Mortgage Core Fund

Fund Profile

Fund profile

Fund manager

Federated Hermes Core Trust

Total assets

$6.80 bn

Liabilities

$744.15 mm

Net assets

$6.05 bn

Number of holdings

504.00

Top 200 of 504 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Federated Hermes Government Obligations Fund	411.78 mm	411.78 mm shares	6.80	Short-term investment vehicle	Long	USA
Fannie Mae Pool	228.53 mm	292.18 mm principal	3.77	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	182.45 mm	185.00 mm principal	3.01	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	93.90 mm	110.14 mm principal	1.55	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	86.15 mm	97.50 mm principal	1.42	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	85.89 mm	109.73 mm principal	1.42	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	81.98 mm	85.00 mm principal	1.35	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	73.52 mm	94.19 mm principal	1.21	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	67.50 mm	83.00 mm principal	1.11	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	66.37 mm	68.37 mm principal	1.10	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	65.91 mm	84.44 mm principal	1.09	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	65.29 mm	65.00 mm principal	1.08	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	59.41 mm	67.11 mm principal	0.98	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	57.28 mm	62.58 mm principal	0.95	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	56.70 mm	68.95 mm principal	0.94	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	52.55 mm	63.61 mm principal	0.87	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	52.41 mm	67.15 mm principal	0.87	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	49.65 mm	60.40 mm principal	0.82	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	49.36 mm	60.20 mm principal	0.82	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	49.10 mm	62.67 mm principal	0.81	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	48.90 mm	59.51 mm principal	0.81	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	48.17 mm	52.58 mm principal	0.80	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	48.16 mm	58.38 mm principal	0.80	ABS-mortgage backed security	Long	USA
Ginnie Mae	47.24 mm	50.00 mm principal	0.78	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	47.02 mm	57.31 mm principal	0.78	ABS-mortgage backed security	Long	USA
Ginnie Mae	46.01 mm	50.00 mm principal	0.76	ABS-mortgage backed security	Long	USA
Ginnie Mae	44.65 mm	50.00 mm principal	0.74	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	43.68 mm	43.73 mm principal	0.72	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	42.57 mm	43.14 mm principal	0.70	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	42.35 mm	42.29 mm principal	0.70	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	41.77 mm	41.54 mm principal	0.69	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	40.98 mm	41.54 mm principal	0.68	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	40.01 mm	40.91 mm principal	0.66	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	38.97 mm	45.51 mm principal	0.64	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	38.60 mm	38.90 mm principal	0.64	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	38.36 mm	47.11 mm principal	0.63	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	37.88 mm	42.14 mm principal	0.63	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	37.63 mm	37.92 mm principal	0.62	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	37.47 mm	37.17 mm principal	0.62	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	37.07 mm	41.73 mm principal	0.61	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	36.63 mm	46.95 mm principal	0.61	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	35.86 mm	41.36 mm principal	0.59	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	35.13 mm	44.38 mm principal	0.58	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	34.93 mm	34.69 mm principal	0.58	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	34.73 mm	34.55 mm principal	0.57	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	34.22 mm	43.64 mm principal	0.57	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	34.03 mm	34.30 mm principal	0.56	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	33.15 mm	36.05 mm principal	0.55	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	33.11 mm	35.03 mm principal	0.55	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	33.09 mm	42.07 mm principal	0.55	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	33.03 mm	34.09 mm principal	0.55	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	33.00 mm	40.18 mm principal	0.55	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	32.97 mm	36.07 mm principal	0.54	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	32.66 mm	39.47 mm principal	0.54	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	32.02 mm	41.02 mm principal	0.53	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	31.06 mm	34.85 mm principal	0.51	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	31.01 mm	36.42 mm principal	0.51	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	30.93 mm	35.78 mm principal	0.51	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	30.77 mm	31.08 mm principal	0.51	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	30.74 mm	37.11 mm principal	0.51	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	30.66 mm	39.14 mm principal	0.51	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	30.54 mm	37.14 mm principal	0.50	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	30.02 mm	38.46 mm principal	0.50	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	29.96 mm	30.97 mm principal	0.49	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	29.90 mm	29.99 mm principal	0.49	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	29.35 mm	34.33 mm principal	0.48	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Trust 2023-PJ1	28.71 mm	33.02 mm principal	0.47	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	28.71 mm	36.78 mm principal	0.47	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	28.67 mm	28.90 mm principal	0.47	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	28.46 mm	34.88 mm principal	0.47	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	28.40 mm	35.88 mm principal	0.47	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	28.13 mm	36.10 mm principal	0.46	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	28.05 mm	27.45 mm principal	0.46	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	27.98 mm	30.78 mm principal	0.46	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	27.88 mm	35.64 mm principal	0.46	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	27.15 mm	33.21 mm principal	0.45	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	27.05 mm	30.46 mm principal	0.45	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	26.96 mm	31.47 mm principal	0.45	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	26.76 mm	27.28 mm principal	0.44	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	26.62 mm	27.56 mm principal	0.44	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	26.41 mm	26.97 mm principal	0.44	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	26.36 mm	33.70 mm principal	0.44	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	26.21 mm	32.15 mm principal	0.43	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	26.18 mm	30.60 mm principal	0.43	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	26.10 mm	30.64 mm principal	0.43	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	25.72 mm	25.92 mm principal	0.42	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	25.72 mm	31.58 mm principal	0.42	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	25.72 mm	27.31 mm principal	0.42	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	25.68 mm	27.27 mm principal	0.42	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	25.58 mm	28.03 mm principal	0.42	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	25.45 mm	30.00 mm principal	0.42	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	25.29 mm	32.09 mm principal	0.42	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	25.26 mm	30.78 mm principal	0.42	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	25.12 mm	25.39 mm principal	0.41	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	25.08 mm	27.43 mm principal	0.41	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	24.95 mm	30.65 mm principal	0.41	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	23.84 mm	26.80 mm principal	0.39	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	23.74 mm	23.97 mm principal	0.39	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	23.64 mm	26.46 mm principal	0.39	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	23.36 mm	27.24 mm principal	0.39	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	23.33 mm	22.83 mm principal	0.39	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	23.30 mm	28.35 mm principal	0.38	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	23.20 mm	28.38 mm principal	0.38	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	23.15 mm	26.71 mm principal	0.38	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	22.99 mm	23.13 mm principal	0.38	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2022-3	22.80 mm	27.25 mm principal	0.38	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	22.68 mm	24.04 mm principal	0.37	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	22.58 mm	27.73 mm principal	0.37	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	22.32 mm	25.02 mm principal	0.37	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	22.24 mm	24.31 mm principal	0.37	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	22.04 mm	22.82 mm principal	0.36	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	22.03 mm	24.80 mm principal	0.36	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	21.91 mm	24.00 mm principal	0.36	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	21.89 mm	28.09 mm principal	0.36	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	21.85 mm	25.63 mm principal	0.36	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	21.74 mm	22.63 mm principal	0.36	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	21.66 mm	23.62 mm principal	0.36	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	21.46 mm	23.85 mm principal	0.35	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	21.38 mm	21.27 mm principal	0.35	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	21.25 mm	24.75 mm principal	0.35	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	21.19 mm	27.23 mm principal	0.35	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	21.18 mm	21.44 mm principal	0.35	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	21.05 mm	24.72 mm principal	0.35	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	20.76 mm	22.01 mm principal	0.34	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	20.62 mm	23.16 mm principal	0.34	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	20.60 mm	20.57 mm principal	0.34	ABS-mortgage backed security	Long	USA
Ford Credit Auto Owner Trust 2023-REV1	20.31 mm	20.56 mm principal	0.34	ABS-other	Long	USA
Fannie Mae Pool	20.29 mm	24.93 mm principal	0.34	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	20.20 mm	25.88 mm principal	0.33	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	20.05 mm	22.55 mm principal	0.33	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	19.79 mm	23.12 mm principal	0.33	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	19.54 mm	19.79 mm principal	0.32	ABS-mortgage backed security	Long	USA
Ginnie Mae	19.37 mm	19.25 mm principal	0.32	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	19.35 mm	21.13 mm principal	0.32	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	18.97 mm	18.94 mm principal	0.31	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	18.79 mm	20.54 mm principal	0.31	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	18.79 mm	22.13 mm principal	0.31	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	18.72 mm	22.68 mm principal	0.31	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	18.59 mm	18.62 mm principal	0.31	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	18.56 mm	19.65 mm principal	0.31	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	18.30 mm	19.84 mm principal	0.30	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	18.22 mm	23.42 mm principal	0.30	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	17.76 mm	18.35 mm principal	0.29	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	17.74 mm	18.32 mm principal	0.29	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	17.72 mm	22.71 mm principal	0.29	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	17.62 mm	20.76 mm principal	0.29	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	17.30 mm	20.96 mm principal	0.29	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	17.13 mm	19.88 mm principal	0.28	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	16.88 mm	19.03 mm principal	0.28	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	16.70 mm	21.35 mm principal	0.28	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	16.64 mm	21.27 mm principal	0.27	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	16.50 mm	18.39 mm principal	0.27	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	16.41 mm	21.05 mm principal	0.27	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	16.32 mm	20.88 mm principal	0.27	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	16.27 mm	17.27 mm principal	0.27	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	16.06 mm	17.44 mm principal	0.27	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	15.87 mm	18.60 mm principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	15.83 mm	19.44 mm principal	0.26	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	15.73 mm	20.15 mm principal	0.26	ABS-mortgage backed security	Long	USA
Progress Residential 2022-SFR1 Trust	15.32 mm	16.73 mm principal	0.25	ABS-other	Long	USA
Fannie Mae Pool	15.22 mm	17.91 mm principal	0.25	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	15.15 mm	18.39 mm principal	0.25	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	15.09 mm	17.49 mm principal	0.25	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	14.85 mm	15.66 mm principal	0.25	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	14.59 mm	15.11 mm principal	0.24	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	14.51 mm	16.30 mm principal	0.24	ABS-mortgage backed security	Long	USA
Progress Residential 2022-SFR4 Trust	14.50 mm	14.81 mm principal	0.24	ABS-other	Long	USA
Fannie Mae Pool	14.30 mm	16.03 mm principal	0.24	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	14.24 mm	18.13 mm principal	0.24	ABS-mortgage backed security	Long	USA
Home Partners of America 2022-1 Trust	14.14 mm	14.52 mm principal	0.23	ABS-other	Long	USA
Uniform Mortgage-Backed Security, TBA	14.10 mm	15.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	13.99 mm	17.86 mm principal	0.23	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	13.86 mm	14.30 mm principal	0.23	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	13.85 mm	16.99 mm principal	0.23	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	13.83 mm	15.12 mm principal	0.23	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	13.77 mm	13.95 mm principal	0.23	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	13.59 mm	13.74 mm principal	0.22	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	13.55 mm	16.50 mm principal	0.22	ABS-mortgage backed security	Long	USA
Progress Residential 2022-SFR2 Trust	13.41 mm	14.00 mm principal	0.22	ABS-other	Long	USA
Fannie Mae Pool	13.35 mm	14.90 mm principal	0.22	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	13.28 mm	16.23 mm principal	0.22	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	13.03 mm	12.75 mm principal	0.22	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	12.94 mm	12.97 mm principal	0.21	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	12.85 mm	13.59 mm principal	0.21	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	12.84 mm	13.65 mm principal	0.21	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	12.66 mm	12.80 mm principal	0.21	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	12.66 mm	13.81 mm principal	0.21	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	12.62 mm	14.26 mm principal	0.21	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	12.51 mm	14.61 mm principal	0.21	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	12.33 mm	12.55 mm principal	0.20	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	12.32 mm	15.84 mm principal	0.20	ABS-mortgage backed security	Long	USA
Progress Residential 2024-SFR1 Trust	12.30 mm	13.40 mm principal	0.20	ABS-other	Long	USA
Freddie Mac Pool	12.28 mm	13.41 mm principal	0.20	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	12.23 mm	14.85 mm principal	0.20	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	11.58 mm	14.01 mm principal	0.19	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	11.53 mm	13.54 mm principal	0.19	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	11.14 mm	13.52 mm principal	0.18	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	11.13 mm	11.33 mm principal	0.18	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	10.99 mm	12.38 mm principal	0.18	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities	10.96 mm	10.40 mm principal	0.18	ABS-mortgage backed security	Long	USA