N-MFP2 0000357057 XXXXXXXX 2022-07-31 0000357057 549300HTRNJ3JC8ANN48 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Single State Y 22 22 806724166.27 825918396.79 816861800.54 823064722.80 843942937.42 0.7600 0.7800 0.7800 0.7800 0.8100 10300762.82 1025648917.64 1025791452.07 8112765.35 11536583.56 1032668396.68 1030687728.82 1.0000 0.0114 1.0017 1.0018 1.0018 1.0018 1.0018 C000019444 1.00 1032668396.68 1030687728.82 1.0017 1.0018 1.0018 1.0018 1.0018 2596329.01 5188808.17 1419675.80 2837602.75 1785399.34 5133030.18 1961331.09 4413072.47 389124.21 8597040.33 7629341.88 21780492.88 0.0049 N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 1.24% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 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 0.0124 1700000.00 1700000.00 0.0016 N N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.36% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0136 5560000.00 5560000.00 0.0054 N N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.39% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0139 45000000.00 45000000.00 0.0436 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.25% Series 2010 A2, LOC TD Banknorth, NA VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 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 0.0125 37140000.00 37140000.00 0.0360 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.30% Series 2010 A1, LOC TD Banknorth, NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 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 0.0130 10100000.00 10100000.00 0.0098 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.29% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2035-09-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0129 730000.00 730000.00 0.0007 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.36% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2027-03-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0136 7285000.00 7285000.00 0.0071 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.37% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2036-10-01 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0137 20340000.00 20340000.00 0.0197 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.40% Series 2019, LOC Manufacturers & Traders Trust Co. VRDN 57584YSL4 US57584YSL47 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2049-07-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0140 12655000.00 12655000.00 0.0123 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.42% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2032-10-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0142 7405000.00 7405000.00 0.0072 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.91% (Boston Univ. Proj.) Series U-6E, LOC TD Banknorth, NA VRDN 57583RWD3 US57583RWD33 Variable Rate Demand Note Y N/A N/A 2022-08-01 2022-08-01 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 3 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0191 4320000.00 4320000.00 0.0042 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.27% (Baystate Health Sys. Proj.) Series 2009 J1, LOC TD Banknorth, NA VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2044-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0127 10000000.00 10000000.00 0.0097 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.30% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2035-07-01 Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE 1.0000 7 N N/A N/A N N 0.0130 34505000.00 34505000.00 0.0334 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.30% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0130 30085000.00 30085000.00 0.0291 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.31% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2031-07-01 Y FEDERAL HOME LN BK OF BOSTON 1.0000 7 N N/A N/A Y FEDERAL HOME LN BK OF BOSTON 1.0000 N/A N/A N 0.0131 7710000.00 7710000.00 0.0075 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.35% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0135 13795000.00 13795000.00 0.0134 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.42% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 US57586CGB54 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2040-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0142 13840000.00 13840000.00 0.0134 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.77% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 US57585KGP75 Variable Rate Demand Note Y N/A N/A 2022-08-01 2022-08-01 2049-11-01 Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE 1.0000 3 N N/A N/A N N 0.0177 1320000.00 1320000.00 0.0013 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.83% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 US57586CHB46 Variable Rate Demand Note Y N/A N/A 2022-08-01 2022-08-01 2035-11-01 Y AMHERST COLLEGE 1.0000 3 N N/A N/A N N 0.0183 4000000.00 4000000.00 0.0039 N Y Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.33% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2034-01-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0133 21590000.00 21590000.00 0.0209 N N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.36% Series 208, (Liquidity Facility Royal Bank of Canada) VRDN 57587AL55 US57587AL559 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2049-06-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N Y MA SF HOUSING REVENUE 9/12/85 OBLIGOR 1.0000 N/A N/A 0.0136 2400000.00 2400000.00 0.0023 N N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 1.32% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2038-12-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0132 22265000.00 22265000.00 0.0216 N N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.23% Series 1999 B, LOC TD Banknorth, NA VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 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 0.0123 17100000.00 17100000.00 0.0166 N N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.45% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0145 9470000.00 9470000.00 0.0092 N N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 1.53% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0153 9643000.00 9643000.00 0.0093 N N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 1.45% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0145 1300000.00 1300000.00 0.0013 N N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.38% (Appalachian Pwr. Co.- Mountaineer Proj.) Series 2008 A VRDN 95648VAW9 US95648VAW90 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0138 6300000.00 6300000.00 0.0061 N N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.53% Series 1998 VRDN 854743AE1 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0153 300000.00 300000.00 0.0003 N N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.53% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0153 3700000.00 3700000.00 0.0036 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 1.44% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 B VRDN 121822AZ3 US121822AZ33 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0144 1000000.00 1000000.00 0.0010 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 1.44% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 A VRDN 121822AY6 US121822AY67 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0144 2200000.00 2200000.00 0.0021 N N Y N Memphis-Shelby County Indl. Dev. Board Facilities Rev. Memphis-Shelby County Indl. Dev. Board Facilities Rev., 1.53% Series 2007 VRDN 58612AAB1 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2037-09-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0153 2330000.00 2330000.00 0.0023 N N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.53% (Nucor Corp. Proj.) Series 1998 VRDN 096490BV8 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0153 400000.00 400000.00 0.0004 N N Y N Beaver County Indl. Dev. Auth. Beaver County Indl. Dev. Auth., 1.45% Series 2018 A, LOC Truist Bank VRDN 07488JAA2 US07488JAA25 Variable Rate Demand Note Y N/A N/A 2022-08-05 2022-08-05 2038-05-01 Y TRUIST BANK 1.0000 7 N N/A N/A Y TRUIST BANK 1.0000 N/A N/A N 0.0145 200000.00 200000.00 0.0002 N N Y N Boston Gen. Oblig. Boston Gen. Oblig., 1.34% Participating VRDN Series Floaters XF 26 08, (Liquidity Facility Citibank NA) 88034MA30 US88034MA306 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2038-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0134 2400000.00 2400000.00 0.0023 N N Y N Massachusetts Bay Trans. Auth. Assessment Rev. Massachusetts Bay Trans. Auth. Assessment Rev., 1.36% 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 2022-08-05 2022-08-05 2050-12-31 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0136 2600000.00 2600000.00 0.0025 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.33% Participating VRDN Series Floaters XF 26 06, (Liquidity Facility Citibank NA) 88034MZX7 US88034MZX72 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2047-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0133 2400000.00 2400000.00 0.0023 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.34% Participating VRDN Series Floaters ZF 25 68, (Liquidity Facility Citibank NA) 88034MMN3 US88034MMN38 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0134 4865000.00 4865000.00 0.0047 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.34% Participating VRDN Series Floaters ZF 25 67, (Liquidity Facility Citibank NA) 88034MML7 US88034MML71 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0134 3300000.00 3300000.00 0.0032 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.36% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 5100000.00 5100000.00 0.0049 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.36% Participating VRDN Series XF 09 23, (Liquidity Facility JPMorgan Chase Bank) 88034WAC8 US88034WAC82 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2048-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 2065000.00 2065000.00 0.0020 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.33% Participating VRDN Series Floaters XF 27 05, (Liquidity Facility Barclays Bank PLC) 88034NHJ6 US88034NHJ63 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0133 4740000.00 4740000.00 0.0046 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.35% Participating VRDN Series MS 3373, (Liquidity Facility Toronto-Dominion Bank) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2046-10-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0135 7100000.00 7100000.00 0.0069 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.36% Participating VRDN Series Floaters YX 10 74, (Liquidity Facility Barclays Bank PLC) 88033YS28 US88033YS289 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2037-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0136 1200000.00 1200000.00 0.0012 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.36% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 5665000.00 5665000.00 0.0055 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.36% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 4000000.00 4000000.00 0.0039 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.36% Participating VRDN Series Floaters E 130, (Liquidity Facility Royal Bank of Canada) 74934RYC4 US74934RYC41 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2025-01-29 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0136 16800000.00 16800000.00 0.0163 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.36% 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 2022-08-05 2022-08-05 2047-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0136 8600000.00 8600000.00 0.0083 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.36% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 9135000.00 9135000.00 0.0088 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.37% Participating VRDN Series 2016 XF2207, (Liquidity Facility Toronto-Dominion Bank) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2041-07-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0137 1600000.00 1600000.00 0.0015 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.37% Participating VRDN Series XF 28 91, (Liquidity Facility Barclays Bank PLC) 88034WG73 US88034WG732 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2045-10-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0137 2795000.00 2795000.00 0.0027 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.37% Participating VRDN Series 2018 XF 26 55, (Liquidity Facility Bank of America NA) 88034M4V5 US88034M4V58 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2047-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0137 2400000.00 2400000.00 0.0023 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 1.38% Participating VRDN Series Floaters XF 25 11, (Liquidity Facility Barclays Bank PLC) 88033YB59 US88033YB590 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0138 1685000.00 1685000.00 0.0016 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 1.38% Participating VRDN Series Floaters XG 01 39, (Liquidity Facility Barclays Bank PLC) 88033YCM1 US88033YCM12 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0138 13055000.00 13055000.00 0.0126 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 1.40% Participating VRDN Series XM 07 57, (Liquidity Facility Royal Bank of Canada) 88034RM69 US88034RM698 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2046-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0140 8000000.00 8000000.00 0.0077 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.33% Participating VRDN Series Floaters XF 27 06, (Liquidity Facility Barclays Bank PLC) 88034NHL1 US88034NHL10 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2038-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0133 15800000.00 15800000.00 0.0153 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.34% Participating VRDN Series Floaters XF 25 74, (Liquidity Facility Citibank NA) 88034MNV4 US88034MNV45 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2048-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0134 3700000.00 3700000.00 0.0036 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.34% Participating VRDN Series ZL 02 93, (Liquidity Facility Citibank NA) 88035DDJ1 US88035DDJ19 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2030-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0134 2015000.00 2015000.00 0.0020 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.35% Participating VRDN Series XG 02 79, (Liquidity Facility Bank of America NA) 88034UR67 US88034UR675 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2047-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0135 5445000.00 5445000.00 0.0053 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.36% 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 2022-08-05 2022-08-05 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0136 2235000.00 2235000.00 0.0022 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.36% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 1900000.00 1900000.00 0.0018 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.36% Participating VRDN Series Floaters G4, (Liquidity Facility Royal Bank of Canada) 74926Y8J3 US74926Y8J33 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2033-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0136 19500000.00 19500000.00 0.0189 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.36% 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 2022-08-05 2022-08-05 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0136 5900000.00 5900000.00 0.0057 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.36% Participating VRDN Series ZL 02 83, (Liquidity Facility JPMorgan Chase Bank) 88035A6F3 US88035A6F33 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2047-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 6465000.00 6465000.00 0.0063 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.36% Participating VRDN Series XM 10 21, (Liquidity Facility JPMorgan Chase Bank) 88035A8L8 US88035A8L82 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2041-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 1000000.00 1000000.00 0.0010 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.36% Participating VRDN Series Floaters G9, (Liquidity Facility Royal Bank of Canada) 74934RBA3 US74934RBA32 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2031-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0136 5700000.00 5700000.00 0.0055 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.36% Participating VRDN Series 2021 XF 12 37, (Liquidity Facility JPMorgan Chase Bank) 88034YJR2 US88034YJR27 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2050-12-31 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 9165000.00 9165000.00 0.0089 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.36% Participating VRDN Series E 144, (Liquidity Facility Royal Bank of Canada) 74934RT55 US74934RT559 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2024-02-08 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0136 20000000.00 20000000.00 0.0194 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.37% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0137 4865000.00 4865000.00 0.0047 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.35% Participating VRDN Series Floaters XM 02 32, (Liquidity Facility Bank of America NA) 88033SGY4 US88033SGY46 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0135 2895000.00 2895000.00 0.0028 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.35% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0135 45460000.00 45460000.00 0.0440 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.36% Participating VRDN Series ZL 02 95, (Liquidity Facility JPMorgan Chase Bank) 88035DEB7 US88035DEB73 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2048-02-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 1500000.00 1500000.00 0.0015 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.36% Participating VRDN Series Floaters ZF 06 92, (Liquidity Facility Bank of America NA) 88034NEL4 US88034NEL47 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2046-11-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0136 1990000.00 1990000.00 0.0019 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.37% Participating VRDN Series 15 XF2203, (Liquidity Facility Toronto-Dominion Bank) 88033MQC4 US88033MQC46 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2037-08-15 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0137 9260000.00 9260000.00 0.0090 N N Y N Massachusetts Spl. Oblig. Dedicated Tax Rev. Massachusetts Spl. Oblig. Dedicated Tax Rev., 1.51% 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 158 Y N/A N/A N N 0.0151 5220000.00 5220000.00 0.0051 N N N Y RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 1.36% Participating VRDN Series E 148, (Liquidity Facility Royal Bank of Canada) 74934RQ58 US74934RQ589 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2036-04-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0136 19100000.00 19100000.00 0.0185 N N Y N Saugus Gen. Oblig. Saugus Gen. Oblig., 1.37% Participating VRDN Series Floaters XF 06 81, (Liquidity Facility Toronto-Dominion Bank) 88034M7G5 US88034M7G54 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2042-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0137 4615000.00 4615000.00 0.0045 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.35% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0135 16380000.00 16380000.00 0.0159 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.36% Participating VRDN Series XF 22 96, (Liquidity Facility JPMorgan Chase Bank) 914440MZ2 US914440MZ21 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2039-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0136 5200000.00 5200000.00 0.0050 N N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 1.47% Participating VRDN Series DBE 80 11, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RBZ5 US25160RBZ55 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2025-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0146 5115000.00 5115000.00 0.0050 N N Y N Colorado Health Facilities Auth. Colorado Health Facilities Auth., 1.48% Participating VRDN Series 2022 004, (Liquidity Facility Barclays Bank PLC) 76252PRX9 US76252PRX95 Tender Option Bond Y N/A N/A 2022-09-09 2022-09-09 2046-02-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0147 4500000.00 4500000.00 0.0044 N N N N Lee County Arpt. Rev. Lee County Arpt. Rev., 1.40% Participating VRDN Series XF 11 26, (Liquidity Facility Deutsche Bank AG New York Branch) 88034YXM7 US88034YXM73 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0140 300000.00 300000.00 0.0003 N N Y N Palm Beach County Health Facilities Auth. Hosp. Rev. Palm Beach County Health Facilities Auth. Hosp. Rev., 1.43% Participating VRDN Series XG 03 70, (Liquidity Facility Bank of America NA) 88035AVV0 US88035AVV06 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2049-08-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0143 1860000.00 1860000.00 0.0018 N N Y N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 1.48% Participating VRDN Series Floaters 016, (Liquidity Facility Barclays Bank PLC) 76252PJH3 US76252PJH38 Tender Option Bond Y N/A N/A 2022-09-09 2022-09-09 2037-06-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0148 2100000.00 2100000.00 0.0020 N N N N Port of Seattle Rev. Port of Seattle Rev., 1.46% Participating VRDN Series XM 10 27, (Liquidity Facility JPMorgan Chase Bank) 88035DDG7 US88035DDG79 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2046-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0146 2000000.00 2000000.00 0.0019 N N Y N Kansas City Indl. Dev. Auth. Kansas City Indl. Dev. Auth., 1.58% Participating VRDN Series XG 03 96, (Liquidity Facility Deutsche Bank AG New York Branch) 88035DFM2 US88035DFM20 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2050-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0158 1600000.00 1600000.00 0.0015 N N Y N Chicago Gen. Oblig. Chicago Gen. Oblig., 1.48% Participating VRDN Series XM 10 05, (Liquidity Facility Deutsche Bank AG New York Branch) 88035AN64 US88035AN640 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2034-01-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0148 300000.00 300000.00 0.0003 N N Y N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 1.48% Participating VRDN Series Floaters 017, (Liquidity Facility Barclays Bank PLC) 76252PMA4 US76252PMA48 Tender Option Bond Y N/A N/A 2022-09-09 2022-09-09 2030-08-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0148 1125000.00 1125000.00 0.0011 N N N N Ohio Hosp. Rev. Ohio Hosp. Rev., 1.48% Participating VRDN Series 002, (Liquidity Facility Barclays Bank PLC) 76252PRB7 US76252PRB75 Tender Option Bond Y N/A N/A 2022-09-09 2022-09-09 2050-12-31 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0148 1000000.00 1000000.00 0.0010 N N N N Mississippi Bus. Fin. Corp. Rev. Mississippi Bus. Fin. Corp. Rev., 1.40% 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 2022-08-05 2022-08-05 2044-06-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0140 700000.00 700000.00 0.0007 N N Y N North Texas Tollway Auth. Rev. North Texas Tollway Auth. Rev., 1.53% Bonds Series G-112, tender 01/03/2023, (Liquidity Facility Royal Bank of Canada) 74934RC79 US74934RC795 Tender Option Bond Y N/A N/A 2023-01-03 2023-01-03 2043-01-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 158 Y N/A N/A N N 0.0153 700000.00 700000.00 0.0007 N N N Y CommonSpirit Health CommonSpirit Health, 1.43% Participating VRDN Series MIZ 90 21, (Liquidity Facility Mizuho Cap. Markets LLC) 60700HCK3 US60700HCK32 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2029-05-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 7 Y N/A N/A N N 0.0143 700000.00 700000.00 0.0007 N N Y N New York City Gen. Oblig. New York City Gen. Oblig., 1.48% Participating VRDN Series 2020 003, (Liquidity Facility Wells Fargo Bank NA) 94987KRV9 US94987KRV97 Tender Option Bond Y N/A N/A 2022-09-09 2022-09-09 2042-04-01 Y WELLS FARGO BK NATL ASSN 1.0000 42 Y N/A N/A N N 0.0148 300000.00 300000.00 0.0003 N N N N Virginia Pub. Bldg. Auth. Pub. Facilities Rev. Virginia Pub. Bldg. Auth. Pub. Facilities Rev., 1.53% Bonds Series Floaters G 40, tender 02/01/2023, (Liquidity Facility Royal Bank of Canada) 74934RJK3 US74934RJK32 Tender Option Bond Y N/A N/A 2023-02-01 2023-02-01 2029-08-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 187 Y N/A N/A N N 0.0153 300000.00 300000.00 0.0003 N N N Y Fulton County Dev. Auth. Rev. Fulton County Dev. Auth. Rev., 1.43% Participating VRDN Series XL 02 68, (Liquidity Facility Bank of America NA) 88035A2J9 US88035A2J90 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2049-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0143 300000.00 300000.00 0.0003 N N Y N Mclaren Health Care Corp. Mclaren Health Care Corp., 1.43% Participating VRDN Series XL 02 71, (Liquidity Facility Bank of America NA) 88035A3J8 US88035A3J81 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2050-02-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0143 200000.00 200000.00 0.0002 N N Y N Metropolitan Washington DC Arpts. Auth. Sys. Rev. Metropolitan Washington DC Arpts. Auth. Sys. Rev., 1.45% Participating VRDN Series Floaters XF 06 94, (Liquidity Facility Bank of America NA) 88034NGU2 US88034NGU28 Tender Option Bond Y N/A N/A 2022-08-05 2022-08-05 2048-10-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0145 170000.00 170000.00 0.0002 N N Y N Andover Gen. Oblig. Andover Gen. Oblig., 3.00% BAN Series 2022 034286FU3 US034286FU37 Other Municipal Security Y N/A N/A 2022-10-13 2022-10-13 2022-10-13 N N N 0.0200 726461.53 726461.53 0.0007 N N N 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 0.0166 6635922.64 6635922.64 0.0064 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 0.0146 5448391.02 5448391.02 0.0053 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 0.0140 7198405.20 7198405.20 0.0070 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 0.0142 5607768.32 5607768.32 0.0054 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 0.0153 11091957.05 11091957.05 0.0107 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 0.0198 6558537.93 6558537.93 0.0064 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 0.0160 4051402.46 4051402.46 0.0039 N N N N Littleton Gen. Oblig. Littleton Gen. Oblig., 2.00% BAN Series 2021 537802UR9 US537802UR97 Other Municipal Security Y N/A N/A 2022-11-18 2022-11-18 2022-11-18 N N N 0.0143 3274562.20 3274562.20 0.0032 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 0.0149 2846344.26 2846344.26 0.0028 N N N N Massachusetts Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts Dev. Fin. Agcy. Elec. Util. Rev., 1.55% Bonds Series 2022, tender 08/11/2022, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584TAA8 JKQ511000 Other Municipal Security Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0154 10300000.00 10300000.00 0.0100 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 3 N N/A N/A N N 0.0170 7465000.00 7465000.00 0.0072 N Y Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2013 B 57582PQ60 US57582PQ607 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0500 590000.00 590000.00 0.0006 N Y Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2018 E 57582RTR7 US57582RTR74 Other Municipal Security Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0166 100293.87 100293.87 0.0001 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 E, (Pre-Refunded to 9/1/2022 @ 100) 57582P6P0 US57582P6P03 Other Municipal Security Y N/A N/A 2022-09-01 2022-09-01 2027-09-01 N N N 0.0164 2311811.74 2311811.74 0.0022 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 E 57582P6J4 US57582P6J43 Other Municipal Security Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N Y MASSACHUSETTS ST OBLIGOR 1.0000 N/A N/A 0.0166 100293.87 100293.87 0.0001 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 0.0152 482848.56 482848.56 0.0005 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 F, (Pre-Refunded to 11/1/2022 @ 100) 57582RAA4 US57582RAA41 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2023-11-01 N N N 0.0147 3914672.07 3914672.07 0.0038 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 F, (Pre-Refunded to 11/1/2022 @ 100) 57582RAD8 US57582RAD89 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2026-11-01 N N N 0.0147 3965118.87 3965118.87 0.0038 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 0.0149 1916883.02 1916883.02 0.0019 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series A 57582NUW3 US57582NUW37 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0525 140000.00 140000.00 0.0001 N Y Y 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 0.0149 547273.42 547273.42 0.0005 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 0.0139 5799855.58 5799855.58 0.0056 N Y Y 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 0.0129 7349877.26 7349877.26 0.0071 N N Y 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 0.0118 5730000.00 5730000.00 0.0055 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 0.0154 5999798.40 5999798.40 0.0058 N N Y 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 0.0162 8449705.10 8449705.10 0.0082 N N Y 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 0.0168 2751692.61 2751692.61 0.0027 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 0.0197 200265.02 200265.02 0.0002 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2012 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 0.0197 1987630.32 1987630.32 0.0019 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 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 0.0197 3935207.64 3935207.64 0.0038 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 0.0197 5712559.70 5712559.70 0.0055 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series A, (Pre-Refunded to 8/15/2022 @ 100) 576000MN0 US576000MN08 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2030-08-15 N N N 0.0197 160212.02 160212.02 0.0002 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2012 A 576000YE7 US576000YE70 Other Municipal Security Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0196 831102.66 831102.66 0.0008 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 0.0197 776026.95 776026.95 0.0008 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 0.0400 2400000.00 2400000.00 0.0023 N Y Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2012 B, (Pre-Refunded to 8/1/2022 @ 100) 576051GB6 US576051GB65 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2026-08-01 N N N 0.0500 290000.00 290000.00 0.0003 N Y Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2012 A, (Pre-Refunded to 8/1/2022 @ 100) 576051FQ4 US576051FQ44 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2042-08-01 N N N 0.0500 200000.00 200000.00 0.0002 N Y Y 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 0.0500 2405000.00 2405000.00 0.0023 N Y Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2013 A 576051HD1 US576051HD13 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0500 1600000.00 1600000.00 0.0015 N Y Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.50% Bonds Series 2022 J 576049ZA1 US576049ZA19 Other Municipal Security Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0550 2420000.00 2420000.00 0.0023 N Y Y 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 0.0151 11482583.17 11482583.17 0.0111 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 0.0171 10527879.60 10527879.60 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 0.0162 1801760.76 1801760.76 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 0.0206 1602054.56 1602054.56 0.0016 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 0.0166 5469082.95 5469082.95 0.0053 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 0.0166 6308888.72 6308888.72 0.0061 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 0.0156 6499793.30 6499793.30 0.0063 N N N N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 4.00% Bonds Series 2013 1, (Pre-Refunded to 11/1/2022 @ 100) 914440MJ8 US914440MJ88 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2043-11-01 N N N 0.0150 2515825.75 2515825.75 0.0024 N N N N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 5.00% Bonds Series 2013, (Pre-Refunded to 11/1/2022 @ 100) 914440MW9 US914440MW99 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2039-11-01 N N N 0.0147 1210723.32 1210723.32 0.0012 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 0.0189 6855423.40 6855423.40 0.0066 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 0.0139 2000661.80 2000661.80 0.0019 N N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 3.00% BAN Series 2022 981306G31 US981306G313 Other Municipal Security Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0176 10475258.56 10475258.56 0.0101 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 0.0146 4412116.62 4412116.62 0.0043 N N N N Guam Int'l. Arpt. Auth. Rev. Guam Int'l. Arpt. Auth. Rev., 5.00% Bonds Series 2019 A, (Escrowed to Maturity) 40064RDY2 US40064RDY27 Other Municipal Security Y N/A N/A 2022-10-01 2022-10-01 2022-10-01 N N N 0.0182 1171290.53 1171290.53 0.0011 N N N N Kent Hosp. Fin. Auth. Hosp. Facilities Rev. Kent Hosp. Fin. Auth. Hosp. Facilities Rev., 1.58% 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 179 N N/A N/A N N 0.0158 100000.00 100000.00 0.0001 N N N N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 1.41% 31635A204 549300BDV45LJNXBZC55 US31635A2042 0001022695 Investment Company Y N/A N/A 2022-08-05 2022-08-05 2038-02-01 N N N 0.0141 93169693.31 93169693.31 0.0902 N N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2022-08-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer