# EDGAR Filing Document

**Accession Number:** 0001034106
**File Stem:** 0001145549-23-015981
**Filing Date:** 2023-3
**Character Count:** 64081
**Document Hash:** 48a99aac5bb7afac7898cb13d7f7ea5c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-015981.hdr.sgml**: 20230313

**ACCESSION NUMBER**: 0001145549-23-015981

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230313

**DATE AS OF CHANGE**: 20230313

**EFFECTIVENESS DATE**: 20230313

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FEDERATED HERMES CORE TRUST
- **CENTRAL INDEX KEY:** 0001034106
- **IRS NUMBER:** 232934777
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1212

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08519
- **FILM NUMBER:** 23726411

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED CORE TRUST
- **DATE OF NAME CHANGE:** 20180601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED CORE TRUST/PA
- **DATE OF NAME CHANGE:** 19971126

## Series and Classes Contracts Data

### Mortgage Core Fund (Series ID: S000009127)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000024828 | Mortgage Core Fund |  |

### High Yield Bond Core Fund (Series ID: S000009129)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000024830 | High Yield Bond Core Fund |  |

## Internal

Report of Independent Registered Public Accounting Firm

To the Shareholders and Board of Trustees of

Federated Hermes Core Trust:

In planning and performing our audits of the financial statements of High Yield Bond Core Fund and Mortgage Core Fund (collectively, the "Funds") (two of the portfolios constituting Federated Hermes Core Trust (the "Trust")) as of and for the year ended December 31, 2022, in accordance with the standards of the Public Company Accounting Oversight Board (United States), we considered the Trust's internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Trust's internal control over financial reporting. Accordingly, we express no such opinion.

The management of the Trust is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with U.S. generally accepted accounting principles. A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with U.S. generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company's assets that could have a material effect on the financial statements.

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the

company's annual or interim financial statements will not be prevented or detected on a timely basis.

Our consideration of the Trust's internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the Public Company Accounting Oversight Board (United States). However, we noted no deficiencies in the Trust's internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be a material weakness as defined above as of December 31, 2022.

This report is intended solely for the information and use of management and the Board of Trustees of the Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

/s/ Ernst & Young LLP

Boston, Massachusetts&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

February 22, 2023

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0001034106

## N-CEN: Series/Class (Contract) Information

**Series ID Record:1**
- **Series ID:** S000009129

**Series ID Record:2**
- **Series ID:** S000009127

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2022-12-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** No

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** Federated Hermes Core Trust

- **Item B.1.b - Investment Company Act file number:** 811-08519

- **Item B.1.c - CIK:** 0001034106

- **Item B.1.d - LEI:** 254900HYFNGKM5PJOV84

- **Item B.2.a - Street 1:** Federated Hermes Funds

- **Item B.2.a - Street 2:** 4000 Ericsson Drive

- **Item B.2.b - City:** Warrendale

- **Item B.2.c - State:** PA

- **Item B.2.e - Zip Code:** 15086-7561

- **Item B.2.f - Telephone:** 8003417400

- **Item B.2.g - Public Website:** www.federatedinvestors.com

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** Federated Hermes Core Trust

- **b. Street 1:** Federated Hermes Funds

- **Street 2:** 4000 Ericsson Drive

- **c. City:** Warrendale

- **d. State, if applicable:** PA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 15086-7561

- **g. Telephone number:** 8003417400

- **h. Briefly describe the books and records kept at this location:** Registrant - All records required to be maintained that are not maintained by other service providers.

**Location books Record: 2**

- **a. Name of person (e.g., a custodian of records):** Federated Administrative Services

- **b. Street 1:** 1001 Liberty Avenue

- **c. City:** Pittsburgh

- **d. State, if applicable:** PA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 15222-3779

- **g. Telephone number:** 4122881900

- **h. Briefly describe the books and records kept at this location:** Administrator - Records include but are not limited to those related to calculation of NAV, income and expense accruals, securities pricing, preparation of regulatory documents, financial books and records, performance calculations and tax related documents.

**Location books Record: 3**

- **a. Name of person (e.g., a custodian of records):** Federated Securities Corp.

- **b. Street 1:** 1001 Liberty Avenue

- **c. City:** Pittsburgh

- **d. State, if applicable:** PA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 15222-3779

- **g. Telephone number:** 4122881900

- **h. Briefly describe the books and records kept at this location:** Distributor - Records include but are not limited to trade blotters, asset and liability ledgers, income and expense ledgers, capital account ledgers, customer account ledgers, securities records, order tickets and trade confirmations.

**Location books Record: 4**

- **a. Name of person (e.g., a custodian of records):** Federated Advisory Services Company

- **b. Street 1:** 1001 Liberty Avenue

- **c. City:** Pittsburgh

- **d. State, if applicable:** PA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 15222-3779

- **g. Telephone number:** 4122881900

- **h. Briefly describe the books and records kept at this location:** Advisor - All investment advisor records required to be maintained that are not maintained by other service providers.

**Location books Record: 5**

- **a. Name of person (e.g., a custodian of records):** Federated Investment Management Company

- **b. Street 1:** 1001 Liberty Avenue

- **c. City:** Pittsburgh

- **d. State, if applicable:** PA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 15222-3779

- **g. Telephone number:** 4122881900

- **h. Briefly describe the books and records kept at this location:** Advisor - All investment advisor records required to be maintained that are not maintained by other service providers.

**Location books Record: 6**

- **a. Name of person (e.g., a custodian of records):** State Street Bank and Trust Company

- **b. Street 1:** 1 Iron Street

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02110

- **g. Telephone number:** 6177863000

- **h. Briefly describe the books and records kept at this location:** Custodian - Fund securities and cash records

**Location books Record: 7**

- **a. Name of person (e.g., a custodian of records):** DST Asset Manager Solutions, Inc.

- **b. Street 1:** P.O. Box 219318

- **c. City:** Kansas City

- **d. State, if applicable:** MO

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 64121-9318

- **g. Telephone number:** 8168714100

- **h. Briefly describe the books and records kept at this location:** Transfer Agent and Dividend Disbursing Agent - Fund shareholder records

- **Item B.4.a - Is this the first filing by the Registrant?:** No

- **Item B.4.b - Is this the last filing by the Registrant?:** No

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** Federated Hermes Funds

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 4

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** Yes

### Item B.8 - Directors

| Name                   | Is Interested Person?   | Other Investment Company File Numbers                                                                                                                                                                                                                                                                                                                          |
|:---|:---|:---|
| J. Christopher Donahue | Yes                     | 811-04539, 811-23259, 811-22217, 811-04017, 811-04743, 811-23730, 811-06447, 811-00001, 811-03266, 811-03352, 811-02782, 811-04018, 811-04577, 811-06061, 811-07193, 811-08042, 811-03984, 811-58429, 811-21822, 811-21904, 811-02677, 811-06165, 811-21235, 811-23174, 811-03181, 811-07309, 811-07115, 811-03947, 811-03387, 811-07141, 811-04314, 811-05950 |
| John T. Collins        | No                      | 811-04539, 811-23259, 811-22217, 811-04017, 811-04743, 811-23730, 811-06447, 811-00001, 811-03266, 811-03352, 811-02782, 811-04018, 811-04577, 811-06061, 811-07193, 811-08042, 811-03984, 811-58429, 811-21822, 811-21904, 811-02677, 811-06165, 811-21235, 811-23174, 811-03181, 811-07309, 811-07115, 811-03947, 811-03387, 811-07141, 811-04314, 811-05950 |
| G. Thomas Hough        | No                      | 811-04539, 811-23259, 811-22217, 811-04017, 811-04743, 811-23730, 811-06447, 811-00001, 811-03266, 811-03352, 811-02782, 811-04018, 811-04577, 811-06061, 811-07193, 811-08042, 811-03984, 811-58429, 811-21822, 811-21904, 811-02677, 811-06165, 811-21235, 811-23174, 811-03181, 811-07309, 811-07115, 811-03947, 811-03387, 811-07141, 811-04314, 811-05950 |
| Maureen Lally-Green    | No                      | 811-04539, 811-23259, 811-22217, 811-04017, 811-04743, 811-23730, 811-06447, 811-00001, 811-03266, 811-03352, 811-02782, 811-04018, 811-04577, 811-06061, 811-07193, 811-08042, 811-03984, 811-58429, 811-21822, 811-21904, 811-02677, 811-06165, 811-21235, 811-23174, 811-03181, 811-07309, 811-07115, 811-03947, 811-03387, 811-07141, 811-04314, 811-05950 |
| Thomas M. O'Neill      | No                      | 811-04539, 811-23259, 811-22217, 811-04017, 811-04743, 811-23730, 811-06447, 811-00001, 811-03266, 811-03352, 811-02782, 811-04018, 811-04577, 811-06061, 811-07193, 811-08042, 811-03984, 811-58429, 811-21822, 811-21904, 811-02677, 811-06165, 811-21235, 811-23174, 811-03181, 811-07309, 811-07115, 811-03947, 811-03387, 811-07141, 811-04314, 811-05950 |
| P. Jerome Richey       | No                      | 811-04539, 811-23259, 811-22217, 811-04017, 811-04743, 811-23730, 811-06447, 811-00001, 811-03266, 811-03352, 811-02782, 811-04018, 811-04577, 811-06061, 811-07193, 811-08042, 811-03984, 811-58429, 811-21822, 811-21904, 811-02677, 811-06165, 811-21235, 811-23174, 811-03181, 811-07309, 811-07115, 811-03947, 811-03387, 811-07141, 811-04314, 811-05950 |
| John S. Walsh          | No                      | 811-04539, 811-23259, 811-22217, 811-04017, 811-04743, 811-23730, 811-06447, 811-00001, 811-03266, 811-03352, 811-02782, 811-04018, 811-04577, 811-06061, 811-07193, 811-08042, 811-03984, 811-58429, 811-21822, 811-21904, 811-02677, 811-06165, 811-21235, 811-23174, 811-03181, 811-07309, 811-07115, 811-03947, 811-03387, 811-07141, 811-04314, 811-05950 |
| Madelyn A. Reilly      | No                      | 811-04539, 811-23259, 811-22217, 811-04017, 811-04743, 811-23730, 811-06447, 811-00001, 811-03266, 811-03352, 811-02782, 811-04018, 811-04577, 811-06061, 811-07193, 811-08042, 811-03984, 811-58429, 811-21822, 811-21904, 811-02677, 811-06165, 811-21235, 811-23174, 811-03181, 811-07309, 811-07115, 811-03947, 811-03387, 811-07141, 811-04314, 811-05950 |
| John B. Fisher         | Yes                     | 811-04539, 811-23259, 811-22217, 811-04017, 811-04743, 811-06447, 811-00001, 811-03266, 811-03352, 811-02782, 811-04018, 811-04577, 811-06061, 811-07193, 811-03984, 811-58429, 811-21822, 811-21904, 811-06165, 811-21235, 811-07309, 811-07115, 811-03947, 811-03387, 811-04314                                                                              |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Stephen Van Meter

- **b. CRD Number, if any:** 006020413

- **c. Street Address 1:** 1001 Liberty Avenue

- **d. City:** Pittsburgh

- **e. State, if applicable:** PA

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 15222-3779

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** No

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.14 - Did an affiliated person provide any form of financial support to the Registrant?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-24128

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** Federated Securities Corp.

- **ii. SEC file number:** 8-15561-1

- **iii. CRD number:** 000005009

- **iv. LEI, if any:** 254900FMT7XR4QROXG14

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** Yes

- **b. Have any principal underwriters been hired or terminated during the reporting period?** No

### Item B.17. Independent public accountant.

**Public accountant Record: 1**

- **a. Full Name:** Ernst & Young LLP

- **b. PCAOB Number:** 00042

- **c. LEI, if any:** N/A

- **d. State, if applicable:** DE

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

- **Item B.23 - Did the Registrant pay any dividend or make any distribution required to be accompanied by a written statement?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - High Yield Bond Core Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** High Yield Bond Core Fund

- **b. Series identification number, if any:** S000009129

- **c. LEI:** 549300FJ1PZWFDNRP685

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | High Yield Bond Core Fund | C000024830                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Citibank N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Federated Investment Management Company

- **ii. LEI, if any:** 549300SP92SGS5AXSV67

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Federated Advisory Services Company

- **ii. SEC file number:** 801-62500

- **iii. CRD number:** 000128611

- **iv. LEI, if any:** 2549006YWZSXL9PUIY05

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Investment Advisers Record: 2**

- **i. Full name:** Federated Investment Management Company

- **ii. SEC file number:** 801-34612

- **iii. CRD number:** 000105138

- **iv. LEI, if any:** 549300SP92SGS5AXSV67

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MO

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg Finance L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit (Markit North America)

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** JPMorgan PricingDirect

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Clearstream Banking S.A.

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 3**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 4**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. LEI, if any:** 084-00896

- **iii. State, if applicable:** MO

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Federated Administrative Services

- **ii. LEI, if any, or other identifying number:** 801-48206

- **iii. State, if applicable:** PA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Federated Securities Corp.

- **b. SEC file number:** 8-15561-1

- **c. CRD number:** 000005009

- **d. LEI, if any:** 254900FMT7XR4QROXG14

- **e. State, if applicable:** PA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Barclays Capital Inc.

- **ii. SEC file number:** 8-41342-1

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $474.56

**Brokers Record: 2**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669-1

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $79.84

**Aggregate Commission:** $554.40

**Item C.17.a. Principal transaction counterparties.**

| Name                                | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital Inc.               | 8-41342-1         | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $299,714,689.19           |
| BofA Securities, Inc.               | 8-69787-1         | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $101,786,996.75           |
| Broadcort Capital Corp.             | 8-29204-1         | 000013456    | N/A                  | NY      | US        | $268,079,533.95           |
| Citigroup Global Markets Inc.       | 8-08177-1         | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $60,094,907.51            |
| Credit Suisse Securities (USA) LLC  | 8-00422-1         | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $38,917,082.85            |
| Goldman Sachs & Co. LLC             | 8-00129-1         | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $187,433,217.45           |
| J.P. Morgan Securities LLC          | 8-35008-1         | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $104,577,467.50           |
| Jefferies LLC                       | 8-15074-1         | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $339,394,324.87           |
| State Street Bank and Trust Company | N/A               | N/A          | 571474TGEMMWANRLN572 | MA      | US        | $1,097,910,383.68         |
| Wells Fargo Securities, LLC         | 8-65876-1         | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $38,251,498.73            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,746,865,246.11

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,274,006,727.28

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** The Bank of New York Mellon

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                 | SEC File number   |
|:---|:---|
| Federated Hermes Emerging Markets Equity Fund                | 811-23259         |
| Federated Hermes Adjustable Rate Fund                        | 811-04539         |
| Bank Loan Core Fund                                          | 811-08519         |
| Federated Hermes Corporate Bond Fund                         | 811-58429         |
| Federated Hermes Capital Income Fund                         | 811-04577         |
| Federated Hermes Capital Reserves Fund                       | 811-05950         |
| Federated Hermes Clover Small Value Fund                     | 811-04017         |
| Federated Hermes Corporate Bond Strategy Portfolio           | 811-21822         |
| Federated Hermes Emerging Market Debt Fund                   | 811-07141         |
| Federated Hermes Equity Income Fund, Inc.                    | 811-04743         |
| Federated Hermes Floating Rate Strategic Income Fund         | 811-04577         |
| Federated Hermes Fund for U.S. Government Securities         | 811-04577         |
| Federated Hermes Fund for U.S. Government Securities II      | 811-08042         |
| Federated Hermes Global Allocation Fund                      | 811-00001         |
| Federated Hermes Global Total Return Bond Fund               | 811-03984         |
| Federated Hermes Government Income Securities, Inc.          | 811-03266         |
| Federated Hermes Government Income Fund                      | 811-03352         |
| Federated Hermes Government Ultrashort Fund                  | 811-07193         |
| Federated Hermes SDG Engagement Equity Fund                  | 811-23259         |
| Federated Hermes Global Equity Fund                          | 811-23259         |
| Federated Hermes Unconstrained Credit Fund                   | 811-23259         |
| Federated Hermes International Developed Equity Fund         | 811-23259         |
| Federated Hermes High Income Bond Fund II                    | 811-08042         |
| Federated Hermes High Income Bond Fund, Inc.                 | 811-02782         |
| Federated Hermes High Yield Strategy Portfolio               | 811-21822         |
| Federated Hermes Opportunistic High Yield Bond Fund          | 811-04018         |
| Federated Hermes Institutional High Yield Bond Fund          | 811-07193         |
| Federated Hermes Institutional Money Market Management       | 811-05950         |
| Federated Hermes Institutional Prime Obligations Fund        | 811-05950         |
| Federated Hermes Institutional Prime Value Obligations Fund  | 811-05950         |
| Federated Hermes Intermediate Corporate Bond Fund            | 811-04577         |
| Federated Hermes Intermediate Municipal Fund                 | 811-04314         |
| Federated Hermes International Bond Strategy Portfolio       | 811-21822         |
| Federated Hermes International Dividend Strategy Portfolio   | 811-21822         |
| Federated Hermes International Leaders Fund                  | 811-07141         |
| Federated Hermes International Strategic Value Dividend Fund | 811-04017         |
| Federated Hermes Kaufmann Fund                               | 811-04017         |
| Federated Hermes Kaufmann Fund II                            | 811-08042         |
| Federated Hermes Kaufmann Large Cap Fund                     | 811-04017         |
| Federated Hermes Kaufmann Small Cap Fund                     | 811-04017         |
| Federated Hermes Managed Volatility Fund II                  | 811-08042         |
| Federated Hermes Max-Cap Index Fund                          | 811-06061         |
| Federated Hermes MDT All Cap Core Fund                       | 811-21904         |
| Federated Hermes MDT Balanced Fund                           | 811-21904         |
| Federated Hermes MDT Large Cap Growth Fund                   | 811-21904         |
| Federated Hermes MDT Large Cap Value Fund                    | 811-23259         |
| Federated Hermes MDT Mid Cap Growth Fund                     | 811-04017         |
| Federated Hermes MDT Small Cap Core Fund                     | 811-21904         |
| Federated Hermes MDT Small Cap Growth Fund                   | 811-21904         |
| Federated Hermes Michigan Intermediate Municipal Fund        | 811-06165         |
| Federated Hermes Mid-Cap Index Fund                          | 811-06061         |
| Mortgage Core Fund                                           | 811-08519         |
| Federated Hermes Core Bond Fund                              | 811-07115         |
| Federated Hermes Mortgage Strategy Portfolio                 | 811-21822         |
| Federated Hermes Muni and Stock Advantage Fund               | 811-04577         |
| Federated Hermes Municipal Bond Fund, Inc.                   | 811-02677         |
| Federated Hermes Municipal High Yield Advantage Fund         | 811-06165         |
| Federated Hermes Municipal Ultrashort Fund                   | 811-06447         |
| Federated Hermes Ohio Municipal Income Fund                  | 811-06165         |
| Federated Hermes Pennsylvania Municipal Income Fund          | 811-06165         |
| Federated Hermes Prime Cash Obligations Fund                 | 811-05950         |
| Federated Hermes Prudent Bear Fund                           | 811-04017         |
| Federated Hermes Quality Bond Fund II                        | 811-08042         |
| Federated Hermes Inflation Protected Securities Fund         | 811-04577         |
| Federated Hermes Short-Intermediate Municipal Fund           | 811-03181         |
| Federated Hermes Short-Intermediate Total Return Bond Fund   | 811-07193         |
| Federated Hermes Short-Term Income Fund                      | 811-04577         |
| Federated Hermes Strategic Income Fund                       | 811-06447         |
| Federated Hermes Strategic Value Dividend Fund               | 811-04017         |
| Federated Hermes Total Return Bond Fund                      | 811-07115         |
| Federated Hermes Total Return Government Bond Fund           | 811-07309         |
| Federated Hermes Short-Term Government Fund                  | 811-03947         |
| Federated Hermes Short-Intermediate Government Fund          | 811-03387         |
| Federated Hermes Ultrashort Bond Fund                        | 811-07115         |
| Federated Hermes SDG Engagement High Yield Credit Fund       | 811-23259         |
| Federated Hermes U.S. SMID Fund                              | 811-23259         |
| Emerging Markets Core Fund                                   | 811-08519         |
| Federated Hermes International Equity Fund                   | 811-23259         |
| Federated Hermes International Growth Fund                   | 811-23259         |
| Federated Hermes International Small-Mid Company Fund        | 811-07141         |
| Federated Hermes MDT Market Neutral Fund                     | 811-23259         |
| Federated Hermes Conservative Microshort Fund                | 811-23259         |
| Federated Hermes Conservative Municipal Microshort Fund      | 811-23259         |
| Federated Hermes Short Duration High Yield ETF               | 811-23730         |
| Federated Hermes Short Duration Corporate ETF                | 811-23730         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 2 - Mortgage Core Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Mortgage Core Fund

- **b. Series identification number, if any:** S000009127

- **c. LEI:** 254900WC9GWJKY8X3D48

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Mortgage Core Fund      | C000024828                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** Citibank N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Federated Investment Management Company

- **ii. LEI, if any:** 549300SP92SGS5AXSV67

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Federated Advisory Services Company

- **ii. SEC file number:** 801-62500

- **iii. CRD number:** 000128611

- **iv. LEI, if any:** 2549006YWZSXL9PUIY05

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Investment Advisers Record: 2**

- **i. Full name:** Federated Investment Management Company

- **ii. SEC file number:** 801-34612

- **iii. CRD number:** 000105138

- **iv. LEI, if any:** 549300SP92SGS5AXSV67

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. SEC file number:** 084-00896

- **iii. LEI, if any:** N/A

- **iv. State, if applicable:** MO

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg Finance L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit (Markit North America)

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** JPMorgan PricingDirect

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** DST Asset Manager Solutions, Inc.

- **ii. LEI, if any:** 084-00896

- **iii. State, if applicable:** MO

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Federated Administrative Services

- **ii. LEI, if any, or other identifying number:** 801-48206

- **iii. State, if applicable:** PA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Federated Securities Corp.

- **b. SEC file number:** 8-15561-1

- **c. CRD number:** 000005009

- **d. LEI, if any:** 254900FMT7XR4QROXG14

- **e. State, if applicable:** PA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Wells Fargo Securities, LLC

- **ii. SEC file number:** 8-65876-1

- **iii. CRD number:** 000126292

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,537.50

**Aggregate Commission:** $1,537.50

**Item C.17.a. Principal transaction counterparties.**

| Name                                  | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Barclays Capital Inc.                 | 8-41342-1         |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $425,845,847.46           |
| BofA Securities, Inc.                 | 8-69787-1         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $1,040,762,553.88         |
| Citigroup Global Markets Inc.         | 8-08177-1         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,270,732,719.32         |
| Credit Suisse Securities (USA) LLC    | 8-00422-1         |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $366,698,853.13           |
| Federated Securities Corp.            | 8-15561-1         |    000005009 | 254900FMT7XR4QROXG14 | PA      | US        | $7,074,383,869.71         |
| J.P. Morgan Securities LLC            | 8-35008-1         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $2,017,449,608.42         |
| Morgan Stanley & Co. LLC              | 8-15869-1         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,037,123,080.85         |
| Nomura Securities International, Inc. | 8-15255-1         |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $493,301,923.30           |
| TD Securities (USA) LLC               | 8-36747-1         |    000018476 | SUVUFHICNZMP2WKHG940 | NY      | US        | $408,708,145.18           |
| Wells Fargo Securities, LLC           | 8-65876-1         |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $1,765,268,709.56         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $17,093,976,767.03

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,468,553,498.89

- **Item C.19.b - Money market fund's daily average net assets:** $0.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** The Bank of New York Mellon

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                 | SEC File number   |
|:---|:---|
| Federated Hermes Emerging Markets Equity Fund                | 811-23259         |
| Federated Hermes Adjustable Rate Fund                        | 811-04539         |
| Bank Loan Core Fund                                          | 811-08519         |
| Federated Hermes Corporate Bond Fund                         | 811-58429         |
| Federated Hermes Capital Income Fund                         | 811-04577         |
| Federated Hermes Capital Reserves Fund                       | 811-05950         |
| Federated Hermes Clover Small Value Fund                     | 811-04017         |
| Federated Hermes Corporate Bond Strategy Portfolio           | 811-21822         |
| Federated Hermes Emerging Market Debt Fund                   | 811-07141         |
| Federated Hermes Equity Income Fund, Inc.                    | 811-04743         |
| Federated Hermes Floating Rate Strategic Income Fund         | 811-04577         |
| Federated Hermes Fund for U.S. Government Securities         | 811-04577         |
| Federated Hermes Fund for U.S. Government Securities II      | 811-08042         |
| Federated Hermes Global Allocation Fund                      | 811-00001         |
| Federated Hermes Global Total Return Bond Fund               | 811-03984         |
| Federated Hermes Government Income Securities, Inc.          | 811-03266         |
| Federated Hermes Government Income Fund                      | 811-03352         |
| Federated Hermes Government Ultrashort Fund                  | 811-07193         |
| Federated Hermes SDG Engagement Equity Fund                  | 811-23259         |
| Federated Hermes Global Equity Fund                          | 811-23259         |
| Federated Hermes Unconstrained Credit Fund                   | 811-23259         |
| Federated Hermes International Developed Equity Fund         | 811-23259         |
| Federated Hermes High Income Bond Fund II                    | 811-08042         |
| Federated Hermes High Income Bond Fund, Inc.                 | 811-02782         |
| Federated Hermes High Yield Strategy Portfolio               | 811-21822         |
| Federated Hermes Opportunistic High Yield Bond Fund          | 811-04018         |
| Federated Hermes Institutional High Yield Bond Fund          | 811-07193         |
| Federated Hermes Institutional Money Market Management       | 811-05950         |
| Federated Hermes Institutional Prime Obligations Fund        | 811-05950         |
| Federated Hermes Institutional Prime Value Obligations Fund  | 811-05950         |
| Federated Hermes Intermediate Corporate Bond Fund            | 811-04577         |
| Federated Hermes Intermediate Municipal Fund                 | 811-04314         |
| Federated Hermes International Bond Strategy Portfolio       | 811-21822         |
| Federated Hermes International Dividend Strategy Portfolio   | 811-21822         |
| Federated Hermes International Leaders Fund                  | 811-07141         |
| Federated Hermes International Strategic Value Dividend Fund | 811-04017         |
| Federated Hermes Kaufmann Fund                               | 811-04017         |
| Federated Hermes Kaufmann Fund II                            | 811-08042         |
| Federated Hermes Kaufmann Large Cap Fund                     | 811-04017         |
| Federated Hermes Kaufmann Small Cap Fund                     | 811-04017         |
| Federated Hermes Managed Volatility Fund II                  | 811-08042         |
| Federated Hermes Max-Cap Index Fund                          | 811-06061         |
| Federated Hermes MDT All Cap Core Fund                       | 811-21904         |
| Federated Hermes MDT Balanced Fund                           | 811-21904         |
| Federated Hermes MDT Large Cap Growth Fund                   | 811-21904         |
| Federated Hermes MDT Large Cap Value Fund                    | 811-23259         |
| Federated Hermes MDT Mid Cap Growth Fund                     | 811-04017         |
| Federated Hermes MDT Small Cap Core Fund                     | 811-21904         |
| Federated Hermes MDT Small Cap Growth Fund                   | 811-21904         |
| Federated Hermes Michigan Intermediate Municipal Fund        | 811-06165         |
| Federated Hermes Mid-Cap Index Fund                          | 811-06061         |
| Federated Hermes Core Bond Fund                              | 811-07115         |
| Federated Hermes Mortgage Strategy Portfolio                 | 811-21822         |
| Federated Hermes Muni and Stock Advantage Fund               | 811-04577         |
| Federated Hermes Municipal Bond Fund, Inc.                   | 811-02677         |
| Federated Hermes Municipal High Yield Advantage Fund         | 811-06165         |
| Federated Hermes Municipal Ultrashort Fund                   | 811-06447         |
| Federated Hermes Ohio Municipal Income Fund                  | 811-06165         |
| Federated Hermes Pennsylvania Municipal Income Fund          | 811-06165         |
| Federated Hermes Prime Cash Obligations Fund                 | 811-05950         |
| Federated Hermes Prudent Bear Fund                           | 811-04017         |
| Federated Hermes Quality Bond Fund II                        | 811-08042         |
| Federated Hermes Inflation Protected Securities Fund         | 811-04577         |
| Federated Hermes Short-Intermediate Municipal Fund           | 811-03181         |
| Federated Hermes Short-Intermediate Total Return Bond Fund   | 811-07193         |
| Federated Hermes Short-Term Income Fund                      | 811-04577         |
| Federated Hermes Strategic Income Fund                       | 811-06447         |
| Federated Hermes Strategic Value Dividend Fund               | 811-04017         |
| Federated Hermes Total Return Bond Fund                      | 811-07115         |
| Federated Hermes Total Return Government Bond Fund           | 811-07309         |
| Federated Hermes Short-Term Government Fund                  | 811-03947         |
| Federated Hermes Short-Intermediate Government Fund          | 811-03387         |
| Federated Hermes Ultrashort Bond Fund                        | 811-07115         |
| High Yield Bond Core Fund                                    | 811-08519         |
| Federated Hermes SDG Engagement High Yield Credit Fund       | 811-23259         |
| Federated Hermes U.S. SMID Fund                              | 811-23259         |
| Emerging Markets Core Fund                                   | 811-08519         |
| Federated Hermes International Equity Fund                   | 811-23259         |
| Federated Hermes International Growth Fund                   | 811-23259         |
| Federated Hermes International Small-Mid Company Fund        | 811-07141         |
| Federated Hermes MDT Market Neutral Fund                     | 811-23259         |
| Federated Hermes Conservative Microshort Fund                | 811-23259         |
| Federated Hermes Conservative Municipal Microshort Fund      | 811-23259         |
| Federated Hermes Short Duration High Yield ETF               | 811-23730         |
| Federated Hermes Short Duration Corporate ETF                | 811-23730         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

## Part E: Additional Questions for ETFs and ETMFs

## N-CEN: Part G: Attachments

**Item G.1a. Attachments.**

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

## N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** Federated Hermes Core Trust

**Date:** 2023-03-13

**Signature:** Stephen Van Meter

**Title:** Chief Compliance Officer