N-MFP LIVE N 2015-05-31 0000357057 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 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. 0000862124 084-01839 N N N Single State Fund 25 26 702364716.12 1801485.29 46118.18 704120083.23 0.0011 1.0014 2015-05-29 1.0014 2015-05-29 C000019442 25000.00 221268635.77 1.00 1132633.45 5442247.46 4309614.01 0.0001 1.0017 2015-05-29 1.0017 2015-05-29 C000047913 1000000.00 482751258.38 1.00 2389116.53 7792220.02 5403103.49 0.0001 1.0013 2015-05-29 1.0013 2015-05-29 C000047914 1000000.00 100189.08 1.00 0.82 0.82 0.00 0.0001 1.0013 2015-05-29 1.0013 2015-05-29 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.10% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0177 N 12430000.00 12430000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.08% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 6300000.00 6300000.00 0.0089 N 6300000.00 6300000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.09% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0244 N 17150000.00 17150000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.12% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3555000.00 3555000.00 0.0050 N 3555000.00 3555000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Partners HealthCare Sys. Proj.) Series 2014 M1, LOC U.S. Bank NA, Cincinnati VRDN 57583UB49 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 6000000.00 6000000.00 0.0085 N 6000000.00 6000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 27665000.00 27665000.00 0.0393 N 27665000.00 27665000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y TD BANK NA WILMINGTON DE N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 11760000.00 11760000.00 0.0167 N 11760000.00 11760000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 5400000.00 5400000.00 0.0077 N 5400000.00 5400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 2800000.00 2800000.00 0.0040 N 2800000.00 2800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 23100000.00 23100000.00 0.0328 N 23100000.00 23100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1900000.00 1900000.00 0.0027 N 1900000.00 1900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4700000.00 4700000.00 0.0067 N 4700000.00 4700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Smith College Proj.) Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y SMITH COLLEGE, MA N/A N/A N N 1600000.00 1600000.00 0.0023 N 1600000.00 1600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y BARCLAYS BANK PLC N/A N/A N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 4000000.00 4000000.00 0.0057 N 4000000.00 4000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 3300000.00 3300000.00 0.0047 N 3300000.00 3300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.09% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4800000.00 4800000.00 0.0068 N 4800000.00 4800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2450000.00 2450000.00 0.0035 N 2450000.00 2450000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3600000.00 3600000.00 0.0051 N 3600000.00 3600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1500000.00 1500000.00 0.0021 N 1500000.00 1500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.11% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 900000.00 900000.00 0.0013 N 900000.00 900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.12% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 5430000.00 5430000.00 0.0077 N 5430000.00 5430000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 3700000.00 3700000.00 0.0053 N 3700000.00 3700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.15% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 1935000.00 1935000.00 0.0027 N 1935000.00 1935000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% (Central Artery Proj.) Series 2000 B, (Liquidity Facility Bank of America NA) VRDN 575827R51 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y BANK OF AMERICA NA N/A N/A N N 3490000.00 3490000.00 0.0050 N 3490000.00 3490000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y CITIBANK NA N/A N/A N N 7800000.00 7800000.00 0.0111 N 7800000.00 7800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.08% Series 2006 A, (Liquidity Facility Wells Fargo Bank NA) VRDN 57582N4G7 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y WELLS FARGO BK NATL ASSN N/A N/A N N 6100000.00 6100000.00 0.0087 N 6100000.00 6100000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% Series 1997 B, (Liquidity Facility TD Banknorth, NA) VRDN 575827KH2 Variable Rate Demand Note First Tier Security 2015-06-04 2015-06-05 Y TD BANK NA WILMINGTON DE N/A N/A N N 2000000.00 2000000.00 0.0028 N 2000000.00 2000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.09% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y STATE ST BK & TR CO BOSTON N/A N/A N N 2000000.00 2000000.00 0.0028 N 2000000.00 2000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y STATE ST BK & TR CO BOSTON N/A N/A N N 14400000.00 14400000.00 0.0205 N 14400000.00 14400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.11% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0050 N 3500000.00 3500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.12% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 4800000.00 4800000.00 0.0068 N 4800000.00 4800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.13% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0254 N 17900000.00 17900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y AMHERST COLLEGE N/A N/A N N 2900000.00 2900000.00 0.0041 N 2900000.00 2900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Amherst College Proj.) Series 1996 F VRDN 57585JMX6 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y AMHERST COLLEGE N/A N/A N N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y WILLIAMS COLLEGE, MA N/A N/A N N 500000.00 500000.00 0.0007 N 500000.00 500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y WELLESLEY COLLEGE, MA N/A N/A N N 4385000.00 4385000.00 0.0062 N 4385000.00 4385000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y AMHERST COLLEGE N/A N/A N N 1450000.00 1450000.00 0.0021 N 1450000.00 1450000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 15000000.00 15000000.00 0.0213 N 15000000.00 15000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 1415000.00 1415000.00 0.0020 N 1415000.00 1415000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8350000.00 8350000.00 0.0119 N 8350000.00 8350000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 20100000.00 20100000.00 0.0285 N 20100000.00 20100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y WELLESLEY COLLEGE, MA N/A N/A N N 1600000.00 1600000.00 0.0023 N 1600000.00 1600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 2500000.00 2500000.00 0.0036 N 2500000.00 2500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 12925000.00 12925000.00 0.0184 N 12925000.00 12925000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (CIL Realty of Massachusetts Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y HSBC BANK USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 1100000.00 1100000.00 0.0016 N 1100000.00 1100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 6000000.00 6000000.00 0.0085 N 6000000.00 6000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Participating VRDN Series BBT 08 54, (Liquidity Facility Branch Banking & Trust Co.) 07330CQY8 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y BRANCH BANKING AND TRUST CO N/A N/A N N 6300000.00 6300000.00 0.0089 N 6300000.00 6300000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0045 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0080 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0142 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.11% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 4495000.00 4495000.00 0.0064 N 4495000.00 4495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y BARCLAYS BANK PLC N/A N/A N N 2550000.00 2550000.00 0.0036 N 2550000.00 2550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9100000.00 9100000.00 0.0129 N 9100000.00 9100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.15% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0079 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.16% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2200000.00 2200000.00 0.0031 N 2200000.00 2200000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.08% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 2000000.00 2000000.00 0.0028 N 2000000.00 2000000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.08% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 800000.00 800000.00 0.0011 N 800000.00 800000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.10% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 3255000.00 3255000.00 0.0046 N 3255000.00 3255000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.09% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 4500000.00 4500000.00 0.0064 N 4500000.00 4500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.09% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y ROYAL BANK OF CANADA N/A N/A N N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series EGL 14 0045, (Liquidity Facility Citibank NA) 576000QC0 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y CITIBANK NA N/A N/A N N 16800000.00 16800000.00 0.0239 N 16800000.00 16800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series EGL 14 0011, (Liquidity Facility Citibank NA) 576000PT4 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y CITIBANK NA N/A N/A N N 18100000.00 18100000.00 0.0257 N 18100000.00 18100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series EGL 14 0012, (Liquidity Facility Citibank NA) 576000PV9 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y CITIBANK NA N/A N/A N N 8200000.00 8200000.00 0.0116 N 8200000.00 8200000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y CITIBANK NA N/A N/A N N 1500000.00 1500000.00 0.0021 N 1500000.00 1500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y CITIBANK NA N/A N/A N N 3000000.00 3000000.00 0.0043 N 3000000.00 3000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.11% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 600000.00 600000.00 0.0009 N 600000.00 600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 1425000.00 1425000.00 0.0020 N 1425000.00 1425000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0113 N 7985000.00 7985000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.08% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 5500000.00 5500000.00 0.0078 N 5500000.00 5500000.00 JPMorgan Chase JPMorgan Chase, 0.12% NA Letter of Credit Participating VRDN Series Putters 4462, (Liquidity Facility JPMorgan Chase Bank) 46640KPD0 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 1300000.00 1300000.00 0.0018 N 1300000.00 1300000.00 JPMorgan Chase JPMorgan Chase, 0.12% NA Letter of Credit Participating VRDN Series Putters 4459, (Liquidity Facility JPMorgan Chase Bank) 46640KNU4 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 1700000.00 1700000.00 0.0024 N 1700000.00 1700000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.29% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2015-06-05 2015-06-05 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 1400000.00 1400000.00 0.0020 N 1400000.00 1400000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.19% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2015-06-05 2015-06-05 Y DELMARVA POWER & LIGHT N/A N/A N N 2300000.00 2300000.00 0.0033 N 2300000.00 2300000.00 Bucks County Indl. Dev. Auth. Rev. Bucks County Indl. Dev. Auth. Rev., 0.30% (Lutheran Cmnty. at Telford Healthcare Ctr., Inc. Proj.) Series 2007 B, LOC Citizens Bank of Pennsylvania VR 118612LM0 Variable Rate Demand Note First Tier Security 2015-06-05 2015-06-05 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 2105000.00 2105000.00 0.0030 N 2105000.00 2105000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.35% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2015-06-05 2015-06-05 Y NUCOR CORP N/A N/A N N 1100000.00 1100000.00 0.0016 N 1100000.00 1100000.00 Chicago Gen. Oblig. Chicago Gen. Oblig., 0.32% Series 2007 F, LOC JPMorgan Chase Bank VRDN 167486NV7 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 500000.00 500000.00 0.0007 N 500000.00 500000.00 Chicago Gen. Oblig. Chicago Gen. Oblig., 0.36% Series 2005 D1, LOC Bank of Montreal Chicago CD Prog. VRDN 167486NP0 Variable Rate Demand Note First Tier Security 2015-06-01 2015-06-01 Y BANK OF MONTREAL CHICAG BRH IL N/A N/A Y BANK OF MONTREAL CHICAG BRH IL N/A N/A N 600000.00 600000.00 0.0009 N 600000.00 600000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.35% (Motiva Enterprises LLC Proj.) Series 2010 C VRDN 735220AV7 Variable Rate Demand Note Second Tier Security 2015-06-01 2015-06-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 150000.00 150000.00 0.0002 N 150000.00 150000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.36% (Motiva Enterprises LLC Proj.) Series 2001 A VRDN 735220AT2 Variable Rate Demand Note Second Tier Security 2015-06-01 2015-06-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 200000.00 200000.00 0.0003 N 200000.00 200000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.36% (Motiva Enterprises LLC Proj.) Series 2009 A VRDN 735220AQ8 Variable Rate Demand Note Second Tier Security 2015-06-01 2015-06-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 300000.00 300000.00 0.0004 N 300000.00 300000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.36% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2015-06-01 2015-06-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 300000.00 300000.00 0.0004 N 300000.00 300000.00 Auburn Gen. Oblig. Auburn Gen. Oblig., 1.25% BAN 050411RT6 Other Municipal Debt First Tier Security 2015-09-15 2015-09-15 N N N 1200000.00 1203896.15 0.0017 N 1203984.00 1203984.00 Beverly Gen. Oblig. Beverly Gen. Oblig., 1.25% BAN 088095R71 Other Municipal Debt First Tier Security 2016-04-23 2016-04-23 N N N 1000000.00 1009354.34 0.0014 N 1009100.00 1009100.00 Cambridge Gen. Oblig. Cambridge Gen. Oblig., 3.00% Bonds Series 2013 132285T98 Other Municipal Debt Unrated Security 2016-02-15 2016-02-15 N N N 1900000.00 1937635.96 0.0028 N 1937335.00 1937335.00 Concord & Carlisle Reg'l. School District Concord & Carlisle Reg'l. School District, 1.50% BAN 206165HE5 Other Municipal Debt First Tier Security 2016-03-16 2016-03-16 N N N 2000000.00 2020798.52 0.0029 N 2019740.00 2019740.00 Danvers Gen. Oblig. Danvers Gen. Oblig., 1.00% BAN 236469Z47 Other Municipal Debt First Tier Security 2015-08-21 2015-08-21 N N N 1500000.00 1502668.66 0.0021 N 1502700.00 1502700.00 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 1.00% BAN 379713DF4 Other Municipal Debt First Tier Security 2015-08-14 2015-08-14 N N N 1800000.00 1803242.18 0.0026 N 1803276.00 1803276.00 Harvard Gen. Oblig. Harvard Gen. Oblig., 1.00% BAN 417452GC7 Other Municipal Debt First Tier Security 2015-06-25 2015-06-25 N N N 2587000.00 2588442.48 0.0037 N 2588526.33 2588526.33 Marblehead Gen. Oblig. Marblehead Gen. Oblig., 1.00% BAN 566081VJ1 Other Municipal Debt First Tier Security 2015-08-07 2015-08-07 N N N 1700000.00 1702772.40 0.0024 N 1702805.00 1702805.00 Marlborough Gen. Oblig. Marlborough Gen. Oblig., 0.75% BAN 570884S64 Other Municipal Debt First Tier Security 2015-06-19 2015-06-19 N N N 2100000.00 2100661.50 0.0030 N 2100693.00 2100693.00 Marshfield Gen. Oblig. Marshfield Gen. Oblig., 1.00% BAN 572835B54 Other Municipal Debt First Tier Security 2015-07-29 2015-07-29 N N N 3373000.00 3377652.34 0.0048 N 3377924.58 3377924.58 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.50% Bonds Series 2004 C 575579GA9 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 2200000.00 2209699.43 0.0031 N 2209834.00 2209834.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 4.00% Bonds Series 2012 B 57605ABC9 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1000000.00 1006488.67 0.0014 N 1006310.00 1006310.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds Series 2014 57605AFA9 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 3900000.00 3931794.28 0.0056 N 3930966.00 3930966.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.25% Bonds Series 2004 A 57604PNW0 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 125000.00 126021.87 0.0002 N 126043.75 126043.75 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.50% Bonds Series 9 57604PMK7 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 300000.00 302586.87 0.0004 N 302625.00 302625.00 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.09% Series 5, LOC TD Banknorth, NA, CP 57563P9U9 Other Municipal Debt First Tier Security 2015-08-06 2015-08-06 N Y TD BANK NA WILMINGTON DE N/A N/A N 900000.00 900000.00 0.0013 N 899946.00 899946.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% Series 1, LOC JPMorgan Chase Bank, CP 08R99MFC6 Other Municipal Debt First Tier Security 2015-07-16 2015-07-16 N Y JPMORGAN CHASE BANK NA N/A N/A N 1400000.00 1400000.00 0.0020 N 1400000.00 1400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series R1 57583R3U7 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N Y OBLIGOR BOSTON COLLEGE,MA N/A N/A 1400000.00 1405624.93 0.0020 N 1405502.00 1405502.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Bonds Series 2014 D 57582RCM6 Other Municipal Debt Unrated Security 2015-06-04 2016-02-01 N N N 2000000.00 2000028.64 0.0028 N 2000020.00 2000020.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.25% Bonds Series 2014 C 57582P7D6 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 5600000.00 5610566.53 0.0080 N 5610192.00 5610192.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.50% RAN Series 2014 C 57582P7H7 Other Municipal Debt First Tier Security 2015-06-25 2015-06-25 N N N 32900000.00 32929949.13 0.0468 N 32929939.00 32929939.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.85% Bonds Series 2004 C 57582NR56 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1400000.00 1408761.41 0.0020 N 1408470.00 1408470.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2011 B 57582PXN5 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1400000.00 1404398.93 0.0020 N 1404410.00 1404410.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2010 C 57582PWD8 Other Municipal Debt Unrated Security 2015-12-01 2015-12-01 N N N 300000.00 305641.45 0.0004 N 305706.00 305706.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.30% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2T1 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 1100000.00 1111546.00 0.0016 N 1111396.00 1111396.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 B 57582NY82 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 3135000.00 3160615.45 0.0045 N 3159829.20 3159829.20 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2R5 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 1970000.00 1993675.91 0.0028 N 1993777.90 1993777.90 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C 57582N2M6 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 350000.00 354097.26 0.0005 N 354165.00 354165.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2V6 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 1825000.00 1847088.69 0.0026 N 1847027.75 1847027.75 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2005 C, (Pre-Refunded to 9/1/2015 @ 100) 57582N2Y0 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 200000.00 202275.79 0.0003 N 202414.00 202414.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2008 A 57582PNH9 Other Municipal Debt Unrated Security 2015-09-01 2015-09-01 N N N 1250000.00 1265281.57 0.0018 N 1264875.00 1264875.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2010 C 57582PWE6 Other Municipal Debt Unrated Security 2015-12-01 2015-12-01 N N N 1190000.00 1218392.02 0.0017 N 1218512.40 1218512.40 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2004 B 57582NXD2 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1060000.00 1068943.63 0.0015 N 1068829.80 1068829.80 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDQ5 Other Municipal Debt Unrated Security 2015-11-01 2015-11-01 N N N 400000.00 408636.36 0.0006 N 408808.00 408808.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 06/16/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-06-16 2015-06-16 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1700000.00 1700000.00 0.0024 N 1699966.00 1699966.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 07/06/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-07-06 2015-07-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1700000.00 1700000.00 0.0024 N 1699949.00 1699949.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 07/07/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-07-07 2015-07-07 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1200000.00 1200000.00 0.0017 N 1199952.00 1199952.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 07/08/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-07-08 2015-07-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1400000.00 1400000.00 0.0020 N 1399944.00 1399944.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992TF9 Other Municipal Debt First Tier Security 2015-07-07 2015-07-07 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2800000.00 2800000.00 0.0040 N 2800000.00 2800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 08/03/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-08-03 2015-08-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1900000.00 1900000.00 0.0027 N 1899924.00 1899924.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 08/04/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-08-04 2015-08-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1500000.00 1500000.00 0.0021 N 1499940.00 1499940.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 08/06/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-08-06 2015-08-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1900000.00 1900000.00 0.0027 N 1899924.00 1899924.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 09/03/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-09-03 2015-09-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1900000.00 1900000.00 0.0027 N 1899848.00 1899848.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Series EE, CP 00N992TH5 Other Municipal Debt First Tier Security 2015-06-11 2015-06-11 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 3000000.00 3000000.00 0.0043 N 3000000.00 3000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Series EE, CP 00N992TL6 Other Municipal Debt First Tier Security 2015-07-09 2015-07-09 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 09/08/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-09-08 2015-09-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 2000000.00 2000000.00 0.0028 N 2000000.00 2000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 09/09/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-09-09 2015-09-09 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1400000.00 1400000.00 0.0020 N 1400000.00 1400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2010 A 57586ETE1 Other Municipal Debt Unrated Security 2015-10-01 2015-10-01 N N Y OBLIGOR NORTHEASTERN UNIV MA REV N/A N/A 1400000.00 1421834.20 0.0020 N 1421434.00 1421434.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.28% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 06/02/2015, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2015-06-02 2015-06-02 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1500000.00 1500000.00 0.0021 N 1500000.00 1500000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 06/04/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-06-04 2015-06-04 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 2000000.00 2000000.00 0.0028 N 2000000.00 2000000.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear #6 Proj.) Series 2012 A 575765ZP0 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 4600000.00 4617548.74 0.0066 N 4618078.00 4618078.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear Proj. #5) Series 2012 A 575765ZK1 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 575000.00 577247.10 0.0008 N 577259.75 577259.75 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear #4 Proj.) Series 2012 A 575765ZF2 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1000000.00 1003968.79 0.0014 N 1003930.00 1003930.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.07% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHL7 Other Municipal Debt First Tier Security 2015-06-11 2015-06-11 N Y TD BANK NA WILMINGTON DE N/A N/A N 5000000.00 5000000.00 0.0071 N 5000000.00 5000000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.08% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHH6 Other Municipal Debt First Tier Security 2015-06-11 2015-06-11 N Y TD BANK NA WILMINGTON DE N/A N/A N 1700000.00 1700000.00 0.0024 N 1700000.00 1700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Series A, LOC Bank of America NA, CP 19D99XCA1 Other Municipal Debt First Tier Security 2015-06-03 2015-06-03 N Y BANK OF AMERICA NA N/A N/A N 2100000.00 2100000.00 0.0030 N 2100000.00 2100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Series C, LOC Barclays Bank PLC, CP 19D99XBX2 Other Municipal Debt First Tier Security 2015-06-09 2015-06-09 N Y BARCLAYS BANK PLC N/A N/A N 1900000.00 1900000.00 0.0027 N 1899981.00 1899981.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Series B, LOC Citibank NA, CP 19D99XBY0 Other Municipal Debt First Tier Security 2015-07-13 2015-07-13 N Y CITIBANK NA N/A N/A N 2400000.00 2400000.00 0.0034 N 2399880.00 2399880.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Series C, LOC Barclays Bank PLC, CP 19D99XCB9 Other Municipal Debt First Tier Security 2015-08-05 2015-08-05 N Y BARCLAYS BANK PLC N/A N/A N 2000000.00 2000000.00 0.0028 N 2000000.00 2000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2015 A 576000QE6 Other Municipal Debt First Tier Security 2016-01-15 2016-01-15 N N N 10000000.00 10304896.89 0.0146 N 10296300.00 10296300.00 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.50% Bonds Series 2002 A 576004EB7 Other Municipal Debt Unrated Security 2015-06-01 2015-06-01 N N N 5435000.00 5435000.00 0.0077 N 5435000.00 5435000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.08% Series 99, LOC State Street Bank & Trust Co., Boston, CP 48X990AE4 Other Municipal Debt First Tier Security 2015-08-06 2015-08-06 N Y STATE ST BK & TR CO BOSTON N/A N/A N 2000000.00 2000000.00 0.0028 N 2000000.00 2000000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.09% Series 1999, LOC State Street Bank & Trust Co., Boston, CP 48X990AD6 Other Municipal Debt First Tier Security 2015-08-06 2015-08-06 N Y STATE ST BK & TR CO BOSTON N/A N/A N 2200000.00 2200000.00 0.0031 N 2199868.00 2199868.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2014 D 576051JH0 Other Municipal Debt Unrated Security 2015-08-01 2015-08-01 N N N 1075000.00 1083720.19 0.0015 N 1083514.00 1083514.00 Peabody Gen. Oblig. Peabody Gen. Oblig., 1.25% BAN 7045734X9 Other Municipal Debt First Tier Security 2016-03-24 2016-03-24 N N N 1900000.00 1916618.09 0.0027 N 1915884.00 1915884.00 Pittsfield Gen. Oblig. Pittsfield Gen. Oblig., 1.25% BAN 725463U43 Other Municipal Debt First Tier Security 2016-04-01 2016-04-01 N N N 1500000.00 1513223.63 0.0021 N 1512720.00 1512720.00 Quincy Gen. Oblig. Quincy Gen. Oblig., 1.25% BAN 748508JA7 Other Municipal Debt First Tier Security 2016-01-22 2016-01-22 N N N 2900000.00 2920501.17 0.0041 N 2919488.00 2919488.00 Quincy Gen. Oblig. Quincy Gen. Oblig., 2.50% Bonds Series 2014 748508FY9 Other Municipal Debt Unrated Security 2015-06-01 2015-06-01 N N N 1245000.00 1245000.00 0.0018 N 1245000.00 1245000.00 Revere Gen. Oblig. Revere Gen. Oblig., 1.25% BAN 761440ZN9 Other Municipal Debt First Tier Security 2016-04-15 2016-04-15 N N N 1600000.00 1614751.12 0.0023 N 1614336.00 1614336.00 Shrewsbury Gen. Oblig. Shrewsbury Gen. Oblig., 4.00% Bonds 825502VC8 Other Municipal Debt Unrated Security 2015-08-15 2015-08-15 N N N 1625000.00 1637868.06 0.0023 N 1637577.50 1637577.50 Somerville Gen. Oblig. Somerville Gen. Oblig., 0.75% BAN 835240J78 Other Municipal Debt First Tier Security 2015-06-12 2015-06-12 N N N 2800000.00 2800530.54 0.0040 N 2800560.00 2800560.00 Westborough Gen. Oblig. Westborough Gen. Oblig., 1.00% BAN 957144E20 Other Municipal Debt First Tier Security 2015-08-14 2015-08-14 N N N 1600000.00 1602882.06 0.0023 N 1602912.00 1602912.00 Westfield Gen. Oblig. Westfield Gen. Oblig., 1.25% BAN 960096Q40 Other Municipal Debt First Tier Security 2016-04-01 2016-04-01 N N N 1300000.00 1311677.74 0.0019 N 1311245.00 1311245.00 Winchester Gen. Oblig. Winchester Gen. Oblig., 0.50% BAN 973024C83 Other Municipal Debt First Tier Security 2015-07-02 2015-07-02 N N N 4700000.00 4701592.72 0.0067 N 4701739.00 4701739.00 Worcester Gen. Oblig. Worcester Gen. Oblig., 1.25% BAN 981306JL8 Other Municipal Debt First Tier Security 2015-12-17 2015-12-17 N N N 1000000.00 1006064.76 0.0014 N 1005870.00 1005870.00 Worcester Gen. Oblig. Worcester Gen. Oblig., 4.00% Bonds Series 2012 981306DB6 Other Municipal Debt Unrated Security 2015-11-01 2015-11-01 N N N 1000000.00 1015862.38 0.0014 N 1015650.00 1015650.00 Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 0.16% Bonds Series 2010 A1, tender 10/01/2015, (Liquidity Facility Royal Bank of Canada) 56036YEL5 Other Municipal Debt First Tier Security 2015-10-01 2015-10-01 Y ROYAL BANK OF CANADA N/A N/A N N 2600000.00 2600000.00 0.0037 N 2600000.00 2600000.00 Prince William County Indl. Dev. Auth. Poll. Cont. Rev. Prince William County Indl. Dev. Auth. Poll. Cont. Rev., 0.35% Bonds (Virginia Elec. & Pwr. Co. Proj.) Series 1986, tender 06/11/2015, CP Mode 741754AA3 Other Municipal Debt Second Tier Security 2015-06-11 2015-06-11 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 1400000.00 1400000.00 0.0020 N 1400000.00 1400000.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.10% 31635A501 Investment Company First Tier Security 2015-06-05 2015-06-05 N N N 82754689.00 82754688.59 0.1175 N 82754688.59 82754688.59