N-MFP LIVE N 2016-03-31 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 22 24 618322036.32 3866908.52 4567001.84 617621943.00 0.0029 1.0010 2016-03-31 1.0010 2016-03-31 C000019442 25000.00 199629185.83 1.00 -1276612.99 6563768.62 7840381.61 0.0001 1.0013 2016-03-31 1.0013 2016-03-31 C000047913 1000000.00 417892487.88 1.00 -6025634.09 8513681.85 14539315.94 0.0009 1.0009 2016-03-31 1.0009 2016-03-31 C000047914 1000000.00 100269.29 1.00 0.79 0.79 0.00 0.0001 1.0009 2016-03-31 1.0009 2016-03-31 JPMorgan Chase JPMorgan Chase, 0.35% Participating VRDN Series Putters 16 5004, (Liquidity Facility JPMorgan Chase Bank) 46640KVS0 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 3600000.00 3600000.00 0.0058 N 3600000.00 3600000.00 JPMorgan Chase JPMorgan Chase, 0.35% Participating VRDN Series Putters 16 5005, (Liquidity Facility JPMorgan Chase Bank) 46640KVU5 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 Y JPMORGAN CHASE BANK NA N/A N/A N N 11800000.00 11800000.00 0.0191 N 11800000.00 11800000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.35% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 15650000.00 15650000.00 0.0253 N 15650000.00 15650000.00 Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.39% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 6300000.00 6300000.00 0.0102 N 6300000.00 6300000.00 Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.43% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3515000.00 3515000.00 0.0057 N 3515000.00 3515000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.35% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2385000.00 2385000.00 0.0039 N 2385000.00 2385000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.37% (Partners HealthCare Sys. Proj.) Series 2014 M1, LOC U.S. Bank NA, Cincinnati VRDN 57583UB49 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 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 0.0097 N 6000000.00 6000000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.38% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y NORTHERN TRUST CO CHICAGO N/A N/A Y NORTHERN TRUST CO CHICAGO N/A N/A N 5900000.00 5900000.00 0.0096 N 5900000.00 5900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.39% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 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 0.0370 N 22870000.00 22870000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.39% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 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 0.0074 N 4555000.00 4555000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.40% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 3485000.00 3485000.00 0.0056 N 3485000.00 3485000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.41% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 980000.00 980000.00 0.0016 N 980000.00 980000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.42% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 4755000.00 4755000.00 0.0077 N 4755000.00 4755000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.42% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y BARCLAYS BANK PLC N/A N/A N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 4500000.00 4500000.00 0.0073 N 4500000.00 4500000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.42% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y MANUFACTURERS & TRADERS TR CO N/A N/A Y MANUFACTURERS & TRADERS TR CO N/A N/A N 5925000.00 5925000.00 0.0096 N 5925000.00 5925000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.42% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y BANK OF NEW YORK MELLON N/A N/A Y BANK OF NEW YORK MELLON N/A N/A N 3300000.00 3300000.00 0.0053 N 3300000.00 3300000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.45% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1350000.00 1350000.00 0.0022 N 1350000.00 1350000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.45% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 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., 0.45% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 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., 0.46% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A N N 900000.00 900000.00 0.0015 N 900000.00 900000.00 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.46% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 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 0.0432 N 26690000.00 26690000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.35% Series 2006 A, (Liquidity Facility Wells Fargo Bank NA) VRDN 57582N4G7 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 Y WELLS FARGO BK NATL ASSN N/A N/A N N 8200000.00 8200000.00 0.0133 N 8200000.00 8200000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.38% (Central Artery Proj.) Series 2000 B, (Liquidity Facility Bank of America NA) VRDN 575827R51 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 Y BANK OF AMERICA NA N/A N/A N N 5990000.00 5990000.00 0.0097 N 5990000.00 5990000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.38% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y CITIBANK NA N/A N/A N N 7800000.00 7800000.00 0.0126 N 7800000.00 7800000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.43% Participating VRDN Series XF 2197, (Liquidity Facility Citibank NA) 88033MNJ2 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y CITIBANK NA N/A N/A N N 1350000.00 1350000.00 0.0022 N 1350000.00 1350000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.43% Participating VRDN Series 16 XF0374, (Liquidity Facility Bank of America NA) 88033ME94 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y BANK OF AMERICA NA N/A N/A N N 1000000.00 1000000.00 0.0016 N 1000000.00 1000000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.43% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 14400000.00 14400000.00 0.0233 N 14400000.00 14400000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.44% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 17900000.00 17900000.00 0.0290 N 17900000.00 17900000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.45% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3500000.00 3500000.00 0.0057 N 3500000.00 3500000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.45% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y STATE ST BK & TR CO BOSTON N/A N/A N N 3495000.00 3495000.00 0.0057 N 3495000.00 3495000.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.45% Participating VRDN Series Putters 3699, (Liquidity Facility JPMorgan Chase Bank) 46633VSJ9 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4800000.00 4800000.00 0.0078 N 4800000.00 4800000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.32% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 Y PRESIDENT & FELLOWS HARVARD CO N/A N/A N N 1000000.00 1000000.00 0.0016 N 1000000.00 1000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.35% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 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 0.0325 N 20100000.00 20100000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.35% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 2600000.00 2600000.00 0.0042 N 2600000.00 2600000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.35% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 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., 0.35% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 400000.00 400000.00 0.0006 N 400000.00 400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.35% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 10000000.00 10000000.00 0.0162 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.38% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 Y AMHERST COLLEGE N/A N/A N N 2900000.00 2900000.00 0.0047 N 2900000.00 2900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.38% (Williams College Proj.) Series J VRDN 57586CPY5 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y WILLIAMS COLLEGE, MA N/A N/A N N 466000.00 466000.00 0.0008 N 466000.00 466000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.38% (Amherst College Proj.) Series 1996 F VRDN 57585JMX6 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y AMHERST COLLEGE N/A N/A N N 900000.00 900000.00 0.0015 N 900000.00 900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.38% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y AMHERST COLLEGE N/A N/A N N 1340000.00 1340000.00 0.0022 N 1340000.00 1340000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.39% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 Variable Rate Demand Note First Tier Security 2016-04-01 2016-04-01 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 1175000.00 1175000.00 0.0019 N 1175000.00 1175000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.40% (CIL Realty of Massachusetts Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57586CXK6 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 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., 0.40% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 2900000.00 2900000.00 0.0047 N 2900000.00 2900000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.43% Series 1999 G VRDN 57585J8V6 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 585000.00 585000.00 0.0009 N 585000.00 585000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.43% (Wellesley College Proj.) Series I VRDN 57586CP25 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 5985000.00 5985000.00 0.0097 N 5985000.00 5985000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.43% (Wellesley College Proj.) Series B VRDN 575851NQ9 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y WELLESLEY COLLEGE, MA N/A N/A N N 1400000.00 1400000.00 0.0023 N 1400000.00 1400000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.43% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 11500000.00 11500000.00 0.0186 N 11500000.00 11500000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.44% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 Variable Rate Demand Note Second Tier Security 2016-04-07 2016-04-07 Y BARCLAYS BANK PLC N/A N/A N N 2550000.00 2550000.00 0.0041 N 2550000.00 2550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.44% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y MASSACHUSETTS INST TECH, MA N/A N/A N N 13025000.00 13025000.00 0.0211 N 13025000.00 13025000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.45% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 3200000.00 3200000.00 0.0052 N 3200000.00 3200000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.45% Participating VRDN Series Putters 3529, (Liquidity Facility JPMorgan Chase Bank) 46633VBP3 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 10000000.00 10000000.00 0.0162 N 10000000.00 10000000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.45% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 4495000.00 4495000.00 0.0073 N 4495000.00 4495000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.45% Participating VRDN Series BA 08 3503, (Liquidity Facility Bank of America NA) 05248PV93 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y BANK OF AMERICA NA N/A N/A N N 5550000.00 5550000.00 0.0090 N 5550000.00 5550000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.45% Participating VRDN Series Putters 3163, (Liquidity Facility JPMorgan Chase Bank) 46632PET6 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 5655000.00 5655000.00 0.0092 N 5655000.00 5655000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.46% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8985000.00 8985000.00 0.0145 N 8985000.00 8985000.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.48% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 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., 0.39% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 800000.00 800000.00 0.0013 N 800000.00 800000.00 Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.40% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 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 0.0046 N 2815000.00 2815000.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.35% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 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 0.0071 N 4400000.00 4400000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.43% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 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., 0.43% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y CITIBANK NA N/A N/A N N 5900000.00 5900000.00 0.0096 N 5900000.00 5900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.43% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y CITIBANK NA N/A N/A N N 5000000.00 5000000.00 0.0081 N 5000000.00 5000000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.43% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y CITIBANK NA N/A N/A N N 5900000.00 5900000.00 0.0096 N 5900000.00 5900000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.43% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y CITIBANK NA N/A N/A N N 6600000.00 6600000.00 0.0107 N 6600000.00 6600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.45% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 1425000.00 1425000.00 0.0023 N 1425000.00 1425000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.45% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada New Yor 88033MZE0 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y ROYAL BK OF CDA NEW YORK BRH 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., 0.45% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 600000.00 600000.00 0.0010 N 600000.00 600000.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.45% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 7985000.00 7985000.00 0.0129 N 7985000.00 7985000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.40% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 Variable Rate Demand Note First Tier Security 2016-04-07 2016-04-07 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A N 5500000.00 5500000.00 0.0089 N 5500000.00 5500000.00 Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.53% (Georgia Pwr. Co. Plant Vogtle Proj.) First Series 2009 VRDN 121342MW6 Variable Rate Demand Note Second Tier Security 2016-04-01 2016-04-01 Y GEORGIA POWER CO N/A N/A N N 1000000.00 1000000.00 0.0016 N 1000000.00 1000000.00 Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.54% (Georgia Pwr. Co. Plant Vogtle Proj.) Series 2013 VRDN 121342NS4 Variable Rate Demand Note Second Tier Security 2016-04-07 2016-04-07 Y GEORGIA POWER CO N/A N/A N N 600000.00 600000.00 0.0010 N 600000.00 600000.00 Coweta County Dev. Auth. Poll. Cont. Rev. Coweta County Dev. Auth. Poll. Cont. Rev., 0.48% (Georgia Pwr. Co. Plant Yates Proj.) Series 2006 VRDN 223657AQ0 Variable Rate Demand Note Second Tier Security 2016-04-01 2016-04-01 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., 0.48% (Georgia Pwr. Co. Plant Scherer Proj.) Series 1997 VRDN 610530ED5 Variable Rate Demand Note Second Tier Security 2016-04-01 2016-04-01 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., 0.48% (Georgia Pwr. Plant Co. Scherer Proj.) Series 2008 VRDN 610530EU7 Variable Rate Demand Note Second Tier Security 2016-04-01 2016-04-01 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., 0.55% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2016-04-01 2016-04-01 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., 0.55% (Motiva Enterprises LLC Proj.) Series 2001 A VRDN 735220AT2 Variable Rate Demand Note Second Tier Security 2016-04-01 2016-04-01 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., 0.55% (Motiva Enterprises LLC Proj.) Series 2010 C VRDN 735220AV7 Variable Rate Demand Note Second Tier Security 2016-04-01 2016-04-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 150000.00 150000.00 0.0002 N 150000.00 150000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.55% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AX3 Variable Rate Demand Note Second Tier Security 2016-04-01 2016-04-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 1100000.00 1100000.00 0.0018 N 1100000.00 1100000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.55% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AW5 Variable Rate Demand Note Second Tier Security 2016-04-01 2016-04-01 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., 0.55% (Motiva Enterprises LLC Proj.) Series 2009 A VRDN 735220AQ8 Variable Rate Demand Note Second Tier Security 2016-04-01 2016-04-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 300000.00 300000.00 0.0005 N 300000.00 300000.00 Bucks County Indl. Dev. Auth. Rev. Bucks County Indl. Dev. Auth. Rev., 0.58% (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 2016-04-07 2016-04-07 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A Y CITIZENS BANK OF PENNSYLVANIA N/A N/A N 2050000.00 2050000.00 0.0033 N 2050000.00 2050000.00 Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.60% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 Variable Rate Demand Note Second Tier Security 2016-04-07 2016-04-07 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A N N 1400000.00 1400000.00 0.0023 N 1400000.00 1400000.00 Valdez Marine Term. Rev. Valdez Marine Term. Rev., 0.75% (ConocoPhillips Proj.) Series 1994 C, (ConocoPhillips Co. Guaranteed) VRDN 919061EU1 Variable Rate Demand Note Second Tier Security 2016-04-07 2016-04-07 Y CONOCOPHILLIPS INC N/A N/A N N 1300000.00 1300000.00 0.0021 N 1300000.00 1300000.00 Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.80% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 Variable Rate Demand Note Second Tier Security 2016-04-07 2016-04-07 Y NUCOR CORP N/A N/A N N 1100000.00 1100000.00 0.0018 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 1009829.20 0.0016 N 1007780.00 1007780.00 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 1000629.34 0.0016 N 1000540.00 1000540.00 Bourne Gen. Oblig. Bourne Gen. Oblig., 2.25% BAN Series 2016 102061SN9 Other Municipal Debt First Tier Security 2017-04-14 2017-04-14 N N N 500000.00 507320.00 0.0008 N 507320.00 507320.00 Cambridge Gen. Oblig. Cambridge Gen. Oblig., 4.00% Bonds Series 2015 A 132285Y84 Other Municipal Debt Unrated Security 2017-02-15 2017-02-15 N N N 1585000.00 1634247.48 0.0026 N 1632042.80 1632042.80 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 1207869.23 0.0020 N 1206624.00 1206624.00 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 2008183.61 0.0033 N 2007160.00 2007160.00 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 1414782.92 0.0023 N 1412488.00 1412488.00 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 1911836.63 0.0031 N 1910374.00 1910374.00 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 1215372.92 0.0020 N 1213596.00 1213596.00 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 2207841.73 0.0036 N 2206886.00 2206886.00 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 1368340.59 0.0022 N 1367734.82 1367734.82 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 1206957.69 0.0020 N 1206000.00 1206000.00 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 3815041.37 0.0062 N 3813372.19 3813372.19 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 754738.06 0.0012 N 753947.45 753947.45 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 1695962.14 0.0027 N 1694162.00 1694162.00 Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.00% Bonds 57605AAS5 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 1950000.00 1981150.03 0.0032 N 1978587.00 1978587.00 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 1016107.22 0.0016 N 1015730.00 1015730.00 Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.05% Series 5, LOC TD Banknorth, NA, CP ACB472000 Other Municipal Debt First Tier Security 2016-04-01 2016-04-01 N Y TD BANK NA WILMINGTON DE N/A N/A N 837000.00 837000.00 0.0014 N 836991.63 836991.63 Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2013 57583UYT9 Other Municipal Debt First Tier Security 2016-07-01 2016-07-01 N N Y OBLIGOR BOSTON COLLEGE,MA N/A N/A 1800000.00 1820845.87 0.0029 N 1819386.00 1819386.00 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 0.0071 N 4399076.00 4399076.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.74% Bonds Series 2012 D 57582PJ84 Other Municipal Debt Unrated Security 2016-04-07 2017-01-01 N N N 1900000.00 1900801.24 0.0031 N 1900627.00 1900627.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.76% Bonds Series 2013 A 57582PK41 Other Municipal Debt Unrated Security 2016-04-07 2017-02-01 N N N 2225000.00 2225962.56 0.0036 N 2226023.50 2226023.50 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 9712884.91 0.0157 N 9710864.00 9710864.00 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 13035350.79 0.0211 N 13029510.00 13029510.00 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 4819444.13 0.0078 N 4815696.00 4815696.00 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 2974347.61 0.0048 N 2971869.60 2971869.60 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 2569585.34 0.0042 N 2567013.90 2567013.90 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 1015472.47 0.0016 N 1014630.00 1014630.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2011 B 57582PZJ2 Other Municipal Debt Unrated Security 2016-08-01 2016-08-01 N N N 1300000.00 1320422.93 0.0021 N 1319019.00 1319019.00 Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2011 D 57582PA83 Other Municipal Debt Unrated Security 2016-10-01 2016-10-01 N N N 500000.00 511516.90 0.0008 N 511045.00 511045.00 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 335798.43 0.0005 N 335663.25 335663.25 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 04/01/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-04-01 2016-04-01 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1240000.00 1240000.00 0.0020 N 1239987.60 1239987.60 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.03% Series EE, CP ACI178000 Other Municipal Debt First Tier Security 2016-04-04 2016-04-04 N N Y OBLIGOR PRESIDENT & FELLOWS HARVARD CO N/A N/A 3000000.00 3000000.00 0.0049 N 2999910.00 2999910.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.04% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 04/06/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-04-06 2016-04-06 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1800000.00 1800000.00 0.0029 N 1799892.00 1799892.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.06% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 05/02/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-05-02 2016-05-02 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1600000.00 1600000.00 0.0026 N 1599488.00 1599488.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 05/09/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-05-09 2016-05-09 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1790000.00 1790000.00 0.0029 N 1789445.10 1789445.10 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.07% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 05/11/2016, CP Mode 57586CW27 Other Municipal Debt First Tier Security 2016-05-11 2016-05-11 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1790000.00 1790000.00 0.0029 N 1789409.30 1789409.30 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 0.0029 N 1799946.00 1799946.00 Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.09% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 05/04/2016, CP Mode 57586CV93 Other Municipal Debt First Tier Security 2016-05-04 2016-05-04 N N Y OBLIGOR PARTNERS HEALTHCARE SYS INC N/A N/A 1200000.00 1200000.00 0.0019 N 1199592.00 1199592.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.40% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 04/08/2016, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2016-04-08 2016-04-08 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 700000.00 700000.00 0.0011 N 699944.00 699944.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.50% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 04/21/2016, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2016-04-21 2016-04-21 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 500000.00 500000.00 0.0008 N 499900.00 499900.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.65% Bonds New England Pwr. Co. Proj.) Series 1993 B, tender 05/03/2016, CP Mode 575856BG3 Other Municipal Debt Second Tier Security 2016-05-03 2016-05-03 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 1900000.00 1900000.00 0.0031 N 1899620.00 1899620.00 Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.10% Series 2012 A, LOC TD Banknorth, NA, CP ADB188000 Other Municipal Debt First Tier Security 2016-04-06 2016-04-06 N Y TD BANK NA WILMINGTON DE N/A N/A N 1100000.00 1100000.00 0.0018 N 1099934.00 1099934.00 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 ABI277000 Other Municipal Debt First Tier Security 2016-04-05 2016-04-05 N Y BARCLAYS BANK PLC N/A N/A N 1800000.00 1800000.00 0.0029 N 1799928.00 1799928.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Series C, LOC Barclays Bank PLC, CP ACJ036000 Other Municipal Debt First Tier Security 2016-05-03 2016-05-03 N Y BARCLAYS BANK PLC N/A N/A N 1900000.00 1900000.00 0.0031 N 1899373.00 1899373.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Series A, LOC Bank of America NA, CP ACJ037000 Other Municipal Debt First Tier Security 2016-05-03 2016-05-03 N Y BANK OF AMERICA NA N/A N/A N 1800000.00 1800000.00 0.0029 N 1799406.00 1799406.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.10% Series B, LOC Citibank NA, CP ACI994000 Other Municipal Debt First Tier Security 2016-05-04 2016-05-04 N Y CITIBANK NA N/A N/A N 3100000.00 3100000.00 0.0050 N 3098946.00 3098946.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Series C, LOC Barclays Bank PLC, CP ADA013000 Other Municipal Debt First Tier Security 2016-05-05 2016-05-05 N Y BARCLAYS BANK PLC N/A N/A N 3000000.00 3000000.00 0.0049 N 2998950.00 2998950.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.12% Series B, LOC Citibank NA, CP ADA787000 Other Municipal Debt First Tier Security 2016-05-09 2016-05-09 N Y CITIBANK NA N/A N/A N 2400000.00 2400000.00 0.0039 N 2399184.00 2399184.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.18% Series B, LOC Citibank NA, CP ADC639000 Other Municipal Debt First Tier Security 2016-05-10 2016-05-10 N Y CITIBANK NA N/A N/A N 5300000.00 5300000.00 0.0086 N 5298304.00 5298304.00 Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.43% Series B, LOC Citibank NA, CP ADF748000 Other Municipal Debt First Tier Security 2016-05-02 2016-05-02 N Y CITIBANK NA N/A N/A N 1500000.00 1500000.00 0.0024 N 1499940.00 1499940.00 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 1008843.79 0.0016 N 1008000.00 1008000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.03% Series 99, LOC State Street Bank & Trust Co., Boston, CP ACB498000 Other Municipal Debt First Tier Security 2016-04-05 2016-04-05 N Y STATE ST BK & TR CO BOSTON N/A N/A N 3800000.00 3800000.00 0.0062 N 3799848.00 3799848.00 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 1226904.37 0.0020 N 1226075.60 1226075.60 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 1607041.56 0.0026 N 1605648.00 1605648.00 North Middlesex Reg'l. School District North Middlesex Reg'l. School District, 2.00% BAN 661139LH6 Other Municipal Debt First Tier Security 2017-03-17 2017-03-17 N N N 900000.00 911310.58 0.0015 N 910296.00 910296.00 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 2011234.17 0.0033 N 2009120.00 2009120.00 Peabody Gen. Oblig. Peabody Gen. Oblig., 2.00% BAN 7045735U4 Other Municipal Debt First Tier Security 2017-03-24 2017-03-24 N N N 1500000.00 1520701.11 0.0025 N 1519140.00 1519140.00 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 1500000.00 0.0024 N 1500000.00 1500000.00 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 2000000.00 0.0032 N 2000000.00 2000000.00 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 3132190.59 0.0051 N 3130955.99 3130955.99 RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.49% Bonds Series RBC E 42, tender 07/01/2016, (Liquidity Facility Royal Bank of Canada) 74926YZA2 Other Municipal Debt First Tier Security 2016-07-01 2016-07-01 Y ROYAL BANK OF CANADA N/A N/A N N 2700000.00 2700000.00 0.0044 Y 2699379.00 2699379.00 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 1600647.38 0.0026 N 1600560.00 1600560.00 Salisbury Gen. Oblig. Salisbury Gen. Oblig., 1.50% BAN 795302GQ5 Other Municipal Debt First Tier Security 2016-09-15 2016-09-15 N N N 700000.00 703066.12 0.0011 N 702576.00 702576.00 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 1709194.95 0.0028 N 1707684.00 1707684.00 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 3207505.53 0.0052 N 3206272.00 3206272.00 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 1300000.00 0.0021 N 1300000.00 1300000.00 Worcester Gen. Oblig. Worcester Gen. Oblig., 2.00% BAN Series 2016 A 981306MH3 Other Municipal Debt First Tier Security 2016-12-21 2016-12-21 N N N 1200000.00 1213351.64 0.0020 N 1211292.00 1211292.00 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 1908712.60 0.0031 N 1907306.50 1907306.50 Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.43% Bonds (Louisville Gas & Elec. Co. Proj.) Series 2001 A, tender 04/28/2016, CP Mode 473044BV6 Other Municipal Debt Second Tier Security 2016-04-28 2016-04-28 N N Y OBLIGOR LOUISVILLE GAS & ELECTRIC CO N/A N/A 400000.00 400000.00 0.0006 N 399916.00 399916.00 Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.33% 31635A501 Investment Company First Tier Security 2016-04-07 2016-04-07 N N N 86289689.00 86289688.59 0.1397 N 86289688.59 86289688.59