Calvert Mortgage Access Fund

Fund Profile

Fund profile

Tickers

CMMRX, CMMAX, CMMCX, CMMIX

Fund manager

Calvert Fund

Total assets

$96.43 mm

Liabilities

$35.98 mm

Net assets

$60.46 mm

Number of holdings

210.00

Top 200 of 210 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Ginnie Mae	6.81 mm	6.70 mm principal	11.27	ABS-mortgage backed security	Long	USA
Ginnie Mae	5.66 mm	5.60 mm principal	9.35	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	2.15 mm	2.00 mm principal	3.55	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	2.12 mm	2.00 mm principal	3.51	ABS-mortgage backed security	Long	USA
Champs Trust 2024-2	2.09 mm	2.00 mm principal	3.46	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	2.02 mm	2.00 mm principal	3.35	ABS-mortgage backed security	Long	USA
GNMA LOAN PARTICIPATION	2.02 mm	2.01 mm principal	3.34	ABS-other	Long	USA
Champs Trust 2024-1	1.97 mm	1.89 mm principal	3.27	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	1.57 mm	1.56 mm principal	2.60	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.56 mm	1.50 mm principal	2.59	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.56 mm	1.50 mm principal	2.57	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2021-HQA1	1.37 mm	1.25 mm principal	2.27	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	1.15 mm	1.12 mm principal	1.90	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.06 mm	1.00 mm principal	1.76	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.06 mm	1.00 mm principal	1.75	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	1.06 mm	1.01 mm principal	1.75	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.05 mm	1.00 mm principal	1.73	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.03 mm	1.00 mm principal	1.71	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	1.02 mm	1.00 mm principal	1.68	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	993.31 k	975.68 k principal	1.64	ABS-mortgage backed security	Long	USA
Cascade MH Asset Trust 2022-MH1	824.22 k	877.73 k principal	1.36	ABS-other	Long	USA
FARM 2024-1 Mortgage Trust	818.68 k	972.88 k principal	1.35	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	795.03 k	750.00 k principal	1.32	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2023-HQA2	788.75 k	750.00 k principal	1.30	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	767.27 k	741.11 k principal	1.27	ABS-mortgage backed security	Long	USA
CHNGE Mortgage Trust 2023-4	739.43 k	713.00 k principal	1.22	ABS-mortgage backed security	Long	USA
FARM 2023-1 Mortgage Trust	716.10 k	940.23 k principal	1.18	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	688.53 k	650.00 k principal	1.14	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	683.65 k	650.00 k principal	1.13	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	682.87 k	678.75 k principal	1.13	ABS-mortgage backed security	Long	USA
CHNGE Mortgage Trust 2022-4	670.76 k	668.44 k principal	1.11	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	666.45 k	616.43 k principal	1.10	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	653.96 k	656.95 k principal	1.08	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	584.81 k	580.38 k principal	0.97	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	566.41 k	543.04 k principal	0.94	ABS-mortgage backed security	Long	USA
FARM 21-1 Mortgage Trust	564.82 k	734.72 k principal	0.93	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	551.25 k	544.21 k principal	0.91	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	538.21 k	505.01 k principal	0.89	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities	537.49 k	500.00 k principal	0.89	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	532.79 k	500.00 k principal	0.88	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2022-HQA2	532.56 k	500.00 k principal	0.88	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	529.42 k	500.00 k principal	0.88	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	524.93 k	500.00 k principal	0.87	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	524.20 k	494.80 k principal	0.87	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	523.81 k	511.24 k principal	0.87	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	523.30 k	500.00 k principal	0.87	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2022-HQA1	523.24 k	500.00 k principal	0.87	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	519.68 k	500.00 k principal	0.86	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	518.51 k	494.12 k principal	0.86	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	517.96 k	495.85 k principal	0.86	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	516.76 k	491.46 k principal	0.85	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	516.25 k	494.72 k principal	0.85	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	515.37 k	491.13 k principal	0.85	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	514.50 k	494.27 k principal	0.85	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	514.33 k	498.75 k principal	0.85	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	513.55 k	494.80 k principal	0.85	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	510.63 k	493.34 k principal	0.84	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	510.48 k	493.20 k principal	0.84	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	510.48 k	493.20 k principal	0.84	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	509.49 k	498.56 k principal	0.84	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	509.24 k	496.22 k principal	0.84	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	508.81 k	493.22 k principal	0.84	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	508.79 k	493.21 k principal	0.84	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	508.38 k	492.81 k principal	0.84	ABS-mortgage backed security	Long	USA
PNMAC GMSR ISSUER TRUST 2022-GT1	508.16 k	500.00 k principal	0.84	ABS-other	Long	USA
Ginnie Mae II Pool	507.80 k	492.67 k principal	0.84	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	506.40 k	493.58 k principal	0.84	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	505.08 k	454.40 k principal	0.84	ABS-mortgage backed security	Long	USA
Deephaven Residential Mortgage Trust 2020-2	503.20 k	500.00 k principal	0.83	ABS-mortgage backed security	Long	USA
CHNGE Mortgage Trust 2022-NQM1	501.12 k	500.00 k principal	0.83	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	500.90 k	484.38 k principal	0.83	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	498.96 k	487.27 k principal	0.83	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	496.71 k	470.79 k principal	0.82	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	496.06 k	487.30 k principal	0.82	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	495.06 k	485.23 k principal	0.82	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	493.58 k	481.08 k principal	0.82	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	489.04 k	485.87 k principal	0.81	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	489.03 k	484.58 k principal	0.81	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	488.87 k	484.42 k principal	0.81	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	486.00 k	440.70 k principal	0.80	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	449.43 k	436.72 k principal	0.74	ABS-mortgage backed security	Long	USA
Bellemeade Re 2022-2 Ltd	437.47 k	432.14 k principal	0.72	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	434.34 k	431.72 k principal	0.72	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	429.71 k	412.19 k principal	0.71	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	428.48 k	444.34 k principal	0.71	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	406.09 k	395.00 k principal	0.67	ABS-mortgage backed security	Long	USA
GCAT 2023-NQM2 Trust	399.27 k	395.97 k principal	0.66	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	386.52 k	343.05 k principal	0.64	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	344.89 k	337.10 k principal	0.57	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	336.15 k	333.87 k principal	0.56	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	334.27 k	318.01 k principal	0.55	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	324.04 k	300.21 k principal	0.54	ABS-mortgage backed security	Long	USA
GCAT 2022-NQM4 Trust	307.64 k	305.00 k principal	0.51	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	292.01 k	281.70 k principal	0.48	ABS-mortgage backed security	Long	USA
CHNGE Mortgage Trust 2023-1	284.65 k	279.97 k principal	0.47	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Trust 2019-HQA3	284.58 k	250.00 k principal	0.47	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	273.60 k	267.17 k principal	0.45	ABS-mortgage backed security	Long	USA
FARM 2022-1 Mortgage Trust	272.96 k	361.63 k principal	0.45	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	265.00 k	250.00 k principal	0.44	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	261.45 k	226.85 k principal	0.43	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	260.76 k	250.00 k principal	0.43	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	260.05 k	248.13 k principal	0.43	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	259.97 k	247.07 k principal	0.43	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	257.66 k	247.16 k principal	0.43	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	256.91 k	245.48 k principal	0.42	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	255.38 k	245.49 k principal	0.42	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	255.36 k	246.72 k principal	0.42	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	255.14 k	246.87 k principal	0.42	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	254.69 k	242.71 k principal	0.42	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	254.63 k	246.83 k principal	0.42	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	254.42 k	247.91 k principal	0.42	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	253.69 k	1.79 mm principal	0.42	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	253.25 k	245.36 k principal	0.42	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	250.74 k	243.45 k principal	0.41	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	250.07 k	242.95 k principal	0.41	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust I LLC 2019-1	249.84 k	250.00 k principal	0.41	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	249.80 k	241.63 k principal	0.41	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	244.51 k	242.66 k principal	0.40	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	244.43 k	242.66 k principal	0.40	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	243.83 k	242.06 k principal	0.40	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	239.68 k	224.26 k principal	0.40	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	239.03 k	241.42 k principal	0.40	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	235.81 k	229.09 k principal	0.39	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	235.04 k	225.37 k principal	0.39	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	233.34 k	228.07 k principal	0.39	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	232.94 k	231.54 k principal	0.39	ABS-mortgage backed security	Long	USA
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	232.04 k	232.04 k shares	0.38	Short-term investment vehicle	Long	USA
