N-MFP2 0000357057 XXXXXXXX 2020-04-30 0000357057 549300QRT0QCVBJTQM03 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGMENT (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. LLC 0000862124 084-01839 N N N Single State Y 34 35 1133888527.47 1212092177.65 1210200615.95 1224256314.85 0.6500 0.6600 0.6500 0.6600 107464.04 1781626991.04 1781280385.13 16017428.92 7331365.43 1790073912.66 1789014979.46 1.0000 0.0049 1.0005 1.0006 1.0008 1.0009 C000019442 25000.00 286435512.18 286169508.73 1.0009 1.0009 1.0011 1.0012 14910406.87 3532930.49 7019330.22 4959706.64 5617347.78 3688921.67 10556329.48 13987561.67 34011379.23 30058976.79 0.0019 N C000047913 1000000.00 1503535347.36 1502742475.67 1.0005 1.0005 1.0007 1.0008 39826935.58 27409526.11 102877132.53 15392328.89 18544926.28 6989962.81 19909014.72 25029851.02 183056856.95 91179294.44 0.0029 Y Fidelity Investments, Reimbursement Fees, -65324.06; C000047914 1000000.00 103053.12 102995.05 1.0005 1.0005 1.0008 1.0008 165.04 0.00 0.00 0.00 0.00 0.00 0.00 0.00 165.04 0.00 0.0004 Y Fidelity Investments, Reimbursement Fees, -4.82; Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.18% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2024-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 N N/A N/A Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0018 4700000.00 4700000.00 0.0026 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.25% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0025 3290000.00 3290000.00 0.0018 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.19% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0019 16470000.00 16470000.00 0.0092 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.20% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 35275000.00 35275000.00 0.0197 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Boston Univ. Proj.) Series U-6E, LOC TD Banknorth, NA VRDN 57583RWD3 US57583RWD33 Variable Rate Demand Note Y N/A N/A 2020-05-01 2020-05-01 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 1 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0015 20250000.00 20250000.00 0.0113 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (College of the Holy Cross Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RUZ6 US57583RUZ62 Variable Rate Demand Note Y N/A N/A 2020-05-01 2020-05-01 2037-09-01 Y BANK OF AMERICA NA 1.0000 1 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0015 13130000.00 13130000.00 0.0073 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 US57583RWB76 Variable Rate Demand Note Y N/A N/A 2020-05-01 2020-05-01 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 1 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0015 2220000.00 2220000.00 0.0012 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2040-10-01 Y NORTHERN TRUST CO CHICAGO 1.0000 7 N N/A N/A Y NORTHERN TRUST CO CHICAGO 1.0000 N/A N/A N 0.0015 22500000.00 22500000.00 0.0126 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0018 2000000.00 2000000.00 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 15925000.00 15925000.00 0.0089 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 20865000.00 20865000.00 0.0117 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2026-07-01 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 0.0020 2665000.00 2665000.00 0.0015 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.22% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 US57583R6F74 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0022 1100000.00 1100000.00 0.0006 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0023 33455000.00 33455000.00 0.0187 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.23% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0023 2855000.00 2855000.00 0.0016 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0024 900000.00 900000.00 0.0005 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0025 1145000.00 1145000.00 0.0006 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.34% Series 2019, LOC Manufacturers & Traders Trust Co. VRDN 57584YSL4 US57584YSL47 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0034 14300000.00 14300000.00 0.0080 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.34% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0034 2965000.00 2965000.00 0.0017 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% (Central Artery Proj.) Series 2000 B, (Liquidity Facility TD Banknorth, NA) VRDN 575827R51 US575827R515 Variable Rate Demand Note Y N/A N/A 2020-05-01 2020-05-01 2030-12-01 Y TD BANK NA WILMINGTON DE 1.0000 1 Y N/A N/A N N 0.0009 31455000.00 31455000.00 0.0176 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.15% Series 2006 A, (Liquidity Facility Barclays Bank PLC) VRDN 57582N4G7 US57582N4G76 Variable Rate Demand Note Y N/A N/A 2020-05-01 2020-05-01 2026-03-01 Y BARCLAYS BANK PLC 1.0000 1 Y N/A N/A N N 0.0015 15750000.00 15750000.00 0.0088 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.23% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 US575827R440 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2030-12-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0023 34995000.00 34995000.00 0.0195 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.24% Series 2001 C, (Liquidity Facility Barclays Bank PLC) VRDN 575827X54 US575827X547 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2021-01-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0024 3425000.00 3425000.00 0.0019 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 US57585KGP75 Variable Rate Demand Note Y N/A N/A 2020-05-01 2020-05-01 2049-11-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 1 N N/A N/A N N 0.0005 1250000.00 1250000.00 0.0007 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 US57586CHB46 Variable Rate Demand Note Y N/A N/A 2020-05-01 2020-05-01 2035-11-01 Y AMHERST COLLEGE 1.0000 1 N N/A N/A N N 0.0009 8265000.00 8265000.00 0.0046 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Baystate