N-MFP LIVE N 2015-10-31 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 35 35 662914383.40 6208056.39 286736.23 668835703.56 0.0005 1.0016 2015-10-30 1.0016 2015-10-30 C000019442 25000.00 210004125.03 1.00 -3008394.33 2155483.34 5163877.67 0.0001 1.0019 2015-10-30 1.0019 2015-10-30 C000047913 1000000.00 458731371.26 1.00 -4603785.80 3331988.75 7935774.55 0.0001 1.0015 2015-10-30 1.0015 2015-10-30 C000047914 1000000.00 100207.27 1.00 0.82 0.82 0.00 0.0001 1.0015 2015-10-30 1.0015 2015-10-30 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.01% Participating VRDN Series BBT 08 58, (Liquidity Facility Branch Banking & Trust Co.) 07330CTU3 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12430000.00 12430000.00 0.0186 N 12430000.00 12430000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.01% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0256 N 17150000.00 17150000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.01% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 6300000.00 6300000.00 0.0094 N 6300000.00 6300000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.03% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3515000.00 3515000.00 0.0053 N 3515000.00 3515000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2385000.00 2385000.00 0.0036 N 2385000.00 2385000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Partners HealthCare Sys. Proj.) Series 2014 M1, LOC U.S. Bank NA, Cincinnati VRDN 57583UB49 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 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 0.0090 N 6000000.00 6000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Smith College Proj.) Series 2007, (Liquidity Facility TD Banknorth, NA) VRDN 57583R2R5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y TD BANK NA WILMINGTON DE N/A N/A N Y OBLIGOR SMITH COLLEGE, MA N/A N/A 11760000.00 11760000.00 0.0176 N 11760000.00 11760000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 5400000.00 5400000.00 0.0081 N 5400000.00 5400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 0.0049 N 3300000.00 3300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3600000.00 3600000.00 0.0054 N 3600000.00 3600000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y FEDERAL HOME LN BK OF BOSTON N/A N/A Y FEDERAL HOME LN BK OF BOSTON N/A N/A N 26690000.00 26690000.00 0.0399 N 26690000.00 26690000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4755000.00 4755000.00 0.0071 N 4755000.00 4755000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y BARCLAYS BANK PLC N/A N/A N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 4500000.00 4500000.00 0.0067 N 4500000.00 4500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 4555000.00 4555000.00 0.0068 N 4555000.00 4555000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.01% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 22870000.00 22870000.00 0.0342 N 22870000.00 22870000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.03% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 5325000.00 5325000.00 0.0080 N 5325000.00 5325000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 3700000.00 3700000.00 0.0055 N 3700000.00 3700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.04% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 1935000.00 1935000.00 0.0029 N 1935000.00 1935000.00 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 2015-11-02 2015-11-02 Y WELLS FARGO BK NATL ASSN N/A N/A N N 8200000.00 8200000.00 0.0123 N 8200000.00 8200000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% (Central Artery Proj.) Series 2000 B, (Liquidity Facility Bank of America NA) VRDN 575827R51 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y BANK OF AMERICA NA N/A N/A N N 5990000.00 5990000.00 0.0090 N 5990000.00 5990000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 7800000.00 7800000.00 0.0117 N 7800000.00 7800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 4000000.00 4000000.00 0.0060 N 4000000.00 4000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 14400000.00 14400000.00 0.0215 N 14400000.00 14400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0052 N 3500000.00 3500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.03% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 4800000.00 4800000.00 0.0072 N 4800000.00 4800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.04% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0268 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 2015-11-02 2015-11-02 