N-MFP2 0000357057 XXXXXXXX 2022-05-31 0000357057 549300QRT0QCVBJTQM03 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Single State Y 27 27 932471335.91 928126064.36 920294643.16 967969875.78 0.7900 0.7700 0.7700 0.7800 16940759.19 1218793637.55 1219107409.36 11790935.02 25598924.17 1222240179.40 1220884068.57 1.0000 0.0075 1.0007 1.0007 1.0007 1.0009 C000019442 25000.00 200753999.34 200465271.70 1.0010 1.0010 1.0011 1.0012 4252706.32 2147706.26 2580456.15 3096098.42 2002334.72 1641202.28 1689469.44 1976245.23 12514246.97 8892365.23 0.0045 N C000047913 1000000.00 1021382983.43 1020315711.41 1.0006 1.0006 1.0007 1.0008 16074055.51 14517582.67 11106320.40 2695293.32 22533579.16 8456207.53 26743953.24 8620361.57 85845004.26 35629077.91 0.0055 Y Fidelity Investments, Reimbursement Fees, -38165.76; C000047914 1000000.00 103196.63 103085.45 1.0006 1.0007 1.0007 1.0008 0.89 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.89 0.00 0.0030 Y Fidelity Investments, Reimbursement and Distribution Fees, -3.82; 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 1710000.00 1710000.00 0.0014 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 3155000.00 3155000.00 0.0026 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 7400000.00 7400000.00 0.0061 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 44000000.00 44000000.00 0.0360 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.60% (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 2022-06-01 2022-06-01 2037-09-01 Y BANK OF AMERICA NA 1.0000 1 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0060 19785000.00 19785000.00 0.0162 N Y 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 2300000.00 2300000.00 0.0019 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.60% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 US57583RWB76 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 13375000.00 13375000.00 0.0109 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 13950000.00 13950000.00 0.0114 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.78% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2032-02-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0078 17470000.00 17470000.00 0.0143 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 2505000.00 2505000.00 0.0020 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.79% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2026-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0079 2000000.00 2000000.00 0.0016 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 2645000.00 2645000.00 0.0022 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 30715000.00 30715000.00 0.0251 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 14300000.00 14300000.00 0.0117 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.32% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 US57585KGP75 Variable Rate Demand Note Y N/A N/A 2022-06-01 2022-06-01 2049-11-01 Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE 1.0000 1 N N/A N/A N N 0.0032 4255000.00 4255000.00 0.0035 N Y 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 5565000.00 5565000.00 0.0046 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.60% (Baystate Health Sys. Proj.) Series 2009 J2, LOC TD Banknorth, NA VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2022-06-01 2022-06-01 2044-07-01 Y TD BANK NA WILMINGTON DE 1.0000 1 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0060 1900000.00 1900000.00 0.0016 N Y 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 48285000.00 48285000.00 0.0395 N N 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 52040000.00 52040000.00 0.0426 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 22175000.00 22175000.00 0.0181 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.74% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0074 29050000.00 29050000.00 0.0238 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.74% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0074 15140000.00 15140000.00 0.0124 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.74% (Williams College Proj.) Series J VRDN 57586CPY5 US57586CPY56 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2026-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0074 14813000.00 14813000.00 0.0121 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 7100000.00 7100000.00 0.0058 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.78% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2039-07-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0078 26265000.00 26265000.00 0.0215 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 23000000.00 23000000.00 0.0188 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 3100000.00 3100000.00 0.0025 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 8605000.00 8605000.00 0.0070 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 4400000.00 4400000.00 0.0036 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 16010000.00 16010000.00 0.0131 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 12200000.00 12200000.00 0.0100 N N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.97% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0097 6480000.00 6480000.00 0.0053 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 1700000.00 1700000.00 0.0014 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 2700000.00 2700000.00 0.0022 N N Y N Wamego Kansas Poll. Cont. Rfdg. Rev. Wamego Kansas Poll. Cont. Rfdg. Rev., 0.96% (Western Resources, Inc. Proj.) Series 1994 VRDN 933623BS8 US933623BS89 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2032-04-15 Y EVERGY KANSAS CENTRAL 1.0000 7 N N/A N/A N N 0.0096 700000.00 700000.00 0.0006 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 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.91% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2022-06-07 2022-06-07 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0091 100000.00 100000.00 0.0001 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 6717688.00 6717688.00 0.0055 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 5614471.30 5614471.30 0.0046 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 5299781.11 5299781.11 0.0043 N N Y N Cambridge Gen. Oblig. Cambridge Gen. Oblig., 5.00% Bonds Series 2020 1322856V4 US1322856V45 Other Municipal Security Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0143 1696336.60 1696336.60 0.0014 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 0.0096 4200889.98 4200889.98 0.0034 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 4103605.95 4103605.95 0.0034 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 4104759.28 4104759.28 0.0034 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 3208622.08 3208622.08 0.0026 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 1.41% Bonds Series A 575579ZK6 US575579ZK66 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0141 998789.40 998789.40 0.0008 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series 2020 B2 575579J65 US575579J659 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0135 1785297.99 1785297.99 0.0015 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 305960.60 305960.60 0.0003 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.25% Bonds Series 2004 B 575579FF9 US575579FF91 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0116 356189.18 356189.18 0.0003 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.25% Bonds Series 2006 A 575579LG0 US575579LG01 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0116 1103684.78 1103684.78 0.0009 N N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 2012 B 57605ABH8 549300SYPEROLSQU0261 US57605ABH86 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0114 322032.38 322032.38 0.0003 N N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 2019 22 575829EV4 549300SYPEROLSQU0261 US575829EV41 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0101 2516464.00 2516464.00 0.0021 N N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 2021 B 575829HF6 549300SYPEROLSQU0261 US575829HF63 Other Municipal Security Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0127 158827.69 158827.69 0.0001 N N N N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 5.00% Bonds Series 2021 A 57604TJM9 US57604TJM99 Other Municipal Security Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0000 1170000.00 1170000.00 0.0010 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2016 A 57584XXQ9 US57584XXQ95 Other Municipal Security Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE OBLIGOR 1.0000 N/A N/A 0.0113 517401.24 517401.24 0.0004 N N N 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 1790920.49 1790920.49 0.0015 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 2966468.27 2966468.27 0.0024 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 C, (Pre-Refunded to 7/1/2022 @ 100) 57582P3X6 US57582P3X63 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2025-07-01 N N N 0.0114 356121.02 356121.02 0.0003 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2016 B 57582RJR8 US57582RJR84 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0108 290932.50 290932.50 0.0002 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 1860857.72 1860857.72 0.0015 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 C, (Pre-Refunded to 7/1/2022 @ 100) 57582P3Z1 US57582P3Z12 Other Municipal Security Y N/A N/A 2022-07-01 2022-07-01 2027-07-01 N N N 0.0114 120378.94 120378.94 0.0001 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 842701.02 842701.02 0.0007 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 E, (Pre-Refunded to 9/1/2022 @ 100) 57582P6Q8 US57582P6Q85 Other Municipal Security Y N/A N/A 2022-09-01 2022-09-01 2028-09-01 N N N 0.0119 943811.44 943811.44 0.0008 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series E, (Pre-Refunded to 9/1/2022 @ 100) 57582P6W5 US57582P6W53 Other Municipal Security Y N/A N/A 2022-09-01 2022-09-01 2026-09-01 N N N 0.0119 368439.76 368439.76 0.0003 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 101266.60 101266.60 0.0001 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 13945955.87 13945955.87 0.0114 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2021 B 57582RT55 US57582RT557 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0122 990220.73 990220.73 0.0008 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 4366043.70 4366043.70 0.0036 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2020 E 57582RH90 US57582RH909 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0122 177731.93 177731.93 0.0001 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2016 H 57582RLM6 US57582RLM69 Other Municipal Security Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0127 432869.00 432869.00 0.0004 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2018 B 57582RRT5 US57582RRT58 Other Municipal Security Y N/A N/A 2023-01-01 2023-01-01 2023-01-01 N N N 0.0132 709817.82 709817.82 0.0006 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 188882.39 188882.39 0.0002 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 7949901.42 7949901.42 0.0065 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 6299906.76 6299906.76 0.0052 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 7700000.00 7700000.00 0.0063 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 6329720.85 6329720.85 0.0052 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 9997913.00 9997913.00 0.0082 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 9086012.98 9086012.98 0.0074 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 6639397.75 6639397.75 0.0054 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 9298352.97 9298352.97 0.0076 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 3359906.52 3359906.52 0.0027 N N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.90% Bonds Series 2022, tender 06/07/2022, CP Mode 575856BE8 JJL060000 Other Municipal Security Y N/A N/A 2022-06-07 2022-06-07 2022-06-07 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0090 11800000.00 11800000.00 0.0097 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2012 A 576000YE7 US576000YE70 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0116 327536.95 327536.95 0.0003 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) 576000YG2 US576000YG29 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2027-08-15 N N N 0.0115 1153975.08 1153975.08 0.0009 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 1224523.78 1224523.78 0.0010 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) 576000NF6 US576000NF64 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2028-08-15 N N N 0.0115 1698207.87 1698207.87 0.0014 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 5286112.93 5286112.93 0.0043 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 1451287.44 1451287.44 0.0012 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 5744679.45 5744679.45 0.0047 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 1308234.85 1308234.85 0.0011 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 400.21 400.21 0.0000 N N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 3.00% Bonds Series 2013 630191UZ5 US630191UZ57 Other Municipal Security Y N/A N/A 2022-10-01 2022-10-01 2022-10-01 N N N 0.0114 1121830.38 1121830.38 0.0009 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 1900357.39 1900357.39 0.0016 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 2093903.70 2093903.70 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 1400265.16 1400265.16 0.0011 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 1637281.43 1637281.43 0.0013 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 5546706.55 5546706.55 0.0045 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 7144313.94 7144313.94 0.0058 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 0.0120 26015839.20 26015839.20 0.0213 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 11421617.98 11421617.98 0.0093 N N Y 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 0.0121 19387556.42 19387556.42 0.0159 N N N 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 0.0053 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 1319966.70 1319966.70 0.0011 N N N N Univ. of Massachusetts Bldg. Auth. Rev. Univ. of Massachusetts Bldg. Auth. Rev., 5.00% Bonds Series 2021 1 914437VM7 US914437VM79 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N Y UNIV OF MASSACHUSETTS OBLIGOR 1.0000 N/A N/A 0.0107 1692042.10 1692042.10 0.0014 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 3101489.24 3101489.24 0.0025 N N N N Wellesley Gen. Oblig. Wellesley Gen. Oblig., 5.00% Bonds Series 2022 949493A75 US949493A750 Other Municipal Security Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0139 834687.51 834687.51 0.0007 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 3528524.97 3528524.97 0.0029 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 0.0016 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 11696457.48 11696457.48 0.0096 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 4504503.96 4504503.96 0.0037 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 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 1600000.00 1600000.00 0.0013 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 1600000.00 1600000.00 0.0013 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 2070000.00 2070000.00 0.0017 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 3100000.00 3100000.00 0.0025 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 2600000.00 2600000.00 0.0021 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 8395000.00 8395000.00 0.0069 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 3300000.00 3300000.00 0.0027 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 900000.00 900000.00 0.0007 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 3665000.00 3665000.00 0.0030 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.82% Participating VRDN Series Floaters ZF 06 04, (Liquidity Facility JPMorgan Chase Bank) 88033Y3N9 US88033Y3N98 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 3000000.00 3000000.00 0.0025 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 2150000.00 2150000.00 0.0018 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 6065000.00 6065000.00 0.0050 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 1000000.00 1000000.00 0.0008 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.82% Participating VRDN Series Floaters ZM 05 74, (Liquidity Facility JPMorgan Chase Bank) 88033YW80 US88033YW802 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 1500000.00 1500000.00 0.0012 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 7360000.00 7360000.00 0.0060 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 21435000.00 21435000.00 0.0175 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 2400000.00 2400000.00 0.0020 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 2340000.00 2340000.00 0.0019 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 3300000.00 3300000.00 0.0027 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 2300000.00 2300000.00 0.0019 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 5655000.00 5655000.00 0.0046 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 0.0090 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 19730000.00 19730000.00 0.0161 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 13000000.00 13000000.00 0.0106 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 3800000.00 3800000.00 0.0031 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 1100000.00 1100000.00 0.0009 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 4100000.00 4100000.00 0.0034 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 1800000.00 1800000.00 0.0015 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.83% Participating VRDN Series 16 ZF0377, (Liquidity Facility Toronto-Dominion Bank) 88033MM95 US88033MM956 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2046-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0083 3750000.00 3750000.00 0.0031 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 3115000.00 3115000.00 0.0025 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.81% Participating VRDN Series 16 XG0014, (Liquidity Facility Bank of America NA) 88033MX51 US88033MX516 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 5550000.00 5550000.00 0.0045 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.72% Participating VRDN Series Solar 17 13, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2022-06-01 2022-06-01 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 1 Y N/A N/A N N 0.0072 11515000.00 11515000.00 0.0094 N Y Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.80% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 US576000MY62 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2024-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0080 7500000.00 7500000.00 0.0061 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 17900000.00 17900000.00 0.0146 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 1985000.00 1985000.00 0.0016 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 XF 27 75, (Liquidity Facility Morgan Stanley Bank, 88034NV35 US88034NV359 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2048-02-15 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0082 9750000.00 9750000.00 0.0080 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 XM 03 89, (Liquidity Facility JPMorgan Chase Bank) 88033UCS6 US88033UCS69 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2043-05-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0082 7500000.00 7500000.00 0.0061 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 Floaters XF 25 46, (Liquidity Facility Toronto-Dominion Ban 88034MFN1 US88034MFN11 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2046-11-15 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0083 4480000.00 4480000.00 0.0037 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 5200000.00 5200000.00 0.0043 N N N Y Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.80% Participating VRDN Series Floaters XF 27 01, (Liquidity Facility Barclays Bank PLC) 88034NHA5 US88034NHA54 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2040-08-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0080 4000000.00 4000000.00 0.0033 N N Y N 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 0.0082 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 3000000.00 3000000.00 0.0025 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 1000000.00 1000000.00 0.0008 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 6140000.00 6140000.00 0.0050 N N Y N Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev. Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev., 0.85% Participating VRDN Series XF 10 44, (Liquidity Facility Deutsche Bank AG New York Branch 88033MBX4 US88033MBX48 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 0.0085 1000000.00 1000000.00 0.0008 N N Y N California Health Facilities Financing Auth. Rev. California Health Facilities Financing Auth. Rev., 0.85% Participating VRDN Series Floaters XG 00 49, (Liquidity Facility Deutsche Bank AG New York Br 88033SRV8 US88033SRV87 Tender Option Bond Y N/A N/A 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 0.0085 2300000.00 2300000.00 0.0019 N N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.91% Participating VRDN Series 17 04, (Liquidity Facility Barclays Bank PLC) 76252PGP8 US76252PGP80 Tender Option Bond Y N/A N/A 2022-07-12 2022-07-12 2042-03-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0091 795000.00 795000.00 0.0007 N N N 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 11900000.00 11900000.00 0.0097 N N Y N Univ. of California Revs. Univ. of California Revs., 0.85% Participating VRDN Series Floaters XG 00 61, (Liquidity Facility Deutsche Bank AG New York Branch) 88033SSX3 US88033SSX35 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2036-05-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0085 2150000.00 2150000.00 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 400000.00 400000.00 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 3275000.00 3275000.00 0.0027 N N N N Maryland Health & Higher Edl. Facilities Auth. Rev. Maryland Health & Higher Edl. Facilities Auth. Rev., 0.85% Participating VRDN Series XF 10 21, (Liquidity Facility Deutsche Bank AG New York Branch) 88033L7Y9 US88033L7Y98 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2042-08-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0085 3300000.00 3300000.00 0.0027 N N Y N Cuyahoga County Ctfs. of Prtn. Cuyahoga County Ctfs. of Prtn., 0.89% Participating VRDN Series Floaters XG 02 06, (Liquidity Facility Bank of America NA) 88034NQU1 US88034NQU18 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2044-12-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0089 200000.00 200000.00 0.0002 N N Y N Middletown Hosp. Facilities Rev. Middletown Hosp. Facilities Rev., 0.91% Participating VRDN Series Floaters 003, (Liquidity Facility Barclays Bank PLC) 76252PGL7 US76252PGL76 Tender Option Bond Y N/A N/A 2022-07-12 2022-07-12 2045-11-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0091 590000.00 590000.00 0.0005 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 1300000.00 1300000.00 0.0011 N N N N South Miami Health Facilities Auth. Hosp. Rev. South Miami Health Facilities Auth. Hosp. Rev., 0.86% Participating VRDN Series XF 25 23, (Liquidity Facility Barclays Bank PLC) 88033YZ46 US88033YZ466 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2047-08-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0086 400000.00 400000.00 0.0003 N N Y N South Miami Health Facilities Auth. Hosp. Rev. South Miami Health Facilities Auth. Hosp. Rev., 0.94% Participating VRDN Series XM 08 68, (Liquidity Facility JPMorgan Chase Bank) 88034WRA4 US88034WRA44 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2047-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 700000.00 700000.00 0.0006 N N Y N Tampa-Hillsborough County Expressway Auth. Rev. Tampa-Hillsborough County Expressway Auth. Rev., 0.99% Bonds Series G-113, tender 07/01/2022, (Liquidity Facility Royal Bank of Canada) 74934RD45 US74934RD454 Tender Option Bond Y N/A N/A 2022-07-01 2022-07-01 2042-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 31 Y N/A N/A N N 0.0099 700000.00 700000.00 0.0006 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 0.0003 N N N N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 0.91% Participating VRDN Series Floaters 014, (Liquidity Facility Barclays Bank PLC) 76252PJC4 US76252PJC41 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 845000.00 845000.00 0.0007 N N N 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 900000.00 900000.00 0.0007 N N Y 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 400000.00 400000.00 0.0003 N N N 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 400000.00 400000.00 0.0003 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 400000.00 400000.00 0.0003 N N Y N Wisconsin Health & Edl. Facilities Wisconsin Health & Edl. Facilities, 0.85% Participating VRDN Series Floaters XG 00 72, (Liquidity Facility Deutsche Bank AG New York Branch) 88033SUT9 US88033SUT94 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2035-04-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0085 300000.00 300000.00 0.0002 N N Y N Denver City & County Arpt. Rev. Denver City & County Arpt. Rev., 0.85% Participating VRDN Series Floaters XF 10 36, (Liquidity Facility Deutsche Bank AG New York Branch) 88033L6M6 US88033L6M69 Tender Option Bond Y N/A N/A 2022-06-07 2022-06-07 2043-11-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0085 100000.00 100000.00 0.0001 N N Y N Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.72% 31635A501 549300BDV45LJNXBZC55 0001022695 Investment Company Y N/A N/A 2022-06-07 2022-06-07 2028-10-01 N N N 0.0072 178052099.67 178052099.67 0.1457 N N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts AMT Tax-Free Money Market Fund 2022-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer