N-MFP2 0000357057 XXXXXXXX 2022-08-31 0000357057 549300QRT0QCVBJTQM03 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Single State Y 24 24 944468735.96 1030842491.71 1032960851.06 1057235645.03 0.7500 0.8200 0.8000 0.8000 79545865.02 1232569541.49 1232943723.83 10340604.37 37209858.04 1285620335.18 1284264311.91 1.0000 0.0145 1.0009 1.0009 1.0008 1.0008 C000019442 25000.00 208540006.65 208254821.72 1.0012 1.0012 1.0011 1.0011 6179274.66 4732601.68 3134906.82 2150570.57 1880888.39 1221976.26 2411349.69 1858913.70 14298851.28 10319767.19 0.0115 N C000047913 1000000.00 1077080328.53 1076009490.19 1.0009 1.0008 1.0007 1.0007 27870200.18 10123297.86 10558548.54 5163479.32 45029725.38 13251802.07 23106138.34 5339719.86 109203877.14 39320749.77 0.0124 Y Fidelity Investments, Reimbursement Fees, -41020.04; C000047914 1000000.00 0.00 0.00 1.0009 1.0010 0.0000 0.0000 37.13 0.00 0.00 103152.58 0.00 108.79 0.00 0.00 37.13 103261.37 0.0000 N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 1.61% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0161 1710000.00 1710000.00 0.0013 N N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.66% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0166 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., 1.49% Series 2010 A1, LOC TD Banknorth, NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0149 22450000.00 22450000.00 0.0175 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.52% Series 2010 A2, LOC TD Banknorth, NA VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0152 47500000.00 47500000.00 0.0369 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.98% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 US57583RWB76 Variable Rate Demand Note Y N/A N/A 2022-09-01 2022-09-01 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 0.0098 2020000.00 2020000.00 0.0016 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.98% (Boston Univ. Proj.) Series U-6E, LOC TD Banknorth, NA VRDN 57583RWD3 US57583RWD33 Variable Rate Demand Note Y N/A N/A 2022-09-01 2022-09-01 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 0.0098 8500000.00 8500000.00 0.0066 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.05% (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 2022-09-01 2022-09-01 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 0.0105 20925000.00 20925000.00 0.0163 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.46% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0146 30715000.00 30715000.00 0.0239 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.62% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0162 13950000.00 13950000.00 0.0109 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.63% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0163 17015000.00 17015000.00 0.0132 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.67% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0167 2645000.00 2645000.00 0.0021 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.67% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0167 2505000.00 2505000.00 0.0019 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.69% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0169 1640000.00 1640000.00 0.0013 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.74% Series 2019, LOC Manufacturers & Traders Trust Co. VRDN 57584YSL4 US57584YSL47 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0174 14000000.00 14000000.00 0.0109 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.80% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 US57585KGP75 Variable Rate Demand Note Y N/A N/A 2022-09-01 2022-09-01 2049-11-01 Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE 1.0000 1 N N/A N/A N N 0.0080 4250000.00 4250000.00 0.0033 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.95% (Baystate Health Sys. Proj.) Series 2009 J2, LOC TD Banknorth, NA VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2022-09-01 2022-09-01 2044-07-01 Y TD BANK NA WILMINGTON DE 1.0000 1 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0095 400000.00 400000.00 0.0003 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.96% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 US57586CHB46 Variable Rate Demand Note Y N/A N/A 2022-09-01 2022-09-01 2035-11-01 Y AMHERST COLLEGE 1.0000 1 N N/A N/A N N 0.0096 2400000.00 2400000.00 0.0019 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.46% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0146 26265000.00 26265000.00 0.0204 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.46% (Baystate Health Sys. Proj.) Series 2009 J1, LOC TD Banknorth, NA VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0146 23000000.00 23000000.00 0.0179 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.52% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0152 