N-MFP2 0000357057 XXXXXXXX 2022-05-31 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 27 27 836757731.39 825581756.19 810382474.61 858420615.75 0.7800 0.7700 0.7600 0.7900 1383.28 1067967701.91 1068302150.61 5987717.14 20328417.37 1053962833.66 1051953379.48 1.0000 0.0077 1.0014 1.0014 1.0015 1.0016 C000019444 1.00 1053962833.66 1051953379.48 1.0014 1.0014 1.0015 1.0016 736037.39 4429371.83 2201242.41 3329633.71 827698.86 3282233.58 2073702.54 3931928.56 5857449.54 15263021.45 0.0029 Y Fidelity Investments, Transfer Agent Fees, -3895.08; Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.75% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2024-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 N N/A N/A Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0075 1700000.00 1700000.00 0.0016 N N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.79% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0079 5560000.00 5560000.00 0.0053 N N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.82% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0082 45000000.00 45000000.00 0.0427 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.80% Series 2010 A1, LOC TD Banknorth, NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0080 10600000.00 10600000.00 0.0101 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.80% Series 2010 A2, LOC TD Banknorth, NA VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0080 42140000.00 42140000.00 0.0400 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.60% (Boston Univ. Proj.) Series U-6E, LOC TD Banknorth, NA VRDN 57583RWD3 US57583RWD33 Variable Rate Demand Note Y N/A N/A 2022-06-01 2022-06-01 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 1 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0060 4320000.00 4320000.00 0.0041 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.70% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0070 7405000.00 7405000.00 0.0070 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.79% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0079 7285000.00 7285000.00 0.0069 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.80% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0080 20340000.00 20340000.00 0.0193 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.81% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0081 730000.00 730000.00 0.0007 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.86% Series 2019, LOC Manufacturers & Traders Trust Co. VRDN 57584YSL4 US57584YSL47 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0086 12955000.00 12955000.00 0.0123 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.54% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 US57586CHB46 Variable Rate Demand Note Y N/A N/A 2022-06-01 2022-06-01 2035-11-01 Y AMHERST COLLEGE 1.0000 1 N N/A N/A N N 0.0054 6500000.00 6500000.00 0.0062 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2035-07-01 Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE 1.0000 7 N N/A N/A N N 0.0070 34505000.00 34505000.00 0.0327 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0070 30085000.00 30085000.00 0.0285 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0070 18795000.00 18795000.00 0.0178 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.78% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 US57586CGB54 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0078 14140000.00 14140000.00 0.0134 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.78% (Baystate Health Sys. Proj.) Series 2009 J1, LOC TD Banknorth, NA VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0078 10000000.00 10000000.00 0.0095 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.79% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0079 8665000.00 8665000.00 0.0082 N N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.79% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0079 21665000.00 21665000.00 0.0206 N N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.79% Series 208, (Liquidity Facility Royal Bank of Canada) VRDN 57587AL55 US57587AL559 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0079 2400000.00 2400000.00 0.0023 N N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.80% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0080 22645000.00 22645000.00 0.0215 N N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.12% Series 1994, LOC TD Banknorth, NA VRDN 575855N23 US575855N234 Variable Rate Demand Note Y N/A N/A 2022-06-01 2022-06-01 2024-12-01 Y TD BANK NA WILMINGTON DE 1.0000 1 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0044 500000.00 500000.00 0.0005 N Y Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.72% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0072 8070000.00 8070000.00 0.0077 N N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.81% Series 1999 B, LOC TD Banknorth, NA VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 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 0.0081 13600000.00 13600000.00 0.0129 N N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 1.03% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0103 9643000.00 9643000.00 0.0091 N N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.03% Series 1998 VRDN 854743AE1 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0103 300000.00 300000.00 0.0003 N N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.03% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0103 3700000.00 3700000.00 0.0035 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 1.02% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 B VRDN 121822AZ3 US121822AZ33 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0102 1000000.00 1000000.00 0.0009 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 1.02% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 A VRDN 121822AY6 US121822AY67 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0102 2200000.00 2200000.00 0.0021 N N Y N Memphis-Shelby County Indl. Dev. Board Facilities Rev. Memphis-Shelby County Indl. Dev. Board Facilities Rev., 1.03% Series 2007 VRDN 58612AAB1 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2037-09-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0103 2330000.00 2330000.00 0.0022 N N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 0.87% (Appalachian Pwr. Co.- Mountaineer Proj.) Series 2008 A VRDN 95648VAW9 US95648VAW90 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0087 1700000.00 1700000.00 0.0016 N N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.03% (Nucor Corp. Proj.) Series 1998 VRDN 096490BV8 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0103 400000.00 400000.00 0.0004 N N Y N Beaver County Indl. Dev. Auth. Beaver County Indl. Dev. Auth., 0.87% Series 2018 A, LOC Truist Bank VRDN 07488JAA2 US07488JAA25 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2038-05-01 Y TRUIST BANK 1.0000 7 N N/A N/A Y TRUIST BANK 1.0000 N/A N/A N 0.0087 200000.00 200000.00 0.0002 N N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 0.70% Participating VRDN Series Solar 17 0027, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FZ52 US27884FZ523 Tender Option Bond Y N/A N/A 2022-06-01 2022-06-01 2042-02-01 Y US BANK NA CINCINNATI OHIO 1.0000 1 Y N/A N/A N N 0.0070 2300000.00 2300000.00 0.0022 N Y Y N Boston Gen. Oblig. Boston Gen. Oblig., 0.80% Participating VRDN Series Floaters XF 26 08, (Liquidity Facility Citibank NA) 88034MA30 US88034MA306 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2038-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0080 2400000.00 2400000.00 0.0023 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.79% Participating VRDN Series Floaters XF 26 06, (Liquidity Facility Citibank NA) 88034MZX7 US88034MZX72 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2047-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0079 2400000.00 2400000.00 0.0023 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.80% Participating VRDN Series Floaters ZF 25 68, (Liquidity Facility Citibank NA) 88034MMN3 US88034MMN38 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0080 4865000.00 4865000.00 0.0046 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.80% Participating VRDN Series Floaters ZF 25 67, (Liquidity Facility Citibank NA) 88034MML7 US88034MML71 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0080 3300000.00 3300000.00 0.0031 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.82% Participating VRDN Series XF 09 23, (Liquidity Facility JPMorgan Chase Bank) 88034WAC8 US88034WAC82 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2048-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0082 2065000.00 2065000.00 0.0020 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.82% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0082 5100000.00 5100000.00 0.0048 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.79% Participating VRDN Series Floaters XF 27 05, (Liquidity Facility Barclays Bank PLC) 88034NHJ6 US88034NHJ63 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0079 4740000.00 4740000.00 0.0045 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.81% Participating VRDN Series MS 3373, (Liquidity Facility Toronto-Dominion Bank) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2046-10-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0081 7100000.00 7100000.00 0.0067 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.82% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0082 5665000.00 5665000.00 0.0054 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.82% Participating VRDN Series Floaters YX 10 74, (Liquidity Facility Barclays Bank PLC) 88033YS28 US88033YS289 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2037-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0082 1200000.00 1200000.00 0.0011 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.82% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0082 4000000.00 4000000.00 0.0038 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.82% 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 2022-06-07 2022-06-07 2047-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0082 8600000.00 8600000.00 0.0082 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.82% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0082 9135000.00 9135000.00 0.0087 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.82% Participating VRDN Series Floaters E 130, (Liquidity Facility Royal Bank of Canada) 74934RYC4 US74934RYC41 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2025-01-29 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0082 16800000.00 16800000.00 0.0159 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.83% Participating VRDN Series XF 28 91, (Liquidity Facility Barclays Bank PLC) 88034WG73 US88034WG732 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2045-10-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0083 2795000.00 2795000.00 0.0027 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.83% Participating VRDN Series 2016 XF2207, (Liquidity Facility Toronto-Dominion Bank) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2041-07-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0083 1600000.00 1600000.00 0.0015 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.83% Participating VRDN Series 2018 XF 26 55, (Liquidity Facility Bank of America NA) 88034M4V5 US88034M4V58 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2047-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0083 2400000.00 2400000.00 0.0023 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 0.84% Participating VRDN Series Floaters XF 25 11, (Liquidity Facility Barclays Bank PLC) 88033YB59 US88033YB590 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0084 1685000.00 1685000.00 0.0016 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 0.84% Participating VRDN Series Floaters XG 01 39, (Liquidity Facility Barclays Bank PLC) 88033YCM1 US88033YCM12 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0084 13055000.00 13055000.00 0.0124 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 0.86% Participating VRDN Series XM 07 57, (Liquidity Facility Royal Bank of Canada) 88034RM69 US88034RM698 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2046-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0086 8000000.00 8000000.00 0.0076 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.79% Participating VRDN Series Floaters XF 27 06, (Liquidity Facility Barclays Bank PLC) 88034NHL1 US88034NHL10 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2038-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0079 15800000.00 15800000.00 0.0150 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.80% Participating VRDN Series Floaters XF 25 74, (Liquidity Facility Citibank NA) 88034MNV4 US88034MNV45 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2048-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0080 3700000.00 3700000.00 0.0035 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.81% Participating VRDN Series XG 02 79, (Liquidity Facility Bank of America NA) 88034UR67 US88034UR675 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2047-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0081 5445000.00 5445000.00 0.0052 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.82% 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 2022-06-07 2022-06-07 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0082 5900000.00 5900000.00 0.0056 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.82% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0082 1900000.00 1900000.00 0.0018 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.82% Participating VRDN Series Floaters G9, (Liquidity Facility Royal Bank of Canada) 74934RBA3 US74934RBA32 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2031-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0082 5700000.00 5700000.00 0.0054 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.82% Participating VRDN Series 2021 XF 12 37, (Liquidity Facility JPMorgan Chase Bank) 88034YJR2 US88034YJR27 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2050-12-31 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0082 11000000.00 11000000.00 0.0104 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.82% Participating VRDN Series Floaters G4, (Liquidity Facility Royal Bank of Canada) 74926Y8J3 US74926Y8J33 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2033-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0082 19500000.00 19500000.00 0.0185 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.82% 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 2022-06-07 2022-06-07 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0082 2235000.00 2235000.00 0.0021 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.83% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0083 4865000.00 4865000.00 0.0046 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.81% Participating VRDN Series Floaters XM 02 32, (Liquidity Facility Bank of America NA) 88033SGY4 US88033SGY46 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0081 2895000.00 2895000.00 0.0027 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.81% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0081 45460000.00 45460000.00 0.0431 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.82% Participating VRDN Series Floaters ZF 06 92, (Liquidity Facility Bank of America NA) 88034NEL4 US88034NEL47 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2046-11-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0082 1990000.00 1990000.00 0.0019 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.83% Participating VRDN Series 15 XF2203, (Liquidity Facility Toronto-Dominion Bank) 88033MQC4 US88033MQC46 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2037-08-15 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0083 9260000.00 9260000.00 0.0088 N N Y N Massachusetts Spl. Oblig. Dedicated Tax Rev. Massachusetts Spl. Oblig. Dedicated Tax Rev., 0.97% Bonds Series Floaters G 29, tender 01/03/2023, (Liquidity Facility Royal Bank of Canada) 74934RFZ4 US74934RFZ47 Tender Option Bond Y N/A N/A 2023-01-03 2023-01-03 2034-01-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 217 Y N/A N/A N N 0.0097 5220000.00 5220000.00 0.0050 N N N Y RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.82% Participating VRDN Series E 148, (Liquidity Facility Royal Bank of Canada) 74934RQ58 US74934RQ589 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2036-04-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0082 10000000.00 10000000.00 0.0095 N N Y N Saugus Gen. Oblig. Saugus Gen. Oblig., 0.83% Participating VRDN Series Floaters XF 06 81, (Liquidity Facility Toronto-Dominion Bank) 88034M7G5 US88034M7G54 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2042-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0083 4615000.00 4615000.00 0.0044 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.81% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0081 16380000.00 16380000.00 0.0155 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.82% Participating VRDN Series XF 22 96, (Liquidity Facility JPMorgan Chase Bank) 914440MZ2 US914440MZ21 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2039-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0082 5200000.00 5200000.00 0.0049 N N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.93% Participating VRDN Series DBE 80 11, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RBZ5 US25160RBZ55 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2028-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0093 6700000.00 6700000.00 0.0064 N N Y N Suffolk Econ. Dev. Auth. Hosp. Facilities Rev. Suffolk Econ. Dev. Auth. Hosp. Facilities Rev., 0.88% Participating VRDN Series MIZ 90 25, (Liquidity Facility Mizuho Cap. Markets LLC) 60700HDJ5 US60700HDJ59 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2035-11-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 7 Y N/A N/A N N 0.0088 2230000.00 2230000.00 0.0021 N N Y N Virginia Pub. Bldg. Auth. Pub. Facilities Rev. Virginia Pub. Bldg. Auth. Pub. Facilities Rev., 0.99% 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 62 Y N/A N/A N N 0.0099 300000.00 300000.00 0.0003 N N N Y Lee County Arpt. Rev. Lee County Arpt. Rev., 0.86% Participating VRDN Series XF 11 26, (Liquidity Facility Deutsche Bank AG New York Branch) 88034YXM7 US88034YXM73 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0086 300000.00 300000.00 0.0003 N N Y N Palm Beach County Health Facilities Auth. Hosp. Rev. Palm Beach County Health Facilities Auth. Hosp. Rev., 0.89% Participating VRDN Series XG 03 70, (Liquidity Facility Bank of America NA) 88035AVV0 US88035AVV06 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2049-08-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0089 1860000.00 1860000.00 0.0018 N N Y N Chicago Gen. Oblig. Chicago Gen. Oblig., 0.94% Participating VRDN Series XM 10 05, (Liquidity Facility Deutsche Bank AG New York Branch) 88035AN64 US88035AN640 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2034-01-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0094 300000.00 300000.00 0.0003 N N Y N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.91% Participating VRDN Series Floaters 017, (Liquidity Facility Barclays Bank PLC) 76252PMA4 US76252PMA48 Tender Option Bond Y N/A N/A 2022-07-12 2022-07-12 2030-08-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0091 1125000.00 1125000.00 0.0011 N N N N Ohio Hosp. Rev. Ohio Hosp. Rev., 0.91% Participating VRDN Series 002, (Liquidity Facility Barclays Bank PLC) 76252PRB7 US76252PRB75 Tender Option Bond Y N/A N/A 2022-07-12 2022-07-12 2050-12-31 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0091 1000000.00 1000000.00 0.0009 N N N N Metropolitan Nashville Arpt. Auth. Rev. Metropolitan Nashville Arpt. Auth. Rev., 0.86% 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 2022-06-07 2022-06-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0086 800000.00 800000.00 0.0008 N N Y N Mississippi Bus. Fin. Corp. Rev. Mississippi Bus. Fin. Corp. Rev., 0.86% 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 2022-06-07 2022-06-07 2044-06-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0086 700000.00 700000.00 0.0007 N N Y N CommonSpirit Health CommonSpirit Health, 0.91% Participating VRDN Series MIZ 90 21, (Liquidity Facility Mizuho Cap. Markets LLC) 60700HCK3 US60700HCK32 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2029-05-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 7 Y N/A N/A N N 0.0091 700000.00 700000.00 0.0007 N N Y N North Texas Tollway Auth. Rev. North Texas Tollway Auth. Rev., 0.99% Bonds Series G-112, tender 01/03/2023, (Liquidity Facility Royal Bank of Canada) 74934RC79 US74934RC795 Tender Option Bond Y N/A N/A 2023-01-03 2023-01-03 2043-01-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 217 Y N/A N/A N N 0.0099 700000.00 700000.00 0.0007 N N N Y Connecticut Gen. Oblig. Connecticut Gen. Oblig., 0.91% Participating VRDN Series Floaters 016, (Liquidity Facility Barclays Bank PLC) 76252PJH3 US76252PJH38 Tender Option Bond Y N/A N/A 2022-07-12 2022-07-12 2037-06-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0091 400000.00 400000.00 0.0004 N N N N New York City Gen. Oblig. New York City Gen. Oblig., 0.94% Participating VRDN Series 2020 003, (Liquidity Facility Wells Fargo Bank NA) 94987KRV9 US94987KRV97 Tender Option Bond Y N/A N/A 2022-07-12 2022-07-12 2042-04-01 Y WELLS FARGO BK NATL ASSN 1.0000 42 Y N/A N/A N N 0.0094 300000.00 300000.00 0.0003 N N N N Metropolitan Washington DC Arpts. Auth. Sys. Rev. Metropolitan Washington DC Arpts. Auth. Sys. Rev., 0.91% Participating VRDN Series Floaters XF 06 94, (Liquidity Facility Bank of America NA) 88034NGU2 US88034NGU28 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2048-10-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0091 170000.00 170000.00 0.0002 N N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 2.00% BAN Series 2022 09005PDU1 US09005PDU12 Other Municipal Security Y N/A N/A 2023-01-27 2023-01-27 2023-01-27 N N N 0.0159 6642490.00 6642490.00 0.0063 N N N N Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2022 A 100853F39 US100853F395 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0130 5482485.54 5482485.54 0.0052 N N N N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.61% Series 2022 A, LOC State Street Bank & Trust Co., Boston, CP 10102NEC5 IIE269000 Other Municipal Security Y N/A N/A 2022-06-06 2022-06-06 2022-06-06 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0086 5199785.24 5199785.24 0.0049 N N Y 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 0.0096 4300911.17 4300911.17 0.0041 N N N N Groton Groton, 2.00% BAN Series 2022 399316SQ2 US399316SQ21 Other Municipal Security Y N/A N/A 2023-02-17 2023-02-17 2023-02-17 N N N 0.0187 4046214.52 4046214.52 0.0038 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 0.0115 4156819.64 4156819.64 0.0039 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 0.0141 3277807.99 3277807.99 0.0031 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 0.0115 1003149.50 1003149.50 0.0010 N N N N Massachusetts Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts Dev. Fin. Agcy. Elec. Util. Rev., 0.95% Bonds Series 2022, tender 06/02/2022, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584TAA8 JBH126000 Other Municipal Security Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0095 10500000.00 10500000.00 0.0100 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.25% Bonds Series 2012 A, (Pre-Refunded to 7/1/2022 @ 100) 57583USE9 US57583USE90 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2042-07-01 N N N 0.0120 1103648.48 1103648.48 0.0010 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 0.0164 3805326.57 3805326.57 0.0036 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 0.0161 8322790.14 8322790.14 0.0079 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 62 N N/A N/A N N 0.0137 1365675.95 1365675.95 0.0013 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 0.0114 1148615.68 1148615.68 0.0011 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2016 A 57582RHR0 US57582RHR03 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0108 581864.99 581864.99 0.0006 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2013 B 57582PQ60 US57582PQ607 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0109 593806.44 593806.44 0.0006 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 E, (Pre-Refunded to 9/1/2022 @ 100) 57582P6P0 US57582P6P03 Other Municipal Security Y N/A N/A 2022-09-01 2022-09-01 2027-09-01 N N N 0.0119 2326722.32 2326722.32 0.0022 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2017 C 57582RNH5 US57582RNH56 Other Municipal Security Y N/A N/A 2022-10-01 2022-10-01 2022-10-01 N N N 0.0117 486079.68 486079.68 0.0005 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 F, (Pre-Refunded to 11/1/2022 @ 100) 57582RAD8 US57582RAD89 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2026-11-01 N N N 0.0128 3990360.87 3990360.87 0.0038 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 F, (Pre-Refunded to 11/1/2022 @ 100) 57582RAA4 US57582RAA41 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2023-11-01 N N N 0.0128 3939592.92 3939592.92 0.0037 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series C 57582NH81 US57582NH817 Other Municipal Security Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0128 551332.39 551332.39 0.0005 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.42% Bonds Series 2022 H1, tender 06/01/2022, CP Mode 57586CV93 IGJ425000 Other Municipal Security Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0087 7899902.04 7899902.04 0.0075 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.52% Bonds Series 2022 H1, tender 06/02/2022, CP Mode 57586CV93 IIC499000 Other Municipal Security Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0079 6199908.24 6199908.24 0.0059 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.52% Bonds Series 2022 H1, tender 06/03/2022, CP Mode 57586CV93 IID188000 Other Municipal Security Y N/A N/A 2022-06-03 2022-06-03 2022-06-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0052 7550000.00 7550000.00 0.0072 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.63% Bonds Series 2022 H2, tender 06/08/2022, CP Mode 57586CW27 IIE232000 Other Municipal Security Y N/A N/A 2022-06-08 2022-06-08 2022-06-08 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0083 6199726.58 6199726.58 0.0059 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.02% Bonds Series 2022 H2, tender 07/06/2022, CP Mode 57586CW27 IJI004000 Other Municipal Security Y N/A N/A 2022-07-06 2022-07-06 2022-07-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0123 9582999.61 9582999.61 0.0091 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.10% Bonds Series 2022, tender 07/11/2022, CP Mode 57586CW27 JBB876000 Other Municipal Security Y N/A N/A 2022-07-11 2022-07-11 2022-07-11 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0100 8300925.45 8300925.45 0.0079 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.35% Bonds Series 2022 H2, tender 08/04/2022, CP Mode 57586CW27 JBD048000 Other Municipal Security Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0139 5999455.80 5999455.80 0.0057 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.38% Bonds Series 2022, tender 08/03/2022, CP Mode 57586CW27 JBC349000 Other Municipal Security Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0147 8448503.51 8448503.51 0.0080 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 0.0264 3409316.91 3409316.91 0.0032 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) 576000NG4 US576000NG48 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2029-08-15 N N N 0.0115 645016.64 645016.64 0.0006 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 0.0115 2000559.42 2000559.42 0.0019 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series A, (Pre-Refunded to 8/15/2022 @ 100) 576000MN0 US576000MN08 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2030-08-15 N N N 0.0115 161254.16 161254.16 0.0002 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 A, (Pre-Refunded to 8/15/2022 @ 100) 576000YB3 US576000YB32 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2025-08-15 N N N 0.0115 5749718.64 5749718.64 0.0055 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 A, (Pre-Refunded to 8/15/2022 @ 100) 576000YC1 US576000YC15 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2026-08-15 N N N 0.0115 3960805.31 3960805.31 0.0038 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2013 A 576051HD1 US576051HD13 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0110 503209.05 503209.05 0.0005 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2012 B, (Pre-Refunded to 8/1/2022 @ 100) 576051FZ4 US576051FZ43 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2028-08-01 N N N 0.0115 2420234.47 2420234.47 0.0023 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2012 B, (Pre-Refunded to 8/1/2022 @ 100) 576051GB6 US576051GB65 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2026-08-01 N N N 0.0115 291837.01 291837.01 0.0003 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.50% Bonds Series 2022 J 576049ZA1 US576049ZA19 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0111 1636754.11 1636754.11 0.0016 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 0.0110 2750325.33 2750325.33 0.0026 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 0.0101 9003596.40 9003596.40 0.0085 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 0.0134 21494263.54 21494263.54 0.0204 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 0.0111 1987474.77 1987474.77 0.0019 N N N N Natick Gen. Oblig. Natick Gen. Oblig., 3.00% BAN Series 2022 632363S32 US632363S320 Other Municipal Security Y N/A N/A 2022-08-25 2022-08-25 2022-08-25 N N N 0.0157 1805866.92 1805866.92 0.0017 N N N N Needham Gen. Oblig. Needham Gen. Oblig., 1.50% BAN Series 2022 6398466V1 US6398466V18 Other Municipal Security Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0094 1361257.77 1361257.77 0.0013 N N N N Needham Gen. Oblig. Needham Gen. Oblig., 5.00% Bonds Series 2022 6398466D1 US6398466D10 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0128 1612092.48 1612092.48 0.0015 N N N N North Middlesex Reg'l. School District North Middlesex Reg'l. School District, 3.00% BAN Series 2022 661139NQ4 US661139NQ40 Other Municipal Security Y N/A N/A 2023-02-03 2023-02-03 2023-02-03 N N N 0.0172 5478434.66 5478434.66 0.0052 N N N N Salem Gen. Oblig. Salem Gen. Oblig., 3.00% BAN Series 2022 7941992Q1 US7941992Q14 Other Municipal Security Y N/A N/A 2022-11-18 2022-11-18 2022-11-18 N N N 0.0163 6323004.62 6323004.62 0.0060 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 0.0104 11500266.80 11500266.80 0.0109 N N Y 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 0.0000 835000.00 835000.00 0.0008 N Y Y N Town of Tisbury Gen. Oblig. Town of Tisbury Gen. Oblig., 1.50% BAN Series 2022 888240EY0 US888240EY04 Other Municipal Security Y N/A N/A 2022-08-16 2022-08-16 2022-08-16 N N N 0.0132 6502080.00 6502080.00 0.0062 N N N N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 4.00% Bonds Series 2013 1, (Pre-Refunded to 11/1/2022 @ 100) 914440MJ8 US914440MJ88 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2043-11-01 N N N 0.0127 2528115.50 2528115.50 0.0024 N N N N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 5.00% Bonds Series 2013, (Pre-Refunded to 11/1/2022 @ 100) 914440MW9 US914440MW99 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2039-11-01 N N N 0.0128 1218430.80 1218430.80 0.0012 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 0.0119 3134242.97 3134242.97 0.0030 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 0.0118 3600535.68 3600535.68 0.0034 N N N N Westwood Gen. Oblig. Westwood Gen. Oblig., 2.00% BAN Series 2022 961777H44 US961777H440 Other Municipal Security Y N/A N/A 2022-08-19 2022-08-19 2022-08-19 N N N 0.0110 2003822.20 2003822.20 0.0019 N N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 3.00% BAN Series 2022 981306G31 US981306G313 Other Municipal Security Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0188 10486479.12 10486479.12 0.0099 N N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 5.00% Bonds Series 2022 981306C76 US981306C767 Other Municipal Security Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0141 4437960.15 4437960.15 0.0042 N N N N Guam Int'l. Arpt. Auth. Rev. Guam Int'l. Arpt. Auth. Rev., 5.00% Bonds Series 2019 A, (Escrowed to Maturity) 40064RDY2 US40064RDY27 Other Municipal Security Y N/A N/A 2022-10-01 2022-10-01 2022-10-01 N N N 0.0157 1178151.92 1178151.92 0.0011 N N N N Kent Hosp. Fin. Auth. Hosp. Facilities Rev. Kent Hosp. Fin. Auth. Hosp. Facilities Rev., 1.04% Bonds (Spectrum Health Sys. Proj.) Series 2015 A, tender 12/27/2022 490580EG8 US490580EG82 Other Municipal Security Y N/A N/A 2022-12-27 2022-12-27 2047-01-15 Y BEAUMONT-SPECTRUM HLTH 1.0000 210 N N/A N/A N N 0.0104 100000.00 100000.00 0.0001 N N N N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.75% 31635A204 549300BDV45LJNXBZC55 US31635A2042 0001022695 Investment Company Y N/A N/A 2022-06-07 2022-06-07 2038-02-01 N N N 0.0075 139907693.30 139907693.30 0.1327 N N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2022-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer