Calvert Fund · net assets $2.88B · 455 holdings as of June 30, 2026. Monthly N-PORT disclosure: the full book, not just equities.
DBT: 50.8% · ABS-MBS: 23.8% · ABS-O: 19.3% · STIV: 4.1% · LON: 3.6%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $110M | $80M | $122M |
| Reinvestment | $9.44M | $9.48M | $9.66M |
| Redemptions | $67.3M | $106M | $91.5M |
| Net realized gain (non-derivative) | $2.3M | $-991K | $-1M |
| Net unrealized appreciation (non-derivative) | $1.91M | $1.01M | $-4.96M |
The three months of the reporting period, as filed; month 3 ends June 30, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-6.32K | $-2.23K |
| 1 year | $-115K | $-21.9K |
| 5 years | $-247K | $-49.9K |
| 10 years | $-49.7K | $-16.2K |
| 30 years | $-58.6K | $-1.7K |
| Holding | Value | % of net assets |
|---|---|---|
| United States Treasury DBT | $117M | 4.07% |
| Morgan Stanley & Co. LLC STIV | $116M | 4.02% |
| Umbs, Tba ABS-MBS | $109M | 3.78% |
| United States Treasury DBT | $109M | 3.77% |
| United States Treasury DBT | $85M | 2.95% |
| Bank Of America Corp DBT | $45.5M | 1.58% |
| Jpmorgan Chase & Co DBT | $35.7M | 1.24% |
| Nykredit Realkredit A/s DBT | $32.2M | 1.12% |
| Royal Bank Of Canada DBT | $31.5M | 1.09% |
| United States Treasury DBT | $21.1M | 0.73% |
| United States Treasury DBT | $20.4M | 0.71% |
| Freddie Mac ABS-MBS | $19.4M | 0.67% |
| Freddie Mac ABS-MBS | $19.3M | 0.67% |
| Fannie Mae ABS-MBS | $19.1M | 0.66% |
| Fannie Mae ABS-MBS | $18.7M | 0.65% |
| Freddie Mac ABS-MBS | $18.1M | 0.63% |
| Castlelake Aircraft Securitization Trust ABS-O | $16.5M | 0.57% |
| Freddie Mac ABS-MBS | $15.3M | 0.53% |
| United States Treasury DBT | $15.1M | 0.52% |
| Truist Financial Corp DBT | $14.8M | 0.51% |
| Delta Air Lines/skymiles DBT | $14.5M | 0.50% |
| Natwest Group PLC DBT | $14.3M | 0.50% |
| Hca Inc DBT | $14.2M | 0.49% |
| Radian Group Inc DBT | $14.2M | 0.49% |
| Willis North America Inc DBT | $13.9M | 0.48% |
| Ctr Partnership/caretrst DBT | $13.7M | 0.48% |
| Stellantis Financial Ser DBT | $13.6M | 0.47% |
| Marlette Funding Trust ABS-O | $13.4M | 0.46% |
| Intown Mortgage Trust ABS-MBS | $13.2M | 0.46% |
| Nextera Energy Capital DBT | $13M | 0.45% |
| Orl Trust ABS-MBS | $12.9M | 0.45% |
| Dnb Bank Asa DBT | $12.8M | 0.44% |
| T-mobile Usa Inc DBT | $12.8M | 0.44% |
| Diamond Issuer LLC ABS-O | $12.7M | 0.44% |
| Athene Global Funding DBT | $12.1M | 0.42% |
| Ubs Group Ag DBT | $11.6M | 0.40% |
| Jefferies Fin Group Inc DBT | $11.3M | 0.39% |
| Swedbank Ab DBT | $11.2M | 0.39% |
| Ci Financial Corp DBT | $11.1M | 0.38% |
| Epr Properties DBT | $11.1M | 0.38% |
| Ing Groep Nv DBT | $10.8M | 0.38% |
| Goldman Sachs Group Inc DBT | $10.8M | 0.37% |
| Intact Financial Corp DBT | $10.7M | 0.37% |
| Bnp Paribas DBT | $10.7M | 0.37% |
| Oracle Corp DBT | $10.6M | 0.37% |
| Brookfield Asset Managem DBT | $10.6M | 0.37% |
| Bourzou Issuer Llc, Jamshid Issuer Llc, Cristobal Issuer LLC & Copt Dc-6 Issuer LLC ABS-O | $10.5M | 0.37% |
| Lendbuzz Securitization Trust ABS-O | $10.4M | 0.36% |
| Databank Issuer Ii, LLC ABS-O | $10.3M | 0.36% |
| Banc Of America Merrill Lynch Large Loan Inc ABS-MBS | $10.2M | 0.35% |
| Hsbc Holdings PLC DBT | $9.9M | 0.34% |
| Oracle Corp DBT | $9.86M | 0.34% |
| Citadel Finance LLC DBT | $9.8M | 0.34% |
| Loandepot Gmsr Master Trust ABS-O | $9.69M | 0.34% |
| Fannie Mae ABS-MBS | $9.66M | 0.34% |
| Blackstone Private Cre DBT | $9.64M | 0.33% |
| Vantage Data Centers LLC ABS-O | $9.64M | 0.33% |
| Government National Mortgage Association ABS-MBS | $9.63M | 0.33% |
| Tesla Lease Electric Vehicle Securitization LLC ABS-O | $9.47M | 0.33% |
| Air Canada DBT | $9.4M | 0.33% |
Showing top 60 of 455 holdings.
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