Indeed I'm running out of memory:

MicroPython v1.9.3-8-g63826ac5c on 2017-11-01; ESP module with ESP8266
Type "help()" for more information.
>>> import http_client
>>> import ujson
>>> url = 'http://www.hebcal.com/hebcal/?v=1&cfg=json&maj=on&min=on&mod=on&nx=on&year=now&month=9&ss=on&mf=on&c=on&geo=geoname&geonameid=293397&m=50&i=on&lg=h'
>>> res = http_client.get(url)
>>> ud = ujson.loads(res.text)
Traceback (most recent call last):
  File "", line 1, in 
MemoryError: 
>>>