0001752724-21-205774.txt : 20210924
0001752724-21-205774.hdr.sgml : 20210924
20210924100959
ACCESSION NUMBER: 0001752724-21-205774
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210731
FILED AS OF DATE: 20210924
PERIOD START: 20220131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY MASSACHUSETTS MUNICIPAL TRUST
CENTRAL INDEX KEY: 0000357057
IRS NUMBER: 042760270
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03361
FILM NUMBER: 211274975
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY MASSACHUSETTS TAX FREE FUND MASS FREE
DATE OF NAME CHANGE: 19831024
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY MASSACHUSETTS TAX EXEMPT MONEY MARKET TRUST
DATE OF NAME CHANGE: 19830922
0000357057
S000007114
Fidelity Massachusetts Municipal Income Fund
C000019443
Fidelity Massachusetts Municipal Income Fund
FDMMX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000357057
XXXXXXXX
S000007114
C000019443
Fidelity Massachusetts Municipal Trust
811-03361
0000357057
ZR1HVIMXG23FFJ363I52
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Massachusetts Municipal Income Fund
S000007114
B6VZK34VNT14F30GPO71
2022-01-31
2021-07-31
N
2375230543.05
5155588.95
2370074954.10
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
31754419.97000000
USD
N
MASSACHUSETTS ST
N/A
MA ST 5% 1/1/2035
57582RVR4
5000000.00000000
PA
USD
6442963.00000000
0.271846381434
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2030
57584YPY9
1350000.00000000
PA
USD
1708089.26000000
0.072068997524
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
BERKSHIRE WIND PWR COOP CORP MASS REV
N/A
BERKSHIRE WIND 5% 7/1/2022
084719AW3
350000.00000000
PA
USD
365303.58000000
0.015413165704
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA (TUFTS UNIV) 5% 8/15/33
57583U4G0
1550000.00000000
PA
USD
1818168.91000000
0.076713561605
Long
DBT
MUN
US
N
2
2033-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 3/1/31
57582RGL4
1500000.00000000
PA
USD
1684357.80000000
0.071067701765
Long
DBT
MUN
US
N
2
2031-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 1/1/2025@
57563RLJ6
2660000.00000000
PA
USD
3060425.23000000
0.129127782423
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2036
576000YR8
12845000.00000000
PA
USD
17108906.74000000
0.721871969087
Long
DBT
MUN
US
N
2
2036-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST HSG FIN AGY
N/A
MA HFA HSG REV 4% 6/1/2049
57587AR42
2190000.00000000
PA
USD
2424070.70000000
0.102278229463
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA .40% 6/1/2024
57587GHB4
875000.00000000
PA
USD
875872.64000000
0.036955482715
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
0.00400000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2036 @
575896SM8
1720000.00000000
PA
USD
2086944.80000000
0.088053957803
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 4% 7/1/2045
57584YN21
1200000.00000000
PA
USD
1394869.68000000
0.058853399449
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 1/1/2022
57584YK99
245000.00000000
PA
USD
249702.78000000
0.010535649075
Long
DBT
MUN
US
N
2
2022-01-01
Fixed
0.05000000
N
N
N
N
N
N
MA DEPT TRANSN MET HWY SYS REV
N/A
MA DOT MHS 5% 1/1/2034
57563CFJ6
8585000.00000000
PA
USD
11001489.49000000
0.464183188424
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 10/1/2032
57584YPK9
1410000.00000000
PA
USD
1807105.77000000
0.076246777211
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT SER A 5% 7/1/30
575896PQ2
1400000.00000000
PA
USD
1642963.98000000
0.069321182317
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2047
57584XQ87
2250000.00000000
PA
USD
2622707.10000000
0.110659247103
Long
DBT
MUN
US
N
2
2047-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA (TUFTS UNIV) 5% 8/15/34
57583U4H8
1790000.00000000
PA
USD
2098005.48000000
0.088520638403
Long
DBT
MUN
US
N
2
2034-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2023
57584YD63
120000.00000000
PA
USD
128829.62000000
0.005435677035
Long
DBT
MUN
US
N
2
2023-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA (TUFTS UNIV) 5% 8/15/28
57583U4B1
1000000.00000000
PA
USD
1177810.70000000
0.049695082341
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
0.05000000
N
N
N
N
N
N
MA DEPT TRANSN MET HWY SYS REV
N/A
MA DOT MHS 5% 1/1/2024
57563CEH1
1175000.00000000
PA
USD
1310469.75000000
0.055292333591
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/33
57584XUP4
1500000.00000000
PA
USD
1802516.70000000
0.076053151689
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA SER H-1 5% 7/1/30
57584XDE8
1800000.00000000
PA
USD
2097273.42000000
0.088489750772
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 11/15/41
576000UB7
7710000.00000000
PA
USD
9155957.30000000
0.386315094556
Long
DBT
MUN
US
N
2
2041-11-15
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MASS BLDG AUTH PROJ
N/A
UNIV MASS BLD 5% 11/1/2050
914440SB9
4015000.00000000
PA
USD
5141341.60000000
0.216927384136
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 3/1/32
57582RGM2
7500000.00000000
PA
USD
8420010.75000000
0.355263479555
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA (TUFTS UNIV) 5% 8/15/32
57583U4F2
1500000.00000000
PA
USD
1761735.45000000
0.074332478259
Long
DBT
MUN
US
N
2
2032-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA(SOUTH SHR HS,MA) 5% 7/1/29
57584XNH0
1680000.00000000
PA
USD
2006046.84000000
0.084640649719
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS CLEAN WATER TRUST
549300SYPEROLSQU0261
MA CL WTR TR 5% 8/1/2028
57605AGX8
330000.00000000
PA
USD
346043.45000000
0.014600527692
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/34
57584XUQ2
1500000.00000000
PA
USD
1799259.60000000
0.075915725656
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2036
57584YTQ2
1120000.00000000
PA
USD
1411853.74000000
0.059570003790
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2030 @
575896SF3
1280000.00000000
PA
USD
1570487.04000000
0.066263180296
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MA DFA TUFTS UNIV 18R Q=US V1
57584YNF2
8600000.00000000
PA
USD
8600000.00000000
0.362857722500
Long
DBT
MUN
US
N
2
2048-08-15
Variable
0.00010000
N
N
N
N
N
N
MASSACHUSETTS ST COLLEGE BLDG
N/A
MA ST COLL BLDG 5% 5/1/2039
575831BR2
7575000.00000000
PA
USD
8915148.55000000
0.376154709140
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/28
575896RE7
760000.00000000
PA
USD
924746.11000000
0.039017589228
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST P ATH SPL FAC
N/A
MA PORT SPL 5% 7/1/49@
575898DS7
5620000.00000000
PA
USD
7008715.49000000
0.295717039576
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 4% 10/1/2030
57584XAJ0
500000.00000000
PA
USD
559005.55000000
0.023585986132
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA AGC 0% 1/1/42
57583RYA7
5000000.00000000
PA
USD
3105943.50000000
0.131048323793
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
0.00000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST SER B 5% 7/1/2037
57582RKN5
8495000.00000000
PA
USD
10299949.64000000
0.434583287004
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2025
57584X8G9
1000000.00000000
PA
USD
1183006.40000000
0.049914303256
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS CLEAN WATER TRUST
549300SYPEROLSQU0261
MA ST WTR POLLUTN ABATEMENT TRREF-POOL PG-SER A
57604PPP3
1170000.00000000
PA
USD
1319757.43000000
0.055684206430
Long
DBT
MUN
US
N
2
2024-02-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 0% 1/1/39
57583RXX8
3200000.00000000
PA
USD
2180829.44000000
0.092015209739
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
0.00000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 3/1/2034
57583UA65
4375000.00000000
PA
USD
4883814.25000000
0.206061594868
Long
DBT
MUN
US
N
2
2034-03-01
Fixed
0.05000000
N
N
N
N
N
N
PUERTO RICO HSG FIN AUTH
N/A
PR HFA 5% 12/1/2027
74526LFE8
4435000.00000000
PA
USD
5564873.02000000
0.234797343028
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
0.05000000
N
N
N
N
N
N
BOSTON MASS
N/A
BOSTON MA 4% 11/1/2031
100853ZW3
4780000.00000000
PA
USD
6086019.32000000
0.256785942970
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/15/2027
57583UD39
200000.00000000
PA
USD
215970.04000000
0.009112371725
Long
DBT
MUN
US
N
2
2027-07-15
Fixed
0.05000000
N
N
N
N
N
N
READING MASS
N/A
READING MA MUNI PURPOSE LOAN
755417YQ9
1245000.00000000
PA
USD
1275505.24000000
0.053817084467
Long
DBT
MUN
US
N
2
2022-02-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY HOSP REV
549300UZSVMFXJK08K70
CAPE COD HTH MA 5.25% 11/15/36
57584VAJ4
3000000.00000000
PA
USD
3341299.50000000
0.140978642646
Long
DBT
MUN
US
N
2
2036-11-15
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT SER B 5% 7/1/29 @
575896QL2
1245000.00000000
PA
USD
1451902.32000000
0.061259763852
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RES AUTH
N/A
MA WTR(GREEN BONDS) 5% 8/1/40
576051PP5
20500000.00000000
PA
USD
24864441.80000000
1.049099386371
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2037
57584YG60
1275000.00000000
PA
USD
1688304.38000000
0.071234218862
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2024
57584YST7
500000.00000000
PA
USD
568508.00000000
0.023986920709
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 3/1/2046
57582RGV2
12985000.00000000
PA
USD
14526389.62000000
0.612908448100
Long
DBT
MUN
US
N
2
2046-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2026 @
57563RQQ5
1215000.00000000
PA
USD
1463655.70000000
0.061755671375
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 9/1/33
57584XKZ3
475000.00000000
PA
USD
573836.67000000
0.024211751995
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 7/1/36
57584XJZ5
3000000.00000000
PA
USD
3576051.00000000
0.150883455977
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/32
575896RJ6
1970000.00000000
PA
USD
2379483.41000000
0.100396968706
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 4% 7/1/2050
57584YN70
1825000.00000000
PA
USD
2137874.53000000
0.090202823598
Long
DBT
MUN
US
N
2
2050-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2038@
575896VE2
5000000.00000000
PA
USD
6299566.00000000
0.265796066453
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
0.05000000
N
N
N
N
N
N
READING MASS
N/A
READING MA MUNI PURPOSE LOAN
755417YR7
1185000.00000000
PA
USD
1272154.02000000
0.053675687251
Long
DBT
MUN
US
N
2
2023-02-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DFA MLTFM HSG
N/A
MA DFA MF 1.39% MT
57583XCN0
4950000.00000000
PA
USD
4978028.39000000
0.210036749318
Long
DBT
MUN
US
N
2
2022-08-01
Variable
0.01390000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 10/1/2046
57583UK31
7080000.00000000
PA
USD
8074406.53000000
0.340681484188
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MASS BLDG AUTH PROJ
N/A
UNIV MASS BLD 5% 11/1/30
914440QE5
6000000.00000000
PA
USD
7119657.00000000
0.300397967907
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2053
57584X5L1
3425000.00000000
PA
USD
4068331.45000000
0.171654126084
Long
DBT
MUN
US
N
2
2053-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA BRKSR HLT 5% 10/1/2025
57583UQR2
1600000.00000000
PA
USD
1612651.20000000
0.068042202513
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MASS BLDG AUTH PROJ
N/A
UNIV MASS BLD 5% 11/1/2044 PRE
914440SW3
16620000.00000000
PA
USD
19216150.37000000
0.810782390521
Long
DBT
MUN
US
N
2
2044-11-01
Fixed
0.05000000
N
N
N
N
N
N
SHREWSBURY MA GO
N/A
SHREWSBURY MA G 5% 7/15/2029
825502D53
2000000.00000000
PA
USD
2586991.00000000
0.109152286324
Long
DBT
MUN
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
Mass DFA Southcst Hlth 5% 7/1/27
57583UTX6
1300000.00000000
PA
USD
1408856.41000000
0.059443538170
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2031
57584X5B3
1580000.00000000
PA
USD
1938886.89000000
0.081806986173
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA SER D 5% 7/1/44
57583U6R4
10975000.00000000
PA
USD
12528804.28000000
0.528624812406
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 7/1/32
57584XVM0
1905000.00000000
PA
USD
2259402.01000000
0.095330403204
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA(WGBH ED FND)/AGC 0% 1/1/37
57583RXV2
1745000.00000000
PA
USD
1262223.94000000
0.053256709785
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
0.00000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 6/1/2039
57584YSJ9
6760000.00000000
PA
USD
8419528.62000000
0.355243137160
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSN FD REV
N/A
MA ST TRANS REV 5% 6/1/2032
57604TEZ5
4580000.00000000
PA
USD
5766209.92000000
0.243292302212
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/37
57584XUV1
2000000.00000000
PA
USD
2395540.00000000
0.101074440530
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA SER H-1 5% 7/1/32
57584XDG3
1000000.00000000
PA
USD
1162627.40000000
0.049054457032
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TPK AUTH MET HWY SYS REV
N/A
MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER A
576018AK1
7700000.00000000
PA
USD
7174823.04000000
0.302725575306
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
0.00000000
N
N
N
N
N
N
UNIVERSITY MA BLDG AUTH REV
N/A
UNIV MASS BLDG 5% 5/1/2036
914437TW8
3400000.00000000
PA
USD
4386117.30000000
0.185062387685
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2026
57584YD97
160000.00000000
PA
USD
188692.96000000
0.007961476478
Long
DBT
MUN
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS MA SER I 5% 7/1/41
57584XNN7
14790000.00000000
PA
USD
17445204.33000000
0.736061292062
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/2048
57584XA27
1000000.00000000
PA
USD
1132220.90000000
0.047771522923
Long
DBT
MUN
US
N
2
2048-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2028
57584XE80
1260000.00000000
PA
USD
1539445.07000000
0.064953433955
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2034
57584X5E7
1835000.00000000
PA
USD
2233266.38000000
0.094227668881
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASS BAY TRAN AUTH SLS TAX
N/A
MBTA MASS SALES TAX REV
575579LM7
16745000.00000000
PA
USD
24002383.47000000
1.012726767500
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS DFA SOUTHCST HLTH 4% 7/43
57583UTY4
21685000.00000000
PA
USD
22605905.57000000
0.953805512812
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
WESTFIELD MA
N/A
CITY OF WESTFIELD 5% 3/1/2026
960096N84
2990000.00000000
PA
USD
3364605.14000000
0.141961971885
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RES AUTH
N/A
MA WTR SER C 5% 8/1/35
576051PL4
12550000.00000000
PA
USD
15249692.00000000
0.643426570692
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/30
575896RG2
1660000.00000000
PA
USD
2005572.33000000
0.084620628834
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
LOWELL MA
N/A
LOWELL MA 5% 9/1/2028
547647NT0
1215000.00000000
PA
USD
1581739.61000000
0.066737957264
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 3/1/2044
57583UA81
15765000.00000000
PA
USD
17576902.98000000
0.741618021387
Long
DBT
MUN
US
N
2
2044-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS DFA LOWELL GENERAL HOSPITAL 5% 7/1/44
57583UVQ8
10320000.00000000
PA
USD
11184153.46000000
0.471890285184
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSN FD REV
N/A
MA ST TRANS REV 5% 6/1/44
57604TCB0
22295000.00000000
PA
USD
25185738.49000000
1.062655779996
Long
DBT
MUN
US
N
2
2044-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA AGC 0% 1/1/41
57583RXZ3
5000000.00000000
PA
USD
3206225.50000000
0.135279497994
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
0.00000000
N
N
N
N
N
N
CAMBRIDGE MA
N/A
CAMBRIDGE MA
132285T56
865000.00000000
PA
USD
882548.69000000
0.037237163680
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA SER I 5% 7/1/2038
57584XMT5
1000000.00000000
PA
USD
1192658.80000000
0.050321564638
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% SER D 2/1/33
57582RPB6
2550000.00000000
PA
USD
3150315.65000000
0.132920507199
Long
DBT
MUN
US
N
2
2033-02-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 7/1/34
57584XWN7
1500000.00000000
PA
USD
1764417.60000000
0.074445645566
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2033 @
575896SJ5
1250000.00000000
PA
USD
1524896.50000000
0.064339589655
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA SER I 5% 7/1/2036
57584XMS7
2000000.00000000
PA
USD
2389337.80000000
0.100812752603
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2037
57584XQ61
600000.00000000
PA
USD
709275.00000000
0.029926268735
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TPK AUTH MET HWY SYS REV
N/A
MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER A INSURER MBIA
576018AH8
5110000.00000000
PA
USD
5001522.37000000
0.211028025141
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.00000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 1/1/2032
57582RSC1
5000000.00000000
PA
USD
6317634.00000000
0.266558405212
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 10/1/2046
57584XJ36
4250000.00000000
PA
USD
4970170.15000000
0.209705188496
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 1/1/2027 @
57563RLR8
1000000.00000000
PA
USD
1143225.50000000
0.048235837352
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/31
57584XZT1
1200000.00000000
PA
USD
1394206.92000000
0.058825435777
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2037 @
575896TK1
1100000.00000000
PA
USD
1388733.28000000
0.058594487807
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/15/2028
57583UD54
320000.00000000
PA
USD
344797.86000000
0.014547972814
Long
DBT
MUN
US
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT SER B 5% 7/1/45 @
575896QJ7
3500000.00000000
PA
USD
4050663.40000000
0.170908662318
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MA BLDG AUTH REV
N/A
UNIV MASS BLDG 5% 5/1/2037
914437TX6
3200000.00000000
PA
USD
4117779.84000000
0.173740490058
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2022 @
57563RPS2
2055000.00000000
PA
USD
2146596.28000000
0.090570818289
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 11/15/40
576000TY9
7335000.00000000
PA
USD
8708104.67000000
0.367418956726
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/38
57584XK26
3685000.00000000
PA
USD
4509309.44000000
0.190260203889
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST HSG FIN AGY
N/A
MA HFA HSG REV .875% 12/1/2023
57587A6B9
3250000.00000000
PA
USD
3265227.88000000
0.137768971160
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
0.00875000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 12/1/2024
57587GDR3
215000.00000000
PA
USD
248421.84000000
0.010481602683
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/15/2025
57583UC97
550000.00000000
PA
USD
596340.53000000
0.025161251924
Long
DBT
MUN
US
N
2
2025-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 10/1/2034
57584XH87
1425000.00000000
PA
USD
1694283.39000000
0.071486489786
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST HSG FIN AGY
N/A
MA HFA HSG REV 3% 12/1/2050
57587A8E1
2015000.00000000
PA
USD
2200120.27000000
0.092829143069
Long
DBT
MUN
US
N
2
2050-12-01
Fixed
0.03000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2044
57584YTU3
2250000.00000000
PA
USD
2799831.15000000
0.118132599357
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA BERKSH HLTH 5% 10/1/24
57583UQH4
1625000.00000000
PA
USD
1637848.88000000
0.069105362139
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 10/1/48
57583UVL9
14920000.00000000
PA
USD
16310581.30000000
0.688188416648
Long
DBT
MUN
US
N
2
2048-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 2/15/2044
576000WX7
21510000.00000000
PA
USD
27243961.57000000
1.149497889206
Long
DBT
MUN
US
N
2
2044-02-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 4% 7/1/2040
57584YYE3
7920000.00000000
PA
USD
9370247.83000000
0.395356603123
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 4% 6/1/2049
57584YSK6
13440000.00000000
PA
USD
15342290.88000000
0.647333572866
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 9/1/52
57584XPK1
9115000.00000000
PA
USD
10842772.86000000
0.457486495996
Long
DBT
MUN
US
N
2
2052-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS CLEAN WATER TRUST
549300SYPEROLSQU0261
MA CL WTR TR 5% 8/1/2037
575829FN1
4110000.00000000
PA
USD
5350773.65000000
0.225763900029
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/15/2024
57583UC89
400000.00000000
PA
USD
434521.08000000
0.018333642961
Long
DBT
MUN
US
N
2
2024-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSN FD REV
N/A
MA ST TRANS REV 5% 6/1/2036
57604THC3
3035000.00000000
PA
USD
3846855.52000000
0.162309445671
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST COLLEGE BLDG
N/A
MA ST COLL BLDG 5% 5/1/2038
575831CR1
11450000.00000000
PA
USD
13475703.09000000
0.568577085154
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2045
576000YW7
10000000.00000000
PA
USD
13047603.00000000
0.550514361473
Long
DBT
MUN
US
N
2
2045-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/35
57584XU41
1000000.00000000
PA
USD
1221587.80000000
0.051542158946
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/39
57584XK59
4450000.00000000
PA
USD
5447842.19000000
0.229859489488
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
0.05000000
N
N
N
N
N
N
BRAINTREE MA
N/A
BRAINTREE MA 5% 5/15/28
105025S68
600000.00000000
PA
USD
774367.02000000
0.032672680611
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT SER B 5% 7/1/2043@
575896RR8
6410000.00000000
PA
USD
7635523.41000000
0.322163794726
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST COLLEGE BLDG
N/A
MA ST COLL BLDG 5% 5/1/2041
575831CT7
7960000.00000000
PA
USD
9368261.71000000
0.395272803241
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2027
57584XE72
1150000.00000000
PA
USD
1413001.09000000
0.059618413652
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 4% 11/1/2037
57582RG91
12820000.00000000
PA
USD
15923160.48000000
0.671842063579
Long
DBT
MUN
US
N
2
2037-11-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/39
57584XUT6
5000000.00000000
PA
USD
5977234.50000000
0.252196011339
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/26
57584XL58
1935000.00000000
PA
USD
2345588.04000000
0.098966829548
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 7/1/2045
57582RD52
3000000.00000000
PA
USD
3890983.80000000
0.164171339529
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2032
57584XM32
1000000.00000000
PA
USD
1215043.60000000
0.051266041097
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 1/1/2037
57582RVU7
10000000.00000000
PA
USD
12815217.00000000
0.540709355112
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASS BAY TRAN AUTH SLS TAX
N/A
MASSACHUSETTS BAY TRANSN AUTH MASS SALES TAX REV SER 06A
575579LJ4
3005000.00000000
PA
USD
4037329.59000000
0.170346072094
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 10/1/2047
57584YBM0
5500000.00000000
PA
USD
6759799.20000000
0.285214574682
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 9/1/46
57584XLE9
3235000.00000000
PA
USD
3886739.92000000
0.163992278525
Long
DBT
MUN
US
N
2
2046-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA (TUFTS UNIV) 5% 8/15/38
57583U4J4
1690000.00000000
PA
USD
1970213.32000000
0.083128734666
Long
DBT
MUN
US
N
2
2038-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT SER A 5% 7/1/28
575896PN9
460000.00000000
PA
USD
539617.35000000
0.022767944493
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
GUAM INTL ARPT AUTH REV
N/A
GUAM INTL ARPT 5% 10/1/21@
40064RDL0
455000.00000000
PA
USD
458334.92000000
0.019338414559
Long
DBT
MUN
US
N
2
2021-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 10/1/2026
57584YNP0
2535000.00000000
PA
USD
3104594.47000000
0.130991404496
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 9/1/2031
57582P6T2
8000000.00000000
PA
USD
8415120.80000000
0.355057159076
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2025@
57563RQP7
1365000.00000000
PA
USD
1597350.98000000
0.067396644027
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2023 @
57563RPA1
2500000.00000000
PA
USD
2722667.75000000
0.114876862661
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST SER C 5% 7/1/40
57582RET9
12730000.00000000
PA
USD
14929889.12000000
0.629933205031
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 4/1/2047
57582RMY9
2405000.00000000
PA
USD
2976573.50000000
0.125589846635
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 7/1/30
57584XJX0
2000000.00000000
PA
USD
2386436.80000000
0.100690351411
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/15/2023
57583UC71
350000.00000000
PA
USD
375753.07000000
0.015854058511
Long
DBT
MUN
US
N
2
2023-07-15
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MASS BLDG AUTH PROJ
N/A
UNIV MASS BLD 5% 11/1/2044
914440SY9
3825000.00000000
PA
USD
4422489.48000000
0.186597030290
Long
DBT
MUN
US
N
2
2044-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 9/1/2031
57584YHD4
1530000.00000000
PA
USD
1898203.53000000
0.080090442992
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 1/1/2024
57584YL31
260000.00000000
PA
USD
288310.18000000
0.012164601777
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 12/1/41
57584XNY3
14700000.00000000
PA
USD
17681931.75000000
0.746049474908
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2043
57583UWR5
12320000.00000000
PA
USD
13355528.03000000
0.563506567878
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2033
57584YTC3
2000000.00000000
PA
USD
2562925.00000000
0.108136875399
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2032
576000YM9
1500000.00000000
PA
USD
2022630.15000000
0.085340345312
Long
DBT
MUN
US
N
2
2032-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2031 @
575896SG1
1095000.00000000
PA
USD
1341816.61000000
0.056614944083
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 7/1/31
57584XWK3
1000000.00000000
PA
USD
1182985.60000000
0.049913425647
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05000000
N
N
N
N
N
N
ATTLEBORO MASS
N/A
ATTLEB MA 5% 10/15/2029
0498434M4
1585000.00000000
PA
USD
2055315.62000000
0.086719435452
Long
DBT
MUN
US
N
2
2029-10-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2033
57584YQB8
2300000.00000000
PA
USD
2882422.56000000
0.121617358768
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2045
575896PX7
5570000.00000000
PA
USD
6530797.15000000
0.275552346507
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
0.05000000
N
N
N
N
N
N
BRAINTREE MA
N/A
BRAINTREE MA 5% 5/15/27
105025S50
2000000.00000000
PA
USD
2514567.80000000
0.106096551741
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 10/1/2029
57584YBB4
735000.00000000
PA
USD
920557.14000000
0.038840845029
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 4% 11/1/2036
57582RG83
1500000.00000000
PA
USD
1870155.30000000
0.078907010800
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 4/1/2035
57584X3B5
2455000.00000000
PA
USD
3039953.10000000
0.128264006787
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
0.05000000
N
N
N
N
N
N
MASS BAY TRAN AUTH SLS TAX
N/A
MASSACHUSETTS BAY TRANSN AUTH MASS SALES TAX REV SR-SER C
575579DV6
3950000.00000000
PA
USD
4338993.63000000
0.183074110061
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2026@
57563RPD5
3920000.00000000
PA
USD
4722247.21000000
0.199244635779
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/32
57584XUN9
1760000.00000000
PA
USD
2117280.88000000
0.089333920698
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 11/15/2039
576000VC4
1975000.00000000
PA
USD
2413053.03000000
0.101813363574
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 1/1/2024 ETM
57584YK73
840000.00000000
PA
USD
937364.40000000
0.039549989690
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2040@
575896QH1
2000000.00000000
PA
USD
2316124.20000000
0.097723668865
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2023
57584YSS9
500000.00000000
PA
USD
545742.35000000
0.023026375138
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2033
576000YN7
1675000.00000000
PA
USD
2251082.42000000
0.094979376753
Long
DBT
MUN
US
N
2
2033-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV
N/A
MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV FGIC
576002BL2
2575000.00000000
PA
USD
3315921.23000000
0.139907863431
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
0.05500000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MASSACHUSETTS ST REF-SER A I=AMBAC
57582NUZ6
2000000.00000000
PA
USD
2799246.20000000
0.118107918703
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
0.05500000
N
N
N
N
N
N
MASS BAY TRAN AUTH SLS TAX
N/A
MBTA SLS TAX 4% 7/1/2051
575579L70
11000000.00000000
PA
USD
13347239.40000000
0.563156847715
Long
DBT
MUN
US
N
2
2051-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST SER B 5% 7/1/2036
57582RKD7
10260000.00000000
PA
USD
12433125.46000000
0.524587859067
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RES AUTH
N/A
MA WTR 5% 8/1/2034
576051PK6
10000000.00000000
PA
USD
12151888.00000000
0.512721674855
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2029
57584X4Z1
1435000.00000000
PA
USD
1785543.67000000
0.075337012735
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2034
57584YG37
250000.00000000
PA
USD
333711.35000000
0.014080202375
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST P ATH SPL FAC
N/A
MA PORT SPL 5% 7/1/2024 @
575898CZ2
615000.00000000
PA
USD
698879.73000000
0.029487663619
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2029
575896NX9
4205000.00000000
PA
USD
4763447.55000000
0.200982991772
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2037
576000YJ6
5000000.00000000
PA
USD
5903296.00000000
0.249076342070
Long
DBT
MUN
US
N
2
2037-08-15
Fixed
0.05000000
N
N
N
N
N
N
MA DEPT TRANSN MET HWY SYS REV
N/A
MA DOT MHS 5% 1/1/2035
57563CET5
3500000.00000000
PA
USD
4427112.20000000
0.186792075598
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/29
57584XZR5
3120000.00000000
PA
USD
3645106.92000000
0.153797115728
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MA BLDG AUTH REV
N/A
UNIV MASS BLDG 5% 5/1/2038
914437TY4
3000000.00000000
PA
USD
3852667.20000000
0.162554656481
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 12/1/2026
57587GDV4
125000.00000000
PA
USD
153771.25000000
0.006488033204
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA (TUFTS UNIV) 5% 8/15/29
57583U4C9
1000000.00000000
PA
USD
1177272.40000000
0.049672369979
Long
DBT
MUN
US
N
2
2029-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 5/1/2045
57582RWX0
5000000.00000000
PA
USD
6389531.00000000
0.269591937965
Long
DBT
MUN
US
N
2
2045-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 1/1/2025 @
57563RLX5
5450000.00000000
PA
USD
6270420.11000000
0.264566320957
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.05000000
N
N
N
N
N
N
FRAMINGHAM MA
N/A
FRAMINGHM MA 4% 12/1/24
351694U28
1360000.00000000
PA
USD
1428835.31000000
0.060286503071
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 5/1/2047
57582RWZ5
10855000.00000000
PA
USD
13851126.54000000
0.584417236089
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RES AUTH
N/A
MA WTR 5% 8/1/2041
576051XJ0
3155000.00000000
PA
USD
4157837.89000000
0.175430649685
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 12/1/2046
57584XNZ0
7000000.00000000
PA
USD
8421378.70000000
0.355321197139
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 12/1/2028
57587GDZ5
230000.00000000
PA
USD
296713.78000000
0.012519172842
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 4/1/2037
57584X3D1
1500000.00000000
PA
USD
1849279.95000000
0.078026222200
Long
DBT
MUN
US
N
2
2037-04-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2042
57584X5J6
5775000.00000000
PA
USD
6925400.79000000
0.292201762565
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
0.05000000
N
N
N
N
N
N
MA DEPT TRANSN MET HWY SYS REV
N/A
MA DOT MHS 5% 1/1/2037
57563CEU2
2000000.00000000
PA
USD
2511124.60000000
0.105951273636
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2025@
57563RPC7
4500000.00000000
PA
USD
5265992.25000000
0.222186738899
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MASS BLDG AUTH PROJ
N/A
UNIV MASS BLD 5% 11/1/28
914440QC9
6000000.00000000
PA
USD
7143310.20000000
0.301395961661
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2039
575896VS1
1125000.00000000
PA
USD
1511575.65000000
0.063777546249
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2032
57584X5C1
1665000.00000000
PA
USD
2037236.06000000
0.085956608945
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST COLLEGE BLDG
N/A
MA ST COLL BLDG 5% 5/1/2041
575831BS0
4515000.00000000
PA
USD
5313781.61000000
0.224203103821
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 11/1/2038
57582RQJ8
10000000.00000000
PA
USD
12620652.00000000
0.532500121068
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5.25% 7/1/2025
57583UV21
1000000.00000000
PA
USD
1044618.30000000
0.044075327583
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA SER I 5% 7/1/2034
57584XMQ1
3035000.00000000
PA
USD
3632362.96000000
0.153259412902
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2029 @
57563RRM3
1950000.00000000
PA
USD
2501499.00000000
0.105545143020
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2029 @
57563RSF7
1250000.00000000
PA
USD
1604610.38000000
0.067702938138
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2030 @
57563RSG5
1125000.00000000
PA
USD
1467299.14000000
0.061909398158
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 10/1/2035
57584XH95
1495000.00000000
PA
USD
1774729.15000000
0.074880718305
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2029 @
57563RQT9
3500000.00000000
PA
USD
4489870.00000000
0.189440000293
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2032
57584YE70
400000.00000000
PA
USD
509164.12000000
0.021483038716
Long
DBT
MUN
US
N
2
2032-07-15
Fixed
0.05000000
N
N
N
N
N
N
BERKSHIRE WIND PWR COOP CORP MASS REV
N/A
BERKSHIRE WIND 5% 7/1/2026
084719BA0
925000.00000000
PA
USD
1116789.32000000
0.047120421996
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.05000000
N
N
N
N
N
N
BOSTON MASS
N/A
BOSTON MA 5% 11/1/2035
100853B25
6000000.00000000
PA
USD
8096306.40000000
0.341605500112
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST COLLEGE BLDG
N/A
SER B GREEN BOND
575832YE4
13935000.00000000
PA
USD
15789405.70000000
0.666198580457
Long
DBT
MUN
US
N
2
2044-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/15/2026
57583UD21
500000.00000000
PA
USD
541034.75000000
0.022827748509
Long
DBT
MUN
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST P ATH SPL FAC
N/A
MA PORT SPL 5% 7/1/2034@
575898DK4
1250000.00000000
PA
USD
1599379.00000000
0.067482211785
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2027
57584YE21
170000.00000000
PA
USD
205235.20000000
0.008659439214
Long
DBT
MUN
US
N
2
2027-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/27
57584XL66
2085000.00000000
PA
USD
2599530.05000000
0.109681343431
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2033
57584X5D9
1745000.00000000
PA
USD
2128908.55000000
0.089824524170
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV
N/A
MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV FGIC
576002BP3
14770000.00000000
PA
USD
20615906.92000000
0.869841980496
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
0.05500000
N
N
N
N
N
N
LYNN MA WTR and SWR COMMN GEN
N/A
LYNN MASS WTR and SWR COMMN GEN REV SER A MBIA
551592DV7
440000.00000000
PA
USD
441598.56000000
0.018632261365
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2028
57584YF61
350000.00000000
PA
USD
445046.70000000
0.018777747903
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5.25% 1/1/2033
57582RVP8
21110000.00000000
PA
USD
27820974.55000000
1.173843658483
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2030 @
575896TC9
725000.00000000
PA
USD
933440.11000000
0.039384413070
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 4% 10/1/36
57584XUS8
1250000.00000000
PA
USD
1424970.50000000
0.060123436076
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
0.04000000
N
N
N
N
N
N
BLUE HILLS MASS REGL TECHNICALHIGH SCH DIST
N/A
BLUE HILLS MASS 4% 2/1/2049
095597CN8
2000000.00000000
PA
USD
2326520.80000000
0.098162330097
Long
DBT
MUN
US
N
2
2049-02-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 11/1/2050
57582RK47
20980000.00000000
PA
USD
27302341.88000000
1.151961115523
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/33
57584XZV6
1235000.00000000
PA
USD
1428257.99000000
0.060262144348
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2049
57584YTV1
3500000.00000000
PA
USD
4332668.55000000
0.182807237488
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 9/1/36
57584XLC3
315000.00000000
PA
USD
378526.59000000
0.015971080971
Long
DBT
MUN
US
N
2
2036-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2030
57584YE54
320000.00000000
PA
USD
407432.35000000
0.017190694720
Long
DBT
MUN
US
N
2
2030-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2038
57584XF63
3750000.00000000
PA
USD
4509009.38000000
0.190247543530
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 10/1/2037
57584X4L2
1000000.00000000
PA
USD
1097471.50000000
0.046305349883
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 11/1/2039
57582RQK5
10000000.00000000
PA
USD
12605615.00000000
0.531865668560
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 4% 7/1/2039
57584YYD5
2455000.00000000
PA
USD
2912359.14000000
0.122880465656
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2049@
575896VH5
2500000.00000000
PA
USD
3098929.00000000
0.130752362689
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 9/1/2027
57584YGZ6
1010000.00000000
PA
USD
1251276.07000000
0.052794788951
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2028
575896NP6
3000000.00000000
PA
USD
3397754.10000000
0.143360617946
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2022 @
57563RNJ4
6350000.00000000
PA
USD
6633034.74000000
0.279866032444
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS CLEAN WATER TRUST
549300SYPEROLSQU0261
MA CL WTR TR 5% 2/1/2041
575829HZ2
2000000.00000000
PA
USD
2666891.80000000
0.112523521477
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
0.05000000
N
N
N
N
N
N
BRAINTREE MA
N/A
BRAINTREE MA 5% 5/15/26
105025S43
2300000.00000000
PA
USD
2803896.19000000
0.118304114608
Long
DBT
MUN
US
N
2
2026-05-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5.625% 7/15/2036
57583UD47
800000.00000000
PA
USD
858128.40000000
0.036206804283
Long
DBT
MUN
US
N
2
2036-07-15
Fixed
0.05625000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY HOSP REV
549300UZSVMFXJK08K70
CAPE COD HTH MA 5.25% 11/15/41
57584VAH8
4620000.00000000
PA
USD
5145601.23000000
0.217107109675
Long
DBT
MUN
US
N
2
2041-11-15
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 10/1/26
57582RNM4
15000000.00000000
PA
USD
18516684.00000000
0.781269974941
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2030
57584XF22
1390000.00000000
PA
USD
1680318.32000000
0.070897264961
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
Mass DFA Southcst Hlth 4% 7/1/32
57583UTZ1
2050000.00000000
PA
USD
2151408.17000000
0.090773845201
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5.25% 1/1/42
57584XD65
7000000.00000000
PA
USD
8304730.00000000
0.350399466718
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS MA SER I 5% 7/1/31
57584XNK3
2400000.00000000
PA
USD
2859409.20000000
0.120646361628
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2031
57584YPZ6
1350000.00000000
PA
USD
1701125.15000000
0.071775162513
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA SER H-1 5% 7/1/29
57584XDD0
3750000.00000000
PA
USD
4374062.25000000
0.184553751873
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2038
575896VR3
2125000.00000000
PA
USD
2862600.68000000
0.120781018973
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2041@
575896YH2
1940000.00000000
PA
USD
2539744.40000000
0.107158821943
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/51
575896XN0
5740000.00000000
PA
USD
7548835.29000000
0.318506183820
Long
DBT
MUN
US
N
2
2051-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RES AUTH
N/A
MA ST WTR RES AUTH REF-GEN-SER B FSA
576049V72
3000000.00000000
PA
USD
3720973.50000000
0.156998136010
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS CLEAN WATER TRUST
549300SYPEROLSQU0261
MASSACHUSETTS CLEAN WATER TRUST 5% 2/1/28
575829AN6
3500000.00000000
PA
USD
3921528.45000000
0.165460102568
Long
DBT
MUN
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/28
57583U7B8
1850000.00000000
PA
USD
2108586.71000000
0.088967089684
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RES AUTH
N/A
MA WTR SER B 5% 8/1/40
576051NV4
4625000.00000000
PA
USD
5609660.65000000
0.236687056681
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 7/1/29
57584XJW2
2000000.00000000
PA
USD
2396660.80000000
0.101121730173
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2030
575896NR2
3000000.00000000
PA
USD
3398776.50000000
0.143403755823
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2032
57584YQA0
2000000.00000000
PA
USD
2513442.40000000
0.106049068011
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2037
576000YS6
1400000.00000000
PA
USD
1859406.36000000
0.078453483371
Long
DBT
MUN
US
N
2
2037-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 4% 7/1/2044
57584YAG4
7000000.00000000
PA
USD
7923967.80000000
0.334334059194
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 4% 10/1/2027
57584X4J7
350000.00000000
PA
USD
381605.39000000
0.016100984035
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 7/1/29
57584XVJ7
1640000.00000000
PA
USD
1956543.78000000
0.082551979067
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 12/1/2034
57584XNV9
1000000.00000000
PA
USD
1212511.80000000
0.051159217471
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2034
57584X8R5
750000.00000000
PA
USD
939839.33000000
0.039654413813
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS DFA NORTHEASTERN UNIV 5% 3/1/2039
57583UA73
4000000.00000000
PA
USD
4461916.40000000
0.188260560801
Long
DBT
MUN
US
N
2
2039-03-01
Fixed
0.05000000
N
N
N
N
N
N
BERKSHIRE WIND PWR COOP CORP MASS REV
N/A
BERKSHIRE WIND 5% 7/1/2030
084719BE2
480000.00000000
PA
USD
590170.22000000
0.024900909525
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 4/1/2033
57584X2Y6
10145000.00000000
PA
USD
12611130.80000000
0.532098395377
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS MA SER I 5% 7/1/25
57584XND9
510000.00000000
PA
USD
595518.33000000
0.025126561038
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS DFA BRKSHR HLTH 5% 10/28
57583UQL5
1240000.00000000
PA
USD
1249804.68000000
0.052732706948
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA SER E 5% 7/1/2035
57584XWP2
1500000.00000000
PA
USD
1762618.50000000
0.074369736575
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 4% 11/1/2041
57582RH74
10630000.00000000
PA
USD
12964725.37000000
0.547017525651
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST COLLEGE BLDG
N/A
SER B GREEN BOND
575832YD6
2500000.00000000
PA
USD
2832688.50000000
0.119518941588
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
0.05000000
N
N
N
N
N
N
NATICK MA
N/A
NATICK MA 5% 6/15/2029
632363R74
1755000.00000000
PA
USD
2331375.70000000
0.098367171720
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 4/1/2035
57582RMS2
9830000.00000000
PA
USD
12207704.98000000
0.515076747209
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2031
57584YE62
350000.00000000
PA
USD
446892.92000000
0.018855645017
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 10/1/2057
57584X4P3
6000000.00000000
PA
USD
6561613.80000000
0.276852585976
Long
DBT
MUN
US
N
2
2057-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 6/1/2023
57587GDN2
300000.00000000
PA
USD
326604.96000000
0.013780364179
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 4% 10/1/2024
57584X4F5
500000.00000000
PA
USD
546777.30000000
0.023070042534
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2024 @
575896SW6
4140000.00000000
PA
USD
4700768.80000000
0.198338402415
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 10/1/2028
57584YBA6
465000.00000000
PA
USD
582437.61000000
0.024574649379
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MA BLDG AUTH REV
N/A
UNIV MASS BLDG 5% 5/1/2034
914437TU2
600000.00000000
PA
USD
777513.36000000
0.032805433374
Long
DBT
MUN
US
N
2
2034-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 10/1/2047
57584X4N8
1000000.00000000
PA
USD
1094848.30000000
0.046194669839
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5.75% 7/15/2043
57583UC48
4700000.00000000
PA
USD
5032504.32000000
0.212335239073
Long
DBT
MUN
US
N
2
2043-07-15
Fixed
0.05750000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA(PARTNERS HLTH) 5% 7/1/32
57584X8P9
985000.00000000
PA
USD
1237549.08000000
0.052215609378
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2034 @
575896TG0
2605000.00000000
PA
USD
3310652.82000000
0.139685574680
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSN FD REV
N/A
MA ST TRANS REV 5% 6/1/2041
57604TJH0
6000000.00000000
PA
USD
7556488.20000000
0.318829081203
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 10/1/2025 Q
57584YNN5
1965000.00000000
PA
USD
2331616.93000000
0.098377349879
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 7/1/2048
57582RD60
18695000.00000000
PA
USD
24188576.23000000
1.020582753644
Long
DBT
MUN
US
N
2
2048-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 4/1/2034
57584X3A7
2500000.00000000
PA
USD
3100453.25000000
0.130816675001
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2024@
57563RQN2
1000000.00000000
PA
USD
1131084.60000000
0.047723579292
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/23
57584XL25
2420000.00000000
PA
USD
2636516.43000000
0.111241900828
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 4/1/2034
57582RMR4
6875000.00000000
PA
USD
8545867.69000000
0.360573731021
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2025
57584YSU4
1250000.00000000
PA
USD
1473941.63000000
0.062189663134
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 9/1/2029
57582RUB0
7115000.00000000
PA
USD
9215834.67000000
0.388841485964
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 2/15/2023
576000WQ2
640000.00000000
PA
USD
687875.71000000
0.029023373662
Long
DBT
MUN
US
N
2
2023-02-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/30
57584XZS3
1100000.00000000
PA
USD
1280388.12000000
0.054023106644
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 4/1/2036
57584X3C3
2205000.00000000
PA
USD
2724020.18000000
0.114933925413
Long
DBT
MUN
US
N
2
2036-04-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 10/1/2033
57584YPL7
1935000.00000000
PA
USD
2472843.31000000
0.104336080414
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST HLTH and ED FAC
N/A
MA HEFA HARVARD U 6.50 2/1/22
575851KH2
1145000.00000000
PA
USD
1150109.10000000
0.048526275424
Long
DBT
MUN
US
N
2
2022-02-01
Fixed
0.06500000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2050
57584YH28
1900000.00000000
PA
USD
2456205.05000000
0.103634066329
Long
DBT
MUN
US
N
2
2050-07-01
Fixed
0.05000000
N
N
N
N
N
N
WORCESTER MA
N/A
WORCESTER MA 5% 2/15/2027
981306YT4
1575000.00000000
PA
USD
1965569.45000000
0.082932796981
Long
DBT
MUN
US
N
2
2027-02-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 6/1/2025
57587GDS1
425000.00000000
PA
USD
500034.05000000
0.021097815878
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2031 @
57563RSH3
1500000.00000000
PA
USD
1980791.85000000
0.083575072027
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MASSACHUSETTS ST SCH BLDG AUTHREF-SR-SER A
576000MH3
15000000.00000000
PA
USD
15759595.50000000
0.664940805890
Long
DBT
MUN
US
N
2
2023-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN VAR MT
57584YWK1
15280000.00000000
PA
USD
20075621.89000000
0.847045864742
Long
DBT
MUN
US
N
2
2050-07-01
Variable
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 6/1/2028
57587GDY8
75000.00000000
PA
USD
95639.99000000
0.004035314994
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2034
576000YP2
3000000.00000000
PA
USD
4016003.10000000
0.169446248653
Long
DBT
MUN
US
N
2
2034-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA SER H-1 5% 7/1/33
57584XDH1
1000000.00000000
PA
USD
1161367.60000000
0.049001302595
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2027
57583UY51
8635000.00000000
PA
USD
10152522.67000000
0.428362936473
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 9/1/2029
57582P6R6
7500000.00000000
PA
USD
7893369.75000000
0.333043043062
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MA BLDG AUTH REV
N/A
UNIV MASS BLDG 5% 5/1/2035
914437TV0
2000000.00000000
PA
USD
2587134.40000000
0.109158336765
Long
DBT
MUN
US
N
2
2035-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST P ATH SPL FAC
N/A
MA PORT SPL 5% 7/1/2032 @
575898DH1
500000.00000000
PA
USD
643495.50000000
0.027150850182
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2039 @
575896VF9
5000000.00000000
PA
USD
6286166.50000000
0.265230704587
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2036
57584YG52
475000.00000000
PA
USD
630916.76000000
0.026620118444
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 7/1/41
57584XKC4
5145000.00000000
PA
USD
6125504.77000000
0.258451943024
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 12/1/2023
57587GDP7
100000.00000000
PA
USD
111171.99000000
0.004690652918
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2030
57584YF87
225000.00000000
PA
USD
297890.96000000
0.012568841313
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA SER H-1 5% 7/1/31
57584XDF5
1190000.00000000
PA
USD
1385027.79000000
0.058438142962
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2032 @
575896SH9
1370000.00000000
PA
USD
1675112.70000000
0.070677625494
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 9/1/2029
57584YHB8
1390000.00000000
PA
USD
1745832.49000000
0.073661488510
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST P ATH SPL FAC
N/A
MA PORT SPL 5% 7/1/2022 @
575898CX7
500000.00000000
PA
USD
521862.25000000
0.022018807848
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 6/1/2029
57587GEA9
100000.00000000
PA
USD
130333.97000000
0.005499149711
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5.25% 1/1/2044
57582RVX1
16490000.00000000
PA
USD
21310628.89000000
0.899154216753
Long
DBT
MUN
US
N
2
2044-01-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 12/1/2027
57587GDX0
185000.00000000
PA
USD
233431.65000000
0.009849125218
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2053
57584YJW0
4500000.00000000
PA
USD
5518187.10000000
0.232827535283
Long
DBT
MUN
US
N
2
2053-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 7/1/32
57584XWL1
2200000.00000000
PA
USD
2597728.54000000
0.109605332755
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05000000
N
N
N
N
N
N
SPRINGFIELD MA
N/A
SPRINGFIELD MA 5% 3/1/2025
850752QM1
2420000.00000000
PA
USD
2828517.78000000
0.119342967407
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2046
57584YF53
6150000.00000000
PA
USD
7581990.60000000
0.319905097806
Long
DBT
MUN
US
N
2
2046-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS CLEAN WATER TRUST
549300SYPEROLSQU0261
MA CL WTR TR 5% 8/1/2027
57605AGW0
295000.00000000
PA
USD
309341.87000000
0.013051986793
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 10/1/2043
57584XPY1
5000000.00000000
PA
USD
5901145.50000000
0.248985606543
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2034
57584YTN9
1015000.00000000
PA
USD
1284731.28000000
0.054206356544
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 1/1/2023
57584YL23
325000.00000000
PA
USD
346188.12000000
0.014606631718
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2028 @
57563RSE0
1850000.00000000
PA
USD
2334026.23000000
0.098479004892
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 9/1/2030
57582P6S4
5000000.00000000
PA
USD
5262246.50000000
0.222028695375
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/29
57583U7C6
2945000.00000000
PA
USD
3341192.91000000
0.140974145320
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT SER B 5% 7/1/30 @
575896QN8
1450000.00000000
PA
USD
1687540.74000000
0.071201998784
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 7/1/2037
57584XWS6
2000000.00000000
PA
USD
2342339.00000000
0.098829743588
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST HSG FIN AGY
N/A
MA HFA HSG REV 3.50% 12/1/2049
57587AV88
4055000.00000000
PA
USD
4444292.17000000
0.187516945922
Long
DBT
MUN
US
N
2
2049-12-01
Fixed
0.03500000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2034
57584YE96
300000.00000000
PA
USD
379418.31000000
0.016008705097
Long
DBT
MUN
US
N
2
2034-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS CLEAN WATER TRUST
549300SYPEROLSQU0261
MA CL WTR TR 5% 8/1/2026
575829FR2
5000000.00000000
PA
USD
6148204.50000000
0.259409707248
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 7/1/2028
57582RHG4
7000000.00000000
PA
USD
8521197.30000000
0.359532819215
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS CLEAN ENERGY COOP CORP REV
N/A
MASS CLEAN ENGY 5% 7/1/2025
575625AL2
2795000.00000000
PA
USD
3040041.00000000
0.128267715531
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/26
575896RC1
695000.00000000
PA
USD
851159.34000000
0.035912760418
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/24
57584XL33
2000000.00000000
PA
USD
2266530.80000000
0.095631186519
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSN FD REV
N/A
MA ST TRANS REV 5% 6/1/2045
57604TCV6
17750000.00000000
PA
USD
20754531.85000000
0.875690948680
Long
DBT
MUN
US
N
2
2045-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 12/1/2025
57587GDT9
150000.00000000
PA
USD
179538.17000000
0.007575210635
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/42
57584XK34
2805000.00000000
PA
USD
3426451.12000000
0.144571424379
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 4% 10/1/2025
57584X4G3
500000.00000000
PA
USD
546401.30000000
0.023054178056
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST COLLEGE BLDG
N/A
MA ST COLLEGE BLDG AUTH PROJ RSR-CAP APPREC-SER A MBIA
575832GR5
2250000.00000000
PA
USD
2246988.38000000
0.094806637912
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
0.00000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2026
57584YSV2
1250000.00000000
PA
USD
1523366.13000000
0.064275019123
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA SER I 5% 7/1/2037
57584XMU2
1470000.00000000
PA
USD
1754785.01000000
0.074039220024
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2031
576000YL1
1850000.00000000
PA
USD
2504185.53000000
0.105658495131
Long
DBT
MUN
US
N
2
2031-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% SER B 7/1/2039@
575896MY8
4965000.00000000
PA
USD
5569250.93000000
0.234982059127
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASS BAY TRAN AUTH SLS TAX
N/A
MA BTA SLS TAX 5% 7/1/45
575579YW1
14125000.00000000
PA
USD
16561491.88000000
0.698775026137
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/36
575896RN7
3760000.00000000
PA
USD
4542202.20000000
0.191648040166
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
0.05000000
N
N
N
N
N
N
BERKSHIRE WIND PWR COOP CORP MASS REV
N/A
BERKSHIRE WIND 5% 7/1/2027
084719BB8
700000.00000000
PA
USD
869079.54000000
0.036668863087
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/23@
57563RNK1
9930000.00000000
PA
USD
10814436.30000000
0.456290898365
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS CLEAN WATER TRUST
549300SYPEROLSQU0261
MASS CLEAN WATR TRUST 5% 2/1/29
575829AP1
6355000.00000000
PA
USD
7111901.47000000
0.300070740703
Long
DBT
MUN
US
N
2
2029-02-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2025
57584X5R8
1105000.00000000
PA
USD
1293093.65000000
0.054559188002
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST P ATH SPL FAC
N/A
MA PORT SPL 5% 7/1/2023 @
575898CY5
360000.00000000
PA
USD
392861.88000000
0.016575926399
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MASS BLDG AUTH PROJ
N/A
UNIV MASS BLD 5% 11/1/27
914440QB1
3500000.00000000
PA
USD
4172742.00000000
0.176059495197
Long
DBT
MUN
US
N
2
2027-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2031@
575896UX1
3500000.00000000
PA
USD
4486807.15000000
0.189310770203
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2039 @
575896WA9
1325000.00000000
PA
USD
1742823.12000000
0.073534514888
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 7/1/36
57584XWQ0
1000000.00000000
PA
USD
1173125.60000000
0.049497405049
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2031
57584X8N4
21180000.00000000
PA
USD
26643459.37000000
1.124161044945
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 10/1/2034
57584YPM5
2165000.00000000
PA
USD
2759694.97000000
0.116439143210
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST SER B 5% 7/1/2035
57582RKC9
5500000.00000000
PA
USD
6664199.30000000
0.281180951196
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST COLLEGE BLDG
N/A
MA ST COLL BLDG 5% 5/1/2049
575831CS9
12015000.00000000
PA
USD
14140661.36000000
0.596633508806
Long
DBT
MUN
US
N
2
2049-05-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 7/1/31
57584XJY8
1700000.00000000
PA
USD
2026315.00000000
0.085495819298
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST P ATH SPL FAC
N/A
MA PORT SPL 5% 7/1/2025 @
575898DA6
1000000.00000000
PA
USD
1177019.20000000
0.049661686773
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2027 @
57563RPX1
9240000.00000000
PA
USD
11399738.20000000
0.480986400041
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 9/1/35
57584XLB5
375000.00000000
PA
USD
451303.43000000
0.019041736600
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2022
57584YD55
230000.00000000
PA
USD
238328.48000000
0.010055735983
Long
DBT
MUN
US
N
2
2022-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV
N/A
MA ST SPL OB DE 5.50% NATL/FGIC 1/1/2030
576002BN8
19080000.00000000
PA
USD
25644006.54000000
1.081991373126
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
0.05500000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 4% 10/1/2026
57584X4H1
500000.00000000
PA
USD
545650.35000000
0.023022493404
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2035
57584YTE9
2135000.00000000
PA
USD
2723806.31000000
0.114924901648
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2033
57584YG29
550000.00000000
PA
USD
736732.70000000
0.031084784838
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2028 @
57563RRL5
2000000.00000000
PA
USD
2521752.00000000
0.106399672957
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2022
57584XP39
180000.00000000
PA
USD
187768.76000000
0.007922481931
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 4% 7/1/2042
57584YN62
475000.00000000
PA
USD
560660.88000000
0.023655829071
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS MA SER I 5% 7/1/30
57584XNJ6
2400000.00000000
PA
USD
2862451.92000000
0.120774742378
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
CAMBRIDGE MA
N/A
CAMBRIDGE MA
132285T64
340000.00000000
PA
USD
346911.59000000
0.014637156913
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2035
576000YQ0
2000000.00000000
PA
USD
2672877.00000000
0.112776053574
Long
DBT
MUN
US
N
2
2035-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/27
57584XL74
4300000.00000000
PA
USD
5328499.37000000
0.224824086714
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
UNIVERSITY MASS BLDG AUTH PROJ
N/A
UNIV MASS BLD 5% 11/1/29
914440QD7
6230000.00000000
PA
USD
7399546.06000000
0.312207259403
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASS BAY TRAN AUTH SLS TAX
N/A
MBTA SLS TAX 5.25% 7/1/2030
575579FJ1
5000000.00000000
PA
USD
6581167.50000000
0.277677610516
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS ST HSG FIN AGY
N/A
MA HFA HSG REV 3.5% 12/1/46
57587ASJ8
890000.00000000
PA
USD
940416.01000000
0.039678745533
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 3% 12/1/2050
57587GEM3
3650000.00000000
PA
USD
4002978.73000000
0.168896714556
Long
DBT
MUN
US
N
2
2050-12-01
Fixed
0.03000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 06/01/43
57584YGQ6
4740000.00000000
PA
USD
5941808.51000000
0.250701291101
Long
DBT
MUN
US
N
2
2043-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 07/01/22@
57563RNZ8
3325000.00000000
PA
USD
3473203.23000000
0.146544024862
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 1/1/2023 ETM
57584YK65
1115000.00000000
PA
USD
1191692.15000000
0.050280779008
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
0.05000000
N
N
N
N
N
N
LOWELL MA
N/A
LOWELL MA 5% 9/1/2029
547647NU7
700000.00000000
PA
USD
905010.40000000
0.038184885184
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 10/1/2042
57584YBL2
4000000.00000000
PA
USD
4943875.60000000
0.208595748900
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 7/1/2034
57582RF68
2000000.00000000
PA
USD
2659448.80000000
0.112209480776
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS MA SER I 5% 7/1/32
57584XNL1
1960000.00000000
PA
USD
2332908.03000000
0.098431824949
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV
N/A
MASSACHUSETTS ST SPL OBLIG DEDICATED TAX REV FGIC
576002BK4
2500000.00000000
PA
USD
3128163.50000000
0.131985846885
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
0.05500000
N
N
N
N
N
N
SPRINGFIELD MA
N/A
SPRINGFIELD MA 5% 3/1/2023
850752QK5
1775000.00000000
PA
USD
1912489.55000000
0.080693209583
Long
DBT
MUN
US
N
2
2023-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS CLEAN WATER TRUST
549300SYPEROLSQU0261
MASSACHUSETTS ST WTR POLL ABATEMENT TRUST UNREFUNDED -2012-POOLED LOAN PRG SR 6
57605ACF1
860000.00000000
PA
USD
863499.77000000
0.036433437200
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
0.05500000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 7/1/2033
57582RF50
3500000.00000000
PA
USD
4668958.00000000
0.196996217015
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 7/1/27
57584XJU6
1150000.00000000
PA
USD
1392203.23000000
0.058740894569
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/46
57584XUU3
4000000.00000000
PA
USD
4769749.20000000
0.201248875768
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
0.05000000
N
N
N
N
N
N
SPRINGFIELD MA
N/A
SPRINGFIELD MA 5% 3/1/2024
850752QL3
2225000.00000000
PA
USD
2502748.53000000
0.105597864138
Long
DBT
MUN
US
N
2
2024-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSN FD REV
N/A
MA ST TRANS REV 5.25% 6/1/2043
57604THF6
14575000.00000000
PA
USD
18608237.73000000
0.785132879355
Long
DBT
MUN
US
N
2
2043-06-01
Fixed
0.05250000
N
N
N
N
N
N
UNIVERSITY MA BLDG AUTH REV
N/A
UNIV MASS BLDG 5% 5/1/2039
914437TZ1
2000000.00000000
PA
USD
2563059.60000000
0.108142554545
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
0.05000000
N
N
N
N
N
N
BOSTON MASS
N/A
BOSTON MA 5% 11/1/2040
100853B33
5205000.00000000
PA
USD
6936263.68000000
0.292660097858
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 1/1/2049
57582RVY9
10000000.00000000
PA
USD
12626499.00000000
0.532746822127
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 9/1/2033
57584YHF9
1185000.00000000
PA
USD
1461696.32000000
0.061672999728
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2042
57584XQ79
2110000.00000000
PA
USD
2471865.00000000
0.104294802817
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA BERKSH HLTH 5% 10/1/23
57583UQG6
2245000.00000000
PA
USD
2262751.22000000
0.095471715613
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 6/1/2026
57587GDU6
100000.00000000
PA
USD
121496.82000000
0.005126285976
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
0.05000000
N
N
N
N
N
N
MA DEPT TRANSN MET HWY SYS REV
N/A
MA DOT MHS 5% 1/1/2025
57563CDD1
3990000.00000000
PA
USD
4640737.48000000
0.195805515431
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2043
57584YJU4
11540000.00000000
PA
USD
14232628.20000000
0.600513843470
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2040@
575896YG4
4000000.00000000
PA
USD
5246270.40000000
0.221354619647
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST P ATH SPL FAC
N/A
MA PORT SPL 5% 7/1/2028 @
575898DD0
1500000.00000000
PA
USD
1914261.00000000
0.080767951945
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2046
575896XM2
1765000.00000000
PA
USD
2332163.34000000
0.098400404424
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS DFA NORTHEASTERN UNIV 5% 3/1/2032
57583UA40
1700000.00000000
PA
USD
1899108.25000000
0.080128615625
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 6/1/2027
57587GDW2
100000.00000000
PA
USD
124524.97000000
0.005254051977
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 06/01/48
57584YGR4
7000000.00000000
PA
USD
8728503.70000000
0.368279648071
Long
DBT
MUN
US
N
2
2048-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/2046
57584XWV9
355000.00000000
PA
USD
427664.31000000
0.018044336921
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT SER B 4% 7/1/2046@
575896RS6
12950000.00000000
PA
USD
14589240.79000000
0.615560312333
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 7/1/33
57584XWM9
1500000.00000000
PA
USD
1767755.40000000
0.074586476556
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2028
57584YE39
175000.00000000
PA
USD
215566.33000000
0.009095338087
Long
DBT
MUN
US
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 12/1/2022
57587GDM4
405000.00000000
PA
USD
431311.84000000
0.018198236273
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
0.05000000
N
N
N
N
N
N
AMESBURY MASS
N/A
AMESBURY MASS 5% 6/1/2028
031069WU7
1440000.00000000
PA
USD
1862836.56000000
0.078598212971
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2025
57583U6Y9
3525000.00000000
PA
USD
4066001.49000000
0.171555818644
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/32
57584XZU8
1240000.00000000
PA
USD
1437355.92000000
0.060646011110
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSN FD REV
N/A
MA ST TRANS REV 5% 6/1/2051
57604THN9
5435000.00000000
PA
USD
6988527.36000000
0.294865246683
Long
DBT
MUN
US
N
2
2051-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST COLLEGE BLDG
N/A
MASSACHUSETTS ST COLLEGE BLDG AUTH PROJ REV CAP APPREC-REF-SER A
575832KR0
6080000.00000000
PA
USD
5610990.62000000
0.236743171784
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
0.00000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
Mass DFA Southcst Hlth 5% 7/1/37
57583UUA4
3925000.00000000
PA
USD
4190287.61000000
0.176799792882
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASS DFA NORTHEASTERN UNIV 5% 3/1/2033
57583UA57
1250000.00000000
PA
USD
1396060.50000000
0.058903643430
Long
DBT
MUN
US
N
2
2033-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 4/1/2042
57582RMV5
18490000.00000000
PA
USD
22864761.74000000
0.964727368661
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2042 @
575896SP1
4540000.00000000
PA
USD
5453694.98000000
0.230106434843
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2029
57584YE47
320000.00000000
PA
USD
401166.69000000
0.016926329241
Long
DBT
MUN
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 9/1/37
57584XPL9
840000.00000000
PA
USD
1009049.83000000
0.042574595721
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 11/1/2045
57582RK39
5355000.00000000
PA
USD
7001002.23000000
0.295391595860
Long
DBT
MUN
US
N
2
2045-11-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2035
57584YF20
270000.00000000
PA
USD
340910.67000000
0.014383961545
Long
DBT
MUN
US
N
2
2035-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2026
57584XP70
160000.00000000
PA
USD
193864.02000000
0.008179657764
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA 5% 10/1/35
57584XUR0
1500000.00000000
PA
USD
1797274.05000000
0.075831949824
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASS BAY TRAN AUTH SLS TAX
N/A
MBTA MA SALES TAX REV SR-SER B MBIA
575579LA3
4000000.00000000
PA
USD
5450766.80000000
0.229982886852
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05500000
N
N
N
N
N
N
MASSACHUSETTS ST HSG FIN AGY
N/A
MA HFA HSG REV 3.75% 12/1/2049
57587A2Z0
5450000.00000000
PA
USD
6030232.62000000
0.254432148214
Long
DBT
MUN
US
N
2
2049-12-01
Fixed
0.03750000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2040 @
575896TN5
950000.00000000
PA
USD
1192347.47000000
0.050308428766
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 5% 6/1/2024
57587GDQ5
150000.00000000
PA
USD
170040.15000000
0.007174462972
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2040
57584XKJ9
5325000.00000000
PA
USD
6337734.59000000
0.267406504551
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2033
57584YE88
320000.00000000
PA
USD
406001.22000000
0.017130311397
Long
DBT
MUN
US
N
2
2033-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2040
575896VT9
1045000.00000000
PA
USD
1400045.44000000
0.059071779041
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2029
57583UY77
4495000.00000000
PA
USD
5325475.07000000
0.224696483154
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 1/1/2048
57582RRP3
9420000.00000000
PA
USD
11662062.68000000
0.492054593456
Long
DBT
MUN
US
N
2
2048-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2027 @
57563RSD2
1950000.00000000
PA
USD
2405788.91000000
0.101506870313
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2023@
57563RQM4
500000.00000000
PA
USD
544533.55000000
0.022975372532
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2024
576000YA5
4120000.00000000
PA
USD
4326334.54000000
0.182539988134
Long
DBT
MUN
US
N
2
2024-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2029
57584XE98
1320000.00000000
PA
USD
1603935.43000000
0.067674460135
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/24@
57563RNL9
7105000.00000000
PA
USD
8036356.08000000
0.339076030743
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/22
57584XK91
875000.00000000
PA
USD
912517.90000000
0.038501647318
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/37
57584XJ93
1415000.00000000
PA
USD
1731546.25000000
0.073058712637
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2047
57584X5K3
1895000.00000000
PA
USD
2259406.04000000
0.095330573241
Long
DBT
MUN
US
N
2
2047-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA SER I 5% 7/1/27
57584XNF4
1100000.00000000
PA
USD
1322219.03000000
0.055788068124
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 4% 7/1/2022
57584YSR1
700000.00000000
PA
USD
724369.24000000
0.030563136357
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA 3% 12/1/2050
57587GFS9
3900000.00000000
PA
USD
4305062.19000000
0.181642449010
Long
DBT
MUN
US
N
2
2050-12-01
Fixed
0.03000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSN FD REV
N/A
MA ST TRANS REV 5% 6/1/2046
57604TJL1
1555000.00000000
PA
USD
2008041.01000000
0.084724789253
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2028 @
57563RPY9
2325000.00000000
PA
USD
2931536.70000000
0.123689619812
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2025
57584YD89
120000.00000000
PA
USD
137815.90000000
0.005814832976
Long
DBT
MUN
US
N
2
2025-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2024@
57563RPB9
3000000.00000000
PA
USD
3393253.80000000
0.143170737876
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT SER B 5% 7/1/28 @
575896QK4
500000.00000000
PA
USD
583365.65000000
0.024613805946
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 3% 11/1/2042
57582RH82
3500000.00000000
PA
USD
3876187.00000000
0.163547021721
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 10/1/2032
57583UJ82
5000000.00000000
PA
USD
5726045.50000000
0.241597654542
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/25
57584XL41
1500000.00000000
PA
USD
1761058.50000000
0.074303915872
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASS BAY TRAN AUTH SLS TAX
N/A
MA BTA SLS TAX 5% 7/1/40
575579YU5
14570000.00000000
PA
USD
17081677.13000000
0.720723076730
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSN FD REV
N/A
MA ST TRANS REV 4% 6/1/2050
57604THK5
1050000.00000000
PA
USD
1253149.07000000
0.052873815987
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST HSG FIN AGY
N/A
MA HFA HSG REV 4% 6/1/2043 @
57587AWC8
1035000.00000000
PA
USD
1116838.07000000
0.047122478893
Long
DBT
MUN
US
N
2
2043-06-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/1/2027
57584X5T4
1000000.00000000
PA
USD
1241542.20000000
0.052384090125
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST FED HWY
N/A
MA ST GARVEE 5% 6/15/2025
57583PGV5
4470000.00000000
PA
USD
5076579.00000000
0.214194871399
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2037
57584YF46
250000.00000000
PA
USD
313911.88000000
0.013244808121
Long
DBT
MUN
US
N
2
2037-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RES AUTH
N/A
MA WTR 5% 8/1/42
576051XK7
7415000.00000000
PA
USD
9739464.58000000
0.410934876264
Long
DBT
MUN
US
N
2
2042-08-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2035 @
575896SL0
2000000.00000000
PA
USD
2431456.40000000
0.102589852518
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 4% 7/1/2050
57584YN39
1750000.00000000
PA
USD
2025732.45000000
0.085471239907
Long
DBT
MUN
US
N
2
2050-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/27
57583U7A0
2695000.00000000
PA
USD
3084682.99000000
0.130151284231
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DEV FIN SER F 5% 8/15/2045
57584XFW6
18290000.00000000
PA
USD
21195741.45000000
0.894306798750
Long
DBT
MUN
US
N
2
2045-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2030 @
57563RRN1
1950000.00000000
PA
USD
2543318.51000000
0.107309623503
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 3/1/2029
57582RZY5
2710000.00000000
PA
USD
3564185.50000000
0.150382817802
Long
DBT
MUN
US
N
2
2029-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA ST DFA SER N 5% 12/1/36
57584XNX5
2520000.00000000
PA
USD
3046774.75000000
0.128551831018
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ED LN AUTH ED LN
N/A
MA ED LN AUTH 5% 7/1/2028 @
57563RQS1
1000000.00000000
PA
USD
1260876.00000000
0.053199836478
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
N/A
MASSACHUSE HFA .45% 12/1/2024
57587GHC2
1000000.00000000
PA
USD
1001426.80000000
0.042252959058
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
0.00450000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 7/15/2022
57583UC63
400000.00000000
PA
USD
414484.32000000
0.017488236786
Long
DBT
MUN
US
N
2
2022-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2035
57584X5F4
1000000.00000000
PA
USD
1214743.00000000
0.051253357953
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2024
57584YD71
130000.00000000
PA
USD
144898.98000000
0.006113687659
Long
DBT
MUN
US
N
2
2024-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5% 07/01/33
57582RKA3
5500000.00000000
PA
USD
6665872.95000000
0.281251567106
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2034
57584YQC6
1400000.00000000
PA
USD
1749752.90000000
0.073826901422
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 4% 7/1/2040
57584YM97
2160000.00000000
PA
USD
2555070.26000000
0.107805462252
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
0.04000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 5% 8/15/2050
576000YY3
16615000.00000000
PA
USD
21580573.85000000
0.910543939239
Long
DBT
MUN
US
N
2
2050-08-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MASSACHUSETT MA 5% 7/1/26
57584XJT9
1710000.00000000
PA
USD
2073769.16000000
0.087498041208
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSN FD REV
N/A
MA ST TRANS REV 5% 6/1/2035
57604THB5
2885000.00000000
PA
USD
3665322.11000000
0.154650050356
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA BRKSR HLT 5% 10/1/2027
57583UQK7
2235000.00000000
PA
USD
2252672.15000000
0.095046451847
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/1/2038
57584YTS8
735000.00000000
PA
USD
922297.26000000
0.038914265492
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH REV
N/A
MA PORT 5% 7/1/2029 @
575896MU6
1270000.00000000
PA
USD
1431557.59000000
0.060401363573
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 3% 3/1/48
57582RA89
5000000.00000000
PA
USD
5417098.00000000
0.228562307307
Long
DBT
MUN
US
N
2
2048-03-01
Fixed
0.03000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 9/1/2038
57584YHG7
4805000.00000000
PA
USD
5875015.84000000
0.247883124111
Long
DBT
MUN
US
N
2
2038-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 4.125% 10/1/2042
57584X4M0
2500000.00000000
PA
USD
2702990.25000000
0.114046614657
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
0.04125000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 7/15/2036
57584YF38
235000.00000000
PA
USD
295907.58000000
0.012485157040
Long
DBT
MUN
US
N
2
2036-07-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS CLEAN ENERGY COOP CORP REV
N/A
MASS CLEAN ENGY 5% 7/1/30
575625AS7
3725000.00000000
PA
USD
4032807.55000000
0.170155274752
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA AGC 0% 1/1/40
57583RXY6
5000000.00000000
PA
USD
3306026.50000000
0.139490377478
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
0.00000000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MASSACHUSETTS ST FGIC
57582PCV0
6840000.00000000
PA
USD
6810873.91000000
0.287369557583
Long
DBT
MUN
US
N
2
2037-05-01
Variable
0.00688000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5% 1/1/2036
57584X5G2
1000000.00000000
PA
USD
1211460.40000000
0.051114856005
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
0.05000000
N
N
N
N
N
N
BROOKLINE MA
N/A
BROOKLINE MA 5% 3/15/2028
1137456D0
3075000.00000000
PA
USD
3965437.90000000
0.167312763384
Long
DBT
MUN
US
N
2
2028-03-15
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
N/A
MASS DEVEL FIN 5% 9/1/2043
57584YHH5
4445000.00000000
PA
USD
5386008.72000000
0.227250564826
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST TPK AUTH MET HWY SYS REV
N/A
MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER A MBIA
576018AL9
33195000.00000000
PA
USD
30222387.75000000
1.275165905522
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
0.00000000
N
N
N
N
N
N
BERKSHIRE WIND PWR COOP CORP MASS REV
N/A
BERKSHIRE WIND 5% 7/1/2025
084719AZ6
505000.00000000
PA
USD
590961.35000000
0.024934289482
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05000000
N
N
N
N
N
N
WESTFIELD MA
N/A
CITY OF WESTFIELD 5% 3/1/2027
960096N92
2740000.00000000
PA
USD
3083283.64000000
0.130092241794
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
0.05000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA 5.25% 7/1/2026
57583UV39
1000000.00000000
PA
USD
1043610.40000000
0.044032801502
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.05250000
N
N
N
N
N
N
MASSACHUSETTS ST TPK AUTH MET HWY SYS REV
N/A
MASSACHUSETTS ST TPK AUTH MET HWY SYS REV CAP APPREC-SR-SER MBIA
576018BD6
1800000.00000000
PA
USD
1789786.98000000
0.075516049688
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
0.00000000
N
N
N
N
N
N
MASSACHUSETTS ST DEV FIN AGY REV
N/A
MA DFA SER H-1 5% 7/1/26
57584XDA6
3585000.00000000
PA
USD
4219613.83000000
0.178037146998
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.05000000
N
N
N
N
N
N
2021-08-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer