0000869392-21-001360.txt : 20210727
0000869392-21-001360.hdr.sgml : 20210727
20210727101852
ACCESSION NUMBER: 0000869392-21-001360
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210531
FILED AS OF DATE: 20210727
PERIOD START: 20210531
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: 211116251
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
2021-05-31
2021-05-31
N
320889089.19
6735100.29
314153988.89
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
3421980
0
0.00
2677.93
USD
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583RJG1
1100000
PA
USD
1468036.9
0.467298507075
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
255000
PA
USD
257834.07
0.082072511927
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5.7
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57586NGX3
895000
PA
USD
896722.43
0.285440408753
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
1061703.5
0.3379563964
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
2123407
0.6759127928
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
3915948.75
1.246506136636
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
5184174.5
1.650201711052
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
1924725.55
0.612669460859
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
2049387.2
0.652351162957
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
530575.05
0.168890120375
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
20000
PA
USD
20298.9
0.006461449072
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
210324.52
0.066949498475
Long
DBT
MUN
GU
N
2
2034-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583UUP1
650000
PA
USD
710197.61
0.226066717316
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
2673403.5
0.850985056547
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
1105069.2
0.351760359276
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
1778941.74
0.566264253491
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
2752954.75
0.876307431183
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
1002255.86
0.319033307055
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
270000
PA
USD
280947.31
0.08942980829
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
3097371.75
0.985940608599
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
558202.15
0.177684247134
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
155000
PA
USD
161139.09
0.051293026891
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
828404.33
0.26369371687
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
1121936.1
0.35712935047
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
1708140.6
0.543727172154
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
582298.3
0.185354418722
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
348599.64
0.11096457544
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
523847.84
0.16674874696
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
3201906.9
1.019215739171
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
1142093.2
0.363545662443
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
887254.63
0.282426663795
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
910996.54
0.289984075395
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
331529.46
0.105530877125
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
286444.98
0.091179800394
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
819945.75
0.261001222011
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
2288644.2
0.728510310528
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
854684.24
0.272059012531
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
505000
PA
USD
535587.45
0.170485643646
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
576000TZ6
2000000
PA
USD
2374988.2
0.755994920959
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
2404243
0.765307169422
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
1470992.88
0.468239440536
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
1122410.9
0.357280486543
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
3631545.3
1.155976186338
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
1815772.65
0.577988093169
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
596221.7
0.18978644903
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
1115921.19
0.355214712996
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
1320258.28
0.420258321298
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
3357459
1.068730342041
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
1811482.5
0.576622473075
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
1886368
0.600459668415
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
1263986.29
0.402346089721
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
1183737.5
0.376801677478
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
3615290.7
1.150802099561
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RMA1
3000000
PA
USD
3682830.3
1.172300983035
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
1199892
0.3819439009
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
765668.41
0.243723917912
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
814191.48
0.259169550219
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
721756.32
0.229746030776
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
576139.25
0.18339389929
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
5195490.3
1.653803702559
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
1527319.31
0.486169001195
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
3581114.7
1.139923358176
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
1891091.38
0.601963192217
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
6150181.26
1.957696377414
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
2975917.44
0.947279851679
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
57584X3D1
1000000
PA
USD
1230557.9
0.391705323987
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
1769412.58
0.56323097671
Long
DBT
MUN
US
N
2
2031-04-01
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
1286983.17
0.409666346923
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
813630.09
0.25899085123
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
1098205.6
0.349575570847
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
1198383.98
0.381463875163
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
1233489.2
0.392638401428
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
2921639.5
0.93000235659
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
1640785
0.522286858683
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
1284825.36
0.408979483132
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
1618435.14
0.515172557801
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
1009264.09
0.321264133416
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
823831.07
0.26223797855
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
1120454.73
0.356657807835
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
1241927
0.395324281696
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YJM2
2765000
PA
USD
3454123.99
1.099500280803
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
2640500.5
0.840511530453
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
238042.94
0.07577269378
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
475403.12
0.151328054652
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
559543.66
0.178111270201
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
485361.12
0.154497837737
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
1588201.29
0.505548662811
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
1239077.1
0.394417115115
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
2341185.63
0.745235048032
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
2206289.7
0.702295618717
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
963010.92
0.306541044856
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
2215467.42
0.705217026792
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
762528
0.242724277573
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
3121647.5
0.993667949603
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
606524.95
0.193066130449
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
283928.43
0.090378744196
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
788868.15
0.251108748543
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
1013258.64
0.322535659528
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
694296.74
0.221005228185
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
592348.61
0.188553585486
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
565693.52
0.180068864317
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
758494.79
0.241440445394
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
425326.57
0.135387925999
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
3095930
0.985481677613
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
3201721.25
1.019156643948
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
1100000
PA
USD
1282622.22
0.40827819011
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
634501.6
0.201971524297
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
1271061.3
0.404598173173
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
847498.61
0.269771717047
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
1304418.88
0.415216399005
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
190733
0.060713219232
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
319778.58
0.101790393027
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
487421.43
0.155153665794
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
539209.27
0.171638524122
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
1894355.1
0.603002084008
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
1259336.7
0.400866054399
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
4013831.15
1.277663595545
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
3750716.45
1.193910178652
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
57563CEG3
2000000
PA
USD
2152485
0.68516876313
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
2526501.6
0.8042239441
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
2520002.8
0.802155277068
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
1251849.2
0.398482669096
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
2643344.75
0.841416898553
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
7650914.94
2.435402767615
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
1776729.82
0.565560165662
Long
DBT
MUN
US
N
2
2054-06-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57586N6R7
7625000
PA
USD
8095499.86
2.576920919771
Long
DBT
MUN
US
N
2
2059-12-01
Fixed
3.3
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YWG0
485000
PA
USD
531941.6
0.169325114056
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
605446.91
0.192722973895
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
139034.21
0.044256706875
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
4753786.11
1.513202530643
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
1982237.91
0.630976521102
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
4919100.52
1.56582462549
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
375503.84
0.119528592117
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
266124.35
0.084711434332
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
1831855.5
0.583107509305
Long
DBT
MUN
GU
N
2
2050-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS BAY TRANSPORTATION AUTHORITY
549300D2U0XBUXGX8P68
FX.RT. MUNI BOND
575579J40
2000000
PA
USD
2515619.4
0.800759974078
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
576000YY3
2645000
PA
USD
3407304.08
1.084596790268
Long
DBT
MUN
US
N
2
2050-08-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YC98
4705000
PA
USD
5521610.15
1.75761261842
Long
DBT
MUN
US
N
2
2045-10-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YDB2
835000
PA
USD
984984.04
0.313535423656
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
57584YF53
1000000
PA
USD
1183296.2
0.376661204965
Long
DBT
MUN
US
N
2
2046-07-15
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RK47
12000000
PA
USD
15516936
4.93927708982
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YG94
850000
PA
USD
1002256
0.319033351619
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YK32
3000000
PA
USD
3747909.6
1.193016715542
Long
DBT
MUN
US
N
2
2053-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896XN0
2000000
PA
USD
2596809.4
0.826603987801
Long
DBT
MUN
US
N
2
2051-07-01
Fixed
5
N
N
N
N
N
N
TERRITORY OF GUAM
N/A
FX.RT. MUNI BOND
40065KAU7
125000
PA
USD
159201.81
0.050676361157
Long
DBT
MUN
GU
N
2
2035-11-01
Fixed
5
N
N
N
N
N
N
TERRITORY OF GUAM
N/A
FX.RT. MUNI BOND
40065KAV5
700000
PA
USD
876148
0.278891254284
Long
DBT
MUN
GU
N
2
2040-11-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YL64
750000
PA
USD
882807.9
0.281011201901
Long
DBT
MUN
US
N
2
2051-07-01
Fixed
4
N
N
N
N
N
N
TERRITORY OF GUAM
N/A
FX.RT. MUNI BOND
40065NCQ8
3000000
PA
USD
3487794.6
1.110218148852
Long
DBT
MUN
GU
N
2
2036-01-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YM97
2160000
PA
USD
2509170.48
0.798707184609
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583FZE4
5000000
PA
USD
7793812
2.480889078486
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
1435000
PA
USD
1437597.35
0.457609134641
Long
DBT
MUN
US
N
2
2024-12-15
Fixed
5.125
N
N
N
N
N
N
GREATER ATTLEBORO-TAUNTON REGIONAL TRANSIT AUTHORITY
N/A
FX.RT. MUNI NOTE
391602BL2
6950000
PA
USD
6965076.64
2.217089989724
Long
DBT
MUN
US
N
2
2021-08-20
Fixed
1.25
N
N
N
N
N
N
J.P. MORGAN SECURITIES, LLC.
ZBUT11V806EZRVTWT807
GOVERNMENT FUTURES
N/A
138
NC
USD
17091515.69
5.440489789861
N/A
DIR
CORP
US
N
1
J.P. MORGAN SECURITIES, LLC.
ZBUT11V806EZRVTWT807
Short
UNITED STATES OF AMERICA
US TREASURY N/B 00.3750 11/30/2025
2021-01-05
17084736.31
USD
-6779.38
N
N
N
CREDIT SUISSE SECURITIES (USA), LLC
1V8Y6QCX6YMJ2OELII46
Inflation Swap Leg
99MB369Y5
14185000
NC
USD
198008.41
0.063029093057
N/A
DIR
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA), LLC
1V8Y6QCX6YMJ2OELII46
Y
2026-03-29
143.27
USD
0
USD
14185000
USD
-198151.68
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57584YSC4
150000
PA
USD
167853.26
0.053430249475
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
161208.86
0.051315235745
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
6
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
MUNI ORIG ISSUE DISC
575898CU3
1765000
PA
USD
1772053.47
0.564071612225
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
57563RLM9
125000
PA
USD
129984.36
0.041376001769
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
537875.85
0.171214076224
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
1434900.14
0.456750571613
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.5
N
N
N
N
N
N
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
5493007K5OP7V6CL0Y88
MUNI ORIG ISSUE DISC
57563RJQ3
280000
PA
USD
281083.26
0.089473083246
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.625
N
N
N
N
N
N
CITY OF WHITING IN
N/A
MUNI PUT BOND ACT
96634RAU6
4000000
PA
USD
4853846.4
1.545053245114
Long
DBT
MUN
US
N
2
2044-12-01
Variable
5
N
N
N
N
N
N
CENTRAL PLAINS ENERGY PROJECT - RBC SERIES 2019
N/A
MUNI PUT BOND ACT
154872AT2
1100000
PA
USD
1251797.36
0.398466167634
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
1621186.28
0.51604828757
Long
DBT
MUN
US
N
2
2049-08-01
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
2689682.75
0.856166989795
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
339775
PA
USD
64638.59
0.020575447801
Long
DBT
MUN
US
N
2
2056-11-15
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS STATE TURNPIKE AUTHORITY
N/A
MUNI. ZERO
576018AL9
1000000
PA
USD
898971.7
0.286156385655
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS STATE TURNPIKE AUTHORITY
N/A
MUNI. ZERO
576018AK1
1320000
PA
USD
1216832.89
0.387336444239
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI. ZERO
57583RXL4
2000000
PA
USD
1825694.8
0.581146464653
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI. ZERO
57583RXM2
2000000
PA
USD
1777764.2
0.565889424572
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
0
N
N
N
N
N
N
PUTNAM SHORT TERM INVESTMENT FUND
5493003MK0Q7JP8CPP42
SHORT TERM INV FUND
74676P664
4961799
NS
USD
4961799
1.579416202077
Long
STIV
PF
US
N
2
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Spread Swap
N/A
3000000
NC
USD
270
0.000085945113
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2021-06-15
0
USD
0
USD
3000000
USD
-270
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Spread Swap
N/A
3600000
NC
USD
22370.4
0.007120839076
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2021-07-15
0
USD
0
USD
3600000
USD
22370.4
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
3100000
NC
USD
23054.7
0.00733866219
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2021-07-21
0
USD
0
USD
3100000
USD
23054.7
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796H93
500000
PA
USD
499997.08
0.159156686747
Long
DBT
UST
US
N
2
2021-07-13
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS WATER RESOURCES AUTHORITY
549300GBS2G3YGHOYO19
VAR.RT.MUNI NOTE NT
576051BY1
1225000
PA
USD
1225000
0.389936159757
Long
DBT
MUN
US
N
2
2037-08-01
Variable
.06
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
VAR.RT.MUNI NOTE NT
57583R6F7
2300000
PA
USD
2300000
0.732125034645
Long
DBT
MUN
US
N
2
2046-07-01
Variable
.03
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
VAR.RT.MUNI NOTE NT
57583RWB7
1950000
PA
USD
1950000
0.620714703286
Long
DBT
MUN
US
N
2
2042-10-01
Variable
.01
N
N
N
N
N
N
2021-07-27
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer
XXXX