0000869392-22-001575.txt : 20220727
0000869392-22-001575.hdr.sgml : 20220727
20220726184725
ACCESSION NUMBER: 0000869392-22-001575
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220727
DATE AS OF CHANGE: 20220726
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: 221108182
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
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S000006210
C000202927
C000017118
C000017120
C000017121
C000060571
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
2022-05-31
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0.00
0.00
0.00
0.00
0.00
0.00
6019288.1
0
0.00
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USD
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MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583RJG1
1100000
PA
USD
1225990.26
0.482204858760
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
720000
PA
USD
726211.22
0.285632431345
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.1
N
N
N
N
N
N
TOWN OF NORTH READING MA
N/A
FX.RT. MUNI BOND
661802WH7
3750000
PA
USD
3756729
1.477591654637
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
5011618
1.971162927385
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
1871840.83
0.736229946109
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
3.25
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583USP4
500000
PA
USD
504223.25
0.198320418181
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
202318.22
0.079575533251
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
57583UVM7
1000000
PA
USD
1028540.1
0.404544024395
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
1640188.48
0.645116751855
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
2566861.5
1.009594551806
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57587ABA5
120000
PA
USD
121361.71
0.047733826392
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
2885975.13
1.135107900405
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
517582.6
0.203574899958
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
70000
PA
USD
70931.08
0.027898518063
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
779072.33
0.306423692837
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
1029351.7
0.404863241827
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
57583U4J4
500000
PA
USD
531048.9
0.208871447167
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
322731.78
0.126936434546
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
477676.35
0.187879026775
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
3028679.4
1.191236154115
Long
DBT
MUN
US
N
2
2035-05-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896PS8
755000
PA
USD
806411.88
0.317176848287
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
827014.98
0.325280432181
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
57584XCF6
750000
PA
USD
774485.55
0.304619626627
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
2102693
0.827028414630
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
793335.5
0.312033663894
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
350000
PA
USD
354074.46
0.139264095764
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
2152805.8
0.846738714487
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
2102126.8
0.826805717599
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
1316770.25
0.517910323708
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
1038238
0.408358389526
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
3350392.8
1.317772040793
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
1675196.4
0.658886020397
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
529097.6
0.208103964446
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
990063.18
0.389410333386
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
1161632.45
0.456891730512
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
3033451.8
1.193113228137
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
1615992.15
0.635599883516
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
1688521.6
0.664127070341
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
1130916.45
0.444810554238
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
1074466.7
0.422607813634
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
3274909.8
1.288083167609
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
3301050.9
1.298364950299
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
1055454.5
0.415129960412
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
685072.1
0.269451647373
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
720987.55
0.283577864407
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
639527.46
0.251538090133
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
57584XS77
4550000
PA
USD
4606107.42
1.811668045301
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
1359084.98
0.534553497043
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
3179867.7
1.250701335223
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
1649339.01
0.648715826147
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
5387329.3
2.118937196285
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
2603726.16
1.024094110855
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
1105183.6
0.434689343895
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
1581430.43
0.622006113765
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
1166681.78
0.458877726273
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
740357.31
0.291196352653
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
1056634.4
0.415594037111
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
1046942.28
0.411781945361
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
1117111.4
0.439380770330
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
2553898.5
1.004495961884
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
1444781.92
0.568259703525
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
1158095.79
0.455500696104
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
1439734.3
0.566274380339
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
900970.49
0.354368515030
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
741635.99
0.291699281370
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
1010677.23
0.397518224120
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
1121188.6
0.440984409212
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
3009042.22
1.183512484591
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
2333659.47
0.917871839475
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
216263.2
0.085060354240
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
432072.28
0.169942094606
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
506750.07
0.199314263664
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
438129.12
0.172324362861
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
1374936.94
0.540788368870
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
1083570.4
0.426188468812
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
2230452.63
0.877278662409
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
1961542.63
0.771511338801
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
858083.75
0.337500359483
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896TN5
2500000
PA
USD
2729944.25
1.073738042171
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
536828
0.211144475094
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
265312
0.104352163032
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
734775.65
0.289000981564
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
863542.72
0.339647474304
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
591573.07
0.232676733227
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
504922.74
0.198595540658
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
482656.68
0.189837883548
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
647439.96
0.254650224111
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
363306.49
0.142895225527
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
2879339
1.132497786578
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
2775526
1.091666195467
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
1059383.32
0.416675238670
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
546235.8
0.214844738480
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
1093780.9
0.430204449094
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
728656.33
0.286594138759
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
1148059.57
0.451553263400
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
164972.16
0.064886630594
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
277821.7
0.109272461601
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
419612.96
0.165041611432
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
465209.59
0.182975617310
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
1664172.3
0.654550036044
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
1100309.4
0.432772230033
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
3496360.35
1.375183803454
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
3218177.95
1.265769471809
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
57563CES7
2000000
PA
USD
2259038
0.888521822125
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
2255903.4
0.887288925421
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
1125100
0.442522835859
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5
N
N
N
N
N
N
COLLEGIATE CHARTER SCHOOL OF LOWELL
N/A
FX.RT. MUNI BOND
547649AD5
1620000
PA
USD
1628189.26
0.640397234601
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
6389393.15
2.513067617238
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
485314.72
0.190883340306
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
556671.73
0.218949384590
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
125001.25
0.049165325425
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
1643966.13
0.646602572130
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575898DD0
210000
PA
USD
233045.59
0.091661181558
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
1648125.15
0.648238392346
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
2196885.6
0.864076122806
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RD60
9500000
PA
USD
10820732.75
4.255996215980
Long
DBT
MUN
US
N
2
2048-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YC98
4705000
PA
USD
4716454.79
1.855069726131
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
872503.69
0.343171991108
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
1037034.8
0.407885148502
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
2500000
PA
USD
2855060.25
1.122948500913
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
829317.72
0.326186142816
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
3165391.5
1.245007575489
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
2264204.2
0.890553785039
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
40065KAV5
825000
PA
USD
861110.09
0.338690675507
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
708808.2
0.278787498661
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
2836624.8
1.115697494234
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
2012061.6
0.791381392902
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4
N
N
N
N
N
N
AMERICAN SAMOA ECONOMIC DEVELOPMENT AUTHORITY
N/A
FX.RT. MUNI BOND
02936TAH4
1000000
PA
USD
1101555.1
0.433262187100
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
439140.11
0.172722004103
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
1724420.24
0.678246675688
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
1015380.3
0.399368029358
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
709419.83
0.279028064160
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
1412913.46
0.555725243216
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
1499781.15
0.589891927531
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
765209.56
0.300971206575
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
387495.65
0.152409273772
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
982761.9
0.386538603646
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
377361.43
0.148423295838
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
453130.91
0.178224846954
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
95246.68
0.037462297520
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
371511.71
0.146122491746
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
832865.69
0.327581625658
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
413613.27
0.162681821340
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
421479.9
0.165775913790
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
772974.36
0.304025247385
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
57584YX53
2000000
PA
USD
1835758.4
0.722038052724
Long
DBT
MUN
US
N
2
2056-06-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
5758324P2
250000
PA
USD
267375.6
0.105163815440
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
5758324Q0
250000
PA
USD
265824.63
0.104553789982
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
5758324R8
365000
PA
USD
387307.19
0.152335148935
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
5758324S6
385000
PA
USD
406014.34
0.159693020297
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
5758324U1
250000
PA
USD
260576.33
0.102489535605
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
5758324V9
250000
PA
USD
258933.98
0.101843568687
Long
DBT
MUN
US
N
2
2042-05-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
5758324X5
500000
PA
USD
507903.2
0.199767811222
Long
DBT
MUN
US
N
2
2052-05-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
5758324T4
400000
PA
USD
419339.84
0.164934188237
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY
N/A
FX.RT. MUNI BOND
5758324W7
250000
PA
USD
255249.6
0.100394433245
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
4
N
N
N
N
N
N
UNIVERSITY OF MASSACHUSETTS BUILDING AUTHORITY
6ILE2573NPR1XO2TR556
FX.RT. MUNI BOND
914440UG5
3000000
PA
USD
3309333.9
1.301622808845
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
5
N
N
N
N
N
N
MATCHING FUND SPECIAL PURPOSE SECURITIZATION CORP
N/A
FX.RT. MUNI BOND
57665NAE5
640000
PA
USD
663558.14
0.260989805235
Long
DBT
MUN
VI
N
2
2030-10-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584Y2U2
465000
PA
USD
477671.81
0.187877241108
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584Y2V0
490000
PA
USD
502350.6
0.197583869974
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583FZE4
5000000
PA
USD
6587580
2.591018205534
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
7
NC
USD
1090250
0.428815680202
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
UNITED STATES OF AMERICA
US TREASURY N/B 03.3750 11/15/2048
2022-01-30
1106968.63
USD
16718.63
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57583UD47
500000
PA
USD
512093.05
0.201415757452
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
1355945.51
0.533318684877
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
57584YSC4
150000
PA
USD
156981.44
0.061743731229
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
57563RJQ3
205000
PA
USD
205231.73
0.080721471129
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.625
N
N
N
N
N
N
CENTRAL PLAINS ENERGY PROJECT - RBC SERIES 2019
N/A
MUNI PUT BOND ACT
154872AT2
2500000
PA
USD
2574976.25
1.012786234485
Long
DBT
MUN
US
N
2
2049-12-01
Variable
4
N
N
N
N
N
N
CITY OF WHITING IN
N/A
MUNI PUT BOND ACT
96634RAU6
3300000
PA
USD
3526914.93
1.387201490228
Long
DBT
MUN
US
N
2
2044-12-01
Variable
5
N
N
N
N
N
N
MASSACHUSETTS STATE TURNPIKE AUTHORITY
N/A
MUNI. ZERO
576018AL9
1000000
PA
USD
831983.8
0.327234761856
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
1137878.41
0.447548823087
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
1709881
0.672528121146
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
1647855.4
0.648132294634
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
4668595
NS
USD
4668595
1.836245577172
Long
STIV
PF
US
N
2
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
525000
NC
USD
12209.92
0.004802389498
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2022-07-06
0
USD
0
USD
525000
USD
12209.92
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
2100000
NC
USD
7650.3
0.003009005823
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2022-07-06
0
USD
0
USD
2100000
USD
7650.3
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
775000
NC
USD
174249.45
0.068535561960
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2022-07-05
0
USD
0
USD
775000
USD
174249.45
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Spread Swap
N/A
3100000
NC
USD
197594
0.077717409322
N/A
DIR
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Y
2022-07-05
0
USD
0
USD
3100000
USD
-197594
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796V89
100000
PA
USD
99991.75
0.039328622142
Long
DBT
UST
US
N
2
2022-06-07
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796W39
1000000
PA
USD
999461.87
0.393107013639
Long
DBT
UST
US
N
2
2022-06-28
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796W21
400000
PA
USD
399867.78
0.157275463491
Long
DBT
UST
US
N
2
2022-06-21
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796J42
500000
PA
USD
499878.39
0.196611503624
Long
DBT
UST
US
N
2
2022-06-16
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS WATER RESOURCES AUTHORITY
549300GBS2G3YGHOYO19
VAR.RT.MUNI NOTE NT
576051BY1
5525000
PA
USD
5525000
2.173085652937
Long
DBT
MUN
US
N
2
2037-08-01
Variable
.64
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
VAR.RT.MUNI NOTE NT
57583RWB7
1000000
PA
USD
1000000
0.393318670215
Long
DBT
MUN
US
N
2
2042-10-01
Variable
1.15
N
N
N
N
N
N
2022-07-26
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer