N-MFP LIVE N 2016-01-31 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 26 28 584461459.15 51849633.49 2798486.65 633512605.99 0.0005 1.0011 2016-01-29 1.0011 2016-01-29 C000019442 25000.00 200778653.26 1.00 -8661029.29 4571841.18 13232870.47 0.0001 1.0014 2016-01-29 1.0014 2016-01-29 C000047913 1000000.00 432633687.35 1.00 -11239221.51 15145181.54 26384403.05 0.0001 1.0010 2016-01-29 1.0010 2016-01-29 C000047914 1000000.00 100265.38 1.00 50.91 50.91 0.00 0.0001 1.0010 2016-01-29 1.0010 2016-01-29 JPMorgan Chase JPMorgan Chase, 0.01% Participating VRDN Series Putters 16 5004, (Liquidity Facility JPMorgan Chase Bank) 46640KVS0 Variable Rate Demand Note First Tier Security 2016-02-01 2016-02-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 1100000.00 1100000.00 0.0017 N 1100000.00 1100000.00 JPMorgan Chase JPMorgan Chase, 0.01% Participating VRDN Series Putters 16 5005, (Liquidity Facility JPMorgan Chase Bank) 46640KVU5 Variable Rate Demand Note First Tier Security 2016-02-01 2016-02-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 1100000.00 1100000.00 0.0017 N 1100000.00 1100000.00 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 2016-02-05 2016-02-05 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 6300000.00 6300000.00 0.0099 N 6300000.00 6300000.00 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 2016-02-05 2016-02-05 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 17150000.00 17150000.00 0.0271 N 17150000.00 17150000.00 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 2016-02-05 2016-02-05 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3515000.00 3515000.00 0.0055 N 3515000.00 3515000.00 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 2016-02-01 2016-02-01 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 0.0095 N 6000000.00 6000000.00 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 2016-02-01 2016-02-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2385000.00 2385000.00 0.0038 N 2385000.00 2385000.00 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 2016-02-05 2016-02-05 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3485000.00 3485000.00 0.0055 N 3485000.00 3485000.00 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 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4755000.00 4755000.00 0.0075 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 2016-02-05 2016-02-05 Y BARCLAYS BANK PLC N/A N/A N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 4500000.00 4500000.00 0.0071 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 2016-02-05 2016-02-05 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 0.0072 N 4555000.00 4555000.00 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 2016-02-05 2016-02-05 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 0.0421 N 26690000.00 26690000.00 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 2016-02-05 2016-02-05 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 3300000.00 3300000.00 0.0052 N 3300000.00 3300000.00 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 2016-02-05 2016-02-05 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 5900000.00 5900000.00 0.0093 N 5900000.00 5900000.00 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 2016-02-05 2016-02-05 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 0.0361 N 22870000.00 22870000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Olin College Proj.) Series 2008 C2, LOC RBS Citizens NA VRDN 57583RZF5 Variable Rate Demand Note First Tier Security 2016-02-01 2016-02-01 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 3700000.00 3700000.00 0.0058 N 3700000.00 3700000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% (Olin College Proj.) Series 2008 C3, LOC RBS Citizens NA VRDN 57583RZG3 Variable Rate Demand Note First Tier Security 2016-02-01 2016-02-01 Y CITIZENS BANK NA N/A N/A Y CITIZENS BANK NA N/A N/A N 1935000.00 1935000.00 0.0031 N 1935000.00 1935000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 400000.00 400000.00 0.0006 N 400000.00 400000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 1350000.00 1350000.00 0.0021 N 1350000.00 1350000.00 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 2016-02-05 2016-02-05 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 900000.00 900000.00 0.0014 N 900000.00 900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.02% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 400000.00 400000.00 0.0006 N 400000.00 400000.00 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 2016-02-05 2016-02-05 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 5325000.00 5325000.00 0.0084 N 5325000.00 5325000.00 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 2016-02-05 2016-02-05 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 980000.00 980000.00 0.0015 N 980000.00 980000.00 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 2016-02-01 2016-02-01 Y WELLS FARGO BK NATL ASSN N/A N/A N N 8200000.00 8200000.00 0.0129 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 2016-02-01 2016-02-01 Y BANK OF AMERICA NA N/A N/A N N 5990000.00 5990000.00 0.0095 N 5990000.00 5990000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Participating VRDN Series XF 2197, (Liquidity Facility Citibank NA) 88033MNJ2 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y CITIBANK NA N/A N/A N N 1350000.00 1350000.00 0.0021 N 1350000.00 1350000.00 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 2016-02-05 2016-02-05 Y STATE ST BK & TR CO BOSTON N/A N/A N N 14400000.00 14400000.00 0.0227 N 14400000.00 14400000.00 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 2016-02-05 2016-02-05 Y CITIBANK NA N/A N/A N N 7800000.00 7800000.00 0.0123 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 2016-02-05 2016-02-05 Y STATE ST BK & TR CO BOSTON N/A N/A N N 3495000.00 3495000.00 0.0055 N 3495000.00 3495000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.02% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 4800000.00 4800000.00 0.0076 N 4800000.00 4800000.00 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 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0055 N 3500000.00 3500000.00 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 2016-02-05 2016-02-05 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0283 N 17900000.00 17900000.00 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 2016-02-01 2016-02-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 1600000.00 1600000.00 0.0025 N 1600000.00 1600000.00 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 2016-02-01 2016-02-01 Y AMHERST COLLEGE N/A N/A N N 2900000.00 2900000.00 0.0046 N 2900000.00 2900000.00 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 2016-02-01 2016-02-01 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 Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2016-02-01 2016-02-01 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 0.0021 N 1315000.00 1315000.00 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 2016-02-01 2016-02-01 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 0.0317 N 20100000.00 20100000.00 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 2016-02-05 2016-02-05 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 13000000.00 13000000.00 0.0205 N 13000000.00 13000000.00 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 2016-02-05 2016-02-05 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% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 2500000.00 2500000.00 0.0039 N 2500000.00 2500000.00 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 2016-02-05 2016-02-05 Y AMHERST COLLEGE N/A N/A N N 900000.00 900000.00 0.0014 N 900000.00 900000.00 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 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 6000000.00 6000000.00 0.0095 N 6000000.00 6000000.00 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 2016-02-05 2016-02-05 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 13025000.00 13025000.00 0.0206 N 13025000.00 13025000.00 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 2016-02-05 2016-02-05 Y AMHERST COLLEGE N/A N/A N N 1340000.00 1340000.00 0.0021 N 1340000.00 1340000.00 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 2016-02-05 2016-02-05 Y WELLESLEY COLLEGE, MA N/A N/A N N 1400000.00 1400000.00 0.0022 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 2016-02-05 2016-02-05 Y HSBC BANK USA NA N/A N/A Y HSBC BANK USA NA N/A N/A N 1005000.00 1005000.00 0.0016 N 1005000.00 1005000.00 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 2016-02-05 2016-02-05 Y WELLESLEY COLLEGE, MA N/A N/A N N 4385000.00 4385000.00 0.0069 N 4385000.00 4385000.00 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 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0158 N 10000000.00 10000000.00 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 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0089 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 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 4495000.00 4495000.00 0.0071 N 4495000.00 4495000.00 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 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0051 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note Second Tier Security 2016-02-05 2016-02-05 Y BARCLAYS BANK PLC N/A N/A N N 2550000.00 2550000.00 0.0040 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 2016-02-05 2016-02-05 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0088 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 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8985000.00 8985000.00 0.0142 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 2016-02-05 2016-02-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 2065000.00 2065000.00 0.0033 N 2065000.00 2065000.00 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 2016-02-05 2016-02-05 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 0.0044 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 2016-02-05 2016-02-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 800000.00 800000.00 0.0013 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 2016-02-05 2016-02-05 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 0.0069 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 15 0004, (Liquidity Facility Citibank NA) 576000SW4 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y CITIBANK NA N/A N/A N N 5900000.00 5900000.00 0.0093 N 5900000.00 5900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y CITIBANK NA N/A N/A N N 6600000.00 6600000.00 0.0104 N 6600000.00 6600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series RBC O 72, (Liquidity Facility Royal Bank of Canada) 74926YF89 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y ROYAL BANK OF CANADA N/A N/A N N 1000000.00 1000000.00 0.0016 N 1000000.00 1000000.00 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 2016-02-05 2016-02-05 Y CITIBANK NA N/A N/A N N 1500000.00 1500000.00 0.0024 N 1500000.00 1500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y CITIBANK NA N/A N/A N N 5900000.00 5900000.00 0.0093 N 5900000.00 5900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.01% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y CITIBANK NA N/A N/A N N 5000000.00 5000000.00 0.0079 N 5000000.00 5000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.02% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 1425000.00 1425000.00 0.0022 N 1425000.00 1425000.00 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 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 600000.00 600000.00 0.0009 N 600000.00 600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.02% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2016-02-05 2016-02-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0126 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 2016-02-05 2016-02-05 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 5500000.00 5500000.00 0.0087 N 5500000.00 5500000.00 Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.17% (Georgia Pwr. Co. Plant Vogtle Proj.) Series 2013 VRDN 121342NS4 Variable Rate Demand Note Second Tier Security 2016-02-05 2016-02-05 Y GEORGIA POWER CO N/A N/A N N 600000.00 600000.00 0.0009 N 600000.00 600000.00 Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.19% (Georgia Pwr. Co. Plant Vogtle Proj.) First Series 2009 VRDN 121342MW6 Variable Rate Demand Note Second Tier Security 2016-02-01 2016-02-01 Y GEORGIA POWER CO N/A N/A N N 1000000.00 1000000.00 0.0016 N 1000000.00 1000000.00 Coweta County Dev. Auth. Poll. Cont. Rev. Coweta County Dev. Auth. Poll. Cont. Rev., 0.18% (Georgia Pwr. Co. Plant Yates Proj.) Series 2006 VRDN 223657AQ0 Variable Rate Demand Note Second Tier Security 2016-02-01 2016-02-01 Y GEORGIA POWER CO N/A N/A N N 700000.00 700000.00 0.0011 N 700000.00 700000.00 Monroe County Dev. Auth. Poll. Cont. Rev. Monroe County Dev. Auth. Poll. Cont. Rev., 0.18% (Georgia Pwr. Co. Plant Scherer Proj.) Series 1997 VRDN 610530ED5 Variable Rate Demand Note Second Tier Security 2016-02-01 2016-02-01 Y GEORGIA POWER CO N/A N/A N N 300000.00 300000.00 0.0005 N 300000.00 300000.00 Monroe County Dev. Auth. Poll. Cont. Rev. Monroe County Dev. Auth. Poll. Cont. Rev., 0.18% (Georgia Pwr. Plant Co. Scherer Proj.) Series 2008 VRDN 610530EU7 Variable Rate Demand Note Second Tier Security 2016-02-01 2016-02-01 Y GEORGIA POWER CO N/A N/A N N 500000.00 500000.00 0.0008 N 500000.00 500000.00 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 2016-02-01 2016-02-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 300000.00 300000.00 0.0005 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 2001 A VRDN 735220AT2 Variable Rate Demand Note Second Tier Security 2016-02-01 2016-02-01 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 2009 A VRDN 735220AQ8 Variable Rate Demand Note Second Tier Security 2016-02-01 2016-02-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 300000.00 300000.00 0.0005 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 2010 D VRDN 735220AX3 Variable Rate Demand Note Second Tier Security 2016-02-01 2016-02-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 1100000.00 1100000.00 0.0017 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 2016-02-01 2016-02-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 700000.00 700000.00 0.0011 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 2010 C VRDN 735220AV7 Variable Rate Demand Note Second Tier Security 2016-02-01 2016-02-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 150000.00 150000.00 0.0002 N 150000.00 150000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.07% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2016-02-05 2016-02-05 Y DELMARVA POWER & LIGHT N/A N/A N N 2300000.00 2300000.00 0.0036 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 2016-02-05 2016-02-05 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 2050000.00 2050000.00 0.0032 N 2050000.00 2050000.00 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 2016-02-05 2016-02-05 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 1400000.00 1400000.00 0.0022 N 1400000.00 1400000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.40% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2016-02-05 2016-02-05 Y NUCOR CORP N/A N/A N N 1100000.00 1100000.00 0.0017 N 1100000.00 1100000.00 Arlington Gen. Oblig. Arlington Gen. Oblig., 2.00% BAN 041609ZL5 Other Municipal Debt First Tier Security 2016-11-10 2016-11-10 N N N 1000000.00 1012473.83 0.0016 N 1011170.00 1011170.00 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 1002345.74 0.0016 N 1002550.00 1002550.00 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 1902034.37 0.0030 N 1902109.00 1902109.00 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 2003166.56 0.0032 N 2003420.00 2003420.00 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 1211241.76 0.0019 N 1210848.00 1210848.00 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 2013639.34 0.0032 N 2014440.00 2014440.00 Falmouth Gen. Oblig. Falmouth Gen. Oblig., 2.00% BAN 306801K42 Other Municipal Debt First Tier Security 2016-12-16 2016-12-16 N N N 1400000.00 1418207.54 0.0022 N 1417528.00 1417528.00 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 1917176.47 0.0030 N 1917176.00 1917176.00 Gloucester Gen. Oblig. Gloucester Gen. Oblig., 2.00% BAN 379713EQ9 Other Municipal Debt First Tier Security 2017-02-03 2017-02-03 N N N 1200000.00 1218168.00 0.0019 N 1218192.00 1218192.00 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 2213952.17 0.0035 N 2214762.00 2214762.00 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 1370346.81 0.0022 N 1370835.64 1370835.64 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 1210270.88 0.0019 N 1210140.00 1210140.00 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 3822687.37 0.0060 N 3824026.83 3824026.83 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 761158.76 0.0012 N 761181.40 761181.40 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 1706271.40 0.0027 N 1706188.50 1706188.50 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.25% Bonds (Pool Prog.) Series 2004 A 57604PNY6 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 1000000.00 1024028.81 0.0016 N 1025200.00 1025200.00 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 0.0014 N 900027.00 900027.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.07% Series 1, LOC JPMorgan Chase Bank, CP 08R99MFJ1 Other Municipal Debt First Tier Security 2016-02-02 2016-02-02 N Y JPMORGAN CHASE BANK NA N/A N/A N 800000.00 800000.00 0.0013 N 800008.00 800008.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.01% Bonds Series 2014 D 57582RCM6 Other Municipal Debt Unrated Security 2016-02-01 2016-02-01 N N N 1160000.00 1160000.00 0.0018 N 1160000.00 1160000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.06% (Liquidity Facility TD Banknorth, NA), CP ABE571000 Other Municipal Debt First Tier Security 2016-04-21 2016-04-21 N N Y LIQUIDITY TD BANK NA WILMINGTON DE N/A N/A 4400000.00 4400000.00 0.0069 N 4400000.00 4400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.35% Bonds Series 2012 D 57582PJ84 Other Municipal Debt Unrated Security 2016-02-04 2017-01-01 N N N 1900000.00 1901329.54 0.0030 N 1900836.00 1900836.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.37% Bonds Series 2013 A 57582PK41 Other Municipal Debt First Tier Security 2016-02-04 2017-02-01 N N N 1300000.00 1301131.69 0.0021 N 1300793.00 1300793.00 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 9742619.32 0.0154 N 9743262.00 9743262.00 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 13074629.45 0.0206 N 13074360.00 13074360.00 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 4833671.55 0.0076 N 4833216.00 4833216.00 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 2996994.38 0.0047 N 2997947.40 2997947.40 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2011 B 57582PZJ2 Other Municipal Debt First Tier Security 2016-08-01 2016-08-01 N N N 1300000.00 1330466.99 0.0021 N 1330563.00 1330563.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2006 D, (Pre-Refunded to 8/1/2016 @ 100) 57582N7M1 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 1000000.00 1023081.88 0.0016 N 1022750.00 1022750.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2008 A 57582PKZ2 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 2530000.00 2589053.55 0.0041 N 2589480.30 2589480.30 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2011 D 57582PA83 Other Municipal Debt First Tier Security 2016-10-01 2016-10-01 N N N 500000.00 515230.00 0.0008 N 515440.00 515440.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2004 C 57582NG82 Other Municipal Debt Unrated Security 2016-12-01 2016-12-01 N N N 325000.00 338453.78 0.0005 N 338822.25 338822.25 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.02% Series EE, CP AAI107000 Other Municipal Debt First Tier Security 2016-02-01 2016-02-01 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 1500000.00 1500000.00 0.0024 N 1500000.00 1500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 02/02/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-02-02 2016-02-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1890000.00 1890000.00 0.0030 N 1890018.90 1890018.90 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.05% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 03/04/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-03-04 2016-03-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1400000.00 1400000.00 0.0022 N 1400042.00 1400042.00 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 0.0030 N 1900038.00 1900038.00 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 0.0021 N 1340040.20 1340040.20 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 0.0027 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 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 0.0019 N 1200048.00 1200048.00 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 0.0021 N 1340053.60 1340053.60 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 0.0030 N 1900000.00 1900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.08% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 04/05/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-04-05 2016-04-05 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1800000.00 1800000.00 0.0028 N 1800270.00 1800270.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Series 1992, Bonds (New England Pwr. Co. Proj.) tender 02/24/2016, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2016-02-24 2016-02-24 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 600000.00 600000.00 0.0009 N 600006.00 600006.00 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 02/05/2016, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2016-02-05 2016-02-05 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1800000.00 1800000.00 0.0028 N 1800018.00 1800018.00 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 03/10/2016, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2016-03-10 2016-03-10 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 500000.00 500000.00 0.0008 N 500000.00 500000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.04% Series 2012 A, LOC TD Banknorth, NA, CP ABA961000 Other Municipal Debt First Tier Security 2016-03-09 2016-03-09 N Y TD BANK NA WILMINGTON DE N/A N/A N 2400000.00 2400000.00 0.0038 N 2400000.00 2400000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.02% Series A, LOC Bank of America NA, CP AAI099000 Other Municipal Debt First Tier Security 2016-02-01 2016-02-01 N Y BANK OF AMERICA NA N/A N/A N 4700000.00 4700000.00 0.0074 N 4700000.00 4700000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Series C, LOC Barclays Bank PLC, CP AAI119000 Other Municipal Debt First Tier Security 2016-02-01 2016-02-01 N Y BARCLAYS BANK PLC N/A N/A N 1800000.00 1800000.00 0.0028 N 1800000.00 1800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Series C, LOC Barclays Bank PLC, CP AAI488000 Other Municipal Debt First Tier Security 2016-02-02 2016-02-02 N Y BARCLAYS BANK PLC N/A N/A N 1800000.00 1800000.00 0.0028 N 1800000.00 1800000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Series B, LOC Citibank NA, CP ABA055000 Other Municipal Debt First Tier Security 2016-02-16 2016-02-16 N Y CITIBANK NA N/A N/A N 4500000.00 4500000.00 0.0071 N 4500000.00 4500000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Series B, LOC Citibank NA, CP ABA932000 Other Municipal Debt First Tier Security 2016-02-17 2016-02-17 N Y CITIBANK NA N/A N/A N 2200000.00 2200000.00 0.0035 N 2200022.00 2200022.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.03% Series A, LOC Bank of America NA, CP ABB980000 Other Municipal Debt First Tier Security 2016-03-02 2016-03-02 N Y BANK OF AMERICA NA N/A N/A N 1700000.00 1700000.00 0.0027 N 1699983.00 1699983.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.05% Series C, LOC Barclays Bank PLC, CP AAI809000 Other Municipal Debt First Tier Security 2016-03-02 2016-03-02 N Y BARCLAYS BANK PLC N/A N/A N 1800000.00 1800000.00 0.0028 N 1800000.00 1800000.00 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 19D99XDM4 Other Municipal Debt First Tier Security 2016-02-01 2016-02-01 N Y BARCLAYS BANK PLC N/A N/A N 1100000.00 1100000.00 0.0017 N 1100000.00 1100000.00 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 1017542.61 0.0016 N 1017490.00 1017490.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.06% Series 99, LOC State Street Bank & Trust Co., Boston, CP 48X990AK0 Other Municipal Debt First Tier Security 2016-02-10 2016-02-10 N Y STATE ST BK & TR CO BOSTON N/A N/A N 4000000.00 4000000.00 0.0063 N 4000080.00 4000080.00 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 1230299.95 0.0019 N 1230601.80 1230601.80 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 1611684.35 0.0025 N 1611312.00 1611312.00 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 2016898.45 0.0032 N 2016560.00 2016560.00 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 1902909.56 0.0030 N 1903211.00 1903211.00 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 1502601.37 0.0024 N 1502715.00 1502715.00 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 2003981.43 0.0032 N 2004460.00 2004460.00 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 3140910.52 0.0050 N 3142285.22 3142285.22 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.10% Bonds Series RBC E 42, tender 05/02/2016, (Liquidity Facility Royal Bank of Canada) 74926YZA2 Other Municipal Debt First Tier Security 2016-05-02 2016-05-02 Y ROYAL BANK OF CANADA N/A N/A N N 2200000.00 2200000.00 0.0035 Y 2200000.00 2200000.00 Revere Gen. Oblig. Revere Gen. Oblig., 1.25% BAN 761440ZN9 Other Municipal Debt First Tier Security 2016-04-15 2016-04-15 N N N 1600000.00 1603421.89 0.0025 N 1603712.00 1603712.00 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 1713831.06 0.0027 N 1713991.00 1713991.00 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 3213938.85 0.0051 N 3215104.00 3215104.00 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 1302297.26 0.0021 N 1302444.00 1302444.00 Worcester Gen. Oblig. Worcester Gen. Oblig., 5.00% Bonds Series 2015 C 981306LT8 Other Municipal Debt Unrated Security 2016-09-15 2016-09-15 N N N 1870000.00 1922621.32 0.0030 N 1923856.00 1923856.00 Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.25% Bonds (Louisville Gas & Elec. Co. Proj.) Series 2001 A, tender 02/16/2016, CP Mode 473044BV6 Other Municipal Debt Second Tier Security 2016-02-16 2016-02-16 N N Y OBLIGOR LOUISVILLE GAS & ELECTRIC CO N/A N/A 300000.00 300000.00 0.0005 N 300000.00 300000.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.01% 31635A501 Investment Company First Tier Security 2016-02-05 2016-02-05 N N N 68628689.00 68628688.59 0.1083 N 68628688.59 68628688.59