0000869392-23-000159.txt : 20230126
0000869392-23-000159.hdr.sgml : 20230126
20230126143529
ACCESSION NUMBER: 0000869392-23-000159
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20230126
DATE AS OF CHANGE: 20230126
PERIOD START: 20230531
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: 23557044
BUSINESS ADDRESS:
STREET 1: 100 FEDERAL STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6172921000
MAIL ADDRESS:
STREET 1: 100 FEDERAL STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
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
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
2023-05-31
2022-11-30
N
244625241.30
4504213.86
240121027.44
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
3165916.7
0
0.00
372483.05
USD
N
Bloomberg Municipal Bond Index
IDX01566
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583RJG1
1100000
PA
USD
1186642.71
0.494185254266
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
726099.26
0.302388869372
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
3755845.13
1.564146701371
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS HOUSING FINANCE AGENCY
549300NLJBK1VP6K2K81
FX.RT. MUNI BOND
57586NKG5
1870000
PA
USD
1847732.98
0.769500697086
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
57583UVM7
1000000
PA
USD
1009296.8
0.420328369723
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
1636297.18
0.681446850967
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
2520274.5
1.049585089182
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
120050.05
0.049995642314
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
2822509.25
1.175452762339
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
508080.35
0.211593443280
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
25000
PA
USD
25016.85
0.010418433682
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
767263.43
0.319531961936
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
1018072.7
0.423983151686
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
519338.1
0.216281808193
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
57583U5H7
450000
PA
USD
469527.21
0.195537731537
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
57584XCF6
750000
PA
USD
761312.7
0.317053740823
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
2032958.6
0.846639139302
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
773560.11
0.322154256230
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
280000
PA
USD
278297.35
0.115898783612
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
2083475.4
0.867677196875
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
2045759
0.851969951074
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
1304833
0.543406387150
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
57584XMU2
500000
PA
USD
518661.35
0.215999971152
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
971951.29
0.404775583531
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
1139849.37
0.474697856390
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
2978285.7
1.240326901710
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
1592882.1
0.663366351953
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
1660479.84
0.691517880672
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
57584XVK4
1000000
PA
USD
1036489.8
0.431653075555
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
3159005.1
1.315588698615
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
3208455
1.336182438584
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
1018401
0.424119874406
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
670004.87
0.279027987321
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
699575.67
0.291342943789
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
618584.28
0.257613540386
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
4429180.21
1.844561576810
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
1313349.45
0.546953119434
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
3071546.4
1.279165940920
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
1603079.27
0.667613031266
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
5247915.6
2.185529379059
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
2535469.44
1.055913123074
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
1071014.4
0.446031075003
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
1545687.61
0.643711892490
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
1141403.56
0.475345109160
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
715728.65
0.298069959816
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
1032383.9
0.429943146174
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
57584X8T1
2500000
PA
USD
2510453.75
1.045495172482
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
1414690.5
0.589157274181
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
1131238.53
0.471111814763
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
1402049.49
0.583892841434
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
885177.19
0.368637932062
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
723446.66
0.301284176448
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
984874.14
0.410157390421
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
1092199.4
0.454853709250
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
2966481.4
1.235410922411
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
2223359.6
0.925932902963
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
209207.22
0.087125739145
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
416836.44
0.173594309688
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
490242.25
0.204164647814
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
422354.04
0.175892150930
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
1357028.66
0.565143617145
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
1059508.5
0.441239366371
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
2154216.33
0.897137727989
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RVY9
3000000
PA
USD
3183624
1.325841403371
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YNX3
1745000
PA
USD
1892783.35
0.788262223504
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
822366.59
0.342480039656
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
2616759.25
1.089766805472
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
500760.3
0.208544959739
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
252120.7
0.104997343501
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
683777.36
0.284763632444
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
845115.52
0.351953982960
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
577668.63
0.240573945630
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
491498.65
0.204687883956
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
469237.41
0.195417042398
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
628582.9
0.261777532231
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
352313.78
0.146723418501
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
2834984.25
1.180648059116
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
5
N
N
N
N
N
N
TERRITORY OF GUAM
N/A
FX.RT. MUNI BOND
40065BCQ4
940000
PA
USD
968486.51
0.403332652840
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
534429
0.222566513936
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
1074145.5
0.447335042437
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
718868.13
0.299377417157
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
1104775.56
0.460091134782
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
161589.9
0.067295189315
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
271867.95
0.113221217191
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
408614.36
0.170170169750
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
453538.33
0.188879056047
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
1614939.6
0.672552344631
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
1072895.3
0.446814388327
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
3218997.6
1.340572974520
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
3020860.7
1.258057543817
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
57563CET5
4000000
PA
USD
4390144.4
1.828304853933
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
1088189.7
0.453183842998
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
1481260.77
0.616880906180
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
5617069.86
2.339266127538
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
445474.88
0.185520978629
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
536470.2
0.223416585261
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
121026.68
0.050402366378
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
1503055.85
0.625957612303
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
4
N
N
N
N
N
N
DAVIS JOINT UNIFIED SCHOOL DISTRICT
N/A
FX.RT. MUNI BOND
238848EA9
2650000
PA
USD
2275538.04
0.947662961574
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
3
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575898DD0
210000
PA
USD
224612.43
0.093541341379
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
1507011.45
0.627604948249
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
2132070
0.887914741466
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
4500000
PA
USD
4838524.2
2.015035605830
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
4301735.86
1.791486529048
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
855744.16
0.356380350827
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
958758.6
0.399281399976
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
2690084
1.120303385622
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
756036.41
0.314856394736
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
3026574
1.260436885627
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
2172819.4
0.904885100303
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
827198.79
0.344492441507
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
3070000
PA
USD
2622394.31
1.092113563713
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
40065NCR6
3000000
PA
USD
2607254.4
1.085808447430
Long
DBT
MUN
GU
N
2
2042-01-01
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584YM97
2160000
PA
USD
1751409.86
0.729386292684
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
1002711.6
0.417585919355
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
408382.29
0.170073522654
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
1576767.88
0.656655477786
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
980182.2
0.408203400781
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
681719.85
0.283906768711
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RR99
2000000
PA
USD
2167721.8
0.902762170856
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57563UAA0
1500000
PA
USD
1374737.85
0.572518727184
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
57584YS34
1300000
PA
USD
1250605.46
0.520822967207
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
57584YT82
705000
PA
USD
698937.92
0.291077348557
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
350421.76
0.145935474180
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
946904.2
0.394344556200
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
354229.05
0.147521045440
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
412827.64
0.171924818247
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
81239.3
0.033832647172
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
366516.49
0.152638231607
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
799166.38
0.332818157793
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
403351.82
0.167978549942
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
407752.21
0.169811121644
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
763415.27
0.317929370093
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
1652486.8
0.688189125966
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
258871.98
0.107808958990
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
255537.83
0.106420430032
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
368538.93
0.153480490205
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
385209.98
0.160423259931
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
247533.2
0.103086848594
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
244729
0.101919020841
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
472918.4
0.196950015183
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
396762.2
0.165234258836
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
239543.03
0.099759289119
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
3187664.7
1.327524179779
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
660359.3
0.275011025498
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
450964.49
0.187807163249
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
471384.75
0.196311316433
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5
N
N
N
N
N
N
CITY OF BROCKTON MA
N/A
FX.RT. MUNI BOND
111746KV4
3245000
PA
USD
3607854.6
1.502515060203
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
5
N
N
N
N
N
N
CITY OF BROCKTON MA
N/A
FX.RT. MUNI BOND
111746KW2
1755000
PA
USD
1941873.1
0.808705976608
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896YN9
1200000
PA
USD
1315787.64
0.547968519887
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57584Y3V9
2000000
PA
USD
2140992.8
0.891630700912
Long
DBT
MUN
US
N
2
2044-10-01
Fixed
5
N
N
N
N
N
N
TEXAS WATER DEVELOPMENT BOARD
N/A
FX.RT. MUNI BOND
88285ABK3
2150000
PA
USD
2361427.13
0.983432044738
Long
DBT
MUN
US
N
2
2057-10-15
Fixed
5
N
N
N
N
N
N
MASSACHUSETTS PORT AUTHORITY
254900JRR8IDSSKWCL90
FX.RT. MUNI BOND
575896YP4
1000000
PA
USD
1105066.9
0.460212465264
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5
N
N
N
N
N
N
COMMONWEALTH OF MASSACHUSETTS
5493001N1YCXNI1O7K10
FX.RT. MUNI BOND
57582RY42
2500000
PA
USD
2780713.75
1.158046748194
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
5.25
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
FX.RT. MUNI BOND
57583FZE4
5000000
PA
USD
6214637.5
2.588127148320
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.75
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57583UD47
500000
PA
USD
504499.35
0.210102111997
Long
DBT
MUN
US
N
2
2036-07-15
Fixed
5.625
N
N
N
N
N
N
CITY OF QUINCY MA
N/A
MUNI ORIG ISSUE DISC
748508L55
275000
PA
USD
275667.51
0.114803569241
Long
DBT
MUN
US
N
2
2042-09-15
Fixed
4
N
N
N
N
N
N
CITY OF QUINCY MA
N/A
MUNI ORIG ISSUE DISC
748508L48
300000
PA
USD
300646.95
0.125206423280
Long
DBT
MUN
US
N
2
2041-09-15
Fixed
4
N
N
N
N
N
N
CITY OF QUINCY MA
N/A
MUNI ORIG ISSUE DISC
748508L30
325000
PA
USD
326286.77
0.135884296964
Long
DBT
MUN
US
N
2
2040-09-15
Fixed
4
N
N
N
N
N
N
CITY OF QUINCY MA
N/A
MUNI ORIG ISSUE DISC
748508L22
325000
PA
USD
328070.08
0.136626968282
Long
DBT
MUN
US
N
2
2039-09-15
Fixed
4
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI ORIG ISSUE DISC
57584YSC4
150000
PA
USD
152974.5
0.063707248645
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
6
N
N
N
N
N
N
STATE OF ILLINOIS
54930048FV8RWPR02D67
MUNI ORIG ISSUE DISC
452152TC5
1325000
PA
USD
1332129.43
0.554774167095
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.5
N
N
N
N
N
N
CITY OF WHITING IN
N/A
MUNI PUT BOND ACT
96634RAU6
3300000
PA
USD
3389610.51
1.411625856402
Long
DBT
MUN
US
N
2
2044-12-01
Variable
5
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI. ZERO
57583RXM2
2000000
PA
USD
1619639
0.674509441038
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
1110915.04
0.462647962090
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS STATE TURNPIKE AUTHORITY
N/A
MUNI. ZERO
576018AL9
1000000
PA
USD
803554.6
0.334645661218
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
MUNI. ZERO
57583RXL4
2000000
PA
USD
1682364
0.700631684753
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
0
N
N
N
N
N
N
PUTNAM SHORT TERM INVESTMENT FUND
5493003MK0Q7JP8CPP42
SHORT TERM INV FUND
74676P664
1198518
NS
USD
1198518
0.499130797822
Long
STIV
PF
US
N
2
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Spread Swap
N/A
1850000
NC
USD
6808
0.002835236911
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2022-12-08
0
USD
0
USD
1850000
USD
-6808
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912796X87
200000
PA
USD
199582.8
0.083117585381
Long
DBT
UST
US
N
2
2022-12-22
Fixed
0
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
VAR.RT.MUNI NOTE NT
57586EQ87
1400000
PA
USD
1400000
0.583039317683
Long
DBT
MUN
US
N
2
2039-07-01
Variable
1
N
N
N
N
N
N
MASSACHUSETTS WATER RESOURCES AUTHORITY
549300GBS2G3YGHOYO19
VAR.RT.MUNI NOTE NT
576051BY1
2000000
PA
USD
2000000
0.832913310976
Long
DBT
MUN
US
N
2
2037-08-01
Variable
1.94
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
VAR.RT.MUNI NOTE NT
57583RWB7
500000
PA
USD
500000
0.208228327744
Long
DBT
MUN
US
N
2
2042-10-01
Variable
1
N
N
N
N
N
N
MASSACHUSETTS HEALTH AND EDUCATIONAL FACILITIES AUTHORITY
549300MV50RWQFTX5223
VAR.RT.MUNI NOTE NT
57585KSW9
4000000
PA
USD
4000000
1.665826621952
Long
DBT
MUN
US
N
2
2031-07-01
Variable
1.75
N
N
N
N
N
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
549300UZSVMFXJK08K70
VAR.RT.MUNI NOTE NT
57583RWD3
1500000
PA
USD
1500000
0.624684983232
Long
DBT
MUN
US
N
2
2042-10-01
Variable
1
N
N
N
N
N
N
2023-01-26
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer