N-MFP2 0000357057 XXXXXXXX 2020-05-31 0000357057 549300HTRNJ3JC8ANN48 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 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. LLC 0000862124 084-01839 N N N Single State Y 25 25 998673901.22 991722897.93 1027981193.14 1027023363.08 1056958037.37 0.7000 0.7000 0.7300 0.7300 0.7500 8426.60 1389348127.91 1388918898.05 5865862.48 7182904.11 1387610283.02 1385629420.18 1.0000 0.0042 1.0016 1.0017 1.0017 1.0017 1.0017 C000019444 1.00 1387610283.02 1385629420.18 1.0016 1.0017 1.0017 1.0017 1.0017 2597930.64 22088478.52 2757657.42 9174388.82 3241041.99 10868239.68 2481448.14 11499649.94 2976072.76 6008685.75 12424105.61 39569540.30 0.0001 Y Fidelity Investments, Transfer Agent Fees, -44722.50; Billerica Gen. Oblig. Billerica Gen. Oblig., 0.10% Participating VRDN Series Solar 17 0027, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FZ52 US27884FZ523 Tender Option Bond Y N/A N/A 2020-06-01 2020-06-01 2042-02-01 Y US BANK NA CINCINNATI OHIO 1.0000 3 Y N/A N/A N N 0.0010 2300000.00 2300000.00 0.0017 N Y N Boston Gen. Oblig. Boston Gen. Oblig., 0.16% Participating VRDN Series Floaters XF 26 08, (Liquidity Facility Citibank NA) 88034MA30 US88034MA306 Tender Option Bond Y N/A N/A 2020-06-01 2020-06-01 2038-05-01 Y Citibank NA 1.0000 3 Y N/A N/A N N 0.0016 2400000.00 2400000.00 0.0017 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.17% Participating VRDN Series Floaters XX 10 02, (Liquidity Facility Barclays Bank PLC) 88033M5T0 US88033M5T04 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2031-08-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0017 2000000.00 2000000.00 0.0014 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.32% Bonds Series Clipper 09 30, tender 08/27/2020, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 US18886PPV12 Tender Option Bond Y N/A N/A 2020-08-27 2020-08-27 2021-08-01 Y State St Bk & Tr Co Boston 1.0000 90 Y N/A N/A N N 0.0032 10140000.00 10140000.00 0.0073 N N Y Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.08% Participating VRDN Series Floaters ZF 25 68, (Liquidity Facility Citibank NA) 88034MMN3 US88034MMN38 Tender Option Bond Y N/A N/A 2020-06-01 2020-06-01 2045-06-01 Y Citibank NA 1.0000 3 Y N/A N/A N N 0.0008 4865000.00 4865000.00 0.0035 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.11% Participating VRDN Series Floaters ZF 25 67, (Liquidity Facility Citibank NA) 88034MML7 US88034MML71 Tender Option Bond Y N/A N/A 2020-06-01 2020-06-01 2045-06-01 Y Citibank NA 1.0000 3 Y N/A N/A N N 0.0011 3300000.00 3300000.00 0.0024 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.14% Participating VRDN Series Floaters XF 26 06, (Liquidity Facility Citibank NA) 88034MZX7 US88034MZX72 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2047-06-01 Y Citibank NA 1.0000 7 Y N/A N/A N N 0.0014 2400000.00 2400000.00 0.0017 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.18% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 2900000.00 2900000.00 0.0021 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.18% Participating VRDN Series XF 09 23, (Liquidity Facility JPMorgan Chase Bank) 88034WAC8 US88034WAC82 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2048-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 2065000.00 2065000.00 0.0015 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.18% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 12600000.00 12600000.00 0.0091 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Participating VRDN Series Floaters XF 27 05, (Liquidity Facility Citibank NA) 88034NHJ6 US88034NHJ63 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2046-07-01 Y Citibank NA 1.0000 7 Y N/A N/A N N 0.0014 4740000.00 4740000.00 0.0034 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2041-07-01 Y Citibank NA 1.0000 7 Y N/A N/A N N 0.0015 1600000.00 1600000.00 0.0012 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0016 7100000.00 7100000.00 0.0051 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2031-07-01 Y Citibank NA 1.0000 7 Y N/A N/A N N 0.0016 4785000.00 4785000.00 0.0034 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% 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 2020-06-05 2020-06-05 2047-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0017 8600000.00 8600000.00 0.0062 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% Participating VRDN Series Floaters YX 10 74, (Liquidity Facility Barclays Bank PLC) 88033YS28 US88033YS289 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2037-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0017 1200000.00 1200000.00 0.0009 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% Participating VRDN Series Floaters E 130, (Liquidity Facility Royal Bank of Canada) 74934RYC4 US74934RYC41 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2025-01-29 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0017 17800000.00 17800000.00 0.0128 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% Participating VRDN Series Floaters 004, (Liquidity Facility Barclays Bank PLC) 76252PPM5 US76252PPM58 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2049-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0017 14895000.00 14895000.00 0.0107 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.17% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 US57583UL556 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2044-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0017 2500000.00 2500000.00 0.0018 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 4765000.00 4765000.00 0.0034 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 9135000.00 9135000.00 0.0066 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.18% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 4000000.00 4000000.00 0.0029 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% Participating VRDN Series Floaters ZF 07 60, (Liquidity Facility Royal Bank of Canada) 88034RLF0 US88034RLF00 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2049-09-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0020 1635000.00 1635000.00 0.0012 N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 0.21% Participating VRDN Series XM 07 57, (Liquidity Facility Royal Bank of Canada) 88034RM69 US88034RM698 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2046-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0021 8000000.00 8000000.00 0.0058 N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 0.23% Participating VRDN Series Floaters XG 01 39, (Liquidity Facility Citibank NA) 88033YCM1 US88033YCM12 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2046-07-01 Y Citibank NA 1.0000 7 Y N/A N/A N N 0.0023 13055000.00 13055000.00 0.0094 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.11% Participating VRDN Series Floaters XF 25 74, (Liquidity Facility Citibank NA) 88034MNV4 US88034MNV45 Tender Option Bond Y N/A N/A 2020-06-01 2020-06-01 2048-05-01 Y Citibank NA 1.0000 3 Y N/A N/A N N 0.0011 3700000.00 3700000.00 0.0027 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Floaters XF 27 06, (Liquidity Facility Citibank NA) 88034NHL1 US88034NHL10 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2038-09-01 Y Citibank NA 1.0000 7 Y N/A N/A N N 0.0014 15800000.00 15800000.00 0.0114 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Participating VRDN Series Floaters XM 07 10, (Liquidity Facility Toronto-Dominion Bank) 88034NYJ7 US88034NYJ70 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2043-09-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0016 3125000.00 3125000.00 0.0023 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.17% Participating VRDN Series Floaters E 116, (Liquidity Facility Royal Bank of Canada) 74926Y7C9 US74926Y7C98 Tender Option Bond Y N/A N/A 2020-06-04 2020-06-05 2021-02-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0017 19540000.00 19540000.00 0.0141 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.17% 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 2020-06-05 2020-06-05 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0017 2235000.00 2235000.00 0.0016 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.17% Participating VRDN Series Clipper 09 37, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2025-08-01 Y State St Bk & Tr Co Boston 1.0000 7 Y N/A N/A N N 0.0017 36075000.00 36075000.00 0.0260 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.17% 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 2020-06-05 2020-06-05 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0017 5900000.00 5900000.00 0.0043 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 6650000.00 6650000.00 0.0048 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.18% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 1300000.00 1300000.00 0.0009 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.19% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0019 1190000.00 1190000.00 0.0009 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.19% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0019 4865000.00 4865000.00 0.0035 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.20% Bonds Series Solar 0009, tender 06/04/2020, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884F6B1 US27884F6B15 Tender Option Bond Y N/A N/A 2020-06-04 2020-06-04 2039-09-01 Y US BANK NA CINCINNATI OHIO 1.0000 6 Y N/A N/A N N 0.0020 3095000.00 3095000.00 0.0022 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.20% Participating VRDN Series Floaters G9, (Liquidity Facility Royal Bank of Canada) 74934RBA3 US74934RBA32 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2031-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0020 5700000.00 5700000.00 0.0041 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.20% Participating VRDN Series Floaters G4, (Liquidity Facility Royal Bank of Canada) 74926Y8J3 US74926Y8J33 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2033-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0020 19500000.00 19500000.00 0.0141 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.29% 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 2020-06-05 2020-06-05 2049-01-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0029 9195000.00 9195000.00 0.0066 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.32% 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 83 Y N/A N/A N N 0.0032 32270000.00 32270000.00 0.0233 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.32% 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 90 Y N/A N/A N N 0.0032 30156000.00 30156000.00 0.0217 N N Y Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% Participating VRDN Series Floaters XM 02 32, (Liquidity Facility Bank of America NA) 88033SGY4 US88033SGY46 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0016 2500000.00 2500000.00 0.0018 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.17% Participating VRDN Series Clipper 09 39, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 US18886PSL03 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2023-07-01 Y State St Bk & Tr Co Boston 1.0000 7 Y N/A N/A N N 0.0017 15450000.00 15450000.00 0.0111 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.17% Participating VRDN Series ZF 08 99, (Liquidity Facility Bank of America NA) 88034UY85 US88034UY853 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2050-12-31 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0017 2845000.00 2845000.00 0.0021 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series Solar 17 13, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2020-06-01 2020-06-01 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 3 Y N/A N/A N N 0.0010 3390000.00 3390000.00 0.0024 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.16% Participating VRDN Series 15 XF2203, (Liquidity Facility Citibank NA) 88033MQC4 US88033MQC46 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2037-08-15 Y Citibank NA 1.0000 7 Y N/A N/A N N 0.0016 9260000.00 9260000.00 0.0067 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.17% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0017 11540000.00 11540000.00 0.0083 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.17% Participating VRDN Series Floaters ZF 06 92, (Liquidity Facility Bank of America NA) 88034NEL4 US88034NEL47 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2046-11-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0017 1900000.00 1900000.00 0.0014 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.17% Participating VRDN Series Floaters XX 10 08, (Liquidity Facility Barclays Bank PLC) 88033M6J1 US88033M6J13 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2035-10-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0017 500000.00 500000.00 0.0004 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.17% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2037-08-15 Y Citibank NA 1.0000 7 Y N/A N/A N N 0.0017 45460000.00 45460000.00 0.0328 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Participating VRDN Series XM 03 54, (Liquidity Facility JPMorgan Chase Bank) 88033SN67 US88033SN670 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2030-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 3500000.00 3500000.00 0.0025 N Y N Massachusetts Spl. Oblig. Dedicated Tax Rev. Massachusetts Spl. Oblig. Dedicated Tax Rev., 0.32% Bonds Series Floaters G 29, tender 01/04/2021, (Liquidity Facility Royal Bank of Canada) 74934RFZ4 US74934RFZ47 Tender Option Bond Y N/A N/A 2021-01-04 2021-01-04 2034-01-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 220 Y N/A N/A N N 0.0032 1000000.00 1000000.00 0.0007 N N Y Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 0.18% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 2200000.00 2200000.00 0.0016 N Y N Saugus Gen. Oblig. Saugus Gen. Oblig., 0.19% Participating VRDN Series Floaters XF 06 81, (Liquidity Facility Toronto-Dominion Bank) 88034M7G5 US88034M7G54 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2042-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0019 4615000.00 4615000.00 0.0033 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.16% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0016 16380000.00 16380000.00 0.0118 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.16% Participating VRDN Series Floaters XF 25 88, (Liquidity Facility Citibank NA) 88034MXG6 US88034MXG67 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2043-11-01 Y Citibank NA 1.0000 7 Y N/A N/A N N 0.0016 7870000.00 7870000.00 0.0057 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.18% Participating VRDN Series XF 22 96, (Liquidity Facility JPMorgan Chase Bank) 914440MZ2 US914440MZ21 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2039-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0018 5200000.00 5200000.00 0.0037 N Y N Salt Lake City Arpt. Rev. Salt Lake City Arpt. Rev., 0.39% Participating VRDN Series DBE 8034, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RFB4 US25160RFB42 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2048-07-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0039 16100000.00 16100000.00 0.0116 N Y N Dignity Health Dignity Health, 0.36% Participating VRDN Series DBE 80 11, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RBZ5 US25160RBZ55 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2028-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0036 6700000.00 6700000.00 0.0048 N Y N Jacksonville Elec. Auth. Elec. Sys. Rev. Jacksonville Elec. Auth. Elec. Sys. Rev., 0.44% Participating VRDN Series 2019, (Liquidity Facility Wells Fargo Bank NA) 94987KRM9 US94987KRM98 Tender Option Bond Y N/A N/A 2020-07-10 2020-07-10 2040-10-01 Y WELLS FARGO BK NATL ASSN 1.0000 42 Y N/A N/A N N 0.0044 5000000.00 5000000.00 0.0036 N N N Tarrant County Cultural Ed. Facilities Fin. Corp. Hosp. Rev. Tarrant County Cultural Ed. Facilities Fin. Corp. Hosp. Rev., 0.29% Participating VRDN Series 021, (Liquidity Facility Barclays Bank PLC) 76252PQY8 US76252PQY87 Tender Option Bond Y N/A N/A 2020-07-10 2020-07-10 2050-08-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0029 2000000.00 2000000.00 0.0014 N N N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.29% Participating VRDN Series Floaters 017, (Liquidity Facility Barclays Bank PLC) 76252PMA4 US76252PMA48 Tender Option Bond Y N/A N/A 2020-07-10 2020-07-10 2030-08-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0029 1280000.00 1280000.00 0.0009 N N N Ohio Hosp. Rev. Ohio Hosp. Rev., 0.29% Participating VRDN Series 002, (Liquidity Facility Barclays Bank PLC) 76252PRB7 US76252PRB75 Tender Option Bond Y N/A N/A 2020-07-10 2020-07-10 2050-12-31 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0029 1000000.00 1000000.00 0.0007 N N N Pennsylvania Tpk. Commission Tpk. Rev. Pennsylvania Tpk. Commission Tpk. Rev., 0.39% Participating VRDN Series DBE 8032, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RES8 US25160RES85 Tender Option Bond Y N/A N/A 2020-06-05 2020-06-05 2048-12-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0039 100000.00 100000.00 0.0001 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.16% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0016 5725000.00 5725000.00 0.0041 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.22% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0022 45000000.00 45000000.00 0.0324 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.10% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2037-01-01 Y Citibank NA 1.0000 7 N N/A N/A Y Citibank NA 1.0000 N/A N/A N 0.0010 19680000.00 19680000.00 0.0142 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.13% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0013 25740000.00 25740000.00 0.0185 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.16% (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 2020-06-05 2020-06-05 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 0.0016 11000000.00 11000000.00 0.0079 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 US57583RWB76 Variable Rate Demand Note Y N/A N/A 2020-06-01 2020-06-01 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 3 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0005 7465000.00 7465000.00 0.0054 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (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 2020-06-01 2020-06-01 2037-09-01 Y BANK OF AMERICA NA 1.0000 3 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0005 2950000.00 2950000.00 0.0021 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Boston Univ. Proj.) Series U-6E, LOC TD Banknorth, NA VRDN 57583RWD3 US57583RWD33 Variable Rate Demand Note Y N/A N/A 2020-06-01 2020-06-01 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 3 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0005 27420000.00 27420000.00 0.0198 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0007 7510000.00 7510000.00 0.0054 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0010 10150000.00 10150000.00 0.0073 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0012 23110000.00 23110000.00 0.0167 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0012 21510000.00 21510000.00 0.0155 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 US57583R6F74 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0012 10515000.00 10515000.00 0.0076 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (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 2020-06-05 2020-06-05 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 0.0013 3390000.00 3390000.00 0.0024 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (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 2020-06-05 2020-06-05 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 0.0013 7380000.00 7380000.00 0.0053 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0015 775000.00 775000.00 0.0006 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0016 6175000.00 6175000.00 0.0045 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.16% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0016 7745000.00 7745000.00 0.0056 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0021 11180000.00 11180000.00 0.0081 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.21% Series 2019, LOC Manufacturers & Traders Trust Co. VRDN 57584YSL4 US57584YSL47 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0021 13065000.00 13065000.00 0.0094 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.05% Series 2006 A, (Liquidity Facility Barclays Bank PLC) VRDN 57582N4G7 US57582N4G76 Variable Rate Demand Note Y N/A N/A 2020-06-01 2020-06-01 2026-03-01 Y BARCLAYS BANK PLC 1.0000 3 Y N/A N/A N N 0.0005 7400000.00 7400000.00 0.0053 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Series 2001 C, (Liquidity Facility Barclays Bank PLC) VRDN 575827X54 US575827X547 Variable Rate Demand Note Y N/A N/A 2020-06-04 2020-06-05 2021-01-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0014 1700000.00 1700000.00 0.0012 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 US57585KGP75 Variable Rate Demand Note Y N/A N/A 2020-06-01 2020-06-01 2049-11-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 3 N N/A N/A N N 0.0002 1125000.00 1125000.00 0.0008 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Baystate Health Sys. Proj.) Series 2009 J2, LOC TD Banknorth, NA VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2020-06-01 2020-06-01 2044-07-01 Y TD BANK NA WILMINGTON DE 1.0000 3 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0005 16885000.00 16885000.00 0.0122 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0007 1165000.00 1165000.00 0.0008 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0010 4500000.00 4500000.00 0.0032 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0010 3525000.00 3525000.00 0.0025 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Baystate Health Sys. Proj.) Series 2009 J1, LOC TD Banknorth, NA VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0010 10000000.00 10000000.00 0.0072 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 US57586CGB54 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2040-07-01 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 0.0012 5605000.00 5605000.00 0.0040 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0014 9439000.00 9439000.00 0.0068 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.14% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0014 12070000.00 12070000.00 0.0087 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.16% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0016 17900000.00 17900000.00 0.0129 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.17% Series 208, (Liquidity Facility Royal Bank of Canada) VRDN 57587AL55 US57587AL559 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0017 2400000.00 2400000.00 0.0017 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.17% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0017 24055000.00 24055000.00 0.0173 N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.12% LOC TD Banknorth, NA VRDN 575855N23 US575855N234 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0012 500000.00 500000.00 0.0004 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.10% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0010 9980000.00 9980000.00 0.0072 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.16% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0016 7800000.00 7800000.00 0.0056 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.12% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 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 0.0012 35885000.00 35885000.00 0.0259 N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 0.45% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0045 9500000.00 9500000.00 0.0068 N Y N West Jefferson Indl. Dev. Board Solid Waste Disp. Rev. West Jefferson Indl. Dev. Board Solid Waste Disp. Rev., 0.20% (Alabama Pwr. Co. Miller Plant Proj.) Series 2008 VRDN 95345PAB4 US95345PAB40 Variable Rate Demand Note Y N/A N/A 2020-06-01 2020-06-01 2038-12-01 Y ALABAMA POWER CO 1.0000 3 N N/A N/A N N 0.0020 500000.00 500000.00 0.0004 N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 0.37% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 A VRDN 121822AY6 US121822AY67 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0037 2200000.00 2200000.00 0.0016 N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 0.37% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 B VRDN 121822AZ3 US121822AZ33 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0037 1000000.00 1000000.00 0.0007 N Y N St. Mary's Kansas Poll. Cont. Rev. St. Mary's Kansas Poll. Cont. Rev., 0.34% (Kansas Gas and Elec. Co. Proj.) Series 1994 VRDN 792609AJ8 US792609AJ89 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2032-04-15 Y EVERGY KANSAS SOUTH 1.0000 7 N N/A N/A N N 0.0034 4500000.00 4500000.00 0.0032 N Y N Wamego Kansas Poll. Cont. Rfdg. Rev. Wamego Kansas Poll. Cont. Rfdg. Rev., 0.34% (Kansas Gas & Elec. Co. Proj.) Series 1994, VRDN 933623BU3 US933623BU36 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2032-04-15 Y EVERGY KANSAS SOUTH 1.0000 7 N N/A N/A N N 0.0034 500000.00 500000.00 0.0004 N Y N Wamego Kansas Poll. Cont. Rfdg. Rev. Wamego Kansas Poll. Cont. Rfdg. Rev., 0.34% (Western Resources, Inc. Proj.) Series 1994 VRDN 933623BS8 US933623BS89 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2032-04-15 Y EVERGY KANSAS CENTRAL 1.0000 7 N N/A N/A N N 0.0034 600000.00 600000.00 0.0004 N Y N Trimble County Poll. Cont. Rev. Trimble County Poll. Cont. Rev., 0.22% (Louisville Gas and Elec. Co. Proj.) Series 2016 A VRDN 896224AY8 US896224AY84 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2044-09-01 Y LOUISVILLE GAS & ELECTRIC CO 1.0000 7 N N/A N/A N N 0.0022 5200000.00 5200000.00 0.0037 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 0.45% Series 1998 VRDN 854743AE1 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0045 300000.00 300000.00 0.0002 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 0.45% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0045 3700000.00 3700000.00 0.0027 N Y N Memphis-Shelby County Indl. Dev. Board Facilities Rev. Memphis-Shelby County Indl. Dev. Board Facilities Rev., 0.45% Series 2007 VRDN 58612AAB1 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2037-09-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0045 2330000.00 2330000.00 0.0017 N Y N Delaware County Indl. Dev. Auth. Arpt. Facilities Rev. Delaware County Indl. Dev. Auth. Arpt. Facilities Rev., 0.47% (United Parcel Svc. Proj.) Series 2015 VRDN 245903AB5 US245903AB55 Variable Rate Demand Note Y N/A N/A 2020-06-01 2020-06-01 2045-09-01 Y UNITED PARCEL SERVICE INC 1.0000 3 N N/A N/A N N 0.0047 1500000.00 1500000.00 0.0011 N Y N Rhode Island Hsg. & Mtg. Fin. Corp. FHLMC Rhode Island Hsg. & Mtg. Fin. Corp., 0.23% Series 2006, LOC Freddie Mac VRDN 762212Z68 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2039-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0023 1000000.00 1000000.00 0.0007 N Y N Berkeley County Indl. Dev. Rev. Berkeley County Indl. Dev. Rev., 0.45% (Nucor Corp. Proj.) Series 1997 VRDN 084185DD6 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2030-04-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0045 500000.00 500000.00 0.0004 N Y N Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 0.22% Series 1995 VRDN 212490AC0 US212490AC04 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2025-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0022 500000.00 500000.00 0.0004 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 0.45% (Nucor Corp. Proj.) Series 1998 VRDN 096490BV8 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0045 400000.00 400000.00 0.0003 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 0.0062 7510543.50 7510543.50 0.0054 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 0.0065 2885429.26 2885429.26 0.0021 N N 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 0.0039 2836945.44 2836945.44 0.0020 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 0.0102 2203571.04 2203571.04 0.0016 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 0.0021 2171508.57 2171508.57 0.0016 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 0.0095 1404060.00 1404060.00 0.0010 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 0.0085 2476655.62 2476655.62 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 0.0033 1924116.87 1924116.87 0.0014 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 0.0068 2163683.29 2163683.29 0.0016 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 0.0036 1511669.10 1511669.10 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 0.0074 12306670.29 12306670.29 0.0089 N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.25% Bonds Series B 575579FD4 US575579FD44 Other Municipal Security Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0060 125515.21 125515.21 0.0001 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 0.0044 2116467.78 2116467.78 0.0015 N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.25% Bonds Series A 57604PPH1 549300SYPEROLSQU0261 Other Municipal Security Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0021 1819534.82 1819534.82 0.0013 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 0.0488 2500000.00 2500000.00 0.0018 N Y 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 0.0005 2000953.40 2000953.40 0.0014 N N N Massachusetts Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts Dev. Fin. Agcy. Elec. Util. Rev., 0.55% Bonds Series 2007, tender 06/03/2020, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584TAA8 GAG973000 Other Municipal Security Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0044 10000151.00 10000151.00 0.0072 N Y 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 0.0099 1204248.96 1204248.96 0.0009 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 0.0026 17543506.50 17543506.50 0.0126 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2010 B 57583R5P6 US57583R5P65 Other Municipal Security Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR 1.0000 N/A N/A 0.0023 127247.53 127247.53 0.0001 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 0.0023 3514546.00 3514546.00 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 0.0068 1204992.00 1204992.00 0.0009 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 0.0083 1004910.00 1004910.00 0.0007 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 6.88% Bonds Series 2011, (Pre-Refunded to 1/1/2021 @ 100) 57584XW31 US57584XW316 Other Municipal Security Y N/A N/A 2021-01-01 2021-01-01 2041-01-01 N N N 0.0033 3271180.50 3271180.50 0.0024 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 0.0072 48751764.83 48751764.83 0.0351 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series B 57582PZN3 US57582PZN31 Other Municipal Security Y N/A N/A 2020-08-01 2020-08-01 2020-08-01 N N N 0.0036 1007976.10 1007976.10 0.0007 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series A 57582RGF7 US57582RGF73 Other Municipal Security Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0020 233145.92 233145.92 0.0002 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 0.0037 1008385.60 1008385.60 0.0007 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 0.0026 1669092.29 1669092.29 0.0012 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.37% Bonds Series H1, tender 08/05/2020, CP Mode 57586CV93 FJJ788000 Other Municipal Security Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0002 8005216.00 8005216.00 0.0058 N N 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 0.0028 15315667.20 15315667.20 0.0110 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 0.0015 3203772.80 3203772.80 0.0023 N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds Series 2020, tender 06/04/2020, CP Mode 575856BE8 GAH508000 Other Municipal Security Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0037 3900019.11 3900019.11 0.0028 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 0.0005 10009081.00 10009081.00 0.0072 N N 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 0.0021 15029011.50 15029011.50 0.0108 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) 576051BR6 US576051BR62 Other Municipal Security Y N/A N/A 2020-08-01 2020-08-01 2031-08-01 N N N 0.0038 151191.00 151191.00 0.0001 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) 576051BA3 US576051BA38 Other Municipal Security Y N/A N/A 2020-08-01 2020-08-01 2035-08-01 N N N 0.0038 393096.60 393096.60 0.0003 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 0.0058 7803973.32 7803973.32 0.0056 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 0.0024 5838213.07 5838213.07 0.0042 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 0.0036 2746734.87 2746734.87 0.0020 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 0.0060 6207641.50 6207641.50 0.0045 N N N Orleans Gen. Oblig. Anticipation Notes Orleans Gen. Oblig. Anticipation Notes, 3.00% BAN Series 2020 686628WM6 US686628WM63 Other Municipal Security Y N/A N/A 2021-02-05 2021-02-05 2021-02-05 N N N 0.0040 915943.41 915943.41 0.0007 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 0.0054 3006804.30 3006804.30 0.0022 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 0.0086 18104179.29 18104179.29 0.0130 N Y 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 0.0031 34026996.14 34026996.14 0.0245 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 0.0084 1588487.36 1588487.36 0.0011 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 0.0085 1148694.89 1148694.89 0.0008 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 0.0026 908445.87 908445.87 0.0007 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 0.0085 1612203.36 1612203.36 0.0012 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 0.0045 832630.69 832630.69 0.0006 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 0.0082 1304412.54 1304412.54 0.0009 N N N Guam Wtrwks. Auth. Wtr. and Wastewtr. Sys. Rev. Guam Wtrwks. Auth. Wtr. and Wastewtr. Sys. Rev., 5.63% Bonds Series 2010, (Pre-Refunded to 7/1/2020 @ 100) 40065FAT1 Other Municipal Security Y N/A N/A 2020-07-01 2020-07-01 2040-07-01 N N N 0.0074 1375918.40 1375918.40 0.0010 N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.34% Bonds Series 2001 A, tender 06/04/2020, CP Mode 473044BV6 GAJ846000 Other Municipal Security Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0034 900000.00 900000.00 0.0006 N Y N Kent Hosp. Fin. Auth. Hosp. Facilities Rev. Kent Hosp. Fin. Auth. Hosp. Facilities Rev., 0.39% Bonds (Spectrum Health Sys. Proj.) Series 2015 A, tender 12/28/2020 490580EG8 US490580EG82 Other Municipal Security Y N/A N/A 2020-12-28 2020-12-28 2047-01-15 Y SPECTRUM HEALTH MI 1.0000 213 N N/A N/A N N 0.0039 100000.00 100000.00 0.0001 N N N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.15% 31635A204 549300BDV45LJNXBZC55 US31635A2042 0001022695 Investment Company Y N/A N/A 2020-06-05 2020-06-05 2038-02-01 N N N 0.0015 117906322.27 117906322.27 0.0850 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2020-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer