0000869392-20-000149.txt : 20200127
0000869392-20-000149.hdr.sgml : 20200127
20200127103928
ACCESSION NUMBER: 0000869392-20-000149
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191130
FILED AS OF DATE: 20200127
PERIOD START: 20200531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PUTNAM MASSACHUSETTS TAX EXEMPT INCOME FUND/MA/
CENTRAL INDEX KEY: 0000792288
IRS NUMBER: 046626127
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04518
FILM NUMBER: 20547606
BUSINESS ADDRESS:
STREET 1: ONE POST OFFICE SQ
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 6172921000
MAIL ADDRESS:
STREET 1: ONE POST OFFICE SQUARE
CITY: BOSTON
STATE: MA
ZIP: 02109
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM MASSACHUSETTS TAX EXEMPT INCOME FUND II
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM MASSACHUSETTS TAX EXEMPT INCOME FUND /MA/
DATE OF NAME CHANGE: 19920609
0000792288
S000006210
PUTNAM MASSACHUSETTS TAX EXEMPT INCOME FUND
C000017118
Class C Shares
C000017120
Class A Shares
PXMAX
C000017121
Class B Shares
PMABX
C000060571
CLASS Y
C000202927
Class R6 Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000792288
XXXXXXXX
S000006210
C000017120
C000017121
C000017118
C000060571
C000202927
Putnam Massachusetts Tax Exempt Income Fund/MA/
811-04518
0000792288
4J40DSG2ENW5RVBKR463
100 FEDERAL STREET
BOSTON
02110
1-800-225-1581
Putnam Massachusetts Tax Exempt Income Fund
S000006210
4J40DSG2ENW5RVBKR463
2020-05-31
2019-11-30
N
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2782899.43
280725355.84
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0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
13750.19
USD
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
FX.RT. MUNI BOND
57586CXJ9
850000
PA
USD
856358
0.305051888682
Long
DBT
MUN
US
N
2
2037-07-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583RJG1
2000000
PA
USD
2543720
0.906124062926
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.25
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583RH32
1050000
PA
USD
1052992.5
0.375097039898
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
5493007K5OP7V6CL0Y88
FX.RT. MUNI BOND
57563RJC4
610000
PA
USD
612342.4
0.218128639705
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5.7
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
FX.RT. MUNI BOND
57586ETL5
300000
PA
USD
307845
0.10966056097
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS STATE DEPARTMENT OF TRANSPORTATION
N/A
FX.RT. MUNI BOND
57563CCQ3
2250000
PA
USD
2256795
0.80391562538
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS STATE DEPARTMENT OF TRANSPORTATION
N/A
FX.RT. MUNI BOND
57563CCN0
2775000
PA
USD
2783380.5
0.991495937968
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57586PD45
410000
PA
USD
412796.2
0.147046282572
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
5.35
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57586NGX3
895000
PA
USD
906626.05
0.322958375914
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.1
N
N
N
N
N
N
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
576000LP6
2000000
PA
USD
2144860
0.7640421342
Long
DBT
MUN
US
N
2
2041-10-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
576000LQ4
1000000
PA
USD
1072430
0.3820210671
Long
DBT
MUN
US
N
2
2035-10-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
575831BK7
1500000
PA
USD
1637670
0.583370887571
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
575831BL5
3100000
PA
USD
3384518
1.205633167646
Long
DBT
MUN
US
N
2
2043-05-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
FX.RT. MUNI BOND
57586EZL8
1000000
PA
USD
1095050
0.390078764607
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
FX.RT. MUNI BOND
57586EB26
2000000
PA
USD
2190100
0.780157529215
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
5
N
N
N
N
N
N
TOWN OF NORTH READING MA
N/A
FX.RT. MUNI BOND
661802WH7
3750000
PA
USD
4069725
1.44971763873
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS BAY TRANSPORTATION AUTHORITY
549300D2U0XBUXGX8P68
FX.RT. MUNI BOND
575577MY4
5000000
PA
USD
5255800
1.872221333293
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57586NKG5
1870000
PA
USD
1941976.3
0.691770892654
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
3.25
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57586NKH3
2000000
PA
USD
2061620
0.734390377325
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
3.5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583USP4
500000
PA
USD
547085
0.194882645482
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57586PY59
140000
PA
USD
142997.4
0.050938540828
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
3.75
N
N
N
N
N
N
GUAM POWER AUTHORITY
549300IPOV320QCKW060
FX.RT. MUNI BOND
400653GP0
200000
PA
USD
213364
0.076004534525
Long
DBT
MUN
GU
N
2
2034-10-01
Fixed
5
N
N
N
N
N
N
CITY OF WORCESTER MA
5493006DO0NOILRNNH68
FX.RT. MUNI BOND
981306DK6
3050000
PA
USD
3128690
1.114502104962
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583UUP1
650000
PA
USD
736918
0.262504966035
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5
N
N
N
N
N
N
UNIVERSITY OF MASSACHUSETTS BUILDING AUTHORITY
6ILE2573NPR1XO2TR556
FX.RT. MUNI BOND
914440MW9
2500000
PA
USD
2743650
0.977343137313
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583UVM7
1000000
PA
USD
1120050
0.398984265831
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583UVR6
1630000
PA
USD
1802470.3
0.642076058504
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583UVP0
2500000
PA
USD
2786300
0.992535922401
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
576000PL1
915000
PA
USD
1017745.35
0.3625412984
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57587ABA5
685000
PA
USD
713235.7
0.25406885597
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
5493007K5OP7V6CL0Y88
FX.RT. MUNI BOND
57563RLR8
2750000
PA
USD
3160465
1.125820997018
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
5493007K5OP7V6CL0Y88
FX.RT. MUNI BOND
57563RLH0
500000
PA
USD
565390
0.201403253478
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57587AFL7
310000
PA
USD
323726.8
0.115317976544
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
4
N
N
N
N
N
N
COUNTY OF WARREN OH
N/A
FX.RT. MUNI BOND
93515PBR7
750000
PA
USD
846112.5
0.301402236171
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583UN53
1000000
PA
USD
1129800
0.402457411308
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
575832YD6
1500000
PA
USD
1694970
0.603782296376
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583U4J4
500000
PA
USD
582175
0.207382407
Long
DBT
MUN
US
N
2
2038-08-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583U5F1
300000
PA
USD
351555
0.12523093931
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583U5H7
450000
PA
USD
521815.5
0.185881142955
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RCZ7
3000000
PA
USD
3217770
1.146234186923
Long
DBT
MUN
US
N
2
2035-05-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XBA8
1000000
PA
USD
1147240
0.408669888962
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896PS8
755000
PA
USD
892228.8
0.317829786814
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896PT6
775000
PA
USD
914314
0.325696977839
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XBQ3
300000
PA
USD
342261
0.121920230175
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XBR1
250000
PA
USD
293837.5
0.104670808635
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XCF6
750000
PA
USD
819120
0.291786966499
Long
DBT
MUN
US
N
2
2033-04-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XEH0
2000000
PA
USD
2262620
0.805990607165
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XEB3
740000
PA
USD
862928.8
0.30739253938
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57587AJD1
805000
PA
USD
842641.8
0.300165903247
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.5
N
N
N
N
N
N
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
576000SE4
2000000
PA
USD
2352120
0.837872301546
Long
DBT
MUN
US
N
2
2037-08-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
576000TZ6
2000000
PA
USD
2349700
0.837010249028
Long
DBT
MUN
US
N
2
2042-11-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XJF9
2000000
PA
USD
2344760
0.835250521986
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XKJ9
1250000
PA
USD
1474100
0.525103974163
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RGW0
1000000
PA
USD
1128340
0.401937330037
Long
DBT
MUN
US
N
2
2041-03-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS WATER RESOURCES AUTHORITY
549300GBS2G3YGHOYO19
FX.RT. MUNI BOND
576051PP5
3000000
PA
USD
3580680
1.275510004889
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS WATER RESOURCES AUTHORITY
549300GBS2G3YGHOYO19
FX.RT. MUNI BOND
576051NV4
1500000
PA
USD
1790340
0.637755002445
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XMU2
500000
PA
USD
588140
0.209507259592
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XMS7
935000
PA
USD
1103337.4
0.393030902641
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XNX5
1100000
PA
USD
1314104
0.468110191211
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RJK3
3000000
PA
USD
3241680
1.154751408294
Long
DBT
MUN
US
N
2
2046-04-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896RM9
1500000
PA
USD
1801365
0.641682328484
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XNL1
1600000
PA
USD
1868416
0.665567238987
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XPV7
1075000
PA
USD
1245247.75
0.443582214465
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XVK4
1000000
PA
USD
1190100
0.42393748026
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
FX.RT. MUNI BOND
57586EQ79
190000
PA
USD
190583.3
0.067889592456
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XWP2
1000000
PA
USD
1157140
0.412196467447
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS TRANSPORTATION FUND REVENUE
N/A
FX.RT. MUNI BOND
57604TEG7
3000000
PA
USD
3567060
1.270658287822
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XZZ7
1000000
PA
USD
1135740
0.404573358399
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RMA1
3000000
PA
USD
3630780
1.293356629342
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XF63
1000000
PA
USD
1167880
0.416022270773
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XJ44
655000
PA
USD
754592.75
0.268801066345
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XM57
675000
PA
USD
794036.25
0.282851631846
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XM73
600000
PA
USD
702996
0.250421269535
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XEC1
500000
PA
USD
581195
0.207033311352
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XS77
4550000
PA
USD
5042947
1.796398827213
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896SP1
1275000
PA
USD
1506234
0.536550749216
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896SQ9
3000000
PA
USD
3522030
1.254617699018
Long
DBT
MUN
US
N
2
2047-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XU74
1570000
PA
USD
1838658.4
0.654966985258
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS BAY TRANSPORTATION AUTHORITY
549300D2U0XBUXGX8P68
FX.RT. MUNI BOND
575579E45
4960000
PA
USD
5945105.6
2.11776580787
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS BAY TRANSPORTATION AUTHORITY
549300D2U0XBUXGX8P68
FX.RT. MUNI BOND
575579E52
2400000
PA
USD
2872824
1.023357505917
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XW56
1200000
PA
USD
1278432
0.455403109625
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
7.25
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584XX63
800000
PA
USD
852288
0.303602073083
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
7.25
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584X3D1
1000000
PA
USD
1226780
0.437003631656
Long
DBT
MUN
US
N
2
2037-04-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584X2W0
1420000
PA
USD
1766465.8
0.629250533752
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS TRANSPORTATION FUND REVENUE
N/A
FX.RT. MUNI BOND
57604TFJ0
2500000
PA
USD
3039150
1.082606161779
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
5
N
N
N
N
N
N
HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP
N/A
FX.RT. MUNI BOND
41401PCP6
1100000
PA
USD
1249820
0.445210941584
Long
DBT
MUN
US
N
2
2032-11-15
Fixed
4
N
N
N
N
N
N
HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP
N/A
FX.RT. MUNI BOND
41401PCR2
700000
PA
USD
791483
0.281942113006
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584X4L2
1000000
PA
USD
1106760
0.394250101381
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584X8S3
1025000
PA
USD
1164697.25
0.414888511412
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4
N
N
N
N
N
N
BERKSHIRE WIND POWER COOPERATIVE CORP
N/A
FX.RT. MUNI BOND
084719BD4
1000000
PA
USD
1226540
0.436918138844
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584X8T1
2500000
PA
USD
2831525
1.008645974115
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YAE9
1345000
PA
USD
1620913.3
0.577401815076
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YDJ5
1120000
PA
USD
1276094.4
0.454570409638
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RRA6
1285000
PA
USD
1583749.65
0.564163377854
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YEK1
860000
PA
USD
990049.2
0.352675374491
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YGH6
660000
PA
USD
820459.2
0.292264016389
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YGJ2
900000
PA
USD
1114380
0.396964498154
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YGK9
1000000
PA
USD
1235560
0.440131243686
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS WATER RESOURCES AUTHORITY
549300GBS2G3YGHOYO19
FX.RT. MUNI BOND
576051SY3
1220000
PA
USD
1537383
0.547646647521
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YJM2
2765000
PA
USD
3400562.9
1.21134868271
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5
N
N
N
N
N
N
PORT AUTHORITY OF GUAM
N/A
FX.RT. MUNI BOND
400652AL7
200000
PA
USD
238606
0.084996241001
Long
DBT
MUN
GU
N
2
2034-07-01
Fixed
5
N
N
N
N
N
N
PORT AUTHORITY OF GUAM
N/A
FX.RT. MUNI BOND
400652AM5
400000
PA
USD
475996
0.169559318422
Long
DBT
MUN
GU
N
2
2035-07-01
Fixed
5
N
N
N
N
N
N
PORT AUTHORITY OF GUAM
N/A
FX.RT. MUNI BOND
400652AG8
465000
PA
USD
562198.95
0.200266537491
Long
DBT
MUN
GU
N
2
2030-07-01
Fixed
5
N
N
N
N
N
N
PORT AUTHORITY OF GUAM
N/A
FX.RT. MUNI BOND
400652AF0
400000
PA
USD
486424
0.173273981092
Long
DBT
MUN
GU
N
2
2029-07-01
Fixed
5
N
N
N
N
N
N
ST TAMMANY PARISH HOSPITAL SERVICE DISTRICT NO 1
N/A
FX.RT. MUNI BOND
793556CE9
1000000
PA
USD
1216330
0.433281132144
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YMH9
500000
PA
USD
565795
0.201547522598
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YNX3
1745000
PA
USD
2219884.3
0.790767294019
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YNZ8
765000
PA
USD
965491.2
0.343927322529
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
575832N71
2120000
PA
USD
2314573.6
0.8244975211
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
575832L73
730000
PA
USD
797919.2
0.284234816485
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896TN5
2500000
PA
USD
3065125
1.091858977551
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YQJ1
500000
PA
USD
587335
0.209220502452
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YRF8
250000
PA
USD
283090
0.100842333658
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YRG6
700000
PA
USD
786471
0.280156738121
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YRW1
800000
PA
USD
976520
0.347856002205
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YRX9
550000
PA
USD
669757
0.238580871327
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YRY7
470000
PA
USD
570739.8
0.203308959496
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YRZ4
450000
PA
USD
544900.5
0.194104482785
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YSA8
605000
PA
USD
731106.2
0.260434686355
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YSB6
340000
PA
USD
408914.6
0.14566357883
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YSJ9
2500000
PA
USD
3005325
1.070557018623
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896UW3
2500000
PA
USD
3170525
1.12940457071
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5
N
N
N
N
N
N
TERRITORY OF GUAM
N/A
FX.RT. MUNI BOND
40065BCQ4
1175000
PA
USD
1377194
0.490584114099
Long
DBT
MUN
GU
N
2
2031-11-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YTE9
500000
PA
USD
619200
0.220571454312
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YTD1
1000000
PA
USD
1241880
0.442382554395
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YTC3
665000
PA
USD
828476.95
0.295120099686
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YVA4
150000
PA
USD
190611
0.067899459751
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YUY3
250000
PA
USD
321110
0.11438581992
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YVC0
385000
PA
USD
486432.1
0.173276866475
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YVB2
425000
PA
USD
538640.75
0.191874634334
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5
N
N
N
N
N
N
ALASKA INDUSTRIAL DEVELOPMENT AND EXPORT AUTHORITY
N/A
FX.RT. MUNI BOND
011903GA3
1500000
PA
USD
1836510
0.654201682105
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5
N
N
N
N
N
N
ALASKA INDUSTRIAL DEVELOPMENT AND EXPORT AUTHORITY
N/A
FX.RT. MUNI BOND
011903GB1
1000000
PA
USD
1220200
0.434659703734
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575898DR9
3500000
PA
USD
3830120
1.3643655339
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YVP1
3250000
PA
USD
3612862.5
1.286974056615
Long
DBT
MUN
US
N
2
2044-09-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS TRANSPORTATION TRUST FUND METROPOLITAN HIGHWAY SYSTEM REVENUE
N/A
FX.RT. MUNI BOND
57563CEV0
2000000
PA
USD
2083100
0.742041983976
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS TRANSPORTATION TRUST FUND METROPOLITAN HIGHWAY SYSTEM REVENUE
N/A
FX.RT. MUNI BOND
57563CEG3
2000000
PA
USD
2229840
0.79431371396
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS TRANSPORTATION TRUST FUND METROPOLITAN HIGHWAY SYSTEM REVENUE
N/A
FX.RT. MUNI BOND
57563CES7
2000000
PA
USD
2495640
0.888997002972
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS TRANSPORTATION TRUST FUND METROPOLITAN HIGHWAY SYSTEM REVENUE
N/A
FX.RT. MUNI BOND
57563CET5
2000000
PA
USD
2489480
0.88680268747
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS TRANSPORTATION TRUST FUND METROPOLITAN HIGHWAY SYSTEM REVENUE
N/A
FX.RT. MUNI BOND
57563CEU2
1000000
PA
USD
1237760
0.440914927794
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS CLEAN WATER TRUST/THE
549300SYPEROLSQU0261
FX.RT. MUNI BOND
575829EV4
2500000
PA
USD
2755800
0.981671210908
Long
DBT
MUN
US
N
2
2022-08-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS TRANSPORTATION FUND REVENUE
N/A
FX.RT. MUNI BOND
57604THJ8
4000000
PA
USD
4927040
1.755110429999
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
5
N
N
N
N
N
N
COLLEGIATE CHARTER SCHOOL OF LOWELL
N/A
FX.RT. MUNI BOND
547649AC7
1750000
PA
USD
1867302.5
0.665170587962
Long
DBT
MUN
US
N
2
2049-06-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583FZE4
5000000
PA
USD
7409200
2.639305586711
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.75
N
N
N
N
N
N
TOWN OF MILFORD MA
N/A
FX.RT. MUNI BOND
599496PQ3
1795000
PA
USD
1800385
0.641333232836
Long
DBT
MUN
US
N
2
2024-12-15
Fixed
5.125
N
N
N
N
N
N
J.P. MORGAN SECURITIES, LLC.
ZBUT11V806EZRVTWT807
GOVERNMENT FUTURES
N/A
40
NC
USD
5688750
2.026446803488
N/A
DIR
CORP
US
N
1
J.P. MORGAN SECURITIES, LLC.
ZBUT11V806EZRVTWT807
Short
UNITED STATES OF AMERICA
US TREASURY N/B 02.2500 11/15/2025
2020-01-31
5697886.56
USD
9136.56
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Interest Rate Swap
N/A
10630000
NC
USD
7961.87
0.002836177721
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2026-10-20
0
USD
0
USD
10630000
USD
-7961.87
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Interest Rate Swap
N/A
10750000
NC
USD
3741
0.001332619203
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2026-10-18
0
USD
0
USD
10750000
USD
3741
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Interest Rate Swap
N/A
5805000
NC
USD
17954.86
0.006395881108
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2031-10-18
0
USD
0
USD
5805000
USD
-17954.86
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Interest Rate Swap
N/A
3130000
NC
USD
2219.17
0.000790512846
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2041-10-21
0
USD
0
USD
3130000
USD
-2219.17
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
MUNI ORIG ISSUE DISC
57586EWC1
2225000
PA
USD
2278155.25
0.81152457468
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.25
N
N
N
N
N
N
GUAM POWER AUTHORITY
549300IPOV320QCKW060
MUNI ORIG ISSUE DISC
400653FW6
500000
PA
USD
517900
0.184486363353
Long
DBT
MUN
GU
N
2
2040-10-01
Fixed
5.5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57583RX42
700000
PA
USD
701806
0.249997367676
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
5.25
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
MUNI ORIG ISSUE DISC
57586ELV1
1500000
PA
USD
1504470
0.53592237705
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5
N
N
N
N
N
N
TERRITORY OF GUAM
N/A
MUNI ORIG ISSUE DISC
40065HCM0
1000000
PA
USD
1000000
0.356220048954
Long
DBT
MUN
GU
N
2
2024-12-01
Fixed
5.375
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57584YSC4
150000
PA
USD
175081.5
0.062367540501
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
6
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57584YSD2
150000
PA
USD
167190
0.059556429985
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
6
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57584XV57
305000
PA
USD
305933.3
0.108979575103
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
MUNI ORIG ISSUE DISC
57586EWU1
725000
PA
USD
740000.25
0.263602925281
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.125
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57583R3C7
1600000
PA
USD
1629296
0.580387900881
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.125
N
N
N
N
N
N
GUAM GOVERNMENT WATERWORKS AUTHORITY
N/A
MUNI ORIG ISSUE DISC
40065FAT1
600000
PA
USD
615696
0.219323259261
Long
DBT
MUN
GU
N
2
2040-07-01
Fixed
5.625
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
MUNI ORIG ISSUE DISC
575898CU3
1765000
PA
USD
1860310
0.66267971927
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.125
N
N
N
N
N
N
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
5493007K5OP7V6CL0Y88
MUNI ORIG ISSUE DISC
57563RJQ3
350000
PA
USD
360815
0.128529536963
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.625
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57583UD47
500000
PA
USD
546255
0.194586982841
Long
DBT
MUN
US
N
2
2036-07-15
Fixed
5.625
N
N
N
N
N
N
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
5493007K5OP7V6CL0Y88
MUNI ORIG ISSUE DISC
57563RLM9
300000
PA
USD
315639
0.112436940032
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.375
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
MUNI ORIG ISSUE DISC
5758504X7
3000000
PA
USD
3050850
1.086773936352
Long
DBT
MUN
US
N
2
2020-04-01
Fixed
6.25
N
N
N
N
N
N
CITY OF WHITING IN
N/A
MUNI PUT BOND ACT
96634RAU6
4000000
PA
USD
4743680
1.689793921823
Long
DBT
MUN
US
N
2
2044-12-01
Variable
5
N
N
N
N
N
N
LANCASTER PORT AUTHORITY
5493007EGWLFDZJFF129
MUNI PUT BOND ACT
514401BA5
2500000
PA
USD
2902050
1.033768393067
Long
DBT
MUN
US
N
2
2049-08-01
Variable
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI PUT BOND ACT
57583HAJ6
1625000
PA
USD
1628688.75
0.580171586256
Long
DBT
MUN
US
N
2
2027-05-01
Variable
2.15
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI. ZERO
57584XVU2
468041
PA
USD
133265.31
0.047471775252
Long
DBT
MUN
US
N
2
2056-11-15
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI. ZERO
57583RXM2
2000000
PA
USD
1637560
0.583331703365
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI. ZERO
57583RXL4
2000000
PA
USD
1689880
0.601969136327
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
0
N
N
N
N
N
N
PUTNAM SHORT TERM INVESTMENT FUND
5493003MK0Q7JP8CPP42
SHORT TERM INV FUND
74676P664
5935799
NS
USD
5935799
2.114450610362
Long
STIV
PF
US
N
1
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
430000
NC
USD
227.9
0.000081182549
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2020-01-24
0
USD
0
USD
430000
USD
227.9
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Spread Swap
N/A
430000
NC
USD
275.2
0.000098031757
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2020-01-21
0
USD
0
USD
430000
USD
275.2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Spread Swap
N/A
860000
NC
USD
739.6
0.000263460348
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2020-01-15
0
USD
0
USD
860000
USD
739.6
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
860000
NC
USD
490.2
0.000174619068
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2020-01-23
0
USD
0
USD
860000
USD
490.2
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Spread Swap
N/A
430000
NC
USD
275.2
0.000098031757
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2020-01-21
0
USD
0
USD
430000
USD
275.2
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796TK5
82000
PA
USD
81641.11
0.029082200201
Long
DBT
UST
US
N
2
2020-03-12
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
VAR.RT.MUNI NOTE NT
57586CV44
2000000
PA
USD
2000000
0.712440097908
Long
DBT
MUN
US
N
2
2034-08-15
Variable
1
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
VAR.RT.MUNI NOTE NT
57583RWB7
1500000
PA
USD
1500000
0.534330073431
Long
DBT
MUN
US
N
2
2042-10-01
Variable
.98
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
VAR.RT.MUNI NOTE NT
57586EKB6
800000
PA
USD
800000
0.284976039163
Long
DBT
MUN
US
N
2
2044-07-01
Variable
1.03
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
VAR.RT.MUNI NOTE NT
57582N4G7
5245000
PA
USD
5245000
1.868374156765
Long
DBT
MUN
US
N
2
2026-03-01
Variable
1.12
N
N
N
N
N
N
SOUTH CAROLINA TRANSPORTATION INFRASTRUCTURE BANK
N/A
VARIABLE RATE MUNI BOND
837152VD6
1495000
PA
USD
1497242.5
0.533347796646
Long
DBT
MUN
US
N
2
2031-10-01
Floating
1.644
N
N
N
N
N
N
2020-01-27
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer
XXXX