18275000.00 18275000.00 0.0142 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.58% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0158 37270000.00 37270000.00 0.0290 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.58% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2035-07-01 Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE 1.0000 7 N N/A N/A N N 0.0158 52040000.00 52040000.00 0.0405 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.60% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0160 29050000.00 29050000.00 0.0226 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.60% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0160 15240000.00 15240000.00 0.0119 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.60% (Williams College Proj.) Series J VRDN 57586CPY5 US57586CPY56 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2026-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0160 12067000.00 12067000.00 0.0094 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.63% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 US57586CGB54 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0163 6900000.00 6900000.00 0.0054 N N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.67% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0167 8530000.00 8530000.00 0.0066 N N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.67% Series 208, (Liquidity Facility Royal Bank of Canada) VRDN 57587AL55 US57587AL559 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0167 3100000.00 3100000.00 0.0024 N N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.43% Series 1999 B, LOC TD Banknorth, NA VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 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 0.0143 12300000.00 12300000.00 0.0096 N N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.58% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0158 17610000.00 17610000.00 0.0137 N N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.95% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0195 6480000.00 6480000.00 0.0050 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 1.69% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 A VRDN 121822AY6 US121822AY67 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0169 1700000.00 1700000.00 0.0013 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 1.69% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 B VRDN 121822AZ3 US121822AZ33 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0169 2700000.00 2700000.00 0.0021 N N Y N Wamego Kansas Poll. Cont. Rfdg. Rev. Wamego Kansas Poll. Cont. Rfdg. Rev., 1.65% (Western Resources, Inc. Proj.) Series 1994 VRDN 933623BS8 US933623BS89 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2032-04-15 Y EVERGY KANSAS CENTRAL 1.0000 7 N N/A N/A N N 0.0165 700000.00 700000.00 0.0005 N N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 1.79% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0179 1500000.00 1500000.00 0.0012 N N Y N Beaver County Indl. Dev. Auth. Beaver County Indl. Dev. Auth., 1.74% Series 2018 A, LOC Truist Bank VRDN 07488JAA2 US07488JAA25 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2038-05-01 Y TRUIST BANK 1.0000 7 N N/A N/A Y TRUIST BANK 1.0000 N/A N/A N 0.0174 200000.00 200000.00 0.0002 N N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.55% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2022-09-07 2022-09-07 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0155 100000.00 100000.00 0.0001 N N Y N Boston Gen. Oblig. Boston Gen. Oblig., 1.68% Participating VRDN Series Floaters XF 26 08, (Liquidity Facility Citibank NA) 88034MA30 US88034MA306 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2038-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0168 1600000.00 1600000.00 0.0012 N N Y N Massachusetts Bay Trans. Auth. Assessment Rev. Massachusetts Bay Trans. Auth. Assessment Rev., 1.70% 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 2022-09-07 2022-09-07 2050-12-31 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0170 3025000.00 3025000.00 0.0024 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.67% Participating VRDN Series Floaters XF 26 06, (Liquidity Facility Citibank NA) 88034MZX7 US88034MZX72 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2047-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0167 1600000.00 1600000.00 0.0012 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.68% Participating VRDN Series Floaters ZF 25 67, (Liquidity Facility Citibank NA) 88034MML7 US88034MML71 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0168 2070000.00 2070000.00 0.0016 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.68% Participating VRDN Series Floaters ZF 25 68, (Liquidity Facility Citibank NA) 88034MMN3 US88034MMN38 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0168 3100000.00 3100000.00 0.0024 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.70% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 8395000.00 8395000.00 0.0065 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.70% Participating VRDN Series XF 09 23, (Liquidity Facility JPMorgan Chase Bank) 88034WAC8 US88034WAC82 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2048-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 2600000.00 2600000.00 0.0020 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.67% Participating VRDN Series Floaters XF 27 05, (Liquidity Facility Barclays Bank PLC) 88034NHJ6 US88034NHJ63 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0167 3300000.00 3300000.00 0.0026 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.69% Participating VRDN Series MS 3373, (Liquidity Facility Toronto-Dominion Bank) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2046-10-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0169 900000.00 900000.00 0.0007 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 1000000.00 1000000.00 0.0008 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% Participating VRDN Series Floaters ZF 06 04, (Liquidity Facility JPMorgan Chase Bank) 88033Y3N9 US88033Y3N98 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 3000000.00 3000000.00 0.0023 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% 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 2022-09-07 2022-09-07 2047-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0170 6065000.00 6065000.00 0.0047 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 3665000.00 3665000.00 0.0029 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 2150000.00 2150000.00 0.0017 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% Participating VRDN Series Floaters ZM 05 74, (Liquidity Facility JPMorgan Chase Bank) 88033YW80 US88033YW802 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 1500000.00 1500000.00 0.0012 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% Participating VRDN Series Floaters E 130, (Liquidity Facility Royal Bank of Canada) 74934RYC4 US74934RYC41 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2025-01-29 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0170 21435000.00 21435000.00 0.0167 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% Participating VRDN Series Floaters YX 10 74, (Liquidity Facility Barclays Bank PLC) 88033YS28 US88033YS289 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2037-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0170 7360000.00 7360000.00 0.0057 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.71% Participating VRDN Series 2018 XF 26 55, (Liquidity Facility Bank of America NA) 88034M4V5 US88034M4V58 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2047-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0171 2340000.00 2340000.00 0.0018 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.71% Participating VRDN Series 2016 XF2207, (Liquidity Facility Toronto-Dominion Bank) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2041-07-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0171 2400000.00 2400000.00 0.0019 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.71% Participating VRDN Series XF 28 91, (Liquidity Facility Barclays Bank PLC) 88034WG73 US88034WG732 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2045-10-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0171 3300000.00 3300000.00 0.0026 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.68% Participating VRDN Series Floaters XF 25 74, (Liquidity Facility Citibank NA) 88034MNV4 US88034MNV45 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2048-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0168 2300000.00 2300000.00 0.0018 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.68% Participating VRDN Series ZL 02 93, (Liquidity Facility Citibank NA) 88035DDJ1 US88035DDJ19 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2030-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0168 2500000.00 2500000.00 0.0019 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.69% Participating VRDN Series XG 02 79, (Liquidity Facility Bank of America NA) 88034UR67 US88034UR675 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2047-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0169 5655000.00 5655000.00 0.0044 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.70% Participating VRDN Series XM 10 21, (Liquidity Facility JPMorgan Chase Bank) 88035A8L8 US88035A8L82 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2041-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 1125000.00 1125000.00 0.0009 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.70% Participating VRDN Series Floaters G4, (Liquidity Facility Royal Bank of Canada) 74926Y8J3 US74926Y8J33 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2033-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0170 13000000.00 13000000.00 0.0101 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.70% Participating VRDN Series ZL 02 83, (Liquidity Facility JPMorgan Chase Bank) 88035A6F3 US88035A6F33 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2047-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 7700000.00 7700000.00 0.0060 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.70% 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 2022-09-07 2022-09-07 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0170 1100000.00 1100000.00 0.0009 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.70% 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 2022-09-07 2022-09-07 2043-09-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0170 4100000.00 4100000.00 0.0032 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.70% Participating VRDN Series Floaters G9, (Liquidity Facility Royal Bank of Canada) 74934RBA3 US74934RBA32 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2031-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0170 3800000.00 3800000.00 0.0030 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.70% Participating VRDN Series E 144, (Liquidity Facility Royal Bank of Canada) 74934RT55 US74934RT559 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2024-02-08 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0170 25000000.00 25000000.00 0.0194 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.70% Participating VRDN Series 2021 XF 12 37, (Liquidity Facility JPMorgan Chase Bank) 88034YJR2 US88034YJR27 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2050-12-31 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 185000.00 185000.00 0.0001 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.70% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 19730000.00 19730000.00 0.0153 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.71% Participating VRDN Series 16 ZF0377, (Liquidity Facility Toronto-Dominion Bank) 88033MM95 US88033MM956 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2046-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0171 3750000.00 3750000.00 0.0029 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.71% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0171 1800000.00 1800000.00 0.0014 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.69% Participating VRDN Series Floaters XM 02 32, (Liquidity Facility Bank of America NA) 88033SGY4 US88033SGY46 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0169 3115000.00 3115000.00 0.0024 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.69% Participating VRDN Series 16 XG0014, (Liquidity Facility Bank of America NA) 88033MX51 US88033MX516 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0169 5550000.00 5550000.00 0.0043 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.20% Participating VRDN Series Solar 17 13, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2022-09-01 2022-09-01 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 1 Y N/A N/A N N 0.0120 15360000.00 15360000.00 0.0119 N Y Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.69% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0169 18700000.00 18700000.00 0.0145 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.70% Participating VRDN Series Floaters ZF 06 92, (Liquidity Facility Bank of America NA) 88034NEL4 US88034NEL47 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2046-11-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0170 1985000.00 1985000.00 0.0015 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.70% Participating VRDN Series Floaters XM 03 89, (Liquidity Facility JPMorgan Chase Bank) 88033UCS6 US88033UCS69 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2043-05-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 7500000.00 7500000.00 0.0058 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.70% Participating VRDN Series ZL 02 95, (Liquidity Facility JPMorgan Chase Bank) 88035DEB7 US88035DEB73 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2048-02-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0170 10250000.00 10250000.00 0.0080 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.70% Participating VRDN Series Floaters XF 27 75, (Liquidity Facility Morgan Stanley Bank, 88034NV35 US88034NV359 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2048-02-15 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0170 9750000.00 9750000.00 0.0076 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.71% Participating VRDN Series Floaters XF 25 46, (Liquidity Facility Toronto-Dominion Ban 88034MFN1 US88034MFN11 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2046-11-15 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0171 4480000.00 4480000.00 0.0035 N N Y N Massachusetts Spl. Oblig. Dedicated Tax Rev. Massachusetts Spl. Oblig. Dedicated Tax Rev., 1.85% 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 125 Y N/A N/A N N 0.0184 5200000.00 5200000.00 0.0040 N N N Y Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.68% Participating VRDN Series Floaters XF 27 01, (Liquidity Facility Barclays Bank PLC) 88034NHA5 US88034NHA54 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2040-08-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0168 4000000.00 4000000.00 0.0031 N N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 1.70% Participating VRDN Series E 148, (Liquidity Facility Royal Bank of Canada) 74934RQ58 US74934RQ589 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2036-04-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0169 20900000.00 20900000.00 0.0163 N N Y N Saugus Gen. Oblig. Saugus Gen. Oblig., 1.71% Participating VRDN Series Floaters XF 06 81, (Liquidity Facility Toronto-Dominion Bank) 88034M7G5 US88034M7G54 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2042-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0171 3000000.00 3000000.00 0.0023 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.69% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0169 1000000.00 1000000.00 0.0008 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.70% Participating VRDN Series XF 22 96, (Liquidity Facility JPMorgan Chase Bank) 914440MZ2 US914440MZ21 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2039-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0169 6140000.00 6140000.00 0.0048 N N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 1.81% Participating VRDN Series DBE 80 11, (Liquidity Facility Deutsche Bank AG New York Branch) 25160RBZ5 US25160RBZ55 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2025-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0179 9085000.00 9085000.00 0.0071 N N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 1.82% Participating VRDN Series 17 04, (Liquidity Facility Barclays Bank PLC) 76252PGP8 US76252PGP80 Tender Option Bond Y N/A N/A 2022-10-12 2022-10-12 2042-03-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0181 795000.00 795000.00 0.0006 N N N N Colorado Health Facilities Auth. Rev. Bonds Colorado Health Facilities Auth. Rev. Bonds, 1.82% Participating VRDN Series 2022 004, (Liquidity Facility Barclays Bank PLC) 76252PRX9 US76252PRX95 Tender Option Bond Y N/A N/A 2022-10-12 2022-10-12 2046-02-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0182 5400000.00 5400000.00 0.0042 N N N N Chicago Gen. Oblig. Chicago Gen. Oblig., 1.82% Participating VRDN Series XM 10 05, (Liquidity Facility Deutsche Bank AG New York Branch) 88035AN64 US88035AN640 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2034-01-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0182 400000.00 400000.00 0.0003 N N Y N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 1.82% Participating VRDN Series Floaters 017, (Liquidity Facility Barclays Bank PLC) 76252PMA4 US76252PMA48 Tender Option Bond Y N/A N/A 2022-10-12 2022-10-12 2030-08-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0182 2970000.00 2970000.00 0.0023 N N N N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 1.82% Participating VRDN Series Floaters 014, (Liquidity Facility Barclays Bank PLC) 76252PJC4 US76252PJC41 Tender Option Bond Y N/A N/A 2022-10-12 2022-10-12 2037-06-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0182 845000.00 845000.00 0.0007 N N N N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 1.82% Participating VRDN Series Floaters 016, (Liquidity Facility Barclays Bank PLC) 76252PJH3 US76252PJH38 Tender Option Bond Y N/A N/A 2022-10-12 2022-10-12 2037-06-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0180 2400000.00 2400000.00 0.0019 N N N N Cuyahoga County Ctfs. of Prtn. Cuyahoga County Ctfs. of Prtn., 1.77% Participating VRDN Series Floaters XG 02 06, (Liquidity Facility Bank of America NA) 88034NQU1 US88034NQU18 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2044-12-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0177 200000.00 200000.00 0.0002 N N Y N Middletown Hosp. Facilities Rev. Middletown Hosp. Facilities Rev., 1.82% Participating VRDN Series Floaters 003, (Liquidity Facility Barclays Bank PLC) 76252PGL7 US76252PGL76 Tender Option Bond Y N/A N/A 2022-10-12 2022-10-12 2045-11-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0181 590000.00 590000.00 0.0005 N N N N Ohio Hosp. Rev. Ohio Hosp. Rev., 1.82% Participating VRDN Series 002, (Liquidity Facility Barclays Bank PLC) 76252PRB7 US76252PRB75 Tender Option Bond Y N/A N/A 2022-10-12 2022-10-12 2050-12-31 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0182 1300000.00 1300000.00 0.0010 N N N N South Miami Health Facilities Auth. Hosp. Rev. South Miami Health Facilities Auth. Hosp. Rev., 1.74% Participating VRDN Series XF 25 23, (Liquidity Facility Barclays Bank PLC) 88033YZ46 US88033YZ466 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2047-08-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0174 400000.00 400000.00 0.0003 N N Y N South Miami Health Facilities Auth. Hosp. Rev. South Miami Health Facilities Auth. Hosp. Rev., 1.82% Participating VRDN Series XM 08 68, (Liquidity Facility JPMorgan Chase Bank) 88034WRA4 US88034WRA44 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2047-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0182 700000.00 700000.00 0.0005 N N Y N Tampa-Hillsborough County Expressway Auth. Rev. Tampa-Hillsborough County Expressway Auth. Rev., 1.87% Bonds Series G-113, tender 01/03/2023, (Liquidity Facility Royal Bank of Canada) 74934RD45 US74934RD454 Tender Option Bond Y N/A N/A 2023-01-03 2023-01-03 2042-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 125 Y N/A N/A N N 0.0186 700000.00 700000.00 0.0005 N N N Y CommonSpirit Health CommonSpirit Health, 1.77% Participating VRDN Series MIZ 90 21, (Liquidity Facility Mizuho Cap. Markets LLC) 60700HCK3 US60700HCK32 Tender Option Bond Y N/A N/A 2022-09-07 2022-09-07 2029-05-01 Y MIZUHO CAPITAL MARKETS LLC 1.0000 7 Y N/A N/A N N 0.0176 900000.00 900000.00 0.0007 N N Y N Mississippi Bus. Fin. Corp. Rev. Mississippi Bus. Fin. Corp. Rev., 1.74% 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 2022-09-07 2022-09-07 2044-06-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0174 400000.00 400000.00 0.0003 N N Y N New York City Gen. Oblig. New York City Gen. Oblig., 1.82% Participating VRDN Series 2020 003, (Liquidity Facility Wells Fargo Bank NA) 94987KRV9 US94987KRV97 Tender Option Bond Y N/A N/A 2022-10-12 2022-10-12 2042-04-01 Y WELLS FARGO BK NATL ASSN 1.0000 42 Y N/A N/A N N 0.0182 400000.00 400000.00 0.0003 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 0.0244 6687700.81 6687700.81 0.0052 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 0.0218 5555185.83 5555185.83 0.0043 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 0.0190 8298877.84 8298877.84 0.0065 N N Y 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 0.0211 6500618.80 6500618.80 0.0051 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 0.0222 1675577.77 1675577.77 0.0013 N N N N Cambridge Gen. Oblig. Cambridge Gen. Oblig., 5.00% Bonds Series 2017 B 1322853X3 US1322853X38 Other Municipal Security Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0217 1012706.70 1012706.70 0.0008 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 0.0263 7800500.76 7800500.76 0.0061 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 0.0237 4092816.39 4092816.39 0.0032 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 0.0224 3198102.72 3198102.72 0.0025 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 0.0228 3404882.06 3404882.06 0.0026 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 0.0217 156796.31 156796.31 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) 57582P6Q8 US57582P6Q85 Other Municipal Security Y N/A N/A 2022-09-01 2022-09-01 2028-09-01 N N N 0.0000 1040000.00 1040000.00 0.0008 N Y Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2018 C 57582RUT1 US57582RUT12 Other Municipal Security Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0000 250000.00 250000.00 0.0002 N Y Y 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 0.0000 365000.00 365000.00 0.0003 N Y Y 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 0.0208 711659.98 711659.98 0.0006 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 0.0208 4697149.68 4697149.68 0.0037 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 F, (Pre-Refunded to 11/1/2022 @ 100) 57582RAB2 US57582RAB24 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2024-11-01 N N N 0.0220 200904.22 200904.22 0.0002 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 0.0208 175829.13 175829.13 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 0.0220 13797097.31 13797097.31 0.0107 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2014 F, (Pre-Refunded to 11/1/2022 @ 100) 57582RAC0 US57582RAC07 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2025-11-01 N N N 0.0220 150678.17 150678.17 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) 57582RAD8 US57582RAD89 Other Municipal Security Y N/A N/A 2022-11-01 2022-11-01 2026-11-01 N N N 0.0220 4319440.73 4319440.73 0.0034 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 0.0209 5866475.75 5866475.75 0.0046 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 0.0219 701384.34 701384.34 0.0005 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2017 C 57582RNQ5 US57582RNQ55 Other Municipal Security Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0220 6802096.07 6802096.07 0.0053 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2018 B 57582RTE6 US57582RTE61 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0226 3041850.93 3041850.93 0.0024 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2006 B 57582PAC4 US57582PAC41 Other Municipal Security Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0000 160000.00 160000.00 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 0.0209 186543.57 186543.57 0.0001 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 0.0180 13843510.28 13843510.28 0.0108 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 6800000.00 6800000.00 0.0053 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.80% Bonds Series 2022 H1, tender 11/02/2022, CP Mode 57586CV93 JKY899000 Other Municipal Security Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0184 3349704.87 3349704.87 0.0026 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.82% Bonds Series 2022 H2, tender 09/08/2022, CP Mode 57586CW27 JKT966000 Other Municipal Security Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0180 6900000.00 6900000.00 0.0054 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.95% Bonds Series 2022 H1, tender 12/01/2022, CP Mode 57586CV93 JKR941000 Other Municipal Security Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0219 6795679.96 6795679.96 0.0053 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 0.0249 2704694.29 2704694.29 0.0021 N N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 1.80% Bonds Series 2022, tender 09/12/2022, CP Mode 575856BE8 JLF213000 Other Municipal Security Y N/A N/A 2022-09-12 2022-09-12 2022-09-12 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0179 12999998.70 12999998.70 0.0101 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2013 A, (Pre-Refunded to 5/15/2023 @ 100) 576000ZT3 US576000ZT31 Other Municipal Security Y N/A N/A 2023-05-15 2023-05-15 2038-05-15 N N N 0.0229 4859859.17 4859859.17 0.0038 N N N N Massachusetts State College Bldg. Auth. Rev. Massachusetts State College Bldg. Auth. Rev., 2.84% Bonds Series 2003 B 575832KL3 Other Municipal Security Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0284 4754894.63 4754894.63 0.0037 N N N N Melrose Gen. Oblig. Melrose Gen. Oblig., 4.00% BAN Series 2022 585565WU4 US585565WU47 Other Municipal Security Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0282 6237782.56 6237782.56 0.0049 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 0.0230 399.59 399.59 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 0.0212 1115728.99 1115728.99 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 0.0230 12709410.70 12709410.70 0.0099 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 0.0242 5512812.25 5512812.25 0.0043 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 0.0219 14162854.61 14162854.61 0.0110 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 0.0245 7107448.61 7107448.61 0.0055 N N N N Salisbury Gen. Oblig. Salisbury Gen. Oblig., 4.00% BAN Series 2022 795302KL1 US795302KL11 Other Municipal Security Y N/A N/A 2023-09-08 2023-09-08 2023-09-08 N N N 0.0260 2028035.20 2028035.20 0.0016 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 0.0099 19350000.00 19350000.00 0.0151 N N Y 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 0.0225 14284893.12 14284893.12 0.0111 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 0.0220 1848318.82 1848318.82 0.0014 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 0.0218 1672583.08 1672583.08 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 0.0260 8221238.82 8221238.82 0.0064 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 0.0226 825468.58 825468.58 0.0006 N N N N Westborough Gen. Oblig. Westborough Gen. Oblig., 3.00% BAN Series 2022 957144Q35 US957144Q358 Other Municipal Security Y N/A N/A 2023-03-29 2023-03-29 2023-03-29 N N N 0.0243 4692971.64 4692971.64 0.0037 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 0.0253 11627118.48 11627118.48 0.0090 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 0.0227 4449159.00 4449159.00 0.0035 N N N N Kent Hosp. Fin. Auth. Hosp. Facilities Rev. Kent Hosp. Fin. Auth. Hosp. Facilities Rev., 1.92% Bonds (Spectrum Health Sys. Proj.) Series 2015 A, tender 03/29/2023 490580EG8 US490580EG82 Other Municipal Security Y N/A N/A 2023-03-29 2023-03-29 2047-01-15 Y BEAUMONT-SPECTRUM HLTH 1.0000 210 N N/A N/A N N 0.0192 100000.00 100000.00 0.0001 N N N N Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 1.35% 31635A501 549300BDV45LJNXBZC55 0001022695 Investment Company Y N/A N/A 2022-09-07 2022-09-07 2040-12-01 N N N 0.0135 174993099.67 174993099.67 0.1361 N N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts AMT Tax-Free Money Market Fund 2022-09-06 Laura M. Del Prato Laura M. Del Prato President and Treasurer