Yes, they do exist. Usually a toroidal core of your choice and a plastic SMT mounting piece with either SMT or THT pins. The wire ends are soldered to the pins and the core gets potted inside the plastic piece. For SMT, the holder piece usally is rather small, e.g. 12mm x 12mm x 8mm, depending on your requirements (isolation and EMI suppression, the core might not fit.
We (the company I work for) usually go to our favourite inductive components supplier and request a quote for a custom wound one if we can't find one off the shelf.
These are companies like HARTU (
http://www.hartu.de/en/), Voltis (
http://www.voltis.de/en/) or a smaller local one.
They have all the components (cores, mounting hardware for THT and SMT, ...) and if we ask nicely, we can get also samples of the components and wind our own inductors (only for evaluation purposes).
What you're asking for looks like a quite common part as THT, but less common as SMT. It depends on the size of the toroid if your device is suitable for SMT, considering the size and weight it may be a better choice to go for THT.