After each one, evaluate your performance. Most systems provide the option of listening to the message you just left. Doing this as much as possible will improve your performance more than anything else. Would you save that voicemail? Would you return that call? Would you return that call right away? Are you missing the basics (alternative phone number, optimal ways to get in touch, a fall-back person to call)? Did you craft it or wing it?
For example: “Hi this is Anna Smith. I am a local loan officer who wants to help you accomplish your financial goals, like living in your dream home. I would love to talk to you about your goals, and see how I can help you throughout the process. Give me a call today at XXX-XXX-XXXX.”

End your voicemail by asking your prospect to tell you more, whether about their recent vacation to Thailand or their unique business pain points. It's a simple request -- and easier than, say, "Give me a call back, I'd love to find out when we can write up our contract."
If you do this two or three times in a row, you further degrade your chances of ever connecting with this prospect. Since they've now seen your number come up multiple times without once receiving a voicemail, they're aware this call is definitely not one they need to take. You can bet the next time you call, they're not picking up.