Municipal Bonds - 84.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
Massachusetts - 82.8%
|
|||
Ashland Gen. Oblig. Series 2022, 4% 8/1/39
|
1,685,000
|
1,737,316
|
|
Attleboro Gen. Oblig.:
|
|||
Series 2020 B, 3% 10/15/36
|
2,630,000
|
2,416,148
|
|
Series 2020, 2.625% 10/15/50
|
6,880,000
|
4,712,170
|
|
Series 70 B, 5% 10/15/29
|
1,585,000
|
1,784,519
|
|
Berkshire Wind Pwr. Coop. Corp. Series 2017 2:
|
|||
5% 7/1/25
|
505,000
|
526,995
|
|
5% 7/1/26
|
925,000
|
984,377
|
|
5% 7/1/27
|
700,000
|
761,760
|
|
5% 7/1/30
|
480,000
|
525,490
|
|
Braintree Gen. Oblig. Series 2015, 5% 5/15/28
|
600,000
|
671,952
|
|
Cambridge Gen. Oblig. Series 12, 5% 1/1/24
|
340,000
|
340,502
|
|
Framingham Gen. Oblig. Series 2012 A, 4% 12/1/24
|
1,360,000
|
1,361,064
|
|
Lowell Gen. Oblig. Series 2019, 5% 9/1/29
|
700,000
|
786,242
|
|
Lynn Wtr. & Swr. Commission Gen. Rev. Series 2003 A, 5% 12/1/32 (Nat'l. Pub. Fin. Guarantee Corp. Insured)
|
440,000
|
440,598
|
|
Massachusetts Bay Trans. Auth. Sales Tax Rev. Series 2020 B1, 5% 7/1/50
|
2,750,000
|
2,906,644
|
|
Massachusetts Clean Wtr. Trust:
|
|||
Series 2021 23A:
|
|||
5% 2/1/39
|
5,000,000
|
5,686,348
|
|
5% 2/1/40
|
4,750,000
|
5,374,120
|
|
Series 2021 23B, 5% 2/1/39
|
12,940,000
|
14,716,267
|
|
Series 2021 B, 5% 2/1/41
|
2,000,000
|
2,254,277
|
|
Series 22, 5% 8/1/37
|
4,110,000
|
4,609,868
|
|
Series 6, 5.5% 8/1/30
|
410,000
|
410,804
|
|
Massachusetts Commonwealth Trans. Fund Rev.:
|
|||
(Rail Enhacement Prog.) Series 2022 A, 5% 6/1/50
|
3,500,000
|
3,826,830
|
|
(Rail Enhancement & Accelerated Bridge Prog.) Series 2018 A:
|
|||
5% 6/1/35
|
2,885,000
|
3,190,941
|
|
5% 6/1/36
|
3,035,000
|
3,334,454
|
|
(Rail Enhancement & Accelerated Bridge Programs) Series 2019 A, 5% 6/1/49
|
24,600,000
|
26,416,870
|
|
(Rail Enhancement & Accelerated Bridge Progs.) Series 2018 A, 5.25% 6/1/43
|
14,575,000
|
15,816,124
|
|
(Rail Enhancement Prog.) Series 2021 B:
|
|||
5% 6/1/41
|
6,000,000
|
6,468,154
|
|
5% 6/1/42
|
15,370,000
|
16,934,322
|
|
Series 2021 A:
|
|||
5% 6/1/41
|
8,140,000
|
9,109,465
|
|
5% 6/1/42
|
5,750,000
|
6,407,284
|
|
5% 6/1/43
|
3,000,000
|
3,336,651
|
|
5% 6/1/51
|
5,435,000
|
5,880,884
|
|
Series 2021 B, 5% 6/1/46
|
7,615,000
|
8,292,299
|
|
Series 2022 B, 5% 6/1/52
|
20,000,000
|
22,010,308
|
|
Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev.:
|
|||
Series A:
|
|||
5% 1/1/35
|
3,500,000
|
3,885,662
|
|
5% 1/1/37
|
2,000,000
|
2,188,304
|
|
Series C, 5% 1/1/34
|
8,585,000
|
9,696,617
|
|
Massachusetts Dev. Fin. Agcy. Rev.:
|
|||
(Boston College Proj.) Series T:
|
|||
5% 7/1/37
|
1,415,000
|
1,530,509
|
|
5% 7/1/38
|
3,685,000
|
3,970,822
|
|
5% 7/1/39
|
4,450,000
|
4,775,852
|
|
5% 7/1/42
|
2,805,000
|
2,985,415
|
|
(Broad Institute Proj.) Series 2017:
|
|||
5% 4/1/33
|
10,145,000
|
11,116,610
|
|
5% 4/1/34
|
2,500,000
|
2,732,874
|
|
5% 4/1/35
|
2,455,000
|
2,672,805
|
|
5% 4/1/37
|
1,500,000
|
1,617,242
|
|
(Broad Institute Proj.) Series 2017, 5% 4/1/36
|
2,205,000
|
2,388,435
|
|
(Lesley Univ. Proj.) Series 2016:
|
|||
5% 7/1/29
|
1,640,000
|
1,699,273
|
|
5% 7/1/32
|
1,905,000
|
1,967,251
|
|
(Newbridge On The Charles Proj.) Series 2017:
|
|||
4% 10/1/24 (b)
|
500,000
|
498,966
|
|
4% 10/1/25 (b)
|
500,000
|
497,712
|
|
4% 10/1/26 (b)
|
500,000
|
496,052
|
|
4% 10/1/27 (b)
|
350,000
|
345,809
|
|
5% 10/1/37 (b)
|
1,000,000
|
1,002,310
|
|
5% 10/1/47 (b)
|
1,000,000
|
930,679
|
|
(Partners Healthcare Sys., Inc. Proj.) Series 2017 S:
|
|||
5% 7/1/25
|
1,000,000
|
1,044,197
|
|
5% 7/1/31
|
21,180,000
|
23,118,455
|
|
5% 7/1/32
|
985,000
|
1,074,566
|
|
5% 7/1/34
|
750,000
|
815,189
|
|
(Suffolk Univ. Proj.) Series 2017:
|
|||
5% 7/1/23
|
2,420,000
|
2,424,059
|
|
5% 7/1/24
|
2,000,000
|
2,027,412
|
|
5% 7/1/25
|
1,500,000
|
1,534,571
|
|
5% 7/1/26
|
1,935,000
|
2,005,139
|
|
5% 7/1/27
|
2,085,000
|
2,190,057
|
|
5% 7/1/28
|
4,300,000
|
4,522,802
|
|
(Suffolk Univ., Proj.) Series 2017, 5% 7/1/32
|
1,000,000
|
1,048,885
|
|
(UMASS Boston Student Hsg. Proj.) Series 2016:
|
|||
5% 10/1/29
|
3,120,000
|
3,187,550
|
|
5% 10/1/30
|
1,100,000
|
1,122,412
|
|
5% 10/1/31
|
1,200,000
|
1,223,301
|
|
5% 10/1/32
|
1,240,000
|
1,263,299
|
|
5% 10/1/33
|
1,235,000
|
1,256,765
|
|
(UMass Memorial Health Care Proj.) Series K:
|
|||
5% 7/1/28
|
1,260,000
|
1,323,687
|
|
5% 7/1/29
|
1,320,000
|
1,389,068
|
|
5% 7/1/30
|
1,390,000
|
1,462,819
|
|
5% 7/1/38
|
3,750,000
|
3,848,976
|
|
(Univ. of Massachusetts Health Cr., Inc. Proj.) Series 2017 L, 4% 7/1/44
|
7,000,000
|
6,445,153
|
|
(Wentworth Institute of Technology Proj.) Series 2017:
|
|||
5% 10/1/34
|
1,425,000
|
1,460,043
|
|
5% 10/1/35
|
1,495,000
|
1,525,513
|
|
5% 10/1/46
|
4,250,000
|
4,228,359
|
|
(Wheaton College, MA. Proj.) Series 2017 H:
|
|||
5% 1/1/29
|
1,435,000
|
1,503,777
|
|
5% 1/1/31
|
1,580,000
|
1,650,310
|
|
5% 1/1/32
|
1,665,000
|
1,734,864
|
|
5% 1/1/33
|
1,745,000
|
1,813,999
|
|
5% 1/1/34
|
1,835,000
|
1,897,979
|
|
5% 1/1/35
|
1,000,000
|
1,032,353
|
|
5% 1/1/36
|
1,000,000
|
1,025,135
|
|
5% 1/1/42
|
5,775,000
|
5,805,199
|
|
5% 1/1/47
|
1,895,000
|
1,888,583
|
|
5% 1/1/53
|
3,425,000
|
3,367,317
|
|
Bonds Series A1, 5%, tender 1/31/30 (c)
|
15,280,000
|
17,228,856
|
|
Series 2008 B:
|
|||
0% 1/1/37 (Assured Guaranty Corp. Insured)
|
1,745,000
|
1,036,333
|
|
0% 1/1/40 (Assured Guaranty Corp. Insured)
|
5,000,000
|
2,517,685
|
|
0% 1/1/41 (Assured Guaranty Corp. Insured)
|
5,000,000
|
2,392,034
|
|
0% 1/1/42 (Assured Guaranty Corp. Insured)
|
5,000,000
|
2,284,280
|
|
Series 2013 F:
|
|||
4% 7/1/32
|
2,050,000
|
2,050,732
|
|
4% 7/1/43
|
21,685,000
|
19,485,219
|
|
5% 7/1/27
|
1,300,000
|
1,302,659
|
|
5% 7/1/37
|
3,925,000
|
3,930,548
|
|
Series 2013 G, 5% 7/1/44
|
10,360,000
|
10,057,766
|
|
Series 2014 A:
|
|||
5% 3/1/32
|
1,700,000
|
1,726,397
|
|
5% 3/1/33
|
1,250,000
|
1,268,997
|
|
5% 3/1/34
|
4,375,000
|
4,438,965
|
|
5% 3/1/39
|
4,000,000
|
4,042,707
|
|
Series 2014 F:
|
|||
5% 7/15/23
|
350,000
|
350,521
|
|
5% 7/15/24
|
400,000
|
400,913
|
|
5% 7/15/25
|
550,000
|
551,152
|
|
5% 7/15/26
|
500,000
|
501,195
|
|
5% 7/15/27
|
200,000
|
200,526
|
|
5% 7/15/28
|
320,000
|
320,891
|
|
5.625% 7/15/36
|
800,000
|
800,669
|
|
5.75% 7/15/43
|
4,700,000
|
4,703,584
|
|
Series 2015 D, 5% 7/1/44
|
5,975,000
|
6,040,621
|
|
Series 2015 H1:
|
|||
5% 7/1/26
|
3,585,000
|
3,720,086
|
|
5% 7/1/29
|
3,750,000
|
3,911,015
|
|
5% 7/1/30
|
1,800,000
|
1,877,357
|
|
5% 7/1/31
|
1,190,000
|
1,241,047
|
|
5% 7/1/32
|
1,000,000
|
1,042,619
|
|
5% 7/1/33
|
1,000,000
|
1,041,462
|
|
Series 2015 K, 4% 10/1/30
|
500,000
|
500,279
|
|
Series 2015 Q:
|
|||
5% 8/15/28
|
1,000,000
|
1,046,120
|
|
5% 8/15/29
|
1,000,000
|
1,045,894
|
|
5% 8/15/32
|
1,500,000
|
1,566,808
|
|
5% 8/15/33
|
1,550,000
|
1,617,287
|
|
5% 8/15/34
|
1,790,000
|
1,863,275
|
|
5% 8/15/38
|
1,690,000
|
1,746,705
|
|
Series 2015:
|
|||
5% 1/1/25
|
3,525,000
|
3,576,445
|
|
5% 1/1/27
|
2,695,000
|
2,757,997
|
|
5% 1/1/28
|
1,850,000
|
1,895,214
|
|
5% 1/1/29
|
2,945,000
|
3,008,197
|
|
Series 2016 A:
|
|||
5% 1/1/31
|
5,000
|
5,204
|
|
5.25% 1/1/42
|
7,000,000
|
7,127,337
|
|
Series 2016 E:
|
|||
5% 7/1/31
|
1,000,000
|
1,051,324
|
|
5% 7/1/32
|
2,200,000
|
2,305,285
|
|
5% 7/1/33
|
1,500,000
|
1,566,094
|
|
5% 7/1/34
|
1,500,000
|
1,558,616
|
|
5% 7/1/35
|
1,500,000
|
1,548,527
|
|
5% 7/1/36
|
1,000,000
|
1,024,981
|
|
5% 7/1/37
|
2,000,000
|
2,037,127
|
|
Series 2016 I:
|
|||
5% 7/1/25
|
510,000
|
523,034
|
|
5% 7/1/27
|
1,150,000
|
1,202,156
|
|
5% 7/1/27
|
1,100,000
|
1,152,243
|
|
5% 7/1/29
|
1,680,000
|
1,766,323
|
|
5% 7/1/30
|
2,400,000
|
2,511,677
|
|
5% 7/1/31
|
2,500,000
|
2,617,575
|
|
5% 7/1/32
|
1,960,000
|
2,049,004
|
|
5% 7/1/34
|
3,035,000
|
3,211,275
|
|
5% 7/1/36
|
2,000,000
|
2,099,580
|
|
5% 7/1/37
|
1,470,000
|
1,537,968
|
|
5% 7/1/38
|
1,000,000
|
1,043,798
|
|
5% 7/1/41
|
14,790,000
|
15,027,646
|
|
Series 2016 N:
|
|||
5% 12/1/34
|
1,000,000
|
1,061,551
|
|
5% 12/1/36
|
2,520,000
|
2,642,672
|
|
Series 2016:
|
|||
4% 10/1/36
|
1,250,000
|
1,261,142
|
|
5% 7/1/26
|
1,710,000
|
1,782,875
|
|
5% 7/1/29
|
2,000,000
|
2,098,466
|
|
5% 7/1/30
|
2,000,000
|
2,097,351
|
|
5% 7/1/31
|
1,700,000
|
1,781,512
|
|
5% 10/1/32
|
1,760,000
|
1,862,512
|
|
5% 9/1/33
|
475,000
|
501,469
|
|
5% 10/1/33
|
1,500,000
|
1,585,236
|
|
5% 10/1/34
|
1,500,000
|
1,581,759
|
|
5% 9/1/35
|
375,000
|
395,896
|
|
5% 10/1/35
|
1,500,000
|
1,575,761
|
|
5% 7/1/36
|
3,000,000
|
3,101,019
|
|
5% 9/1/36
|
315,000
|
331,839
|
|
5% 9/1/37
|
840,000
|
873,466
|
|
5% 10/1/37
|
2,000,000
|
2,083,152
|
|
5% 10/1/39
|
5,000,000
|
5,183,700
|
|
5% 7/1/40
|
5,325,000
|
5,499,097
|
|
5% 7/1/41
|
5,145,000
|
5,221,601
|
|
5% 10/1/43
|
5,000,000
|
5,029,420
|
|
5% 9/1/46
|
3,235,000
|
3,373,656
|
|
5% 10/1/48
|
6,000,000
|
5,685,877
|
|
5% 9/1/52
|
7,115,000
|
7,270,487
|
|
Series 2017 A:
|
|||
5% 1/1/35
|
2,000,000
|
2,079,297
|
|
5% 1/1/40
|
1,000,000
|
1,017,399
|
|
Series 2017 H:
|
|||
5% 1/1/24
|
260,000
|
262,584
|
|
5% 1/1/24 (Escrowed to Maturity)
|
840,000
|
849,787
|
|
Series 2017:
|
|||
5% 7/1/25
|
1,105,000
|
1,145,589
|
|
5% 7/1/26
|
160,000
|
164,932
|
|
5% 7/1/27
|
1,000,000
|
1,079,230
|
|
5% 10/1/28
|
465,000
|
505,354
|
|
5% 10/1/29
|
735,000
|
797,073
|
|
5% 7/1/37
|
600,000
|
611,138
|
|
5% 7/1/42
|
2,110,000
|
2,125,087
|
|
5% 10/1/42
|
4,000,000
|
4,169,831
|
|
5% 7/1/47
|
2,250,000
|
2,255,448
|
|
5% 10/1/47
|
5,510,000
|
5,660,212
|
|
Series 2018 J2, 5% 7/1/48
|
2,365,000
|
2,449,988
|
|
Series 2018:
|
|||
5% 9/1/27
|
1,010,000
|
1,036,436
|
|
5% 9/1/29
|
1,390,000
|
1,426,162
|
|
5% 1/1/30
|
10,000
|
10,524
|
|
5% 9/1/31
|
1,530,000
|
1,564,387
|
|
5% 9/1/33
|
1,185,000
|
1,205,794
|
|
5% 9/1/38
|
4,805,000
|
4,747,269
|
|
5% 6/1/43
|
4,740,000
|
5,009,453
|
|
5% 9/1/43
|
4,445,000
|
4,221,761
|
|
Series 2019 A:
|
|||
5% 7/1/30
|
1,350,000
|
1,413,995
|
|
5% 7/1/31
|
1,350,000
|
1,412,345
|
|
5% 7/1/32
|
2,000,000
|
2,088,969
|
|
5% 7/1/33
|
2,300,000
|
2,399,462
|
|
5% 7/1/34
|
1,400,000
|
1,454,524
|
|
5% 7/1/34
|
1,015,000
|
1,062,645
|
|
5% 7/1/36
|
1,120,000
|
1,156,026
|
|
5% 7/1/38
|
735,000
|
751,634
|
|
5% 7/1/44
|
2,250,000
|
2,265,388
|
|
5% 7/1/49
|
7,250,000
|
7,244,585
|
|
Series 2019 K:
|
|||
5% 7/1/23
|
500,000
|
500,930
|
|
5% 7/1/24
|
500,000
|
507,767
|
|
5% 7/1/25
|
1,250,000
|
1,294,589
|
|
5% 7/1/26
|
1,250,000
|
1,317,828
|
|
5% 7/1/33
|
2,000,000
|
2,218,194
|
|
5% 7/1/35
|
2,135,000
|
2,344,419
|
|
Series 2019 S1:
|
|||
5% 10/1/25
|
1,965,000
|
2,063,312
|
|
5% 10/1/26
|
2,535,000
|
2,727,304
|
|
Series 2019 S2:
|
|||
5% 10/1/32
|
1,410,000
|
1,579,174
|
|
5% 10/1/33
|
1,935,000
|
2,163,492
|
|
5% 10/1/34
|
2,165,000
|
2,410,669
|
|
Series 2020 A:
|
|||
4% 7/1/39
|
2,455,000
|
2,301,430
|
|
4% 7/1/40
|
7,920,000
|
7,333,216
|
|
Series 2021 A:
|
|||
4% 7/1/34
|
1,000,000
|
1,033,864
|
|
4% 7/1/35
|
1,000,000
|
1,021,545
|
|
4% 7/1/36
|
825,000
|
834,289
|
|
4% 7/1/37
|
1,000,000
|
1,001,101
|
|
4% 7/1/38
|
700,000
|
690,306
|
|
4% 7/1/39
|
1,400,000
|
1,367,261
|
|
5% 7/1/32
|
1,000,000
|
1,151,607
|
|
Series 2021 B:
|
|||
4% 7/1/42
|
475,000
|
423,227
|
|
4% 7/1/50
|
2,135,000
|
1,790,405
|
|
Series 2021:
|
|||
4% 7/1/40
|
4,160,000
|
3,584,731
|
|
4% 7/1/45
|
1,200,000
|
977,619
|
|
4% 7/1/50
|
1,750,000
|
1,371,628
|
|
Series 2022:
|
|||
5% 7/1/37
|
800,000
|
831,948
|
|
5% 7/1/42
|
740,000
|
750,728
|
|
5% 7/1/52
|
2,300,000
|
2,297,399
|
|
Series A:
|
|||
4% 6/1/49 (Pre-Refunded to 6/1/29 @ 100)
|
13,440,000
|
14,708,776
|
|
5% 6/1/39 (Pre-Refunded to 6/1/29 @ 100)
|
6,760,000
|
7,779,381
|
|
Series B, 0% 1/1/39 (Assured Guaranty Corp. Insured)
|
3,200,000
|
1,699,678
|
|
Series G:
|
|||
5% 7/15/23 (b)
|
120,000
|
120,179
|
|
5% 7/15/24 (b)
|
130,000
|
131,308
|
|
5% 7/15/25 (b)
|
120,000
|
120,486
|
|
5% 7/15/26 (b)
|
160,000
|
161,131
|
|
5% 7/15/27 (b)
|
170,000
|
171,660
|
|
5% 7/1/28
|
350,000
|
379,993
|
|
5% 7/15/28 (b)
|
175,000
|
176,873
|
|
5% 7/15/29 (b)
|
320,000
|
323,111
|
|
5% 7/1/30
|
225,000
|
251,747
|
|
5% 7/15/30 (b)
|
320,000
|
321,632
|
|
5% 7/15/31 (b)
|
350,000
|
351,698
|
|
5% 7/15/32 (b)
|
400,000
|
399,059
|
|
5% 7/1/33
|
550,000
|
610,402
|
|
5% 7/15/33 (b)
|
320,000
|
316,034
|
|
5% 7/1/34
|
250,000
|
276,818
|
|
5% 7/15/34 (b)
|
300,000
|
291,870
|
|
5% 7/15/35 (b)
|
270,000
|
259,544
|
|
5% 7/1/36
|
475,000
|
513,712
|
|
5% 7/15/36 (b)
|
235,000
|
222,733
|
|
5% 7/1/37
|
1,275,000
|
1,366,346
|
|
5% 7/15/37 (b)
|
250,000
|
234,106
|
|
5% 7/15/46 (b)
|
9,540,000
|
8,334,216
|
|
5% 7/1/50
|
4,700,000
|
4,767,490
|
|
Series J2:
|
|||
5% 7/1/43
|
11,540,000
|
12,040,311
|
|
5% 7/1/53
|
4,500,000
|
4,625,247
|
|
Series K, 5% 7/1/27
|
1,150,000
|
1,205,055
|
|
Massachusetts Edl. Fing. Auth. Rev.:
|
|||
Series 2014 I:
|
|||
5% 1/1/25 (d)
|
2,660,000
|
2,713,863
|
|
5% 1/1/27 (d)
|
1,000,000
|
1,019,439
|
|
Series 2015 A, 5% 1/1/25 (d)
|
5,450,000
|
5,539,201
|
|
Series 2016, 5% 7/1/24 (d)
|
7,120,000
|
7,213,528
|
|
Series 2017 A:
|
|||
5% 7/1/23 (d)
|
2,500,000
|
2,504,608
|
|
5% 7/1/24 (d)
|
3,000,000
|
3,041,118
|
|
5% 7/1/25 (d)
|
4,500,000
|
4,629,167
|
|
5% 7/1/26 (d)
|
3,935,000
|
4,108,692
|
|
Series 2018 B:
|
|||
5% 7/1/27 (d)
|
9,240,000
|
9,738,423
|
|
5% 7/1/28 (d)
|
2,325,000
|
2,480,848
|
|
Series 2019 B:
|
|||
5% 7/1/23 (d)
|
500,000
|
500,955
|
|
5% 7/1/24 (d)
|
1,000,000
|
1,013,706
|
|
5% 7/1/25 (d)
|
1,365,000
|
1,404,181
|
|
5% 7/1/26 (d)
|
1,215,000
|
1,268,631
|
|
5% 7/1/28 (d)
|
1,000,000
|
1,071,906
|
|
5% 7/1/29 (d)
|
3,500,000
|
3,785,507
|
|
Series 2020 C:
|
|||
5% 7/1/28 (d)
|
2,000,000
|
2,143,811
|
|
5% 7/1/29 (d)
|
1,950,000
|
2,109,068
|
|
5% 7/1/30 (d)
|
1,950,000
|
2,132,052
|
|
Series 2021 B:
|
|||
5% 7/1/27 (d)
|
1,950,000
|
2,069,913
|
|
5% 7/1/28 (d)
|
1,850,000
|
1,983,026
|
|
5% 7/1/29 (d)
|
1,825,000
|
1,973,872
|
|
5% 7/1/30 (d)
|
1,125,000
|
1,230,030
|
|
5% 7/1/31 (d)
|
1,500,000
|
1,656,546
|
|
Massachusetts Gen. Oblig.:
|
|||
Series 2004 A, 5.5% 8/1/30
|
2,000,000
|
2,382,968
|
|
Series 2007 A, 3 month U.S. LIBOR + 0.570% 3.795% 5/1/37 (c)(e)
|
6,840,000
|
6,668,050
|
|
Series 2018 B, 5% 1/1/32
|
5,000,000
|
5,541,440
|
|
Series 2019 A:
|
|||
5% 1/1/35
|
5,000,000
|
5,620,454
|
|
5% 1/1/37
|
10,000,000
|
11,045,200
|
|
5% 1/1/49
|
10,000,000
|
10,676,911
|
|
5.25% 1/1/33
|
21,110,000
|
24,169,949
|
|
Series 2019 D, 3% 5/1/36
|
5,000,000
|
4,638,281
|
|
Series 2020 C:
|
|||
3% 3/1/47
|
5,810,000
|
4,650,108
|
|
3% 3/1/49
|
5,000,000
|
3,943,903
|
|
Series 2020 D:
|
|||
3% 7/1/35
|
3,000,000
|
2,849,342
|
|
3% 7/1/39
|
3,460,000
|
3,059,824
|
|
3% 11/1/42
|
3,500,000
|
2,933,469
|
|
4% 11/1/36
|
1,500,000
|
1,571,351
|
|
4% 11/1/41
|
4,000,000
|
4,047,104
|
|
5% 7/1/48
|
18,695,000
|
20,325,253
|
|
Series 2021 B:
|
|||
3% 4/1/48
|
21,500,000
|
17,083,287
|
|
3% 4/1/49
|
13,500,000
|
10,644,935
|
|
Series 2021 C:
|
|||
3% 9/1/34
|
2,300,000
|
2,204,655
|
|
3% 9/1/36
|
5,000,000
|
4,624,518
|
|
Series 2021 D:
|
|||
5% 9/1/48
|
6,880,000
|
7,563,961
|
|
5% 9/1/49
|
50,000,000
|
54,866,370
|
|
5% 9/1/50
|
1,785,000
|
1,956,068
|
|
Series 2022 B, 3% 2/1/48
|
38,250,000
|
30,414,155
|
|
Series 2022 C, 5.25% 10/1/52
|
1,690,000
|
1,902,739
|
|
Series 2022 E:
|
|||
5% 11/1/49
|
13,805,000
|
15,307,368
|
|
5% 11/1/52
|
52,445,000
|
57,920,562
|
|
Series B:
|
|||
5% 7/1/33
|
3,500,000
|
4,069,386
|
|
5% 7/1/34
|
2,000,000
|
2,316,273
|
|
Series C, 3% 3/1/48
|
5,000,000
|
3,974,255
|
|
Series D, 5% 7/1/45
|
3,415,000
|
3,730,618
|
|
Series E:
|
|||
5% 9/1/29
|
7,115,000
|
8,029,462
|
|
5% 11/1/45
|
8,065,000
|
8,841,114
|
|
5% 11/1/50
|
23,480,000
|
25,535,507
|
|
Massachusetts Hsg. Fin. Agcy. Hsg. Rev.:
|
|||
Series 183, 3.5% 12/1/46
|
470,000
|
465,360
|
|
Series 2011, 3.5% 12/1/49
|
2,920,000
|
2,881,917
|
|
Series 2017, 4% 6/1/43 (d)
|
690,000
|
683,786
|
|
Series 2020 A, 0.875% 12/1/23
|
1,990,000
|
1,962,593
|
|
Series 207, 4% 6/1/49
|
1,535,000
|
1,532,114
|
|
Series 214, 3.75% 12/1/49
|
4,060,000
|
4,030,329
|
|
Series 218, 3% 12/1/50
|
1,640,000
|
1,594,258
|
|
Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Series 2018 A, 3.7% 12/1/38
|
500,000
|
476,386
|
|
Massachusetts Hsg. Fin. Auth.:
|
|||
Series 2021 221, 3% 12/1/50
|
3,515,000
|
3,409,464
|
|
Series 2021 A2:
|
|||
0.4% 6/1/24
|
875,000
|
844,636
|
|
0.45% 12/1/24
|
1,000,000