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 0.0301 N 20100000.00 20100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 975000.00 975000.00 0.0015 N 975000.00 975000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 1600000.00 1600000.00 0.0024 N 1600000.00 1600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 1315000.00 1315000.00 0.0020 N 1315000.00 1315000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 Variable Rate Demand Note First Tier Security 2015-11-02 2015-11-02 Y AMHERST COLLEGE N/A N/A N N 2900000.00 2900000.00 0.0043 N 2900000.00 2900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y WELLESLEY COLLEGE, MA N/A N/A N N 1400000.00 1400000.00 0.0021 N 1400000.00 1400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (CIL Realty of Massachusetts Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y HSBC BANK USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 1005000.00 1005000.00 0.0015 N 1005000.00 1005000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 0.0037 N 2500000.00 2500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y AMHERST COLLEGE N/A N/A N N 1450000.00 1450000.00 0.0022 N 1450000.00 1450000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Amherst College Proj.) Series 1996 F VRDN 57585JMX6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y AMHERST COLLEGE N/A N/A N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y WILLIAMS COLLEGE, MA N/A N/A N N 466000.00 466000.00 0.0007 N 466000.00 466000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y WELLESLEY COLLEGE, MA N/A N/A N N 4385000.00 4385000.00 0.0066 N 4385000.00 4385000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 15000000.00 15000000.00 0.0224 N 15000000.00 15000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 13025000.00 13025000.00 0.0195 N 13025000.00 13025000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.01% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 6000000.00 6000000.00 0.0090 N 6000000.00 6000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0048 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0085 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 4495000.00 4495000.00 0.0067 N 4495000.00 4495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0150 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 Y BARCLAYS BANK PLC N/A N/A N N 2550000.00 2550000.00 0.0038 N 2550000.00 2550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0083 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8985000.00 8985000.00 0.0134 N 8985000.00 8985000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2200000.00 2200000.00 0.0033 N 2200000.00 2200000.00 Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.01% Series 2009 A, LOC Bank of New York, New York VRDN 57586NDU2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 1985000.00 1985000.00 0.0030 N 1985000.00 1985000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.01% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 2815000.00 2815000.00 0.0042 N 2815000.00 2815000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.01% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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 0.0012 N 800000.00 800000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.01% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y STATE ST BK & TR CO BOSTON N/A N/A Y STATE ST BK & TR CO BOSTON N/A N/A N 4400000.00 4400000.00 0.0066 N 4400000.00 4400000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 14 0011, (Liquidity Facility Citibank NA) 576000PT4 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 18100000.00 18100000.00 0.0271 N 18100000.00 18100000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 14 0045, (Liquidity Facility Citibank NA) 576000QC0 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 16800000.00 16800000.00 0.0251 N 16800000.00 16800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 07 0031, (Liquidity Facility Citibank NA) 576000FL2 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 3000000.00 3000000.00 0.0045 N 3000000.00 3000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 14 0012, (Liquidity Facility Citibank NA) 576000PV9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 8200000.00 8200000.00 0.0123 N 8200000.00 8200000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y CITIBANK NA N/A N/A N N 1500000.00 1500000.00 0.0022 N 1500000.00 1500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.02% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 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., 0.02% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y ROYAL BANK OF CANADA N/A N/A N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 1425000.00 1425000.00 0.0021 N 1425000.00 1425000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0119 N 7985000.00 7985000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.01% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 Variable Rate Demand Note First Tier Security 2015-11-06 2015-11-06 Y LANDESBANK HESS-THURNGN (GTD) N/A N/A Y LANDESBANK HESS-THURNGN (GTD) N/A N/A N 5500000.00 5500000.00 0.0082 N 5500000.00 5500000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.21% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 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 2001 A VRDN 735220AT2 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 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., 0.21% (Motiva Enterprises LLC Proj.) Series 2010 C VRDN 735220AV7 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 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., 0.21% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AX3 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 Y MOTIVA ENTERPRISES LLC 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., 0.21% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AW5 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 Y MOTIVA ENTERPRISES LLC N/A N/A N N 700000.00 700000.00 0.0010 N 700000.00 700000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.21% (Motiva Enterprises LLC Proj.) Series 2009 A VRDN 735220AQ8 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 Y MOTIVA ENTERPRISES LLC N/A N/A N N 300000.00 300000.00 0.0004 N 300000.00 300000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.09% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 Y DELMARVA POWER & LIGHT N/A N/A N N 2300000.00 2300000.00 0.0034 N 2300000.00 2300000.00 Bucks County Indl. Dev. Auth. Rev. Bucks County Indl. Dev. Auth. Rev., 0.22% (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 2015-11-06 2015-11-06 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 2105000.00 2105000.00 0.0031 N 2105000.00 2105000.00 Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.22% (Georgia Pwr. Co. Plant Vogtle Proj.) Series 2013 VRDN 121342NS4 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 Y GEORGIA POWER CO N/A N/A N N 600000.00 600000.00 0.0009 N 600000.00 600000.00 Coweta County Dev. Auth. Poll. Cont. Rev. Coweta County Dev. Auth. Poll. Cont. Rev., 0.19% (Georgia Pwr. Co. Plant Yates Proj.) Series 2006 VRDN 223657AQ0 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 Y GEORGIA POWER CO N/A N/A N N 700000.00 700000.00 0.0010 N 700000.00 700000.00 Monroe County Dev. Auth. Poll. Cont. Rev. Monroe County Dev. Auth. Poll. Cont. Rev., 0.19% (Georgia Pwr. Co. Plant Scherer Proj.) Series 1997 VRDN 610530ED5 Variable Rate Demand Note Second Tier Security 2015-11-02 2015-11-02 Y GEORGIA POWER CO N/A N/A N N 300000.00 300000.00 0.0004 N 300000.00 300000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.13% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2015-11-06 2015-11-06 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 1400000.00 1400000.00 0.0021 N 1400000.00 1400000.00 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 2015-11-06 2015-11-06 Y NUCOR CORP N/A N/A N N 1100000.00 1100000.00 0.0016 N 1100000.00 1100000.00 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 1004977.54 0.0015 N 1005310.00 1005310.00 Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.07% Series A, LOC State Street Bank & Trust Co., Boston, CP 1010299P3 Other Municipal Debt First Tier Security 2016-01-07 2016-01-07 N Y STATE ST BK & TR CO BOSTON N/A N/A N 600000.00 600000.00 0.0009 N 600054.00 600054.00 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 1915403.13 0.0029 N 1915504.00 1915504.00 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 2009787.54 0.0030 N 2010180.00 2010180.00 Danvers Gen. Oblig. Danvers Gen. Oblig., 2.00% BAN 236469Z62 Other Municipal Debt First Tier Security 2016-08-19 2016-08-19 N N N 1200000.00 1216412.97 0.0018 N 1216596.00 1216596.00 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 2022004.81 0.0030 N 2023760.00 2023760.00 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 2.00% BAN Series 2015 379713EP1 Other Municipal Debt First Tier Security 2016-08-12 2016-08-12 N N N 1900000.00 1925364.22 0.0029 N 1925954.00 1925954.00 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 2223321.51 0.0033 N 2225124.00 2225124.00 Lexington Gen. Oblig. Lexington Gen. Oblig., 1.25% BAN Series 2015 B 529284J69 Other Municipal Debt First Tier Security 2016-06-10 2016-06-10 N N N 1366000.00 1373423.01 0.0021 N 1374578.48 1374578.48 Marblehead Gen. Oblig. Marblehead Gen. Oblig., 2.00% BAN 566081WF8 Other Municipal Debt First Tier Security 2016-08-05 2016-08-05 N N N 1200000.00 1215351.10 0.0018 N 1215888.00 1215888.00 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 3834411.24 0.0057 N 3837535.39 3837535.39 Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.50% Bonds Series A 575579XK8 Other Municipal Debt Unrated Security 2016-07-01 2016-07-01 N N N 745000.00 771003.84 0.0012 N 770911.10 770911.10 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 4.00% Bonds Series 2010 A 57604P3Z5 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 1675000.00 1722078.92 0.0026 N 1722017.25 1722017.25 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.09% Series 5, LOC TD Banknorth, NA, CP 57563P9W5 Other Municipal Debt First Tier Security 2016-02-10 2016-02-10 N Y TD BANK NA WILMINGTON DE N/A N/A N 900000.00 900000.00 0.0013 N 900072.00 900072.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.03% Series 1, LOC JPMorgan Chase Bank, CP 08R99MFH5 Other Municipal Debt First Tier Security 2015-11-30 2015-11-30 N Y JPMORGAN CHASE BANK NA N/A N/A N 800000.00 800000.00 0.0012 N 800000.00 800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Bonds Series 2014 D 57582RCM6 Other Municipal Debt Unrated Security 2015-11-05 2016-02-01 N N N 2000000.00 2000000.00 0.0030 N 1999980.00 1999980.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2015 A 57582RFB7 Other Municipal Debt First Tier Security 2016-04-27 2016-04-27 N N N 9700000.00 9788212.08 0.0146 N 9788076.00 9788076.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2015 B 57582RFD3 Other Municipal Debt First Tier Security 2016-05-25 2016-05-25 N N N 13000000.00 13134856.73 0.0196 N 13134680.00 13134680.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2015 C 57582RFC5 Other Municipal Debt First Tier Security 2016-06-22 2016-06-22 N N N 4800000.00 4855486.92 0.0073 N 4855728.00 4855728.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 4.00% Bonds Series 2007 A 57582PVX5 Other Municipal Debt Unrated Security 2015-12-01 2015-12-01 N N N 500000.00 501609.09 0.0007 N 501580.00 501580.00 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 300924.83 0.0004 N 300948.00 300948.00 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 1194654.43 0.0018 N 1194712.40 1194712.40 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2009 B 57582PRU6 Other Municipal Debt Unrated Security 2016-07-01 2016-07-01 N N N 2940000.00 3031719.42 0.0045 N 3032786.40 3032786.40 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDQ5 Other Municipal Debt First Tier Security 2015-11-01 2015-11-01 N N N 400000.00 400000.00 0.0006 N 400060.00 400060.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2002 C 57582NDN2 Other Municipal Debt First Tier Security 2015-11-01 2015-11-01 N N N 1840000.00 1840000.00 0.0028 N 1840276.00 1840276.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Series EE, CP 00N992UG5 Other Municipal Debt First Tier Security 2015-12-01 2015-12-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2000000.00 2000000.00 0.0030 N 2000020.00 2000020.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% Series EE, CP 00N992UC4 Other Municipal Debt First Tier Security 2015-11-04 2015-11-04 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2000000.00 2000000.00 0.0030 N 2000000.00 2000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% Series EE, CP 00N992UB6 Other Municipal Debt First Tier Security 2015-11-05 2015-11-05 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 2484000.00 2484000.00 0.0037 N 2484024.84 2484024.84 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 01/15/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-01-15 2016-01-15 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1700000.00 1700000.00 0.0025 N 1700068.00 1700068.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 11/02/2015, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2015-11-02 2015-11-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1900000.00 1900000.00 0.0028 N 1900000.00 1900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 02/04/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-02-04 2016-02-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1900000.00 1900000.00 0.0028 N 1900304.00 1900304.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 02/08/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-02-08 2016-02-08 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1340000.00 1340000.00 0.0020 N 1340187.60 1340187.60 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 03/01/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-03-01 2016-03-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1700000.00 1700000.00 0.0025 N 1700051.00 1700051.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 03/02/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-03-02 2016-03-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1200000.00 1200000.00 0.0018 N 1200000.00 1200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 03/03/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-03-03 2016-03-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1340000.00 1340000.00 0.0020 N 1340000.00 1340000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 02/01/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-02-01 2016-02-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1900000.00 1900000.00 0.0028 N 1900152.00 1900152.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 12/03/2015, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2015-12-03 2015-12-03 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1900000.00 1900000.00 0.0028 N 1900133.00 1900133.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.10% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 01/04/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-01-04 2016-01-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1500000.00 1500000.00 0.0022 N 1500195.00 1500195.00 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 1001855.67 0.0015 N 1001740.00 1001740.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 12/09/2015, CP Mode 575856BF5 Other Municipal Debt Second Tier Security 2015-12-09 2015-12-09 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 500000.00 500000.00 0.0007 N 500000.00 500000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.48% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 11/12/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-11-12 2015-11-12 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 900000.00 900000.00 0.0013 N 900009.00 900009.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.48% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 11/13/2015, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2015-11-13 2015-11-13 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1700000.00 1700000.00 0.0025 N 1700017.00 1700017.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.04% Series 2012 A, LOC TD Banknorth, NA, CP 57599LHY9 Other Municipal Debt First Tier Security 2015-11-10 2015-11-10 N Y TD BANK NA WILMINGTON DE N/A N/A N 1900000.00 1900000.00 0.0028 N 1900019.00 1900019.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.05% Series 2012 A, LOC TD Banknorth, NA, CP 57599LJB7 Other Municipal Debt First Tier Security 2016-01-13 2016-01-13 N Y TD BANK NA WILMINGTON DE N/A N/A N 700000.00 700000.00 0.0010 N 700000.00 700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Series B, LOC Citibank NA, CP 19D99XCU7 Other Municipal Debt First Tier Security 2015-11-09 2015-11-09 N Y CITIBANK NA N/A N/A N 3300000.00 3300000.00 0.0049 N 3300000.00 3300000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Series B, LOC Citibank NA, CP 19D99XCX1 Other Municipal Debt First Tier Security 2015-11-19 2015-11-19 N Y CITIBANK NA N/A N/A N 2400000.00 2400000.00 0.0036 N 2400024.00 2400024.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.04% Series A, LOC Bank of America NA, CP 19D99XCV5 Other Municipal Debt First Tier Security 2016-01-15 2016-01-15 N Y BANK OF AMERICA NA N/A N/A N 3800000.00 3800000.00 0.0057 N 3800076.00 3800076.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Series C, LOC Barclays Bank PLC, CP 19D99XCW3 Other Municipal Debt First Tier Security 2016-01-06 2016-01-06 N Y BARCLAYS BANK PLC N/A N/A N 1900000.00 1900000.00 0.0028 N 1900000.00 1900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.06% Series A, LOC Bank of America NA, CP 19D99XCT0 Other Municipal Debt First Tier Security 2016-01-26 2016-01-26 N Y BANK OF AMERICA NA N/A N/A N 2600000.00 2600000.00 0.0039 N 2600130.00 2600130.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Series C, LOC Barclays Bank PLC, CP 19D99XCR4 Other Municipal Debt First Tier Security 2015-12-01 2015-12-01 N Y BARCLAYS BANK PLC N/A N/A N 1900000.00 1900000.00 0.0028 N 1900038.00 1900038.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.07% Series C, LOC Barclays Bank PLC, CP 19D99XCS2 Other Municipal Debt First Tier Security 2015-12-03 2015-12-03 N Y BARCLAYS BANK PLC N/A N/A N 1200000.00 1200000.00 0.0018 N 1200024.00 1200024.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.08% Series C, LOC Barclays Bank PLC, CP 19D99XCP8 Other Municipal Debt First Tier Security 2015-11-02 2015-11-02 N Y BARCLAYS BANK PLC N/A N/A N 1900000.00 1900000.00 0.0028 N 1900000.00 1900000.00 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 19D99XCM5 Other Municipal Debt First Tier Security 2015-11-04 2015-11-04 N Y BARCLAYS BANK PLC N/A N/A N 1000000.00 1000000.00 0.0015 N 1000010.00 1000010.00 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 10100295.03 0.0151 N 10097800.00 10097800.00 Massachusetts Spl. Oblig. Rev. Massachusetts Spl. Oblig. Rev., 5.50% Bonds Series 2005 A 576004FK6 Other Municipal Debt Unrated Security 2016-06-01 2016-06-01 N N N 1000000.00 1030880.79 0.0015 N 1030500.00 1030500.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.04% Series 1999, LOC State Street Bank & Trust Co., Boston, CP 48X990AG9 Other Municipal Debt First Tier Security 2015-12-03 2015-12-03 N Y STATE ST BK & TR CO BOSTON N/A N/A N 4100000.00 4100000.00 0.0061 N 4100082.00 4100082.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.09% Series 1994, LOC Bayerische Landesbank Girozentrale, CP 48X990AH7 Other Municipal Debt First Tier Security 2015-11-05 2015-11-05 N Y BAYERISCHE LANDESBANK (GTD) N/A N/A N 400000.00 400000.00 0.0006 N 400000.00 400000.00 Melrose Gen. Oblig. Melrose Gen. Oblig., 2.00% Bonds Series 2015 B 585565TW4 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 1220000.00 1234884.00 0.0018 N 1234896.20 1234896.20 Milford Gen. Oblig. Milford Gen. Oblig., 2.00% BAN 599496UY0 Other Municipal Debt First Tier Security 2016-07-01 2016-07-01 N N N 1600000.00 1618803.29 0.0024 N 1618880.00 1618880.00 Norwood Gen. Oblig. Norwood Gen. Oblig., 2.00% BAN 669555WN0 Other Municipal Debt First Tier Security 2016-07-29 2016-07-29 N N N 2000000.00 2025583.69 0.0030 N 2026040.00 2026040.00 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 1908057.26 0.0029 N 1908607.00 1908607.00 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 1506590.14 0.0023 N 1506750.00 1506750.00 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 2010086.29 0.0030 N 2011080.00 2011080.00 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 2907153.60 0.0043 N 2907656.00 2907656.00 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 3154281.09 0.0047 N 3156797.87 3156797.87 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 1607676.13 0.0024 N 1608176.00 1608176.00 Shrewsbury Gen. Oblig. Shrewsbury Gen. Oblig., 2.00% BAN 825502ZC4 Other Municipal Debt First Tier Security 2016-07-29 2016-07-29 N N N 1700000.00 1720939.76 0.0026 N 1722015.00 1722015.00 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 3223803.27 0.0048 N 3226496.00 3226496.00 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 1305819.73 0.0020 N 1306071.00 1306071.00 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 1501579.84 0.0022 N 1501755.00 1501755.00 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 1001401.90 0.0015 N 1001490.00 1001490.00 Worcester Gen. Oblig. Worcester Gen. Oblig., 4.00% Bonds Series 2012 981306DB6 Other Municipal Debt First Tier Security 2015-11-01 2015-11-01 N N N 1000000.00 1000000.00 0.0015 N 1000110.00 1000110.00 Prince William County Indl. Dev. Auth. Poll. Cont. Rev. Prince William County Indl. Dev. Auth. Poll. Cont. Rev., 0.40% Bonds (Virginia Elec. & Pwr. Co. Proj.) Series 1986, tender 11/06/2015, CP Mode 741754AA3 Other Municipal Debt Second Tier Security 2015-11-06 2015-11-06 N N Y OBLIGOR VIRGINIA ELECTRIC AND POWER CO N/A N/A 1700000.00 1700000.00 0.0025 N 1700000.00 1700000.00 Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.25% Bonds (Louisville Gas & Elec. Co. Proj.) Series 2001 A, tender 12/03/2015, CP Mode 473044BV6 Other Municipal Debt Second Tier Security 2015-12-03 2015-12-03 N N Y OBLIGOR LOUISVILLE GAS & ELECTRIC CO N/A N/A 300000.00 300000.00 0.0004 N 300000.00 300000.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.01% 31635A501 Investment Company First Tier Security 2015-11-06 2015-11-06 N N N 91628689.00 91628688.59 0.1370 N 91628688.59 91628688.59