CLDAX Holdings — Calvert Core Bond Fund
Data updated: 2026-08-27
CLDAX holds 410 securities. The top 10 make up 39.6% of net assets, led by Uniform Mortgage-Backed Security, TBA (12.30%) and U.S. Treasury Bonds (9.31%). Mortgage / Securitized (48.5%) and Corporate Bonds (27.4%) are the largest sectors, and 102.0% of the portfolio is in United States. Debt holdings: 190 positions, 48.3% of assets.
Holdings cover 113.28% of net asset value (99.13% of total assets; remainder is cash and receivables). As of June 30, 2026 · N-PORT.
CLDAX Portfolio Holdings
410 holdings of Calvert Core Bond Fund by percentage of net assets, from the fund's SEC N-PORT filing as of June 30, 2026. The 100 largest are listed below; the interactive table on this page lists all 410.
| Holding | Ticker | Sector | % of net assets | Value (USD) |
|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | — | Mortgage / Securitized | 12.30% | $145.92M |
| U.S. Treasury Bonds | — | Government Bonds | 9.31% | $110.46M |
| U.S. Treasury Notes | — | Government Bonds | 3.97% | $47.14M |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio | — | Funds & ETFs | 3.22% | $38.22M |
| U.S. Treasury Notes | — | Government Bonds | 3.02% | $35.90M |
| Uniform Mortgage-Backed Security, TBA | — | Mortgage / Securitized | 1.90% | $22.60M |
| Freddie Mac Pool | — | Mortgage / Securitized | 1.49% | $17.74M |
| Nykredit Realkredit A/S | — | Corporate Bonds | 1.49% | $17.72M |
| Fannie Mae Pool | — | Mortgage / Securitized | 1.45% | $17.23M |
| U.S. Treasury Notes | — | Government Bonds | 1.39% | $16.45M |
| U.S. Treasury Notes | — | Government Bonds | 1.23% | $14.59M |
| European Investment Bank | — | Corporate Bonds | 1.08% | $12.85M |
| U.S. Treasury Notes | — | Government Bonds | 0.91% | $10.83M |
| Freddie Mac Pool | — | Mortgage / Securitized | 0.88% | $10.44M |
| Fannie Mae Pool | — | Mortgage / Securitized | 0.84% | $9.98M |
| Freddie Mac Pool | — | Mortgage / Securitized | 0.84% | $9.96M |
| Freddie Mac Pool | — | Mortgage / Securitized | 0.80% | $9.47M |
| Bank of America Corp | — | Corporate Bonds | 0.80% | $9.44M |
| Uniform Mortgage-Backed Security, TBA | — | Mortgage / Securitized | 0.76% | $9.05M |
| U.S. Treasury Notes | — | Government Bonds | 0.75% | $8.91M |
| Freddie Mac Pool | — | Mortgage / Securitized | 0.68% | $8.03M |
| International Bank for Reconstruction & Development | — | Corporate Bonds | 0.67% | $7.93M |
| Fannie Mae Pool | — | Mortgage / Securitized | 0.65% | $7.76M |
| U.S. Treasury Notes | — | Government Bonds | 0.64% | $7.58M |
| Royal Bank of Canada | — | Corporate Bonds | 0.63% | $7.50M |
| Bank of America Corp | — | Corporate Bonds | 0.62% | $7.41M |
| Fannie Mae Pool | — | Mortgage / Securitized | 0.60% | $7.12M |
| U.S. Treasury Bonds | — | Government Bonds | 0.60% | $7.08M |
| Export-Import Bank of Korea | — | Government Bonds | 0.56% | $6.67M |
| Fannie Mae-Aces | — | Mortgage / Securitized | 0.53% | $6.34M |
| Freddie Mac Pool | — | Mortgage / Securitized | 0.53% | $6.32M |
| Pagaya AI Debt Grantor Trust 2026-R2 | — | Mortgage / Securitized | 0.52% | $6.20M |
| Truist Financial Corp | — | Corporate Bonds | 0.52% | $6.16M |
| Bank of America Corp | — | Corporate Bonds | 0.51% | $6.00M |
| Freddie Mac Pool | — | Mortgage / Securitized | 0.48% | $5.68M |
| U.S. Treasury Notes | — | Government Bonds | 0.47% | $5.56M |
| JPMorgan Chase & Co | — | Corporate Bonds | 0.45% | $5.34M |
| Liberty Mutual Group Inc | — | Corporate Bonds | 0.43% | $5.13M |
| HA Sustainable Infrastructure Capital Inc | — | Corporate Bonds | 0.43% | $5.12M |
| Fannie Mae-Aces | — | Mortgage / Securitized | 0.43% | $5.11M |
| Great Wolf Trust 2024-WOLF | — | Mortgage / Securitized | 0.43% | $5.08M |
| Charter Communications Operating LLC / Charter Communications Operating Capital | — | Corporate Bonds | 0.42% | $5.00M |
| NextEra Energy Capital Holdings Inc | — | Corporate Bonds | 0.42% | $4.96M |
| Calvert Ultra-Short Investment Grade Etf | — | Funds & ETFs | 0.41% | $4.81M |
| Fannie Mae-Aces | — | Mortgage / Securitized | 0.40% | $4.77M |
| BFLD Commercial Mortgage Trust 2025-660F | — | Mortgage / Securitized | 0.40% | $4.77M |
| Neighborly Issuer LLC | — | Mortgage / Securitized | 0.40% | $4.76M |
| Cloud Capital Holdco LP | — | Mortgage / Securitized | 0.38% | $4.56M |
| U.S. Treasury Bonds | — | Government Bonds | 0.38% | $4.56M |
| Kreditanstalt fuer Wiederaufbau | — | Corporate Bonds | 0.38% | $4.55M |
| Athene Global Funding | — | Corporate Bonds | 0.38% | $4.51M |
| Pfizer Investment Enterprises Pte Ltd | — | Corporate Bonds | 0.37% | $4.37M |
| PFS Financing Corp | — | Mortgage / Securitized | 0.36% | $4.31M |
| Uber Technologies Inc | — | Corporate Bonds | 0.36% | $4.29M |
| Metropolitan Life Global Funding I | — | Corporate Bonds | 0.36% | $4.21M |
| Castlelake Aircraft Structured Trust 2025-1 | — | Mortgage / Securitized | 0.35% | $4.21M |
| International Bank for Reconstruction & Development | — | Corporate Bonds | 0.35% | $4.20M |
| Fannie Mae Pool | — | Mortgage / Securitized | 0.35% | $4.19M |
| ORL Trust 2024-GLKS | — | Mortgage / Securitized | 0.35% | $4.17M |
| JP Morgan Chase Commercial Mortgage Securities Trust 2026-FUN | — | Mortgage / Securitized | 0.35% | $4.16M |
| Owens Corning | — | Corporate Bonds | 0.35% | $4.15M |
| HCA Inc | — | Corporate Bonds | 0.35% | $4.13M |
| Toyota Motor Credit Corp | — | Corporate Bonds | 0.35% | $4.10M |
| Lendbuzz Securitization Trust 2025-2 | — | Mortgage / Securitized | 0.34% | $4.09M |
| Asian Infrastructure Investment Bank/The | — | Corporate Bonds | 0.34% | $4.09M |
| BNP Paribas SA | — | Corporate Bonds | 0.34% | $4.06M |
| Freddie Mac Pool | — | Mortgage / Securitized | 0.34% | $4.06M |
| QTS Fayetteville I Dc1-2 LLC / QTS TRS Fayetteville I DC1-2 LLC | — | Corporate Bonds | 0.34% | $4.03M |
| Fannie Mae Pool | — | Mortgage / Securitized | 0.34% | $4.02M |
| INTOWN 2025-STAY Mortgage Trust | — | Mortgage / Securitized | 0.33% | $3.96M |
| Hyundai Capital America | — | Corporate Bonds | 0.33% | $3.91M |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC | — | Mortgage / Securitized | 0.33% | $3.89M |
| Fannie Mae REMICS | — | Mortgage / Securitized | 0.32% | $3.85M |
| Freddie Mac Pool | — | Mortgage / Securitized | 0.32% | $3.83M |
| Government National Mortgage Association | — | Mortgage / Securitized | 0.32% | $3.82M |
| Vantage Data Centers Germany Borrower Lux Sarl | — | Mortgage / Securitized | 0.32% | $3.80M |
| CI Financial Corp | — | Corporate Bonds | 0.32% | $3.80M |
| Global Atlantic Fin Co | — | Corporate Bonds | 0.32% | $3.80M |
| Fannie Mae-Aces | — | Mortgage / Securitized | 0.32% | $3.76M |
| Hexcel Corp | — | Corporate Bonds | 0.31% | $3.73M |
| BX Trust 2026-CLS | — | Mortgage / Securitized | 0.31% | $3.73M |
| JPMorgan Chase & Co | — | Corporate Bonds | 0.31% | $3.72M |
| Government National Mortgage Association | — | Mortgage / Securitized | 0.31% | $3.72M |
| State Street Navigator Securities Lending Government Money Market Portfolio | — | Funds & ETFs | 0.31% | $3.72M |
| Planet Fitness Master Issuer LLC | — | Mortgage / Securitized | 0.31% | $3.68M |
| Uniform Mortgage-Backed Security, TBA | — | Mortgage / Securitized | 0.31% | $3.68M |
| Bank of New York Mellon/The | — | Corporate Bonds | 0.31% | $3.66M |
| Fortitude Global Funding | — | Corporate Bonds | 0.30% | $3.62M |
| Government National Mortgage Association | — | Mortgage / Securitized | 0.30% | $3.58M |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc | — | Corporate Bonds | 0.30% | $3.54M |
| Engie SA | — | Corporate Bonds | 0.30% | $3.52M |
| Chase Home Lending Mortgage Trust 2026-1 | — | Mortgage / Securitized | 0.30% | $3.51M |
| BX Trust 2025-GW | — | Mortgage / Securitized | 0.29% | $3.49M |
| NYCT Trust 2024-3ELV | — | Mortgage / Securitized | 0.29% | $3.46M |
| Horizon Aircraft Finance IV Ltd | — | Mortgage / Securitized | 0.29% | $3.44M |
| JP Morgan Mortgage Trust 2024-HE1 | — | Mortgage / Securitized | 0.29% | $3.43M |
| Fannie Mae-Aces | — | Mortgage / Securitized | 0.29% | $3.41M |
| Pinnacle Financial Partners Inc | — | Corporate Bonds | 0.29% | $3.40M |
| Delta Air Lines Inc / SkyMiles IP Ltd | — | Corporate Bonds | 0.29% | $3.39M |
| Freddie Mac Pool | — | Mortgage / Securitized | 0.28% | $3.36M |
CLDAX Sector Allocation
Calvert Core Bond Fund holdings grouped by sector, by share of the portfolio's market value.
| Sector | Weight | Holdings |
|---|---|---|
| Mortgage / Securitized | 48.5% | 207 |
| Corporate Bonds | 27.4% | 154 |
| Government Bonds | 21.7% | 31 |
| Funds & ETFs | 3.5% | 3 |
| Municipal Bonds | 0.1% | 4 |
| Unknown | -1.2% | 11 |
CLDAX Country Allocation
Where Calvert Core Bond Fund's holdings are domiciled, by percentage of net assets (largest 15).
| Country | % of net assets |
|---|---|
| United States | 102.0% |
| Unknown | 3.1% |
| Canada | 2.2% |
| Denmark | 1.7% |
| United Kingdom | 0.7% |
| France | 0.7% |
| Netherlands | 0.6% |
| Singapore | 0.6% |
| South Korea | 0.6% |
| Cayman Islands | 0.5% |
| Luxembourg | 0.3% |
| Spain | 0.3% |
| Mexico | 0.3% |
| Ireland | 0.2% |
| Sweden | 0.2% |
CLDAX Portfolio Allocation
Asset-class allocation of Calvert Core Bond Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 56.0% |
| Securitized | 54.9% |
| Cash & Equivalents | 3.5% |
| Equity | 0.4% |
CLDAX Debt Constituents
Largest debt holdings of Calvert Core Bond Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 9.31% |
| United States Treasury | 3.97% |
| United States Treasury | 3.02% |
| Nykredit Realkredit A/s | 1.49% |
| United States Treasury | 1.39% |
| United States Treasury | 1.23% |
| European Investment Bank | 1.08% |
| United States Treasury | 0.91% |
| Bank of America Corp. | 0.80% |
| United States Treasury | 0.75% |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.