N-MFP LIVE N 2015-06-30 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 29 30 685463970.59 13764226.82 9653.32 699218544.09 0.0009 1.0014 2015-06-30 1.0014 2015-06-30 C000019442 25000.00 218200136.05 1.00 -3072918.25 3907296.50 6980214.75 0.0001 1.0017 2015-06-30 1.0017 2015-06-30 C000047913 1000000.00 480918213.76 1.00 -1852472.90 14180438.92 16032911.82 0.0001 1.0013 2015-06-30 1.0013 2015-06-30 C000047914 1000000.00 100194.28 1.00 0.85 0.85 0.00 0.0001 1.0013 2015-06-30 1.0013 2015-06-30 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.07% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0178 N 12430000.00 12430000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.07% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0245 N 17150000.00 17150000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.07% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 6300000.00 6300000.00 0.0090 N 6300000.00 6300000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.09% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3555000.00 3555000.00 0.0051 N 3555000.00 3555000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Partners HealthCare Sys. Proj.) Series 2014 M1, LOC U.S. Bank NA, Cincinnati VRDN 57583UB49 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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 0.0086 N 6000000.00 6000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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., 0.04% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.05% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y TD BANK NA WILMINGTON DE N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 11760000.00 11760000.00 0.0168 N 11760000.00 11760000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.05% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0396 N 27665000.00 27665000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.06% (Smith College Proj.) Series 2001 VRDN 57583FWB3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.06% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (YMCA of Greater Worcester Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGP4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (Boston Univ. Proj.) Series U-5B, LOC Fed. Home Ln. Bank of Boston VRDN 57583RP58 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4800000.00 4800000.00 0.0069 N 4800000.00 4800000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0330 N 23100000.00 23100000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.08% (Williston Northampton School Proj.) Series 2010, LOC TD Banknorth, NA VRDN 57583RZ40 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.09% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 5325000.00 5325000.00 0.0076 N 5325000.00 5325000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 1935000.00 1935000.00 0.0028 N 1935000.00 1935000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.10% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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 Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Series 2006 A, (Liquidity Facility Wells Fargo Bank NA) VRDN 57582N4G7 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y WELLS FARGO BK NATL ASSN N/A N/A N N 8200000.00 8200000.00 0.0117 N 8200000.00 8200000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% (Central Artery Proj.) Series 2000 B, (Liquidity Facility Bank of America NA) VRDN 575827R51 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y BANK OF AMERICA NA N/A N/A N N 5090000.00 5090000.00 0.0073 N 5090000.00 5090000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% Series 1997 B, (Liquidity Facility TD Banknorth, NA) VRDN 575827KH2 Variable Rate Demand Note First Tier Security 2015-07-02 2015-07-07 Y TD BANK NA WILMINGTON DE N/A N/A N N 2000000.00 2000000.00 0.0029 N 2000000.00 2000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 4000000.00 4000000.00 0.0057 N 4000000.00 4000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 14400000.00 14400000.00 0.0206 N 14400000.00 14400000.00 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 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 7800000.00 7800000.00 0.0112 N 7800000.00 7800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.08% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.09% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4800000.00 4800000.00 0.0069 N 4800000.00 4800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.10% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0256 N 17900000.00 17900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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 0.0287 N 20100000.00 20100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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., 0.02% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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., 0.03% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 1600000.00 1600000.00 0.0023 N 1600000.00 1600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2015-07-01 2015-07-01 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., 0.05% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 15000000.00 15000000.00 0.0215 N 15000000.00 15000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% (Dana-Farber Cancer Institute Proj.) Series 2008 L1, LOC JPMorgan Chase Bank VRDN 57586CY90 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.05% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 4385000.00 4385000.00 0.0063 N 4385000.00 4385000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 12925000.00 12925000.00 0.0185 N 12925000.00 12925000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.06% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 6000000.00 6000000.00 0.0086 N 6000000.00 6000000.00 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 2015-07-07 2015-07-07 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% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (CIL Realty of Massachusetts Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% (Amherst College Proj.) Series 1996 F VRDN 57585JMX6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0081 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0143 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0046 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.12% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.12% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 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 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9100000.00 9100000.00 0.0130 N 9100000.00 9100000.00 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 2015-07-07 2015-07-07 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., 0.06% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0029 N 2000000.00 2000000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.07% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 0.0047 N 3255000.00 3255000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.07% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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 Port Auth. Rev. Massachusetts Port Auth. Rev., 0.05% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% Participating VRDN Series EGL 14 0045, (Liquidity Facility Citibank NA) 576000QC0 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 16800000.00 16800000.00 0.0240 N 16800000.00 16800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% Participating VRDN Series EGL 14 0012, (Liquidity Facility Citibank NA) 576000PV9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 8200000.00 8200000.00 0.0117 N 8200000.00 8200000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series EGL 14 0011, (Liquidity Facility Citibank NA) 576000PT4 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y CITIBANK NA N/A N/A N N 18100000.00 18100000.00 0.0259 N 18100000.00 18100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.07% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.08% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.09% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 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., 0.09% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0114 N 7985000.00 7985000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.07% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 5500000.00 5500000.00 0.0079 N 5500000.00 5500000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.15% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 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., 0.27% (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 2015-07-07 2015-07-07 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 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.25% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 1400000.00 1400000.00 0.0020 N 1400000.00 1400000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.36% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2015-07-07 2015-07-07 Y NUCOR CORP N/A N/A N N 1100000.00 1100000.00 0.0016 N 1100000.00 1100000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.20% (Motiva Enterprises LLC Proj.) Series 2001 A VRDN 735220AT2 Variable Rate Demand Note Second Tier Security 2015-07-01 2015-07-01 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., 0.20% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2015-07-01 2015-07-01 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., 0.20% (Motiva Enterprises LLC Proj.) Series 2009 A VRDN 735220AQ8 Variable Rate Demand Note Second Tier Security 2015-07-01 2015-07-01 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., 0.21% (Motiva Enterprises LLC Proj.) Series 2010 C VRDN 735220AV7 Variable Rate Demand Note Second Tier Security 2015-07-01 2015-07-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 150000.00 150000.00 0.0002 N 150000.00 150000.00 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 1202793.47 0.0017 N 1202856.00 1202856.00 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 1008496.15 0.0014 N 1007930.00 1007930.00 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 1933276.58 0.0028 N 1932205.00 1932205.00 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 2018639.51 0.0029 N 2017380.00 2017380.00 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 1501680.27 0.0021 N 1501665.00 1501665.00 Eastham Massachusetts Eastham Massachusetts, 2.00% BAN 277281HD6 Other Municipal Debt First Tier Security 2016-06-30 2016-06-30 N N N 2000000.00 2033189.07 0.0029 N 2032800.00 2032800.00 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 1801927.78 0.0026 N 1801980.00 1801980.00 Holden Massachusetts Gen. Oblig. Holden Massachusetts Gen. Oblig., 2.00% BAN 434830QX6 Other Municipal Debt First Tier Security 2016-06-17 2016-06-17 N N N 2200000.00 2235847.91 0.0032 N 2235420.00 2235420.00 Lexington Gen. Oblig. Lexington Gen. Oblig., 1.25% BAN Series 2015 B 529284J69 Other Municipal Debt Unrated Security 2016-06-10 2016-06-10 N N N 1366000.00 1377535.76 0.0020 N 1377406.10 1377406.10 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 1701531.03 0.0024 N 1701564.00 1701564.00 Marlborough Gen. Oblig. Marlborough Gen. Oblig., 1.50% BAN 570884S72 Other Municipal Debt First Tier Security 2016-06-17 2016-06-17 N N N 3805229.00 3850085.54 0.0055 N 3849369.66 3849369.66 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 3375245.96 0.0048 N 3375428.56 3375428.56 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 2200000.00 0.0031 N 2200000.00 2200000.00 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 1003297.52 0.0014 N 1003140.00 1003140.00 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 3916157.75 0.0056 N 3915405.00 3915405.00 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 125519.31 0.0002 N 125520.00 125520.00 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 301314.64 0.0004 N 301308.00 301308.00 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 899982.00 899982.00 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 1400000.00 0.0020 N 1400000.00 1400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.07% Bonds Series 2014 D 57582RCM6 Other Municipal Debt Unrated Security 2015-07-02 2016-02-01 N N N 2000000.00 2000014.55 0.0029 N 2000000.00 2000000.00 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 5605369.88 0.0080 N 5605096.00 5605096.00 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 1404452.52 0.0020 N 1404298.00 1404298.00 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 1400000.00 0.0020 N 1400000.00 1400000.00 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 304716.62 0.0004 N 304623.00 304623.00 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 1107781.00 0.0016 N 1107128.00 1107128.00 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 3148017.69 0.0045 N 3147634.05 3147634.05 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 2090000.00 2106966.16 0.0030 N 2106845.40 2106845.40 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 1839885.85 0.0026 N 1838760.50 1838760.50 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 1985955.50 0.0028 N 1984853.80 1984853.80 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 352761.20 0.0005 N 352821.00 352821.00 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 201533.68 0.0003 N 201508.00 201508.00 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 1213737.59 0.0017 N 1213228.80 1213228.80 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 1064545.13 0.0015 N 1064494.40 1064494.40 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 406942.96 0.0006 N 406816.00 406816.00 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 1700000.00 1700000.00 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 1199988.00 1199988.00 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 1399986.00 1399986.00 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 1899981.00 1899981.00 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 1499985.00 1499985.00 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 1899981.00 1899981.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Series EE, CP 00N992TN2 Other Municipal Debt First Tier Security 2015-08-11 2015-08-11 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2000000.00 2000000.00 0.0029 N 2000000.00 2000000.00 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 1899924.00 1899924.00 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 0.0029 N 2000040.00 2000040.00 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 1400028.00 1400028.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 09/21/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-09-21 2015-09-21 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1800000.00 1800000.00 0.0026 N 1800000.00 1800000.00 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 1416465.13 0.0020 N 1415372.00 1415372.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds Series 2009 A 57586ECR0 Other Municipal Debt Unrated Security 2015-11-15 2015-11-15 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1000000.00 1018159.04 0.0015 N 1017000.00 1017000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 07/16/2015, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2015-07-16 2015-07-16 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1400000.00 1400000.00 0.0020 N 1400000.00 1400000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 07/17/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-07-17 2015-07-17 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 2000000.00 2000000.00 0.0029 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 #4 Proj.) Series 2012 A 575765ZF2 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev. Massachusetts Muni. Wholesale Elec. Co. Pwr. Supply Sys. Rev., 5.00% Bonds (Nuclear #5 Proj.) Series 2012 A 575765ZK1 Other Municipal Debt Unrated Security 2015-07-01 2015-07-01 N N N 575000.00 575000.00 0.0008 N 575000.00 575000.00 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 4600000.00 0.0066 N 4600000.00 4600000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.07% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHP8 Other Municipal Debt First Tier Security 2015-07-21 2015-07-21 N Y TD BANK NA WILMINGTON DE N/A N/A N 5000000.00 5000000.00 0.0072 N 4999950.00 4999950.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.09% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHQ6 Other Municipal Debt First Tier Security 2015-09-10 2015-09-10 N Y TD BANK NA WILMINGTON DE N/A N/A N 2000000.00 2000000.00 0.0029 N 1999960.00 1999960.00 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 2399976.00 2399976.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.09% Series C, LOC Barclays Bank PLC, CP 19D99XCE3 Other Municipal Debt First Tier Security 2015-09-01 2015-09-01 N Y BARCLAYS BANK PLC N/A N/A N 2000000.00 2000000.00 0.0029 N 1999960.00 1999960.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.09% Series A, LOC Bank of America NA, CP 19D99XCD5 Other Municipal Debt First Tier Security 2015-10-05 2015-10-05 N Y BANK OF AMERICA NA N/A N/A N 3800000.00 3800000.00 0.0054 N 3800114.00 3800114.00 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 0.0029 N 2000020.00 2000020.00 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 10264778.88 0.0147 N 10252300.00 10252300.00 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 0.0029 N 2000020.00 2000020.00 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 2199956.00 2199956.00 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 1079431.57 0.0015 N 1079310.75 1079310.75 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 1914939.50 0.0027 N 1913984.00 1913984.00 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 1511922.95 0.0022 N 1510650.00 1510650.00 Pittsfield Gen. Oblig. Pittsfield Gen. Oblig., 1.50% BAN 725463U50 Other Municipal Debt First Tier Security 2016-04-01 2016-04-01 N N N 2000000.00 2018248.21 0.0029 N 2017960.00 2017960.00 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 2917884.00 0.0042 N 2917284.00 2917284.00 Quincy Gen. Oblig. Quincy Gen. Oblig., 2.00% BAN 748508KN7 Other Municipal Debt First Tier Security 2016-06-17 2016-06-17 N N N 3121000.00 3172156.96 0.0045 N 3171497.78 3171497.78 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 1613363.87 0.0023 N 1612464.00 1612464.00 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 1632720.83 0.0023 N 1632442.50 1632442.50 Somerville Gen. Oblig. Somerville Gen. Oblig., 1.50% BAN Series 2015 B 835240J94 Other Municipal Debt First Tier Security 2016-06-10 2016-06-10 N N N 3200000.00 3236991.56 0.0046 N 3236672.00 3236672.00 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 1601713.66 0.0023 N 1601760.00 1601760.00 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 1310529.11 0.0019 N 1309724.00 1309724.00 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 4700051.38 0.0067 N 4700047.00 4700047.00 Worcester Gen. Oblig. Worcester Gen. Oblig., 1.00% BAN 981306JN4 Other Municipal Debt First Tier Security 2015-12-17 2015-12-17 N N N 1500000.00 1505804.18 0.0022 N 1505805.00 1505805.00 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 1005150.48 0.0014 N 1005020.00 1005020.00 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 1012752.11 0.0014 N 1012090.00 1012090.00 Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 0.13% Bonds Series 2010 A1, tender 07/02/2015, (Liquidity Facility Royal Bank of Canada) 56036YEL5 Other Municipal Debt First Tier Security 2015-07-02 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 Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.24% Bonds (Louisville Gas & Elec. Co. Proj.) Series 2001 A, tender 08/06/2015, CP Mode 473044BV6 Other Municipal Debt Second Tier Security 2015-08-06 2015-08-06 N N Y OBLIGOR LOUISVILLE GAS & ELECTRIC CO N/A N/A 1500000.00 1500000.00 0.0021 N 1500000.00 1500000.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.05% 31635A501 Investment Company First Tier Security 2015-07-07 2015-07-07 N N N 93871689.00 93871688.59 0.1343 N 93871688.59 93871688.59