Health Sys. Proj.) Series 2009 J2, LOC TD Banknorth, NA VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2020-05-01 2020-05-01 2044-07-01 Y TD BANK NA WILMINGTON DE 1.0000 1 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0015 4160000.00 4160000.00 0.0023 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0019 17540000.00 17540000.00 0.0098 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0019 29050000.00 29050000.00 0.0162 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Williams College Proj.) Series J VRDN 57586CPY5 US57586CPY56 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2026-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0019 20017000.00 20017000.00 0.0112 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Baystate Health Sys. Proj.) Series 2009 J1, LOC TD Banknorth, NA VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0019 23000000.00 23000000.00 0.0128 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.19% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0019 25740000.00 25740000.00 0.0144 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.20% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0020 275000.00 275000.00 0.0002 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.22% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0022 4745000.00 4745000.00 0.0027 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0023 46940000.00 46940000.00 0.0262 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.23% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0023 8621000.00 8621000.00 0.0048 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.24% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0024 4230000.00 4230000.00 0.0024 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.26% Series 208, (Liquidity Facility Royal Bank of Canada) VRDN 57587AL55 US57587AL559 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0026 2600000.00 2600000.00 0.0015 N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.20% LOC TD Banknorth, NA VRDN 575855N23 US575855N234 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0020 4100000.00 4100000.00 0.0023 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.21% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0021 25595000.00 25595000.00 0.0143 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.24% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0024 8450000.00 8450000.00 0.0047 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.22% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 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 0.0022 83415000.00 83415000.00 0.0466 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.55% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0055 5400000.00 5400000.00 0.0030 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.70% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0070 5680000.00 5680000.00 0.0032 N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 0.50% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 A VRDN 121822AY6 US121822AY67 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0050 1700000.00 1700000.00 0.0009 N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 0.50% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 B VRDN 121822AZ3 US121822AZ33 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0050 2700000.00 2700000.00 0.0015 N Y N Wamego Kansas Poll. Cont. Rfdg. Rev. Wamego Kansas Poll. Cont. Rfdg. Rev., 0.45% (Kansas Gas & Elec. Co. Proj.) Series 1994, VRDN 933623BU3 US933623BU36 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2032-04-15 Y EVERGY KANSAS SOUTH 1.0000 7 N N/A N/A N N 0.0045 500000.00 500000.00 0.0003 N Y N Wamego Kansas Poll. Cont. Rfdg. Rev. Wamego Kansas Poll. Cont. Rfdg. Rev., 0.45% (Western Resources, Inc. Proj.) Series 1994 VRDN 933623BS8 US933623BS89 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2032-04-15 Y EVERGY KANSAS CENTRAL 1.0000 7 N N/A N/A N N 0.0045 3900000.00 3900000.00 0.0022 N Y N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 0.29% Series 2016 C, (Liquidity Facility Bank of America NA) VRDN 20772JZ39 US20772JZ396 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2034-05-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0029 6465000.00 6465000.00 0.0036 N Y N Converse County Poll. Cont. Rev. Converse County Poll. Cont. Rev., 0.50% (PacifiCorp Projs.) Series 1994, LOC Wells Fargo Bank NA VRDN 212491AM6 US212491AM68 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2024-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0050 3195000.00 3195000.00 0.0018 N Y N Lincoln County Poll. Cont. Rev. Lincoln County Poll. Cont. Rev., 0.50% (PacifiCorp Proj.) Series 1994 VRDN 533485AZ1 US533485AZ11 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2024-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0050 1230000.00 1230000.00 0.0007 N Y N New York City Gen. Oblig. New York City Gen. Oblig., 0.18% Series 2019 D, (Liquidity Facility Barclays Bank PLC) VRDN 64966ML98 549300ABYZD2SFD5JB29 US64966ML981 Variable Rate Demand Note Y N/A N/A 2020-05-01 2020-05-01 2047-12-01 Y BARCLAYS BANK PLC 1.0000 1 Y N/A N/A N N 0.0018 1100000.00 1100000.00 0.0006 N Y N New York City Transitional Fin. Auth. Rev. New York City Transitional Fin. Auth. Rev., 0.20% Series 2013 A, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 64971QYJ6 US64971QYJ65 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2039-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0020 1500000.00 1500000.00 0.0008 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 0.37% (Indiana Michigan Pwr. Co. Proj.) Series H VRDN 520453AM3 US520453AM37 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0037 2400000.00 2400000.00 0.0013 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.38% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0038 100000.00 100000.00 0.0001 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.45% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0045 200000.00 200000.00 0.0001 N Y 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 0.0075 8282358.99 8282358.99 0.0046 N N N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 1.04% Series A, LOC State Street Bank & Trust Co., Boston, CP FHE634000 Other Municipal Security Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0012 4860734.83 4860734.83 0.0027 N Y N Brookline Gen. Oblig. Brookline Gen. Oblig., 2.00% BAN Series 2020 1137456X6 US1137456X64 Other Municipal Security Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0085 3940113.06 3940113.06 0.0022 N N N Brookline Gen. Oblig. Brookline Gen. Oblig., 5.00% Bonds Series 2020 1137455W9 US1137455W90 Other Municipal Security Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0090 1206513.84 1206513.84 0.0007 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 0.0123 2505380.50 2505380.50 0.0014 N N N Cambridge Gen. Oblig. Cambridge Gen. Oblig., 5.00% Bonds Series 2020 1322856T9 US1322856T98 Other Municipal Security Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0078 2820754.48 2820754.48 0.0016 N N N Carlisle Gen. Oblig. Carlisle Gen. Oblig., 2.00% BAN Series 2019 142429ME6 US142429ME60 Other Municipal Security Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0118 351575.70 351575.70 0.0002 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 0.0118 1504864.20 1504864.20 0.0008 N N N Fitchburg Gen. Oblig. Fitchburg Gen. Oblig., 3.00% BAN Series 2019 3381535V7 US3381535V71 Other Municipal Security Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0077 10782534.88 10782534.88 0.0060 N N N Freetown Gen. Oblig. Freetown Gen. Oblig., 2.00% BAN Series 2020 357010CJ4 US357010CJ41 Other Municipal Security Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0126 3216557.12 3216557.12 0.0018 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 0.0063 2211514.14 2211514.14 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 0.0071 4378696.00 4378696.00 0.0024 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 0.0071 5604730.88 5604730.88 0.0031 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 0.0069 1803011.51 1803011.51 0.0010 N N N Holden Massachusetts Gen. Oblig. Holden Massachusetts Gen. Oblig., 2.50% BAN Series 2019 434830TP0 US434830TP07 Other Municipal Security Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0076 2024075.75 2024075.75 0.0011 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 0.0066 1802019.24 1802019.24 0.0010 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 0.0076 13222888.80 13222888.80 0.0074 N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 22 575829ES1 549300SYPEROLSQU0261 US575829ES12 Other Municipal Security Y N/A N/A 2020-08-01 2020-08-01 2020-08-01 N N N 0.0096 2929448.92 2929448.92 0.0016 N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 2014 57605AFR2 549300SYPEROLSQU0261 US57605AFR23 Other Municipal Security Y N/A N/A 2020-08-01 2020-08-01 2020-08-01 N N N 0.0088 692091.33 692091.33 0.0004 N N N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 5.00% Bonds (Rail Enhancement Prog.) Series A 57604TCF1 US57604TCF12 Other Municipal Security Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0128 2507953.50 2507953.50 0.0014 N N N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 5.00% Bonds (Accelerated Bridge Prog.) Series A 57604TAM8 US57604TAM80 Other Municipal Security Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0128 2006362.80 2006362.80 0.0011 N N N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.50% Series 5, LOC TD Banknorth, NA, CP FIH124000 Other Municipal Security Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0020 2372458.03 2372458.03 0.0013 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series L 57583UNB0 US57583UNB07 Other Municipal Security Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0118 100642.58 100642.58 0.0001 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series K6 57583R7C3 US57583R7C35 Other Municipal Security Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0118 1509638.70 1509638.70 0.0008 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2010 B1, (Pre-Refunded to 10/15/2020 @ 100) 57583R5N1 US57583R5N18 Other Municipal Security Y N/A N/A 2020-10-15 2020-10-15 2040-10-15 N N N 0.0076 21778199.10 21778199.10 0.0122 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.25% Bonds Series 2010 B2, (Pre-Refunded to 2/1/2021 @ 100) 57583R5Q4 US57583R5Q49 Other Municipal Security Y N/A N/A 2021-02-01 2021-02-01 2034-02-01 N N N 0.0076 4553272.30 4553272.30 0.0025 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.38% Bonds (Partners HealthCare Sys. Proj.) Series 2011 K6, (Pre-Refunded to 7/1/2020 @ 100) 57583R6W0 US57583R6W08 Other Municipal Security Y N/A N/A 2020-07-01 2020-07-01 2041-07-01 N N N 0.0096 1007440.00 1007440.00 0.0006 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 6.38% Bonds Series 2010, (Pre-Refunded to 7/1/2020 @ 100) 57583R5W1 Other Municipal Security Y N/A N/A 2020-07-01 2020-07-01 2030-07-01 N N N 0.0111 1336752.75 1336752.75 0.0007 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 6.88% Bonds (Tufts Med. Ctr. Proj.) Series 2011, (Pre-Refunded to 1/1/2021 @ 100) 57584XX48 US57584XX488 Other Municipal Security Y N/A N/A 2021-01-01 2021-01-01 2041-01-01 N N N 0.0081 416164.00 416164.00 0.0002 N N N Massachusetts Fed. Hwy. Massachusetts Fed. Hwy., 5.00% Bonds (Accelerated Bridge Prog.) Series 2014 A 57583PGK9 US57583PGK93 Other Municipal Security Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0107 1004877.90 1004877.90 0.0006 N N N Massachusetts Fed. Hwy. Massachusetts Fed. Hwy., 5.00% Bonds (Accelerated Bridge Prog.) Series A 57583PFM6 US57583PFM68 Other Municipal Security Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0107 1552536.36 1552536.36 0.0009 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 0.0074 33056733.65 33056733.65 0.0185 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 0.0075 57769107.62 57769107.62 0.0323 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series A 57582RVZ6 US57582RVZ62 Other Municipal Security Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0086 478313.70 478313.70 0.0003 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series E 57582RPY6 US57582RPY61 Other Municipal Security Y N/A N/A 2020-11-01 2020-11-01 2020-11-01 N N N 0.0068 893960.11 893960.11 0.0005 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2004 B 57582NXG5 US57582NXG59 Other Municipal Security Y N/A N/A 2020-08-01 2020-08-01 2020-08-01 N N N 0.0078 1875870.79 1875870.79 0.0010 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 0.0071 2448073.44 2448073.44 0.0014 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2003 D 57582NSL0 US57582NSL00 Other Municipal Security Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0071 1468844.06 1468844.06 0.0008 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.00% Series EE, CP FFE875000 Other Municipal Security Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0037 20006202.00 20006202.00 0.0112 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.05% Series EE, CP FGC378000 Other Municipal Security Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0044 5002918.50 5002918.50 0.0028 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.06% Bonds Series H1, tender 05/05/2020, CP Mode 57586CV93 FGB869000 Other Municipal Security Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0105 12500000.00 12500000.00 0.0070 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.06% Series EE, CP FFG583000 Other Municipal Security Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0058 21221367.48 21221367.48 0.0119 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.20% Bonds Series H2, tender 07/09/2020, CP Mode 57586CW27 FIJ782000 Other Municipal Security Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0045 3805458.70 3805458.70 0.0021 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.40% Bonds Series H2, tender 05/06/2020, CP Mode 57586CW27 FII050000 Other Municipal Security Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0139 300000.00 300000.00 0.0002 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.45% Bonds Series H1, tender 05/01/2020, CP Mode 57586CV93 FIH208000 Other Municipal Security Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0005 5700218.88 5700218.88 0.0032 N Y N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds Series 1992, tender 05/07/2020, CP Mode 575856BE8 FJG439000 Other Municipal Security Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0040 18000000.00 18000000.00 0.0101 N Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.90% Series A, LOC TD Banknorth, NA, CP FJA316000 Other Municipal Security Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0030 12013402.80 12013402.80 0.0067 N N N Massachusetts State College Building Authority Rev. Massachusetts State College Building Authority Rev., 5.00% Bonds Series 2009 B 575832TS9 US575832TS93 Other Municipal Security Y N/A N/A 2020-05-01 2020-05-01 2040-05-01 N N N 0.0500 11100000.00 11100000.00 0.0062 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.14% Series 1999, LOC State Street Bank & Trust Co., Boston, CP FGG193000 Other Municipal Security Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0061 20430963.12 20430963.12 0.0114 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series A, (Pre-Refunded to 8/1/2020 @ 100) 576051AQ9 US576051AQ98 Other Municipal Security Y N/A N/A 2020-08-01 2020-08-01 2025-08-01 N N N 0.0080 1010570.00 1010570.00 0.0006 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series G 576051WK8 US576051WK80 Other Municipal Security Y N/A N/A 2020-08-01 2020-08-01 2020-08-01 N N N 0.0088 565797.29 565797.29 0.0003 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series B, (Pre-Refunded to 8/1/2020 @ 100) 576051BQ8 US576051BQ89 Other Municipal Security Y N/A N/A 2020-08-01 2020-08-01 2030-08-01 N N N 0.0080 838773.10 838773.10 0.0005 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 0.0076 8213524.26 8213524.26 0.0046 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 0.0065 6543745.65 6543745.65 0.0037 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 0.0067 2342724.94 2342724.94 0.0013 N N N North Middlesex Reg'l. School District North Middlesex Reg'l. School District, 2.00% BAN Series 2020 661139NN1 US661139NN19 Other Municipal Security Y N/A N/A 2021-02-05 2021-02-05 2021-02-05 N N N 0.0080 13766766.23 13766766.23 0.0077 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 0.0075 6815818.84 6815818.84 0.0038 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 0.0074 3461092.44 3461092.44 0.0019 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 0.0076 19327749.54 19327749.54 0.0108 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 0.0108 57319576.20 57319576.20 0.0320 N N N Templeton Templeton, 2.00% BAN Series 2020 880220GB8 US880220GB83 Other Municipal Security Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0130 2111927.58 2111927.58 0.0012 N N N Town of Eastham Town of Eastham, 2.00% BAN Series 2020 277281KS9 US277281KS91 Other Municipal Security Y N/A N/A 2021-01-29 2021-01-29 2021-01-29 N N N 0.0126 1608733.12 1608733.12 0.0009 N N N Town of Provincetown Town of Provincetown, 2.50% BAN Series 2019 744074NU5 US744074NU52 Other Municipal Security Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0075 2285169.03 2285169.03 0.0013 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 0.0084 2501056.00 2501056.00 0.0014 N N N Watertown Gen. Oblig. Watertown Gen. Oblig., 1.50% BAN Series 2019 942044TL2 US942044TL21 Other Municipal Security Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0073 876017.71 876017.71 0.0005 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 0.0063 20719830.07 20719830.07 0.0116 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 0.0115 1107396.07 1107396.07 0.0006 N N N Weston Gen. Oblig. Weston Gen. Oblig., 2.00% BAN Series 2020 961166AA3 US961166AA35 Other Municipal Security Y N/A N/A 2021-01-29 2021-01-29 2021-01-29 N N N 0.0126 2158718.76 2158718.76 0.0012 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 0.0113 1404893.56 1404893.56 0.0008 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 0.34% Bonds Series 2010 A1, tender 05/07/2020, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2020-05-07 2020-08-03 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 95 N N/A N/A N N 0.0034 1560000.00 1560000.00 0.0009 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 0.34% Bonds Series 2010 A2, tender 05/07/2020, (Liquidity Facility Royal Bank of Canada) 56036YEM3 US56036YEM30 Other Municipal Security Y N/A N/A 2020-05-07 2020-08-03 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 95 N N/A N/A N N 0.0034 1660000.00 1660000.00 0.0009 N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.45% Bonds Series 2001 A, tender 05/07/2020, CP Mode 473044BV6 FJJ261000 Other Municipal Security Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0045 1200000.00 1200000.00 0.0007 N Y N Kent Hosp. Fin. Auth. Hosp. Facilities Rev. Kent Hosp. Fin. Auth. Hosp. Facilities Rev., 0.47% Bonds (Spectrum Health Sys. Proj.) Series 2015 A, tender 11/27/2020 490580EG8 US490580EG82 Other Municipal Security Y N/A N/A 2020-11-27 2020-11-27 2047-01-15 Y SPECTRUM HEALTH MI 1.0000 211 N N/A N/A N N 0.0047 100000.00 100000.00 0.0001 N N N Boston Gen. Oblig. Boston Gen. Oblig., 0.24% Participating VRDN Series Floaters XF 26 08, (Liquidity Facility Citibank NA) 88034MA30 US88034MA306 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2038-05-01 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0024 1600000.00 1600000.00 0.0009 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.25% Participating VRDN Series Floaters XX 10 02, (Liquidity Facility Barclays Bank PLC) 88033M5T0 US88033M5T04 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2031-08-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0025 2200000.00 2200000.00 0.0012 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.16% Participating VRDN Series Floaters ZF 25 68, (Liquidity Facility Citibank NA) 88034MMN3 US88034MMN38 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2045-06-01 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0016 3100000.00 3100000.00 0.0017 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.16% Participating VRDN Series Floaters XF 26 06, (Liquidity Facility Citibank NA) 88034MZX7 US88034MZX72 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2047-06-01 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0016 1600000.00 1600000.00 0.0009 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.19% Participating VRDN Series Floaters ZF 25 67, (Liquidity Facility Citibank NA) 88034MML7 US88034MML71 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2045-06-01 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0019 2070000.00 2070000.00 0.0012 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.26% Participating VRDN Series XF 09 23, (Liquidity Facility JPMorgan Chase Bank) 88034WAC8 US88034WAC82 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2048-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 2600000.00 2600000.00 0.0015 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.26% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 6095000.00 6095000.00 0.0034 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.26% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 2400000.00 2400000.00 0.0013 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% Participating VRDN Series Floaters XF 27 05, (Liquidity Facility Citibank NA) 88034NHJ6 US88034NHJ63 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2046-07-01 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0016 3300000.00 3300000.00 0.0018 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.19% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2041-07-01 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0019 2400000.00 2400000.00 0.0013 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.24% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2031-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0024 2000000.00 2000000.00 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% Participating VRDN Series Floaters YX 10 74, (Liquidity Facility Barclays Bank PLC) 88033YS28 US88033YS289 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2037-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0024 7360000.00 7360000.00 0.0041 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.25% Participating VRDN Series Floaters 004, (Liquidity Facility Barclays Bank PLC) 76252PPM5 US76252PPM58 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2049-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0025 15100000.00 15100000.00 0.0084 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.26% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 1150000.00 1150000.00 0.0006 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.26% Participating VRDN Series Floaters E 130, (Liquidity Facility Royal Bank of Canada) 74934RYC4 US74934RYC41 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2025-01-29 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0026 22135000.00 22135000.00 0.0124 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.26% Participating VRDN Series Floaters ZF 06 04, (Liquidity Facility JPMorgan Chase Bank) 88033Y3N9 US88033Y3N98 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 3000000.00 3000000.00 0.0017 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.26% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0025 1000000.00 1000000.00 0.0006 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.26% Participating VRDN Series Floaters ZM 05 74, (Liquidity Facility JPMorgan Chase Bank) 88033YW80 US88033YW802 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 1500000.00 1500000.00 0.0008 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.26% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 3665000.00 3665000.00 0.0020 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.28% Participating VRDN Series Floaters ZF 07 60, (Liquidity Facility Royal Bank of Canada) 88034RLF0 US88034RLF00 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2049-09-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0028 1615000.00 1615000.00 0.0009 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.32% 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 2020-05-07 2020-05-07 2047-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0032 6065000.00 6065000.00 0.0034 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.32% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0032 900000.00 900000.00 0.0005 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Participating VRDN Series Floaters XF 27 06, (Liquidity Facility Citibank NA) 88034NHL1 US88034NHL10 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2038-09-01 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0016 10600000.00 10600000.00 0.0059 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.19% Participating VRDN Series Floaters XF 25 74, (Liquidity Facility Citibank NA) 88034MNV4 US88034MNV45 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2048-05-01 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0019 2300000.00 2300000.00 0.0013 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.24% Participating VRDN Series Floaters XM 07 10, (Liquidity Facility Citibank NA) 88034NYJ7 US88034NYJ70 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2043-09-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0024 2500000.00 2500000.00 0.0014 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.25% Participating VRDN Series Clipper 09 37, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2025-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0025 12000000.00 12000000.00 0.0067 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.26% Participating VRDN Series Floaters E 116, (Liquidity Facility Royal Bank of Canada) 74926Y7C9 US74926Y7C98 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2021-02-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0026 9800000.00 9800000.00 0.0055 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.26% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 4600000.00 4600000.00 0.0026 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.26% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 18955000.00 18955000.00 0.0106 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.27% Participating VRDN Series 16 ZF0377, (Liquidity Facility Toronto-Dominion Bank) 88033MM95 US88033MM956 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2046-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0027 4375000.00 4375000.00 0.0024 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.27% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0027 1800000.00 1800000.00 0.0010 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.28% Participating VRDN Series 16 XF0374, (Liquidity Facility Bank of America NA) 88033ME94 US88033ME946 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2046-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0028 4000000.00 4000000.00 0.0022 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.28% Bonds Series Solar 0009, tender 05/07/2020, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884F6B1 US27884F6B15 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2039-09-01 Y US BANK NA CINCINNATI OHIO 1.0000 7 Y N/A N/A N N 0.0028 3530000.00 3530000.00 0.0020 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.28% Participating VRDN Series Floaters G9, (Liquidity Facility Royal Bank of Canada) 74934RBA3 US74934RBA32 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2031-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0028 3800000.00 3800000.00 0.0021 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.28% Participating VRDN Series Floaters G4, (Liquidity Facility Royal Bank of Canada) 74926Y8J3 US74926Y8J33 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2033-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0028 13000000.00 13000000.00 0.0073 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.31% Participating VRDN Series XG 02 79, (Liquidity Facility Bank of America NA) 88034UR67 US88034UR675 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2049-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0031 750000.00 750000.00 0.0004 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.32% 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 2020-05-07 2020-05-07 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0032 1100000.00 1100000.00 0.0006 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.32% 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 2020-05-07 2020-05-07 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0032 4100000.00 4100000.00 0.0023 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.37% 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 2020-05-07 2020-05-07 2049-01-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0037 9800000.00 9800000.00 0.0055 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.40% Bonds Series Clipper 09 67, tender 08/20/2020, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2020-08-20 2020-08-20 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 112 Y N/A N/A N N 0.0040 72010000.00 72010000.00 0.0402 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.40% Bonds Series Clipper 09 69, tender 08/27/2020, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PB79 US18886PB792 Tender Option Bond Y N/A N/A 2020-08-27 2020-08-27 2024-09-01 Y STATE ST BK & TR CO BOSTON 1.0000 119 Y N/A N/A N N 0.0040 23015000.00 23015000.00 0.0129 N N Y Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.27% Participating VRDN Series Floaters XM 02 32, (Liquidity Facility Bank of America NA) 88033SGY4 US88033SGY46 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0027 2715000.00 2715000.00 0.0015 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.27% Participating VRDN Series 16 XG0014, (Liquidity Facility Bank of America NA) 88033MX51 US88033MX516 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0027 5550000.00 5550000.00 0.0031 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.28% Participating VRDN Series ZF 08 99, (Liquidity Facility Bank of America NA) 88034UY85 US88034UY853 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2050-12-31 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0028 3820000.00 3820000.00 0.0021 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.16% Participating VRDN Series Floaters XF 25 46, (Liquidity Facility Citibank NA) 88034MFN1 US88034MFN11 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2046-11-15 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0016 4480000.00 4480000.00 0.0025 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 US576000MY62 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2024-08-15 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0019 7500000.00 7500000.00 0.0042 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.19% Participating VRDN Series Solar 17 13, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 1 Y N/A N/A N N 0.0019 8200000.00 8200000.00 0.0046 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0025 17900000.00 17900000.00 0.0100 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.25% Participating VRDN Series Floaters XX 10 08, (Liquidity Facility Barclays Bank PLC) 88033M6J1 US88033M6J13 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2035-10-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0024 6800000.00 6800000.00 0.0038 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.26% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0026 8000000.00 8000000.00 0.0045 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.26% Participating VRDN Series Floaters XM 03 89, (Liquidity Facility JPMorgan Chase Bank) 88033UCS6 US88033UCS69 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2043-05-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 7500000.00 7500000.00 0.0042 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.26% Participating VRDN Series XM 03 54, (Liquidity Facility JPMorgan Chase Bank) 88033SN67 US88033SN670 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2030-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 4000000.00 4000000.00 0.0022 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.28% Participating VRDN Series Floaters ZF 06 92, (Liquidity Facility Bank of America NA) 88034NEL4 US88034NEL47 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2046-11-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0028 1985000.00 1985000.00 0.0011 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.32% Participating VRDN Series Floaters XF 27 75, (Liquidity Facility Morgan Stanley Bank, 88034NV35 US88034NV359 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2048-02-15 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0032 9750000.00 9750000.00 0.0054 N Y N Massachusetts Spl. Oblig. Dedicated Tax Rev. Massachusetts Spl. Oblig. Dedicated Tax Rev., 0.40% 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 62 Y N/A N/A N N 0.0040 7420000.00 7420000.00 0.0041 N N Y Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 0.26% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 300000.00 300000.00 0.0002 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.19% Participating VRDN Series Floaters XF 27 01, (Liquidity Facility Citibank NA) 88034NHA5 US88034NHA54 Tender Option Bond Y N/A N/A 2020-05-01 2020-05-01 2040-08-01 Y CITIBANK NA 1.0000 1 Y N/A N/A N N 0.0019 4000000.00 4000000.00 0.0022 N Y N Saugus Gen. Oblig. Saugus Gen. Oblig., 0.27% Participating VRDN Series Floaters XF 06 81, (Liquidity Facility Toronto-Dominion Bank) 88034M7G5 US88034M7G54 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2042-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0027 3000000.00 3000000.00 0.0017 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.26% Participating VRDN Series XF 22 96, (Liquidity Facility JPMorgan Chase Bank) 914440MZ2 US914440MZ21 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2039-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 6140000.00 6140000.00 0.0034 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.32% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0032 1000000.00 1000000.00 0.0006 N Y N Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev. Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev., 0.32% Participating VRDN Series XF 10 44, (Liquidity Facility Deutsche Bank AG New York Branch 88033MBX4 US88033MBX48 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0032 1000000.00 1000000.00 0.0006 N Y N California Gen. Oblig. California Gen. Oblig., 0.37% Participating VRDN Series Spears DB 80 17, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RDC4 US25160RDC43 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2046-08-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0037 1000000.00 1000000.00 0.0006 N Y N California Health Facilities Financing Auth. Rev. California Health Facilities Financing Auth. Rev., 0.35% Participating VRDN Series Floaters XG 00 49, (Liquidity Facility Deutsche Bank AG New York Br 88033SRV8 US88033SRV87 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0035 2900000.00 2900000.00 0.0016 N Y N Dignity Health Dignity Health, 0.34% Participating VRDN Series 17 04, (Liquidity Facility Barclays Bank PLC) 76252PGP8 US76252PGP80 Tender Option Bond Y N/A N/A 2020-06-11 2020-06-11 2042-03-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0034 795000.00 795000.00 0.0004 N N N Dignity Health Dignity Health, 0.44% Participating VRDN Series DBE 80 11, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RBZ5 US25160RBZ55 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2028-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0044 11900000.00 11900000.00 0.0066 N Y N Univ. of California Revs. Univ. of California Revs., 0.32% Participating VRDN Series Floaters XG 00 61, (Liquidity Facility Deutsche Bank AG New York Branch) 88033SSX3 US88033SSX35 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2036-05-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0032 5250000.00 5250000.00 0.0029 N Y N Jacksonville Elec. Auth. Elec. Sys. Rev. Jacksonville Elec. Auth. Elec. Sys. Rev., 0.52% Participating VRDN Series 2019, (Liquidity Facility Wells Fargo Bank NA) 94987KRM9 US94987KRM98 Tender Option Bond Y N/A N/A 2020-06-11 2020-06-11 2040-10-01 Y WELLS FARGO BK NATL ASSN 1.0000 42 Y N/A N/A N N 0.0052 5400000.00 5400000.00 0.0030 N N N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.37% Participating VRDN Series Floaters 017, (Liquidity Facility Barclays Bank PLC) 76252PMA4 US76252PMA48 Tender Option Bond Y N/A N/A 2020-06-11 2020-06-11 2030-08-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0037 3745000.00 3745000.00 0.0021 N N N Metropolitan Washington Arpts. Auth. Dulles Toll Road Rev. Metropolitan Washington Arpts. Auth. Dulles Toll Road Rev., 0.26% Participating VRDN Series XF 08 55, (Liquidity Facility JPMorgan Chase Bank) 88034UPA0 US88034UPA06 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2049-10-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 3570000.00 3570000.00 0.0020 N Y N Maryland Health & Higher Edl. Facilities Auth. Rev. Maryland Health & Higher Edl. Facilities Auth. Rev., 0.35% Participating VRDN Series XF 10 21, (Liquidity Facility Deutsche Bank AG New York Branch) 88033L7Y9 US88033L7Y98 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2042-08-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0035 3300000.00 3300000.00 0.0018 N Y N Brazos County Health Facilities Dev. Corp. Brazos County Health Facilities Dev. Corp., 0.38% Participating VRDN Series BAML 50 21, (Liquidity Facility Bank of America NA) 88034RF42 US88034RF429 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2028-01-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0038 750000.00 750000.00 0.0004 N Y N San Antonio Pub. Facilities Corp. and Rfdg. Lease San Antonio Pub. Facilities Corp. and Rfdg. Lease, 0.26% Participating VRDN Series Floaters XF 06 41, (Liquidity Facility JPMorgan Chase Bank) 88034MSS6 US88034MSS60 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2042-09-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0026 2000000.00 2000000.00 0.0011 N Y N Private Colleges & Univs. Auth. Rev. Private Colleges & Univs. Auth. Rev., 0.25% Participating VRDN Series Floaters XM 04 35, (Liquidity Facility Barclays Bank PLC) 88033UQK8 US88033UQK87 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2043-10-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0025 2400000.00 2400000.00 0.0013 N Y N Cuyahoga County Ctfs. of Prtn. Cuyahoga County Ctfs. of Prtn., 0.37% Participating VRDN Series Floaters XG 02 06, (Liquidity Facility Bank of America NA) 88034NQU1 US88034NQU18 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2044-12-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0037 200000.00 200000.00 0.0001 N Y N Middletown Hosp. Facilities Rev. Middletown Hosp. Facilities Rev., 0.37% Participating VRDN Series Floaters 00 31 44, (Liquidity Facility Barclays Bank PLC) 76252PGL7 US76252PGL76 Tender Option Bond Y N/A N/A 2020-06-11 2020-06-11 2045-11-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0037 590000.00 590000.00 0.0003 N N N Ohio Hosp. Rev. Ohio Hosp. Rev., 0.37% Participating VRDN Series 002, (Liquidity Facility Barclays Bank PLC) 76252PRB7 US76252PRB75 Tender Option Bond Y N/A N/A 2020-06-11 2020-06-11 2050-12-31 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0037 1300000.00 1300000.00 0.0007 N N N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 0.37% Participating VRDN Series Floaters 014, (Liquidity Facility Barclays Bank PLC) 76252PJC4 US76252PJC41 Tender Option Bond Y N/A N/A 2020-06-11 2020-06-11 2037-06-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0037 945000.00 945000.00 0.0005 N N N Kentucky State Property & Buildings Commission Rev. Kentucky State Property & Buildings Commission Rev., 0.42% Bonds Series G 116, tender 11/02/2020, (Liquidity Facility Royal Bank of Canada) 74934RK62 US74934RK624 Tender Option Bond Y N/A N/A 2020-11-02 2020-11-02 2028-11-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 186 Y N/A N/A N N 0.0042 400000.00 400000.00 0.0002 N N Y Wisconsin Health & Edl. Facilities Wisconsin Health & Edl. Facilities, 0.35% Participating VRDN Series Floaters XG 00 72, (Liquidity Facility Deutsche Bank AG New York Branch) 88033SUT9 US88033SUT94 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2035-04-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0035 300000.00 300000.00 0.0002 N Y N Pennsylvania Tpk. Commission Tpk. Rev. Pennsylvania Tpk. Commission Tpk. Rev., 0.47% Participating VRDN Series DBE 8032, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RES8 US25160RES85 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2048-12-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0047 200000.00 200000.00 0.0001 N Y N Denver City & County Arpt. Rev. Denver City & County Arpt. Rev., 0.35% Participating VRDN Series Floaters XF 10 36, (Liquidity Facility Deutsche Bank AG New York Branch) 88033L6M6 US88033L6M69 Tender Option Bond Y N/A N/A 2020-05-07 2020-05-07 2043-11-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0035 100000.00 100000.00 0.0001 N Y N Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.15% 31635A501 549300BDV45LJNXBZC55 0001022695 Investment Company Y N/A N/A 2020-05-07 2020-05-07 2024-07-01 N N N 0.0015 171076513.61 171076513.61 0.0956 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts AMT Tax-Free Money Market Fund 2020-05-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer