N-MFP2 0000357057 XXXXXXXX 2023-05-31 0000357057 549300QRT0QCVBJTQM03 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Single State Y 34 34 1808396822.95 1809067346.94 1750379502.57 1732735611.08 0.7300 0.7100 0.7000 0.7200 85065.02 2387179889.77 2388019679.86 63265516.16 25455359.74 2425914901.30 2422607877.55 1.0000 0.0335 1.0011 1.0010 1.0009 1.0010 C000019442 25000.00 1135668930.46 1133854986.81 1.0013 1.0012 1.0012 1.0012 20488957.32 6401000.08 9363741.36 11689421.20 7702910.38 8955195.29 5447245.91 10637180.55 43343285.46 39018476.95 0.0299 N C000047913 1000000.00 1282359976.22 1280866625.32 1.0009 1.0008 1.0008 1.0008 101386673.91 18593090.70 39960521.07 26579044.27 23585666.44 56061476.42 20352457.48 69916991.18 216150578.31 195713480.27 0.0309 Y Fidelity Investments, Reimbursement Fees, -50205.65; C000238262 1.00 7885994.65 7886265.42 0.9997 0.9996 0.9995 0.9995 228575.43 280898.68 19846.06 95385.64 118662.61 35302.95 275996.63 19200.60 647097.86 457475.27 0.0287 N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 3.39% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2024-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 N N/A N/A Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0339 3410000.00 3410000.00 0.0014 N N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 3.40% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0340 8515000.00 8515000.00 0.0035 N N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 3.43% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0343 45000000.00 45000000.00 0.0185 N N Y N Massachusetts Bay Trans. Auth. Massachusetts Bay Trans. Auth., 3.55% Series 2022 A1, (Liquidity Facility TD Banknorth, NA) VRDN 575567VR0 US575567VR00 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2030-03-01 Y TD BANK NA WILMINGTON DE 1.0000 7 Y N/A N/A N Y MASSACHUSETTS ST OBLIGOR 1.0000 N/A N/A 0.0355 22100000.00 22100000.00 0.0091 N N Y N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 3.55% Series 2022 A, (Liquidity Facility TD Banknorth, NA) VRDN 575579N45 US575579N453 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2050-12-31 Y TD BANK NA WILMINGTON DE 1.0000 7 Y N/A N/A N Y MASSACHUSETTS ST OBLIGOR 1.0000 N/A N/A 0.0355 1500000.00 1500000.00 0.0006 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 3.45% Series 2010 A1, LOC TD Banknorth, NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2037-01-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0380 50300000.00 50300000.00 0.0207 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 3.52% Series 2022 A1, (Liquidity Facility TD Banknorth, NA) VRDN 57563CFL1 US57563CFL19 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2039-01-01 Y TD BANK NA WILMINGTON DE 1.0000 7 Y N/A N/A N Y MASSACHUSETTS ST OBLIGOR 1.0000 N/A N/A 0.0352 25895000.00 25895000.00 0.0107 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 3.55% Series 2010 A2, LOC TD Banknorth, NA VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2037-01-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0355 71950000.00 71950000.00 0.0297 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.15% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2032-10-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0315 19910000.00 19910000.00 0.0082 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.47% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2036-10-01 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0347 22005000.00 22005000.00 0.0091 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.48% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2032-02-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0348 15650000.00 15650000.00 0.0065 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.48% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2026-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0348 1640000.00 1640000.00 0.0007 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.49% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2035-09-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0344 29890000.00 29890000.00 0.0123 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.65% (Boston Univ. Proj.) Series U-6E, LOC TD Banknorth, NA VRDN 57583RWD3 US57583RWD33 Variable Rate Demand Note Y N/A N/A 2023-06-01 2023-06-01 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 1 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0380 10675000.00 10675000.00 0.0044 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.85% (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 2023-06-01 2023-06-01 2037-09-01 Y BANK OF AMERICA NA 1.0000 1 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0400 22635000.00 22635000.00 0.0093 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 2.80% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 US57585KGP75 Variable Rate Demand Note Y N/A N/A 2023-06-01 2023-06-01 2049-11-01 Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE 1.0000 1 N N/A N/A N N 0.0290 6700000.00 6700000.00 0.0028 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.10% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0310 32300000.00 32300000.00 0.0133 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.20% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0320 74170000.00 74170000.00 0.0306 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.20% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2035-07-01 Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE 1.0000 7 N N/A N/A N N 0.0320 92830000.00 92830000.00 0.0383 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.43% (Williams College Proj.) Series J VRDN 57586CPY5 US57586CPY56 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2026-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0343 12067000.00 12067000.00 0.0050 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.43% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0343 13550000.00 13550000.00 0.0056 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.43% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0343 29450000.00 29450000.00 0.0121 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.46% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2039-07-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0381 26265000.00 26265000.00 0.0108 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.46% (Baystate Health Sys. Proj.) Series 2009 J1, LOC TD Banknorth, NA VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2044-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0381 33000000.00 33000000.00 0.0136 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.56% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2031-07-01 Y FEDERAL HOME LN BK OF BOSTON 1.0000 7 N N/A N/A Y FEDERAL HOME LN BK OF BOSTON 1.0000 N/A N/A N 0.0356 7710000.00 7710000.00 0.0032 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.96% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 US57586CHB46 Variable Rate Demand Note Y N/A N/A 2023-06-01 2023-06-01 2035-11-01 Y AMHERST COLLEGE 1.0000 1 N N/A N/A N N 0.0396 12750000.00 12750000.00 0.0053 N Y Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 3.40% Series 208, (Liquidity Facility Royal Bank of Canada) VRDN 57587AL55 US57587AL559 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2049-06-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N Y MA SF HOUSING REVENUE 9/12/85 OBLIGOR 1.0000 N/A N/A 0.0340 5800000.00 5800000.00 0.0024 N N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 3.40% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2034-01-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0340 29670000.00 29670000.00 0.0122 N N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 3.45% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2038-12-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0345 21870000.00 21870000.00 0.0090 N N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 3.15% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0325 24960000.00 24960000.00 0.0103 N N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 3.53% Series 1999 B, LOC TD Banknorth, NA VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2028-08-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0353 28900000.00 28900000.00 0.0119 N N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 4.07% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0400 9643000.00 9643000.00 0.0040 N N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 3.53% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0353 2800000.00 2800000.00 0.0012 N N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 3.75% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0390 6480000.00 6480000.00 0.0027 N N Y N Maricopa County Poll. Cont. Rev. Maricopa County Poll. Cont. Rev., 3.65% Series 2009 C VRDN 566854ER2 US566854ER28 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2029-05-01 Y ARIZONA PUBLIC SERVICE CO 1.0000 7 N N/A N/A N N 0.0365 5400000.00 5400000.00 0.0022 N N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 4.07% Series 1998 VRDN 854743AE1 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0400 300000.00 300000.00 0.0001 N N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 4.07% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0400 3700000.00 3700000.00 0.0015 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 3.48% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 B VRDN 121822AZ3 US121822AZ33 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0356 1000000.00 1000000.00 0.0004 N N Y N Burlington Envir. Impt. Rev. Burlington Envir. Impt. Rev., 3.48% (Kansas City Pwr. and Lt. Co. Proj.) Series 2007 A VRDN 121822AY6 US121822AY67 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2035-09-01 Y EVERGY KANSAS METRO 1.0000 7 N N/A N/A N N 0.0356 2200000.00 2200000.00 0.0009 N N Y N Wamego Kansas Poll. Cont. Rfdg. Rev. Wamego Kansas Poll. Cont. Rfdg. Rev., 3.45% (Western Resources, Inc. Proj.) Series 1994 VRDN 933623BS8 US933623BS89 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2032-04-15 Y EVERGY KANSAS CENTRAL 1.0000 7 N N/A N/A N N 0.0353 700000.00 700000.00 0.0003 N N Y N Memphis-Shelby County Indl. Dev. Board Facilities Rev. Memphis-Shelby County Indl. Dev. Board Facilities Rev., 4.07% Series 2007 VRDN 58612AAB1 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2037-09-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0400 2330000.00 2330000.00 0.0010 N N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 3.74% (PSI Energy Proj.) Series 2003 B VRDN 454912AT3 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0370 900000.00 900000.00 0.0004 N N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 4.07% (Nucor Corp. Proj.) Series 1998 VRDN 096490BV8 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0400 400000.00 400000.00 0.0002 N N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 3.71% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2023-06-07 2023-06-07 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0370 100000.00 100000.00 0.0000 N N Y N Andover Gen. Oblig. Andover Gen. Oblig., 4.25% BAN Series 2022 034286HB3 US034286HB38 Other Municipal Security Y N/A N/A 2023-06-22 2023-06-22 2023-06-22 N N N 0.0380 2850318.92 2850318.92 0.0012 N N N N Andover Gen. Oblig. Andover Gen. Oblig., 5.00% Bonds Series 2021 034286DX9 US034286DX93 Other Municipal Security Y N/A N/A 2023-09-15 2023-09-15 2023-09-15 N N N 0.0333 190870.69 190870.69 0.0001 N N N N Arlington Gen. Oblig. Arlington Gen. Oblig., 5.00% Bonds Series 2022 041609Q92 US041609Q929 Other Municipal Security Y N/A N/A 2023-10-15 2023-10-15 2023-10-15 N N N 0.0333 402391.80 402391.80 0.0002 N N N N Ayer Massachusetts Ayer Massachusetts, 4.50% BAN Series 2023 054699NP4 US054699NP41 Other Municipal Security Y N/A N/A 2023-10-12 2023-10-12 2023-10-12 N N N 0.0349 6116798.77 6116798.77 0.0025 N N N N Billerica Gen. Oblig. Billerica Gen. Oblig., 4.00% BAN Series 2023 09005PDW7 US09005PDW77 Other Municipal Security Y N/A N/A 2023-09-18 2023-09-18 2023-09-18 N N N 0.0328 10019565.00 10019565.00 0.0041 N N N N Boston Gen. Oblig. Boston Gen. Oblig., 5.00% Bonds Series 2023 A 100853H78 US100853H789 Other Municipal Security Y N/A N/A 2023-11-01 2023-11-01 2023-11-01 N N N 0.0327 33561550.18 33561550.18 0.0138 N N N N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 3.18% Series 2023 A, LOC TD Banknorth, NA, CP 10102NEH4 JTK437000 Other Municipal Security Y N/A N/A 2023-06-13 2023-06-13 2023-06-13 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0319 32999326.80 32999326.80 0.0136 N N N N Bourne Gen. Oblig. Bourne Gen. Oblig., 4.00% BAN Series 2023 102061WE4 US102061WE40 Other Municipal Security Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N N N 0.0370 465892.06 465892.06 0.0002 N N N N Brockton Gen. Oblig. Brockton Gen. Oblig., 3.00% BAN Series 2022 111746KB8 US111746KB82 Other Municipal Security Y N/A N/A 2023-06-16 2023-06-16 2023-06-16 N N N 0.0338 1855329.70 1855329.70 0.0008 N N N N Burlington Gen. Oblig. Burlington Gen. Oblig., 5.00% BAN Series 2023 121835U83 US121835U834 Other Municipal Security Y N/A N/A 2024-04-25 2024-04-25 2024-04-25 N N N 0.0350 12360353.14 12360353.14 0.0051 N N N N Central Berkshire Reg'l. School District Gen. Oblig. Central Berkshire Reg'l. School District Gen. Oblig., 4.00% BAN Series 2022 152645HC4 US152645HC41 Other Municipal Security Y N/A N/A 2023-09-29 2023-09-29 2023-09-29 N N N 0.0359 720828.94 720828.94 0.0003 N N N N Deerfield Massachusetts Deerfield Massachusetts, 4.50% BAN Series 2023 244487CD4 US244487CD41 Other Municipal Security Y N/A N/A 2023-12-08 2023-12-08 2023-12-08 N N N 0.0356 9827626.03 9827626.03 0.0041 N N N N Dennis-Yarmouth Reg'l. School District Dennis-Yarmouth Reg'l. School District, 4.50% BAN Series 2022 248613JJ1 US248613JJ12 Other Municipal Security Y N/A N/A 2023-11-14 2023-11-14 2023-11-14 N N N 0.0350 1004335.30 1004335.30 0.0004 N N N N Duxbury Gen. Oblig. Duxbury Gen. Oblig., 5.00% BAN Series 2023 267399YR8 US267399YR88 Other Municipal Security Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0371 2832176.48 2832176.48 0.0012 N N N N Easton Gen. Oblig. Easton Gen. Oblig., 5.00% BAN Series 2023 277587K91 US277587K917 Other Municipal Security Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0346 10115014.00 10115014.00 0.0042 N N N N Falmouth Gen. Oblig. Falmouth Gen. Oblig., 5.00% BAN Series 2023 306801R86 US306801R862 Other Municipal Security Y N/A N/A 2023-10-13 2023-10-13 2023-10-13 N N N 0.0364 4934687.84 4934687.84 0.0020 N N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 4.00% BAN Series 2022 379713NL0 US379713NL06 Other Municipal Security Y N/A N/A 2023-09-15 2023-09-15 2023-09-15 N N N 0.0344 23207646.62 23207646.62 0.0096 N N N N Hingham Gen. Oblig. Hingham Gen. Oblig., 4.00% BAN Series 2023 433344WB0 US433344WB09 Other Municipal Security Y N/A N/A 2024-02-16 2024-02-16 2024-02-16 N N N 0.0345 993738.34 993738.34 0.0004 N N N N Littleton Gen. Oblig. Littleton Gen. Oblig., 4.50% BAN Series 2023 B 537802VR8 US537802VR88 Other Municipal Security Y N/A N/A 2023-11-17 2023-11-17 2023-11-17 N N N 0.0340 7615947.94 7615947.94 0.0031 N N N N Lynnfield Gen. Oblig. Lynnfield Gen. Oblig., 3.00% BAN Series 2023 551664NN1 US551664NN15 Other Municipal Security Y N/A N/A 2024-02-08 2024-02-08 2024-02-08 N N N 0.0311 1164106.91 1164106.91 0.0005 N N N N Massachusetts Bay Trans. Auth. Assessment Rev. Massachusetts Bay Trans. Auth. Assessment Rev., 5.00% Bonds Series 2022 A1 575577NH0 US575577NH00 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0330 4916207.71 4916207.71 0.0020 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 3.72% Bonds Series 2016 A 575579ZL4 US575579ZL40 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0372 1375594.21 1375594.21 0.0006 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series 2014 A 575579XU6 US575579XU66 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0330 110139.07 110139.07 0.0000 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series 2005 A 575579HA8 US575579HA86 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0330 2277876.28 2277876.28 0.0009 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.25% Bonds Series 2003 C 575579DV6 US575579DV69 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0331 110160.85 110160.85 0.0000 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.25% Bonds Series 2007 A1 575579PY7 US575579PY70 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0331 320467.94 320467.94 0.0001 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.25% Bonds Series 2006 B 575579ML8 US575579ML86 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0331 686001.68 686001.68 0.0003 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.50% Bonds Series C 575579GK7 US575579GK77 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0331 410680.72 410680.72 0.0002 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.50% Bonds Series 2005 B 575579KU0 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0331 891477.67 891477.67 0.0004 N N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 4.00% Bonds Series 2014 57605AFH4 549300SYPEROLSQU0261 US57605AFH41 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0332 800770.88 800770.88 0.0003 N N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 2014 57605AFU5 549300SYPEROLSQU0261 US57605AFU51 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0333 6065578.75 6065578.75 0.0025 N N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 2017 575829CP9 549300SYPEROLSQU0261 US575829CP90 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0333 250643.75 250643.75 0.0001 N N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.25% Bonds Series 2004 A 57604PPN8 549300SYPEROLSQU0261 US57604PPN86 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0334 581727.18 581727.18 0.0002 N N N N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 5.00% Bonds Series 2016 A 57604TEH5 US57604TEH59 Other Municipal Security Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0000 805000.00 805000.00 0.0003 N Y Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 5.00% Bonds (Rail Enhancement Prog.) Series 2015 A 57604TCJ3 US57604TCJ34 Other Municipal Security Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0000 240000.00 240000.00 0.0001 N Y Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 5.00% Bonds (Accelerated Bridge Prog.) Series 2013 A 57604TBG0 US57604TBG04 Other Municipal Security Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0000 100000.00 100000.00 0.0000 N Y Y N Massachusetts Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts Dev. Fin. Agcy. Elec. Util. Rev., 3.65% Bonds Series 2023, tender 06/08/2023, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584TAA8 JUC551000 Other Municipal Security Y N/A N/A 2023-06-08 2023-06-08 2023-06-08 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0374 13299557.11 13299557.11 0.0055 N N N N Massachusetts Dev. Fin. Agcy. Hosp. Rev. Massachusetts Dev. Fin. Agcy. Hosp. Rev., 5.25% Bonds Series 2013, (Pre-Refunded to 11/15/2023 @ 100) 57584VAH8 549300UZSVMFXJK08K70 US57584VAH87 Other Municipal Security Y N/A N/A 2023-11-15 2023-11-15 2041-11-15 N N N 0.0341 1083757.38 1083757.38 0.0004 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2014 M4 57583UF94 US57583UF947 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0347 575641.99 575641.99 0.0002 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2015 O2 57583UX94 US57583UX940 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0347 255284.71 255284.71 0.0001 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2020 A2 57584YWN5 US57584YWN56 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0347 5240844.88 5240844.88 0.0022 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2014 M4, (Pre-Refunded to 7/1/2023 @ 100) 57583UG51 US57583UG515 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2039-07-01 N N N 0.0334 10843247.26 10843247.26 0.0045 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2014 M4, (Pre-Refunded to 7/1/2023 @ 100) 57583UF29 US57583UF293 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2030-07-01 N N N 0.0334 1001223.20 1001223.20 0.0004 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2014 M4, (Pre-Refunded to 7/1/2023 @ 100) 57583UF60 US57583UF608 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2044-07-01 N N N 0.0334 2302813.36 2302813.36 0.0009 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2020 U 57584YYQ6 US57584YYQ69 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N Y BOSTON COLLEGE,MA OBLIGOR 1.0000 N/A N/A 0.0350 500541.85 500541.85 0.0002 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2014 M4, (Pre-Refunded to 7/1/2023 @ 100) 57583UE87 US57583UE874 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2028-07-01 N N N 0.0334 300366.96 300366.96 0.0001 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2016 Q 57584XHL8 US57584XHL82 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0347 125139.56 125139.56 0.0001 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2014 M4, (Pre-Refunded to 7/1/2023 @ 100) 57583UE79 US57583UE791 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2027-07-01 N N N 0.0334 340415.89 340415.89 0.0001 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2017 57584X8E4 US57584X8E46 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0347 335374.03 335374.03 0.0001 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2013 S 57583UZA9 US57583UZA95 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N Y BOSTON COLLEGE,MA OBLIGOR 1.0000 N/A N/A 0.0350 200216.74 200216.74 0.0001 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2016 A 57584XXR7 US57584XXR78 Other Municipal Security Y N/A N/A 2023-07-15 2023-07-15 2023-07-15 N N Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE OBLIGOR 1.0000 N/A N/A 0.0326 220428.54 220428.54 0.0001 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2014 A, (Pre-Refunded to 9/1/2023 @ 100) 57583UZZ4 US57583UZZ47 Other Municipal Security Y N/A N/A 2023-09-01 2023-09-01 2043-09-01 N N N 0.0336 376450.35 376450.35 0.0002 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2017 S-4, tender 01/25/2024 57584X7D7 US57584X7D71 Other Municipal Security Y N/A N/A 2024-01-25 2024-01-25 2038-07-01 Y MASS GENERAL BRIGHAM INC 1.0000 239 N N/A N/A N N 0.0370 730980.24 730980.24 0.0003 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2019 DD 1, tender 04/01/2024 57584YSM2 US57584YSM20 Other Municipal Security Y N/A N/A 2024-04-01 2024-04-01 2042-10-01 Y BOSTON UNIVERSITY MASS 1.0000 306 N N/A N/A N N 0.0430 2111797.59 2111797.59 0.0009 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2019 DD 2, tender 04/01/2024 57584YSN0 US57584YSN03 Other Municipal Security Y N/A N/A 2024-04-01 2024-04-01 2033-10-01 Y BOSTON UNIVERSITY MASS 1.0000 306 N N/A N/A N N 0.0430 402247.16 402247.16 0.0002 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 6.25% Bonds Series 2013 A, (Pre-Refunded to 11/15/2023 @ 100) 57583UXQ6 US57583UXQ65 Other Municipal Security Y N/A N/A 2023-11-15 2023-11-15 2033-11-15 N N N 0.0368 505688.45 505688.45 0.0002 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 6.50% Bonds Series 2013 A, (Pre-Refunded to 11/15/2023 @ 100) 57583UXN3 US57583UXN35 Other Municipal Security Y N/A N/A 2023-11-15 2023-11-15 2043-11-15 N N N 0.0373 516253.77 516253.77 0.0002 N N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2016 J 57563RNK1 US57563RNK13 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0396 13434150.48 13434150.48 0.0055 N N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2020 C 57563RRF8 US57563RRF81 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0389 115085.93 115085.93 0.0000 N N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2017 A 57563RPA1 US57563RPA13 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0392 4117939.76 4117939.76 0.0017 N N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2018 B 57563RPT0 US57563RPT04 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0395 7865421.83 7865421.83 0.0032 N N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2019 B 57563RQM4 US57563RQM42 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0404 1000615.90 1000615.90 0.0004 N N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2015 A 57563RMH9 US57563RMH92 Other Municipal Security Y N/A N/A 2024-01-01 2024-01-01 2024-01-01 N N N 0.0394 3521133.70 3521133.70 0.0015 N N N N Massachusetts Fed. Hwy. Massachusetts Fed. Hwy., 5.00% Bonds Series 2014 A 57583PGN3 US57583PGN33 Other Municipal Security Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0326 365202.14 365202.14 0.0002 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.00% Bonds Series 2019 E 57582RYH3 US57582RYH38 Other Municipal Security Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0332 24746179.25 24746179.25 0.0102 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2020 A, tender 06/01/2023 57582RB70 US57582RB704 Other Municipal Security Y N/A N/A 2023-06-01 2023-06-01 2044-06-01 Y MASSACHUSETTS ST 1.0000 1 N N/A N/A N N 0.0000 45495000.00 45495000.00 0.0188 N Y Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2017 D 57582RNV4 US57582RNV41 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0332 1206503.72 1206503.72 0.0005 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2016 A 57582RHS8 US57582RHS85 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0332 400499.16 400499.16 0.0002 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2016 B 57582RJS6 US57582RJS67 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0332 14127607.87 14127607.87 0.0058 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 0.0332 110137.27 110137.27 0.0000 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2019 A 57582RWC6 US57582RWC68 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0332 816017.04 816017.04 0.0003 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2013 B 57582PQ78 US57582PQ789 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0333 5363776.25 5363776.25 0.0022 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2021 A 57582RS56 US57582RS567 Other Municipal Security Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0333 9823576.38 9823576.38 0.0040 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2018 C 57582RUU8 US57582RUU84 Other Municipal Security Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0333 2007884.80 2007884.80 0.0008 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2018 E 57582RTT3 US57582RTT31 Other Municipal Security Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0333 175689.92 175689.92 0.0001 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2017 C 57582RNJ1 US57582RNJ13 Other Municipal Security Y N/A N/A 2023-10-01 2023-10-01 2023-10-01 N N N 0.0333 125664.95 125664.95 0.0001 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series E 57582RQU3 US57582RQU31 Other Municipal Security Y N/A N/A 2023-11-01 2023-11-01 2023-11-01 N N N 0.0332 971504.87 971504.87 0.0004 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2018 B 57582RRU2 US57582RRU22 Other Municipal Security Y N/A N/A 2024-01-01 2024-01-01 2024-01-01 N N N 0.0332 131247.94 131247.94 0.0001 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2004 57582NXL4 US57582NXL45 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0334 10130076.79 10130076.79 0.0042 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2006 B 57582PAD2 US57582PAD24 Other Municipal Security Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0326 9343941.57 9343941.57 0.0039 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2004 C 57582NH99 US57582NH999 Other Municipal Security Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0326 333632.48 333632.48 0.0001 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.00% Bonds Series 2023 H2, tender 06/07/2023, CP Mode 57586CW27 JRP329000 Other Municipal Security Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0347 11028892.59 11028892.59 0.0045 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.00% Series 2023 EE, CP 57586MYH0 JTP889000 Other Municipal Security Y N/A N/A 2023-08-09 2023-08-09 2023-08-09 N N Y PRESIDENT AND FELLOWS OF HARVARD COLLEGE OBLIGOR 1.0000 N/A N/A 0.0317 24990230.00 24990230.00 0.0103 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.10% Bonds Series 2023 H1, tender 06/02/2023, CP Mode 57586CV93 JRJ834000 Other Municipal Security Y N/A N/A 2023-06-02 2023-06-02 2023-06-02 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0332 16049757.65 16049757.65 0.0066 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.15% Bonds Series 2023 H2, tender 06/30/2023, CP Mode 57586CW27 JRP442000 Other Municipal Security Y N/A N/A 2023-06-30 2023-06-30 2023-06-30 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0362 1499353.50 1499353.50 0.0006 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.18% Bonds Series 2023 H1, tender 06/01/2023, CP Mode 57586CV93 JRI728000 Other Municipal Security Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0340 18594858.68 18594858.68 0.0077 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.20% Bonds Series 2023 H2, tender 07/12/2023, CP Mode 57586CW27 JTO187000 Other Municipal Security Y N/A N/A 2023-07-12 2023-07-12 2023-07-12 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0336 19580362.27 19580362.27 0.0081 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.25% Bonds Series 2023 H1, tender 07/06/2023, CP Mode 57586CV93 JTJ383000 Other Municipal Security Y N/A N/A 2023-07-06 2023-07-06 2023-07-06 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0331 10993829.03 10993829.03 0.0045 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.25% Bonds Series 2023 H2, tender 07/10/2023, CP Mode 57586CW27 JTK475000 Other Municipal Security Y N/A N/A 2023-07-10 2023-07-10 2023-07-10 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0327 12639204.94 12639204.94 0.0052 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.25% Bonds Series 2023 H1, tender 08/02/2023, CP Mode 57586CV93 JTJ808000 Other Municipal Security Y N/A N/A 2023-08-02 2023-08-02 2023-08-02 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0322 15660000.00 15660000.00 0.0065 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.25% Bonds Series 2023 H2, tender 08/07/2023, CP Mode 57586CW27 JTO505000 Other Municipal Security Y N/A N/A 2023-08-07 2023-08-07 2023-08-07 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0342 17743215.95 17743215.95 0.0073 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.30% Bonds Series 2023, tender 06/30/2023, CP Mode 57586CV93 JTJ381000 Other Municipal Security Y N/A N/A 2023-06-30 2023-06-30 2023-06-30 N N Y MASS GENERAL BRIGHAM INC OBLIGOR 1.0000 N/A N/A 0.0331 1504927.91 1504927.91 0.0006 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds (Massachusetts Institute of Technology Proj.) Series L 57585K3F3 US57585K3F36 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N Y MASSACHUSETTS INST TECH, MA OBLIGOR 1.0000 N/A N/A 0.0324 2553349.68 2553349.68 0.0011 N N N N Massachusetts Hsg. Fin. Auth. Massachusetts Hsg. Fin. Auth., 5.00% Bonds Series 2021 221 57587GER2 US57587GER20 Other Municipal Security Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N Y MA SF HOUSING REVENUE 9/12/85 OBLIGOR 1.0000 N/A N/A 0.0000 520000.00 520000.00 0.0002 N Y Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 5.00% Bonds Series 2014 C 575896NJ0 US575896NJ02 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0336 911098.19 911098.19 0.0004 N N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 5.00% Bonds Series 2015 B 575896QC2 US575896QC22 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N Y MASSACHUSETTS ST PORT AUTH REV OBLIGOR 1.0000 N/A N/A 0.0386 600463.08 600463.08 0.0002 N N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 5.00% Bonds Series 2019 A 575896SV8 US575896SV84 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0386 4843735.51 4843735.51 0.0020 N N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 5.00% Bonds Series 2019 C 575896UP8 US575896UP88 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0386 930717.77 930717.77 0.0004 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2018 A, (Pre-Refunded to 2/15/2024 @ 100) 576000VT7 US576000VT76 Other Municipal Security Y N/A N/A 2024-02-15 2024-02-15 2029-02-15 N N N 0.0326 1366234.02 1366234.02 0.0006 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 4.00% Bonds Series 2016 B 576051NF9 US576051NF96 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0320 100116.20 100116.20 0.0000 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2013 A 576051HE9 US576051HE95 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0322 596650.83 596650.83 0.0002 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2017 C 576051XY7 US576051XY75 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0322 1268509.74 1268509.74 0.0005 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2016 C 576051XS0 US576051XS08 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0322 406123.67 406123.67 0.0002 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2021 B 576051YK6 US576051YK62 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0322 255707.50 255707.50 0.0001 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.25% Bonds Series 2007 B 576049V49 US576049V491 Other Municipal Security Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0322 351112.16 351112.16 0.0001 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 0.0377 6165478.90 6165478.90 0.0025 N N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 4.00% BAN Series 2022 6301913J1 US6301913J17 Other Municipal Security Y N/A N/A 2023-06-30 2023-06-30 2023-06-30 N N N 0.0324 230135.29 230135.29 0.0001 N N N N Natick Gen. Oblig. Natick Gen. Oblig., 5.00% BAN Series 2022 632363U88 US632363U888 Other Municipal Security Y N/A N/A 2023-06-22 2023-06-22 2023-06-22 N N N 0.0370 6477824.48 6477824.48 0.0027 N N N N Needham Gen. Oblig. Needham Gen. Oblig., 4.50% BAN Series 2023 B 6398466X7 US6398466X73 Other Municipal Security Y N/A N/A 2023-10-16 2023-10-16 2023-10-16 N N N 0.0362 3069392.06 3069392.06 0.0013 N N N N Needham Gen. Oblig. Needham Gen. Oblig., 4.75% BAN Series 2023 A 6398466W9 US6398466W90 Other Municipal Security Y N/A N/A 2023-06-30 2023-06-30 2023-06-30 N N N 0.0374 2942295.85 2942295.85 0.0012 N N N N Norfolk MA Norfolk MA, 5.00% BAN Series 2023 655745NN3 US655745NN33 Other Municipal Security Y N/A N/A 2024-05-03 2024-05-03 2024-05-03 N N N 0.0338 18262135.80 18262135.80 0.0075 N N N N North Reading Gen. Oblig. North Reading Gen. Oblig., 5.00% BAN Series 2023 661802G51 US661802G516 Other Municipal Security Y N/A N/A 2024-05-23 2024-05-23 2024-05-23 N N N 0.0344 6687546.22 6687546.22 0.0028 N N N N Orleans Gen. Oblig. Anticipation Notes Orleans Gen. Oblig. Anticipation Notes, 4.00% BAN Series 2023 686628YR3 US686628YR33 Other Municipal Security Y N/A N/A 2024-01-26 2024-01-26 2024-01-26 N N N 0.0350 576819.24 576819.24 0.0002 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 0.0339 3573164.35 3573164.35 0.0015 N N N N Somerville Gen. Oblig. Somerville Gen. Oblig., 3.50% BAN Series 2022 835241HX1 US835241HX10 Other Municipal Security Y N/A N/A 2023-06-02 2023-06-02 2023-06-02 N N N 0.0172 5970000.00 5970000.00 0.0025 N N Y N Sudbury Gen. Oblig. Sudbury Gen. Oblig., 5.00% BAN Series 2023 864643XD8 US864643XD83 Other Municipal Security Y N/A N/A 2024-02-07 2024-02-07 2024-02-07 N N N 0.0350 5049959.50 5049959.50 0.0021 N N N N Town of Millbury Town of Millbury, 4.50% BAN Series 2023 600242NS6 US600242NS65 Other Municipal Security Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0347 20047292.00 20047292.00 0.0083 N N N N Town of Southborough Town of Southborough, 4.25% BAN Series 2023 841229QW0 US841229QW06 Other Municipal Security Y N/A N/A 2023-10-12 2023-10-12 2023-10-12 N N N 0.0377 3608944.80 3608944.80 0.0015 N N N N Waltham Gen. Oblig. Waltham Gen. Oblig., 4.00% BAN Series 2023 933254Y73 US933254Y739 Other Municipal Security Y N/A N/A 2023-10-12 2023-10-12 2023-10-12 N N N 0.0344 60776471.94 60776471.94 0.0251 N N N N Weymouth Gen. Oblig. Weymouth Gen. Oblig., 3.50% BAN Series 2022 962201JP5 US962201JP59 Other Municipal Security Y N/A N/A 2023-08-25 2023-08-25 2023-08-25 N N N 0.0351 414914.18 414914.18 0.0002 N N N N Winchester Gen. Oblig. Winchester Gen. Oblig., 5.00% Bonds Series 2015 973024D82 US973024D822 Other Municipal Security Y N/A N/A 2023-07-01 2023-07-01 2023-07-01 N N N 0.0332 730910.97 730910.97 0.0003 N N N N Woods Hole, Martha's Vineyard & Nantucket Steamship Auth. Woods Hole, Martha's Vineyard & Nantucket Steamship Auth., 5.00% BAN Series 2023, (Massachusetts Gen. Oblig. Guaranteed) 980116MW4 US980116MW44 Other Municipal Security Y N/A N/A 2023-09-25 2023-09-25 2023-09-25 N Y MASSACHUSETTS ST 1.0000 N/A N/A N 0.0359 33139230.30 33139230.30 0.0137 N N N N Guam Int'l. Arpt. Auth. Rev. Guam Int'l. Arpt. Auth. Rev., 6.13% Bonds Series 2013 C, (Pre-Refunded to 10/1/2023 @ 100) 40064REQ8 US40064REQ83 Other Municipal Security Y N/A N/A 2023-10-01 2023-10-01 2043-10-01 N N N 0.0383 1868565.99 1868565.99 0.0008 N N N N Guam Int'l. Arpt. Auth. Rev. Guam Int'l. Arpt. Auth. Rev., 6.25% Bonds Series 2013 C, (Pre-Refunded to 10/1/2023 @ 100) 40064REN5 US40064REN52 Other Municipal Security Y N/A N/A 2023-10-01 2023-10-01 2034-10-01 N N N 0.0383 2196826.33 2196826.33 0.0009 N N N N Guam Int'l. Arpt. Auth. Rev. Guam Int'l. Arpt. Auth. Rev., 6.38% Bonds Series 2013 C, (Pre-Refunded to 10/1/2023 @ 100) 40064REM7 US40064REM79 Other Municipal Security Y N/A N/A 2023-10-01 2023-10-01 2043-10-01 N N N 0.0383 5242244.28 5242244.28 0.0022 N N N N Kent Hosp. Fin. Auth. Hosp. Facilities Rev. Kent Hosp. Fin. Auth. Hosp. Facilities Rev., 3.66% Bonds (Spectrum Health Sys. Proj.) Series 2015 A, tender 12/27/2023 490580EG8 US490580EG82 Other Municipal Security Y N/A N/A 2023-12-27 2023-12-27 2047-01-15 Y BEAUMONT-SPECTRUM HLTH 1.0000 210 N N/A N/A N N 0.0366 1100000.00 1100000.00 0.0005 N N N N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 3.44% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0344 13495000.00 13495000.00 0.0056 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 3.44% Participating VRDN Series XF 09 23, (Liquidity Facility JPMorgan Chase Bank) 88034WAC8 US88034WAC82 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2048-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0344 4665000.00 4665000.00 0.0019 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 3.44% Participating VRDN Series XM 10 79, (Liquidity Facility JPMorgan Chase Bank) 88035ERE5 US88035ERE58 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2050-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0344 4000000.00 4000000.00 0.0016 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 3.44% Participating VRDN Series 2022 XL 03 70, (Liquidity Facility Morgan Stanley Bank, West Valley City 88035EEQ2 US88035EEQ26 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2050-12-31 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0344 5625000.00 5625000.00 0.0023 N N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 4.00% Participating VRDN Series 30 06 DB, (Liquidity Facility JPMorgan Chase Bank) 46640KE59 US46640KE596 Tender Option Bond Y N/A N/A 2023-06-01 2023-06-01 2050-12-31 Y JPMORGAN CHASE BANK NA 1.0000 1 Y N/A N/A N N 0.0415 19320000.00 19320000.00 0.0080 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.43% Participating VRDN Series MS 3373, (Liquidity Facility Toronto-Dominion Bank) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2046-10-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0343 8000000.00 8000000.00 0.0033 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.44% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0344 12800000.00 12800000.00 0.0053 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.44% Participating VRDN Series Floaters YX 10 74, (Liquidity Facility Barclays Bank PLC) 88033YS28 US88033YS289 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2037-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0344 8560000.00 8560000.00 0.0035 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.44% Participating VRDN Series Floaters E 130, (Liquidity Facility Royal Bank of Canada) 74934RYC4 US74934RYC41 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2025-01-29 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0344 28535000.00 28535000.00 0.0118 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.44% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0344 7815000.00 7815000.00 0.0032 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.44% Participating VRDN Series 2022 XL 03 65, (Liquidity Facility UBS AG) 88035EDS9 US88035EDS90 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2050-07-01 Y UBS AG STAMFORD BRH 1.0000 7 Y N/A N/A N N 0.0344 4340000.00 4340000.00 0.0018 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.45% Participating VRDN Series 2016 XF2207, (Liquidity Facility Toronto-Dominion Bank) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2041-07-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0345 4000000.00 4000000.00 0.0016 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.45% Participating VRDN Series 2018 XF 26 55, (Liquidity Facility Bank of America NA) 88034M4V5 US88034M4V58 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2047-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0345 4740000.00 4740000.00 0.0020 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 3.46% Participating VRDN Series Floaters XF 25 11, (Liquidity Facility Barclays Bank PLC) 88033YB59 US88033YB590 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0346 1685000.00 1685000.00 0.0007 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 3.46% Participating VRDN Series Floaters XG 01 39, (Liquidity Facility Barclays Bank PLC) 88033YCM1 US88033YCM12 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0346 13055000.00 13055000.00 0.0054 N N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 3.48% Participating VRDN Series XM 07 57, (Liquidity Facility Royal Bank of Canada) 88034RM69 US88034RM698 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2046-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0348 6665000.00 6665000.00 0.0027 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.41% Participating VRDN Series Floaters XF 27 06, (Liquidity Facility Barclays Bank PLC) 88034NHL1 US88034NHL10 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2038-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0341 26400000.00 26400000.00 0.0109 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.42% Participating VRDN Series Floaters XF 25 74, (Liquidity Facility Citibank NA) 88034MNV4 US88034MNV45 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2048-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0342 6000000.00 6000000.00 0.0025 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.44% Participating VRDN Series E 144, (Liquidity Facility Royal Bank of Canada) 74934RT55 US74934RT559 Tender Option Bond Y N/A N/A 2023-06-01 2023-06-07 2024-02-08 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0343 50000000.00 50000000.00 0.0206 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.44% Participating VRDN Series 2022 ZL 03 66, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88035EED1 US88035EED13 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2044-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0344 5000000.00 5000000.00 0.0021 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.44% Participating VRDN Series E 148, (Liquidity Facility Royal Bank of Canada) 74934RQ58 US74934RQ589 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2036-04-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0344 40000000.00 40000000.00 0.0165 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.44% Participating VRDN Series XM 10 21, (Liquidity Facility JPMorgan Chase Bank) 88035A8L8 US88035A8L82 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2041-11-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0344 4250000.00 4250000.00 0.0018 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.44% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0344 21630000.00 21630000.00 0.0089 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.44% Participating VRDN Series ZL 03 39, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88035DT39 US88035DT393 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2047-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0344 6000000.00 6000000.00 0.0025 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.45% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0345 6665000.00 6665000.00 0.0027 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.43% Participating VRDN Series 16 XG0014, (Liquidity Facility Bank of America NA) 88033MX51 US88033MX516 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0343 5550000.00 5550000.00 0.0023 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 3.43% Participating VRDN Series Floaters XM 02 32, (Liquidity Facility Bank of America NA) 88033SGY4 US88033SGY46 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0343 6010000.00 6010000.00 0.0025 N N Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 3.46% Participating VRDN Series 2022 XF 30 54, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88035EBB8 US88035EBB83 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2046-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0346 11250000.00 11250000.00 0.0046 N N Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 4.18% Participating VRDN Series 2022 039, (Liquidity Facility Barclays Bank PLC) 76252PWY1 US76252PWY14 Tender Option Bond Y N/A N/A 2023-06-01 2023-06-01 2043-07-01 Y BARCLAYS BANK PLC 1.0000 1 Y N/A N/A N N 0.0403 1240000.00 1240000.00 0.0005 N Y Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.76% Participating VRDN Series Floaters XF 25 46, (Liquidity Facility Toronto-Dominion Ban 88034MFN1 US88034MFN11 Tender Option Bond Y N/A N/A 2023-06-01 2023-06-01 2046-11-15 Y TORONTO DOMINION BANK - NY 1.0000 1 Y N/A N/A N N 0.0390 4480000.00 4480000.00 0.0018 N Y Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 3.43% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0343 63360000.00 63360000.00 0.0261 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 3.44% Participating VRDN Series XM 10 51, (Liquidity Facility Royal Bank of Canada) 88035DZF5 US88035DZF58 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2045-08-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0344 4475000.00 4475000.00 0.0018 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 3.44% Participating VRDN Series Floaters XF 27 75, (Liquidity Facility Morgan Stanley Bank, 88034NV35 US88034NV359 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2048-02-15 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0344 9750000.00 9750000.00 0.0040 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 4.00% Participating VRDN Series 2022 XL 03 71, (Liquidity Facility JPMorgan Chase Bank) 88035EFC2 US88035EFC21 Tender Option Bond Y N/A N/A 2023-06-01 2023-06-01 2048-02-15 Y JPMORGAN CHASE BANK NA 1.0000 1 Y N/A N/A N N 0.0415 2535000.00 2535000.00 0.0010 N Y Y N Saugus Gen. Oblig. Saugus Gen. Oblig., 3.45% Participating VRDN Series Floaters XF 06 81, (Liquidity Facility Toronto-Dominion Bank) 88034M7G5 US88034M7G54 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2042-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0345 7615000.00 7615000.00 0.0031 N N Y N Tender Option Bond Trust Receipts Tender Option Bond Trust Receipts, 4.02% Participating VRDN Series 2016 B, (Liquidity Facility JPMorgan Chase Bank) 88034MUM6 US88034MUM62 Tender Option Bond Y N/A N/A 2023-06-01 2023-06-01 2046-07-01 Y JPMORGAN CHASE BANK NA 1.0000 1 Y N/A N/A N N 0.0417 8100000.00 8100000.00 0.0033 N Y Y N El Paso Wtr. & Swr. Rev. El Paso Wtr. & Swr. Rev., 3.61% Bonds Series G 124, tender 09/01/2023, (Liquidity Facility Royal Bank of Canada) 74934RZ25 US74934RZ259 Tender Option Bond Y N/A N/A 2023-09-01 2023-09-01 2049-03-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 93 Y N/A N/A N N 0.0358 705000.00 705000.00 0.0003 N N N Y North Ft. Bend Wtr. Auth. North Ft. Bend Wtr. Auth., 3.52% Participating VRDN Series XL 04 22, (Liquidity Facility Wells Fargo Bank NA) 88035FBA7 US88035FBA75 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2050-12-31 Y WELLS FARGO BK NATL ASSN 1.0000 7 Y N/A N/A N N 0.0352 2315000.00 2315000.00 0.0010 N N Y N North Texas Tollway Auth. Rev. North Texas Tollway Auth. Rev., 3.61% Bonds Series G-112, tender 07/03/2023, (Liquidity Facility Royal Bank of Canada) 74934RC79 US74934RC795 Tender Option Bond Y N/A N/A 2023-07-03 2023-07-03 2043-01-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 33 Y N/A N/A N N 0.0356 390000.00 390000.00 0.0002 N N N Y Palm Beach County Health Facilities Auth. Hosp. Rev. Palm Beach County Health Facilities Auth. Hosp. Rev., 3.51% Participating VRDN Series XG 03 70, (Liquidity Facility Bank of America NA) 88035AVV0 US88035AVV06 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2049-08-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0351 1860000.00 1860000.00 0.0008 N N Y N South Miami Health Facilities Auth. Hosp. Rev. South Miami Health Facilities Auth. Hosp. Rev., 3.61% Participating VRDN Series XM 08 68, (Liquidity Facility JPMorgan Chase Bank) 88034WRA4 US88034WRA44 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2047-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0361 700000.00 700000.00 0.0003 N N Y N Tampa-Hillsborough County Expressway Auth. Rev. Tampa-Hillsborough County Expressway Auth. Rev., 3.61% Bonds Series G-113, tender 07/03/2023, (Liquidity Facility Royal Bank of Canada) 74934RD45 US74934RD454 Tender Option Bond Y N/A N/A 2023-07-03 2023-07-03 2042-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 33 Y N/A N/A N N 0.0356 300000.00 300000.00 0.0001 N N N Y Central Puget Sound Reg'l. Trans. Auth. Sales & Use Tax Rev. Central Puget Sound Reg'l. Trans. Auth. Sales & Use Tax Rev., 3.61% Bonds Series G 123, tender 11/01/2023, (Liquidity Facility Royal Bank of Canada) 74934RY26 US74934RY260 Tender Option Bond Y N/A N/A 2023-11-01 2023-11-01 2046-11-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 154 Y N/A N/A N N 0.0360 600000.00 600000.00 0.0002 N N N Y Port of Seattle Rev. Port of Seattle Rev., 3.55% Participating VRDN Series XM 10 27, (Liquidity Facility JPMorgan Chase Bank) 88035DDG7 US88035DDG79 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2046-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0355 2000000.00 2000000.00 0.0008 N N Y N Baltimore Proj. Rev. Baltimore Proj. Rev., 3.61% Bonds Series Floaters G 28, tender 01/02/2024, (Liquidity Facility Royal Bank of Canada) 74934RGE0 US74934RGE09 Tender Option Bond Y N/A N/A 2024-01-02 2024-01-02 2039-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 216 Y N/A N/A N N 0.0361 300000.00 300000.00 0.0001 N N N Y Maryland Stadium Auth. Rev. Maryland Stadium Auth. Rev., 3.61% Bonds Series 2023, tender 11/01/2023, (Liquidity Facility Royal Bank of Canada) 74934RX27 US74934RX270 Tender Option Bond Y N/A N/A 2023-11-01 2023-11-01 2050-05-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 154 Y N/A N/A N N 0.0360 1200000.00 1200000.00 0.0005 N N N Y Lehigh County Gen. Purp. Hosp. Rev. Lehigh County Gen. Purp. Hosp. Rev., 3.66% Participating VRDN Series BAML 23 50 39, (Liquidity Facility Bank of America NA) 88035FLM0 US88035FLM04 Tender Option Bond Y N/A N/A 2023-07-05 2023-07-05 2043-07-01 Y BANK OF AMERICA NA 1.0000 35 Y N/A N/A N N 0.0366 1135000.00 1135000.00 0.0005 N N N N Clark County School District Clark County School District, 3.53% Participating VRDN Series XF 14 73, (Liquidity Facility JPMorgan Chase Bank) 88035FCP3 US88035FCP36 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2042-06-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0353 900000.00 900000.00 0.0004 N N Y N Cuyahoga County Ctfs. of Prtn. Cuyahoga County Ctfs. of Prtn., 3.51% Participating VRDN Series Floaters XG 02 06, (Liquidity Facility Bank of America NA) 88034NQU1 US88034NQU18 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2044-12-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0351 200000.00 200000.00 0.0001 N N Y N Ohio Univ. Gen. Receipts Athens Ohio Univ. Gen. Receipts Athens, 1.14% Bonds Series Floaters G 27, tender 06/01/2023, (Liquidity Facility Royal Bank of Canada) 74934RFU5 US74934RFU59 Tender Option Bond Y N/A N/A 2023-06-01 2023-06-01 2045-12-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 1 Y N/A N/A N N 0.0399 600000.00 600000.00 0.0002 N Y Y N New York City Gen. Oblig. New York City Gen. Oblig., 3.56% Participating VRDN Series 2020 003, (Liquidity Facility Wells Fargo Bank NA) 94987KRV9 US94987KRV97 Tender Option Bond Y N/A N/A 2023-07-12 2023-07-12 2042-04-01 Y WELLS FARGO BK NATL ASSN 1.0000 42 Y N/A N/A N N 0.0356 700000.00 700000.00 0.0003 N N N N Denver City & County Arpt. Rev. Denver City & County Arpt. Rev., 2.15% Bonds Series G-114, tender 06/01/2023, (Liquidity Facility Royal Bank of Canada) 74934RD86 US74934RD868 Tender Option Bond Y N/A N/A 2023-06-01 2023-06-01 2043-12-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 1 Y N/A N/A N N 0.0404 300000.00 300000.00 0.0001 N Y Y N Fulton County Dev. Auth. Rev. Fulton County Dev. Auth. Rev., 3.51% Participating VRDN Series XL 02 68, (Liquidity Facility Bank of America NA) 88035A2J9 US88035A2J90 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2049-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0351 270000.00 270000.00 0.0001 N N Y N Mclaren Health Care Corp. Mclaren Health Care Corp., 3.51% Participating VRDN Series XL 02 71, (Liquidity Facility Bank of America NA) 88035A3J8 US88035A3J81 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2050-02-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0351 185000.00 185000.00 0.0001 N N Y N Metropolitan Washington DC Arpts. Auth. Sys. Rev. Metropolitan Washington DC Arpts. Auth. Sys. Rev., 3.53% Participating VRDN Series Floaters XF 06 94, (Liquidity Facility Bank of America NA) 88034NGU2 US88034NGU28 Tender Option Bond Y N/A N/A 2023-06-07 2023-06-07 2048-10-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0353 170000.00 170000.00 0.0001 N N Y N Virginia Pub. Bldg. Auth. Pub. Facilities Rev. Virginia Pub. Bldg. Auth. Pub. Facilities Rev., 3.61% Bonds Series Floaters G 40, tender 08/01/2023, (Liquidity Facility Royal Bank of Canada) 74934RJK3 US74934RJK32 Tender Option Bond Y N/A N/A 2023-08-01 2023-08-01 2029-08-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 62 Y N/A N/A N N 0.0357 100000.00 100000.00 0.0000 N N N Y Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 3.74% 31635A204 549300BDV45LJNXBZC55 US31635A2042 0001022695 Investment Company Y N/A N/A 2023-06-07 2023-06-07 2028-06-01 N N N 0.0374 362323693.25 362323693.25 0.1494 N N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2023-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer