N-MFP2 0000357057 XXXXXXXX 2022-06-30 0000357057 549300QRT0QCVBJTQM03 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Single State Y 29 29 955937961.25 970491755.19 951578293.13 952807415.70 0.7600 0.7400 0.7200 0.7200 1209.95 1249311669.77 1249573158.03 6788375.99 5459035.99 1250903707.98 1249547466.11 1.0000 0.0095 1.0009 1.0010 1.0008 1.0008 C000019442 25000.00 203149779.90 202865181.05 1.0012 1.0013 1.0011 1.0011 2865981.85 1019013.70 1477269.83 1184299.16 7206668.45 3031999.03 1484306.49 3327204.45 12655535.09 10858843.58 0.0063 N C000047913 1000000.00 1047650704.73 1046579169.61 1.0008 1.0009 1.0007 1.0007 21862435.84 3100376.27 43215466.71 7860423.36 32491051.41 26112103.38 17314157.14 19532653.80 108451287.07 70716343.23 0.0074 Y Fidelity Investments, Reimbursement Fees, -45905.70; C000047914 1000000.00 103223.35 103115.45 1.0009 1.0009 1.0007 1.0008 20.15 0.00 0.00 0.00 0.00 0.00 0.00 0.00 20.15 0.00 0.0049 Y Fidelity Investments, Reimbursement Fees, -4.77; Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.89% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0089 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., 0.90% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0090 3155000.00 3155000.00 0.0025 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.84% Series 2010 A1, LOC TD Banknorth, NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0084 7400000.00 7400000.00 0.0059 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.92% Series 2010 A2, LOC TD Banknorth, NA VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0092 52000000.00 52000000.00 0.0416 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.59% (Boston Univ. Proj.) Series U-6E, LOC TD Banknorth, NA VRDN 57583RWD3 US57583RWD33 Variable Rate Demand Note Y N/A N/A 2022-07-01 2022-07-01 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 0.0059 4400000.00 4400000.00 0.0035 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.65% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 US57583RWB76 Variable Rate Demand Note Y N/A N/A 2022-07-01 2022-07-01 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 0.0065 6265000.00 6265000.00 0.0050 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.65% (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 2022-07-01 2022-07-01 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 0.0065 19785000.00 19785000.00 0.0158 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.88% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0088 17470000.00 17470000.00 0.0140 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0090 2505000.00 2505000.00 0.0020 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0090 13950000.00 13950000.00 0.0112 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0090 2000000.00 2000000.00 0.0016 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.91% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0091 2645000.00 2645000.00 0.0021 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0094 30715000.00 30715000.00 0.0246 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.98% Series 2019, LOC Manufacturers & Traders Trust Co. VRDN 57584YSL4 US57584YSL47 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0098 14300000.00 14300000.00 0.0114 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.83% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0083 50240000.00 50240000.00 0.0402 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.83% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2035-07-01 Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE 1.0000 7 N N/A N/A N N 0.0083 52040000.00 52040000.00 0.0416 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.83% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0083 22175000.00 22175000.00 0.0177 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.84% (Baystate Health Sys. Proj.) Series 2009 J1, LOC TD Banknorth, NA VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0084 23000000.00 23000000.00 0.0184 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.84% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0084 26265000.00 26265000.00 0.0210 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.86% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0086 29050000.00 29050000.00 0.0232 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.86% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0086 15140000.00 15140000.00 0.0121 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.86% (Williams College Proj.) Series J VRDN 57586CPY5 US57586CPY56 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2026-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0086 14813000.00 14813000.00 0.0118 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.88% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 US57586CGB54 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0088 7100000.00 7100000.00 0.0057 N N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.90% Series 208, (Liquidity Facility Royal Bank of Canada) VRDN 57587AL55 US57587AL559 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0090 3100000.00 3100000.00 0.0025 N N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.91% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0091 8605000.00 8605000.00 0.0069 N N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.94% Series 1999 B, LOC TD Banknorth, NA VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 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 0.0094 12200000.00 12200000.00 0.0098 N N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.95% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0095 16010000.00 16010000.00 0.0128 N N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.10% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0110 6480000.00 6480000.00 0.0052 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 1.05% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 A VRDN 121822AY6 US121822AY67 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0105 1700000.00 1700000.00 0.0014 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 1.05% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 B VRDN 121822AZ3 US121822AZ33 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0105 2700000.00 2700000.00 0.0022 N N Y N Wamego Kansas Poll. Cont. Rfdg. Rev. Wamego Kansas Poll. Cont. Rfdg. Rev., 1.00% (Western Resources, Inc. Proj.) Series 1994 VRDN 933623BS8 US933623BS89 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2032-04-15 Y EVERGY KANSAS CENTRAL 1.0000 7 N N/A N/A N N 0.0100 700000.00 700000.00 0.0006 N N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 1.10% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0110 1500000.00 1500000.00 0.0012 N N Y N Beaver County Indl. Dev. Auth. Beaver County Indl. Dev. Auth., 1.01% Series 2018 A, LOC Truist Bank VRDN 07488JAA2 US07488JAA25 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2038-05-01 Y TRUIST BANK 1.0000 7 N N/A N/A Y TRUIST BANK 1.0000 N/A N/A N 0.0101 200000.00 200000.00 0.0002 N N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.04% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2022-07-07 2022-07-07 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0104 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 0.0177 6708797.77 6708797.77 0.0054 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 0.0143 5595893.27 5595893.27 0.0045 N N N N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 1.20% Series 2022 A, LOC State Street Bank & Trust Co., Boston, CP 10102NED3 JJR542000 Other Municipal Security Y N/A N/A 2022-09-07 2022-09-07 2022-09-07 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0135 8297636.16 8297636.16 0.0066 N N N N Brockton Gen. Oblig. Brockton Gen. Oblig., 2.50% BAN Series 2022 B 111746KC6 US111746KC65 Other Municipal Security Y N/A N/A 2022-09-16 2022-09-16 2022-09-16 N N N 0.0140 6514967.55 6514967.55 0.0052 N N N 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 0.0157 1690140.78 1690140.78 0.0014 N N N N Framingham Gen. Oblig. Framingham Gen. Oblig., 2.00% BAN Series 2022 351695BK6 US351695BK69 Other Municipal Security Y N/A N/A 2022-08-19 2022-08-19 2022-08-19 N N N 0.0132 13011865.10 13011865.10 0.0104 N N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 3.00% BAN Series 2022 379713MP2 US379713MP29 Other Municipal Security Y N/A N/A 2022-09-16 2022-09-16 2022-09-16 N N N 0.0183 7818984.42 7818984.42 0.0063 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 0.0176 4106106.54 4106106.54 0.0033 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 0.0142 4101412.86 4101412.86 0.0033 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 0.0137 3207688.00 3207688.00 0.0026 N N N N Littleton Gen. Oblig. Littleton Gen. Oblig., 3.00% BAN Series 2022 537802VN7 US537802VN74 Other Municipal Security Y N/A N/A 2022-11-18 2022-11-18 2022-11-18 N N N 0.0141 3420499.96 3420499.96 0.0027 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.00% 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 0.0000 1000000.00 1000000.00 0.0008 N Y Y 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 0.0500 1780000.00 1780000.00 0.0014 N Y Y 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 0.0500 305000.00 305000.00 0.0002 N Y Y 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 0.0525 3100000.00 3100000.00 0.0025 N Y Y 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 0.0525 355000.00 355000.00 0.0003 N Y Y 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 0.0163 2507178.50 2507178.50 0.0020 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 0.0174 320885.73 320885.73 0.0003 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 0.0139 158250.15 158250.15 0.0001 N N N 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 0.0239 515548.27 515548.27 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 1785000.00 1785000.00 0.0014 N Y Y 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 32 N N/A N/A N N 0.0149 8866531.87 8866531.87 0.0071 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 0.0500 290000.00 290000.00 0.0002 N Y Y 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 1855000.00 1855000.00 0.0015 N Y Y 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 355000.00 355000.00 0.0003 N Y Y 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 0.0500 840000.00 840000.00 0.0007 N Y Y 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 120000.00 120000.00 0.0001 N Y Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 C 57582P7A2 US57582P7A25 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0177 1002745.70 1002745.70 0.0008 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 0.0151 1046095.13 1046095.13 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 0.0151 367139.16 367139.16 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 0.0147 100885.11 100885.11 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 0.0145 13897761.12 13897761.12 0.0111 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 0.0145 986521.87 986521.87 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 0.0145 4350955.43 4350955.43 0.0035 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 0.0145 177068.03 177068.03 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 0.0150 431184.77 431184.77 0.0003 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 0.0153 707044.21 707044.21 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 0.0152 188064.75 188064.75 0.0002 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 0.0108 9999897.00 9999897.00 0.0080 N N Y 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 0.0085 9085680.47 9085680.47 0.0073 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.10% Bonds Series 2022 H1, tender 08/01/2022, CP Mode 57586CV93 JJQ562000 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0119 6699407.72 6699407.72 0.0054 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.15% Bonds Series 2022 H1, tender 08/02/2022, CP Mode 57586CV93 JJP535000 Other Municipal Security Y N/A N/A 2022-08-02 2022-08-02 2022-08-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0110 8500376.55 8500376.55 0.0068 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.15% Bonds Series 2022 H1, tender 09/06/2022, CP Mode 57586CV93 JJR050000 Other Municipal Security Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0125 13842402.68 13842402.68 0.0111 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.19% Bonds Series 2022 H2, tender 09/07/2022, CP Mode 57586CW27 JJS443000 Other Municipal Security Y N/A N/A 2022-09-07 2022-09-07 2022-09-07 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0119 6800000.00 6800000.00 0.0054 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 0.0135 6639984.06 6639984.06 0.0053 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 0.0142 9299543.37 9299543.37 0.0074 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 0.0166 3380068.86 3380068.86 0.0027 N N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 1.20% Bonds Series 2022, tender 07/05/2022, CP Mode 575856BE8 JJX951000 Other Municipal Security Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0109 12700173.99 12700173.99 0.0102 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, (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 0.0157 5267218.87 5267218.87 0.0042 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 0.0157 1149850.45 1149850.45 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 0.0157 2224383.18 2224383.18 0.0018 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 0.0157 1692138.00 1692138.00 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 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 0.0157 1446100.13 1446100.13 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 0.0157 5829591.14 5829591.14 0.0047 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 576000YE7 US576000YE70 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0158 1159890.73 1159890.73 0.0009 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 4.00% Bonds Series 2020 C 576051XT8 US576051XT80 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0159 2855841.93 2855841.93 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) 576051FZ4 US576051FZ43 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2028-08-01 N N N 0.0176 1303579.03 1303579.03 0.0010 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 0.0133 400.19 400.19 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 0.0127 1119844.12 1119844.12 0.0009 N N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 3.00% BAN Series 2022 630191V35 US630191V354 Other Municipal Security Y N/A N/A 2022-10-14 2022-10-14 2022-10-14 N N N 0.0159 12751062.89 12751062.89 0.0102 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 0.0148 2091873.78 2091873.78 0.0017 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 0.0168 1631659.41 1631659.41 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 0.0178 5539211.70 5539211.70 0.0044 N N N N Norton Massachusetts Norton Massachusetts, 3.00% BAN Series 2022 668673PC4 US668673PC41 Other Municipal Security Y N/A N/A 2022-10-20 2022-10-20 2022-10-20 N N N 0.0130 14221402.89 14221402.89 0.0114 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 0.0159 7137927.49 7137927.49 0.0057 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 0.0128 26007389.20 26007389.20 0.0208 N N N N Town of Millbury Town of Millbury, 2.00% BAN Series 2021 600242MK4 US600242MK49 Other Municipal Security Y N/A N/A 2022-09-02 2022-09-02 2022-09-02 N N N 0.0126 19374168.15 19374168.15 0.0155 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 0.0139 6500839.80 6500839.80 0.0052 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 0.0145 1315405.13 1315405.13 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 0.0140 1685003.14 1685003.14 0.0013 N N N N Waltham Gen. Oblig. Waltham Gen. Oblig., 3.00% BAN Series 2022 933254Y65 US933254Y655 Other Municipal Security Y N/A N/A 2023-04-28 2023-04-28 2023-04-28 N N N 0.0211 8259271.24 8259271.24 0.0066 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 0.0154 831798.16 831798.16 0.0007 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 0.0117 2002228.20 2002228.20 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 0.0194 11681413.44 11681413.44 0.0093 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 0.0153 4488690.80 4488690.80 0.0036 N N N N Kent Hosp. Fin. Auth. Hosp. Facilities Rev. Kent Hosp. Fin. Auth. Hosp. Facilities Rev., 1.16% Bonds (Spectrum Health Sys. Proj.) Series 2015 A, tender 01/24/2023 490580EG8 US490580EG82 Other Municipal Security Y N/A N/A 2023-01-24 2023-01-24 2047-01-15 Y BEAUMONT-SPECTRUM HLTH 1.0000 208 N N/A N/A N N 0.0116 100000.00 100000.00 0.0001 N N N N Boston Gen. Oblig. Boston Gen. Oblig., 0.92% Participating VRDN Series Floaters XF 26 08, (Liquidity Facility Citibank NA) 88034MA30 US88034MA306 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2038-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0092 1600000.00 1600000.00 0.0013 N N Y N Massachusetts Bay Trans. Auth. Assessment Rev. Massachusetts Bay Trans. Auth. Assessment Rev., 0.94% Participating VRDN Series XL 02 78, (Liquidity Facility Morgan Stanley Bank, West Valley City Ut 88035A4T5 US88035A4T54 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2050-12-31 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0094 3025000.00 3025000.00 0.0024 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.91% Participating VRDN Series Floaters XF 26 06, (Liquidity Facility Citibank NA) 88034MZX7 US88034MZX72 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2047-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0091 1600000.00 1600000.00 0.0013 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.92% Participating VRDN Series Floaters ZF 25 68, (Liquidity Facility Citibank NA) 88034MMN3 US88034MMN38 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0092 3100000.00 3100000.00 0.0025 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.92% Participating VRDN Series Floaters ZF 25 67, (Liquidity Facility Citibank NA) 88034MML7 US88034MML71 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0092 2070000.00 2070000.00 0.0017 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.94% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 8395000.00 8395000.00 0.0067 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.94% Participating VRDN Series XF 09 23, (Liquidity Facility JPMorgan Chase Bank) 88034WAC8 US88034WAC82 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2048-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 2600000.00 2600000.00 0.0021 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.91% Participating VRDN Series Floaters XF 27 05, (Liquidity Facility Barclays Bank PLC) 88034NHJ6 US88034NHJ63 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0091 3300000.00 3300000.00 0.0026 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.93% Participating VRDN Series MS 3373, (Liquidity Facility Toronto-Dominion Bank) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2046-10-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0093 900000.00 900000.00 0.0007 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% 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 2022-07-07 2022-07-07 2047-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0094 6065000.00 6065000.00 0.0048 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 3665000.00 3665000.00 0.0029 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 2150000.00 2150000.00 0.0017 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series Floaters ZF 06 04, (Liquidity Facility JPMorgan Chase Bank) 88033Y3N9 US88033Y3N98 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 3000000.00 3000000.00 0.0024 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series Floaters E 130, (Liquidity Facility Royal Bank of Canada) 74934RYC4 US74934RYC41 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2025-01-29 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0094 21435000.00 21435000.00 0.0171 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series Floaters YX 10 74, (Liquidity Facility Barclays Bank PLC) 88033YS28 US88033YS289 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2037-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0094 7360000.00 7360000.00 0.0059 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 1000000.00 1000000.00 0.0008 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series Floaters ZM 05 74, (Liquidity Facility JPMorgan Chase Bank) 88033YW80 US88033YW802 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 1500000.00 1500000.00 0.0012 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.95% Participating VRDN Series 2016 XF2207, (Liquidity Facility Toronto-Dominion Bank) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2041-07-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0095 2400000.00 2400000.00 0.0019 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.95% Participating VRDN Series XF 28 91, (Liquidity Facility Barclays Bank PLC) 88034WG73 US88034WG732 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2045-10-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0095 3300000.00 3300000.00 0.0026 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.95% Participating VRDN Series 2018 XF 26 55, (Liquidity Facility Bank of America NA) 88034M4V5 US88034M4V58 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2047-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0095 2340000.00 2340000.00 0.0019 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.92% Participating VRDN Series Floaters XF 25 74, (Liquidity Facility Citibank NA) 88034MNV4 US88034MNV45 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2048-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0092 2300000.00 2300000.00 0.0018 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.93% Participating VRDN Series XG 02 79, (Liquidity Facility Bank of America NA) 88034UR67 US88034UR675 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2047-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0093 5655000.00 5655000.00 0.0045 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% 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 2022-07-07 2022-07-07 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0094 1100000.00 1100000.00 0.0009 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series Floaters G4, (Liquidity Facility Royal Bank of Canada) 74926Y8J3 US74926Y8J33 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2033-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0094 13000000.00 13000000.00 0.0104 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% 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 2022-07-07 2022-07-07 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0094 4100000.00 4100000.00 0.0033 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series ZL 02 83, (Liquidity Facility JPMorgan Chase Bank) 88035A6F3 US88035A6F33 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2047-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 7700000.00 7700000.00 0.0062 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 19730000.00 19730000.00 0.0158 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series 2021 XF 12 37, (Liquidity Facility JPMorgan Chase Bank) 88034YJR2 US88034YJR27 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2050-12-31 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 11000000.00 11000000.00 0.0088 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series XM 10 21, (Liquidity Facility JPMorgan Chase Bank) 88035A8L8 US88035A8L82 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2041-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 1125000.00 1125000.00 0.0009 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series Floaters G9, (Liquidity Facility Royal Bank of Canada) 74934RBA3 US74934RBA32 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2031-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0094 3800000.00 3800000.00 0.0030 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.95% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0095 1800000.00 1800000.00 0.0014 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.95% Participating VRDN Series 16 ZF0377, (Liquidity Facility Toronto-Dominion Bank) 88033MM95 US88033MM956 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2046-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0095 3750000.00 3750000.00 0.0030 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.93% Participating VRDN Series 16 XG0014, (Liquidity Facility Bank of America NA) 88033MX51 US88033MX516 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0093 5550000.00 5550000.00 0.0044 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.93% Participating VRDN Series Floaters XM 02 32, (Liquidity Facility Bank of America NA) 88033SGY4 US88033SGY46 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0093 3115000.00 3115000.00 0.0025 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.68% Participating VRDN Series Solar 17 13, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2022-07-01 2022-07-01 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 1 Y N/A N/A N N 0.0068 15390000.00 15390000.00 0.0123 N Y Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.92% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 US576000MY62 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2024-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0092 7500000.00 7500000.00 0.0060 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.93% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0093 17900000.00 17900000.00 0.0143 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series Floaters ZF 06 92, (Liquidity Facility Bank of America NA) 88034NEL4 US88034NEL47 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2046-11-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0094 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., 0.94% Participating VRDN Series Floaters XM 03 89, (Liquidity Facility JPMorgan Chase Bank) 88033UCS6 US88033UCS69 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2043-05-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 7500000.00 7500000.00 0.0060 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series Floaters XF 27 75, (Liquidity Facility Morgan Stanley Bank, 88034NV35 US88034NV359 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2048-02-15 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0094 9750000.00 9750000.00 0.0078 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.95% Participating VRDN Series Floaters XF 25 46, (Liquidity Facility Toronto-Dominion Ban 88034MFN1 US88034MFN11 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2046-11-15 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0095 4480000.00 4480000.00 0.0036 N N Y N Massachusetts Spl. Oblig. Dedicated Tax Rev. Massachusetts Spl. Oblig. Dedicated Tax Rev., 1.09% 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 187 Y N/A N/A N N 0.0109 5200000.00 5200000.00 0.0042 N N N Y Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.92% Participating VRDN Series Floaters XF 27 01, (Liquidity Facility Barclays Bank PLC) 88034NHA5 US88034NHA54 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2040-08-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0092 4000000.00 4000000.00 0.0032 N N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.94% Participating VRDN Series E 148, (Liquidity Facility Royal Bank of Canada) 74934RQ58 US74934RQ589 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2036-04-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0094 20900000.00 20900000.00 0.0167 N N Y N Saugus Gen. Oblig. Saugus Gen. Oblig., 0.95% Participating VRDN Series Floaters XF 06 81, (Liquidity Facility Toronto-Dominion Bank) 88034M7G5 US88034M7G54 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2042-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0095 3000000.00 3000000.00 0.0024 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.93% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0093 1000000.00 1000000.00 0.0008 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.94% Participating VRDN Series XF 22 96, (Liquidity Facility JPMorgan Chase Bank) 914440MZ2 US914440MZ21 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2039-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 6140000.00 6140000.00 0.0049 N N Y N Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev. Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev., 0.97% Participating VRDN Series XF 10 44, (Liquidity Facility Deutsche Bank AG New York Branch 88033MBX4 US88033MBX48 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0097 1000000.00 1000000.00 0.0008 N N Y N California Health Facilities Financing Auth. Rev. California Health Facilities Financing Auth. Rev., 0.97% 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 2022-07-07 2022-07-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0097 2300000.00 2300000.00 0.0018 N N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 1.03% Participating VRDN Series 17 04, (Liquidity Facility Barclays Bank PLC) 76252PGP8 US76252PGP80 Tender Option Bond Y N/A N/A 2022-08-11 2022-08-11 2042-03-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0103 795000.00 795000.00 0.0006 N N N N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 1.05% Participating VRDN Series DBE 80 11, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RBZ5 US25160RBZ55 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2028-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0105 11820000.00 11820000.00 0.0094 N N Y N Univ. of California Revs. Univ. of California Revs., 0.97% 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 2022-07-07 2022-07-07 2036-05-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0097 2150000.00 2150000.00 0.0017 N N Y N Chicago Gen. Oblig. Chicago Gen. Oblig., 1.06% Participating VRDN Series XM 10 05, (Liquidity Facility Deutsche Bank AG New York Branch) 88035AN64 US88035AN640 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2034-01-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0106 400000.00 400000.00 0.0003 N N Y N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 1.03% Participating VRDN Series Floaters 017, (Liquidity Facility Barclays Bank PLC) 76252PMA4 US76252PMA48 Tender Option Bond Y N/A N/A 2022-08-11 2022-08-11 2030-08-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0103 3275000.00 3275000.00 0.0026 N N N N Maryland Health & Higher Edl. Facilities Auth. Rev. Maryland Health & Higher Edl. Facilities Auth. Rev., 0.97% Participating VRDN Series XF 10 21, (Liquidity Facility Deutsche Bank AG New York Branch) 88033L7Y9 US88033L7Y98 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2042-08-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0097 3300000.00 3300000.00 0.0026 N N Y N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 1.03% Participating VRDN Series Floaters 014, (Liquidity Facility Barclays Bank PLC) 76252PJC4 US76252PJC41 Tender Option Bond Y N/A N/A 2022-08-11 2022-08-11 2037-06-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0103 845000.00 845000.00 0.0007 N N N N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 1.03% Participating VRDN Series Floaters 016, (Liquidity Facility Barclays Bank PLC) 76252PJH3 US76252PJH38 Tender Option Bond Y N/A N/A 2022-08-11 2022-08-11 2037-06-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0103 2400000.00 2400000.00 0.0019 N N N N Cuyahoga County Ctfs. of Prtn. Cuyahoga County Ctfs. of Prtn., 1.01% Participating VRDN Series Floaters XG 02 06, (Liquidity Facility Bank of America NA) 88034NQU1 US88034NQU18 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2044-12-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0101 200000.00 200000.00 0.0002 N N Y N Middletown Hosp. Facilities Rev. Middletown Hosp. Facilities Rev., 1.03% Participating VRDN Series Floaters 003, (Liquidity Facility Barclays Bank PLC) 76252PGL7 US76252PGL76 Tender Option Bond Y N/A N/A 2022-08-11 2022-08-11 2045-11-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0103 590000.00 590000.00 0.0005 N N N N Ohio Hosp. Rev. Ohio Hosp. Rev., 1.03% Participating VRDN Series 002, (Liquidity Facility Barclays Bank PLC) 76252PRB7 US76252PRB75 Tender Option Bond Y N/A N/A 2022-08-11 2022-08-11 2050-12-31 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0103 1300000.00 1300000.00 0.0010 N N N N South Miami Health Facilities Auth. Hosp. Rev. South Miami Health Facilities Auth. Hosp. Rev., 0.98% Participating VRDN Series XF 25 23, (Liquidity Facility Barclays Bank PLC) 88033YZ46 US88033YZ466 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2047-08-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0098 400000.00 400000.00 0.0003 N N Y N South Miami Health Facilities Auth. Hosp. Rev. South Miami Health Facilities Auth. Hosp. Rev., 1.06% Participating VRDN Series XM 08 68, (Liquidity Facility JPMorgan Chase Bank) 88034WRA4 US88034WRA44 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2047-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0106 700000.00 700000.00 0.0006 N N Y N Tampa-Hillsborough County Expressway Auth. Rev. Tampa-Hillsborough County Expressway Auth. Rev., 1.11% Bonds Series G-113, tender 07/07/2022, (Liquidity Facility Royal Bank of Canada) 74934RD45 US74934RD454 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2042-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 1 Y N/A N/A N N 0.0111 700000.00 700000.00 0.0006 N Y Y N CommonSpirit Health CommonSpirit Health, 1.01% Participating VRDN Series MIZ 90 21, (Liquidity Facility Mizuho Cap. Markets LLC) 60700HCK3 US60700HCK32 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2029-05-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 7 Y N/A N/A N N 0.0101 900000.00 900000.00 0.0007 N N Y N New York City Gen. Oblig. New York City Gen. Oblig., 1.06% Participating VRDN Series 2020 003, (Liquidity Facility Wells Fargo Bank NA) 94987KRV9 US94987KRV97 Tender Option Bond Y N/A N/A 2022-08-11 2022-08-11 2042-04-01 Y WELLS FARGO BK NATL ASSN 1.0000 42 Y N/A N/A N N 0.0106 400000.00 400000.00 0.0003 N N N N Mississippi Bus. Fin. Corp. Rev. Mississippi Bus. Fin. Corp. Rev., 0.98% 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 2022-07-07 2022-07-07 2044-06-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0098 400000.00 400000.00 0.0003 N N Y N Suffolk Econ. Dev. Auth. Hosp. Facilities Rev. Suffolk Econ. Dev. Auth. Hosp. Facilities Rev., 1.00% Participating VRDN Series MIZ 90 25, (Liquidity Facility Mizuho Cap. Markets LLC) 60700HDJ5 US60700HDJ59 Tender Option Bond Y N/A N/A 2022-07-07 2022-07-07 2035-11-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 7 Y N/A N/A N N 0.0100 400000.00 400000.00 0.0003 N N Y N Wisconsin Health & Edl. Facilities Wisconsin Health & Edl. Facilities, 0.97% 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 2022-07-07 2022-07-07 2035-04-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0097 300000.00 300000.00 0.0002 N N Y N Denver City & County Arpt. Rev. Denver City & County Arpt. Rev., 0.97% 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 2022-07-07 2022-07-07 2043-11-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0097 100000.00 100000.00 0.0001 N N Y N Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.79% 31635A501 549300BDV45LJNXBZC55 0001022695 Investment Company Y N/A N/A 2022-07-07 2022-07-07 2040-12-01 N N N 0.0079 125445099.67 125445099.67 0.1003 N N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts AMT Tax-Free Money Market Fund 2022-07-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer