Federated Hermes Core Trust · net assets $4.8B · 436 holdings as of March 31, 2026. Monthly N-PORT disclosure: the full book, not just equities.
ABS-MBS: 94.2% · STIV: 4.8% · ABS-O: 1.0% · DIR: 0.0%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $16.3M | $77.1M | $27M |
| Reinvestment | $5.32M | $5.49M | $6.53M |
| Redemptions | $2M | $0 | $32.7M |
| Net realized gain (non-derivative) | $-73.8K | $-0.01 | $0 |
| Net unrealized appreciation (non-derivative) | $11.7M | $64.9M | $-108M |
The three months of the reporting period, as filed; month 3 ends March 31, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-208 | $-2.01 |
| 1 year | $-6.43K | $-23 |
| 5 years | $-5.59K | $-33.8 |
| 10 years | $-6.98K | $-9.19 |
| 30 years | $-1.08K | $-0.00125 |
| Holding | Value | % of net assets |
|---|---|---|
| Federated Hermes Government Obligations Fund STIV | $280M | 5.84% |
| Umbs, Tba ABS-MBS | $255M | 5.31% |
| Umbs, Tba ABS-MBS | $246M | 5.12% |
| Fannie Mae ABS-MBS | $217M | 4.52% |
| Umbs, Tba ABS-MBS | $117M | 2.44% |
| Fannie Mae ABS-MBS | $88.4M | 1.84% |
| Fannie Mae ABS-MBS | $78.7M | 1.64% |
| Umbs, Tba ABS-MBS | $77.6M | 1.62% |
| Freddie Mac ABS-MBS | $76.1M | 1.59% |
| Government National Mortgage Association ABS-MBS | $71M | 1.48% |
| Fannie Mae ABS-MBS | $69.9M | 1.46% |
| Fannie Mae ABS-MBS | $66M | 1.38% |
| Government National Mortgage Association ABS-MBS | $60.4M | 1.26% |
| Freddie Mac ABS-MBS | $55.5M | 1.16% |
| Freddie Mac ABS-MBS | $55M | 1.15% |
| Fannie Mae ABS-MBS | $51.9M | 1.08% |
| Government National Mortgage Association ABS-MBS | $51.5M | 1.07% |
| Freddie Mac ABS-MBS | $48.7M | 1.02% |
| Fannie Mae ABS-MBS | $48.4M | 1.01% |
| Government National Mortgage Association ABS-MBS | $48.2M | 1.00% |
| Freddie Mac ABS-MBS | $46.6M | 0.97% |
| Fannie Mae ABS-MBS | $45.9M | 0.96% |
| Fannie Mae ABS-MBS | $44.9M | 0.94% |
| Government National Mortgage Association ABS-MBS | $44.7M | 0.93% |
| Government National Mortgage Association ABS-MBS | $44.6M | 0.93% |
| Freddie Mac ABS-MBS | $43.5M | 0.91% |
| Fannie Mae ABS-MBS | $40.3M | 0.84% |
| Government National Mortgage Association ABS-MBS | $37.4M | 0.78% |
| Fannie Mae ABS-MBS | $36.6M | 0.76% |
| Fannie Mae ABS-MBS | $36.4M | 0.76% |
| Fannie Mae ABS-MBS | $35.3M | 0.73% |
| Government National Mortgage Association ABS-MBS | $35.2M | 0.73% |
| Fannie Mae ABS-MBS | $34.4M | 0.72% |
| Fannie Mae ABS-MBS | $34.1M | 0.71% |
| Fannie Mae ABS-MBS | $33.2M | 0.69% |
| Freddie Mac ABS-MBS | $33.1M | 0.69% |
| Freddie Mac ABS-MBS | $32.7M | 0.68% |
| Freddie Mac ABS-MBS | $32.3M | 0.67% |
| Government National Mortgage Association ABS-MBS | $32M | 0.67% |
| Government National Mortgage Association ABS-MBS | $32M | 0.67% |
| Freddie Mac ABS-MBS | $31.7M | 0.66% |
| Freddie Mac ABS-MBS | $30.4M | 0.63% |
| Fannie Mae ABS-MBS | $30.4M | 0.63% |
| Fannie Mae ABS-MBS | $29.9M | 0.62% |
| Government National Mortgage Association ABS-MBS | $29.8M | 0.62% |
| Fannie Mae ABS-MBS | $29.3M | 0.61% |
| Fannie Mae ABS-MBS | $29M | 0.60% |
| Fannie Mae ABS-MBS | $28.8M | 0.60% |
| Fannie Mae ABS-MBS | $28.8M | 0.60% |
| Freddie Mac ABS-MBS | $28.6M | 0.60% |
| Freddie Mac ABS-MBS | $28.3M | 0.59% |
| Freddie Mac ABS-MBS | $28.1M | 0.59% |
| Fannie Mae ABS-MBS | $28M | 0.58% |
| Freddie Mac ABS-MBS | $27.8M | 0.58% |
| Government National Mortgage Association ABS-MBS | $27.8M | 0.58% |
| Government National Mortgage Association ABS-MBS | $27.5M | 0.57% |
| Fannie Mae ABS-MBS | $27.3M | 0.57% |
| Fannie Mae ABS-MBS | $27.1M | 0.57% |
| Government National Mortgage Association ABS-MBS | $26.9M | 0.56% |
| Gs Mortgage-backed Securities Trust ABS-MBS | $26.6M | 0.55% |
Showing top 60 of 436 holdings.
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