|
952,676
|
|
Series 2021 B1, 2.875% 12/1/51
|
4,000,000
|
2,774,042
|
|
Series 2021, 3% 6/1/51
|
3,750,000
|
3,626,861
|
|
Series 2022 224, 5% 6/1/50
|
1,750,000
|
1,824,913
|
|
Series 220:
|
|||
3% 12/1/50
|
3,070,000
|
2,982,302
|
|
5% 6/1/23
|
300,000
|
300,340
|
|
5% 12/1/23
|
100,000
|
100,922
|
|
5% 6/1/24
|
150,000
|
152,672
|
|
5% 12/1/24
|
215,000
|
221,062
|
|
5% 6/1/25
|
425,000
|
441,843
|
|
5% 12/1/25
|
150,000
|
157,602
|
|
5% 6/1/26
|
100,000
|
106,075
|
|
5% 12/1/26
|
125,000
|
134,046
|
|
5% 6/1/27
|
100,000
|
108,229
|
|
5% 12/1/27
|
185,000
|
202,302
|
|
5% 6/1/28
|
75,000
|
82,682
|
|
5% 12/1/28
|
230,000
|
255,456
|
|
5% 6/1/29
|
100,000
|
112,126
|
|
Massachusetts Port Auth. Rev.:
|
|||
Series 2014 B, 5% 7/1/29 (d)
|
1,270,000
|
1,295,338
|
|
Series 2014 C:
|
|||
5% 7/1/28
|
3,000,000
|
3,069,177
|
|
5% 7/1/29
|
4,205,000
|
4,299,562
|
|
Series 2015 A:
|
|||
5% 7/1/28
|
460,000
|
480,435
|
|
5% 7/1/28 (d)
|
500,000
|
518,372
|
|
5% 7/1/29 (d)
|
1,245,000
|
1,290,498
|
|
5% 7/1/30 (d)
|
1,450,000
|
1,503,046
|
|
5% 7/1/40 (d)
|
2,000,000
|
2,039,711
|
|
5% 7/1/45 (d)
|
3,500,000
|
3,545,720
|
|
Series 2015 B, 5% 7/1/33 (d)
|
1,015,000
|
1,051,252
|
|
Series 2016 A:
|
|||
5% 7/1/26
|
695,000
|
745,058
|
|
5% 7/1/28
|
760,000
|
814,643
|
|
Series 2016 B:
|
|||
4% 7/1/46 (d)
|
12,950,000
|
12,261,248
|
|
5% 7/1/43 (d)
|
11,410,000
|
11,650,131
|
|
Series 2017 A:
|
|||
5% 7/1/30 (d)
|
1,280,000
|
1,367,358
|
|
5% 7/1/31 (d)
|
1,095,000
|
1,169,568
|
|
5% 7/1/32 (d)
|
1,370,000
|
1,462,580
|
|
5% 7/1/33 (d)
|
1,250,000
|
1,333,258
|
|
5% 7/1/35 (d)
|
2,000,000
|
2,114,309
|
|
5% 7/1/36 (d)
|
1,720,000
|
1,808,357
|
|
5% 7/1/42 (d)
|
4,540,000
|
4,676,874
|
|
Series 2019 A:
|
|||
5% 7/1/24 (d)
|
4,140,000
|
4,204,783
|
|
5% 7/1/30 (d)
|
725,000
|
797,287
|
|
5% 7/1/33 (d)
|
2,585,000
|
2,836,545
|
|
5% 7/1/34 (d)
|
5,605,000
|
6,129,459
|
|
5% 7/1/37 (d)
|
1,100,000
|
1,178,528
|
|
5% 7/1/40 (d)
|
4,450,000
|
4,715,686
|
|
Series 2019 B, 5% 7/1/44
|
5,000,000
|
5,398,270
|
|
Series 2019 C:
|
|||
5% 7/1/31 (d)
|
3,500,000
|
3,848,205
|
|
5% 7/1/32 (d)
|
2,700,000
|
2,966,557
|
|
5% 7/1/38 (d)
|
11,275,000
|
12,041,526
|
|
5% 7/1/39 (d)
|
5,000,000
|
5,320,948
|
|
5% 7/1/49 (d)
|
2,500,000
|
2,588,983
|
|
Series 2021 A:
|
|||
5% 7/1/38
|
2,125,000
|
2,403,790
|
|
5% 7/1/39
|
1,125,000
|
1,266,816
|
|
5% 7/1/40
|
1,045,000
|
1,170,396
|
|
Series 2021 B, 5% 7/1/39 (d)
|
1,325,000
|
1,433,669
|
|
Series 2021 D:
|
|||
5% 7/1/46
|
3,180,000
|
3,481,289
|
|
5% 7/1/51
|
5,740,000
|
6,230,579
|
|
Series 2021 E:
|
|||
5% 7/1/33 (d)
|
3,440,000
|
3,869,890
|
|
5% 7/1/40 (d)
|
4,000,000
|
4,304,925
|
|
5% 7/1/41 (d)
|
1,940,000
|
2,076,970
|
|
5% 7/1/51 (d)
|
11,775,000
|
12,317,693
|
|
Series 2022 A:
|
|||
5% 7/1/31 (d)
|
2,630,000
|
2,966,134
|
|
5% 7/1/36 (d)
|
2,450,000
|
2,720,159
|
|
5% 7/1/39 (d)
|
1,460,000
|
1,592,033
|
|
5% 7/1/40 (d)
|
2,780,000
|
3,013,598
|
|
Massachusetts Port Auth. Spl. Facilities Rev.:
|
|||
(Bosfuel Proj.) Series 2019 A:
|
|||
5% 7/1/23 (d)
|
360,000
|
360,753
|
|
5% 7/1/24 (d)
|
615,000
|
625,187
|
|
5% 7/1/25 (d)
|
1,000,000
|
1,030,809
|
|
5% 7/1/28 (d)
|
1,500,000
|
1,621,859
|
|
5% 7/1/32 (d)
|
500,000
|
544,693
|
|
5% 7/1/34 (d)
|
1,250,000
|
1,355,354
|
|
5% 7/1/49 (d)
|
5,620,000
|
5,783,270
|
|
Series 2019 A, 4% 7/1/44 (d)
|
5,000,000
|
4,733,438
|
|
Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev.:
|
|||
Series 2019 A, 5% 2/15/44
|
11,510,000
|
12,344,946
|
|
Series 2020 A, 3% 8/15/50
|
5,030,000
|
3,868,979
|
|
Series A:
|
|||
5% 8/15/31
|
1,850,000
|
2,167,151
|
|
5% 8/15/32
|
1,500,000
|
1,755,647
|
|
5% 8/15/33
|
1,675,000
|
1,950,936
|
|
5% 8/15/34
|
3,000,000
|
3,467,862
|
|
5% 8/15/35
|
2,000,000
|
2,288,108
|
|
5% 8/15/37
|
1,400,000
|
1,576,856
|
|
5% 8/15/45
|
10,000,000
|
10,864,361
|
|
5% 8/15/50
|
16,615,000
|
17,889,643
|
|
Series B, 5% 11/15/39
|
1,975,000
|
2,090,883
|
|
Massachusetts Spl. Oblig. Dedicated Tax Rev. Series 2005:
|
|||
5.5% 1/1/27 (Nat'l. Pub. Fin. Guarantee Corp. Insured)
|
2,500,000
|
2,738,149
|
|
5.5% 1/1/28 (Nat'l. Pub. Fin. Guarantee Corp. Insured)
|
2,575,000
|
2,894,558
|
|
5.5% 1/1/30 (Nat'l. Pub. Fin. Guarantee Corp. Insured)
|
19,080,000
|
22,375,587
|
|
5.5% 1/1/34 (Nat'l. Pub. Fin. Guarantee Corp. Insured)
|
14,770,000
|
17,687,099
|
|
Massachusetts State College Bldg. Auth. Rev.:
|
|||
Series 1999 A, 0% 5/1/28 (Escrowed to Maturity)
|
1,700,000
|
1,476,814
|
|
Series 2003 B, 0% 5/1/28 (Assured Guaranty Corp. Insured)
|
6,080,000
|
5,219,726
|
|
Series 2021 A, 2% 5/1/37
|
1,060,000
|
821,279
|
|
Series 2022 A:
|
|||
4% 5/1/36
|
600,000
|
629,882
|
|
4% 5/1/38
|
750,000
|
765,938
|
|
4% 5/1/40
|
1,000,000
|
1,002,563
|
|
4% 5/1/41
|
625,000
|
625,739
|
|
4% 5/1/42
|
550,000
|
547,567
|
|
5% 5/1/32
|
600,000
|
718,719
|
|
5% 5/1/33
|
500,000
|
598,116
|
|
5% 5/1/34
|
500,000
|
595,754
|
|
Massachusetts Tpk. Auth. Metropolitan Hwy. Sys. Rev. Sr. Series A:
|
|||
0% 1/1/25 (Nat'l. Pub. Fin. Guarantee Corp. Insured)
|
5,110,000
|
4,816,222
|
|
0% 1/1/28 (Nat'l. Pub. Fin. Guarantee Corp. Insured)
|
12,700,000
|
10,850,829
|
|
0% 1/1/29 (Nat'l. Pub. Fin. Guarantee Corp. Insured)
|
33,195,000
|
27,400,614
|
|
Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Series 2020 B:
|
|||
5% 8/1/41
|
3,155,000
|
3,498,512
|
|
5% 8/1/42
|
7,415,000
|
8,190,226
|
|
Quincy Gen. Oblig.:
|
|||
Series 2021, 2% 1/15/46
|
1,755,000
|
1,087,113
|
|
Series 2022 B, 5% 7/1/47
|
4,995,000
|
5,473,522
|
|
Swampscott Gen. Oblig. Series 2022, 3% 3/1/36
|
1,000,000
|
935,127
|
|
Town of Tisbury Gen. Oblig. Series 2022:
|
|||
4% 8/15/36
|
1,780,000
|
1,865,579
|
|
4% 8/15/40
|
1,995,000
|
2,025,185
|
|
4% 8/15/41
|
2,085,000
|
2,106,211
|
|
Univ. of Massachusetts Bldg. Auth. Facilities Rev. Series 2020 1, 5% 11/1/50
|
4,015,000
|
4,308,127
|
|
Univ. of Massachusetts Bldg. Auth. Rev. Series 2019 1:
|
|||
5% 5/1/34
|
600,000
|
675,260
|
|
5% 5/1/35
|
2,000,000
|
2,237,115
|
|
5% 5/1/36
|
3,400,000
|
3,773,340
|
|
5% 5/1/37
|
3,200,000
|
3,528,328
|
|
5% 5/1/38
|
3,000,000
|
3,288,548
|
|
5% 5/1/39
|
2,000,000
|
2,187,000
|
|
TOTAL MASSACHUSETTS
|
1,605,421,493
|
||
Puerto Rico - 1.2%
|
|||
Puerto Rico Commonwealth Aqueduct & Swr. Auth. Series 2021 B, 5% 7/1/37 (b)
|
4,885,000
|
4,821,277
|
|
Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Series 2021 A1:
|
|||
0% 7/1/33
|
5,238,348
|
3,056,611
|
|
5.625% 7/1/27
|
625,000
|
651,386
|
|
5.625% 7/1/29
|
1,925,000
|
2,035,013
|
|
5.75% 7/1/31
|
4,525,000
|
4,843,743
|
|
Puerto Rico Hsg. Fin. Auth. Series 2020, 5% 12/1/27
|
4,435,000
|
4,774,613
|
|
Puerto Rico Sales Tax Fing. Corp. Sales Tax Rev. Series 2018 A1, 0% 7/1/31
|
5,010,000
|
3,403,320
|
|
TOTAL PUERTO RICO
|
23,585,963
|
||
TOTAL MUNICIPAL BONDS
(Cost $1,704,445,359)
|
1,629,007,456
|
||
Municipal Notes - 11.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
Massachusetts - 11.4%
|
|||
Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Series 2022 A1, 3.97% 5/5/23 (Liquidity Facility TD Banknorth, NA), VRDN (c)
|
11,000,000
|
11,000,000
|
|
Massachusetts Dev. Fin. Agcy. Rev.:
|
|||
(Boston Univ. Proj.):
|
|||
Series U-6C, 3.5% 5/1/23, LOC TD Banknorth, NA, VRDN (c)
|
38,395,000
|
38,395,000
|
|
Series U-6E, 3.55% 5/1/23, LOC TD Banknorth, NA, VRDN (c)
|
12,950,000
|
12,950,000
|
|
(College of the Holy Cross Proj.) Series 2008 A, 3.7% 5/1/23, LOC Bank of America NA, VRDN (c)
|
1,200,000
|
1,200,000
|
|
Series 2011 K1, 3.8% 5/5/23 (Liquidity Facility Wells Fargo Bank NA), VRDN (c)
|
5,550,000
|
5,550,000
|
|
Massachusetts Health & Edl. Facilities Auth. Rev.:
|
|||
(Baystate Health Sys. Proj.) Series 2009 J2, 3.5% 5/1/23, LOC TD Banknorth, NA, VRDN (c)
|
18,575,000
|
18,575,000
|
|
(Harvard Univ. Proj.):
|
|||
Series R, 2.6% 5/1/23, VRDN (c)
|
20,910,000
|
20,910,000
|
|
Series Y, 3.6% 5/5/23, VRDN (c)
|
5,000,000
|
5,000,000
|
|
(Massachusetts Institute of Technology Proj.):
|
|||
Series 2001 J1, 3.7% 5/5/23, VRDN (c)
|
4,545,000
|
4,545,000
|
|
Series 2001 J2, 3.6% 5/5/23, VRDN (c)
|
12,000,000
|
12,000,000
|
|
(Partners HealthCare Sys., Inc. Proj.) Series 2005 F, 3.95% 5/5/23, LOC TD Banknorth, NA, VRDN (c)
|
20,490,000
|
20,490,000
|
|
Series 1997 P1, 3.7% 5/5/23 (Liquidity Facility JPMorgan Chase Bank), VRDN (c)
|
12,500,000
|
12,500,000
|
|
Series 2007 A1, 3.74% 5/1/23 (Liquidity Facility Bank of America NA), VRDN (c)
|
37,740,000
|
37,740,000
|
|
Series 2009 K1, 3.55% 5/1/23, LOC TD Banknorth, NA, VRDN (c)
|
3,100,000
|
3,100,000
|
|
RIB Floater Trust Various States Participating VRDN Series 2022 D1:
|
|||
3.78% 5/1/23 (Liquidity Facility Barclays Bank PLC) (c)(f)(g)
|
3,000,000
|
3,000,000
|
|
3.79% 5/1/23 (Liquidity Facility Barclays Bank PLC) (c)(f)(g)
|
7,500,000
|
7,500,000
|
|
Springfield Gen. Oblig. Participating VRDN Series XF 14 78, 3.8% 5/1/23 (Liquidity Facility JPMorgan Chase Bank) (c)(f)(g)
|
6,160,000
|
6,160,000
|
|
TOTAL MUNICIPAL NOTES
(Cost $220,615,000)
|
220,615,000
|
||
TOTAL INVESTMENT IN SECURITIES - 95.4%
(Cost $1,925,060,359)
|
1,849,622,456
|
NET OTHER ASSETS (LIABILITIES) - 4.6%
|
89,826,354
|
NET ASSETS - 100.0%
|
1,939,448,810
|
VRDN
|
-
|
VARIABLE RATE DEMAND NOTE (A debt instrument that is payable upon demand, either daily, weekly or monthly)
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $20,528,445 or 1.1% of net assets.
|
(c)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(d)
|
Private activity obligations whose interest is subject to the federal alternative minimum tax for individuals.
|
(e)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(f)
|
Provides evidence of ownership in one or more underlying municipal bonds.
|
(g)
|
Coupon rates are determined by re-marketing agents based on current market conditions.
|