N-MFP2 0000357057 XXXXXXXX 2021-12-31 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 33 33 830987832.66 843598603.64 831903394.65 825672498.31 859884091.68 0.7300 0.7500 0.7400 0.7300 0.7600 0.00 1118603533.15 1118608391.24 2362046.78 1336080.99 1119634357.03 1117629072.55 1.0000 0.0013 1.0018 1.0018 1.0018 1.0018 1.0018 C000019444 1.00 1119634357.03 1117629072.55 1.0018 1.0018 1.0018 1.0018 1.0018 1627262.78 6015001.05 1099539.78 6625374.48 5129705.69 3324778.71 2858256.96 3061580.83 1284507.93 1399699.44 11662929.24 16815405.08 0.0001 Y Fidelity Investments, Transfer Agent and Management Fees, -359645.90; Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.10% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 5660000.00 5660000.00 0.0051 N N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.13% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 45000000.00 45000000.00 0.0402 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.08% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0008 22380000.00 22380000.00 0.0200 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.10% Series 2010 A2, LOC TD Banknorth, NA VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2037-01-01 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 42940000.00 42940000.00 0.0384 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Boston Univ. Proj.) Series U-6E, LOC TD Banknorth, NA VRDN 57583RWD3 US57583RWD33 Variable Rate Demand Note Y N/A N/A 2022-01-03 2022-01-03 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 0.0006 4320000.00 4320000.00 0.0039 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (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 2022-01-03 2022-01-03 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 0.0010 1630000.00 1630000.00 0.0015 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2032-10-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0010 6605000.00 6605000.00 0.0059 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2036-10-01 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0010 20340000.00 20340000.00 0.0182 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2027-03-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0010 7285000.00 7285000.00 0.0065 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2035-01-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0012 6005000.00 6005000.00 0.0054 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2035-09-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0013 730000.00 730000.00 0.0007 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2035-01-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0020 10595000.00 10595000.00 0.0095 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.20% Series 2019, LOC Manufacturers & Traders Trust Co. VRDN 57584YSL4 US57584YSL47 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2049-07-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0020 12955000.00 12955000.00 0.0116 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 US57586CHB46 Variable Rate Demand Note Y N/A N/A 2022-01-03 2022-01-03 2035-11-01 Y AMHERST COLLEGE 1.0000 3 N N/A N/A N N 0.0007 2200000.00 2200000.00 0.0020 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2035-07-01 Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE 1.0000 7 N N/A N/A N N 0.0008 26355000.00 26355000.00 0.0235 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Baystate Health Sys. Proj.) Series 2009 J1, LOC TD Banknorth, NA VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2044-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0008 10000000.00 10000000.00 0.0089 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0008 32185000.00 32185000.00 0.0287 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0009 18795000.00 18795000.00 0.0168 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 US57586CGB54 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 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 0.0010 7140000.00 7140000.00 0.0064 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2031-07-01 Y FEDERAL HOME LN BK OF BOSTON 1.0000 7 N N/A N/A Y FEDERAL HOME LN BK OF BOSTON 1.0000 N/A N/A N 0.0012 8665000.00 8665000.00 0.0077 N N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.10% Series 208, (Liquidity Facility Royal Bank of Canada) VRDN 57587AL55 US57587AL559 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2049-06-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N Y MA SF HOUSING REVENUE 9/12/85 OBLIGOR 1.0000 N/A N/A 0.0010 2400000.00 2400000.00 0.0021 N N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.10% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2034-01-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0010 21825000.00 21825000.00 0.0195 N N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.11% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2038-12-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0011 22645000.00 22645000.00 0.0202 N N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.10% Series 1994, LOC TD Banknorth, NA VRDN 575855N23 US575855N234 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2024-12-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0010 500000.00 500000.00 0.0004 N 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 2022-01-07 2022-01-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0010 5300000.00 5300000.00 0.0047 N N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.11% Series 1999 B, LOC TD Banknorth, NA VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2028-08-01 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 0.0011 5700000.00 5700000.00 0.0051 N N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 0.18% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0018 9643000.00 9643000.00 0.0086 N N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 0.18% Series 1998 VRDN 854743AE1 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0018 300000.00 300000.00 0.0003 N N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 0.18% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0018 3700000.00 3700000.00 0.0033 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 0.19% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 B VRDN 121822AZ3 US121822AZ33 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0019 1000000.00 1000000.00 0.0009 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 0.19% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 A VRDN 121822AY6 US121822AY67 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0019 2200000.00 2200000.00 0.0020 N N Y N Memphis-Shelby County Indl. Dev. Board Facilities Rev. Memphis-Shelby County Indl. Dev. Board Facilities Rev., 0.18% Series 2007 VRDN 58612AAB1 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2037-09-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0018 2330000.00 2330000.00 0.0021 N N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 0.19% (Appalachian Pwr. Co.- Mountaineer Proj.) Series 2008 A VRDN 95648VAW9 US95648VAW90 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0019 1700000.00 1700000.00 0.0015 N N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 0.18% (Nucor Corp. Proj.) Series 1998 VRDN 096490BV8 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0018 400000.00 400000.00 0.0004 N N Y N Beaver County Indl. Dev. Auth. Beaver County Indl. Dev. Auth., 0.19% Series 2018 A, LOC Truist Bank VRDN 07488JAA2 US07488JAA25 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2038-05-01 Y TRUIST BANK 1.0000 7 N N/A N/A Y TRUIST BANK 1.0000 N/A N/A N 0.0019 200000.00 200000.00 0.0002 N N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 0.09% Participating VRDN Series Solar 17 0027, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FZ52 US27884FZ523 Tender Option Bond Y N/A N/A 2022-01-03 2022-01-03 2042-02-01 Y US BANK NA CINCINNATI OHIO 1.0000 3 Y N/A N/A N N 0.0009 2300000.00 2300000.00 0.0021 N Y Y N Boston Gen. Oblig. Boston Gen. Oblig., 0.11% Participating VRDN Series Floaters XF 26 08, (Liquidity Facility Citibank NA) 88034MA30 US88034MA306 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2038-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0011 2400000.00 2400000.00 0.0021 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.10% Participating VRDN Series Floaters XF 26 06, (Liquidity Facility Citibank NA) 88034MZX7 US88034MZX72 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2047-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0010 2400000.00 2400000.00 0.0021 N 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 2022-01-07 2022-01-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0011 3300000.00 3300000.00 0.0029 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.11% Participating VRDN Series Floaters ZF 25 68, (Liquidity Facility Citibank NA) 88034MMN3 US88034MMN38 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0011 4865000.00 4865000.00 0.0043 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.13% Participating VRDN Series XF 09 23, (Liquidity Facility JPMorgan Chase Bank) 88034WAC8 US88034WAC82 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2048-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0013 2065000.00 2065000.00 0.0018 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.13% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0013 2900000.00 2900000.00 0.0026 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% Participating VRDN Series Floaters XF 27 05, (Liquidity Facility Barclays Bank PLC) 88034NHJ6 US88034NHJ63 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0010 4740000.00 4740000.00 0.0042 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% Participating VRDN Series MS 3373, (Liquidity Facility Toronto-Dominion Bank) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2046-10-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0012 7100000.00 7100000.00 0.0063 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0013 5665000.00 5665000.00 0.0051 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% 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 2022-01-07 2022-01-07 2047-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0013 8600000.00 8600000.00 0.0077 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0013 4000000.00 4000000.00 0.0036 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Participating VRDN Series Floaters E 130, (Liquidity Facility Royal Bank of Canada) 74934RYC4 US74934RYC41 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2025-01-29 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0013 22600000.00 22600000.00 0.0202 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0013 9135000.00 9135000.00 0.0082 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.13% Participating VRDN Series Floaters YX 10 74, (Liquidity Facility Barclays Bank PLC) 88033YS28 US88033YS289 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2037-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0013 1200000.00 1200000.00 0.0011 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Participating VRDN Series XF 28 91, (Liquidity Facility Barclays Bank PLC) 88034WG73 US88034WG732 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2045-10-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0014 2795000.00 2795000.00 0.0025 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Participating VRDN Series 2018 XF 26 55, (Liquidity Facility Bank of America NA) 88034M4V5 US88034M4V58 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2047-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0014 2400000.00 2400000.00 0.0021 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Participating VRDN Series Floaters ZF 07 60, (Liquidity Facility Royal Bank of Canada) 88034RLF0 US88034RLF00 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2049-09-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0014 1635000.00 1635000.00 0.0015 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.14% Participating VRDN Series 2016 XF2207, (Liquidity Facility Toronto-Dominion Bank) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2041-07-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0014 1600000.00 1600000.00 0.0014 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 0.15% Participating VRDN Series Floaters XF 25 11, (Liquidity Facility Barclays Bank PLC) 88033YB59 US88033YB590 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0015 1685000.00 1685000.00 0.0015 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 0.17% Participating VRDN Series Floaters XG 01 39, (Liquidity Facility Barclays Bank PLC) 88033YCM1 US88033YCM12 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0017 13055000.00 13055000.00 0.0117 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 0.17% Participating VRDN Series XM 07 57, (Liquidity Facility Royal Bank of Canada) 88034RM69 US88034RM698 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2046-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0017 8000000.00 8000000.00 0.0071 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Participating VRDN Series Floaters XF 27 06, (Liquidity Facility Barclays Bank PLC) 88034NHL1 US88034NHL10 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2038-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0010 15800000.00 15800000.00 0.0141 N 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 2022-01-07 2022-01-07 2048-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0011 3700000.00 3700000.00 0.0033 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.12% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0012 1190000.00 1190000.00 0.0011 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.12% Participating VRDN Series XG 02 79, (Liquidity Facility Bank of America NA) 88034UR67 US88034UR675 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2049-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0012 5030000.00 5030000.00 0.0045 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% 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 2022-01-07 2022-01-07 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0013 2235000.00 2235000.00 0.0020 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series 2021 XF 12 37, (Liquidity Facility JPMorgan Chase Bank) 88034YJR2 US88034YJR27 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2050-12-31 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0013 11000000.00 11000000.00 0.0098 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series Floaters G4, (Liquidity Facility Royal Bank of Canada) 74926Y8J3 US74926Y8J33 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2033-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0013 19500000.00 19500000.00 0.0174 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0013 1900000.00 1900000.00 0.0017 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% 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 2022-01-07 2022-01-07 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0013 5900000.00 5900000.00 0.0053 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series Floaters G9, (Liquidity Facility Royal Bank of Canada) 74934RBA3 US74934RBA32 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2031-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0013 5700000.00 5700000.00 0.0051 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.14% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0014 4865000.00 4865000.00 0.0043 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.16% Participating VRDN Series 2021 XG 03 15, (Liquidity Facility Deutsche Bank AG New York Branch) 88034X4J8 US88034X4J85 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2049-04-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0016 4100000.00 4100000.00 0.0037 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Participating VRDN Series Floaters XM 02 32, (Liquidity Facility Bank of America NA) 88033SGY4 US88033SGY46 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0012 2895000.00 2895000.00 0.0026 N N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.13% Participating VRDN Series ZF 08 99, (Liquidity Facility Bank of America NA) 88034UY85 US88034UY853 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2050-12-31 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0013 2845000.00 2845000.00 0.0025 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0012 45460000.00 45460000.00 0.0406 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.13% Participating VRDN Series Floaters ZF 06 92, (Liquidity Facility Bank of America NA) 88034NEL4 US88034NEL47 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2046-11-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0013 1990000.00 1990000.00 0.0018 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.14% Participating VRDN Series 15 XF2203, (Liquidity Facility Toronto-Dominion Bank) 88033MQC4 US88033MQC46 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2037-08-15 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0014 9260000.00 9260000.00 0.0083 N N Y N Massachusetts Spl. Oblig. Dedicated Tax Rev. Massachusetts Spl. Oblig. Dedicated Tax Rev., 0.28% Bonds Series Floaters G 29, tender 07/01/2022, (Liquidity Facility Royal Bank of Canada) 74934RFZ4 US74934RFZ47 Tender Option Bond Y N/A N/A 2022-07-01 2022-07-01 2034-01-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 182 Y N/A N/A N N 0.0028 5220000.00 5220000.00 0.0047 N N N Y RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.13% Participating VRDN Series E 148, (Liquidity Facility Royal Bank of Canada) 74934RQ58 US74934RQ589 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2036-04-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0013 10000000.00 10000000.00 0.0089 N N Y N Saugus Gen. Oblig. Saugus Gen. Oblig., 0.14% Participating VRDN Series Floaters XF 06 81, (Liquidity Facility Toronto-Dominion Bank) 88034M7G5 US88034M7G54 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2042-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0014 4615000.00 4615000.00 0.0041 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.12% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0012 16380000.00 16380000.00 0.0146 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.12% Participating VRDN Series Floaters XF 25 88, (Liquidity Facility Citibank NA) 88034MXG6 US88034MXG67 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2043-11-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0012 9870000.00 9870000.00 0.0088 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.13% Participating VRDN Series XF 22 96, (Liquidity Facility JPMorgan Chase Bank) 914440MZ2 US914440MZ21 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2039-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0013 5200000.00 5200000.00 0.0046 N N Y N Maryland Gen. Oblig. Maryland Gen. Oblig., 0.16% Participating VRDN Series DB 807, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RLP6 US25160RLP63 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2023-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0016 12350000.00 12350000.00 0.0110 N N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.25% Participating VRDN Series DBE 80 11, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RBZ5 US25160RBZ55 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2028-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0025 6700000.00 6700000.00 0.0060 N N Y N Suffolk Econ. Dev. Auth. Hosp. Facilities Rev. Suffolk Econ. Dev. Auth. Hosp. Facilities Rev., 0.17% Participating VRDN Series MIZ 90 25, (Liquidity Facility Mizuho Cap. Markets Llc) 60700HDJ5 US60700HDJ59 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2035-11-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 7 Y N/A N/A N N 0.0017 1930000.00 1930000.00 0.0017 N N Y N Virginia Pub. Bldg. Auth. Pub. Facilities Rev. Virginia Pub. Bldg. Auth. Pub. Facilities Rev., 0.30% Bonds Series Floaters G 40, tender 08/01/2022, (Liquidity Facility Royal Bank of Canada) 74934RJK3 US74934RJK32 Tender Option Bond Y N/A N/A 2022-08-01 2022-08-01 2029-08-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 213 Y N/A N/A N N 0.0030 300000.00 300000.00 0.0003 N N N Y Broward County Port Facilities Rev. Broward County Port Facilities Rev., 0.35% Bonds Series G 115, tender 03/01/2022, (Liquidity Facility Royal Bank of Canada) 74934RG42 US74934RG424 Tender Option Bond Y N/A N/A 2022-03-01 2022-03-01 2049-09-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 60 Y N/A N/A N N 0.0035 500000.00 500000.00 0.0004 N N N Y Lee County Arpt. Rev. Lee County Arpt. Rev., 0.17% Participating VRDN Series XF 11 26, (Liquidity Facility Deutsche Bank AG New York Branch) 88034YXM7 US88034YXM73 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0017 800000.00 800000.00 0.0007 N N Y N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.22% Participating VRDN Series Floaters 017, (Liquidity Facility Barclays Bank PLC) 76252PMA4 US76252PMA48 Tender Option Bond Y N/A N/A 2022-02-11 2022-02-11 2030-08-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0022 1125000.00 1125000.00 0.0010 N N N N Ohio Hosp. Rev. Ohio Hosp. Rev., 0.22% Participating VRDN Series 002, (Liquidity Facility Barclays Bank PLC) 76252PRB7 US76252PRB75 Tender Option Bond Y N/A N/A 2022-02-11 2022-02-11 2050-12-31 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0022 1000000.00 1000000.00 0.0009 N N N N CommonSpirit Health CommonSpirit Health, 0.18% Participating VRDN Series MIZ 90 21, (Liquidity Facility Mizuho Cap. Markets Llc) 60700HCK3 US60700HCK32 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2029-05-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 7 Y N/A N/A N N 0.0018 800000.00 800000.00 0.0007 N N Y N North Texas Tollway Auth. Rev. North Texas Tollway Auth. Rev., 0.30% Bonds Series G-112, tender 07/01/2022, (Liquidity Facility Royal Bank of Canada) 74934RC79 US74934RC795 Tender Option Bond Y N/A N/A 2022-07-01 2022-07-01 2043-01-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 182 Y N/A N/A N N 0.0030 700000.00 700000.00 0.0006 N N N Y Mississippi Bus. Fin. Corp. Rev. Mississippi Bus. Fin. Corp. Rev., 0.17% Participating VRDN Series 2021 XF 11 05, (Liquidity Facility Deutsche Bank AG New York Branch) 88034X5M0 US88034X5M06 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2044-06-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0017 700000.00 700000.00 0.0006 N N Y N Grand Forks Health Care Sys. Rev. Grand Forks Health Care Sys. Rev., 0.19% Participating VRDN Series 2021 XG 03 44, (Liquidity Facility Deutsche Bank AG New York Branch) 88034YZW3 US88034YZW38 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0019 500000.00 500000.00 0.0004 N N Y N Metropolitan Nashville Arpt. Auth. Rev. Metropolitan Nashville Arpt. Auth. Rev., 0.17% Participating VRDN Series 2021 XL 01 89, (Liquidity Facility Deutsche Bank AG New York Branch) 88034YWD8 US88034YWD83 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0017 400000.00 400000.00 0.0004 N N Y N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 0.22% Participating VRDN Series Floaters 016, (Liquidity Facility Barclays Bank PLC) 76252PJH3 US76252PJH38 Tender Option Bond Y N/A N/A 2022-02-11 2022-02-11 2037-06-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0022 400000.00 400000.00 0.0004 N N N N New York City Gen. Oblig. New York City Gen. Oblig., 0.25% Participating VRDN Series 2020 003, (Liquidity Facility Wells Fargo Bank NA) 94987KRV9 US94987KRV97 Tender Option Bond Y N/A N/A 2022-02-11 2022-02-11 2042-04-01 Y WELLS FARGO BK NATL ASSN 1.0000 42 Y N/A N/A N N 0.0025 300000.00 300000.00 0.0003 N N N N Univ. of Nebraska Facilities Corp. Univ. of Nebraska Facilities Corp., 0.16% Participating VRDN Series 2021 XF 11 03, (Liquidity Facility Deutsche Bank AG New York Branch) 88034X5G3 US88034X5G38 Tender Option Bond Y N/A N/A 2022-01-07 2022-01-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0016 200000.00 200000.00 0.0002 N N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 1.00% BAN Series 2021 09005PCX6 US09005PCX69 Other Municipal Security Y N/A N/A 2022-01-28 2022-01-28 2022-01-28 N N N 0.0015 7004412.10 7004412.10 0.0063 N N N N Billerica Gen. Oblig. Billerica Gen. Oblig., 2.00% BAN Series 2021 09005PCW8 US09005PCW86 Other Municipal Security Y N/A N/A 2022-01-28 2022-01-28 2022-01-28 N N N 0.0025 3704822.58 3704822.58 0.0033 N N N N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.10% Series 2021 A, LOC State Street Bank & Trust Co., Boston, CP 10102NEA9 ICA099000 Other Municipal Security Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0009 2500003.50 2500003.50 0.0022 N N Y N Bourne Gen. Oblig. Bourne Gen. Oblig., 2.00% BAN Series 2021 102061WC8 US102061WC83 Other Municipal Security Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0020 3217149.27 3217149.27 0.0029 N N N N Brookline Gen. Oblig. Brookline Gen. Oblig., 1.50% BAN Series 2021 1137457Z0 US1137457Z04 Other Municipal Security Y N/A N/A 2022-03-25 2022-03-25 2022-03-25 N N N 0.0016 3310332.96 3310332.96 0.0030 N N N N Dartmouth Gen. Oblig. Dartmouth Gen. Oblig., 1.50% BAN Series 2021 237451F20 US237451F204 Other Municipal Security Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0022 3184550.59 3184550.59 0.0028 N N N N Easton Gen. Oblig. Easton Gen. Oblig., 1.50% BAN Series 2021 277587A92 US277587A926 Other Municipal Security Y N/A N/A 2022-06-17 2022-06-17 2022-06-17 N N N 0.0016 4326534.87 4326534.87 0.0039 N N N N Hingham Gen. Oblig. Hingham Gen. Oblig., 2.00% BAN Series 2021 433344WA2 US433344WA26 Other Municipal Security Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0015 11073881.50 11073881.50 0.0099 N N N N Holliston Gen. Oblig. Holliston Gen. Oblig., 2.00% BAN Series 2021 435686SJ0 US435686SJ08 Other Municipal Security Y N/A N/A 2022-07-22 2022-07-22 2022-07-22 N N N 0.0018 4194090.90 4194090.90 0.0037 N N N N Lexington Gen. Oblig. Lexington Gen. Oblig., 1.25% BAN Series 2021 5292842Y6 US5292842Y65 Other Municipal Security Y N/A N/A 2022-02-11 2022-02-11 2022-02-11 N N N 0.0016 2202658.26 2202658.26 0.0020 N N N N Lexington Gen. Oblig. Lexington Gen. Oblig., 1.50% BAN Series 2021 5292842X8 US5292842X82 Other Municipal Security Y N/A N/A 2022-02-11 2022-02-11 2022-02-11 N N N 0.0017 1376370.04 1376370.04 0.0012 N N N N Littleton Gen. Oblig. Littleton Gen. Oblig., 2.00% BAN Series 2021 537802UR9 US537802UR97 Other Municipal Security Y N/A N/A 2022-11-18 2022-11-18 2022-11-18 N N N 0.0019 3321152.97 3321152.97 0.0030 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series 2005 A 575579GZ4 US575579GZ47 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0020 1023955.60 1023955.60 0.0009 N N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2015 A 57563RMK2 US57563RMK22 Other Municipal Security Y N/A N/A 2022-01-01 2022-01-01 2022-01-01 N N N 0.0051 10000000.00 10000000.00 0.0089 N N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2014 I 57563RLF4 US57563RLF46 Other Municipal Security Y N/A N/A 2022-01-01 2022-01-01 2022-01-01 N N N 0.0051 3000000.00 3000000.00 0.0027 N N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2013 57563RKU2 US57563RKU22 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0036 2557877.25 2557877.25 0.0023 N N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2016 J 57563RNJ4 US57563RNJ40 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0036 1023150.90 1023150.90 0.0009 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.70% Bonds Series D2, tender 08/01/2022 57582P5Q9 US57582P5Q94 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2043-08-01 Y MASSACHUSETTS ST 1.0000 213 N N/A N/A N N 0.0021 1260835.75 1260835.75 0.0011 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 C, (Pre-Refunded to 7/1/2022 @ 100) 57582P3Y4 US57582P3Y47 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2026-07-01 N N N 0.0021 1172371.57 1172371.57 0.0010 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2021 A 57582RS49 US57582RS492 Other Municipal Security Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0021 3116396.59 3116396.59 0.0028 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Series 2021, CP 57586MYE7 IEE777000 Other Municipal Security Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE OBLIGOR 1.0000 N/A N/A 0.0011 14999506.50 14999506.50 0.0134 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds Series 2021 H2, tender 01/06/2022, CP Mode 57586CW27 ICA559000 Other Municipal Security Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0010 8900000.00 8900000.00 0.0079 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds Series 2021 H1, tender 02/02/2022, CP Mode 57586CV93 ICA105000 Other Municipal Security Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0013 8589767.21 8589767.21 0.0077 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds Series 2021 H1, tender 03/04/2022, CP Mode 57586CV93 IEG455000 Other Municipal Security Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0013 7649603.73 7649603.73 0.0068 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Bonds Series 2021 H1, tender 02/03/2022, CP Mode 57586CV93 IDD154000 Other Municipal Security Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0014 7949777.40 7949777.40 0.0071 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Bonds Series 2021 H1, tender 03/03/2022, CP Mode 57586CV93 IDD629000 Other Municipal Security Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0016 6299571.60 6299571.60 0.0056 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Bonds Series 2021 H2, tender 03/08/2022, CP Mode 57586CW27 IEF722000 Other Municipal Security Y N/A N/A 2022-03-08 2022-03-08 2022-03-08 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0015 6299768.79 6299768.79 0.0056 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.13% Bonds Series 2021 H2, tender 04/05/2022, CP Mode 57586CW27 IDF290000 Other Municipal Security Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0015 9884484.99 9884484.99 0.0088 N N N N Massachusetts Hsg. Fin. Auth. Massachusetts Hsg. Fin. Auth., 0.25% RAN Series 2021 57587GLS2 US57587GLS20 Other Municipal Security Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N Y MA SF HOUSING REVENUE 9/12/85 OBLIGOR 1.0000 N/A N/A 0.0023 3450171.47 3450171.47 0.0031 N N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.14% Bonds Series 2021, tender 01/03/2022, CP Mode 575856BE8 IFA883000 Other Municipal Security Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0012 11100017.76 11100017.76 0.0099 N Y Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.11% Series 2012 A, LOC TD Banknorth, NA, CP 57589TDM4 HIC782000 Other Municipal Security Y N/A N/A 2022-01-13 2022-01-13 2022-01-13 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0012 10999960.40 10999960.40 0.0098 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2012 B, (Pre-Refunded to 8/15/2022 @ 100) 576000NH2 US576000NH21 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2030-08-15 N N N 0.0020 2059610.60 2059610.60 0.0018 N N N N Massachusetts State College Bldg. Auth. Rev. Massachusetts State College Bldg. Auth. Rev., 5.00% Bonds Series 2012 B, (Pre-Refunded to 5/1/2022 @ 100) 575831BA9 US575831BA94 Other Municipal Security Y N/A N/A 2022-05-01 2022-05-01 2027-05-01 N N N 0.0022 253974.45 253974.45 0.0002 N N N N Massachusetts State College Bldg. Auth. Rev. Massachusetts State College Bldg. Auth. Rev., 5.00% Bonds Series 2012 B, (Pre-Refunded to 5/1/2022 @ 100) 575831BL5 US575831BL59 Other Municipal Security Y N/A N/A 2022-05-01 2022-05-01 2043-05-01 N N N 0.0022 2539744.50 2539744.50 0.0023 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.10% Series 2021, LOC State Street Bank & Trust Co., Boston, CP 57604RXZ8 IEH521000 Other Municipal Security Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0014 11199779.36 11199779.36 0.0100 N N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 1.25% BAN Series 2021 B 630191S88 US630191S889 Other Municipal Security Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0010 2765752.83 2765752.83 0.0025 N N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 1.50% BAN Series 2021 B 630191U93 US630191U935 Other Municipal Security Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0011 4531306.05 4531306.05 0.0040 N N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 1.50% BAN Series 2021 A 630191U85 US630191U851 Other Municipal Security Y N/A N/A 2022-10-14 2022-10-14 2022-10-14 N N N 0.0012 13645890.45 13645890.45 0.0122 N N N N Natick Gen. Oblig. Natick Gen. Oblig., 2.00% BAN Series 2021 632363S24 US632363S247 Other Municipal Security Y N/A N/A 2022-06-10 2022-06-10 2022-06-10 N N N 0.0024 2002557.86 2002557.86 0.0018 N N N N North Reading Gen. Oblig. North Reading Gen. Oblig., 1.50% BAN Series 2021 661802D70 US661802D703 Other Municipal Security Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0016 2750399.18 2750399.18 0.0025 N N N N Norwell Gen. Oblig. Norwell Gen. Oblig., 2.00% BAN Series 2021 669368RG9 US669368RG92 Other Municipal Security Y N/A N/A 2022-02-17 2022-02-17 2022-02-17 N N N 0.0020 2305276.89 2305276.89 0.0021 N N N N Plymouth Gen. Oblig. Plymouth Gen. Oblig., 5.00% Bonds Series 2021 729654VT7 US729654VT70 Other Municipal Security Y N/A N/A 2022-05-01 2022-05-01 2022-05-01 N N N 0.0022 1625441.76 1625441.76 0.0015 N N N N Scituate Gen. Oblig. Scituate Gen. Oblig., 1.50% BAN Series 2021 809095ZG0 US809095ZG03 Other Municipal Security Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N N N 0.0022 2004453.80 2004453.80 0.0018 N N N N Somerville Gen. Oblig. Somerville Gen. Oblig., 1.50% BAN Series 2021 835241FU9 US835241FU98 Other Municipal Security Y N/A N/A 2022-08-19 2022-08-19 2022-08-19 N N N 0.0018 13108889.30 13108889.30 0.0117 N N N N Somerville Gen. Oblig. Somerville Gen. Oblig., 2.00% BAN Series 2021 835241FS4 US835241FS43 Other Municipal Security Y N/A N/A 2022-06-03 2022-06-03 2022-06-03 N N Y SOMERVILLE MA OBLIGOR 1.0000 N/A N/A 0.0018 11588364.85 11588364.85 0.0104 N N N N Somerville Gen. Oblig. Somerville Gen. Oblig., 5.00% Bonds Series 2021 835241EL0 US835241EL09 Other Municipal Security Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N Y SOMERVILLE MA OBLIGOR 1.0000 N/A N/A 0.0023 851585.19 851585.19 0.0008 N N N N Town of Millbury Town of Millbury, 2.00% BAN Series 2021 600242MK4 US600242MK49 Other Municipal Security Y N/A N/A 2022-09-02 2022-09-02 2022-09-02 N N N 0.0023 8094705.60 8094705.60 0.0072 N N N N Town of Tisbury Gen. Oblig. Town of Tisbury Gen. Oblig., 1.50% BAN Series 2021 888240EX2 US888240EX21 Other Municipal Security Y N/A N/A 2022-02-17 2022-02-17 2022-02-17 N N N 0.0017 4006783.60 4006783.60 0.0036 N N N N Watertown Gen. Oblig. Watertown Gen. Oblig., 2.00% BAN Series 2021 942044WA2 US942044WA29 Other Municipal Security Y N/A N/A 2022-06-24 2022-06-24 2022-06-24 N N N 0.0018 3160029.79 3160029.79 0.0028 N N N N Wellesley Gen. Oblig. Wellesley Gen. Oblig., 2.00% BAN Series 2021 949493A67 US949493A677 Other Municipal Security Y N/A N/A 2022-05-20 2022-05-20 2022-05-20 N N N 0.0019 2049203.28 2049203.28 0.0018 N N N N Westborough Gen. Oblig. Westborough Gen. Oblig., 2.00% BAN Series 2021 957144Q27 US957144Q275 Other Municipal Security Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0015 3013577.70 3013577.70 0.0027 N N N N Westford Gen. Oblig. Westford Gen. Oblig., 1.50% BAN Series 2021 960266F82 US960266F829 Other Municipal Security Y N/A N/A 2022-06-22 2022-06-22 2022-06-22 N N N 0.0017 3622722.48 3622722.48 0.0032 N N N N Westwood Gen. Oblig. Westwood Gen. Oblig., 2.00% BAN Series 2021 961777D55 US961777D555 Other Municipal Security Y N/A N/A 2022-04-08 2022-04-08 2022-04-08 N N N 0.0017 2210823.12 2210823.12 0.0020 N N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 2.00% BAN Series 2021 981306C68 US981306C684 Other Municipal Security Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0017 11417268.72 11417268.72 0.0102 N N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 2.00% BAN Series 2022 981306YL1 US981306YL17 Other Municipal Security Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0017 2348552.21 2348552.21 0.0021 N N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 2.00% BAN Series 2020 981306YM9 US981306YM99 Other Municipal Security Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0017 1301969.24 1301969.24 0.0012 N N N N Kent Hosp. Fin. Auth. Hosp. Facilities Rev. Kent Hosp. Fin. Auth. Hosp. Facilities Rev., 0.35% Bonds (Spectrum Health Sys. Proj.) Series 2015 A, tender 07/29/2022 490580EG8 US490580EG82 Other Municipal Security Y N/A N/A 2022-07-29 2022-07-29 2047-01-15 Y SPECTRUM HEALTH MI 1.0000 210 N N/A N/A N N 0.0035 100000.00 100000.00 0.0001 N N N N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.11% 31635A204 549300BDV45LJNXBZC55 US31635A2042 0001022695 Investment Company Y N/A N/A 2022-01-07 2022-01-07 2036-08-01 N N N 0.0011 125923693.29 125923693.29 0.1125 N N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2022-01-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer