0000869392-20-001460.txt : 20200729
0000869392-20-001460.hdr.sgml : 20200729
20200729130024
ACCESSION NUMBER: 0000869392-20-001460
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200531
FILED AS OF DATE: 20200729
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: 201056579
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
2020-05-31
N
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2542432.84
280989580.86
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0.00
0.00
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0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.12
USD
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MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
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FX.RT. MUNI BOND
57586CXJ9
850000
PA
USD
850561
0.302701971154
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
2324540
0.827269108301
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.25
N
N
N
N
N
N
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
5493007K5OP7V6CL0Y88
FX.RT. MUNI BOND
57563RJC4
405000
PA
USD
405409.05
0.144279032966
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5.7
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
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FX.RT. MUNI BOND
57586ETL5
300000
PA
USD
303924
0.108162017634
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5
N
N
N
N
N
N
STATE OF CALIFORNIA
N/A
FX.RT. MUNI BOND
13062TH72
2075000
PA
USD
2938366
1.045720624589
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
5.25
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57586PD45
410000
PA
USD
410672.4
0.146152180712
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
909946.5
0.323836384686
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.1
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
FX.RT. MUNI BOND
57586EZL8
1000000
PA
USD
1080960
0.384697538141
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
2161920
0.769395076281
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
4059037.5
1.44455089316
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
5232300
1.862097514074
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
1960377.1
0.697668964806
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
2083160
0.74136556723
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
539415
0.191969751458
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
70000
PA
USD
71636.6
0.025494397259
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
205818
0.073247555788
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
3094652
1.101340480501
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
734981
0.261568773387
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
2784325
0.990899730687
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
1087380
0.386982320366
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
1732771.5
0.616667527207
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
2700400
0.961032075188
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
1014094.5
0.360901104196
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
440000
PA
USD
461032
0.164074411083
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
3152710
1.122002456586
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
553630
0.197028657897
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
250000
PA
USD
261097.5
0.092920705174
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
801532.5
0.285253459415
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
1111670
0.395626769006
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
1688370
0.600865695743
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
581165
0.206827953628
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
354078
0.126011078032
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
522769.5
0.186045866327
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
3230790
1.149789963782
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
1127910
0.401406342736
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
874984.6
0.31139396604
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
894729.75
0.318420970365
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
330798
0.117726073325
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
282185
0.100425431839
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
807967.5
0.287543579917
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
2250640
0.800969200748
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
881251.2
0.313624155495
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
685000
PA
USD
722613.35
0.257167311253
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
2367520
0.842565049122
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
2363560
0.841155744197
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
2305420
0.820464585535
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
1385525
0.493087678112
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
1132460
0.403025619859
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
3642120
1.296176174523
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
1821060
0.648088087262
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
569285
0.202600038855
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
1067190.3
0.379797107328
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
1273261
0.453134595277
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
3291300
1.171324570088
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
1755390
0.624717113933
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
1834048
0.652710322705
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
1172577.75
0.417302928604
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
1152620
0.41020026311
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS TRANSPORTATION FUND REVENUE
N/A
FX.RT. MUNI BOND
57604TEG7
3000000
PA
USD
3597030
1.28012931618
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
1001080
0.356269437798
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
3707070
1.319290910593
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
1094270
0.389434368581
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
704642.45
0.250771736035
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
727548.75
0.258923746487
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
641988
0.228473951965
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
593215
0.211116368865
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
5154513
1.834414281207
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
1452786
0.517024864607
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
3386790
1.205308036559
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
1690952.8
0.601784875733
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
6021043.2
2.142799452411
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
2907360
1.03468605174
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
1248624
0.444366654514
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
832416
0.296244436343
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
1229960
0.437724415345
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
1792693.2
0.63799276632
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
3093875
1.101063957792
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
1263713
0.449736604515
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
797958
0.28398134819
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
1014020
0.360874590758
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
1173092
0.417485942507
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
1262050
0.449144767624
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
2849950
1.014254689187
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
1520334.2
0.541064261296
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
1223286.4
0.435349380662
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
1630395.15
0.580233311502
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
1019590.2
0.362856941841
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
841328.4
0.299416226547
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
1136547
0.404480122189
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
1259190
0.448126936289
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
1570384
0.558876238469
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
3317170.5
1.180531495099
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS TRANSPORTATION FUND REVENUE
N/A
FX.RT. MUNI BOND
57604THG4
2095000
PA
USD
2584769.1
0.91988076287
Long
DBT
MUN
US
N
2
2048-06-01
Fixed
5
N
N
N
N
N
N
PORT AUTHORITY OF GUAM
N/A
FX.RT. MUNI BOND
400652AL7
200000
PA
USD
219066
0.077962321354
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
436284
0.155266967076
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
521492.85
0.185591525637
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
451892
0.160821621434
Long
DBT
MUN
GU
N
2
2029-07-01
Fixed
5
N
N
N
N
N
N
STATE OF ILLINOIS
54930048FV8RWPR02D67
FX.RT. MUNI BOND
4521523E9
1300000
PA
USD
1317589
0.468910269188
Long
DBT
MUN
US
N
2
2032-10-01
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
1215840
0.432699317989
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
2100000
PA
USD
1865850
0.66402818008
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
2140853.25
0.761897734232
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
930408.3
0.331118434055
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
2313428.8
0.823314797979
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
796605.2
0.283499906851
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
2961700
1.054024847091
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
558075
0.198610567086
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
256182.5
0.091171529996
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
706601
0.251468754762
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
879328
0.312939717305
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
603020
0.214605822093
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
513677.1
0.182810016808
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
488952
0.17401072257
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
654652.35
0.232981005202
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
367030
0.130620501613
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
2776175
0.987999267269
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
3113775
1.108146070922
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
1186350.5
0.422204444866
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
599135
0.21322320855
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
1203940
0.428464285514
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
803280.1
0.285875404185
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
576000WX7
1035000
PA
USD
1298417.85
0.4620875429
Long
DBT
MUN
US
N
2
2044-02-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YVA4
150000
PA
USD
183640.5
0.065354914384
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
309940
0.110303022287
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
467147.45
0.166250808507
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
518172.75
0.184409951577
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
1892535
0.673524973491
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
1252070
0.445593034506
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
3689175
1.312922347052
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
3398297.5
1.209403384139
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
2055320
0.73145772655
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
2232160
0.794392444434
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
2544100
0.905407236885
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
2534060
0.901834150663
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
1256630
0.44721587048
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
2759375
0.982020397893
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
6025000
PA
USD
7591801.25
2.701808809695
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
547649AD5
1620000
PA
USD
1463815.8
0.520950205883
Long
DBT
MUN
US
N
2
2054-06-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YWG0
485000
PA
USD
462137.1
0.164467699687
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YWH8
525000
PA
USD
551691
0.196338596724
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575898DB4
115000
PA
USD
134546.55
0.047883109967
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YWL9
4735000
PA
USD
4959012.85
1.764838694311
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YYF0
1700000
PA
USD
1602675
0.570368123649
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
576000YC1
4645000
PA
USD
5107131.05
1.81755175205
Long
DBT
MUN
US
N
2
2026-08-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
576000XT5
355000
PA
USD
391852.55
0.139454476853
Long
DBT
MUN
US
N
2
2026-08-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575898DD0
210000
PA
USD
252928.2
0.090013373174
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5
N
N
N
N
N
N
GUAM GOVERNMENT WATERWORKS AUTHORITY
N/A
FX.RT. MUNI BOND
40065FDF8
1500000
PA
USD
1661550
0.591320857846
Long
DBT
MUN
GU
N
2
2050-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583FZE4
5000000
PA
USD
7828650
2.786099746489
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
1801659.45
0.641183720936
Long
DBT
MUN
US
N
2
2024-12-15
Fixed
5.125
N
N
N
N
N
N
TOWN OF TISBURY MA
N/A
FX.RT. MUNI NOTE
888240EW4
1010000
PA
USD
1017635.6
0.36216132886
Long
DBT
MUN
US
N
2
2021-01-22
Fixed
1.5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57584YSC4
150000
PA
USD
175894.5
0.06259822854
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
6
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
MUNI ORIG ISSUE DISC
57586EWU1
725000
PA
USD
727262
0.258821696439
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.125
N
N
N
N
N
N
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
5493007K5OP7V6CL0Y88
MUNI ORIG ISSUE DISC
57563RLM9
200000
PA
USD
201930
0.07186387459
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.375
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57583UD47
500000
PA
USD
520270
0.185156331565
Long
DBT
MUN
US
N
2
2036-07-15
Fixed
5.625
N
N
N
N
N
N
STATE OF ILLINOIS
54930048FV8RWPR02D67
MUNI ORIG ISSUE DISC
452152TC5
1325000
PA
USD
1352626.25
0.481379503774
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.5
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
MUNI ORIG ISSUE DISC
57586ELV1
1500000
PA
USD
1504215
0.535327678484
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5
N
N
N
N
N
N
GUAM POWER AUTHORITY
549300IPOV320QCKW060
MUNI ORIG ISSUE DISC
400653FW6
500000
PA
USD
508700
0.181038741167
Long
DBT
MUN
GU
N
2
2040-10-01
Fixed
5.5
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
MUNI ORIG ISSUE DISC
57586EWC1
2225000
PA
USD
2233900
0.795011684477
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.25
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57583R3C7
1600000
PA
USD
1605440
0.5713521459
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
602604
0.214457773899
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
1827216.25
0.650279004797
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
320000
PA
USD
332851.2
0.118456776576
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
57584YSD2
150000
PA
USD
158029.5
0.056240341552
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
6
N
N
N
N
N
N
CENTRAL PLAINS ENERGY PROJECT - RBC SERIES 2019
N/A
MUNI PUT BOND ACT
154872AT2
1100000
PA
USD
1235575
0.43972271008
Long
DBT
MUN
US
N
2
2049-12-01
Variable
4
N
N
N
N
N
N
LANCASTER PORT AUTHORITY
5493007EGWLFDZJFF129
MUNI PUT BOND ACT
514401BA5
1400000
PA
USD
1617882
0.575780068089
Long
DBT
MUN
US
N
2
2049-08-01
Variable
5
N
N
N
N
N
N
CITY OF WHITING IN
N/A
MUNI PUT BOND ACT
96634RAU6
4000000
PA
USD
4583480
1.631192155229
Long
DBT
MUN
US
N
2
2044-12-01
Variable
5
N
N
N
N
N
N
MASSACHUSETTS TRANSPORTATION TRUST FUND METROPOLITAN HIGHWAY SYSTEM REVENUE
N/A
MUNI PUT BOND ACT
57563CDJ8
2500000
PA
USD
2773150
0.986922714897
Long
DBT
MUN
US
N
2
2039-01-01
Variable
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI. ZERO
57584XVU2
401693
PA
USD
55662.6
0.01980948896
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
1757960
0.625631738593
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
1800340
0.640714148364
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
2917085
NS
USD
2917085
1.038147034161
Long
STIV
PF
US
N
1
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
679000
NC
USD
17070.74
0.006075221703
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2020-08-24
0
USD
0
USD
679000
USD
17070.74
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
229000
NC
USD
3895.75
0.001386439308
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2020-08-25
0
USD
0
USD
229000
USD
3895.75
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
900000
NC
USD
32558.4
0.011587048851
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2020-06-04
0
USD
0
USD
900000
USD
32558.4
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
1675000
NC
USD
9480.5
0.003373968519
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2020-08-20
0
USD
0
USD
1675000
USD
9480.5
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
575000
NC
USD
25479.4
0.009067738356
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2020-07-15
0
USD
0
USD
575000
USD
25479.4
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796XH7
265000
PA
USD
264893.72
0.094271723239
Long
DBT
UST
US
N
2
2020-09-03
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796XF1
179000
PA
USD
178941.33
0.063682549884
Long
DBT
UST
US
N
2
2020-08-20
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796WZ8
147000
PA
USD
146960.92
0.052301199052
Long
DBT
UST
US
N
2
2020-08-06
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796TD1
86000
PA
USD
85976.68
0.030597817804
Long
DBT
UST
US
N
2
2020-08-13
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796SZ3
19000
PA
USD
18996.85
0.006760695518
Long
DBT
UST
US
N
2
2020-07-16
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796WX3
311000
PA
USD
310940.48
0.110659078194
Long
DBT
UST
US
N
2
2020-07-23
Fixed
0
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
VAR.RT.MUNI NOTE NT
57582N4G7
1800000
PA
USD
1800000
0.640593147437
Long
DBT
MUN
US
N
2
2026-03-01
Variable
.05
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
VAR.RT.MUNI NOTE NT
57583RWB7
3000000
PA
USD
3000000
1.067655245728
Long
DBT
MUN
US
N
2
2042-10-01
Variable
.05
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
VAR.RT.MUNI NOTE NT
57586CV44
2000000
PA
USD
2000000
0.711770163818
Long
DBT
MUN
US
N
2
2034-08-15
Variable
.05
N
N
N
N
N
N
2020-07-29
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer
XXXX