Municipal Bonds - 95.2% |
| | Principal Amount (a) | Value ($) |
Massachusetts - 93.4% | | | |
Acton & Boxborough Reg'l. School District Series 2020: | | | |
3% 3/1/34 | | 1,485,000 | 1,411,024 |
3% 3/1/35 | | 2,130,000 | 2,010,434 |
Attleboro Gen. Oblig.: | | | |
Series 2020 B, 3% 10/15/36 | | 2,630,000 | 2,383,674 |
Series 2020, 2.625% 10/15/50 | | 6,880,000 | 4,552,860 |
Berkshire Wind Pwr. Coop. Corp. Series 2017 2: | | | |
5% 7/1/25 | | 505,000 | 512,941 |
5% 7/1/26 | | 925,000 | 954,284 |
5% 7/1/27 | | 700,000 | 734,282 |
5% 7/1/30 | | 480,000 | 507,135 |
Boston Gen. Oblig. Series 2020 A, 2% 11/1/39 | | 2,495,000 | 1,795,631 |
Braintree Gen. Oblig.: | | | |
Series 2019, 3% 6/1/35 | | 1,765,000 | 1,631,803 |
Series 2020, 3% 6/1/35 | | 345,000 | 318,964 |
Dennis-Yarmouth Reg'l. School District Series 2021, 2.375% 10/1/51 | | 7,345,000 | 4,568,057 |
Fall River Gen. Oblig. Series 2020, 2% 12/1/32 | | 500,000 | 420,499 |
Framingham Gen. Oblig. Series 2012 A, 4% 12/1/24 | | 1,360,000 | 1,360,429 |
Hingham Gen. Oblig. Series 2020, 3% 2/15/38 | | 1,615,000 | 1,430,040 |
Lowell Gen. Oblig. Series 2023, 4.25% 9/1/53 | | 9,915,000 | 9,682,870 |
Ludlow Gen. Oblig. Series 2019, 3% 2/1/49 | | 1,885,000 | 1,394,583 |
Lynn Wtr. & Swr. Commission Gen. Rev. Series 2003 A, 5% 12/1/32 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | | 440,000 | 440,458 |
Massachusetts Clean Wtr. Trust: | | | |
Series 2021 23A: | | | |
5% 2/1/39 | | 5,000,000 | 5,500,526 |
5% 2/1/40 | | 4,750,000 | 5,195,366 |
Series 2021 23B, 5% 2/1/39 | | 12,940,000 | 14,235,361 |
Series 2021 B, 5% 2/1/41 | | 2,000,000 | 2,180,088 |
Series 22, 5% 8/1/37 | | 4,110,000 | 4,464,989 |
Massachusetts Commonwealth Trans. Fund Rev.: | | | |
(Rail Enhacement Prog.) Series 2022 A, 5% 6/1/50 | | 3,500,000 | 3,693,497 |
(Rail Enhancement & Accelerated Bridge Programs) Series 2019 A, 5% 6/1/49 | | 19,600,000 | 20,325,639 |
(Rail Enhancement & Accelerated Bridge Progs.) Series 2018 A, 5.25% 6/1/43 | | 14,575,000 | 15,381,397 |
(Rail Enhancement Prog.) Series 2021 B: | | | |
5% 6/1/41 | | 6,000,000 | 6,281,216 |
5% 6/1/42 | | 15,370,000 | 16,437,122 |
Series 2021 A: | | | |
5% 6/1/41 | | 8,140,000 | 8,836,003 |
5% 6/1/42 | | 5,750,000 | 6,206,762 |
5% 6/1/43 | | 3,000,000 | 3,222,826 |
5% 6/1/51 | | 5,435,000 | 5,670,965 |
Series 2021 B, 5% 6/1/46 | | 7,615,000 | 8,014,286 |
Series 2023 B: | | | |
5% 6/1/47 | | 8,000,000 | 8,619,897 |
5% 6/1/48 | | 7,350,000 | 7,898,278 |
5% 6/1/49 | | 5,000,000 | 5,360,580 |
Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Series A, 5% 1/1/37 | | 2,000,000 | 2,139,483 |
Massachusetts Dev. Fin. Agcy. Rev.: | | | |
(Boston College Proj.) Series T: | | | |
5% 7/1/37 | | 1,415,000 | 1,482,817 |
5% 7/1/42 | | 2,805,000 | 2,903,989 |
(Broad Institute Proj.) Series 2017: | | | |
5% 4/1/33 | | 10,145,000 | 10,714,334 |
5% 4/1/34 | | 2,500,000 | 2,634,954 |
5% 4/1/37 | | 1,500,000 | 1,562,193 |
(Lesley Univ. Proj.) Series 2016: | | | |
5% 7/1/29 | | 1,640,000 | 1,677,883 |
5% 7/1/32 | | 1,905,000 | 1,945,524 |
(Newbridge On The Charles Proj.) Series 2017: | | | |
4% 10/1/24 (b) | | 500,000 | 500,074 |
4% 10/1/25 (b) | | 500,000 | 499,986 |
4% 10/1/26 (b) | | 500,000 | 499,416 |
4% 10/1/27 (b) | | 350,000 | 348,885 |
4% 10/1/32 (b) | | 1,250,000 | 1,228,050 |
4.125% 10/1/42 (b) | | 6,000,000 | 5,379,376 |
5% 10/1/37 (b) | | 2,000,000 | 2,031,875 |
5% 10/1/47 (b) | | 2,500,000 | 2,489,639 |
5% 10/1/57 (b) | | 8,670,000 | 8,343,019 |
(Partners Healthcare Sys., Inc. Proj.) Series 2017 S: | | | |
5% 7/1/25 | | 1,000,000 | 1,017,953 |
5% 7/1/31 | | 21,180,000 | 22,503,040 |
5% 7/1/32 | | 985,000 | 1,046,082 |
5% 7/1/34 | | 750,000 | 795,471 |
(Suffolk Univ. Proj.) Series 2017: | | | |
5% 7/1/24 | | 2,000,000 | 2,000,727 |
5% 7/1/25 | | 1,500,000 | 1,509,965 |
5% 7/1/26 | | 1,935,000 | 1,964,372 |
5% 7/1/27 | | 2,085,000 | 2,139,226 |
5% 7/1/28 | | 4,300,000 | 4,438,366 |
(Suffolk Univ., Proj.) Series 2017, 5% 7/1/32 | | 1,000,000 | 1,031,735 |
(UMASS Boston Student Hsg. Proj.) Series 2016: | | | |
5% 10/1/29 | | 3,120,000 | 3,193,172 |
5% 10/1/30 | | 1,100,000 | 1,124,780 |
5% 10/1/31 | | 1,200,000 | 1,225,924 |
5% 10/1/32 | | 1,240,000 | 1,265,651 |
5% 10/1/33 | | 1,235,000 | 1,259,125 |
(UMass Memorial Health Care Proj.) Series K: | | | |
5% 7/1/28 | | 1,260,000 | 1,289,199 |
5% 7/1/29 | | 1,320,000 | 1,352,696 |
5% 7/1/30 | | 1,390,000 | 1,425,706 |
5% 7/1/38 | | 10,850,000 | 10,971,195 |
(Univ. of Massachusetts Health Cr., Inc. Proj.) Series 2017 L, 4% 7/1/44 | | 7,000,000 | 6,131,004 |
(Wentworth Institute of Technology Proj.) Series 2017: | | | |
5% 10/1/34 | | 1,425,000 | 1,450,663 |
5% 10/1/35 | | 1,495,000 | 1,520,711 |
5% 10/1/46 | | 4,250,000 | 4,211,356 |
(Wheaton College, MA. Proj.) Series 2017 H: | | | |
5% 1/1/29 | | 1,435,000 | 1,476,790 |
5% 1/1/31 | | 1,580,000 | 1,625,877 |
5% 1/1/32 | | 1,665,000 | 1,711,498 |
5% 1/1/33 | | 1,745,000 | 1,792,075 |
5% 1/1/34 | | 1,835,000 | 1,882,220 |
5% 1/1/35 | | 1,000,000 | 1,025,043 |
5% 1/1/36 | | 1,000,000 | 1,022,938 |
5% 1/1/42 | | 5,775,000 | 5,795,319 |
5% 1/1/47 | | 1,895,000 | 1,873,636 |
5% 1/1/53 | | 4,275,000 | 4,146,516 |
Bonds Series A1, 5%, tender 1/31/30 (c) | | 15,280,000 | 16,655,478 |
Series 2008 B: | | | |
0% 1/1/37 (Assured Guaranty Corp. Insured) | | 1,745,000 | 1,047,565 |
0% 1/1/40 (Assured Guaranty Corp. Insured) | | 5,000,000 | 2,482,910 |
0% 1/1/41 (Assured Guaranty Corp. Insured) | | 5,000,000 | 2,355,470 |
0% 1/1/42 (Assured Guaranty Corp. Insured) | | 5,000,000 | 2,242,287 |
Series 2013 F: | | | |
4% 7/1/32 | | 2,050,000 | 2,022,555 |
4% 7/1/43 | | 21,685,000 | 20,216,199 |
5% 7/1/27 | | 1,300,000 | 1,300,694 |
5% 7/1/37 | | 3,925,000 | 3,926,923 |
Series 2013 G, 5% 7/1/44 | | 10,360,000 | 9,838,684 |
Series 2014 A: | | | |
5% 3/1/32 | | 1,700,000 | 1,700,285 |
5% 3/1/33 | | 1,250,000 | 1,250,203 |
5% 3/1/34 | | 4,375,000 | 4,375,686 |
5% 3/1/39 | | 4,000,000 | 3,955,052 |
Series 2014 F: | | | |
5% 7/15/24 | | 400,000 | 400,039 |
5% 7/15/25 | | 550,000 | 550,172 |
5% 7/15/26 | | 500,000 | 500,232 |
5% 7/15/27 | | 200,000 | 200,119 |
5% 7/15/28 | | 320,000 | 320,220 |
5.625% 7/15/36 | | 800,000 | 775,717 |
5.75% 7/15/43 | | 4,700,000 | 4,581,116 |
Series 2015 D, 5% 7/1/44 | | 5,975,000 | 5,861,158 |
Series 2015 H1: | | | |
5% 7/1/26 | | 3,585,000 | 3,636,594 |
5% 7/1/29 | | 3,750,000 | 3,794,190 |
5% 7/1/30 | | 1,800,000 | 1,819,698 |
5% 7/1/31 | | 1,190,000 | 1,204,545 |
5% 7/1/32 | | 1,000,000 | 1,011,015 |
5% 7/1/33 | | 1,000,000 | 1,010,941 |
Series 2015 K, 4% 10/1/30 | | 500,000 | 491,458 |
Series 2015 Q: | | | |
5% 8/15/33 | | 1,550,000 | 1,575,807 |
5% 8/15/34 | | 1,790,000 | 1,819,352 |
5% 8/15/38 | | 1,690,000 | 1,711,336 |
Series 2015: | | | |
5% 1/1/25 | | 3,525,000 | 3,535,983 |
5% 1/1/27 | | 2,695,000 | 2,713,562 |
5% 1/1/28 | | 1,850,000 | 1,864,686 |
5% 1/1/29 | | 2,945,000 | 2,969,469 |
Series 2016 A: | | | |
5% 1/1/31 | | 5,000 | 5,142 |
5.25% 1/1/42 | | 7,000,000 | 7,084,059 |
Series 2016 E: | | | |
5% 7/1/31 | | 1,000,000 | 1,025,701 |
5% 7/1/32 | | 2,200,000 | 2,251,657 |
5% 7/1/33 | | 1,500,000 | 1,531,834 |
5% 7/1/34 | | 1,500,000 | 1,528,433 |
5% 7/1/35 | | 1,500,000 | 1,527,225 |
5% 7/1/36 | | 1,000,000 | 1,016,042 |
5% 7/1/37 | | 2,000,000 | 2,026,435 |
Series 2016 I: | | | |
4% 7/1/36 | | 9,705,000 | 9,095,894 |
5% 7/1/25 | | 510,000 | 513,215 |
5% 7/1/27 | | 1,150,000 | 1,171,944 |
5% 7/1/27 | | 1,100,000 | 1,117,796 |
5% 7/1/29 | | 1,680,000 | 1,709,921 |
5% 7/1/30 | | 2,400,000 | 2,444,542 |
5% 7/1/31 | | 2,500,000 | 2,546,526 |
5% 7/1/32 | | 1,960,000 | 1,996,226 |
5% 7/1/37 | | 1,470,000 | 1,499,501 |
5% 7/1/38 | | 1,000,000 | 1,016,045 |
5% 7/1/41 | | 14,790,000 | 14,791,245 |
Series 2016 N, 5% 12/1/34 | | 1,000,000 | 1,043,003 |
Series 2016: | | | |
4% 10/1/36 | | 1,250,000 | 1,255,178 |
5% 7/1/26 | | 1,710,000 | 1,737,932 |
5% 7/1/29 | | 2,000,000 | 2,043,939 |
5% 7/1/30 | | 2,000,000 | 2,045,444 |
5% 7/1/31 | | 1,700,000 | 1,738,715 |
5% 10/1/32 | | 1,760,000 | 1,816,564 |
5% 9/1/33 | | 475,000 | 487,390 |
5% 10/1/33 | | 1,500,000 | 1,547,397 |
5% 10/1/34 | | 1,500,000 | 1,547,089 |
5% 9/1/35 | | 375,000 | 383,688 |
5% 10/1/35 | | 1,500,000 | 1,545,999 |
5% 7/1/36 | | 3,000,000 | 3,056,835 |
5% 9/1/36 | | 315,000 | 321,453 |
5% 9/1/37 | | 840,000 | 863,901 |
5% 10/1/37 | | 2,000,000 | 2,048,618 |
5% 10/1/39 | | 5,000,000 | 5,096,897 |
5% 7/1/40 | | 5,325,000 | 5,438,567 |
5% 7/1/41 | | 5,145,000 | 5,173,714 |
5% 10/1/43 | | 5,000,000 | 5,001,800 |
5% 9/1/46 | | 3,235,000 | 3,254,047 |
5% 10/1/48 | | 6,000,000 | 5,941,292 |
Series 2017 A: | | | |
5% 1/1/35 | | 2,000,000 | 2,061,724 |
5% 1/1/40 | | 1,000,000 | 1,011,965 |
Series 2017: | | | |
5% 7/1/25 | | 1,105,000 | 1,118,271 |
5% 7/1/26 | | 160,000 | 162,462 |
5% 7/1/27 | | 1,000,000 | 1,049,619 |
5% 10/1/28 | | 465,000 | 491,542 |
5% 10/1/29 | | 735,000 | 777,021 |
5% 7/1/37 | | 600,000 | 609,842 |
5% 7/1/42 | | 2,110,000 | 2,123,957 |
5% 10/1/42 | | 4,000,000 | 4,120,254 |
5% 7/1/47 | | 2,250,000 | 2,256,530 |
5% 10/1/47 | | 3,010,000 | 3,070,456 |
Series 2018 J2, 5% 7/1/48 | | 2,365,000 | 2,401,601 |
Series 2018: | | | |
5% 9/1/27 | | 1,010,000 | 1,035,064 |
5% 9/1/29 | | 1,390,000 | 1,431,471 |
5% 1/1/30 | | 10,000 | 10,371 |
5% 9/1/31 | | 1,530,000 | 1,573,851 |
5% 9/1/33 | | 1,185,000 | 1,215,461 |
5% 9/1/38 | | 4,805,000 | 4,846,232 |
5% 6/1/43 | | 4,740,000 | 4,913,872 |
5% 9/1/43 | | 4,445,000 | 4,400,129 |
Series 2019 A: | | | |
5% 7/1/30 | | 1,350,000 | 1,369,996 |
5% 7/1/31 | | 1,350,000 | 1,370,136 |
5% 7/1/32 | | 2,000,000 | 2,029,316 |
5% 7/1/33 | | 2,300,000 | 2,332,921 |
5% 7/1/34 | | 1,015,000 | 1,054,241 |
5% 7/1/36 | | 1,120,000 | 1,152,259 |
5% 7/1/38 | | 735,000 | 747,871 |
5% 7/1/44 | | 2,250,000 | 2,251,624 |
5% 7/1/49 | | 7,250,000 | 7,065,147 |
Series 2019 K: | | | |
5% 7/1/24 | | 500,000 | 500,590 |
5% 7/1/25 | | 1,250,000 | 1,266,721 |
5% 7/1/26 | | 1,250,000 | 1,289,600 |
5% 7/1/33 | | 2,000,000 | 2,145,055 |
5% 7/1/35 | | 2,135,000 | 2,283,996 |
Series 2019 S1, 5% 10/1/25 | | 1,965,000 | 2,003,557 |
Series 2019 S2: | | | |
5% 10/1/32 | | 1,410,000 | 1,541,466 |
5% 10/1/33 | | 1,935,000 | 2,117,917 |
Series 2020 A: | | | |
4% 7/1/39 | | 2,455,000 | 2,260,390 |
4% 7/1/40 | | 7,920,000 | 7,188,487 |
4% 7/1/45 | | 5,000,000 | 4,352,943 |
Series 2021 A: | | | |
4% 7/1/34 | | 1,000,000 | 1,039,923 |
4% 7/1/35 | | 1,000,000 | 1,034,419 |
4% 7/1/36 | | 825,000 | 847,498 |
4% 7/1/37 | | 1,000,000 | 1,016,817 |
4% 7/1/38 | | 700,000 | 707,570 |
4% 7/1/39 | | 1,400,000 | 1,408,295 |
5% 7/1/32 | | 1,000,000 | 1,115,266 |
Series 2021 B: | | | |
4% 7/1/42 | | 475,000 | 428,084 |
4% 7/1/50 | | 2,135,000 | 1,808,246 |
Series 2021 G, 4% 7/1/46 | | 2,795,000 | 2,510,157 |
Series 2021: | | | |
4% 7/1/40 | | 4,160,000 | 3,609,783 |
4% 7/1/45 | | 1,200,000 | 988,177 |
4% 7/1/46 | | 2,150,000 | 1,856,534 |
4% 7/1/50 | | 1,750,000 | 1,387,952 |
4% 7/1/51 | | 2,160,000 | 1,784,342 |
Series 2022: | | | |
5% 7/1/37 | | 800,000 | 832,782 |
5% 7/1/42 | | 740,000 | 751,254 |
5% 7/1/52 | | 2,300,000 | 2,285,220 |
Series 2023 F: | | | |
5% 11/1/34 | | 700,000 | 797,976 |
5% 11/1/35 | | 650,000 | 738,944 |
5% 11/1/36 | | 675,000 | 758,719 |
5% 11/1/37 | | 725,000 | 807,014 |
5% 11/1/38 | | 760,000 | 836,301 |
5% 11/1/39 | | 1,100,000 | 1,202,209 |
5% 11/1/40 | | 850,000 | 922,635 |
5% 11/1/42 | | 950,000 | 1,022,730 |
Series 2023 N: | | | |
5% 10/1/43 | | 1,750,000 | 1,734,465 |
5.25% 10/1/36 | | 500,000 | 527,520 |
5.25% 10/1/37 | | 545,000 | 569,061 |
5.25% 10/1/38 | | 550,000 | 570,103 |
5.25% 10/1/39 | | 580,000 | 599,190 |
Series 2024 D: | | | |
5% 7/1/33 | | 1,250,000 | 1,440,294 |
5% 7/1/34 | | 2,000,000 | 2,317,127 |
5% 7/1/35 | | 1,000,000 | 1,152,352 |
5% 7/1/36 | | 1,000,000 | 1,143,241 |
5% 7/1/37 | | 1,150,000 | 1,300,800 |
5% 7/1/38 | | 1,000,000 | 1,118,250 |
Series B, 0% 1/1/39 (Assured Guaranty Corp. Insured) | | 3,200,000 | 1,678,677 |
Series C, 3% 10/1/45 (Assured Guaranty Muni. Corp. Insured) | | 3,355,000 | 2,495,505 |
Series G: | | | |
5% 7/15/24 (b) | | 130,000 | 129,775 |
5% 7/15/25 (b) | | 120,000 | 119,335 |
5% 7/15/26 (b) | | 160,000 | 159,288 |
5% 7/15/27 (b) | | 340,000 | 339,459 |
5% 7/1/28 | | 350,000 | 367,244 |
5% 7/15/28 (b) | | 350,000 | 350,788 |
5% 7/15/29 (b) | | 1,565,000 | 1,573,711 |
5% 7/1/30 | | 225,000 | 242,118 |
5% 7/15/30 (b) | | 670,000 | 675,598 |
5% 7/15/31 (b) | | 1,025,000 | 1,033,678 |
5% 7/15/32 (b) | | 820,000 | 826,668 |
5% 7/1/33 | | 550,000 | 589,136 |
5% 7/15/33 (b) | | 320,000 | 322,464 |
5% 7/1/34 | | 1,300,000 | 1,391,745 |
5% 7/15/34 (b) | | 300,000 | 302,152 |
5% 7/15/35 (b) | | 270,000 | 271,342 |
5% 7/1/36 | | 475,000 | 504,231 |
5% 7/15/36 (b) | | 235,000 | 234,804 |
5% 7/1/37 | | 1,275,000 | 1,342,366 |
5% 7/15/37 (b) | | 250,000 | 246,583 |
5% 7/15/46 (b) | | 9,540,000 | 8,864,987 |
5% 7/1/50 | | 6,700,000 | 6,810,725 |
Series J2: | | | |
5% 7/1/43 | | 11,540,000 | 11,751,527 |
5% 7/1/53 | | 4,500,000 | 4,540,775 |
Series K, 5% 7/1/27 | | 1,150,000 | 1,173,273 |
Massachusetts Edl. Fing. Auth. Rev.: | | | |
Series 2014 I: | | | |
5% 1/1/25 (d) | | 2,660,000 | 2,676,960 |
5% 1/1/26 (d) | | 8,350,000 | 8,390,711 |
5% 1/1/27 (d) | | 1,000,000 | 1,005,595 |
Series 2015 A, 5% 1/1/25 (d) | | 5,715,000 | 5,751,439 |
Series 2016, 5% 7/1/24 (d) | | 7,120,000 | 7,129,556 |
Series 2017 A: | | | |
5% 7/1/24 (d) | | 3,000,000 | 3,004,026 |
5% 7/1/25 (d) | | 4,500,000 | 4,555,413 |
5% 7/1/26 (d) | | 3,935,000 | 3,999,468 |
Series 2017 B, 4.25% 7/1/46 (d) | | 7,700,000 | 6,933,018 |
Series 2018 B: | | | |
5% 7/1/27 (d) | | 10,240,000 | 10,521,131 |
5% 7/1/28 (d) | | 2,325,000 | 2,398,070 |
Series 2019 B: | | | |
5% 7/1/24 (d) | | 1,000,000 | 1,001,342 |
5% 7/1/25 (d) | | 1,365,000 | 1,381,809 |
5% 7/1/26 (d) | | 2,430,000 | 2,469,811 |
5% 7/1/28 (d) | | 1,000,000 | 1,031,428 |
5% 7/1/29 (d) | | 4,035,000 | 4,197,394 |
Series 2020 C: | | | |
5% 7/1/28 (d) | | 2,000,000 | 2,062,856 |
5% 7/1/29 (d) | | 1,950,000 | 2,029,400 |
5% 7/1/30 (d) | | 1,950,000 | 2,046,897 |
Series 2021 B: | | | |
5% 7/1/27 (d) | | 1,950,000 | 2,003,536 |
5% 7/1/28 (d) | | 1,850,000 | 1,908,142 |
5% 7/1/29 (d) | | 1,825,000 | 1,899,311 |
5% 7/1/30 (d) | | 1,125,000 | 1,180,902 |
5% 7/1/31 (d) | | 1,500,000 | 1,586,186 |
Series 2022 B, 5% 7/1/31 (d) | | 1,000,000 | 1,057,457 |
Series 2023 B: | | | |
5% 7/1/30 (d) | | 10,000,000 | 10,496,907 |
5% 7/1/31 (d) | | 6,515,000 | 6,889,334 |
5% 7/1/32 (d) | | 5,000,000 | 5,279,940 |
5% 7/1/33 (d) | | 6,500,000 | 6,871,179 |
Massachusetts Gen. Oblig.: | | | |
Series 2004 A, 5.5% 8/1/30 | | 2,000,000 | 2,274,042 |
Series 2018 B, 5% 1/1/32 | | 5,000,000 | 5,342,337 |
Series 2019 A: | | | |
5% 1/1/37 | | 10,000,000 | 10,732,238 |
5% 1/1/49 | | 10,000,000 | 10,376,791 |
5.25% 1/1/33 | | 21,110,000 | 23,211,823 |
Series 2019 D, 3% 5/1/36 | | 5,000,000 | 4,579,774 |
Series 2020 C: | | | |
3% 3/1/47 | | 5,810,000 | 4,430,784 |
3% 3/1/49 | | 5,000,000 | 3,724,512 |
Series 2020 D: | | | |
3% 7/1/35 | | 3,000,000 | 2,786,113 |
3% 7/1/39 | | 3,460,000 | 2,955,865 |
3% 11/1/42 | | 3,500,000 | 2,827,085 |
4% 11/1/36 | | 1,500,000 | 1,548,635 |
4% 11/1/41 | | 4,000,000 | 3,960,385 |
5% 7/1/48 | | 18,695,000 | 19,652,887 |
Series 2021 A, 2% 3/1/38 | | 2,500,000 | 1,862,708 |
Series 2021 B: | | | |
3% 4/1/48 | | 21,500,000 | 16,189,175 |
3% 4/1/49 | | 13,500,000 | 10,051,761 |
Series 2021 C: | | | |
3% 9/1/34 | | 2,300,000 | 2,138,350 |
3% 9/1/36 | | 5,000,000 | 4,543,926 |
Series 2021 D: | | | |
5% 9/1/48 | | 6,880,000 | 7,290,030 |
5% 9/1/49 | | 50,000,000 | 52,877,444 |
5% 9/1/50 | | 1,785,000 | 1,882,013 |
Series 2022 B, 3% 2/1/48 | | 38,250,000 | 28,828,405 |
Series 2022 C, 5.25% 10/1/52 | | 1,690,000 | 1,831,653 |
Series 2022 E, 5% 11/1/52 | | 42,445,000 | 45,058,377 |
Series C, 3% 3/1/48 | | 5,000,000 | 3,766,642 |
Series E, 5% 11/1/50 | | 23,480,000 | 24,630,738 |
Massachusetts Hsg. Fin. Agcy. Series 2023 C2: | | | |
4% 12/1/27 | | 9,000,000 | 8,972,732 |
4.05% 12/1/28 | | 16,000,000 | 16,050,056 |
Massachusetts Hsg. Fin. Agcy. Hsg. Rev.: | | | |
Series 183, 3.5% 12/1/46 | | 370,000 | 365,631 |
Series 2011, 3.5% 12/1/49 | | 2,560,000 | 2,508,381 |
Series 2017, 4% 6/1/43 (d) | | 595,000 | 588,696 |
Series 207, 4% 6/1/49 | | 1,335,000 | 1,320,133 |
Series 214, 3.75% 12/1/49 | | 3,555,000 | 3,501,413 |
Series 218, 3% 12/1/50 | | 1,460,000 | 1,410,972 |
Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Series 2018 A, 3.7% 12/1/38 | | 500,000 | 460,880 |
Massachusetts Hsg. Fin. Auth.: | | | |
Series 2021 221, 3% 12/1/50 | | 3,240,000 | 3,123,657 |
Series 2021 A2: | | | |
0.4% 6/1/24 | | 875,000 | 871,983 |
0.45% 12/1/24 | | 1,000,000 | 978,186 |
Series 2021 B1, 2.875% 12/1/51 | | 4,000,000 | 2,716,136 |
Series 2021, 3% 6/1/51 | | 3,525,000 | 3,378,974 |
Series 2022 224, 5% 6/1/50 | | 1,635,000 | 1,663,975 |
Series 220: | | | |
3% 12/1/50 | | 2,760,000 | 2,665,049 |
5% 6/1/24 | | 150,000 | 150,093 |
5% 12/1/24 | | 215,000 | 216,099 |
5% 6/1/25 | | 425,000 | 429,808 |
5% 12/1/25 | | 150,000 | 152,678 |
5% 6/1/26 | | 100,000 | 102,516 |
5% 12/1/26 | | 125,000 | 129,131 |
5% 6/1/27 | | 100,000 | 104,152 |
5% 12/1/27 | | 185,000 | 194,251 |
5% 6/1/28 | | 75,000 | 79,116 |
5% 12/1/28 | | 230,000 | 244,383 |
5% 6/1/29 | | 100,000 | 107,319 |
Massachusetts Port Auth. Rev.: | | | |
Series 2014 B, 5% 7/1/29 (d) | | 1,270,000 | 1,272,083 |
Series 2014 C: | | | |
5% 7/1/28 | | 3,000,000 | 3,005,852 |
5% 7/1/29 | | 4,205,000 | 4,213,640 |
Series 2015 A: | | | |
5% 7/1/28 (d) | | 500,000 | 506,516 |
5% 7/1/29 (d) | | 1,245,000 | 1,260,698 |
5% 7/1/30 (d) | | 1,450,000 | 1,467,228 |
5% 7/1/40 (d) | | 2,000,000 | 2,011,080 |
5% 7/1/45 (d) | | 3,500,000 | 3,509,249 |
Series 2015 B, 5% 7/1/33 (d) | | 1,015,000 | 1,026,928 |
Series 2016 B: | | | |
4% 7/1/46 (d) | | 12,950,000 | 12,135,609 |
5% 7/1/43 (d) | | 11,410,000 | 11,508,487 |
Series 2017 A: | | | |
5% 7/1/30 (d) | | 1,280,000 | 1,327,610 |
5% 7/1/31 (d) | | 1,095,000 | 1,132,504 |
5% 7/1/32 (d) | | 1,370,000 | 1,416,668 |
5% 7/1/33 (d) | | 1,250,000 | 1,290,783 |
5% 7/1/35 (d) | | 2,000,000 | 2,062,379 |
5% 7/1/36 (d) | | 1,720,000 | 1,768,400 |
5% 7/1/42 (d) | | 4,540,000 | 4,598,847 |
Series 2019 A: | | | |
5% 7/1/24 (d) | | 4,140,000 | 4,144,924 |
5% 7/1/30 (d) | | 725,000 | 773,436 |
5% 7/1/33 (d) | | 4,085,000 | 4,351,678 |
5% 7/1/34 (d) | | 5,605,000 | 5,968,457 |
5% 7/1/35 (d) | | 5,000,000 | 5,314,830 |
5% 7/1/36 (d) | | 1,995,000 | 2,106,029 |
5% 7/1/37 (d) | | 1,100,000 | 1,154,027 |
5% 7/1/40 (d) | | 4,450,000 | 4,598,735 |
Series 2019 B, 5% 7/1/44 | | 5,000,000 | 5,263,373 |
Series 2019 C: | | | |
5% 7/1/31 (d) | | 3,500,000 | 3,730,849 |
5% 7/1/32 (d) | | 2,700,000 | 2,877,277 |
5% 7/1/38 (d) | | 11,275,000 | 11,744,598 |
5% 7/1/39 (d) | | 5,000,000 | 5,183,612 |
5% 7/1/49 (d) | | 2,500,000 | 2,534,701 |
Series 2021 A: | | | |
5% 7/1/38 | | 2,125,000 | 2,351,467 |
5% 7/1/39 | | 1,125,000 | 1,237,020 |
5% 7/1/40 | | 1,045,000 | 1,140,014 |
Series 2021 B, 5% 7/1/39 (d) | | 1,325,000 | 1,401,655 |
Series 2021 D: | | | |
5% 7/1/46 | | 3,180,000 | 3,396,880 |
5% 7/1/51 | | 5,740,000 | 6,016,429 |
Series 2021 E: | | | |
5% 7/1/33 (d) | | 3,440,000 | 3,741,073 |
5% 7/1/40 (d) | | 4,000,000 | 4,208,463 |
5% 7/1/41 (d) | | 1,940,000 | 2,033,860 |
5% 7/1/51 (d) | | 11,775,000 | 12,049,387 |
Series 2022 A: | | | |
5% 7/1/31 (d) | | 2,630,000 | 2,862,588 |
5% 7/1/36 (d) | | 2,450,000 | 2,663,232 |
5% 7/1/39 (d) | | 1,460,000 | 1,554,447 |
5% 7/1/40 (d) | | 2,780,000 | 2,941,942 |
Massachusetts Port Auth. Spl. Facilities Rev.: | | | |
(Bosfuel Proj.) Series 2019 A: | | | |
5% 7/1/24 (d) | | 615,000 | 615,420 |
5% 7/1/25 (d) | | 1,000,000 | 1,007,699 |
5% 7/1/28 (d) | | 1,500,000 | 1,571,077 |
5% 7/1/32 (d) | | 500,000 | 530,434 |
5% 7/1/33 (d) | | 1,000,000 | 1,060,492 |
5% 7/1/34 (d) | | 1,250,000 | 1,325,072 |
5% 7/1/49 (d) | | 5,620,000 | 5,705,937 |
Series 2019 A: | | | |
4% 7/1/44 (d) | | 5,000,000 | 4,662,550 |
5% 7/1/31 (d) | | 1,250,000 | 1,326,456 |
Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev.: | | | |
Series 2019 A, 5% 2/15/44 | | 11,510,000 | 12,075,769 |
Series 2020 A, 3% 8/15/50 | | 5,030,000 | 3,691,129 |
Series A: | | | |
5% 8/15/32 | | 1,500,000 | 1,678,339 |
5% 8/15/33 | | 1,675,000 | 1,873,400 |
5% 8/15/34 | | 3,000,000 | 3,349,543 |
5% 8/15/35 | | 2,000,000 | 2,227,329 |
5% 8/15/37 | | 1,400,000 | 1,538,850 |
5% 8/15/45 | | 10,000,000 | 10,602,785 |
5% 8/15/50 | | 16,615,000 | 17,367,638 |
Series B, 5% 11/15/39 | | 1,975,000 | 2,036,083 |
Massachusetts Spl. Oblig. Dedicated Tax Rev. Series 2005: | | | |
5.5% 1/1/30 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | | 17,000,000 | 19,194,632 |
5.5% 1/1/34 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | | 14,770,000 | 16,817,925 |
Massachusetts St Dev. Fin. Agcy. R: | | | |
Series 2024 B, 5% 2/15/34 | | 10,000,000 | 11,839,549 |
Series 2024, 5% 3/1/34 | | 14,630,000 | 17,045,678 |
Massachusetts State College Bldg. Auth. Rev.: | | | |
Series 1999 A, 0% 5/1/28 (Escrowed to Maturity) | | 1,700,000 | 1,481,689 |
Series 2003 B, 0% 5/1/28 (Assured Guaranty Corp. Insured) | | 6,080,000 | 5,261,886 |
Series 2021 A: | | | |
2% 5/1/37 | | 1,060,000 | 788,678 |
2.125% 5/1/51 | | 2,000,000 | 1,117,965 |
Series 2022 A: | | | |
4% 5/1/36 | | 600,000 | 629,894 |
4% 5/1/38 | | 750,000 | 773,278 |
4% 5/1/40 | | 1,000,000 | 1,019,255 |
4% 5/1/41 | | 625,000 | 633,616 |
4% 5/1/42 | | 550,000 | 555,552 |
5% 5/1/32 | | 600,000 | 686,087 |
Massachusetts Tpk. Auth. Metropolitan Hwy. Sys. Rev. Sr. Series A: | | | |
0% 1/1/25 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | | 5,110,000 | 4,976,201 |
0% 1/1/28 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | | 12,700,000 | 11,095,671 |
0% 1/1/29 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | | 33,195,000 | 27,998,824 |
Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Series 2020 B: | | | |
5% 8/1/41 | | 3,155,000 | 3,401,854 |
5% 8/1/42 | | 7,415,000 | 7,972,137 |
Maynard Gen. Oblig. Series 2012, 2.75% 2/15/32 | | 385,000 | 351,429 |
Newton Gen. Oblig. Series 2016, 3% 4/1/33 | | 545,000 | 521,116 |
Norwood Gen. Oblig. Series 2016, 2.125% 7/15/30 | | 1,020,000 | 912,223 |
Quincy Gen. Oblig.: | | | |
Series 2021, 2% 1/15/46 | | 1,755,000 | 1,064,694 |
Series 2022 B, 5% 7/1/47 | | 4,995,000 | 5,345,523 |
Revere Gen. Oblig. Series 2016, 3% 3/1/31 | | 430,000 | 414,432 |
Sharon Gen. Oblig.: | | | |
Series 2021, 2% 2/15/36 | | 635,000 | 500,940 |
Series 2022, 3% 2/15/37 | | 150,000 | 134,846 |
Swampscott Gen. Oblig. Series 2022, 3% 3/1/36 | | 1,000,000 | 930,422 |
Town of Tisbury Gen. Oblig. Series 2022: | | | |
4% 8/15/36 | | 1,780,000 | 1,869,011 |
4% 8/15/40 | | 1,995,000 | 2,038,409 |
4% 8/15/41 | | 2,085,000 | 2,112,884 |
Univ. of Massachusetts Bldg. Auth. Facilities Rev. Series 2020 1, 5% 11/1/50 | | 4,015,000 | 4,215,019 |
Univ. of Massachusetts Bldg. Auth. Rev. Series 2019 1: | | | |
5% 5/1/35 | | 2,000,000 | 2,184,065 |
5% 5/1/36 | | 3,400,000 | 3,694,235 |
5% 5/1/37 | | 3,200,000 | 3,455,215 |
5% 5/1/38 | | 3,000,000 | 3,225,923 |
5% 5/1/39 | | 2,000,000 | 2,142,267 |
Worcester Gen. Oblig. Series 2024: | | | |
5% 2/15/34 | | 3,720,000 | 4,287,882 |
5% 2/15/36 | | 4,435,000 | 5,077,599 |
5% 2/15/37 | | 3,045,000 | 3,456,241 |
TOTAL MASSACHUSETTS | | | 1,614,488,074 |
Puerto Rico - 1.8% | | | |
Puerto Rico Commonwealth Aqueduct & Swr. Auth. Series 2021 B, 5% 7/1/37 (b) | | 4,885,000 | 5,096,830 |
Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Series 2021 A1: | | | |
0% 7/1/33 | | 5,238,348 | 3,429,879 |
5.625% 7/1/27 | | 625,000 | 649,588 |
5.625% 7/1/29 | | 1,925,000 | 2,074,369 |
5.75% 7/1/31 | | 4,525,000 | 5,043,569 |
Puerto Rico Hsg. Fin. Auth. Series 2020, 5% 12/1/27 | | 4,435,000 | 4,626,405 |
Puerto Rico Sales Tax Fing. Corp. Sales Tax Rev.: | | | |
Series 2018 A1, 0% 7/1/31 | | 5,010,000 | 3,773,212 |
Series 2019 A2, 4.329% 7/1/40 | | 6,880,000 | 6,714,644 |
TOTAL PUERTO RICO | | | 31,408,496 |
TOTAL MUNICIPAL BONDS (Cost $1,722,193,454) | | | 1,645,896,570 |
| | | |
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Municipal Bonds and Municipal Notes are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
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