810 |
Shares | Security Description | Value | ||||||
China (continued) | ||||||||
222,200 | Inner Mongolia Baotou Steel Union Co. Ltd. (Metals & Mining)(a) | $ | 53 | |||||
79,000 | Innovent Biologics, Inc. (Biotechnology)(a) | 921 | ||||||
23,184 | Inspur Electronic Information Industry Co. Ltd. (Technology Hardware, Storage & Peripherals) | 101 | ||||||
7,700 | Intco Medical Technology Co., Ltd., Class - A (Health Care Equipment & Supplies) | 149 | ||||||
14,242 | iQiyi, Inc., ADR (Entertainment)(a) | 222 | ||||||
80,816 | JD.com, Inc., ADR (Internet & Direct Marketing Retail)(a) | 6,450 | ||||||
1,180,000 | Jiangsu Expressway Co. Ltd., H Shares (Transportation Infrastructure) | 1,336 | ||||||
131,931 | Jiangsu Hengrui Medicine Co. Ltd. (Pharmaceuticals) | 1,388 | ||||||
176,600 | Jiangxi Zhengbang Technology Co. Ltd. (Food Products) | 327 | ||||||
98,300 | Jinke Properties Group Co. Ltd. (Real Estate Management & Development) | 88 | ||||||
1,500 | JOYY, Inc., ADR (Interactive Media & Services) | 99 | ||||||
14,100 | Juewei Food Co. Ltd. (Food Products) | 184 | ||||||
376,000 | Kaisa Group Holdings Ltd. (Real Estate Management & Development) | 142 | ||||||
25,718 | KE Holdings, Inc., ADR (Real Estate Management & Development)(a) | 1,226 | ||||||
34,000 | Kingboard Holdings Ltd. (Electronic Equipment, Instruments & Components) | 189 | ||||||
277,000 | Kingdee International Software Group Co. Ltd. (Software)(a) | 940 | ||||||
12,000 | Kuaishou Technology (Media)(a) | 301 | ||||||
3,100 | Kweichow Moutai Co. Ltd. (Beverages) | 987 | ||||||
139,000 | Lee & Man Paper Manufacturing Ltd. (Paper & Forest Products) | 106 | ||||||
46,500 | Lens Technology Co. Ltd. (Electronic Equipment, Instruments & Components) | 212 | ||||||
35,612 | LI Auto, Inc., ADR (Automobiles)(a) | 1,244 | ||||||
278,500 | LI Ning Co. Ltd. (Textiles, Apparel & Luxury Goods)(b) | 3,400 | ||||||
108,631 | LONGi Green Energy Technology Co. Ltd., Class - A (Semiconductors & Semiconductor Equipment) | 1,494 | ||||||
131,819 | Luxshare Precision Industry Co. Ltd. (Electrical Equipment)(a) | 938 | ||||||
218,160 | Meinian Onehealth Healthcare Holdings Co. Ltd. (Health Care Providers & Services)(a) | 308 | ||||||
320,800 | Meituan Dianping (Internet & Direct Marketing Retail)(a)(b) | 13,237 |
See accompanying notes to financial statements.
160
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
59,000 | Microport Scientific Corp. (Health Care Equipment & Supplies) | $ | 529 | |||||
12,323 | Momo, Inc., ADR (Interactive Media & Services) | 189 | ||||||
7,280 | Muyuan Foodstuff Co. Ltd. (Food Products) | 69 | ||||||
61,400 | Nanji E-Commerce Co. Ltd. (Media) | 93 | ||||||
318,085 | NARI Technology Co. Ltd., Class - A (Electrical Equipment) | 1,144 | ||||||
40,695 | NetEase, Inc., ADR (Entertainment) | 4,690 | ||||||
22,400 | New China Life Insurance Co. Ltd., H Shares (Insurance)(b) | 76 | ||||||
95,439 | NIO, Inc., ADR (Automobiles)(a) | 5,077 | ||||||
5,300 | Noah Holdings Ltd., ADR (Capital Markets)(a) | 250 | ||||||
77,290 | O-FILM Tech Co. Ltd. (Electronic Equipment, Instruments & Components) | 106 | ||||||
23,520 | Ovctek China, Inc. (Health Care Equipment & Supplies) | 377 | ||||||
111,600 | Perfect World Co. Ltd., Class - A (Entertainment) | 413 | ||||||
904,000 | PetroChina Co. Ltd., H Shares (Oil, Gas & Consumable Fuels) | 440 | ||||||
18,000 | Pharmaron Beijing Co. Ltd., Class - H (Life Sciences Tools & Services) | 480 | ||||||
30,485 | Pinduoduo, Inc., ADR (Internet & Direct Marketing Retail)(a) | 3,872 | ||||||
1,343,539 | Ping An Insurance Group Company of China Ltd. (Insurance) | 13,160 | ||||||
345,600 | Rongsheng Petro Chemical Co. Ltd., Class - A (Chemicals) | 924 | ||||||
81,320 | SDIC Capital Co. Ltd. (Capital Markets) | 107 | ||||||
142,000 | Seazen Group Ltd. (Real Estate Management & Development) | 135 | ||||||
120,299 | Shandong Buchang Pharmaceuticals Co. Ltd., Class - A (Pharmaceuticals) | 419 | ||||||
10,300 | Shandong Pharmaceutical Glass Co., Ltd., Class - A (Health Care Equipment & Supplies)(a) | 54 | ||||||
26,900 | Shandong Sinocera Functional Material Co. Ltd. (Chemicals) | 203 | ||||||
136,100 | Shanghai Electric Group Co. Ltd. (Electrical Equipment)(a) | 89 | ||||||
921,300 | Shanghai Pharmaceuticals Holding Co. Ltd., H Shares (Health Care Providers & Services) | 2,012 | ||||||
43,600 | Shanghai Zhangjiang High-Tech Park Development Co. (Real Estate Management & Development) | 123 |
Shares | Security Description | Value | ||||||
China (continued) | ||||||||
82,200 | Shanxi Meijin Energy Co. Ltd. (Oil, Gas & Consumable Fuels)(a) | $ | 96 | |||||
41,500 | Shenzhen Hepalink Pharmaceutical Group Co. Ltd. (Pharmaceuticals) | 102 | ||||||
146,151 | Shenzhen Inovance Technology Co. Ltd., Class - A (Machinery) | 1,680 | ||||||
36,200 | Shenzhen Kangtai Biological Products Co. Ltd. (Biotechnology) | 835 | ||||||
222,500 | Shimao Property Holdings Ltd. (Real Estate Management & Development)(b) | 546 | ||||||
26,100 | Sichuan Kelun Pharmaceutical Co. Ltd. (Pharmaceuticals)(a) | 81 | ||||||
4,000 | Silergy Corp. (Semiconductors & Semiconductor Equipment) | 544 | ||||||
54,000 | Sinotruk Hong Kong Ltd. (Machinery) | 116 | ||||||
75,000 | Smoore International Holdings Ltd. (Tobacco) | 416 | ||||||
233,617 | Songcheng Performance Development Co. Ltd., Class - A (Hotels, Restaurants & Leisure) | 607 | ||||||
53,221 | Spring Airlines Co. Ltd., Class - A (Airlines) | 469 | ||||||
155,000 | Sunac China Holdings Ltd. (Real Estate Management & Development)(b) | 532 | ||||||
168,401 | Sunny Optical Technology Group Co. Ltd. (Electronic Equipment, Instruments & Components) | 5,323 | ||||||
30,900 | Suzhou Dongshan Precision Manufacturing Co. Ltd., Class - A (Electronic Equipment, Instruments & Components) | 100 | ||||||
45,497 | TAL Education Group, ADR (Diversified Consumer Services)(a) | 1,148 | ||||||
565,753 | Tencent Holdings Ltd. (Interactive Media & Services) | 42,553 | ||||||
15,400 | Tencent Music Entertainment Group, ADR (Entertainment)(a) | 238 | ||||||
207,300 | The Pacific Securities Co. Ltd. (Capital Markets)(a) | 109 | ||||||
131,880 | Toly Bread Co. Ltd. (Food Products) | 637 | ||||||
83,200 | Tonghua Dongbao Pharmaceutical Co. Ltd. (Pharmaceuticals) | 154 | ||||||
89,000 | Transfar Zhilian Co. Ltd. (Chemicals) | 106 | ||||||
27,444 | Trip.com Group Ltd., ADR (Internet & Direct Marketing Retail)(a) | 973 | ||||||
30,940 | Unisplendour Corp. Ltd., Class - A (Electronic Equipment, Instruments & Components) | 105 | ||||||
34,096 | Vipshop Holdings Ltd., ADR (Internet & Direct Marketing Retail)(a) | 685 |
See accompanying notes to financial statements.
161
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
China (continued) | ||||||||
81,675 | Walvax Biotechnology Co Ltd., Class - A (Biotechnology) | $ | 780 | |||||
8,500 | Weibo Corp., ADR (Interactive Media & Services)(a) | 447 | ||||||
54,000 | Weichai Power Co. Ltd. (Machinery) | 120 | ||||||
50,500 | Weichai Power Co. Ltd. (Machinery) | 140 | ||||||
20,760 | Wens Foodstuffs Group Co. Ltd. (Food Products) | 46 | ||||||
73,780 | Wuhan Guide Infrared Co. Ltd. (Electronic Equipment, Instruments & Components) | 315 | ||||||
4,800 | Wuliangye Yibin Co. Ltd., Class - A (Beverages)(a) | 221 | ||||||
27,600 | WUS Printed Circuit Kunshan Co. Ltd. (Electronic Equipment, Instruments & Components)(a) | 66 | ||||||
22,440 | WuXi AppTec Co. Ltd., Class - H (Life Sciences Tools & Services) | 524 | ||||||
242,000 | Wuxi Biologics Cayman, Inc. (Life Sciences Tools & Services)(a)(b) | 4,435 | ||||||
969,600 | Xiaomi Corp. (Technology Hardware, Storage & Peripherals)(a)(b) | 3,372 | ||||||
51,700 | Xinjiang Goldwind Science & Technology Co. Ltd. (Electrical Equipment) | 97 | ||||||
186,000 | Xinyi Solar Holdings Ltd. (Semiconductors & Semiconductor Equipment) | 402 | ||||||
28,268 | Xpeng, Inc., ADR (Automobiles)(a) | 1,256 | ||||||
98,000 | Yadea Group Holdings Ltd. (Automobiles)(b) | 211 | ||||||
13,950 | Yealink Network Technology Corp. Ltd. (Communications Equipment) | 181 | ||||||
61,000 | Yihai International Holdings (Food Products) | 410 | ||||||
76,440 | Yintai Gold Co. Ltd. (Metals & Mining) | 113 | ||||||
59,576 | Yonyou Network Technology Co. Ltd. (Software) | 307 | ||||||
27,030 | Yunda Holding Co. Ltd. (Air Freight & Logistics)(a) | 57 | ||||||
4,926 | Zai Lab Ltd., ADR (Biotechnology)(a) | 872 | ||||||
17,500 | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (Pharmaceuticals) | 1,214 | ||||||
13,440 | Zhejiang Dingli Machinery Co. Ltd. (Machinery)(a) | 122 | ||||||
1,094,000 | Zhejiang Expressway Co. Ltd., H Shares (Transportation Infrastructure) | 974 | ||||||
48,300 | Zhejiang Longsheng Group Co. Ltd. (Chemicals) | 103 | ||||||
61,300 | Zhejiang Semir Garment Co. Ltd. (Textiles, Apparel & Luxury Goods) | 113 | ||||||
8,200 | Zhejiang Supor Co. Ltd. (Household Durables) | 81 | ||||||
75,900 | Zheshang Securities Co. Ltd. (Capital Markets)(a) | 154 |
Shares | Security Description | Value | ||||||
China (continued) | ||||||||
29,200 | ZhongAn Online P&C Insurance Co. Ltd. (Insurance)(a)(b) | $ | 165 | |||||
15,300 | Zhongji Innolight Co. Ltd. (Machinery) | 91 | ||||||
63,500 | Zhongsheng Group Holdings Ltd. (Specialty Retail) | 528 | ||||||
189,300 | Zijin Mining Group Co. Ltd., Class - A (Metals & Mining) | 284 | ||||||
218,000 | Zijin Mining Group Co. Ltd., H Shares (Metals & Mining) | 293 | ||||||
120,400 | Zoomlion Heavy Industry Science & Technology Co. Ltd., H Shares (Machinery) | 126 | ||||||
94,300 | ZTE Corp. (Communications Equipment) | 485 | ||||||
32,600 | ZTE Corp., H Shares (Communications Equipment) | 102 | ||||||
12,800 | ZTO Express Cayman, Inc., ADR (Air Freight & Logistics) | 388 | ||||||
258,918 | ||||||||
Colombia — 0.10% | ||||||||
1,312,007 | Ecopetrol SA (Oil, Gas & Consumable Fuels) | 952 | ||||||
Czech Republic — 0.04% | ||||||||
96,212 | Moneta Money Bank A/S (Banks)(a)(b) | 366 | ||||||
Egypt — 0.05% | ||||||||
146,596 | Commercial International Bank Egypt SAE (Banks)(a) | 488 | ||||||
Greece — 0.12% | ||||||||
71,369 | Hellenic Telecommunication Organization SA (Diversified Telecommunication Services) | 1,197 | ||||||
Hong Kong — 1.78% | ||||||||
384,865 | AIA Group Ltd. (Insurance) | 4,782 | ||||||
3,310,000 | Alibaba Pictures Group Ltd. (Entertainment)(a) | 460 | ||||||
38,000 | China Education Group Holdings Ltd. (Diversified Consumer Services)(b) | 85 | ||||||
712,182 | China Everbright International Ltd. (Commercial Services & Supplies) | 404 | ||||||
58,000 | China Everbright Ltd. (Capital Markets) | 68 | ||||||
1,546,000 | China Jinmao Holdings Group Ltd. (Real Estate Management & Development) | 518 | ||||||
432,500 | China Overseas Land & Investment Ltd. (Real Estate Management & Development) | 983 | ||||||
36,000 | China Resources Beer Holdings Co. Ltd. (Beverages) | 323 | ||||||
112,000 | China State Construction International Holdings Ltd. (Construction & Engineering) | 76 | ||||||
38,200 | China Taiping Insurance Holdings Co. Ltd. (Insurance)(b) | 64 | ||||||
288,000 | China Youzan Ltd. (Software)(a) | 55 | ||||||
288,000 | CSPC Pharmaceutical Group Ltd. (Pharmaceuticals)(b) | 417 |
See accompanying notes to financial statements.
162
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Hong Kong (continued) | ||||||||
1,172,000 | Far East Horizon Ltd. (Diversified Financial Services)(b) | $ | 1,226 | |||||
67,000 | Fosun International Ltd. (Industrial Conglomerates) | 96 | ||||||
62,400 | Guangzhou R&F Properties Co. Ltd., H Shares (Real Estate Management & Development) | 71 | ||||||
179,000 | Hengan International Group Co. Ltd. (Personal Products) | 1,199 | ||||||
65,071 | Hong Kong Exchanges & Clearing Ltd. (Capital Markets) | 3,879 | ||||||
25,200 | Hutchison China Meditech Ltd., ADR (Pharmaceuticals)(a) | 990 | ||||||
88,500 | Kingboard Laminates Holdings Ltd. (Electronic Equipment, Instruments & Components)(b) | 199 | ||||||
117,000 | KWG Group Holdings Ltd. (Real Estate Management & Development) | 157 | ||||||
124,000 | Lenovo Group Ltd. (Technology Hardware, Storage & Peripherals) | 143 | ||||||
735,000 | Sino Biopharmaceutiical Ltd. (Pharmaceuticals)(b) | 721 | ||||||
209,600 | Yuexiu Property Co. Ltd. (Real Estate Management & Development) | 221 | ||||||
17,137 | ||||||||
Hungary — 0.32% | ||||||||
10,516 | MOL Hungarian Oil & Gas PLC (Oil, Gas & Consumable Fuels)(a) | 84 | ||||||
28,568 | OTP Bank Nyrt PLC (Banks)(a) | 1,539 | ||||||
54,565 | Richter Gedeon Nyrt (Pharmaceuticals) | 1,454 | ||||||
3,077 | ||||||||
India — 9.22% | ||||||||
54,236 | Adani Green Energy, Ltd. (Independent Power and Renewable Electricity Producers)(a) | 821 | ||||||
159,504 | Adani Ports and Special Economic Zone Ltd. (Transportation Infrastructure) | 1,510 | ||||||
17,227 | Adani Total Gas Ltd. (Gas Utilities) | 236 | ||||||
17,187 | Adani Transmission Ltd. (Electric Utilities)(a) | 245 | ||||||
319,100 | Ambuja Cements Ltd. (Construction Materials) | 1,463 | ||||||
7,976 | Apollo Hospitals Enterprise (Health Care Providers & Services)(b) | 388 | ||||||
34,614 | Aurobindo Pharma Ltd. (Pharmaceuticals)(b) | 450 | ||||||
49,538 | Avenue Supermarts Ltd. (Food & Staples Retailing)(a)(b) | 2,229 | ||||||
302,901 | Axis Bank Ltd. (Banks)(a) | 3,050 | ||||||
7,846 | Bajaj Auto Ltd. (Automobiles)(a) | 436 | ||||||
32,970 | Bajaj Finance Ltd. (Consumer Finance)(a)(b) | 2,669 |
Shares | Security Description | Value | ||||||
India (continued) | ||||||||
5,884 | Bajaj Finserv Ltd. (Insurance)(a) | $ | 959 | |||||
133,285 | Bharat Petroleum Corp. Ltd. (Oil, Gas & Consumable Fuels)(b) | 839 | ||||||
8,842,285 | Chennai Super Kings Cricket Ltd. (Entertainment)(a)(c) | — | ||||||
513,160 | Coal India Ltd. (Oil, Gas & Consumable Fuels) | 1,013 | ||||||
71,589 | Dr. Reddy’s Laboratories Ltd., ADR (Pharmaceuticals) | 5,263 | ||||||
12,020 | Eicher Motors Ltd. (Automobiles)(a)(b) | 432 | ||||||
329,358 | GAIL India Ltd. (Gas Utilities) | 663 | ||||||
133,690 | HCL Technologies Ltd. (IT Services) | 1,769 | ||||||
164,832 | HDFC Bank Ltd. (Banks) | 3,322 | ||||||
36,498 | Hero MotoCorp Ltd. (Automobiles) | 1,425 | ||||||
31,793 | Hindustan Unilever Ltd. (Household Products)(b) | 1,057 | ||||||
359,764 | Housing Development Finance Corp. Ltd. (Thrifts & Mortgage Finance) | 11,981 | ||||||
624,534 | ICICI Bank Ltd. (Banks)(a) | 5,301 | ||||||
260,255 | Infosys Ltd. (IT Services) | 5,535 | ||||||
11,749 | Ipca Laboratories, Ltd. (Pharmaceuticals) | 320 | ||||||
462,455 | ITC Ltd. (Tobacco)(b) | 1,261 | ||||||
329,946 | Mahindra & Mahindra Ltd. (Automobiles) | 3,452 | ||||||
301,748 | NTPC Ltd. (Independent Power and Renewable Electricity Producers)(b) | 473 | ||||||
41,081 | Oil & Natural Gas Corp. Ltd. (Oil, Gas & Consumable Fuels) | 65 | ||||||
19,352 | Pidilite Industries Ltd. (Chemicals)(a) | 561 | ||||||
258,389 | Reliance Industries Ltd. (Oil, Gas & Consumable Fuels) | 7,337 | ||||||
136,393 | Rural Electrification Corp. Ltd. (Diversified Financial Services) | 273 | ||||||
4,624 | Shree Cement Ltd. (Construction Materials)(a)(b) | 1,711 | ||||||
242,156 | State Bank of India (Banks)(b) | 1,366 | ||||||
213,304 | Tata Consultancy Services Ltd. (IT Services) | 9,602 | ||||||
38,270 | Tata Motors Ltd. (Automobiles)(a) | 175 | ||||||
159,991 | Tata Steel Ltd. (Metals & Mining) | 2,511 | ||||||
19,873 | Titan Co. Ltd. (Textiles, Apparel & Luxury Goods) | 463 | ||||||
18,266 | Ultra Tech Cement Ltd. (Construction Materials) | 1,665 | ||||||
222,144 | United Spirits Ltd. (Beverages)(a) | 1,978 | ||||||
124,150 | Vedanta Ltd. (Metals & Mining) | 439 | ||||||
258,668 | Wipro Ltd. (IT Services)(b) | 1,899 | ||||||
1,074,947 | Yes Bank, Ltd. (Banks)(a)(b) | 196 | ||||||
88,803 | ||||||||
Indonesia — 1.02% | ||||||||
345,000 | Indah Kiat Pulp & Paper TBK (Paper & Forest Products) | 177 | ||||||
1,184,400 | PT Astra International Tbk (Automobiles) | 404 | ||||||
1,153,599 | PT Bank Central Asia Tbk (Banks) | 2,398 |
See accompanying notes to financial statements.
163
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Indonesia (continued) | ||||||||
3,856,600 | PT Bank Rakyat Indonesia Persero Tbk (Banks) | $ | 1,048 | |||||
1,875,600 | PT Charoen Pokphand Indonesia Tbk (Food Products) | 809 | ||||||
436,600 | PT Indocement Tunggal Prakarsa Tbk (Construction Materials) | 310 | ||||||
2,093,700 | PT Indofood Sukses Makmur Tbk (Food Products) | 892 | ||||||
21,281,590 | PT Kalbe Farma Tbk (Pharmaceuticals) | 2,056 | ||||||
621,400 | PT Semen Gresik (Persero) Tbk (Construction Materials) | 407 | ||||||
4,571,250 | PT Telekomunikasi Indonesia Persero Tbk (Diversified Telecommunication Services)(b) | 993 | ||||||
251,300 | PT United Tractors Tbk (Oil, Gas & Consumable Fuels) | 351 | ||||||
9,845 | ||||||||
Kuwait — 0.20% | ||||||||
169,564 | Boubyan Bank KSCP (Banks)(a) | 412 | ||||||
160,930 | Kuwait Finance House KSCP (Banks) | 406 | ||||||
149,626 | Mobile Telecommunications Co. KSCP (Wireless Telecommunication Services) | 293 | ||||||
289,023 | National Bank of Kuwait SAKP (Banks) | 814 | ||||||
1,925 | ||||||||
Luxembourg — 0.06% | ||||||||
2,439 | Globant SA (Software)(a) | 535 | ||||||
Malaysia — 1.00% | ||||||||
241,900 | AMMB Holdings Berhad (Banks) | 172 | ||||||
1,078,600 | Dialog Group Berhad (Energy Equipment & Services) | 751 | ||||||
281,400 | Hartalega Holdings Berhad (Health Care Equipment & Supplies) | 498 | ||||||
1,093,800 | IHH Healthcare Berhad (Health Care Providers & Services) | 1,442 | ||||||
777,500 | IOI Corp. Berhad (Food Products) | 704 | ||||||
49,900 | Kossan Rubber Industries (Health Care Equipment & Supplies) | 39 | ||||||
150,692 | Malayan Banking Berhad (Banks) | 294 | ||||||
581,500 | Maxis Berhad (Wireless Telecommunication Services)(b) | 615 | ||||||
1,200,200 | Press Metal Aluminum Holdings (Metals & Mining) | 1,382 | ||||||
475,000 | Public Bank Berhad (Banks) | 470 | ||||||
1,262,600 | Ql Resources Berhad (Food Products) | 1,720 | ||||||
558,900 | Sime Darby Berhad (Industrial Conglomerates) | 294 | ||||||
533,100 | Sime Darby Plantation Berhad (Food Products) | 511 | ||||||
34,653 | Supermax Corp. Bhd (Health Care Equipment & Supplies) | 28 |
Shares | Security Description | Value | ||||||
Malaysia (continued) | ||||||||
685,700 | Top Glove Corp. Berhad (Health Care Equipment & Supplies) | $ | 689 | |||||
9,609 | ||||||||
Mexico — 1.70% | ||||||||
2,706,700 | America Movil SAB de CV (Wireless Telecommunication Services) | 2,037 | ||||||
1,788,800 | CEMEX SAB de CV (Construction Materials)(a) | 1,510 | ||||||
138,800 | Coca-Cola Femsa SAB de CV (Beverages) | 735 | ||||||
156,300 | Fibra Uno Amdinistracion SA (Equity Real Estate Investment Trusts)(b) | 169 | ||||||
44,576 | Fomento Economico Mexicano SAB de CV, ADR (Beverages) | 3,766 | ||||||
57,155 | Grupo Aeroportuario del Sureste SAB de CV, Class - B (Transportation Infrastructure)(a) | 1,055 | ||||||
363,500 | Grupo Bimbo SAB de CV, Series A (Food Products) | 801 | ||||||
195,000 | Grupo Financiero Banorte SAB de CV (Banks) | 1,260 | ||||||
450,245 | Grupo Mexico SAB de CV, Series B (Metals & Mining) | 2,118 | ||||||
255,700 | Grupo Televisa SAB de CV (Media) | 732 | ||||||
576,600 | Kimberly-Clark de Mexico SAB de CV, A Shares (Household Products) | 1,023 | ||||||
439,825 | Orbia Advance Corp SAB de CV (Chemicals) | 1,151 | ||||||
16,357 | ||||||||
Netherlands — 0.06% | ||||||||
8,424 | Yandex NV, Class - A (Interactive Media & Services)(a) | 596 | ||||||
Peru — 0.29% | ||||||||
74,356 | Compania de Minas Buenaventura SA, ADR (Metals & Mining)(a) | 673 | ||||||
17,127 | Credicorp Ltd. (Banks)(a) | 2,074 | ||||||
700 | Credicorp Ltd. (Banks)(a) | 85 | ||||||
2,832 | ||||||||
Philippines — 0.71% | ||||||||
1,181,140 | Aboitiz Equity Ventures, Inc. (Industrial Conglomerates)(b) | 1,020 | ||||||
1,797,673 | Metropolitan Bank & Trust Co. (Banks) | 1,794 | ||||||
17,765 | PLDT, Inc. (Wireless Telecommunication Services) | 471 | ||||||
172,042 | SM Investments Corp. (Industrial Conglomerates) | 3,524 | ||||||
6,809 | ||||||||
Poland — 0.31% | ||||||||
84,014 | Bank Pekao SA (Banks)(a)(b) | 2,050 | ||||||
3,287 | CD Projekt SA (Entertainment) | 160 | ||||||
3,670 | KGHM Polska Miedz SA (Metals & Mining) | 181 |
See accompanying notes to financial statements.
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Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Poland (continued) | ||||||||
42,368 | Powszechny Zaklad Ubezpieczen SA (Insurance)(a)(b) | $ | 408 | |||||
85,078 | Telekomunikacja Polska SA (Diversified Telecommunication Services)(a) | 150 | ||||||
2,949 | ||||||||
Qatar — 0.42% | ||||||||
691,911 | Industries Qatar QSC (Industrial Conglomerates) | 2,518 | ||||||
125,342 | Mesaieed Petrochemical Holding Co. (Chemicals) | 65 | ||||||
172,497 | Qatar National Bank (Banks) | 851 | ||||||
427,550 | The Commercial Bank of Qatar QSC (Banks) | 619 | ||||||
4,053 | ||||||||
Russia — 1.94% | ||||||||
280,855 | Gazprom PJSC, ADR (Oil, Gas & Consumable Fuels) | 2,141 | ||||||
766,150 | Gazprom PJSC (Oil, Gas & Consumable Fuels) | 2,949 | ||||||
27,710 | LUKOIL (Oil, Gas & Consumable Fuels) | 2,561 | ||||||
23,471 | LUKOIL PJSC, ADR (Oil, Gas & Consumable Fuels) | 2,174 | ||||||
8,073 | Novatek OAO, Registered Shares, GDR (Oil, Gas & Consumable Fuels) | 1,770 | ||||||
11,677 | Polymetal International PLC (Metals & Mining) | 253 | ||||||
854 | Polyus PJSC (Metals & Mining) | 165 | ||||||
89,489 | Sberbank of Russia PJSC, ADR (Banks) | 1,486 | ||||||
113,164 | Severstal, Registered Shares, GDR (Metals & Mining) | 2,433 | ||||||
55,190 | Tatneft PJSC, Class - S (Oil, Gas & Consumable Fuels) | 401 | ||||||
766,486 | The Moscow Exchange (Capital Markets) | 1,790 | ||||||
814,600,000 | VTB Bank PJSC (Banks) | 539 | ||||||
18,662 | ||||||||
Saudi Arabia — 2.12% | ||||||||
63,145 | Advanced Petrochemical Co. (Chemicals) | 1,217 | ||||||
117,942 | Al Rajhi Bank (Banks) | 3,492 | ||||||
77,181 | Banque Saudi Fransi (Banks) | 790 | ||||||
16,955 | Bupa Arabia For Cooperative Insurance Co. (Insurance) | 562 | ||||||
382,830 | Dar Al Arkan Real Estate Development Co. (Real Estate Management & Development)(a) | 1,078 | ||||||
205,974 | Emaar Economic City (Real Estate Management & Development)(a) | 703 | ||||||
15,003 | Etihad Etisalat Co. (Wireless Telecommunication Services) | 133 | ||||||
105,859 | National Commercial Bank (Banks) | 1,626 | ||||||
172,781 | Riyad Bank (Banks) | 1,221 |
Shares | Security Description | Value | ||||||
Saudi Arabia (continued) | ||||||||
46,591 | Sahara International Petrochemical Co. (Chemicals) | $ | 381 | |||||
59,797 | Saudi Arabian Fertilizer Co. (Chemicals) | 1,904 | ||||||
98,341 | Saudi Arabian Mining Co. (Metals & Mining)(a) | 1,657 | ||||||
62,760 | Saudi Basic Industries Corp. (Chemicals) | 2,038 | ||||||
31,231 | Saudi Industrial Investment Group (Chemicals) | 291 | ||||||
127,544 | Saudi Kayan Petrochemical Co. (Chemicals)(a) | 614 | ||||||
48,506 | Saudi Telecom Co. (Diversified Telecommunication Services) | 1,702 | ||||||
71,146 | The Saudi British Bank (Banks)(a)(b) | 598 | ||||||
37,378 | The Savola Group (Food Products) | 430 | ||||||
20,437 | ||||||||
South Africa — 3.53% | ||||||||
8,100 | Absa Group Ltd. (Banks)(a) | 77 | ||||||
3,694 | Anglo American Platinum Ltd. (Metals & Mining) | 427 | ||||||
59,086 | AngloGold Ashanti Ltd. (Metals & Mining) | 1,099 | ||||||
11,124 | Aspen Pharmacare Holdings Ltd. (Pharmaceuticals)(a) | 126 | ||||||
41,657 | Bid Corp. Ltd. (Food & Staples Retailing)(a) | 904 | ||||||
6,139 | Bidvest Group Ltd. (Industrial Conglomerates) | 82 | ||||||
774 | Capitec Bank Holdings Ltd. (Banks) | 91 | ||||||
163,269 | Clicks Group Ltd. (Food & Staples Retailing) | 2,811 | ||||||
234,373 | Discovery Ltd. (Insurance)(a) | 2,074 | ||||||
81,417 | Exxaro Resources Ltd. (Oil, Gas & Consumable Fuels) | 961 | ||||||
403,136 | FirstRand Ltd. (Diversified Financial Services) | 1,514 | ||||||
57,103 | Gold Fields Ltd. (Metals & Mining) | 514 | ||||||
399,656 | Growthpoint Properties Ltd. (Equity Real Estate Investment Trusts)(b) | 417 | ||||||
19,783 | Impala Platinum Holdings Ltd. (Metals & Mining) | 326 | ||||||
3,537 | Kumba Iron Ore Ltd. (Metals & Mining) | 159 | ||||||
8,188 | Mr. Price Group Ltd. (Specialty Retail) | 121 | ||||||
230,530 | MTN Group Ltd. (Wireless Telecommunication Services)(a) | 1,667 | ||||||
79,012 | MultiChoice Group Ltd. (Media) | 650 | ||||||
73,278 | Naspers Ltd. (Media) | 15,392 | ||||||
5,586 | Nedbank Group Ltd. (Banks)(a)(b) | 67 | ||||||
65,767 | Old Mutual Ltd. (Insurance) | 62 | ||||||
43,185 | Rand Merchant Investment Holdings Ltd. (Insurance) | 95 | ||||||
7,269 | Remgro Ltd. (Diversified Financial Services) | 58 | ||||||
16,089 | Sanlam Ltd. (Insurance)(b) | 69 | ||||||
54,300 | Sasol Ltd. (Chemicals)(a) | 829 | ||||||
9,822 | Shoprite Holdings Ltd. (Food & Staples Retailing) | 107 | ||||||
455,387 | Sibanye Stillwater Ltd. (Metals & Mining) | 1,904 | ||||||
151,097 | Standard Bank Group Ltd. (Banks) | 1,351 |
See accompanying notes to financial statements.
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Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
South Africa (continued) | ||||||||
22,743 | Woolworths Holdings Ltd. (Multiline Retail)(a)(b) | $ | 86 | |||||
34,040 | ||||||||
South Korea — 10.81% | ||||||||
4,208 | AmorePacific Corp. (Personal Products) | 942 | ||||||
7,158 | Celltrion Healthcare Co. Ltd. (Health Care Providers & Services)(a)(b) | 736 | ||||||
6,929 | Celltrion, Inc. (Biotechnology)(a) | 1,652 | ||||||
2,884 | CJ Cheiljedang Corp. (Food Products) | 1,181 | ||||||
3,672 | Daewoo Shipbuilding & Marine Engineering Co. Ltd. (Machinery)(a) | 117 | ||||||
10,846 | Dongbu Insurance Co. Ltd. (Insurance)(b) | 528 | ||||||
7,304 | E-Mart Co. Ltd. (Food & Staples Retailing) | 1,038 | ||||||
7,366 | Fila Korea Ltd. (Textiles, Apparel & Luxury Goods) | 381 | ||||||
1,990 | GS Holdings Corp. (Oil, Gas & Consumable Fuels) | 82 | ||||||
25,499 | Hana Financial Group, Inc. (Banks) | 1,043 | ||||||
2,925 | Hankook Tire & Technology Co. Ltd. (Auto Components) | 134 | ||||||
95,435 | Hanon Systems (Auto Components) | 1,403 | ||||||
6,496 | HLB, Inc. (Leisure Products)(a) | 193 | ||||||
8,853 | HMM Co. Ltd. (Marine)^(a) | 345 | ||||||
5,698 | Hotel Shilla Co. Ltd. (Specialty Retail) | 491 | ||||||
23,284 | Hyundai Engineering & Construction Co. Ltd. (Construction & Engineering) | 1,206 | ||||||
6,702 | Hyundai Mobis Co. Ltd. (Auto Components) | 1,738 | ||||||
10,168 | Hyundai Motor Co. Ltd. (Automobiles) | 2,163 | ||||||
11,325 | Industrial Bank of Korea (Banks) | 106 | ||||||
11,917 | Kakao Corp. (Interactive Media & Services) | 1,725 | ||||||
40,398 | Kangwon Land, Inc. (Hotels, Restaurants & Leisure)(a) | 965 | ||||||
29,280 | KB Financial Group, Inc. (Banks)(b) | 1,451 | ||||||
27,922 | Kia Motors Corp. (Automobiles) | 2,222 | ||||||
52,858 | Korea Electric Power Corp. (Electric Utilities) | 1,167 | ||||||
9,376 | Korea Shipbuilding & Offshore Engineering Co. Ltd. (Machinery)(a) | 1,116 | ||||||
28,976 | KT&G Corp. (Tobacco)(b) | 2,172 | ||||||
3,976 | Kumho Petro Chemical Co. Ltd. (Chemicals) | 773 | ||||||
2,798 | LG Chem Ltd. (Chemicals) | 2,112 | ||||||
22,464 | LG Corp. (Industrial Conglomerates) | 2,045 | ||||||
35,797 | LG Display Co. Ltd. (Electronic Equipment, Instruments & Components)^(a) | 779 | ||||||
630 | LG Household & Health Care Ltd. (Personal Products) | 986 | ||||||
849 | LG Innotek Co. Ltd. (Electronic Equipment, Instruments & Components) | 168 | ||||||
65,000 | Mirae Asset Daewoo Co. Ltd. (Capital Markets) | 544 |
Shares | Security Description | Value | ||||||
South Korea (continued) | ||||||||
9,633 | Naver Corp. (Interactive Media & Services) | $ | 3,571 | |||||
4,290 | NCsoft Corp. (Entertainment) | 3,123 | ||||||
12,376 | Pan Ocean Co. Ltd. (Marine) | 94 | ||||||
8,136 | POSCO (Metals & Mining) | 2,515 | ||||||
5,257 | POSCO Chemical Co. Ltd. (Construction Materials) | 672 | ||||||
2,201 | Samsung Biologics Co. Ltd. (Life Sciences Tools & Services)(a)(b) | 1,644 | ||||||
6,353 | Samsung Electro-Mechanics Co. Ltd. (Electronic Equipment, Instruments & Components) | 999 | ||||||
389,810 | Samsung Electronics Co. Ltd. (Technology Hardware, Storage & Peripherals) | 27,937 | ||||||
54,624 | Samsung Engineering Co. Ltd. (Construction & Engineering)(a)(b) | 1,159 | ||||||
18,487 | Samsung Fire & Marine Insurance Co. Ltd. (Insurance) | 3,621 | ||||||
3,196 | Samsung SDI Co. Ltd. (Electronic Equipment, Instruments & Components) | 1,981 | ||||||
2,942 | Seegene, Inc. (Biotechnology) | 216 | ||||||
1,688 | Shin Poong Pharmaceutical Co., Ltd. (Pharmaceuticals) | 129 | ||||||
134,615 | Shinhan Financial Group Co. Ltd. (Banks) | �� | 4,852 | |||||
174 | SK Chemicals Co., Ltd. (Chemicals) | 40 | ||||||
115,440 | SK Hynix, Inc. (Semiconductors & Semiconductor Equipment) | 13,070 | ||||||
6,816 | SK Innovation Co. Ltd. (Oil, Gas & Consumable Fuels)(a) | 1,789 | ||||||
3,693 | SK Telecom Co. Ltd. (Wireless Telecommunication Services) | 1,050 | ||||||
12,594 | SK Telecom Co. Ltd., ADR (Wireless Telecommunication Services) | 396 | ||||||
15,050 | Woongjin Coway Co. Ltd. (Household Durables) | 1,052 | ||||||
57,981 | Woori Financial Group, Inc. (Banks) | 590 | ||||||
104,204 | ||||||||
Taiwan — 11.45% | ||||||||
135,485 | AdvanTech Co. Ltd. (Technology Hardware, Storage & Peripherals) | 1,678 | ||||||
41,000 | Airtac International Group (Machinery) | 1,582 | ||||||
371,672 | ASE Technology Holding Co. Ltd., Class - H (Semiconductors & Semiconductor Equipment) | 1,494 | ||||||
462,971 | Asia Cement Corp. (Construction Materials) | 843 | ||||||
82,000 | Asustek Computer, Inc. (Technology Hardware, Storage & Peripherals) | 1,093 | ||||||
30,000 | Catcher Technology Co. Ltd. (Technology Hardware, Storage & Peripherals) | 196 |
See accompanying notes to financial statements.
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Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Taiwan (continued) | ||||||||
719,000 | Cheng Shin Rubber Industry Co. Ltd. (Auto Components) | $ | 1,207 | |||||
3,764,000 | China Development Financial Holding Corp. (Banks) | 1,777 | ||||||
172,000 | Chunghwa Telecom Co. Ltd. (Diversified Telecommunication Services) | 704 | ||||||
1,359,000 | Compal Electronics, Inc. (Technology Hardware, Storage & Peripherals) | 1,090 | ||||||
1,310,403 | E.Sun Financial Holding Co. Ltd. (Banks) | 1,237 | ||||||
42,000 | ECLAT Textile Co. Ltd. (Textiles, Apparel & Luxury Goods) | 989 | ||||||
133,000 | Evergreen Marine Corp. Ltd. (Marine)(a) | 940 | ||||||
454,000 | Far EasTone Telecommunications Co. Ltd. (Wireless Telecommunication Services) | 1,053 | ||||||
482,996 | Fubon Financial Holding Co. Ltd. (Diversified Financial Services) | 1,281 | ||||||
39,000 | Globalwafers Co. Ltd. (Semiconductors & Semiconductor Equipment) | 1,286 | ||||||
51,461 | Hiwin Technologies Corp. (Machinery) | 730 | ||||||
560,000 | Hon Hai Precision Industry Co. Ltd. (Electronic Equipment, Instruments & Components) | 2,251 | ||||||
399,000 | Innolux Corp. (Electronic Equipment, Instruments & Components) | 297 | ||||||
625,000 | Inventec Corp. (Technology Hardware, Storage & Peripherals) | 589 | ||||||
28,773 | Largan Precision Co. Ltd. (Electronic Equipment, Instruments & Components) | 3,201 | ||||||
515,554 | Lite-On Technology Corp. (Technology Hardware, Storage & Peripherals) | 1,066 | ||||||
229,926 | MediaTek, Inc. (Semiconductors & Semiconductor Equipment) | 7,939 | ||||||
2,369,477 | Mega Financial Holding Co. Ltd. (Banks) | 2,794 | ||||||
58,000 | Nanya Technology Corp. (Semiconductors & Semiconductor Equipment)(b) | 166 | ||||||
52,000 | Novatek Microelectronics Corp. (Semiconductors & Semiconductor Equipment) | 931 | ||||||
20,000 | Oneness Biotech Co., Ltd. (Pharmaceuticals)(a) | 167 | ||||||
497,000 | Pegatron Corp. (Technology Hardware, Storage & Peripherals) | 1,227 | ||||||
99,620 | Pou Chen Corp. (Textiles, Apparel & Luxury Goods) | 141 | ||||||
150,000 | Powertech Technology, Inc. (Semiconductors & Semiconductor Equipment) | 579 | ||||||
1,346,654 | President Enterprises Corp. (Food Products) | 3,538 |
Shares | Security Description | Value | ||||||
Taiwan (continued) | ||||||||
286,000 | Quanta Computer, Inc. (Technology Hardware, Storage & Peripherals) | $ | 898 | |||||
268,920 | Ruentex Development Co. Ltd. (Real Estate Management & Development) | 546 | ||||||
637,900 | Synnex Technology International Corp. (Electronic Equipment, Instruments & Components) | 1,165 | ||||||
879,721 | Taiwan Cement Corp. (Construction Materials) | 1,610 | ||||||
151,000 | Taiwan Mobile Co. Ltd. (Wireless Telecommunication Services) | 553 | ||||||
2,479,350 | Taiwan Semiconductor Manufacturing Co. Ltd. (Semiconductors & Semiconductor Equipment) | 52,953 | ||||||
176,243 | The Shanghai Commercial & Savings Bank Ltd. (Banks) | 286 | ||||||
593,000 | United Microelectronics Corp. (Semiconductors & Semiconductor Equipment) | 1,130 | ||||||
39,000 | Walsin Technology Corp. (Electronic Equipment, Instruments & Components) | 318 | ||||||
42,000 | Win Semiconductors Corp. (Semiconductors & Semiconductor Equipment) | 565 | ||||||
238,000 | Winbond Electronics Corp. (Semiconductors & Semiconductor Equipment) | 298 | ||||||
1,094,155 | Wistron Corp. (Technology Hardware, Storage & Peripherals) | 1,217 | ||||||
477,400 | WPG Holdings Ltd. (Electronic Equipment, Instruments & Components) | 876 | ||||||
29,000 | Yageo Corp. (Electronic Equipment, Instruments & Components)(a) | 578 | ||||||
103,000 | Yang Ming Marine Transport Corp. (Marine)(a) | 675 | ||||||
2,684,480 | Yuanta Financial Holding Co. Ltd. (Capital Markets) | 2,587 | ||||||
110,321 | ||||||||
Thailand — 1.42% | ||||||||
183,700 | Advanced Info Service Public Co. Ltd. (Wireless Telecommunication Services) | 980 | ||||||
379,300 | Airports of Thailand PCL (Transportation Infrastructure) | 734 | ||||||
28,500 | Bangkok Bank Public Co. Ltd. - Foreign Registered Shares (Banks) | 100 | ||||||
691,100 | Berli Jucker PCL (Food & Staples Retailing) | 749 | ||||||
728,100 | BTS Group Holdings PCL (Road & Rail) | 212 | ||||||
171,633 | Central Retail Corp.-Local (Multiline Retail) | 179 | ||||||
127,000 | Delta Electronics Public Co. Ltd. - NVDR (Electronic Equipment, Instruments & Components) | 1,382 |
See accompanying notes to financial statements.
167
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The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Common Stocks (continued) | ||||||||
Thailand (continued) | ||||||||
45,500 | Delta Electronics Thailand PCL - NVDR (Electronic Equipment, Instruments & Components) | $ | 821 | |||||
688,700 | Energy Absolute PCL (Independent Power and Renewable Electricity Producers) | 1,311 | ||||||
1,418,800 | Gulf Energy Development PCL (Independent Power and Renewable Electricity Producers) | 1,517 | ||||||
89,800 | Indorama Ventures PCL - NVDR (Chemicals) | 114 | ||||||
303,786 | Kasikornbank Public Co. Ltd. (Banks) | 1,119 | ||||||
1,724,700 | Krung Thai Bank Public Co. Ltd., Registered Shares (Banks) | 576 | ||||||
682,900 | Minor International PCL (Hotels, Restaurants & Leisure)(a) | 639 | ||||||
93,800 | Muangthai Capital PCL (Consumer Finance) | 168 | ||||||
429,142 | PTT Chemical Public Co. Ltd. (Chemicals) | 790 | ||||||
272,575 | PTT Exploration & Production Public Co. Ltd. (Oil, Gas & Consumable Fuels) | 995 | ||||||
361,600 | Siam Commercial Bank Public Co. Ltd. - NVDR (Banks) | 1,106 | ||||||
98,100 | Thai Oil Public Co. Ltd. (Oil, Gas & Consumable Fuels) | 167 | ||||||
13,659 | ||||||||
Turkey — 0.32% | ||||||||
173,530 | Aselsan Elektronik Sanayi VE Ticaret A/S (Aerospace & Defense) | 294 | ||||||
39,242 | BIM Birlesik Magazalar A/S (Food & Staples Retailing) | 280 | ||||||
1,879,023 | Enka Insaat ve Sanayi A/S (Industrial Conglomerates) | 2,016 | ||||||
68,200 | Eregli Demir ve Celik Fabrikalari TAS (Metals & Mining) | 141 | ||||||
1 | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A/S, Class - D (Metals & Mining)(a) | — | ||||||
167,030 | Turkcell Iletisim Hizmetleri A/S (Wireless Telecommunication Services) | 309 | ||||||
3,040 | ||||||||
United Arab Emirates — 0.25% | ||||||||
193,132 | Abu Dhabi Commercial Bank PJSC (Banks) | 361 | ||||||
488,800 | Dubai Islamic Bank PJSC (Banks) | 641 | ||||||
309,932 | First Abu Dhabi Bank PJSC (Banks) | 1,410 | ||||||
2,412 | ||||||||
United Kingdom — 1.41% | ||||||||
315,823 | Antofagasta PLC (Metals & Mining) | 6,271 | ||||||
95,010 | Mondi PLC (Paper & Forest Products) | 2,503 |
Shares | Security Description | Value | ||||||
United Kingdom (continued) | ||||||||
81,710 | Unilever PLC (Personal Products) | $ | 4,781 | |||||
13,555 | ||||||||
United States — 0.78% | ||||||||
823 | MercadoLibre, Inc. (Internet & Direct Marketing Retail)(a) | 1,282 | ||||||
6,800 | Southern Copper Corp. (Metals & Mining) | 437 | ||||||
87,528 | Yum China Holdings, Inc. (Hotels, Restaurants & Leisure) | 5,799 | ||||||
7,518 | ||||||||
Total Common Stocks | 805,022 | |||||||
Preferred Stocks — 0.90% | ||||||||
Brazil — 0.48% | ||||||||
502,062 | Banco Bradesco SA — Preferred (Banks)(b) | 2,597 | ||||||
342,225 | Companhia Energetica de Minas Gerais SA — Preferred (Electric Utilities) | 835 | ||||||
24,400 | Gerdau SA — Preferred (Metals & Mining) | 145 | ||||||
42,533 | Lojas Americanas SA — Preferred (Multiline Retail)(b) | 185 | ||||||
152,900 | Petroleo Brasileiro SA — Preferred (Oil, Gas & Consumable Fuels) | 905 | ||||||
4,667 | ||||||||
Chile — 0.01% | ||||||||
1,045 | Sociedad Quimica y Minera de Chile SA — Preferred, B Shares (Chemicals) | 49 | ||||||
South Korea — 0.41% | ||||||||
1,400 | Hyundai Motor Co. Ltd. — Preferred (Automobiles) | 144 | ||||||
5,951 | Hyundai Motor Co. Ltd. 2nd — Preferred (Automobiles) | 608 | ||||||
49,604 | Samsung Electronics Co. Ltd. — Preferred (Technology Hardware, Storage & Peripherals) | 3,246 | ||||||
3,998 | ||||||||
Total Preferred Stocks | 8,714 | |||||||
Principal | ||||||||
U.S. Treasury Obligations — 0.03% | ||||||||
$ | 59 | U.S. Treasury Bill, 0.07%, 5/19/22(d)(e) | 59 | |||||
149 | U.S. Treasury Bill, 0.05%, 4/21/22(d)(e) | 149 | ||||||
32 | U.S. Treasury Bill, 0.05%, 12/2/21(d)(e) | 32 | ||||||
94 | U.S. Treasury Bill, 0.04%, 9/9/21(d)(e) | 94 | ||||||
Total U.S. Treasury Obligations | 334 |
See accompanying notes to financial statements.
168
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The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Shares | Security Description | Value | ||||||
Investment Companies — 6.78% | ||||||||
1,111,856 | Federated Hermes Treasury Obligations Fund, Institutional Shares, 0.01%^^(f) | $ | 1,112 | |||||
64,214,896 | State Street Institutional Treasury Plus Money Market Fund, Trust Class, 0.01%(f) | 64,215 | ||||||
Total Investment Companies | 65,327 | |||||||
Purchased Options on Futures — 0.01% | ||||||||
Total Purchased Options on Futures | 137 | |||||||
Total Investments (cost $616,004) — 91.27% | 879,534 | |||||||
Other assets in excess of liabilities — 8.73% | 84,139 | |||||||
Net Assets — 100.00% | $ | 963,673 |
Amounts designated as “—” are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of June 30, 2021. The total value of securities on loan as of June 30, 2021, was $1,276 (amount in thousands). |
^^ | 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 June 30, 2021. |
(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 June 30, 2021. |
(d) | Zero Coupon Security. Effective rate shown is as of June 30, 2021. |
(e) | All or part of this security has been pledged as collateral for derivative instruments held by the Portfolio. |
(f) | Annualized 7-day yield as of period-end. |
ADR—American Depositary Receipt |
GDR—Global Depositary Receipt NVDR—Non-Voting Depository Receipt |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The Emerging Markets Portfolio | Mellon | Parametric | RBC Global | XY | Total |
Common Stocks | 66.28% | — | 17.27% | — | 83.55% |
Preferred Stocks | 0.90% | — | — | — | 0.90% |
U.S. Treasury Obligations | 0.03% | — | — | — | 0.03% |
Investment Companies | 1.27% | 5.46% | 0.05% | — | 6.78% |
Purchased Options on Futures | — | 0.01% | — | — | 0.01% |
Other Assets (Liabilities) | -0.03% | 1.34% | -0.06% | 7.48% | 8.73% |
Total Net Assets | 68.45% | 6.81% | 17.26% | 7.48% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
The following tables reflect the open derivative positions held by the Portfolio as of June 30, 2021.
Futures Contracts Purchased^^^
Description | Number of | Expiration | Notional | Value and | ||||||||||||
MSCI Emerging Markets Index Future | 1,119 | 9/17/21 | $ | 76,361 | $ | (234 | ) | |||||||||
$ | 76,361 | $ | (234 | ) | ||||||||||||
Total Unrealized Appreciation | $ | — | ||||||||||||||
Total Unrealized Depreciation | (234 | ) | ||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | (234 | ) |
^^^ Cash has been pledged as collateral for futures contracts held by the Portfolio.
See accompanying notes to financial statements.
169
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Options on Futures Contracts
Exchange-traded options on futures contacts written as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | $ | 1,733 | $ | 3,850.00 | 7/16/21 | $ | (1 | ) | ||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,820 | 3,640.00 | 7/16/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,629 | 3,620.00 | 7/16/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,775 | 3,550.00 | 7/16/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,875 | 3,750.00 | 7/16/21 | (1 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,598 | 3,550.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,374 | 3,750.00 | 7/30/21 | (5 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,697 | 3,770.00 | 7/30/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,724 | 3,830.00 | 7/30/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,719 | 3,820.00 | 7/30/21 | (3 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,665 | 3,700.00 | 7/30/21 | (2 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,728 | 3,840.00 | 8/20/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 10 | 1,925 | 3,850.00 | 8/20/21 | (8 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,715 | 3,810.00 | 8/20/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,670 | 3,710.00 | 8/20/21 | (5 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,347 | 3,720.00 | 8/20/21 | (10 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,679 | 3,730.00 | 8/20/21 | (5 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,554 | 3,950.00 | 8/31/21 | (28 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,697 | 3,770.00 | 8/31/21 | (8 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,674 | 3,720.00 | 8/31/21 | (7 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,643 | 3,650.00 | 8/31/21 | (6 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,733 | 3,850.00 | 9/17/21 | (15 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 18 | 3,554 | 3,950.00 | 9/17/21 | (38 | ) | |||||||||||||||||
E-Mini S&P 500 Future Option | Put | 16 | 3,199 | 4,000.00 | 9/30/21 | (47 | ) | |||||||||||||||||
$ | (214 | ) |
Exchanged-traded options on futures contacts purchased as of June 30, 2021 were as follows:
Description | Put/Call | Number of | Notional | Exercise | Expiration | Value | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | $ | 1,845 | $ | 4,100.00 | 7/16/21 | $ | 4 | |||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,823 | 4,050.00 | 7/30/21 | 8 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,823 | 4,050.00 | 8/20/21 | 14 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,889 | 4,200.00 | 8/31/21 | 30 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 9 | 1,890 | 4,200.00 | 9/17/21 | 37 | ||||||||||||||||||
E-Mini S&P 500 Future Option | Put | 8 | 1,700 | 4,250.00 | 9/30/21 | 44 | ||||||||||||||||||
$ | 137 |
See accompanying notes to financial statements.
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The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 0.75% | Accelink Technologies Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 51 | $ | 1 | $ | — | $ | 1 | ||||||||||||||||||||
Receive | 1.15% | Advanced Fiber Resources Zhuhai Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 20 | 2 | — | 2 | ||||||||||||||||||||||||
Receive | 0.75% | Amoy Diagnostics Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 142 | 15 | — | 15 | ||||||||||||||||||||||||
Receive | 0.75% | Angel Yeast Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 488 | (51 | ) | — | (51 | ) | ||||||||||||||||||||||
Receive | 0.75% | Anhui Construction Engineering Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 49 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | Anhui Expressway Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 651 | (39 | ) | — | (39 | ) | ||||||||||||||||||||||
Receive | 0.75% | Anhui Honglu Steel Construction Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 22 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Anhui Truchum Advanced Materials & Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 142 | 8 | — | 8 | ||||||||||||||||||||||||
Receive | 0.75% | Anhui Xinhua Media Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 307 | (15 | ) | — | (15 | ) | ||||||||||||||||||||||
Receive | 1.15% | Anji Microelectronics Technology Shanghai Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 3 | 2 | — | 2 | ||||||||||||||||||||||||
Receive | 0.75% | Aoshikang Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 342 | 6 | — | 6 | ||||||||||||||||||||||||
Receive | 1.15% | Astro-century Education & Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Aupu Home Style Corp. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | AVIC Jonhon Optronic Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 293 | 5 | — | 5 | ||||||||||||||||||||||||
Receive | 0.75% | Bafang Electric Suzhou Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 237 | (5 | ) | — | (5 | ) | ||||||||||||||||||||||
Receive | 0.75% | Bank of Beijing Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1,559 | (19 | ) | — | (19 | ) | ||||||||||||||||||||||
Receive | 0.75% | Bank of Chengdu Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 285 | (12 | ) | — | (12 | ) | ||||||||||||||||||||||
Receive | 0.75% | Bank of Communications Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 198 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 0.75% | Bank of Guiyang Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 28 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | Bank of Jiangsu Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1,186 | (60 | ) | — | (60 | ) | ||||||||||||||||||||||
Receive | 0.75% | Bank of Suzhou Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 516 | (38 | ) | — | (38 | ) | ||||||||||||||||||||||
Receive | 1.15% | Befar Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 228 | 34 | — | 34 | ||||||||||||||||||||||||
Receive | 0.75% | Beijing Capital Development Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 43 | — | — | — |
See accompanying notes to financial statements.
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The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 0.75% | Beijing Compass Technology Development Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 55 | $ | 6 | $ | — | $ | 6 | ||||||||||||||||||||
Receive | 1.15% | Beijing Hotgen Biotech Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 28 | 4 | — | 4 | ||||||||||||||||||||||||
Receive | 1.15% | Beijing Kingsoft Office Software, Inc. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 640 | 7 | — | 7 | ||||||||||||||||||||||||
Receive | 0.75% | Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 783 | 57 | — | 57 | ||||||||||||||||||||||||
Receive | 1.15% | Bestsun Energy Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 55 | (3 | ) | — | (3 | ) | ||||||||||||||||||||||
Receive | 1.15% | Beyondsoft Corp. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 474 | 37 | — | 37 | ||||||||||||||||||||||||
Receive | 0.75% | Blue Sail Medical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1,418 | (28 | ) | — | (28 | ) | ||||||||||||||||||||||
Receive | 0.75% | BOE Technology Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 614 | (43 | ) | — | (43 | ) | ||||||||||||||||||||||
Receive | 1.15% | Broadex Technologies Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 37 | 2 | — | 2 | ||||||||||||||||||||||||
Receive | 0.75% | By-health Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 467 | (42 | ) | — | (42 | ) | ||||||||||||||||||||||
Receive | 0.75% | Camel Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 119 | 4 | — | 4 | ||||||||||||||||||||||||
Receive | 0.75% | Changchun Faway Automobile Components Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1,459 | 63 | — | 63 | ||||||||||||||||||||||||
Receive | 0.75% | Chaozhou Three-Circle Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 170 | 15 | — | 15 | ||||||||||||||||||||||||
Receive | 0.75% | Chengtun Mining Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 77 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Chenguang Biotech Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 49 | 4 | — | 4 | ||||||||||||||||||||||||
Receive | 0.75% | China Baoan Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 97 | 14 | — | 14 | ||||||||||||||||||||||||
Receive | 0.75% | China Building Material Test & Certification Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 56 | (3 | ) | — | (3 | ) | ||||||||||||||||||||||
Receive | 0.75% | China CITIC Bank Corp. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 894 | (19 | ) | — | (19 | ) | ||||||||||||||||||||||
Receive | 1.15% | China Coal Xinji Energy Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | China International Marine Containers Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 63 | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | China Leadshine Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 77 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 0.75% | China Merchants Bank Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 546 | (29 | ) | — | (29 | ) | ||||||||||||||||||||||
Receive | 0.75% | China Tourism Group Duty Free Corp. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 816 | 145 | — | 145 |
See accompanying notes to financial statements.
172
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The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 0.75% | China United Network Communications Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 423 | $ | (13 | ) | $ | — | $ | (13 | ) | ||||||||||||||||||
Receive | 0.75% | China-Singapore Suzhou Industrial Park Development Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 256 | (5 | ) | — | (5 | ) | ||||||||||||||||||||||
Receive | 0.75% | Chongqing Brewery Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 138 | 14 | — | 14 | ||||||||||||||||||||||||
Receive | 1.15% | Chongqing Chuanyi Automation Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 171 | 8 | — | 8 | ||||||||||||||||||||||||
Receive | 0.75% | Chongqing Dima Industry Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 157 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | Chongqing Fuling Electric Power Industrial Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 393 | 8 | — | 8 | ||||||||||||||||||||||||
Receive | 1.15% | Chongqing New Dazheng Property Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Chongqing Sanfeng Environment Group Corp. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 240 | 11 | — | 11 | ||||||||||||||||||||||||
Receive | 0.75% | Chongqing Zhifei Biological Products Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 152 | 5 | — | 5 | ||||||||||||||||||||||||
Receive | 0.75% | COFCO Capital Holdings Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 105 | 3 | — | 3 | ||||||||||||||||||||||||
Receive | 0.75% | Contemporary Amperex Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1,117 | 209 | — | 209 | ||||||||||||||||||||||||
Receive | 0.75% | COSCO SHIPPING Holdings Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 430 | 212 | — | 212 | ||||||||||||||||||||||||
Receive | 0.75% | CSG Holding Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 353 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 0.75% | Daan Gene Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 672 | 17 | — | 17 | ||||||||||||||||||||||||
Receive | 1.15% | Dalian Insulator Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 166 | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Doctorglasses Chain Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 7 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | East Money Information Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1,360 | 207 | — | 207 | ||||||||||||||||||||||||
Receive | 0.75% | Ecovacs Robotics Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 157 | 34 | — | 34 | ||||||||||||||||||||||||
Receive | 0.75% | Electric Connector Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 18 | 3 | — | 3 | ||||||||||||||||||||||||
Receive | 0.75% | Eve Energy Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 206 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | Fangda Special Steel Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 79 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Fibocom Wireless, Inc. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 176 | 13 | — | 13 | ||||||||||||||||||||||||
Receive | 1.15% | FIYTA Precision Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 88 | (2 | ) | — | (2 | ) |
See accompanying notes to financial statements.
173
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The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 0.75% | Focus Media Information Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 415 | $ | (38 | ) | $ | — | $ | (38 | ) | ||||||||||||||||||
Receive | 0.75% | Foshan Haitian Flavouring & Food Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 808 | 15 | — | 15 | ||||||||||||||||||||||||
Receive | 1.15% | Fuda Alloy Materials Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Fujian Sanmu Group Co. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 5 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Fujian Torch Electron Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 312 | 46 | — | 46 | ||||||||||||||||||||||||
Receive | 1.15% | Ganso Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | GF Securities Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 878 | (36 | ) | — | (36 | ) | ||||||||||||||||||||||
Receive | 0.75% | Gigadevice Semiconductor Beijing, Inc. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 44 | 5 | — | 5 | ||||||||||||||||||||||||
Receive | 0.75% | Goldenmax International Technology Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 150 | 12 | — | 12 | ||||||||||||||||||||||||
Receive | 1.15% | Guangdong Dcenti Auto-Parts Stock Ltd Co. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Guangdong Goworld Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 40 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 0.75% | Guangdong Haid Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 155 | 9 | — | 9 | ||||||||||||||||||||||||
Receive | 0.75% | Guangdong Hybribio Biotech Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 204 | 10 | — | 10 | ||||||||||||||||||||||||
Receive | 1.15% | Guangdong JingYi Metal Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 249 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 0.75% | Guangxi Liugong Machinery Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 351 | (10 | ) | — | (10 | ) | ||||||||||||||||||||||
Receive | 0.75% | Guangzhou GRG Metrology & Test Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 63 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | Guangzhou Kingmed Diagnostics Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 895 | 114 | — | 114 | ||||||||||||||||||||||||
Receive | 0.75% | Guangzhou Tinci Materials Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 70 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Guizhou Space Appliance Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 83 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 1.15% | Guizhou Tyre Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Guotai Junan Securities Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1,430 | (11 | ) | — | (11 | ) | ||||||||||||||||||||||
Receive | 0.75% | Haitong Securities Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 41 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | Hangzhou Hikvision Digital Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 422 | 25 | — | 25 |
See accompanying notes to financial statements.
174
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Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 1.15% | Hangzhou Jiebai Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 15 | $ | — | $ | — | $ | — | ||||||||||||||||||||
Receive | 0.75% | Hangzhou Robam Appliances Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 15 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 1.15% | Hangzhou XZB Tech Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 192 | (6 | ) | — | (6 | ) | ||||||||||||||||||||||
Receive | 1.15% | Hanyu Group Joint-Stock Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | HBIS Resources Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 209 | (25 | ) | — | (25 | ) | ||||||||||||||||||||||
Receive | 0.75% | Henan Lingrui Pharmaceutical Co. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 36 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 0.75% | Henan Shenhuo Coal & Power Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 113 | (11 | ) | — | (11 | ) | ||||||||||||||||||||||
Receive | 1.15% | Henan Splendor Science & Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 205 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 0.75% | Hengdian Group DMEGC Magnetics Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 87 | 4 | — | 4 | ||||||||||||||||||||||||
Receive | 0.75% | Hithink RoyalFlush Information Network Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 40 | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | HL Corp Shenzhen A-shares | Morgan Stanley | 1/31/22 | At Maturity | 44 | 2 | — | 2 | ||||||||||||||||||||||||
Receive | 0.75% | Hoshine Silicon Industry Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 5 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 0.75% | Huafon Chemical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 538 | 79 | — | 79 | ||||||||||||||||||||||||
Receive | 1.15% | Hubei Chutian Smart Communication Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 77 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Hubei Xingfa Chemicals Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 15 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 0.75% | Huizhou Desay Sv Automotive Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 641 | 27 | — | 27 | ||||||||||||||||||||||||
Receive | 0.75% | Hundsun Technologies, Inc. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 42 | 3 | — | 3 | ||||||||||||||||||||||||
Receive | 0.75% | Iflytek Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 161 | 17 | — | 17 | ||||||||||||||||||||||||
Receive | 0.75% | Industrial Bank Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 790 | (47 | ) | — | (47 | ) | ||||||||||||||||||||||
Receive | 0.75% | Industrial Securities Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 256 | 3 | — | 3 | ||||||||||||||||||||||||
Receive | 0.75% | Inner Mongolia Yili Industrial Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 91 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | Intco Medical Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 624 | 7 | — | 7 | ||||||||||||||||||||||||
Receive | 1.15% | Jack Sewing Machine Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 41 | (2 | ) | — | (2 | ) |
See accompanying notes to financial statements.
175
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 0.75% | Jafron Biomedical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 376 | $ | (37 | ) | $ | — | $ | (37 | ) | ||||||||||||||||||
Receive | 0.75% | Jiangsu Changshu Rural Commercial Bank Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 66 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 0.75% | Jiangsu Hengli Hydraulic Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 292 | 34 | — | 34 | ||||||||||||||||||||||||
Receive | 1.15% | Jiangsu Huachang Chemical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 82 | 5 | — | 5 | ||||||||||||||||||||||||
Receive | 1.15% | Jiangsu Huahong Technology Stock Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 33 | 4 | — | 4 | ||||||||||||||||||||||||
Receive | 0.75% | Jiangsu Jiangyin Rural Commercial Bank Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1,308 | (17 | ) | — | (17 | ) | ||||||||||||||||||||||
Receive | 0.75% | Jiangsu King’s Luck Brewery JSC Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 62 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 1.15% | Jiangsu Leili Motor Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Jiangsu Lihua Animal Husbandry Stock Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 211 | 5 | — | 5 | ||||||||||||||||||||||||
Receive | 1.15% | Jiangsu Phoenix Publishing & Media Corp. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 356 | (21 | ) | — | (21 | ) | ||||||||||||||||||||||
Receive | 1.15% | Jiangsu Sopo Chemical Co. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 58 | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Jiangsu Suzhou Rural Commercial Bank Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Jiangxi Ganyue Expressway Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Jiangxi Hongcheng Environment Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 104 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 0.75% | Jiangyin Hengrun Heavy Industries Co. ltd A-shares | Morgan Stanley | 1/31/22 | At Maturity | 4 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Jinlei Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 21 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | JiuGui Liquor Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 410 | 55 | — | 55 | ||||||||||||||||||||||||
Receive | 0.75% | JL Mag Rare-Earth Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 240 | 49 | — | 49 | ||||||||||||||||||||||||
Receive | 0.75% | Joyoung Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 67 | (3 | ) | — | (3 | ) | ||||||||||||||||||||||
Receive | 0.75% | Juewei Food Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 36 | 5 | — | 5 | ||||||||||||||||||||||||
Receive | 1.15% | KBC Corp. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 12 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 0.75% | KingClean Electric Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 81 | 14 | — | 14 | ||||||||||||||||||||||||
Receive | 0.75% | Kweichow Moutai Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 2,322 | (118 | ) | — | (118 | ) |
See accompanying notes to financial statements.
176
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 0.75% | Lakala Payment Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 19 | $ | (1 | ) | $ | — | $ | (1 | ) | ||||||||||||||||||
Receive | 0.75% | Lao Feng Xiang Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 83 | 2 | — | 2 | ||||||||||||||||||||||||
Receive | 0.75% | LONGi Green Energy Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 580 | 97 | — | 97 | ||||||||||||||||||||||||
Receive | 0.75% | Luolai Lifestyle Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 25 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 0.75% | Luxi Chemical Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 42 | 3 | — | 3 | ||||||||||||||||||||||||
Receive | 0.75% | Luzhou Laojiao Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 255 | (21 | ) | — | (21 | ) | ||||||||||||||||||||||
Receive | 0.75% | Maanshan Iron & Steel Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 48 | 6 | — | 6 | ||||||||||||||||||||||||
Receive | 0.75% | Maccura Biotechnology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 253 | 3 | — | 3 | ||||||||||||||||||||||||
Receive | 0.75% | Mango Excellent Media Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 133 | 5 | — | 5 | ||||||||||||||||||||||||
Receive | 0.75% | Markor International Home Furnishings Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 36 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | Maxscend Microelectronics Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 895 | 222 | — | 222 | ||||||||||||||||||||||||
Receive | 1.15% | Meihua Holdings Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 21 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Midea Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 624 | (43 | ) | — | (43 | ) | ||||||||||||||||||||||
Receive | 1.15% | Mingchen Health Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 24 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Muyuan Foods Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 184 | 14 | — | 14 | ||||||||||||||||||||||||
Receive | 1.15% | Nanjing Chixia Development Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 908 | (33 | ) | — | (33 | ) | ||||||||||||||||||||||
Receive | 0.75% | New China Life Insurance Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 961 | (68 | ) | — | (68 | ) | ||||||||||||||||||||||
Receive | 0.75% | Ningbo BaoSi Energy Equipment Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 333 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Ningbo Huaxiang Electronic Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 4 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Ningbo Orient Wires & Cables Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 398 | 12 | — | 12 | ||||||||||||||||||||||||
Receive | 1.15% | Ningbo Sunrise Elc Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Ningbo Yongxin Optics Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 44 | 4 | — | 4 | ||||||||||||||||||||||||
Receive | 1.15% | Ningbo Yunsheng Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — |
See accompanying notes to financial statements.
177
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 1.15% | Ningxia Building Materials Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||||||
Receive | 0.75% | North Huajin Chemical Industries Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 115 | 12 | — | 12 | ||||||||||||||||||||||||
Receive | 1.15% | Novoray Corp. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 145 | 3 | — | 3 | ||||||||||||||||||||||||
Receive | 1.15% | Ocean’s King Lighting Science & Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Ovctek China, Inc. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 78 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 1.15% | Pulike Biological Engineering, Inc. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 277 | (20 | ) | — | (20 | ) | ||||||||||||||||||||||
Receive | 1.15% | Qijing Machinery Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 148 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Qingdao Haier Biomedical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 132 | 13 | — | 13 | ||||||||||||||||||||||||
Receive | 0.75% | Sany Heavy Industry Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 268 | 7 | — | 7 | ||||||||||||||||||||||||
Receive | 1.15% | Senba Sensing Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | SG Micro Corp. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 137 | 39 | — | 39 | ||||||||||||||||||||||||
Receive | 0.75% | Shaanxi Coal Industry Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 428 | (15 | ) | — | (15 | ) | ||||||||||||||||||||||
Receive | 1.15% | Shandong Bohui Paper Industrial Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 237 | (25 | ) | — | (25 | ) | ||||||||||||||||||||||
Receive | 0.75% | Shandong Hi-Speed Road & Bridge Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 162 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 0.75% | Shandong Hualu Hengsheng Chemical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 398 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 1.15% | Shandong Huatai Paper Industry Shareholding Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 55 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 1.15% | Shandong Shengli Co. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 167 | (7 | ) | — | (7 | ) | ||||||||||||||||||||||
Receive | 1.15% | Shandong WIT Dyne Health Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 122 | 3 | — | 3 | ||||||||||||||||||||||||
Receive | 0.75% | Shanghai Baolong Automotive Corp. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 159 | (3 | ) | — | (3 | ) | ||||||||||||||||||||||
Receive | 0.75% | Shanghai Baosight Software Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 166 | 4 | — | 4 | ||||||||||||||||||||||||
Receive | 1.15% | Shanghai Carthane Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Shanghai Fengyuzhu Culture and Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 117 | (10 | ) | — | (10 | ) | ||||||||||||||||||||||
Receive | 1.15% | Shanghai Friendess Electronic Technology Corp. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 11 | 2 | — | 2 |
See accompanying notes to financial statements.
178
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 0.75% | Shanghai Kehua Bio-Engineering Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 1,671 | $ | (16 | ) | $ | — | $ | (16 | ) | ||||||||||||||||||
Receive | 0.75% | Shanghai Liangxin Electrical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 202 | 28 | — | 28 | ||||||||||||||||||||||||
Receive | 1.15% | Shanghai MicroPort Endovascular MedTech Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 95 | 17 | — | 17 | ||||||||||||||||||||||||
Receive | 0.75% | Shanghai Moons’ Electric Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 126 | 6 | — | 6 | ||||||||||||||||||||||||
Receive | 0.75% | Shanghai Putailai New Energy Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 4 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Shanghai Yongguan Adhesive Products Corp. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 27 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Shanxi Xinghuacun Fen Wine Factory Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 877 | 17 | — | 17 | ||||||||||||||||||||||||
Receive | 0.75% | Shengyi Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 303 | 10 | — | 10 | ||||||||||||||||||||||||
Receive | 0.75% | Shenyang Xingqi Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 28 | (4 | ) | — | (4 | ) | ||||||||||||||||||||||
Receive | 0.75% | Shenzhen Gongjin Electronics Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 96 | 5 | — | 5 | ||||||||||||||||||||||||
Receive | 0.75% | Shenzhen Inovance Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 597 | 119 | — | 119 | ||||||||||||||||||||||||
Receive | 1.15% | Shenzhen Jasic Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Shenzhen Kstar Science And Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 88 | 6 | — | 6 | ||||||||||||||||||||||||
Receive | 0.75% | Shenzhen Laibao Hi-tech Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1,131 | (33 | ) | — | (33 | ) | ||||||||||||||||||||||
Receive | 0.75% | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 684 | 8 | — | 8 | ||||||||||||||||||||||||
Receive | 0.75% | Shenzhen MTC Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 43 | 2 | — | 2 | ||||||||||||||||||||||||
Receive | 1.15% | Shenzhen Sunnypol Optoelectronics Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 102 | 15 | — | 15 | ||||||||||||||||||||||||
Receive | 0.75% | Shenzhen Topband Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 142 | 24 | — | 24 | ||||||||||||||||||||||||
Receive | 0.75% | Shenzhen Transsion Holdings Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 6 | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Shenzhen TXD Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 103 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | Shenzhen Woer Heat-Shrinkable Material Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 166 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Shenzhen Zhenye Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 226 | (7 | ) | — | (7 | ) | ||||||||||||||||||||||
Receive | 0.75% | Shijiazhuang Yiling Pharmaceutical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 37 | 1 | — | 1 |
See accompanying notes to financial statements.
179
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 0.75% | Sichuan Anning Iron and Titanium Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 8 | $ | — | $ | — | $ | — | ||||||||||||||||||||
Receive | 1.15% | Sichuan EM Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 62 | 6 | — | 6 | ||||||||||||||||||||||||
Receive | 0.75% | Sichuan Road & Bridge Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 56 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 0.75% | Sichuan Swellfun Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 226 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 1.15% | Sichuan Xinjinlu Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 71 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 0.75% | Sino Wealth Electronic Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 195 | 113 | — | 113 | ||||||||||||||||||||||||
Receive | 0.75% | Sinopec Shanghai Petrochemical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 49 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Sinotrans Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 353 | 8 | — | 8 | ||||||||||||||||||||||||
Receive | 0.75% | Sungrow Power Supply Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 131 | 10 | — | 10 | ||||||||||||||||||||||||
Receive | 0.75% | Sunward Intelligent Equipment Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 447 | 11 | — | 11 | ||||||||||||||||||||||||
Receive | 1.15% | Sunwave Communications Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 62 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 1.15% | Suplet Power Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 12 | 2 | — | 2 | ||||||||||||||||||||||||
Receive | 1.15% | Suzhou Architecture Research Institute Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Suzhou Etron Technologies Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 43 | 1 | — | 1 | ||||||||||||||||||||||||
Receive | 0.75% | Suzhou TA&A Ultra Clean Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 5 | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Suzhou Xingye Materials Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | TBEA Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 41 | 8 | — | 8 | ||||||||||||||||||||||||
Receive | 0.75% | TCL Technology Group Corp. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 368 | (3 | ) | — | (3 | ) | ||||||||||||||||||||||
Receive | 1.15% | Tengda Construction Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 512 | (9 | ) | — | (9 | ) | ||||||||||||||||||||||
Receive | 0.75% | The People’s Insurance Co. Group of China Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1,356 | (39 | ) | — | (39 | ) | ||||||||||||||||||||||
Receive | 0.75% | Thunder Software Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 144 | 16 | — | 16 | ||||||||||||||||||||||||
Receive | 0.75% | Tianma Microelectronics Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 159 | (1 | ) | — | (1 | ) | ||||||||||||||||||||||
Receive | 1.15% | Tianrun Industry Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 127 | (3 | ) | — | (3 | ) |
See accompanying notes to financial statements.
180
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (continued) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 0.75% | Titan Wind Energy Suzhou Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 51 | $ | (1 | ) | $ | — | $ | (1 | ) | ||||||||||||||||||
Receive | 1.15% | TKD Science and Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 61 | 20 | — | 20 | ||||||||||||||||||||||||
Receive | 0.75% | Tongkun Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 25 | 2 | — | 2 | ||||||||||||||||||||||||
Receive | 0.75% | Topchoice Medical Corp. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 260 | 32 | — | 32 | ||||||||||||||||||||||||
Receive | 0.75% | Unigroup Guoxin Microelectronics Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 243 | 17 | — | 17 | ||||||||||||||||||||||||
Receive | 0.75% | Wanhua Chemical Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 705 | 2 | — | 2 | ||||||||||||||||||||||||
Receive | 0.75% | Weifu High-Technology Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 40 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 0.75% | Western Superconducting Technologies Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 1 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Will Semiconductor Co. Ltd Shanghai A-shares | Morgan Stanley | 1/31/22 | At Maturity | 298 | 31 | — | 31 | ||||||||||||||||||||||||
Receive | 0.75% | Wuhan Department Store Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 241 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 1.15% | Wuhan Easydiagnosis Biomedicine Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 296 | 18 | — | 18 | ||||||||||||||||||||||||
Receive | 0.75% | Wuliangye Yibin Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 2,626 | 72 | — | 72 | ||||||||||||||||||||||||
Receive | 1.15% | Wuxi Rural Commercial Bank Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | XCMG Construction Machinery Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 12 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Xiamen Comfort Science & Technology Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 5 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Xiamen Faratronic Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 490 | 126 | — | 126 | ||||||||||||||||||||||||
Receive | 0.75% | Xiamen Tungsten Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 264 | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Xinjiang Joinworld Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Xinjiang Xintai Natural Gas Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 129 | (2 | ) | — | (2 | ) | ||||||||||||||||||||||
Receive | 1.15% | Xinjiang Youhao Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 38 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Xinyu Iron & Steel Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 518 | (21 | ) | — | (21 | ) | ||||||||||||||||||||||
Receive | 1.15% | Yangzhou Chenhua New Material Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Yantai Tayho Advanced Materials Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 77 | 2 | — | 2 |
See accompanying notes to financial statements.
181
HC CAPITAL TRUST
The Emerging Markets Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Total Return Swap Agreements | |||||||||||||||||||||||||||||||||
Pay/ | Financing | Description | Counterparty | Expiration | Payment | Notional | Value | Upfront | Unrealized | ||||||||||||||||||||||||
Receive | 0.75% | Yantai Zhenghai Bio-tech Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | $ | 13 | $ | 1 | $ | — | $ | 1 | ||||||||||||||||||||
Receive | 1.15% | Yinchuan Xinhua Commercial Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 7 | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Yuhuan CNC Machine Tool Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 78 | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Yunnan Aluminium Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 117 | (9 | ) | — | (9 | ) | ||||||||||||||||||||||
Receive | 0.75% | Zhefu Holding Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 9 | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Zhejiang Chenfeng Science and Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 0.75% | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 16 | 2 | — | 2 | ||||||||||||||||||||||||
Receive | 0.75% | Zhejiang Meida Industrial Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 630 | (42 | ) | — | (42 | ) | ||||||||||||||||||||||
Receive | 1.15% | Zhejiang Orient Gene Biotech Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 117 | 15 | — | 15 | ||||||||||||||||||||||||
Receive | 0.75% | Zhejiang Supor Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 756 | (86 | ) | — | (86 | ) | ||||||||||||||||||||||
Receive | 1.15% | Zhejiang Tieliu Clutch Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Zhejiang Wansheng Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 747 | (9 | ) | — | (9 | ) | ||||||||||||||||||||||
Receive | 1.15% | Zhejiang Yongjin Metal Technology Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Zhende Medical Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | Zheshang Development Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | — | — | — | — | ||||||||||||||||||||||||
Receive | 1.15% | ZhongYeDa Electric Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 424 | 3 | — | 3 | ||||||||||||||||||||||||
Receive | 0.75% | Zhuzhou Hongda Electronics Corp. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 323 | (4 | ) | — | (4 | ) | ||||||||||||||||||||||
Receive | 0.75% | Zhuzhou Kibing Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 537 | 87 | — | 87 | ||||||||||||||||||||||||
Receive | 0.75% | Zijin Mining Group Co. Ltd. A-shares | Morgan Stanley | 1/31/22 | At Maturity | 976 | (96 | ) | — | (96 | ) | ||||||||||||||||||||||
| $ | 1,579 | $ | — | $ | 1,579 | |||||||||||||||||||||||||||
| Total swap agreements at value (assets) | $ | 3,051 | ||||||||||||||||||||||||||||||
| Total swap agreements at value (liabilities) | (1,472 | ) | ||||||||||||||||||||||||||||||
| Net swap agreements at value | $ | 1,579 |
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. |
See accompanying notes to financial statements.
182
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Asset Backed Securities — 0.08% | ||||||||||||||||
$ | 35 | Ally Auto Receivables Trust, Series 2019-2, Class - A4, Callable 11/15/22 @ 100.00 | 2.26 | 8/15/24 | $ | 36 | ||||||||||
20 | Toyota Auto Receivables Owner Trust, Series 2020-D, Class - A3, Callable 3/15/24 @ 100.00 | 0.35 | 1/15/25 | 20 | ||||||||||||
Total Asset Backed Securities | 56 | |||||||||||||||
Collateralized Mortgage Obligations — 1.75% | ||||||||||||||||
20 | Bank, Series 2019-BN21, Class - A5, Callable 9/15/29 @ 100.00 | 2.85 | 10/15/52 | 21 | ||||||||||||
40 | Bank, Series 2017-BNK8, Class - A3, Callable 10/15/27 @ 100.00 | 3.23 | 11/15/50 | 43 | ||||||||||||
25 | Bank, Series 2017-BNK9, Class - ASB, Callable 8/15/27 @ 100.00 | 3.47 | 11/15/54 | 27 | ||||||||||||
20 | BBCMS Mortgage Trust, Series 2020-C7, Class - AS, Callable 3/15/30 @ 100.00 | 2.44 | 4/15/53 | 20 | ||||||||||||
10 | Benchmark Mortgage Trust, Series 2020-IG1, Class - AS, Callable 1/15/30 @ 100.00 | 2.91(a) | 9/15/43 | 10 | ||||||||||||
10 | Benchmark Mortgage Trust, Series 2019-B9, Class - A5, Callable 1/15/29 @ 100.00 | 4.02 | 3/15/52 | 11 | ||||||||||||
25 | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class - A4, Callable 11/10/24 @ 100.00 | 2.88 | 2/10/48 | 26 | ||||||||||||
15 | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class - AS, Callable 2/15/30 @ 100.00 | 2.92 | 2/15/53 | 16 | ||||||||||||
10 | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class - A4, Callable 12/15/29 @ 100.00 | 3.10 | 12/15/72 | 11 | ||||||||||||
20 | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class - A5, Callable 12/10/24 @ 100.00 | 3.14 | 2/10/48 | 21 | ||||||||||||
25 | Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class - A4, Callable 7/10/24 @ 100.00 | 3.62 | 7/10/47 | 27 | ||||||||||||
25 | Commercial Mortgage Trust, Series 2015-LC19, Class - A4, Callable 1/10/25 @ 100.00 | 3.18 | 2/10/48 | 27 | ||||||||||||
20 | Commercial Mortgage Trust, Series 2015-DC1, Class - A5, Callable 1/10/25 @ 100.00 | 3.35 | 2/10/48 | 21 | ||||||||||||
25 | Commercial Mortgage Trust, Series 2013-CR8, Class - A5, Callable 5/10/23 @ 100.00 | 3.61(a) | 6/10/46 | 26 | ||||||||||||
25 | Commercial Mortgage Trust, Series 2013-CR11, Class - B, Callable 9/10/23 @ 100.00 | 5.28(a) | 8/10/50 | 27 | ||||||||||||
20 | Fannie Mae-ACES, Series 2020-M14, Class - A2 | 1.78 | 5/25/30 | 20 | ||||||||||||
24 | Fannie Mae-ACES, Series 2015-M1, Class - A2 | 2.53 | 9/25/24 | 25 | ||||||||||||
10 | Fannie Mae-ACES, Series 2015-M8, Class - A2 | 2.90(a) | 1/25/25 | 11 | ||||||||||||
25 | Fannie Mae-ACES, Series 2016-M1, Class - A2 | 2.94(a) | 1/25/26 | 26 | ||||||||||||
25 | Fannie Mae-ACES, Series 2018-M1, Class - A2 | 3.08(a) | 12/25/27 | 27 | ||||||||||||
27 | Fannie Mae-ACES, Series 2014-M9, Class - A2 | 3.10(a) | 7/25/24 | 28 | ||||||||||||
24 | Fannie Mae-ACES, Series 2017-M12, Class - A2 | 3.18(a) | 6/25/27 | 27 | ||||||||||||
20 | Fannie Mae-ACES, Series 2019-M5, Class - A2 | 3.27 | 1/25/29 | 23 | ||||||||||||
25 | Fannie Mae-ACES, Series 2018-M10, Class - A2 | 3.48(a) | 7/25/28 | 28 | ||||||||||||
20 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K112, Class - A2, Callable 5/25/30 @ 100.00 | 1.31 | 5/25/30 | 20 | ||||||||||||
20 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K1516, Class - A2, Callable 5/25/35 @ 100.00 | 1.72 | 5/25/35 | 20 | ||||||||||||
25 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K023, Class - A2, Callable 8/25/22 @ 100.00 | 2.31 | 8/25/22 | 25 | ||||||||||||
31 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K726, Class - A2, Callable 4/25/24 @ 100.00 | 2.91 | 7/25/49 | 33 | ||||||||||||
30 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K033, Class - A2, Callable 7/25/23 @ 100.00 | 3.06(a) | 7/25/23 | 31 | ||||||||||||
25 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K052, Class - A2, Callable 11/25/25 @ 100.00 | 3.15 | 11/25/25 | 27 | ||||||||||||
50 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K091, Class - A2, Callable 3/25/29 @ 100.00 | 3.51 | 3/25/29 | 58 | ||||||||||||
25 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K082, Class - A2, Callable 9/25/28 @ 100.00 | 3.92(a) | 9/25/28 | 29 |
See accompanying notes to financial statements.
183
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Collateralized Mortgage Obligations (continued) | ||||||||||||||||
$ | 50 | GS Mortgage Securities Trust, Series 2018-GS9, Class - A4, Callable 2/10/28 @ 100.00 | 3.99(a) | 3/10/51 | $ | 58 | ||||||||||
25 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class - A5, Callable 10/15/24 @ 100.00 | 3.64 | 11/15/47 | 27 | ||||||||||||
50 | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class - A3, Callable 10/15/26 @ 100.00 | 3.14 | 12/15/49 | 55 | ||||||||||||
18 | JPMorgan Chase Commercial Mortgage Securities Corp., Series 2012-C8, Class - A3, Callable 8/15/22 @ 100.00 | 2.83 | 10/15/45 | 19 | ||||||||||||
25 | Morgan Stanley BAML Trust, Series 2013-C9, Class - AS, Callable 4/15/23 @ 100.00 | 3.46 | 5/15/46 | 26 | ||||||||||||
25 | Morgan Stanley BAML Trust, Series 2014-C19, Class - A4, Callable 11/15/24 @ 100.00 | 3.53 | 12/15/47 | 27 | ||||||||||||
25 | Morgan Stanley BAML Trust, Series 2017-C33, Class - A5, Callable 4/15/27 @ 100.00 | 3.60 | 5/15/50 | 28 | ||||||||||||
20 | Santander Drive Auto Receivables Trust, Series 2021-1, Class - D, Callable 12/15/23 @ 100.00 | 1.13 | 11/16/26 | 20 | ||||||||||||
25 | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class - A4, Callable 6/10/26 @ 100.00 | 3.06 | 10/10/48 | 26 | ||||||||||||
20 | Toyota Auto Receivables Owner Trust, Series 2021-A, Class - A3, Callable 8/15/24 @ 100.00 | 0.26 | 5/15/25 | 20 | ||||||||||||
25 | UBS Commercial Mortgage Trust, Series 2018-C12, Class - A5, Callable 7/15/28 @ 100.00 | 4.30 | 8/15/51 | 29 | ||||||||||||
25 | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class - A4, Callable 9/15/28 @ 100.00 | 4.44 | 9/15/61 | 29 | ||||||||||||
Total Collateralized Mortgage Obligations | 1,156 | |||||||||||||||
U.S. Government Agency Mortgages — 20.67% | ||||||||||||||||
49 | Fannie Mae, Pool #MA4304 | 1.50 | 4/1/51 | 48 | ||||||||||||
23 | Fannie Mae, Pool #BQ5781 | 1.50 | 11/1/35 | 23 | ||||||||||||
49 | Fannie Mae, Pool #FM6579 | 1.50 | 3/1/51 | 48 | ||||||||||||
50 | Fannie Mae, Pool #MA4343 | 1.50 | 5/1/51 | 49 | ||||||||||||
25 | Fannie Mae, Pool #MA4302 | 1.50 | 4/1/36 | 25 | ||||||||||||
24 | Fannie Mae, Pool #CA7696 | 1.50 | 11/1/50 | 24 | ||||||||||||
24 | Fannie Mae, Pool #MA4236 | 1.50 | 1/1/51 | 24 | ||||||||||||
25 | Fannie Mae, Pool #MA4342 | 1.50 | 4/1/41 | 25 | ||||||||||||
49 | Fannie Mae, Pool #CB0310 | 1.50 | 4/1/36 | 50 | ||||||||||||
23 | Fannie Mae, Pool #BQ3141 | 1.50 | 10/1/35 | 23 | ||||||||||||
25 | Fannie Mae, Pool #MA4360 | 2.00 | 6/1/36 | 26 | ||||||||||||
24 | Fannie Mae, Pool #MA4182 | 2.00 | 11/1/50 | 24 | ||||||||||||
49 | Fannie Mae, Pool #FM6555 | 2.00 | 4/1/51 | 50 | ||||||||||||
24 | Fannie Mae, Pool #FM5453 | 2.00 | 1/1/41 | 24 | ||||||||||||
24 | Fannie Mae, Pool #FM5044 | 2.00 | 12/1/50 | 24 | ||||||||||||
49 | Fannie Mae, Pool #MA4305 | 2.00 | 4/1/51 | 50 | ||||||||||||
43 | Fannie Mae, Pool #MA4128 | 2.00 | 9/1/40 | 44 | ||||||||||||
24 | Fannie Mae, Pool #BQ9685 | 2.00 | 1/1/51 | 25 | ||||||||||||
24 | Fannie Mae, Pool #CA8687 | 2.00 | 1/1/51 | 25 | ||||||||||||
48 | Fannie Mae, Pool #BQ5112 | 2.00 | 11/1/50 | 48 | ||||||||||||
24 | Fannie Mae, Pool #FM5308 | 2.00 | 12/1/50 | 24 | ||||||||||||
23 | Fannie Mae, Pool #MA4176 | 2.00 | 10/1/40 | 24 | ||||||||||||
21 | Fannie Mae, Pool #FM4039 | 2.00 | 10/1/35 | 22 | ||||||||||||
49 | Fannie Mae, Pool #BQ8341 | 2.00 | 12/1/50 | 49 | ||||||||||||
24 | Fannie Mae, Pool #MA4204 | 2.00 | 12/1/40 | 24 | ||||||||||||
49 | Fannie Mae, Pool #MA4303 | 2.00 | 4/1/36 | 51 | ||||||||||||
20 | Fannie Mae, Pool #SB8061 | 2.00 | 9/1/35 | 21 | ||||||||||||
50 | Fannie Mae, Pool #BR4435 | 2.00 | 4/1/51 | 50 |
See accompanying notes to financial statements.
184
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 24 | Fannie Mae, Pool #CA8118 | 2.00 | 12/1/50 | $ | 24 | ||||||||||
25 | Fannie Mae, Pool #FM6559 | 2.00 | 3/1/51 | 25 | ||||||||||||
49 | Fannie Mae, Pool #MA4237 | 2.00 | 1/1/51 | 49 | ||||||||||||
50 | Fannie Mae, Pool #MA4325 | 2.00 | 5/1/51 | 50 | ||||||||||||
48 | Fannie Mae, Pool #BQ3004 | 2.00 | 10/1/50 | 48 | ||||||||||||
49 | Fannie Mae, Pool #MA4255 | 2.00 | 2/1/51 | 49 | ||||||||||||
24 | Fannie Mae, Pool #CA7225 | 2.00 | 10/1/50 | 24 | ||||||||||||
40 | Fannie Mae, Pool #FM3755 | 2.00 | 9/1/35 | 42 | ||||||||||||
48 | Fannie Mae, Pool #CA8110 | 2.00 | 12/1/50 | 49 | ||||||||||||
49 | Fannie Mae, Pool #BQ7777 | 2.00 | 3/1/36 | 51 | ||||||||||||
47 | Fannie Mae, Pool #BP9370 | 2.00 | 7/1/50 | 47 | ||||||||||||
48 | Fannie Mae, Pool #CA8252 | 2.00 | 12/1/45 | 49 | ||||||||||||
49 | Fannie Mae, Pool #CA8850 | 2.00 | 2/1/51 | 49 | ||||||||||||
50 | Fannie Mae, Pool #FM6448 | 2.00 | 3/1/51 | 50 | ||||||||||||
25 | Fannie Mae, Pool #CB0684 | 2.00 | 6/1/51 | 25 | ||||||||||||
25 | Fannie Mae, Pool #CB0497 | 2.00 | 5/1/51 | 25 | ||||||||||||
49 | Fannie Mae, Pool #CB0325 | 2.00 | 4/1/51 | 50 | ||||||||||||
19 | Fannie Mae, Pool #AS2673 | 2.00 | 5/1/29 | 20 | ||||||||||||
49 | Fannie Mae, Pool #CA9183 | 2.00 | 2/1/36 | 50 | ||||||||||||
48 | Fannie Mae, Pool #FM4788 | 2.00 | 11/1/50 | 49 | ||||||||||||
24 | Fannie Mae, Pool #CA7224 | 2.00 | 10/1/50 | 24 | ||||||||||||
50 | Fannie Mae, Pool #FM6852 | 2.00 | 5/1/51 | 50 | ||||||||||||
24 | Fannie Mae, Pool #BQ5110 | 2.50 | 11/1/50 | 24 | ||||||||||||
23 | Fannie Mae, Pool #FM4309 | 2.50 | 9/1/50 | 23 | ||||||||||||
32 | Fannie Mae, Pool #AP4742 | 2.50 | 8/1/27 | 33 | ||||||||||||
16 | Fannie Mae, Pool #MA1277 | 2.50 | 12/1/27 | 17 | ||||||||||||
12 | Fannie Mae, Pool #MA3902 | 2.50 | 12/1/49 | 13 | ||||||||||||
23 | Fannie Mae, Pool #AU6677 | 2.50 | 9/1/28 | 24 | ||||||||||||
18 | Fannie Mae, Pool #AB7391 | 2.50 | 12/1/42 | 19 | ||||||||||||
10 | Fannie Mae, Pool #MA3765 | 2.50 | 9/1/49 | 10 | ||||||||||||
11 | Fannie Mae, Pool #MA3833 | 2.50 | 11/1/49 | 12 | ||||||||||||
8 | Fannie Mae, Pool #MA2789 | 2.50 | 10/1/36 | 8 | ||||||||||||
20 | Fannie Mae, Pool #MA2854 | 2.50 | 12/1/46 | 21 | ||||||||||||
47 | Fannie Mae, Pool #FM4638 | 2.50 | 10/1/50 | 49 | ||||||||||||
22 | Fannie Mae, Pool #BC9041 | 2.50 | 11/1/31 | 23 | ||||||||||||
11 | Fannie Mae, Pool #MA3827 | 2.50 | 11/1/34 | 12 | ||||||||||||
10 | Fannie Mae, Pool #MA3154 | 2.50 | 10/1/32 | 10 | ||||||||||||
50 | Fannie Mae, Pool #BR7857 | 2.50 | 5/1/51 | 52 | ||||||||||||
22 | Fannie Mae, Pool #MA4183 | 2.50 | 11/1/50 | 23 | ||||||||||||
19 | Fannie Mae, Pool #MA4096 | 2.50 | 8/1/50 | 20 | ||||||||||||
20 | Fannie Mae, Pool #BQ0329 | 2.50 | 7/1/50 | 21 | ||||||||||||
18 | Fannie Mae, Pool #MA4078 | 2.50 | 7/1/50 | 19 | ||||||||||||
21 | Fannie Mae, Pool #BP5878 | 2.50 | 6/1/50 | 22 | ||||||||||||
24 | Fannie Mae, Pool #CA8131 | 2.50 | 12/1/50 | 25 | ||||||||||||
12 | Fannie Mae, Pool #MA3930 | 2.50 | 2/1/35 | 13 | ||||||||||||
18 | Fannie Mae, Pool #MA4075 | 2.50 | 7/1/35 | 19 | ||||||||||||
22 | Fannie Mae, Pool #FM4231 | 2.50 | 9/1/50 | 22 | ||||||||||||
10 | Fannie Mae, Pool #MA3246 | 2.50 | 1/1/33 | 11 |
See accompanying notes to financial statements.
185
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 12 | Fannie Mae, Pool #MA3965 | 2.50 | 3/1/40 | $ | 12 | ||||||||||
19 | Fannie Mae, Pool #CA6075 | 2.50 | 6/1/50 | 20 | ||||||||||||
11 | Fannie Mae, Pool #AS4946 | 2.50 | 5/1/30 | 12 | ||||||||||||
23 | Fannie Mae, Pool #MA4210 | 2.50 | 12/1/50 | 24 | ||||||||||||
39 | Fannie Mae, Pool #CA6074 | 2.50 | 6/1/50 | 40 | ||||||||||||
17 | Fannie Mae, Pool #AS8893 | 2.50 | 2/1/32 | 18 | ||||||||||||
17 | Fannie Mae, Pool #BK2588 | 2.50 | 5/1/50 | 18 | ||||||||||||
12 | Fannie Mae, Pool #MA3990 | 2.50 | 4/1/50 | 13 | ||||||||||||
41 | Fannie Mae, Pool #CA6304 | 2.50 | 7/1/50 | 43 | ||||||||||||
24 | Fannie Mae, Pool #MA4256 | 2.50 | 2/1/51 | 25 | ||||||||||||
22 | Fannie Mae, Pool #MA4159 | 2.50 | 10/1/50 | 23 | ||||||||||||
22 | Fannie Mae, Pool #FM3878 | 2.50 | 7/1/50 | 22 | ||||||||||||
16 | Fannie Mae, Pool #BD8046 | 2.50 | 9/1/31 | 17 | ||||||||||||
11 | Fannie Mae, Pool #MA3905 | 3.00 | 1/1/50 | 11 | ||||||||||||
25 | Fannie Mae, Pool #MA3937 | 3.00 | 2/1/50 | 27 | ||||||||||||
20 | Fannie Mae, Pool #BC4764 | 3.00 | 10/1/46 | 21 | ||||||||||||
16 | Fannie Mae, Pool #MA4048 | 3.00 | 6/1/50 | 17 | ||||||||||||
16 | Fannie Mae, Pool #MA3897 | 3.00 | 1/1/35 | 17 | ||||||||||||
8 | Fannie Mae, Pool #FM1585 | 3.00 | 9/1/49 | 8 | ||||||||||||
15 | Fannie Mae, Pool #AU3353 | 3.00 | 8/1/43 | 15 | ||||||||||||
33 | Fannie Mae, Pool #AT0682 | 3.00 | 4/1/43 | 35 | ||||||||||||
34 | Fannie Mae, Pool #AS0302 | 3.00 | 8/1/43 | 36 | ||||||||||||
21 | Fannie Mae, Pool #AL9865 | 3.00 | 2/1/47 | 22 | ||||||||||||
16 | Fannie Mae, Pool #BP1932 | 3.00 | 4/1/50 | 16 | ||||||||||||
10 | Fannie Mae, Pool #MA3871 | 3.00 | 12/1/49 | 11 | ||||||||||||
14 | Fannie Mae, Pool #CA5423 | 3.00 | 3/1/50 | 15 | ||||||||||||
6 | Fannie Mae, Pool #AO7628 | 3.00 | 6/1/27 | 7 | ||||||||||||
3 | Fannie Mae, Pool #BH8817 | 3.00 | 10/1/47 | 3 | ||||||||||||
7 | Fannie Mae, Pool #MA2416 | 3.00 | 10/1/35 | 8 | ||||||||||||
17 | Fannie Mae, Pool #AS7908 | 3.00 | 9/1/46 | 17 | ||||||||||||
7 | Fannie Mae, Pool #MA2523 | 3.00 | 2/1/36 | 8 | ||||||||||||
13 | Fannie Mae, Pool #MA1307 | 3.00 | 1/1/33 | 13 | ||||||||||||
9 | Fannie Mae, Pool #FM2132 | 3.00 | 1/1/50 | 9 | ||||||||||||
8 | Fannie Mae, Pool #FM1299 | 3.00 | 7/1/49 | 9 | ||||||||||||
9 | Fannie Mae, Pool #MA3339 | 3.00 | 4/1/33 | 9 | ||||||||||||
25 | Fannie Mae, Pool #AQ7920 | 3.00 | 12/1/42 | 26 | ||||||||||||
17 | Fannie Mae, Pool #MA4079 | 3.00 | 7/1/50 | 17 | ||||||||||||
13 | Fannie Mae, Pool #B08947 | 3.00 | 1/1/50 | 14 | ||||||||||||
15 | Fannie Mae, Pool #BO7242 | 3.00 | 1/1/50 | 16 | ||||||||||||
13 | Fannie Mae, Pool #B06219 | 3.00 | 12/1/49 | 14 | ||||||||||||
22 | Fannie Mae, Pool #BD2446 | 3.00 | 1/1/47 | 23 | ||||||||||||
18 | Fannie Mae, Pool #BP6466 | 3.00 | 7/1/50 | 19 | ||||||||||||
15 | Fannie Mae, Pool #CA5519 | 3.00 | 4/1/50 | 15 | ||||||||||||
17 | Fannie Mae, Pool #CA5668 | 3.00 | 5/1/50 | 18 | ||||||||||||
17 | Fannie Mae, Pool #FM3395 | 3.00 | 6/1/50 | 17 | ||||||||||||
9 | Fannie Mae, Pool #MA3377 | 3.00 | 5/1/48 | 10 | ||||||||||||
10 | Fannie Mae, Pool #FM1370 | 3.00 | 4/1/46 | 11 | ||||||||||||
9 | Fannie Mae, Pool #MA3127 | 3.00 | 9/1/37 | 9 |
See accompanying notes to financial statements.
186
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 10 | Fannie Mae, Pool #AS8074 | 3.00 | 10/1/46 | $ | 10 | ||||||||||
13 | Fannie Mae, Pool #AL9996 | 3.00 | 4/1/32 | 14 | ||||||||||||
14 | Fannie Mae, Pool #AL9263 | 3.00 | 10/1/46 | 15 | ||||||||||||
8 | Fannie Mae, Pool #MA3774 | 3.00 | 9/1/49 | 9 | ||||||||||||
17 | Fannie Mae, Pool #MA3802 | 3.00 | 10/1/49 | 18 | ||||||||||||
17 | Fannie Mae, Pool #AS8276 | 3.00 | 11/1/46 | 18 | ||||||||||||
39 | Fannie Mae, Pool #AS8483 | 3.00 | 12/1/46 | 41 | ||||||||||||
7 | Fannie Mae, Pool #MA3744 | 3.00 | 8/1/49 | 8 | ||||||||||||
20 | Fannie Mae, Pool #BC9003 | 3.00 | 11/1/46 | 21 | ||||||||||||
7 | Fannie Mae, Pool #MA3691 | 3.00 | 7/1/49 | 7 | ||||||||||||
10 | Fannie Mae, Pool #AS8739 | 3.00 | 2/1/37 | 11 | ||||||||||||
11 | Fannie Mae, Pool #BD5545 | 3.00 | 10/1/46 | 11 | ||||||||||||
16 | Fannie Mae, Pool #AB2047 | 3.00 | 1/1/26 | 16 | ||||||||||||
11 | Fannie Mae, Pool #BO3192 | 3.00 | 10/1/49 | 11 | ||||||||||||
10 | Fannie Mae, Pool #BO2201 | 3.00 | 9/1/49 | 11 | ||||||||||||
9 | Fannie Mae, Pool #BN7703 | 3.00 | 8/1/49 | 9 | ||||||||||||
11 | Fannie Mae, Pool #AS8414 | 3.00 | 11/1/46 | 11 | ||||||||||||
10 | Fannie Mae, Pool #MA2863 | 3.00 | 1/1/47 | 11 | ||||||||||||
16 | Fannie Mae, Pool #B09169 | 3.00 | 12/1/49 | 17 | ||||||||||||
20 | Fannie Mae, Pool #QB1382 | 3.00 | 7/1/50 | 20 | ||||||||||||
32 | Fannie Mae, Pool #AB8897 | 3.00 | 4/1/43 | 34 | ||||||||||||
24 | Fannie Mae, Pool #MA3991 | 3.00 | 4/1/50 | 25 | ||||||||||||
23 | Fannie Mae, Pool #MA3834 | 3.00 | 11/1/49 | 24 | ||||||||||||
11 | Fannie Mae, Pool #MA3890 | 3.00 | 1/1/40 | 12 | ||||||||||||
9 | Fannie Mae, Pool #MA3237 | 3.00 | 1/1/48 | 9 | ||||||||||||
43 | Fannie Mae, Pool #AO0752 | 3.00 | 4/1/42 | 46 | ||||||||||||
31 | Fannie Mae, Pool #MA2246 | 3.00 | 4/1/30 | 33 | ||||||||||||
40 | Fannie Mae, Pool #AB7099 | 3.00 | 11/1/42 | 43 | ||||||||||||
27 | Fannie Mae, Pool #AK0006 | 3.00 | 1/1/27 | 29 | ||||||||||||
10 | Fannie Mae, Pool #MA2897 | 3.00 | 2/1/37 | 11 | ||||||||||||
18 | Fannie Mae, Pool #AS5977 | 3.00 | 10/1/30 | 19 | ||||||||||||
16 | Fannie Mae, Pool #FM4317 | 3.00 | 9/1/50 | 16 | ||||||||||||
11 | Fannie Mae, Pool #AZ2936 | 3.00 | 9/1/45 | 12 | ||||||||||||
10 | Fannie Mae, Pool #MA3831 | 3.00 | 11/1/39 | 10 | ||||||||||||
16 | Fannie Mae, Pool #MA3738 | 3.00 | 8/1/34 | 17 | ||||||||||||
9 | Fannie Mae, Pool #890566 | 3.00 | 12/1/43 | 10 | ||||||||||||
21 | Fannie Mae, Pool #AY2961 | 3.00 | 5/1/45 | 22 | ||||||||||||
5 | Fannie Mae, Pool #MA3597 | 3.50 | 2/1/49 | 6 | ||||||||||||
11 | Fannie Mae, Pool #AS7491 | 3.50 | 7/1/46 | 12 | ||||||||||||
8 | Fannie Mae, Pool #MA3148 | 3.50 | 10/1/47 | 8 | ||||||||||||
6 | Fannie Mae, Pool #MA3692 | 3.50 | 7/1/49 | 7 | ||||||||||||
20 | Fannie Mae, Pool #AS4771 | 3.50 | 4/1/45 | 21 | ||||||||||||
9 | Fannie Mae, Pool #MA3210 | 3.50 | 12/1/49 | 10 | ||||||||||||
15 | Fannie Mae, Pool #AS4772 | 3.50 | 4/1/45 | 16 | ||||||||||||
6 | Fannie Mae, Pool #MA3663 | 3.50 | 5/1/49 | 7 | ||||||||||||
6 | Fannie Mae, Pool #CA4026 | 3.50 | 5/1/49 | 6 | ||||||||||||
5 | Fannie Mae, Pool #MA3637 | 3.50 | 4/1/49 | 6 | ||||||||||||
6 | Fannie Mae, Pool #FM0020 | 3.50 | 7/1/49 | 7 |
See accompanying notes to financial statements.
187
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 9 | Fannie Mae, Pool #BJ3716 | 3.50 | 12/1/47 | $ | 10 | ||||||||||
15 | Fannie Mae, Pool #AB2052 | 3.50 | 1/1/26 | 15 | ||||||||||||
5 | Fannie Mae, Pool #AS4236 | 3.50 | 1/1/45 | 6 | ||||||||||||
11 | Fannie Mae, Pool #AS6102 | 3.50 | 11/1/45 | 12 | ||||||||||||
8 | Fannie Mae, Pool #MA3775 | 3.50 | 9/1/49 | 8 | ||||||||||||
19 | Fannie Mae, Pool #ZS4618 | 3.50 | 6/1/45 | 20 | ||||||||||||
6 | Fannie Mae, Pool #AS6394 | 3.50 | 12/1/45 | 6 | ||||||||||||
18 | Fannie Mae, Pool #BJ4916 | 3.50 | 3/1/48 | 19 | ||||||||||||
7 | Fannie Mae, Pool #MA3745 | 3.50 | 8/1/49 | 7 | ||||||||||||
8 | Fannie Mae, Pool #MA3305 | 3.50 | 3/1/48 | 8 | ||||||||||||
19 | Fannie Mae, Pool #AB5511 | 3.50 | 7/1/42 | 20 | ||||||||||||
11 | Fannie Mae, Pool #AS0024 | 3.50 | 7/1/43 | 12 | ||||||||||||
9 | Fannie Mae, Pool #ZM4908 | 3.50 | 11/1/47 | 9 | ||||||||||||
14 | Fannie Mae, Pool #BM1568 | 3.50 | 7/1/47 | 16 | ||||||||||||
13 | Fannie Mae, Pool #MA3026 | 3.50 | 6/1/47 | 13 | ||||||||||||
5 | Fannie Mae, Pool #MA3494 | 3.50 | 10/1/48 | 6 | ||||||||||||
5 | Fannie Mae, Pool #MA3614 | 3.50 | 3/1/49 | 5 | ||||||||||||
8 | Fannie Mae, Pool #ZA5052 | 3.50 | 11/1/47 | 9 | ||||||||||||
7 | Fannie Mae, Pool #SD8001 | 3.50 | 7/1/49 | 8 | ||||||||||||
9 | Fannie Mae, Pool #MA3835 | 3.50 | 11/1/49 | 10 | ||||||||||||
15 | Fannie Mae, Pool #MA1980 | 3.50 | 8/1/44 | 16 | ||||||||||||
10 | Fannie Mae, Pool #MA3906 | 3.50 | 1/1/50 | 11 | ||||||||||||
39 | Fannie Mae, Pool #AB6017 | 3.50 | 8/1/42 | 42 | ||||||||||||
76 | Fannie Mae, Pool #AO2548 | 3.50 | 4/1/42 | 81 | ||||||||||||
40 | Fannie Mae, Pool #AQ0546 | 3.50 | 11/1/42 | 43 | ||||||||||||
21 | Fannie Mae, Pool #MA2125 | 3.50 | 12/1/44 | 23 | ||||||||||||
14 | Fannie Mae, Pool #AZ0862 | 3.50 | 7/1/45 | 15 | ||||||||||||
5 | Fannie Mae, Pool #AS5596 | 3.50 | 8/1/45 | 6 | ||||||||||||
12 | Fannie Mae, Pool #AL1717 | 3.50 | 5/1/27 | 13 | ||||||||||||
6 | Fannie Mae, Pool #BA1893 | 3.50 | 8/1/45 | 6 | ||||||||||||
6 | Fannie Mae, Pool #MA2522 | 3.50 | 2/1/46 | 7 | ||||||||||||
8 | Fannie Mae, Pool #MA3057 | 3.50 | 7/1/47 | 8 | ||||||||||||
11 | Fannie Mae, Pool #BK9038 | 3.50 | 10/1/33 | 12 | ||||||||||||
9 | Fannie Mae, Pool #BM4703 | 3.50 | 2/1/48 | 9 | ||||||||||||
12 | Fannie Mae, Pool #MA3520 | 3.50 | 10/1/48 | 12 | ||||||||||||
6 | Fannie Mae, Pool #BM5485 | 3.50 | 2/1/49 | 6 | ||||||||||||
9 | Fannie Mae, Pool #FM1566 | 3.50 | 11/1/48 | 10 | ||||||||||||
8 | Fannie Mae, Pool #FM1001 | 3.50 | 11/1/48 | 9 | ||||||||||||
9 | Fannie Mae, Pool #BM2000 | 3.50 | 5/1/49 | 10 | ||||||||||||
11 | Fannie Mae, Pool #BC1158 | 3.50 | 2/1/46 | 12 | ||||||||||||
11 | Fannie Mae, Pool #AS7388 | 3.50 | 6/1/46 | 12 | ||||||||||||
11 | Fannie Mae, Pool #BA3123 | 3.50 | 2/1/46 | 11 | ||||||||||||
15 | Fannie Mae, Pool #BC2926 | 3.50 | 3/1/46 | 16 | ||||||||||||
14 | Fannie Mae, Pool #MA2706 | 3.50 | 8/1/46 | 15 | ||||||||||||
8 | Fannie Mae, Pool #BC0443 | 3.50 | 12/1/45 | 9 | ||||||||||||
8 | Fannie Mae, Pool #MA2389 | 3.50 | 9/1/35 | 9 | ||||||||||||
7 | Fannie Mae, Pool #MA3059 | 3.50 | 7/1/37 | 8 | ||||||||||||
17 | Fannie Mae, Pool #MA3243 | 3.50 | 1/1/38 | 18 |
See accompanying notes to financial statements.
188
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 11 | Fannie Mae, Pool #FM1911 | 3.50 | 7/1/48 | $ | 12 | ||||||||||
15 | Fannie Mae, Pool #MA3182 | 3.50 | 11/1/47 | 16 | ||||||||||||
7 | Fannie Mae, Pool #BD5046 | 3.50 | 2/1/47 | 8 | ||||||||||||
14 | Fannie Mae, Pool #BP1947 | 3.50 | 4/1/50 | 15 | ||||||||||||
29 | Fannie Mae, Pool #AS3133 | 3.50 | 8/1/44 | 31 | ||||||||||||
14 | Fannie Mae, Pool #AJ1886 | 3.50 | 3/1/42 | 15 | ||||||||||||
8 | Fannie Mae, Pool #FM1960 | 4.00 | 5/1/49 | 8 | ||||||||||||
12 | Fannie Mae, Pool #ZS4708 | 4.00 | 3/1/47 | 13 | ||||||||||||
11 | Fannie Mae, Pool #AS7558 | 4.00 | 7/1/46 | 12 | ||||||||||||
5 | Fannie Mae, Pool #MA3521 | 4.00 | 11/1/48 | 5 | ||||||||||||
30 | Fannie Mae, Pool #AJ5303 | 4.00 | 11/1/41 | 33 | ||||||||||||
17 | Fannie Mae, Pool #AH6242 | 4.00 | 4/1/26 | 18 | ||||||||||||
52 | Fannie Mae, Pool #190405 | 4.00 | 10/1/40 | 57 | ||||||||||||
11 | Fannie Mae, Pool #AS9314 | 4.00 | 3/1/47 | 12 | ||||||||||||
7 | Fannie Mae, Pool #BN0334 | 4.00 | 12/1/48 | 8 | ||||||||||||
9 | Fannie Mae, Pool #AS3452 | 4.00 | 9/1/44 | 10 | ||||||||||||
7 | Fannie Mae, Pool #BD7060 | 4.00 | 3/1/47 | 7 | ||||||||||||
6 | Fannie Mae, Pool #BK0909 | 4.00 | 7/1/48 | 6 | ||||||||||||
5 | Fannie Mae, Pool #CA2316 | 4.00 | 7/1/48 | 6 | ||||||||||||
14 | Fannie Mae, Pool #MA2995 | 4.00 | 5/1/47 | 15 | ||||||||||||
7 | Fannie Mae, Pool #AS8532 | 4.00 | 12/1/46 | 7 | ||||||||||||
17 | Fannie Mae, Pool #AS3468 | 4.00 | 10/1/44 | 18 | ||||||||||||
7 | Fannie Mae, Pool #CA0183 | 4.00 | 8/1/47 | 8 | ||||||||||||
6 | Fannie Mae, Pool #BM4991 | 4.00 | 9/1/48 | 6 | ||||||||||||
26 | Fannie Mae, Pool #BK7943 | 4.00 | 11/1/48 | 28 | ||||||||||||
6 | Fannie Mae, Pool #BK0920 | 4.00 | 7/1/48 | 6 | ||||||||||||
6 | Fannie Mae, Pool #MA3563 | 4.00 | 1/1/49 | 7 | ||||||||||||
6 | Fannie Mae, Pool #FM1571 | 4.00 | 12/1/48 | 7 | ||||||||||||
7 | Fannie Mae, Pool #BE8373 | 4.00 | 2/1/47 | 7 | ||||||||||||
7 | Fannie Mae, Pool #FM1415 | 4.00 | 12/1/48 | 8 | ||||||||||||
8 | Fannie Mae, Pool #AS7600 | 4.00 | 7/1/46 | 8 | ||||||||||||
17 | Fannie Mae, Pool #BM1066 | 4.00 | 2/1/47 | 19 | ||||||||||||
7 | Fannie Mae, Pool #MA2415 | 4.00 | 10/1/45 | 7 | ||||||||||||
20 | Fannie Mae, Pool #AC7328 | 4.00 | 12/1/39 | 22 | ||||||||||||
12 | Fannie Mae, Pool #BM2002 | 4.00 | 10/1/47 | 13 | ||||||||||||
7 | Fannie Mae, Pool #FM0021 | 4.00 | 3/1/49 | 7 | ||||||||||||
4 | Fannie Mae, Pool #MA3592 | 4.00 | 2/1/49 | 4 | ||||||||||||
12 | Fannie Mae, Pool #MA3804 | 4.00 | 10/1/49 | 13 | ||||||||||||
5 | Fannie Mae, Pool #MA3615 | 4.00 | 3/1/49 | 5 | ||||||||||||
10 | Fannie Mae, Pool #BN6677 | 4.00 | 6/1/49 | 10 | ||||||||||||
7 | Fannie Mae, Pool #AZ7362 | 4.00 | 11/1/45 | 8 | ||||||||||||
8 | Fannie Mae, Pool #BD7165 | 4.00 | 4/1/47 | 8 | ||||||||||||
6 | Fannie Mae, Pool #MA3638 | 4.00 | 4/1/49 | 6 | ||||||||||||
17 | Fannie Mae, Pool #AL8139 | 4.00 | 2/1/32 | 18 | ||||||||||||
14 | Fannie Mae, Pool #MA3121 | 4.00 | 9/1/47 | 15 | ||||||||||||
15 | Fannie Mae, Pool #BM4306 | 4.00 | 9/1/25 | 16 | ||||||||||||
8 | Fannie Mae, Pool #MA3746 | 4.00 | 8/1/49 | 9 | ||||||||||||
25 | Fannie Mae, Pool #AO2959 | 4.00 | 5/1/42 | 28 |
See accompanying notes to financial statements.
189
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 4 | Fannie Mae, Pool #AY9901 | 4.00 | 7/1/45 | $ | 5 | ||||||||||
5 | Fannie Mae, Pool #AV0606 | 4.00 | 11/1/43 | 5 | ||||||||||||
16 | Fannie Mae, Pool #AX0841 | 4.00 | 9/1/44 | 17 | ||||||||||||
17 | Fannie Mae, Pool #AS8823 | 4.00 | 2/1/47 | 18 | ||||||||||||
15 | Fannie Mae, Pool #AS3467 | 4.00 | 10/1/44 | 16 | ||||||||||||
15 | Fannie Mae, Pool #ZA4988 | 4.00 | 8/1/47 | 16 | ||||||||||||
14 | Fannie Mae, Pool #MA0534 | 4.00 | 10/1/30 | 15 | ||||||||||||
7 | Fannie Mae, Pool #MA3183 | 4.00 | 11/1/47 | 8 | ||||||||||||
12 | Fannie Mae, Pool #AU8849 | 4.00 | 11/1/43 | 14 | ||||||||||||
10 | Fannie Mae, Pool #AS9831 | 4.00 | 6/1/47 | 11 | ||||||||||||
4 | Fannie Mae, Pool #AZ1210 | 4.00 | 5/1/45 | 4 | ||||||||||||
8 | Fannie Mae, Pool #MA3277 | 4.00 | 2/1/48 | 8 | ||||||||||||
21 | Fannie Mae, Pool #MA3184 | 4.50 | 11/1/47 | 22 | ||||||||||||
5 | Fannie Mae, Pool #BK6328 | 4.50 | 6/1/48 | 5 | ||||||||||||
5 | Fannie Mae, Pool #BN4309 | 4.50 | 1/1/49 | 5 | ||||||||||||
9 | Fannie Mae, Pool #AL6567 | 4.50 | 10/1/44 | 11 | ||||||||||||
4 | Fannie Mae, Pool #BE6489 | 4.50 | 1/1/47 | 4 | ||||||||||||
8 | Fannie Mae, Pool #CA1711 | 4.50 | 5/1/48 | 8 | ||||||||||||
7 | Fannie Mae, Pool #MA3639 | 4.50 | 4/1/49 | 8 | ||||||||||||
3 | Fannie Mae, Pool #930998 | 4.50 | 4/1/29 | 3 | ||||||||||||
21 | Fannie Mae, Pool #AS9394 | 4.50 | 4/1/47 | 23 | ||||||||||||
35 | Fannie Mae, Pool #AL1107 | 4.50 | 11/1/41 | 39 | ||||||||||||
5 | Fannie Mae, Pool #BH3310 | 4.50 | 5/1/47 | 5 | ||||||||||||
5 | Fannie Mae, Pool #MA3537 | 4.50 | 12/1/48 | 6 | ||||||||||||
34 | Fannie Mae, Pool #AE0217 | 4.50 | 8/1/40 | 38 | ||||||||||||
26 | Fannie Mae, Pool #AE0954 | 4.50 | 2/1/41 | 29 | ||||||||||||
8 | Fannie Mae, Pool #CA0623 | 4.50 | 10/1/47 | 9 | ||||||||||||
7 | Fannie Mae, Pool #BK4850 | 4.50 | 5/1/48 | 8 | ||||||||||||
8 | Fannie Mae, Pool #AS2751 | 4.50 | 6/1/44 | 9 | ||||||||||||
9 | Fannie Mae, Pool #BM3286 | 4.50 | 11/1/47 | 10 | ||||||||||||
7 | Fannie Mae, Pool #AU9017 | 4.50 | 9/1/43 | 7 | ||||||||||||
16 | Fannie Mae, Pool #MA3747 | 4.50 | 8/1/49 | 18 | ||||||||||||
6 | Fannie Mae, Pool #725027 | 5.00 | 11/1/33 | 7 | ||||||||||||
32 | Fannie Mae, Pool #889117 | 5.00 | 10/1/35 | 36 | ||||||||||||
9 | Fannie Mae, Pool #BM3904 | 5.00 | 5/1/48 | 9 | ||||||||||||
4 | Fannie Mae, Pool #890603 | 5.00 | 8/1/41 | 5 | ||||||||||||
15 | Fannie Mae, Pool #725238 | 5.00 | 3/1/34 | 17 | ||||||||||||
6 | Fannie Mae, Pool #890221 | 5.50 | 12/1/33 | 7 | ||||||||||||
13 | Fannie Mae, Pool #959451 | 6.00 | 12/1/37 | 15 | ||||||||||||
36 | Fannie Mae, Pool #725228 | 6.00 | 3/1/34 | 43 | ||||||||||||
19 | Fannie Mae, Pool #AE0442 | 6.50 | 1/1/39 | 22 | ||||||||||||
75 | Fannie Mae, 15 YR TBA | 1.50 | 7/25/36 | 76 | ||||||||||||
25 | Fannie Mae, 15 YR TBA | 1.50 | 8/25/36 | 25 | ||||||||||||
50 | Fannie Mae, 15 YR TBA | 2.00 | 7/25/36 | 52 | ||||||||||||
25 | Fannie Mae, 15 YR TBA | 2.00 | 8/25/36 | 26 | ||||||||||||
25 | Fannie Mae, 15 YR TBA | 2.50 | 7/25/36 | 26 | ||||||||||||
100 | Fannie Mae, 30 YR TBA | 1.50 | 7/25/51 | 98 | ||||||||||||
525 | Fannie Mae, 30 YR TBA | 2.00 | 7/25/51 | 531 |
See accompanying notes to financial statements.
190
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 125 | Fannie Mae, 30 YR TBA | 2.00 | 8/25/51 | $ | 126 | ||||||||||
200 | Fannie Mae, 30 YR TBA | 2.50 | 7/25/51 | 208 | ||||||||||||
175 | Fannie Mae, 30 YR TBA | 2.50 | 8/25/51 | 181 | ||||||||||||
25 | Fannie Mae, 30 YR TBA | 3.00 | 7/25/51 | 26 | ||||||||||||
10 | Federal National Mortgage Association, Series 2020-M52, Class A2 | 1.36(a) | 10/25/30 | 10 | ||||||||||||
23 | Federal National Mortgage Association, Pool #MA4205 | 1.50 | 12/1/35 | 24 | ||||||||||||
24 | Federal National Mortgage Association, Pool #CA8893 | 2.00 | 2/1/51 | 25 | ||||||||||||
25 | Freddie Mac, Pool #RB5110 | 1.50 | 5/1/41 | 25 | ||||||||||||
49 | Freddie Mac, Pool #QC0962 | 1.50 | 4/1/51 | 48 | ||||||||||||
50 | Freddie Mac, Pool #SD8154 | 1.50 | 6/1/51 | 49 | ||||||||||||
24 | Freddie Mac, Pool #SB8088 | 1.50 | 2/1/36 | 24 | ||||||||||||
25 | Freddie Mac, Pool #SB8107 | 2.00 | 5/1/36 | 26 | ||||||||||||
49 | Freddie Mac, Pool #SD8128 | 2.00 | 2/1/51 | 49 | ||||||||||||
23 | Freddie Mac, Pool #RA3205 | 2.00 | 8/1/50 | 23 | ||||||||||||
49 | Freddie Mac, Pool #QB7708 | 2.00 | 1/1/51 | 49 | ||||||||||||
21 | Freddie Mac, Pool #ZS7735 | 2.00 | 1/1/32 | 21 | ||||||||||||
25 | Freddie Mac, Pool #QC3597 | 2.00 | 6/1/51 | 25 | ||||||||||||
48 | Freddie Mac, Pool #QB6893 | 2.00 | 12/1/50 | 49 | ||||||||||||
24 | Freddie Mac, Pool #QB3926 | 2.00 | 10/1/50 | 24 | ||||||||||||
24 | Freddie Mac, Pool #RB5095 | 2.00 | 12/1/40 | 25 | ||||||||||||
24 | Freddie Mac, Pool #SD8121 | 2.00 | 12/1/50 | 24 | ||||||||||||
25 | Freddie Mac, Pool #SD8146 | 2.00 | 5/1/51 | 25 | ||||||||||||
24 | Freddie Mac, Pool #SD8113 | 2.00 | 12/1/50 | 24 | ||||||||||||
49 | Freddie Mac, Pool #QC0423 | 2.00 | 4/1/51 | 49 | ||||||||||||
23 | Freddie Mac, Pool #RC1727 | 2.00 | 12/1/35 | 24 | ||||||||||||
50 | Freddie Mac, Pool #RA4986 | 2.00 | 4/1/51 | 50 | ||||||||||||
49 | Freddie Mac, Pool #SD7537 | 2.00 | 3/1/51 | 50 | ||||||||||||
23 | Freddie Mac, Pool #QB3716 | 2.00 | 9/1/50 | 23 | ||||||||||||
46 | Freddie Mac, Pool #SB8079 | 2.00 | 12/1/35 | 48 | ||||||||||||
49 | Freddie Mac, Pool #QB8064 | 2.00 | 1/1/51 | 49 | ||||||||||||
16 | Freddie Mac, Pool #J25686 | 2.00 | 9/1/28 | 16 | ||||||||||||
50 | Freddie Mac, Pool #QC1075 | 2.00 | 4/1/51 | 50 | ||||||||||||
11 | Freddie Mac, Pool #ZS8692 | 2.50 | 4/1/33 | 12 | ||||||||||||
22 | Freddie Mac, Pool #QB3287 | 2.50 | 8/1/50 | 22 | ||||||||||||
46 | Freddie Mac, Pool #SD8114 | 2.50 | 12/1/50 | 48 | ||||||||||||
21 | Freddie Mac, Pool #SD8099 | 2.50 | 10/1/50 | 22 | ||||||||||||
24 | Freddie Mac, Pool #RA4070 | 2.50 | 11/1/50 | 24 | ||||||||||||
25 | Freddie Mac, Pool #QC2031 | 2.50 | 5/1/51 | 26 | ||||||||||||
25 | Freddie Mac, Pool #SD8147 | 2.50 | 5/1/51 | 26 | ||||||||||||
12 | Freddie Mac, Pool #SD8055 | 2.50 | 4/1/50 | 13 | ||||||||||||
19 | Freddie Mac, Pool #SD8083 | 2.50 | 8/1/50 | 20 | ||||||||||||
11 | Freddie Mac, Pool #G18635 | 2.50 | 3/1/32 | 12 | ||||||||||||
15 | Freddie Mac, Pool #SB8045 | 2.50 | 5/1/35 | 16 | ||||||||||||
25 | Freddie Mac, Pool #SD8151 | 2.50 | 6/1/51 | 26 | ||||||||||||
11 | Freddie Mac, Pool #G07445 | 2.50 | 7/1/43 | 11 | ||||||||||||
50 | Freddie Mac, Pool #SD0412 | 2.50 | 8/1/50 | 52 | ||||||||||||
47 | Freddie Mac, Pool #RA2634 | 2.50 | 5/1/50 | 49 | ||||||||||||
17 | Freddie Mac, Pool #RB5054 | 2.50 | 6/1/40 | 18 |
See accompanying notes to financial statements.
191
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 23 | Freddie Mac, Pool #G18470 | 2.50 | 6/1/28 | $ | 24 | ||||||||||
23 | Freddie Mac, Pool #G18485 | 2.50 | 10/1/28 | 24 | ||||||||||||
25 | Freddie Mac, Pool #QC2251 | 2.50 | 5/1/51 | 26 | ||||||||||||
12 | Freddie Mac, Pool #RB5043 | 2.50 | 4/1/40 | 12 | ||||||||||||
23 | Freddie Mac, Pool #QB3703 | 2.50 | 9/1/50 | 23 | ||||||||||||
49 | Freddie Mac, Pool #SD8141 | 2.50 | 4/1/51 | 51 | ||||||||||||
22 | Freddie Mac, Pool #ZS4687 | 2.50 | 11/1/46 | 23 | ||||||||||||
10 | Freddie Mac, Pool #ZK8425 | 2.50 | 12/1/31 | 11 | ||||||||||||
10 | Freddie Mac, Pool #G18687 | 2.50 | 5/1/33 | 10 | ||||||||||||
24 | Freddie Mac, Pool #RA2645 | 2.50 | 6/1/50 | 25 | ||||||||||||
24 | Freddie Mac, Pool #SD8122 | 2.50 | 1/1/51 | 24 | ||||||||||||
35 | Freddie Mac, Pool #G18611 | 2.50 | 9/1/31 | 37 | ||||||||||||
12 | Freddie Mac, Pool #QA5290 | 2.50 | 12/1/49 | 13 | ||||||||||||
24 | Freddie Mac, Pool #SD8129 | 2.50 | 2/1/51 | 25 | ||||||||||||
21 | Freddie Mac, Pool #RA2897 | 2.50 | 6/1/50 | 22 | ||||||||||||
29 | Freddie Mac, Pool #ZS8483 | 2.50 | 3/1/28 | 30 | ||||||||||||
20 | Freddie Mac, Pool #RA2595 | 2.50 | 5/1/50 | 21 | ||||||||||||
25 | Freddie Mac, Series K-1514, Class - A2, Callable 10/25/34 @ 100.00 | 2.86 | 10/25/34 | 28 | ||||||||||||
11 | Freddie Mac, Pool #G61680 | 3.00 | 4/1/47 | 11 | ||||||||||||
9 | Freddie Mac, Pool #QA1033 | 3.00 | 7/1/49 | 9 | ||||||||||||
10 | Freddie Mac, Pool #ZM2169 | 3.00 | 11/1/46 | 10 | ||||||||||||
21 | Freddie Mac, Pool #SD8030 | 3.00 | 11/1/49 | 22 | ||||||||||||
16 | Freddie Mac, Pool #QA9049 | 3.00 | 4/1/50 | 17 | ||||||||||||
19 | Freddie Mac, Pool #G08737 | 3.00 | 12/1/46 | 20 | ||||||||||||
6 | Freddie Mac, Pool #J25193 | 3.00 | 8/1/23 | 6 | ||||||||||||
10 | Freddie Mac, Pool #ZM2089 | 3.00 | 11/1/46 | 11 | ||||||||||||
40 | Freddie Mac, Pool #ZS4697 | 3.00 | 1/1/47 | 42 | ||||||||||||
9 | Freddie Mac, Pool #ZS4688 | 3.00 | 11/1/46 | 9 | ||||||||||||
6 | Freddie Mac, Pool #C91809 | 3.00 | 2/1/35 | 7 | ||||||||||||
12 | Freddie Mac, Pool #J36428 | 3.00 | 2/1/32 | 12 | ||||||||||||
17 | Freddie Mac, Pool #ZS4658 | 3.00 | 4/1/46 | 18 | ||||||||||||
11 | Freddie Mac, Pool #J38057 | 3.00 | 12/1/32 | 12 | ||||||||||||
8 | Freddie Mac, Pool #G18601 | 3.00 | 5/1/31 | 9 | ||||||||||||
12 | Freddie Mac, Pool #SD8056 | 3.00 | 4/1/50 | 12 | ||||||||||||
51 | Freddie Mac, Pool #ZS4522 | 3.00 | 7/1/43 | 54 | ||||||||||||
25 | Freddie Mac, Pool #ZS4606 | 3.00 | 3/1/45 | 26 | ||||||||||||
21 | Freddie Mac, Pool #ZS4706 | 3.00 | 3/1/47 | 22 | ||||||||||||
9 | Freddie Mac, Pool #G08803 | 3.00 | 3/1/48 | 9 | ||||||||||||
5 | Freddie Mac, Pool #G18518 | 3.00 | 7/1/29 | 6 | ||||||||||||
17 | Freddie Mac, Pool #SD8074 | 3.00 | 7/1/50 | 17 | ||||||||||||
15 | Freddie Mac, Pool #SB8046 | 3.00 | 5/1/35 | 16 | ||||||||||||
35 | Freddie Mac, Pool #ZS4511 | 3.00 | 3/1/43 | 37 | ||||||||||||
22 | Freddie Mac, Pool #ZA2304 | 3.00 | 6/1/33 | 23 | ||||||||||||
10 | Freddie Mac, Pool #ZM2721 | 3.00 | 2/1/47 | 10 | ||||||||||||
49 | Freddie Mac, Pool #C09035 | 3.00 | 4/1/43 | 52 | ||||||||||||
9 | Freddie Mac, Pool #C91927 | 3.00 | 5/1/37 | 9 | ||||||||||||
25 | Freddie Mac, Pool #G60989 | 3.00 | 12/1/46 | 26 | ||||||||||||
19 | Freddie Mac, Pool #G18663 | 3.00 | 10/1/32 | 20 |
See accompanying notes to financial statements.
192
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 15 | Freddie Mac, Pool #QA8065 | 3.00 | 3/1/50 | $ | 16 | ||||||||||
7 | Freddie Mac, Pool #G08635 | 3.00 | 4/1/45 | 7 | ||||||||||||
16 | Freddie Mac, Pool #G15145 | 3.00 | 7/1/29 | 16 | ||||||||||||
46 | Freddie Mac, Pool #ZS4487 | 3.50 | 6/1/42 | 49 | ||||||||||||
13 | Freddie Mac, Pool #Q43933 | 3.50 | 10/1/46 | 14 | ||||||||||||
17 | Freddie Mac, Pool #RA2469 | 3.50 | 4/1/50 | 18 | ||||||||||||
27 | Freddie Mac, Pool #G08554 | 3.50 | 10/1/43 | 29 | ||||||||||||
17 | Freddie Mac, Pool #SB8007 | 3.50 | 9/1/34 | 18 | ||||||||||||
12 | Freddie Mac, Pool #G08784 | 3.50 | 10/1/47 | 12 | ||||||||||||
7 | Freddie Mac, Pool #ZS4599 | 3.50 | 1/1/45 | 7 | ||||||||||||
7 | Freddie Mac, Pool #J14069 | 3.50 | 1/1/26 | 7 | ||||||||||||
14 | Freddie Mac, Pool #G61148 | 3.50 | 9/1/47 | 15 | ||||||||||||
9 | Freddie Mac, Pool #V83453 | 3.50 | 10/1/47 | 9 | ||||||||||||
6 | Freddie Mac, Pool #Q57871 | 3.50 | 8/1/48 | 7 | ||||||||||||
6 | Freddie Mac, Pool #G08770 | 3.50 | 7/1/47 | 7 | ||||||||||||
8 | Freddie Mac, Pool #G08620 | 3.50 | 12/1/44 | 9 | ||||||||||||
16 | Freddie Mac, Pool #RA1508 | 3.50 | 10/1/49 | 17 | ||||||||||||
20 | Freddie Mac, Pool #C03759 | 3.50 | 2/1/42 | 21 | ||||||||||||
26 | Freddie Mac, Pool #G08636 | 3.50 | 4/1/45 | 28 | ||||||||||||
12 | Freddie Mac, Pool #ZS4651 | 3.50 | 3/1/46 | 13 | ||||||||||||
12 | Freddie Mac, Pool #SD8011 | 3.50 | 9/1/49 | 13 | ||||||||||||
7 | Freddie Mac, Pool #ZS4713 | 3.50 | 4/1/47 | 7 | ||||||||||||
13 | Freddie Mac, Pool #G08698 | 3.50 | 3/1/46 | 14 | ||||||||||||
24 | Freddie Mac, Pool #ZS4642 | 3.50 | 12/1/45 | 26 | ||||||||||||
12 | Freddie Mac, Pool #G08761 | 3.50 | 5/1/47 | 13 | ||||||||||||
21 | Freddie Mac, Pool #Q09896 | 3.50 | 8/1/42 | 23 | ||||||||||||
6 | Freddie Mac, Pool #G08627 | 3.50 | 2/1/45 | 6 | ||||||||||||
20 | Freddie Mac, Pool #C91456 | 3.50 | 6/1/32 | 22 | ||||||||||||
7 | Freddie Mac, Pool #J30284 | 3.50 | 11/1/29 | 8 | ||||||||||||
5 | Freddie Mac, Pool #ZS4771 | 3.50 | 6/1/48 | 6 | ||||||||||||
10 | Freddie Mac, Pool #Q53176 | 3.50 | 12/1/47 | 11 | ||||||||||||
13 | Freddie Mac, Pool #G08687 | 3.50 | 1/1/46 | 14 | ||||||||||||
8 | Freddie Mac, Pool #ZA5128 | 3.50 | 12/1/47 | 8 | ||||||||||||
7 | Freddie Mac, Pool #ZS4659 | 3.50 | 4/1/46 | 7 | ||||||||||||
7 | Freddie Mac, Pool #ZA6946 | 4.00 | 5/1/49 | 7 | ||||||||||||
14 | Freddie Mac, Pool #G08775 | 4.00 | 8/1/47 | 15 | ||||||||||||
9 | Freddie Mac, Pool #Q58680 | 4.00 | 9/1/48 | 9 | ||||||||||||
14 | Freddie Mac, Pool #ZS4631 | 4.00 | 9/1/45 | 15 | ||||||||||||
11 | Freddie Mac, Pool #SD0290 | 4.00 | 4/1/50 | 12 | ||||||||||||
24 | Freddie Mac, Pool #ZL7781 | 4.00 | 2/1/44 | 26 | ||||||||||||
15 | Freddie Mac, Pool #A96286 | 4.00 | 1/1/41 | 17 | ||||||||||||
17 | Freddie Mac, Pool #G08606 | 4.00 | 9/1/44 | 19 | ||||||||||||
23 | Freddie Mac, Pool #G08637 | 4.00 | 4/1/45 | 25 | ||||||||||||
8 | Freddie Mac, Pool #G08801 | 4.00 | 2/1/48 | 9 | ||||||||||||
7 | Freddie Mac, Pool #ZT2106 | 4.00 | 3/1/49 | 7 | ||||||||||||
8 | Freddie Mac, Pool #G08771 | 4.00 | 7/1/47 | 9 | ||||||||||||
9 | Freddie Mac, Pool #C91395 | 4.00 | 9/1/31 | 10 | ||||||||||||
11 | Freddie Mac, Pool #G08563 | 4.00 | 1/1/44 | 12 |
See accompanying notes to financial statements.
193
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 15 | Freddie Mac, Pool #G08567 | 4.00 | 1/1/44 | $ | 16 | ||||||||||
6 | Freddie Mac, Pool #ZT1840 | 4.00 | 9/1/48 | 6 | ||||||||||||
21 | Freddie Mac, Pool #G06506 | 4.00 | 12/1/40 | 23 | ||||||||||||
10 | Freddie Mac, Pool #ZT1320 | 4.00 | 11/1/48 | 11 | ||||||||||||
15 | Freddie Mac, Pool #SD8070 | 4.00 | 6/1/50 | 16 | ||||||||||||
10 | Freddie Mac, Pool #A97186 | 4.50 | 3/1/41 | 11 | ||||||||||||
7 | Freddie Mac, Pool #G08781 | 4.50 | 9/1/47 | 8 | ||||||||||||
6 | Freddie Mac, Pool #ZS4774 | 4.50 | 5/1/48 | 6 | ||||||||||||
22 | Freddie Mac, Pool #G01890 | 4.50 | 10/1/35 | 24 | ||||||||||||
25 | Freddie Mac, Pool #A97692 | 4.50 | 3/1/41 | 28 | ||||||||||||
9 | Freddie Mac, Pool #Q58217 | 4.50 | 9/1/48 | 9 | ||||||||||||
2 | Freddie Mac, Pool #C90686 | 4.50 | 6/1/23 | 2 | ||||||||||||
9 | Freddie Mac, Pool #Q52321 | 4.50 | 11/1/47 | 10 | ||||||||||||
8 | Freddie Mac, Pool #C09059 | 4.50 | 3/1/44 | 9 | ||||||||||||
13 | Freddie Mac, Pool #G04817 | 5.00 | 9/1/38 | 15 | ||||||||||||
14 | Freddie Mac, Pool #G05904 | 5.00 | 9/1/39 | 16 | ||||||||||||
15 | Freddie Mac, Pool #ZT1779 | 5.00 | 3/1/49 | 16 | ||||||||||||
8 | Freddie Mac, Pool #G08838 | 5.00 | 9/1/48 | 9 | ||||||||||||
13 | Freddie Mac, Pool #G01962 | 5.00 | 12/1/35 | 15 | ||||||||||||
22 | Freddie Mac, Pool #G01665 | 5.50 | 3/1/34 | 25 | ||||||||||||
7 | Freddie Mac, Pool #G03616 | 6.00 | 12/1/37 | 8 | ||||||||||||
2 | Freddie Mac, Pool #C90989 | 6.00 | 9/1/26 | 2 | ||||||||||||
15 | Freddie Mac, Pool #G02794 | 6.00 | 5/1/37 | 17 | ||||||||||||
24 | Government National Mortgage Association, Pool #MA7135 | 2.00 | 1/20/51 | 25 | ||||||||||||
24 | Government National Mortgage Association, Pool #MA7051 | 2.00 | 12/20/50 | 25 | ||||||||||||
49 | Government National Mortgage Association, Pool #MA7254 | 2.00 | 3/20/51 | 50 | ||||||||||||
47 | Government National Mortgage Association, Pool #MA6864 | 2.00 | 9/20/50 | 48 | ||||||||||||
48 | Government National Mortgage Association, Pool #MA6930 | 2.00 | 10/20/50 | 49 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA4194 | 2.50 | 1/20/47 | 10 | ||||||||||||
22 | Government National Mortgage Association, Pool #MA6865 | 2.50 | 9/20/50 | 23 | ||||||||||||
17 | Government National Mortgage Association, Pool #MA6655 | 2.50 | 5/20/50 | 17 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA1155 | 2.50 | 7/20/43 | 7 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA6540 | 2.50 | 3/20/50 | 14 | ||||||||||||
24 | Government National Mortgage Association, Pool #MA6931 | 2.50 | 10/20/50 | 24 | ||||||||||||
4 | Government National Mortgage Association, Pool #AA8341 | 2.50 | 2/15/28 | 4 | ||||||||||||
24 | Government National Mortgage Association, Pool #MA6995 | 2.50 | 11/20/50 | 25 | ||||||||||||
36 | Government National Mortgage Association, Pool #MA4260 | 2.50 | 2/20/47 | 37 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA4355 | 2.50 | 4/20/32 | 11 | ||||||||||||
42 | Government National Mortgage Association, Pool #MA6819 | 2.50 | 8/20/50 | 43 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA6338 | 3.00 | 12/20/49 | 12 | ||||||||||||
16 | Government National Mortgage Association, Pool #MA3936 | 3.00 | 9/20/46 | 17 | ||||||||||||
13 | Government National Mortgage Association, Pool #AA5897 | 3.00 | 12/15/42 | 14 | ||||||||||||
19 | Government National Mortgage Association, Pool #MA3375 | 3.00 | 1/20/46 | 20 | ||||||||||||
17 | Government National Mortgage Association, Pool #MA4320 | 3.00 | 3/20/47 | 18 | ||||||||||||
26 | Government National Mortgage Association, Pool #MA4899 | 3.00 | 12/20/47 | 28 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA4195 | 3.00 | 1/20/47 | 14 | ||||||||||||
15 | Government National Mortgage Association, Pool #MA3802 | 3.00 | 7/20/46 | 16 | ||||||||||||
23 | Government National Mortgage Association, Pool #MA1011 | 3.00 | 5/20/43 | 24 |
See accompanying notes to financial statements.
194
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 12 | Government National Mortgage Association, Pool #MA6409 | 3.00 | 1/20/50 | $ | 13 | ||||||||||
24 | Government National Mortgage Association, Pool #MA5018 | 3.00 | 2/20/48 | 25 | ||||||||||||
23 | Government National Mortgage Association, Pool #MA0851 | 3.00 | 3/20/43 | 24 | ||||||||||||
30 | Government National Mortgage Association, Pool #AA6149 | 3.00 | 3/20/43 | 32 | ||||||||||||
18 | Government National Mortgage Association, Pool #MA3735 | 3.00 | 6/20/46 | 19 | ||||||||||||
22 | Government National Mortgage Association, Pool #MA4003 | 3.00 | 10/20/46 | 24 | ||||||||||||
15 | Government National Mortgage Association, Pool #MA4836 | 3.00 | 11/20/47 | 16 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA4068 | 3.00 | 11/20/46 | 10 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA0205 | 3.00 | 7/20/27 | 12 | ||||||||||||
17 | Government National Mortgage Association, Pool #MA4777 | 3.00 | 10/20/47 | 18 | ||||||||||||
28 | Government National Mortgage Association, Pool #MA1447 | 3.00 | 11/20/43 | 30 | ||||||||||||
9 | Government National Mortgage Association, Pool #MA3873 | 3.00 | 8/20/46 | 9 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA5815 | 3.00 | 3/20/49 | 10 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA6089 | 3.00 | 8/20/49 | 12 | ||||||||||||
17 | Government National Mortgage Association, Pool #MA6710 | 3.00 | 6/20/50 | 17 | ||||||||||||
36 | Government National Mortgage Association, Pool #MA6766 | 3.00 | 7/20/50 | 37 | ||||||||||||
24 | Government National Mortgage Association, Pool #MA0461 | 3.00 | 10/20/42 | 25 | ||||||||||||
19 | Government National Mortgage Association, Pool #MA6820 | 3.00 | 8/20/50 | 20 | ||||||||||||
11 | Government National Mortgage Association, Pool #MA6283 | 3.00 | 11/20/49 | 12 | ||||||||||||
17 | Government National Mortgage Association, Pool #MA2520 | 3.00 | 1/20/45 | 18 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA2960 | 3.00 | 7/20/45 | 14 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA3596 | 3.00 | 4/20/46 | 7 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA3309 | 3.00 | 12/20/45 | 14 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA3243 | 3.00 | 11/20/45 | 13 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA4126 | 3.00 | 12/20/46 | 12 | ||||||||||||
31 | Government National Mortgage Association, Pool #MA6656 | 3.00 | 5/20/50 | 33 | ||||||||||||
14 | Government National Mortgage Association, Pool #MA6599 | 3.00 | 4/20/50 | 15 | ||||||||||||
24 | Government National Mortgage Association, Pool #MA6474 | 3.00 | 2/20/50 | 25 | ||||||||||||
9 | Government National Mortgage Association, Pool #MA4261 | 3.00 | 2/20/47 | 9 | ||||||||||||
14 | Government National Mortgage Association, Pool #MA3662 | 3.00 | 5/20/46 | 15 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA4509 | 3.00 | 6/20/47 | 11 | ||||||||||||
14 | Government National Mortgage Association, Pool #MA4586 | 3.50 | 7/20/47 | 14 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA3105 | 3.50 | 9/20/45 | 13 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA3376 | 3.50 | 1/20/46 | 13 | ||||||||||||
16 | Government National Mortgage Association, Pool #MA4652 | 3.50 | 8/20/47 | 17 | ||||||||||||
15 | Government National Mortgage Association, Pool #MA3937 | 3.50 | 9/20/46 | 16 | ||||||||||||
14 | Government National Mortgage Association, Pool #MA5875 | 3.50 | 4/20/49 | 15 | ||||||||||||
15 | Government National Mortgage Association, Pool #MA4510 | 3.50 | 6/20/47 | 16 | ||||||||||||
9 | Government National Mortgage Association, Pool #AJ0411 | 3.50 | 9/15/44 | 9 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA2223 | 3.50 | 9/20/44 | 14 | ||||||||||||
9 | Government National Mortgage Association, Pool #MA3244 | 3.50 | 11/20/45 | 10 | ||||||||||||
7 | Government National Mortgage Association, Pool #AB9211 | 3.50 | 11/15/42 | 7 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA4962 | 3.50 | 1/20/48 | 10 | ||||||||||||
8 | Government National Mortgage Association, Pool #AC3938 | 3.50 | 1/15/43 | 8 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA3310 | 3.50 | 12/20/45 | 13 | ||||||||||||
15 | Government National Mortgage Association, Pool #MA4382 | 3.50 | 4/20/47 | 15 | ||||||||||||
7 | Government National Mortgage Association, Pool #MA5762 | 3.50 | 2/20/49 | 7 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA3597 | 3.50 | 4/20/46 | 13 |
See accompanying notes to financial statements.
195
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 15 | Government National Mortgage Association, Pool #MA4004 | 3.50 | 10/20/46 | $ | 16 | ||||||||||
16 | Government National Mortgage Association, Pool #MA4719 | 3.50 | 9/20/47 | 17 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA5136 | 3.50 | 4/20/48 | 13 | ||||||||||||
17 | Government National Mortgage Association, Pool #MA4127 | 3.50 | 12/20/46 | 18 | ||||||||||||
9 | Government National Mortgage Association, Pool #MA5191 | 3.50 | 5/20/48 | 10 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA3454 | 3.50 | 2/20/46 | 7 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA2826 | 3.50 | 5/20/45 | 10 | ||||||||||||
14 | Government National Mortgage Association, Pool #MA3736 | 3.50 | 6/20/46 | 14 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA2371 | 3.50 | 11/20/44 | 14 | ||||||||||||
24 | Government National Mortgage Association, Pool #MA0220 | 3.50 | 7/20/42 | 25 | ||||||||||||
15 | Government National Mortgage Association, Pool #MA4262 | 3.50 | 2/20/47 | 16 | ||||||||||||
22 | Government National Mortgage Association, Pool #MA0699 | 3.50 | 1/20/43 | 23 | ||||||||||||
14 | Government National Mortgage Association, Pool #MA3874 | 3.50 | 8/20/46 | 15 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA5019 | 3.50 | 2/20/48 | 12 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA6219 | 3.50 | 10/20/49 | 10 | ||||||||||||
18 | Government National Mortgage Association, Pool #MA0934 | 3.50 | 4/20/43 | 20 | ||||||||||||
8 | Government National Mortgage Association, Pool #MA4778 | 3.50 | 10/20/47 | 8 | ||||||||||||
7 | Government National Mortgage Association, Pool #MA1574 | 3.50 | 1/20/29 | 8 | ||||||||||||
17 | Government National Mortgage Association, Pool #MA3173 | 3.50 | 10/20/45 | 19 | ||||||||||||
19 | Government National Mortgage Association, Pool #MA0318 | 3.50 | 8/20/42 | 20 | ||||||||||||
7 | Government National Mortgage Association, Pool #MA5816 | 3.50 | 3/20/49 | 7 | ||||||||||||
8 | Government National Mortgage Association, Pool #AM4971 | 3.50 | 4/20/45 | 9 | ||||||||||||
18 | Government National Mortgage Association, Pool #MA2445 | 3.50 | 12/20/44 | 20 | ||||||||||||
26 | Government National Mortgage Association, Pool #MA1157 | 3.50 | 7/20/43 | 27 | ||||||||||||
4 | Government National Mortgage Association, Pool #MA1600 | 3.50 | 1/20/44 | 4 | ||||||||||||
11 | Government National Mortgage Association, Pool #MA2961 | 3.50 | 7/20/45 | 11 | ||||||||||||
14 | Government National Mortgage Association, Pool #MA3803 | 3.50 | 7/20/46 | 14 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA6339 | 3.50 | 12/20/49 | 11 | ||||||||||||
36 | Government National Mortgage Association, Pool #MA0462 | 3.50 | 10/20/42 | 38 | ||||||||||||
14 | Government National Mortgage Association, Pool #MA4321 | 3.50 | 3/20/47 | 15 | ||||||||||||
8 | Government National Mortgage Association, Pool #MA4837 | 3.50 | 11/20/47 | 9 | ||||||||||||
11 | Government National Mortgage Association, Pool #MA2224 | 4.00 | 9/20/44 | 11 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA5466 | 4.00 | 9/20/48 | 7 | ||||||||||||
16 | Government National Mortgage Association, Pool #MA6040 | 4.00 | 7/20/49 | 17 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA0023 | 4.00 | 4/20/42 | 6 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA5931 | 4.00 | 5/20/49 | 11 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA4322 | 4.00 | 3/20/47 | 6 | ||||||||||||
19 | Government National Mortgage Association, Pool #MA6091 | 4.00 | 8/20/49 | 20 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA6155 | 4.00 | 9/20/49 | 10 | ||||||||||||
40 | Government National Mortgage Association, Pool #MA1091 | 4.00 | 6/20/43 | 44 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA1286 | 4.00 | 9/20/43 | 13 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA4452 | 4.00 | 5/20/47 | 7 | ||||||||||||
7 | Government National Mortgage Association, Pool #MA4653 | 4.00 | 8/20/47 | 7 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA1761 | 4.00 | 3/20/44 | 11 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA2304 | 4.00 | 10/20/44 | 11 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA5651 | 4.00 | 12/20/48 | 7 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA4511 | 4.00 | 6/20/47 | 14 | ||||||||||||
6 | Government National Mortgage Association, Pool #BD9886 | 4.00 | 1/15/48 | 7 |
See accompanying notes to financial statements.
196
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 5 | Government National Mortgage Association, Pool #MA3377 | 4.00 | 1/20/46 | $ | 6 | ||||||||||
13 | Government National Mortgage Association, Pool #MA4587 | 4.00 | 7/20/47 | 14 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA4383 | 4.00 | 4/20/47 | 13 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA5710 | 4.00 | 1/20/49 | 6 | ||||||||||||
8 | Government National Mortgage Association, Pool #MA3522 | 4.00 | 3/20/46 | 9 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA5595 | 4.00 | 11/20/48 | 7 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA4263 | 4.00 | 2/20/47 | 7 | ||||||||||||
18 | Government National Mortgage Association, Pool #MA3737 | 4.00 | 6/20/46 | 19 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA1996 | 4.00 | 6/20/44 | 11 | ||||||||||||
5 | Government National Mortgage Association, Pool #MA3245 | 4.00 | 11/20/45 | 5 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA5876 | 4.00 | 4/20/49 | 7 | ||||||||||||
7 | Government National Mortgage Association, Pool #MA5986 | 4.00 | 6/20/49 | 7 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA5818 | 4.50 | 3/20/49 | 6 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA5399 | 4.50 | 8/20/48 | 13 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA5764 | 4.50 | 2/20/49 | 13 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA5596 | 4.50 | 11/20/48 | 6 | ||||||||||||
11 | Government National Mortgage Association, Pool #MA2756 | 4.50 | 4/20/45 | 12 | ||||||||||||
8 | Government National Mortgage Association, Pool #MA2373 | 4.50 | 11/20/44 | 9 | ||||||||||||
22 | Government National Mortgage Association, Pool #721760 | 4.50 | 8/15/40 | 24 | ||||||||||||
5 | Government National Mortgage Association, Pool #MA1762 | 4.50 | 3/20/44 | 5 | ||||||||||||
19 | Government National Mortgage Association, Pool #MA5987 | 4.50 | 6/20/49 | 20 | ||||||||||||
37 | Government National Mortgage Association, Pool #4801 | 4.50 | 9/20/40 | 40 | ||||||||||||
8 | Government National Mortgage Association, Pool #738906 | 4.50 | 10/15/41 | 10 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA5193 | 4.50 | 5/20/48 | 6 | ||||||||||||
6 | Government National Mortgage Association, Pool #BA2485 | 4.50 | 4/15/47 | 7 | ||||||||||||
6 | Government National Mortgage Association, Pool #MA4721 | 4.50 | 9/20/47 | 6 | ||||||||||||
15 | Government National Mortgage Association, Pool #697946 | 5.00 | 3/15/39 | 16 | ||||||||||||
9 | Government National Mortgage Association, Pool #MA5988 | 5.00 | 6/20/49 | 9 | ||||||||||||
5 | Government National Mortgage Association, Pool #MA5530 | 5.00 | 10/20/48 | 6 | ||||||||||||
22 | Government National Mortgage Association, Pool #4559 | 5.00 | 10/20/39 | 25 | ||||||||||||
5 | Government National Mortgage Association, Pool #MA5653 | 5.00 | 12/20/48 | 5 | ||||||||||||
9 | Government National Mortgage Association, Pool #MA5933 | 5.00 | 5/20/49 | 9 | ||||||||||||
9 | Government National Mortgage Association, Pool #510835 | 5.50 | 2/15/35 | 11 | ||||||||||||
12 | Government National Mortgage Association, Pool #MA0466 | 5.50 | 10/20/42 | 13 | ||||||||||||
11 | Government National Mortgage Association, Pool #4222 | 6.00 | 8/20/38 | 13 | ||||||||||||
25 | Government National Mortgage Association, 30 YR TBA | 2.00 | 8/20/51 | 25 | ||||||||||||
325 | Government National Mortgage Association, 30 YR TBA | 2.00 | 7/20/51 | 332 | ||||||||||||
350 | Government National Mortgage Association, 30 YR TBA | 2.50 | 7/20/51 | 363 | ||||||||||||
50 | Government National Mortgage Association, 30 YR TBA | 2.50 | 8/20/51 | 52 | ||||||||||||
Total U.S. Government Agency Mortgages | 13,689 | |||||||||||||||
U.S. Government Agency Securities — 1.16% | ||||||||||||||||
25 | Fannie Mae | 0.25 | 5/22/23 | 25 | ||||||||||||
25 | Fannie Mae | 0.50 | 6/17/25 | 25 | ||||||||||||
25 | Fannie Mae | 0.75 | 10/8/27 | 24 | ||||||||||||
25 | Fannie Mae, Callable 9/18/21 @ 100.00 | 0.88 | 12/18/26 | 25 | ||||||||||||
25 | Fannie Mae | 1.63 | 1/7/25 | 26 | ||||||||||||
30 | Fannie Mae | 2.13 | 4/24/26 | 32 |
See accompanying notes to financial statements.
197
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Securities (continued) | ||||||||||||||||
$ | 10 | Fannie Mae | 5.63 | 7/15/37 | $ | 15 | ||||||||||
20 | Fannie Mae | 6.63 | 11/15/30 | 29 | ||||||||||||
25 | Federal Farm Credit Bank | 0.15 | 9/9/22 | 25 | ||||||||||||
25 | Federal Farm Credit Bank | 0.25 | 2/26/24 | 25 | ||||||||||||
50 | Federal Farm Credit Bank | 0.38 | 4/8/22 | 49 | ||||||||||||
50 | Federal Home Loan Bank | 0.13 | 6/2/23 | 50 | ||||||||||||
25 | Federal Home Loan Bank | 1.38 | 2/17/23 | 25 | ||||||||||||
25 | Federal Home Loan Bank | 2.13 | 3/10/23 | 26 | ||||||||||||
40 | Federal Home Loan Bank | 2.88 | 9/13/24 | 43 | ||||||||||||
25 | Freddie Mac | 0.13 | 10/16/23 | 25 | ||||||||||||
25 | Freddie Mac | 0.25 | 11/6/23 | 25 | ||||||||||||
25 | Freddie Mac | 0.25 | 6/8/22 | 25 | ||||||||||||
50 | Freddie Mac | 0.25 | 12/4/23 | 50 | ||||||||||||
50 | Freddie Mac | 0.38 | 7/21/25 | 49 | ||||||||||||
25 | Freddie Mac | 0.38 | 4/20/23 | 25 | ||||||||||||
15 | Freddie Mac | 6.25 | 7/15/32 | 22 | ||||||||||||
10 | Freddie Mac | 6.75 | 3/15/31 | 15 | ||||||||||||
25 | Freddie Mac | 6.75 | 9/15/29 | 36 | ||||||||||||
5 | Tennessee Valley Authority | 3.50 | 12/15/42 | 6 | ||||||||||||
30 | Tennessee Valley Authority | 5.88 | 4/1/36 | 45 | ||||||||||||
Total U.S. Government Agency Securities | 767 | |||||||||||||||
Corporate Bonds — 37.41% | ||||||||||||||||
70 | AbbVie, Inc. (Biotechnology), Callable 8/14/28 @ 100.00 | 4.25 | 11/14/28 | 81 | ||||||||||||
215 | AbbVie, Inc. (Biotechnology) | 4.40 | 11/6/42 | 261 | ||||||||||||
70 | Air Products And Chemicals, Inc. (Chemicals), Callable 3/15/27 @ 100.00 | 1.85 | 5/15/27 | 72 | ||||||||||||
25 | Alabama Power Co. (Electric Utilities), Callable 2/15/44 @ 100.00 | 4.15 | 8/15/44 | 30 | ||||||||||||
100 | Amgen, Inc. (Biotechnology), Callable 5/19/26 @ 100.00 | 2.60 | 8/19/26 | 106 | ||||||||||||
155 | Amgen, Inc. (Biotechnology), Callable 8/21/39 @ 100.00 | 3.15 | 2/21/40 | 161 | ||||||||||||
420 | Analog Devices, Inc. (Semiconductors & Semiconductor Equipment), Callable 9/5/26 @ 100.00 | 3.50 | 12/5/26 | 465 | ||||||||||||
90 | Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide, Inc. (Beverages), Callable 8/1/45 @ 100.00 | 4.90 | 2/1/46 | 113 | ||||||||||||
310 | Anheuser-Busch InBev Worldwide, Inc. (Beverages), Callable 12/1/39 @ 100.00 | 4.35 | 6/1/40 | 367 | ||||||||||||
40 | Anthem, Inc. (Health Care Providers & Services), Callable 2/15/30 @ 100.00 | 2.25 | 5/15/30 | 40 | ||||||||||||
185 | Anthem, Inc. (Health Care Providers & Services), Callable 12/1/27 @ 100.00 | 4.10 | 3/1/28 | 212 | ||||||||||||
70 | Anthem, Inc. (Health Care Providers & Services) | 4.63 | 5/15/42 | 87 | ||||||||||||
160 | Apple, Inc. (Technology Hardware, Storage & Peripherals), Callable 8/23/45 @ 100.00 | 4.65 | 2/23/46 | 212 | ||||||||||||
430 | AT&T, Inc. (Diversified Telecommunication Services), Callable 12/1/26 @ 100.00 | 4.25 | 3/1/27 | 488 | ||||||||||||
200 | AT&T, Inc. (Diversified Telecommunication Services), Callable 1/1/24 @ 100.00 | 4.45 | 4/1/24 | 219 | ||||||||||||
20 | AT&T, Inc. (Diversified Telecommunication Services), Callable 9/9/48 @ 100.00 | 4.55 | 3/9/49 | 24 | ||||||||||||
215 | AT&T, Inc. (Diversified Telecommunication Services) | 5.35 | 9/1/40 | 276 | ||||||||||||
90 | AT&T, Inc. (Diversified Telecommunication Services) | 5.55 | 8/15/41 | 118 | ||||||||||||
65 | Atmos Energy Corp. (Gas Utilities), Callable 4/15/44 @ 100.00 | 4.13 | 10/15/44 | 76 | ||||||||||||
35 | Atmos Energy Corp. (Gas Utilities), Callable 7/15/42 @ 100.00 | 4.15 | 1/15/43 | 41 | ||||||||||||
430 | Bank of America Corp. (Banks), Callable 12/20/27 @ 100.00 | 3.42 (US0003M + 104 bps)(b) | 12/20/28 | 468 | ||||||||||||
60 | Bank of America Corp., MTN (Banks), Callable 1/20/27 @ 100.00 | 3.82 (US0003M + 158 bps)(b) | 1/20/28 | 66 |
See accompanying notes to financial statements.
198
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Corporate Bonds (continued) | ||||||||||||||||
$ | 500 | Bank of America Corp., MTN (Banks), Callable 2/7/29 @ 100.00 | 3.97 (US0003M + 121 bps)(b) | 2/7/30 | $ | 566 | ||||||||||
165 | Berkshire Hathaway, Inc. (Multi-Utilities), Callable 8/1/44 @ 200.00 | 4.50 | 2/1/45 | 203 | ||||||||||||
45 | BP Capital Markets America, Inc. (Diversified Financial Services), Callable 1/6/30 @ 100.00 | 3.63 | 4/6/30 | 50 | ||||||||||||
75 | Bristol-Myers Squibb Co. (Pharmaceuticals), Callable 4/26/49 @ 100.00 | 4.25 | 10/26/49 | 95 | ||||||||||||
75 | Bristol-Myers Squibb Co. (Pharmaceuticals) | 6.80 | 11/15/26 | 96 | ||||||||||||
317 | Brown & Brown, Inc. (Insurance), Callable 12/15/28 @ 100.00 | 4.50 | 3/15/29 | 364 | ||||||||||||
170 | Bunge Limited Finance Corp. (Food Products), Callable 5/15/26 @ 100.00 | 3.25 | 8/15/26 | 183 | ||||||||||||
80 | Capital One Financial Corp. (Consumer Finance), Callable 1/5/25 @ 100.00 | 3.20 | 2/5/25 | 86 | ||||||||||||
130 | Capital One Financial Corp. (Consumer Finance), Callable 9/30/24 @ 100.00 | 3.30 | 10/30/24 | 140 | ||||||||||||
220 | Capital One Financial Corp. (Consumer Finance), Callable 3/31/25 @ 100.00 | 4.25 | 4/30/25 | 245 | ||||||||||||
60 | Caterpillar, Inc. (Machinery), Callable 1/9/30 @ 100.00 | 2.60 | 4/9/30 | 64 | ||||||||||||
30 | Cisco Systems, Inc. (Communications Equipment) | 5.50 | 1/15/40 | 42 | ||||||||||||
595 | Citigroup, Inc. (Banks), Callable 7/21/26 @ 100.00 | 3.20 | 10/21/26 | 644 | ||||||||||||
135 | Citigroup, Inc. (Banks), Callable 3/31/30 @ 100.00 | 4.41 (SOFR + 391 bps)(b) | 3/31/31 | 158 | ||||||||||||
25 | Comcast Corp. (Media) | 4.65 | 7/15/42 | 31 | ||||||||||||
245 | Comcast Corp. (Media) | 4.75 | 3/1/44 | 314 | ||||||||||||
170 | ConocoPhillips (Oil, Gas & Consumable Fuels) | 6.50 | 2/1/39 | 251 | ||||||||||||
20 | Consolidated Edison Company of New York, Inc., Series 2008-B (Multi-Utilities) | 6.75 | 4/1/38 | 29 | ||||||||||||
255 | Constellation Brands, Inc. (Beverages), Callable 5/1/29 @ 100.00 | 3.15 | 8/1/29 | 274 | ||||||||||||
230 | CSX Corp. (Road & Rail) | 6.22 | 4/30/40 | 334 | ||||||||||||
184 | CVS Health Corp. (Health Care Providers & Services), Callable 12/25/27 @ 100.00 | 4.30 | 3/25/28 | 211 | ||||||||||||
260 | CVS Health Corp. (Health Care Providers & Services), Callable 9/25/37 @ 100.00 | 4.78 | 3/25/38 | 320 | ||||||||||||
188 | Devon Energy Corp. (Oil, Gas & Consumable Fuels), Callable 1/15/41 @ 100.00 | 5.60 | 7/15/41 | 232 | ||||||||||||
50 | Digital Realty Trust LP (Equity Real Estate Investment Trusts), Callable 4/15/28 @ 100.00 | 4.45 | 7/15/28 | 58 | ||||||||||||
90 | Dominion Energy Gas Holding LLC, Series B (Multi-Utilities), Callable 8/15/29 @ 100.00 | 3.00 | 11/15/29 | 95 | ||||||||||||
225 | Dominion Gas Holdings LLC (Multi-Utilities), Callable 9/15/24 @ 100.00 | 3.60 | 12/15/24 | 243 | ||||||||||||
35 | Duke Energy Carolinas LLC (Electric Utilities), Callable 6/15/41 @ 100.00 | 4.25 | 12/15/41 | 42 | ||||||||||||
25 | Duke Energy Progress LLC (Electric Utilities), Callable 2/15/45 @ 100.00 | 4.20 | 8/15/45 | 30 | ||||||||||||
55 | E.I. du Pont de Nemours and Co. (Chemicals), Callable 4/15/30 @ 100.00 | 2.30 | 7/15/30 | 56 | ||||||||||||
85 | Eaton Corp. (Electrical Equipment), Callable 6/15/27 @ 100.00 | 3.10 | 9/15/27 | 92 | ||||||||||||
65 | Ecolab, Inc. (Chemicals), Callable 12/24/29 @ 100.00 | 4.80 | 3/24/30 | 79 | ||||||||||||
5 | Energy Transfer Partners LP (Oil, Gas & Consumable Fuels), Callable 3/15/28 @ 100.00 | 4.95 | 6/15/28 | 6 | ||||||||||||
80 | Enterprise Products Operating LLC (Oil, Gas & Consumable Fuels), Callable 11/15/25 @ 100.00 | 3.70 | 2/15/26 | 88 | ||||||||||||
204 | Enterprise Products Operating LLC (Oil, Gas & Consumable Fuels), Callable 9/15/43 @ 100.00 | 4.85 | 3/15/44 | 249 | ||||||||||||
195 | FedEx Corp., Series 2020-1, AA (Air Freight & Logistics) | 1.88 | 8/20/35 | 193 | ||||||||||||
140 | Fiserv, Inc. (IT Services), Callable 4/1/29 @ 100.00 | 3.50 | 7/1/29 | 154 | ||||||||||||
10 | Fiserv, Inc. (IT Services), Callable 1/1/49 @ 100.00 | 4.40 | 7/1/49 | 12 | ||||||||||||
270 | General Electric Co. (Industrial Conglomerates), Callable 3/1/27 @ 100.00 | 3.45 | 5/1/27 | 297 | ||||||||||||
135 | General Electric Co. (Industrial Conglomerates), Callable 2/1/30 @ 100.00 | 3.63 | 5/1/30 | 150 | ||||||||||||
355 | General Motors Co. (Automobiles), Callable 9/1/25 @ 100.00 | 6.13 | 10/1/25 | 419 | ||||||||||||
111 | Gilead Sciences, Inc. (Biotechnology), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 136 | ||||||||||||
25 | GlaxoSmithKline Capital, Inc. (Diversified Financial Services) | 6.38 | 5/15/38 | 37 | ||||||||||||
315 | Healthcare Trust of America Holdings LP (Equity Real Estate Investment Trusts), Callable 5/1/26 @ 100.00 | 3.50 | 8/1/26 | 345 | ||||||||||||
65 | Intel Corp. (Semiconductors & Semiconductor Equipment), Callable 6/8/47 @ 100.00 | 3.73 | 12/8/47 | 74 | ||||||||||||
75 | International Business Machines Corp. (IT Services) | 4.00 | 6/20/42 | 88 |
See accompanying notes to financial statements.
199
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Corporate Bonds (continued) | ||||||||||||||||
$ | 105 | International Paper Co. (Containers & Packaging), Callable 5/15/41 @ 100.00 | 6.00 | 11/15/41 | $ | 151 | ||||||||||
25 | JPMorgan Chase & Co. (Banks), Callable 10/15/29 @ 100.00 | 2.74 (SOFR + 151 bps)(b) | 10/15/30 | 26 | ||||||||||||
30 | JPMorgan Chase & Co. (Banks), Callable 5/1/27 @ 100.00 | 3.54 (US0003M + 138 bps)(b) | 5/1/28 | 33 | ||||||||||||
165 | JPMorgan Chase & Co. (Banks), Callable 5/6/29 @ 100.00 | 3.70 (US0003M + 116 bps)(b) | 5/6/30 | 184 | ||||||||||||
515 | JPMorgan Chase & Co. (Banks), Callable 4/23/28 @ 100.00 | 4.00 (US0003M + 112 bps)(b) | 4/23/29 | 580 | ||||||||||||
135 | JPMorgan Chase & Co. (Banks) | 8.00 | 4/29/27 | 182 | ||||||||||||
235 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels), Callable 12/1/44 @ 100.00 | 5.55 | 6/1/45 | 302 | ||||||||||||
110 | Lincoln National Corp. (Insurance), Callable 9/15/26 @ 100.00 | 3.63 | 12/12/26 | 122 | ||||||||||||
175 | Lincoln National Corp. (Insurance) | 7.00 | 6/15/40 | 267 | ||||||||||||
30 | Lockheed Martin Corp. (Aerospace & Defense), Callable 9/1/44 @ 100.00 | 3.80 | 3/1/45 | 35 | ||||||||||||
70 | Lockheed Martin Corp. (Aerospace & Defense) | 4.07 | 12/15/42 | 85 | ||||||||||||
90 | LYB International Finance III LLC (Chemicals), Callable 2/1/30 @ 100.00 | 3.38 | 5/1/30 | 98 | ||||||||||||
70 | Martin Marietta Materials, Inc. (Construction Materials), Callable 3/1/27 @ 100.00 | 3.45 | 6/1/27 | 77 | ||||||||||||
75 | Martin Marietta Materials, Inc. (Construction Materials), Callable 9/15/27 @ 100.00 | 3.50 | 12/15/27 | 83 | ||||||||||||
135 | Martin Marietta Materials, Inc. (Construction Materials), Callable 4/2/24 @ 100.00 | 4.25 | 7/2/24 | 147 | ||||||||||||
145 | Microsoft Corp. (Software), Callable 9/17/61 @ 100.00 | 3.04 | 3/17/62 | 155 | ||||||||||||
105 | Mohawk Industries, Inc. (Household Durables), Callable 2/15/30 @ 100.00 | 3.63 | 5/15/30 | 115 | ||||||||||||
180 | Morgan Stanley (Capital Markets) | 3.88 | 1/27/26 | 201 | ||||||||||||
395 | Morgan Stanley, MTN (Capital Markets), Callable 1/23/29 @ 100.00 | 4.43 (US0003M + 163 bps)(b) | 1/23/30 | 462 | ||||||||||||
110 | National Retail Properties, Inc. (Equity Real Estate Investment Trusts), Callable 1/15/30 @ 200.00 | 2.50 | 4/15/30 | 112 | ||||||||||||
130 | National Rural Utilities Cooperative Finance Corp. (Diversified Financial Services), Callable 1/25/27 @ 100.00 | 3.05 | 4/25/27 | 142 | ||||||||||||
90 | NextEra Energy Capital Holdings, Inc. (Electric Utilities), Callable 4/1/25 @ 100.00 | 2.75 | 5/1/25 | 95 | ||||||||||||
130 | Northrop Grumman Corp. (Aerospace & Defense), Callable 4/15/47 @ 100.00 | 4.03 | 10/15/47 | 154 | ||||||||||||
35 | Nucor Corp. (Metals & Mining), Callable 3/1/30 @ 100.00 | 2.70 | 6/1/30 | 37 | ||||||||||||
125 | Nucor Corp. (Metals & Mining), Callable 2/1/43 @ 100.00 | 5.20 | 8/1/43 | 169 | ||||||||||||
145 | NVIDIA Corp. (Semiconductors & Semiconductor Equipment), Callable 1/1/30 @ 100.00 | 2.85 | 4/1/30 | 157 | ||||||||||||
220 | Oklahoma Gas and Electric Co. (Electric Utilities), Callable 2/15/28 @ 100.00 | 3.80 | 8/15/28 | 246 | ||||||||||||
173 | Oracle Corp. (Software) | 5.38 | 7/15/40 | 224 | ||||||||||||
120 | Pfizer, Inc. (Pharmaceuticals), Callable 3/15/38 @ 100.00 | 4.10 | 9/15/38 | 146 | ||||||||||||
160 | Philip Morris International, Inc. (Tobacco) | 4.50 | 3/20/42 | 190 | ||||||||||||
155 | Principal Financial Group, Inc. (Insurance), Callable 2/15/29 @ 100.00 | 3.70 | 5/15/29 | 173 | ||||||||||||
255 | Progress Energy, Inc. (Electric Utilities) | 6.00 | 12/1/39 | 349 | ||||||||||||
70 | Prudential Financial, Inc., MTN (Insurance), Callable 9/10/39 @ 100.00 | 3.00 | 3/10/40 | 72 | ||||||||||||
110 | Prudential Financial, Inc. (Insurance) | 4.60 | 5/15/44 | 139 | ||||||||||||
15 | Prudential Financial, Inc. (Insurance) | 6.63 | 6/21/40 | 23 | ||||||||||||
30 | Public Service Electric & Gas Co. (Electric Utilities), Callable 3/1/42 @ 100.00 | 3.65 | 9/1/42 | 34 | ||||||||||||
280 | RELX Capital, Inc. (Professional Services), Callable 2/22/30 @ 100.00 | 3.00 | 5/22/30 | 299 | ||||||||||||
155 | Rockwell Collins, Inc. (Aerospace & Defense), Callable 12/15/26 @ 100.00 | 3.50 | 3/15/27 | 168 | ||||||||||||
190 | Roper Technologies, Inc. (Industrial Conglomerates), Callable 9/15/25 @ 100.00 | 3.85 | 12/15/25 | 210 | ||||||||||||
90 | Roper Technologies, Inc. (Industrial Conglomerates), Callable 6/15/28 @ 100.00 | 4.20 | 9/15/28 | 103 | ||||||||||||
30 | Southern Company Gas Capital Corp. (Electric Utilities), Callable 3/15/26 @ 100.00 | 3.25 | 6/15/26 | 33 |
See accompanying notes to financial statements.
200
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Corporate Bonds (continued) | ||||||||||||||||
$ | 80 | Southern Company Gas Capital Corp. (Electric Utilities), Callable 11/30/46 @ 100.00 | 4.40 | 5/30/47 | $ | 94 | ||||||||||
125 | Southwest Airlines Co. (Airlines), Callable 4/15/27 @ 200.00 | 5.13 | 6/15/27 | 147 | ||||||||||||
72 | Southwest Airlines Co., Series 2017-1 (Airlines) | 6.15 | 2/1/24 | 74 | ||||||||||||
255 | Sunoco Logistics Partners Operations LP (Oil, Gas & Consumable Fuels), Callable 10/15/22 @ 100.00 | 3.45 | 1/15/23 | 264 | ||||||||||||
185 | Sunoco Logistics Partners Operations LP (Oil, Gas & Consumable Fuels), Callable 7/15/42 @ 100.00 | 4.95 | 1/15/43 | 203 | ||||||||||||
150 | TCI Communications, Inc. (Media) | 7.88 | 2/15/26 | 194 | ||||||||||||
470 | The Goldman Sachs Group, Inc. (Capital Markets), Callable 6/5/27 @ 100.00 | 3.69 (US0003M + 151 bps)(b) | 6/5/28 | 518 | ||||||||||||
215 | The Goldman Sachs Group, Inc. (Capital Markets), Callable 1/26/26 @ 100.00 | 3.85 | 1/26/27 | 236 | ||||||||||||
55 | The Home Depot, Inc. (Specialty Retail), Callable 6/6/48 @ 100.00 | 4.50 | 12/6/48 | 71 | ||||||||||||
145 | The Home Depot, Inc. (Specialty Retail), Callable 3/15/40 @ 100.00 | 5.40 | 9/15/40 | 200 | ||||||||||||
125 | The Interpublic Group of Companies, Inc. (Media) | 4.20 | 4/15/24 | 136 | ||||||||||||
205 | The Interpublic Group of Companies, Inc. (Media), Callable 12/30/29 @ 100.00 | 4.75 | 3/30/30 | 242 | ||||||||||||
120 | The Travelers Companies, Inc. (Insurance) | 6.25 | 6/15/37 | 176 | ||||||||||||
175 | The Walt Disney Co. (Entertainment), Callable 3/15/44 @ 100.00 | 4.75 | 9/15/44 | 229 | ||||||||||||
115 | Thermo Fisher Scientific, Inc. (Life Sciences Tools & Services), Callable 12/25/29 @ 100.00 | 4.50 | 3/25/30 | 137 | ||||||||||||
120 | Toyota Motor Credit Corp., MTN (Consumer Finance) | 3.38 | 4/1/30 | 135 | ||||||||||||
70 | Travelers Companies, Inc. (Insurance) | 5.35 | 11/1/40 | 97 | ||||||||||||
95 | Union Pacific Corp. (Road & Rail), Callable 6/10/28 @ 100.00 | 3.95 | 9/10/28 | 109 | ||||||||||||
15 | United Parcel Service, Inc. (Air Freight & Logistics), Callable 9/15/48 @ 100.00 | 4.25 | 3/15/49 | 19 | ||||||||||||
50 | United Technologies Corp. (Aerospace & Defense) | 4.50 | 6/1/42 | 62 | ||||||||||||
45 | UnitedHealth Group, Inc. (Health Care Providers & Services), Callable 5/15/41 @ 100.00 | 4.63 | 11/15/41 | 57 | ||||||||||||
95 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 4.75 | 7/15/45 | 125 | ||||||||||||
135 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 6.63 | 6/15/37 | 185 | ||||||||||||
375 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 4.33 | 9/21/28 | 435 | ||||||||||||
180 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 5.01 | 8/21/54 | 246 | ||||||||||||
130 | Virginia Electric and Power Co., Series B (Electric Utilities), Callable 3/15/47 @ 100.00 | 3.80 | 9/15/47 | 149 | ||||||||||||
80 | Virginia Electric and Power Co., Series D (Electric Utilities), Callable 2/15/43 @ 100.00 | 4.65 | 8/15/43 | 101 | ||||||||||||
60 | Walmart, Inc. (Food & Staples Retailing) | 5.63 | 4/1/40 | 86 | ||||||||||||
235 | Wells Fargo & Co., MTN (Banks), Callable 10/30/29 @ 100.00 | 2.88 (US0003M + 117 bps)(b) | 10/30/30 | 249 | ||||||||||||
495 | Wells Fargo & Co. (Banks) | 3.00 | 4/22/26 | 531 | ||||||||||||
120 | Wells Fargo & Co., MTN (Banks), Callable 5/22/27 @ 100.00 | 3.58 (US0003M + 131 bps)(b) | 5/22/28 | 132 | ||||||||||||
70 | Wells Fargo & Co., MTN (Banks), Callable 10/24/28 @ 100.00 | 4.15 | 1/24/29 | 80 | ||||||||||||
55 | WestRock MWV LLC (Containers & Packaging) | 8.20 | 1/15/30 | 77 | ||||||||||||
265 | WRKCo, Inc. (Containers & Packaging), Callable 1/15/26 @ 100.00 | 4.65 | 3/15/26 | 303 | ||||||||||||
165 | XTO Energy, Inc. (Oil, Gas & Consumable Fuels) | 6.75 | 8/1/37 | 241 | ||||||||||||
Total Corporate Bonds | 24,778 | |||||||||||||||
U.S. Treasury Obligations — 29.91% | ||||||||||||||||
65 | U.S. Treasury Bond | 1.13 | 5/15/40 | 56 | ||||||||||||
28 | U.S. Treasury Bond | 1.13 | 8/15/40 | 24 | ||||||||||||
105 | U.S. Treasury Bond | 1.25 | 5/15/50 | 86 | ||||||||||||
50 | U.S. Treasury Bond | 1.38 | 11/15/40 | 45 | ||||||||||||
115 | U.S. Treasury Bond | 1.38 | 8/15/50 | 97 |
See accompanying notes to financial statements.
201
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||||
$ | 140 | U.S. Treasury Bond | 1.63 | 11/15/50 | $ | 126 | ||||||||||
86 | U.S. Treasury Bond | 1.88 | 2/15/51 | 82 | ||||||||||||
40 | U.S. Treasury Bond | 1.88 | 2/15/41 | 39 | ||||||||||||
106 | U.S. Treasury Bond | 2.00 | 2/15/50 | 104 | ||||||||||||
101 | U.S. Treasury Bond | 2.25 | 8/15/49 | 105 | ||||||||||||
30 | U.S. Treasury Bond | 2.25 | 5/15/41 | 31 | ||||||||||||
117 | U.S. Treasury Bond | 2.25 | 8/15/46 | 121 | ||||||||||||
60 | U.S. Treasury Bond | 2.38 | 5/15/51 | 64 | ||||||||||||
96 | U.S. Treasury Bond | 2.38 | 11/15/49 | 102 | ||||||||||||
125 | U.S. Treasury Bond | 2.50 | 5/15/46 | 135 | ||||||||||||
60 | U.S. Treasury Bond | 2.50 | 2/15/45 | 65 | ||||||||||||
120 | U.S. Treasury Bond | 2.50 | 2/15/46 | 130 | ||||||||||||
80 | U.S. Treasury Bond | 2.75 | 11/15/47 | 91 | ||||||||||||
20 | U.S. Treasury Bond | 2.75 | 11/15/42 | 23 | ||||||||||||
55 | U.S. Treasury Bond | 2.75 | 8/15/47 | 63 | ||||||||||||
100 | U.S. Treasury Bond | 2.88 | 5/15/43 | 115 | ||||||||||||
94 | U.S. Treasury Bond | 2.88 | 5/15/49 | 110 | ||||||||||||
115 | U.S. Treasury Bond | 2.88 | 11/15/46 | 133 | ||||||||||||
110 | U.S. Treasury Bond | 2.88 | 8/15/45 | 127 | ||||||||||||
100 | U.S. Treasury Bond | 3.00 | 11/15/44 | 118 | ||||||||||||
50 | U.S. Treasury Bond | 3.00 | 11/15/45 | 59 | ||||||||||||
95 | U.S. Treasury Bond | 3.00 | 8/15/48 | 113 | ||||||||||||
90 | U.S. Treasury Bond | 3.00 | 2/15/49 | 108 | ||||||||||||
50 | U.S. Treasury Bond | 3.00 | 5/15/45 | 59 | ||||||||||||
50 | U.S. Treasury Bond | 3.00 | 2/15/48 | 60 | ||||||||||||
75 | U.S. Treasury Bond | 3.00 | 2/15/47 | 89 | ||||||||||||
55 | U.S. Treasury Bond | 3.00 | 5/15/47 | 65 | ||||||||||||
80 | U.S. Treasury Bond | 3.13 | 5/15/48 | 98 | ||||||||||||
22 | U.S. Treasury Bond | 3.13 | 2/15/42 | 26 | ||||||||||||
115 | U.S. Treasury Bond | 3.13 | 8/15/44 | 138 | ||||||||||||
15 | U.S. Treasury Bond | 3.13 | 11/15/41 | 18 | ||||||||||||
90 | U.S. Treasury Bond | 3.13 | 2/15/43 | 107 | ||||||||||||
75 | U.S. Treasury Bond | 3.38 | 5/15/44 | 93 | ||||||||||||
30 | U.S. Treasury Bond | 3.38 | 11/15/48 | 38 | ||||||||||||
8 | U.S. Treasury Bond | 3.50 | 2/15/39 | 10 | ||||||||||||
100 | U.S. Treasury Bond | 3.63 | 2/15/44 | 129 | ||||||||||||
75 | U.S. Treasury Bond | 3.63 | 8/15/43 | 97 | ||||||||||||
33 | U.S. Treasury Bond | 3.75 | 8/15/41 | 43 | ||||||||||||
75 | U.S. Treasury Bond | 3.75 | 11/15/43 | 98 | ||||||||||||
10 | U.S. Treasury Bond | 3.88 | 8/15/40 | 13 | ||||||||||||
35 | U.S. Treasury Bond | 4.38 | 5/15/41 | 49 | ||||||||||||
25 | U.S. Treasury Bond | 4.38 | 2/15/38 | 34 | ||||||||||||
25 | U.S. Treasury Bond | 4.38 | 11/15/39 | 35 | ||||||||||||
15 | U.S. Treasury Bond | 4.38 | 5/15/40 | 21 | ||||||||||||
20 | U.S. Treasury Bond | 4.50 | 2/15/36 | 27 | ||||||||||||
35 | U.S. Treasury Bond | 4.63 | 2/15/40 | 50 | ||||||||||||
70 | U.S. Treasury Bond | 4.75 | 2/15/41 | 103 | ||||||||||||
40 | U.S. Treasury Bond | 5.00 | 5/15/37 | 58 |
See accompanying notes to financial statements.
202
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||||
$ | 20 | U.S. Treasury Bond | 5.25 | 2/15/29 | $ | 26 | ||||||||||
40 | U.S. Treasury Bond | 5.38 | 2/15/31 | 54 | ||||||||||||
25 | U.S. Treasury Bond | 6.00 | 2/15/26 | 31 | ||||||||||||
25 | U.S. Treasury Bond | 6.13 | 8/15/29 | 34 | ||||||||||||
60 | U.S. Treasury Bond | 6.13 | 11/15/27 | 79 | ||||||||||||
35 | U.S. Treasury Bond | 6.25 | 5/15/30 | 49 | ||||||||||||
15 | U.S. Treasury Bond | 6.50 | 11/15/26 | 19 | ||||||||||||
17 | U.S. Treasury Bond | 7.50 | 11/15/24 | 21 | ||||||||||||
15 | U.S. Treasury Bond | 7.63 | 2/15/25 | 19 | ||||||||||||
110 | U.S. Treasury Note | 0.13 | 7/31/22 | 110 | ||||||||||||
130 | U.S. Treasury Note | 0.13 | 1/31/23 | 130 | ||||||||||||
100 | U.S. Treasury Note | 0.13 | 11/30/22 | 100 | ||||||||||||
25 | U.S. Treasury Note | 0.13 | 12/31/22 | 25 | ||||||||||||
115 | U.S. Treasury Note | 0.13 | 9/30/22 | 115 | ||||||||||||
25 | U.S. Treasury Note | 0.13 | 4/30/23 | 25 | ||||||||||||
135 | U.S. Treasury Note | 0.13 | 5/31/23 | 135 | ||||||||||||
120 | U.S. Treasury Note | 0.13 | 12/15/23 | 119 | ||||||||||||
45 | U.S. Treasury Note | 0.13 | 10/15/23 | 45 | ||||||||||||
120 | U.S. Treasury Note | 0.13 | 10/31/22 | 120 | ||||||||||||
125 | U.S. Treasury Note | 0.13 | 1/15/24 | 124 | ||||||||||||
50 | U.S. Treasury Note | 0.13 | 6/30/23 | 50 | ||||||||||||
98 | U.S. Treasury Note | 0.13 | 2/28/23 | 98 | ||||||||||||
65 | U.S. Treasury Note | 0.13 | 8/31/22 | 65 | ||||||||||||
75 | U.S. Treasury Note | 0.13 | 2/15/24 | 75 | ||||||||||||
100 | U.S. Treasury Note | 0.13 | 3/31/23 | 100 | ||||||||||||
120 | U.S. Treasury Note | 0.25 | 3/15/24 | 120 | ||||||||||||
100 | U.S. Treasury Note | 0.25 | 5/31/25 | 98 | ||||||||||||
60 | U.S. Treasury Note | 0.25 | 6/30/25 | 59 | ||||||||||||
120 | U.S. Treasury Note | 0.25 | 6/15/24 | 119 | ||||||||||||
120 | U.S. Treasury Note | 0.25 | 5/15/24 | 119 | ||||||||||||
55 | U.S. Treasury Note | 0.25 | 11/15/23 | 55 | ||||||||||||
25 | U.S. Treasury Note | 0.25 | 9/30/25 | 24 | ||||||||||||
125 | U.S. Treasury Note | 0.25 | 10/31/25 | 122 | ||||||||||||
115 | U.S. Treasury Note | 0.25 | 8/31/25 | 113 | ||||||||||||
60 | U.S. Treasury Note | 0.25 | 7/31/25 | 59 | ||||||||||||
115 | U.S. Treasury Note | 0.38 | 9/30/27 | 110 | ||||||||||||
85 | U.S. Treasury Note | 0.38 | 4/30/25 | 84 | ||||||||||||
82 | U.S. Treasury Note | 0.38 | 1/31/26 | 80 | ||||||||||||
120 | U.S. Treasury Note | 0.38 | 4/15/24 | 120 | ||||||||||||
60 | U.S. Treasury Note | 0.38 | 11/30/25 | 59 | ||||||||||||
100 | U.S. Treasury Note | 0.38 | 7/31/27 | 96 | ||||||||||||
25 | U.S. Treasury Note | 0.38 | 12/31/25 | 25 | ||||||||||||
70 | U.S. Treasury Note | 0.50 | 5/31/27 | 68 | ||||||||||||
90 | U.S. Treasury Note | 0.50 | 3/15/23 | 90 | ||||||||||||
105 | U.S. Treasury Note | 0.50 | 8/31/27 | 101 | ||||||||||||
120 | U.S. Treasury Note | 0.50 | 10/31/27 | 115 | ||||||||||||
130 | U.S. Treasury Note | 0.50 | 2/28/26 | 128 | ||||||||||||
95 | U.S. Treasury Note | 0.50 | 6/30/27 | 92 |
See accompanying notes to financial statements.
203
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||||
$ | 175 | U.S. Treasury Note | 0.63 | 8/15/30 | $ | 163 | ||||||||||
120 | U.S. Treasury Note | 0.63 | 5/15/30 | 112 | ||||||||||||
125 | U.S. Treasury Note | 0.63 | 11/30/27 | 121 | ||||||||||||
5 | U.S. Treasury Note | 0.63 | 3/31/27 | 5 | ||||||||||||
130 | U.S. Treasury Note | 0.63 | 12/31/27 | 126 | ||||||||||||
125 | U.S. Treasury Note | 0.75 | 4/30/26 | 124 | ||||||||||||
30 | U.S. Treasury Note | 0.75 | 5/31/26 | 30 | ||||||||||||
135 | U.S. Treasury Note | 0.75 | 1/31/28 | 131 | ||||||||||||
60 | U.S. Treasury Note | 0.88 | 6/30/26 | 60 | ||||||||||||
185 | U.S. Treasury Note | 0.88 | 11/15/30 | 176 | ||||||||||||
211 | U.S. Treasury Note | 1.13 | 2/15/31 | 204 | ||||||||||||
70 | U.S. Treasury Note | 1.13 | 2/28/27 | 70 | ||||||||||||
45 | U.S. Treasury Note | 1.13 | 2/28/25 | 46 | ||||||||||||
130 | U.S. Treasury Note | 1.13 | 2/29/28 | 130 | ||||||||||||
45 | U.S. Treasury Note | 1.25 | 8/31/24 | 46 | ||||||||||||
130 | U.S. Treasury Note | 1.25 | 3/31/28 | 131 | ||||||||||||
130 | U.S. Treasury Note | 1.25 | 4/30/28 | 130 | ||||||||||||
125 | U.S. Treasury Note | 1.25 | 6/30/28 | 125 | ||||||||||||
130 | U.S. Treasury Note | 1.25 | 5/31/28 | 130 | ||||||||||||
70 | U.S. Treasury Note | 1.38 | 6/30/23 | 72 | ||||||||||||
95 | U.S. Treasury Note | 1.38 | 1/31/25 | 98 | ||||||||||||
60 | U.S. Treasury Note | 1.38 | 2/15/23 | 61 | ||||||||||||
50 | U.S. Treasury Note | 1.38 | 10/15/22 | 51 | ||||||||||||
75 | U.S. Treasury Note | 1.38 | 9/30/23 | 77 | ||||||||||||
25 | U.S. Treasury Note | 1.38 | 8/31/23 | 26 | ||||||||||||
50 | U.S. Treasury Note | 1.50 | 10/31/24 | 52 | ||||||||||||
105 | U.S. Treasury Note | 1.50 | 2/28/23 | 107 | ||||||||||||
5 | U.S. Treasury Note | 1.50 | 9/15/22 | 5 | ||||||||||||
35 | U.S. Treasury Note | 1.50 | 1/31/27 | 36 | ||||||||||||
63 | U.S. Treasury Note | 1.50 | 2/15/30 | 64 | ||||||||||||
25 | U.S. Treasury Note | 1.50 | 8/15/26 | 26 | ||||||||||||
25 | U.S. Treasury Note | 1.50 | 8/15/22 | 25 | ||||||||||||
80 | U.S. Treasury Note | 1.50 | 9/30/24 | 83 | ||||||||||||
80 | U.S. Treasury Note | 1.50 | 1/15/23 | 82 | ||||||||||||
90 | U.S. Treasury Note | 1.50 | 11/30/24 | 93 | ||||||||||||
100 | U.S. Treasury Note | 1.63 | 10/31/23 | 103 | ||||||||||||
120 | U.S. Treasury Note | 1.63 | 5/15/31 | 122 | ||||||||||||
65 | U.S. Treasury Note | 1.63 | 8/15/22 | 66 | ||||||||||||
80 | U.S. Treasury Note | 1.63 | 5/31/23 | 82 | ||||||||||||
102 | U.S. Treasury Note | 1.63 | 11/15/22 | 104 | ||||||||||||
50 | U.S. Treasury Note | 1.63 | 12/15/22 | 51 | ||||||||||||
130 | U.S. Treasury Note | 1.63 | 8/15/29 | 133 | ||||||||||||
60 | U.S. Treasury Note | 1.63 | 4/30/23 | 62 | ||||||||||||
120 | U.S. Treasury Note | 1.63 | 2/15/26 | 124 | ||||||||||||
70 | U.S. Treasury Note | 1.63 | 9/30/26 | 73 | ||||||||||||
20 | U.S. Treasury Note | 1.75 | 7/15/22 | 20 | ||||||||||||
114 | U.S. Treasury Note | 1.75 | 5/15/23 | 117 | ||||||||||||
80 | U.S. Treasury Note | 1.75 | 7/31/24 | 83 |
See accompanying notes to financial statements.
204
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||||
$ | 20 | U.S. Treasury Note | 1.75 | 12/31/26 | $ | 21 | ||||||||||
120 | U.S. Treasury Note | 1.75 | 11/15/29 | 124 | ||||||||||||
88 | U.S. Treasury Note | 1.75 | 12/31/24 | 92 | ||||||||||||
110 | U.S. Treasury Note | 1.75 | 9/30/22 | 112 | ||||||||||||
75 | U.S. Treasury Note | 1.75 | 6/30/24 | 78 | ||||||||||||
55 | U.S. Treasury Note | 1.75 | 1/31/23 | 56 | ||||||||||||
85 | U.S. Treasury Note | 1.88 | 8/31/22 | 87 | ||||||||||||
75 | U.S. Treasury Note | 1.88 | 7/31/26 | 79 | ||||||||||||
25 | U.S. Treasury Note | 1.88 | 6/30/26 | 26 | ||||||||||||
65 | U.S. Treasury Note | 1.88 | 7/31/22 | 66 | ||||||||||||
20 | U.S. Treasury Note | 1.88 | 8/31/24 | 21 | ||||||||||||
90 | U.S. Treasury Note | 1.88 | 9/30/22 | 92 | ||||||||||||
70 | U.S. Treasury Note | 1.88 | 10/31/22 | 72 | ||||||||||||
125 | U.S. Treasury Note | 2.00 | 5/31/24 | 131 | ||||||||||||
95 | U.S. Treasury Note | 2.00 | 6/30/24 | 99 | ||||||||||||
150 | U.S. Treasury Note | 2.00 | 11/30/22 | 154 | ||||||||||||
70 | U.S. Treasury Note | 2.00 | 4/30/24 | 73 | ||||||||||||
95 | U.S. Treasury Note | 2.00 | 7/31/22 | 97 | ||||||||||||
160 | U.S. Treasury Note | 2.00 | 11/15/26 | 169 | ||||||||||||
170 | U.S. Treasury Note | 2.00 | 2/15/25 | 178 | ||||||||||||
75 | U.S. Treasury Note | 2.00 | 10/31/22 | 77 | ||||||||||||
55 | U.S. Treasury Note | 2.13 | 7/31/24 | 58 | ||||||||||||
170 | U.S. Treasury Note | 2.13 | 3/31/24 | 178 | ||||||||||||
5 | U.S. Treasury Note | 2.13 | 2/29/24 | 5 | ||||||||||||
90 | U.S. Treasury Note | 2.13 | 11/30/23 | 94 | ||||||||||||
110 | U.S. Treasury Note | 2.13 | 12/31/22 | 113 | ||||||||||||
65 | U.S. Treasury Note | 2.13 | 9/30/24 | 68 | ||||||||||||
85 | U.S. Treasury Note | 2.13 | 5/15/25 | 90 | ||||||||||||
100 | U.S. Treasury Note | 2.13 | 5/31/26 | 106 | ||||||||||||
160 | U.S. Treasury Note | 2.25 | 8/15/27 | 171 | ||||||||||||
80 | U.S. Treasury Note | 2.25 | 1/31/24 | 84 | ||||||||||||
95 | U.S. Treasury Note | 2.25 | 11/15/25 | 101 | ||||||||||||
175 | U.S. Treasury Note | 2.25 | 11/15/27 | 187 | ||||||||||||
50 | U.S. Treasury Note | 2.25 | 4/30/24 | 53 | ||||||||||||
80 | U.S. Treasury Note | 2.25 | 3/31/26 | 85 | ||||||||||||
55 | U.S. Treasury Note | 2.25 | 12/31/24 | 58 | ||||||||||||
165 | U.S. Treasury Note | 2.25 | 2/15/27 | 176 | ||||||||||||
150 | U.S. Treasury Note | 2.25 | 11/15/24 | 159 | ||||||||||||
80 | U.S. Treasury Note | 2.25 | 12/31/23 | 84 | ||||||||||||
55 | U.S. Treasury Note | 2.25 | 10/31/24 | 58 | ||||||||||||
120 | U.S. Treasury Note | 2.38 | 5/15/29 | 129 | ||||||||||||
110 | U.S. Treasury Note | 2.38 | 1/31/23 | 114 | ||||||||||||
80 | U.S. Treasury Note | 2.38 | 4/30/26 | 86 | ||||||||||||
100 | U.S. Treasury Note | 2.38 | 8/15/24 | 106 | ||||||||||||
100 | U.S. Treasury Note | 2.38 | 2/29/24 | 105 | ||||||||||||
175 | U.S. Treasury Note | 2.38 | 5/15/27 | 187 | ||||||||||||
67 | U.S. Treasury Note | 2.50 | 8/15/23 | 70 | ||||||||||||
105 | U.S. Treasury Note | 2.50 | 5/15/24 | 111 |
See accompanying notes to financial statements.
205
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||||
$ | 60 | U.S. Treasury Note | 2.50 | 3/31/23 | $ | 62 | ||||||||||
50 | U.S. Treasury Note | 2.50 | 1/31/24 | 53 | ||||||||||||
60 | U.S. Treasury Note | 2.50 | 2/28/26 | 65 | ||||||||||||
60 | U.S. Treasury Note | 2.63 | 2/28/23 | 62 | ||||||||||||
75 | U.S. Treasury Note | 2.63 | 3/31/25 | 81 | ||||||||||||
85 | U.S. Treasury Note | 2.63 | 1/31/26 | 92 | ||||||||||||
105 | U.S. Treasury Note | 2.63 | 6/30/23 | 110 | ||||||||||||
90 | U.S. Treasury Note | 2.63 | 12/31/25 | 97 | ||||||||||||
165 | U.S. Treasury Note | 2.63 | 2/15/29 | 181 | ||||||||||||
100 | U.S. Treasury Note | 2.63 | 12/31/23 | 106 | ||||||||||||
105 | U.S. Treasury Note | 2.75 | 2/15/28 | 116 | ||||||||||||
90 | U.S. Treasury Note | 2.75 | 2/28/25 | 97 | ||||||||||||
85 | U.S. Treasury Note | 2.75 | 8/31/25 | 92 | ||||||||||||
100 | U.S. Treasury Note | 2.75 | 2/15/24 | 106 | ||||||||||||
170 | U.S. Treasury Note | 2.75 | 11/15/23 | 180 | ||||||||||||
90 | U.S. Treasury Note | 2.75 | 6/30/25 | 97 | ||||||||||||
45 | U.S. Treasury Note | 2.75 | 4/30/23 | 47 | ||||||||||||
35 | U.S. Treasury Note | 2.75 | 5/31/23 | 37 | ||||||||||||
90 | U.S. Treasury Note | 2.75 | 7/31/23 | 95 | ||||||||||||
105 | U.S. Treasury Note | 2.75 | 8/31/23 | 111 | ||||||||||||
140 | U.S. Treasury Note | 2.88 | 5/15/28 | 156 | ||||||||||||
90 | U.S. Treasury Note | 2.88 | 11/30/25 | 98 | ||||||||||||
75 | U.S. Treasury Note | 2.88 | 7/31/25 | 82 | ||||||||||||
50 | U.S. Treasury Note | 2.88 | 10/31/23 | 53 | ||||||||||||
105 | U.S. Treasury Note | 2.88 | 9/30/23 | 111 | ||||||||||||
90 | U.S. Treasury Note | 2.88 | 4/30/25 | 98 | ||||||||||||
35 | U.S. Treasury Note | 2.88 | 11/30/23 | 37 | ||||||||||||
200 | U.S. Treasury Note | 2.88 | 8/15/28 | 221 | ||||||||||||
85 | U.S. Treasury Note | 3.00 | 9/30/25 | 93 | ||||||||||||
85 | U.S. Treasury Note | 3.00 | 10/31/25 | 93 | ||||||||||||
115 | U.S. Treasury Note | 3.13 | 11/15/28 | 130 | ||||||||||||
Total U.S. Treasury Obligations | 19,811 | |||||||||||||||
Yankee Dollars — 5.06% | ||||||||||||||||
85 | America Movil SAB de CV (Wireless Telecommunication Services) | 6.13 | 11/15/37 | 118 | ||||||||||||
155 | Aptiv PLC (Auto Components), Callable 10/15/25 @ 100.00 | 4.25 | 1/15/26 | 175 | ||||||||||||
75 | BHP Billiton Finance USA Ltd. (Metals & Mining) | 5.00 | 9/30/43 | 101 | ||||||||||||
185 | BP Capital Markets PLC (Diversified Financial Services) | 3.54 | 11/4/24 | 201 | ||||||||||||
114 | British Telecommunications PLC (Diversified Telecommunication Services) | 9.63 | 12/15/30 | 176 | ||||||||||||
170 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels), Callable 6/15/25 @ 100.00 | 2.05 | 7/15/25 | 175 | ||||||||||||
200 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels), Callable 3/1/27 @ 100.00 | 3.85 | 6/1/27 | 221 | ||||||||||||
160 | Canadian Pacific Railway Co. (Road & Rail), Callable 12/5/29 @ 100.00 | 2.05 | 3/5/30 | 159 | ||||||||||||
25 | Canadian Pacific Railway Co. (Road & Rail), Callable 11/1/25 @ 100.00 | 3.70 | 2/1/26 | 27 | ||||||||||||
105 | Deutsche Telekom International Finance BV (Diversified Telecommunication Services) | 8.75(c) | 6/15/30 | 157 | ||||||||||||
90 | Diageo Capital PLC (Diversified Financial Services) | 5.88 | 9/30/36 | 128 | ||||||||||||
55 | Enbridge, Inc. (Oil, Gas & Consumable Fuels), Callable 4/15/27 @ 100.00 | 3.70 | 7/15/27 | 61 | ||||||||||||
105 | Equinor ASA (Oil, Gas & Consumable Fuels), Callable 1/6/30 @ 100.00 | 3.13 | 4/6/30 | 114 | ||||||||||||
105 | Equinor ASA (Oil, Gas & Consumable Fuels) | 5.10 | 8/17/40 | 139 |
See accompanying notes to financial statements.
206
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Yankee Dollars (continued) | ||||||||||||||||
$ | 140 | Iberdrola International BV (Electric Utilities) | 5.81 | 3/15/25 | $ | 162 | ||||||||||
145 | Iberdrola International BV (Electric Utilities) | 6.75 | 7/15/36 | 219 | ||||||||||||
40 | LYB International Finance II BV (Chemicals), Callable 12/2/26 @ 100.00 | 3.50 | 3/2/27 | 44 | ||||||||||||
14 | LyondellBasell Industries N.V. (Chemicals) | 4.00 | 7/15/23 | 15 | ||||||||||||
95 | Nutrien Ltd. (Chemicals), Callable 2/13/30 @ 100.00 | 2.95 | 5/13/30 | 100 | ||||||||||||
120 | Orange SA (Diversified Telecommunication Services) | 9.00 | 3/1/31 | 189 | ||||||||||||
90 | Shell International Finance BV (Oil, Gas & Consumable Fuels) | 4.13 | 5/11/35 | 107 | ||||||||||||
50 | Shell International Finance BV (Diversified Financial Services) | 4.55 | 8/12/43 | 62 | ||||||||||||
55 | Shell International Finance BV (Oil, Gas & Consumable Fuels) | 6.38 | 12/15/38 | 81 | ||||||||||||
75 | Telefonica Emisiones SAU (Diversified Telecommunication Services) | 7.05 | 6/20/36 | 108 | ||||||||||||
140 | TransCanada PipeLines Ltd. (Oil, Gas & Consumable Fuels) | 6.10 | 6/1/40 | 191 | ||||||||||||
35 | Vodafone Group PLC (Wireless Telecommunication Services) | 5.00 | 5/30/38 | 44 | ||||||||||||
55 | Vodafone Group PLC (Wireless Telecommunication Services) | 6.15 | 2/27/37 | 76 | ||||||||||||
Total Yankee Dollars | 3,350 | |||||||||||||||
Shares | ||||||||||||||||
Investment Companies — 6.66% | ||||||||||||||||
178,189 | State Street Institutional Treasury Money Market Fund, Premier Class | 0.01(d) | 178 | |||||||||||||
4,234,442 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 0.01(d) | 4,235 | |||||||||||||
Total Investment Companies | 4,413 | |||||||||||||||
Total Investments Before TBA Sale Commitments (cost $65,109) — 102.70% | 68,020 | |||||||||||||||
Principal | ||||||||||||||||
TBA Sale Commitments (e) — (0.24)% | ||||||||||||||||
$ | (25 | ) | Fannie Mae, 30 YR TBA | 3.50 | 8/25/51 | (26 | ) | |||||||||
(25 | ) | Government National Mortgage Association, 30 YR TBA | 3.00 | 7/20/51 | (26 | ) | ||||||||||
(50 | ) | Government National Mortgage Association, 30 YR TBA | 3.50 | 7/20/51 | (52 | ) | ||||||||||
(50 | ) | Government National Mortgage Association, 30 YR TBA | 4.50 | 7/20/51 | (54 | ) | ||||||||||
Total TBA Sale Commitments | (158 | ) | ||||||||||||||
Liabilities in excess of other assets — (2.46)% | (1,632 | ) | ||||||||||||||
Net Assets — 100.00% | $ | 66,230 |
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 June 30, 2021. |
(b) | Variable Rate Security. The rate disclosed is the rate in effect on June 30, 2021. |
(c) | Step Bond: Coupon rate is set for an initial period and then increased to a higher coupon rate at a specified date. The rate disclosed is the rate in effect on June 30, 2021. |
(d) | Annualized 7-day yield as of period-end. |
(e) | Represents a “to be announced” transaction. The Portfolio has committed to sell securities for which all specific information is not available at this time. (See Note 2 in the Notes to Financial Statements.) |
bps—Basis Points |
MTN—Medium Term Note |
SOFR—Secured Overnight Financing Rate |
TBA—To Be Announced purchase or sale commitment. Security is subject to delayed delivery |
US0003M—3 Month US Dollar LIBOR |
See accompanying notes to financial statements.
207
HC CAPITAL TRUST
The Core Fixed Income Portfolio
Portfolio of Investments (concluded) — June 30, 2021
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The Core Fixed Income Portfolio | Agincourt | Mellon | HC Capital | Total |
Asset Backed Securities | — | 0.08% | — | 0.08% |
Collateralized Mortgage Obligations | — | 1.75% | — | 1.75% |
U.S. Government Agency Mortgages | — | 20.67% | — | 20.67% |
U.S. Government Agency Securities | — | 1.16% | — | 1.16% |
Corporate Bonds | 37.41% | — | — | 37.41% |
U.S. Treasury Obligations | — | 29.91% | — | 29.91% |
Yankee Dollars | 5.06% | — | — | 5.06% |
Investment Companies | 0.27% | 3.03% | 3.36% | 6.66% |
TBA Sale Commitments | — | -0.24% | — | -0.24% |
Other Assets (Liabilities) | 0.38% | -2.83% | -0.01% | -2.46% |
Total Net Assets | 43.12% | 53.53% | 3.35% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
See accompanying notes to financial statements.
208
HC CAPITAL TRUST
The Corporate Opportunities Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Rate % | Maturity | Value | ||||||||||||
Common Stock — 0.00% | ||||||||||||||||
1,740,900 | ACC Claims Holding LLC (Communications Equipment)(a)(b)^ | $ | — | |||||||||||||
Total Common Stock | — | |||||||||||||||
Principal | ||||||||||||||||
Loan Participations and Assignments — 4.87% | ||||||||||||||||
$ | 15,011 | Centric Commercial Funding, LP(a)(c) | 6.50 (US00001M with 1.00% floor + 550 bps) | 10/9/22 | 14,958 | |||||||||||
Total Loan Participations and Assignments | 14,958 | |||||||||||||||
Shares | ||||||||||||||||
Investment Companies — 93.24% | ||||||||||||||||
1,177,000 | Federated Hermes Treasury Obligations Fund, Institutional Shares^^ | 0.01(d) | 1,177 | |||||||||||||
285,406,048 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 0.01(d) | 285,406 | |||||||||||||
Total Investment Companies | 286,583 | |||||||||||||||
Total Investments (cost $301,601) — 98.11% | 301,541 | |||||||||||||||
Other assets in excess of liabilities — 1.89% | 5,802 | |||||||||||||||
Net Assets — 100.00% | $ | 307,343 |
Amounts designated as “—” are $0 or have been rounded to $0.
^ | All or part of this security was on loan as of June 30, 2021. |
^^ | Purchased with cash collateral held from securities lending. |
(a) | Security was valued using significant unobservable inputs as of June 30, 2021. |
(b) | Escrow security due to bankruptcy. |
(c) | The original loan commitment represents $24,000. The unfunded commitment represents $8,989 as of June 30, 2021 (amounts in thousands). |
(d) | Annualized 7-day yield as of period-end. |
bps—Basis Points |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The Corporate Opportunities Portfolio | Parametric | HC | Total |
Common Stock | 0.00% | — | 0.00% |
Loan Participations and Assignments | — | 4.87% | 4.87% |
Investment Companies | 92.83% | 0.41% | 93.24% |
Other Assets (Liabilities) | 2.24% | -0.35% | 1.89% |
Total Net Assets | 95.07% | 4.93% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
Amounts designated as 0.00% round to less than 0.005%.
See accompanying notes to financial statements.
209
HC CAPITAL TRUST
The Corporate Opportunities Portfolio
Portfolio of Investments (concluded) — June 30, 2021
The following table reflects the open derivative positions held by the Portfolio as of June 30, 2021.
Futures Contracts Purchased^
Description | Number of | Expiration | Notional | Value and | ||||||||||||
5-Year US Treasury Note Future | 1,415 | 9/30/21 | $ | 174,653 | $ | (256 | ) | |||||||||
E-Mini S&P 500 Future | 546 | 9/17/21 | 117,079 | 1,628 | ||||||||||||
$ | 291,732 | $ | 1,372 | |||||||||||||
Total Unrealized Appreciation | $ | 1,628 | ||||||||||||||
Total Unrealized Depreciation | (256 | ) | ||||||||||||||
Total Net Unrealized Appreciation/(Depreciation) | $ | 1,372 |
^ | Cash has been pledged as collateral for futures contracts held by the Portfolio. |
See accompanying notes to financial statements.
210
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Securities — 3.62% | ||||||||||||||||
$ | 250 | Fannie Mae | 0.25 | 11/27/23 | $ | 250 | ||||||||||
100 | Fannie Mae | 0.25 | 5/22/23 | 100 | ||||||||||||
200 | Fannie Mae | 0.25 | 7/10/23 | 200 | ||||||||||||
200 | Fannie Mae | 0.38 | 8/25/25 | 197 | ||||||||||||
150 | Fannie Mae | 0.50 | 6/17/25 | 149 | ||||||||||||
150 | Fannie Mae | 0.63 | 4/22/25 | 150 | ||||||||||||
50 | Fannie Mae | 0.75 | 10/8/27 | 49 | ||||||||||||
100 | Fannie Mae, Callable 9/18/21 @ 100.00 | 0.88 | 12/18/26 | 99 | ||||||||||||
200 | Fannie Mae | 0.88 | 8/5/30 | 190 | ||||||||||||
125 | Fannie Mae | 1.75 | 7/2/24 | 130 | ||||||||||||
100 | Fannie Mae | 1.88 | 9/24/26 | 105 | ||||||||||||
150 | Fannie Mae | 2.13 | 4/24/26 | 159 | ||||||||||||
200 | Fannie Mae | 2.50 | 2/5/24 | 211 | ||||||||||||
250 | Fannie Mae | 2.63 | 9/6/24 | 267 | ||||||||||||
95 | Fannie Mae | 6.25 | 5/15/29 | 129 | ||||||||||||
160 | Fannie Mae | 6.63 | 11/15/30 | 232 | ||||||||||||
180 | Fannie Mae | 7.25 | 5/15/30 | 267 | ||||||||||||
250 | Federal Farm Credit Bank | 0.13 | 11/23/22 | 250 | ||||||||||||
250 | Federal Farm Credit Bank | 0.15 | 9/9/22 | 250 | ||||||||||||
200 | Federal Farm Credit Bank | 0.25 | 5/6/22 | 200 | ||||||||||||
300 | Federal Farm Credit Bank | 0.25 | 2/26/24 | 299 | ||||||||||||
350 | Federal Farm Credit Bank | 0.38 | 4/8/22 | 350 | ||||||||||||
75 | Federal Farm Credit Bank, Callable 12/23/21 @ 100.00 | 1.24 | 12/23/30 | 72 | ||||||||||||
200 | Federal Home Loan Bank | 0.13 | 6/2/23 | 199 | ||||||||||||
50 | Federal Home Loan Bank | 0.13 | 10/21/22 | 50 | ||||||||||||
100 | Federal Home Loan Bank | 0.13 | 8/12/22 | 100 | ||||||||||||
85 | Federal Home Loan Bank | 1.13 | 7/14/21 | 85 | ||||||||||||
500 | Federal Home Loan Bank | 1.38 | 2/17/23 | 509 | ||||||||||||
300 | Federal Home Loan Bank | 2.13 | 6/10/22 | 306 | ||||||||||||
50 | Federal Home Loan Bank | 2.13 | 3/10/23 | 52 | ||||||||||||
150 | Federal Home Loan Bank | 2.88 | 9/13/24 | 161 | ||||||||||||
300 | Federal Home Loan Bank | 3.38 | 9/8/23 | 319 | ||||||||||||
65 | Federal Home Loan Bank | 5.50 | 7/15/36 | 96 | ||||||||||||
250 | Freddie Mac | 0.13 | 7/25/22 | 250 | ||||||||||||
50 | Freddie Mac | 0.13 | 10/16/23 | 50 | ||||||||||||
300 | Freddie Mac | 0.25 | 8/24/23 | 300 | ||||||||||||
100 | Freddie Mac | 0.25 | 12/4/23 | 100 | ||||||||||||
250 | Freddie Mac | 0.25 | 11/6/23 | 250 | ||||||||||||
250 | Freddie Mac | 0.38 | 9/23/25 | 246 | ||||||||||||
150 | Freddie Mac | 0.38 | 4/20/23 | 150 | ||||||||||||
150 | Freddie Mac | 0.38 | 7/21/25 | 148 | ||||||||||||
200 | Freddie Mac | 0.38 | 5/5/23 | 201 | ||||||||||||
100 | Freddie Mac, Callable 7/27/21 @ 100.00 | 0.80 | 10/27/26 | 99 | ||||||||||||
100 | Freddie Mac | 1.50 | 2/12/25 | 103 | ||||||||||||
150 | Freddie Mac | 6.25 | 7/15/32 | 220 | ||||||||||||
180 | Freddie Mac | 6.75 | 3/15/31 | 265 | ||||||||||||
110 | Tennessee Valley Authority | 4.70 | 7/15/33 | 144 | ||||||||||||
85 | Tennessee Valley Authority | 5.25 | 9/15/39 | 122 |
See accompanying notes to financial statements.
211
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Securities (continued) | ||||||||||||||||
$ | 100 | Tennessee Valley Authority | 5.88 | 4/1/36 | $ | 149 | ||||||||||
190 | Tennessee Valley Authority | 6.15 | 1/15/38 | 293 | ||||||||||||
Total U.S. Government Agency Securities | 9,272 | |||||||||||||||
U.S. Treasury Obligations — 92.55% | ||||||||||||||||
105 | U.S. Treasury Bond | 1.13 | 8/15/40 | 90 | ||||||||||||
685 | U.S. Treasury Bond | 1.25 | 5/15/50 | 559 | ||||||||||||
1,400 | U.S. Treasury Bond | 1.38 | 8/15/50 | 1,180 | ||||||||||||
1,005 | U.S. Treasury Bond | 1.38 | 11/15/40 | 903 | ||||||||||||
775 | U.S. Treasury Bond | 1.63 | 11/15/50 | 696 | ||||||||||||
250 | U.S. Treasury Bond | 1.88 | 2/15/41 | 245 | ||||||||||||
695 | U.S. Treasury Bond | 1.88 | 2/15/51 | 663 | ||||||||||||
1,345 | U.S. Treasury Bond | 2.00 | 2/15/50 | 1,321 | ||||||||||||
1,260 | U.S. Treasury Bond | 2.25 | 8/15/46 | 1,302 | ||||||||||||
1,250 | U.S. Treasury Bond | 2.25 | 8/15/49 | 1,295 | ||||||||||||
1,000 | U.S. Treasury Bond | 2.38 | 11/15/49 | 1,064 | ||||||||||||
635 | U.S. Treasury Bond | 2.38 | 5/15/51 | 678 | ||||||||||||
1,135 | U.S. Treasury Bond | 2.50 | 2/15/46 | 1,229 | ||||||||||||
1,015 | U.S. Treasury Bond | 2.50 | 2/15/45 | 1,097 | ||||||||||||
800 | U.S. Treasury Bond | 2.50 | 5/15/46 | 866 | ||||||||||||
1,110 | U.S. Treasury Bond | 2.75 | 8/15/47 | 1,262 | ||||||||||||
320 | U.S. Treasury Bond | 2.75 | 11/15/47 | 364 | ||||||||||||
1,500 | U.S. Treasury Bond | 2.88 | 5/15/49 | 1,756 | ||||||||||||
955 | U.S. Treasury Bond | 2.88 | 11/15/46 | 1,108 | ||||||||||||
780 | U.S. Treasury Bond | 2.88 | 8/15/45 | 901 | ||||||||||||
1,116 | U.S. Treasury Bond | 2.88 | 5/15/43 | 1,282 | ||||||||||||
1,015 | U.S. Treasury Bond | 3.00 | 11/15/44 | 1,194 | ||||||||||||
1,795 | U.S. Treasury Bond | 3.00 | 2/15/49 | 2,148 | ||||||||||||
1,260 | U.S. Treasury Bond | 3.00 | 5/15/45 | 1,485 | ||||||||||||
1,620 | U.S. Treasury Bond | 3.00 | 2/15/48 | 1,930 | ||||||||||||
1,360 | U.S. Treasury Bond | 3.00 | 8/15/48 | 1,623 | ||||||||||||
1,075 | U.S. Treasury Bond | 3.00 | 5/15/47 | 1,277 | ||||||||||||
705 | U.S. Treasury Bond | 3.00 | 2/15/47 | 837 | ||||||||||||
670 | U.S. Treasury Bond | 3.00 | 11/15/45 | 792 | ||||||||||||
827 | U.S. Treasury Bond | 3.13 | 2/15/43 | 987 | ||||||||||||
1,480 | U.S. Treasury Bond | 3.13 | 8/15/44 | 1,775 | ||||||||||||
1,505 | U.S. Treasury Bond | 3.13 | 5/15/48 | 1,835 | ||||||||||||
900 | U.S. Treasury Bond | 3.38 | 11/15/48 | 1,149 | ||||||||||||
1,130 | U.S. Treasury Bond | 3.38 | 5/15/44 | 1,408 | ||||||||||||
40 | U.S. Treasury Bond | 3.50 | 2/15/39 | 50 | ||||||||||||
970 | U.S. Treasury Bond | 3.63 | 8/15/43 | 1,248 | ||||||||||||
1,280 | U.S. Treasury Bond | 3.63 | 2/15/44 | 1,653 | ||||||||||||
645 | U.S. Treasury Bond | 3.75 | 11/15/43 | 846 | ||||||||||||
225 | U.S. Treasury Bond | 3.88 | 8/15/40 | 296 | ||||||||||||
550 | U.S. Treasury Bond | 4.25 | 11/15/40 | 758 | ||||||||||||
30 | U.S. Treasury Bond | 4.25 | 5/15/39 | 41 | ||||||||||||
530 | U.S. Treasury Bond | 4.38 | 2/15/38 | 729 | ||||||||||||
163 | U.S. Treasury Bond | 4.38 | 5/15/40 | 228 |
See accompanying notes to financial statements.
212
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||||
$ | 855 | U.S. Treasury Bond | 4.38 | 11/15/39 | $ | 1,188 | ||||||||||
551 | U.S. Treasury Bond | 4.38 | 5/15/41 | 773 | ||||||||||||
255 | U.S. Treasury Bond | 4.50 | 5/15/38 | 356 | ||||||||||||
150 | U.S. Treasury Bond | 4.50 | 8/15/39 | 211 | ||||||||||||
400 | U.S. Treasury Bond | 4.50 | 2/15/36 | 549 | ||||||||||||
673 | U.S. Treasury Bond | 4.63 | 2/15/40 | 965 | ||||||||||||
575 | U.S. Treasury Bond | 4.75 | 2/15/41 | 842 | ||||||||||||
70 | U.S. Treasury Bond | 4.75 | 2/15/37 | 99 | ||||||||||||
235 | U.S. Treasury Bond | 5.00 | 5/15/37 | 342 | ||||||||||||
425 | U.S. Treasury Bond | 5.25 | 2/15/29 | 547 | ||||||||||||
282 | U.S. Treasury Bond | 5.25 | 11/15/28 | 362 | ||||||||||||
99 | U.S. Treasury Bond | 5.38 | 2/15/31 | 134 | ||||||||||||
85 | U.S. Treasury Bond | 6.00 | 2/15/26 | 105 | ||||||||||||
280 | U.S. Treasury Bond | 6.13 | 8/15/29 | 384 | ||||||||||||
265 | U.S. Treasury Bond | 6.13 | 11/15/27 | 347 | ||||||||||||
320 | U.S. Treasury Bond | 6.25 | 5/15/30 | 451 | ||||||||||||
100 | U.S. Treasury Bond | 6.38 | 8/15/27 | 132 | ||||||||||||
218 | U.S. Treasury Bond | 6.50 | 11/15/26 | 281 | ||||||||||||
200 | U.S. Treasury Bond | 6.75 | 8/15/26 | 258 | ||||||||||||
300 | U.S. Treasury Bond | 6.88 | 8/15/25 | 375 | ||||||||||||
325 | U.S. Treasury Bond | 7.25 | 8/15/22 | 351 | ||||||||||||
295 | U.S. Treasury Bond | 7.63 | 2/15/25 | 369 | ||||||||||||
1,430 | U.S. Treasury Note | 0.13 | 4/30/23 | 1,428 | ||||||||||||
210 | U.S. Treasury Note | 0.13 | 12/15/23 | 209 | ||||||||||||
700 | U.S. Treasury Note | 0.13 | 7/15/23 | 698 | ||||||||||||
200 | U.S. Treasury Note | 0.13 | 2/28/23 | 200 | ||||||||||||
1,490 | U.S. Treasury Note | 0.13 | 3/31/23 | 1,488 | ||||||||||||
985 | U.S. Treasury Note | 0.13 | 10/15/23 | 981 | ||||||||||||
500 | U.S. Treasury Note | 0.13 | 11/30/22 | 500 | ||||||||||||
1,170 | U.S. Treasury Note | 0.13 | 7/31/22 | 1,170 | ||||||||||||
745 | U.S. Treasury Note | 0.13 | 8/15/23 | 743 | ||||||||||||
1,700 | U.S. Treasury Note | 0.13 | 8/31/22 | 1,700 | ||||||||||||
935 | U.S. Treasury Note | 0.13 | 9/30/22 | 935 | ||||||||||||
500 | U.S. Treasury Note | 0.13 | 6/30/23 | 499 | ||||||||||||
1,505 | U.S. Treasury Note | 0.13 | 9/15/23 | 1,500 | ||||||||||||
330 | U.S. Treasury Note | 0.13 | 12/31/22 | 330 | ||||||||||||
620 | U.S. Treasury Note | 0.25 | 6/30/25 | 609 | ||||||||||||
700 | U.S. Treasury Note | 0.25 | 6/15/23 | 700 | ||||||||||||
1,415 | U.S. Treasury Note | 0.25 | 6/15/24 | 1,406 | ||||||||||||
1,055 | U.S. Treasury Note | 0.25 | 3/15/24 | 1,051 | ||||||||||||
1,090 | U.S. Treasury Note | 0.25 | 5/31/25 | 1,072 | ||||||||||||
290 | U.S. Treasury Note | 0.25 | 7/31/25 | 284 | ||||||||||||
1,370 | U.S. Treasury Note | 0.25 | 5/15/24 | 1,363 | ||||||||||||
1,770 | U.S. Treasury Note | 0.25 | 8/31/25 | 1,734 | ||||||||||||
1,680 | U.S. Treasury Note | 0.25 | 10/31/25 | 1,642 | ||||||||||||
1,990 | U.S. Treasury Note | 0.25 | 9/30/25 | 1,948 | ||||||||||||
1,545 | U.S. Treasury Note | 0.38 | 12/31/25 | 1,516 | ||||||||||||
1,325 | U.S. Treasury Note | 0.38 | 7/31/27 | 1,270 |
See accompanying notes to financial statements.
213
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||||
$ | 1,845 | U.S. Treasury Note | 0.38 | 9/30/27 | $ | 1,763 | ||||||||||
1,400 | U.S. Treasury Note | 0.38 | 1/31/26 | 1,372 | ||||||||||||
235 | U.S. Treasury Note | 0.38 | 4/30/25 | 232 | ||||||||||||
1,380 | U.S. Treasury Note | 0.38 | 4/15/24 | 1,378 | ||||||||||||
630 | U.S. Treasury Note | 0.50 | 4/30/27 | 611 | ||||||||||||
175 | U.S. Treasury Note | 0.50 | 2/28/26 | 172 | ||||||||||||
1,510 | U.S. Treasury Note | 0.50 | 3/31/25 | 1,502 | ||||||||||||
200 | U.S. Treasury Note | 0.50 | 5/31/27 | 194 | ||||||||||||
500 | U.S. Treasury Note | 0.50 | 3/15/23 | 503 | ||||||||||||
1,595 | U.S. Treasury Note | 0.50 | 8/31/27 | 1,538 | ||||||||||||
1,280 | U.S. Treasury Note | 0.50 | 6/30/27 | 1,238 | ||||||||||||
2,275 | U.S. Treasury Note | 0.63 | 5/15/30 | 2,126 | ||||||||||||
45 | U.S. Treasury Note | 0.63 | 3/31/27 | 44 | ||||||||||||
1,840 | U.S. Treasury Note | 0.63 | 11/30/27 | 1,781 | ||||||||||||
2,055 | U.S. Treasury Note | 0.63 | 12/31/27 | 1,987 | ||||||||||||
1,895 | U.S. Treasury Note | 0.63 | 8/15/30 | 1,766 | ||||||||||||
1,400 | U.S. Treasury Note | 0.75 | 1/31/28 | 1,363 | ||||||||||||
1,320 | U.S. Treasury Note | 0.75 | 3/31/26 | 1,314 | ||||||||||||
2,115 | U.S. Treasury Note | 0.75 | 5/31/26 | 2,103 | ||||||||||||
1,190 | U.S. Treasury Note | 0.75 | 4/30/26 | 1,184 | ||||||||||||
830 | U.S. Treasury Note | 0.88 | 11/15/30 | 789 | ||||||||||||
525 | U.S. Treasury Note | 0.88 | 6/30/26 | 525 | ||||||||||||
35 | U.S. Treasury Note | 1.13 | 2/29/28 | 35 | ||||||||||||
965 | U.S. Treasury Note | 1.13 | 2/28/25 | 982 | ||||||||||||
2,310 | U.S. Treasury Note | 1.13 | 2/15/31 | 2,243 | ||||||||||||
1,510 | U.S. Treasury Note | 1.25 | 6/30/28 | 1,512 | ||||||||||||
1,520 | U.S. Treasury Note | 1.25 | 4/30/28 | 1,525 | ||||||||||||
1,540 | U.S. Treasury Note | 1.25 | 3/31/28 | 1,546 | ||||||||||||
660 | U.S. Treasury Note | 1.25 | 5/31/28 | 662 | ||||||||||||
670 | U.S. Treasury Note | 1.25 | 8/31/24 | 686 | ||||||||||||
1,000 | U.S. Treasury Note | 1.38 | 2/15/23 | 1,019 | ||||||||||||
560 | U.S. Treasury Note | 1.38 | 10/15/22 | 569 | ||||||||||||
1,205 | U.S. Treasury Note | 1.38 | 1/31/25 | 1,238 | ||||||||||||
200 | U.S. Treasury Note | 1.38 | 8/31/26 | 205 | ||||||||||||
1,485 | U.S. Treasury Note | 1.50 | 9/30/24 | 1,532 | ||||||||||||
580 | U.S. Treasury Note | 1.50 | 9/15/22 | 590 | ||||||||||||
225 | U.S. Treasury Note | 1.50 | 1/15/23 | 230 | ||||||||||||
1,090 | U.S. Treasury Note | 1.50 | 11/30/24 | 1,125 | ||||||||||||
905 | U.S. Treasury Note | 1.50 | 1/31/27 | 930 | ||||||||||||
1,915 | U.S. Treasury Note | 1.50 | 2/15/30 | 1,934 | ||||||||||||
465 | U.S. Treasury Note | 1.50 | 3/31/23 | 475 | ||||||||||||
1,205 | U.S. Treasury Note | 1.50 | 8/15/22 | 1,224 | ||||||||||||
1,620 | U.S. Treasury Note | 1.50 | 10/31/24 | 1,672 | ||||||||||||
1,252 | U.S. Treasury Note | 1.63 | 11/15/22 | 1,277 | ||||||||||||
655 | U.S. Treasury Note | 1.63 | 12/15/22 | 669 | ||||||||||||
945 | U.S. Treasury Note | 1.63 | 11/30/26 | 978 | ||||||||||||
1,660 | U.S. Treasury Note | 1.63 | 5/15/31 | 1,686 | ||||||||||||
200 | U.S. Treasury Note | 1.63 | 10/31/23 | 206 |
See accompanying notes to financial statements.
214
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||||
$ | 1,065 | U.S. Treasury Note | 1.63 | 8/15/22 | $ | 1,083 | ||||||||||
700 | U.S. Treasury Note | 1.63 | 8/31/22 | 712 | ||||||||||||
1,400 | U.S. Treasury Note | 1.63 | 2/15/26 | 1,451 | ||||||||||||
810 | U.S. Treasury Note | 1.63 | 4/30/23 | 831 | ||||||||||||
815 | U.S. Treasury Note | 1.63 | 5/31/23 | 837 | ||||||||||||
1,545 | U.S. Treasury Note | 1.63 | 8/15/29 | 1,580 | ||||||||||||
20 | U.S. Treasury Note | 1.75 | 7/15/22 | 20 | ||||||||||||
1,160 | U.S. Treasury Note | 1.75 | 12/31/24 | 1,207 | ||||||||||||
790 | U.S. Treasury Note | 1.75 | 11/15/29 | 815 | ||||||||||||
700 | U.S. Treasury Note | 1.75 | 1/31/23 | 717 | ||||||||||||
745 | U.S. Treasury Note | 1.75 | 7/31/24 | 774 | ||||||||||||
175 | U.S. Treasury Note | 1.75 | 6/30/24 | 182 | ||||||||||||
460 | U.S. Treasury Note | 1.75 | 9/30/22 | 469 | ||||||||||||
1,603 | U.S. Treasury Note | 1.75 | 5/15/23 | 1,648 | ||||||||||||
1,100 | U.S. Treasury Note | 1.75 | 12/31/26 | 1,146 | ||||||||||||
600 | U.S. Treasury Note | 1.88 | 10/31/22 | 614 | ||||||||||||
1,335 | U.S. Treasury Note | 1.88 | 7/31/22 | 1,360 | ||||||||||||
475 | U.S. Treasury Note | 1.88 | 6/30/26 | 498 | ||||||||||||
390 | U.S. Treasury Note | 1.88 | 7/31/26 | 409 | ||||||||||||
910 | U.S. Treasury Note | 1.88 | 9/30/22 | 930 | ||||||||||||
1,270 | U.S. Treasury Note | 1.88 | 8/31/22 | 1,296 | ||||||||||||
990 | U.S. Treasury Note | 1.88 | 8/31/24 | 1,033 | ||||||||||||
1,360 | U.S. Treasury Note | 2.00 | 4/30/24 | 1,420 | ||||||||||||
1,710 | U.S. Treasury Note | 2.00 | 5/31/24 | 1,787 | ||||||||||||
900 | U.S. Treasury Note | 2.00 | 10/31/22 | 922 | ||||||||||||
1,885 | U.S. Treasury Note | 2.00 | 11/15/26 | 1,989 | ||||||||||||
800 | U.S. Treasury Note | 2.00 | 7/31/22 | 816 | ||||||||||||
1,421 | U.S. Treasury Note | 2.00 | 2/15/25 | 1,492 | ||||||||||||
1,825 | U.S. Treasury Note | 2.00 | 8/15/25 | 1,920 | ||||||||||||
1,538 | U.S. Treasury Note | 2.00 | 2/15/23 | 1,583 | ||||||||||||
1,750 | U.S. Treasury Note | 2.00 | 11/30/22 | 1,795 | ||||||||||||
1,145 | U.S. Treasury Note | 2.13 | 2/29/24 | 1,198 | ||||||||||||
385 | U.S. Treasury Note | 2.13 | 5/15/25 | 406 | ||||||||||||
445 | U.S. Treasury Note | 2.13 | 11/30/24 | 469 | ||||||||||||
950 | U.S. Treasury Note | 2.13 | 3/31/24 | 995 | ||||||||||||
590 | U.S. Treasury Note | 2.13 | 7/31/24 | 620 | ||||||||||||
1,315 | U.S. Treasury Note | 2.13 | 9/30/24 | 1,383 | ||||||||||||
557 | U.S. Treasury Note | 2.13 | 11/30/23 | 581 | ||||||||||||
1,535 | U.S. Treasury Note | 2.13 | 12/31/22 | 1,580 | ||||||||||||
1,775 | U.S. Treasury Note | 2.25 | 11/15/27 | 1,899 | ||||||||||||
1,785 | U.S. Treasury Note | 2.25 | 2/15/27 | 1,908 | ||||||||||||
950 | U.S. Treasury Note | 2.25 | 12/31/23 | 995 | ||||||||||||
1,955 | U.S. Treasury Note | 2.25 | 11/15/24 | 2,066 | ||||||||||||
790 | U.S. Treasury Note | 2.25 | 10/31/24 | 835 | ||||||||||||
1,770 | U.S. Treasury Note | 2.25 | 8/15/27 | 1,893 | ||||||||||||
700 | U.S. Treasury Note | 2.25 | 4/30/24 | 736 | ||||||||||||
810 | U.S. Treasury Note | 2.25 | 1/31/24 | 849 | ||||||||||||
1,675 | U.S. Treasury Note | 2.25 | 11/15/25 | 1,782 |
See accompanying notes to financial statements.
215
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Treasury Obligations (continued) | ||||||||||||||||
$ | 795 | U.S. Treasury Note | 2.25 | 12/31/24 | $ | 841 | ||||||||||
1,810 | U.S. Treasury Note | 2.38 | 5/15/27 | 1,949 | ||||||||||||
340 | U.S. Treasury Note | 2.38 | 4/30/26 | 365 | ||||||||||||
1,950 | U.S. Treasury Note | 2.38 | 5/15/29 | 2,104 | ||||||||||||
1,250 | U.S. Treasury Note | 2.38 | 1/31/23 | 1,293 | ||||||||||||
1,375 | U.S. Treasury Note | 2.38 | 2/29/24 | 1,447 | ||||||||||||
1,675 | U.S. Treasury Note | 2.38 | 8/15/24 | 1,773 | ||||||||||||
1,020 | U.S. Treasury Note | 2.50 | 1/31/25 | 1,089 | ||||||||||||
1,370 | U.S. Treasury Note | 2.50 | 8/15/23 | 1,435 | ||||||||||||
1,065 | U.S. Treasury Note | 2.50 | 5/15/24 | 1,128 | ||||||||||||
850 | U.S. Treasury Note | 2.50 | 2/28/26 | 915 | ||||||||||||
1,300 | U.S. Treasury Note | 2.50 | 1/31/24 | 1,372 | ||||||||||||
990 | U.S. Treasury Note | 2.50 | 3/31/23 | 1,029 | ||||||||||||
1,250 | U.S. Treasury Note | 2.63 | 12/31/23 | 1,321 | ||||||||||||
1,995 | U.S. Treasury Note | 2.63 | 2/15/29 | 2,187 | ||||||||||||
1,205 | U.S. Treasury Note | 2.63 | 12/31/25 | 1,303 | ||||||||||||
985 | U.S. Treasury Note | 2.63 | 2/28/23 | 1,025 | ||||||||||||
955 | U.S. Treasury Note | 2.63 | 3/31/25 | 1,026 | ||||||||||||
1,500 | U.S. Treasury Note | 2.63 | 6/30/23 | 1,571 | ||||||||||||
1,055 | U.S. Treasury Note | 2.63 | 1/31/26 | 1,141 | ||||||||||||
980 | U.S. Treasury Note | 2.75 | 4/30/23 | 1,025 | ||||||||||||
1,010 | U.S. Treasury Note | 2.75 | 8/31/25 | 1,094 | ||||||||||||
1,897 | U.S. Treasury Note | 2.75 | 11/15/23 | 2,005 | ||||||||||||
2,120 | U.S. Treasury Note | 2.75 | 2/15/28 | 2,337 | ||||||||||||
1,050 | U.S. Treasury Note | 2.75 | 7/31/23 | 1,104 | ||||||||||||
745 | U.S. Treasury Note | 2.75 | 8/31/23 | 785 | ||||||||||||
1,620 | U.S. Treasury Note | 2.75 | 2/15/24 | 1,720 | ||||||||||||
585 | U.S. Treasury Note | 2.75 | 5/31/23 | 613 | ||||||||||||
2,245 | U.S. Treasury Note | 2.88 | 5/15/28 | 2,495 | ||||||||||||
750 | U.S. Treasury Note | 2.88 | 11/30/23 | 796 | ||||||||||||
800 | U.S. Treasury Note | 2.88 | 11/30/25 | 873 | ||||||||||||
1,105 | U.S. Treasury Note | 2.88 | 10/31/23 | 1,171 | ||||||||||||
1,000 | U.S. Treasury Note | 2.88 | 7/31/25 | 1,087 | ||||||||||||
1,500 | U.S. Treasury Note | 2.88 | 9/30/23 | 1,586 | ||||||||||||
1,230 | U.S. Treasury Note | 2.88 | 8/15/28 | 1,368 | ||||||||||||
505 | U.S. Treasury Note | 2.88 | 5/31/25 | 548 | ||||||||||||
995 | U.S. Treasury Note | 3.00 | 9/30/25 | 1,089 | ||||||||||||
880 | U.S. Treasury Note | 3.00 | 10/31/25 | 964 | ||||||||||||
1,380 | U.S. Treasury Note | 3.13 | 11/15/28 | 1,561 | ||||||||||||
400 | U.S. Treasury Note | 5.50 | 8/15/28 | 517 | ||||||||||||
Total U.S. Treasury Obligations | 237,365 | |||||||||||||||
Yankee Dollar — 0.05% | ||||||||||||||||
115 | AID-Israel (Sovereign Bond) | 5.50 | 9/18/23 | 128 | ||||||||||||
Total Yankee Dollar | 128 | |||||||||||||||
See accompanying notes to financial statements.
216
HC CAPITAL TRUST
The U.S. Government Fixed Income Securities Portfolio
Portfolio of Investments (concluded)— June 30, 2021
Shares | Rate % | Value | ||||||||||
Investment Company — 3.35% | ||||||||||||
8,585,573 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 0.01 | (a) | $ | 8,586 | |||||||
Total Investment Company | 8,586 | |||||||||||
Total Investments (cost $243,746) — 99.57% | 255,351 | |||||||||||
Other assets in excess of liabilities — 0.43% | 1,115 | |||||||||||
Net Assets — 100.00% | $ | 256,466 |
(a) | 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 June 30, 2021.
The U.S. Government Fixed Income Securities Portfolio | Mellon | HC | Total |
U.S. Government Agency Securities | 3.62% | — | 3.62% |
U.S. Treasury Obligations | 92.55% | — | 92.55% |
Yankee Dollar | 0.05% | — | 0.05% |
Investment Company | — | 3.35% | 3.35% |
Other Assets (Liabilities) | 0.43% | 0.00% | 0.43% |
Total Net Assets | 96.65% | 3.35% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
Amounts designated as 0.00% round to less than 0.005%.
See accompanying notes to financial statements.
217
HC CAPITAL TRUST
The Inflation Protected Securities Portfolio
Portfolio of Investments — June 30, 2021
Shares | Security Description | Rate % | Value | |||||||||
Investment Company — 100.10% | ||||||||||||
27,064,778 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 0.01(a) | $ | 27,065 | ||||||||
Total Investment Company | 27,065 | |||||||||||
Total Investments (cost $27,065) — 100.10% | 27,065 | |||||||||||
Liabilities in excess of other assets — (0.10)% | (26 | ) | ||||||||||
Net Assets — 100.00% | $ | 27,039 |
(a) | Annualized 7-day yield as of period-end. |
As of June 30, 2021, 100% of the Portfolio’s net assets were managed by HC Capital Solutions.
See accompanying notes to financial statements.
218
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Corporate Bonds — 78.12% | ||||||||||||||||
$ | 370 | AbbVie, Inc. (Biotechnology), Callable 8/14/28 @ 100.00 | 4.25 | 11/14/28 | $ | 428 | ||||||||||
1,954 | AbbVie, Inc. (Biotechnology) | 4.40 | 11/6/42 | 2,372 | ||||||||||||
530 | Alabama Power Co., Series B (Electric Utilities), Callable 6/1/47 @ 100.00 | 3.70 | 12/1/47 | 599 | ||||||||||||
155 | Alabama Power Co. (Electric Utilities), Callable 2/15/44 @ 100.00 | 4.15 | 8/15/44 | 186 | ||||||||||||
1,530 | Amgen, Inc. (Biotechnology), Callable 8/21/39 @ 100.00 | 3.15 | 2/21/40 | 1,591 | ||||||||||||
3,735 | Analog Devices, Inc. (Semiconductors & Semiconductor Equipment), Callable 9/5/26 @ 100.00 | 3.50 | 12/5/26 | 4,133 | ||||||||||||
550 | Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide, Inc. (Beverages), Callable 8/1/45 @ 100.00 | 4.90 | 2/1/46 | 693 | ||||||||||||
2,920 | Anheuser-Busch InBev Worldwide, Inc. (Beverages), Callable 12/1/39 @ 100.00 | 4.35 | 6/1/40 | 3,456 | ||||||||||||
1,980 | Anthem, Inc. (Health Care Providers & Services), Callable 12/1/27 @ 100.00 | 4.10 | 3/1/28 | 2,267 | ||||||||||||
790 | Anthem, Inc. (Health Care Providers & Services) | 4.63 | 5/15/42 | 981 | ||||||||||||
1,390 | Apple, Inc. (Technology Hardware, Storage & Peripherals), Callable 8/23/45 @ 100.00 | 4.65 | 2/23/46 | 1,844 | ||||||||||||
2,970 | AT&T, Inc. (Diversified Telecommunication Services), Callable 12/1/26 @ 100.00 | 4.25 | 3/1/27 | 3,369 | ||||||||||||
740 | AT&T, Inc. (Diversified Telecommunication Services), Callable 9/9/48 @ 100.00 | 4.55 | 3/9/49 | 870 | ||||||||||||
2,046 | AT&T, Inc. (Diversified Telecommunication Services) | 5.35 | 9/1/40 | 2,631 | ||||||||||||
585 | AT&T, Inc. (Diversified Telecommunication Services) | 5.55 | 8/15/41 | 767 | ||||||||||||
255 | Atmos Energy Corp. (Gas Utilities), Callable 4/15/44 @ 100.00 | 4.13 | 10/15/44 | 298 | ||||||||||||
405 | Atmos Energy Corp. (Gas Utilities), Callable 7/15/42 @ 100.00 | 4.15 | 1/15/43 | 474 | ||||||||||||
4,501 | Bank of America Corp. (Banks), Callable 12/20/27 @ 100.00 | 3.42 (US0003M + 104 bps)(a) | 12/20/28 | 4,898 | ||||||||||||
735 | Bank of America Corp., MTN (Banks), Callable 1/20/27 @ 100.00 | 3.82 (US0003M + 158 bps)(a) | 1/20/28 | 814 | ||||||||||||
4,500 | Bank of America Corp., MTN (Banks), Callable 2/7/29 @ 100.00 | 3.97 (US0003M + 121 bps)(a) | 2/7/30 | 5,101 | ||||||||||||
1,665 | Berkshire Hathaway, Inc. (Multi-Utilities), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 2,048 | ||||||||||||
580 | BP Capital Markets America, Inc. (Diversified Financial Services), Callable 1/6/30 @ 100.00 | 3.63 | 4/6/30 | 649 | ||||||||||||
505 | Bristol-Myers Squibb Co. (Pharmaceuticals), Callable 4/26/49 @ 100.00 | 4.25 | 10/26/49 | 637 | ||||||||||||
823 | Bristol-Myers Squibb Co. (Pharmaceuticals) | 6.80 | 11/15/26 | 1,056 | ||||||||||||
2,705 | Brown & Brown, Inc. (Insurance), Callable 12/15/28 @ 100.00 | 4.50 | 3/15/29 | 3,109 | ||||||||||||
1,885 | Bunge Limited Finance Corp. (Food Products), Callable 5/15/26 @ 100.00 | 3.25 | 8/15/26 | 2,032 | ||||||||||||
500 | Capital One Bank USA NA (Banks), Callable 1/28/25 @ 100.00 | 2.28 (SOFR + 91 bps)(a) | 1/28/26 | 514 | ||||||||||||
900 | Capital One Financial Corp. (Consumer Finance), Callable 1/5/25 @ 100.00 | 3.20 | 2/5/25 | 967 | ||||||||||||
2,022 | Capital One Financial Corp. (Consumer Finance), Callable 3/31/25 @ 100.00 | 4.25 | 4/30/25 | 2,252 | ||||||||||||
310 | Caterpillar, Inc. (Machinery), Callable 1/9/30 @ 100.00 | 2.60 | 4/9/30 | 331 | ||||||||||||
310 | Cisco Systems, Inc. (Communications Equipment) | 5.50 | 1/15/40 | 437 | ||||||||||||
5,835 | Citigroup, Inc. (Banks), Callable 7/21/26 @ 100.00 | 3.20 | 10/21/26 | 6,322 | ||||||||||||
1,310 | Citigroup, Inc. (Banks), Callable 3/31/30 @ 100.00 | 4.41 (SOFR + 391 bps)(a) | 3/31/31 | 1,532 | ||||||||||||
295 | Comcast Corp. (Media) | 4.65 | 7/15/42 | 372 | ||||||||||||
2,185 | Comcast Corp. (Media) | 4.75 | 3/1/44 | 2,796 | ||||||||||||
1,845 | ConocoPhillips (Oil, Gas & Consumable Fuels) | 6.50 | 2/1/39 | 2,720 | ||||||||||||
175 | Consolidated Edison Company of New York, Inc., Series 2008-B (Multi-Utilities) | 6.75 | 4/1/38 | 256 | ||||||||||||
2,195 | Constellation Brands, Inc. (Beverages), Callable 5/1/29 @ 100.00 | 3.15 | 8/1/29 | 2,355 | ||||||||||||
2,050 | CSX Corp. (Road & Rail) | 6.22 | 4/30/40 | 2,977 | ||||||||||||
1,047 | CVS Health Corp. (Health Care Providers & Services), Callable 12/25/27 @ 100.00 | 4.30 | 3/25/28 | 1,203 | ||||||||||||
2,415 | CVS Health Corp. (Health Care Providers & Services), Callable 9/25/37 @ 100.00 | 4.78 | 3/25/38 | 2,968 |
See accompanying notes to financial statements.
219
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Corporate Bonds (continued) | ||||||||||||||||
$ | 1,565 | Devon Energy Corp. (Oil, Gas & Consumable Fuels), Callable 1/15/41 @ 100.00 | 5.60 | 7/15/41 | $ | 1,933 | ||||||||||
315 | Devon Energy Corp. (Oil, Gas & Consumable Fuels), Callable 9/15/25 @ 100.00 | 5.85 | 12/15/25 | 370 | ||||||||||||
500 | Digital Realty Trust LP (Equity Real Estate Investment Trusts), Callable 4/15/28 @ 100.00 | 4.45 | 7/15/28 | 578 | ||||||||||||
930 | Dominion Energy Gas Holding LLC, Series B (Multi-Utilities), Callable 8/15/29 @ 100.00 | 3.00 | 11/15/29 | 979 | ||||||||||||
1,830 | Dominion Gas Holdings LLC (Multi-Utilities), Callable 9/15/24 @ 100.00 | 3.60 | 12/15/24 | 1,978 | ||||||||||||
685 | E.I. du Pont de Nemours and Co. (Chemicals), Callable 4/15/30 @ 100.00 | 2.30 | 7/15/30 | 701 | ||||||||||||
569 | Eaton Corp. (Electrical Equipment), Callable 6/15/27 @ 100.00 | 3.10 | 9/15/27 | 619 | ||||||||||||
800 | Energy Transfer Partners LP (Oil, Gas & Consumable Fuels), Callable 3/15/28 @ 100.00 | 4.95 | 6/15/28 | 926 | ||||||||||||
920 | Enterprise Products Operating LLC (Oil, Gas & Consumable Fuels), Callable 11/15/25 @ 100.00 | 3.70 | 2/15/26 | 1,018 | ||||||||||||
1,777 | Enterprise Products Operating LLC (Oil, Gas & Consumable Fuels), Callable 9/15/43 @ 100.00 | 4.85 | 3/15/44 | 2,172 | ||||||||||||
2,165 | FedEx Corp., Series 2020-1, AA (Air Freight & Logistics) | 1.88 | 8/20/35 | 2,143 | ||||||||||||
1,275 | Fiserv, Inc. (IT Services), Callable 4/1/29 @ 100.00 | 3.50 | 7/1/29 | 1,402 | ||||||||||||
225 | Fiserv, Inc. (IT Services), Callable 1/1/49 @ 100.00 | 4.40 | 7/1/49 | 270 | ||||||||||||
2,069 | General Electric Co. (Industrial Conglomerates), Callable 3/1/27 @ 100.00 | 3.45 | 5/1/27 | 2,276 | ||||||||||||
1,345 | General Electric Co. (Industrial Conglomerates), Callable 2/1/30 @ 100.00 | 3.63 | 5/1/30 | 1,499 | ||||||||||||
3,495 | General Motors Co. (Automobiles), Callable 9/1/25 @ 100.00 | 6.13 | 10/1/25 | 4,128 | ||||||||||||
1,155 | Gilead Sciences, Inc. (Biotechnology), Callable 8/1/44 @ 100.00 | 4.50 | 2/1/45 | 1,411 | ||||||||||||
3,515 | Healthcare Trust of America Holdings LP (Equity Real Estate Investment Trusts), Callable 5/1/26 @ 100.00 | 3.50 | 8/1/26 | 3,849 | ||||||||||||
712 | Intel Corp. (Semiconductors & Semiconductor Equipment), Callable 6/8/47 @ 100.00 | 3.73 | 12/8/47 | 812 | ||||||||||||
560 | International Business Machines Corp. (IT Services) | 4.00 | 6/20/42 | 657 | ||||||||||||
795 | International Paper Co. (Containers & Packaging), Callable 5/15/41 @ 100.00 | 6.00 | 11/15/41 | 1,141 | ||||||||||||
225 | JPMorgan Chase & Co. (Banks), Callable 10/15/29 @ 100.00 | 2.74 (SOFR + 151 bps)(a) | 10/15/30 | 235 | ||||||||||||
310 | JPMorgan Chase & Co. (Banks), Callable 5/1/27 @ 100.00 | 3.54 (US0003M + 138 bps)(a) | 5/1/28 | 341 | ||||||||||||
1,658 | JPMorgan Chase & Co. (Banks), Callable 5/6/29 @ 100.00 | 3.70 (US0003M + 116 bps)(a) | 5/6/30 | 1,852 | ||||||||||||
5,705 | JPMorgan Chase & Co. (Banks), Callable 4/23/28 @ 100.00 | 4.00 (US0003M + 112 bps)(a) | 4/23/29 | 6,433 | ||||||||||||
208 | JPMorgan Chase & Co. (Banks) | 8.00 | 4/29/27 | 281 | ||||||||||||
2,110 | Kinder Morgan, Inc. (Oil, Gas & Consumable Fuels), Callable 12/1/44 @ 100.00 | 5.55 | 6/1/45 | 2,714 | ||||||||||||
190 | Lincoln National Corp. (Insurance), Callable 9/15/26 @ 100.00 | 3.63 | 12/12/26 | 210 | ||||||||||||
1,365 | Lincoln National Corp. (Insurance) | 7.00 | 6/15/40 | 2,085 | ||||||||||||
40 | Lockheed Martin Corp. (Aerospace & Defense), Callable 9/1/44 @ 100.00 | 3.80 | 3/1/45 | 47 | ||||||||||||
655 | Lockheed Martin Corp. (Aerospace & Defense) | 4.07 | 12/15/42 | 791 | ||||||||||||
655 | LYB International Finance III LLC (Chemicals), Callable 2/1/30 @ 100.00 | 3.38 | 5/1/30 | 712 | ||||||||||||
789 | Martin Marietta Materials, Inc. (Construction Materials), Callable 3/1/27 @ 100.00 | 3.45 | 6/1/27 | 862 | ||||||||||||
1,165 | Martin Marietta Materials, Inc. (Construction Materials), Callable 9/15/27 @ 100.00 | 3.50 | 12/15/27 | 1,282 | ||||||||||||
1,225 | Microsoft Corp. (Software), Callable 9/17/61 @ 100.00 | 3.04 | 3/17/62 | 1,309 | ||||||||||||
960 | Mohawk Industries, Inc. (Household Durables), Callable 2/15/30 @ 100.00 | 3.63 | 5/15/30 | 1,051 | ||||||||||||
1,020 | Morgan Stanley (Capital Markets) | 3.88 | 1/27/26 | 1,139 | ||||||||||||
3,730 | Morgan Stanley, MTN (Capital Markets), Callable 1/23/29 @ 100.00 | 4.43 (US0003M + 163 bps)(a) | 1/23/30 | 4,359 | ||||||||||||
890 | National Retail Properties, Inc. (Equity Real Estate Investment Trusts), Callable 1/15/30 @ 100.00 | 2.50 | 4/15/30 | 905 | ||||||||||||
1,035 | NextEra Energy Capital Holdings, Inc. (Electric Utilities), Callable 4/1/25 @ 100.00 | 2.75 | 5/1/25 | 1,097 | ||||||||||||
1,075 | Northrop Grumman Corp. (Aerospace & Defense), Callable 4/15/47 @ 100.00 | 4.03 | 10/15/47 | 1,273 |
See accompanying notes to financial statements.
220
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Corporate Bonds (continued) | ||||||||||||||||
$ | 1,246 | Nucor Corp. (Metals & Mining), Callable 2/1/43 @ 100.00 | 5.20 | 8/1/43 | $ | 1,683 | ||||||||||
2,420 | Oklahoma Gas and Electric Co. (Electric Utilities), Callable 2/15/28 @ 100.00 | 3.80 | 8/15/28 | 2,708 | ||||||||||||
1,000 | Oracle Corp. (Software), Callable 8/15/21 @ 100.00 | 1.90 | 9/15/21 | 1,002 | ||||||||||||
1,535 | Oracle Corp. (Software) | 5.38 | 7/15/40 | 1,990 | ||||||||||||
1,080 | Pfizer, Inc. (Pharmaceuticals), Callable 3/15/38 @ 100.00 | 4.10 | 9/15/38 | 1,311 | ||||||||||||
1,435 | Philip Morris International, Inc. (Tobacco) | 4.50 | 3/20/42 | 1,700 | ||||||||||||
1,420 | Principal Financial Group, Inc. (Insurance), Callable 2/15/29 @ 100.00 | 3.70 | 5/15/29 | 1,589 | ||||||||||||
2,534 | Progress Energy, Inc. (Electric Utilities) | 6.00 | 12/1/39 | 3,463 | ||||||||||||
495 | Prudential Financial, Inc. (Insurance) | 4.60 | 5/15/44 | 625 | ||||||||||||
152 | Prudential Financial, Inc. (Insurance) | 6.63 | 6/21/40 | 229 | ||||||||||||
265 | Public Service Electric & Gas Co. (Electric Utilities), Callable 3/1/42 @ 100.00 | 3.65 | 9/1/42 | 299 | ||||||||||||
2,501 | RELX Capital, Inc. (Professional Services), Callable 2/22/30 @ 100.00 | 3.00 | 5/22/30 | 2,667 | ||||||||||||
1,244 | Rockwell Collins, Inc. (Aerospace & Defense), Callable 12/15/26 @ 100.00 ^ | 3.50 | 3/15/27 | 1,345 | ||||||||||||
1,950 | Roper Technologies, Inc. (Industrial Conglomerates), Callable 9/15/25 @ 100.00 | 3.85 | 12/15/25 | 2,160 | ||||||||||||
864 | Roper Technologies, Inc. (Industrial Conglomerates), Callable 6/15/28 @ 100.00 | 4.20 | 9/15/28 | 993 | ||||||||||||
330 | Southern Company Gas Capital Corp. (Electric Utilities), Callable 3/15/26 @ 100.00 | 3.25 | 6/15/26 | 358 | ||||||||||||
920 | Southern Company Gas Capital Corp. (Electric Utilities), Callable 11/30/46 @ 100.00 | 4.40 | 5/30/47 | 1,079 | ||||||||||||
1,095 | Southwest Airlines Co. (Airlines), Callable 4/15/27 @ 100.00 | 5.13 | 6/15/27 | 1,288 | ||||||||||||
451 | Southwest Airlines Co., Series 2017-1 (Airlines) | 6.15 | 2/1/24 | 464 | ||||||||||||
3,371 | Sunoco Logistics Partners Operations LP (Oil, Gas & Consumable Fuels), Callable 10/15/22 @ 100.00 | 3.45 | 1/15/23 | 3,485 | ||||||||||||
1,625 | Sunoco Logistics Partners Operations LP (Oil, Gas & Consumable Fuels), Callable 7/15/42 @ 100.00 | 4.95 | 1/15/43 | 1,779 | ||||||||||||
1,850 | TCI Communications, Inc. (Media) | 7.88 | 2/15/26 | 2,387 | ||||||||||||
3,685 | The Goldman Sachs Group, Inc. (Capital Markets), Callable 6/5/27 @ 100.00 | 3.69 (US0003M + 151 bps)(a) | 6/5/28 | 4,059 | ||||||||||||
2,234 | The Goldman Sachs Group, Inc. (Capital Markets), Callable 1/26/26 @ 100.00 | 3.85 | 1/26/27 | 2,455 | ||||||||||||
130 | The Home Depot, Inc. (Specialty Retail), Callable 6/6/48 @ 100.00 | 4.50 | 12/6/48 | 169 | ||||||||||||
1,210 | The Home Depot, Inc. (Specialty Retail), Callable 3/15/40 @ 100.00 | 5.40 | 9/15/40 | 1,673 | ||||||||||||
1,065 | The Interpublic Group of Companies, Inc. (Media) | 4.20 | 4/15/24 | 1,158 | ||||||||||||
1,277 | The Interpublic Group of Companies, Inc. (Media), Callable 12/30/29 @ 100.00 | 4.75 | 3/30/30 | 1,507 | ||||||||||||
296 | The Travelers Companies, Inc. (Insurance) | 6.25 | 6/15/37 | 435 | ||||||||||||
1,485 | The Walt Disney Co. (Entertainment), Callable 3/15/44 @ 100.00 | 4.75 | 9/15/44 | 1,945 | ||||||||||||
556 | Thermo Fisher Scientific, Inc. (Life Sciences Tools & Services), Callable 12/25/29 @ 100.00 | 4.50 | 3/25/30 | 662 | ||||||||||||
560 | Toyota Motor Credit Corp., MTN (Consumer Finance) | 3.38 | 4/1/30 | 628 | ||||||||||||
430 | Travelers Companies, Inc. (Insurance) | 5.35 | 11/1/40 | 597 | ||||||||||||
140 | United Parcel Service, Inc. (Air Freight & Logistics), Callable 9/15/48 @ 100.00 | 4.25 | 3/15/49 | 177 | ||||||||||||
674 | United Technologies Corp. (Aerospace & Defense) | 4.50 | 6/1/42 | 836 | ||||||||||||
810 | UnitedHealth Group, Inc. (Health Care Providers & Services), Callable 5/15/41 @ 100.00 | 4.63 | 11/15/41 | 1,027 | ||||||||||||
375 | UnitedHealth Group, Inc. (Health Care Providers & Services) | 4.75 | 7/15/45 | 492 | ||||||||||||
1,190 | Valero Energy Corp. (Oil, Gas & Consumable Fuels) | 6.63 | 6/15/37 | 1,631 | ||||||||||||
2,625 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 4.33 | 9/21/28 | 3,047 | ||||||||||||
1,707 | Verizon Communications, Inc. (Diversified Telecommunication Services) | 5.01 | 8/21/54 | 2,336 | ||||||||||||
625 | Virginia Electric and Power Co., Series B (Electric Utilities), Callable 3/15/47 @ 100.00 | 3.80 | 9/15/47 | 715 | ||||||||||||
820 | Virginia Electric and Power Co., Series D (Electric Utilities), Callable 2/15/43 @ 100.00 | 4.65 | 8/15/43 | 1,037 | ||||||||||||
730 | Walmart, Inc. (Food & Staples Retailing) | 5.63 | 4/1/40 | 1,043 | ||||||||||||
2,525 | Wells Fargo & Co., MTN (Banks), Callable 10/30/29 @ 100.00 | 2.88 (US0003M + 117 bps)(a) | 10/30/30 | 2,673 |
See accompanying notes to financial statements.
221
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Corporate Bonds (continued) | ||||||||||||||||
$ | 3,679 | Wells Fargo & Co. (Banks) | 3.00 | 4/22/26 | $ | 3,944 | ||||||||||
775 | Wells Fargo & Co., MTN (Banks), Callable 5/22/27 @ 100.00 | 3.58 (US0003M + 131 bps)(a) | 5/22/28 | 852 | ||||||||||||
680 | Wells Fargo & Co., MTN (Banks), Callable 10/24/28 @ 100.00 | 4.15 | 1/24/29 | 779 | ||||||||||||
340 | WestRock MWV LLC (Containers & Packaging) | 8.20 | 1/15/30 | 478 | ||||||||||||
3,045 | WRKCo, Inc. (Containers & Packaging), Callable 1/15/26 @ 100.00 | 4.65 | 3/15/26 | 3,485 | ||||||||||||
1,146 | XTO Energy, Inc. (Oil, Gas & Consumable Fuels) | 6.75 | 8/1/37 | 1,672 | ||||||||||||
Total Corporate Bonds | 211,261 | |||||||||||||||
Yankee Dollars — 10.78% | ||||||||||||||||
850 | America Movil SAB de CV (Wireless Telecommunication Services) | 6.13 | 11/15/37 | 1,178 | ||||||||||||
1,422 | Aptiv PLC (Auto Components), Callable 10/15/25 @ 100.00 | 4.25 | 1/15/26 | 1,606 | ||||||||||||
645 | BHP Billiton Finance USA Ltd. (Metals & Mining) | 5.00 | 9/30/43 | 870 | ||||||||||||
1,246 | British Telecommunications PLC (Diversified Telecommunication Services) | 9.63 | 12/15/30 | 1,927 | ||||||||||||
880 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels), Callable 6/15/25 @ 100.00 | 2.05 | 7/15/25 | 904 | ||||||||||||
2,504 | Canadian Natural Resources Ltd. (Oil, Gas & Consumable Fuels), Callable 3/1/27 @ 100.00 | 3.85 | 6/1/27 | 2,759 | ||||||||||||
1,285 | Canadian Pacific Railway Co. (Road & Rail), Callable 12/5/29 @ 100.00 | 2.05 | 3/5/30 | 1,274 | ||||||||||||
400 | Canadian Pacific Railway Co. (Road & Rail), Callable 11/1/25 @ 100.00 | 3.70 | 2/1/26 | 438 | ||||||||||||
1,106 | Deutsche Telekom International Finance BV (Diversified Telecommunication Services) | 8.75(b) | 6/15/30 | 1,650 | ||||||||||||
1,010 | Diageo Capital PLC (Diversified Financial Services) | 5.88 | 9/30/36 | 1,441 | ||||||||||||
506 | Enbridge, Inc. (Oil, Gas & Consumable Fuels), Callable 4/15/27 @ 100.00 | 3.70 | 7/15/27 | 558 | ||||||||||||
1,210 | Equinor ASA (Oil, Gas & Consumable Fuels), Callable 1/6/30 @ 100.00 | 3.13 | 4/6/30 | 1,317 | ||||||||||||
825 | Equinor ASA (Oil, Gas & Consumable Fuels) | 5.10 | 8/17/40 | 1,096 | ||||||||||||
1,430 | Iberdrola International BV (Electric Utilities) | 5.81 | 3/15/25 | 1,655 | ||||||||||||
1,655 | Iberdrola International BV (Electric Utilities) | 6.75 | 7/15/36 | 2,505 | ||||||||||||
525 | LYB International Finance II BV (Chemicals), Callable 12/2/26 @ 100.00 | 3.50 | 3/2/27 | 572 | ||||||||||||
882 | Nutrien Ltd. (Chemicals), Callable 2/13/30 @ 100.00 | 2.95 | 5/13/30 | 927 | ||||||||||||
1,143 | Orange SA (Diversified Telecommunication Services) | 9.00 | 3/1/31 | 1,801 | ||||||||||||
893 | Shell International Finance BV (Oil, Gas & Consumable Fuels) | 4.13 | 5/11/35 | 1,057 | ||||||||||||
645 | Shell International Finance BV (Diversified Financial Services) | 4.55 | 8/12/43 | 803 | ||||||||||||
850 | Telefonica Emisiones SA (Diversified Telecommunication Services) | 4.67 | 3/6/38 | 998 | ||||||||||||
740 | TransCanada PipeLines Ltd. (Oil, Gas & Consumable Fuels) | 6.10 | 6/1/40 | 1,009 | ||||||||||||
586 | Vodafone Group PLC (Wireless Telecommunication Services) | 6.15 | 2/27/37 | 809 | ||||||||||||
Total Yankee Dollars | 29,154 | |||||||||||||||
Loan Participations and Assignments — 3.69% | ||||||||||||||||
10,007 | Centric Commercial Funding, LP(c)(d) | 6.50 (US00001M with 1.00% floor + 550 bps) | 10/9/22 | 9,972 | ||||||||||||
Total Loan Participations and Assignments | 9,972 | |||||||||||||||
See accompanying notes to financial statements.
222
HC CAPITAL TRUST
The U.S. Corporate Fixed Income Securities Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Shares | Security Description | Rate % | Value (000) | |||||||
Investment Companies — 6.66% | ||||||||||
5,675 | Federated Hermes Treasury Obligations Fund, Institutional Shares^^ | 0.01(e) | $ | 6 | ||||||
2,506,472 | State Street Institutional Treasury Money Market Fund, Premier Class | 0.01(e) | 2,506 | |||||||
15,509,041 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 0.01(e) | 15,509 | |||||||
Total Investment Companies | 18,021 | |||||||||
Total Investments (cost $253,314) — 99.25% | 268,408 | |||||||||
Other assets in excess of liabilities — 0.75% | 2,027 | |||||||||
Net Assets — 100.00% | $ | 270,435 |
^ | All or part of this security was on loan as of June 30, 2021. The total value of securities on loan as of June 30, 2021, was $5 (amount in thousands). |
^^ | 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 June 30, 2021. |
(a) | Variable Rate Security. The rate disclosed is the rate in effect on June 30, 2021. |
(b) | Step Bond: Coupon rate is set for an initial period and then increased to a higher coupon rate at a specified date. The rate disclosed is the rate in effect on June 30, 2021. |
(c) | The original loan commitment represents $16,000. The unfunded commitment represents $5,993 as of June 30, 2021 (amounts in thousands). |
(d) | Securities was valued using significant unobservable inputs as of June 30, 2021. |
(e) | Annualized 7-day yield as of period-end. |
bps—Basis Points |
MTN—Medium Term Note |
SOFR—Secured Overnight Financing Rate |
US0003M—3 Month US Dollar LIBOR |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The U.S. Corporate Fixed Income Securities Portfolio | Agincourt | HC | Total |
Corporate Bonds | 78.12% | — | 78.12% |
Yankee Dollars | 10.78% | — | 10.78% |
Loan Participations and Assignments | — | 3.69% | 3.69% |
Investment Companies | 0.93% | 5.73% | 6.66% |
Other Assets (Liabilities) | 0.95% | -0.20% | 0.75% |
Total Net Assets | 90.78% | 9.22% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
See accompanying notes to financial statements.
223
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Asset Backed Securities — 0.63% | ||||||||||||||||
$ | 100 | CarMax Auto Owner Trust, Series 2020-1 A3, Class - A3, Callable 10/15/23 @ 100.00 | 1.89 | 12/16/24 | $ | 102 | ||||||||||
125 | Chase Issuance Trust, Series 2020-A1, Class - A1 | 1.53 | 1/15/25 | 127 | ||||||||||||
90 | Ford Credit Floorplan Master Owner Trust, Series 2019-A1, Class - A1 | 2.23 | 9/15/24 | 92 | ||||||||||||
100 | Honda Auto Receivables Owner Trust, Series 2021-1, Class - A4, Callable 1/21/24 @ 100.00 | 0.42 | 1/21/28 | 100 | ||||||||||||
500 | Mercedes-Benz Auto Receivables Trust, Series 2020-1, Class - A3, Callable 11/15/23 @ 100.00 | 0.55 | 2/18/25 | 502 | ||||||||||||
132 | Toyota Auto Receivables Owner Trust, Series 2020-D, Class - A3, Callable 3/15/24 @ 100.00 | 0.35 | 1/15/25 | 132 | ||||||||||||
100 | Toyota Auto Receivables Owner Trust, Series 2021-A, Class - A4, Callable 8/15/24 @ 100.00 | 0.39 | 6/15/26 | 99 | ||||||||||||
200 | World Omni Auto Receivables Trust, Series 2020-B, Class - A4, Callable 8/15/23 @ 100.00 | 0.82 | 1/15/26 | 202 | ||||||||||||
Total Asset Backed Securities | 1,356 | |||||||||||||||
Collateralized Mortgage Obligations — 7.30% | ||||||||||||||||
150 | Bank, Series 2020-BNK26, Class - A4, Callable 2/15/30 @ 100.00 | 2.40 | 3/15/63 | 155 | ||||||||||||
100 | Bank, Series 2019-BN21, Class - A5, Callable 9/15/29 @ 100.00 | 2.85 | 10/15/52 | 107 | ||||||||||||
100 | Bank, Series 2019-BNK19, Class - A3, Callable 7/15/29 @ 100.00 | 3.18 | 8/15/61 | 109 | ||||||||||||
250 | Bank, Series 2017-BNK9, Class - ASB, Callable 8/15/27 @ 100.00 | 3.47 | 11/15/54 | 272 | ||||||||||||
300 | Bank, Series 2018-BN10, Class - A5, Callable 1/15/28 @ 100.00 | 3.69 | 2/15/61 | 336 | ||||||||||||
100 | Bank, Series 2019-BN17, Class - A4 | 3.71 | 4/15/52 | 113 | ||||||||||||
100 | Bank of America Commercial Mortgage Trust, Series 2017-BNK3, Class - ASB, Callable 6/15/26 @ 100.00 | 3.37 | 2/15/50 | 107 | ||||||||||||
60 | BBCMS Mortgage Trust, Series 2020-C7, Class - AS, Callable 3/15/30 @ 100.00 | 2.44 | 4/15/53 | 61 | ||||||||||||
100 | Benchmark Mortgage Trust, Series 2020-IG1, Class - AS, Callable 1/15/30 @ 100.00 | 2.91(a) | 9/15/43 | 104 | ||||||||||||
250 | Benchmark Mortgage Trust, Series 2019-B9, Class - A5, Callable 1/15/29 @ 100.00 | 4.02 | 3/15/52 | 287 | ||||||||||||
200 | Benchmark Mortgage Trust, Series 2018-B6, Class - A4, Callable 8/10/28 @ 100.00 | 4.26 | 10/10/51 | 232 | ||||||||||||
225 | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class - A4, Callable 11/10/24 @ 100.00 | 2.88 | 2/10/48 | 236 | ||||||||||||
100 | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class - AS, Callable 2/15/30 @ 100.00 | 2.92 | 2/15/53 | 105 | ||||||||||||
150 | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class - A4, Callable 12/15/29 @ 100.00 | 3.10 | 12/15/72 | 163 | ||||||||||||
183 | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class - A5, Callable 12/10/24 @ 100.00 | 3.14 | 2/10/48 | 195 | ||||||||||||
100 | Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class - A4, Callable 1/10/26 @ 100.00 | 3.31 | 4/10/49 | 108 | ||||||||||||
100 | Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class - A5, Callable 1/10/26 @ 100.00 | 3.62 | 2/10/49 | 110 | ||||||||||||
228 | Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class - A4, Callable 7/10/24 @ 100.00 | 3.62 | 7/10/47 | 245 | ||||||||||||
183 | Commercial Mortgage Trust, Series 2015-LC19, Class - A4, Callable 1/10/25 @ 100.00 | 3.18 | 2/10/48 | 196 | ||||||||||||
80 | Commercial Mortgage Trust, Series 2015-DC1, Class - A5, Callable 1/10/25 @ 100.00 | 3.35 | 2/10/48 | 86 | ||||||||||||
256 | Commercial Mortgage Trust, Series 2013-CR8, Class - A5, Callable 5/10/23 @ 100.00 | 3.61(a) | 6/10/46 | 269 | ||||||||||||
100 | Commercial Mortgage Trust, Series 2014-UBS4, Class - AM, Callable 7/10/24 @ 100.00 | 3.97 | 8/10/47 | 107 | ||||||||||||
100 | Commercial Mortgage Trust, Series 2013-CR11, Class - B, Callable 9/10/23 @ 100.00 | 5.28(a) | 8/10/50 | 108 | ||||||||||||
185 | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class - ASB, Callable 7/15/25 @ 100.00 | 3.31 | 11/15/49 | 196 | ||||||||||||
500 | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class - A2, Callable 3/15/23 @ 100.00 | 3.82 | 4/15/51 | 521 | ||||||||||||
200 | Fannie Mae-ACES, Series 2020-M8, Class - A2 | 1.82 | 2/25/30 | 204 | ||||||||||||
99 | Fannie Mae-ACES, Series 2016-M6, Class - A1 | 2.14 | 5/25/26 | 102 | ||||||||||||
4 | Fannie Mae-ACES, Series 2013-M14, Class - APT | 2.63(a) | 4/25/23 | 4 | ||||||||||||
23 | Fannie Mae-ACES, Series 2017-M8, Class - A1 | 2.65 | 5/25/27 | 24 | ||||||||||||
257 | Fannie Mae-ACES, Series 2015-M3, Class - A2 | 2.72 | 10/25/24 | 272 | ||||||||||||
200 | Fannie Mae-ACES, Series 2017-M7, Class - A2 | 2.96(a) | 2/25/27 | 217 | ||||||||||||
100 | Fannie Mae-ACES, Series 2017-M11, Class - A2 | 2.98 | 8/25/29 | 111 | ||||||||||||
203 | Fannie Mae-ACES, Series 2014-M9, Class - A2 | 3.10(a) | 7/25/24 | 216 | ||||||||||||
289 | Fannie Mae-ACES, Series 2017-M12, Class - A2 | 3.18(a) | 6/25/27 | 319 |
See accompanying notes to financial statements.
224
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Collateralized Mortgage Obligations (continued) | ||||||||||||||||
$ | 200 | Fannie Mae-ACES, Series 2017 M15, Class - ATS2 | 3.20(a) | 11/25/27 | $ | 216 | ||||||||||
250 | Fannie Mae-ACES, Series 2018-M14, Class - A2 | 3.70(a) | 8/25/28 | 287 | ||||||||||||
200 | Fannie Mae-ACES, Series 2019-M2, Class - A2 | 3.75(a) | 11/25/28 | 226 | ||||||||||||
300 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K117, Class - A2, Callable 8/25/30 @ 100.00 | 1.41 | 8/25/30 | 298 | ||||||||||||
400 | Freddie Mac Multifamily Structured Pass Through Certificates, Series K081, Class - A2, Callable 8/25/28 @ 100.00 | 3.90(a) | 8/25/28 | 467 | ||||||||||||
300 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K1516, Class - A2, Callable 5/25/35 @ 100.00 | 1.72 | 5/25/35 | 295 | ||||||||||||
99 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K106, Class - A1, Callable 10/25/29 @ 100.00 | 1.78 | 10/25/29 | 102 | ||||||||||||
48 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K099, Class - A1, Callable 6/25/29 @ 100.00 | 2.26 | 6/25/29 | 51 | ||||||||||||
46 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K023, Class - A2, Callable 8/25/22 @ 100.00 | 2.31 | 8/25/22 | 46 | ||||||||||||
81 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K058, Class - A1, Callable 6/25/26 @ 100.00 | 2.34 | 7/25/26 | 85 | ||||||||||||
183 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K027, Class - A2, Callable 1/25/23 @ 100.00 | 2.64 | 1/25/23 | 188 | ||||||||||||
350 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K055, Class - A2, Callable 3/25/26 @ 100.00 | 2.67 | 3/25/26 | 375 | ||||||||||||
162 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K726, Class - A2, Callable 4/25/24 @ 100.00 | 2.91 | 7/25/49 | 170 | ||||||||||||
365 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K043, Class - A2, Callable 12/25/24 @ 100.00 | 3.06 | 12/25/24 | 392 | ||||||||||||
100 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K092, Class - A2, Callable 4/25/29 @ 100.00 | 3.30 | 4/25/29 | 113 | ||||||||||||
183 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K032, Class - A2, Callable 5/25/23 @ 100.00 | 3.31(a) | 5/25/23 | 192 | ||||||||||||
183 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K029, Class - A2, Callable 2/25/23 @ 100.00 | 3.32(a) | 2/25/23 | 190 | ||||||||||||
100 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K047, Class - A2, Callable 5/25/25 @ 100.00 | 3.33(a) | 5/25/25 | 109 | ||||||||||||
250 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K091, Class - A2, Callable 3/25/29 @ 100.00 | 3.51 | 3/25/29 | 287 | ||||||||||||
250 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K087, Class - A2, Callable 12/25/28 @ 100.00 | 3.77 | 12/25/28 | 290 | ||||||||||||
500 | Freddie Mac Multifamily Structured Pass-Through Certificates, Series K077, Class - A2, Callable 5/25/28 @ 100.00 | 3.85 | 5/25/28 | 581 | ||||||||||||
230 | GS Mortgage Securities Trust, Series 2016-GS2, Class - A3, Callable 2/10/26 @ 100.00 | 2.79 | 5/10/49 | 241 | ||||||||||||
200 | GS Mortgage Securities Trust, Series 2019-GC42, Class - A4, Callable 9/10/29 @ 100.00 | 3.00 | 9/1/52 | 216 | ||||||||||||
100 | GS Mortgage Securities Trust, Series 2020-GC45, Class - AS, Callable 12/13/29 @ 100.00 | 3.17(a) | 2/13/53 | 107 | ||||||||||||
250 | GS Mortgage Securities Trust, Series 2017-GS5, Class - A4, Callable 2/10/27 @ 100.00 | 3.67 | 3/10/50 | 278 | ||||||||||||
100 | GS Mortgage Securities Trust, Series 2018-GS10, Class - A5 | 4.16(a) | 7/10/51 | 115 | ||||||||||||
274 | GS Mortgage Securities Trust, Series 2013-GC14, Class - A5, Callable 8/10/23 @ 100.00 | 4.24 | 8/10/46 | 292 | ||||||||||||
137 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class - A5, Callable 10/15/24 @ 100.00 | 3.64 | 11/15/47 | 148 |
See accompanying notes to financial statements.
225
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Collateralized Mortgage Obligations (continued) | ||||||||||||||||
$ | 183 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class - A4, Callable 8/15/24 @ 100.00 | 3.80 | 9/15/47 | $ | 197 | ||||||||||
183 | JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class - A5, Callable 9/15/23 @ 100.00 | 4.13 | 11/15/45 | 196 | ||||||||||||
76 | Morgan Stanley BAML Trust, Series 2015-C21, Class - ASB, Callable 11/15/24 @ 100.00 | 3.15 | 3/15/48 | 79 | ||||||||||||
183 | Morgan Stanley BAML Trust, Series 2015-C20, Class - A4, Callable 12/15/24 @ 100.00 | 3.25 | 2/15/48 | 195 | ||||||||||||
200 | Morgan Stanley BAML Trust, Series 2014-C19, Class - A4, Callable 11/15/24 @ 100.00 | 3.53 | 12/15/47 | 215 | ||||||||||||
200 | Morgan Stanley BAML Trust, Series 2017-C33, Class - A5, Callable 4/15/27 @ 100.00 | 3.60 | 5/15/50 | 221 | ||||||||||||
100 | Morgan Stanley BAML Trust, Series 2014-C17, Class - A5, Callable 7/15/24 @ 100.00 | 3.74 | 8/15/47 | 107 | ||||||||||||
100 | Morgan Stanley BAML Trust, Series 2014-C15, Class - A4, Callable 2/15/24 @ 100.00 | 4.05 | 4/15/47 | 108 | ||||||||||||
200 | Morgan Stanley Capital I Trust, Series 2017-H1, Class - A4, Callable 3/15/27 @ 100.00 | 3.26 | 6/15/50 | 215 | ||||||||||||
183 | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class - A4, Callable 1/15/26 @ 100.00 | 3.59 | 3/15/49 | 199 | ||||||||||||
100 | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class - A4, Callable 6/10/26 @ 100.00 | 3.06 | 10/10/48 | 105 | ||||||||||||
50 | Toyota Auto Receivables Owner Trust, Series 2021-A, Class - A3, Callable 8/15/24 @ 100.00 | 0.26 | 5/15/25 | 50 | ||||||||||||
122 | Wells Fargo Commercial Mortgage Trust, Series 2019-C53, Class - A4, Callable 10/15/29 @ 100.00 | 3.04 | 10/15/52 | 132 | ||||||||||||
500 | Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class - A4, Callable 4/15/26 @ 100.00 | 3.10 | 6/15/49 | 535 | ||||||||||||
183 | Wells Fargo Commercial Mortgage Trust, Series 2015-C30, Class - A4, Callable 7/15/25 @ 100.00 | 3.66 | 9/15/58 | 200 | ||||||||||||
124 | Wells Fargo Commercial Mortgage Trust, Series 2015-P2, Class - A4, Callable 12/15/25 @ 100.00 | 3.81 | 12/15/48 | 137 | ||||||||||||
169 | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class - A5, Callable 5/15/24 @ 100.00 | 3.82 | 8/15/50 | 182 | ||||||||||||
142 | Wells Fargo Commercial Mortgage Trust, Series 2015-C26, Class - C, Callable 2/15/25 @ 100.00 | 4.07 | 2/15/48 | 149 | ||||||||||||
100 | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class - A4, Callable 9/15/28 @ 100.00 | 4.44 | 9/15/61 | 117 | ||||||||||||
Total Collateralized Mortgage Obligations | 15,693 | |||||||||||||||
U.S. Government Agency Mortgages — 87.07% | ||||||||||||||||
499 | Fannie Mae, Pool #MA4354 | 1.50 | 6/1/51 | 489 | ||||||||||||
442 | Fannie Mae, Pool #BQ3141 | 1.50 | 10/1/35 | 447 | ||||||||||||
445 | Fannie Mae, Pool #MA4304 | 1.50 | 4/1/51 | 436 | ||||||||||||
173 | Fannie Mae, Pool #MA4310 | 1.50 | 4/1/41 | 173 | ||||||||||||
265 | Fannie Mae, Pool #MA4302 | 1.50 | 4/1/36 | 268 | ||||||||||||
459 | Fannie Mae, Pool #CA7696 | 1.50 | 11/1/50 | 450 | ||||||||||||
50 | Fannie Mae, Pool #MA4342 | 1.50 | 4/1/41 | 50 | ||||||||||||
445 | Fannie Mae, Pool #CB0310 | 1.50 | 4/1/36 | 451 | ||||||||||||
98 | Fannie Mae, Pool #MA4286 | 1.50 | 2/1/41 | 98 | ||||||||||||
368 | Fannie Mae, Pool #BQ5781 | 1.50 | 11/1/35 | 372 | ||||||||||||
220 | Fannie Mae, Pool #MA4266 | 1.50 | 1/1/41 | 220 | ||||||||||||
447 | Fannie Mae, Pool #MA4343 | 1.50 | 5/1/51 | 438 | ||||||||||||
443 | Fannie Mae, Pool #FM6579 | 1.50 | 3/1/51 | 434 | ||||||||||||
463 | Fannie Mae, Pool #MA4236 | 1.50 | 1/1/51 | 454 | ||||||||||||
517 | Fannie Mae, Pool #MA4128 | 2.00 | 9/1/40 | 526 |
See accompanying notes to financial statements.
226
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 183 | Fannie Mae, Pool #BP6626 | 2.00 | 8/1/50 | $ | 184 | ||||||||||
233 | Fannie Mae, Pool #MA4176 | 2.00 | 10/1/40 | 238 | ||||||||||||
59 | Fannie Mae, Pool #MA2906 | 2.00 | 2/1/32 | 61 | ||||||||||||
27 | Fannie Mae, Pool #AY4232 | 2.00 | 5/1/30 | 28 | ||||||||||||
445 | Fannie Mae, Pool #MA4305 | 2.00 | 4/1/51 | 450 | ||||||||||||
440 | Fannie Mae, Pool #MA4303 | 2.00 | 4/1/36 | 455 | ||||||||||||
437 | Fannie Mae, Pool #MA4237 | 2.00 | 1/1/51 | 441 | ||||||||||||
440 | Fannie Mae, Pool #MA4255 | 2.00 | 2/1/51 | 444 | ||||||||||||
273 | Fannie Mae, Pool #MA4325 | 2.00 | 5/1/51 | 276 | ||||||||||||
273 | Fannie Mae, Pool #BR4435 | 2.00 | 4/1/51 | 276 | ||||||||||||
264 | Fannie Mae, Pool #CA8118 | 2.00 | 12/1/50 | 267 | ||||||||||||
148 | Fannie Mae, Pool #AS1058 | 2.00 | 11/1/28 | 153 | ||||||||||||
28 | Fannie Mae, Pool #AS0001 | 2.00 | 7/1/28 | 29 | ||||||||||||
426 | Fannie Mae, Pool #CA7225 | 2.00 | 10/1/50 | 430 | ||||||||||||
42 | Fannie Mae, Pool #MA4093 | 2.00 | 8/1/40 | 43 | ||||||||||||
172 | Fannie Mae, Pool #MA4155 | 2.00 | 10/1/35 | 177 | ||||||||||||
167 | Fannie Mae, Pool #FM5453 | 2.00 | 1/1/41 | 170 | ||||||||||||
336 | Fannie Mae, Pool #FM4039 | 2.00 | 10/1/35 | 346 | ||||||||||||
435 | Fannie Mae, Pool #MA4182 | 2.00 | 11/1/50 | 440 | ||||||||||||
445 | Fannie Mae, Pool #FM6555 | 2.00 | 4/1/51 | 449 | ||||||||||||
484 | Fannie Mae, Pool #CA8110 | 2.00 | 12/1/50 | 489 | ||||||||||||
531 | Fannie Mae, Pool #CA8252 | 2.00 | 12/1/45 | 537 | ||||||||||||
626 | Fannie Mae, Pool #FM4788 | 2.00 | 11/1/50 | 632 | ||||||||||||
622 | Fannie Mae, Pool #BQ5112 | 2.00 | 11/1/50 | 628 | ||||||||||||
440 | Fannie Mae, Pool #BQ9685 | 2.00 | 1/1/51 | 444 | ||||||||||||
438 | Fannie Mae, Pool #BQ8341 | 2.00 | 12/1/50 | 442 | ||||||||||||
442 | Fannie Mae, Pool #BQ7777 | 2.00 | 3/1/36 | 457 | ||||||||||||
489 | Fannie Mae, Pool #CA8687 | 2.00 | 1/1/51 | 494 | ||||||||||||
430 | Fannie Mae, Pool #BQ3004 | 2.00 | 10/1/50 | 434 | ||||||||||||
440 | Fannie Mae, Pool #CA8850 | 2.00 | 2/1/51 | 445 | ||||||||||||
414 | Fannie Mae, Pool #BP9370 | 2.00 | 7/1/50 | 418 | ||||||||||||
17 | Fannie Mae, Pool #BJ4362 | 2.00 | 11/1/32 | 17 | ||||||||||||
460 | Fannie Mae, Pool #FM5308 | 2.00 | 12/1/50 | 465 | ||||||||||||
289 | Fannie Mae, Pool #FM5044 | 2.00 | 12/1/50 | 292 | ||||||||||||
59 | Fannie Mae, Pool #MA4071 | 2.00 | 7/1/40 | 61 | ||||||||||||
345 | Fannie Mae, Pool #SB8061 | 2.00 | 9/1/35 | 356 | ||||||||||||
447 | Fannie Mae, Pool #FM3755 | 2.00 | 9/1/35 | 461 | ||||||||||||
472 | Fannie Mae, Pool #MA4360 | 2.00 | 6/1/36 | 488 | ||||||||||||
445 | Fannie Mae, Pool #CB0325 | 2.00 | 4/1/51 | 450 | ||||||||||||
74 | Fannie Mae, Pool #MA4333 | 2.00 | 5/1/41 | 76 | ||||||||||||
474 | Fannie Mae, Pool #CB0684 | 2.00 | 6/1/51 | 480 | ||||||||||||
74 | Fannie Mae, Pool #MA4287 | 2.00 | 3/1/41 | 75 | ||||||||||||
471 | Fannie Mae, Pool #CB0497 | 2.00 | 5/1/51 | 476 | ||||||||||||
200 | Fannie Mae, Pool #MA4204 | 2.00 | 12/1/40 | 202 | ||||||||||||
437 | Fannie Mae, Pool #CA9183 | 2.00 | 2/1/36 | 451 | ||||||||||||
446 | Fannie Mae, Pool #FM6852 | 2.00 | 5/1/51 | 452 | ||||||||||||
14 | Fannie Mae, Pool #CA0052 | 2.00 | 7/1/32 | 14 | ||||||||||||
446 | Fannie Mae, Pool #FM6448 | 2.00 | 3/1/51 | 451 |
See accompanying notes to financial statements.
227
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 402 | Fannie Mae, Pool #CA7224 | 2.00 | 10/1/50 | $ | 406 | ||||||||||
345 | Fannie Mae, Pool #FM4231 | 2.50 | 9/1/50 | 358 | ||||||||||||
84 | Fannie Mae, Pool #MA3896 | 2.50 | 1/1/35 | 88 | ||||||||||||
350 | Fannie Mae, Pool #MA4159 | 2.50 | 10/1/50 | 362 | ||||||||||||
449 | Fannie Mae, Pool #BR7857 | 2.50 | 5/1/51 | 465 | ||||||||||||
35 | Fannie Mae, Pool #AZ6458 | 2.50 | 7/1/30 | 36 | ||||||||||||
86 | Fannie Mae, Pool #AU6387 | 2.50 | 11/1/28 | 90 | ||||||||||||
107 | Fannie Mae, Pool #AS4946 | 2.50 | 5/1/30 | 112 | ||||||||||||
171 | Fannie Mae, Pool #MA3827 | 2.50 | 11/1/34 | 179 | ||||||||||||
144 | Fannie Mae, Pool #AP4742 | 2.50 | 8/1/27 | 150 | ||||||||||||
32 | Fannie Mae, Pool #MA2868 | 2.50 | 1/1/32 | 33 | ||||||||||||
269 | Fannie Mae, Pool #MA4183 | 2.50 | 11/1/50 | 279 | ||||||||||||
149 | Fannie Mae, Pool #AO3019 | 2.50 | 5/1/27 | 155 | ||||||||||||
255 | Fannie Mae, Pool #MA2730 | 2.50 | 8/1/46 | 266 | ||||||||||||
11 | Fannie Mae, Pool #MA2888 | 2.50 | 1/1/47 | 12 | ||||||||||||
228 | Fannie Mae, Pool #MA3990 | 2.50 | 4/1/50 | 237 | ||||||||||||
297 | Fannie Mae, Pool #MA4075 | 2.50 | 7/1/35 | 310 | ||||||||||||
367 | Fannie Mae, Pool #MA4078 | 2.50 | 7/1/50 | 380 | ||||||||||||
8 | Fannie Mae, Pool #MA2789 | 2.50 | 10/1/36 | 8 | ||||||||||||
224 | Fannie Mae, Pool #MA3902 | 2.50 | 12/1/49 | 232 | ||||||||||||
9 | Fannie Mae, Pool #AS8172 | 2.50 | 10/1/36 | 9 | ||||||||||||
13 | Fannie Mae, Pool #MA2854 | 2.50 | 12/1/46 | 13 | ||||||||||||
27 | Fannie Mae, Pool #MA1270 | 2.50 | 11/1/32 | 28 | ||||||||||||
42 | Fannie Mae, Pool #AT2717 | 2.50 | 5/1/43 | 43 | ||||||||||||
402 | Fannie Mae, Pool #CA6304 | 2.50 | 7/1/50 | 416 | ||||||||||||
381 | Fannie Mae, Pool #CA6074 | 2.50 | 6/1/50 | 395 | ||||||||||||
429 | Fannie Mae, Pool #FM4309 | 2.50 | 9/1/50 | 444 | ||||||||||||
471 | Fannie Mae, Pool #FM4638 | 2.50 | 10/1/50 | 491 | ||||||||||||
400 | Fannie Mae, Pool #FM3494 | 2.50 | 4/1/48 | 416 | ||||||||||||
33 | Fannie Mae, Pool #BJ3944 | 2.50 | 1/1/33 | 35 | ||||||||||||
326 | Fannie Mae, Pool #FM3027 | 2.50 | 12/1/46 | 340 | ||||||||||||
159 | Fannie Mae, Pool #MA3154 | 2.50 | 10/1/32 | 166 | ||||||||||||
19 | Fannie Mae, Pool #ZT2094 | 2.50 | 6/1/34 | 20 | ||||||||||||
100 | Fannie Mae, Pool #AB7391 | 2.50 | 12/1/42 | 104 | ||||||||||||
62 | Fannie Mae, Pool #AU5334 | 2.50 | 11/1/28 | 64 | ||||||||||||
458 | Fannie Mae, Pool #CA8131 | 2.50 | 12/1/50 | 474 | ||||||||||||
393 | Fannie Mae, Pool #CA6075 | 2.50 | 6/1/50 | 410 | ||||||||||||
200 | Fannie Mae, Pool #BQ0329 | 2.50 | 7/1/50 | 207 | ||||||||||||
163 | Fannie Mae, Pool #MA1277 | 2.50 | 12/1/27 | 170 | ||||||||||||
178 | Fannie Mae, Pool #MA1210 | 2.50 | 10/1/27 | 186 | ||||||||||||
25 | Fannie Mae, Pool #AS0513 | 2.50 | 8/1/43 | 26 | ||||||||||||
365 | Fannie Mae, Pool #MA4096 | 2.50 | 8/1/50 | 378 | ||||||||||||
332 | Fannie Mae, Pool #MA4210 | 2.50 | 12/1/50 | 344 | ||||||||||||
17 | Fannie Mae, Pool #MA3788 | 2.50 | 9/1/39 | 18 | ||||||||||||
193 | Fannie Mae, Pool #MA4099 | 2.50 | 8/1/35 | 202 | ||||||||||||
453 | Fannie Mae, Pool #FM3878 | 2.50 | 7/1/50 | 470 | ||||||||||||
341 | Fannie Mae, Pool #BP5878 | 2.50 | 6/1/50 | 353 | ||||||||||||
39 | Fannie Mae, Pool #MA3737 | 2.50 | 8/1/34 | 40 |
See accompanying notes to financial statements.
228
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 107 | Fannie Mae, Pool #AU2619 | 2.50 | 8/1/28 | $ | 111 | ||||||||||
41 | Fannie Mae, Pool #MA3282 | 2.50 | 2/1/33 | 43 | ||||||||||||
19 | Fannie Mae, Pool #MA3830 | 2.50 | 11/1/39 | 20 | ||||||||||||
109 | Fannie Mae, Pool #MA3965 | 2.50 | 3/1/40 | 114 | ||||||||||||
87 | Fannie Mae, Pool #AS8892 | 2.50 | 2/1/32 | 91 | ||||||||||||
108 | Fannie Mae, Pool #MA4053 | 2.50 | 6/1/35 | 113 | ||||||||||||
43 | Fannie Mae, Pool #MA4016 | 2.50 | 5/1/40 | 45 | ||||||||||||
85 | Fannie Mae, Pool #MA3955 | 2.50 | 3/1/35 | 90 | ||||||||||||
55 | Fannie Mae, Pool #MA3217 | 2.50 | 12/1/32 | 57 | ||||||||||||
385 | Fannie Mae, Pool #MA4256 | 2.50 | 2/1/51 | 399 | ||||||||||||
37 | Fannie Mae, Pool #AS4660 | 2.50 | 3/1/30 | 39 | ||||||||||||
99 | Fannie Mae, Pool #BC9041 | 2.50 | 11/1/31 | 104 | ||||||||||||
91 | Fannie Mae, Pool #MA3764 | 2.50 | 9/1/34 | 95 | ||||||||||||
286 | Fannie Mae, Pool #MA3246 | 2.50 | 1/1/33 | 299 | ||||||||||||
61 | Fannie Mae, Pool #AS8246 | 2.50 | 11/1/31 | 64 | ||||||||||||
20 | Fannie Mae, Pool #AS8437 | 2.50 | 12/1/36 | 21 | ||||||||||||
170 | Fannie Mae, Pool #MA3765 | 2.50 | 9/1/49 | 176 | ||||||||||||
327 | Fannie Mae, Pool #BK2588 | 2.50 | 5/1/50 | 339 | ||||||||||||
111 | Fannie Mae, Pool #FM3296 | 2.50 | 5/1/35 | 117 | ||||||||||||
14 | Fannie Mae, Pool #MA1511 | 2.50 | 7/1/33 | 14 | ||||||||||||
105 | Fannie Mae, Pool #BE3032 | 2.50 | 1/1/32 | 110 | ||||||||||||
449 | Fannie Mae, Pool #BQ5110 | 2.50 | 11/1/50 | 465 | ||||||||||||
44 | Fannie Mae, Pool #BJ3742 | 2.50 | 12/1/32 | 46 | ||||||||||||
43 | Fannie Mae, Pool #MA3801 | 2.50 | 10/1/49 | 45 | ||||||||||||
38 | Fannie Mae, Pool #MA1338 | 3.00 | 2/1/33 | 41 | ||||||||||||
73 | Fannie Mae, Pool #CA3754 | 3.00 | 6/1/34 | 77 | ||||||||||||
181 | Fannie Mae, Pool #CA5729 | 3.00 | 5/1/50 | 190 | ||||||||||||
28 | Fannie Mae, Pool #BM1370 | 3.00 | 4/1/37 | 30 | ||||||||||||
98 | Fannie Mae, Pool #FM2132 | 3.00 | 1/1/50 | 102 | ||||||||||||
469 | Fannie Mae, Pool #AB7099 | 3.00 | 11/1/42 | 497 | ||||||||||||
12 | Fannie Mae, Pool #MA3738 | 3.00 | 8/1/34 | 12 | ||||||||||||
25 | Fannie Mae, Pool #AZ4358 | 3.00 | 7/1/30 | 27 | ||||||||||||
189 | Fannie Mae, Pool #MA2956 | 3.00 | 4/1/47 | 198 | ||||||||||||
17 | Fannie Mae, Pool #MA3078 | 3.00 | 7/1/37 | 18 | ||||||||||||
183 | Fannie Mae, Pool #MA2737 | 3.00 | 9/1/46 | 192 | ||||||||||||
24 | Fannie Mae, Pool #MA3185 | 3.00 | 11/1/37 | 25 | ||||||||||||
164 | Fannie Mae, Pool #AS8414 | 3.00 | 11/1/46 | 172 | ||||||||||||
39 | Fannie Mae, Pool #AS8438 | 3.00 | 12/1/36 | 42 | ||||||||||||
127 | Fannie Mae, Pool #MA2895 | 3.00 | 2/1/47 | 133 | ||||||||||||
24 | Fannie Mae, Pool #AT1575 | 3.00 | 5/1/43 | 26 | ||||||||||||
76 | Fannie Mae, Pool #MA1401 | 3.00 | 4/1/33 | 81 | ||||||||||||
44 | Fannie Mae, Pool #MA3331 | 3.00 | 4/1/48 | 46 | ||||||||||||
148 | Fannie Mae, Pool #MA2806 | 3.00 | 11/1/46 | 156 | ||||||||||||
197 | Fannie Mae, Pool #BD2446 | 3.00 | 1/1/47 | 206 | ||||||||||||
19 | Fannie Mae, Pool #MA3218 | 3.00 | 12/1/32 | 20 | ||||||||||||
21 | Fannie Mae, Pool #MA2897 | 3.00 | 2/1/37 | 22 | ||||||||||||
16 | Fannie Mae, Pool #MA3657 | 3.00 | 5/1/34 | 17 | ||||||||||||
101 | Fannie Mae, Pool #BE1901 | 3.00 | 12/1/46 | 106 |
See accompanying notes to financial statements.
229
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 49 | Fannie Mae, Pool #BE4400 | 3.00 | 1/1/47 | $ | 52 | ||||||||||
121 | Fannie Mae, Pool #MA3106 | 3.00 | 8/1/47 | 127 | ||||||||||||
37 | Fannie Mae, Pool #BJ2996 | 3.00 | 1/1/33 | 39 | ||||||||||||
20 | Fannie Mae, Pool #AR7426 | 3.00 | 7/1/43 | 21 | ||||||||||||
48 | Fannie Mae, Pool #MA3631 | 3.00 | 4/1/34 | 50 | ||||||||||||
388 | Fannie Mae, Pool #MA3834 | 3.00 | 11/1/49 | 404 | ||||||||||||
122 | Fannie Mae, Pool #AS8276 | 3.00 | 11/1/46 | 128 | ||||||||||||
38 | Fannie Mae, Pool #AS8424 | 3.00 | 12/1/36 | 40 | ||||||||||||
40 | Fannie Mae, Pool #AS8483 | 3.00 | 12/1/46 | 42 | ||||||||||||
115 | Fannie Mae, Pool #AS8784 | 3.00 | 2/1/47 | 121 | ||||||||||||
28 | Fannie Mae, Pool #BE9547 | 3.00 | 4/1/47 | 29 | ||||||||||||
23 | Fannie Mae, Pool #BC4276 | 3.00 | 4/1/46 | 24 | ||||||||||||
58 | Fannie Mae, Pool #MA3831 | 3.00 | 11/1/39 | 60 | ||||||||||||
18 | Fannie Mae, Pool #AS8056 | 3.00 | 10/1/46 | 19 | ||||||||||||
81 | Fannie Mae, Pool #AS7238 | 3.00 | 5/1/46 | 85 | ||||||||||||
29 | Fannie Mae, Pool #BE3861 | 3.00 | 1/1/47 | 31 | ||||||||||||
143 | Fannie Mae, Pool #BC4764 | 3.00 | 10/1/46 | 150 | ||||||||||||
142 | Fannie Mae, Pool #BC9003 | 3.00 | 11/1/46 | 149 | ||||||||||||
105 | Fannie Mae, Pool #AS4884 | 3.00 | 5/1/45 | 111 | ||||||||||||
24 | Fannie Mae, Pool #MA2961 | 3.00 | 4/1/37 | 26 | ||||||||||||
20 | Fannie Mae, Pool #BA4786 | 3.00 | 2/1/31 | 21 | ||||||||||||
117 | Fannie Mae, Pool #MA2833 | 3.00 | 12/1/46 | 123 | ||||||||||||
143 | Fannie Mae, Pool #AS0196 | 3.00 | 8/1/28 | 151 | ||||||||||||
71 | Fannie Mae, Pool #MA3147 | 3.00 | 10/1/47 | 75 | ||||||||||||
29 | Fannie Mae, Pool #MA2832 | 3.00 | 12/1/36 | 31 | ||||||||||||
39 | Fannie Mae, Pool #MA3247 | 3.00 | 1/1/33 | 41 | ||||||||||||
178 | Fannie Mae, Pool #AB8897 | 3.00 | 4/1/43 | 189 | ||||||||||||
49 | Fannie Mae, Pool #MA3060 | 3.00 | 7/1/32 | 52 | ||||||||||||
62 | Fannie Mae, Pool #MA3127 | 3.00 | 9/1/37 | 65 | ||||||||||||
51 | Fannie Mae, Pool #MA2523 | 3.00 | 2/1/36 | 54 | ||||||||||||
89 | Fannie Mae, Pool #AB4483 | 3.00 | 2/1/27 | 93 | ||||||||||||
45 | Fannie Mae, Pool #MA3339 | 3.00 | 4/1/33 | 47 | ||||||||||||
182 | Fannie Mae, Pool #AT0682 | 3.00 | 4/1/43 | 193 | ||||||||||||
39 | Fannie Mae, Pool #AU7890 | 3.00 | 9/1/28 | 41 | ||||||||||||
303 | Fannie Mae, Pool #MA4048 | 3.00 | 6/1/50 | 315 | ||||||||||||
58 | Fannie Mae, Pool #MA2425 | 3.00 | 10/1/30 | 61 | ||||||||||||
49 | Fannie Mae, Pool #AL9996 | 3.00 | 4/1/32 | 52 | ||||||||||||
63 | Fannie Mae, Pool #AS8186 | 3.00 | 10/1/46 | 66 | ||||||||||||
39 | Fannie Mae, Pool #MA3304 | 3.00 | 3/1/48 | 41 | ||||||||||||
87 | Fannie Mae, Pool #AS8521 | 3.00 | 12/1/46 | 92 | ||||||||||||
33 | Fannie Mae, Pool #MA3237 | 3.00 | 1/1/48 | 35 | ||||||||||||
77 | Fannie Mae, Pool #MA1527 | 3.00 | 8/1/33 | 82 | ||||||||||||
10 | Fannie Mae, Pool #BA0826 | 3.00 | 10/1/30 | 10 | ||||||||||||
8 | Fannie Mae, Pool #FM1585 | 3.00 | 9/1/49 | 8 | ||||||||||||
10 | Fannie Mae, Pool #AL9848 | 3.00 | 3/1/47 | 11 | ||||||||||||
155 | Fannie Mae, Pool #MA3774 | 3.00 | 9/1/49 | 162 | ||||||||||||
49 | Fannie Mae, Pool #MA3934 | 3.00 | 2/1/40 | 51 | ||||||||||||
67 | Fannie Mae, Pool #AW7383 | 3.00 | 8/1/29 | 71 |
See accompanying notes to financial statements.
230
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 41 | Fannie Mae, Pool #AW8295 | 3.00 | 8/1/29 | $ | 43 | ||||||||||
314 | Fannie Mae, Pool #QB1382 | 3.00 | 7/1/50 | 328 | ||||||||||||
47 | Fannie Mae, Pool #MA2230 | 3.00 | 4/1/35 | 50 | ||||||||||||
141 | Fannie Mae, Pool #MA2246 | 3.00 | 4/1/30 | 149 | ||||||||||||
159 | Fannie Mae, Pool #AT2014 | 3.00 | 4/1/43 | 168 | ||||||||||||
15 | Fannie Mae, Pool #AK0006 | 3.00 | 1/1/27 | 16 | ||||||||||||
100 | Fannie Mae, Pool #AY4829 | 3.00 | 5/1/45 | 106 | ||||||||||||
51 | Fannie Mae, Pool #MA2149 | 3.00 | 1/1/30 | 53 | ||||||||||||
199 | Fannie Mae, Pool #MA4079 | 3.00 | 7/1/50 | 208 | ||||||||||||
123 | Fannie Mae, Pool #BD4225 | 3.00 | 11/1/46 | 129 | ||||||||||||
62 | Fannie Mae, Pool #MA3991 | 3.00 | 4/1/50 | 65 | ||||||||||||
174 | Fannie Mae, Pool #MA1307 | 3.00 | 1/1/33 | 185 | ||||||||||||
296 | Fannie Mae, Pool #AP6493 | 3.00 | 9/1/42 | 314 | ||||||||||||
93 | Fannie Mae, Pool #FM1552 | 3.00 | 12/1/47 | 98 | ||||||||||||
38 | Fannie Mae, Pool #MA3958 | 3.00 | 3/1/40 | 39 | ||||||||||||
272 | Fannie Mae, Pool #CA5668 | 3.00 | 5/1/50 | 284 | ||||||||||||
13 | Fannie Mae, Pool #MA2065 | 3.00 | 10/1/34 | 14 | ||||||||||||
121 | Fannie Mae, Pool #MA2863 | 3.00 | 1/1/47 | 127 | ||||||||||||
44 | Fannie Mae, Pool #MA3090 | 3.00 | 8/1/32 | 47 | ||||||||||||
134 | Fannie Mae, Pool #AK3302 | 3.00 | 3/1/27 | 140 | ||||||||||||
49 | Fannie Mae, Pool #AQ3223 | 3.00 | 11/1/27 | 52 | ||||||||||||
67 | Fannie Mae, Pool #AZ0538 | 3.00 | 9/1/30 | 71 | ||||||||||||
19 | Fannie Mae, Pool #MA1058 | 3.00 | 5/1/32 | 20 | ||||||||||||
48 | Fannie Mae, Pool #AS2312 | 3.00 | 5/1/29 | 50 | ||||||||||||
38 | Fannie Mae, Pool #AS3117 | 3.00 | 8/1/29 | 40 | ||||||||||||
21 | Fannie Mae, Pool #MA2087 | 3.00 | 11/1/34 | 22 | ||||||||||||
28 | Fannie Mae, Pool #MA2579 | 3.00 | 4/1/36 | 29 | ||||||||||||
96 | Fannie Mae, Pool #BD5545 | 3.00 | 10/1/46 | 101 | ||||||||||||
81 | Fannie Mae, Pool #BD5787 | 3.00 | 9/1/46 | 85 | ||||||||||||
15 | Fannie Mae, Pool #MA2287 | 3.00 | 6/1/35 | 16 | ||||||||||||
196 | Fannie Mae, Pool #FM1370 | 3.00 | 4/1/46 | 206 | ||||||||||||
80 | Fannie Mae, Pool #AY4200 | 3.00 | 5/1/45 | 84 | ||||||||||||
125 | Fannie Mae, Pool #MA3960 | 3.00 | 3/1/50 | 130 | ||||||||||||
267 | Fannie Mae, Pool #MA4020 | 3.00 | 5/1/50 | 278 | ||||||||||||
112 | Fannie Mae, Pool #FM1134 | 3.00 | 4/1/48 | 117 | ||||||||||||
123 | Fannie Mae, Pool #AU3735 | 3.00 | 8/1/43 | 130 | ||||||||||||
103 | Fannie Mae, Pool #AS4333 | 3.00 | 1/1/45 | 108 | ||||||||||||
53 | Fannie Mae, Pool #AL8861 | 3.00 | 7/1/31 | 56 | ||||||||||||
13 | Fannie Mae, Pool #AX8309 | 3.00 | 11/1/29 | 14 | ||||||||||||
22 | Fannie Mae, Pool #BK1015 | 3.00 | 2/1/33 | 23 | ||||||||||||
34 | Fannie Mae, Pool #MA3897 | 3.00 | 1/1/35 | 35 | ||||||||||||
33 | Fannie Mae, Pool #CA4860 | 3.00 | 12/1/49 | 35 | ||||||||||||
8 | Fannie Mae, Pool #MA3100 | 3.00 | 8/1/37 | 8 | ||||||||||||
86 | Fannie Mae, Pool #MA3179 | 3.00 | 11/1/47 | 90 | ||||||||||||
227 | Fannie Mae, Pool #B06219 | 3.00 | 12/1/49 | 237 | ||||||||||||
281 | Fannie Mae, Pool #BP1932 | 3.00 | 4/1/50 | 293 | ||||||||||||
190 | Fannie Mae, Pool #MA3871 | 3.00 | 12/1/49 | 198 | ||||||||||||
41 | Fannie Mae, Pool #CA5423 | 3.00 | 3/1/50 | 42 |
See accompanying notes to financial statements.
231
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 86 | Fannie Mae, Pool #AS1527 | 3.00 | 1/1/29 | $ | 91 | ||||||||||
103 | Fannie Mae, Pool #CA5519 | 3.00 | 4/1/50 | 107 | ||||||||||||
217 | Fannie Mae, Pool #BP6466 | 3.00 | 7/1/50 | 226 | ||||||||||||
63 | Fannie Mae, Pool #B09169 | 3.00 | 12/1/49 | 66 | ||||||||||||
217 | Fannie Mae, Pool #B08947 | 3.00 | 1/1/50 | 226 | ||||||||||||
125 | Fannie Mae, Pool #BO7242 | 3.00 | 1/1/50 | 131 | ||||||||||||
67 | Fannie Mae, Pool #AS7908 | 3.00 | 9/1/46 | 70 | ||||||||||||
152 | Fannie Mae, Pool #MA3082 | 3.00 | 7/1/47 | 159 | ||||||||||||
328 | Fannie Mae, Pool #FM3395 | 3.00 | 6/1/50 | 342 | ||||||||||||
60 | Fannie Mae, Pool #MA3744 | 3.00 | 8/1/49 | 62 | ||||||||||||
61 | Fannie Mae, Pool #CA3788 | 3.00 | 7/1/49 | 63 | ||||||||||||
52 | Fannie Mae, Pool #MA2773 | 3.00 | 10/1/36 | 55 | ||||||||||||
182 | Fannie Mae, Pool #AS7904 | 3.00 | 9/1/46 | 191 | ||||||||||||
22 | Fannie Mae, Pool #J24886 | 3.00 | 7/1/23 | 23 | ||||||||||||
172 | Fannie Mae, Pool #AT7620 | 3.00 | 6/1/43 | 182 | ||||||||||||
205 | Fannie Mae, Pool #MA3905 | 3.00 | 1/1/50 | 213 | ||||||||||||
314 | Fannie Mae, Pool #AO0752 | 3.00 | 4/1/42 | 333 | ||||||||||||
22 | Fannie Mae, Pool #AS4334 | 3.00 | 1/1/45 | 23 | ||||||||||||
442 | Fannie Mae, Pool #AQ7920 | 3.00 | 12/1/42 | 468 | ||||||||||||
197 | Fannie Mae, Pool #MA3937 | 3.00 | 2/1/50 | 206 | ||||||||||||
224 | Fannie Mae, Pool #AP2465 | 3.00 | 8/1/42 | 237 | ||||||||||||
574 | Fannie Mae, Pool #AP6375 | 3.00 | 9/1/42 | 609 | ||||||||||||
51 | Fannie Mae, Pool #BD5076 | 3.00 | 2/1/32 | 54 | ||||||||||||
63 | Fannie Mae, Pool #FM4317 | 3.00 | 9/1/50 | 65 | ||||||||||||
164 | Fannie Mae, Pool #BN7703 | 3.00 | 8/1/49 | 171 | ||||||||||||
11 | Fannie Mae, Pool #MA3802 | 3.00 | 10/1/49 | 11 | ||||||||||||
203 | Fannie Mae, Pool #BO2201 | 3.00 | 9/1/49 | 212 | ||||||||||||
171 | Fannie Mae, Pool #BO3192 | 3.00 | 10/1/49 | 179 | ||||||||||||
170 | Fannie Mae, Pool #AL9865 | 3.00 | 2/1/47 | 179 | ||||||||||||
128 | Fannie Mae, Pool #MA2292 | 3.50 | 6/1/45 | 137 | ||||||||||||
76 | Fannie Mae, Pool #AX2486 | 3.50 | 10/1/44 | 81 | ||||||||||||
456 | Fannie Mae, Pool #AK7497 | 3.50 | 4/1/42 | 490 | ||||||||||||
40 | Fannie Mae, Pool #AE5487 | 3.50 | 10/1/25 | 42 | ||||||||||||
123 | Fannie Mae, Pool #AZ0862 | 3.50 | 7/1/45 | 131 | ||||||||||||
158 | Fannie Mae, Pool #BD2436 | 3.50 | 1/1/47 | 169 | ||||||||||||
243 | Fannie Mae, Pool #ZM4908 | 3.50 | 11/1/47 | 257 | ||||||||||||
41 | Fannie Mae, Pool #MA2389 | 3.50 | 9/1/35 | 44 | ||||||||||||
135 | Fannie Mae, Pool #BH9215 | 3.50 | 1/1/48 | 143 | ||||||||||||
82 | Fannie Mae, Pool #AY4300 | 3.50 | 1/1/45 | 87 | ||||||||||||
96 | Fannie Mae, Pool #AO4385 | 3.50 | 6/1/42 | 103 | ||||||||||||
8 | Fannie Mae, Pool #AX0159 | 3.50 | 9/1/29 | 9 | ||||||||||||
83 | Fannie Mae, Pool #MA1980 | 3.50 | 8/1/44 | 89 | ||||||||||||
15 | Fannie Mae, Pool #MA3059 | 3.50 | 7/1/37 | 16 | ||||||||||||
80 | Fannie Mae, Pool #AY5303 | 3.50 | 3/1/45 | 86 | ||||||||||||
151 | Fannie Mae, Pool #ZS4618 | 3.50 | 6/1/45 | 161 | ||||||||||||
19 | Fannie Mae, Pool #MA2495 | 3.50 | 1/1/46 | 20 | ||||||||||||
38 | Fannie Mae, Pool #AX7655 | 3.50 | 1/1/45 | 40 | ||||||||||||
16 | Fannie Mae, Pool #AS2081 | 3.50 | 4/1/29 | 17 |
See accompanying notes to financial statements.
232
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 53 | Fannie Mae, Pool #AX5201 | 3.50 | 10/1/29 | $ | 57 | ||||||||||
14 | Fannie Mae, Pool #AV6407 | 3.50 | 2/1/29 | 15 | ||||||||||||
145 | Fannie Mae, Pool #AU1635 | 3.50 | 7/1/43 | 157 | ||||||||||||
71 | Fannie Mae, Pool #AS7239 | 3.50 | 5/1/46 | 76 | ||||||||||||
43 | Fannie Mae, Pool #MA2923 | 3.50 | 3/1/37 | 46 | ||||||||||||
50 | Fannie Mae, Pool #BM2001 | 3.50 | 12/1/46 | 54 | ||||||||||||
97 | Fannie Mae, Pool #MA2125 | 3.50 | 12/1/44 | 104 | ||||||||||||
115 | Fannie Mae, Pool #SD8001 | 3.50 | 7/1/49 | 121 | ||||||||||||
29 | Fannie Mae, Pool #AP9390 | 3.50 | 10/1/42 | 31 | ||||||||||||
127 | Fannie Mae, Pool #MA1107 | 3.50 | 7/1/32 | 135 | ||||||||||||
201 | Fannie Mae, Pool #AQ0546 | 3.50 | 11/1/42 | 216 | ||||||||||||
94 | Fannie Mae, Pool #MA1059 | 3.50 | 5/1/32 | 100 | ||||||||||||
426 | Fannie Mae, Pool #AB6017 | 3.50 | 8/1/42 | 457 | ||||||||||||
100 | Fannie Mae, Pool #AJ8476 | 3.50 | 12/1/41 | 108 | ||||||||||||
52 | Fannie Mae, Pool #AJ4093 | 3.50 | 10/1/26 | 55 | ||||||||||||
33 | Fannie Mae, Pool #AS5892 | 3.50 | 10/1/45 | 36 | ||||||||||||
102 | Fannie Mae, Pool #MA1982 | 3.50 | 8/1/34 | 109 | ||||||||||||
5 | Fannie Mae, Pool #BA5031 | 3.50 | 1/1/46 | 6 | ||||||||||||
50 | Fannie Mae, Pool #AS5319 | 3.50 | 7/1/45 | 53 | ||||||||||||
62 | Fannie Mae, Pool #AY3802 | 3.50 | 2/1/45 | 67 | ||||||||||||
66 | Fannie Mae, Pool #AY3913 | 3.50 | 2/1/45 | 71 | ||||||||||||
37 | Fannie Mae, Pool #AY8856 | 3.50 | 9/1/45 | 39 | ||||||||||||
16 | Fannie Mae, Pool #BM1231 | 3.50 | 11/1/31 | 17 | ||||||||||||
45 | Fannie Mae, Pool #AZ6383 | 3.50 | 9/1/45 | 48 | ||||||||||||
91 | Fannie Mae, Pool #MA3057 | 3.50 | 7/1/47 | 97 | ||||||||||||
52 | Fannie Mae, Pool #MA3462 | 3.50 | 9/1/33 | 56 | ||||||||||||
24 | Fannie Mae, Pool #BC7633 | 3.50 | 6/1/46 | 26 | ||||||||||||
50 | Fannie Mae, Pool #BC3126 | 3.50 | 1/1/46 | 54 | ||||||||||||
85 | Fannie Mae, Pool #AU3742 | 3.50 | 8/1/43 | 92 | ||||||||||||
41 | Fannie Mae, Pool #BC0163 | 3.50 | 1/1/46 | 44 | ||||||||||||
9 | Fannie Mae, Pool #MA2909 | 3.50 | 2/1/37 | 10 | ||||||||||||
18 | Fannie Mae, Pool #AK0706 | 3.50 | 2/1/27 | 19 | ||||||||||||
6 | Fannie Mae, Pool #AJ6181 | 3.50 | 12/1/26 | 6 | ||||||||||||
71 | Fannie Mae, Pool #AS6649 | 3.50 | 2/1/46 | 76 | ||||||||||||
34 | Fannie Mae, Pool #BA1893 | 3.50 | 8/1/45 | 36 | ||||||||||||
68 | Fannie Mae, Pool #AS5068 | 3.50 | 6/1/45 | 73 | ||||||||||||
128 | Fannie Mae, Pool #BC1158 | 3.50 | 2/1/46 | 136 | ||||||||||||
— | Fannie Mae, Pool #310139 | 3.50 | 11/1/25 | — | ||||||||||||
48 | Fannie Mae, Pool #BJ0647 | 3.50 | 3/1/48 | 51 | ||||||||||||
56 | Fannie Mae, Pool #AS5696 | 3.50 | 8/1/45 | 60 | ||||||||||||
130 | Fannie Mae, Pool #FM1543 | 3.50 | 11/1/48 | 138 | ||||||||||||
89 | Fannie Mae, Pool #FM1028 | 3.50 | 6/1/49 | 94 | ||||||||||||
25 | Fannie Mae, Pool #MA3835 | 3.50 | 11/1/49 | 26 | ||||||||||||
122 | Fannie Mae, Pool #MA3745 | 3.50 | 8/1/49 | 128 | ||||||||||||
65 | Fannie Mae, Pool #AO9140 | 3.50 | 7/1/42 | 70 | ||||||||||||
69 | Fannie Mae, Pool #MA3243 | 3.50 | 1/1/38 | 74 | ||||||||||||
150 | Fannie Mae, Pool #BH5155 | 3.50 | 9/1/47 | 159 | ||||||||||||
75 | Fannie Mae, Pool #AO4647 | 3.50 | 6/1/42 | 80 |
See accompanying notes to financial statements.
233
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 15 | Fannie Mae, Pool #MA3152 | 3.50 | 10/1/37 | $ | 16 | ||||||||||
172 | Fannie Mae, Pool #BH9277 | 3.50 | 2/1/48 | 182 | ||||||||||||
128 | Fannie Mae, Pool #MA3663 | 3.50 | 5/1/49 | 135 | ||||||||||||
127 | Fannie Mae, Pool #FM1911 | 3.50 | 7/1/48 | 136 | ||||||||||||
155 | Fannie Mae, Pool #BM4703 | 3.50 | 2/1/48 | 166 | ||||||||||||
165 | Fannie Mae, Pool #AL1717 | 3.50 | 5/1/27 | 176 | ||||||||||||
216 | Fannie Mae, Pool #MA3305 | 3.50 | 2/1/48 | 228 | ||||||||||||
110 | Fannie Mae, Pool #FM3387 | 3.50 | 3/1/35 | 118 | ||||||||||||
101 | Fannie Mae, Pool #AS7491 | 3.50 | 7/1/46 | 109 | ||||||||||||
54 | Fannie Mae, Pool #AZ2614 | 3.50 | 8/1/45 | 58 | ||||||||||||
67 | Fannie Mae, Pool #BE5258 | 3.50 | 1/1/47 | 71 | ||||||||||||
535 | Fannie Mae, Pool #AO2548 | 3.50 | 4/1/42 | 575 | ||||||||||||
195 | Fannie Mae, Pool #AO3760 | 3.50 | 5/1/42 | 211 | ||||||||||||
437 | Fannie Mae, Pool #AO8137 | 3.50 | 8/1/42 | 469 | ||||||||||||
40 | Fannie Mae, Pool #MA3614 | 3.50 | 3/1/49 | 42 | ||||||||||||
18 | Fannie Mae, Pool #MA3906 | 3.50 | 1/1/50 | 19 | ||||||||||||
101 | Fannie Mae, Pool #MA3026 | 3.50 | 6/1/47 | 107 | ||||||||||||
93 | Fannie Mae, Pool #MA3332 | 3.50 | 4/1/48 | 98 | ||||||||||||
26 | Fannie Mae, Pool #AE0981 | 3.50 | 3/1/41 | 29 | ||||||||||||
91 | Fannie Mae, Pool #AS0024 | 3.50 | 7/1/43 | 99 | ||||||||||||
226 | Fannie Mae, Pool #BM1568 | 3.50 | 7/1/47 | 250 | ||||||||||||
110 | Fannie Mae, Pool #BD5046 | 3.50 | 2/1/47 | 117 | ||||||||||||
99 | Fannie Mae, Pool #MA3414 | 3.50 | 7/1/48 | 105 | ||||||||||||
258 | Fannie Mae, Pool #BP1947 | 3.50 | 4/1/50 | 272 | ||||||||||||
15 | Fannie Mae, Pool #MA2692 | 3.50 | 7/1/36 | 16 | ||||||||||||
91 | Fannie Mae, Pool #AS7388 | 3.50 | 6/1/46 | 97 | ||||||||||||
91 | Fannie Mae, Pool #BM5485 | 3.50 | 2/1/49 | 96 | ||||||||||||
42 | Fannie Mae, Pool #MA3597 | 3.50 | 2/1/49 | 44 | ||||||||||||
8 | Fannie Mae, Pool #MA2996 | 3.50 | 5/1/37 | 9 | ||||||||||||
115 | Fannie Mae, Pool #CA0487 | 3.50 | 10/1/47 | 123 | ||||||||||||
133 | Fannie Mae, Pool #AS3133 | 3.50 | 8/1/44 | 144 | ||||||||||||
15 | Fannie Mae, Pool #CA0234 | 3.50 | 8/1/47 | 16 | ||||||||||||
155 | Fannie Mae, Pool #MA3775 | 3.50 | 9/1/49 | 163 | ||||||||||||
11 | Fannie Mae, Pool #BM5446 | 3.50 | 2/1/49 | 12 | ||||||||||||
77 | Fannie Mae, Pool #FM0020 | 3.50 | 7/1/49 | 81 | ||||||||||||
92 | Fannie Mae, Pool #AZ9576 | 3.50 | 12/1/45 | 99 | ||||||||||||
75 | Fannie Mae, Pool #BE3767 | 3.50 | 7/1/47 | 79 | ||||||||||||
126 | Fannie Mae, Pool #MA3238 | 3.50 | 1/1/48 | 134 | ||||||||||||
89 | Fannie Mae, Pool #AS4771 | 3.50 | 4/1/45 | 95 | ||||||||||||
6 | Fannie Mae, Pool #AL8776 | 3.50 | 7/1/46 | 7 | ||||||||||||
85 | Fannie Mae, Pool #AS4773 | 3.50 | 4/1/45 | 90 | ||||||||||||
42 | Fannie Mae, Pool #MA3494 | 3.50 | 10/1/48 | 45 | ||||||||||||
38 | Fannie Mae, Pool #MA3692 | 3.50 | 7/1/49 | 40 | ||||||||||||
112 | Fannie Mae, Pool #BM2000 | 3.50 | 5/1/49 | 119 | ||||||||||||
101 | Fannie Mae, Pool #FM1566 | 3.50 | 11/1/48 | 107 | ||||||||||||
106 | Fannie Mae, Pool #FM1001 | 3.50 | 11/1/48 | 112 | ||||||||||||
114 | Fannie Mae, Pool #AY1306 | 3.50 | 3/1/45 | 122 | ||||||||||||
92 | Fannie Mae, Pool #AX9530 | 3.50 | 2/1/45 | 98 |
See accompanying notes to financial statements.
234
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 10 | Fannie Mae, Pool #MA1021 | 3.50 | 3/1/27 | $ | 11 | ||||||||||
122 | Fannie Mae, Pool #MA3305 | 3.50 | 3/1/48 | 129 | ||||||||||||
32 | Fannie Mae, Pool #MA3637 | 3.50 | 4/1/49 | 34 | ||||||||||||
139 | Fannie Mae, Pool #BJ2692 | 3.50 | 4/1/48 | 147 | ||||||||||||
44 | Fannie Mae, Pool #AS4772 | 3.50 | 4/1/45 | 47 | ||||||||||||
140 | Fannie Mae, Pool #MA3182 | 3.50 | 11/1/47 | 148 | ||||||||||||
139 | Fannie Mae, Pool #MA3520 | 3.50 | 10/1/48 | 147 | ||||||||||||
16 | Fannie Mae, Pool #MA3634 | 3.50 | 4/1/39 | 17 | ||||||||||||
25 | Fannie Mae, Pool #310139 | 3.50 | 11/1/25 | 26 | ||||||||||||
130 | Fannie Mae, Pool #BK9038 | 3.50 | 10/1/33 | 139 | ||||||||||||
83 | Fannie Mae, Pool #FM1960 | 4.00 | 5/1/49 | 88 | ||||||||||||
7 | Fannie Mae, Pool #CA3084 | 4.00 | 2/1/49 | 7 | ||||||||||||
73 | Fannie Mae, Pool #BM5685 | 4.00 | 6/1/48 | 78 | ||||||||||||
21 | Fannie Mae, Pool #AE0375 | 4.00 | 7/1/25 | 23 | ||||||||||||
41 | Fannie Mae, Pool #BK9697 | 4.00 | 12/1/48 | 44 | ||||||||||||
50 | Fannie Mae, Pool #BK0915 | 4.00 | 7/1/48 | 53 | ||||||||||||
25 | Fannie Mae, Pool #AT3872 | 4.00 | 6/1/43 | 27 | ||||||||||||
81 | Fannie Mae, Pool #FM1415 | 4.00 | 12/1/48 | 88 | ||||||||||||
30 | Fannie Mae, Pool #AY2291 | 4.00 | 3/1/45 | 33 | ||||||||||||
56 | Fannie Mae, Pool #AS2498 | 4.00 | 5/1/44 | 61 | ||||||||||||
88 | Fannie Mae, Pool #CA2469 | 4.00 | 10/1/48 | 94 | ||||||||||||
124 | Fannie Mae, Pool #AU3753 | 4.00 | 8/1/43 | 136 | ||||||||||||
192 | Fannie Mae, Pool #MA3804 | 4.00 | 10/1/49 | 205 | ||||||||||||
218 | Fannie Mae, Pool #AS0531 | 4.00 | 9/1/43 | 239 | ||||||||||||
103 | Fannie Mae, Pool #MA3027 | 4.00 | 6/1/47 | 110 | ||||||||||||
79 | Fannie Mae, Pool #AX0841 | 4.00 | 9/1/44 | 85 | ||||||||||||
119 | Fannie Mae, Pool #CA0183 | 4.00 | 8/1/47 | 128 | ||||||||||||
201 | Fannie Mae, Pool #AS7558 | 4.00 | 7/1/46 | 218 | ||||||||||||
86 | Fannie Mae, Pool #AL8387 | 4.00 | 3/1/46 | 93 | ||||||||||||
27 | Fannie Mae, Pool #MA3427 | 4.00 | 7/1/33 | 29 | ||||||||||||
30 | Fannie Mae, Pool #BM4306 | 4.00 | 9/1/25 | 32 | ||||||||||||
162 | Fannie Mae, Pool #AH5859 | 4.00 | 2/1/41 | 177 | ||||||||||||
135 | Fannie Mae, Pool #ZS4627 | 4.00 | 8/1/45 | 146 | ||||||||||||
139 | Fannie Mae, Pool #AY1377 | 4.00 | 4/1/45 | 153 | ||||||||||||
66 | Fannie Mae, Pool #BA6910 | 4.00 | 2/1/46 | 71 | ||||||||||||
183 | Fannie Mae, Pool #FM5134 | 4.00 | 1/1/49 | 198 | ||||||||||||
105 | Fannie Mae, Pool #AH6242 | 4.00 | 4/1/26 | 112 | ||||||||||||
84 | Fannie Mae, Pool #BN0334 | 4.00 | 12/1/48 | 90 | ||||||||||||
250 | Fannie Mae, Pool #AJ5303 | 4.00 | 11/1/41 | 273 | ||||||||||||
95 | Fannie Mae, Pool #AZ8067 | 4.00 | 9/1/45 | 104 | ||||||||||||
54 | Fannie Mae, Pool #AS3903 | 4.00 | 11/1/44 | 59 | ||||||||||||
168 | Fannie Mae, Pool #BK7943 | 4.00 | 11/1/48 | 181 | ||||||||||||
220 | Fannie Mae, Pool #AJ7857 | 4.00 | 12/1/41 | 240 | ||||||||||||
11 | Fannie Mae, Pool #AS3448 | 4.00 | 9/1/44 | 12 | ||||||||||||
105 | Fannie Mae, Pool #FM0021 | 4.00 | 3/1/49 | 112 | ||||||||||||
42 | Fannie Mae, Pool #CA2474 | 4.00 | 7/1/48 | 45 | ||||||||||||
198 | Fannie Mae, Pool #BN6677 | 4.00 | 6/1/49 | 211 | ||||||||||||
55 | Fannie Mae, Pool #AL7347 | 4.00 | 9/1/45 | 60 |
See accompanying notes to financial statements.
235
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 104 | Fannie Mae, Pool #MA0641 | 4.00 | 2/1/31 | $ | 113 | ||||||||||
33 | Fannie Mae, Pool #MA0493 | 4.00 | 8/1/30 | 36 | ||||||||||||
73 | Fannie Mae, Pool #AS3293 | 4.00 | 9/1/44 | 79 | ||||||||||||
78 | Fannie Mae, Pool #AS8532 | 4.00 | 12/1/46 | 85 | ||||||||||||
113 | Fannie Mae, Pool #MA3211 | 4.00 | 12/1/47 | 121 | ||||||||||||
8 | Fannie Mae, Pool #MA2536 | 4.00 | 2/1/36 | 9 | ||||||||||||
32 | Fannie Mae, Pool #FM1101 | 4.00 | 7/1/34 | 34 | ||||||||||||
48 | Fannie Mae, Pool #AS3468 | 4.00 | 10/1/44 | 52 | ||||||||||||
71 | Fannie Mae, Pool #MA3563 | 4.00 | 1/1/49 | 76 | ||||||||||||
76 | Fannie Mae, Pool #FM1571 | 4.00 | 12/1/48 | 81 | ||||||||||||
25 | Fannie Mae, Pool #AL2689 | 4.00 | 2/1/27 | 26 | ||||||||||||
41 | Fannie Mae, Pool #BN5258 | 4.00 | 2/1/49 | 44 | ||||||||||||
21 | Fannie Mae, Pool #BA0847 | 4.00 | 3/1/46 | 23 | ||||||||||||
65 | Fannie Mae, Pool #AS3467 | 4.00 | 10/1/44 | 70 | ||||||||||||
262 | Fannie Mae, Pool #AJ7689 | 4.00 | 12/1/41 | 286 | ||||||||||||
52 | Fannie Mae, Pool #AS7600 | 4.00 | 7/1/46 | 57 | ||||||||||||
81 | Fannie Mae, Pool #AS9831 | 4.00 | 6/1/47 | 87 | ||||||||||||
118 | Fannie Mae, Pool #BD7081 | 4.00 | 3/1/47 | 126 | ||||||||||||
62 | Fannie Mae, Pool #AS7601 | 4.00 | 7/1/46 | 68 | ||||||||||||
8 | Fannie Mae, Pool #MA3037 | 4.00 | 6/1/37 | 9 | ||||||||||||
99 | Fannie Mae, Pool #BM2002 | 4.00 | 10/1/47 | 107 | ||||||||||||
19 | Fannie Mae, Pool #MA0695 | 4.00 | 4/1/31 | 21 | ||||||||||||
23 | Fannie Mae, Pool #BJ0639 | 4.00 | 3/1/48 | 25 | ||||||||||||
75 | Fannie Mae, Pool #CA1894 | 4.00 | 6/1/48 | 80 | ||||||||||||
104 | Fannie Mae, Pool #CA1015 | 4.00 | 1/1/48 | 112 | ||||||||||||
22 | Fannie Mae, Pool #BM5525 | 4.00 | 3/1/31 | 24 | ||||||||||||
28 | Fannie Mae, Pool #AS8823 | 4.00 | 2/1/47 | 31 | ||||||||||||
102 | Fannie Mae, Pool #BJ9169 | 4.00 | 5/1/48 | 109 | ||||||||||||
18 | Fannie Mae, Pool #AL9742 | 4.00 | 7/1/29 | 19 | ||||||||||||
24 | Fannie Mae, Pool #BH2623 | 4.00 | 8/1/47 | 26 | ||||||||||||
18 | Fannie Mae, Pool #AH3394 | 4.00 | 1/1/41 | 20 | ||||||||||||
87 | Fannie Mae, Pool #AZ7362 | 4.00 | 11/1/45 | 94 | ||||||||||||
77 | Fannie Mae, Pool #BE8050 | 4.00 | 4/1/47 | 83 | ||||||||||||
63 | Fannie Mae, Pool #AY8981 | 4.00 | 8/1/45 | 68 | ||||||||||||
74 | Fannie Mae, Pool #BK0909 | 4.00 | 7/1/48 | 79 | ||||||||||||
80 | Fannie Mae, Pool #AS3216 | 4.00 | 9/1/44 | 87 | ||||||||||||
33 | Fannie Mae, Pool #MA3592 | 4.00 | 2/1/49 | 35 | ||||||||||||
82 | Fannie Mae, Pool #MA3615 | 4.00 | 3/1/49 | 88 | ||||||||||||
54 | Fannie Mae, Pool #AC7328 | 4.00 | 12/1/39 | 59 | ||||||||||||
144 | Fannie Mae, Pool #MA3746 | 4.00 | 8/1/49 | 154 | ||||||||||||
47 | Fannie Mae, Pool #MA3638 | 4.00 | 4/1/49 | 50 | ||||||||||||
116 | Fannie Mae, Pool #AO2959 | 4.00 | 5/1/42 | 127 | ||||||||||||
9 | Fannie Mae, Pool #MA2655 | 4.00 | 6/1/36 | 9 | ||||||||||||
120 | Fannie Mae, Pool #ZA4988 | 4.00 | 8/1/47 | 128 | ||||||||||||
58 | Fannie Mae, Pool #CA0237 | 4.00 | 8/1/47 | 62 | ||||||||||||
133 | Fannie Mae, Pool #ZS4708 | 4.00 | 3/1/47 | 143 | ||||||||||||
116 | Fannie Mae, Pool #MA3183 | 4.00 | 11/1/47 | 125 | ||||||||||||
99 | Fannie Mae, Pool #MA3121 | 4.00 | 9/1/47 | 106 |
See accompanying notes to financial statements.
236
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 20 | Fannie Mae, Pool #MA3216 | 4.00 | 12/1/37 | $ | 21 | ||||||||||
43 | Fannie Mae, Pool #AL4778 | 4.00 | 10/1/32 | 47 | ||||||||||||
69 | Fannie Mae, Pool #AS9486 | 4.00 | 4/1/47 | 74 | ||||||||||||
66 | Fannie Mae, Pool #AV2340 | 4.00 | 12/1/43 | 72 | ||||||||||||
485 | Fannie Mae, Pool #190405 | 4.00 | 10/1/40 | 529 | ||||||||||||
44 | Fannie Mae, Pool #BM4991 | 4.00 | 9/1/48 | 47 | ||||||||||||
5 | Fannie Mae, Pool #AZ8874 | 4.00 | 9/1/45 | 5 | ||||||||||||
79 | Fannie Mae, Pool #MA3277 | 4.00 | 2/1/48 | 84 | ||||||||||||
18 | Fannie Mae, Pool #AW5109 | 4.00 | 8/1/44 | 20 | ||||||||||||
49 | Fannie Mae, Pool #BC5559 | 4.00 | 3/1/46 | 53 | ||||||||||||
20 | Fannie Mae, Pool #MA2455 | 4.00 | 11/1/35 | 21 | ||||||||||||
14 | Fannie Mae, Pool #MA3413 | 4.00 | 7/1/38 | 15 | ||||||||||||
12 | Fannie Mae, Pool #AS7028 | 4.00 | 4/1/46 | 13 | ||||||||||||
39 | Fannie Mae, Pool #AC2995 | 4.00 | 9/1/24 | 41 | ||||||||||||
38 | Fannie Mae, Pool #BN0594 | 4.00 | 12/1/48 | 40 | ||||||||||||
96 | Fannie Mae, Pool #BK7608 | 4.00 | 9/1/48 | 102 | ||||||||||||
38 | Fannie Mae, Pool #MA3244 | 4.00 | 1/1/38 | 41 | ||||||||||||
59 | Fannie Mae, Pool #AW5063 | 4.00 | 7/1/44 | 64 | ||||||||||||
29 | Fannie Mae, Pool #MA3536 | 4.00 | 12/1/48 | 30 | ||||||||||||
9 | Fannie Mae, Pool #AW9041 | 4.00 | 8/1/44 | 10 | ||||||||||||
12 | Fannie Mae, Pool #AS2117 | 4.00 | 4/1/44 | 13 | ||||||||||||
133 | Fannie Mae, Pool #MA2995 | 4.00 | 5/1/47 | 143 | ||||||||||||
35 | Fannie Mae, Pool #AY0025 | 4.00 | 2/1/45 | 38 | ||||||||||||
41 | Fannie Mae, Pool #MA3521 | 4.00 | 11/1/48 | 44 | ||||||||||||
94 | Fannie Mae, Pool #AY1595 | 4.00 | 1/1/45 | 102 | ||||||||||||
18 | Fannie Mae, Pool #AH6790 | 4.50 | 3/1/41 | 20 | ||||||||||||
40 | Fannie Mae, Pool #AS1638 | 4.50 | 2/1/44 | 45 | ||||||||||||
18 | Fannie Mae, Pool #AS8576 | 4.50 | 12/1/46 | 20 | ||||||||||||
47 | Fannie Mae, Pool #BK5283 | 4.50 | 6/1/48 | 51 | ||||||||||||
3 | Fannie Mae, Pool #AW7048 | 4.50 | 6/1/44 | 3 | ||||||||||||
10 | Fannie Mae, Pool #AS0861 | 4.50 | 10/1/43 | 11 | ||||||||||||
22 | Fannie Mae, Pool #AA0860 | 4.50 | 1/1/39 | 25 | ||||||||||||
8 | Fannie Mae, Pool #982892 | 4.50 | 5/1/23 | 8 | ||||||||||||
65 | Fannie Mae, Pool #BN4309 | 4.50 | 1/1/49 | 70 | ||||||||||||
82 | Fannie Mae, Pool #AS8157 | 4.50 | 10/1/46 | 90 | ||||||||||||
120 | Fannie Mae, Pool #MA3639 | 4.50 | 4/1/49 | 129 | ||||||||||||
419 | Fannie Mae, Pool #MA3184 | 4.50 | 11/1/47 | 454 | ||||||||||||
33 | Fannie Mae, Pool #G60512 | 4.50 | 12/1/45 | 36 | ||||||||||||
15 | Fannie Mae, Pool #AL8816 | 4.50 | 9/1/45 | 17 | ||||||||||||
82 | Fannie Mae, Pool #AB3192 | 4.50 | 6/1/41 | 92 | ||||||||||||
39 | Fannie Mae, Pool #BE6489 | 4.50 | 1/1/47 | 42 | ||||||||||||
78 | Fannie Mae, Pool #AL4450 | 4.50 | 12/1/43 | 84 | ||||||||||||
90 | Fannie Mae, Pool #AD8529 | 4.50 | 8/1/40 | 99 | ||||||||||||
42 | Fannie Mae, Pool #AL5082 | 4.50 | 3/1/44 | 46 | ||||||||||||
46 | Fannie Mae, Pool #AS2276 | 4.50 | 4/1/44 | 50 | ||||||||||||
45 | Fannie Mae, Pool #AB1389 | 4.50 | 8/1/40 | 49 | ||||||||||||
207 | Fannie Mae, Pool #AS9394 | 4.50 | 4/1/47 | 231 | ||||||||||||
15 | Fannie Mae, Pool #AA9781 | 4.50 | 7/1/24 | 16 |
See accompanying notes to financial statements.
237
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 51 | Fannie Mae, Pool #CA0623 | 4.50 | 10/1/47 | $ | 55 | ||||||||||
14 | Fannie Mae, Pool #AU5302 | 4.50 | 10/1/43 | 16 | ||||||||||||
168 | Fannie Mae, Pool #AH7521 | 4.50 | 3/1/41 | 184 | ||||||||||||
53 | Fannie Mae, Pool #BE5992 | 4.50 | 2/1/47 | 58 | ||||||||||||
107 | Fannie Mae, Pool #CA0148 | 4.50 | 8/1/47 | 116 | ||||||||||||
65 | Fannie Mae, Pool #254954 | 4.50 | 10/1/23 | 67 | ||||||||||||
50 | Fannie Mae, Pool #ZT1321 | 4.50 | 11/1/48 | 54 | ||||||||||||
291 | Fannie Mae, Pool #AL1107 | 4.50 | 11/1/41 | 325 | ||||||||||||
110 | Fannie Mae, Pool #CA1711 | 4.50 | 5/1/48 | 119 | ||||||||||||
57 | Fannie Mae, Pool #MA0481 | 4.50 | 8/1/30 | 62 | ||||||||||||
11 | Fannie Mae, Pool #BN0877 | 4.50 | 11/1/48 | 12 | ||||||||||||
18 | Fannie Mae, Pool #AB1470 | 4.50 | 9/1/40 | 19 | ||||||||||||
44 | Fannie Mae, Pool #MA3537 | 4.50 | 12/1/48 | 47 | ||||||||||||
38 | Fannie Mae, Pool #MA3593 | 4.50 | 2/1/49 | 41 | ||||||||||||
99 | Fannie Mae, Pool #AE0217 | 4.50 | 8/1/40 | 109 | ||||||||||||
31 | Fannie Mae, Pool #BM1285 | 4.50 | 5/1/47 | 34 | ||||||||||||
25 | Fannie Mae, Pool #CA1218 | 4.50 | 2/1/48 | 27 | ||||||||||||
215 | Fannie Mae, Pool #AH9055 | 4.50 | 4/1/41 | 239 | ||||||||||||
53 | Fannie Mae, Pool #MA3522 | 4.50 | 11/1/48 | 57 | ||||||||||||
93 | Fannie Mae, Pool #AI4815 | 4.50 | 6/1/41 | 104 | ||||||||||||
12 | Fannie Mae, Pool #BK8830 | 4.50 | 8/1/48 | 13 | ||||||||||||
99 | Fannie Mae, Pool #BK1416 | 4.50 | 5/1/48 | 107 | ||||||||||||
33 | Fannie Mae, Pool #FM3619 | 4.50 | 1/1/50 | 36 | ||||||||||||
52 | Fannie Mae, Pool #836750 | 5.00 | 10/1/35 | 59 | ||||||||||||
43 | Fannie Mae, Pool #BM3904 | 5.00 | 5/1/48 | 47 | ||||||||||||
40 | Fannie Mae, Pool #AL5788 | 5.00 | 5/1/42 | 45 | ||||||||||||
23 | Fannie Mae, Pool #MA3527 | 5.00 | 11/1/48 | 26 | ||||||||||||
26 | Fannie Mae, Pool #MA3617 | 5.00 | 3/1/49 | 28 | ||||||||||||
19 | Fannie Mae, Pool #890621 | 5.00 | 5/1/42 | 22 | ||||||||||||
29 | Fannie Mae, Pool #MA3472 | 5.00 | 9/1/48 | 32 | ||||||||||||
17 | Fannie Mae, Pool #890603 | 5.00 | 8/1/41 | 19 | ||||||||||||
23 | Fannie Mae, Pool #725238 | 5.00 | 3/1/34 | 27 | ||||||||||||
40 | Fannie Mae, Pool #MA3669 | 5.00 | 5/1/49 | 44 | ||||||||||||
29 | Fannie Mae, Pool #CA1795 | 5.00 | 5/1/48 | 32 | ||||||||||||
63 | Fannie Mae, Pool #AH5988 | 5.00 | 3/1/41 | 71 | ||||||||||||
33 | Fannie Mae, Pool #AS0837 | 5.00 | 10/1/43 | 37 | ||||||||||||
22 | Fannie Mae, Pool #BM3781 | 5.00 | 11/1/30 | 24 | ||||||||||||
428 | Fannie Mae, Pool #889117 | 5.00 | 10/1/35 | 490 | ||||||||||||
27 | Fannie Mae, Pool #CA0349 | 5.00 | 9/1/47 | 30 | ||||||||||||
18 | Fannie Mae, Pool #MA3708 | 5.00 | 6/1/49 | 20 | ||||||||||||
54 | Fannie Mae, Pool #MA3594 | 5.00 | 2/1/49 | 59 | ||||||||||||
36 | Fannie Mae, Pool #AS0575 | 5.00 | 9/1/43 | 39 | ||||||||||||
3 | Fannie Mae, Pool #A69671 | 5.50 | 12/1/37 | 3 | ||||||||||||
1 | Fannie Mae, Pool #909662 | 5.50 | 2/1/22 | 1 | ||||||||||||
1 | Fannie Mae, Pool #A79636 | 5.50 | 7/1/38 | 1 | ||||||||||||
1 | Fannie Mae, Pool #AL0725 | 5.50 | 6/1/24 | 1 | ||||||||||||
682 | Fannie Mae, Pool #890221 | 5.50 | 12/1/33 | 801 | ||||||||||||
2 | Fannie Mae, Pool #976945 | 5.50 | 2/1/23 | 3 |
See accompanying notes to financial statements.
238
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 8 | Fannie Mae, Pool #929451 | 5.50 | 5/1/38 | $ | 9 | ||||||||||
417 | Fannie Mae, Pool #725228 | 6.00 | 3/1/34 | 492 | ||||||||||||
98 | Fannie Mae, Pool #889984 | 6.50 | 10/1/38 | 115 | ||||||||||||
250 | Fannie Mae, 15 YR TBA | 1.50 | 8/25/36 | 253 | ||||||||||||
875 | Fannie Mae, 15 YR TBA | 1.50 | 7/25/36 | 885 | ||||||||||||
900 | Fannie Mae, 15 YR TBA | 2.00 | 7/25/36 | 928 | ||||||||||||
600 | Fannie Mae, 15 YR TBA | 2.00 | 8/25/36 | 618 | ||||||||||||
100 | Fannie Mae, 15 YR TBA | 2.50 | 8/25/36 | 104 | ||||||||||||
25 | Fannie Mae, 15 YR TBA | 2.50 | 7/25/36 | 26 | ||||||||||||
25 | Fannie Mae, 15 YR TBA | 3.50 | 7/25/36 | 27 | ||||||||||||
50 | Fannie Mae, 30 YR TBA | 1.50 | 8/25/51 | 49 | ||||||||||||
1,850 | Fannie Mae, 30 YR TBA | 1.50 | 7/25/51 | 1,811 | ||||||||||||
1,550 | Fannie Mae, 30 YR TBA | 2.00 | 8/25/51 | 1,561 | ||||||||||||
11,600 | Fannie Mae, 30 YR TBA | 2.00 | 7/25/51 | 11,711 | ||||||||||||
1,750 | Fannie Mae, 30 YR TBA | 2.50 | 7/25/51 | 1,809 | ||||||||||||
2,050 | Fannie Mae, 30 YR TBA | 2.50 | 8/25/51 | 2,115 | ||||||||||||
74 | Freddie Mac, Pool #RB5110 | 1.50 | 5/1/41 | 74 | ||||||||||||
497 | Freddie Mac, Pool #SB8106 | 1.50 | 6/1/36 | 503 | ||||||||||||
450 | Freddie Mac, Pool #SD8154 | 1.50 | 6/1/51 | 441 | ||||||||||||
444 | Freddie Mac, Pool #QC0962 | 1.50 | 4/1/51 | 436 | ||||||||||||
454 | Freddie Mac, Pool #SB8088 | 1.50 | 2/1/36 | 459 | ||||||||||||
437 | Freddie Mac, Pool #RC1727 | 2.00 | 12/1/35 | 451 | ||||||||||||
553 | Freddie Mac, Pool #SB8079 | 2.00 | 12/1/35 | 571 | ||||||||||||
439 | Freddie Mac, Pool #SD8128 | 2.00 | 2/1/51 | 444 | ||||||||||||
22 | Freddie Mac, Pool #J25759 | 2.00 | 8/1/28 | 23 | ||||||||||||
445 | Freddie Mac, Pool #QB3716 | 2.00 | 9/1/50 | 450 | ||||||||||||
441 | Freddie Mac, Pool #QB8064 | 2.00 | 1/1/51 | 445 | ||||||||||||
560 | Freddie Mac, Pool #QB7708 | 2.00 | 1/1/51 | 566 | ||||||||||||
268 | Freddie Mac, Pool #QC0423 | 2.00 | 4/1/51 | 271 | ||||||||||||
53 | Freddie Mac, Pool #G18634 | 2.00 | 3/1/32 | 54 | ||||||||||||
270 | Freddie Mac, Pool #SD7537 | 2.00 | 3/1/51 | 273 | ||||||||||||
320 | Freddie Mac, Pool #SD8150 | 2.00 | 6/1/51 | 324 | ||||||||||||
460 | Freddie Mac, Pool #SD8121 | 2.00 | 12/1/50 | 465 | ||||||||||||
472 | Freddie Mac, Pool #SB8107 | 2.00 | 5/1/36 | 487 | ||||||||||||
475 | Freddie Mac, Pool #QC3597 | 2.00 | 6/1/51 | 481 | ||||||||||||
446 | Freddie Mac, Pool #RA4986 | 2.00 | 4/1/51 | 451 | ||||||||||||
273 | Freddie Mac, Pool #SD8146 | 2.00 | 5/1/51 | 276 | ||||||||||||
436 | Freddie Mac, Pool #QB6893 | 2.00 | 12/1/50 | 440 | ||||||||||||
168 | Freddie Mac, Pool #RB5095 | 2.00 | 12/1/40 | 172 | ||||||||||||
53 | Freddie Mac, Pool #J25777 | 2.00 | 9/1/28 | 55 | ||||||||||||
288 | Freddie Mac, Pool #SD8113 | 2.00 | 12/1/50 | 291 | ||||||||||||
31 | Freddie Mac, Pool #G18547 | 2.00 | 3/1/30 | 32 | ||||||||||||
479 | Freddie Mac, Pool #RA3205 | 2.00 | 8/1/50 | 484 | ||||||||||||
446 | Freddie Mac, Pool #QC1075 | 2.00 | 4/1/51 | 452 | ||||||||||||
448 | Freddie Mac, Pool #QB3926 | 2.00 | 10/1/50 | 453 | ||||||||||||
160 | Freddie Mac, Pool #ZS7735 | 2.00 | 1/1/32 | 165 | ||||||||||||
16 | Freddie Mac, Pool #G18472 | 2.50 | 7/1/28 | 17 | ||||||||||||
474 | Freddie Mac, Pool #QC2031 | 2.50 | 5/1/51 | 490 |
See accompanying notes to financial statements.
239
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 335 | Freddie Mac, Pool #QA9142 | 2.50 | 5/1/50 | $ | 350 | ||||||||||
126 | Freddie Mac, Pool #J26408 | 2.50 | 11/1/28 | 131 | ||||||||||||
374 | Freddie Mac, Pool #SD8151 | 2.50 | 6/1/51 | 387 | ||||||||||||
450 | Freddie Mac, Pool #SD0412 | 2.50 | 8/1/50 | 470 | ||||||||||||
473 | Freddie Mac, Pool #QC2251 | 2.50 | 5/1/51 | 490 | ||||||||||||
312 | Freddie Mac, Pool #SD8067 | 2.50 | 6/1/50 | 324 | ||||||||||||
437 | Freddie Mac, Pool #RA2634 | 2.50 | 5/1/50 | 452 | ||||||||||||
7 | Freddie Mac, Pool #J30875 | 2.50 | 3/1/30 | 8 | ||||||||||||
91 | Freddie Mac, Pool #G18635 | 2.50 | 3/1/32 | 95 | ||||||||||||
60 | Freddie Mac, Pool #J35643 | 2.50 | 11/1/31 | 63 | ||||||||||||
85 | Freddie Mac, Pool #G18533 | 2.50 | 12/1/29 | 89 | ||||||||||||
47 | Freddie Mac, Pool #G18485 | 2.50 | 10/1/28 | 49 | ||||||||||||
412 | Freddie Mac, Pool #QB3287 | 2.50 | 8/1/50 | 427 | ||||||||||||
151 | Freddie Mac, Pool #J38477 | 2.50 | 2/1/33 | 158 | ||||||||||||
91 | Freddie Mac, Pool #J18954 | 2.50 | 4/1/27 | 95 | ||||||||||||
29 | Freddie Mac, Pool #SB8045 | 2.50 | 5/1/35 | 31 | ||||||||||||
82 | Freddie Mac, Pool #ZK8425 | 2.50 | 12/1/31 | 86 | ||||||||||||
85 | Freddie Mac, Pool #ZS4687 | 2.50 | 11/1/46 | 88 | ||||||||||||
66 | Freddie Mac, Pool #ZS8692 | 2.50 | 4/1/33 | 68 | ||||||||||||
101 | Freddie Mac, Pool #J37902 | 2.50 | 11/1/32 | 105 | ||||||||||||
106 | Freddie Mac, Pool #G18470 | 2.50 | 6/1/28 | 110 | ||||||||||||
408 | Freddie Mac, Pool #SD8099 | 2.50 | 10/1/50 | 422 | ||||||||||||
444 | Freddie Mac, Pool #SD8141 | 2.50 | 4/1/51 | 459 | ||||||||||||
58 | Freddie Mac, Pool #SB8062 | 2.50 | 9/1/35 | 60 | ||||||||||||
215 | Freddie Mac, Pool #G18611 | 2.50 | 9/1/31 | 225 | ||||||||||||
199 | Freddie Mac, Pool #RB5043 | 2.50 | 4/1/40 | 207 | ||||||||||||
459 | Freddie Mac, Pool #RA2897 | 2.50 | 6/1/50 | 475 | ||||||||||||
406 | Freddie Mac, Pool #QB3703 | 2.50 | 9/1/50 | 420 | ||||||||||||
88 | Freddie Mac, Pool #ZS8483 | 2.50 | 3/1/28 | 92 | ||||||||||||
457 | Freddie Mac, Pool #SD8129 | 2.50 | 2/1/51 | 473 | ||||||||||||
92 | Freddie Mac, Pool #J23440 | 2.50 | 4/1/28 | 95 | ||||||||||||
268 | Freddie Mac, Pool #RA2645 | 2.50 | 6/1/50 | 280 | ||||||||||||
43 | Freddie Mac, Pool #C09026 | 2.50 | 2/1/43 | 45 | ||||||||||||
462 | Freddie Mac, Pool #SD8114 | 2.50 | 12/1/50 | 478 | ||||||||||||
13 | Freddie Mac, Pool #G08755 | 2.50 | 2/1/47 | 14 | ||||||||||||
233 | Freddie Mac, Pool #SD8083 | 2.50 | 8/1/50 | 242 | ||||||||||||
22 | Freddie Mac, Pool #G18665 | 2.50 | 11/1/32 | 23 | ||||||||||||
226 | Freddie Mac, Pool #SD8055 | 2.50 | 4/1/50 | 234 | ||||||||||||
35 | Freddie Mac, Pool #SB8053 | 2.50 | 7/1/35 | 37 | ||||||||||||
85 | Freddie Mac, Pool #RB5054 | 2.50 | 6/1/40 | 88 | ||||||||||||
362 | Freddie Mac, Pool #RA2595 | 2.50 | 5/1/50 | 376 | ||||||||||||
12 | Freddie Mac, Pool #G08638 | 2.50 | 4/1/45 | 12 | ||||||||||||
153 | Freddie Mac, Pool #G18680 | 2.50 | 3/1/33 | 160 | ||||||||||||
181 | Freddie Mac, Pool #RB5086 | 2.50 | 11/1/40 | 188 | ||||||||||||
448 | Freddie Mac, Pool #SD8122 | 2.50 | 1/1/51 | 464 | ||||||||||||
34 | Freddie Mac, Pool #J25585 | 2.50 | 9/1/28 | 36 | ||||||||||||
28 | Freddie Mac, Pool #Q42878 | 2.50 | 9/1/46 | 29 | ||||||||||||
82 | Freddie Mac, Pool #RB5072 | 2.50 | 9/1/40 | 85 |
See accompanying notes to financial statements.
240
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 39 | Freddie Mac, Pool #G18704 | 2.50 | 6/1/33 | $ | 41 | ||||||||||
108 | Freddie Mac, Pool #G18568 | 2.50 | 9/1/30 | 113 | ||||||||||||
20 | Freddie Mac, Pool #C91904 | 2.50 | 11/1/36 | 21 | ||||||||||||
234 | Freddie Mac, Pool #QA5290 | 2.50 | 12/1/49 | 242 | ||||||||||||
75 | Freddie Mac, Series K-1514, Class - A2, Callable 10/25/34 @ 100.00 | 2.86 | 10/25/34 | 83 | ||||||||||||
213 | Freddie Mac, Pool #SD8056 | 3.00 | 4/1/50 | 222 | ||||||||||||
34 | Freddie Mac, Pool #G30945 | 3.00 | 9/1/36 | 35 | ||||||||||||
22 | Freddie Mac, Pool #J33135 | 3.00 | 11/1/30 | 23 | ||||||||||||
49 | Freddie Mac, Pool #G08648 | 3.00 | 6/1/45 | 52 | ||||||||||||
29 | Freddie Mac, Pool #G18575 | 3.00 | 11/1/30 | 30 | ||||||||||||
85 | Freddie Mac, Pool #ZM2721 | 3.00 | 2/1/47 | 89 | ||||||||||||
117 | Freddie Mac, Pool #SD8074 | 3.00 | 7/1/50 | 122 | ||||||||||||
75 | Freddie Mac, Pool #G18569 | 3.00 | 9/1/30 | 79 | ||||||||||||
45 | Freddie Mac, Pool #C91819 | 3.00 | 4/1/35 | 48 | ||||||||||||
20 | Freddie Mac, Pool #C91905 | 3.00 | 11/1/36 | 21 | ||||||||||||
165 | Freddie Mac, Pool #ZS4658 | 3.00 | 4/1/46 | 173 | ||||||||||||
334 | Freddie Mac, Pool #SB8046 | 3.00 | 5/1/35 | 351 | ||||||||||||
63 | Freddie Mac, Pool #C91707 | 3.00 | 6/1/33 | 67 | ||||||||||||
186 | Freddie Mac, Pool #G60989 | 3.00 | 12/1/46 | 196 | ||||||||||||
133 | Freddie Mac, Pool #ZS4512 | 3.00 | 5/1/43 | 141 | ||||||||||||
128 | Freddie Mac, Pool #G60187 | 3.00 | 8/1/45 | 135 | ||||||||||||
58 | Freddie Mac, Pool #G08640 | 3.00 | 5/1/45 | 61 | ||||||||||||
20 | Freddie Mac, Pool #Q18599 | 3.00 | 6/1/43 | 21 | ||||||||||||
52 | Freddie Mac, Pool #ZS4641 | 3.00 | 12/1/45 | 55 | ||||||||||||
11 | Freddie Mac, Pool #J14241 | 3.00 | 1/1/26 | 12 | ||||||||||||
107 | Freddie Mac, Pool #RA2594 | 3.00 | 5/1/50 | 112 | ||||||||||||
14 | Freddie Mac, Pool #C91826 | 3.00 | 5/1/35 | 15 | ||||||||||||
19 | Freddie Mac, Pool #J29932 | 3.00 | 11/1/29 | 20 | ||||||||||||
43 | Freddie Mac, Pool #ZS4703 | 3.00 | 2/1/47 | 45 | ||||||||||||
50 | Freddie Mac, Pool #J38675 | 3.00 | 3/1/33 | 53 | ||||||||||||
5 | Freddie Mac, Pool #Q39527 | 3.00 | 3/1/46 | 6 | ||||||||||||
155 | Freddie Mac, Pool #Q43734 | 3.00 | 10/1/46 | 163 | ||||||||||||
193 | Freddie Mac, Pool #Q45735 | 3.00 | 1/1/47 | 203 | ||||||||||||
251 | Freddie Mac, Pool #ZS4519 | 3.00 | 6/1/43 | 266 | ||||||||||||
112 | Freddie Mac, Pool #ZS4693 | 3.00 | 12/1/46 | 117 | ||||||||||||
9 | Freddie Mac, Pool #C91949 | 3.00 | 9/1/37 | 9 | ||||||||||||
86 | Freddie Mac, Pool #ZS4779 | 3.00 | 6/1/48 | 91 | ||||||||||||
32 | Freddie Mac, Pool #Q19754 | 3.00 | 7/1/43 | 34 | ||||||||||||
47 | Freddie Mac, Pool #J36428 | 3.00 | 2/1/32 | 50 | ||||||||||||
152 | Freddie Mac, Pool #G18673 | 3.00 | 1/1/33 | 160 | ||||||||||||
94 | Freddie Mac, Pool #G18518 | 3.00 | 7/1/29 | 99 | ||||||||||||
8 | Freddie Mac, Pool #C91939 | 3.00 | 6/1/37 | 9 | ||||||||||||
95 | Freddie Mac, Pool #G15145 | 3.00 | 7/1/29 | 100 | ||||||||||||
96 | Freddie Mac, Pool #C04422 | 3.00 | 12/1/42 | 100 | ||||||||||||
18 | Freddie Mac, Pool #C91969 | 3.00 | 1/1/38 | 19 | ||||||||||||
8 | Freddie Mac, Pool #Q18882 | 3.00 | 5/1/43 | 9 | ||||||||||||
6 | Freddie Mac, Pool #C91809 | 3.00 | 2/1/35 | 7 | ||||||||||||
709 | Freddie Mac, Pool #ZS4522 | 3.00 | 7/1/43 | 752 |
See accompanying notes to financial statements.
241
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 10 | Freddie Mac, Pool #G30999 | 3.00 | 2/1/37 | $ | 10 | ||||||||||
153 | Freddie Mac, Pool #C04619 | 3.00 | 3/1/43 | 164 | ||||||||||||
217 | Freddie Mac, Pool #ZS4697 | 3.00 | 1/1/47 | 228 | ||||||||||||
179 | Freddie Mac, Pool #QA9049 | 3.00 | 4/1/50 | 188 | ||||||||||||
82 | Freddie Mac, Pool #Q20067 | 3.00 | 7/1/43 | 87 | ||||||||||||
87 | Freddie Mac, Pool #ZA2313 | 3.00 | 9/1/33 | 93 | ||||||||||||
153 | Freddie Mac, Pool #ZS4621 | 3.00 | 7/1/45 | 161 | ||||||||||||
172 | Freddie Mac, Pool #Q16222 | 3.00 | 3/1/43 | 182 | ||||||||||||
328 | Freddie Mac, Pool #Q21065 | 3.00 | 8/1/43 | 348 | ||||||||||||
16 | Freddie Mac, Pool #C91943 | 3.00 | 7/1/37 | 17 | ||||||||||||
22 | Freddie Mac, Pool #G18534 | 3.00 | 12/1/29 | 23 | ||||||||||||
82 | Freddie Mac, Pool #ZM2169 | 3.00 | 11/1/46 | 86 | ||||||||||||
33 | Freddie Mac, Pool #G08540 | 3.00 | 8/1/43 | 35 | ||||||||||||
70 | Freddie Mac, Pool #G08783 | 3.00 | 10/1/47 | 73 | ||||||||||||
145 | Freddie Mac, Pool #QA1033 | 3.00 | 7/1/49 | 152 | ||||||||||||
192 | Freddie Mac, Pool #SD8030 | 3.00 | 11/1/49 | 200 | ||||||||||||
79 | Freddie Mac, Pool #G18531 | 3.00 | 11/1/29 | 83 | ||||||||||||
29 | Freddie Mac, Pool #ZT2019 | 3.00 | 5/1/34 | 31 | ||||||||||||
7 | Freddie Mac, Pool #J17111 | 3.00 | 10/1/26 | 7 | ||||||||||||
84 | Freddie Mac, Pool #ZT1323 | 3.00 | 10/1/48 | 88 | ||||||||||||
98 | Freddie Mac, Pool #G15217 | 3.00 | 11/1/29 | 103 | ||||||||||||
56 | Freddie Mac, Pool #Q41795 | 3.00 | 7/1/46 | 59 | ||||||||||||
196 | Freddie Mac, Pool #SD8024 | 3.00 | 11/1/49 | 204 | ||||||||||||
67 | Freddie Mac, Pool #ZT0195 | 3.00 | 9/1/46 | 70 | ||||||||||||
71 | Freddie Mac, Pool #ZS4688 | 3.00 | 11/1/46 | 75 | ||||||||||||
141 | Freddie Mac, Pool #J17774 | 3.00 | 1/1/27 | 148 | ||||||||||||
42 | Freddie Mac, Pool #G18582 | 3.00 | 1/1/31 | 45 | ||||||||||||
116 | Freddie Mac, Pool #C91581 | 3.00 | 11/1/32 | 123 | ||||||||||||
119 | Freddie Mac, Pool #QA8065 | 3.00 | 3/1/50 | 124 | ||||||||||||
31 | Freddie Mac, Pool #G18715 | 3.00 | 11/1/33 | 33 | ||||||||||||
68 | Freddie Mac, Pool #ZT0715 | 3.00 | 9/1/48 | 71 | ||||||||||||
58 | Freddie Mac, Pool #ZS8686 | 3.00 | 2/1/33 | 61 | ||||||||||||
46 | Freddie Mac, Pool #C91927 | 3.00 | 5/1/37 | 48 | ||||||||||||
134 | Freddie Mac, Pool #ZS4609 | 3.00 | 4/1/45 | 141 | ||||||||||||
85 | Freddie Mac, Pool #ZS4706 | 3.00 | 3/1/47 | 89 | ||||||||||||
119 | Freddie Mac, Pool #G18514 | 3.00 | 6/1/29 | 125 | ||||||||||||
21 | Freddie Mac, Pool #C91924 | 3.00 | 4/1/37 | 23 | ||||||||||||
8 | Freddie Mac, Pool #Q13086 | 3.00 | 11/1/42 | 8 | ||||||||||||
122 | Freddie Mac, Pool #ZM2089 | 3.00 | 11/1/46 | 128 | ||||||||||||
22 | Freddie Mac, Pool #J38057 | 3.00 | 12/1/32 | 23 | ||||||||||||
36 | Freddie Mac, Pool #C91798 | 3.00 | 12/1/34 | 38 | ||||||||||||
176 | Freddie Mac, Pool #ZM2285 | 3.00 | 12/1/46 | 185 | ||||||||||||
26 | Freddie Mac, Pool #J38807 | 3.00 | 4/1/33 | 27 | ||||||||||||
125 | Freddie Mac, Pool #ZA1283 | 3.00 | 1/1/43 | 134 | ||||||||||||
146 | Freddie Mac, Pool #G08562 | 3.50 | 1/1/44 | 159 | ||||||||||||
42 | Freddie Mac, Pool #G08846 | 3.50 | 11/1/48 | 44 | ||||||||||||
86 | Freddie Mac, Pool #Q08903 | 3.50 | 6/1/42 | 92 | ||||||||||||
121 | Freddie Mac, Pool #ZS4651 | 3.50 | 3/1/46 | 129 |
See accompanying notes to financial statements.
242
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 34 | Freddie Mac, Pool #SB8007 | 3.50 | 9/1/34 | $ | 36 | ||||||||||
153 | Freddie Mac, Pool #G08627 | 3.50 | 2/1/45 | 163 | ||||||||||||
34 | Freddie Mac, Pool #C03920 | 3.50 | 5/1/42 | 37 | ||||||||||||
8 | Freddie Mac, Pool #C91760 | 3.50 | 5/1/34 | 8 | ||||||||||||
80 | Freddie Mac, Pool #C91403 | 3.50 | 3/1/32 | 85 | ||||||||||||
112 | Freddie Mac, Pool #G61148 | 3.50 | 9/1/47 | 119 | ||||||||||||
77 | Freddie Mac, Pool #ZS4704 | 3.50 | 2/1/47 | 81 | ||||||||||||
25 | Freddie Mac, Pool #A96409 | 3.50 | 1/1/41 | 27 | ||||||||||||
26 | Freddie Mac, Pool #Q31134 | 3.50 | 2/1/45 | 28 | ||||||||||||
123 | Freddie Mac, Pool #Q49490 | 3.50 | 7/1/47 | 131 | ||||||||||||
85 | Freddie Mac, Pool #Q51461 | 3.50 | 10/1/47 | 90 | ||||||||||||
34 | Freddie Mac, Pool #J27494 | 3.50 | 2/1/29 | 37 | ||||||||||||
55 | Freddie Mac, Pool #Q04087 | 3.50 | 10/1/41 | 59 | ||||||||||||
29 | Freddie Mac, Pool #C91950 | 3.50 | 9/1/37 | 31 | ||||||||||||
22 | Freddie Mac, Pool #C91742 | 3.50 | 1/1/34 | 24 | ||||||||||||
82 | Freddie Mac, Pool #Q53176 | 3.50 | 12/1/47 | 87 | ||||||||||||
16 | Freddie Mac, Pool #ZS4747 | 3.50 | 12/1/47 | 17 | ||||||||||||
13 | Freddie Mac, Pool #Q55002 | 3.50 | 3/1/48 | 14 | ||||||||||||
57 | Freddie Mac, Pool #G08733 | 3.50 | 11/1/46 | 61 | ||||||||||||
104 | Freddie Mac, Pool #G08632 | 3.50 | 3/1/45 | 111 | ||||||||||||
140 | Freddie Mac, Pool #G08766 | 3.50 | 6/1/47 | 148 | ||||||||||||
194 | Freddie Mac, Pool #ZS4536 | 3.50 | 10/1/43 | 211 | ||||||||||||
317 | Freddie Mac, Pool #RA2469 | 3.50 | 4/1/50 | 335 | ||||||||||||
233 | Freddie Mac, Pool #RA1508 | 3.50 | 10/1/49 | 246 | ||||||||||||
86 | Freddie Mac, Pool #C91456 | 3.50 | 6/1/32 | 92 | ||||||||||||
16 | Freddie Mac, Pool #C91940 | 3.50 | 6/1/37 | 17 | ||||||||||||
37 | Freddie Mac, Pool #J13582 | 3.50 | 11/1/25 | 39 | ||||||||||||
13 | Freddie Mac, Pool #G08620 | 3.50 | 12/1/44 | 14 | ||||||||||||
94 | Freddie Mac, Pool #G08761 | 3.50 | 5/1/47 | 99 | ||||||||||||
42 | Freddie Mac, Pool #G08813 | 3.50 | 5/1/48 | 45 | ||||||||||||
66 | Freddie Mac, Pool #ZA5128 | 3.50 | 12/1/47 | 70 | ||||||||||||
103 | Freddie Mac, Pool #ZS4622 | 3.50 | 7/1/45 | 110 | ||||||||||||
57 | Freddie Mac, Pool #Q06749 | 3.50 | 3/1/42 | 61 | ||||||||||||
84 | Freddie Mac, Pool #SD8011 | 3.50 | 9/1/49 | 88 | ||||||||||||
5 | Freddie Mac, Pool #E02735 | 3.50 | 10/1/25 | 6 | ||||||||||||
47 | Freddie Mac, Pool #ZS4659 | 3.50 | 4/1/46 | 50 | ||||||||||||
17 | Freddie Mac, Pool #C92003 | 3.50 | 7/1/38 | 18 | ||||||||||||
121 | Freddie Mac, Pool #ZS4642 | 3.50 | 12/1/45 | 129 | ||||||||||||
404 | Freddie Mac, Pool #ZS4487 | 3.50 | 6/1/42 | 434 | ||||||||||||
50 | Freddie Mac, Pool #Q36040 | 3.50 | 9/1/45 | 54 | ||||||||||||
65 | Freddie Mac, Pool #ZS4771 | 3.50 | 6/1/48 | 69 | ||||||||||||
98 | Freddie Mac, Pool #Q09896 | 3.50 | 8/1/42 | 105 | ||||||||||||
50 | Freddie Mac, Pool #G08698 | 3.50 | 3/1/46 | 53 | ||||||||||||
146 | Freddie Mac, Pool #G08804 | 3.50 | 3/1/48 | 155 | ||||||||||||
96 | Freddie Mac, Pool #SB0031 | 3.50 | 10/1/27 | 101 | ||||||||||||
57 | Freddie Mac, Pool #ZT1951 | 3.50 | 5/1/49 | 60 | ||||||||||||
139 | Freddie Mac, Pool #QA8794 | 3.50 | 4/1/50 | 147 | ||||||||||||
77 | Freddie Mac, Pool #Q08998 | 3.50 | 6/1/42 | 83 |
See accompanying notes to financial statements.
243
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 48 | Freddie Mac, Pool #ZS4759 | 3.50 | 3/1/48 | $ | 51 | ||||||||||
36 | Freddie Mac, Pool #G30776 | 3.50 | 7/1/35 | 39 | ||||||||||||
9 | Freddie Mac, Pool #C91925 | 3.50 | 4/1/37 | 9 | ||||||||||||
96 | Freddie Mac, Pool #ZS4630 | 3.50 | 9/1/45 | 103 | ||||||||||||
173 | Freddie Mac, Pool #G08636 | 3.50 | 4/1/45 | 185 | ||||||||||||
25 | Freddie Mac, Pool #J26144 | 3.50 | 10/1/23 | 27 | ||||||||||||
134 | Freddie Mac, Pool #Q20860 | 3.50 | 8/1/43 | 145 | ||||||||||||
55 | Freddie Mac, Pool #Q58422 | 3.50 | 9/1/48 | 59 | ||||||||||||
59 | Freddie Mac, Pool #Q12052 | 3.50 | 10/1/42 | 63 | ||||||||||||
63 | Freddie Mac, Pool #G18707 | 3.50 | 9/1/33 | 68 | ||||||||||||
124 | Freddie Mac, Pool #J15105 | 3.50 | 4/1/26 | 133 | ||||||||||||
34 | Freddie Mac, Pool #G08599 | 3.50 | 8/1/44 | 36 | ||||||||||||
33 | Freddie Mac, Pool #G08605 | 3.50 | 9/1/44 | 36 | ||||||||||||
69 | Freddie Mac, Pool #Q57871 | 3.50 | 8/1/48 | 74 | ||||||||||||
169 | Freddie Mac, Pool #ZS4599 | 3.50 | 1/1/45 | 180 | ||||||||||||
28 | Freddie Mac, Pool #ZT0711 | 3.50 | 10/1/48 | 30 | ||||||||||||
115 | Freddie Mac, Pool #G08641 | 3.50 | 5/1/45 | 123 | ||||||||||||
58 | Freddie Mac, Pool #G08687 | 3.50 | 1/1/46 | 61 | ||||||||||||
105 | Freddie Mac, Pool #ZS4713 | 3.50 | 4/1/47 | 111 | ||||||||||||
57 | Freddie Mac, Pool #Q37449 | 3.50 | 11/1/45 | 61 | ||||||||||||
53 | Freddie Mac, Pool #ZS4663 | 3.50 | 5/1/46 | 56 | ||||||||||||
67 | Freddie Mac, Pool #Q27594 | 4.00 | 8/1/44 | 74 | ||||||||||||
5 | Freddie Mac, Pool #Q27456 | 4.00 | 7/1/44 | 5 | ||||||||||||
59 | Freddie Mac, Pool #G08767 | 4.00 | 6/1/47 | 63 | ||||||||||||
41 | Freddie Mac, Pool #Q34081 | 4.00 | 6/1/45 | 45 | ||||||||||||
76 | Freddie Mac, Pool #ZT2106 | 4.00 | 3/1/49 | 81 | ||||||||||||
40 | Freddie Mac, Pool #G08836 | 4.00 | 9/1/48 | 43 | ||||||||||||
18 | Freddie Mac, Pool #C91994 | 4.00 | 5/1/38 | 19 | ||||||||||||
51 | Freddie Mac, Pool #ZN5030 | 4.00 | 4/1/49 | 55 | ||||||||||||
43 | Freddie Mac, Pool #C91765 | 4.00 | 6/1/34 | 46 | ||||||||||||
43 | Freddie Mac, Pool #Q58680 | 4.00 | 9/1/48 | 46 | ||||||||||||
54 | Freddie Mac, Pool #ZT1320 | 4.00 | 11/1/48 | 57 | ||||||||||||
63 | Freddie Mac, Pool #C09070 | 4.00 | 12/1/44 | 68 | ||||||||||||
63 | Freddie Mac, Pool #ZA6946 | 4.00 | 5/1/49 | 67 | ||||||||||||
14 | Freddie Mac, Pool #C92019 | 4.00 | 10/1/38 | 15 | ||||||||||||
48 | Freddie Mac, Pool #G08637 | 4.00 | 4/1/45 | 52 | ||||||||||||
5 | Freddie Mac, Pool #G08642 | 4.00 | 5/1/45 | 6 | ||||||||||||
40 | Freddie Mac, Pool #G08831 | 4.00 | 8/1/48 | 43 | ||||||||||||
110 | Freddie Mac, Pool #ZS4631 | 4.00 | 9/1/45 | 119 | ||||||||||||
89 | Freddie Mac, Pool #G08785 | 4.00 | 10/1/47 | 95 | ||||||||||||
44 | Freddie Mac, Pool #ZT1840 | 4.00 | 9/1/48 | 47 | ||||||||||||
78 | Freddie Mac, Pool #ZS4573 | 4.00 | 7/1/44 | 84 | ||||||||||||
78 | Freddie Mac, Pool #G08616 | 4.00 | 11/1/44 | 85 | ||||||||||||
8 | Freddie Mac, Pool #J12435 | 4.00 | 6/1/25 | 8 | ||||||||||||
33 | Freddie Mac, Pool #G08483 | 4.00 | 3/1/42 | 36 | ||||||||||||
212 | Freddie Mac, Pool #SD0290 | 4.00 | 4/1/50 | 227 | ||||||||||||
74 | Freddie Mac, Pool #G08459 | 4.00 | 9/1/41 | 81 | ||||||||||||
235 | Freddie Mac, Pool #SD8070 | 4.00 | 6/1/50 | 251 |
See accompanying notes to financial statements.
244
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 122 | Freddie Mac, Pool #G06506 | 4.00 | 12/1/40 | $ | 133 | ||||||||||
10 | Freddie Mac, Pool #G08633 | 4.00 | 3/1/45 | 11 | ||||||||||||
77 | Freddie Mac, Pool #ZT1952 | 4.00 | 5/1/49 | 82 | ||||||||||||
378 | Freddie Mac, Pool #A96286 | 4.00 | 1/1/41 | 413 | ||||||||||||
21 | Freddie Mac, Pool #G08672 | 4.00 | 10/1/45 | 23 | ||||||||||||
110 | Freddie Mac, Pool #ZS4731 | 4.00 | 8/1/47 | 118 | ||||||||||||
9 | Freddie Mac, Pool #C91923 | 4.00 | 3/1/37 | 10 | ||||||||||||
31 | Freddie Mac, Pool #G14453 | 4.00 | 6/1/26 | 33 | ||||||||||||
44 | Freddie Mac, Pool #C91738 | 4.00 | 11/1/33 | 48 | ||||||||||||
69 | Freddie Mac, Pool #G08567 | 4.00 | 1/1/44 | 75 | ||||||||||||
20 | Freddie Mac, Pool #ZT1800 | 4.00 | 3/1/34 | 22 | ||||||||||||
25 | Freddie Mac, Pool #ZS4652 | 4.00 | 2/1/46 | 27 | ||||||||||||
38 | Freddie Mac, Pool #G08601 | 4.00 | 8/1/44 | 41 | ||||||||||||
109 | Freddie Mac, Pool #ZL7781 | 4.00 | 2/1/44 | 121 | ||||||||||||
74 | Freddie Mac, Pool #G08618 | 4.00 | 12/1/44 | 81 | ||||||||||||
81 | Freddie Mac, Pool #G08588 | 4.00 | 5/1/44 | 89 | ||||||||||||
88 | Freddie Mac, Pool #SD8039 | 4.00 | 1/1/50 | 93 | ||||||||||||
44 | Freddie Mac, Pool #G08754 | 4.50 | 3/1/47 | 47 | ||||||||||||
18 | Freddie Mac, Pool #Q25432 | 4.50 | 3/1/44 | 20 | ||||||||||||
6 | Freddie Mac, Pool #E02862 | 4.50 | 3/1/26 | 6 | ||||||||||||
49 | Freddie Mac, Pool #ZS4781 | 4.50 | 7/1/48 | 53 | ||||||||||||
7 | Freddie Mac, Pool #A90437 | 4.50 | 1/1/40 | 8 | ||||||||||||
27 | Freddie Mac, Pool #Q22671 | 4.50 | 11/1/43 | 29 | ||||||||||||
52 | Freddie Mac, Pool #Q59805 | 4.50 | 11/1/48 | 56 | ||||||||||||
70 | Freddie Mac, Pool #G08759 | 4.50 | 4/1/47 | 76 | ||||||||||||
64 | Freddie Mac, Pool #A97495 | 4.50 | 3/1/41 | 73 | ||||||||||||
107 | Freddie Mac, Pool #ZT1711 | 4.50 | 2/1/49 | 115 | ||||||||||||
12 | Freddie Mac, Pool #C09059 | 4.50 | 3/1/44 | 14 | ||||||||||||
22 | Freddie Mac, Pool #G08781 | 4.50 | 9/1/47 | 24 | ||||||||||||
24 | Freddie Mac, Pool #G08596 | 4.50 | 7/1/44 | 27 | ||||||||||||
23 | Freddie Mac, Pool #Q49599 | 4.50 | 7/1/47 | 26 | ||||||||||||
204 | Freddie Mac, Pool #SD8002 | 4.50 | 7/1/49 | 222 | ||||||||||||
707 | Freddie Mac, Pool #A97692 | 4.50 | 3/1/41 | 784 | ||||||||||||
56 | Freddie Mac, Pool #Q57957 | 4.50 | 8/1/48 | 60 | ||||||||||||
50 | Freddie Mac, Pool #ZS4774 | 4.50 | 5/1/48 | 54 | ||||||||||||
6 | Freddie Mac, Pool #J07849 | 4.50 | 5/1/23 | 6 | ||||||||||||
117 | Freddie Mac, Pool #ZT1779 | 5.00 | 3/1/49 | 129 | ||||||||||||
16 | Freddie Mac, Pool #G08838 | 5.00 | 9/1/48 | 17 | ||||||||||||
139 | Freddie Mac, Pool #G04913 | 5.00 | 3/1/38 | 157 | ||||||||||||
21 | Freddie Mac, Pool #G05205 | 5.00 | 1/1/39 | 24 | ||||||||||||
10 | Freddie Mac, Pool #G13255 | 5.00 | 7/1/23 | 11 | ||||||||||||
321 | Freddie Mac, Pool #C01598 | 5.00 | 8/1/33 | 362 | ||||||||||||
12 | Freddie Mac, Pool #SD0093 | 5.00 | 10/1/49 | 13 | ||||||||||||
138 | Freddie Mac, Pool #Q00763 | 5.00 | 5/1/41 | 152 | ||||||||||||
9 | Freddie Mac, Pool #G07068 | 5.00 | 7/1/41 | 10 | ||||||||||||
45 | Freddie Mac, Pool #G06031 | 5.50 | 3/1/40 | 51 | ||||||||||||
2 | Freddie Mac, Pool #G06091 | 5.50 | 5/1/40 | 2 | ||||||||||||
303 | Freddie Mac, Pool #G01665 | 5.50 | 3/1/34 | 356 |
See accompanying notes to financial statements.
245
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 21 | Freddie Mac, Pool #G05709 | 6.00 | 6/1/38 | $ | 25 | ||||||||||
5 | Freddie Mac, Pool #A62706 | 6.00 | 6/1/37 | 6 | ||||||||||||
181 | Freddie Mac, Pool #G02794 | 6.00 | 5/1/37 | 212 | ||||||||||||
37 | Freddie Mac, Pool #G03551 | 6.00 | 11/1/37 | 44 | ||||||||||||
440 | Government National Mortgage Association, Pool #MA7135 | 2.00 | 1/20/51 | 449 | ||||||||||||
445 | Government National Mortgage Association, Pool #MA7254 | 2.00 | 3/20/51 | 453 | ||||||||||||
267 | Government National Mortgage Association, Pool #MA7051 | 2.00 | 12/20/50 | 273 | ||||||||||||
431 | Government National Mortgage Association, Pool #MA6930 | 2.00 | 10/20/50 | 440 | ||||||||||||
450 | Government National Mortgage Association, Pool #MA7417 | 2.00 | 6/20/51 | 459 | ||||||||||||
260 | Government National Mortgage Association, Pool #MA6864 | 2.00 | 9/20/50 | 265 | ||||||||||||
423 | Government National Mortgage Association, Pool #MA6865 | 2.50 | 9/20/50 | 438 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA4355 | 2.50 | 4/20/32 | 11 | ||||||||||||
308 | Government National Mortgage Association, Pool #MA4125 | 2.50 | 12/20/46 | 319 | ||||||||||||
20 | Government National Mortgage Association, Pool #MA1133 | 2.50 | 7/20/28 | 21 | ||||||||||||
20 | Government National Mortgage Association, Pool #MA0908 | 2.50 | 4/20/28 | 21 | ||||||||||||
9 | Government National Mortgage Association, Pool #MA2890 | 2.50 | 6/20/45 | 10 | ||||||||||||
12 | Government National Mortgage Association, Pool #711729 | 2.50 | 3/15/43 | 12 | ||||||||||||
19 | Government National Mortgage Association, Pool #MA4194 | 2.50 | 1/20/47 | 20 | ||||||||||||
256 | Government National Mortgage Association, Pool #MA6540 | 2.50 | 3/20/50 | 265 | ||||||||||||
425 | Government National Mortgage Association, Pool #MA6931 | 2.50 | 10/20/50 | 440 | ||||||||||||
457 | Government National Mortgage Association, Pool #MA6995 | 2.50 | 11/20/50 | 474 | ||||||||||||
20 | Government National Mortgage Association, Pool #MA4424 | 2.50 | 5/20/32 | 21 | ||||||||||||
331 | Government National Mortgage Association, Pool #MA6819 | 2.50 | 8/20/50 | 342 | ||||||||||||
30 | Government National Mortgage Association, Pool #MA4067 | 2.50 | 11/20/46 | 31 | ||||||||||||
28 | Government National Mortgage Association, Pool #MA4717 | 2.50 | 9/20/47 | 29 | ||||||||||||
498 | Government National Mortgage Association, Pool #MA7367 | 2.50 | 5/20/51 | 516 | ||||||||||||
19 | Government National Mortgage Association, Pool #776954 | 2.50 | 11/15/42 | 19 | ||||||||||||
286 | Government National Mortgage Association, Pool #MA4260 | 2.50 | 2/20/47 | 296 | ||||||||||||
34 | Government National Mortgage Association, Pool #MA0601 | 2.50 | 12/20/27 | 35 | ||||||||||||
33 | Government National Mortgage Association, Pool #AA8341 | 2.50 | 2/15/28 | 34 | ||||||||||||
53 | Government National Mortgage Association, Pool #MA1283 | 2.50 | 9/20/43 | 53 | ||||||||||||
299 | Government National Mortgage Association, Pool #MA6655 | 2.50 | 5/20/50 | 309 | ||||||||||||
7 | Government National Mortgage Association, Pool #5276 | 3.00 | 1/20/27 | 7 | ||||||||||||
194 | Government National Mortgage Association, Pool #MA0391 | 3.00 | 9/20/42 | 207 | ||||||||||||
13 | Government National Mortgage Association, Pool #MA1890 | 3.00 | 5/20/29 | 14 | ||||||||||||
94 | Government National Mortgage Association, Pool #MA3309 | 3.00 | 12/20/45 | 100 | ||||||||||||
126 | Government National Mortgage Association, Pool #MA3802 | 3.00 | 7/20/46 | 133 | ||||||||||||
244 | Government National Mortgage Association, Pool #MA6409 | 3.00 | 1/20/50 | 256 | ||||||||||||
214 | Government National Mortgage Association, Pool #MA6338 | 3.00 | 12/20/49 | 224 | ||||||||||||
45 | Government National Mortgage Association, Pool #MA0851 | 3.00 | 3/20/43 | 48 | ||||||||||||
87 | Government National Mortgage Association, Pool #MA3104 | 3.00 | 9/20/45 | 92 | ||||||||||||
13 | Government National Mortgage Association, Pool #AN5756 | 3.00 | 7/15/45 | 14 | ||||||||||||
458 | Government National Mortgage Association, Pool #MA6599 | 3.00 | 4/20/50 | 479 | ||||||||||||
138 | Government National Mortgage Association, Pool #AA6149 | 3.00 | 3/20/43 | 146 | ||||||||||||
19 | Government National Mortgage Association, Pool #MA2797 | 3.00 | 5/20/30 | 20 | ||||||||||||
31 | Government National Mortgage Association, Pool #MA2600 | 3.00 | 2/20/45 | 33 | ||||||||||||
114 | Government National Mortgage Association, Pool #MA3033 | 3.00 | 8/20/45 | 121 | ||||||||||||
207 | Government National Mortgage Association, Pool #MA3936 | 3.00 | 9/20/46 | 218 |
See accompanying notes to financial statements.
246
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 302 | Government National Mortgage Association, Pool #MA4003 | 3.00 | 10/20/46 | $ | 318 | ||||||||||
392 | Government National Mortgage Association, Pool #MA6656 | 3.00 | 5/20/50 | 410 | ||||||||||||
296 | Government National Mortgage Association, Pool #MA4126 | 3.00 | 12/20/46 | 313 | ||||||||||||
82 | Government National Mortgage Association, Pool #MA2960 | 3.00 | 7/20/45 | 87 | ||||||||||||
144 | Government National Mortgage Association, Pool #MA6283 | 3.00 | 11/20/49 | 151 | ||||||||||||
64 | Government National Mortgage Association, Pool #MA2753 | 3.00 | 4/20/45 | 68 | ||||||||||||
30 | Government National Mortgage Association, Pool #MA6766 | 3.00 | 7/20/50 | 31 | ||||||||||||
82 | Government National Mortgage Association, Pool #MA2825 | 3.00 | 5/20/45 | 87 | ||||||||||||
182 | Government National Mortgage Association, Pool #MA6710 | 3.00 | 6/20/50 | 190 | ||||||||||||
136 | Government National Mortgage Association, Pool #MA4961 | 3.00 | 1/20/48 | 144 | ||||||||||||
190 | Government National Mortgage Association, Pool #MA4836 | 3.00 | 11/20/47 | 200 | ||||||||||||
90 | Government National Mortgage Association, Pool #MA3873 | 3.00 | 8/20/46 | 95 | ||||||||||||
137 | Government National Mortgage Association, Pool #MA4777 | 3.00 | 10/20/47 | 144 | ||||||||||||
162 | Government National Mortgage Association, Pool #MA4509 | 3.00 | 6/20/47 | 171 | ||||||||||||
108 | Government National Mortgage Association, Pool #MA4381 | 3.00 | 4/20/47 | 113 | ||||||||||||
8 | Government National Mortgage Association, Pool #AL5058 | 3.00 | 3/15/45 | 9 | ||||||||||||
294 | Government National Mortgage Association, Pool #MA5076 | 3.00 | 3/20/48 | 309 | ||||||||||||
103 | Government National Mortgage Association, Pool #MA4320 | 3.00 | 3/20/47 | 108 | ||||||||||||
34 | Government National Mortgage Association, Pool #MA4559 | 3.00 | 7/20/32 | 35 | ||||||||||||
36 | Government National Mortgage Association, Pool #MA3520 | 3.00 | 3/20/46 | 39 | ||||||||||||
37 | Government National Mortgage Association, Pool #MA3243 | 3.00 | 11/20/45 | 40 | ||||||||||||
207 | Government National Mortgage Association, Pool #AD8433 | 3.00 | 7/15/43 | 222 | ||||||||||||
135 | Government National Mortgage Association, Pool #MA4450 | 3.00 | 5/20/47 | 142 | ||||||||||||
143 | Government National Mortgage Association, Pool #MA6089 | 3.00 | 8/20/49 | 150 | ||||||||||||
35 | Government National Mortgage Association, Pool #MA6820 | 3.00 | 8/20/50 | 36 | ||||||||||||
263 | Government National Mortgage Association, Pool #MA4195 | 3.00 | 1/20/47 | 278 | ||||||||||||
52 | Government National Mortgage Association, Pool #MA4068 | 3.00 | 11/20/46 | 55 | ||||||||||||
273 | Government National Mortgage Association, Pool #MA4899 | 3.00 | 12/20/47 | 287 | ||||||||||||
64 | Government National Mortgage Association, Pool #AA2654 | 3.00 | 6/15/43 | 68 | ||||||||||||
28 | Government National Mortgage Association, Pool #AG0440 | 3.00 | 8/15/43 | 30 | ||||||||||||
122 | Government National Mortgage Association, Pool #MA0153 | 3.00 | 6/20/42 | 130 | ||||||||||||
179 | Government National Mortgage Association, Pool #MA4651 | 3.00 | 8/20/47 | 188 | ||||||||||||
22 | Government National Mortgage Association, Pool #AK7285 | 3.00 | 3/15/45 | 23 | ||||||||||||
257 | Government National Mortgage Association, Pool #MA5018 | 3.00 | 2/20/48 | 270 | ||||||||||||
8 | Government National Mortgage Association, Pool #MA4935 | 3.00 | 1/20/33 | 9 | ||||||||||||
223 | Government National Mortgage Association, Pool #MA3735 | 3.00 | 6/20/46 | 235 | ||||||||||||
138 | Government National Mortgage Association, Pool #MA2520 | 3.00 | 1/20/45 | 146 | ||||||||||||
685 | Government National Mortgage Association, Pool #MA0624 | 3.00 | 12/20/42 | 731 | ||||||||||||
108 | Government National Mortgage Association, Pool #MA0461 | 3.00 | 10/20/42 | 115 | ||||||||||||
36 | Government National Mortgage Association, Pool #MA0205 | 3.00 | 7/20/27 | 38 | ||||||||||||
268 | Government National Mortgage Association, Pool #MA6474 | 3.00 | 2/20/50 | 280 | ||||||||||||
240 | Government National Mortgage Association, Pool #MA4261 | 3.00 | 2/20/47 | 253 | ||||||||||||
85 | Government National Mortgage Association, Pool #MA2444 | 3.00 | 12/20/44 | 90 | ||||||||||||
76 | Government National Mortgage Association, Pool #MA3172 | 3.00 | 10/20/45 | 81 | ||||||||||||
109 | Government National Mortgage Association, Pool #MA3662 | 3.00 | 5/20/46 | 115 | ||||||||||||
128 | Government National Mortgage Association, Pool #MA1374 | 3.00 | 10/20/43 | 136 | ||||||||||||
162 | Government National Mortgage Association, Pool #MA2147 | 3.00 | 8/20/44 | 172 | ||||||||||||
61 | Government National Mortgage Association, Pool #779084 | 3.00 | 4/15/42 | 64 |
See accompanying notes to financial statements.
247
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 13 | Government National Mortgage Association, Pool #AA2934 | 3.00 | 7/15/42 | $ | 13 | ||||||||||
37 | Government National Mortgage Association, Pool #MA1265 | 3.00 | 9/20/28 | 39 | ||||||||||||
101 | Government National Mortgage Association, Pool #MA3596 | 3.00 | 4/20/46 | 107 | ||||||||||||
194 | Government National Mortgage Association, Pool #MA1157 | 3.50 | 7/20/43 | 207 | ||||||||||||
32 | Government National Mortgage Association, Pool #738602 | 3.50 | 8/15/26 | 34 | ||||||||||||
190 | Government National Mortgage Association, Pool #MA1090 | 3.50 | 6/20/43 | 203 | ||||||||||||
22 | Government National Mortgage Association, Pool #796271 | 3.50 | 7/15/42 | 23 | ||||||||||||
75 | Government National Mortgage Association, Pool #MA2445 | 3.50 | 12/20/44 | 80 | ||||||||||||
64 | Government National Mortgage Association, Pool #AC3938 | 3.50 | 1/15/43 | 68 | ||||||||||||
106 | Government National Mortgage Association, Pool #MA0022 | 3.50 | 4/20/42 | 115 | ||||||||||||
344 | Government National Mortgage Association, Pool #MA0220 | 3.50 | 7/20/42 | 372 | ||||||||||||
91 | Government National Mortgage Association, Pool #MA4510 | 3.50 | 6/20/47 | 96 | ||||||||||||
58 | Government National Mortgage Association, Pool #MA4451 | 3.50 | 5/20/47 | 62 | ||||||||||||
100 | Government National Mortgage Association, Pool #MA0699 | 3.50 | 1/20/43 | 107 | ||||||||||||
169 | Government National Mortgage Association, Pool #MA5816 | 3.50 | 3/20/49 | 179 | ||||||||||||
8 | Government National Mortgage Association, Pool #MA1266 | 3.50 | 9/20/28 | 9 | ||||||||||||
123 | Government National Mortgage Association, Pool #MA4069 | 3.50 | 11/20/46 | 130 | ||||||||||||
169 | Government National Mortgage Association, Pool #MA4962 | 3.50 | 1/20/48 | 178 | ||||||||||||
25 | Government National Mortgage Association, Pool #MA6475 | 3.50 | 2/20/50 | 26 | ||||||||||||
167 | Government National Mortgage Association, Pool #MA0852 | 3.50 | 3/20/43 | 181 | ||||||||||||
114 | Government National Mortgage Association, Pool #MA6219 | 3.50 | 10/20/49 | 121 | ||||||||||||
52 | Government National Mortgage Association, Pool #740798 | 3.50 | 1/15/42 | 56 | ||||||||||||
70 | Government National Mortgage Association, Pool #MA3454 | 3.50 | 2/20/46 | 75 | ||||||||||||
214 | Government National Mortgage Association, Pool #MA2073 | 3.50 | 7/20/44 | 231 | ||||||||||||
138 | Government National Mortgage Association, Pool #MA4382 | 3.50 | 4/20/47 | 146 | ||||||||||||
95 | Government National Mortgage Association, Pool #MA3736 | 3.50 | 6/20/46 | 101 | ||||||||||||
227 | Government National Mortgage Association, Pool #MA5019 | 3.50 | 2/20/48 | 240 | ||||||||||||
21 | Government National Mortgage Association, Pool #MA6410 | 3.50 | 1/20/50 | 22 | ||||||||||||
119 | Government National Mortgage Association, Pool #MA3937 | 3.50 | 9/20/46 | 126 | ||||||||||||
302 | Government National Mortgage Association, Pool #MA2148 | 3.50 | 8/20/44 | 323 | ||||||||||||
173 | Government National Mortgage Association, Pool #MA3521 | 3.50 | 3/20/46 | 184 | ||||||||||||
195 | Government National Mortgage Association, Pool #MA0462 | 3.50 | 10/20/42 | 211 | ||||||||||||
117 | Government National Mortgage Association, Pool #MA2678 | 3.50 | 3/20/45 | 124 | ||||||||||||
35 | Government National Mortgage Association, Pool #MA6339 | 3.50 | 12/20/49 | 37 | ||||||||||||
65 | Government National Mortgage Association, Pool #MA2371 | 3.50 | 11/20/44 | 70 | ||||||||||||
26 | Government National Mortgage Association, Pool #MA6711 | 3.50 | 6/20/50 | 28 | ||||||||||||
141 | Government National Mortgage Association, Pool #MA3244 | 3.50 | 11/20/45 | 151 | ||||||||||||
28 | Government National Mortgage Association, Pool #AD2416 | 3.50 | 5/15/43 | 30 | ||||||||||||
109 | Government National Mortgage Association, Pool #MA5077 | 3.50 | 3/20/48 | 115 | ||||||||||||
221 | Government National Mortgage Association, Pool #MA5136 | 3.50 | 4/20/48 | 234 | ||||||||||||
129 | Government National Mortgage Association, Pool #MA4652 | 3.50 | 8/20/47 | 137 | ||||||||||||
96 | Government National Mortgage Association, Pool #783976 | 3.50 | 4/20/43 | 103 | ||||||||||||
182 | Government National Mortgage Association, Pool #MA3173 | 3.50 | 10/20/45 | 194 | ||||||||||||
132 | Government National Mortgage Association, Pool #MA4900 | 3.50 | 12/20/47 | 139 | ||||||||||||
87 | Government National Mortgage Association, Pool #MA5263 | 3.50 | 6/20/48 | 92 | ||||||||||||
53 | Government National Mortgage Association, Pool #BD5909 | 3.50 | 10/15/47 | 57 | ||||||||||||
3 | Government National Mortgage Association, Pool #AL8566 | 3.50 | 3/15/45 | 3 | ||||||||||||
95 | Government National Mortgage Association, Pool #MA2961 | 3.50 | 7/20/45 | 101 |
See accompanying notes to financial statements.
248
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 128 | Government National Mortgage Association, Pool #MA2892 | 3.50 | 6/20/45 | $ | 136 | ||||||||||
157 | Government National Mortgage Association, Pool #MA4127 | 3.50 | 12/20/46 | 167 | ||||||||||||
189 | Government National Mortgage Association, Pool #MA4196 | 3.50 | 1/20/47 | 201 | ||||||||||||
91 | Government National Mortgage Association, Pool #MA4778 | 3.50 | 10/20/47 | 96 | ||||||||||||
130 | Government National Mortgage Association, Pool #MA4321 | 3.50 | 3/20/47 | 138 | ||||||||||||
80 | Government National Mortgage Association, Pool #778157 | 3.50 | 3/15/42 | 84 | ||||||||||||
119 | Government National Mortgage Association, Pool #MA4262 | 3.50 | 2/20/47 | 126 | ||||||||||||
127 | Government National Mortgage Association, Pool #MA3597 | 3.50 | 4/20/46 | 135 | ||||||||||||
104 | Government National Mortgage Association, Pool #MA3663 | 3.50 | 5/20/46 | 110 | ||||||||||||
100 | Government National Mortgage Association, Pool #MA3874 | 3.50 | 8/20/46 | 106 | ||||||||||||
109 | Government National Mortgage Association, Pool #MA3803 | 3.50 | 7/20/46 | 116 | ||||||||||||
125 | Government National Mortgage Association, Pool #MA3376 | 3.50 | 1/20/46 | 133 | ||||||||||||
95 | Government National Mortgage Association, Pool #MA4586 | 3.50 | 7/20/47 | 100 | ||||||||||||
159 | Government National Mortgage Association, Pool #MA3034 | 3.50 | 8/20/45 | 170 | ||||||||||||
97 | Government National Mortgage Association, Pool #MA3310 | 3.50 | 12/20/45 | 103 | ||||||||||||
14 | Government National Mortgage Association, Pool #MA1574 | 3.50 | 1/20/29 | 15 | ||||||||||||
131 | Government National Mortgage Association, Pool #AM4971 | 3.50 | 4/20/45 | 139 | ||||||||||||
79 | Government National Mortgage Association, Pool #MA2754 | 3.50 | 4/20/45 | 84 | ||||||||||||
131 | Government National Mortgage Association, Pool #MA2303 | 3.50 | 10/20/44 | 140 | ||||||||||||
58 | Government National Mortgage Association, Pool #MA1919 | 3.50 | 5/20/44 | 62 | ||||||||||||
134 | Government National Mortgage Association, Pool #MA0088 | 3.50 | 5/20/42 | 143 | ||||||||||||
136 | Government National Mortgage Association, Pool #MA4004 | 3.50 | 10/20/46 | 144 | ||||||||||||
8 | Government National Mortgage Association, Pool #AD2954 | 3.50 | 7/15/44 | 9 | ||||||||||||
169 | Government National Mortgage Association, Pool #MA4719 | 3.50 | 9/20/47 | 179 | ||||||||||||
113 | Government National Mortgage Association, Pool #MA5875 | 3.50 | 4/20/49 | 119 | ||||||||||||
173 | Government National Mortgage Association, Pool #MA4837 | 3.50 | 11/20/47 | 184 | ||||||||||||
239 | Government National Mortgage Association, Pool #MA5762 | 3.50 | 2/20/49 | 252 | ||||||||||||
67 | Government National Mortgage Association, Pool #MA1838 | 3.50 | 4/20/44 | 72 | ||||||||||||
167 | Government National Mortgage Association, Pool #MA0934 | 3.50 | 4/20/43 | 180 | ||||||||||||
102 | Government National Mortgage Association, Pool #MA4511 | 4.00 | 6/20/47 | 109 | ||||||||||||
72 | Government National Mortgage Association, Pool #MA0319 | 4.00 | 8/20/42 | 78 | ||||||||||||
83 | Government National Mortgage Association, Pool #MA4197 | 4.00 | 1/20/47 | 90 | ||||||||||||
70 | Government National Mortgage Association, Pool #MA4263 | 4.00 | 2/20/47 | 76 | ||||||||||||
27 | Government National Mortgage Association, Pool #MA3455 | 4.00 | 2/20/46 | 29 | ||||||||||||
99 | Government National Mortgage Association, Pool #MA5876 | 4.00 | 4/20/49 | 105 | ||||||||||||
93 | Government National Mortgage Association, Pool #MA2304 | 4.00 | 10/20/44 | 98 | ||||||||||||
30 | Government National Mortgage Association, Pool #MA4322 | 4.00 | 3/20/47 | 32 | ||||||||||||
160 | Government National Mortgage Association, Pool #MA4452 | 4.00 | 5/20/47 | 171 | ||||||||||||
105 | Government National Mortgage Association, Pool #MA1761 | 4.00 | 3/20/44 | 115 | ||||||||||||
115 | Government National Mortgage Association, Pool #MA5595 | 4.00 | 11/20/48 | 123 | ||||||||||||
75 | Government National Mortgage Association, Pool #MA2522 | 4.00 | 1/20/45 | 81 | ||||||||||||
162 | Government National Mortgage Association, Pool #MA5466 | 4.00 | 9/20/48 | 173 | ||||||||||||
26 | Government National Mortgage Association, Pool #MA5330 | 4.00 | 7/20/48 | 28 | ||||||||||||
99 | Government National Mortgage Association, Pool #MA4383 | 4.00 | 4/20/47 | 106 | ||||||||||||
5 | Government National Mortgage Association, Pool #AJ2722 | 4.00 | 8/15/44 | 5 | ||||||||||||
112 | Government National Mortgage Association, Pool #MA4653 | 4.00 | 8/20/47 | 119 | ||||||||||||
74 | Government National Mortgage Association, Pool #713876 | 4.00 | 8/15/39 | 80 | ||||||||||||
30 | Government National Mortgage Association, Pool #753254 | 4.00 | 9/15/43 | 32 |
See accompanying notes to financial statements.
249
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 28 | Government National Mortgage Association, Pool #738710 | 4.00 | 9/15/41 | $ | 32 | ||||||||||
44 | Government National Mortgage Association, Pool #MA1286 | 4.00 | 9/20/43 | 48 | ||||||||||||
64 | Government National Mortgage Association, Pool #MA1678 | 4.00 | 2/20/44 | 70 | ||||||||||||
83 | Government National Mortgage Association, Pool #MA1449 | 4.00 | 11/20/43 | 90 | ||||||||||||
250 | Government National Mortgage Association, Pool #5139 | 4.00 | 8/20/41 | 271 | ||||||||||||
190 | Government National Mortgage Association, Pool #MA4587 | 4.00 | 7/20/47 | 204 | ||||||||||||
76 | Government National Mortgage Association, Pool #MA3377 | 4.00 | 1/20/46 | 82 | ||||||||||||
14 | Government National Mortgage Association, Pool #MA3174 | 4.00 | 10/20/45 | 15 | ||||||||||||
50 | Government National Mortgage Association, Pool #MA3737 | 4.00 | 6/20/46 | 54 | ||||||||||||
31 | Government National Mortgage Association, Pool #MA0155 | 4.00 | 6/20/42 | 33 | ||||||||||||
33 | Government National Mortgage Association, Pool #MA6091 | 4.00 | 8/20/49 | 35 | ||||||||||||
23 | Government National Mortgage Association, Pool #MA3106 | 4.00 | 9/20/45 | 25 | ||||||||||||
93 | Government National Mortgage Association, Pool #MA5078 | 4.00 | 3/20/48 | 99 | ||||||||||||
83 | Government National Mortgage Association, Pool #MA3598 | 4.00 | 4/20/46 | 90 | ||||||||||||
126 | Government National Mortgage Association, Pool #MA1839 | 4.00 | 4/20/44 | 137 | ||||||||||||
79 | Government National Mortgage Association, Pool #MA5986 | 4.00 | 6/20/49 | 84 | ||||||||||||
46 | Government National Mortgage Association, Pool #MA1996 | 4.00 | 6/20/44 | 50 | ||||||||||||
17 | Government National Mortgage Association, Pool #766495 | 4.00 | 10/15/41 | 18 | ||||||||||||
37 | Government National Mortgage Association, Pool #AM8203 | 4.00 | 5/15/45 | 40 | ||||||||||||
124 | Government National Mortgage Association, Pool #MA5931 | 4.00 | 5/20/49 | 131 | ||||||||||||
49 | Government National Mortgage Association, Pool #MA2602 | 4.00 | 2/20/45 | 54 | ||||||||||||
150 | Government National Mortgage Association, Pool #MA6155 | 4.00 | 9/20/49 | 160 | ||||||||||||
31 | Government National Mortgage Association, Pool #AV6086 | 4.00 | 7/15/47 | 33 | ||||||||||||
107 | Government National Mortgage Association, Pool #MA2224 | 4.00 | 9/20/44 | 116 | ||||||||||||
30 | Government National Mortgage Association, Pool #AD5627 | 4.00 | 4/15/43 | 33 | ||||||||||||
90 | Government National Mortgage Association, Pool #MA5710 | 4.00 | 1/20/49 | 96 | ||||||||||||
18 | Government National Mortgage Association, Pool #4922 | 4.00 | 1/20/41 | 19 | ||||||||||||
25 | Government National Mortgage Association, Pool #740068 | 4.00 | 9/15/40 | 27 | ||||||||||||
15 | Government National Mortgage Association, Pool #779401 | 4.00 | 6/15/42 | 17 | ||||||||||||
82 | Government National Mortgage Association, Pool #MA1376 | 4.00 | 10/20/43 | 89 | ||||||||||||
40 | Government National Mortgage Association, Pool #MA3245 | 4.00 | 11/20/45 | 44 | ||||||||||||
61 | Government National Mortgage Association, Pool #AB1483 | 4.00 | 8/15/42 | 66 | ||||||||||||
41 | Government National Mortgage Association, Pool #MA2149 | 4.00 | 8/20/44 | 45 | ||||||||||||
240 | Government National Mortgage Association, Pool #MA6040 | 4.00 | 7/20/49 | 256 | ||||||||||||
123 | Government National Mortgage Association, Pool #MA2074 | 4.00 | 7/20/44 | 134 | ||||||||||||
95 | Government National Mortgage Association, Pool #MA5399 | 4.50 | 8/20/48 | 102 | ||||||||||||
86 | Government National Mortgage Association, Pool #MA5652 | 4.50 | 12/20/48 | 93 | ||||||||||||
24 | Government National Mortgage Association, Pool #MA4721 | 4.50 | 9/20/47 | 26 | ||||||||||||
147 | Government National Mortgage Association, Pool #717148 | 4.50 | 5/15/39 | 165 | ||||||||||||
90 | Government National Mortgage Association, Pool #MA5877 | 4.50 | 4/20/49 | 97 | ||||||||||||
250 | Government National Mortgage Association, Pool #721760 | 4.50 | 8/15/40 | 278 | ||||||||||||
344 | Government National Mortgage Association, Pool #4801 | 4.50 | 9/20/40 | 378 | ||||||||||||
89 | Government National Mortgage Association, Pool #MA5596 | 4.50 | 11/20/48 | 96 | ||||||||||||
15 | Government National Mortgage Association, Pool #MA4129 | 4.50 | 12/20/46 | 17 | ||||||||||||
78 | Government National Mortgage Association, Pool #MA5818 | 4.50 | 3/20/49 | 84 | ||||||||||||
82 | Government National Mortgage Association, Pool #MA4384 | 4.50 | 4/20/47 | 89 | ||||||||||||
59 | Government National Mortgage Association, Pool #MA4512 | 4.50 | 6/20/47 | 64 | ||||||||||||
51 | Government National Mortgage Association, Pool #MA5467 | 4.50 | 9/20/48 | 55 |
See accompanying notes to financial statements.
250
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
U.S. Government Agency Mortgages (continued) | ||||||||||||||||
$ | 8 | Government National Mortgage Association, Pool #MA5764 | 4.50 | 2/20/49 | $ | 8 | ||||||||||
93 | Government National Mortgage Association, Pool #MA5529 | 4.50 | 10/20/48 | 100 | ||||||||||||
29 | Government National Mortgage Association, Pool #MA1092 | 4.50 | 6/20/43 | 32 | ||||||||||||
21 | Government National Mortgage Association, Pool #738793 | 4.50 | 9/15/41 | 24 | ||||||||||||
53 | Government National Mortgage Association, Pool #MA0701 | 4.50 | 1/20/43 | 60 | ||||||||||||
91 | Government National Mortgage Association, Pool #MA5711 | 4.50 | 1/20/49 | 97 | ||||||||||||
33 | Government National Mortgage Association, Pool #MA3805 | 4.50 | 7/20/46 | 36 | ||||||||||||
93 | Government National Mortgage Association, Pool #MA1762 | 4.50 | 3/20/44 | 102 | ||||||||||||
90 | Government National Mortgage Association, Pool #5260 | 4.50 | 12/20/41 | 102 | ||||||||||||
16 | Government National Mortgage Association, Pool #BB7097 | 4.50 | 8/15/47 | 18 | ||||||||||||
16 | Government National Mortgage Association, Pool #MA5987 | 4.50 | 6/20/49 | 17 | ||||||||||||
30 | Government National Mortgage Association, Pool #MA4780 | 4.50 | 10/20/47 | 32 | ||||||||||||
84 | Government National Mortgage Association, Pool #MA2756 | 4.50 | 4/20/45 | 92 | ||||||||||||
14 | Government National Mortgage Association, Pool #BC0597 | 4.50 | 8/15/47 | 16 | ||||||||||||
19 | Government National Mortgage Association, Pool #729511 | 4.50 | 4/15/40 | 21 | ||||||||||||
55 | Government National Mortgage Association, Pool #MA2076 | 5.00 | 7/20/44 | 61 | ||||||||||||
252 | Government National Mortgage Association, Pool #4559 | 5.00 | 10/20/39 | 282 | ||||||||||||
14 | Government National Mortgage Association, Pool #782468 | 5.00 | 11/15/38 | 16 | ||||||||||||
22 | Government National Mortgage Association, Pool #MA5765 | 5.00 | 2/20/49 | 24 | ||||||||||||
18 | Government National Mortgage Association, Pool #675179 | 5.00 | 3/15/38 | 20 | ||||||||||||
61 | Government National Mortgage Association, Pool #694531 | 5.00 | 11/15/38 | 70 | ||||||||||||
8 | Government National Mortgage Association, Pool #MA0465 | 5.00 | 10/20/42 | 9 | ||||||||||||
24 | Government National Mortgage Association, Pool #MA5400 | 5.00 | 8/20/48 | 26 | ||||||||||||
41 | Government National Mortgage Association, Pool #712690 | 5.00 | 4/15/39 | 48 | ||||||||||||
9 | Government National Mortgage Association, Pool #MA5653 | 5.00 | 12/20/48 | 10 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA5712 | 5.00 | 1/20/49 | 11 | ||||||||||||
22 | Government National Mortgage Association, Pool #MA5819 | 5.00 | 3/20/49 | 24 | ||||||||||||
22 | Government National Mortgage Association, Pool #MA5530 | 5.00 | 10/20/48 | 24 | ||||||||||||
37 | Government National Mortgage Association, Pool #MA4007 | 5.00 | 10/20/46 | 41 | ||||||||||||
10 | Government National Mortgage Association, Pool #MA5988 | 5.00 | 6/20/49 | 11 | ||||||||||||
58 | Government National Mortgage Association, Pool #MA5080 | 5.00 | 3/20/48 | 63 | ||||||||||||
117 | Government National Mortgage Association, Pool #782523 | 5.00 | 11/15/35 | 134 | ||||||||||||
60 | Government National Mortgage Association, Pool #604285 | 5.00 | 5/15/33 | 69 | ||||||||||||
26 | Government National Mortgage Association, Pool #MA5933 | 5.00 | 5/20/49 | 28 | ||||||||||||
43 | Government National Mortgage Association, Pool #MA5597 | 5.00 | 11/20/48 | 46 | ||||||||||||
72 | Government National Mortgage Association, Pool #783284 | 5.50 | 6/20/40 | 78 | ||||||||||||
51 | Government National Mortgage Association, Pool #510835 | 5.50 | 2/15/35 | 60 | ||||||||||||
11 | Government National Mortgage Association, Pool #MA0466 | 5.50 | 10/20/42 | 13 | ||||||||||||
12 | Government National Mortgage Association, Pool #658181 | 5.50 | 11/15/36 | 14 | ||||||||||||
45 | Government National Mortgage Association, Pool #4245 | 6.00 | 9/20/38 | 53 | ||||||||||||
40 | Government National Mortgage Association, Pool #781959 | 6.00 | 7/15/35 | 45 | ||||||||||||
40 | Government National Mortgage Association, Pool #4222 | 6.00 | 8/20/38 | 46 | ||||||||||||
8 | Government National Mortgage Association, Pool #699237 | 6.50 | 9/15/38 | 10 | ||||||||||||
300 | Government National Mortgage Association, 30 YR TBA | 2.00 | 8/20/51 | 305 | ||||||||||||
5,000 | Government National Mortgage Association, 30 YR TBA | 2.00 | 7/20/51 | 5,090 | ||||||||||||
4,300 | Government National Mortgage Association, 30 YR TBA | 2.50 | 7/20/51 | 4,447 | ||||||||||||
400 | Government National Mortgage Association, 30 YR TBA | 2.50 | 8/20/51 | 413 | ||||||||||||
Total U.S. Government Agency Mortgages | 187,244 | |||||||||||||||
See accompanying notes to financial statements.
251
HC CAPITAL TRUST
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Shares | Security Description | Rate % | Maturity | Value | ||||||||||||
Investment Company — 20.73% | ||||||||||||||||
44,576,992 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 0.01 | (b) | $ | 44,577 | |||||||||||
Total Investment Company | 44,577 | |||||||||||||||
Total Investments Before TBA Sale Commitments (cost $245,005) — 115.73% | 248,870 | |||||||||||||||
Principal | ||||||||||||||||
TBA Sale Commitments(c) — (1.47)% | ||||||||||||||||
$ | (100 | ) | Fannie Mae, 15 YR TBA | 3.00 | 7/25/36 | (105 | ) | |||||||||
(100 | ) | Fannie Mae, 30 YR TBA | 5.50 | 7/25/51 | (111 | ) | ||||||||||
(150 | ) | Fannie Mae, 30 YR TBA | 3.50 | 8/25/51 | (158 | ) | ||||||||||
(100 | ) | Fannie Mae, 30 YR TBA | 4.00 | 8/25/51 | (107 | ) | ||||||||||
(325 | ) | Fannie Mae, 30 YR TBA | 3.00 | 7/25/51 | (339 | ) | ||||||||||
(600 | ) | Fannie Mae, 30 YR TBA | 3.50 | 7/25/51 | (632 | ) | ||||||||||
(50 | ) | Government National Mortgage Association, 30 YR TBA | 3.00 | 7/20/51 | (52 | ) | ||||||||||
(675 | ) | Government National Mortgage Association, 30 YR TBA | 3.50 | 7/20/51 | (706 | ) | ||||||||||
(250 | ) | Government National Mortgage Association, 30 YR TBA | 4.00 | 7/20/51 | (264 | ) | ||||||||||
(375 | ) | Government National Mortgage Association, 30 YR TBA | 4.50 | 7/20/51 | (400 | ) | ||||||||||
(50 | ) | Government National Mortgage Association, 30 YR TBA | 4.00 | 8/20/51 | (53 | ) | ||||||||||
(225 | ) | Government National Mortgage Association, 30 YR TBA | 5.00 | 7/20/51 | (242 | ) | ||||||||||
Total TBA Sale Commitments | (3,169 | ) | ||||||||||||||
Liabilities in excess of other assets — (14.26)% | (30,667 | ) | ||||||||||||||
Net Assets — 100.00% | $ | 215,034 |
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 June 30, 2021. |
(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. (See Note 2 in the Notes to Financial Statements.) |
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 June 30, 2021.
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio | Mellon | HC | Total |
Asset Backed Securities | 0.63% | — | 0.63% |
Collateralized Mortgage Obligations | 7.30% | — | 7.30% |
U.S. Government Agency Mortgages | 87.07% | — | 87.07% |
Investment Company | 14.39% | 6.34% | 20.73% |
TBA Sale Commitments | -1.47% | — | -1.47% |
Other Assets (Liabilities) | -14.08% | -0.18% | -14.26% |
Total Net Assets | 93.84% | 6.16% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
See accompanying notes to financial statements.
252
HC CAPITAL TRUST
The Short-Term Municipal Bond Portfolio
Portfolio of Investments — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds — 101.26% | ||||||||||||||||
Alabama — 2.04% | ||||||||||||||||
$ | 2,025 | County of Baldwin Alabama, GO, Callable 11/1/24 @ 100.00 | 5.00 | 5/1/25 | $ | 2,333 | ||||||||||
710 | University of Alabama Revenue, Series A, Callable 7/1/22 @ 100.00 | 5.00 | 7/1/23 | 744 | ||||||||||||
3,077 | ||||||||||||||||
Alaska — 0.93% | ||||||||||||||||
1,385 | Municipality of Anchorage Alaska, GO, Series B | 5.00 | 9/1/21 | 1,396 | ||||||||||||
Arizona — 4.69% | ||||||||||||||||
805 | County of Pima Arizona Sewer System Revenue | 5.00 | 7/1/23 | 883 | ||||||||||||
2,475 | Maricopa County Industrial Development Authority Revenue, Series D | 5.00(a) | 1/1/46 | 2,995 | ||||||||||||
1,350 | Maricopa County Unified School District No. 41 Gilbert, GO, Series C | 5.00 | 7/1/25 | 1,596 | ||||||||||||
1,590 | Maricopa County Unified School District No. 48 Scottsdale, GO, Series 48-B Continuously Callable @ 100.00 | 4.25 | 7/1/25 | 1,590 | ||||||||||||
7,064 | ||||||||||||||||
Arkansas — 1.68% | ||||||||||||||||
2,295 | Rogers School District No. 30, GO, Callable 8/1/24 @ 100.00 (State Aid Withholding) | 4.00 | 2/1/26 | 2,522 | ||||||||||||
California — 1.67% | ||||||||||||||||
2,270 | State of California, GO | 5.00 | 11/1/23 | 2,520 | ||||||||||||
Connecticut — 0.83% | ||||||||||||||||
1,200 | State of Connecticut, GO, Series A | 5.00 | 4/15/22 | 1,246 | ||||||||||||
District of Columbia — 1.51% | ||||||||||||||||
2,000 | District of Columbia, GO, Series D | 5.00 | 6/1/24 | 2,277 | ||||||||||||
Florida — 8.41% | ||||||||||||||||
1,000 | County of Miami-Dade Florida, GO | 5.00 | 7/1/21 | 1,000 | ||||||||||||
425 | JEA Florida Electric System Revenue, Series D | 5.00 | 10/1/22 | 450 | ||||||||||||
2,500 | Orlando Utilities Commission Revenue | 5.00 | 10/1/27 | 3,161 | ||||||||||||
950 | State of Florida Department of Education Revenue, Series A | 5.00 | 7/1/22 | 995 | ||||||||||||
1,645 | State of Florida Department of Management Services Refunding Certificates of Participation, Series A | 5.00 | 11/1/23 | 1,817 | ||||||||||||
600 | State of Florida Turnpike Enterprise Revenue, Series B | 5.00 | 7/1/21 | 600 | ||||||||||||
2,420 | State of Florida, GO, Series B, Callable 6/1/27 @ 100.00 | 5.00 | 6/1/28 | 3,014 | ||||||||||||
1,605 | Tohopekaliga Water Authority Utility System Revenue, Series A (Pre-Refunded/Escrowed to Maturity) | 5.25 | 10/1/36 | 1,625 | ||||||||||||
12,662 | ||||||||||||||||
Georgia — 1.72% | ||||||||||||||||
2,000 | State of Georgia, GO, Series A | 5.00 | 8/1/28 | 2,585 | ||||||||||||
Hawaii — 1.77% | ||||||||||||||||
1,970 | City & County Honolulu Hawaii Wastewater System Revenue | 4.00 | 7/1/25 | 2,242 | ||||||||||||
425 | State of Hawaii, GO, Series EO | 5.00 | 8/1/21 | 427 | ||||||||||||
2,669 |
See accompanying notes to financial statements.
253
HC CAPITAL TRUST
The Short-Term Municipal Bond Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
Indiana — 1.37% | ||||||||||||||||
$ | 1,930 | Indiana Municipal Power Agency Revenue, Series A | 5.00 | 1/1/23 | $ | 2,067 | ||||||||||
Iowa — 2.95% | ||||||||||||||||
1,440 | Ankeny Community School District, GO | 5.00 | 6/1/23 | 1,568 | ||||||||||||
2,105 | City of Dubuque, GO | 2.00 | 6/1/24 | 2,204 | ||||||||||||
550 | Linn-Mar Community School District, GO, Callable 5/1/26 @ 100.00 | 5.00 | 5/1/27 | 664 | ||||||||||||
4,436 | ||||||||||||||||
Kansas — 1.29% | ||||||||||||||||
1,790 | Kansas Development Finance Authority Revenue | 5.00 | 5/1/23 | 1,944 | ||||||||||||
Kentucky — 1.64% | ||||||||||||||||
1,610 | Louisville/Jefferson County Metropolitan Government, GO, Series A | 5.00 | 8/1/22 | 1,694 | ||||||||||||
685 | University of Kentucky, GO, Series A, Callable 4/1/24 @ 100.00 (State Intercept) | 5.00 | 4/1/25 | 771 | ||||||||||||
2,465 | ||||||||||||||||
Maine — 0.91% | ||||||||||||||||
1,340 | Maine Municipal Bond Bank Revenue, Series B | 5.00 | 11/1/21 | 1,362 | ||||||||||||
Maryland — 2.62% | ||||||||||||||||
2,250 | State of Maryland, GO | 5.00 | 8/1/28 | 2,909 | ||||||||||||
1,000 | University System of Maryland, GO, Series A | 5.00 | 4/1/22 | 1,036 | ||||||||||||
3,945 | ||||||||||||||||
Michigan — 4.94% | ||||||||||||||||
2,470 | Charter Township of Meridian, GO | 5.00 | 10/1/21 | 2,498 | ||||||||||||
2,350 | Michigan State Housing Development Authority Revenue, Series A1, Callable 10/1/21 @ 100.00 | 0.65 | 10/1/24 | 2,349 | ||||||||||||
2,105 | Wayne State University Revenue | 5.00 | 11/15/26 | 2,583 | ||||||||||||
7,430 | ||||||||||||||||
Minnesota — 3.44% | ||||||||||||||||
2,000 | Minneapolis Special School, GO (SD CRED PROG) | 5.00 | 2/1/24 | 2,242 | ||||||||||||
2,765 | White Bear Lake Independent School, GO, Series A (SD CRED PROG) | 4.00 | 2/1/23 | 2,933 | ||||||||||||
5,175 | ||||||||||||||||
Missouri — 1.28% | ||||||||||||||||
1,885 | Saint Charles County Francis Howell School District, GO (State Aid Withholding) | 4.00 | 3/1/22 | 1,933 | ||||||||||||
Nevada — 1.17% | ||||||||||||||||
1,765 | County of Clark Department of Aviation Revenue, Series A | 5.00 | 7/1/21 | 1,765 | ||||||||||||
New Jersey — 2.02% | ||||||||||||||||
2,815 | New Jersey Infrastructure Bank, Series A | 3.00 | 9/1/24 | 3,044 | ||||||||||||
New Mexico — 2.71% | ||||||||||||||||
1,400 | Carlsbad Municipal School District, GO (State Aid Withholding) | 5.00 | 8/1/22 | 1,472 | ||||||||||||
2,500 | New Mexico Finance Authority Revenue, Series B | 5.00 | 6/1/22 | 2,610 | ||||||||||||
4,082 | ||||||||||||||||
New York — 7.45% | ||||||||||||||||
2,165 | City of New York, GO, Series A1 | 5.00 | 8/1/23 | 2,378 |
See accompanying notes to financial statements.
254
HC CAPITAL TRUST
The Short-Term Municipal Bond Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
New York (continued) | ||||||||||||||||
$ | 250 | New York City Municipal Water Finance Authority Water & Sewer System Revenue, Callable 12/15/21 @ 100.00 | 5.00 | 6/15/23 | $ | 256 | ||||||||||
2,000 | New York City Transitional Finance Authority Future Tax Secured Revenue | 5.00 | 11/1/23 | 2,222 | ||||||||||||
385 | New York City Transitional Finance Authority Future Tax Secured Revenue | 5.00 | 11/1/21 | 391 | ||||||||||||
405 | New York State Dormitory Authority Revenue, Series A | 5.00 | 2/15/24 | 455 | ||||||||||||
1,400 | New York State Dormitory Authority Revenue, Series B | 5.00 | 2/15/23 | 1,508 | ||||||||||||
3,970 | New York State Dormitory Authority Revenue | 1.06 | 3/15/25 | 3,994 | ||||||||||||
11,204 | ||||||||||||||||
North Carolina — 3.21% | ||||||||||||||||
2,600 | County of Durham North Carolina, GO | 3.00 | 6/1/23 | 2,742 | ||||||||||||
1,625 | County of Johnston Revenue, Series A | 5.00 | 4/1/22 | 1,684 | ||||||||||||
375 | State of North Carolina Revenue | 5.00 | 3/1/23 | 404 | ||||||||||||
4,830 | ||||||||||||||||
Ohio — 4.91% | ||||||||||||||||
1,930 | Cleveland Department of Public Utilities Division of Water Revenue, Series D | 5.00 | 1/1/22 | 1,978 | ||||||||||||
2,020 | Ohio University Revenue (Pre-Refunded/Escrowed to Maturity) | 5.00 | 12/1/32 | 2,157 | ||||||||||||
2,955 | State of Ohio, GO, Series B | 5.00 | 8/1/23 | 3,249 | ||||||||||||
7,384 | ||||||||||||||||
Oregon — 3.66% | ||||||||||||||||
1,320 | City of Salem Oregon, GO | 5.00 | 6/1/24 | 1,502 | ||||||||||||
4,000 | Multnomah County School District, GO | 1.25 | 6/30/27 | 4,003 | ||||||||||||
5,505 | ||||||||||||||||
Pennsylvania — 3.78% | ||||||||||||||||
2,910 | Central Bucks School District, GO (State Aid Withholding) | 5.00 | 5/15/23 | 3,158 | ||||||||||||
2,010 | Millcreek Township School District, GO (BAM) | 5.00 | 9/15/27 | 2,529 | ||||||||||||
5,687 | ||||||||||||||||
South Carolina — 1.13% | ||||||||||||||||
1,635 | Aiken County Consolidated School District South Carolina, GO, Series B (SCSDE) | 5.00 | 4/1/22 | 1,695 | ||||||||||||
Tennessee — 0.83% | ||||||||||||||||
1,225 | City of Murfreesboro Tennessee, GO, Series C | 3.00 | 2/1/22 | 1,245 | ||||||||||||
Texas — 17.33% | ||||||||||||||||
1,730 | Alief Independent School District, GO (PSF-GTD) | 5.00 | 2/15/23 | 1,866 | ||||||||||||
1,770 | Carroll Independent School District, GO (PSF-GTD) | 5.00 | 2/15/22 | 1,823 | ||||||||||||
1,255 | City of Arlington Texas, GO, Series A | 5.00 | 8/15/22 | 1,324 | ||||||||||||
1,565 | City of Bryan Texas, GO | 5.00 | 8/15/22 | 1,649 | ||||||||||||
1,550 | City of Garland Texas Electric Utility System Revenue | 5.00 | 3/1/24 | 1,738 | ||||||||||||
2,250 | City of Grand Prairie Texas, GO | 5.00 | 2/15/22 | 2,318 | ||||||||||||
2,065 | City of Irving Texas, GO | 5.00 | 9/15/24 | 2,376 | ||||||||||||
1,325 | City of Midland Texas, GO | 5.00 | 3/1/22 | 1,363 | ||||||||||||
1,015 | Conroe Independent School District, GO (PSF-GTD) | 5.00 | 2/15/25 | 1,186 | ||||||||||||
685 | Cypress-Fairbanks Independent School District, GO, Series C (PSF-GTD) | 5.00 | 2/15/22 | 705 | ||||||||||||
660 | Dallas Area Rapid Transit Revenue, Series A | 5.00 | 12/1/24 | 764 | ||||||||||||
430 | Harris County Toll Road Authority Revenue, Series B | 5.00 | 8/15/22 | 453 | ||||||||||||
690 | Katy Independent School District, GO, Series B (PSF-GTD) | 5.00 | 2/15/22 | 711 |
See accompanying notes to financial statements.
255
HC CAPITAL TRUST
The Short-Term Municipal Bond Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
Texas (continued) | ||||||||||||||||
$ | 625 | North East Independent School District Texas, GO (PSF-GTD) | 5.00 | 8/1/22 | $ | 658 | ||||||||||
3,685 | Pearland Independent School District, GO (PSF-GTD) | 5.00 | 2/15/23 | 3,974 | ||||||||||||
1,000 | Plano Independent School, GO (PSF-GTD) | 5.00 | 2/15/23 | 1,078 | ||||||||||||
1,150 | Round Rock Independent School District, GO (PSF-GTD) | 5.00 | 8/1/25 | 1,366 | ||||||||||||
720 | San Antonio Independent School District, GO, Series A (PSF-GTD) | 5.00 | 8/15/21 | 724 | ||||||||||||
26,076 | ||||||||||||||||
Virginia — 0.03% | ||||||||||||||||
40 | Virginia Housing Development Authority Revenue, Series A Continuously Callable @ 100.00 | 2.05 | 3/1/22 | 40 | ||||||||||||
Washington — 4.74% | ||||||||||||||||
1,735 | City of Seattle Washington Municipal Light & Power Revenue, Series A | 5.00 | 1/1/24 | 1,941 | ||||||||||||
1,500 | City of Seattle Washington, GO | 5.00 | 8/1/22 | 1,578 | ||||||||||||
1,260 | County of King Washington, GO, Series B | 5.00 | 7/1/25 | 1,493 | ||||||||||||
1,085 | King County Washington School District No. 405, GO, Series B (SCH BD GTY) | 5.00 | 12/1/24 | 1,258 | ||||||||||||
820 | State of Washington Revenue, Series F | 5.00 | 9/1/22 | 865 | ||||||||||||
7,135 | ||||||||||||||||
West Virginia — 1.48% | ||||||||||||||||
2,130 | Jefferson County Board of Education, GO | 2.00 | 6/1/24 | 2,231 | ||||||||||||
Wisconsin — 1.12% | ||||||||||||||||
1,000 | Stevens Point Area Public School District Wisconsin, GO | 5.00 | 4/1/24 | 1,129 | ||||||||||||
525 | Wisconsin Energy Power Supply Revenue, Series A | 5.00 | 7/1/22 | 550 | ||||||||||||
1,679 | ||||||||||||||||
Total Municipal Bonds | 152,377 | |||||||||||||||
Shares | ||||||||||||||||
Investment Company — 1.08% | ||||||||||||||||
1,627,456 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 0.01(b) | 1,627 | |||||||||||||
Total Investment Company | 1,627 | |||||||||||||||
Total Investments (cost $152,175) — 102.34% | 154,004 | |||||||||||||||
Liabilities in excess of other assets — (2.34)% | (3,520 | ) | ||||||||||||||
Net Assets — 100.00% | $ | 150,484 |
(a) | Interest rate is determined by the Remarketing Agent. The rate disclosed is the rate in effect on June 30, 2021. |
(b) | Annualized 7-day yield as of period-end. . |
As of June 30, 2021, 100% of the Portfolio’s net assets were managed by Breckinridge Capital Advisors, Inc. |
BAM—Build America Mutual |
GO—General Obligation |
PSF-GTD—Public School Fund Guaranteed |
SCH BD GTY—School Board Guaranty |
SCSDE—Insured by South Carolina School Discount Enhancement |
SD CRED PROG—School District Credit Program |
See accompanying notes to financial statements.
256
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds — 98.86% | ||||||||||||||||
Alabama — 2.46% | ||||||||||||||||
$ | 1,675 | Auburn University Revenue, Series A | 5.00 | 6/1/26 | $ | 2,034 | ||||||||||
1,400 | Birmingham Alabama Water Works Board Water Revenue, Series B | 5.00 | 1/1/24 | 1,567 | ||||||||||||
2,895 | Black Belt Energy Gas District Revenue, Callable 9/1/31 @ 100.53 | 4.00(a) | 6/1/51 | 3,596 | ||||||||||||
1,000 | Lower Alabama Gas District Revenue (Goldman Sachs) | 4.00(a) | 12/1/50 | 1,136 | ||||||||||||
1,000 | Troy University Revenue, Series A (BAM) | 5.00 | 11/1/26 | 1,226 | ||||||||||||
9,559 | ||||||||||||||||
Arizona — 1.86% | ||||||||||||||||
1,685 | City of Phoenix Civic Improvement Corp. Revenue, Callable 7/1/30 @ 100.00 | 5.00 | 7/1/32 | 2,238 | ||||||||||||
1,000 | Maricopa County High School District No. 210-Phoenix, GO | 5.00 | 7/1/25 | 1,182 | ||||||||||||
1,215 | Northern Arizona University Revenue, Series B (BAM) | 5.00 | 6/1/26 | 1,472 | ||||||||||||
1,000 | Salt Verde Arizona Financial Corp. Senior Gas Revenue (Citigroup, Inc.) | 5.25 | 12/1/24 | 1,128 | ||||||||||||
1,015 | State of Arizona, Series A | 5.00 | 10/1/25 | 1,209 | ||||||||||||
7,229 | ||||||||||||||||
Arkansas — 0.33% | ||||||||||||||||
1,200 | Arkansas State Development Finance Authority Hospital Revenue, Series B | 5.00 | 2/1/23 | 1,288 | ||||||||||||
California — 3.17% | ||||||||||||||||
565 | California State Department of Water Resources Revenue, Central Valley Project, Callable 8/9/21 @ 100.00 | 5.25 | 7/1/22 | 567 | ||||||||||||
1,250 | California State, GO | 5.00 | 8/1/24 | 1,429 | ||||||||||||
3,000 | California State, GO, Callable 11/1/30 @ 100.00 | 5.00 | 11/1/31 | 3,999 | ||||||||||||
2,460 | Golden State Tobacco Securitization Corp. California Tobacco Settlement Revenue, Series A-1 | 5.00 | 6/1/26 | 2,974 | ||||||||||||
1,000 | Los Angeles California Department of Airports Revenue | 5.00 | 5/15/23 | 1,084 | ||||||||||||
1,750 | State of California, GO, Callable 4/1/29 @ 100.00 | 5.00 | 4/1/30 | 2,262 | ||||||||||||
12,315 | ||||||||||||||||
Colorado — 5.54% | ||||||||||||||||
3,550 | Colorado Health Facilities Authority Revenue, Series A | 5.00 | 1/1/25 | 4,114 | ||||||||||||
1,225 | Colorado State Board of Governors University Enterprise System Revenue, Series E-2 | 5.00 | 3/1/25 | 1,430 | ||||||||||||
5,000 | Colorado State Health Facilities Authority Revenue, Catholic Health Initiatives, Series D-3 | 5.00(a) | 10/1/38 | 5,091 | ||||||||||||
1,750 | Denver City & County Colorado Airport System Revenue, Series A | 5.00 | 11/15/23 | 1,947 | ||||||||||||
3,600 | Denver City & County Colorado Airport System Revenue, Series A | 5.00 | 12/1/25 | 4,231 | ||||||||||||
2,970 | Denver City & County School District No. 1, GO, Series A (State Aid Withholding) | 5.50 | 12/1/25 | 3,623 | ||||||||||||
1,000 | State of Colorado, Certificate of Participation | 5.00 | 3/15/23 | 1,079 | ||||||||||||
21,515 | ||||||||||||||||
Connecticut — 1.19% | ||||||||||||||||
1,085 | Connecticut State Health & Educational Facilities Authority Revenue, Series B | 5.00 | 12/1/26 | 1,313 | ||||||||||||
3,000 | State of Connecticut, GO, Series A, Callable 10/15/23 @ 100.00 | 5.00 | 10/15/25 | 3,322 | ||||||||||||
4,635 | ||||||||||||||||
District of Columbia — 2.19% | ||||||||||||||||
1,500 | District of Columbia University Revenue | 5.00 | 4/1/25 | 1,746 | ||||||||||||
3,260 | District of Columbia University Revenue, Callable 9/1/29 @ 100.00 | 5.00 | 3/1/31 | 4,250 | ||||||||||||
1,000 | District of Columbia, GO, Callable 12/1/26 @ 100.00 | 5.00 | 6/1/33 | 1,220 | ||||||||||||
1,200 | Metropolitan Washington Airports Authority Revenue, Series A (AMT) | 5.00 | 10/1/22 | 1,271 | ||||||||||||
8,487 |
See accompanying notes to financial statements.
257
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
Florida — 4.03% | ||||||||||||||||
$ | 2,000 | Alachua County Health Facilities Authority Revenue | 5.00(a) | 12/1/37 | $ | 2,407 | ||||||||||
1,500 | Central Florida Expressway Authority Revenue (AGM) | 5.00 | 7/1/30 | 1,995 | ||||||||||||
955 | County of Polk Florida Utility System Revenue | 5.00 | 10/1/27 | 1,195 | ||||||||||||
1,000 | Florida Municipal Power Agency Revenue | 5.00 | 10/1/25 | 1,195 | ||||||||||||
1,500 | Lee County Florida Solid Waste System Revenue (AMT) | 5.00 | 10/1/25 | 1,756 | ||||||||||||
1,615 | Lee County Florida Solid Waste System Revenue | 5.00 | 10/1/22 | 1,704 | ||||||||||||
3,250 | Orange County Florida Tourist Development Tax Revenue, Series B | 5.00 | 10/1/25 | 3,869 | ||||||||||||
1,500 | Palm Beach County Florida Health Facilities Authority Revenue | 5.00 | 11/15/21 | 1,527 | ||||||||||||
15,648 | ||||||||||||||||
Georgia — 3.40% | ||||||||||||||||
1,000 | Atlanta Georgia Development Authority Revenue, Series A-1 | 5.00 | 7/1/23 | 1,090 | ||||||||||||
1,000 | Fayette County Hospital Authority Revenue, Callable 1/1/24 @ 100.00 | 5.00(a) | 7/1/54 | 1,121 | ||||||||||||
1,250 | Fulton County Georgia Development Authority Revenue, Series A | 5.00 | 7/1/23 | 1,369 | ||||||||||||
1,600 | Fulton County Georgia Development Authority Revenue, Series A | 5.00 | 7/1/24 | 1,823 | ||||||||||||
1,000 | Main Street Natural Gas, Inc. Revenue, Series B, Callable 6/1/23 @ 100.00 | 0.81 (US0001M + 75 bps)(b) | 4/1/48 | 1,005 | ||||||||||||
5,000 | Main Street Natural Gas, Inc. Revenue | 4.00(a) | 3/1/50 | 5,772 | ||||||||||||
1,000 | Savannah Economic Development Authority Revenue | 1.90 | 8/1/24 | 1,030 | ||||||||||||
13,210 | ||||||||||||||||
Illinois — 7.75% | ||||||||||||||||
80 | Chicago Illinois Certificates of Participation, Tax Increment Allocation Revenue, Diversey/Narragansett Project, Series NT Continuously Callable @ 100.00, Callable 8/9/21 @ 100.00 | 7.46 | 2/15/26 | 76 | ||||||||||||
1,000 | Chicago Park District, GO, Series B, Callable 1/1/24 @ 100.00 | 5.00 | 1/1/26 | 1,095 | ||||||||||||
1,000 | City of Chicago Illinois Waterworks Revenue, Callable 11/1/22 @ 100.00 | 5.00 | 11/1/24 | 1,063 | ||||||||||||
1,000 | City of Chicago Illinois Waterworks Revenue | 5.00 | 11/1/24 | 1,153 | ||||||||||||
1,000 | City of Chicago Illinois Waterworks Revenue, Callable 11/1/24 @ 100.00 | 5.00 | 11/1/25 | 1,151 | ||||||||||||
275 | Illinois State Finance Authority Revenue | 5.00 | 5/1/22 | 286 | ||||||||||||
1,375 | Illinois State Finance Authority Revenue, Series B-2, Callable 5/15/26 @ 100.00 | 5.00(a) | 5/15/50 | 1,651 | ||||||||||||
4,600 | Illinois State Sales Tax Revenue, Series A | 5.00 | 6/15/25 | 5,214 | ||||||||||||
1,635 | Illinois State Toll Highway Authority Revenue | 5.00 | 1/1/25 | 1,894 | ||||||||||||
1,725 | Metropolitan Water Reclamation District of Greater Chicago, GO, Series B | 5.00 | 12/1/24 | 2,001 | ||||||||||||
3,035 | Metropolitan Water Reclamation District of Greater Chicago, GO, Series A, Callable 12/1/26 @ 100.00 | 5.00 | 12/1/27 | 3,728 | ||||||||||||
750 | Northern Illinois Municipal Power Agency Project Revenue, Series A | 5.00 | 12/1/22 | 793 | ||||||||||||
2,000 | Regional Transportation Authority Revenue (AGC) | 6.00 | 6/1/25 | 2,345 | ||||||||||||
2,000 | Sales Tax Securitization Corp. Revenue, Series A | 5.00 | 1/1/29 | 2,557 | ||||||||||||
1,450 | University of Illinois Revenue, Series C, Callable 10/1/21 @ 100.00 | 5.00 | 4/1/25 | 1,468 | ||||||||||||
2,995 | University of Illinois, Certificate of Participation, Series B, Callable 10/1/26 @ 100.00 | 5.00 | 10/1/27 | 3,570 | ||||||||||||
30,045 | ||||||||||||||||
Indiana — 2.72% | ||||||||||||||||
2,500 | City of Whiting Indiana Revenue (BP Plc) | 5.00(a) | 12/1/44 | 3,023 | ||||||||||||
2,250 | Indiana Finance Authority Revenue, Series B, Callable 1/1/25 @ 100.00 | 2.25(a) | 12/1/58 | 2,393 | ||||||||||||
1,500 | Indiana Finance Authority Revenue, Series A | 3.13 | 12/1/24 | 1,626 | ||||||||||||
1,150 | Indiana Finance Authority Revenue, Series A | 5.00 | 11/1/23 | 1,279 | ||||||||||||
1,000 | Indiana Finance Authority Revenue, Series A | 5.00 | 11/1/24 | 1,156 |
See accompanying notes to financial statements.
258
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
Indiana (continued) | ||||||||||||||||
$ | 1,000 | Indiana State Finance Authority Revenue, Stadium Project, Series A | 5.00 | 2/1/23 | $ | 1,075 | ||||||||||
10,552 | ||||||||||||||||
Iowa — 0.16% | ||||||||||||||||
450 | Iowa Tobacco Settlement Authority Revenue, Series A2, Callable 6/1/31 @ 100.00 | 5.00 | 6/1/32 | 603 | ||||||||||||
Kentucky — 2.51% | ||||||||||||||||
1,300 | City of Owensboro Kentucky Electric Light & Power System Revenue | 4.00 | 1/1/23 | 1,376 | ||||||||||||
3,160 | Kentucky Public Energy Authority Revenue, Series A | 4.00 | 4/1/23 | 3,367 | ||||||||||||
1,000 | Kentucky Public Energy Authority Revenue, Series A, Callable 1/2/24 @ 100.40 | 4.00 | 4/1/24 | 1,095 | ||||||||||||
3,500 | Kentucky Public Energy Authority Revenue, Series B | 4.00(a) | 1/1/49 | 3,892 | ||||||||||||
9,730 | ||||||||||||||||
Louisiana — 1.35% | ||||||||||||||||
1,415 | Jefferson Sales Tax District, Series A (AGM) | 5.00 | 12/1/25 | 1,672 | ||||||||||||
2,500 | Louisiana Offshore Terminal Authority Revenue | 1.65(a) | 9/1/33 | 2,553 | ||||||||||||
1,000 | Parish of St. John the Baptist Louisiana Revenue | 2.10(a) | 6/1/37 | 1,029 | ||||||||||||
5,254 | ||||||||||||||||
Maine — 0.31% | ||||||||||||||||
1,025 | Finance Authority of Maine Revenue (AGC) | 5.00 | 12/1/26 | 1,216 | ||||||||||||
Maryland — 4.21% | ||||||||||||||||
2,905 | County of Montgomery Maryland, GO, Series A, Callable 8/1/30 @ 100.00 | 4.00 | 8/1/31 | 3,650 | ||||||||||||
1,000 | Maryland State Health & Higher Educational Facilities Authority Revenue, Series B | 5.00 | 7/1/22 | 1,046 | ||||||||||||
4,040 | Maryland State Stadium Authority Revenue | 5.00 | 5/1/24 | 4,527 | ||||||||||||
2,090 | Maryland State Transportation Authority Revenue (AMT) | 5.00 | 6/1/28 | 2,610 | ||||||||||||
2,500 | State of Maryland Department of Transportation Revenue, Callable 10/1/30 @ 100.00 | 5.00 | 10/1/32 | 3,352 | ||||||||||||
1,000 | State of Maryland Department of Transportation Revenue, Callable 10/1/27 @ 100.00 | 4.00 | 10/1/32 | 1,166 | ||||||||||||
16,351 | ||||||||||||||||
Massachusetts — 1.22% | ||||||||||||||||
1,400 | Massachusetts Educational Financing Authority Revenue, Series B | 5.00 | 7/1/29 | 1,806 | ||||||||||||
1,615 | Massachusetts State Educational Financing Authority Revenue, Series A (AMT) | 5.00 | 7/1/23 | 1,763 | ||||||||||||
1,000 | Massachusetts State Educational Financing Authority Revenue (AMT) | 5.00 | 1/1/25 | 1,153 | ||||||||||||
4,722 | ||||||||||||||||
Michigan — 4.25% | ||||||||||||||||
1,810 | Great Lakes Michigan Water Authority Sewage Disposal System Revenue, Series B | 5.00 | 7/1/24 | 2,057 | ||||||||||||
1,000 | Michigan Finance Authority Revenue, Callable 6/1/25 @ 100.00 | 5.50 | 12/1/29 | 1,186 | ||||||||||||
1,100 | Michigan Finance Authority Revenue | 5.00 | 10/1/29 | 1,450 | ||||||||||||
1,280 | Michigan Finance Authority Revenue, Series B | 5.00 | 10/1/30 | 1,720 | ||||||||||||
2,190 | Michigan Finance Authority Revenue, Series B, Callable 10/1/30 @ 100.00 | 5.00 | 10/1/31 | 2,923 | ||||||||||||
1,450 | Michigan State Building Authority Revenue | 5.00 | 4/15/25 | 1,700 | ||||||||||||
1,605 | Michigan Strategic Fund Revenue | 5.00 | 6/30/25 | 1,869 | ||||||||||||
2,960 | Utica Community Schools, GO (Q-SBLF) | 5.00 | 5/1/26 | 3,585 | ||||||||||||
16,490 | ||||||||||||||||
Minnesota — 0.31% | ||||||||||||||||
1,000 | Minneapolis-St. Paul Metropolitan Airports Commission Revenue, Series C | 5.00 | 1/1/26 | 1,193 | ||||||||||||
See accompanying notes to financial statements.
259
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
Missouri — 1.89% | ||||||||||||||||
$ | 2,400 | Health & Educational Facilities Authority of the State of Missouri Revenue | 5.00 | 6/1/25 | $ | 2,822 | ||||||||||
1,000 | Missouri State Health & Educational Facilities Authority Revenue | 5.00 | 11/15/23 | 1,113 | ||||||||||||
2,505 | The Curators of The University of Missouri Revenue | 5.00 | 11/1/30 | 3,382 | ||||||||||||
7,317 | ||||||||||||||||
Nebraska — 0.64% | ||||||||||||||||
1,000 | City of Omaha Nebraska Sewer Revenue, Series A, Callable 4/1/30 @ 100.00 | 4.00 | 4/1/31 | 1,244 | ||||||||||||
1,000 | City of Omaha Nebraska Sewer Revenue, Series A, Callable 4/1/30 @ 100.00 | 4.00 | 4/1/32 | 1,235 | ||||||||||||
2,479 | ||||||||||||||||
Nevada — 2.82% | ||||||||||||||||
3,470 | Clark County Nevada School District, GO, Series A | 5.00 | 6/15/23 | 3,791 | ||||||||||||
1,000 | Clark County Nevada School District, GO, Series A | 5.00 | 6/15/26 | 1,209 | ||||||||||||
3,500 | Las Vegas Valley Water District, GO | 5.00 | 6/1/31 | 4,797 | ||||||||||||
1,000 | State of Nevada Highway Improvement Revenue | 5.00 | 12/1/24 | 1,160 | ||||||||||||
10,957 | ||||||||||||||||
New Jersey — 2.10% | ||||||||||||||||
430 | New Jersey Economic Development Authority Revenue, Callable 11/1/29 @ 100.00 | 5.00 | 11/1/30 | 543 | ||||||||||||
1,660 | New Jersey Housing & Mortgage Finance Agency Revenue, Series D | 4.00 | 4/1/22 | 1,706 | ||||||||||||
1,210 | New Jersey State Economic Development Authority Revenue, School Facilities Construction | 5.00 | 6/15/28 | 1,522 | ||||||||||||
2,000 | New Jersey State Higher Education Student Assistance Authority Revenue, Series B (AMT) | 5.00 | 12/1/22 | 2,129 | ||||||||||||
1,000 | State of New Jersey, GO, Series A | 4.00 | 6/1/30 | 1,230 | ||||||||||||
970 | Tobacco Settlement Financing Corp. New Jersey Revenue, Series B | 3.20 | 6/1/27 | 1,038 | ||||||||||||
8,168 | ||||||||||||||||
New York — 6.96% | ||||||||||||||||
2,890 | City of New York, GO, Series A-1, Callable 10/1/30 @ 100.00 | 5.00 | 4/1/32 | 3,837 | ||||||||||||
4,000 | City of New York, GO, Series A-1 | 5.00 | 8/1/27 | 5,004 | ||||||||||||
2,000 | Metropolitan Transportation Authority New York Revenue, Series B | 5.00 | 11/15/22 | 2,128 | ||||||||||||
2,110 | Metropolitan Transportation Authority New York Revenue, Series A-1 | 5.00 | 11/15/22 | 2,245 | ||||||||||||
3,000 | New York City Housing Development Corp. Revenue, Series B-2, Callable 7/1/23 @ 100.00 | 5.00 | 7/1/26 | 3,230 | ||||||||||||
1,000 | New York City Transitional Finance Authority Future Tax Secured Revenue, Series B-1, Callable 8/1/24 @ 100.00 | 5.00 | 8/1/29 | 1,140 | ||||||||||||
2,000 | New York City Water & Sewer System Revenue, Callable 12/15/30 @ 100.00 | 5.00 | 6/15/31 | 2,706 | ||||||||||||
1,500 | New York State Dormitory Authority Revenue, Series D | 5.00 | 2/15/25 | 1,750 | ||||||||||||
4,500 | Port Authority of New York & New Jersey New York Revenue, Consolidated 185th (AMT) | 5.00 | 9/1/23 | 4,950 | ||||||||||||
26,990 | ||||||||||||||||
North Carolina — 2.14% | ||||||||||||||||
1,000 | City of Charlotte North Carolina Airport Revenue, Series C | 5.00 | 7/1/24 | 1,138 | ||||||||||||
1,000 | County of Wake North Carolina Revenue | 5.00 | 9/1/28 | 1,296 | ||||||||||||
3,000 | County of Wake North Carolina, GO | 5.00 | 9/1/24 | 3,447 | ||||||||||||
1,000 | North Carolina State Turnpike Authority Revenue (AGC) | 5.00 | 1/1/24 | 1,119 | ||||||||||||
1,000 | The Charlotte-Mecklenburg Hospital Authority Revenue | 5.00(a) | 1/15/50 | 1,294 | ||||||||||||
8,294 | ||||||||||||||||
Ohio — 3.16% | ||||||||||||||||
1,500 | American Municipal Power, Inc. Revenue, Series A, Callable 2/15/24 @ 100.00 | 5.00 | 2/15/27 | 1,667 | ||||||||||||
1,750 | American Municipal Power, Inc. Revenue, Series A | 5.00 | 2/15/24 | 1,965 |
See accompanying notes to financial statements.
260
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
Ohio (continued) | ||||||||||||||||
$ | 3,000 | Buckeye Tobacco Settlement Financing Authority Revenue, Series A-2, Callable 6/1/30 @ 100.00 | 5.00 | 6/1/32 | $ | 3,924 | ||||||||||
565 | Mahoning County Ohio Hospital Facilities Revenue, Western Reserve Care System Continuously Callable @ 100.00, Callable 8/9/21 @ 100.00 (MBIA) | 5.50 | 10/15/25 | 625 | ||||||||||||
1,850 | University of Cincinnati Revenue | 5.00 | 6/1/27 | 2,302 | ||||||||||||
775 | University of Cincinnati Revenue | 5.00 | 6/1/26 | 939 | ||||||||||||
700 | University of Cincinnati Revenue | 5.00 | 6/1/25 | 823 | ||||||||||||
12,245 | ||||||||||||||||
Oklahoma — 1.11% | ||||||||||||||||
1,000 | Oklahoma Development Finance Authority Revenue, Callable 6/30/22 @ 100.00 | 1.63 | 7/6/23 | 1,007 | ||||||||||||
530 | Oklahoma Municipal Power Authority Revenue, Series A, Callable 1/1/31 @ 100.00 (AGM) | 4.00 | 1/1/32 | 652 | ||||||||||||
2,000 | Oklahoma Turnpike Authority Revenue | 5.00 | 1/1/30 | 2,659 | ||||||||||||
4,318 | ||||||||||||||||
Oregon — 1.24% | ||||||||||||||||
1,305 | Benton & Linn Counties Consolidated School District No. 509J & 509A Corvallis, GO, Series A (SCH BD GTY) | 5.00(a) | 6/15/25 | 1,539 | ||||||||||||
2,500 | Multnomah County School District No. 1 Portland, GO (SCH BD GTY) | 5.00 | 6/15/29 | 3,284 | ||||||||||||
4,823 | ||||||||||||||||
Pennsylvania — 6.62% | ||||||||||||||||
3,500 | City of Philadelphia PA Water & Wastewater Revenue, Callable 10/1/30 @ 100.00 | 5.00 | 10/1/32 | 4,648 | ||||||||||||
1,000 | City of Philadelphia Pennsylvania Water & Wastewater Revenue, Series B | 5.00 | 11/1/27 | 1,263 | ||||||||||||
1,250 | Commonwealth Financing Authority Revenue, Tobacco Master Settlement | 5.00 | 6/1/23 | 1,352 | ||||||||||||
4,000 | Delaware Valley Regional Finance Authority Revenue, Series B, Callable 9/1/21 @ 100.00 (CNTY-GTD) | 0.45 (MUNIPSA + 42 bps)(b) | 9/1/48 | 3,998 | ||||||||||||
850 | Easton Area School District, GO, Series A (State Aid Withholding) | 4.00 | 4/1/25 | 963 | ||||||||||||
1,860 | Luzerne County Industrial Development Authority Revenue, Callable 12/3/29 @ 100.00 | 2.45(a) | 12/1/39 | 1,991 | ||||||||||||
2,500 | Pennsylvania Economic Development Financing Authority Revenue (AMT) | 2.15(a) | 7/1/41 | 2,630 | ||||||||||||
2,500 | Pennsylvania State Turnpike Commission Revenue | 5.00 | 6/1/24 | 2,848 | ||||||||||||
3,225 | School District of Philadelphia, GO | 5.00 | 9/1/28 | 4,123 | ||||||||||||
1,700 | Southeastern Pennsylvania Transportation Authority Revenue | 5.00 | 3/1/23 | 1,834 | ||||||||||||
25,650 | ||||||||||||||||
Rhode Island — 1.04% | ||||||||||||||||
2,000 | Rhode Island Health & Educational Building Corp. Revenue | 5.00 | 5/15/23 | 2,173 | ||||||||||||
625 | Rhode Island State Student Loan Authority Revenue | 5.00 | 12/1/29 | 799 | ||||||||||||
1,000 | Rhode Island State Student Loan Authority Revenue, Series A (AMT) | 5.00 | 12/1/22 | 1,059 | ||||||||||||
4,031 | ||||||||||||||||
South Carolina — 1.17% | ||||||||||||||||
3,680 | County of Charleston South Carolina, GO, Series A (State Aid Withholding) | 5.00 | 11/1/26 | 4,543 | ||||||||||||
Tennessee — 0.78% | ||||||||||||||||
1,500 | Tennessee Energy Acquisition Corp. Revenue, Callable 8/1/25 @ 100.22 | 4.00(a) | 11/1/49 | 1,704 | ||||||||||||
1,250 | Tennessee State Energy Acquisition Corp. Gas Revenue, Series E, Callable 2/1/23 @ 100.43 | 4.00(a) | 5/1/48 | 1,325 | ||||||||||||
3,029 | ||||||||||||||||
Texas — 12.43% | ||||||||||||||||
2,000 | Aldine Texas Independent School District, GO (PSF-GTD) | 5.00 | 2/15/25 | 2,339 | ||||||||||||
1,025 | Arlington Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/27 | 1,282 |
See accompanying notes to financial statements.
261
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
Texas (continued) | ||||||||||||||||
$ | 1,230 | Arlington Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/28 | $ | 1,577 | ||||||||||
1,000 | Austin Texas Community College District, GO | 5.00 | 8/1/23 | 1,099 | ||||||||||||
1,000 | City of Dallas Texas, GO, Series A, Callable 2/15/23 @ 100.00 | 5.00 | 2/15/26 | 1,067 | ||||||||||||
2,450 | City of Dallas Texas, GO, Callable 2/15/25 @ 100.00 | 5.00 | 2/15/27 | 2,833 | ||||||||||||
2,500 | City of Houston Texas Airport System Revenue, Series C (AMT) | 5.00 | 7/1/25 | 2,926 | ||||||||||||
2,200 | Clifton Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/25 | 2,604 | ||||||||||||
1,205 | Clifton Higher Education Finance Corp. Revenue (PSF-GTD) | 5.00 | 8/15/24 | 1,378 | ||||||||||||
2,500 | Dallas Independent School District, GO, Series A, Callable 2/15/25 @ 100.00 (PSF-GTD) | 5.00 | 2/15/27 | 2,898 | ||||||||||||
2,300 | Dallas Love Field Revenue (AMT) | 5.00 | 11/1/25 | 2,704 | ||||||||||||
1,100 | Denton Texas Utility System Revenue | 5.00 | 12/1/22 | 1,174 | ||||||||||||
65 | El Paso Texas Water & Sewer Revenue | 5.00 | 3/1/22 | 67 | ||||||||||||
2,100 | Harris County Cultural Education Facilities Finance Corp. Baylor College of Medicine Revenue | 5.00 | 11/15/27 | 2,548 | ||||||||||||
1,650 | Harris County Cultural Education Facilities Finance Corp. Revenue | 5.00 | 11/15/25 | 1,963 | ||||||||||||
2,095 | Harris County Cultural Education Facilities Finance Corp. Revenue | 5.00 | 11/15/23 | 2,291 | ||||||||||||
1,650 | Harris County Toll Road Authority Revenue, Series A | 5.00 | 8/15/23 | 1,816 | ||||||||||||
1,220 | Love Field Texas Airport Modernization Corp. General Airport Revenue, Callable 11/1/22 @ 100.00 | 5.00 | 11/1/28 | 1,280 | ||||||||||||
1,000 | Love Field Texas Airport Modernization Corp. General Airport Revenue (AMT) | 5.00 | 11/1/22 | 1,059 | ||||||||||||
1,000 | Lower Colorado River Texas Authority Revenue | 5.00 | 5/15/26 | 1,214 | ||||||||||||
1,075 | Lower Colorado River Texas Authority Transmission Contract Revenue | 5.00 | 5/15/23 | 1,172 | ||||||||||||
1,000 | North Texas Tollway Authority Revenue, Series B, Callable 1/1/23 @ 100.00 | 5.00 | 1/1/26 | 1,065 | ||||||||||||
1,000 | North Texas Tollway Authority Revenue, Series A | 5.00 | 1/1/24 | 1,120 | ||||||||||||
1,750 | San Antonio Texas Airport System Revenue | 5.00 | 7/1/25 | 2,034 | ||||||||||||
1,000 | San Antonio Texas Airport System Revenue | 5.00 | 7/1/26 | 1,195 | ||||||||||||
2,230 | University of Houston Revenue, Series C, Callable 2/15/26 @ 100.00 | 5.00 | 2/15/28 | 2,656 | ||||||||||||
1,300 | West Harris County Regional Water Authority Revenue | 5.00 | 12/15/27 | 1,652 | ||||||||||||
1,000 | West Travis County Public Utility Agency Revenue (BAM) | 5.00 | 8/15/26 | 1,205 | ||||||||||||
48,218 | ||||||||||||||||
Utah — 0.34% | ||||||||||||||||
1,090 | Utah Transit Authority Revenue | 5.00 | 12/15/26 | 1,338 | ||||||||||||
Virginia — 2.16% | ||||||||||||||||
1,500 | City of Richmond VA Public Utility Revenue, Callable 1/15/26 @ 100.00 | 5.00 | 1/15/29 | 1,791 | ||||||||||||
1,000 | Fairfax County Virginia Industrial Development Authority Revenue, Series A | 5.00 | 5/15/24 | 1,135 | ||||||||||||
850 | Hampton Roads Transportation Accountability Commission Revenue, Callable 7/1/30 @ 100.00 | 5.00 | 7/1/31 | 1,132 | ||||||||||||
2,000 | King George County Economic Development Authority Revenue | 2.50(a) | 6/1/23 | 2,008 | ||||||||||||
1,000 | Roanoke Economic Development Authority Revenue | 5.00 | 7/1/25 | 1,173 | ||||||||||||
1,000 | Virginia Public Building Authority Revenue, Series B (AMT) | 5.00 | 8/1/24 | 1,142 | ||||||||||||
8,381 | ||||||||||||||||
Washington — 1.99% | ||||||||||||||||
90 | Grant County Washington Public Utilities District #2 Priest Rapids Hydro Electric Revenue, Series B (AMT) | 5.00 | 1/1/22 | 92 | ||||||||||||
1,500 | Port of Seattle Washington Revenue (AMT) | 5.00 | 4/1/26 | 1,791 | ||||||||||||
1,250 | Washington Health Care Facilities Authority Revenue | 5.00 | 10/1/25 | 1,491 | ||||||||||||
1,600 | Washington Health Care Facilities Authority Revenue, Series B1, Callable 2/1/24 @ 100.00 | 5.00(a) | 8/1/49 | 1,800 | ||||||||||||
2,310 | Washington Health Care Facilities Authority Revenue | 5.00 | 8/15/23 | 2,545 | ||||||||||||
7,719 |
See accompanying notes to financial statements.
262
HC CAPITAL TRUST
The Intermediate Term Municipal Bond Portfolio
Portfolio of Investments (concluded) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
Wisconsin — 1.31% | ||||||||||||||||
$ | 1,000 | Public Finance Authority Wisconsin Lease Development Revenue | 5.00 | 3/1/23 | $ | 1,078 | ||||||||||
1,225 | University of Wisconsin Hospitals & Clinics Revenue | 5.00 | 4/1/26 | 1,480 | ||||||||||||
1,100 | Wisconsin Health & Educational Facilities Authority | 4.00 | 11/15/26 | 1,303 | ||||||||||||
1,155 | Wisconsin State Health & Educational Facilities Authority Revenue, Series A | 5.00 | 11/15/22 | 1,232 | ||||||||||||
5,093 | ||||||||||||||||
Total Municipal Bonds | 383,635 | |||||||||||||||
Shares | ||||||||||||||||
Investment Company — 0.35% | ||||||||||||||||
1,376,500 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 0.01(c) | 1,377 | |||||||||||||
Total Investment Company | 1,377 | |||||||||||||||
Total Investments (cost $371,315) — 99.21% | 385,012 | |||||||||||||||
Other assets in excess of liabilities — 0.79% | 3,061 | |||||||||||||||
Net Assets — 100.00% | $ | 388,073 |
(a) | Interest rate is determined by the Remarketing Agent. The rate disclosed is the rate in effect on June 30, 2021. |
(b) | Variable Rate Security. The rate disclosed is the rate in effect on June 30, 2021. |
(c) | Annualized 7-day yield as of period-end. |
AGC—Assured Guaranty Corp. |
AGM—Assured Guaranty Municipal Corporation |
AMT—Alternative Minimum Tax |
BAM—Build America Mutual |
bps—Basis Points |
CNTY-GTD—County Guarantee |
GO—General Obligation |
MBIA—Municipal Bond Insurance Association |
MUNIPSA—SIFMA Municipal Swap Index Yield |
PSF-GTD—Public School Fund Guaranteed |
Q-SBLF—Qualified School Bond Loan Fund |
SCH BD GTY—School Board Guaranty |
US0001M—1 Month US Dollar LIBOR |
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The Intermediate Term Municipal Bond Portfolio | Mellon | HC | Total |
Municipal Bonds | 98.86% | — | 98.86% |
Investment Company | — | 0.35% | 0.35% |
Other Assets (Liabilities) | 0.93% | -0.14% | 0.79% |
Total Net Assets | 99.79% | 0.21% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
See accompanying notes to financial statements.
263
HC CAPITAL TRUST
The Intermediate Term Municipal Bond II Portfolio
Portfolio of Investments — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds — 63.31% | ||||||||||||||||
Alabama — 3.11% | ||||||||||||||||
$ | 1,415 | Birmingham Alabama Special Care Facilities Financing Authority Health Care Facility, Callable 6/1/25 @ 100.00 | 5.00 | 6/1/29 | $ | 1,634 | ||||||||||
740 | Pell City Alabama, GO, Series A, Callable 2/1/25 @ 100.00 | 5.00 | 2/1/26 | 857 | ||||||||||||
260 | Pell City Alabama, GO, Series A (Pre-Refunded/Escrowed to Maturity) | 5.00 | 2/1/26 | 303 | ||||||||||||
2,794 | ||||||||||||||||
Arizona — 0.50% | ||||||||||||||||
450 | Maricopa County Arizona Unified School District No. 48, GO | 5.00 | 7/1/21 | 450 | ||||||||||||
Connecticut — 1.17% | ||||||||||||||||
870 | State of Connecticut Special Tax Revenue, Callable 5/1/30 @ 100.00 | 4.00 | 5/1/36 | 1,048 | ||||||||||||
Florida — 7.80% | ||||||||||||||||
1,250 | Florida State Board of Education Lottery Revenue, Series A | 5.00 | 7/1/26 | 1,529 | ||||||||||||
1,400 | Lee County Florida School Board Certificates of Participation, Series A, Callable 8/1/24 @ 100.00 | 5.00 | 8/1/27 | 1,576 | ||||||||||||
750 | Miami-Dade County Florida, GO, Series A, Callable 11/1/24 @ 100.00 | 5.00 | 11/1/27 | 863 | ||||||||||||
585 | Orange County Florida School Board, Certificates of Participation, Series A | 5.00 | 8/1/23 | 640 | ||||||||||||
800 | State of Florida, GO, Series A | 5.00 | 6/1/23 | 873 | ||||||||||||
1,500 | West Palm Beach Florida Utility System Revenue, Series A, Callable 10/1/21 @ 100.00 | 5.00 | 10/1/22 | 1,518 | ||||||||||||
6,999 | ||||||||||||||||
Idaho — 1.50% | ||||||||||||||||
1,285 | Idaho State Housing & Finance Association, Grant & Revenue Anticipation Federal Highway Trust, Series A | 5.00 | 7/15/22 | 1,348 | ||||||||||||
Illinois — 1.93% | ||||||||||||||||
1,400 | Illinois Finance Authority Revenue | 5.00 | 1/1/27 | 1,728 | ||||||||||||
Iowa — 1.84% | ||||||||||||||||
1,410 | City of Bettendorf Iowa, GO, Series D | 5.00 | 6/1/25 | 1,652 | ||||||||||||
Kansas — 1.05% | ||||||||||||||||
850 | City of Olathe Kansas, GO, Series 230 | 5.00 | 10/1/23 | 941 | ||||||||||||
Massachusetts — 0.72% | ||||||||||||||||
600 | Massachusetts State, GO, Series A | 5.00 | 3/1/23 | 648 | ||||||||||||
Michigan — 1.08% | ||||||||||||||||
890 | Michigan State Building Authority Revenue | 4.00 | 10/15/23 | 965 | ||||||||||||
Nevada — 5.65% | ||||||||||||||||
800 | Clark County Nevada Highway Improvement Revenue | 5.00 | 7/1/23 | 876 | ||||||||||||
1,105 | Las Vegas Valley Nevada Water District, GO, Series B | 5.00 | 12/1/24 | 1,283 | ||||||||||||
800 | Nevada State System of Higher Education Certificates of Participation Revenue, Series A, Callable 7/1/24 @ 100.00 | 5.00 | 7/1/26 | 903 |
See accompanying notes to financial statements.
264
HC CAPITAL TRUST
The Intermediate Term Municipal Bond II Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
Nevada (continued) | ||||||||||||||||
$ | 1,800 | State of Nevada Highway Improvement Revenue, Series A | 5.00 | 12/1/23 | $ | 2,006 | ||||||||||
5,068 | ||||||||||||||||
New Mexico — 1.44% | ||||||||||||||||
1,025 | Albuquerque Municipal School District No. 12, GO, Callable 8/1/28 @ 100.00 (State Aid Withholding) | 5.00 | 8/1/29 | 1,295 | ||||||||||||
New York — 2.36% | ||||||||||||||||
570 | City of New York, GO | 5.00 | 4/1/31 | 770 | ||||||||||||
600 | Metropolitan Transportation Authority Revenue, Series A-1 | 5.00 | 2/1/23 | 644 | ||||||||||||
625 | New York State Dormitory Authority State Personal Income Tax Revenue, Series A, Callable 2/15/24 @ 100.00 | 5.00 | 2/15/26 | 700 | ||||||||||||
2,114 | ||||||||||||||||
North Carolina — 2.48% | ||||||||||||||||
1,500 | North Carolina State Revenue, Series B | 5.00 | 5/1/27 | 1,873 | ||||||||||||
300 | University of North Carolina at Greensboro Revenue | 5.00 | 4/1/25 | 351 | ||||||||||||
2,224 | ||||||||||||||||
Ohio — 5.11% | ||||||||||||||||
700 | American Municipal Power, Inc. Revenue, Series A, Callable 2/15/24 @ 100.00 | 5.00 | 2/15/27 | 778 | ||||||||||||
1,000 | Butler County Ohio Hospital Facilities Revenue, Series X | 5.00 | 5/15/29 | 1,310 | ||||||||||||
500 | Ohio State Hospital Facility Revenue, Callable 1/1/28 @ 100.00 | 5.00 | 1/1/30 | 625 | ||||||||||||
800 | Ohio State University Revenue | 5.00 | 12/1/22 | 854 | ||||||||||||
975 | Ohio Water Development Authority Revenue | 5.00 | 6/1/22 | 1,020 | ||||||||||||
4,587 | ||||||||||||||||
Pennsylvania — 1.66% | ||||||||||||||||
1,185 | Blairsville-Saltsburg School District, GO (BAM State Aid Withholding) | 5.00 | 3/15/23 | 1,281 | ||||||||||||
190 | Blairsville-Saltsburg School District, GO (BAM State Aid Withholding) | 5.00 | 3/15/23 | 206 | ||||||||||||
1,487 | ||||||||||||||||
South Dakota — 2.33% | ||||||||||||||||
1,675 | South Dakota Board of Regents Revenue, Callable 10/1/27 @ 100.00 | 5.00 | 4/1/29 | 2,087 | ||||||||||||
Texas — 12.54% | ||||||||||||||||
1,550 | City of Missouri City Texas, GO, Callable 6/15/26 @ 100.00 | 5.00 | 6/15/30 | 1,888 | ||||||||||||
300 | City of Pearland Texas, GO, Callable 3/1/27 @ 100.00 | 5.00 | 3/1/29 | 368 | ||||||||||||
1,500 | Harris County Texas Cultural Education Facilities Finance Corp. Medicine Facilities Revenue, Callable 10/1/25 @ 100.00 | 5.00 | 10/1/27 | 1,774 | ||||||||||||
1,545 | Harris County Texas Revenue, Series A, Callable 8/15/26 @ 100.00 | 5.00 | 8/15/30 | 1,868 | ||||||||||||
1,460 | Humble Independent School District, GO, Series C | 5.00 | 2/15/24 | 1,640 | ||||||||||||
1,715 | North East Independent School District Texas, GO, Series B (PSF-GTD) | 5.00 | 2/1/24 | 1,926 | ||||||||||||
1,500 | Texas State Water Development Board Revenue, Series A, Callable 10/15/25 @ 100.00 | 5.00 | 4/15/26 | 1,788 | ||||||||||||
11,252 | ||||||||||||||||
Washington — 7.60% | ||||||||||||||||
1,415 | Chelan County Public Utility District No. 1 Revenue, Callable 7/1/30 @ 100.00 | 5.00 | 7/1/31 | 1,892 | ||||||||||||
1,050 | King County School District No. 405 Bellevue, GO, Callable 12/1/27 @ 100.00 (SCH BD GTY) | 5.00 | 12/1/29 | 1,323 | ||||||||||||
1,250 | King County School District No. 410 Snoqualmie Valley, GO, Callable 6/1/27 @ 100.00 (SCH BD GTY) | 5.00 | 12/1/27 | 1,566 |
See accompanying notes to financial statements.
265
HC CAPITAL TRUST
The Intermediate Term Municipal Bond II Portfolio
Portfolio of Investments (continued) — June 30, 2021
Principal | Security Description | Rate % | Maturity | Value | ||||||||||||
Municipal Bonds (continued) | ||||||||||||||||
Washington (continued) | ||||||||||||||||
$ | 1,575 | King County Washington, GO, Callable 1/1/29 @ 100.00 | 5.00 | 1/1/30 | $ | 2,042 | ||||||||||
6,823 | ||||||||||||||||
West Virginia — 1.44% | ||||||||||||||||
1,000 | State of West Virginia, GO, Series A, Callable 6/1/29 @ 100.00 | 5.00 | 6/1/33 | 1,296 | ||||||||||||
Total Municipal Bonds | 56,806 | |||||||||||||||
Shares | ||||||||||||||||
Investment Companies — 36.60% | ||||||||||||||||
71,205 | BlackRock California Municipal Income Trust | 1,067 | ||||||||||||||
40,704 | BlackRock Muni Intermediate Duration Fund, Inc. | 637 | ||||||||||||||
48,644 | BlackRock Municipal 2030 Target Term Trust | 1,276 | ||||||||||||||
46,280 | BlackRock Municipal Income Quality Trust | 726 | ||||||||||||||
51,688 | BlackRock MuniHoldings Investment Quality Fund | 763 | ||||||||||||||
42,274 | BlackRock MuniYield Fund, Inc. | 638 | ||||||||||||||
100,197 | BlackRock MuniYield Quality Fund III, Inc. | 1,488 | ||||||||||||||
57,761 | DWS Municipal Income Trust | 706 | ||||||||||||||
32,000 | Eaton Vance California Municipal Bond Fund | 383 | ||||||||||||||
90,000 | Eaton Vance Municipal Bond Fund | 1,231 | ||||||||||||||
40,000 | Eaton Vance Municipal Income Trust | 561 | ||||||||||||||
36,366 | Invesco Municipal Opportunity Trust | 495 | ||||||||||||||
45,000 | Invesco Municipal Trust | 617 | ||||||||||||||
45,000 | Invesco Quality Municipal Income Trust | 608 | ||||||||||||||
45,000 | Invesco Trust for Investment Grade Municipals | 631 | ||||||||||||||
133,276 | Nuveen AMT-Free Quality Municipal Income Fund | 2,092 | ||||||||||||||
26,152 | Nuveen California AMT-Free Quality Municipal Income Fund | 426 | ||||||||||||||
65,000 | Nuveen California Quality Municipal Income Fund | 1,030 | ||||||||||||||
125,000 | Nuveen Municipal Credit Income Fund | 2,151 | ||||||||||||||
60,377 | Nuveen New York AMT-Free Quality Municipal Income Fund | 857 | ||||||||||||||
132,044 | Nuveen Quality Municipal Income Fund | 2,114 | ||||||||||||||
11,934,567 | State Street Institutional Treasury Plus Money Market Fund, Trust Class | 0.01(a) | 11,935 | |||||||||||||
30,601 | Western Asset Managed Municipals Fund, Inc. | 415 | ||||||||||||||
Total Investment Companies | 32,847 | |||||||||||||||
Total Investments (cost $85,698) — 99.91% | 89,653 | |||||||||||||||
Other assets in excess of liabilities — 0.09% | 85 | |||||||||||||||
Net Assets — 100.00% | $ | 89,738 |
(a) | Annualized 7-day yield as of period-end. |
AMT—Alternative Minimum Tax |
BAM—Build America Mutual |
GO—General Obligation |
PSF-GTD—Public School Fund Guaranteed |
SCH BD GTY—School Board Guaranty |
See accompanying notes to financial statements.
266
HC CAPITAL TRUST
The Intermediate Term Municipal Bond II Portfolio
Portfolio of Investments (concluded) — June 30, 2021
The following table reflects the percentage of total net assets of the Portfolio attributable to each Specialist Manager as of June 30, 2021.
The Intermediate Term Municipal Bond II Portfolio | Breckinridge | City of London | HC | Total |
Municipal Bonds | 63.31% | — | — | 63.31% |
Investment Companies | 0.89% | 23.30% | 12.41% | 36.60% |
Other Assets (Liabilities) | -0.38% | 0.51% | -0.04% | 0.09% |
Total Net Assets | 63.82% | 23.81% | 12.37% | 100.00% |
Amounts designated as “—” indicate the Specialist Manager did not manage any holdings in that category.
See accompanying notes to financial statements.
267
HC CAPITAL TRUST
Statements of Assets and Liabilities
As of June 30, 2021
(Amounts in thousands, except per share amounts)
The Value | The Growth | The | The Small | |||||||||||||
ASSETS: | ||||||||||||||||
Investments in securities, at value(a) | $ | 693,904 | $ | 926,266 | $ | 2,321,700 | $ | 98,023 | ||||||||
Cash | 2,712 | 7,855 | 23,700 | 230 | ||||||||||||
Foreign currency, at value (Cost $0, $0, $0 and $0, respectively) | — | — | 3 | — | ||||||||||||
Receivable for portfolio shares issued | — | — | 1,750 | 1 | ||||||||||||
Receivable from investments sold | — | 206 | 69,414 | 6 | ||||||||||||
Variation margin receivable on derivatives | 6 | — | 435 | 9 | ||||||||||||
Cash held as collateral at broker for derivatives | 928 | 1,503 | 21,592 | 390 | ||||||||||||
Dividends and interest receivable | 441 | 544 | 1,210 | 52 | ||||||||||||
Foreign tax reclaims receivable | — | 138 | 290 | 4 | ||||||||||||
Prepaid expenses | 15 | 17 | 38 | 10 | ||||||||||||
Total assets | 698,006 | 936,529 | 2,440,132 | 98,725 | ||||||||||||
LIABILITIES: | ||||||||||||||||
Written options, at fair value (Premiums received $478, $629, $4,957 and $0, respectively) | 161 | 222 | 1,780 | — | ||||||||||||
Payable for investments purchased | — | 84 | 536 | 214 | ||||||||||||
Payable for portfolio shares redeemed | 520 | 1,584 | 162 | — | ||||||||||||
Payable for collateral received on loaned securities | — | 835 | 2,506 | 642 | ||||||||||||
Variation margin payable on derivatives | — | 3 | — | — | ||||||||||||
Advisory fees payable | 51 | 194 | 408 | 19 | ||||||||||||
Management fees payable | 28 | 38 | 98 | 4 | ||||||||||||
Administrative services fees payable | 19 | 25 | 67 | 3 | ||||||||||||
Professional fees payable | 60 | 85 | 259 | 15 | ||||||||||||
Custodian fees payable | 22 | 27 | 77 | 5 | ||||||||||||
Other accrued expenses | 28 | 34 | 121 | 6 | ||||||||||||
Total liabilities | 889 | 3,131 | 6,014 | 908 | ||||||||||||
NET ASSETS | $ | 697,117 | $ | 933,398 | $ | 2,434,118 | $ | 97,817 | ||||||||
NET ASSETS CONSISTS OF: | ||||||||||||||||
Shares of beneficial interest, at par value | $ | 24 | $ | 28 | $ | 106 | $ | 3 | ||||||||
Additional paid-in capital | 329,970 | 257,450 | 1,090,256 | 49,028 | ||||||||||||
Total distributable earnings/(loss) | 367,123 | 675,920 | 1,343,756 | 48,786 | ||||||||||||
Net Assets | $ | 697,117 | $ | 933,398 | $ | 2,434,118 | $ | 97,817 | ||||||||
NET ASSETS: | ||||||||||||||||
HC Strategic Shares | $ | 697,117 | $ | 933,398 | $ | 2,434,118 | $ | 97,817 | ||||||||
Total | $ | 697,117 | $ | 933,398 | $ | 2,434,118 | $ | 97,817 | ||||||||
SHARES OF BENEFICIAL INTEREST OUTSTANDING (Unlimited number of shares authorized; par value $0.001): | ||||||||||||||||
HC Strategic Shares | 23,470 | 27,556 | 106,427 | 2,654 | ||||||||||||
Total | 23,470 | 27,556 | 106,427 | 2,654 | ||||||||||||
Net Asset Value, offering and redemption price per share:(b) | ||||||||||||||||
HC Strategic Shares | $ | 29.70 | $ | 33.87 | $ | 22.87 | $ | 36.85 | ||||||||
Investments in securities, at cost | $ | 315,312 | $ | 300,273 | $ | 1,396,041 | $ | 53,052 |
Amounts designated as “—” are $0 or have been rounded to $0.
(a) | Includes securities on loan of $0, $820, $2,484 and $614, respectively. |
(b) | Per share amounts may not recalculate due to rounding of net assets and/or shares outstanding. |
See accompanying notes to financial statements.
268
HC CAPITAL TRUST
Statements of Assets and Liabilities (continued)
As of June 30, 2021
(Amounts in thousands, except per share amounts)
The ESG | The Catholic | The | The Institutional | |||||||||||||
ASSETS: | ||||||||||||||||
Investments in securities, at value(a) | $ | 169,043 | $ | 28,908 | $ | 708,834 | $ | 1,210,624 | ||||||||
Cash | 1,005 | 3 | 4,252 | 6,915 | ||||||||||||
Foreign currency, at value (Cost $66, $26, $1,304 and $2,642, respectively) | 66 | 26 | 1,291 | 2,623 | ||||||||||||
Receivable for portfolio shares issued | — | — | 18 | 4,256 | ||||||||||||
Receivable from investments sold | — | — | — | 9 | ||||||||||||
Cash held as collateral at broker for derivatives | 160 | — | 1,745 | 13,528 | ||||||||||||
Dividends and interest receivable | 112 | 24 | 970 | 1,572 | ||||||||||||
Foreign tax reclaims receivable | 273 | 46 | 3,535 | 5,706 | ||||||||||||
Receivable from Adviser | — | 15 | — | — | ||||||||||||
Prepaid expenses | 4 | 2 | 16 | 16 | ||||||||||||
Total assets | 170,663 | 29,024 | 720,661 | 1,245,249 | ||||||||||||
LIABILITIES: | ||||||||||||||||
Written options, at fair value (Premiums received $0, $0, $455 and $2,275, respectively) | — | — | 157 | 849 | ||||||||||||
Payable for investments purchased | 89 | — | — | 213 | ||||||||||||
Payable for portfolio shares redeemed | — | — | 55 | — | ||||||||||||
Payable for collateral received on loaned securities | — | 87 | — | 13,897 | ||||||||||||
Variation margin payable on derivatives | 5 | — | 142 | 1,329 | ||||||||||||
Advisory fees payable | 26 | 3 | 54 | 114 | ||||||||||||
Management fees payable | 7 | — | 30 | 51 | ||||||||||||
Administrative services fees payable | 5 | 1 | 21 | 35 | ||||||||||||
Professional fees payable | 20 | 12 | 115 | 182 | ||||||||||||
Custodian fees payable | 9 | 5 | 67 | 99 | ||||||||||||
Other accrued expenses | 10 | 4 | 39 | 64 | ||||||||||||
Total liabilities | 171 | 112 | 680 | 16,833 | ||||||||||||
NET ASSETS | $ | 170,492 | $ | 28,912 | $ | 719,981 | $ | 1,228,416 | ||||||||
NET ASSETS CONSISTS OF: | ||||||||||||||||
Shares of beneficial interest, at par value | $ | 12 | $ | 2 | $ | 57 | $ | 106 | ||||||||
Additional paid-in capital | 115,363 | 8,699 | 545,193 | 952,257 | ||||||||||||
Total distributable earnings/(loss) | 55,117 | 20,211 | 174,731 | 276,053 | ||||||||||||
Net Assets | $ | 170,492 | $ | 28,912 | $ | 719,981 | $ | 1,228,416 | ||||||||
NET ASSETS: | ||||||||||||||||
HC Strategic Shares | $ | 170,492 | $ | 28,912 | $ | 719,981 | $ | 1,228,416 | ||||||||
Total | $ | 170,492 | $ | 28,912 | $ | 719,981 | $ | 1,228,416 | ||||||||
SHARES OF BENEFICIAL INTEREST OUTSTANDING (Unlimited number of shares authorized; par value $0.001): | ||||||||||||||||
HC Strategic Shares | 11,710 | 1,792 | 57,136 | 105,804 | ||||||||||||
Total | 11,710 | 1,792 | 57,136 | 105,804 | ||||||||||||
Net Asset Value, offering and redemption price per share:(b) | ||||||||||||||||
HC Strategic Shares | $ | 14.56 | $ | 16.13 | $ | 12.60 | $ | 11.61 | ||||||||
Investments in securities, at cost | $ | 117,703 | $ | 18,400 | $ | 446,247 | $ | 957,445 |
Amounts designated as “—” are $0 or have been rounded to $0.
(a) | Includes securities on loan of $0, $140, $0 and $18,656, respectively. |
(b) | Per share amounts may not recalculate due to rounding of net assets and/or shares outstanding. |
See accompanying notes to financial statements.
269
HC CAPITAL TRUST
Statements of Assets and Liabilities (continued)
As of June 30, 2021
(Amounts in thousands, except per share amounts)
The | The Core | The Corporate | The U.S. | |||||||||||||
ASSETS: | ||||||||||||||||
Investments in securities, at value(a) | $ | 879,534 | $ | 68,020 | $ | 301,541 | $ | 255,351 | ||||||||
Cash | 77,363 | 66 | 197 | 632 | ||||||||||||
Foreign currency, at value (Cost $1,079, $0, $0 and $0, respectively) | 1,029 | — | — | — | ||||||||||||
Swap agreements, at value | 3,051 | — | — | — | ||||||||||||
Receivable for portfolio shares issued | 2,512 | 3 | 3 | — | ||||||||||||
Receivable from investments sold | 248 | 786 | — | 4,631 | ||||||||||||
Variation margin receivable on derivatives | — | — | 269 | — | ||||||||||||
Cash held as collateral at broker for derivatives | 5,349 | — | 6,583 | — | ||||||||||||
Dividends and interest receivable | 2,099 | 375 | 11 | 1,101 | ||||||||||||
Foreign tax reclaims receivable | 20 | — | — | — | ||||||||||||
TBA sale commitments receivable | — | 159 | — | — | ||||||||||||
Prepaid expenses | 14 | 9 | 12 | 11 | ||||||||||||
Total assets | 971,219 | 69,418 | 308,616 | 261,726 | ||||||||||||
LIABILITIES: | ||||||||||||||||
Written options, at fair value (Premiums received $599, $0, $0 and $0, respectively) | 214 | — | — | — | ||||||||||||
Swap agreements, at value | 1,472 | — | — | — | ||||||||||||
Distributions payable | — | 1 | — | 104 | ||||||||||||
Payable for investments purchased | 52 | 2,991 | — | 5,069 | ||||||||||||
Payable for portfolio shares redeemed | 3 | 11 | — | 10 | ||||||||||||
Payable for collateral received on loaned securities | 1,112 | — | 1,177 | — | ||||||||||||
Payable for closed swap positions | 24 | — | — | — | ||||||||||||
Variation margin payable on derivatives | 548 | — | — | — | ||||||||||||
Accrued foreign capital gains tax | 3,167 | — | — | — | ||||||||||||
TBA sale commitments, at fair value | — | 158 | — | — | ||||||||||||
Advisory fees payable | 391 | 4 | 15 | 12 | ||||||||||||
Management fees payable | 39 | 3 | 12 | 10 | ||||||||||||
Administrative services fees payable | 27 | 2 | 9 | 7 | ||||||||||||
Professional fees payable | 97 | 6 | 35 | 28 | ||||||||||||
Custodian fees payable | 350 | 6 | 12 | 9 | ||||||||||||
Other accrued expenses | 50 | 6 | 13 | 11 | ||||||||||||
Total liabilities | 7,546 | 3,188 | 1,273 | 5,260 | ||||||||||||
NET ASSETS | $ | 963,673 | $ | 66,230 | $ | 307,343 | $ | 256,466 | ||||||||
NET ASSETS CONSISTS OF: | ||||||||||||||||
Shares of beneficial interest, at par value | $ | 42 | $ | 6 | $ | 38 | $ | 26 | ||||||||
Additional paid-in capital | 774,224 | 62,927 | 283,804 | 244,400 | ||||||||||||
Total distributable earnings/(loss) | 189,407 | 3,297 | 23,501 | 12,040 | ||||||||||||
Net Assets | $ | 963,673 | $ | 66,230 | $ | 307,343 | $ | 256,466 | ||||||||
NET ASSETS: | ||||||||||||||||
HC Strategic Shares | $ | 963,673 | $ | 66,230 | $ | 307,343 | $ | 256,466 | ||||||||
Total | $ | 963,673 | $ | 66,230 | $ | 307,343 | $ | 256,466 | ||||||||
SHARES OF BENEFICIAL INTEREST OUTSTANDING (Unlimited number of shares authorized; par value $0.001): | ||||||||||||||||
HC Strategic Shares | 41,726 | 6,452 | 38,075 | 25,675 | ||||||||||||
Total | 41,726 | 6,452 | 38,075 | 25,675 | ||||||||||||
Net Asset Value, offering and redemption price per share:(b) | ||||||||||||||||
HC Strategic Shares | $ | 23.10 | $ | 10.27 | $ | 8.07 | $ | 9.99 | ||||||||
Investments in securities, at cost | $ | 616,004 | $ | 65,109 | $ | 301,601 | $ | 243,746 |
Amounts designated as “—” are $0 or have been rounded to $0.
(a) | Includes securities on loan of $1,276, $0, $0 and $0, respectively. |
(b) | Per share amounts may not recalculate due to rounding of net assets and/or shares outstanding. |
See accompanying notes to financial statements.
270
HC CAPITAL TRUST
Statements of Assets and Liabilities (continued)
As of June 30, 2021
(Amounts in thousands, except per share amounts)
The Inflation | The U.S. | The U.S. | The | |||||||||||||
ASSETS: | ||||||||||||||||
Investments in securities, at value(a) | $ | 27,065 | $ | 268,408 | $ | 248,870 | $ | 154,004 | ||||||||
Cash | — | 63 | — | — | ||||||||||||
Receivable for portfolio shares issued | — | — | — | 4 | ||||||||||||
Receivable from investments sold | — | — | 6,264 | — | ||||||||||||
Dividends and interest receivable | 1 | 2,256 | 412 | 1,903 | ||||||||||||
TBA sale commitments receivable | — | — | 3,180 | — | ||||||||||||
Prepaid expenses | 14 | 11 | 9 | 9 | ||||||||||||
Total assets | 27,080 | 270,738 | 258,735 | 155,920 | ||||||||||||
LIABILITIES: | ||||||||||||||||
Distributions payable | — | 180 | 111 | 7 | ||||||||||||
Payable for investments purchased | — | — | 40,332 | 5,366 | ||||||||||||
Payable for portfolio shares redeemed | — | 21 | 14 | 10 | ||||||||||||
Payable for collateral received on loaned securities | — | 6 | — | — | ||||||||||||
TBA sale commitments, at fair value | — | — | 3,169 | — | ||||||||||||
Income payable on TBA sale commitments | — | — | 6 | — | ||||||||||||
Advisory fees payable | — | 16 | 10 | 15 | ||||||||||||
Management fees payable | 3 | 10 | 9 | 6 | ||||||||||||
Administrative services fees payable | 2 | 7 | 6 | 6 | ||||||||||||
Professional fees payable | 17 | 37 | 21 | 14 | ||||||||||||
Custodian fees payable | 6 | 10 | 10 | 4 | ||||||||||||
Printing fees payable | 5 | 4 | 2 | 3 | ||||||||||||
Other accrued expenses | 8 | 12 | 11 | 5 | ||||||||||||
Total liabilities | 41 | 303 | 43,701 | 5,436 | ||||||||||||
NET ASSETS | $ | 27,039 | $ | 270,435 | $ | 215,034 | $ | 150,484 | ||||||||
NET ASSETS CONSISTS OF: | ||||||||||||||||
Shares of beneficial interest, at par value | $ | 2 | $ | 25 | $ | 23 | $ | 15 | ||||||||
Additional paid-in capital | 18,983 | 245,727 | 223,410 | 148,578 | ||||||||||||
Total distributable earnings/(loss) | 8,054 | 24,683 | (8,399 | ) | 1,891 | |||||||||||
Net Assets | $ | 27,039 | $ | 270,435 | $ | 215,034 | $ | 150,484 | ||||||||
NET ASSETS: | ||||||||||||||||
HC Strategic Shares | $ | 27,039 | $ | 270,435 | $ | 215,034 | $ | 150,484 | ||||||||
Total | $ | 27,039 | $ | 270,435 | $ | 215,034 | $ | 150,484 | ||||||||
SHARES OF BENEFICIAL INTEREST OUTSTANDING (Unlimited number of shares authorized; par value $0.001): | ||||||||||||||||
HC Strategic Shares | 2,468 | 25,379 | 22,527 | 15,038 | ||||||||||||
Total | 2,468 | 25,379 | 22,527 | 15,038 | ||||||||||||
Net Asset Value, offering and redemption price per share:(b) | ||||||||||||||||
HC Strategic Shares | $ | 10.95 | $ | 10.66 | $ | 9.55 | $ | 10.01 | ||||||||
Investments in securities, at cost | $ | 27,065 | $ | 253,314 | $ | 245,005 | $ | 152,175 |
Amounts designated as “—” are $0 or have been rounded to $0.
(a) | Includes securities on loan of $0, $5, $0 and $0, respectively. |
(b) | Per share amounts may not recalculate due to rounding of net assets and/or shares outstanding. |
See accompanying notes to financial statements.
271
HC CAPITAL TRUST
Statements of Assets and Liabilities (concluded)
As of June 30, 2021
(Amounts in thousands, except per share amounts)
The | The | |||||||
ASSETS: | ||||||||
Investments in securities, at value | $ | 385,012 | $ | 89,653 | ||||
Cash | 308 | 405 | ||||||
Receivable for portfolio shares issued | 11 | 3 | ||||||
Dividends and interest receivable | 3,792 | 704 | ||||||
Prepaid expenses | 14 | 10 | ||||||
Total assets | 389,137 | 90,775 | ||||||
LIABILITIES: | ||||||||
Distributions payable | 31 | 9 | ||||||
Payable for investments purchased | 652 | 965 | ||||||
Payable for portfolio shares redeemed | 130 | 30 | ||||||
Advisory fees payable | 162 | 11 | ||||||
Management fees payable | 16 | 4 | ||||||
Administrative services fees payable | 11 | 2 | ||||||
Professional fees payable | 36 | 8 | ||||||
Custodian fees payable | 12 | 4 | ||||||
Other accrued expenses | 14 | 4 | ||||||
Total liabilities | 1,064 | 1,037 | ||||||
NET ASSETS | $ | 388,073 | $ | 89,738 | ||||
NET ASSETS CONSISTS OF: | ||||||||
Shares of beneficial interest, at par value | $ | 37 | $ | 8 | ||||
Additional paid-in capital | 374,320 | 84,894 | ||||||
Total distributable earnings/(loss) | 13,716 | 4,836 | ||||||
Net Assets | $ | 388,073 | $ | 89,738 | ||||
NET ASSETS: | ||||||||
HC Strategic Shares | $ | 388,073 | $ | 89,738 | ||||
Total | $ | 388,073 | $ | 89,738 | ||||
SHARES OF BENEFICIAL INTEREST OUTSTANDING (Unlimited number of shares authorized; par value $0.001): | ||||||||
HC Strategic Shares | 37,252 | 8,430 | ||||||
Total | 37,252 | 8,430 | ||||||
Net Asset Value, offering and redemption price per share:(a) | ||||||||
HC Strategic Shares | $ | 10.42 | $ | 10.64 | ||||
Investments in securities, at cost | $ | 371,315 | $ | 85,698 |
(a) | Per share amounts may not recalculate due to rounding of net assets and/or shares outstanding. |
See accompanying notes to financial statements.
272
HC CAPITAL TRUST
Statements of Operations
For the Year Ended June 30, 2021
(Amounts in thousands)
The Value | The Growth | The | The Small | |||||||||||||
INVESTMENT INCOME: | ||||||||||||||||
Dividends (net of foreign withholding tax of $0, $0, $0 and $6, respectively) | $ | 8,825 | $ | 9,335 | $ | 27,851 | $ | 584 | ||||||||
Non-cash dividends | — | — | 2,395 | — | ||||||||||||
Income from securities lending | 13 | 23 | 31 | 44 | ||||||||||||
Total Investment Income | 8,838 | 9,358 | 30,277 | 628 | ||||||||||||
EXPENSES: | ||||||||||||||||
Advisory fees | 526 | 1,104 | 3,858 | 197 | ||||||||||||
Management fees | 311 | 422 | 1,319 | 42 | ||||||||||||
Administrative services fees | 235 | 307 | 934 | 55 | ||||||||||||
Professional fees | 115 | 155 | 465 | 68 | ||||||||||||
Transfer agent fees | 18 | 24 | 79 | 2 | ||||||||||||
Compliance service fees | 14 | 19 | 62 | 2 | ||||||||||||
Custodian fees | 60 | 77 | 252 | 17 | ||||||||||||
Registration and filing fees | 18 | 18 | 10 | 16 | ||||||||||||
Trustee fees | 42 | 57 | 187 | 6 | ||||||||||||
Other | 56 | 75 | 236 | 11 | ||||||||||||
Total expenses before expenses paid indirectly | 1,395 | 2,258 | 7,402 | 416 | ||||||||||||
Less: Expenses paid indirectly | — | (3 | ) | (19 | ) | (4 | ) | |||||||||
Net Expenses | 1,395 | 2,255 | 7,383 | 412 | ||||||||||||
Net Investment Income | 7,443 | 7,103 | 22,894 | 216 | ||||||||||||
NET REALIZED/UNREALIZED GAIN/(LOSS) ON INVESTMENTS: | ||||||||||||||||
Net realized gains/(losses) from investment in securities and foreign currency translations | 7,959 | 62,200 | 449,737 | 5,959 | ||||||||||||
Net realized gains/(losses) from futures transactions | (2,149 | ) | (386 | ) | 63,596 | 4,331 | ||||||||||
Net realized gains/(losses) from written options transactions | 4,316 | 5,889 | 26,791 | — | ||||||||||||
Net realized gains/(losses) from investments | 10,126 | 67,703 | 540,124 | 10,290 | ||||||||||||
Change in unrealized appreciation/(depreciation) on investment transactions and foreign currency translations | 196,142 | 202,089 | 370,697 | 27,557 | ||||||||||||
Change in unrealized appreciation/(depreciation) on futures | 342 | 920 | 3,629 | (514 | ) | |||||||||||
Change in unrealized appreciation/(depreciation) on written options | (261 | ) | (382 | ) | (150 | ) | — | |||||||||
Change in unrealized appreciation/(depreciation) on investments | 196,223 | 202,627 | 374,176 | 27,043 | ||||||||||||
Net realized/unrealized gains/(losses) from investments | 206,349 | 270,330 | 914,300 | 37,333 | ||||||||||||
Change in net assets resulting from operations | $ | 213,792 | $ | 277,433 | $ | 937,194 | $ | 37,549 |
Amounts designated as “—” are $0 or have been rounded to $0.
See accompanying notes to financial statements.
273
HC CAPITAL TRUST
Statements of Operations (continued)
For the Year Ended June 30, 2021
(Amounts in thousands)
The ESG | The Catholic | The | The Institutional | |||||||||||||
INVESTMENT INCOME: | ||||||||||||||||
Interest | $ | — | $ | — | $ | — | $ | 1 | ||||||||
Dividends (net of foreign withholding tax of $164, $57, $2,267 and $2,549, respectively) | 2,545 | 917 | 17,190 | 24,938 | ||||||||||||
Non-cash dividends | — | — | 1,207 | — | ||||||||||||
Income from securities lending | — | 2 | — | 136 | ||||||||||||
Total Investment Income | 2,545 | 919 | 18,397 | 25,075 | ||||||||||||
EXPENSES: | ||||||||||||||||
Advisory fees | 296 | 54 | 559 | 1,297 | ||||||||||||
Management fees | 78 | 27 | 332 | 634 | ||||||||||||
Administrative services fees | 92 | 62 | 281 | 477 | ||||||||||||
Professional fees | 36 | 25 | 181 | 264 | ||||||||||||
Transfer agent fees | 4 | 2 | 19 | 34 | ||||||||||||
Compliance service fees | 3 | 1 | 15 | 27 | ||||||||||||
Custodian fees | 28 | 19 | 155 | 218 | ||||||||||||
Registration and filing fees | 5 | 3 | 19 | 17 | ||||||||||||
Trustee fees | 9 | 4 | 46 | 80 | ||||||||||||
Other | 12 | 8 | 58 | 107 | ||||||||||||
Total expenses before expenses paid indirectly and waivers and/or reimbursements | 563 | 205 | 1,665 | 3,155 | ||||||||||||
Less: Expenses paid indirectly | — | — | — | (4 | ) | |||||||||||
Expenses waived and/or reimbursed by Adviser | — | (35 | ) | — | — | |||||||||||
Net Expenses | 563 | 170 | 1,665 | 3,151 | ||||||||||||
Net Investment Income | 1,982 | 749 | 16,732 | 21,924 | ||||||||||||
NET REALIZED/UNREALIZED GAIN/(LOSS) ON INVESTMENTS: | ||||||||||||||||
Net realized gains/(losses) from investment in securities and foreign currency translations | 2,878 | 10,533 | (4,717 | ) | 4,583 | |||||||||||
Net realized gains/(losses) from futures transactions | 2,259 | — | 3,270 | 114,945 | ||||||||||||
Net realized gains/(losses) from written options transactions | — | — | 3,578 | 10,092 | ||||||||||||
Net realized gains/(losses) from investments | 5,137 | 10,533 | 2,131 | 129,620 | ||||||||||||
Change in unrealized appreciation/(depreciation) on investment transactions and foreign currency translations | 43,557 | 7,136 | 165,806 | 236,853 | ||||||||||||
Change in unrealized appreciation/(depreciation) on futures | (202 | ) | — | (829 | ) | (15,074 | ) | |||||||||
Change in unrealized appreciation/(depreciation) on written options | — | — | (140 | ) | 371 | |||||||||||
Change in unrealized appreciation/(depreciation) on investments | 43,355 | 7,136 | 164,837 | 222,150 | ||||||||||||
Net realized/unrealized gains/(losses) from investments | 48,492 | 17,669 | 166,968 | 351,770 | ||||||||||||
Change in net assets resulting from operations | $ | 50,474 | $ | 18,418 | $ | 183,700 | $ | 373,694 |
Amounts designated as “—” are $0 or have been rounded to $0.
See accompanying notes to financial statements.
274
HC CAPITAL TRUST
Statements of Operations (continued)
For the Year Ended June 30, 2021
(Amounts in thousands)
The | The Core | The Corporate | The U.S. | |||||||||||||
INVESTMENT INCOME: | ||||||||||||||||
Interest | $ | 1 | $ | 1,392 | $ | 1,085 | $ | 4,763 | ||||||||
Dividends (net of foreign withholding tax of $2,411, $0, $0 and $0, respectively) | 16,444 | 1 | 59 | 1 | ||||||||||||
Income from securities lending | 26 | — | 10 | — | ||||||||||||
Total Investment Income | 16,471 | 1,393 | 1,154 | 4,764 | ||||||||||||
EXPENSES: | ||||||||||||||||
Advisory fees | 2,823 | 44 | 213 | 165 | ||||||||||||
Management fees | 483 | 34 | 178 | 142 | ||||||||||||
Administrative services fees | 374 | 86 | 135 | 121 | ||||||||||||
Professional fees | 191 | 16 | 77 | 52 | ||||||||||||
Transfer agent fees | 27 | 2 | 10 | 9 | ||||||||||||
Compliance service fees | 21 | 2 | 8 | 7 | ||||||||||||
Custodian fees | 842 | 17 | 34 | 25 | ||||||||||||
Registration and filing fees | 17 | 12 | 15 | 12 | ||||||||||||
Trustee fees | 63 | 5 | 24 | 21 | ||||||||||||
Other | 91 | 9 | 43 | 27 | ||||||||||||
Total expenses before waivers | 4,932 | 227 | 737 | 581 | ||||||||||||
Less: Expenses waived by Specialist Manager | (31 | ) | — | — | — | |||||||||||
Net Expenses | 4,901 | 227 | 737 | 581 | ||||||||||||
Net Investment Income | 11,570 | 1,166 | 417 | 4,183 | ||||||||||||
NET REALIZED/UNREALIZED GAIN/(LOSS) ON INVESTMENTS: | ||||||||||||||||
Net realized gains/(losses) from investment in securities and foreign currency translations | 55,107 | 1,033 | — | 2,042 | ||||||||||||
Net realized gains/(losses) from futures transactions | 31,938 | — | 49,300 | — | ||||||||||||
Net realized gains/(losses) from written options transactions | 5,364 | — | — | — | ||||||||||||
Net realized gains/(losses) from swap transactions | 6,180 | — | — | — | ||||||||||||
Net realized gains/(losses) from investments | 98,589 | 1,033 | 49,300 | 2,042 | ||||||||||||
Change in unrealized appreciation/(depreciation) on investment transactions and foreign currency translations (net of deferred foreign tax) | 200,884 | (2,199 | ) | (54 | ) | (15,905 | ) | |||||||||
Change in unrealized appreciation/(depreciation) on futures | (1,550 | ) | — | (4,132 | ) | — | ||||||||||
Change in unrealized appreciation/(depreciation) on written options | (275 | ) | — | — | — | |||||||||||
Change in unrealized appreciation/(depreciation) on swaps | 1,579 | — | — | — | ||||||||||||
Change in unrealized appreciation/(depreciation) on investments | 200,638 | (2,199 | ) | (4,186 | ) | (15,905 | ) | |||||||||
Net realized/unrealized gains/(losses) from investments | 299,227 | (1,166 | ) | 45,114 | (13,863 | ) | ||||||||||
Change in net assets resulting from operations | $ | 310,797 | $ | — | $ | 45,531 | $ | (9,680 | ) |
Amounts designated as “—” are $0 or have been rounded to $0.
See accompanying notes to financial statements.
275
HC CAPITAL TRUST
Statements of Operations (continued)
For the Year Ended June 30, 2021
(Amounts in thousands)
The Inflation | The U.S. | The U.S. | The | |||||||||||||
INVESTMENT INCOME: | ||||||||||||||||
Interest | $ | 5,940 | $ | 9,163 | $ | 2,713 | $ | 1,757 | ||||||||
Dividends | 6 | 3 | 8 | 2 | ||||||||||||
Total Investment Income | 5,946 | 9,166 | 2,721 | 1,759 | ||||||||||||
EXPENSES: | ||||||||||||||||
Advisory fees | 91 | 230 | 126 | 185 | ||||||||||||
Management fees | 147 | 152 | 114 | 74 | ||||||||||||
Administrative services fees | 114 | 131 | 156 | 71 | ||||||||||||
Professional fees | 44 | 62 | 43 | 26 | ||||||||||||
Transfer agent fees | 9 | 10 | 7 | 5 | ||||||||||||
Compliance service fees | 7 | 8 | 6 | 4 | ||||||||||||
Custodian fees | 31 | 37 | 28 | 13 | ||||||||||||
Registration and filing fees | 23 | 11 | 11 | 11 | ||||||||||||
Trustee fees | 20 | 24 | 17 | 11 | ||||||||||||
Other | 28 | 31 | 24 | 8 | ||||||||||||
Net Expenses | 514 | 696 | 532 | 408 | ||||||||||||
Net Investment Income | 5,432 | 8,470 | 2,189 | 1,351 | ||||||||||||
NET REALIZED/UNREALIZED GAIN/(LOSS) ON INVESTMENTS: | ||||||||||||||||
Net realized gains/(losses) from investment in securities | 39,464 | 14,928 | 169 | 34 | ||||||||||||
Change in unrealized appreciation/(depreciation) on investment transactions | (31,046 | ) | (13,313 | ) | (3,606 | ) | (757 | ) | ||||||||
Net realized/unrealized gains/(losses) from investments | 8,418 | 1,615 | (3,437 | ) | (723 | ) | ||||||||||
Change in net assets resulting from operations | $ | 13,850 | $ | 10,085 | $ | (1,248 | ) | $ | 628 |
See accompanying notes to financial statements.
276
HC CAPITAL TRUST
Statements of Operations (concluded)
For the Year Ended June 30, 2021
(Amounts in thousands)
The | The | |||||||
INVESTMENT INCOME: | ||||||||
Interest | $ | 7,655 | $ | 1,407 | ||||
Dividends | 1 | 380 | ||||||
Total Investment Income | 7,656 | 1,787 | ||||||
EXPENSES: | ||||||||
Advisory fees | 653 | 122 | ||||||
Management fees | 200 | 42 | ||||||
Administrative services fees | 159 | 46 | ||||||
Professional fees | 71 | 16 | ||||||
Transfer agent fees | 12 | 2 | ||||||
Compliance service fees | 9 | 2 | ||||||
Custodian fees | 33 | 11 | ||||||
Registration and filing fees | 13 | 12 | ||||||
Trustee fees | 28 | 6 | ||||||
Other | 31 | 9 | ||||||
Net Expenses | 1,209 | 268 | ||||||
Net Investment Income | 6,447 | 1,519 | ||||||
NET REALIZED/UNREALIZED GAIN/(LOSS) ON INVESTMENTS: | ||||||||
Net realized gains/(losses) from investment in securities | 1,318 | 876 | ||||||
Change in unrealized appreciation/(depreciation) on investments | 2,874 | 48 | ||||||
Net realized/unrealized gains/(losses) from investments | 4,192 | 924 | ||||||
Change in net assets resulting from operations | $ | 10,639 | $ | 2,443 |
See accompanying notes to financial statements.
277
HC CAPITAL TRUST
Statements of Changes in Net Assets
(Amounts in thousands)
The Value | The Growth | The Institutional U.S. | ||||||||||||||||||||||
For the | For the | For the | For the | For the | For the | |||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net investment income | $ | 7,443 | $ | 9,511 | $ | 7,103 | $ | 9,605 | $ | 22,894 | $ | 22,118 | ||||||||||||
Net realized gains/(losses) from investments | 10,126 | (9,545 | ) | 67,703 | 41,453 | 540,124 | 105,846 | |||||||||||||||||
Change in unrealized appreciation/(depreciation) from investments | 196,223 | 31,719 | 202,627 | 23,725 | 374,176 | 185,362 | ||||||||||||||||||
Change in net assets resulting from operations | 213,792 | 31,685 | 277,433 | 74,783 | 937,194 | 313,326 | ||||||||||||||||||
Distributions to Shareholders: | ||||||||||||||||||||||||
HC Strategic Shares | (7,690 | ) | (9,570 | ) | (50,849 | ) | (41,447 | ) | (162,524 | ) | (277,323 | ) | ||||||||||||
Change in net assets resulting from distributions | (7,690 | ) | (9,570 | ) | (50,849 | ) | (41,447 | ) | (162,524 | ) | (277,323 | ) | ||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Proceeds from shares issued | 9,282 | 36,601 | 1,184 | 11,282 | 131,407 | 234,628 | ||||||||||||||||||
Proceeds from merger (Note 7) | — | — | — | — | — | 1,241,491 | ||||||||||||||||||
Proceeds from reinvestment of dividends | 5,906 | 7,717 | 41,703 | 34,857 | 153,985 | 273,663 | ||||||||||||||||||
Cost of shares redeemed | (62,499 | ) | (111,864 | ) | (72,913 | ) | (145,473 | ) | (1,350,335 | ) | (597,353 | ) | ||||||||||||
Change in net assets from HC Strategic Shares of beneficial interest | (47,311 | ) | (67,546 | ) | (30,026 | ) | (99,334 | ) | (1,064,943 | ) | 1,152,429 | |||||||||||||
Change in net assets from shares of beneficial interest | (47,311 | ) | (67,546 | ) | (30,026 | ) | (99,334 | ) | (1,064,943 | ) | 1,152,429 | |||||||||||||
Change in net assets | 158,791 | (45,431 | ) | 196,558 | (65,998 | ) | (290,273 | ) | 1,188,432 | |||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period | 538,326 | 583,757 | 736,840 | 802,838 | 2,724,391 | 1,535,959 | ||||||||||||||||||
End of period | $ | 697,117 | $ | 538,326 | $ | 933,398 | $ | 736,840 | $ | 2,434,118 | $ | 2,724,391 | ||||||||||||
Share Transactions: | ||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Issued | 364 | 1,778 | 40 | 459 | 6,446 | 14,400 | ||||||||||||||||||
Issued from merger (Note 7) | — | — | — | — | — | 80,669 | ||||||||||||||||||
Reinvested | 228 | 377 | 1,425 | 1,389 | 7,853 | 16,397 | ||||||||||||||||||
Redeemed | (2,480 | ) | (5,687 | ) | (2,423 | ) | (6,079 | ) | (67,025 | ) | (35,221 | ) | ||||||||||||
Change in HC Strategic Shares | (1,888 | ) | (3,532 | ) | (958 | ) | (4,231 | ) | (52,726 | ) | 76,245 | |||||||||||||
Total change in shares | (1,888 | ) | (3,532 | ) | (958 | ) | (4,231 | ) | (52,726 | ) | 76,245 |
Amounts designated as “—” are $0 or have been rounded to $0.
See accompanying notes to financial statements.
278
HC CAPITAL TRUST
Statements of Changes in Net Assets (continued)
(Amounts in thousands)
The Small Capitalization- | The ESG | The Catholic SRI | ||||||||||||||||||||||
For the | For the | For the | For the | For the | For the | |||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net investment income | $ | 216 | $ | 535 | $ | 1,982 | $ | 2,431 | $ | 749 | $ | 939 | ||||||||||||
Net realized gains/(losses) from investments | 10,290 | (3,711 | ) | 5,137 | 1,407 | 10,533 | (745 | ) | ||||||||||||||||
Change in unrealized appreciation/(depreciation) from investments | 27,043 | (6,693 | ) | 43,355 | 194 | 7,136 | 1,335 | |||||||||||||||||
Change in net assets resulting from operations | 37,549 | (9,869 | ) | 50,474 | 4,032 | 18,418 | 1,529 | |||||||||||||||||
Distributions to Shareholders: | ||||||||||||||||||||||||
HC Strategic Shares | (298 | ) | (4,490 | ) | (3,686 | ) | (9,617 | ) | (786 | ) | (2,435 | ) | ||||||||||||
Change in net assets resulting from distributions | (298 | ) | (4,490 | ) | (3,686 | ) | (9,617 | ) | (786 | ) | (2,435 | ) | ||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Proceeds from shares issued | 408 | 1,261 | 1,079 | 2,711 | 16,924 | 6,018 | ||||||||||||||||||
Proceeds from reinvestment of dividends | 229 | 4,023 | 1,841 | 7,557 | 701 | 2,435 | ||||||||||||||||||
Cost of shares redeemed | (8,598 | ) | (18,012 | ) | (11,668 | ) | (21,209 | ) | (59,428 | ) | (5,865 | ) | ||||||||||||
Change in net assets from HC Strategic Shares of beneficial interest | (7,961 | ) | (12,728 | ) | (8,748 | ) | (10,941 | ) | (41,803 | ) | 2,588 | |||||||||||||
Change in net assets from shares of beneficial interest | (7,961 | ) | (12,728 | ) | (8,748 | ) | (10,941 | ) | (41,803 | ) | 2,588 | |||||||||||||
Change in net assets | 29,290 | (27,087 | ) | 38,040 | (16,526 | ) | (24,171 | ) | 1,682 | |||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period | 68,527 | 95,614 | 132,452 | 148,978 | 53,083 | 51,401 | ||||||||||||||||||
End of period | $ | 97,817 | $ | 68,527 | $ | 170,492 | $ | 132,452 | $ | 28,912 | $ | 53,083 | ||||||||||||
Share Transactions: | ||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Issued | 13 | 51 | 79 | 269 | 1,191 | 531 | ||||||||||||||||||
Reinvested | 7 | 154 | 145 | 675 | 50 | 201 | ||||||||||||||||||
Redeemed | (307 | ) | (907 | ) | (873 | ) | (2,226 | ) | (4,012 | ) | (510 | ) | ||||||||||||
Change in HC Strategic Shares | (287 | ) | (702 | ) | (649 | ) | (1,282 | ) | (2,771 | ) | 222 | |||||||||||||
Total change in shares | (287 | ) | (702 | ) | (649 | ) | (1,282 | ) | (2,771 | ) | 222 |
See accompanying notes to financial statements.
279
HC CAPITAL TRUST
Statements of Changes in Net Assets (continued)
(Amounts in thousands)
The International | The Institutional | The Emerging | ||||||||||||||||||||||
For the | For the | For the | For the | For the | For the | |||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net investment income | $ | 16,732 | $ | 14,800 | $ | 21,924 | $ | 31,940 | $ | 11,570 | $ | 33,441 | ||||||||||||
Net realized gains/(losses) from investments | 2,131 | (38,571 | ) | 129,620 | (48,764 | ) | 98,589 | (48,414 | ) | |||||||||||||||
Change in unrealized appreciation/(depreciation) from investments | 164,837 | (21,314 | ) | 222,150 | (98,800 | ) | 200,638 | (58,241 | ) | |||||||||||||||
Change in net assets resulting from operations | 183,700 | (45,085 | ) | 373,694 | (115,624 | ) | 310,797 | (73,214 | ) | |||||||||||||||
Distributions to Shareholders: | ||||||||||||||||||||||||
HC Strategic Shares | (16,434 | ) | (14,463 | ) | (24,462 | ) | (33,400 | ) | (10,399 | ) | (43,230 | ) | ||||||||||||
Change in net assets resulting from distributions | (16,434 | ) | (14,463 | ) | (24,462 | ) | (33,400 | ) | (10,399 | ) | (43,230 | ) | ||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Proceeds from shares issued | 19,548 | 47,656 | 222,127 | 93,104 | 54,866 | 83,672 | ||||||||||||||||||
Proceeds from reinvestment of dividends | 11,506 | 10,104 | 20,222 | 25,587 | 8,499 | 35,515 | ||||||||||||||||||
Cost of shares redeemed | (83,436 | ) | (304,174 | ) | (703,421 | ) | (515,587 | ) | (341,261 | ) | (527,700 | ) | ||||||||||||
Change in net assets from HC Strategic Shares of beneficial interest | (52,382 | ) | (246,414 | ) | (461,072 | ) | (396,896 | ) | (277,896 | ) | (408,513 | ) | ||||||||||||
Change in net assets from shares of beneficial interest | (52,382 | ) | (246,414 | ) | (461,072 | ) | (396,896 | ) | (277,896 | ) | (408,513 | ) | ||||||||||||
Change in net assets | 114,884 | (305,962 | ) | (111,840 | ) | (545,920 | ) | 22,502 | (524,957 | ) | ||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period | 605,097 | 911,059 | 1,340,256 | 1,886,176 | 941,171 | 1,466,128 | ||||||||||||||||||
End of period | $ | 719,981 | $ | 605,097 | $ | 1,228,416 | $ | 1,340,256 | $ | 963,673 | $ | 941,171 | ||||||||||||
Share Transactions: | ||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Issued | 1,648 | 5,042 | 20,995 | 10,347 | 2,536 | 4,823 | ||||||||||||||||||
Reinvested | 900 | 1,018 | 1,833 | 2,673 | 398 | 1,904 | ||||||||||||||||||
Redeemed | (7,495 | ) | (31,816 | ) | (68,424 | ) | (56,005 | ) | (16,704 | ) | (32,035 | ) | ||||||||||||
Change in HC Strategic Shares | (4,947 | ) | (25,756 | ) | (45,596 | ) | (42,985 | ) | (13,770 | ) | (25,308 | ) | ||||||||||||
Total change in shares | (4,947 | ) | (25,756 | ) | (45,596 | ) | (42,985 | ) | (13,770 | ) | (25,308 | ) |
See accompanying notes to financial statements.
280
HC CAPITAL TRUST
Statements of Changes in Net Assets (continued)
(Amounts in thousands)
The Core Fixed | The Corporate | The U.S. Government Fixed | ||||||||||||||||||||||
For the | For the | For the | For the | For the | For the | |||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net investment income | $ | 1,166 | $ | 1,590 | $ | 417 | $ | 14,324 | $ | 4,183 | $ | 6,263 | ||||||||||||
Net realized gains/(losses) from investments | 1,033 | 1,081 | 49,300 | 24,192 | 2,042 | 10,358 | ||||||||||||||||||
Change in unrealized appreciation/(depreciation) from investments | (2,199 | ) | 2,918 | (4,186 | ) | (14,752 | ) | (15,905 | ) | 16,281 | ||||||||||||||
Change in net assets resulting from operations | — | 5,589 | 45,531 | 23,764 | (9,680 | ) | 32,902 | |||||||||||||||||
Distributions to Shareholders: | ||||||||||||||||||||||||
HC Strategic Shares | (2,157 | ) | (1,684 | ) | (394 | ) | (17,477 | ) | (14,456 | ) | (6,410 | ) | ||||||||||||
Change in net assets resulting from distributions | (2,157 | ) | (1,684 | ) | (394 | ) | (17,477 | ) | (14,456 | ) | (6,410 | ) | ||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Proceeds from shares issued | 11,596 | 10,566 | 19,366 | 56,290 | 97,804 | 103,946 | ||||||||||||||||||
Proceeds from reinvestment of dividends | 2,150 | 1,677 | 384 | 15,945 | 12,543 | 4,911 | ||||||||||||||||||
Cost of shares redeemed | (11,637 | ) | (18,137 | ) | (194,401 | ) | (239,513 | ) | (135,434 | ) | (135,191 | ) | ||||||||||||
Change in net assets from HC Strategic Shares of beneficial interest | 2,109 | (5,894 | ) | (174,651 | ) | (167,278 | ) | (25,087 | ) | (26,334 | ) | |||||||||||||
Change in net assets from shares of beneficial interest | 2,109 | (5,894 | ) | (174,651 | ) | (167,278 | ) | (25,087 | ) | (26,334 | ) | |||||||||||||
Change in net assets | (48 | ) | (1,989 | ) | (129,514 | ) | (160,991 | ) | (49,223 | ) | 158 | |||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period | 66,278 | 68,267 | 436,857 | 597,848 | 305,689 | 305,531 | ||||||||||||||||||
End of period | $ | 66,230 | $ | 66,278 | $ | 307,343 | $ | 436,857 | $ | 256,466 | $ | 305,689 | ||||||||||||
Share Transactions: | ||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Issued | 1,112 | 1,036 | 2,543 | 8,087 | 9,307 | 10,037 | ||||||||||||||||||
Reinvested | 205 | 163 | 49 | 2,302 | 1,211 | 473 | ||||||||||||||||||
Redeemed | (1,125 | ) | (1,778 | ) | (25,675 | ) | (34,498 | ) | (13,081 | ) | (12,718 | ) | ||||||||||||
Change in HC Strategic Shares | 192 | (579 | ) | (23,083 | ) | (24,109 | ) | (2,563 | ) | (2,208 | ) | |||||||||||||
Total change in shares | 192 | (579 | ) | (23,083 | ) | (24,109 | ) | (2,563 | ) | (2,208 | ) |
Amounts designated as “—” are $0 or have been rounded to $0.
See accompanying notes to financial statements.
281
HC CAPITAL TRUST
Statements of Changes in Net Assets (continued)
(Amounts in thousands)
The Inflation Protected | The U.S. Corporate Fixed | The U.S. Mortgage/Asset | ||||||||||||||||||||||
For the | For the | For the | For the | For the | For the | |||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net investment income | $ | 5,432 | $ | 2,522 | $ | 8,470 | $ | 9,893 | $ | 2,189 | $ | 4,632 | ||||||||||||
Net realized gains/(losses) from investments | 39,464 | 1,928 | 14,928 | 6,939 | 169 | 1,027 | ||||||||||||||||||
Change in unrealized appreciation/(depreciation) from investments | (31,046 | ) | 22,490 | (13,313 | ) | 14,807 | (3,606 | ) | 5,650 | |||||||||||||||
Change in net assets resulting from operations | 13,850 | 26,940 | 10,085 | 31,639 | (1,248 | ) | 11,309 | |||||||||||||||||
Distributions to Shareholders: | ||||||||||||||||||||||||
HC Strategic Shares | (5,727 | ) | (5,510 | ) | (17,792 | ) | (12,068 | ) | (4,683 | ) | (5,960 | ) | ||||||||||||
Change in net assets resulting from distributions | (5,727 | ) | (5,510 | ) | (17,792 | ) | (12,068 | ) | (4,683 | ) | (5,960 | ) | ||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Proceeds from shares issued | 86,863 | 113,961 | 73,540 | 71,684 | 68,718 | 71,960 | ||||||||||||||||||
Proceeds from reinvestment of dividends | 4,858 | 4,443 | 14,345 | 9,873 | 3,353 | 4,649 | ||||||||||||||||||
Cost of shares redeemed | (466,690 | ) | (103,178 | ) | (157,396 | ) | (65,730 | ) | (100,615 | ) | (48,852 | ) | ||||||||||||
Change in net assets from HC Strategic Shares of beneficial interest | (374,969 | ) | 15,226 | (69,511 | ) | 15,827 | (28,544 | ) | 27,757 | |||||||||||||||
Change in net assets from shares of beneficial interest | (374,969 | ) | 15,226 | (69,511 | ) | 15,827 | (28,544 | ) | 27,757 | |||||||||||||||
Change in net assets | (366,846 | ) | 36,656 | (77,218 | ) | 35,398 | (34,475 | ) | 33,106 | |||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period | 393,885 | 357,229 | 347,653 | 312,255 | 249,509 | 216,403 | ||||||||||||||||||
End of period | $ | 27,039 | $ | 393,885 | $ | 270,435 | $ | 347,653 | $ | 215,034 | $ | 249,509 | ||||||||||||
Share Transactions: | ||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Issued | 7,864 | 10,820 | 6,748 | 6,782 | 7,068 | 7,406 | ||||||||||||||||||
Reinvested | 438 | 431 | 1,321 | 936 | 346 | 479 | ||||||||||||||||||
Redeemed | (42,271 | ) | (9,846 | ) | (14,519 | ) | (6,230 | ) | (10,341 | ) | (5,035 | ) | ||||||||||||
Change in HC Strategic Shares | (33,969 | ) | 1,405 | (6,450 | ) | 1,488 | (2,927 | ) | 2,850 | |||||||||||||||
Total change in shares | (33,969 | ) | 1,405 | (6,450 | ) | 1,488 | (2,927 | ) | 2,850 |
See accompanying notes to financial statements.
282
HC CAPITAL TRUST
Statements of Changes in Net Assets (concluded)
(Amounts in thousands)
The Short-Term | The Intermediate Term | The Intermediate Term | ||||||||||||||||||||||
For the | For the | For the | For the | For the | For the | |||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net investment income | $ | 1,351 | $ | 1,600 | $ | 6,447 | $ | 7,460 | $ | 1,519 | $ | 1,521 | ||||||||||||
Net realized gains/(losses) from investments | 34 | 3 | 1,318 | (368 | ) | 876 | 205 | |||||||||||||||||
Change in unrealized appreciation/(depreciation) from investments | (757 | ) | 1,292 | 2,874 | 4,912 | 48 | 1,117 | |||||||||||||||||
Change in net assets resulting from operations | 628 | 2,895 | 10,639 | 12,004 | 2,443 | 2,843 | ||||||||||||||||||
Distributions to Shareholders: | ||||||||||||||||||||||||
HC Strategic Shares | (1,347 | ) | (1,609 | ) | (6,817 | ) | (8,113 | ) | (1,640 | ) | (1,634 | ) | ||||||||||||
Change in net assets resulting from distributions | (1,347 | ) | (1,609 | ) | (6,817 | ) | (8,113 | ) | (1,640 | ) | (1,634 | ) | ||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Proceeds from shares issued | 33,793 | 45,187 | 28,827 | 32,222 | 14,381 | 8,219 | ||||||||||||||||||
Proceeds from reinvestment of dividends | 1,287 | 1,544 | 6,485 | 7,794 | 1,552 | 1,560 | ||||||||||||||||||
Cost of shares redeemed | (18,942 | ) | (19,226 | ) | (42,369 | ) | (45,696 | ) | (6,984 | ) | (9,707 | ) | ||||||||||||
Change in net assets from HC Strategic Shares of beneficial interest | 16,138 | 27,505 | (7,057 | ) | (5,680 | ) | 8,949 | 72 | ||||||||||||||||
Change in net assets from shares of beneficial interest | 16,138 | 27,505 | (7,057 | ) | (5,680 | ) | 8,949 | 72 | ||||||||||||||||
Change in net assets | 15,419 | 28,791 | (3,235 | ) | (1,789 | ) | 9,752 | 1,281 | ||||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of period | 135,065 | 106,274 | 391,308 | 393,097 | 79,986 | 78,705 | ||||||||||||||||||
End of period | $ | 150,484 | $ | 135,065 | $ | 388,073 | $ | 391,308 | $ | 89,738 | $ | 79,986 | ||||||||||||
Share Transactions: | ||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||
Issued | 3,362 | 4,513 | 2,765 | 3,128 | 1,358 | 786 | ||||||||||||||||||
Reinvested | 128 | 155 | 623 | 758 | 147 | 149 | ||||||||||||||||||
Redeemed | (1,888 | ) | (1,930 | ) | (4,065 | ) | (4,453 | ) | (661 | ) | (930 | ) | ||||||||||||
Change in HC Strategic Shares | 1,602 | 2,738 | (677 | ) | (567 | ) | 844 | 5 | ||||||||||||||||
Total change in shares | 1,602 | 2,738 | (677 | ) | (567 | ) | 844 | 5 |
See accompanying notes to financial statements.
283
HC CAPITAL TRUST
Financial Highlights
Selected data for a share outstanding throughout the periods indicated.
Change in Net Assets | Distributions to Shareholders: | Ratios/Supplementary Data: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Net Realized/ | Total from | Net | Net | Total | Net Asset | Total | Net Assets, | Ratio of | Ratio of | Ratio of Net | Portfolio | |||||||||||||||||||||||||||||||||||||||||||
The Value Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 21.23 | $ | 0.31 | (d) | $ | 8.48 | $ | 8.79 | $ | (0.32 | ) | $ | — | $ | (0.32 | ) | $ | 29.70 | 41.63 | % | $ | 697,117 | 0.22 | % | 0.22 | % | 1.20 | % | 6 | % | |||||||||||||||||||||||||
Year Ended June 30, 2020 | 20.21 | 0.35 | (d) | 1.03 | 1.38 | (0.35 | ) | (0.01 | ) | (0.36 | ) | 21.23 | 6.89 | % | 538,326 | 0.22 | % | 0.22 | % | 1.68 | % | 19 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 19.95 | 0.40 | (d) | 1.34 | 1.74 | (0.41 | ) | (1.07 | ) | (1.48 | ) | 20.21 | 9.78 | % | 583,757 | 0.21 | % | 0.21 | % | 2.05 | % | 74 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 19.53 | 0.42 | 1.36 | 1.78 | (0.44 | ) | (0.92 | ) | (1.36 | ) | 19.95 | 9.11 | % | 599,457 | 0.27 | % | 0.26 | % | 2.10 | % | 59 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 17.70 | 0.42 | 2.51 | 2.93 | (0.41 | ) | (0.69 | ) | (1.10 | ) | 19.53 | 16.78 | % | 612,508 | 0.29 | % | 0.28 | % | 2.22 | % | 61 | % | ||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(e) | $ | 19.95 | $ | 0.46 | (d) | $ | 1.26 | $ | 1.72 | $ | (0.33 | ) | $ | (1.07 | ) | $ | (1.40 | ) | $ | 20.27 | 9.69 | % | $ | — | 0.46 | % | 0.21 | % | 2.29 | % | 74 | % | ||||||||||||||||||||||||
Year Ended June 30, 2018 | 19.52 | 0.43 | 1.36 | 1.79 | (0.44 | ) | (0.92 | ) | (1.36 | ) | 19.95 | 9.17 | % | 675 | 0.52 | % | 0.26 | % | 2.08 | % | 59 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 17.69 | 0.42 | 2.51 | 2.93 | (0.41 | ) | (0.69 | ) | (1.10 | ) | 19.52 | 16.79 | % | 845 | 0.54 | % | 0.28 | % | 2.22 | % | 61 | % | ||||||||||||||||||||||||||||||||||
The Growth Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 25.84 | $ | 0.25 | (d) | $ | 9.63 | $ | 9.88 | $ | (0.26 | ) | $ | (1.59 | ) | $ | (1.85 | ) | $ | 33.87 | 39.43 | % | $ | 933,398 | 0.27 | % | 0.27 | % | 0.84 | % | 15 | % | ||||||||||||||||||||||||
Year Ended June 30, 2020 | 24.52 | 0.31 | (d) | 2.37 | 2.68 | (0.33 | ) | (1.03 | ) | (1.36 | ) | 25.84 | 11.17 | % | 736,840 | 0.26 | % | 0.26 | % | 1.26 | % | 37 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 23.54 | 0.30 | (d) | 2.30 | 2.60 | (0.30 | ) | (1.32 | ) | (1.62 | ) | 24.52 | 12.22 | % | 802,838 | 0.25 | % | 0.25 | % | 1.28 | % | 41 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 20.90 | 0.22 | 3.70 | 3.92 | (0.22 | ) | (1.06 | ) | (1.28 | ) | 23.54 | 19.12 | % | 808,868 | 0.30 | % | 0.29 | % | 0.96 | % | 40 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 18.78 | 0.19 | 3.27 | 3.46 | (0.19 | ) | (1.15 | ) | (1.34 | ) | 20.90 | 19.31 | % | 786,563 | 0.31 | % | 0.31 | % | 0.98 | % | 38 | % | ||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(e) | $ | 23.50 | $ | 0.28 | (d) | $ | 2.00 | $ | 2.28 | $ | (0.23 | ) | $ | (1.32 | ) | $ | (1.55 | ) | $ | 24.23 | 10.77 | % | $ | — | 0.51 | % | 0.26 | % | 1.19 | % | 41 | % | ||||||||||||||||||||||||
Year Ended June 30, 2018 | 20.86 | 0.22 | 3.70 | 3.92 | (0.22 | ) | (1.06 | ) | (1.28 | ) | 23.50 | 19.16 | % | 922 | 0.55 | % | 0.29 | % | 0.94 | % | 40 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 18.76 | 0.19 | 3.25 | 3.44 | (0.19 | ) | (1.15 | ) | (1.34 | ) | 20.86 | 19.23 | % | 1,118 | 0.56 | % | 0.31 | % | 0.98 | % | 38 | % |
(a) | Not annualized for periods less than one year. |
(b) | Annualized for periods less than one year. |
(c) | Portfolio turnover is calculated on the basis of the Portfolio, as a whole, without distinguishing between the classes of shares issued. |
(d) | Per share amounts are based on average shares outstanding. |
(e) | HC Advisors Shares are still offered, but were fully redeemed on May 1, 2019. |
See accompanying notes to financial statements.
284
HC CAPITAL TRUST
Financial Highlights (continued)
Selected data for a share outstanding throughout the periods indicated.
Change in Net Assets | Distributions to Shareholders: | Ratios/Supplementary Data: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Net Realized/ | Total from | Net | Net | Total | Net Asset | Total | Net Assets, | Ratio of | Ratio of | Ratio of Net | Portfolio | |||||||||||||||||||||||||||||||||||||||||||
The Institutional U.S. Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 17.12 | $ | 0.17 | (d) | $ | 6.79 | $ | 6.96 | �� | $ | (0.18 | ) | $ | (1.03 | ) | $ | (1.21 | ) | $ | 22.87 | 41.89 | % | $ | 2,434,118 | 0.28 | % | 0.28 | % | 0.87 | % | 29 | % | |||||||||||||||||||||||
Year Ended June 30, 2020 | 18.53 | 0.23 | (d) | 1.98 | 2.21 | (0.21 | ) | (3.41 | ) | (3.62 | ) | 17.12 | 12.71 | % | 2,724,391 | 0.24 | % | 0.24 | % | 1.36 | % | 74 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 18.25 | 0.24 | (d) | 1.59 | 1.83 | (0.24 | ) | (1.31 | ) | (1.55 | ) | 18.53 | 11.46 | % | 1,535,959 | 0.23 | % | 0.23 | % | 1.31 | % | 70 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 16.10 | 0.18 | 2.82 | 3.00 | (0.18 | ) | (0.67 | ) | (0.85 | ) | 18.25 | 18.97 | % | 1,187,715 | 0.28 | % | 0.28 | % | 1.04 | % | 43 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 14.80 | 0.17 | 2.48 | 2.65 | (0.17 | ) | (1.18 | ) | (1.35 | ) | 16.10 | 19.03 | % | 1,034,294 | 0.29 | % | 0.29 | % | 1.06 | % | 22 | % | ||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(e) | $ | 18.25 | $ | 0.25 | (d) | $ | 0.72 | $ | 0.97 | $ | (0.19 | ) | $ | (1.31 | ) | $ | (1.50 | ) | $ | 17.72 | 6.27 | % | $ | — | 0.48 | % | 0.23 | % | 1.36 | % | 70 | % | ||||||||||||||||||||||||
Year Ended June 30, 2018 | 16.10 | 0.20 | 2.80 | 3.00 | (0.18 | ) | (0.67 | ) | (0.85 | ) | 18.25 | 18.97 | % | 1,026 | 0.53 | % | 0.28 | % | 1.00 | % | 43 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 14.80 | 0.17 | 2.48 | 2.65 | (0.17 | ) | (1.18 | ) | (1.35 | ) | 16.10 | 19.03 | % | 2,008 | 0.54 | % | 0.29 | % | 1.08 | % | 22 | % | ||||||||||||||||||||||||||||||||||
The Small Capitalization-Mid Capitalization Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 23.30 | $ | 0.08 | (d) | $ | 13.58 | $ | 13.66 | $ | (0.11 | ) | $ | — | $ | (0.11 | ) | $ | 36.85 | (f) | 58.67 | % | $ | 97,817 | 0.49 | % | 0.49 | % | 0.25 | % | 32 | % | ||||||||||||||||||||||||
Year Ended June 30, 2020 | 26.25 | 0.15 | (d) | (1.82 | ) | (1.67 | ) | (0.18 | ) | (1.10 | ) | (1.28 | ) | 23.30 | (6.83 | )% | 68,527 | 0.53 | % | 0.52 | % | 0.64 | % | 87 | % | |||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 29.52 | 0.10 | (d) | (0.77 | ) | (0.67 | ) | (0.13 | ) | (2.47 | ) | (2.60 | ) | 26.25 | (0.81 | )% | 95,614 | 0.68 | % | 0.67 | % | 0.36 | % | 79 | % | |||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 25.23 | 0.10 | 4.29 | 4.39 | (0.10 | ) | — | (0.10 | ) | 29.52 | 17.42 | % | 110,489 | 0.77 | % | 0.76 | % | 0.37 | % | 62 | % | |||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 21.04 | 0.02 | 4.20 | 4.22 | (0.03 | ) | — | (0.03 | ) | 25.23 | 20.07 | % | 107,395 | 0.83 | % | 0.82 | % | 0.09 | % | 49 | % | |||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(g) | $ | 29.49 | $ | 0.08 | (d) | $ | (0.97 | ) | $ | (0.89 | ) | $ | (0.10 | ) | $ | (2.47 | ) | $ | (2.57 | ) | $ | 26.03 | (1.62 | )% | $ | — | 0.93 | % | 0.66 | % | 0.27 | % | 79 | % | ||||||||||||||||||||||
Year Ended June 30, 2018 | 25.21 | 0.10 | 4.28 | 4.38 | (0.10 | ) | — | (0.10 | ) | 29.49 | 17.40 | % | 121 | 1.02 | % | 0.76 | % | 0.36 | % | 62 | % | |||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 21.02 | 0.02 | 4.20 | 4.22 | (0.03 | ) | — | (0.03 | ) | 25.21 | 20.09 | % | 141 | 1.08 | % | 0.82 | % | 0.09 | % | 49 | % |
(a) | Not annualized for periods less than one year. |
(b) | Annualized for periods less than one year. |
(c) | Portfolio turnover is calculated on the basis of the Portfolio, as a whole, without distinguishing between the classes of shares issued. |
(d) | Per share amounts are based on average shares outstanding. |
(e) | HC Advisors Shares are still offered, but were fully redeemed on May 13, 2019. |
(f) | The net asset value per share (“NAV”) for financial reporting purposes differs from the NAV reported due to adjustments made in accordance with accounting principles generally accepted in the United States of America. |
(g) | HC Advisors Shares are still offered, but were fully redeemed on May 1, 2019. |
See accompanying notes to financial statements.
285
HC CAPITAL TRUST
Financial Highlights (continued)
Selected data for a share outstanding throughout the periods indicated.
Change in Net Assets | Distributions to Shareholders: | Ratios/Supplementary Data: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Net Realized/ | Total from | Net | Net | Total | Net Asset | Total | Net Assets, | Ratio of | Ratio of | Ratio of Net | Portfolio | |||||||||||||||||||||||||||||||||||||||||||
The ESG Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 10.72 | $ | 0.16 | (d) | $ | 3.98 | $ | 4.14 | $ | (0.17 | ) | $ | (0.13 | ) | $ | (0.30 | ) | $ | 14.56 | 39.02 | % | $ | 170,492 | 0.36 | % | 0.36 | % | 1.28 | % | 8 | % | ||||||||||||||||||||||||
Year Ended June 30, 2020 | 10.92 | 0.18 | (d) | 0.32 | 0.50 | (0.19 | ) | (0.51 | ) | (0.70 | ) | 10.72 | 4.49 | % | 132,452 | 0.36 | % | 0.34 | % | 1.66 | % | 31 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 11.42 | 0.28 | (d) | (0.10 | ) | 0.18 | (0.30 | ) | (0.38 | ) | (0.68 | ) | 10.92 | 2.06 | % | 148,978 | 0.34 | % | 0.34 | % | 2.52 | % | 172 | % | ||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 10.65 | 0.30 | 0.78 | 1.08 | (0.31 | ) | — | (0.31 | ) | 11.42 | 10.16 | % | 166,523 | 0.29 | % | 0.29 | % | 2.69 | % | 16 | % | |||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 9.34 | 0.27 | 1.32 | 1.59 | (0.28 | ) | — | (0.28 | ) | 10.65 | 17.19 | % | 148,643 | 0.35 | % | 0.34 | % | 2.70 | % | 25 | % | |||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(e) | $ | 11.41 | $ | 0.28 | (d) | $ | (0.29 | ) | $ | (0.01 | ) | $ | (0.21 | ) | $ | (0.38 | ) | $ | (0.59 | ) | $ | 10.81 | 0.32 | % | $ | — | 0.60 | % | 0.35 | % | 2.56 | % | 172 | % | ||||||||||||||||||||||
Year Ended June 30, 2018 | 10.64 | 0.30 | 0.78 | 1.08 | (0.31 | ) | — | (0.31 | ) | 11.41 | 10.17 | % | 1 | 0.54 | % | 0.29 | % | 2.67 | % | 16 | % | |||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 9.34 | 0.27 | 1.31 | 1.58 | (0.28 | ) | — | (0.28 | ) | 10.64 | 17.08 | % | 1 | 0.60 | % | 0.34 | % | 2.67 | % | 25 | % | |||||||||||||||||||||||||||||||||||
The Catholic SRI Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 11.63 | $ | 0.19 | (d) | $ | 4.55 | $ | 4.74 | $ | (0.24 | ) | $ | — | $ | (0.24 | ) | $ | 16.13 | 41.00 | % | $ | 28,912 | 0.38 | % | 0.31 | % | 1.38 | % | 42 | % | |||||||||||||||||||||||||
Year Ended June 30, 2020 | 11.84 | 0.21 | (d) | 0.13 | 0.34 | (0.20 | ) | (0.35 | ) | (0.55 | ) | 11.63 | 2.72 | % | 53,083 | 0.42 | % | 0.31 | % | 1.80 | % | 14 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 12.71 | 0.31 | (d) | (0.14 | ) | 0.17 | (0.31 | ) | (0.73 | ) | (1.04 | ) | 11.84 | 2.16 | % | 51,401 | 0.41 | % | 0.31 | % | 2.60 | % | 180 | % | ||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 12.02 | 0.34 | 1.00 | 1.34 | (0.34 | ) | (0.31 | ) | (0.65 | ) | 12.71 | 11.23 | % | 29,413 | 0.37 | % | 0.31 | % | 2.65 | % | 17 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.75 | 0.31 | 1.58 | 1.89 | (0.35 | ) | (0.27 | ) | (0.62 | ) | 12.02 | 18.02 | % | 27,992 | 0.57 | % | 0.31 | % | 2.85 | % | 27 | % | ||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(e) | $ | 12.72 | $ | 0.31 | (d) | $ | (0.39 | ) | $ | (0.08 | ) | $ | (0.20 | ) | $ | (0.73 | ) | $ | (0.93 | ) | $ | 11.71 | 0.07 | % | $ | — | 0.66 | % | 0.31 | % | 2.60 | % | 180 | % | ||||||||||||||||||||||
Year Ended June 30, 2018 | 12.03 | 0.35 | 0.99 | 1.34 | (0.34 | ) | (0.31 | ) | (0.65 | ) | 12.72 | 11.22 | % | 1 | 0.62 | % | 0.31 | % | 2.72 | % | 17 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.76 | 0.32 | 1.57 | 1.89 | (0.35 | ) | (0.27 | ) | (0.62 | ) | 12.03 | 18.00 | % | 1 | 0.82 | % | 0.31 | % | 2.77 | % | 27 | % |
(a) | Not annualized for periods less than one year. |
(b) | Annualized for periods less than one year. |
(c) | Portfolio turnover is calculated on the basis of the Portfolio, as a whole, without distinguishing between the classes of shares issued. |
(d) | Per share amounts are based on average shares outstanding. |
(e) | HC Advisors Shares are still offered, but were fully redeemed on June 14, 2019. |
See accompanying notes to financial statements.
286
HC CAPITAL TRUST
Financial Highlights (continued)
Selected data for a share outstanding throughout the periods indicated.
Change in Net Assets | Distributions to Shareholders: | Ratios/Supplementary Data: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Net Realized/ | Total from | Net | Net | Total | Net Asset | Total | Net Assets, | Ratio of | Ratio of | Ratio of Net | Portfolio | |||||||||||||||||||||||||||||||||||||||||||
The International Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 9.75 | $ | 0.29 | (d) | $ | 2.85 | $ | 3.14 | $ | (0.29 | ) | $ | — | $ | (0.29 | ) | $ | 12.60 | 32.16 | % | $ | 719,981 | 0.25 | % | 0.25 | % | 2.51 | % | 23 | % | |||||||||||||||||||||||||
Year Ended June 30, 2020 | 10.37 | 0.19 | (d) | (0.58 | ) | (0.39 | ) | (0.23 | ) | — | (0.23 | ) | 9.75 | (3.82 | )% | 605,097 | 0.41 | % | 0.41 | % | 1.88 | % | 95 | % | ||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 10.74 | 0.34 | (d) | (0.32 | ) | 0.02 | (0.39 | ) | — | (0.39 | ) | 10.37 | 0.24 | % | 911,059 | 0.47 | % | 0.47 | % | 3.28 | % | 55 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 10.48 | 0.33 | 0.26 | 0.59 | (0.33 | ) | — | (0.33 | ) | 10.74 | 5.60 | % | 1,213,191 | 0.44 | % | 0.44 | % | 2.88 | % | 30 | % | |||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 9.00 | 0.29 | 1.49 | 1.78 | (0.30 | ) | — | (0.30 | ) | 10.48 | 19.75 | % | 1,234,134 | 0.43 | % | 0.42 | % | 2.74 | % | 53 | % | |||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(e) | $ | 10.75 | $ | 0.20 | (d) | $ | (0.17 | ) | $ | 0.03 | $ | (0.03 | ) | $ | (0.03 | ) | $ | (0.03 | ) | $ | 10.75 | 0.31 | % | $ | — | 0.72 | % | 0.46 | % | 1.95 | % | 55 | % | |||||||||||||||||||||||
Year Ended June 30, 2018 | 10.49 | 0.38 | 0.21 | 0.59 | (0.33 | ) | — | (0.33 | ) | 10.75 | 5.60 | % | 1,661 | 0.69 | % | 0.44 | % | 2.77 | % | 30 | % | |||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 9.00 | 0.28 | 1.51 | 1.79 | (0.30 | ) | — | (0.30 | ) | 10.49 | 19.87 | % | 2,222 | 0.68 | % | 0.42 | % | 2.79 | % | 53 | % | |||||||||||||||||||||||||||||||||||
The Institutional International Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 8.85 | $ | 0.18 | (d) | $ | 2.78 | $ | 2.96 | $ | (0.20 | ) | $ | — | $ | (0.20 | ) | $ | 11.61 | 33.57 | % | $ | 1,228,416 | 0.25 | % | 0.25 | % | 1.73 | % | 7 | % | |||||||||||||||||||||||||
Year Ended June 30, 2020 | 9.70 | 0.18 | (d) | (0.83 | ) | (0.65 | ) | (0.20 | ) | — | (0.20 | ) | 8.85 | (6.83 | )% | 1,340,256 | 0.44 | % | 0.44 | % | 1.96 | % | 64 | % | ||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 10.57 | 0.34 | (d) | (0.40 | ) | (0.06 | ) | (0.42 | ) | (0.39 | ) | (0.81 | ) | 9.70 | 0.09 | % | 1,886,176 | 0.42 | % | 0.42 | % | 3.46 | % | 38 | % | |||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 10.38 | 0.35 | 0.26 | 0.61 | (0.40 | ) | (0.02 | ) | (0.42 | ) | 10.57 | 5.77 | % | 2,332,353 | 0.40 | % | 0.40 | % | 3.11 | % | 40 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 8.87 | 0.28 | 1.52 | 1.80 | (0.29 | ) | — | (0.29 | ) | 10.38 | 20.38 | % | 2,452,608 | 0.40 | % | 0.40 | % | 2.83 | % | 53 | % | |||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(f) | $ | 10.56 | $ | 0.22 | (d) | $ | (0.69 | ) | $ | (0.47 | ) | $ | (0.15 | ) | $ | (0.39 | ) | $ | (0.54 | ) | $ | 9.55 | (4.06 | )% | $ | — | 0.67 | % | 0.42 | % | 2.14 | % | 38 | % | ||||||||||||||||||||||
Year Ended June 30, 2018 | 10.37 | 0.30 | 0.31 | 0.61 | (0.40 | ) | (0.02 | ) | (0.42 | ) | 10.56 | 5.78 | % | 1,868 | 0.65 | % | 0.40 | % | 2.78 | % | 40 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 8.86 | 0.28 | 1.52 | 1.80 | (0.29 | ) | — | (0.29 | ) | 10.37 | 20.40 | % | 3,979 | 0.65 | % | 0.40 | % | 2.84 | % | 53 | % | |||||||||||||||||||||||||||||||||||
The Emerging Markets Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 16.96 | $ | 0.25 | (d) | $ | 6.11 | $ | 6.36 | $ | (0.22 | ) | $ | — | $ | (0.22 | ) | $ | 23.10 | 37.62 | % | $ | 963,673 | 0.51 | % | 0.51 | % | 1.20 | % | 8 | % | |||||||||||||||||||||||||
Year Ended June 30, 2020 | 18.14 | 0.48 | (d) | (1.05 | ) | (0.57 | ) | (0.61 | ) | — | (0.61 | ) | 16.96 | (3.44 | )% | 941,171 | 0.51 | % | 0.51 | % | 2.77 | % | 11 | % | ||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 17.78 | 0.39 | (d) | 0.30 | 0.69 | (0.33 | ) | — | (0.33 | ) | 18.14 | 4.11 | % | 1,466,128 | 0.58 | % | 0.58 | % | 2.24 | % | 50 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 17.92 | 0.40 | (d) | (0.13 | ) | 0.27 | (0.41 | ) | — | (0.41 | ) | 17.78 | 1.34 | % | 1,631,863 | 0.67 | % | 0.67 | % | 2.09 | % | 55 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 15.15 | 0.35 | 2.84 | 3.19 | (0.42 | ) | — | �� | (0.42 | ) | 17.92 | 21.51 | % | 1,775,379 | 0.59 | % | 0.59 | % | 2.04 | % | 61 | % | ||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(f) | $ | 17.78 | $ | 0.38 | (d) | $ | (0.58 | ) | $ | (0.20 | ) | $ | (0.33 | ) | $ | — | $ | (0.33 | ) | $ | 17.25 | (0.99 | )% | $ | — | 0.84 | % | 0.59 | % | 2.19 | % | 50 | % | |||||||||||||||||||||||
Year Ended June 30, 2018 | 17.92 | 0.38 | (d) | (0.11 | ) | 0.27 | (0.41 | ) | — | (0.41 | ) | 17.78 | 1.34 | % | 1,451 | 0.92 | % | 0.67 | % | 1.97 | % | 55 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 15.15 | 0.35 | 2.84 | 3.19 | (0.42 | ) | — | (0.42 | ) | 17.92 | 21.51 | % | 2,633 | 0.84 | % | 0.59 | % | 2.04 | % | 61 | % |
* | The expense ratios reflected do not include acquired fund fees and expenses of investment companies, in which a Portfolio invests. |
(a) | Not annualized for periods less than one year. |
(b) | Annualized for periods less than one year. |
(c) | Portfolio turnover is calculated on the basis of the Portfolio, as a whole, without distinguishing between the classes of shares issued. |
(d) | Per share amounts are based on average shares outstanding. |
(e) | HC Advisors Shares are still offered, but were fully redeemed on May 1, 2019. |
(f) | HC Advisors Shares are still offered, but were fully redeemed on May 13, 2019. |
See accompanying notes to financial statements.
287
HC CAPITAL TRUST
Financial Highlights (continued)
Selected data for a share outstanding throughout the periods indicated.
Change in Net Assets | Distributions to Shareholders: | Ratios/Supplementary Data: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Net Realized/ | Total from | Net | Net | Total | Net Asset | Total | Net Assets, | Ratio of | Ratio of | Ratio of Net | Portfolio | |||||||||||||||||||||||||||||||||||||||||||
The Core Fixed Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 10.59 | $ | 0.18 | (d) | $ | (0.17 | ) | $ | 0.01 | $ | (0.21 | ) | $ | (0.12 | ) | $ | (0.33 | ) | $ | 10.27 | 0.09 | % | $ | 66,230 | 0.33 | % | 0.33 | % | 1.71 | % | 38 | %(e) | |||||||||||||||||||||||
Year Ended June 30, 2020 | 9.98 | 0.25 | (d) | 0.62 | 0.87 | (0.26 | ) | — | (0.26 | ) | 10.59 | 8.85 | % | 66,278 | 0.32 | % | 0.32 | % | 2.42 | % | 36 | %(e) | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 9.49 | 0.25 | (d) | 0.51 | 0.76 | (0.27 | ) | — | (0.27 | ) | 9.98 | 8.12 | % | 68,267 | 0.35 | % | 0.35 | % | 2.63 | % | 34 | %(e) | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 9.80 | 0.22 | (0.30 | ) | (0.08 | ) | (0.23 | ) | — | (0.23 | ) | 9.49 | (0.85 | )% | 65,387 | 0.33 | % | 0.33 | % | 2.26 | % | 44 | %(e) | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.01 | 0.19 | (0.18 | ) | 0.01 | (0.22 | ) | — | (0.22 | ) | 9.80 | 0.07 | % | 85,653 | 0.33 | % | 0.33 | % | 1.97 | % | 46 | %(e) | ||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(f) | $ | 9.49 | $ | 0.25 | (d) | $ | 0.23 | $ | 0.48 | $ | (0.22 | ) | $ | — | $ | (0.22 | ) | $ | 9.75 | 5.14 | % | $ | — | 0.60 | % | 0.35 | % | 2.63 | % | 34 | %(e) | |||||||||||||||||||||||||
Year Ended June 30, 2018 | 9.79 | 0.23 | (0.30 | ) | (0.07 | ) | (0.23 | ) | — | (0.23 | ) | 9.49 | (0.75 | )% | 1,362 | 0.58 | % | 0.33 | % | 2.25 | % | 44 | %(e) | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.01 | 0.20 | (0.20 | ) | — | (0.22 | ) | — | (0.22 | ) | 9.79 | (0.03 | )% | 2,942 | 0.58 | % | 0.33 | % | 1.97 | % | 46 | %(e) | ||||||||||||||||||||||||||||||||||
The Corporate Opportunities Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 7.14 | $ | 0.01 | (d) | $ | 0.93 | $ | 0.94 | $ | (0.01 | ) | $ | — | $ | (0.01 | ) | $ | 8.07 | 13.17 | % | $ | 307,343 | 0.21 | % | 0.21 | % | 0.12 | % | 123 | % | |||||||||||||||||||||||||
Year Ended June 30, 2020 | 7.01 | (g) | 0.20 | (d) | 0.16 | 0.36 | (0.23 | ) | — | (0.23 | ) | 7.14 | 5.23 | % | 436,857 | 0.32 | % | 0.32 | % | 2.81 | % | 40 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 6.85 | 0.40 | (d) | 0.17 | 0.57 | (0.41 | ) | — | (0.41 | ) | 7.01 | (g) | 8.62 | % | 597,848 | 0.47 | % | 0.47 | % | 5.81 | % | 52 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 6.95 | 0.38 | (0.10 | ) | 0.28 | (0.38 | ) | — | (0.38 | ) | 6.85 | 4.06 | % | 673,271 | 0.44 | % | 0.44 | % | 5.46 | % | 38 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 6.62 | 0.39 | 0.33 | 0.72 | (0.39 | ) | — | (0.39 | ) | 6.95 | 11.07 | % | 673,681 | 0.43 | % | 0.43 | % | 5.53 | % | 41 | % | |||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(f) | $ | 6.85 | $ | 0.39 | (d) | $ | 0.05 | $ | 0.44 | $ | (0.30 | ) | $ | — | $ | (0.30 | ) | $ | 6.99 | 6.61 | % | $ | — | 0.72 | % | 0.47 | % | 5.74 | % | 52 | % | |||||||||||||||||||||||||
Year Ended June 30, 2018 | 6.95 | 0.42 | (0.14 | ) | 0.28 | (0.38 | ) | — | (0.38 | ) | 6.85 | 4.06 | % | 362 | 0.69 | % | 0.44 | % | 5.43 | % | 38 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 6.62 | 0.38 | 0.34 | 0.72 | (0.39 | ) | — | (0.39 | ) | 6.95 | 11.08 | % | 789 | 0.68 | % | 0.43 | % | 5.54 | % | 41 | % | |||||||||||||||||||||||||||||||||||
The U.S. Government Fixed Income Securities Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 10.83 | $ | 0.15 | (d) | $ | (0.50 | ) | $ | (0.35 | ) | $ | (0.15 | ) | $ | (0.34 | ) | $ | (0.49 | ) | $ | 9.99 | (3.30 | )% | $ | 256,466 | 0.20 | % | 0.20 | % | 1.47 | % | 67 | % | ||||||||||||||||||||||
Year Ended June 30, 2020 | 10.03 | 0.21 | (d) | 0.80 | 1.01 | (0.21 | ) | — | (0.21 | ) | 10.83 | 10.21 | % | 305,689 | 0.19 | % | 0.19 | % | 1.99 | % | 58 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 9.59 | 0.21 | (d) | 0.44 | 0.65 | (0.21 | ) | — | (0.21 | ) | 10.03 | 6.87 | % | 305,531 | 0.20 | % | 0.20 | % | 2.22 | % | 31 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 9.84 | 0.17 | (0.25 | ) | (0.08 | ) | (0.17 | ) | — | (0.17 | ) | 9.59 | (0.79 | )% | 233,377 | 0.19 | % | 0.19 | % | 1.81 | % | 33 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.30 | 0.15 | (0.36 | ) | (0.21 | ) | (0.15 | ) | (0.10 | ) | (0.25 | ) | 9.84 | (2.03 | )% | 215,595 | 0.19 | % | 0.19 | % | 1.47 | % | 47 | % |
(a) | Not annualized for periods less than one year. |
(b) | Annualized for periods less than one year. |
(c) | Portfolio turnover is calculated on the basis of the Portfolio, as a whole, without distinguishing between the classes of shares issued. |
(d) | Per share amounts are based on average shares outstanding. |
(e) | Portfolio turnover does not include TBA security transactions. |
(f) | HC Advisors Shares are still offered, but were fully redeemed on May 13, 2019. |
(g) | The net asset value per share (“NAV”) for financial reporting purposes differs from the NAV reported due to adjustments made in accordance with accounting principles generally accepted in the United States of America. |
See accompanying notes to financial statements.
288
HC CAPITAL TRUST
Financial Highlights (continued)
Selected data for a share outstanding throughout the periods indicated.
Change in Net Assets | Distributions to Shareholders: | Ratios/Supplementary Data: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Net Realized/ | Total from | Net | Net | Total | Net Asset | Total | Net Assets, | Ratio of | Ratio of | Ratio of Net | Portfolio | |||||||||||||||||||||||||||||||||||||||||||
The Inflation Protected Securities Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 10.81 | $ | 0.20 | (d) | $ | 0.10 | $ | 0.30 | $ | (0.14 | ) | $ | (0.02 | ) | $ | (0.16 | ) | $ | 10.95 | 2.79 | % | $ | 27,039 | 0.18 | % | 0.18 | % | 1.85 | % | 20 | % | ||||||||||||||||||||||||
Year Ended June 30, 2020 | 10.19 | 0.07 | (d) | 0.71 | 0.78 | (0.16 | ) | — | (0.16 | ) | 10.81 | 7.77 | % | 393,885 | 0.17 | % | 0.17 | % | 0.71 | % | 20 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 9.98 | 0.23 | (d) | 0.22 | 0.45 | (0.24 | ) | — | (0.24 | ) | 10.19 | 4.59 | % | 357,229 | 0.17 | % | 0.17 | % | 2.29 | % | 20 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 10.03 | 0.26 | (0.08 | ) | 0.18 | (0.23 | ) | — | (0.23 | ) | 9.98 | 1.83 | % | 401,456 | 0.16 | % | 0.16 | % | 2.66 | % | 21 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.40 | 0.27 | (0.35 | ) | (0.08 | ) | (0.29 | ) | — | (0.29 | ) | 10.03 | (0.81 | )% | 361,996 | 0.15 | % | 0.15 | % | 2.31 | % | 22 | % | |||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(e) | $ | 9.98 | $ | 0.21 | (d) | $ | 0.12 | $ | 0.33 | $ | (0.18 | ) | $ | — | $ | (0.18 | ) | $ | 10.13 | 3.42 | % | $ | — | 0.42 | % | 0.17 | % | 2.14 | % | 20 | % | |||||||||||||||||||||||||
Year Ended June 30, 2018 | 10.02 | 0.27 | (0.08 | ) | 0.19 | (0.23 | ) | — | (0.23 | ) | 9.98 | 1.93 | % | 1 | 0.41 | % | 0.16 | % | 2.70 | % | 21 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.39 | 0.23 | (0.31 | ) | (0.08 | ) | (0.29 | ) | — | (0.29 | ) | 10.02 | (0.81 | )% | 1 | 0.40 | % | 0.15 | % | 2.28 | % | 22 | % | |||||||||||||||||||||||||||||||||
The U.S. Corporate Fixed Income Securities Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 10.92 | $ | 0.30 | (d) | $ | 0.05 | $ | 0.35 | $ | (0.31 | ) | $ | (0.30 | ) | $ | (0.61 | ) | $ | 10.66 | 3.21 | % | $ | 270,435 | 0.23 | % | 0.23 | % | 2.77 | % | 46 | % | ||||||||||||||||||||||||
Year Ended June 30, 2020 | 10.29 | 0.32 | (d) | 0.70 | 1.02 | (0.32 | ) | (0.07 | ) | (0.39 | ) | 10.92 | 10.10 | % | 347,653 | 0.21 | % | 0.21 | % | 3.04 | % | 43 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 9.59 | 0.34 | (d) | 0.70 | 1.04 | (0.34 | ) | — | (0.34 | ) | 10.29 | 11.07 | % | 312,255 | 0.21 | % | 0.21 | % | 3.47 | % | 25 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 10.03 | 0.29 | (0.41 | ) | (0.12 | ) | (0.29 | ) | (0.03 | ) | (0.32 | ) | 9.59 | (1.21 | )% | 286,956 | 0.20 | % | 0.20 | % | 3.00 | % | 45 | % | ||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.16 | 0.26 | (0.10 | ) | 0.16 | (0.26 | ) | (0.03 | ) | (0.29 | ) | 10.03 | 1.62 | % | 254,908 | 0.19 | % | 0.19 | % | 2.59 | % | 40 | % | |||||||||||||||||||||||||||||||||
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 9.80 | $ | 0.09 | (d) | $ | (0.14 | ) | $ | (0.05 | ) | $ | (0.20 | ) | $ | — | $ | (0.20 | ) | $ | 9.55 | (0.51 | )% | $ | 215,034 | 0.23 | % | 0.23 | % | 0.96 | % | 46 | %(f) | |||||||||||||||||||||||
Year Ended June 30, 2020 | 9.57 | 0.20 | (d) | 0.28 | 0.48 | (0.25 | ) | — | (0.25 | ) | 9.80 | 5.12 | % | 249,509 | 0.22 | % | 0.22 | % | 2.04 | % | 32 | %(f) | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 9.32 | 0.24 | (d) | 0.28 | 0.52 | (0.27 | ) | — | (0.27 | ) | 9.57 | 5.70 | % | 216,403 | 0.24 | % | 0.24 | % | 2.60 | % | 15 | %(f) | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 9.59 | 0.21 | (0.23 | ) | (0.02 | ) | (0.25 | ) | — | (0.25 | ) | 9.32 | (0.20 | )% | 205,138 | 0.23 | % | 0.23 | % | 2.24 | % | 17 | %(f) | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 9.88 | 0.18 | (0.22 | ) | (0.04 | ) | (0.25 | ) | — | (0.25 | ) | 9.59 | (0.38 | )% | 183,834 | 0.22 | % | 0.22 | % | 1.86 | % | 18 | %(f) | |||||||||||||||||||||||||||||||||
The Short-Term Municipal Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 10.05 | $ | 0.09 | (d) | $ | (0.04 | ) | $ | 0.05 | $ | (0.09 | ) | $ | — | (g) | $ | (0.09 | ) | $ | 10.01 | 0.51 | % | $ | 150,484 | 0.28 | % | 0.28 | % | 0.91 | % | 18 | % | |||||||||||||||||||||||
Year Ended June 30, 2020 | 9.93 | 0.14 | (d) | 0.12 | 0.26 | (0.14 | ) | — | (0.14 | ) | 10.05 | 2.68 | % | 135,065 | 0.28 | % | 0.28 | % | 1.44 | % | 21 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 9.80 | 0.15 | (d) | 0.13 | 0.28 | (0.15 | ) | — | (0.15 | ) | 9.93 | 2.88 | % | 106,274 | 0.28 | % | 0.28 | % | 1.56 | % | 15 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 9.87 | 0.11 | (0.08 | ) | 0.03 | (0.10 | ) | — | (0.10 | ) | 9.80 | 0.34 | % | 79,612 | 0.33 | % | 0.33 | % | 1.23 | % | 19 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 9.96 | 0.10 | (0.09 | ) | 0.01 | (0.10 | ) | — | (0.10 | ) | 9.87 | 0.12 | % | 17,788 | 0.35 | % | 0.35 | % | 1.05 | % | 25 | % |
(a) | Not annualized for periods less than one year. |
(b) | Annualized for periods less than one year. |
(c) | Portfolio turnover is calculated on the basis of the Portfolio, as a whole, without distinguishing between the classes of shares issued. |
(d) | Per share amounts are based on average shares outstanding. |
(e) | HC Advisors Shares are still offered, but were fully redeemed on June 14, 2019. |
(f) | Portfolio turnover does not include TBA security transactions. |
(g) | Amounts round to less than $0.005 per share. |
See accompanying notes to financial statements.
289
HC CAPITAL TRUST
Financial Highlights (concluded)
Selected data for a share outstanding throughout the periods indicated.
Change in Net Assets | Distributions to Shareholders: | Ratios/Supplementary Data: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Net Realized/ | Total from | Net | Net | Total | Net Asset | Total | Net Assets, | Ratio of | Ratio of | Ratio of Net | Portfolio | |||||||||||||||||||||||||||||||||||||||||||
The Intermediate Term Municipal Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 10.32 | $ | 0.17 | (d) | $ | 0.11 | $ | 0.28 | $ | (0.18 | ) | $ | — | $ | (0.18 | ) | $ | 10.42 | 2.70 | % | $ | 388,073 | 0.30 | % | 0.30 | % | 1.61 | % | 17 | % | |||||||||||||||||||||||||
Year Ended June 30, 2020 | 10.21 | 0.20 | (d) | 0.12 | 0.32 | (0.20 | ) | (0.01 | ) | (0.21 | ) | 10.32 | 3.21 | % | 391,308 | 0.31 | % | 0.31 | % | 1.92 | % | 36 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 9.90 | 0.22 | (d) | 0.31 | 0.53 | (0.22 | ) | — | (0.22 | ) | 10.21 | 5.45 | % | 393,097 | 0.32 | % | 0.32 | % | 2.21 | % | 27 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 10.08 | 0.19 | (0.18 | ) | 0.01 | (0.19 | ) | — | (0.19 | ) | 9.90 | 0.13 | % | 383,200 | 0.29 | % | 0.29 | % | 1.94 | % | 26 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.25 | 0.20 | (0.17 | ) | 0.03 | (0.20 | ) | — | (0.20 | ) | 10.08 | 0.28 | % | 385,133 | 0.28 | % | 0.28 | % | 1.94 | % | 20 | % | ||||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(e) | $ | 9.90 | $ | 0.22 | (d) | $ | 0.32 | $ | 0.54 | $ | (0.19 | ) | $ | — | $ | (0.19 | ) | $ | 10.25 | 5.48 | % | $ | — | 0.57 | % | 0.31 | % | 2.20 | % | 27 | % | |||||||||||||||||||||||||
Year Ended June 30, 2018 | 10.08 | 0.20 | (0.19 | ) | 0.01 | (0.19 | ) | — | (0.19 | ) | 9.90 | 0.14 | % | 1,008 | 0.54 | % | 0.29 | % | 1.94 | % | 26 | % | ||||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.25 | 0.20 | (0.17 | ) | 0.03 | (0.20 | ) | — | (0.20 | ) | 10.08 | 0.28 | % | 1,437 | 0.53 | % | 0.28 | % | 1.94 | % | 20 | % | ||||||||||||||||||||||||||||||||||
The Intermediate Term Municipal Bond II Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
HC Strategic Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended June 30, 2021 | $ | 10.54 | $ | 0.19 | (d) | $ | 0.11 | $ | 0.30 | $ | (0.19 | ) | $ | (0.01 | ) | $ | (0.20 | ) | $ | 10.64 | 2.92 | % | $ | 89,738 | 0.32 | % | 0.32 | % | 1.80 | % | 39 | % | ||||||||||||||||||||||||
Year Ended June 30, 2020 | 10.38 | 0.20 | (d) | 0.18 | 0.38 | (0.21 | ) | (0.01 | ) | (0.22 | ) | 10.54 | 3.69 | % | 79,986 | 0.30 | % | 0.30 | % | 1.95 | % | 8 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2019 | 10.09 | 0.22 | (d) | 0.30 | 0.52 | (0.22 | ) | (0.01 | ) | (0.23 | ) | 10.38 | 5.26 | % | 78,705 | 0.31 | % | 0.31 | % | 2.16 | % | 17 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2018 | 10.30 | 0.22 | (0.21 | ) | 0.01 | (0.22 | ) | — | (f) | (0.22 | ) | 10.09 | 0.07 | % | 77,455 | 0.27 | % | 0.27 | % | 2.14 | % | 22 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.58 | 0.22 | (0.27 | ) | (0.05 | ) | (0.22 | ) | (0.01 | ) | (0.23 | ) | 10.30 | (0.41 | )% | 74,163 | 0.27 | % | 0.27 | % | 2.13 | % | 15 | % | ||||||||||||||||||||||||||||||||
HC Advisors Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended June 30, 2019(e) | $ | 10.09 | $ | 0.22 | (d) | $ | 0.05 | $ | 0.27 | $ | (0.18 | ) | $ | (0.01 | ) | $ | (0.19 | ) | $ | 10.17 | 2.78 | % | $ | — | 0.56 | % | 0.30 | % | 2.18 | % | 17 | % | ||||||||||||||||||||||||
Year Ended June 30, 2018 | 10.30 | 0.22 | (0.21 | ) | 0.01 | (0.22 | ) | — | (f) | (0.22 | ) | 10.09 | 0.07 | % | 260 | 0.52 | % | 0.27 | % | 2.13 | % | 22 | % | |||||||||||||||||||||||||||||||||
Year Ended June 30, 2017 | 10.59 | 0.22 | (0.28 | ) | (0.06 | ) | (0.22 | ) | (0.01 | ) | (0.23 | ) | 10.30 | (0.50 | )% | 372 | 0.52 | % | 0.27 | % | 2.13 | % | 15 | % |
* | The expense ratios reflected do not include acquired fund fees and expenses of investment companies, in which a Portfolio invests. |
(a) | Not annualized for periods less than one year. |
(b) | Annualized for periods less than one year. |
(c) | Portfolio turnover is calculated on the basis of the Portfolio, as a whole, without distinguishing between the classes of shares issued. |
(d) | Per share amounts are based on average shares outstanding. |
(e) | HC Advisors Shares are still offered, but were fully redeemed on May 1, 2019. |
(f) | Amount rounds to less than $0.005 per shares. |
See accompanying notes to financial statements.
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Notes to Financial Statements — June 30, 2021
1. DESCRIPTION. HC Capital Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management series investment company. The Trust is a Delaware statutory trust which was organized on December 15, 1994. As of June 30, 2021, the Trust offered eighteen separate investment portfolios: The Value Equity Portfolio (“Value Portfolio”), The Growth Equity Portfolio (“Growth Portfolio”), The Institutional U.S. Equity Portfolio (“Institutional U.S. Portfolio”), The Small Capitalization-Mid Capitalization Equity Portfolio (“Small Cap-Mid Cap Portfolio”), The ESG Growth Portfolio (“ESG Growth Portfolio”), The Catholic SRI Growth Portfolio (“Catholic SRI Growth Portfolio”), The International Equity Portfolio (“International Portfolio”), The Institutional International Equity Portfolio (“Institutional International Portfolio”), The Emerging Markets Portfolio (“Emerging Markets Portfolio”), The Core Fixed Income Portfolio (“Core Fixed Income Portfolio”), The Corporate Opportunities Portfolio (“Corporate Opportunities Portfolio”) (formerly, The Fixed Income Opportunity Portfolio), The U.S. Government Fixed Income Securities Portfolio (“U.S. Government Fixed Income Portfolio”), The Inflation Protected Securities Portfolio (“Inflation Protected Portfolio”), The U.S. Corporate Fixed Income Securities Portfolio (“U.S. Corporate Fixed Income Portfolio”), The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio (“U.S. Mortgage/Asset Backed Fixed Income Portfolio”), The Short-Term Municipal Bond Portfolio (“Short-Term Municipal Portfolio”), The Intermediate Term Municipal Bond Portfolio (“Intermediate Municipal Portfolio”), and The Intermediate Term Municipal Bond II Portfolio (“Intermediate Municipal II Portfolio) (each a “Portfolio” and collectively the “Portfolios”).
Each Portfolio is authorized to issue an unlimited number of shares of beneficial interest with a par value of $0.001 each in two classes of shares: HC Advisors Shares and HC Strategic Shares. As of June 30, 2021, the HC Advisors Shares were not active for any of the Portfolios. Each class of shares for each of the Portfolios has identical rights and privileges except with respect to voting rights on matters affecting a single class of shares. The Trust’s investment adviser is HC Capital Solutions (the “Adviser”), an operating division of Hirtle Callaghan & Co., LLC.
As of June 30, 2021, all Portfolios in the Trust are diversified Portfolios under the 1940 Act.
As is customary, the Trust’s organizational documents permit the Trust to indemnify its officers and trustees against certain liabilities under certain circumstances. In addition, in the normal course of business, the Trust enters into contracts with its vendors and others that also permit the indemnification of parties to the contract under certain circumstances. The Trust’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Trust.
2. SIGNIFICANT ACCOUNTING POLICIES. The following is a summary of the significant accounting policies followed by the Portfolios in the preparation of their financial statements. The Portfolios are investment companies and follow accounting and reporting guidance under Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) Topic 946, “Financial Services — Investment Companies.” The policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). The presentation of the Portfolios’ financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities at the date of the financial statements and the reported amounts of income and expenses for the period. Actual results could differ from those estimates.
A. Portfolio Valuation. The net asset value (“NAV”) per share of each Portfolio is determined at the close of regular trading on the New York Stock Exchange (“NYSE”), normally at 4:00 p.m. Eastern time, on days the NYSE is open. Each class’s NAV per share is calculated by adding the market value or fair value, as applicable, of all securities and other assets of the Portfolio, subtracting its liabilities and dividing the result by the number of its outstanding shares.
B. Securities Valuation. Security values are ordinarily obtained through the use of independent pricing services in accordance with procedures adopted by the Trust’s Board of Trustees (the “Board”). Pursuant to such procedures, the Portfolios may use a pricing service, bank, or broker-dealer experienced in such matters to value the Portfolio’s securities. When reliable market quotations are not readily available for any security, the fair value of that security will be determined by a committee established by the Board in accordance with procedures adopted by the Board. The fair valuation process is designed to value the security at the price the Portfolio would reasonably expect to receive upon its current sale. Additional consideration is given to securities that have experienced a decrease in the volume or level of activity or to circumstances that indicate that a transaction is not orderly.
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Notes to Financial Statements (continued) — June 30, 2021
For disclosure purposes, the Trust has a three-tier fair value hierarchy that is dependent upon the observability of various “inputs” used to determine the value of the Portfolios’ investments. These inputs are summarized in the three broad levels listed below:
● | Level 1 — quoted prices in active markets for identical assets |
● | Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
● | Level 3 — significant unobservable inputs (including a Portfolio’s own assumptions in determining the fair value of investments) |
Changes in valuation techniques may result in transfer in and out of an assigned level within the fair value hierarchy. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities.
Equity Securities (Common and Preferred Stock, Exchange-Traded Funds and Closed-End Funds): Readily marketable portfolio securities listed on a securities exchange, including Nasdaq, are valued at the closing price on the exchange or at the Nasdaq Official Closing Price. If there have been no sales on such exchange, the securities are valued at the closing bid price. In each of these situations, valuations are typically categorized as Level 1 in the fair value hierarchy. Readily marketable securities traded only in the over-the-counter market are valued at the closing price and are typically categorized as Level 1 in the fair value hierarchy, or, if there have been no sales, are valued at the mean of the last reported bid and asked prices and are typically categorized as Level 2 in the fair value hierarchy.
Securities listed on a foreign exchange are valued at the closing price on that exchange provided that where the prices of such securities are denominated in foreign currencies, such prices are converted into U.S. dollars at the bid price of such currencies against U.S. dollars at the time of the NAV calculation. If there have been no sales on such exchange, the security is valued at the closing bid price. In each of these situations, valuations are typically categorized as Level 1 in the fair value hierarchy. Fair value pricing may be used if events materially affecting the value of foreign securities occur between the time when the exchange on which they are traded closes and the time when the NAV is calculated. Such securities may be valued at fair value in accordance with procedures adopted by the Board. Management identifies possible fluctuations in international securities by monitoring the increase or decrease in the value of a designated benchmark index. In the event of an increase or decrease greater than predetermined levels, a Portfolio may use a systematic valuation model provided by an independent third party to fair value its international securities. Such systematic valuations are typically categorized as Level 2 in the fair value hierarchy.
Mutual Funds: Mutual funds are valued at their respective daily net asset value and are typically categorized as Level 1 in the fair value hierarchy.
Fixed Income Securities (Corporate, Municipal and Foreign Bonds, U.S. Government and Agency Securities and Inflation Indexed Bonds): Fixed income securities are valued using various inputs including benchmark yields, reported trades, broker/ dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, offers, reference data, and industry and market events, and are typically categorized as Level 2 in the fair value hierarchy.
Asset-Backed and Mortgage-Backed Securities: In addition to the inputs discussed above for fixed-income securities, asset-backed and mortgage-backed securities are valued using new issue data, monthly payment information and collateral performance, and are typically categorized as Level 2 in the fair value hierarchy.
Short-Term Obligations: Short-term obligations with maturities of 60 days or less may also be valued at amortized cost, which constitutes fair value as determined by the Board. Such securities are typically categorized as Level 2 in the fair value hierarchy.
Loan Participations and Assignments: Loan participations and assignments for which a secondary trading market exists are valued using prices or quotations provided by banks, dealers or pricing services and are typically categorized as Level 2 in the fair value hierarchy. To the extent a secondary trading market does not exist, loan participations and assignments are valued in accordance with procedures adopted by the Board, utilizing unobservable input evaluations from the investment manager of the lender and taking into consideration, among other factors: (i) the creditworthiness of the borrower and the lender; (ii) the
292
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Notes to Financial Statements (continued) — June 30, 2021
current interest rate; period until next rate reset and maturity of the loan; (iii) currently available prices in the market for similar loans; and (iv) currently available prices in the market for instruments of similar quality, rate, period until next interest rate reset and maturity and are typically categorized as Level 3 in the fair value hierarchy.
Derivative Instruments (Futures, Options, Swaps and Forward Currency Contracts): Swaps are valued using interdealer broker rates, benchmark yields, and swap details and are typically categorized as Level 2 in the fair value hierarchy. Exchange traded futures, swaps and options are valued using quoted prices from the exchange and are typically categorized as Level 1 in the fair value hierarchy. Forward currency contracts are valued using market quotes posted by major currency dealers and are typically categorized as Level 2 in the fair value hierarchy.
The following is a summary of the inputs used to value the following Portfolios’ securities as of June 30, 2021 (amounts in thousands). The breakdown of investment categorization is disclosed in the Schedule of Portfolio Investments for each Portfolio.
Portfolio | LEVEL 1 – | LEVEL 2 – | LEVEL 3 – | Total | ||||||||||||
Value Portfolio | ||||||||||||||||
Common Stocks | $ | 691,708 | $ | — | $ | — | $ | 691,708 | ||||||||
Investment Company | 2,095 | — | — | 2,095 | ||||||||||||
Purchased Options | 101 | — | — | 101 | ||||||||||||
Total Investment Securities | $ | 693,904 | $ | — | $ | — | $ | 693,904 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
Futures | $ | 11 | $ | — | $ | — | $ | 11 | ||||||||
Written Options | (161 | ) | — | — | (161 | ) | ||||||||||
Total Investments | $ | 693,754 | $ | — | $ | — | $ | 693,754 | ||||||||
Growth Portfolio | ||||||||||||||||
Common Stocks | $ | 919,735 | $ | — | $ | — | $ | 919,735 | ||||||||
Investment Companies | 6,385 | — | — | 6,385 | ||||||||||||
Purchased Options | 146 | — | — | 146 | ||||||||||||
Total Investment Securities | $ | 926,266 | $ | — | $ | — | $ | 926,266 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
Futures | $ | 376 | $ | — | $ | — | $ | 376 | ||||||||
Written Options | (222 | ) | — | — | (222 | ) | ||||||||||
Total Investments | $ | 926,420 | $ | — | $ | — | $ | 926,420 | ||||||||
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Notes to Financial Statements (continued) — June 30, 2021
Portfolio | LEVEL 1 – | LEVEL 2 – | LEVEL 3 – | Total | ||||||||||||
Institutional U.S. Portfolio | ||||||||||||||||
Common Stocks | $ | 2,118,230 | $ | — | $ | — | $ | 2,118,230 | ||||||||
Contingent Right | — | — | — | 2 | — | |||||||||||
U.S. Treasury Obligations | — | 104 | — | 104 | ||||||||||||
Exchange-Traded Fund | 1,908 | — | — | 1,908 | ||||||||||||
Investment Companies | 200,266 | — | — | 200,266 | ||||||||||||
Purchased Options | 1,192 | — | — | 1,192 | ||||||||||||
Total Investment Securities | $ | 2,321,596 | $ | 104 | $ | — | $ | 2,321,700 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
Futures | $ | 3,776 | $ | — | $ | — | $ | 3,776 | ||||||||
Written Options | (1,780 | ) | — | — | (1,780 | ) | ||||||||||
Total Investments | $ | 2,323,592 | $ | 104 | $ | — | $ | 2,323,696 | ||||||||
Small Cap-Mid Cap Portfolio | ||||||||||||||||
Common Stocks | $ | 90,931 | $ | 5 | $ | — | $ | 90,936 | ||||||||
Contingent Rights | 150 | — | — | 2 | 150 | |||||||||||
Investment Companies | 6,937 | — | — | 6,937 | ||||||||||||
Total Investment Securities | $ | 98,018 | $ | 5 | $ | — | $ | 98,023 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
Future | $ | (64 | ) | $ | — | $ | — | $ | (64 | ) | ||||||
Total Investments | $ | 97,954 | $ | 5 | $ | — | $ | 97,959 | ||||||||
ESG Growth Portfolio | ||||||||||||||||
Common Stocks | $ | 166,226 | $ | — | $ | — | 2 | $ | 166,226 | |||||||
Preferred Stocks | 100 | — | — | 100 | ||||||||||||
Right | 1 | — | — | 1 | ||||||||||||
Investment Company | 2,716 | — | — | 2,716 | ||||||||||||
Total Investment Securities | $ | 169,043 | $ | — | $ | — | $ | 169,043 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
Futures | $ | (3 | ) | $ | — | $ | — | $ | (3 | ) | ||||||
Total Investments | $ | 169,040 | $ | — | $ | — | $ | 169,040 | ||||||||
Catholic SRI Growth Portfolio | ||||||||||||||||
Common Stocks | $ | 28,747 | $ | — | $ | — | 2 | $ | 28,747 | |||||||
Preferred Stocks | 58 | — | — | 58 | ||||||||||||
Right | — | — | — | — | ||||||||||||
Investment Companies | 103 | — | — | 103 | ||||||||||||
Total Investment Securities | $ | 28,908 | $ | — | $ | — | $ | 28,908 | ||||||||
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Notes to Financial Statements (continued) — June 30, 2021
Portfolio | LEVEL 1 – | LEVEL 2 – | LEVEL 3 – | Total | ||||||||||||
International Portfolio | ||||||||||||||||
Common Stocks | $ | 690,154 | $ | 113 | $ | — | 2 | $ | 690,267 | |||||||
Preferred Stocks | 4,229 | — | — | 4,229 | ||||||||||||
Right | 15 | — | — | 15 | ||||||||||||
Investment Companies | 14,229 | — | — | 14,229 | ||||||||||||
Purchased Options | 94 | — | — | 94 | ||||||||||||
Total Investment Securities | $ | 708,721 | $ | 113 | $ | — | $ | 708,834 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
Future | $ | (128 | ) | $ | — | $ | — | $ | (128 | ) | ||||||
Written Options | (157 | ) | — | — | (157 | ) | ||||||||||
Total Investments | $ | 708,436 | $ | 113 | $ | — | $ | 708,549 | ||||||||
Institutional International Portfolio | ||||||||||||||||
Common Stocks | $ | 902,544 | $ | — | $ | — | 2 | $ | 902,544 | |||||||
Preferred Stocks | 5,629 | — | — | 5,629 | ||||||||||||
Rights | 62 | — | — | 62 | ||||||||||||
U.S. Treasury Obligations | — | 324 | — | 324 | ||||||||||||
Investment Companies | 301,506 | — | — | 301,506 | ||||||||||||
Purchased Options | 559 | — | — | 559 | ||||||||||||
Total Investment Securities | $ | 1,210,300 | $ | 324 | $ | — | $ | 1,210,624 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
Future | $ | (4,431 | ) | $ | — | $ | — | $ | (4,431 | ) | ||||||
Written Options | (850 | ) | — | — | (850 | ) | ||||||||||
Total Investments | $ | 1,205,019 | $ | 324 | $ | — | $ | 1,205,343 | ||||||||
Emerging Markets Portfolio | ||||||||||||||||
Common Stocks | $ | 797,437 | $ | 7,585 | $ | — | 2 | $ | 805,022 | |||||||
Preferred Stocks | 8,714 | — | — | 8,714 | ||||||||||||
U.S. Treasury Obligations | — | 334 | — | 334 | ||||||||||||
Investment Companies | 65,327 | — | — | 65,327 | ||||||||||||
Purchased Options | 137 | — | — | 137 | ||||||||||||
Total Investment Securities | $ | 871,615 | $ | 7,919 | $ | — | $ | 879,534 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
Future | $ | (234 | ) | $ | — | $ | — | $ | (234 | ) | ||||||
Written Options | (214 | ) | — | — | (214 | ) | ||||||||||
Total Return Swaps | — | 1,579 | — | 1,579 | ||||||||||||
Total Investments | $ | 871,167 | $ | 9,498 | $ | — | $ | 880,665 | ||||||||
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Notes to Financial Statements (continued) — June 30, 2021
Portfolio | LEVEL 1 – | LEVEL 2 – | LEVEL 3 – | Total | ||||||||||||
Core Fixed Income Portfolio | ||||||||||||||||
Asset Backed Securities | $ | — | $ | 56 | $ | — | $ | 56 | ||||||||
Collateralized Mortgage Obligations | — | 1,156 | — | 1,156 | ||||||||||||
U.S. Government Agency Mortgages | — | 13,689 | — | 13,689 | ||||||||||||
U.S. Government Agency Securities | — | 767 | — | 767 | ||||||||||||
Corporate Bonds | — | 24,778 | — | 24,778 | ||||||||||||
U.S. Treasury Obligations | — | 19,811 | — | 19,811 | ||||||||||||
Yankee Dollars | — | 3,350 | — | 3,350 | ||||||||||||
Investment Companies | 4,413 | — | — | 4,413 | ||||||||||||
Total Investment Securities | $ | 4,413 | $ | 63,607 | $ | — | $ | 68,020 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
TBA Sale Commitments | $ | — | $ | (158 | ) | $ | — | $ | (158 | ) | ||||||
Total Investments | $ | 4,413 | $ | 63,449 | $ | — | $ | 67,862 | ||||||||
Corporate Opportunities Portfolio | ||||||||||||||||
Common Stock | $ | — | $ | — | $ | — | 2 | $ | — | |||||||
Loan Participations and Assignments | — | — | 14,958 | 14,958 | ||||||||||||
Investment Companies | 286,583 | — | — | 286,583 | ||||||||||||
Total Investment Securities | $ | 286,583 | $ | — | $ | 14,958 | $ | 301,541 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
Futures | $ | 1,372 | $ | — | $ | — | $ | 1,372 | ||||||||
Total Investments | $ | 287,955 | $ | — | $ | 14,958 | $ | 302,913 | ||||||||
U.S. Government Fixed Income Portfolio | ||||||||||||||||
U.S. Government Agency Securities | $ | — | $ | 9,272 | $ | — | $ | 9,272 | ||||||||
U.S. Treasury Obligations | — | 237,365 | — | 237,365 | ||||||||||||
Yankee Dollar | — | 128 | — | 128 | ||||||||||||
Investment Company | 8,586 | — | — | 8,586 | ||||||||||||
Total Investment Securities | $ | 8,586 | $ | 246,765 | $ | — | $ | 255,351 | ||||||||
Inflation Protected Portfolio | ||||||||||||||||
Investment Company | $ | 27,065 | $ | — | $ | — | $ | 27,065 | ||||||||
Total Investment Securities | $ | 27,065 | $ | — | $ | — | $ | 27,065 | ||||||||
U.S. Corporate Fixed Income Portfolio | ||||||||||||||||
Corporate Bonds | $ | — | $ | 211,261 | $ | — | $ | 211,261 | ||||||||
Yankee Dollars | — | 29,154 | — | 29,154 | ||||||||||||
Loan Participations and Assignments | — | — | 9,972 | 9,972 | ||||||||||||
Investment Companies | 18,021 | — | — | 18,021 | ||||||||||||
Total Investment Securities | $ | 18,021 | $ | 240,415 | $ | 9,972 | $ | 268,408 | ||||||||
296
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Notes to Financial Statements (continued) — June 30, 2021
Portfolio | LEVEL 1 – | LEVEL 2 – | LEVEL 3 – | Total | ||||||||||||
U.S. Mortgage/Asset Backed Fixed Income Portfolio | ||||||||||||||||
Asset Backed Securities | $ | — | $ | 1,356 | $ | — | $ | 1,356 | ||||||||
Collateralized Mortgage Obligations | — | 15,693 | — | 15,693 | ||||||||||||
U.S. Government Agency Mortgages | — | 187,244 | — | 187,244 | ||||||||||||
Investment Company | 44,577 | — | — | 44,577 | ||||||||||||
Total Investment Securities | $ | 44,577 | $ | 204,293 | $ | — | $ | 248,870 | ||||||||
Other Financial Instruments1 | ||||||||||||||||
TBA Sale Commitments | $ | — | $ | (3,169 | ) | $ | — | $ | (3,169 | ) | ||||||
Total Investments | $ | 44,577 | $ | 201,124 | $ | — | $ | 245,701 | ||||||||
Short-Term Municipal Portfolio | ||||||||||||||||
Municipal Bonds | $ | — | $ | 152,377 | $ | — | $ | 152,377 | ||||||||
Investment Company | 1,627 | — | — | 1,627 | ||||||||||||
Total Investment Securities | $ | 1,627 | $ | 152,377 | $ | — | $ | 154,004 | ||||||||
Intermediate Municipal Portfolio | ||||||||||||||||
Municipal Bonds | $ | — | $ | 383,635 | $ | — | $ | 383,635 | ||||||||
Investment Company | 1,377 | — | — | 1,377 | ||||||||||||
Total Investment Securities | $ | 1,377 | $ | 383,635 | $ | — | $ | 385,012 | ||||||||
Intermediate Municipal II Portfolio | ||||||||||||||||
Municipal Bonds | $ | — | $ | 56,806 | $ | — | $ | 56,806 | ||||||||
Investment Companies | 32,847 | — | — | 32,847 | ||||||||||||
Total Investment Securities | $ | 32,847 | $ | 56,806 | $ | — | $ | 89,653 |
Amounts designated as “—” are $0 or have been rounded to $0.
1 | Other Financial Instruments are TBA sale commitments or derivative instruments not reflected in the total investment securities, such as futures, which are valued at the unrealized appreciation/(depreciation) on the instrument and written options and swap agreements, which are valued at fair value. |
2 | A reconciliation of assets in which Level 3 inputs are used in determining fair value, along with the additional quantitative disclosures, are presented when there are significant Level 3 investments at the end of the period. As of June 30, 2021, Level 3 investments were 0.00% of net assets and are not considered significant. |
A reconciliation of Level 3 financial instruments is presented when a Portfolio had a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value (amounts in thousands):
Portfolio | Asset | Balance | Realized | Change in | Purchases | Sales | Transfer | Transfer | Balance | |||||||||||||||||||||||||||
Corporate Opportunities Portfolio | Loan Participations and Assignments | $ | — | $ | — | $ | (55 | ) | $ | 28,321 | $ | (13,308 | ) | $ | — | $ | — | $ | 14,958 | |||||||||||||||||
U.S. Corporate Fixed Income Portfolio | Loan Participations and Assignments | — | — | (37 | ) | 18,881 | (8,872 | ) | — | — | 9,972 |
Amounts designated as “—” are $0 or have been rounded to $0.
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The Portfolios’ financial instruments that are categorized as Level 3 were valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 financial instruments.
C. Securities Transactions and Investment Income. For financial reporting purposes, portfolio securities transactions are reported on trade date. However, for daily NAV determination, portfolio securities transactions are reflected no later than in the first calculation on the first business day following trade date. Dividend income is recognized on the ex-dividend date and foreign dividends are recognized as soon as reliable information is available from the Portfolio’s sources. Interest income, including amortization of premium and accretion of discount on investments, is accrued daily. Pay-in-kind interest income and non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of the securities received. Realized gains and losses from securities transactions are determined by comparing the identified cost of the security lot sold to the net sales proceeds. Realized gains and losses from principal payment transactions on mortgage-backed and asset- backed securities are classified as investment income or loss for financial reporting purposes.
For certain securities, including real estate investment trusts, the Portfolio records distributions received in excess of income as a reduction of the cost of investments and/or realized gain. Such amounts are based on estimates if actual amounts are not available. Actual amounts of income, realized gain and return of capital may differ from the estimated amounts. The Portfolio records adjustments to the estimated amounts of the components of distributions to investment income, unrealized appreciation/depreciation and realized gain/loss on investments as necessary, once the issuers provide information about the actual composition of the distributions.
D. Restricted Securities. A restricted security is a security that cannot be offered for public sale without prior registration under the Securities Act of 1933 (the “1933 Act”) (absent an exemption). Whether a restricted security is illiquid is determined pursuant to guidelines established by the Board. Not all restricted securities are considered illiquid.
E. Allocations. Expenses directly attributable to a Portfolio are charged to that Portfolio. Class-specific expenses, if any, are borne by that class. Other expenses are allocated proportionately among the Portfolios in relation to the net assets of each Portfolio or by another appropriate method. Income, non-class-specific expenses and realized and unrealized gains and losses are allocated to the respective classes based on relative net assets.
F. Dividends and Capital Gain Distributions to Shareholders. The Core Fixed Income Portfolio, U.S. Government Fixed Income Portfolio, Inflation Protected Portfolio, U.S. Corporate Fixed Income Portfolio, U.S. Mortgage/Asset Backed Fixed Income Portfolio, Short-Term Municipal Portfolio, Intermediate Municipal Portfolio and Intermediate Municipal II Portfolio declare and distribute dividends from net investment income, if any, on a monthly basis. The Value Portfolio, Growth Portfolio, Institutional U.S. Portfolio, Small Cap-Mid Cap Portfolio, ESG Growth Portfolio, Catholic SRI Growth Portfolio and Corporate Opportunities Portfolio declare and distribute dividends from net investment income, if any, on a quarterly basis. The International Portfolio and Institutional International Portfolio declare and distribute dividends from net investment income, if any, on a semiannual basis. The Emerging Markets Portfolio declares and distributes dividends from net investment income, if any, on an annual basis. Net realized capital gains, if any, are declared and distributed at least annually by each Portfolio.
G. Repurchase Agreements. Among the instruments that each of the Portfolios may use for temporary investment purposes are repurchase agreements. Under the terms of a typical repurchase agreement, a Portfolio would acquire an underlying debt security for a relatively short period (usually not more than one week), subject to an obligation of the seller to repurchase that security from the Portfolio at an agreed-upon price and date. Repurchase agreements may involve certain risks in the event of default or insolvency of the counterparty, including possible delays or restrictions upon the Portfolio’s ability to dispose of the underlying securities. The creditworthiness of those banks and non-bank dealers with which the Portfolios may enter into repurchase agreements are monitored in accordance with guidelines adopted by the Board, as is the market value of the securities underlying any repurchase agreement to ensure that the seller’s obligation to repurchase is collateralized by an amount at least equal to the repurchase price including accrued interest. All repurchase agreements are fully collateralized by cash and/or government securities (as defined in the 1940 Act). If approved by the Adviser, repurchase agreements may also be fully collateralized by other securities that, at the time the repurchase agreement is entered into, are determined by the Board, or its authorized delegate, to be (i) issued by an issuer that has an exceptionally strong capacity to meet its obligations on the collateral, and (ii) sufficiently liquid that they can be sold by the Portfolio at approximately their carrying value in the ordinary course of business within seven calendar days. Master Repurchase Agreements (“MRA”) permit the Portfolios, under certain circumstances, including an event of default (such as bankruptcy or insolvency), to offset receivables under the MRA
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with collateral posted by the counterparty and create one net payment due to or from the Portfolios. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of the counterparty’s bankruptcy or insolvency. Pursuant to the terms of the MRA, the Portfolios receive securities as collateral with a market value in excess of the repurchase price to be received by the Portfolios upon the maturity of the transaction. Upon a bankruptcy or insolvency of the counterparty, the Portfolios would recognize a liability with respect to such excess collateral to reflect the Portfolio’s obligation under bankruptcy law to return the excess to the counterparty.
H. TBA Purchase and Sale Commitments. Certain of the Portfolios may enter into “TBA” (to be announced) commitments to purchase or sell securities for a fixed price at a future date, typically not to exceed 45 days. TBA commitments may be considered securities in themselves, and involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. Unsettled TBA commitments are valued at the current market value of the underlying securities, according to the procedures described under “Securities Valuation” above.
I. Commission Recapture. Certain of the Portfolios participate in a commission recapture program. These Portfolios will utilize the recaptured commissions to pay for, in whole or in part, certain expenses of the Portfolios, excluding investment advisory and distribution fees. The expenses eligible to be paid will include, but are not limited to, administrative service fees, audit fees, custodian fees, legal fees and printing expenses, as directed by the Trust. These amounts are disclosed as “Expenses paid indirectly” on the Statements of Operations.
For the year ended June 30, 2021, the following commissions were recaptured:
Portfolio | Commissions | |||
Growth Portfolio | $ | 3 | ||
Institutional U.S. Portfolio | 19 | |||
Small Cap-Mid Cap Portfolio | 4 | |||
Institutional International Portfolio | 4 |
J. Foreign Exchange Transactions. The books and records of the Portfolios are maintained in U.S. dollars. Non-U.S. dollar denominated amounts are translated into U.S. dollars as follows, with the resultant exchange gains and losses recorded in the Statements of Operations:
i) value of investment securities and other assets and liabilities at the exchange rate on the valuation date; and
ii) | purchases and sales of investment securities and income and expenses at the exchange rate prevailing on the respective date of such transactions. |
The Portfolios do not isolate realized and unrealized gains and losses attributable to changes in the exchange rates from gains and losses that arise from changes in the value of investments. Such fluctuations are included with net realized and unrealized gain or loss on investments.
Dividends and interest from non-U.S. sources received by a Portfolio are generally subject to non-U.S. withholding taxes at rates ranging up to 30%. Such withholding taxes may be reduced or eliminated under the terms of applicable U.S. income tax treaties, and each Portfolio intends to, if reasonable, undertake any procedural steps required to claim the benefits of such treaties. If the value of more than 50% of a Portfolio’s total assets at the close of any taxable year consists of stock or securities of non-U.S. corporations, the Portfolio may elect to treat any non-U.S. taxes paid by it as paid by its shareholders.
The Portfolios may be subject to foreign taxes on gains in investments or currency repatriation. The Portfolios accrue such taxes, as applicable, based on their current interpretation of tax rules in the foreign markets in which they invest.
K. Derivative Instruments. Certain of the Portfolios may invest in various financial instruments including positions in forward currency contracts, financial futures contracts, options contracts and swap agreements.
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The following is a summary of the fair value of derivative instruments held by the Portfolios as of June 30, 2021 (amounts in thousands).
Assets | ||||||||||||
Portfolio | Unrealized | Investments, | Swap | |||||||||
Equity Risk Exposure: | ||||||||||||
Value Portfolio | $ | 38 | $ | 101 | $ | — | ||||||
Growth Portfolio | 376 | 146 | — | |||||||||
Institutional U.S. Portfolio | 3,841 | 1,192 | — | |||||||||
ESG Growth Portfolio | 24 | — | — | |||||||||
International Portfolio | — | 94 | — | |||||||||
Institutional International Portfolio | — | 559 | — | |||||||||
Emerging Markets Portfolio | — | 137 | 3,051 | |||||||||
Corporate Opportunities Portfolio | 1,628 | — | — |
Liabilities | ||||||||||||
Portfolio | Unrealized | Written | Swap | |||||||||
Equity Risk Exposure: | ||||||||||||
Value Portfolio | $ | 27 | $ | 161 | $ | — | ||||||
Growth Portfolio | — | 222 | — | |||||||||
Institutional U.S. Portfolio | 65 | 1,780 | — | |||||||||
Small Cap-Mid Cap Portfolio | 64 | — | — | |||||||||
ESG Growth Portfolio | 27 | — | — | |||||||||
International Portfolio | 128 | 157 | — | |||||||||
Institutional International Portfolio | 4,431 | 849 | — | |||||||||
Emerging Markets Portfolio | 234 | 214 | 1,472 | |||||||||
Interest Rate Risk Exposure: | ||||||||||||
Corporate Opportunities Portfolio | 256 | — | — |
Amounts designated as “—” are $0 or have been rounded to $0.
* | Total fair value is presented by Primary Risk Exposure. For futures contracts, the amounts represent their cumulative appreciation/depreciation, which includes movements of variation margin. |
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The following is a summary of the effect of derivative instruments on the Statements of Operations for the year ended June 30, 2021 (amounts in thousands):
Portfolio | Net realized | Net realized | Net realized | Net realized | ||||||||||||
Equity Risk Exposure: | ||||||||||||||||
Value Portfolio | $ | (2,149 | ) | $ | 4,316 | $ | (2,624 | ) | $ | — | ||||||
Growth Portfolio | (386 | ) | 5,889 | (3,556 | ) | — | ||||||||||
Institutional U.S Portfolio | 63,596 | 26,791 | (15,933 | ) | — | |||||||||||
Small Cap-Mid Cap Portfolio | 4,331 | — | — | — | ||||||||||||
ESG Growth Portfolio | 2,259 | — | — | — | ||||||||||||
International Portfolio | 3,270 | 3,578 | (2,290 | ) | — | |||||||||||
Institutional International Portfolio | 114,945 | 10,092 | (5,918 | ) | — | |||||||||||
Emerging Markets Portfolio | 31,938 | 5,364 | (3,411 | ) | 6,180 | |||||||||||
Corporate Opportunities Portfolio | 51,087 | — | — | — | ||||||||||||
Interest Rate Risk Exposure: | ||||||||||||||||
Corporate Opportunities Portfolio | �� | (1,787 | ) | — | — | — |
Net Change in Unrealized Appreciation (Depreciation) | ||||||||||||||||
Portfolio | Change in | Change in | Change in | Change in | ||||||||||||
Equity Risk Exposure: | ||||||||||||||||
Value Portfolio | $ | 342 | $ | (261 | ) | $ | 217 | $ | — | |||||||
Growth Portfolio | 920 | (382 | ) | 291 | — | |||||||||||
Institutional U.S. Portfolio | 3,629 | (150 | ) | 435 | — | |||||||||||
Small Cap-Mid Cap Portfolio | (514 | ) | — | — | — | |||||||||||
ESG Growth Portfolio | (202 | ) | — | — | — | |||||||||||
International Portfolio | (829 | ) | (140 | ) | 90 | — | ||||||||||
Institutional International Portfolio | (15,074 | ) | 371 | (167 | ) | — | ||||||||||
Emerging Markets Portfolio | (1,550 | ) | (275 | ) | 147 | 1,579 | ||||||||||
Corporate Opportunities Portfolio | (3,876 | ) | — | — | — | |||||||||||
Interest Rate Risk Exposure: | ||||||||||||||||
Corporate Opportunities Portfolio | (256 | ) | — | — | — |
Amounts designated as “—” are $0 or have been rounded to $0.
The Trust may be subject to master netting agreements (“MNA”) that allow for amounts owed between a Portfolio and the counterparty to be netted. The party that has the larger payable pays the excess of the larger amount over the smaller amount to the counterparty. The MNA do not apply to amounts owed to/from different counterparties. The amounts shown in
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the Statement of Assets and Liabilities do not take into consideration the effects of legally enforceable MNA. The table below presents the gross and net amounts of these assets and liabilities with any offsets to reflect the Portfolio’s ability to transact net amounts with counterparties at June 30, 2021.
As of June 30, 2021, each Portfolio’s derivative assets and liabilities by type are as follows (amounts in thousands):
Value Portfolio | Growth Portfolio | Institutional | ||||||||||||||||||||||
Assets | Liabilities | Assets | Liabilities | Assets | Liabilities | |||||||||||||||||||
Derivative Financial Instruments: | ||||||||||||||||||||||||
Futures contracts | $ | 38 | $ | 27 | $ | 376 | $ | — | $ | 3,841 | $ | 65 | ||||||||||||
Options on futures contracts* | 101 | 161 | 146 | 222 | 1,192 | 1,780 | ||||||||||||||||||
Total derivative assets and liabilities in the Statements of Assets and Liabilities | 139 | 188 | 522 | 222 | 5,033 | 1,845 | ||||||||||||||||||
Derivatives not subject to a MNA or similar agreement | (139 | ) | (188 | ) | (522 | ) | (222 | ) | (5,033 | ) | (1,845 | ) | ||||||||||||
Total assets and liabilities subject to a MNA | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — |
Small Cap-Mid | ESG Growth | International | ||||||||||||||||||||||
Assets | Liabilities | Assets | Liabilities | Assets | Liabilities | |||||||||||||||||||
Derivative Financial Instruments: | ||||||||||||||||||||||||
Futures contracts | $ | — | $ | 64 | $ | 24 | $ | 27 | $ | — | $ | 128 | ||||||||||||
Options on futures contracts* | — | — | — | — | 94 | 157 | ||||||||||||||||||
Total derivative assets and liabilities in the Statements of Assets and Liabilities | — | 64 | 24 | 27 | 94 | 285 | ||||||||||||||||||
Derivatives not subject to a MNA or similar agreement | — | (64 | ) | (24 | ) | (27 | ) | (94 | ) | (285 | ) | |||||||||||||
Total assets and liabilities subject to a MNA | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — |
Institutional | Emerging Markets | Corporate | ||||||||||||||||||||||
Assets | Liabilities | Assets | Liabilities | Assets | Liabilities | |||||||||||||||||||
Derivative Financial Instruments: | ||||||||||||||||||||||||
Futures contracts | $ | — | $ | 4,431 | $ | — | $ | 234 | $ | 1,628 | $ | 256 | ||||||||||||
Options on futures contracts* | 559 | 849 | 137 | 214 | — | — | ||||||||||||||||||
Swap agreements | — | — | 3,051 | 1,472 | — | — | ||||||||||||||||||
Total derivative assets and liabilities in the Statements of Assets and Liabilities | 559 | 5,280 | 3,188 | 1,920 | 1,628 | 256 | ||||||||||||||||||
Derivatives not subject to a MNA or similar agreement | (559 | ) | (5,280 | ) | (137 | ) | (448 | ) | (1,628 | ) | (256 | ) | ||||||||||||
Total assets and liabilities subject to a MNA | $ | — | $ | — | $ | 3,051 | $ | 1,472 | $ | — | $ | — |
Amounts designated as “—” are $0 or have been rounded to $0.
* | Includes options contracts purchased at value as reported in the Statements of Assets and Liabilities. |
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The following table represents the Emerging Markets Portfolio’s derivative assets by counterparty, net of amounts available for offset under an MNA and net of the related collateral received by the Portfolio as of June 30, 2021 (amounts in thousands).
Counterparty | Derivative | Derivatives | Non-cash | Cash | Net Amount | |||||||||||||||
Emerging Markets Portfolio | ||||||||||||||||||||
Morgan Stanley | $ | 3,051 | $ | (1,472 | ) | $ | — | $ | — | $ | 1,579 | |||||||||
Total | $ | 3,051 | $ | (1,472 | ) | $ | — | $ | — | $ | 1,579 |
The following table represents the Emerging Markets Portfolio’s derivative liabilities by counterparty, net of amounts available for offset under an MNA and net of the related collateral pledged by the Portfolio as of June 30, 2021 (amounts in thousands).
Counterparty | Derivative | Derivatives | Non-cash | Cash | Net Amount | |||||||||||||||
Emerging Markets Portfolio | ||||||||||||||||||||
Morgan Stanley | $ | 1,472 | $ | (1,472 | ) | $ | — | $ | — | $ | — | |||||||||
Total | $ | 1,472 | $ | (1,472 | ) | $ | — | $ | — | $ | — |
Amounts designated as “—” are $0 or have been rounded to $0.
(a) | The actual collateral received or pledged may be in excess of the amounts shown in the tables. The tables only reflect collateral amounts up to the amount of the financial instruments disclosed on the Statements of Assets and Liabilities. |
Forward Currency Contracts: Certain of the Portfolios may be subject to currency exchange rate risk in the normal course of pursuing their investment objectives. A Portfolio enters into forward currency contracts (“forward contracts”) for the purpose of hedging exposure to changes in foreign currency exchange rates on its holdings. A forward contract is an agreement between two parties to buy and sell a currency at a set price on a future date. The value of the forward contract fluctuates with changes in currency exchange rates. The forward contract is marked-to-market daily and the change in value is recorded by the Portfolio as unrealized appreciation or depreciation. When the forward contract is closed, the Portfolio records a realized gain or loss equal to the fluctuation in value during the period the forward contract was open. The Portfolio is subject to credit risk, which is the risk that the counterparty is unable to meet the terms of a forward contract, and market risk, which is the risk that the value of the currency changes unfavorably.
Forward contracts may involve credit or market risk in excess of the amounts reflected on a Portfolio’s Statement of Assets and Liabilities. The gain or loss from the difference between the cost of original contracts and the amount realized upon the closing of such forward contracts is included in net realized gains or losses on foreign currency transactions. Fluctuations in the value of forward contracts held at June 30, 2021 are recorded for financial reporting purposes as net unrealized gains or losses. In addition, at June 30, 2021, the Portfolios entered into currency contracts to settle trades in foreign currencies. These transactions are included in “Receivable from investments sold” and “Payable for investments purchased” on the Statements of Assets and Liabilities. The Portfolios did not invest in forward currency contracts during the year ended June 30, 2021.
Financial Futures Contracts: Certain of the Portfolios may be subject to equity price risk, interest rate risk, and foreign currency exchange rate risk in the normal course of pursuing their investment objectives. Certain of the Portfolios may invest in financial futures contracts (“futures contracts”) in order to reduce such risks, as part of their investment strategies or to gain exposure to or hedge against changes in the value of equities, interest rates or foreign currencies. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date. Upon entering into a futures
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contract, a Portfolio is required to pledge to the broker an amount of cash and/or other assets equal to a certain percentage of the contract amount (initial margin deposit). Subsequent payments, known as “variation margin,” may be made or received by a Portfolio each day, depending on the daily fluctuations in the value of the underlying financial instrument. A Portfolio recognizes a gain or loss equal to the daily variation margin, which is recorded as a receivable or payable on the Statement of Assets and Liabilities (if applicable). When a futures contract is closed, a realized gain or loss is recorded as “Net realized gains/(losses) from futures transactions” on the Statement of Operations. Should market conditions move unexpectedly, the Portfolio may not achieve the anticipated benefits of the futures contracts and may realize a loss. The use of futures transactions involves the risk of an imperfect correlation in movements in the price of futures contracts, interest rates, and the underlying hedged assets. With futures contracts, there is minimal counterparty credit risk to the Portfolios since futures contracts are exchange traded and the exchange’s clearinghouse, as counterparty to all exchange-traded futures contracts, guarantees the futures contracts against default. Securities designated as collateral for market value on futures contracts are noted in each Portfolio’s Portfolio of Investments (if applicable). Such collateral is held with the broker. The notional value of the futures contracts outstanding at June 30, 2021 and the month-end average notional amount for the year ended June 30, 2021 are detailed in the table below:
Outstanding | Monthly Average | |||||||||||||||
Futures Contracts: | Long | Short | Long | Short | ||||||||||||
Value Portfolio | $ | 4,134 | $ | — | $ | 4,601 | $ | 7,072 | ||||||||
Growth Portfolio | 11,149 | — | 13,968 | 8,285 | ||||||||||||
Institutional U.S. Portfolio | 353,885 | — | 239,611 | 5,386 | ||||||||||||
Small Cap-Mid Cap Portfolio | 6,462 | — | 7,480 | — | ||||||||||||
ESG Growth Portfolio | 2,752 | — | 5,721 | — | ||||||||||||
International Portfolio | 18,318 | — | 9,879 | 52 | ||||||||||||
Institutional International Portfolio | 172,001 | — | 287,399 | — | ||||||||||||
Emerging Markets Portfolio | 76,361 | — | 84,108 | — | ||||||||||||
Corporate Opportunities Portfolio | 291,732 | — | 335,404 | — |
Amounts designated as “—” are $0 or have been rounded to $0.
Purchased Options Contracts: Certain of the Portfolios may be subject to equity price risk and interest rate risk in the normal course of pursuing their investment objectives. In order to reduce such risks and/or in anticipation of future purchases, including to achieve market exposure pending direct investment in securities, certain of the Portfolios may purchase put or call options. Options contracts provide the purchaser with the right, but not the obligation, to buy or sell (call or put option, respectively) a financial instrument at the exercise price. The Portfolio pays a premium which is included in “Investments, at value” on the Statement of Assets and Liabilities and marked-to-market to reflect the current value of the option. Premiums paid for purchasing options which expire are treated as realized losses. When an option is exercised or closed, premiums paid for purchasing options are offset against proceeds to determine the realized gain or loss on the transaction.
Written Options Contracts: Certain of the Portfolios may be subject to equity price risk and interest rate risk in the normal course of pursuing their investment objectives. In order to reduce such risks, as part of their investment strategies and/or in anticipation of future purchases, including to achieve market exposure pending direct investment in securities, certain of the Portfolios may write put or call options. Premiums received from written options contracts are recorded as liabilities on the Statement of Assets and Liabilities and are marked-to-market to reflect the current value of the options written. Premiums received from writing options which expire are treated as realized gains. Premiums received from writing options, which are either exercised or closed, are offset against the proceeds received or the amount paid on the transaction to determine realized gains or losses. Realized gains and losses are reported as “Net realized gains/(losses) from written options transactions” on the Statement of Operations (if applicable). When writing an option, the Portfolio bears the market risk of unfavorable changes in the price of the underlying instrument.
With exchange-traded options, there is minimal counterparty credit risk to the Portfolios since the exchange’s clearinghouse, as counterparty to all exchange-traded options, guarantees the options against default. With over-the-counter options, the Portfolios bear the risk that counterparties will be unable to perform under the terms of the contracts.
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The notional value of purchased and written options outstanding at June 30, 2021 and the month-end average notional amount for the year ending June 30, 2021 are detailed in the table below:
Purchased Option Contracts: | Outstanding | Monthly | ||||||
Value Portfolio | $ | 8,561 | $ | 14,094 | ||||
Growth Portfolio | 11,705 | 19,042 | ||||||
Institutional U.S. Portfolio | 94,710 | 94,128 | ||||||
International Portfolio | 7,858 | 12,106 | ||||||
Institutional International Portfolio | 43,298 | 35,790 | ||||||
Emerging Markets Portfolio | 10,970 | 18,031 |
Written Option Contracts: | Outstanding | Monthly | ||||||
Value Portfolio | $ | 39,795 | $ | 43,149 | ||||
Growth Portfolio | 52,268 | 58,602 | ||||||
Institutional U.S. Portfolio | 409,381 | 303,006 | ||||||
International Portfolio | 38,517 | 37,142 | ||||||
Institutional International Portfolio | 187,094 | 126,192 | ||||||
Emerging Markets Portfolio | 49,727 | 54,896 |
Swap Agreements: Certain of the Portfolios may enter into swap agreements (“swaps”) for purposes of attempting to gain exposure to the securities making up an index without actually purchasing those instruments, to hedge a position or to gain exposure to a particular instrument or currency. A swap is a two-party contract entered into for periods ranging from one day to more than one year. In a standard swap transaction, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on particular predetermined investments or instruments. The gross returns to be exchanged or “swapped” between the parties are calculated with respect to a “notional amount,” i.e., the return on or increase in value of a particular dollar amount invested in a “basket” of securities representing a particular index. Swap agreements are privately negotiated in the over-the-counter (“OTC”) market and may be entered into as a bilateral contract (“OTC swaps”) or cleared through a third party, known as a clearing organization (“centrally cleared swap”). Swaps are marked to market daily based upon valuations as determined from the underlying contract or in accordance with the requirements of the clearing organization. Changes in market value, if any, are reflected as a component of net change in unrealized appreciation or depreciation on swap agreements on the Statement of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as variation margin on swap agreements on the Statement of Assets and Liabilities.
Total Return Swaps: Certain of the Portfolios may enter into total return swaps to gain or mitigate exposure to the underlying securities or indices. In “long” total return swaps, the counterparty will generally agree to pay the Portfolio the amount, if any, by which the notional amount of the swaps would have increased in value had it been invested in the particular instruments, plus an amount equal to any dividends or interest that would have been received on those instruments. The Portfolio will agree to pay to the counterparty an amount equal to a fixed or floating rate of interest on the notional amount of the swaps plus the amount, if any, by which the notional amount would have decreased in value had it been invested in such instruments plus, in certain instances, commissions or trading spreads on the notional amount. Total return swaps do not involve the delivery of securities or other underlying instruments. The net amount of the excess, if any, of a Portfolio’s obligations over its entitlements with respect to each swap is accrued on a daily basis and an amount of cash or liquid assets, having an aggregate value at least equal to such accrued excess, is maintained at the broker-dealer or the Portfolio’s custodian. Until a total return
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swap is settled in cash, the gain or loss on the notional amount plus dividends or interest on the instruments less the interest paid by the Portfolio on the notional amount is recorded as “unrealized appreciation or depreciation on swap agreements” and, when cash is exchanged, the gain or loss realized is recorded as “realized gains or losses on swap transactions.” A Portfolio may enter into total return swaps that provide the opposite return of its benchmark index or security (“short” the index or security). Its operations are similar to those swaps disclosed above except that the counterparty pays interest to the Portfolio on the notional amount outstanding and that dividends or interest on the underlying instruments reduce the value of the swaps plus, in certain instances, the Portfolio will agree to pay to the counterparty commissions or trading spreads on the notional amount. These amounts are netted against any unrealized appreciation or depreciation to determine the value of the swaps.
The primary risks associated with the use of swaps are an imperfect correlation between the prices of financial instruments and movements in the prices of the underlying investments and the inability of counterparties to perform under the agreement. The counterparty to any swap agreement will typically be a bank, investment banking firm or broker-dealer. The Portfolio will bear the counterparty risk, i.e., the risk of loss of the net amount, if any, expected to be received under a swap in the event of the default or bankruptcy of the swap counterparty. The counterparty risk for centrally cleared swap agreements is generally lower than for OTC swap agreements because generally a clearing organization becomes substituted for each counterparty to a centrally cleared swap agreement and, in effect, guarantees the parties’ performance under the contract as each party to a trade looks only to a clearing house for performance of financial obligations. However, there can be no assurance that the clearing house, or its members will satisfy obligations to the Portfolio. The unrealized gain or loss at June 30, 2021 is disclosed in the swap tables included in the Portfolios of Investments. The notional value of the swap agreements outstanding at June 30, 2021 and the month-end average notional amount for the year ended June 30, 2021 are detailed in the tables below (amounts in thousands):
Total Return Swap Agreements: | Outstanding | Monthly | ||||||
Emerging Markets Portfolio | $ | 71,141 | $ | 68,677 |
(a) | For the period August 1, 2020 through June 30, 2021. |
L. Inflation Indexed Bonds. Certain of the Portfolios may invest in inflation-indexed bonds, which are fixed-income securities whose principal value is periodically adjusted based on the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond resulting from inflation or deflation, respectively, as measured by the change in the Consumer Price Index, will be included as interest income or loss on the Statements of Operations, even though investors do not receive their principal until maturity. During the year ended June 30, 2021, the Inflation Protected Portfolio recognized income due to the increase in the Consumer Price Index.
Interest rates on conventional bonds have two primary components: a “real” yield and an increment that reflects investor expectations of future inflation. By contrast, interest payments on inflation-indexed bonds are adjusted for inflation and, therefore, are not affected meaningfully by inflation expectations. This leaves only changes in real rates to influence the price of inflation-indexed bonds. A rise in real rates will cause the price of inflation-indexed bonds to fall, while a decline in real rates will boost the price of inflation-indexed bonds. Inflation-indexed bonds issued by non-U.S. governments are generally indexed to the inflation rates prevailing in those countries.
The primary risk associated with the use of inflation-indexed bonds is that the principal value of an investment is not protected or otherwise guaranteed by virtue of the Portfolio’s investments in inflation-indexed bonds. If the index measuring inflation falls, the principal value of inflation-indexed bonds will be adjusted downward and, consequently, the interest payable on these securities (calculated with respect to a smaller principal amount) will be reduced. Repayment of the original bond principal upon maturity (as adjusted for inflation) is guaranteed in the case of U.S. treasury inflation-indexed bonds. For bonds
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that do not provide a similar guarantee, the adjusted principal value of the bond repaid at maturity may be less than the original principal value. Deflation risk is the possibility that prices throughout the economy decline over time, in which case, the principal and income of an inflation-protected bond will decline and may result in losses.
M. Loan Participations and Assignments. Certain of the Portfolios may purchase participations in commercial loans. Loan participations typically will result in a Portfolio having a contractual relationship only with the lender, not with the borrower. A Portfolio will have the right to receive payments of principal, interest, and any fees to which it is entitled only from the lender selling the participation and only upon receipt by the lender of the payments from the borrower. In connection with purchasing loan participations, a Portfolio generally will have no right to enforce compliance by the borrower with the terms of the loan agreement relating to the loan, nor any rights of set-off against the borrower, and the Portfolio may not benefit directly from any collateral supporting the loan in which it has purchased the participation. As a result, a Portfolio will assume the credit risk of both the borrower and the lender that is selling the participation. In the event of the insolvency of the lender selling a loan participation, a Portfolio may be treated as a general creditor of the lender and may not benefit from any set-off between the lender and the borrower. A Portfolio will acquire loan participations only if the lender interpositioned between the Portfolio and the borrower is determined by the applicable Specialist Manager or the Adviser to be creditworthy. When a Portfolio purchases assignments from lenders, the Portfolio will acquire direct rights against the borrower on the loan, except that under certain circumstances such rights may be more limited than those held by the assigning lender.
Investments in loans may include unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments represent a future obligation in full, even though a percentage of the committed amount may not be utilized by the borrower. A Portfolio may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a loan. Any such fees earned are recorded as a component of interest income on the Statements of Operations.
N. Securities Lending. Certain of the Portfolios may lend their portfolio securities to broker-dealers pursuant to a Master Securities Lending Agreement (“MSLA”) that requires the borrower to post collateral equal to at least the market value of the securities loaned, which is marked-to-market on a daily basis. Any collateral shortfalls associated with increases in the valuation of the securities loaned are adjusted the next business day. The Portfolios will continue to benefit from interest or dividends on the securities loaned and may also earn a return from the collateral. The Portfolios pay various fees in connection with the investment of the collateral. Any voting rights, or rights to consent, relating to securities loaned, pass to the borrower. Currently cash collateral received by a Portfolio in securities lending transactions may only be invested in repurchase agreements or money market funds that invest in U.S. treasury obligations. A Portfolio bears the risk of such investments. Securities on loan at June 30, 2021 are presented in the Portfolios of Investments. The Portfolios pay the Securities Lending Agent fees based on the investment income received from securities lending activities as reflected on the Statements of Operations.
Cash collateral received from the borrower is recorded in the Statements of Assets and Liabilities as “Payable for collateral received on loaned securities.” Investments acquired with such cash collateral are reported in a manner consistent with other portfolio investments held by the Portfolios as an investment, at value on the Statements of Assets and Liabilities. The Portfolios may receive non-cash collateral in the form of securities such as U.S. treasuries, which the Portfolios may not sell or re-pledge and accordingly are not reflected in the Statements of Assets and Liabilities.
Securities lending transactions are entered into by a Portfolio under a MSLA which permits the Portfolio, under certain circumstances, including an event of default (such as bankruptcy or insolvency), to offset amounts payable by the Portfolio to the same counterparty against amounts to be received and create a net payment due to or from the Portfolio.
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The following table is a summary of the Portfolios’ securities lending transactions accounted for as secured borrowings, which are subject to offset under an MSLA, at June 30, 2021 (amounts in thousands):
Portfolio | Value of | Value of | Net Amount | |||||||||
Growth Portfolio | $ | 820 | $ | 820 | $ | — | ||||||
Institutional U.S. Portfolio | 2,484 | 2,484 | — | |||||||||
Small Cap-Mid Cap Portfolio | 614 | 614 | — | |||||||||
Catholic SRI Growth Portfolio | 140 | 87 | 53 | |||||||||
Institutional International Portfolio | 18,656 | 13,897 | 4,759 | |||||||||
Emerging Markets Portfolio | 1,276 | 1,112 | 164 | |||||||||
U.S. Corporate Fixed Income Portfolio | 5 | 5 | — |
Amounts designated as “—” are $0 or have been round to $0.
* | The actual collateral received may be in excess of the amounts shown in the table. The table only reflects collateral amounts up to the amount of the value of securities on loan as disclosed in the Portfolios of Investments and excludes any non-cash collateral received. Any collateral shortfalls associated with increases in the valuation of the securities loaned are adjusted the next business day. |
Securities lending transactions as of June 30, 2021 (amounts in thousands):
Remaining Contractual Maturity | ||||||||
Portfolio | Overnight and Continuous | Total* | ||||||
Growth Portfolio | $ | 835 | $ | 835 | ||||
Institutional U.S. Portfolio | 2,506 | 2,506 | ||||||
Small Cap-Mid Cap Portfolio | 642 | 642 | ||||||
Catholic SRI Growth Portfolio | 87 | 87 | ||||||
Institutional International Portfolio | 13,897 | 13,897 | ||||||
Emerging Markets Portfolio | 1,112 | 1,112 | ||||||
Corporate Opportunities Portfolio | 1,177 | ** | 1,177 | |||||
U.S. Corporate Fixed Income Portfolio | 6 | 6 |
* | Excludes non-cash collateral received with a value of (amounts in thousands) $72, $3,639 and $229 for the Catholic SRI Growth Portfolio, Institutional International Portfolio and Emerging Markets Portfolio, respectively. |
** | Represents collateral received from prior securities lending activity. |
O. Recent Accounting Pronouncements. In March 2020, the FASB issued Accounting Standards Update No. 2020-04 (“ASU 2020 – 04”), “Reference Rate Reform (Topic 840): Facilitation of the Effects of Reference Rate Reform on Financial Reporting”, ASU 2020 – 04 provides the Portfolios with optional guidance to ease the potential accounting burden associated with transitioning away from reference rates (e.g. LIBOR) that are expected to be discontinued. ASU 2020-04 allows, among other things, certain contract modifications, such as those within the scope of Topic 310 on receivables, to be accounted as a continuation of the existing contract. This ASU was effective upon the issuance and its optional relief can be applied through December 31, 2022. The Portfolios will consider this optional guidance prospectively, if applicable.
3. INVESTMENT ADVISORY AND ADMINISTRATIVE CONTRACTS. The Trust has entered into investment advisory contracts (“Portfolio Management Contracts”) on behalf of each of the Portfolios with one or more investment management organizations (each, a “Specialist Manager”). For the Portfolio(s) it serves, each Specialist Manager is responsible for providing a continuous program of investment management for that portion of the Portfolio allocated to it and for placing all orders for the purchase and sale of securities and other instruments for such portion of the Portfolio. Except as noted, each Specialist Manager earns a fee, accrued daily and paid either monthly or quarterly, based on average daily net assets of that portion of the Portfolio managed.
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For the year ended June 30, 2021, the Portfolios incurred the following investment advisory fees, before any applicable fee waivers, with respect to the services of the indicated Specialist Manager(s) as reflected on the Statements of Operations as “Advisory fees.” The following annual fee rates are applied to the portions of the Portfolios that are managed by the Specialist Managers in determining amounts earned, except as footnoted.
Value Portfolio:
Specialist Manager | Amount | Fee | ||||||
Cadence Capital Management, LLC | $ | — | 0.075 | %(a)(c) | ||||
Echo Street Capital Management LLC | — | 0.58 | %(b)(c) | |||||
Frontier Capital Management Company, LLC | — | 0.45 | %(c)(d) | |||||
Mellon Investments Corporation (Index Strategy) | — | 0.04 | %(c)(e) | |||||
Mellon Investments Corporation (Factor Strategy) | — | 0.065 | %(c)(e) | |||||
Mellon Investments Corporation (U.S. Multi-Factor Strategy) | — | 0.08 | %(c)(e) | |||||
Parametric Portfolio Associates, LLC (Liquidity Strategy) | 14 | 0.21 | %(f) | |||||
Parametric Portfolio Associates, LLC (Targeted Strategy) | 4 | 0.15 | %(g) | |||||
Parametric Portfolio Associates, LLC (Tax-Managed Custom Strategy) | 482 | 0.08 | %(h) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | 26 | 2.41 | %(i) | |||||
Total | $ | 526 | 0.08 | % |
Growth Portfolio:
Specialist Manager | Amount | Fee | ||||||
Cadence Capital Management | $ | — | 0.075 | %(a)(c) | ||||
Echo Street Capital Management LLC | — | 0.58 | %(b)(c) | |||||
Jennison Associates, LLC | 557 | 0.29 | %(j) | |||||
Mellon Investments Corporation (Index Strategy) | — | 0.04 | %(c)(e) | |||||
Mellon Investments Corporation (Factor Strategy) | — | 0.065 | %(c)(e) | |||||
Mellon Investments Corporation (U.S. Multi-Factor Strategy) | — | 0.08 | %(c)(e) | |||||
Parametric Portfolio Associates, LLC (Liquidity Strategy) | 20 | 0.12 | %(f) | |||||
Parametric Portfolio Associates, LLC (Targeted Strategy) | 5 | 0.11 | %(g) | |||||
Parametric Portfolio Associates, LLC (Tax-Managed Custom Strategy) | 496 | 0.08 | %(h) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | 26 | 1.22 | %(i) | |||||
Total | $ | 1,104 | 0.13 | % |
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Institutional U.S. Portfolio:
Specialist Manager | Amount | Fee | ||||||
Cadence Capital Management | $ | — | 0.075 | %(a)(c) | ||||
Echo Street Capital Management LLC | 1,698 | 0.58 | %(b) | |||||
Frontier Capital Management Company, LLC | 79 | 0.45 | %(d) | |||||
Jennison Associates, LLC | 520 | 0.29 | %(j) | |||||
Mellon Investments Corporation (Index Strategy) | 603 | 0.04 | %(e) | |||||
Mellon Investments Corporation (Factor Strategy) | 208 | 0.065 | %(e) | |||||
Mellon Investments Corporation (U.S. Multi-Factor Strategy) | — | 0.08 | %(c)(e) | |||||
Pacific Investment Management Company, LLC (RAFI U.S. Multi-Factor Strategy) | 119 | 0.20 | %(k) | |||||
Pacific Investment Management Company, LLC (Enhanced Index Strategy) | — | 0.25 | %(c) | |||||
Parametric Portfolio Associates, LLC (Liquidity Strategy) | 103 | 0.06 | %(f) | |||||
Parametric Portfolio Associates, LLC (Targeted Strategy) | 18 | 0.07 | %(h) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | 26 | 0.35 | %(i) | |||||
Wellington Management Company, LLP | 484 | 0.73 | %(l) | |||||
Total | $ | 3,858 | 0.15 | % |
Small Cap-Mid Cap Portfolio:
Specialist Manager | Amount | Fee | ||||||
Cadence Capital Management, LLC | $ | — | 0.075 | %(a)(c) | ||||
Frontier Capital Management Company, LLC | 148 | 0.45 | %(d) | |||||
Mellon Investments Corporation (Index Strategy) | — | 0.04 | %(c)(e) | |||||
Mellon Investments Corporation (Factor Strategy) | — | 0.065 | %(c)(e) | |||||
Parametric Portfolio Associates, LLC (Liquidity Strategy) | 14 | 0.19 | %(f) | |||||
Parametric Portfolio Associates, LLC (Targeted Strategy) | — | 0.05 | %(c)(g) | |||||
Parametric Portfolio Associates, LLC (Tax-Managed Custom Strategy) | 35 | 0.08 | %(h) | |||||
Total | $ | 197 | 0.23 | % |
ESG Growth Portfolio:
Specialist Manager | Amount | Fee | ||||||
Agincourt Capital Management, LLC | $ | — | 0.12 | %(c) | ||||
Mellon Investments Corporation | 119 | 0.10 | % | |||||
Parametric Portfolio Associates, LLC (Liquidity Strategy) | 14 | 0.22 | %(f) | |||||
Parametric Portfolio Associates, LLC (Targeted Strategy) | — | 0.05 | %(c)(g) | |||||
RBC Global Asset Management (U.K.) Limited | 163 | 0.55 | %(m) | |||||
Total | $ | 296 | 0.19 | % |
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Catholic SRI Growth Portfolio
Specialist Manager | Amount | Fee | ||||||
Agincourt Capital Management, LLC | $ | — | 0.12 | %(c) | ||||
Mellon Investments Corporation | 54 | 0.10 | % | |||||
Parametric Portfolio Associates, LLC (Liquidity Strategy) | — | 0.05 | %(c)(f) | |||||
Parametric Portfolio Associates, LLC (Targeted Strategy) | — | 0.05 | %(c)(g) | |||||
Total | $ | 54 | 0.10 | % |
International Portfolio:
Specialist Manager | Amount | Fee | ||||||
City of London Investment Management Company, Limited | $ | — | 0.62 | %(c)(n) | ||||
Mellon Investments Corporation (Developed Markets Strategy) | — | 0.05 | %(c)(o) | |||||
Mellon Investments Corporation (Developed Factor Strategy) | — | 0.075 | %(c)(o) | |||||
Mellon Investments Corporation (Emerging Markets Strategy) | — | 0.13 | %(c)(o) | |||||
Parametric Portfolio Associates, LLC (Liquidity Strategy) | 17 | 0.15 | %(f) | |||||
Parametric Portfolio Associates, LLC (Targeted Strategy) | 4 | 0.14 | %(g) | |||||
Parametric Portfolio Associates, LLC (Tax-Managed Custom Strategy) | 512 | 0.08 | %(h) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | 26 | 1.82 | %(i) | |||||
WCM Investment Management, LLC | — | 0.85 | %(c)(p) | |||||
Total | $ | 559 | 0.08 | % |
Institutional International Portfolio:
Specialist Manager | Amount | Fee | ||||||
City of London Investment Management Company, Limited | $ | 663 | 0.57 | %(n) | ||||
Mellon Investments Corporation (Developed Markets Strategy) | 416 | 0.05 | %(o) | |||||
Mellon Investments Corporation (Developed Factor Strategy) | — | 0.075 | %(c)(o) | |||||
Mellon Investments Corporation (Emerging Markets Strategy) | — | 0.13 | %(c)(o) | |||||
Pacific Investment Management Company, LLC | — | 0.39 | %(c)(q) | |||||
Parametric Portfolio Associates, LLC (Liquidity Strategy) | 186 | 0.06 | %(f) | |||||
Parametric Portfolio Associates, LLC (Targeted Strategy) | 6 | 0.09 | %(g) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | 26 | 0.97 | %(i) | |||||
WCM Investment Management, LLC | — | 0.85 | %(c)(p) | |||||
Total | $ | 1,297 | 0.10 | % |
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Emerging Markets Portfolio:
Specialist Manager | Amount | Fee | ||||||
Cadence Capital Management, LLC | $ | — | 0.13 | %(c)(r) | ||||
City of London Investment Management Company, Limited | — | 1.00 | %(c)(s) | |||||
Mellon Investments Corporation | 848 | 0.13 | %(n) | |||||
Parametric Portfolio Associates, LLC (Liquidity Strategy) | 52 | 0.07 | %(f) | |||||
Parametric Portfolio Associates, LLC (Targeted Strategy) | 5 | 0.10 | %(g) | |||||
Parametric Portfolio Associates, LLC (Tax-Managed Custom Strategy) | — | 0.08 | %(c)(h) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | 26 | 1.05 | %(i) | |||||
RBC Global Asset Management (U.K.) Limited | 1,277 | 0.74 | %(t) | |||||
XY Investments (HK) Limited | 615 | 1.00 | %(u) | |||||
Total | $ | 2,823 | 0.29 | % |
Core Fixed Income Portfolio:
Specialist Manager | Amount | Fee | ||||||
Agincourt Capital Management, LLC | $ | 23 | 0.08 | % | ||||
Mellon Investments Corporation (U.S. Government, Mortgage and Asset Backed Strategy) | 21 | 0.06 | % | |||||
Mellon Investments Corporation (Corporate Strategy) | — | 0.15 | %(c) | |||||
Pacific Investment Management Company, LLC | — | 0.25 | %(c)(v) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | — | N/A | (c)(w) | |||||
Total | $ | 44 | 0.07 | % |
Corporate Opportunities Portfolio
Specialist Manager | Amount | Fee | ||||||
City of London Investment Management Company, Limited | $ | — | 0.45 | %(c) | ||||
Fort Washington Investment Advisors, Inc. | — | 0.20 | %(c)(x) | |||||
Mellon Investments Corporation | — | 0.25 | %(c) | |||||
Pacific Investment Management Company, LLC | — | 0.45 | %(c)(y) | |||||
Parametric Portfolio Associates, LLC (Liquidity Strategy) | 213 | 0.06 | %(f) | |||||
Parametric Portfolio Associates, LLC (Targeted Strategy) | — | 0.00 | %(c)(g) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | — | N/A | (c)(i) | |||||
Western Asset Management Company, Ltd. | — | 0.75 | %(c) | |||||
Total | $ | 213 | 0.06 | % |
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U.S. Government Fixed Income Portfolio:
Specialist Manager | Amount | Fee | ||||||
Mellon Investments Corporation | $ | 165 | 0.06 | % | ||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | — | N/A | (c)(w) | |||||
$ | 165 | 0.06 | % |
Inflation Protected Portfolio:
Specialist Manager | Amount | Fee | ||||||
Mellon Investments Corporation | $ | 91 | 0.04 | %(z) | ||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | — | N/A | (c)(w) | |||||
$ | 91 | 0.04 | % |
U.S. Corporate Fixed Income Portfolio:
Specialist Manager | Amount | Fee | ||||||
Agincourt Capital Management, LLC | $ | 230 | 0.08 | % | ||||
Mellon Investments Corporation | — | 0.15 | %(c) | |||||
Pacific Investment Management Company, LLC | — | 0.60 | %(c)(aa) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | — | N/A | (c)(w) | |||||
Total | $ | 230 | 0.08 | % |
U.S. Mortgage/Asset Backed Fixed Income Portfolio:
Specialist Manager | Amount | Fee | ||||||
Mellon Investments Corporation | $ | 126 | 0.06 | % | ||||
Pacific Investment Management Company, LLC | — | 0.60 | %(c)(aa) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | — | N/A | (c)(w) | |||||
$ | 126 | 0.06 | % |
Short-Term Municipal Portfolio:
Specialist Manager | Amount | Fee | ||||||
Breckinridge Capital Advisors, Inc. | $ | 185 | 0.125 | % |
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Intermediate Municipal Portfolio:
Specialist Manager | Amount | Fee | ||||||
Breckinridge Capital Advisors, Inc. | $ | — | 0.125 | %(c) | ||||
City of London Investment Management Company, Limited | — | 0.45 | %(c) | |||||
Mellon Investments Corporation | 653 | 0.17 | %(bb) | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | — | N/A | (c)(w) | |||||
Total | $ | 653 | 0.17 | % |
Intermediate Municipal II Portfolio:
Specialist Manager | Amount | Fee | ||||||
Breckinridge Capital Advisors, Inc. | $ | 85 | 0.125 | % | ||||
City of London Investment Management Company, Limited | 37 | 0.45 | % | |||||
Parametric Portfolio Associates, LLC (Options Overlay Strategy) | — | N/A | (c)(w) | |||||
Total | $ | 122 | 0.15 | % |
Amounts designated as “—” are $0 or have been rounded to $0.
(a) | Cadence Capital Management, LLC (“Cadence”) received a fee, which was calculated daily and payable monthly in arrears. For so long as Combined Assets (as defined below) were greater than $2 billion, the fee shall be at the annual rate of 0.065% of the average daily net assets of that portion of the Portfolio managed by Cadence. If the Combined Assets were reduced to $2 billion or less due to redemptions, the fee was calculated at the annual rate of 0.075% beginning in the following calendar year. |
“Combined Assets” shall mean the sum of: the net assets managed by Cadence in the Value Portfolio, Growth Portfolio, Institutional U.S. Portfolio, Small Cap-Mid Cap Portfolio, Emerging Markets Portfolio, and the net assets managed by Cadence using these strategies in other investment advisory accounts for which HC Capital Solutions or certain of its affiliates serves as investment adviser. |
Cadence’s Portfolio Management Agreement was terminated on August 3, 2020. |
(b) | Echo Street Capital Management LLC (“Echo Street”) receives a fee based on the average daily net assets, payable quarterly, of that portion of assets managed by Echo Street, at the annual rate of 0.85% of the first $50 million of Combined Assets (as defined below); 0.70% of the next $50 million of Combined Assets; 0.60% of the next $100 million of Combined Assets; and 0.55% of Combined Assets in excess of $200 million. Prior to March 12, 2021, Echo Street received a fee based on the average daily net assets, payable quarterly, of that portion of assets managed by Echo Street, at the annual rate of 0.75% of the first $50 million of Combined Assets; 0.60% of the next $50 million of Combined Assets; 0.50% of the next $100 million of Combined Assets; and 0.45% of Combined Assets in excess of $200 million. |
“Combined Assets” shall mean the sum of: the net assets of each portion of the Value Portfolio, Growth Portfolio, and Institutional U.S. Portfolio allocated to Echo Street. |
(c) | Specialist Manager approved by the Board but a strategy to which no assets were allocated during the period ended June 30, 2021. |
(d) | Frontier Capital Management Company, LLC (“Frontier”) receives a fee based on the average daily net assets of that portion of assets managed by Frontier, at an annual rate of 0.45% on the first $90 million of the Combined Assets (as defined below) and 0.75% of Combined Assets exceeding $90 million. |
“Combined Assets” shall mean the sum of: the net assets of that portion managed by Frontier in the Value Portfolio, Institutional U.S. Portfolio, Small Cap-Mid Cap Portfolio, and the net assets invested in the same strategy as the Portfolios that are managed by Frontier for certain other clients of the Trust’s primary adviser. |
Frontier had no assets allocated in the Institutional U.S. Portfolio as of June 30, 2021. |
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(e) | For assets allocated to an Index Strategy, for so long as the Combined Assets (as defined below) are greater than $2 billion, Mellon Investments Corporation (“Mellon”) receives a fee at the annual rate of 0.04% of the average daily net assets of the Account. If the Combined Assets are reduced to $2 billion or less due to withdrawals or redemptions, beginning with the start of the first calendar year following the date on which such withdrawals or redemptions reduced such Combined Assets to $2 billion or less, the fee shall be calculated based on average daily net assets of the Account at annual rate of 0.065%. Index Strategy shall mean a portfolio wherein the Portfolio Manager seeks to approximate, over the long term, the performance of a specific market index. |
For assets allocated to a Factor Strategy, for so long as the Combined Assets are greater than $2 billion, the fee shall be at the annual rate of 0.065% of the average daily net assets of the Account. If the Combined Assets are reduced to $2 billion or less due to withdrawals or redemptions, beginning with the start of the first calendar year following the date on which such withdrawal or redemption reduced such Combined Assets to $2 billion or less, the fee shall be calculated based on average daily net assets of the Account at annual rate of 0.075%. Factor Strategy shall mean a portfolio wherein the Portfolio Manager seeks to implement a strategy developed by Hirtle Callaghan & Co. or an affiliate with the objective of obtaining exposure to one or more factors such as value or quality within the U.S. equity markets. |
For assets allocated to a U.S. Multi-Factor Strategy, for so long as the Combined Assets are greater than $2 billion, the fee shall be at the annual rate of 0.08% of the average daily net assets of the Account. If the Combined Assets are reduced to $2 billion or less due to withdrawals or redemptions, beginning with the start of the first calendar year following the date on which such withdrawal or redemption reduced such Combined Assets to $2 billion or less, the fee shall be calculated based on average daily net assets of the Account at annual rate of 0.10%. U.S. Multi-Factor Strategy shall mean a portfolio wherein the Portfolio Manager seeks to implement a proprietary strategy developed by the Portfolio Manager that seeks to obtain a targeted exposure to multi-factor equity model factors such as value, momentum, and low volatility within the U.S. equity markets. U.S. Multi-Factor Strategy was terminated on June 30, 2021. |
“Combined Assets” shall mean the sum of: the net assets managed by Mellon in the Value Portfolio, Growth Portfolio, Institutional U.S. Portfolio, Small Cap-Mid Cap Portfolio, International Portfolio, Institutional International Portfolio, Emerging Markets Portfolio, and the net assets managed by Mellon using these strategies in other investment advisory accounts for which HC Capital Solutions serves as investment adviser. |
(f) | With respect to its Liquidity Strategy, Parametric Portfolio Associates, LLC (“Parametric”), a subsidiary of Eaton Vance Corporation, receives a fee, which shall be calculated daily and payable monthly in arrears, at an annual rate of 0.15% of the first $50 million of the Combined Liquidity Assets (as defined below); 0.10% of the next $100 million of Combined Liquidity Assets; and 0.05% of Combined Liquidity Assets over $150 million. Parametric is also entitled to receive a flat fee of $10,000 per year for each Portfolio. One Twelfth of the flat fee with respect to any given Portfolio will be waived with respect to each calendar month during which no Portfolio assets were allocated to the Liquidity Strategy in that Portfolio. |
“Combined Liquidity Assets” shall mean the sum of: the net assets of that portion of each Portfolio managed by Parametric for investment in its Liquidity Strategy. |
(g) | With respect to its Targeted Strategy, Parametric receives a fee, which shall be calculated daily and payable in arrears at the rate of 0.05%. Parametric is also entitled to receive a flat fee of $5,000 per year for each Portfolio, provided that such fee will be waived with respect to each calendar year during which no Portfolio assets were allocated to the Targeted Strategy in that Portfolio. |
Parametric’s Targeted Strategy had no assets allocated in the Value Portfolio, Growth Portfolio, International Portfolio, Institutional International Portfolio and Emerging Markets Portfolio as of June 30, 2021. |
(h) | With respect to its Tax-Managed Custom Strategy, Parametric receives a fee, which shall be calculated daily and payable in arrears at the annual rate of 0.10% of the first $250 million of the Combined Tax-Managed Custom Strategy Assets (as defined below); 0.09% of the next $250 million of the Combined Tax-Managed Custom Strategy Assets; 0.08% of the next $500 million of the Combined Tax-Managed Custom Strategy Assets; and 0.07% of the Combined Tax-Managed Custom Strategy Assets over $1 billion. |
“Combined Tax-Managed Custom Strategy Assets” shall mean the sum of: the net assets of that portion of each of the other Portfolios of the Trust allocated to Parametric from time to time for investment in their Tax-Management Custom Core Strategy. |
(i) | With respect to its Options Overlay Strategy, Parametric receives a fee, which shall be calculated daily and payable in arrears, of $5,500 per calendar month for each Portfolio, provided that such fee will be waived with respect to each calendar month during which no Portfolio assets were allocated to the Options Overlay Strategy in that Portfolio. |
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Notes to Financial Statements (continued) — June 30, 2021
(j) | Jennison Associates LLC (“Jennison”) is entitled to receive an annual fee of no more than 0.30% of average daily net assets of that portion of the Growth Portfolio and Institutional U.S. Portfolio allocated to Jennison (the “Jennison Accounts”). While the rate at which Jennison’s fee for managing the Portfolios will not exceed 0.30%, the fee may decrease based on the aggregate market value of the Jennison Accounts and certain other assets managed by Jennison (which may pay fees exceeding 0.30%) for the benefit of certain investors who are clients of the Trust’s primary adviser at the following annual rates: |
— 0.75% on the first $10 million; |
— 0.50% on the next $30 million; |
— 0.35% on the next $25 million; |
— 0.25% on the next $335 million; |
— 0.22% on the next $600 million; |
— 0.20% on the next $4 billion; and |
— 0.25% on the balance |
(k) | For its services with respect to the RAFITM U.S. Multi-Factor Strategy, Pacific Investment Management Company, LLC (“PIMCO”) received an annual fee from each Portfolio at the annual rate of 0.175% of the first $600 million of the Combined RAFITM U.S. Multi-Factor Strategy Assets (as defined below); 0.15% on the next $700 million of Combined RAFITM U.S. Multi-Factor Strategy Assets; and 0.125% on Combined RAFITM U.S. Multi-Factor Strategy Assets over $1.3 billion. Should these assets not reach or fall below $600 million, PIMCO’s fee will be calculated at an annual rate of 0.20%. |
PIMCO utilized the services of Parametric as an account sub-advisor to assist with the implementation of the Account’s investment strategy. Parametric received a fee for these services paid by PIMCO. |
PIMCO’s Portfolio Management Agreement in the Institutional U.S. Portfolio with respect to the RAFITM U.S. Multi-Factor Strategy had no assets allocated as of November 18, 2020 and was terminated on January 20, 2021. |
PIMCO’s Enhanced Index Strategy had no assets allocated in the Institutional U.S. Portfolio as of June 30, 2021. |
(l) | Wellington Management Company, LLP (“Wellington”) receives a fee, which shall be payable monthly in arrears of 0.75% of the average daily net assets of the first $50 million of the Combined Assets (as defined below). On Combined Assets over $50 million, the fee shall be at the annual rate of 0.65% of the Combined Assets. |
“Combined Assets” shall mean the sum of: the net assets of the Institutional U.S. Portfolio and assets in the same investment strategy as the Portfolio that are managed by Wellington for certain other clients of the Trust’s primary adviser. |
(m) | RBC Global Asset Management (U.K.) Limited (“RBC”) receives a fee based on the average daily net assets, payable monthly, of that portion of assets managed by RBC, at the annual rate of 0.55% of the first $50 million; 0.50% of the next $50 million; and 0.45% exceeding $100 million. |
(n) | City of London Investment Management Company, Limited (“CLIM”) receives a fee, which shall be calculated daily and payable monthly in arrears at the annual rate of 0.80% of the first $50 million of the Combined Assets (as defined below) and 0.40% of the Combined assets exceeding $50 million. |
“Combined Assets” shall mean the sum of: the average daily net assets managed by CLIM in the International Portfolio and the Institutional International Portfolio; and the net assets invested in the same strategy as the Portfolios that are managed by CLIM for certain other clients of the Trust’s primary adviser. |
(o) | For its services to the International Portfolio and the Institutional International Portfolio, Mellon receives differing fees from each Portfolio with respect to each of Mellon’s Developed Index Strategy, Developed Factor Strategy, and Emerging Markets Strategy calculated based on the average daily net assets of that portion of the assets of the Portfolio managed by it. |
For assets allocated to a Developed Index Strategy (the “Index Account”), for so long as the Combined Assets (as defined below) are greater than $2 billion, the fee shall be at the annual rate of 0.05% of the average daily net assets of the Index Account. If the Combined Assets are reduced to $2 billion or less due to withdrawals or redemptions, beginning with the start of the first calendar year following the date on which such withdrawal or redemption reduced such Combined Assets to $2 billion or less, the fee shall be calculated based on average daily net assets of the Index Account at an annual rate of 0.06%. |
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For assets allocated to a Developed Factor Strategy (the “Factor Account”), for so long as the Combined Assets (as defined below) are greater than $2 billion, the fee shall be at the annual rate of 0.075% of the average daily net assets of the Factor Account. If the Combined Assets are reduced to $2 billion or less due to withdrawals or redemptions, beginning with the start of the first calendar year following the date on which such withdrawal or redemptions reduced such Combined Assets to $2 billion or less, the fee shall be calculated based on average daily net assets of the Account at an annual rate of 0.085%. |
For assets allocated to an Emerging Markets Strategy (the “EM Account”), for so long as the aggregate assets allocated to Mellon for all of its passive equity mandates (including accounts for other clients of the Advisor and certain of its affiliates besides the Trust) exceed $2 billion, the fee shall be at the annual rate of 0.13% of the average daily net assets of the EM Account. Should these aggregate assets fall below $2 billion; the fee will be calculated at an annual rate of 0.15% for those assets allocated to emerging markets strategies. |
The term “Combined Assets” means the sum of: (i) the net assets of the Value Portfolio, Growth Portfolio, Institutional U.S. Portfolio, Small Cap-Mid- Cap Portfolio, International Portfolio, Institutional International Portfolio and the Emerging Markets Portfolio of the Trust (“collectively the “Trust Portfolios”) managed by the Mellon; and (ii) the net assets of each other investment advisory account for which HC Capital Solutions or one of its affiliates serves as investment adviser and for which Mellon provides portfolio management services using the strategies employed in Trust Portfolios. |
(p) | WCM Investment Management, LLC (“WCM”) receives a fee, which shall be calculated daily and payable monthly in arrears at the annual rate of 0.85% of the first $100 million of the Combined Assets (as defined below) and 0.75% of Combined Assets exceeding $100 million. |
“Combined Assets” shall mean the sum of: the net assets of that portion managed by WCM in the International Portfolio and the Institutional International Portfolio. |
(q) | PIMCO receives a fee, which shall be payable monthly in arrears, at an annual rate of 0.39% on the month-end net assets subject to proration of contributions or withdrawals on daily net flows in excess of 1% of the month-end net assets. Prior to December 15, 2020, PIMCO received a fee at an annual rate of 0.45% on the first $150 million and 0.40% thereafter on the month-end net assets subject to proration of contributions or withdrawals on daily net flows in excess of 1% of the month-end net assets. |
(r) | With respect to the emerging markets portion of the Portfolio managed by Cadence, Cadence received a fee, which was calculated daily and payable monthly in arrears. For so long as the Combined Assets (as defined below) are greater than $2 billion, the fee shall be at the annual rate of 0.13% of the average daily net assets of that portion of the Portfolio. If the Combined Assets are reduced to $2 billion or less due to redemptions, the fee shall be calculated at the annual rate of 0.15% beginning in the following calendar year. |
“Combined Assets” shall mean the sum of: the net assets managed by Cadence in the Value Portfolio, Growth Portfolio, Institutional U.S. Portfolio, Small Cap-Mid Cap Portfolio and Emerging Markets Portfolio, and the net assets managed by Cadence in other investment advisory accounts for which HC Capital Solutions or certain of its affiliates serves as investment adviser. |
Cadence’s Portfolio Management Agreement was terminated on August 3, 2020. |
(s) | CLIM receives a fee, which shall be calculated daily and payable quarterly in arrears at the annual rate of 1.00% of the first $100 million of the Combined Assets (as defined below); 0.80% of the next $100 million of Combined Assets; and 0.50% of Combined Assets exceeding $200 million. |
“Combined Assets” shall mean the sum of: the average daily net assets managed by CLIM in the Portfolio and the net assets invested in the same strategy as the Portfolio that are managed by CLIM for certain other clients of the Trust’s primary adviser. |
(t) | RBC receives a fee, which shall be payable quarterly in arrears at the annual rate of 0.80% of the first $100 million of the Combined Assets (as defined below); 0.65% of the next $150 million of Combined Assets; and 0.60% of Combined Assets in excess of $250 million. |
“Combined Assets” shall mean the sum of: (i) the net assets of the Account; and (ii) the net assets of each other investment advisory account for which Hirtle Callaghan & Co. serves as investment adviser and for which Portfolio Manager provides portfolio management services (“Other Hirtle Accounts”) using the same strategies as employed for the Account. |
(u) | XY Investments (HK) Limited receives a fee, which shall be payable monthly in arrears at the annual rate of 1.00% of the average daily net assets of the Account. The annual rate shall be reduced to 0.90% once the assets under management with respect to the Portfolio Manager’s and its affiliates Offshore Strategy (as defined below) exceeds $2 billion. |
“Offshore Strategy” shall mean any vehicle, fund, account or other product utilizing a quantitative enhanced index investment strategy of investing in a China A-share market, but excluding any vehicle, fund, account or product dedicated solely to the Portfolio Manager’s Shanghai business. |
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Notes to Financial Statements (continued) — June 30, 2021
(v) | PIMCO receives a fee, which shall be payable monthly in arrears, at an annual rate of 0.25% on the month-end net assets subject to proration for contributions and withdrawals on daily net flows in excess of 1% of the month-end net assets. Prior to December 15, 2020, PIMCO received a fee, which was payable monthly in arrears at an annual rate of 0.50% on the first $25 million, 0.375% on the next $25 million and 0.25% thereafter on the month-end net assets subject to proration for contributions or withdrawals on daily net flows in excess of 1% of the month-end net assets. |
(w) | With respect to its Options Overlay Strategy, Parametric receives a fee, which shall be calculated daily and payable in arrears, of $4,500 per calendar month for each Portfolio, provided that such fee will be waived with respect to the calendar month during which no Portfolio assets were allocated to the Options Overlay Strategy in that Portfolio, |
(x) | Fort Washington Investment Advisors, Inc. (“Fort Washington”) receives a fee, which shall be payable quarterly in arrears. For so long as the Combined Assets (as defined below) are greater than $200 million, the fee shall be at the annual rate of 0.20% of the Combined Assets. If the Combined Assets are reduced to $200 million or less due to withdrawals or redemptions, beginning with the first calendar quarter following the date of such withdrawals or redemptions, the fee shall be based on 0.40% of the first $25 million of the Combined Assets, 0.375% of the next $25 million of the Combined Assets, 0.3375% of the next $50 million of the Combined Assets, 0.25% of the next $100 million of the Combined Assets, and 0.20% exceeding $200 million. |
“Combined Assets” shall mean the sum of: the net assets managed by Fort Washington in the Portfolio and the net assets invested in the same strategy as the Portfolio that are managed by Fort Washington for the benefit of certain investors who are clients of the Trust’s primary adviser. |
(y) | PIMCO receives a fee, which shall be payable monthly in arrears, at an annual rate of 0.45% on the month-end net assets subject to proration for contributions or withdrawals on daily net flows in excess of 1% of the month-end net assets. Prior to December 15, 2020, PIMCO received a fee, which was payable monthly in arrears, at an annual rate of 0.50% on the first $100 million; 0.45% on the next $100 million; and 0.40% thereafter on the month- end net assets subject to proration for contributions or withdrawals on daily net flows in excess of 1% on the month-end net assets. |
(z) | Mellon receives a fee, which shall be payable monthly in arrears, at the annual rate of 0.04% of the average daily net assets invested according to a domestic inflation-protected securities strategy; 0.07% of the average daily net assets invested according to a global inflation-protected securities strategy; and 0.13% of the average daily net assets invested according to an emerging-markets inflation-protected securities strategy. |
(aa) | PIMCO receives a fee, which shall be payable monthly in arrears, at an annual rate of 0.60% on the month-end net assets subject to proration for contributions or withdrawals on daily net flows in excess of 1% of the month-end nets assets. |
(bb) | Mellon receives a fee, which shall be calculated daily and payable quarterly, at an annual rate of 0.25% for the first $100 million of the Combined Assets (as defined below); and 0.15% of the Combined Assets exceeding $100 million. Mellon is entitled to receive a fee at an annual rate not to exceed 0.20% of the Combined Assets. |
“Combined Assets” shall mean the sum of: the net assets managed by Mellon in the Portfolio and the net assets invested in the same strategy as the Portfolio that are managed by Mellon for the benefit of certain investors who are clients of the Trust’s primary adviser. |
Pursuant to discretionary investment advisory agreements between the Trust and the Adviser, the Adviser is paid a fee which is accrued daily and paid monthly at an annual rate of 0.05% of average daily net assets per Portfolio. The fees that the Adviser receives are listed as “Management fees” on the Statements of Operations. The Adviser continuously monitors the performance of various investment management organizations, including the Specialist Managers retained by the Trust, and generally oversees the services provided to the Trust by its administrator, custodian and other service providers. The Adviser is also authorized to allocate and reallocate assets among Specialist Managers in multi-manager portfolios of the Trust from time to time without additional authorization of the Board. In addition, the Adviser makes its officers available to serve as officers and/or Trustees of the Trust, and maintains office space sufficient for the Trust’s principal office. The Securities and Exchange Commission has issued an order that permits the Trust to enter into portfolio management agreements with Specialist Managers upon the approval of the Board but without submitting such contracts for the approval of the shareholders of the relevant Portfolio under certain circumstances.
Citi Fund Services Ohio, Inc. (“Citi”) provides the Portfolios with administrative and fund accounting services. The fees for these services are disclosed as “Administrative service fees” on the Statements of Operations. The fees are accrued daily and payable on a monthly basis at an annual rate of 0.0506% of the Trust’s Portfolios’ average daily net assets up to $6 billion; 0.0047% of the Trust’s Portfolios’ average daily net assets between $6 billion and $12 billion; and 0.0276% of average daily net assets in excess of $12 billion. Citi receives additional fees paid by the Trust for compliance services, regulatory reporting services and reimbursement of certain expenses.
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Notes to Financial Statements (continued) — June 30, 2021
FIS Investor Services LLC, a wholly-owned subsidiary of Fidelity National Information Services, provides dividend and capital gains disbursing agent and transfer agency services. The fees for these services are disclosed as “Transfer agency fees” on the Statements of Operations. The fees are accrued daily and payable on a monthly basis at an annual rate of 0.0034% of the Trust’s Portfolios’ average daily net assets up to $6 billion; 0.0003% of the Trust’s Portfolios’ average daily net assets between $6 billion and $12 billion; and 0.0019% of average daily net assets in excess of $12 billion.
The Trust has adopted a Distribution Plan for the HC Advisors Shares under which the Adviser may receive compensation for distribution services. Under the Distribution Plan, which was adopted pursuant to Rule 12b-1 under the 1940 Act, the Adviser is entitled to receive a fee of up to 0.25% annually of the average daily net assets attributable to the HC Advisors Shares. The Adviser has voluntarily waived all fees associated with the Distribution Plan through June 30, 2021 and there is no current intention to collect such a fee in the future.
Ultimus Fund Distributors, LLC (“Ultimus”) provides certain distribution services to the Trust. Ultimus receives an annual fee of $50,000 for performing the services listed under its agreement with the Trust. None of Ultimus’ duties under its agreement are primarily intended to result in the sale of Trust shares.
Alaric Compliance Services, LLC (“Alaric”) provides an employee to serve as the Trust’s Chief Compliance Officer. Through June 30, 2021Alaric received an annual fee of $164,000 for performing services listed under its agreement with the Trust.
4. PURCHASE AND SALE TRANSACTIONS. The aggregate cost of purchases and proceeds from sales of investment securities, other than long-term U.S. government securities, TBA securities and short-term securities, for the year ended June 30, 2021 were as follows (amounts in thousands):
Portfolio | Purchases | Sales | ||||||
Value Portfolio | $ | 34,378 | $ | 59,848 | ||||
Growth Portfolio | 126,005 | 178,958 | ||||||
Institutional U.S Portfolio | 693,354 | 2,022,183 | ||||||
Small Cap-Mid Cap Portfolio | 27,397 | 24,264 | ||||||
ESG Growth Portfolio | 12,014 | 15,567 | ||||||
Catholic SRI Growth Portfolio | 21,822 | 63,497 | ||||||
International Portfolio | 143,948 | 160,303 | ||||||
Institutional International Portfolio | 75,807 | 61,950 | ||||||
Emerging Markets Portfolio | 61,167 | 325,465 | ||||||
Core Fixed Income Portfolio | 12,612 | 10,877 | ||||||
Corporate Opportunities Portfolio | 28,319 | 13,308 | ||||||
U.S. Corporate Fixed Income Portfolio | 130,789 | 187,296 | ||||||
U.S. Mortgage/Asset Backed Fixed Income Portfolio | 1,948 | 3,997 | ||||||
Short-Term Municipal Portfolio | 61,567 | 25,022 | ||||||
Intermediate Municipal Portfolio | 75,873 | 65,665 | ||||||
Intermediate Municipal II Portfolio | 34,237 | 27,238 |
The aggregate cost of purchases and proceeds from sales of long-term U.S. government securities for the year ended June 30, 2021 were as follows (amounts in thousands):
Portfolio | Purchases | Sales | ||||||
Core Fixed Income Portfolio | $ | 13,079 | $ | 12,207 | ||||
U.S. Government Fixed Income Portfolio | 182,988 | 211,321 | ||||||
Inflation Protected Portfolio | 44,814 | 411,100 | ||||||
U.S. Mortgage/Asset Backed Fixed Income Portfolio | 81,434 | 86,503 | ||||||
Intermediate Municipal II Portfolio | 1,929 | 1,925 |
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Notes to Financial Statements (continued) — June 30, 2021
5. FEDERAL INCOME TAXES. It is the policy of each Portfolio to continue to qualify as a regulated investment company by complying with the provisions available to certain investment companies, as defined in applicable sections of the Internal Revenue Code (the “Code”), and to make distributions of net investment income and net realized capital gains sufficient to relieve it (but not the shareholders) from all, or substantially all, federal income taxes. The Portfolios may, under certain circumstances, utilize equalization accounting for tax purposes by designating earnings and profits, including net realized gains distributed to shareholders on redemption of shares, as a part of the dividends paid deduction for income tax purposes.
The Trust has evaluated tax positions taken or expected to be taken in the course of preparing each Portfolio’s tax returns to determine whether it is more likely than not (i.e., greater than 50-percent chance) that each tax position will be sustained upon examination by a tax authority based on the technical merits of the position. A tax position that meets the more-likely-than-not recognition threshold is measured to determine the amount of benefit to recognize in the financial statements. Differences between tax positions taken in a tax return and amounts recognized in the financial statements will generally result in an increase in a liability for taxes payable (or a reduction of a tax refund receivable), including the recognition of any related interest and penalties as an operating expense. Tax positions taken in tax years remain subject to examination by tax authorities (generally the last three tax year ends 2018 to 2020, and the interim tax period since then). The determination has been made that there are no uncertain tax positions that would require the Portfolios to record a tax liability and, therefore, there is no impact to the Portfolios’ financial statements. Furthermore, management of the Portfolios is not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next 12 months.
A. As of June 30, 2021, the cost basis of investments for federal income tax purposes, gross unrealized appreciation, gross unrealized depreciation and net unrealized appreciation/depreciation were as follows (amounts in thousands):
Portfolio | Tax | Tax | Tax | Net Tax | ||||||||||||
Value Portfolio | $ | 315,992 | $ | 378,658 | $ | (1,068 | ) | $ | 377,590 | |||||||
Growth Portfolio | 301,242 | 627,002 | (2,406 | ) | 624,596 | |||||||||||
Institutional U.S. Portfolio | 1,409,981 | 934,302 | (25,947 | ) | 908,355 | |||||||||||
Small Cap Mid-Cap Portfolio | 53,982 | 45,666 | (1,626 | ) | 44,040 | |||||||||||
ESG Growth Portfolio | 118,732 | 54,047 | (3,736 | ) | 50,311 | |||||||||||
Catholic SRI Growth Portfolio | 18,799 | 10,615 | (506 | ) | 10,109 | |||||||||||
International Portfolio | 456,464 | 263,322 | (11,263 | ) | 252,059 | |||||||||||
Institutional International Portfolio | 1,015,692 | 277,340 | (83,938 | ) | 193,402 | |||||||||||
Emerging Markets Portfolio | 622,008 | 295,922 | (38,800 | ) | 257,122 | |||||||||||
Core Fixed Income Portfolio | 65,009 | 3,247 | (394 | ) | 2,853 | |||||||||||
Corporate Opportunities Portfolio | 301,602 | — | (61 | ) | (61 | ) | ||||||||||
U.S. Government Fixed Income Portfolio | 244,433 | 12,915 | (1,997 | ) | 10,918 | |||||||||||
Inflation Protected Portfolio | 27,065 | — | — | — | ||||||||||||
U.S. Corporate Fixed Income Portfolio | 253,324 | 16,174 | (1,090 | ) | 15,084 | |||||||||||
U.S. Mortgage/Asset Backed Fixed Income Portfolio | 241,829 | 4,485 | (611 | ) | 3,874 | |||||||||||
Short-Term Municipal Portfolio | 152,175 | 1,916 | (87 | ) | 1,829 | |||||||||||
Intermediate Municipal Portfolio | 371,314 | 14,449 | (751 | ) | 13,698 | |||||||||||
Intermediate Municipal II Portfolio | 85,698 | 3,956 | (1 | ) | 3,955 |
The tax cost of investments includes the cost of securities, proceeds received from TBA sales commitments and any upfront premiums paid or received on derivatives, as applicable. The tax unrealized appreciation/depreciation includes securities, TBA sales commitments and derivatives that are not considered realized for tax purposes, as applicable.
The differences between book-basis and tax-basis unrealized appreciation/depreciation are attributable primarily to: tax deferral of losses on wash sales, the realization for tax purposes of unrealized gains/losses on investments in passive foreign investment companies, the difference between book and tax accretion methods for market discount, derivatives, and in-kind purchases by investors that, for tax purposes, created a controlling interest in a Portfolio.
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Notes to Financial Statements (continued) — June 30, 2021
B. Tax Characteristics of Distributions Paid
The tax characteristics of distributions paid during the fiscal years ended June 30, 2021 and June 30, 2020, respectively, were as follows (amounts in thousands):
Distributions Paid From: | ||||||||||||||||||||
Year Ended June 30, 2021 | Ordinary | Net Long | Total Taxable | Tax-Exempt | Total | |||||||||||||||
Value Portfolio | $ | 7,690 | $ | — | $ | 7,690 | $ | — | $ | 7,690 | ||||||||||
Growth Portfolio | 7,897 | 42,952 | 50,849 | — | 50,849 | |||||||||||||||
Institutional U.S. Portfolio | 68,946 | 93,578 | 162,524 | — | 162,524 | |||||||||||||||
Small Cap-Mid Cap Portfolio | 216 | 82 | 298 | — | 298 | |||||||||||||||
ESG Growth Portfolio | 2,021 | 1,665 | 3,686 | — | 3,686 | |||||||||||||||
Catholic SRI Growth Portfolio | 786 | — | 786 | — | 786 | |||||||||||||||
International Portfolio | 16,434 | — | 16,434 | — | 16,434 | |||||||||||||||
Institutional International Portfolio | 24,462 | — | 24,462 | — | 24,462 | |||||||||||||||
Emerging Markets Portfolio | 10,399 | — | 10,399 | — | 10,399 | |||||||||||||||
Core Fixed Income Portfolio | 1,365 | 792 | 2,157 | — | 2,157 | |||||||||||||||
Corporate Opportunities Portfolio | 394 | — | 394 | — | 394 | |||||||||||||||
U.S. Government Fixed Income Portfolio | 7,087 | 7,412 | 14,499 | — | 14,499 | |||||||||||||||
Inflation Protected Portfolio | 4,848 | 879 | 5,727 | — | 5,727 | |||||||||||||||
U.S. Corporate Fixed Income Portfolio | 9,924 | 7,963 | 17,887 | — | 17,887 | |||||||||||||||
U.S. Mortgage/Asset Backed Fixed Income Portfolio | 4,715 | — | 4,715 | — | 4,715 | |||||||||||||||
Short-Term Municipal Portfolio | — | 11 | 11 | 1,334 | 1,345 | |||||||||||||||
Intermediate Municipal Portfolio | 1 | 289 | 290 | 6,522 | 6,812 | |||||||||||||||
Intermediate Municipal II Portfolio | 2 | 114 | 116 | 1,521 | 1,637 |
Distributions Paid From: | ||||||||||||||||||||
Year Ended June 30, 2020 | Ordinary | Net Long | Total Taxable | Tax-Exempt | Total | |||||||||||||||
Value Portfolio | $ | 9,320 | $ | 250 | $ | 9,570 | $ | — | $ | 9,570 | ||||||||||
Growth Portfolio | 9,836 | 31,611 | 41,447 | — | 41,447 | |||||||||||||||
Institutional U.S. Portfolio | 32,988 | 244,335 | 277,323 | — | 277,323 | |||||||||||||||
Small Cap-Mid Cap Portfolio | 563 | 3,927 | 4,490 | — | 4,490 | |||||||||||||||
ESG Growth Portfolio | 2,639 | 6,978 | 9,617 | — | 9,617 | |||||||||||||||
Catholic SRI Growth Portfolio | 888 | 1,547 | 2,435 | — | 2,435 | |||||||||||||||
International Portfolio | 14,463 | — | 14,463 | — | 14,463 | |||||||||||||||
Institutional International Portfolio | 33,253 | 147 | 33,400 | — | 33,400 | |||||||||||||||
Emerging Markets Portfolio | 43,230 | — | 43,230 | — | 43,230 | |||||||||||||||
Core Fixed Income Portfolio | 1,684 | — | 1,684 | — | 1,684 | |||||||||||||||
Corporate Opportunities Portfolio | 17,477 | — | 17,477 | — | 17,477 | |||||||||||||||
U.S. Government Fixed Income Portfolio | 6,361 | — | 6,361 | — | 6,361 | |||||||||||||||
Inflation Protected Portfolio | 5,857 | — | 5,857 | — | 5,857 | |||||||||||||||
U.S. Corporate Fixed Income Portfolio | 9,931 | 2,007 | 11,938 | — | 11,938 | |||||||||||||||
U.S. Mortgage/Asset Backed Fixed Income Portfolio | 5,909 | — | 5,909 | — | 5,909 | |||||||||||||||
Short-Term Municipal Portfolio | 64 | — | 64 | 1,543 | 1,607 | |||||||||||||||
Intermediate Municipal Portfolio | 68 | 693 | 761 | 7,347 | 8,108 | |||||||||||||||
Intermediate Municipal II Portfolio | 45 | 99 | 144 | 1,486 | 1,630 |
Amounts designated as “—” are $0 or have been rounded to $0.
* | Total distributions paid may differ from what appears in the Statements of Changes in Net Assets because dividends for tax purposes are recognized when actually paid. |
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C. Components of Accumulated Earnings
As of June 30, 2021, the components of accumulated earnings/(deficit) on a tax basis were as follows (amounts in thousands):
Portfolio | Undistributed | Undistributed | Accumulated | Distributions | Accumulated | Unrealized | Total | |||||||||||||||||||||
Value Portfolio | $ | — | $ | — | $ | — | $ | — | $ | (10,465 | )(a) | $ | 377,590 | $ | 367,125 | |||||||||||||
Growth Portfolio | 8,131 | 53,298 | 61,429 | — | (10,105 | )(a) | 624,596 | 675,920 | ||||||||||||||||||||
Institutional U.S. Portfolio | 214,586 | 256,653 | 471,239 | — | (35,841 | )(a) | 908,359 | 1,343,757 | ||||||||||||||||||||
Small Cap-Mid Cap Portfolio | — | 4,750 | 4,750 | — | — | 44,040 | 48,790 | |||||||||||||||||||||
ESG Growth Portfolio | 1,602 | 3,196 | 4,798 | — | — | 50,319 | 55,117 | |||||||||||||||||||||
Catholic SRI Growth Portfolio | 67 | 10,033 | 10,100 | — | — | 10,110 | 20,210 | |||||||||||||||||||||
International Portfolio | 3,361 | — | 3,361 | — | (80,774 | )(a) | 252,143 | 174,730 | ||||||||||||||||||||
Institutional International Portfolio | 42,111 | 40,270 | 82,381 | — | — | 193,581 | 275,962 | |||||||||||||||||||||
Emerging Markets Portfolio | 3,802 | — | 3,802 | — | (68,292 | ) | 253,907 | 189,417 | ||||||||||||||||||||
Core Fixed Income Portfolio | — | 442 | 442 | (1 | ) | — | 2,853 | 3,294 | ||||||||||||||||||||
Corporate Opportunities Portfolio | 18,091 | 5,471 | 23,562 | — | — | (61 | ) | 23,501 | ||||||||||||||||||||
U.S. Government Fixed Income Portfolio | — | 1,227 | 1,227 | (104 | ) | — | 10,918 | 12,041 | ||||||||||||||||||||
Inflation Protected Portfolio | 67 | 7,986 | 8,053 | — | — | — | 8,053 | |||||||||||||||||||||
U.S. Corporate Fixed Income Portfolio | 1,165 | 8,613 | 9,778 | (180 | ) | — | 15,084 | 24,682 | ||||||||||||||||||||
U.S. Mortgage/Asset Backed Fixed Income Portfolio | 193 | — | 193 | (111 | ) | (12,352 | ) | 3,874 | (8,396 | ) | ||||||||||||||||||
Short-Term Municipal Portfolio | 50 | 21 | 71 | (7 | ) | — | 1,829 | 1,893 | ||||||||||||||||||||
Intermediate Municipal Portfolio | 77 | — | 77 | (31 | ) | — | 13,698 | 13,744 | ||||||||||||||||||||
Intermediate Municipal II Portfolio | 170 | 730 | 900 | (9 | ) | — | 3,955 | 4,846 |
Amounts designated as “—” are $0 or have been rounded to $0.
* | Total accumulated earnings/ (deficit) may differ from the total distributable earnings amounts reported in the Statements of Assets and Liabilities due to certain temporary differences between book-basis and tax-basis. |
(a) | Includes $5,502, $10,105, $20,946 and $144 of straddles losses which were deferred for the Value Portfolio, Growth Portfolio, Institutional U.S. Portfolio and International Portfolio, respectively (amounts in thousands). |
D. Capital Loss Carryforwards
As of their tax year ended June 30, 2021, the following Portfolios had capital loss carryforwards which do not expire, as summarized below (amounts in thousands):
Portfolio | Short-Term | Long-Term | Total | |||||||||
Value Portfolio | $ | 4,963 | $ | — | $ | 4,963 | ||||||
Institutional U.S. Portfolio | 4,627 | 10,268 | 14,895 | (a) | ||||||||
International Portfolio | 80,629 | — | 80,629 | |||||||||
Emerging Markets Portfolio | 28,635 | 39,657 | 68,292 | |||||||||
U.S. Mortgage/Asset Backed Fixed Income Portfolio | 2,993 | 9,359 | 12,352 |
Amounts designated as “—” are $0 or have been rounded to $0.
(a) | All or a portion are limited as a result of changes in ownership in connection with merger reorganizations. Unused limitations during a year accumulated for future use in offsetting net capital gains. |
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E. Book-To-Tax Differences
Distributions are based on amounts calculated in accordance with applicable federal tax regulations, which may differ from GAAP. To the extent these differences are permanent in nature (e.g., net operating losses, reclassification of bond discount and premium, equalization accounting, treatment of gains and losses relating to foreign currency transactions, distribution re-characterization, in-kind redemptions and differing treatment of income relating to swap agreements), such amounts are reclassified within the capital accounts based on their federal tax-basis treatment; temporary differences do not require reclassifications.
6. RISK CONSIDERATIONS.
Market Risk — Market risk is the risk that the market value of a security may move up and down, sometimes rapidly and unpredictably. These fluctuations may cause a security to be worth less than the price originally paid for it, or less than it was worth at an earlier time. Market risk may affect a single issuer, industrial sector of the economy or the market as a whole. In addition, unexpected events and their aftermaths, such as the spread of deadly diseases; natural environmental, or man-made disasters; financial, political, or social disruptions; terrorism and war; and other tragedies or catastrophes, can cause investor fear and panic, which can adversely affect the economies of many companies, sectors, nations, regions, and the market in general, in ways that cannot necessarily be foreseen. Finally, key information about a security or market may be inaccurate or unavailable. This is particularly relevant to investments in foreign securities.
Credit Risk — Credit risk is the risk that an issuer (or in the case of certain securities, the guarantor or counterparty) will be unable to make principal and interest payments when due. The creditworthiness of an issuer may be affected by a number of factors, including the financial condition of the issuer (or guarantor) and, in the case of foreign issuers, the financial condition of the region.
Foreign Investment Risk — Investments in securities issued by non-U.S. companies and non-U.S. governments and their agencies may be adversely affected by the lack of timely or reliable financial information, political, social and/or economic developments abroad and foreign regulatory requirements and market practices. Securities denominated in foreign currencies are subject to the risk that the value of the foreign currency will decline in relation to the U.S. dollar. In addition, risks associated with foreign investments may be intensified in the case of investments in emerging-market countries, whose political, legal and economic systems are less developed and less stable than those of more developed nations.
Options Risk — Purchasing and writing put and call options are highly specialized activities and entail greater-than- ordinary investments risks. If the Portfolio writes a put option, it incurs the risk that the market value of the underlying security or futures contract could decrease below the option’s exercise price. If this occurs, the option could be exercised and the portfolio would be forced to buy the underlying security or futures contract at a higher price than its current market value. When a Portfolio purchases an option, it will lose the premium paid for the option if the price of the underlying security or futures contract decreases or remains the same (in the case of a call option) or increases or remains the same (in the case of a put option). If an option purchased by the Portfolio were permitted to expire without being sold or exercised, its premium would represent a loss to the Portfolio.
Options Writing Strategy Risk — If the Index appreciates or depreciates sufficiently over the period to offset the new premium from the written option on that index, a net loss will result. In addition, the value of the index substitute is subject to change as the values of the component securities fluctuate. The performance of the index substitute may not exactly match the performance of the index. An index substitute reflects the underlying risks of the index and index substitute options are subject to the same risks as index options.
Floating Rate Investments Risk — Coupon rates on these investments are most often floating, not fixed, and are tied to a benchmark lending rate, such as the London Interbank Offered Rate or “LIBOR”. The risks associated with floating rate loans are similar to the risks of below investment grade securities. Changes in economic conditions are likely to cause issuers of these securities to be unable to meet their obligations. In addition, the value of the collateral securing the loan may decline, causing a loan to be substantially unsecured. The sale and purchase of a bank loan are subject to the requirements of the underlying credit agreement governing such bank loan. These requirements may limit the eligible pool of potential bank loan holders by placing conditions or restrictions on sales and purchases of bank loans. Further, bank loans are not traded on an exchange and purchasers and sellers of bank loans rely on market makers, usually the administrative agent for a particular bank loan, to trade bank loans. These factors, in addition to overall market volatility, may negatively impact the liquidity of loans. Difficulty in selling a floating rate loan may result in a loss. Borrowers may pay back principal before the scheduled due date when interest rates decline, which
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may require the Portfolio to replace a particular loan with a lower-yielding security. There may be less extensive public information available with respect to loans than for rated, registered or exchange listed securities. The Portfolio may assume the credit risk of the primary lender in addition to the borrower, and investments in loan assignments may involve the risks of being a lender. On July 27, 2017, the head of the United Kingdom’s Financial Conduct Authority announced a desire to phase out the use of LIBOR by the end of 2021. There remains uncertainty regarding the future utilization of LIBOR and the nature of any replacement rate. As such, the potential effect of a transition away from LIBOR on the Portfolio or the financial instruments in which the Portfolio invests cannot yet be determined. The transition process might lead to increased volatility and illiquidity in markets that currently rely on LIBOR to determine interest rates. It could also lead to a reduction in the value of some LIBOR-based investments and reduce the effectiveness of new hedges placed against existing LIBOR-based instruments. Since the usefulness of LIBOR as a benchmark could deteriorate during the transition period, these effects could occur prior to the end of 2021.
Loan Participation Risk — Loan participations typically will result in a Portfolio having a contractual relationship only with the lender, not with the borrower. In connection with purchasing loan participations, a Portfolio generally will have no right to enforce compliance by the borrower with the terms of the loan agreement relating to the loan, nor any rights of set-off against the borrower, and a Portfolio may not benefit directly from any collateral supporting the loan in which it has purchased the participation. As a result, a Portfolio will assume the credit risk of both the borrower and the lender that is selling the participation. A Portfolio may have difficultly disposing of loan participations as the market for such instruments is not highly liquid.
7. BUSINESS COMBINATIONS.
In December 2019, the Board approved the Adviser’s proposal to merge Institutional Value Equity Portfolio, Institutional Small Capitalization-Mid Capitalization Equity Portfolio and Real Estate Securities Portfolio (the “Target Portfolios”) into Institutional U.S. Portfolio (the “Acquiring Portfolio”). The Plan of Reorganization (the “Plan”) was approved by the Board on December 10, 2019 and by a joint special meeting of the shareholders of the Target Portfolios on April 16, 2020. The purpose of the transaction was to reduce the overall costs paid by shareholders, enhanced flexibility to improve investment results, improved efficiency and allow for clearer and easier to understand communication with shareholders under a consolidated Acquiring Portfolio. The transaction was effective after the close of business on May 1, 2020. The Acquiring Portfolio acquired all the assets and assumed all the liabilities of the Target Portfolios as shown in the table below. The transaction was structured to qualify as a tax-free reorganization under the Code. Pursuant to the Plan, shareholders of the Target Portfolios received a number of shares of the corresponding class in the Acquiring Portfolio, with a value equal to their holdings in the Target Portfolios as of the close of business on May 1, 2020. The investment portfolios of the Target Portfolios, with a fair value of approximately $1,214,528,362 and identified cost of approximately $1,213,378,901 as of the date of the reorganization, were the principal assets acquired by the Acquiring Portfolio.
The following is a summary of Shares Outstanding, Net Assets, NAV and Net Unrealized Appreciation/(Depreciation) immediately before and after the reorganization:
Target Portfolios (Strategic Shares) | Shares | Net Assets | Net | Net Unrealized | ||||||||||||
Institutional Value Equity Portfolio. | 98,983 | $ | 1,106,107 | $ | 11.17 | $ | (2,090 | ) | ||||||||
Institutional Small Capitalization-Mid Capitalization Equity Portfolio | 8,496 | 83,473 | 9.83 | (5,448 | ) | |||||||||||
Real Estate Securities Portfolio | 23,607 | 51,911 | 2.20 | 8,688 | ||||||||||||
Acquiring Portfolio (Strategic Shares) | ||||||||||||||||
Institutional U.S. Portfolio | 85,070 | 1,309,210 | 15.39 | 246,539 | ||||||||||||
Post Reorganization (Strategic Shares) | ||||||||||||||||
Institutional U.S. Portfolio | 165,739 | 2,550,701 | 15.39 | 246,689 |
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8. SIGNIFICANT SHAREHOLDERS.
Shareholders, including other funds, individuals, accounts, as well as the Portfolio’s investment manager(s) and/or investment personnel, may from time to time own (beneficially or of record) a significant percentage of the Portfolio’s Shares and can be considered to “control” the Portfolio when that ownership exceeds 25% of the Portfolio’s assets (which may differ from control as determined in accordance with accounting principles generally accepted in the United States of America).
The following list includes the Portfolios which had individual shareholder accounts with ownership of voting securities greater than 10% of the total outstanding voting securities but less than 25% and/or accounts with ownership of voting securities greater than 25% of the total outstanding voting securities.
Portfolio | Number of shareholders with | Number of shareholders with |
Institutional U.S. Portfolio | 1 | — |
Small Cap-Mid Cap Portfolio | 1 | 1 |
ESG Growth Portfolio | — | 1 |
Catholic SRI Growth Portfolio | 1 | 1 |
Institutional International Portfolio | 1 | — |
Emerging Markets Portfolio | 1 | — |
U.S. Government Fixed Income Portfolio | 1 | — |
Inflation Protected Portfolio | 2 | — |
U.S. Corporate Fixed Income Portfolio | 1 | — |
U.S. Mortgage/Asset Backed Fixed Income Portfolio | 1 | — |
9. CONCENTRATION OF INVESTMENTS.
As of June 30, 2021, the Corporate Opportunities Portfolio’s and the Inflation Protected Portfolio’s investment in the State Street Institutional Treasury Plus Money Market Fund represented greater than 25% of each Portfolio’s net assets. The financial statements of the State Street Institutional Treasury Plus Money Market Fund can be found by accessing the fund’s website at http://www.ssga.com.
10. SUBSEQUENT EVENTS.
Management has evaluated subsequent events through the date these financial statements were issued.
Effective August 19, 2021, the Board terminated the Portfolio Management Agreement between the Trust and WCM Investment Management, LLC for the International Portfolio and the Institutional International Portfolio.
Based on the evaluation, no additional disclosures or adjustments were required to the financial statements as of June 30, 2021.
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1. SECURITY PROXY VOTING. A description of the policies and procedures that the Trust uses to determine how to vote proxies relating to portfolio securities is contained in the Statement of Additional Information. Information regarding how the Portfolios voted proxies relating to portfolio securities during the most recent twelve months ended June 30 is available without charge, upon request, by calling 800-242-9596 and on the Securities and Exchange Commission’s (“SEC”) website at http://www.sec.gov.
2. SHAREHOLDER VOTES.
A special meeting of shareholders of fourteen Portfolios was held on February 5, 2021. At the February 5, 2021 meeting, shareholders of the following Portfolios approved:
1. Approval of a portfolio management agreement between the Trust, on behalf of The Value Equity Portfolio, and Parametric Portfolio Associates, LLC (“Parametric”):
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Value Equity Portfolio | 24,248,386.697 | 23,510,976.396 | 96.958% | 21,897,514.396 | 93.138% |
2. Approval of a portfolio management agreement between the Trust, on behalf of The Growth Equity Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Growth Equity Portfolio | 28,402,935.233 | 27,310,929.240 | 96.155% | 24,747,902.240 | 90.616% |
3. Approval of a portfolio management agreement between the Trust, on behalf of The Institutional U.S. Equity Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Institutional U.S. Equity Portfolio | 140,224,166.270 | 115,049,883.350 | 82.047% | 115,043,298.350 | 99.995% |
4. Approval of a portfolio management agreement between the Trust, on behalf of The International Equity Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The International Equity Portfolio | 57,970,285.898 | 55,233,047.233 | 95.278% | 53,959,604.233 | 97.695% |
5. Approval of a portfolio management agreement between the Trust, on behalf of The Institutional International Equity Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Institutional International Equity Portfolio | 135,183,011.038 | 111,387,962.954 | 82.397% | 111,387,962.954 | 100.000% |
6. Approval of a portfolio management agreement between the Trust, on behalf of The Emerging Markets Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Emerging Markets Portfolio | 47,375,393.568 | 41,182,559.110 | 86.928% | 41,078,852.110 | 99.749% |
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7. Approval of a portfolio management agreement between the Trust, on behalf of The Core Fixed Income Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Core Fixed Income Portfolio | 6,556,958.896 | 5,641,028.410 | 86.031% | 5,641,028.410 | 100.000% |
8. Approval of a portfolio management agreement between the Trust, on behalf of The Corporate Opportunities Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Corporate Opportunities Portfolio | 48,949,025.728 | 43,002,384.420 | 87.851% | 43,002,384.420 | 100.000% |
9. Approval of a portfolio management agreement between the Trust, on behalf of The U.S. Government Fixed Income Securities Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The U.S. Government Fixed Income Securities Portfolio | 30,730,347.841 | 23,319,035.119 | 75.882% | 23,319,035.119 | 100.000% |
10. Approval of a portfolio management agreement between the Trust, on behalf of The Inflation Protected Securities Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Inflation Protected Securities Portfolio | 35,498,512.492 | 30,987,261.478 | 87.291% | 30,987,261.478 | 100.000% |
11. Approval of a portfolio management agreement between the Trust, on behalf of The U.S. Corporate Fixed Income Securities Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The U.S. Corporate Fixed Income Securities Portfolio | 31,026,272.857 | 23,089,914.603 | 74.420% | 23,089,914.603 | 100.000% |
12. Approval of a portfolio management agreement between the Trust, on behalf of The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio | 25,387,949.013 | 19,492,985.981 | 76.780% | 19,492,985.981 | 100.000% |
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13. Approval of a portfolio management agreement between the Trust, on behalf of The Intermediate Term Municipal Bond Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Intermediate Term Municipal Bond Portfolio | 38,623,476.220 | 38,360,986.445 | 99.320% | 38,102,330.445 | 99.326% |
14. Approval of a portfolio management agreement between the Trust, on behalf of The Intermediate Term Municipal Bond II Portfolio, and Parametric:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Intermediate Term Municipal Bond II Portfolio | 7,902,180.612 | 7,307,226.660 | 92.471% | 7,240,634.660 | 99.089% |
15. Approval of a portfolio management agreement between the Trust, on behalf of The International Equity Portfolio, and WCM Investment Management, LLC (“WCM”):
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The International Equity Portfolio | 57,970,285.898 | 55,233,047.233 | 95.278% | 53,959,604.233 | 97.695% |
16. Approval of a portfolio management agreement between the Trust, on behalf of The Institutional International Equity Portfolio, and WCM:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Institutional International Equity Portfolio | 135,183,011.038 | 111,387,962.954 | 82.397% | 111,387,962.954 | 100.000% |
A special meeting of shareholders of three Portfolios was held on March 12, 2021. At the March 12, 2021 meeting, shareholders of the following Portfolios approved:
1. Approval of a portfolio management agreement between the Trust, on behalf of The Value Equity Portfolio, and Echo Street Capital Management LLC (“Echo Street”):
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Value Equity Portfolio | 24,018,361.702 | 22,733,002.285 | 94.648% | 21,119,540.285 | 92.903% |
2. Approval of a portfolio management agreement between the Trust, on behalf of The Growth Equity Portfolio, and Echo Street:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Growth Equity Portfolio | 28,241,859.869 | 24,940,125.586 | 88.309% | 22,377,098.586 | 89.724% |
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3. Approval of a portfolio management agreement between the Trust, on behalf of The Institutional U.S. Equity Portfolio, and Echo Street:
Portfolio | Record Date | Shares Voted | % of Total | For Proposal | % of Votes |
The Institutional U.S. Equity Portfolio | 125,469,867.136 | 99,900,252.129 | 79.620% | 99,893,667.129 | 99.994% |
3. EXPENSE EXAMPLE. As a shareholder of the Trust, you incur ongoing costs, including management fees and other Portfolio expenses. This example (as set forth in the table below) is intended to help you understand your ongoing costs (in dollars) of investing in the Trust and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period from January 1, 2021 through June 30, 2021.
Actual Expenses: The table below provides information about actual account values and actual expenses. You may use the information below, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the table under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes: The table below provides information about hypothetical account values and hypothetical expenses based on each of the Portfolio’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Portfolio’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as redemption fees or exchange fees. Therefore, the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
Portfolio | Beginning | Ending | Expenses | Annualized | ||
Value Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,154.40 | $1.23 | 0.23% |
Hypothetical2 | $1,000.00 | $ 1,023.65 | $1.15 | 0.23% | ||
Growth Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,134.20 | $1.43 | 0.27% |
Hypothetical2 | $1,000.00 | $ 1,023.46 | $1.35 | 0.27% | ||
Institutional U.S. Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,139.30 | $1.54 | 0.29% |
Hypothetical2 | $1,000.00 | $ 1,023.36 | $1.45 | 0.29% | ||
Small Cap-Mid Cap Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,152.40 | $2.67 | 0.50% |
Hypothetical2 | $1,000.00 | $ 1,022.32 | $2.51 | 0.50% | ||
ESG Growth Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,123.00 | $2.00 | 0.38% |
Hypothetical2 | $1,000.00 | $ 1,022.91 | $1.91 | 0.38% |
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Portfolio | Beginning | Ending | Expenses | Annualized | ||
Catholic SRI Growth Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,134.00 | $1.64 | 0.31% |
Hypothetical2 | $1,000.00 | $ 1,023.26 | $1.56 | 0.31% | ||
International Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,105.60 | $1.25 | 0.24% |
Hypothetical2 | $1,000.00 | $ 1,023.60 | $1.20 | 0.24% | ||
Institutional International Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,093.80 | $1.30 | 0.25% |
Hypothetical2 | $1,000.00 | $ 1,023.55 | $1.25 | 0.25% | ||
Emerging Markets Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,071.40 | $2.57 | 0.50% |
Hypothetical2 | $1,000.00 | $ 1,022.32 | $2.51 | 0.50% | ||
Core Fixed Income Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 985.40 | $1.67 | 0.34% |
Hypothetical2 | $1,000.00 | $ 1,023.11 | $1.71 | 0.34% | ||
Corporate Opportunities Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,046.70 | $1.12 | 0.22% |
Hypothetical2 | $1,000.00 | $ 1,023.70 | $1.10 | 0.22% | ||
U.S. Government Fixed Income Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 974.10 | $0.93 | 0.19% |
Hypothetical2 | $1,000.00 | $ 1,023.85 | $0.95 | 0.19% | ||
Inflation Protected Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 987.40 | $0.79 | 0.16% |
Hypothetical2 | $1,000.00 | $ 1,024.00 | $0.80 | 0.16% | ||
U.S. Corporate Fixed Income Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 990.90 | $1.18 | 0.24% |
Hypothetical2 | $1,000.00 | $ 1,023.60 | $1.20 | 0.24% | ||
U.S. Mortgage/Asset Backed Fixed Income Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 991.30 | $1.14 | 0.23% |
Hypothetical2 | $1,000.00 | $ 1,023.65 | $1.15 | 0.23% | ||
Short-Term Municipal Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,000.00 | $1.39 | 0.28% |
Hypothetical2 | $1,000.00 | $ 1,023.41 | $1.40 | 0.28% |
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Portfolio | Beginning | Ending | Expenses | Annualized | ||
Intermediate Municipal Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,005.40 | $1.49 | 0.30% |
Hypothetical2 | $1,000.00 | $ 1,023.31 | $1.51 | 0.30% | ||
Intermediate Municipal II Portfolio | HC Strategic Shares | Actual | $1,000.00 | $ 1,016.40 | $1.75 | 0.35% |
Hypothetical2 | $1,000.00 | $ 1,023.06 | $1.76 | 0.35% |
1 | Expenses are equal to the average account value over the period, multiplied by the Portfolio’s annualized expense ratio, multiplied by 181/365 (to reflect the one half year period). |
2 | Represents the hypothetical 5% annual return before expenses. |
4. ADDITIONAL FEDERAL INCOME TAX INFORMATION
A. Dividends Received Deduction. For corporate shareholders, the following percentage of the total ordinary income distributions paid during the fiscal year ending June 30, 2021, qualify for the corporate dividend received deduction for the following Portfolios:
Portfolio | Dividends | |||
Value Portfolio | 99.95 | % | ||
Growth Portfolio | 51.27 | % | ||
Institutional U.S. Portfolio | 8.32 | % | ||
Small Cap-Mid Cap Portfolio | 100.00 | % | ||
ESG Growth Portfolio | 34.17 | % | ||
Catholic SRI Growth Portfolio | 56.30 | % | ||
Institutional International Portfolio | 0.02 | % | ||
Emerging Markets Portfolio | 0.09 | % |
B. Qualified Dividends. For the fiscal year ending June 30, 2021, under current tax law, the following dividends paid may be subject to a maximum tax rate of 15%:
Portfolio | Dividends | |||
Value Portfolio | 100.00 | % | ||
Growth Portfolio | 49.83 | % | ||
Institutional U.S. Portfolio | 9.99 | % | ||
Small Cap-Mid Cap Portfolio | 100.00 | % | ||
ESG Growth Portfolio | 74.57 | % | ||
Catholic SRI Growth Portfolio | 100.00 | % | ||
International Portfolio | 82.54 | % | ||
Institutional International Portfolio | 40.02 | % | ||
Emerging Markets Portfolio | 82.09 | % |
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C. Foreign Tax Pass through Credit. Certain HC Capital Trust Portfolios intend to elect to pass through to shareholders the income tax credit for taxes paid to foreign countries. The pass through of the credit will only affect those persons who are shareholders of the Portfolio on a dividend record date in calendar year 2021. These shareholders will receive more detailed information along with their 2021 Form 1099-DIV. Foreign source income and foreign tax expense per outstanding share on June 30, 2021, are as follows:
Portfolio | Foreign | Foreign | ||||||
International Portfolio | $ | 0.36 | $ | 0.04 | ||||
Institutional International Portfolio | $ | 0.26 | $ | 0.02 | ||||
Emerging Markets Portfolio | $ | 0.45 | $ | 0.06 |
The Portfolios intend to designate the maximum amount allowable as taxed at a maximum rate of 15%. Complete information will be reported in conjunction with your 2021 Form 1099-DIV.
D. Qualified Interest Income. For the fiscal year ending June 30, 2021, the following dividends paid by the Portfolios were designated as Qualified Interest Income that may be exempt from U.S. withholding tax on accounts of foreign investors.
Portfolio | Qualified | |||
Institutional U.S. Portfolio | 0.01 | % | ||
ESG Growth Portfolio | 0.01 | % | ||
Institutional International Portfolio | 0.03 | % | ||
Emerging Markets Portfolio | 0.01 | % | ||
Core Fixed Income Portfolio | 97.81 | % | ||
Corporate Opportunities Portfolio | 62.64 | % | ||
U.S. Government Fixed Income Portfolio | 99.92 | % | ||
Inflation Protected Portfolio | 100.00 | % | ||
U.S. Corporate Fixed Income Portfolio | 92.21 | % | ||
U.S. Mortgage/Asset Backed Fixed Income Portfolio | 94.61 | % |
E. Long Term Capital Gains. The Portfolios declared long term distributions of realized gains qualifying for a maximum 15% capital gains tax rate for individuals as follows:
Portfolio | Amount | |||
Growth Portfolio | $ | 44,973 | ||
Institutional U.S. Portfolio | 93,578 | |||
Small Cap-Mid Cap Portfolio | 82 | |||
ESG Growth Portfolio | 1,665 | |||
Core Fixed Income Portfolio | 792 | |||
U.S. Government Fixed Income Portfolio | 7,412 | |||
Inflation Protected Portfolio | 29,483 | |||
U.S. Corporate Fixed Income Portfolio | 7,963 | |||
Short-Term Municipal Portfolio | 11 | |||
Intermediate Municipal Portfolio | 289 | |||
Intermediate Municipal II Portfolio | 114 |
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F. Short Term Capital Gains. The Portfolios declared short term distributions of realized gains as follows:
Portfolio | Amount | |||
Growth Portfolio | $ | 793 | ||
Institutional U.S. Portfolio | 45,640 | |||
U.S. Government Fixed Income Portfolio | 2,663 | |||
Inflation Protected Portfolio | 1,089 | |||
U.S. Corporate Fixed Income Portfolio | 1,310 |
G. Tax Exempt Distributions. The Portfolios declared and paid tax exempt distributions for the fiscal year ending June 30, 2021, as follows:
Portfolio | Amount | |||
Short-Term Municipal Portfolio | $ | 1,334 | ||
Intermediate Municipal Portfolio | 6,522 | |||
Intermediate Municipal II Portfolio | 1,521 |
5. ACCESS TO QUARTERLY HOLDINGS
A complete schedule of each Portfolio’s portfolio holdings for the first and third fiscal quarter of each fiscal year is filed with the SEC on Form N-PORT and is available on the SEC’s website at http://www.sec.gov.
6. ADDITIONAL PORTFOLIO HOLDINGS INFORMATION
The following tables reflect the percentage of the net assets of each Portfolio attributable to the indicated industry sector, type of investments, as appropriate for the indicated Portfolio.
Value Portfolio
Investment Allocation | Percentage | |||
Information Technology | 26.9 | % | ||
Health Care | 13.0 | % | ||
Consumer Discretionary | 12.3 | % | ||
Financials | 11.1 | % | ||
Communication Services | 10.6 | % | ||
Industrials | 9.4 | % | ||
Consumer Staples | 5.5 | % | ||
Real Estate | 2.8 | % | ||
Energy | 2.7 | % | ||
Materials | 2.6 | % | ||
Utilities | 2.3 | % | ||
Investment Company | 0.3 | % | ||
Purchased Options | 0.0 | % | ||
Total Investment Securities | 99.5 | % | ||
Other Financial Instruments | ||||
Futures | 0.0 | % | ||
Written Options | -0.0 | % | ||
Total Investments | 99.5 | % |
Growth Portfolio
Investment Allocation | Percentage | |||
Information Technology | 33.0 | % | ||
Consumer Discretionary | 15.1 | % | ||
Health Care | 11.0 | % | ||
Communication Services | 10.3 | % | ||
Financials | 8.8 | % | ||
Industrials | 7.3 | % | ||
Consumer Staples | 5.1 | % | ||
Real Estate | 2.2 | % | ||
Energy | 2.1 | % | ||
Materials | 2.0 | % | ||
Utilities | 1.6 | % | ||
Investment Companies | 0.7 | % | ||
Purchased Options | 0.0 | % | ||
Total Investment Securities | 99.2 | % | ||
Other Financial Instruments | ||||
Futures | 0.0 | % | ||
Written Options | -0.0 | % | ||
Total Investments | 99.2 | % |
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Institutional U.S. Portfolio
Investment Allocation | Percentage | |||
Information Technology | 24.8 | % | ||
Health Care | 11.3 | % | ||
Consumer Discretionary | 10.1 | % | ||
Communication Services | 9.2 | % | ||
Investment Companies | 8.2 | % | ||
Financials | 8.0 | % | ||
Industrials | 7.7 | % | ||
Real Estate | 5.4 | % | ||
Consumer Staples | 4.9 | % | ||
Utilities | 2.2 | % | ||
Materials | 2.1 | % | ||
Energy | 1.4 | % | ||
Exchange-Traded Fund | 0.1 | % | ||
U.S. Treasury Obligations | 0.0 | % | ||
Contingent Right | 0.0 | % | ||
Purchased Options | 0.0 | % | ||
Total Investment Securities | 95.4 | % | ||
Other Financial Instruments | ||||
Futures | 0.2 | % | ||
Written Options | -0.0 | % | ||
Total Investments | 95.6 | % |
Small Cap–Mid Cap Portfolio
Investment Allocation | Percentage | |||
Information Technology | 16.8 | % | ||
Industrials | 16.6 | % | ||
Health Care | 16.3 | % | ||
Financials | 13.3 | % | ||
Consumer Discretionary | 12.5 | % | ||
Investment Companies | 7.1 | % | ||
Materials | 5.6 | % | ||
Real Estate | 4.3 | % | ||
Communication Services | 2.3 | % | ||
Energy | 2.1 | % | ||
Consumer Staples | 2.0 | % | ||
Utilities | 1.1 | % | ||
Contingent Rights | 0.2 | % | ||
Total Investment Securities | 100.2 | % | ||
Other Financial Instruments | ||||
Futures | -0.1 | % | ||
Total Investments | 100.1 | % |
ESG Growth Portfolio
Investment Allocation | Percentage | |||
Information Technology | 20.9 | % | ||
Financials | 14.7 | % | ||
Health Care | 12.4 | % | ||
Consumer Discretionary | 11.9 | % | ||
Industrials | 10.6 | % | ||
Communication Services | 7.8 | % | ||
Consumer Staples | 6.6 | % | ||
Materials | 4.8 | % | ||
Energy | 3.1 | % | ||
Utilities | 2.7 | % | ||
Real Estate | 2.1 | % | ||
Investment Company | 1.6 | % | ||
Right | 0.0 | % | ||
Total Investment Securities | 99.2 | % | ||
Other Financial Instruments | ||||
Futures | -0.0 | % | ||
Total Investments | 99.2 | % |
Catholic SRI Growth Portfolio
Investment Allocation | Percentage | |||
Information Technology | 24.8 | % | ||
Financials | 15.1 | % | ||
Consumer Discretionary | 13.2 | % | ||
Communication Services | 10.0 | % | ||
Industrials | 9.6 | % | ||
Consumer Staples | 6.3 | % | ||
Health Care | 6.3 | % | ||
Materials | 4.8 | % | ||
Energy | 3.5 | % | ||
Utilities | 3.0 | % | ||
Real Estate | 3.0 | % | ||
Investment Companies | 0.4 | % | ||
Right | 0.0 | % | ||
Total Investment Securities | 100.0 | % | ||
Total Investments | 100.0 | % |
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International Portfolio
Investment Allocation | Percentage | |||
Financials | 18.3 | % | ||
Industrials | 14.1 | % | ||
Consumer Discretionary | 11.2 | % | ||
Health Care | 11.1 | % | ||
Consumer Staples | 9.6 | % | ||
Information Technology | 9.3 | % | ||
Materials | 7.8 | % | ||
Communication Services | 4.7 | % | ||
Energy | 4.6 | % | ||
Utilities | 3.0 | % | ||
Real Estate | 2.8 | % | ||
Investment Company | 2.0 | % | ||
Right | 0.0 | % | ||
Purchased Options | 0.0 | % | ||
Total Investment Securities | 98.5 | % | ||
Other Financial Instruments | ||||
Futures | -0.0 | % | ||
Written Options | -0.0 | % | ||
Total Investments | 98.5 | % |
Institutional International Portfolio
Investment Allocation | Percentage | |||
Investment Companies | 24.5 | % | ||
Financials | 12.5 | % | ||
Industrials | 11.1 | % | ||
Health Care | 9.4 | % | ||
Consumer Discretionary | 9.3 | % | ||
Consumer Staples | 8.0 | % | ||
Information Technology | 7.0 | % | ||
Materials | 5.8 | % | ||
Communication Services | 3.6 | % | ||
Energy | 2.5 | % | ||
Utilities | 2.5 | % | ||
Real Estate | 2.3 | % | ||
Purchased Options | 0.1 | % | ||
U.S. Treasury Obligations | 0.0 | % | ||
Rights | 0.0 | % | ||
Total Investment Securities | 98.6 | % | ||
Other Financial Instruments | ||||
Written Options | -0.0 | % | ||
Futures | -0.4 | % | ||
Total Investments | 98.2 | % |
Emerging Markets Portfolio
Investment Allocation | Percentage | |||
Information Technology | 18.1 | % | ||
Financials | 16.1 | % | ||
Consumer Discretionary | 13.2 | % | ||
Communication Services | 10.2 | % | ||
Investment Companies | 6.8 | % | ||
Materials | 6.6 | % | ||
Consumer Staples | 5.4 | % | ||
Industrials | 4.5 | % | ||
Health Care | 4.0 | % | ||
Energy | 3.6 | % | ||
Real Estate | 1.4 | % | ||
Utilities | 1.4 | % | ||
U.S. Treasury Obligations | 0.0 | % | ||
Purchased Options | 0.0 | % | ||
Total Investment Securities | 91.3 | % | ||
Other Financial Instruments | ||||
Total Return Swaps | 0.1 | % | ||
Futures | -0.0 | % | ||
Written Options | -0.0 | % | ||
Total Investments | 91.4 | % |
Core Fixed Income Portfolio
Investment Allocation | Percentage | |||
U.S. Treasury Obligations | 29.9 | % | ||
U.S. Government Agency Mortgages | 20.7 | % | ||
Financials | 12.0 | % | ||
Investment Companies | 6.7 | % | ||
Communication Services | 5.8 | % | ||
Energy | 4.7 | % | ||
Industrials | 4.2 | % | ||
Health Care | 3.4 | % | ||
Utilities | 3.4 | % | ||
Materials | 2.4 | % | ||
Information Technology | 2.4 | % | ||
Consumer Staples | 1.8 | % | ||
Collateralized Mortgage Obligations | 1.7 | % | ||
Consumer Discretionary | 1.5 | % | ||
U.S. Government Agency Securities | 1.2 | % | ||
Real Estate | 0.8 | % | ||
Asset Backed Securities | 0.1 | % | ||
Total Investment Securities | 102.7 | % | ||
Other Financial Instruments | ||||
TBA Sale Commitments | -0.2 | % | ||
Total Investments | 102.5 | % |
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Corporate Opportunities Portfolio
Investment Allocation | Percentage | |||
Investment Companies | 93.2 | % | ||
Loan Participations and Assignments | 4.9 | % | ||
Common Stock | 0.0 | % | ||
Total Investment Securities | 98.1 | % | ||
Other Financial Instruments | ||||
Futures | 0.4 | % | ||
Total Investments | 98.5 | % |
U.S. Government Fixed Income Portfolio
Investment Allocation | Percentage | |||
U.S. Treasury Obligations | 92.6 | % | ||
U.S. Government Agency Securities | 3.6 | % | ||
Investment Company | 3.3 | % | ||
Yankee Dollar | 0.1 | % | ||
Total Investment Securities | 99.6 | % | ||
Total Investments | 99.6 | % |
Inflation Protected Portfolio
Investment Allocation | Percentage | |||
Investment Company | 100.1 | % | ||
Total Investment Securities | 100.1 | % | ||
Total Investments | 100.1 | % |
U.S. Corporate Fixed Income Portfolio
Investment Allocation | Percentage | |||
Financials | 23.5 | % | ||
Communication Services | 11.6 | % | ||
Energy | 10.8 | % | ||
Industrials | 8.9 | % | ||
Utilities | 8.1 | % | ||
Health Care | 6.8 | % | ||
Investment Companies | 6.7 | % | ||
Information Technology | 5.1 | % | ||
Materials | 4.7 | % | ||
Consumer Staples | 4.3 | % | ||
Loan Participations and Assignments | 3.7 | % | ||
Consumer Discretionary | 3.2 | % | ||
Real Estate | 1.9 | % | ||
Total Investment Securities | 99.3 | % | ||
Total Investments | 99.3 | % |
U.S. Mortgage/Asset Backed Fixed Income Portfolio
Investment Allocation | Percentage | |||
U.S. Government Agency Mortgages | 87.1 | % | ||
Investment Company | 20.7 | % | ||
Collateralized Mortgage Obligations | 7.3 | % | ||
Asset Backed Securities | 0.6 | % | ||
Total Investment Securities | 115.7 | % | ||
Other Financial Instruments | ||||
TBA Sale Commitments | -1.5 | % | ||
Total Investments | 114.2 | % |
Short-Term Municipal Portfolio
Investment Allocation | Percentage | |||
General Obligation | 62.1 | % | ||
Revenue Bonds | 29.7 | % | ||
Financials | 9.4 | % | ||
Investment Company | 1.1 | % | ||
Total Investment Securities | 102.3 | % | ||
Total Investments | 102.3 | % |
Intermediate Municipal Portfolio
Investment Allocation | Percentage | |||
Revenue Bonds | 56.0 | % | ||
General Obligation | 15.5 | % | ||
General | 6.6 | % | ||
Medical | 3.3 | % | ||
Transportation | 2.4 | % | ||
Facilities | 2.3 | % | ||
Education | 1.9 | % | ||
Financials | 1.8 | % | ||
Water | 1.7 | % | ||
Student Loan | 1.2 | % | ||
Higher Education | 1.1 | % | ||
Airport | 1.1 | % | ||
Tobacco Settlement | 1.1 | % | ||
School District | 0.9 | % | ||
Power | 0.8 | % | ||
Utilities | 0.7 | % | ||
Nursing Homes | 0.4 | % | ||
Investment Company | 0.4 | % | ||
Total Investment Securities | 99.2 | % | ||
Total Investments | 99.2 | % |
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Intermediate Municipal II Portfolio
Investment Allocation | Percentage | |||
Investment Companies | 36.6 | % | ||
General Obligation | 23.1 | % | ||
Revenue Bonds | 20.9 | % | ||
School District | 4.7 | % | ||
General | 3.5 | % | ||
Medical | 3.3 | % | ||
Utilities | 2.5 | % | ||
Water | 2.0 | % | ||
Transportation | 1.5 | % | ||
Higher Education | 1.0 | % | ||
Financials | 0.8 | % | ||
Total Investment Securities | 99.9 | % | ||
Total Investments | 99.9 | % |
7. | BOARD APPROVAL OF INVESTMENT ADVISORY CONTRACTS |
The Trust’s investment adviser is HC Capital Solutions (the “Adviser”), an operating division of Hirtle Callaghan & Co. LLC (“Hirtle Callaghan”). The Adviser provides overall investment management services with respect to HC Capital Trust (the “Trust”) and each of its separate portfolios (“Portfolios”) pursuant to the terms of two separate agreements with the Trust (the “HC Contracts”). The Adviser is authorized under the HC Contracts to purchase and sell portfolio securities for the Portfolios. Day-to-day portfolio management services, however, are generally provided to the respective Portfolios by one or more investment advisory organizations (each a “Specialist Manager”) pursuant to the terms of separate investment advisory agreements (each a “Portfolio Management Agreement”). The Trust offers eighteen Portfolios, sixteen of which were managed by two or more Specialist Managers. One Portfolio, The Commodity Returns Strategy Portfolio, was liquidated during the period. Each Specialist Manager is responsible for providing day-to-day portfolio management services for that portion of a Portfolio’s assets allocated to it by, and under the supervision of, the Adviser.
During the six month period ended June 30, 2021, the Trust’s Board of Trustees (the “Board”):
● | Approved Amended and Restated HC Contracts; |
● | Approved the continuation of certain Portfolio Management Agreements, as set forth below; and |
● | Approved an amendment to a Portfolio Management Agreement with Mellon Investments Corporation related to one Portfolio. |
In considering the information and materials described herein, the Trustees of the Trust who are not “interested persons” of the Trust or the Adviser within the meaning of the Investment Company Act of 1940 (the “Independent Trustees”) were represented by, and met separately with, their independent legal counsel and were provided with a written description of their statutory responsibilities and the legal standards that are applicable to approvals of advisory agreements. In view of the broad scope and variety of factors and information, the Board did not find it practicable to, and did not, assign relative weights to the specific factors considered in reaching its conclusions to approve the HC Contracts, the various Portfolio Management Agreements and the amendment. Rather, the conclusions were made on the basis of each Trustee’s business judgment after consideration of all of the factors taken in their entirety.
Approval of the HC Contracts. The Trust’s Board approved the continuation of both of the HC Contracts in amended and restated form, with such amendments updating non-material terms. In approving the HC Contracts, the Board gave substantial weight to the fact that the Trust and the Portfolios are designed to serve as asset allocation vehicles for, and are available exclusively to, clients of Hirtle Callaghan. Other factors considered by the Board in connection with its determination to approve the HC Contracts are summarized below.
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With respect to the nature, extent and quality of the services provided by the Adviser to the Trust, the Board concluded that it was satisfied with the services. The Board determined that the Adviser’s services, including its role in the selection and oversight of the Specialist Managers, the allocation of assets among the Specialist Managers in multi-manager Portfolios, the process for identifying instances where there may be a need to add, eliminate or replace a Specialist Manager and the process with regard to the efficient and economical implementation of such changes were consistent with the expectations of the Trust’s shareholders. In reaching this determination, the Board considered the services of the Trust’s executive officers, each of whom is an employee of Hirtle Callaghan, their oversight of the activities of the Trust’s administrator and other service providers, and the oversight of the Specialist Managers provided by the Adviser. The Board also considered the Adviser’s efforts to control the costs of the Trust, including obtaining advisory fee concessions from various Specialist Managers. The Board further considered the Adviser’s response to the market volatility and uncertainty during the ongoing pandemic and the implementation of the Adviser’s business continuity plan.
With respect to the performance achieved by the Trust’s Portfolios, the Board viewed the overall performance of the respective Portfolios in the context of their use as vehicles through which the Adviser seeks to access specific asset classes on behalf of Hirtle Callaghan clients. The Board was informed with respect to publicly available information about the performance of peer funds but based its conclusions primarily on the specific facts and circumstances of the Trust. The Board concluded that the performance results achieved by each Portfolio reflect appropriate manager selection by the Adviser and that the continuation of the relationship with the Adviser and approval of the HC Contracts were in the best interests of the Trust’s shareholders and consistent with shareholder expectations.
With respect to the fees paid to the Adviser under the HC Contracts, the Board considered the fact that Hirtle Callaghan’s standard client agreement provides for a fee reduction to the extent that a client’s assets are invested in a Portfolio that is equal to the 0.05% fee payable to the Adviser by each Portfolio under the HC Contract, effectively reducing the Adviser’s income from the Trust to 0.00%. Although informed with respect to advisory fees charged by peer funds, the Board did not consider such information to be a material factor in reaching its conclusion regarding the reasonableness of the fees paid to the Adviser by the Portfolios under the HC Contracts although the Board did consider comparisons of overall expenses to those of peer funds. In light of the unique fee reduction feature embedded in Hirtle Callaghan’s standard client agreements, the Board did not consider the financial position of the Adviser or specific information with respect to the costs and expenses incurred by the Adviser in providing services to the Trust other than to confirm the Adviser’s continued financial viability. Given the structure of the Advisor’s fee schedule, the Board determined that there was no realistic opportunity for a Portfolio to achieve economies of scale with respect to the level of the Adviser’s fee. Based on the foregoing and other information relating to the structure and level of the Adviser’s fee provided to the Board, the Board concluded that the rate at which the Adviser is paid by the Trust for the services it provides to each Portfolio is reasonable.
Continuation of Certain Portfolio Management Agreements. The Portfolio Management Agreements approved for continuance during the period (collectively, the “Continuing Agreements”) are identified below, together with the Specialist Managers subject to review during the period.
Specialist Manager | Portfolios |
Agincourt Capital Management, LLC (“Agincourt”) | The ESG Growth Portfolio The Catholic SRI Growth Portfolio The Core Fixed Income Portfolio The U.S. Corporate Fixed Income Securities Portfolio |
Breckinridge Capital Advisors, Inc. (“Breckinridge”) | The Short-Term Municipal Bond Portfolio The Intermediate Term Municipal Bond II Portfolio |
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Specialist Manager | Portfolios |
City of London Investment Management Company, Limited (“CLIM”) | The International Equity Portfolio The Institutional International Equity Portfolio The Emerging Markets Portfolio The Corporate Opportunities Portfolio The Intermediate Term Municipal Bond Portfolio The Intermediate Term Municipal Bond II Portfolio |
Fort Washington Investment Advisors, Inc. (“Fort Washington”) | The Corporate Opportunities Portfolio |
Mellon Investments Corporation (“Mellon”) | The Value Equity Portfolio The Growth Equity Portfolio The Institutional U.S. Equity Portfolio The Small Capitalization-Mid Capitalization Equity Portfolio The ESG Growth Portfolio The Catholic SRI Growth Portfolio The International Equity Portfolio The Institutional International Equity Portfolio The Emerging Markets Portfolio The Core Fixed Income Portfolio The Corporate Opportunities Portfolio The U.S. Government Fixed Income Securities Portfolio The Inflation Protected Securities Portfolio The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio The U.S. Corporate Fixed Income Securities Portfolio The Intermediate Term Municipal Bond Portfolio |
Western Asset Management Company (“Western Asset”) | The Corporate Opportunities Portfolio |
Jennison Associates, LLC (“Jennison”) | The Growth Equity Portfolio The Institutional U.S. Equity Portfolio |
Pacific Investment Management Company LLC (“PIMCO”) | The Institutional U.S. Equity Portfolio The U.S. Corporate Fixed Income Securities Portfolio The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio |
In its deliberations with respect to each of the Continuing Agreements, the Board recognized that, under each such agreement, a Specialist Manager is responsible only for day-to-day investment decisions with respect that portion of a Portfolio’s assets allocated to it. The Board further recognized that the Specialist Managers do not participate in the administration of any of the Portfolios or in the distribution of shares of any of the Portfolios and thus receive limited, if any, benefit from their association with the Trust other than the fee paid to them by the respective Portfolios for investment management services.
In approving the Continuing Agreements, the Board concluded that continuation of each of the Continuing Agreements was in the best interests of each respective Portfolio and consistent with the expectations of shareholders of the Portfolios. While the Board did not identify any particular factor as controlling, the Board gave substantial weight to the fact that the Trust is designed primarily to serve as a vehicle through which the Adviser implements asset allocation strategies on behalf of Hirtle Callaghan’s clients; and that shares of the respective Portfolios are generally available only to such clients. With respect to the
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Additional Information (continued) — June 30, 2021 (Unaudited)
nature, extent and quality of the services provided by each of the Specialist Managers, the Board was informed with respect to the specific investment process employed by each of the Specialist Managers in managing the assets of the respective Portfolios allocated to them and the qualifications of each Specialist Manager’s investment management personnel. The Board was also informed with respect to each Specialist Manager’s infrastructure and whether it appears to adequately support the strategies being implemented for the various Portfolios. The Board was further informed about the impact of the ongoing pandemic on the Specialist Managers and the implementation of their business continuity plans. The Board concluded that the nature, extent and quality of the portfolio management services provided by each of the Specialist Managers were satisfactory in light of the specific strategies employed on behalf of the respective Portfolios and, thus, supported a decision to approve the continuation of each of the Continuing Agreements.
The Board also considered representations made by the Adviser that the performance achieved by the relevant Specialist Managers was consistent with the Adviser’s expectations in the context of the overall objectives, and multi-manager strategy, of each of the respective Portfolios. During the course of its deliberations, the Board was informed with respect to publicly available information assembled by a third-party service provider about the performance of peer funds managed by other investment advisory organizations. The Board did not specifically rely on such information but based its conclusions on the facts and circumstances related to each Portfolio.
With respect to Agincourt, the Board was informed that Agincourt’s investment process uses a yield-driven active management approach which focuses on value, while minimizing interest rate forecasting and market timing, and which is implemented by using three specific strategies: sector management, security selection and yield curve/duration management. For the ESG Growth and Catholic SRI Growth Portfolios, additional screens would be applied before final investment decisions are made, but that at the current time, there were no assets allocated to Agincourt with respect to The ESG Growth Portfolio and The Catholic SRI Growth Portfolio. The Board was informed that Agincourt’s returns outperformed the returns of its peer group and benchmarks, during the past year and since the firm’s addition to the Portfolios, due in part to high quality, sector neutral investments, tight tracking error and effective fundamental credit research with low portfolio turnover.
With respect to Breckinridge, the Board was informed that the firm uses a flexible bottom-up approach that seeks to take advantage of opportunities created by inefficiencies in the market for municipal securities without exposure to excessive risk. The firm’s reported performance for The Short-Term Municipal Bond Portfolio showed that it underperformed its benchmark index and most of its peer funds, while for The Intermediate Term Municipal Bond II Portfolio, it also underperformed its benchmark index and showed mixed results when compared to peer funds. The Board was further informed with respect to the Adviser’s evaluation that the firm had performed well during crisis moments such as occurred in March 2020 while underperforming as the economy improved and that, overall, Breckinridge’s performance was in line with the Adviser’s expectations.
With respect to CLIM, the Board was informed that CLIM’s investment strategy involves an actively managed bottom-up selection process to identify closed-end funds that City of London believes will provide the desired asset-class exposure with a lower volatility than their peers in order to take advantage of closed-end fund discount volatility. The Board was informed that, at the time of the meeting, Trust assets were only allocated to The Institutional International Equity Portfolio and that, with respect to that Portfolio, the firm had outperformed its benchmark index and peer group over the past year, while underperforming the index and peer group for the most recent three year period. The Board was also presented with composite performance information for firm strategies that corresponded to the strategies that would be employed in the other Portfolios for which it is under contract and such information showed that, for each of these strategies, the firm had outperformed its respective benchmark indices and peer groups for the previous five year period, while showing mixed results for the one and three year periods.
With respect to Fort Washington, the Board was informed that Fort Washington’s investment strategy involves investing in relatively high quality, high yield securities by combining a top down, risk control approach with a bottom up credit analysis approach, pursuant to which it then narrows the universe to a smaller subset that it believes has the most appropriate upside-downside trade-off. The Board was informed that Fort Washington had underperformed its benchmark index over the past five years, while outperforming that index for the prior three year period. The Adviser further informed the Board that, while it had re-allocated assets away from Fort Washington in response to a sell-off in the high yield bond market, the Adviser was satisfied with the Fort Washington investment team and the firm’s performance for the period during which the firm was allocated assets.
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HC CAPITAL TRUST
Additional Information (continued) — June 30, 2021 (Unaudited)
With respect to Mellon, the Board was informed that the firm managed assets for equity Portfolios of the Trust using several different strategies – and indexing strategy, a factor-based strategy and a U.S. multi-factor strategy, and that the Adviser allocates Portfolio assets among these strategies. With respect to fixed income Portfolios, the firm generally uses passive investment strategies intended to mirror the returns of the applicable benchmark index, however, the firm also employs an active management strategy with respect to The Intermediate Term Municipal Bond Portfolio. The Board was informed that Mellon had assets allocated to it in ten of the Portfolios for which it is under contract and that the performance of these accounts was generally within 0.10% of the applicable benchmark indices since the respective inceptions of such accounts, with the exceptions of the ESG Growth and Catholic SRI Growth Portfolios, which had each outperformed their respective indices by larger margins and the U.S. Mortgage/Asset Backed Fixed Income Securities strategy, which had underperformed its index by a larger margin. The performance of the actively managed The Intermediate Term Municipal Bond Portfolio underperformed its benchmark index and outperformed its identified peer group over the past year, while underperforming both measures for the three and five year periods.
With respect to Western Asset, the Board was informed that the firm follows a philosophy of long term fundamental value investing using multiple diversified strategies, including those involving commercial mortgage-backed securities, real estate-backed securities and structured products, while adhering to a risk control process by combining traditional analysis with proprietary technology applied to all sectors of the fixed income market. The Adviser informed the Board that Western Asset had not been allocated any Trust assets since February 2019, mostly due to Adviser’s outlook for the MBS/ABS market, but that the Adviser believed that there might be an opportunity to re-deploy the firm’s strategy in the near future. The Board was informed that during the period in which the firm had been allocated Trust assets in the past, it had outperformed both its benchmark index and its identified Lipper peer group.
With respect to Jennison, the Board was informed that Jennison’s investment process seeks to provide exposure to companies with above-average growth in units, revenues, earnings, and cash flows that will drive the value of these securities over time while seeking to capture acceleration or duration of growth that is not fully reflected in a stock’s price. The Board was informed that Jennison’s returns outperformed the returns of the peer group and benchmark for the one, three, five and ten year periods ended March 31, 2021.
With respect to PIMCO, the Board was informed that the firm employs multiple investment strategies in different Portfolios of the Trust, focusing on active management of fixed income investment portfolios which, in certain Trust Portfolios, are combined with equity market exposure. The Board noted that PIMCO also has Portfolio Management Agreements with the Trust related to three additional Portfolios that were not being reviewed at the Meeting. The Board further noted that, as of the time of the Meeting, no Trust assets were allocated to PIMCO in any Portfolios. The Board was informed with respect to firm composite performance data for the various strategies expected to be employed in the Portfolios under review and noted that such composites had outperformed the returns of appropriate peer groups and benchmarks for the three and five year periods, while two of the three strategies had also outperformed these measures for the one year period, with one reviewed strategy underperforming its peer group for that period. The Adviser noted that it anticipated allocating assets to PIMCO when it believed that market conditions warranted such allocation.
In concluding that continuation of the Continuing Agreements was appropriate, the Board did not rely upon any single factor but gave considerable weight to the Adviser’s recommendations and its assessment of each Specialist Manager’s overall compliance profile and the success and future ability of each Specialist Manager in capturing the respective Portfolios’ desired asset classes. Based on the foregoing, the Board concluded that the performance of the Specialist Managers was satisfactory, and that continuation of such contracts was in the best interest of shareholders of the respective Portfolios.
The Board also concluded that the fee rates at which each of the Specialist Managers is compensated under the Continuing Agreements is reasonable. In reaching this conclusion, the Board had before it information about the impact of break-points, financial information about the Specialist Managers relating to factors such as profitability, comparable fees charged to other institutional clients and/or to peer funds for similar services and costs incurred by the Specialist Managers in providing services to the respective Portfolios. The Board was also informed with respect to advisory fees paid by other, unaffiliated, funds with similar objectives and strategies. In considering this information, the Board gave substantial weight to information demonstrating that the rate at which these Specialist Managers are compensated was determined as a result of arms-length negotiations conducted by the officers of the Trust and the Adviser, including in several cases, negotiated fee waivers/reductions and scheduled breakpoints designed to recognize economies of scale where appropriate.
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Additional Information (continued) — June 30, 2021 (Unaudited)
With respect to Agincourt, the Board was informed that the firm received an annual fee of 0.08% for the Core Fixed Income and U.S. Corporate Fixed Income Portfolios and 0.12% for the ESG Growth and Catholic SRI Growth Portfolios, noting that the higher fees for the ESG Growth and Catholic SRI Growth Portfolios were intended to compensate the firm for the additional work of applying the necessary ESG-related screens to the investment portfolios, and that these fees were substantially lower than the comparable industry average fees.
With respect to Breckinridge, the Board was informed that the firm received an annual fee of 0.125% for each of the Portfolios it serves, and that this fee was substantially lower than the comparable industry average fees.
With respect to CLIM, the Board was informed that the firm receives an annual fee of 0.45% for each of the Corporate Opportunities, Intermediate Term Municipal Bond and Intermediate Term Municipal Bond II Portfolio, an annual fee ranging from 0.80% to 0.40%, depending on asset levels, for each of the International Equity and Institutional International Equity Portfolios, which resulted in an effective fee of 0.56% for The Institutional International Equity Portfolio, and an annual fee ranging from 1.00% to 0.50%, depending on asset levels for The Emerging Markets Portfolio. The Board was informed that some of these fees were higher than the closest comparable industry average fees and others were lower, but that the comparative fees were not necessarily directly comparable as they did not reflect advisors managing the type of closed-end fund strategies employed by CLIM, for which no comparable fee data was available.
With respect to Fort Washington, the firm was entitled to an annual fee ranging from 0.40% to 0.25% depending on asset levels, which drops to a flat fee of 0.20% if the account has at least $200 million in assets. The Board was informed that these fee arrangements are lower than the comparable industry average fees at all levels.
With respect to Mellon, the Board was informed with respect to the fact that the firm is entitled to multiple different fee arrangements, depending on asset class, asset levels and strategy and that these fee levels range from 0.15% to 0.04% for equity Portfolios and from 0.25% to 0.04% for fixed income Portfolios. Effective fees paid during 2020 were 0.04% for The Inflation Protected Securities Portfolio, 0.045% for The Institutional International Equity Portfolio, 0.06% for the Core Fixed Income, U.S. Government Fixed Income Securities and U.S. Mortgage/Asset Backed Fixed Income Securities Portfolios, 0.10% for the ESG Growth and Catholic SRI Growth Portfolios, 0.13% for the Institutional International Equity and Emerging Markets Portfolios and 0.17% for The Intermediate Term Municipal Bond Portfolio. The Board was informed that each of these fee structures was equal to or lower than the comparable industry average fees.
With respect to Jennison, the Board was informed that the firm received an annual fee of no more than 0.30%, with breakpoint schedules tied to the total aggregate level of assets managed by Jennison for all clients of Hirtle Callaghan, including the Trust Portfolios, and that this fee schedule was substantially lower than the comparable industry average fees.
With respect to PIMCO, the Board was informed that the firm received an annual fee of 0.25% for The Institutional U.S. Equity Portfolio, which was substantially lower than the comparable industry average fees, while receiving a fee of 0.60% for each of the U.S. Corporate Fixed Income Securities and U.S. Mortgage/Asset Backed Fixed Income Securities Portfolios. It was noted that the fees for the U.S. Corporate Fixed Income Securities and U.S. Mortgage/Asset Backed Fixed Income Securities Portfolios were higher than the comparable industry average fees, but the Board was informed that the Adviser believed that these fees were justified by the level of expertise that PIMCO was able to bring to bear with respect to active fixed income strategies and that, in light of these fees, assets would only be allocated to PIMCO when the Adviser believed that market conditions would favor the application of that expertise.
Approval of an Amendment to a Portfolio Management Agreement with Mellon. During the period, the Board also approved an amendment (the “Mellon Amendment”) to an existing Portfolio Management Agreement with Mellon related to The Intermediate Term Municipal Bond Portfolio.
In approving the Mellon Amendment, the Board concluded that approval of the Mellon Amendment was in the best interests of the Portfolio and consistent with the expectations of shareholders of the Portfolio. The Board noted that the purpose of the Mellon Amendment was to change the name of the Mellon entity providing services to the Portfolio in anticipation of an internal restructuring of Mellon’s advisory entities that would not constitute a “change of control.” The Board also considered each of the factors it had considered in approving the continuation of the portfolio management agreement for the Portfolio at the Board’s March 2021 Board meeting and the conclusions the Board reached at that meeting.
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HC CAPITAL TRUST
Additional Information (continued) — June 30, 2021 (Unaudited)
8. OPERATION AND IMPLEMENTATION OF THE LIQUIDITY MANAGEMENT PROGRAM
Pursuant to Rule 22e-4 under the 1940 Act (the “Liquidity Rule”), the Trust has adopted a liquidity risk management program (“Program”). Liquidity risk is defined as the risk that a Portfolio could not meet redemption requests without significant dilution of remaining investors’ interests in the Portfolio.
The Program is overseen by the Trust’s Liquidity Risk Officer (the “Program Administrator”), appointed by the Trust’s Board of Trustees, and the Program’s principal objectives include assessing, managing and periodically reviewing each Portfolio’s liquidity risk, based on factors specific to the circumstances of each respective Portfolio.
In assessing and managing each Portfolio’s liquidity risk, the Program Administrator considers, as relevant, a variety of factors, including: (1) the Portfolio’s investment strategy and liquidity of portfolio investments during both normal and reasonably foreseeable stressed conditions; (2) short-term and long-term cash flow projections for the Portfolio during both normal and reasonably foreseeable stressed conditions; and (3) the Portfolio’s holdings of cash and cash equivalents and any borrowing arrangements. Classification of each Portfolio’s portfolio holdings in one of four liquidity categories is based on the number of days it is reasonably expected to take to convert the investment to cash (for Highly Liquid and Moderately Liquid holdings) or to sell or dispose of the investment (for Less Liquid and Illiquid investments), in current market conditions without significantly changing the investment’s market value. Each Portfolio primarily holds assets that are classified as Highly Liquid, and therefore none of the Trust’s Portfolios is required to establish a Highly Liquid Investment Minimum (“HLIM”).
At a meeting of the Board of Trustees held on March 9, 2021, the Program Administrator provided a written report to the Board addressing the Program’s operation and assessing the adequacy and effectiveness of its implementation for the calendar year of 2020. The report concluded that the Program as adopted and implemented, operated effectively to achieve the goal of assessing and managing each Portfolio’s liquidity risk. The Report also concluded that the Program remained reasonably designed to continue to manage liquidity risk going forward. It also stated that no Portfolio was required to set a HLIM, no material changes were made to the Program during the Review Period, and each Portfolio was able to meet requests for redemption without diluting the remaining investors’ interests in the Portfolio.
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HC CAPITAL TRUST
Additional Information (continued) — June 30, 2021 (Unaudited)
OFFICERS. The table below sets forth certain information about the Trust’s executive officers.
NAME, ADDRESS, | POSITION(S) | TERM OF | PRINCIPAL | NUMBER OF |
Geoffrey A. Trzepacz Five Tower Bridge, 300 Barr Harbor Drive, West Conshohocken, PA 19428 Born: 1975 | President | Indefinite; President since 12/11/18 | Mr. Trzepacz is currently the Chief Operating Officer (COO) of the Adviser since January 2018. Prior to January 2018, he served as COO for the Americas for Aberdeen Asset Management. | 18 |
Colette Bergman Five Tower Bridge, 300 Barr Harbor Drive, West Conshohocken, PA 19428 Born: 1970 | Vice President & Treasurer | Indefinite; Since 6/12/12 | Ms. Bergman is currently a Director of the Adviser. She has been with the Adviser for more than five years. | 18 |
Guy Talarico Alaric Compliance Services, LLC 150 Broadway, Suite 302 New York, NY 10038 Born: 1955 | Chief Compliance Officer | Indefinite; Since 4/25/13 | Mr. Talarico is President and CEO of Alaric Compliance Services, LLC and has been since the company’s inception in 2004. | 18 |
Umar Ehtisham Five Tower Bridge, 300 Barr Harbor Drive, West Conshohocken, PA 19428 Born: 1981 | Liquidity Risk Officer | Indefinite; Since 12/01/18 | Mr. Ehtisham is currently the Chief Compliance & Risk Officer (CCO) of the Adviser since May 2018. Prior to January 2018, he served as Director & CCO at Cipperman Compliance Services (09/2014 – 05/2018) and Audit Manager at E*Trade Financial (01/2013 – 09/2014). | 18 |
Curtis Barnes Citi Fund Services 4400 Easton Commons, Suite 200 Columbus, OH 43219 Born: 1953 | Secretary | Indefinite; Since 6/05/14 | Mr. Barnes is a Senior Vice President and has been with Citi Fund Services Ohio, Inc. since June 1995. | 18 |
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HC CAPITAL TRUST
Additional Information (continued) — June 30, 2021 (Unaudited)
INDEPENDENT TRUSTEES. The following table sets forth certain information about the Independent Trustees.
NAME, ADDRESS, | POSITION(S) | TERM OF | PRINCIPAL | NUMBER OF | OTHER |
John M. Dyer Five Tower Bridge, 300 Barr Harbor Drive, West Conshohocken, PA 19428 Born: 1954 | Trustee | Indefinite: Since 6/18/19 | Mr. Dyer is currently a Board member of Cox Enterprises, Inc. (technology, communications and automotive services) (“Cox”) since 2010 and World Wide Technology (technology services) since 2019. Formerly, President and CEO of Cox (2014-2017) | 18 | None |
Jarrett Burt Kling Five Tower Bridge, 300 Barr Harbor Drive, West Conshohocken, PA 19428 Born: 1943 | Trustee | Indefinite; Since 7/20/95 | For more than the past five years Mr. Kling has been a managing director of CBRE Clarion Securities, LLC, a registered investment adviser. | 18 | None |
R. Richard Williams Five Tower Bridge, 300 Barr Harbor Drive, West Conshohocken, PA 19428 Born: 1945 | Trustee and Chairman | Indefinite; Trustee since 7/15/99; Chairman since 3/21/17 | Since 2000, Mr. Williams has been the owner of Seaboard Advisers (consulting services). | 18 | None |
Richard W. Wortham, III Five Tower Bridge, 300 Barr Harbor Drive, West Conshohocken, PA 19428 Born: 1938 | Trustee | Indefinite; Since 7/20/95 | Mr. Wortham is currently the Chairman and Chief Executive Officer of The Wortham Foundation and has been a Trustee for more than the past five years. | 18 | Oncor Electric Delivery Company LLC |
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Additional Information (concluded) — June 30, 2021 (Unaudited)
INTERESTED TRUSTEE. The following table sets forth certain information about the Interested Trustee.
NAME, ADDRESS, | POSITION(S) | TERM OF | PRINCIPAL | NUMBER OF | OTHER |
Geoffrey A. Trzepacz ** Five Tower Bridge, 300 Barr Harbor Drive, West Conshohocken, PA 19428 Born: 1975 | Trustee and President | Indefinite; Since 1/01/19 | Mr. Trzepacz is currently the Chief Operating Officer (COO) of the Adviser since January 2018. Prior to January 2018, he served as COO for the Americas for Aberdeen Asset Management. | 18 | None |
* | The information in this column relates only to directorships in companies required to file certain reports with the SEC under the various federal securities laws. |
** | Mr. Trzepacz is considered to be “interested” as a result of his present positions with the Adviser or its affiliates. |
Additional information about the Portfolios’ Trustees and officers may be found in the Portfolios’ Statement of Additional Information, which is available without charge, upon request, by calling toll-free 1-800-242-9596.
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HC CAPITAL TRUST
Trustees
GEOFFREY A. TRZEPACZ*
JOHN M. DYER
JARRETT B. KLING
R. RICHARD WILLIAMS
RICHARD W. WORTHAM III
* ‘Interested Person’ as that term is defined in the Investment Company Act of 1940.
Investment Adviser | Counsel |
Administrator | Independent Registered Public Accounting Firm |
Distributor | Custodian |
This report is for the information of the shareholders of HC Capital Trust. Its use in connection with any offering of the Trust’s shares is authorized only in case of a concurrent or prior delivery of the Trust’s current prospectus. The prospectus contains more complete information, including investment objectives, risks, fees and expenses and should be read carefully before investing or sending any money.
8/21
Item 2. Code of Ethics.
(a) The Registrant has adopted a code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the Registrant or a third party (the “Code of Ethics”). The Code of Ethics is included as an Exhibit. During the period covered by the report, with respect to the Registrant’s Code of Ethics, there have been no amendments to, nor any waivers granted from, a provision that relates to any element of the code of ethics definition enumerated in paragraph (b) of this Item 2 of Form N-CSR.
Item 3. Audit Committee Financial Expert.
3(a)(1) The Registrant’s Board of Trustees has determined that the Registrant has at least one audit committee financial expert serving on its audit committee.
3(a)(2) The audit committee financial expert is John M. Dyer, who is “independent” for purposes of this Item 3 of Form N-CSR. Mr. Dyer was appointed to the Board of Trustees effective June 17, 2019 and was determined to be an audit committee financial expert on June 16, 2020.
Item 4. Principal Accountant Fees and Services.
(a) Audit Fees
2020 | $617,375 | |
2021 | $399,000 |
For the fiscal years ended June 30, 2020 and June 30, 2021, the aggregate fees billed by PricewaterhouseCoopers LLP was $617,375 and Grant Thornton LLP was $399,000, respectively, for professional services rendered for the audits of the financial statements or services that are normally provided in connection with statutory and regulatory filings or engagements for those fiscal years for the Registrant are shown in the table above.
(b) Audit-Related Fees
2020 | $0 | |
2021 | $27,540 |
Audit-related fees include the aggregate fees billed in each of the last two fiscal years for assurance and related services provided by PricewaterhouseCoopers LLP that are reasonably related to the performance of the audit of the Registrant’s financial statements and are not reported under Audit Fees under Item 4(a).
(c) Tax Fees
2020 | $185,882 | |
2021 | $119,000 |
Tax fees include the aggregate fees billed in each of the last two fiscal years for professional services related to tax compliance, tax advice, and tax planning. Such tax services included the review of income and excise tax returns for the Registrant as shown in the table above for the fiscal years ended June 30, 2020 and 2021. For the fiscal year ended June 30, 2020, fees for services from PricewaterhouseCoopers LLP was $185,882 and for the fiscal year ended June 30, 2021, fees for services from Grant Thornton was $119,000.
(d) All Other Fees
2020 | $238,249 | |
2021 | $163,030 |
Other fees include the aggregate fees billed in each of the last two fiscal years related to international tax services provided by PricewaterhouseCoopers LLP for the Registrant as shown in the table above for the fiscal years ended June 30, 2020 and June 30, 2021.
(e)(1) - Except as permitted by Rule 2-01 (c)(7)(i)(c) of Regulation S-X, the HC Capital Trust Audit Committee must pre-approve all audit and non-audit services provided by the independent accountants relating to the operations or financial reporting of the Portfolios. Prior to the commencement of any audit or non-audit services to a Fund, the Audit Committee reviews the services to determine whether they are appropriate and permissible under applicable law.
(e)(2) – The following percentages of the services summarized in (b)-(d) above were approved by the Audit Committee pursuant to Rule 2-01 (c)(7)(i)(c) of Regulation S-X.
2020 | 0% | |
2021 | 0% |
(f) - Not applicable.
(g) - For the fiscal years ended June 30, 2020 and June 30, 2021, the aggregate non-audit fees billed by PricewaterhouseCoopers LLP and Grant Thornton LLP, respectively, for services rendered to the Registrant and to the Registrant’s investment advisers (the “Advisers”) and any entity controlling, controlled by, or under common control with the Advisers that provided ongoing services to the Registrant were $0 and $0, respectively.
(h) - Not applicable.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
(a) Not applicable.
(b) Not applicable.
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) The Registrant’s principal executive officer and principal financial officer have concluded, based on their evaluation of the Registrant’s disclosure controls and procedures as conducted within 90 days of the filing date of this report, that these disclosure controls and procedures are adequately designed and are operating effectively to ensure that information required to be disclosed by the Registrant on Form N-CSR is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission’s rules and forms.
(b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940 (“the Act”) (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.
Item 12. Disclosures of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) The Code of Ethics that is the subject of the disclosure required by Item 2 is attached hereto.
(a)(2) Certifications pursuant to Rule 30a-2(a) under the Act are attached hereto.
(a)(3) Not applicable.
(b) Certifications pursuant to Rule 30a-2(b) under the Act are attached hereto.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) | HC Capital Trust | |
By (Signature and Title) | /s/ Geoffrey Trzepacz | |
Geoffrey Trzepacz, Principal Executive Officer | ||
Date: | September 2, 2021 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.
By (Signature and Title) | /s/ Colette Bergman | |
Colette Bergman, Principal Financial Officer | ||
Date: | September 2, 2021 | |
By (Signature and Title) | /s/ Geoffrey Trzepacz | |
Geoffrey Trzepacz, Principal Executive Officer | ||
Date: | September 2, 2021 |