Radnor RE 2022-1 Ltd	229.18 k	226.99 k principal	0.38	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	228.98 k	204.38 k principal	0.38	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	226.53 k	218.08 k principal	0.37	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	225.31 k	218.83 k principal	0.37	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	224.35 k	212.61 k principal	0.37	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	224.03 k	215.26 k principal	0.37	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	222.44 k	230.67 k principal	0.37	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities	215.70 k	206.48 k principal	0.36	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	212.78 k	210.85 k principal	0.35	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	201.97 k	196.10 k principal	0.33	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	198.96 k	195.01 k principal	0.33	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	198.45 k	205.93 k principal	0.33	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	198.24 k	196.49 k principal	0.33	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	194.93 k	187.54 k principal	0.32	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	194.02 k	189.64 k principal	0.32	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	184.58 k	182.90 k principal	0.31	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	147.67 k	144.34 k principal	0.24	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	142.56 k	143.66 k principal	0.24	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	139.96 k	135.97 k principal	0.23	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	131.84 k	2.29 mm principal	0.22	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2021-NQM2R	117.78 k	130.00 k principal	0.19	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	103.12 k	98.13 k principal	0.17	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	102.33 k	98.02 k principal	0.17	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	101.60 k	99.21 k principal	0.17	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	101.48 k	98.63 k principal	0.17	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	101.47 k	99.18 k principal	0.17	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	97.88 k	96.87 k principal	0.16	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	97.58 k	96.93 k principal	0.16	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	97.28 k	96.54 k principal	0.16	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	89.05 k	568.51 k principal	0.15	ABS-mortgage backed security	Long	USA
BRAVO Residential Funding Trust 2021-NQM3	86.23 k	91.25 k principal	0.14	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	85.44 k	84.14 k principal	0.14	ABS-mortgage backed security	Long	USA
GCAT 2022-NQM4 Trust	82.48 k	81.96 k principal	0.14	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	81.82 k	81.08 k principal	0.14	ABS-mortgage backed security	Long	USA
CHNGE Mortgage Trust 2022-NQM1	76.79 k	76.65 k principal	0.13	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	73.20 k	72.71 k principal	0.12	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	64.96 k	63.11 k principal	0.11	ABS-mortgage backed security	Long	USA
BRAVO Residential Funding Trust 2021-NQM1	58.43 k	62.21 k principal	0.10	ABS-mortgage backed security	Long	USA
US 5YR NOTE (CBT) DEC24	55.19 k	418.00 contracts	0.09	Interest rate derivative	N/A	USA
Government National Mortgage Association	51.41 k	1.55 mm principal	0.09	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust 2021-5	51.31 k	58.88 k principal	0.08	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	48.00 k	46.87 k principal	0.08	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	47.50 k	48.28 k principal	0.08	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	47.02 k	45.90 k principal	0.08	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	45.69 k	45.38 k principal	0.08	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	42.65 k	1.26 mm principal	0.07	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	38.75 k	776.21 k principal	0.06	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	38.75 k	776.21 k principal	0.06	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	38.31 k	778.15 k principal	0.06	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	38.17 k	774.27 k principal	0.06	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	18.94 k	389.13 k principal	0.03	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	13.89 k	759.09 k principal	0.02	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	13.41 k	272.35 k principal	0.02	ABS-mortgage backed security	Long	USA
US LONG BOND(CBT) DEC24	10.68 k	-38.00 contracts	0.02	Interest rate derivative	N/A	USA
US ULTRA BOND CBT DEC24	7.96 k	-13.00 contracts	0.01	Interest rate derivative	N/A	USA
SG Residential Mortgage Trust 2019-3	4.38 k	4.40 k principal	0.01	ABS-mortgage backed security	Long	USA
RRP GNR 23 165 REPO	-248.81 k	-248.81 k principal	-0.41	Repurchase agreement	Short	USA
RRP GNMA II MODIFIED REPO	-265.83 k	-265.83 k principal	-0.44	Repurchase agreement	Short	USA
RRP FNMA REPO	-321.88 k	-321.88 k principal	-0.53	Repurchase agreement	Short	USA
RRP GNMA II CASH/RRP REPO	-325.96 k	-325.96 k principal	-0.54	Repurchase agreement	Short	USA
RRP FNMA 30YR REPO	-397.93 k	-397.93 k principal	-0.66	Repurchase agreement	Short	USA
RRP GNMA2 30YR REPO	-415.42 k	-415.42 k principal	-0.69	Repurchase agreement	Short	USA
RRP GNMA2 30YR REPO	-422.43 k	-422.43 k principal	-0.70	Repurchase agreement	Short	USA
RRP GNMA2 30YR	-479.72 k	-479.72 k principal	-0.79	Repurchase agreement	Short	USA
RRP GNMA2 30YR REPO	-494.57 k	-494.57 k principal	-0.82	Repurchase agreement	Short	USA
RRP GNMA2 30YR REPO	-495.98 k	-495.98 k principal	-0.82	Repurchase agreement	Short	USA
RRP GNMA2 30YR REPO	-496.75 k	-496.75 k principal	-0.82	Repurchase agreement	Short	USA
RRP GNMA2 30YR REPO	-497.46 k	-497.46 k principal	-0.82	Repurchase agreement	Short	USA
RRP GNMA2 30YR REPO	-499.07 k	-499.07 k principal	-0.83	Repurchase agreement	Short	USA
RRP FNMA 30YR UMBS REPO	-503.23 k	-503.23 k principal	-0.83	Repurchase agreement	Short	USA
RRP GNMA2 30YR CASH/RRP REPO	-555.59 k	-555.59 k principal	-0.92	Repurchase agreement	Short	USA
RRP GNMA2 30YR REPO	-567.90 k	-567.90 k principal	-0.94	Repurchase agreement	Short	USA
RRP GNMA2 30 YR REPO	-664.15 k	-664.15 k principal	-1.10	Repurchase agreement	Short	USA