N-MFP2 0000357057 XXXXXXXX 2019-12-31 0000357057 549300HTRNJ3JC8ANN48 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Y 43 43 1023326446.70 1014590628.94 998285318.58 989125812.63 0.6400 0.6400 0.6400 0.6300 9598.86 1537700015.48 1537448102.24 7149701.56 1685803.86 1542921598.80 1540541080.85 1.0000 0.0155 1.0018 1.0018 1.0017 1.0017 C000019444 1.00 1542921598.80 1540541080.85 1.0018 1.0018 1.0017 1.0017 3219217.34 4535544.35 3485714.81 21217177.15 3780496.97 8087005.44 1148447.72 10223832.45 12417809.12 46862820.55 0.0105 N Billerica Gen. Oblig. Billerica Gen. Oblig., 1.69% Participating VRDN Series Solar 17 0027, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FZ52 US27884FZ523 Tender Option Bond Y N/A N/A 2020-01-02 2020-01-02 2042-02-01 Y US BANK NA CINCINNATI OHIO 1.0000 2 Y N/A N/A N N 0.0169 3400000.00 3400000.00 0.0022 N Y N Boston Gen. Oblig. Boston Gen. Oblig., 1.67% Participating VRDN Series Floaters XF 26 08, (Liquidity Facility Citibank NA) 88034MA30 US88034MA306 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2038-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0167 2400000.00 2400000.00 0.0016 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.64% Participating VRDN Series Floaters XX 10 02, (Liquidity Facility Barclays Bank PLC) 88033M5T0 US88033M5T04 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2031-08-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0164 2000000.00 2000000.00 0.0013 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.79% Bonds Series Clipper 09 30, tender 04/02/2020, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 US18886PPV12 Tender Option Bond Y N/A N/A 2020-04-02 2020-04-02 2021-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 93 Y N/A N/A N N 0.0178 10140000.00 10140000.00 0.0066 N N Y Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.65% Participating VRDN Series Floaters ZF 25 68, (Liquidity Facility Citibank NA) 88034MMN3 US88034MMN38 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0165 4865000.00 4865000.00 0.0032 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.65% Participating VRDN Series Floaters XF 26 06, (Liquidity Facility Citibank NA) 88034MZX7 US88034MZX72 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2047-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0165 2400000.00 2400000.00 0.0016 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.67% Participating VRDN Series 2016 20, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2020-01-02 2020-01-02 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 2 Y N/A N/A N N 0.0167 34940000.00 34940000.00 0.0226 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.67% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0167 2900000.00 2900000.00 0.0019 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.67% Participating VRDN Series Floaters ZF 25 67, (Liquidity Facility Citibank NA) 88034MML7 US88034MML71 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0167 3300000.00 3300000.00 0.0021 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.67% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0167 12600000.00 12600000.00 0.0082 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.64% Participating VRDN Series Floaters E 130, (Liquidity Facility Royal Bank of Canada) 74934RYC4 US74934RYC41 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2025-01-29 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0163 15400000.00 15400000.00 0.0100 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.64% Participating VRDN Series Floaters YX 10 74, (Liquidity Facility Barclays Bank PLC) 88033YS28 US88033YS289 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2037-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0164 2200000.00 2200000.00 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.64% Participating VRDN Series Floaters ZF 27 22, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88034NLR3 US88034NLR34 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2047-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0164 8600000.00 8600000.00 0.0056 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.64% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 US57583UL556 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2044-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0164 2500000.00 2500000.00 0.0016 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.64% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0164 7100000.00 7100000.00 0.0046 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.64% Participating VRDN Series Floaters 004, (Liquidity Facility Barclays Bank PLC) 76252PPM5 US76252PPM58 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2049-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0163 14895000.00 14895000.00 0.0097 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.65% Participating VRDN Series Floaters XF 27 05, (Liquidity Facility Citibank NA) 88034NHJ6 US88034NHJ63 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2046-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0165 4740000.00 4740000.00 0.0031 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.66% Participating VRDN Series Floaters ZF 07 60, (Liquidity Facility Royal Bank of Canada) 88034RLF0 US88034RLF00 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2049-09-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0166 2135000.00 2135000.00 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.67% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0167 9135000.00 9135000.00 0.0059 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.67% Participating VRDN Series 2016 XM0136, (Liquidity Facility JPMorgan Chase Bank) 88033MRW9 US88033MRW90 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0167 2650000.00 2650000.00 0.0017 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.67% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0167 4765000.00 4765000.00 0.0031 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.67% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2031-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0167 4785000.00 4785000.00 0.0031 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.67% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0167 4000000.00 4000000.00 0.0026 N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 1.67% Participating VRDN Series XM 07 57, (Liquidity Facility Royal Bank of Canada) 88034RM69 US88034RM698 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2046-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0167 8000000.00 8000000.00 0.0052 N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 1.74% Participating VRDN Series Floaters XG 01 39, (Liquidity Facility Citibank NA) 88033YCM1 US88033YCM12 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2046-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 13055000.00 13055000.00 0.0085 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.63% Participating VRDN Series Floaters G4, (Liquidity Facility Royal Bank of Canada) 74926Y8J3 US74926Y8J33 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2033-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0163 19500000.00 19500000.00 0.0126 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.63% Participating VRDN Series Floaters G9, (Liquidity Facility Royal Bank of Canada) 74934RBA3 US74934RBA32 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2031-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0163 5700000.00 5700000.00 0.0037 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.64% Bonds Series Solar 0009, tender 01/02/2020, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884F6B1 US27884F6B15 Tender Option Bond Y N/A N/A 2020-01-02 2020-01-02 2039-09-01 Y US BANK NA CINCINNATI OHIO 1.0000 2 Y N/A N/A N N 0.0163 3100000.00 3100000.00 0.0020 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.64% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0164 4865000.00 4865000.00 0.0032 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.64% Participating VRDN Series Floaters ZM 05 79, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88033Y4E8 US88033Y4E80 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0164 2235000.00 2235000.00 0.0014 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.64% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0164 1190000.00 1190000.00 0.0008 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.64% Participating VRDN Series Clipper 09 37, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2025-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0164 36075000.00 36075000.00 0.0234 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.64% Participating VRDN Series Floaters ZF 26 93, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88034NGD0 US88034NGD03 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0164 13400000.00 13400000.00 0.0087 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.64% Participating VRDN Series Floaters ZF 26 95, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88034NGH1 US88034NGH17 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0164 5900000.00 5900000.00 0.0038 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.64% Participating VRDN Series Floaters E 116, (Liquidity Facility Royal Bank of Canada) 74926Y7C9 US74926Y7C98 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2021-02-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0164 19540000.00 19540000.00 0.0127 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.65% Participating VRDN Series Floaters XF 27 06, (Liquidity Facility Citibank NA) 88034NHL1 US88034NHL10 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2038-09-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0165 15800000.00 15800000.00 0.0102 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.65% Participating VRDN Series Floaters XF 25 65, (Liquidity Facility Citibank NA) 88034MMC7 US88034MMC72 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2037-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0165 12750000.00 12750000.00 0.0083 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.67% Participating VRDN Series Floaters XF 25 74, (Liquidity Facility Citibank NA) 88034MNV4 US88034MNV45 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2048-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0167 3700000.00 3700000.00 0.0024 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.67% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0167 6650000.00 6650000.00 0.0043 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.67% Participating VRDN Series Floaters XM 07 10, (Liquidity Facility Citibank NA) 88034NYJ7 US88034NYJ70 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2043-09-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0167 3125000.00 3125000.00 0.0020 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.67% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0167 1300000.00 1300000.00 0.0008 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.67% Participating VRDN Series Floaters XM 04 28, (Liquidity Facility JPMorgan Chase Bank) 88033UPA1 US88033UPA15 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2023-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0167 7500000.00 7500000.00 0.0049 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.76% Participating VRDN Series Spears DB 80 15, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RCR2 US25160RCR21 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2049-01-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0176 9195000.00 9195000.00 0.0060 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.79% Bonds Series Clipper 09 67, tender 03/26/2020, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2020-03-26 2020-03-26 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 86 Y N/A N/A N N 0.0178 36670000.00 36670000.00 0.0238 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.79% Bonds Series Clipper 09 69, tender 04/02/2020, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PB79 US18886PB792 Tender Option Bond Y N/A N/A 2020-04-02 2020-04-02 2024-09-01 Y STATE ST BK & TR CO BOSTON 1.0000 93 Y N/A N/A N N 0.0178 30156000.00 30156000.00 0.0195 N N Y Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.63% Participating VRDN Series Floaters XM 02 32, (Liquidity Facility Bank of America NA) 88033SGY4 US88033SGY46 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0163 2500000.00 2500000.00 0.0016 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.64% Participating VRDN Series Clipper 09 39, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 US18886PSL03 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2023-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0164 15450000.00 15450000.00 0.0100 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.64% Participating VRDN Series Floaters XX 10 08, (Liquidity Facility Barclays Bank PLC) 88033M6J1 US88033M6J13 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2035-10-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0164 500000.00 500000.00 0.0003 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.64% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0164 10000000.00 10000000.00 0.0065 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.68% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0168 45460000.00 45460000.00 0.0295 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.68% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0168 47600000.00 47600000.00 0.0309 N Y N Massachusetts Spl. Oblig. Dedicated Tax Rev. Massachusetts Spl. Oblig. Dedicated Tax Rev., 1.79% Bonds Series Floaters G 29, tender 07/01/2020, (Liquidity Facility Royal Bank of Canada) 74934RFZ4 US74934RFZ47 Tender Option Bond Y N/A N/A 2020-07-01 2020-07-01 2034-01-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 183 Y N/A N/A N N 0.0179 1000000.00 1000000.00 0.0006 N N Y Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 1.67% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0167 2200000.00 2200000.00 0.0014 N Y N Saugus Gen. Oblig. Saugus Gen. Oblig., 1.64% Participating VRDN Series Floaters XF 06 81, (Liquidity Facility Toronto-Dominion Bank) 88034M7G5 US88034M7G54 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2042-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0164 4615000.00 4615000.00 0.0030 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.64% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0164 8380000.00 8380000.00 0.0054 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.67% Participating VRDN Series Floaters XF 25 88, (Liquidity Facility Citibank NA) 88034MXG6 US88034MXG67 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2043-11-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0167 4170000.00 4170000.00 0.0027 N Y N Salt Lake City Arpt. Rev. Salt Lake City Arpt. Rev., 1.86% Participating VRDN Series DBE 8034, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RFB4 US25160RFB42 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2048-07-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0186 16100000.00 16100000.00 0.0104 N Y N Dignity Health Dignity Health, 1.83% Participating VRDN Series DBE 80 11, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RBZ5 US25160RBZ55 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2028-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0183 6700000.00 6700000.00 0.0043 N Y N Jacksonville Elec. Auth. Elec. Sys. Rev. Jacksonville Elec. Auth. Elec. Sys. Rev., 1.91% Participating VRDN Series 2019, (Liquidity Facility Wells Fargo Bank NA) 94987KRM9 US94987KRM98 Tender Option Bond Y N/A N/A 2020-02-11 2020-02-11 2040-10-01 Y WELLS FARGO BK NATL ASSN 1.0000 42 Y N/A N/A N N 0.0191 4400000.00 4400000.00 0.0029 N N N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 1.76% Participating VRDN Series Floaters 017, (Liquidity Facility Barclays Bank PLC) 76252PMA4 US76252PMA48 Tender Option Bond Y N/A N/A 2020-02-11 2020-02-11 2030-08-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0176 1280000.00 1280000.00 0.0008 N N N Illinois Gen. Oblig. Illinois Gen. Oblig., 1.73% Participating VRDN Series XM 07 85, (Liquidity Facility Bank of America NA) 88034UGC6 US88034UGC62 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2044-11-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0173 400000.00 400000.00 0.0003 N Y N Berks County Muni. Auth. Rev. Berks County Muni. Auth. Rev., 1.76% Participating VRDN Series Floaters 001, (Liquidity Facility Barclays Bank PLC) 76252PJU4 US76252PJU49 Tender Option Bond Y N/A N/A 2020-02-11 2020-02-11 2035-11-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0176 100000.00 100000.00 0.0001 N N N Pennsylvania Tpk. Commission Tpk. Rev. Pennsylvania Tpk. Commission Tpk. Rev., 1.86% Participating VRDN Series DBE 8032, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RES8 US25160RES85 Tender Option Bond Y N/A N/A 2020-01-07 2020-01-07 2048-12-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0186 100000.00 100000.00 0.0001 N Y N Ohio Higher Edl. Facility Commission Rev. Ohio Higher Edl. Facility Commission Rev., 1.76% Participating VRDN Series 2017, (Liquidity Facility Barclays Bank PLC) 76252PGX1 US76252PGX15 Tender Option Bond Y N/A N/A 2020-02-11 2020-02-11 2046-01-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0175 100000.00 100000.00 0.0001 N N N Beverly Gen. Oblig. Beverly Gen. Oblig., 2.50% BAN Series 2019 088095Z64 US088095Z645 Other Municipal Security Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0114 7549012.50 7549012.50 0.0049 N N N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 1.20% Series A, LOC State Street Bank & Trust Co., Boston, CP FDJ630000 Other Municipal Security Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0126 1399852.58 1399852.58 0.0009 N N N Brockton Gen. Oblig. Brockton Gen. Oblig., 2.25% BAN Series 2019 111746HD8 US111746HD85 Other Municipal Security Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0139 2894283.42 2894283.42 0.0019 N N N Brookline Gen. Oblig. Brookline Gen. Oblig., 3.00% BAN Series 2019 1137455V1 US1137455V18 Other Municipal Security Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0106 2310518.36 2310518.36 0.0015 N N N Burlington Gen. Oblig. Burlington Gen. Oblig., 2.25% BAN Series 2019 121835J52 US121835J522 Other Municipal Security Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0127 2211595.54 2211595.54 0.0014 N N N Chicopee Gen. Oblig. Chicopee Gen. Oblig., 2.25% BAN Series 2019 1685923P6 US1685923P67 Other Municipal Security Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0134 1407997.50 1407997.50 0.0009 N N N Falmouth Gen. Oblig. Falmouth Gen. Oblig., 3.00% BAN Series 2019 306801M99 US306801M996 Other Municipal Security Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0108 8514621.70 8514621.70 0.0055 N N N Franklin Gen. Oblig. Franklin Gen. Oblig., 3.00% BAN Series 2019 353838ZT5 US353838ZT58 Other Municipal Security Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0130 1106854.98 1106854.98 0.0007 N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 2.00% BAN Series 2019 379713KL3 US379713KL33 Other Municipal Security Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0108 1926889.77 1926889.77 0.0012 N N N Grafton Gen. Oblig. Grafton Gen. Oblig., 2.75% BAN Series 2019 384406QH0 US384406QH01 Other Municipal Security Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0114 4224814.02 4224814.02 0.0027 N N N Groton Groton, 2.25% BAN Series 2019 399316QV3 US399316QV34 Other Municipal Security Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0123 3004116.90 3004116.90 0.0019 N N N Harwich Harwich, 2.50% BAN Series 2019 417884XD0 US417884XD05 Other Municipal Security Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0133 2173195.05 2173195.05 0.0014 N N N Hingham Gen. Oblig. Hingham Gen. Oblig., 2.75% BAN Series 2019 433344VC9 US433344VC90 Other Municipal Security Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0117 5420745.80 5420745.80 0.0035 N N N Holden Massachusetts Gen. Oblig. Holden Massachusetts Gen. Oblig., 2.00% BAN Series 2019 434830TQ8 US434830TQ89 Other Municipal Security Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0115 1511165.85 1511165.85 0.0010 N N N Lexington Gen. Oblig. Lexington Gen. Oblig., 3.00% BAN Series 2019 529284X89 US529284X894 Other Municipal Security Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0117 4380654.58 4380654.58 0.0028 N N N Littleton Gen. Oblig. Littleton Gen. Oblig., 2.50% BAN Series 2019 537802SV3 US537802SV38 Other Municipal Security Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0131 1696752.85 1696752.85 0.0011 N N N Marlborough Gen. Oblig. Marlborough Gen. Oblig., 2.25% BAN Series 2019 5708843B0 US5708843B09 Other Municipal Security Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0114 12360297.06 12360297.06 0.0080 N N N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.16% Series 5, LOC TD Banknorth, NA, CP FEA116000 Other Municipal Security Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0122 2001692.89 2001692.89 0.0013 N N N Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 1.23% Bonds Series 05, tender 01/15/2020, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584GAC2 FEA670000 Other Municipal Security Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0168 15697089.22 15697089.22 0.0102 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 2.09% Bonds Series 2015 O3, tender 01/02/2020 57583UW20 US57583UW207 Other Municipal Security Y N/A N/A 2020-01-02 2020-01-29 2050-07-01 Y PARTNERS HEALTHCARE SYS INC 1.0000 29 N N/A N/A N N 0.0191 1600200.96 1600200.96 0.0010 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% RAN Series 2019 57582RZS8 US57582RZS83 Other Municipal Security Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0112 11501651.52 11501651.52 0.0075 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% RAN Series 2019 57582RZT6 US57582RZT66 Other Municipal Security Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0113 25783830.30 25783830.30 0.0167 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% RAN Series 2019 57582RZU3 US57582RZU30 Other Municipal Security Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0112 46307668.33 46307668.33 0.0300 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2003 D 57582NSM8 US57582NSM82 Other Municipal Security Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0106 1694197.08 1694197.08 0.0011 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.15% Bonds Series H1, tender 02/03/2020, CP Mode 57586CV93 FCH908000 Other Municipal Security Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0125 5699457.93 5699457.93 0.0037 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.15% Series EE, CP FDE118000 Other Municipal Security Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0123 14698850.46 14698850.46 0.0095 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.20% Bonds Series H2, tender 04/02/2020, CP Mode 57586CW27 FEC980000 Other Municipal Security Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0126 299953.65 299953.65 0.0002 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.21% Bonds Series H2, tender 02/06/2020, CP Mode 57586CW27 FCI401000 Other Municipal Security Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0130 3199700.80 3199700.80 0.0021 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.29% Series EE, CP FBI266000 Other Municipal Security Y N/A N/A 2020-01-22 2020-01-22 2020-01-22 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0132 16799660.64 16799660.64 0.0109 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.32% Series EE, CP FBG094000 Other Municipal Security Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0131 16800045.36 16800045.36 0.0109 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.35% Series EE, CP FBF204000 Other Municipal Security Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0155 5639778.35 5639778.35 0.0037 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.35% Series EE, CP FBC982000 Other Municipal Security Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0152 11999596.80 11999596.80 0.0078 N Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.17% Series 12A, LOC TD Banknorth, NA, CP FCI994000 Other Municipal Security Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0126 13298558.28 13298558.28 0.0086 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.22% Series 12B, LOC TD Banknorth, NA, CP FCI988000 Other Municipal Security Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0131 16598197.24 16598197.24 0.0108 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.38% Series 99, LOC State Street Bank & Trust Co., Boston, CP FBF649000 Other Municipal Security Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0130 16801535.52 16801535.52 0.0109 N N N Middleborough Gen. Oblig. Middleborough Gen. Oblig., 2.25% BAN Series 2019 596051VL3 US596051VL39 Other Municipal Security Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0121 7835358.18 7835358.18 0.0051 N N N Middleborough Gen. Oblig. Middleborough Gen. Oblig., 2.25% BAN Series 2019 596051VM1 US596051VM12 Other Municipal Security Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0114 5846382.58 5846382.58 0.0038 N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 2.75% BAN Series 2019 B 630191H64 US630191H643 Other Municipal Security Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0117 2213426.16 2213426.16 0.0014 N N N Needham Gen. Oblig. Needham Gen. Oblig., 5.00% Bonds Series 2019 6398463K8 US6398463K89 Other Municipal Security Y N/A N/A 2020-08-01 2020-08-01 2020-08-01 N N N 0.0101 2788098.47 2788098.47 0.0018 N N N North Middlesex Reg'l. School District North Middlesex Reg'l. School District, 3.00% BAN Series 2019 661139NM3 US661139NM36 Other Municipal Security Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0111 11519974.35 11519974.35 0.0075 N N N Norwood Gen. Oblig. Norwood Gen. Oblig., 2.25% BAN Series 2019 669555YJ7 US669555YJ77 Other Municipal Security Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0116 6232468.78 6232468.78 0.0040 N N N Orleans Gen. Oblig. Anticipation Notes Orleans Gen. Oblig. Anticipation Notes, 3.00% BAN Series 2019 686628WL8 US686628WL80 Other Municipal Security Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0109 4207819.98 4207819.98 0.0027 N N N Peabody Gen. Oblig. Peabody Gen. Oblig., 2.25% BAN Series 2019 70457PBT1 US70457PBT12 Other Municipal Security Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0117 3017598.60 3017598.60 0.0020 N N N Revere Gen. Oblig. Revere Gen. Oblig., 2.75% BAN Series 2019 761440L20 US761440L209 Other Municipal Security Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0114 7216436.45 7216436.45 0.0047 N N N Somerville Gen. Oblig. Somerville Gen. Oblig., 2.25% BAN Series A 8352403B6 US8352403B62 Other Municipal Security Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0115 18184058.21 18184058.21 0.0118 N N N Somerville Gen. Oblig. Somerville Gen. Oblig., 2.25% BAN Series 2019 8352403D2 US8352403D29 Other Municipal Security Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0117 33285644.70 33285644.70 0.0216 N N N Swampscott Gen. Oblig. Swampscott Gen. Oblig., 2.25% BAN Series 2019 869648XA8 US869648XA80 Other Municipal Security Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0128 1703169.48 1703169.48 0.0011 N N N Town of Rowley Gen. Oblig. Town of Rowley Gen. Oblig., 2.75% BAN Series 2019 779749LQ1 US779749LQ10 Other Municipal Security Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0122 2513286.75 2513286.75 0.0016 N N N Town of Wayland Town of Wayland, 2.40% BAN Series 2019 944216N71 US944216N712 Other Municipal Security Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0118 2904474.99 2904474.99 0.0019 N N N West Boylston Gen. Oblig. Anticipation Notes West Boylston Gen. Oblig. Anticipation Notes, 2.25% BAN Series 2019 951529FR2 US951529FR26 Other Municipal Security Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0122 2703174.93 2703174.93 0.0018 N N N Westborough Gen. Oblig. Westborough Gen. Oblig., 2.25% BAN Series 2019 957144M21 US957144M217 Other Municipal Security Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0113 19387282.32 19387282.32 0.0126 N N N Westfield Gen. Oblig. Westfield Gen. Oblig., 2.50% BAN Series 2019 9600963S2 US9600963S25 Other Municipal Security Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0130 908929.71 908929.71 0.0006 N N N Weston Gen. Oblig. Weston Gen. Oblig., 2.00% BAN Series 2019 9611657F8 US9611657F85 Other Municipal Security Y N/A N/A 2020-01-30 2020-01-30 2020-01-30 N N N 0.0115 4303010.00 4303010.00 0.0028 N N N Weymouth Gen. Oblig. Weymouth Gen. Oblig., 1.75% BAN Series 2019 962201EG0 US962201EG06 Other Municipal Security Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0110 833494.72 833494.72 0.0005 N N N Woburn Gen. Oblig. Woburn Gen. Oblig., 2.00% BAN Series 2019 977521U43 US977521U439 Other Municipal Security Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0125 1306554.76 1306554.76 0.0008 N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 2.50% BAN Series B 981306VK6 US981306VK60 Other Municipal Security Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0115 7611574.04 7611574.04 0.0049 N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 2.75% BAN Series 2019 A 981306VG5 US981306VG58 Other Municipal Security Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0106 17250075.58 17250075.58 0.0112 N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 4.00% BAN Series 2018 981306TV5 US981306TV53 Other Municipal Security Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0114 5518036.15 5518036.15 0.0036 N N N Florida Dev. Fin. Corp. Surface T Florida Dev. Fin. Corp. Surface T, 1.90% Bonds (Virgin Trains U.S.A. Passenger Rail Proj.) Series 2019 B, tender 03/17/2020 34061YAE0 US34061YAE05 Other Municipal Security Y N/A N/A 2020-03-17 2020-03-17 2049-01-01 Y FLORIDA DEV FIN CORP SURFACE TRANSN FAC REV 1.0000 77 N N/A N/A N N 0.0138 5806329.54 5806329.54 0.0038 N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 1.41% Bonds Series 2001 A, tender 01/17/2020, CP Mode 473044BV6 FEC488000 Other Municipal Security Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0140 1020000.00 1020000.00 0.0007 N N N Kent Hosp. Fin. Auth. Hosp. Facilities Rev. Kent Hosp. Fin. Auth. Hosp. Facilities Rev., 1.89% Bonds (Spectrum Health Sys. Proj.) Series 2015 A, tender 07/28/2020 490580EG8 US490580EG82 Other Municipal Security Y N/A N/A 2020-07-28 2020-07-28 2047-01-15 Y SPECTRUM HEALTH MI 1.0000 210 N N/A N/A N N 0.0188 100000.00 100000.00 0.0001 N N N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.58% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0158 5790000.00 5790000.00 0.0038 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.63% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0163 45000000.00 45000000.00 0.0292 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.55% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0155 14850000.00 14850000.00 0.0096 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.62% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2037-01-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0162 25740000.00 25740000.00 0.0167 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.60% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2021-07-01 Y FEDERAL HOME LN BK OF BOSTON 1.0000 7 N N/A N/A Y FEDERAL HOME LN BK OF BOSTON 1.0000 N/A N/A N 0.0160 11000000.00 11000000.00 0.0071 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.62% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2038-10-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0162 27515000.00 27515000.00 0.0178 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.62% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2032-02-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0162 1665000.00 1665000.00 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.63% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2035-01-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0163 6315000.00 6315000.00 0.0041 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.64% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2027-03-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0164 7745000.00 7745000.00 0.0050 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.65% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2035-09-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0165 325000.00 325000.00 0.0002 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.66% (Seven Hills Foundation and Affiliates Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RZV0 US57583RZV04 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2038-09-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0166 7380000.00 7380000.00 0.0048 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.66% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 US57583RZW86 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2038-09-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0166 3390000.00 3390000.00 0.0022 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.66% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2035-01-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0166 11695000.00 11695000.00 0.0076 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.68% Series 2019, LOC Manufacturers & Traders Trust Co. VRDN 57584YSL4 US57584YSL47 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2049-07-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0168 13065000.00 13065000.00 0.0085 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.71% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2032-10-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0171 6510000.00 6510000.00 0.0042 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.75% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2036-10-01 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0175 21510000.00 21510000.00 0.0139 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.47% Series 2001 C, (Liquidity Facility Barclays Bank PLC) VRDN 575827X54 US575827X547 Variable Rate Demand Note Y N/A N/A 2020-01-02 2020-01-07 2021-01-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0147 4725000.00 4725000.00 0.0031 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.56% (Central Artery Proj.) Series 2000 B, (Liquidity Facility TD Banknorth, NA) VRDN 575827R51 US575827R515 Variable Rate Demand Note Y N/A N/A 2020-01-02 2020-01-02 2030-12-01 Y TD BANK NA WILMINGTON DE 1.0000 2 Y N/A N/A N N 0.0156 940000.00 940000.00 0.0006 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.66% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 US575827R440 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2030-12-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0166 11020000.00 11020000.00 0.0071 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.48% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0148 9439000.00 9439000.00 0.0061 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.55% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2039-07-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0155 13600000.00 13600000.00 0.0088 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.55% (Baystate Health Sys. Proj.) Series 2009 J1, LOC TD Banknorth, NA VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2044-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0155 10000000.00 10000000.00 0.0065 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.67% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2031-07-01 Y FEDERAL HOME LN BK OF BOSTON 1.0000 7 N N/A N/A Y FEDERAL HOME LN BK OF BOSTON 1.0000 N/A N/A N 0.0167 12070000.00 12070000.00 0.0078 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.58% Series 208, (Liquidity Facility Royal Bank of Canada) VRDN 57587AL55 US57587AL559 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2049-06-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N Y MA SF HOUSING REVENUE 9/12/85 OBLIGOR 1.0000 N/A N/A 0.0158 2400000.00 2400000.00 0.0016 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.62% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2034-01-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0162 16100000.00 16100000.00 0.0104 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 1.63% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2038-12-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0163 24055000.00 24055000.00 0.0156 N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 1.62% LOC TD Banknorth, NA VRDN 575855N23 US575855N234 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2024-12-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0161 500000.00 500000.00 0.0003 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.69% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0169 6230000.00 6230000.00 0.0040 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.69% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2028-08-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0169 4200000.00 4200000.00 0.0027 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.67% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2038-05-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N Y UNIV OF MASSACHUSETTS OBLIGOR 1.0000 N/A N/A 0.0167 32145000.00 32145000.00 0.0208 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.64% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0164 10000000.00 10000000.00 0.0065 N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 1.75% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 B VRDN 121822AZ3 US121822AZ33 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0175 700000.00 700000.00 0.0005 N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 1.75% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 A VRDN 121822AY6 US121822AY67 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0175 2100000.00 2100000.00 0.0014 N Y N St. Mary's Kansas Poll. Cont. Rev. St. Mary's Kansas Poll. Cont. Rev., 1.65% (Kansas Gas and Elec. Co. Proj.) Series 1994 VRDN 792609AJ8 US792609AJ89 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2032-04-15 Y EVERGY KANSAS SOUTH 1.0000 7 N N/A N/A N N 0.0165 4500000.00 4500000.00 0.0029 N Y N Wamego Kansas Poll. Cont. Rfdg. Rev. Wamego Kansas Poll. Cont. Rfdg. Rev., 1.65% (Kansas Gas & Elec. Co. Proj.) Series 1994, VRDN 933623BU3 US933623BU36 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2032-04-15 Y EVERGY KANSAS SOUTH 1.0000 7 N N/A N/A N N 0.0165 500000.00 500000.00 0.0003 N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 1.82% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0182 6800000.00 6800000.00 0.0044 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.61% (Nucor Corp. Proj.) Series 2002 VRDN 096490BX4 US096490BX47 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2033-01-02 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0161 4700000.00 4700000.00 0.0030 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.82% (Nucor Corp. Proj.) Series 1998 VRDN 096490BV8 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0182 400000.00 400000.00 0.0003 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.82% Series 1998 VRDN 854743AE1 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0182 300000.00 300000.00 0.0002 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.82% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0182 3700000.00 3700000.00 0.0024 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 1.61% (PSI Energy Proj.) Series 2003 A VRDN 454912AS5 US454912AS53 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0161 3200000.00 3200000.00 0.0021 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.65% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 B VRDN 246387JR6 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0165 2400000.00 2400000.00 0.0016 N Y N Hertford County Indl. Facilities Poll. Cont. Fing. Auth. Hertford County Indl. Facilities Poll. Cont. Fing. Auth., 1.61% (Nucor Corp. Proj.) Series 2000 A VRDN 428007AB4 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2033-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0161 1000000.00 1000000.00 0.0006 N Y N Berkeley County Indl. Dev. Rev. Berkeley County Indl. Dev. Rev., 1.80% Series A VRDN 084185DC8 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2029-03-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0180 620000.00 620000.00 0.0004 N Y N Berkeley County Indl. Dev. Rev. Berkeley County Indl. Dev. Rev., 1.82% (Nucor Corp. Proj.) Series 1995 VRDN 084185DB0 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2028-09-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0182 200000.00 200000.00 0.0001 N Y N Memphis-Shelby County Indl. Dev. Board Facilities Rev. Memphis-Shelby County Indl. Dev. Board Facilities Rev., 1.82% Series 2007 VRDN 58612AAB1 Variable Rate Demand Note Y N/A N/A 2020-01-07 2020-01-07 2037-09-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0182 100000.00 100000.00 0.0001 N Y N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 1.65% 31635A204 549300BDV45LJNXBZC55 US31635A2042 0001022695 Investment Company Y N/A N/A 2020-01-07 2020-01-07 2036-08-01 N N N 0.0165 80518322.26 80518322.26 0.0522 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2020-01-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer