0000869392-22-000156.txt : 20220125
0000869392-22-000156.hdr.sgml : 20220125
20220125131333
ACCESSION NUMBER: 0000869392-22-000156
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220125
PERIOD START: 20220531
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: 22552559
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
2022-05-31
2021-11-30
N
323927871.27
7655447.19
316272424.08
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
6554794.1
0
0.00
6957.53
USD
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583RJG1
1100000
PA
USD
1438273.54
0.454757807034
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.25
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57586NGX3
895000
PA
USD
897025.21
0.283624224467
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
1038044.8
0.328212237605
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
2076089.6
0.65642447521
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
3828034.88
1.210359989852
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
5101525
1.613016061972
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
1905167.41
0.602381764879
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
2032329.6
0.64258830213
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
518851.45
0.164052067299
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5
N
N
N
N
N
N
GUAM POWER AUTHORITY
549300IPOV320QCKW060
FX.RT. MUNI BOND
400653GP0
200000
PA
USD
206462
0.065279798136
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
695223.62
0.219817969278
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
2610425.5
0.825372464132
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
1084061.9
0.342762067592
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
1744451.59
0.551566136401
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
2703177.5
0.854699080346
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
978442.99
0.309367151704
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
230000
PA
USD
236022.67
0.074626382836
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
3050195.23
0.964420226921
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
541926.2
0.171347913615
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
110000
PA
USD
113391.62
0.035852515543
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
818142.75
0.258682922604
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
1103987.2
0.349062110999
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
1666846.2
0.527028622508
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
573954.2
0.181474626398
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
342416.25
0.108266236298
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
515330.91
0.162938931998
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
3150270.9
0.996062463923
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
1135862.6
0.359140574239
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
870399.26
0.275205548676
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
894223.75
0.28273845012
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
325154.16
0.102808254923
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
281471.88
0.088996655595
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
833779.8
0.263627093771
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
2255046.4
0.713007593552
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
842546.17
0.266398871938
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
425000
PA
USD
446876.11
0.141294680148
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
2339708
0.739776161898
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
2362214.4
0.746892305541
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
1464923.5
0.463184074382
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
1101905.1
0.348403786136
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
3582214.5
1.132635736555
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
1791107.25
0.566317868278
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
587051.35
0.185615724073
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
1098260.54
0.347251437805
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
1309385.88
0.414005705306
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
3315226.5
1.048218639245
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
1781675.25
0.563335629144
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
1872338.24
0.59200173567
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
1262826.26
0.399284339655
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
1180533.5
0.373264758518
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
3555938.7
1.124327772282
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
3618943.5
1.144248826159
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
1185281.4
0.374765964326
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
762335.77
0.24103769787
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
794176.85
0.251105309706
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
704554.68
0.222768292888
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
566226.25
0.1790311791
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
5152413.18
1.629106045204
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
1525002.13
0.482179922716
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
3582845.7
1.132835311337
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
1873391.51
0.592334761859
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
6023236.51
1.904445677653
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
2914649.52
0.921562962208
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
1213189.9
0.38359016077
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
1738448.63
0.549668101813
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
1272839.04
0.402450211618
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
806897.77
0.255127449808
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
1082131.6
0.342151739327
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
1186617.39
0.375188381805
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
1211603.6
0.383088599496
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
2894615
0.915228385282
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
1616189.12
0.511011709194
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
1269183.89
0.401294514908
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
1587801.38
0.502035985154
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
1008191.33
0.318773074489
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
819571.37
0.259134628124
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
1117937.43
0.353472938165
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
1241752.9
0.392621299063
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
3413643.56
1.079336451773
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
2596639.79
0.821013655412
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
235568.02
0.074482630184
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
470539.6
0.14877667611
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
552132.54
0.174574985981
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
478211.8
0.1512024962
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
1581250.06
0.499964568394
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
1225795.4
0.387575807017
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
2330673.66
0.736919656141
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
2185317.77
0.690960578165
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
955480.26
0.30210672422
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
2162851.98
0.683857274719
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
744601.02
0.235430269384
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
3089046
0.976704184371
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
604240.85
0.191050753716
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
279985.1
0.088526560864
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
779384.76
0.246428300623
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
985955.6
0.31174251213
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
675815.8
0.21368154431
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
576685.82
0.182338318517
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
551169.81
0.174270587012
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
739561.01
0.233836703327
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
414967.72
0.131205786027
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
3075673.75
0.972476104721
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
3148893.5
0.995626953301
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
1020000
PA
USD
1181533.52
0.373580947956
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
625966.7
0.197920100629
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
1253740.4
0.396411544145
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
835161.06
0.264063824859
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
1295436.74
0.409595222779
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
188451.66
0.059585232746
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
315142.73
0.099642809808
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
482169.92
0.152453986908
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
532891.35
0.168491246605
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
1881551.1
0.594914686436
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
1247687.1
0.394497592899
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
3999250.5
1.264495477794
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
3743169.3
1.183526926474
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
2104140.2
0.665293601275
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
2493149.4
0.788291741606
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
2487328.8
0.786451366171
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
1236342
0.39091046385
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
2580316.75
0.815852585791
Long
DBT
MUN
US
N
2
2022-08-01
Fixed
5
N
N
N
N
N
N
COLLEGIATE CHARTER SCHOOL OF LOWELL
N/A
FX.RT. MUNI BOND
547649AD5
1620000
PA
USD
1737947.34
0.54950960238
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
7962988.8
2.517762597597
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
540296.6
0.170832661612
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
605035.2
0.191301913773
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
136281.57
0.043089931219
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
57584YYF0
1700000
PA
USD
1952551.15
0.617363703358
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
4803301.14
1.518722713171
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
366841.45
0.1159890721
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
261022.21
0.082530815249
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
1838588.4
0.581330606153
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
2478220.8
0.783571570367
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
3377764.45
1.067992083036
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
5488486.95
1.735366896423
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
970092.48
0.306726861446
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
1218154.3
0.385159820223
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
15330909.6
4.847374741758
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
1001874.86
0.316775913333
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
3701010.6
1.170197057415
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
2582648.8
0.816589940622
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
158741.49
0.05019137867
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
876854.02
0.277246434795
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
867227.7
0.274202754958
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
3471044.7
1.09748572298
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
2486118.31
0.786068629673
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS TRANSPORTATION FUND REVENUE
N/A
FX.RT. MUNI BOND
57604TJY3
3705000
PA
USD
4880453.12
1.543116866479
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
5
N
N
N
N
N
N
AMERICAN SAMOA ECONOMIC DEVELOPMENT AUTHORITY
N/A
FX.RT. MUNI BOND
02936TAH4
1000000
PA
USD
1239759.9
0.391991146116
Long
DBT
MUN
AS
N
2
2038-09-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YN62
450000
PA
USD
520408.35
0.16454433279
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YN70
1825000
PA
USD
2083637.91
0.658811123373
Long
DBT
MUN
US
N
2
2050-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YR84
1000000
PA
USD
1200329.4
0.379523887829
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YR92
700000
PA
USD
838570.46
0.265141819569
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YS26
1400000
PA
USD
1676184.3
0.529981172047
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57563UAA0
1500000
PA
USD
1769067
0.559349113394
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YT82
755000
PA
USD
809854.9
0.25606244438
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YT58
385000
PA
USD
432056.24
0.136608887498
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YT90
1000000
PA
USD
1092177.1
0.345327956801
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YU23
395000
PA
USD
428064.42
0.135346741419
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YU49
520000
PA
USD
554891.01
0.175447167616
Long
DBT
MUN
US
N
2
2051-01-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YT74
100000
PA
USD
110214.98
0.034848115614
Long
DBT
MUN
US
N
2
2051-01-01
Fixed
4
N
N
N
N
N
N
OHIO HIGHER EDUCATIONAL FACILITY COMMISSION
5493007MQT6NGNN6BR81
FX.RT. MUNI BOND
677510BV0
375000
PA
USD
422379.45
0.1335492499
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
4
N
N
N
N
N
N
OHIO HIGHER EDUCATIONAL FACILITY COMMISSION
5493007MQT6NGNN6BR81
FX.RT. MUNI BOND
677510CA5
875000
PA
USD
968847.43
0.30633319766
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4
N
N
N
N
N
N
OHIO HIGHER EDUCATIONAL FACILITY COMMISSION
5493007MQT6NGNN6BR81
FX.RT. MUNI BOND
677510BY4
425000
PA
USD
474745.1
0.150106384197
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4
N
N
N
N
N
N
OHIO HIGHER EDUCATIONAL FACILITY COMMISSION
5493007MQT6NGNN6BR81
FX.RT. MUNI BOND
677510BZ1
435000
PA
USD
484767.74
0.153275373726
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4
N
N
N
N
N
N
OHIO HIGHER EDUCATIONAL FACILITY COMMISSION
5493007MQT6NGNN6BR81
FX.RT. MUNI BOND
677510BS7
770000
PA
USD
847904.75
0.26809316445
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583FZE4
5000000
PA
USD
7747876
2.449747562576
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.75
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
GOVERNMENT FUTURES
N/A
142
NC
USD
17238578.2
5.450547340681
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
UNITED STATES OF AMERICA
US TREASURY N/B 00.7500 05/31/2026
2022-01-05
17104039.87
USD
-134538.33
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Inflation Swap Leg
N/A
14185000
NC
USD
298168.7
0.094275908141
N/A
DIR
CORP
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Y
2026-11-17
143.27
USD
0
USD
14185000
USD
298025.43
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57583UD47
500000
PA
USD
529534.2
0.167429772463
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
1425223.93
0.450631740704
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57584YSD2
150000
PA
USD
159107.58
0.050307130147
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
6
N
N
N
N
N
N
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
5493007K5OP7V6CL0Y88
MUNI ORIG ISSUE DISC
57563RLM9
125000
PA
USD
128394.35
0.040596125436
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.375
N
N
N
N
N
N
MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
5493007K5OP7V6CL0Y88
MUNI ORIG ISSUE DISC
57563RJQ3
240000
PA
USD
240324.12
0.075986428693
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
57584YSC4
150000
PA
USD
163437.5
0.051676177737
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
6
N
N
N
N
N
N
LANCASTER PORT AUTHORITY
5493007EGWLFDZJFF129
MUNI PUT BOND ACT
514401BA5
1400000
PA
USD
1587103.42
0.501815301987
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
4771829.6
1.508771943643
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
2625417.25
0.830112602335
Long
DBT
MUN
US
N
2
2039-01-01
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
1230082.37
0.388931274542
Long
DBT
MUN
US
N
2
2049-12-01
Variable
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI. ZERO
57584XVU2
339775
PA
USD
229754.5
0.072644493325
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
904859.9
0.28610142115
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
1222668.48
0.386587127713
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
1835819.6
0.580455158347
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
1790741.6
0.566202255922
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
6642930
NS
USD
6642930
2.100382295208
Long
STIV
PF
US
N
2
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Spread Swap
N/A
3250000
NC
USD
47836.75
0.015125172591
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2022-02-03
0
USD
0
USD
3250000
USD
47836.75
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Spread Swap
N/A
5000000
NC
USD
46320
0.014645601852
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2022-02-24
0
USD
0
USD
5000000
USD
46320
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Spread Swap
N/A
2500000
NC
USD
69865
0.022090133278
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2022-02-24
0
USD
0
USD
2500000
USD
-69865
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
1750000
NC
USD
20583.5
0.006508155132
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2022-02-16
0
USD
0
USD
1750000
USD
20583.5
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
1750000
NC
USD
20186.25
0.00638255139
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2022-02-17
0
USD
0
USD
1750000
USD
20186.25
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796N21
200000
PA
USD
199967.51
0.063226350063
Long
DBT
UST
US
N
2
2022-03-17
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796G45
500000
PA
USD
499858.02
0.158046665451
Long
DBT
UST
US
N
2
2022-04-21
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
VAR.RT.MUNI NOTE NT
57583RWD3
4685000
PA
USD
4685000
1.481317890306
Long
DBT
MUN
US
N
2
2042-10-01
Variable
.02
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
VAR.RT.MUNI NOTE NT
57583RWB7
1950000
PA
USD
1950000
0.616557072806
Long
DBT
MUN
US
N
2
2042-10-01
Variable
.02
N
N
N
N
N
N
MASSACHUSETTS WATER RESOURCES AUTHORITY
549300GBS2G3YGHOYO19
VAR.RT.MUNI NOTE NT
576051BY1
5525000
PA
USD
5525000
1.746911706283
Long
DBT
MUN
US
N
2
2037-08-01
Variable
.06
N
N
N
N
N
N
2022-01-25
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer
XXXX