N-MFP1 0000357057 XXXXXXXX 2016-05-31 0000357057 549300QRT0QCVBJTQM03 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 Y 21 22 74524287.75 65010154.86 60965684.95 53375680.29 473607784.54 460897843.45 457353373.54 460263368.88 0.1200 0.1000 0.1000 0.0800 0.7800 0.7600 0.7500 0.7600 474521.20 602465301.70 602482962.37 1719539.12 237340.28 604439682.41 603751571.81 1.0000 0.0043 1.0011 1.0011 1.0011 1.0011 C000019442 25000.00 189259367.10 188993126.93 1.0014 1.0014 1.0014 1.0014 1212715.35 1078398.96 772942.43 655500.20 611568.49 434766.91 846573.28 812938.40 4107825.41 3124304.30 0.0013 N C000047913 1000000.00 415080043.32 414658275.82 1.0010 1.0010 1.0010 1.0010 2588754.60 1596964.51 4512087.07 1513705.39 3305500.29 4749903.51 1762816.58 882054.54 12169158.54 8860401.93 0.0023 Y Fidelity Investments, Reimbursement Fees, -16156.94; C000047914 1000000.00 100271.99 100169.06 1.0010 1.0010 1.0010 1.0010 0.82 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.82 0.00 0.0001 Y Fidelity Investments, Reimbursement and Distribution Fees, -7.19; Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.37% Series 2010 A2, LOC Landesbank Hessen-Thuringen VRDN 57563CAB8 US57563CAB81 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2037-01-01 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 7 N Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 N 0.0037 4000000.00 4000000.00 4000000.00 0.0066 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.39% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2037-01-01 Y CITIBANK NA N/A N/A 1.0000 7 N Y CITIBANK NA N/A N/A 1.0000 N 0.0039 12150000.00 12150000.00 12150000.00 0.0201 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.40% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2037-01-01 Y BARCLAYS BANK PLC N/A N/A 1.0000 7 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0040 9700000.00 9700000.00 9700000.00 0.0160 N N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.41% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 US57563CAC64 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2039-01-01 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 7 N Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 N 0.0041 9300000.00 9300000.00 9300000.00 0.0154 N N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.41% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2044-12-01 Y FREDDIE MAC N/A N/A 1.0000 7 N Y FREDDIE MAC N/A N/A 1.0000 N 0.0041 3480000.00 3480000.00 3480000.00 0.0058 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.34% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 US57583RUZ62 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2037-09-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 1 N Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 N 0.0034 2385000.00 2385000.00 2385000.00 0.0039 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.38% (Babson College Proj.) Series 2008 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583RL86 US57583RL867 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2032-10-01 Y FEDERAL HOME LN BK OF BOSTON N/A N/A 1.0000 7 N Y FEDERAL HOME LN BK OF BOSTON N/A N/A 1.0000 N 0.0038 26690000.00 26690000.00 26690000.00 0.0442 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.38% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2040-10-01 Y NORTHERN TRUST CO CHICAGO N/A N/A 1.0000 7 N Y NORTHERN TRUST CO CHICAGO N/A N/A 1.0000 N 0.0038 5900000.00 5900000.00 5900000.00 0.0098 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.38% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 US57583UB565 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2048-07-01 Y BANK OF NEW YORK MELLON N/A N/A 1.0000 7 N Y BANK OF NEW YORK MELLON N/A N/A 1.0000 N 0.0038 3300000.00 3300000.00 3300000.00 0.0055 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.39% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 US57583R6F74 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2046-07-01 Y BARCLAYS BANK PLC N/A N/A 1.0000 7 Y N Y PARTNERS HEALTHCARE SYS INC OBLIGOR N/A N/A 1.0000 0.0039 4500000.00 4500000.00 4500000.00 0.0074 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.40% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 US57583RUV58 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2035-10-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 N Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 N 0.0040 4755000.00 4755000.00 4755000.00 0.0079 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.40% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2035-09-01 Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 7 N Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 N 0.0040 22870000.00 22870000.00 22870000.00 0.0378 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.40% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2036-08-01 Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 7 N Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 N 0.0040 4555000.00 4555000.00 4555000.00 0.0075 N N Y N 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 US57583F5P29 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2035-01-01 Y MANUFACTURERS & TRADERS TR CO N/A N/A 1.0000 7 N Y MANUFACTURERS & TRADERS TR CO N/A N/A 1.0000 N 0.0040 3485000.00 3485000.00 3485000.00 0.0058 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.40% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2035-01-01 Y MANUFACTURERS & TRADERS TR CO N/A N/A 1.0000 7 N Y MANUFACTURERS & TRADERS TR CO N/A N/A 1.0000 N 0.0040 980000.00 980000.00 980000.00 0.0016 N N Y N 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 US57583ULM89 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2041-06-01 Y MANUFACTURERS & TRADERS TR CO N/A N/A 1.0000 7 N Y MANUFACTURERS & TRADERS TR CO N/A N/A 1.0000 N 0.0042 5680000.00 5680000.00 5680000.00 0.0094 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.32% Series 2006 A, (Liquidity Facility Wells Fargo Bank NA) VRDN 57582N4G7 US57582N4G76 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2026-03-01 Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 1 Y N N 0.0032 4900000.00 4900000.00 4900000.00 0.0081 N Y Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.38% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 US575827X547 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2021-01-01 Y STATE ST BK & TR CO BOSTON N/A N/A 0.9000 7 Y N N 0.0038 3495000.00 3495000.00 3495000.00 0.0058 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.39% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 US575827R440 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2030-12-01 Y CITIBANK NA N/A N/A 1.0000 7 Y N N 0.0039 7800000.00 7800000.00 7800000.00 0.0129 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.33% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 US57586EUJ80 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2049-10-01 Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 1 N Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 N 0.0033 18100000.00 18100000.00 18100000.00 0.0299 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.33% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 US57586CHB46 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2035-11-01 Y AMHERST COLLEGE N/A N/A 1.0000 1 N N N 0.0033 2900000.00 2900000.00 2900000.00 0.0048 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.33% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2044-07-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 1 N Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 N 0.0033 1200000.00 1200000.00 1200000.00 0.0020 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.34% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 US57586C7E95 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2038-07-01 Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 1 N Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 N 0.0034 1175000.00 1175000.00 1175000.00 0.0019 N Y Y N 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 US57586CNH42 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2026-07-01 Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 1 N Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 N 0.0035 1315000.00 1315000.00 1315000.00 0.0022 N Y Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.38% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA N/A N/A 1.0000 7 N N N 0.0038 11500000.00 11500000.00 11500000.00 0.0190 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.38% Series 1999 G VRDN 57585J8V6 US57585J8V66 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2039-07-01 Y WELLESLEY COLLEGE, MA N/A N/A 1.0000 7 N N N 0.0038 585000.00 585000.00 585000.00 0.0010 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.38% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 US57586EUL37 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2038-10-01 Y US BANK NA CINCINNATI OHIO N/A N/A 1.0000 7 N Y US BANK NA CINCINNATI OHIO N/A N/A 1.0000 N 0.0038 2900000.00 2900000.00 2900000.00 0.0048 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.38% (Wellesley College Proj.) Series B VRDN 575851NQ9 US575851NQ97 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2022-07-01 Y WELLESLEY COLLEGE, MA N/A N/A 1.0000 7 N N N 0.0038 1400000.00 1400000.00 1400000.00 0.0023 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.38% (Wellesley College Proj.) Series I VRDN 57586CP25 US57586CP251 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2039-07-01 Y WELLESLEY COLLEGE, MA N/A N/A 1.0000 7 N N N 0.0038 5985000.00 5985000.00 5985000.00 0.0099 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.39% (Amherst College Proj.) Series 1996 F VRDN 57585JMX6 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2026-11-01 Y AMHERST COLLEGE N/A N/A 1.0000 7 N N N 0.0039 900000.00 900000.00 900000.00 0.0015 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.39% (Williams College Proj.) Series J VRDN 57586CPY5 US57586CPY56 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2026-07-01 Y WILLIAMS COLLEGE, MA N/A N/A 1.0000 7 N N N 0.0039 466000.00 466000.00 466000.00 0.0008 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.39% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2028-11-01 Y AMHERST COLLEGE N/A N/A 1.0000 7 N N N 0.0039 1340000.00 1340000.00 1340000.00 0.0022 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.39% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2039-07-01 Y BANK OF AMERICA NA N/A N/A 1.0000 7 N Y BANK OF AMERICA NA N/A N/A 1.0000 N 0.0039 400000.00 400000.00 400000.00 0.0007 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.39% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2044-07-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 N Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 N 0.0039 10000000.00 10000000.00 10000000.00 0.0165 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.39% (CIL Realty of Massachusetts Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57586CXK6 US57586CXK60 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2036-07-01 Y HSBC BANK USA NA N/A N/A 1.0000 7 N Y HSBC BANK USA NA N/A N/A 1.0000 N 0.0039 1005000.00 1005000.00 1005000.00 0.0017 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.40% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA N/A N/A 1.0000 7 N N N 0.0040 13025000.00 13025000.00 13025000.00 0.0215 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.47% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 US57586CDV46 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2034-07-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 N Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 N 0.0047 8985000.00 8985000.00 8985000.00 0.0149 N N Y N 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 US57585JRR40 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2027-01-01 Y BANK OF AMERICA NA N/A N/A 1.0000 7 N Y BANK OF AMERICA NA N/A N/A 1.0000 N 0.0048 2065000.00 2065000.00 2065000.00 0.0034 N N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.41% Series 2009 A, LOC TD Banknorth, NA VRDN 57586NDU2 US57586NDU28 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2043-01-01 Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 7 N Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 N 0.0041 1750000.00 1750000.00 1750000.00 0.0029 N N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.40% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2026-07-01 Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 7 N Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 N 0.0040 800000.00 800000.00 800000.00 0.0013 N N Y N 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 N/A N/A 2016-06-07 2016-06-07 2027-08-01 Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 7 N Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 N 0.0040 2815000.00 2815000.00 2815000.00 0.0047 N N Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.39% Series 2008 A, LOC State Street Bank & Trust Co., Boston VRDN 575896ET8 US575896ET84 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2038-07-01 Y STATE ST BK & TR CO BOSTON N/A N/A 1.0000 7 N Y STATE ST BK & TR CO BOSTON N/A N/A 1.0000 N 0.0039 4400000.00 4400000.00 4400000.00 0.0073 N N Y N 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 US576049RU64 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2028-08-01 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 7 N Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 N 0.0040 5500000.00 5500000.00 5500000.00 0.0091 N N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.41% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2038-05-01 Y BARCLAYS BANK PLC N/A N/A 1.0000 7 Y N Y UNIV OF MASSACHUSETTS OBLIGOR N/A N/A 1.0000 0.0041 7350000.00 7350000.00 7350000.00 0.0122 N N Y N Bartow County Dev. Auth. Poll. Cont. Rev. Bartow County Dev. Auth. Poll. Cont. Rev., 0.50% (Georgia Pwr. Co. Plant Bowen Proj.) First Series 2009 VRDN 069643BC7 US069643BC78 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2032-12-01 Y GEORGIA POWER CO N/A N/A 1.0000 7 N N N 0.0050 900000.00 900000.00 900000.00 0.0015 N N Y N Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.38% (Georgia Pwr. Co. Plant Vogtle Proj.) First Series 2009 VRDN 121342MW6 US121342MW66 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2049-07-01 Y GEORGIA POWER CO N/A N/A 1.0000 1 N N N 0.0038 1000000.00 1000000.00 1000000.00 0.0017 N Y Y N Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.50% (Georgia Pwr. Co. Plant Vogtle Proj.) Series 2013 VRDN 121342NS4 US121342NS46 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2050-12-31 Y GEORGIA POWER CO N/A N/A 1.0000 7 N N N 0.0050 600000.00 600000.00 600000.00 0.0010 N N Y N Coweta County Dev. Auth. Poll. Cont. Rev. Coweta County Dev. Auth. Poll. Cont. Rev., 0.40% (Georgia Pwr. Co. Plant Yates Proj.) Series 2006 VRDN 223657AQ0 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2032-06-01 Y GEORGIA POWER CO N/A N/A 1.0000 1 N N N 0.0040 700000.00 700000.00 700000.00 0.0012 N Y Y N Monroe County Dev. Auth. Poll. Cont. Rev. Monroe County Dev. Auth. Poll. Cont. Rev., 0.40% (Georgia Pwr. Co. Plant Scherer Proj.) Series 1997 VRDN 610530ED5 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2032-04-01 Y GEORGIA POWER CO N/A N/A 1.0000 1 N N N 0.0040 300000.00 300000.00 300000.00 0.0005 N Y Y N Monroe County Dev. Auth. Poll. Cont. Rev. Monroe County Dev. Auth. Poll. Cont. Rev., 0.40% (Georgia Pwr. Plant Co. Scherer Proj.) Series 2008 VRDN 610530EU7 US610530EU70 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2048-11-01 Y GEORGIA POWER CO N/A N/A 1.0000 1 N N N 0.0040 500000.00 500000.00 500000.00 0.0008 N Y Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.52% (Motiva Enterprises LLC Proj.) Series 2010 C VRDN 735220AV7 US735220AV73 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2040-04-01 Y MOTIVA ENTERPRISES LLC N/A N/A 1.0000 1 N N N 0.0052 150000.00 150000.00 150000.00 0.0002 N Y Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.52% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AW5 US735220AW56 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2040-11-01 Y MOTIVA ENTERPRISES LLC N/A N/A 1.0000 1 N N N 0.0052 700000.00 700000.00 700000.00 0.0012 N Y Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.53% (Motiva Enterprises LLC Proj.) Series 2001 A VRDN 735220AT2 US735220AT28 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2040-04-01 Y MOTIVA ENTERPRISES LLC N/A N/A 1.0000 1 N N N 0.0053 200000.00 200000.00 200000.00 0.0003 N Y Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.53% (Motiva Enterprises LLC Proj.) Series 2009 A VRDN 735220AQ8 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2039-12-01 Y MOTIVA ENTERPRISES LLC N/A N/A 1.0000 1 N N N 0.0053 300000.00 300000.00 300000.00 0.0005 N Y Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.53% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 US735220AU90 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2040-04-01 Y MOTIVA ENTERPRISES LLC N/A N/A 1.0000 1 N N N 0.0053 400000.00 400000.00 400000.00 0.0007 N Y Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.53% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AX3 US735220AX30 Variable Rate Demand Note N/A N/A 2016-06-01 2016-06-01 2040-11-01 Y MOTIVA ENTERPRISES LLC N/A N/A 1.0000 1 N N N 0.0053 1300000.00 1300000.00 1300000.00 0.0022 N Y Y N 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 N/A N/A 2016-06-07 2016-06-07 2037-01-01 Y CITIZENS BANK OF PENNSYLVANIA N/A N/A 1.0000 7 N Y CITIZENS BANK OF PENNSYLVANIA N/A N/A 1.0000 N 0.0058 2050000.00 2050000.00 2050000.00 0.0034 N N Y N Salem County Poll. Cont. Fin. Auth. Rev. Salem County Poll. Cont. Fin. Auth. Rev., 0.58% (Pub. Svc. Elec. and Gas Co. Proj.) Series 2003 B1 VRDN 79410SBK1 US79410SBK15 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2033-11-01 Y PUBLIC SERVICE ELEC & GAS CO N/A N/A 1.0000 7 N N N 0.0058 1400000.00 1400000.00 1400000.00 0.0023 N N Y N Valdez Marine Term. Rev. Valdez Marine Term. Rev., 0.63% (ConocoPhillips Proj.) Series 1994 C, (ConocoPhillips Co. Guaranteed) VRDN 919061EU1 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2031-05-01 Y CONOCOPHILLIPS INC N/A N/A 1.0000 7 N N N 0.0063 1300000.00 1300000.00 1300000.00 0.0022 N N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.70% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note N/A N/A 2016-06-07 2016-06-07 2040-11-01 Y NUCOR CORP N/A N/A 1.0000 7 N N N 0.0070 1100000.00 1100000.00 1100000.00 0.0018 N N Y N Arlington Gen. Oblig. Arlington Gen. Oblig., 2.00% BAN 041609ZL5 US041609ZL54 Other Municipal Security N/A N/A 2016-11-10 2016-11-10 2016-11-10 N N N 0.0200 1005730.00 1005730.00 1005730.00 0.0017 N N N N Beverly Gen. Oblig. Beverly Gen. Oblig., 2.00% BAN 088095R89 US088095R899 Other Municipal Security N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0200 2215468.98 2215468.98 2215468.98 0.0037 N N N N Bourne Gen. Oblig. Bourne Gen. Oblig., 2.25% BAN Series 2016 102061SN9 US102061SN94 Other Municipal Security N/A N/A 2017-04-14 2017-04-14 2017-04-14 N N N 0.0225 506555.00 506555.00 506555.00 0.0008 N N N N Cambridge Gen. Oblig. Cambridge Gen. Oblig., 4.00% Bonds Series 2015 A 132285Y84 US132285Y849 Other Municipal Security N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0400 1623261.90 1623261.90 1623261.90 0.0027 N N N N Danvers Gen. Oblig. Danvers Gen. Oblig., 2.00% BAN 236469Z62 US236469Z627 Other Municipal Security N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0200 1203828.00 1203828.00 1203828.00 0.0020 N N N N Eastham Massachusetts Eastham Massachusetts, 2.00% BAN 277281HD6 US277281HD69 Other Municipal Security N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0200 2002400.00 2002400.00 2002400.00 0.0033 N N N N Falmouth Gen. Oblig. Falmouth Gen. Oblig., 2.00% BAN 306801K42 US306801K420 Other Municipal Security N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0200 1409842.00 1409842.00 1409842.00 0.0023 N N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 2.00% BAN Series 2015 379713EP1 US379713EP11 Other Municipal Security N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0200 1905738.00 1905738.00 1905738.00 0.0032 N N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 2.00% BAN 379713EQ9 US379713EQ93 Other Municipal Security N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0200 1211052.00 1211052.00 1211052.00 0.0020 N N N N Holden Massachusetts Gen. Oblig. Holden Massachusetts Gen. Oblig., 2.00% BAN 434830QX6 US434830QX67 Other Municipal Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0200 2201496.00 2201496.00 2201496.00 0.0036 N N N N Lexington Gen. Oblig. Lexington Gen. Oblig., 1.25% BAN Series 2015 B 529284J69 US529284J695 Other Municipal Security N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N N 0.0125 1366245.88 1366245.88 1366245.88 0.0023 N N N N Marblehead Gen. Oblig. Marblehead Gen. Oblig., 2.00% BAN 566081WF8 US566081WF82 Other Municipal Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0200 1203156.00 1203156.00 1203156.00 0.0020 N N N N Marlborough Gen. Oblig. Marlborough Gen. Oblig., 1.50% BAN 570884S72 US570884S725 Other Municipal Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0150 3807017.46 3807017.46 3807017.46 0.0063 N N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.50% Bonds Series A 575579XK8 US575579XK84 Other Municipal Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0550 748099.20 748099.20 748099.20 0.0012 N N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 2.00% Bonds Series 2014 57605AFB7 549300SYPEROLSQU0261 US57605AFB70 Other Municipal Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0200 6015180.00 6015180.00 6015180.00 0.0100 N N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 4.00% Bonds Series 2010 A 57604P3Z5 549300SYPEROLSQU0261 Other Municipal Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0400 1684798.75 1684798.75 1684798.75 0.0028 N N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.25% Bonds (Pool Prog.) Series 2004 A 57604PNY6 549300SYPEROLSQU0261 US57604PNY69 Other Municipal Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0525 5881271.55 5881271.55 5881271.55 0.0097 N N N N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.48% Series 5, LOC TD Banknorth, NA, CP AEJ942000 Other Municipal Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 N 0.0048 900018.00 900018.00 900018.00 0.0015 N N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2013 57583UYT9 US57583UYT95 Other Municipal Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N Y BOSTON COLLEGE,MA OBLIGOR N/A N/A 1.0000 0.0500 1806714.00 1806714.00 1806714.00 0.0030 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.44% Series I, (Liquidity Facility TD Banknorth, NA), CP AFF197000 Other Municipal Security N/A N/A 2016-06-23 2016-06-23 2016-06-23 N N Y TD BANK NA WILMINGTON DE LIQUIDITY N/A N/A 0.9000 0.0044 5100000.00 5100000.00 5100000.00 0.0084 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.74% Bonds Series 2012 D 57582PJ84 US57582PJ842 Other Municipal Security N/A N/A 2016-06-02 2017-01-01 2017-01-01 N N N 0.0074 1900095.00 1900095.00 1900095.00 0.0031 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.76% Bonds Series 2013 A 57582PK41 US57582PK410 Other Municipal Security N/A N/A 2016-06-02 2017-02-01 2017-02-01 N N N 0.0076 2225244.75 2225244.75 2225244.75 0.0037 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.00% Bonds 57582P7E4 US57582P7E47 Other Municipal Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0300 1707089.00 1707089.00 1707089.00 0.0028 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2009 B 57582PRU6 Other Municipal Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0500 2951083.80 2951083.80 2951083.80 0.0049 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2006 D, (Pre-Refunded to 8/1/2016 @ 100) 57582N7M1 US57582N7M18 Other Municipal Security N/A N/A 2016-08-01 2016-08-01 2022-08-01 N N N 0.0500 1007300.00 1007300.00 1007300.00 0.0017 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2011 B 57582PZJ2 US57582PZJ29 Other Municipal Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0500 1309750.00 1309750.00 1309750.00 0.0022 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series B 2013 57582PP87 US57582PP872 Other Municipal Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0500 5470725.00 5470725.00 5470725.00 0.0091 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2008 A 57582PKZ2 US57582PKZ26 Other Municipal Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0500 3103100.00 3103100.00 3103100.00 0.0051 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2011 D 57582PA83 US57582PA833 Other Municipal Security N/A N/A 2016-10-01 2016-10-01 2016-10-01 N N N 0.0500 507440.00 507440.00 507440.00 0.0008 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.25% Bonds Series 2004 B 57582NXF7 US57582NXF76 Other Municipal Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0525 3023730.00 3023730.00 3023730.00 0.0050 N N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.50% Bonds Series 2004 C 57582NG82 US57582NG827 Other Municipal Security N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0550 333079.50 333079.50 333079.50 0.0006 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.43% Bonds (Partners Healthcare Proj.) Series 2008 H1, tender 07/01/2016, CP Mode 57586CV93 AEJ226000 Other Municipal Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR N/A N/A 1.0000 0.0043 1700017.00 1700017.00 1700017.00 0.0028 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.43% Bonds (Partners Healthcare Proj.) Series 2008 H1, tender 07/05/2016, CP Mode 57586CV93 AFA013000 Other Municipal Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR N/A N/A 1.0000 0.0043 1200024.00 1200024.00 1200024.00 0.0020 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.45% Bonds (Partners Healthcare Proj.) Series 2008 H2, tender 07/07/2016, CP Mode 57586CW27 AFC496000 Other Municipal Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR N/A N/A 1.0000 0.0045 1990000.00 1990000.00 1990000.00 0.0033 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.45% Bonds (Partners Healthcare Proj.) Series H2, tender 07/08/2016, CP Mode 57586CW27 AFB610000 Other Municipal Security N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR N/A N/A 1.0000 0.0045 1990000.00 1990000.00 1990000.00 0.0033 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.47% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 06/08/2016, CP Mode 57586CV93 AEA214000 Other Municipal Security N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR N/A N/A 1.0000 0.0047 1900038.00 1900038.00 1900038.00 0.0031 N N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.48% Series EE, CP ADI937000 Other Municipal Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N Y PRESIDENT & FELLOWS HARVARD CO OBLIGOR N/A N/A 1.0000 0.0048 2000020.00 2000020.00 2000020.00 0.0033 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.48% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H1, tender 06/07/2016, CP Mode 57586CV93 ADJ369000 Other Municipal Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR N/A N/A 1.0000 0.0048 1900038.00 1900038.00 1900038.00 0.0031 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.50% Bonds (Partners HealthCare Sys., Inc. Proj.) Series 2008 H2, tender 06/01/2016, CP Mode 57586CW27 ADI091000 Other Municipal Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR N/A N/A 1.0000 0.0050 1400000.00 1400000.00 1400000.00 0.0023 N Y Y N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.85% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 06/03/2016, CP Mode 575856BG3 AEF220000 Other Municipal Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N Y NEW ENGLAND POWER CO OBLIGOR N/A N/A 1.0000 0.0085 1300013.00 1300013.00 1300013.00 0.0022 N N Y N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.85% Bonds (New England Pwr. Co. Proj.) Series 1993 B, tender 06/14/2016, CP Mode 575856BG3 AEJ598000 Other Municipal Security N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N Y NEW ENGLAND POWER CO OBLIGOR N/A N/A 1.0000 0.0085 1500015.00 1500015.00 1500015.00 0.0025 N N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.86% Bonds (New England Pwr. Co. Proj.) Series 1993 A, tender 07/07/2016, CP Mode 575856BF5 AFG138000 Other Municipal Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N Y NEW ENGLAND POWER CO OBLIGOR N/A N/A 1.0000 0.0086 3199968.00 3199968.00 3199968.00 0.0053 N N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.46% Series 2012 A, LOC TD Banknorth, NA, CP AFA515000 Other Municipal Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 N 0.0046 1200000.00 1200000.00 1200000.00 0.0020 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.41% Series A, LOC Bank of America NA, CP AFA550000 Other Municipal Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N Y BANK OF AMERICA NA N/A N/A 1.0000 N 0.0041 2600000.00 2600000.00 2600000.00 0.0043 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.43% Series A, LOC Bank of America NA, CP AEJ535000 Other Municipal Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N Y BANK OF AMERICA NA N/A N/A 1.0000 N 0.0043 1900019.00 1900019.00 1900019.00 0.0031 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.45% Series B, LOC Citibank NA, CP AFA006000 Other Municipal Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N Y CITIBANK NA N/A N/A 1.0000 N 0.0045 3300066.00 3300066.00 3300066.00 0.0055 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.45% Series B, LOC Citibank NA, CP AFB588000 Other Municipal Security N/A N/A 2016-07-13 2016-07-13 2016-07-13 N Y CITIBANK NA N/A N/A 1.0000 N 0.0045 2500050.00 2500050.00 2500050.00 0.0041 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.46% Series C, LOC Barclays Bank PLC, CP AEJ590000 Other Municipal Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0046 4000040.00 4000040.00 4000040.00 0.0066 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.46% Series C, LOC Barclays Bank PLC, CP AFA485000 Other Municipal Security N/A N/A 2016-07-08 2016-07-08 2016-07-08 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0046 3200096.00 3200096.00 3200096.00 0.0053 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.46% Series B, LOC Citibank NA, CP AFB899000 Other Municipal Security N/A N/A 2016-07-12 2016-07-12 2016-07-12 N Y CITIBANK NA N/A N/A 1.0000 N 0.0046 6000120.00 6000120.00 6000120.00 0.0099 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.48% Series B, LOC Citibank NA, CP AEJ197000 Other Municipal Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N Y CITIBANK NA N/A N/A 1.0000 N 0.0048 1600000.00 1600000.00 1600000.00 0.0026 N N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.53% Series C, LOC Barclays Bank PLC, CP ADJ363000 Other Municipal Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0053 500005.00 500005.00 500005.00 0.0008 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.57% Series C, LOC Barclays Bank PLC, CP ADJ362000 Other Municipal Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0057 1900114.00 1900114.00 1900114.00 0.0031 N N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.46% Series 99, LOC State Street Bank & Trust Co., Boston, CP AFA516000 Other Municipal Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N Y STATE ST BK & TR CO BOSTON N/A N/A 1.0000 N 0.0046 4300000.00 4300000.00 4300000.00 0.0071 N N N N Melrose Gen. Oblig. Melrose Gen. Oblig., 2.00% Bonds Series 2015 B 585565TW4 US585565TW40 Other Municipal Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0200 1223062.20 1223062.20 1223062.20 0.0020 N N N N Milford Gen. Oblig. Milford Gen. Oblig., 2.00% BAN 599496UY0 US599496UY08 Other Municipal Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0200 1601920.00 1601920.00 1601920.00 0.0027 N N N N North Middlesex Reg'l. School District North Middlesex Reg'l. School District, 2.00% BAN 661139LH6 US661139LH68 Other Municipal Security N/A N/A 2017-03-17 2017-03-17 2017-03-17 N N N 0.0200 908721.00 908721.00 908721.00 0.0015 N N N N Norwood Gen. Oblig. Norwood Gen. Oblig., 2.00% BAN 669555WN0 US669555WN08 Other Municipal Security N/A N/A 2016-07-29 2016-07-29 2016-07-29 N N N 0.0200 2004580.00 2004580.00 2004580.00 0.0033 N N N N Peabody Gen. Oblig. Peabody Gen. Oblig., 2.00% BAN 7045735U4 US7045735U44 Other Municipal Security N/A N/A 2017-03-24 2017-03-24 2017-03-24 N N N 0.0200 1516245.00 1516245.00 1516245.00 0.0025 N N N N Plymouth Gen. Oblig. Plymouth Gen. Oblig., 2.00% BAN 729654SQ7 US729654SQ78 Other Municipal Security N/A N/A 2017-05-04 2017-05-04 2017-05-04 N N N 0.0200 2831612.00 2831612.00 2831612.00 0.0047 N N N N Quincy Gen. Oblig. Quincy Gen. Oblig., 2.00% BAN 748508KN7 US748508KN77 Other Municipal Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0200 3123215.91 3123215.91 3123215.91 0.0052 N N N N Quincy Gen. Oblig. Quincy Gen. Oblig., 2.00% BAN 748508KR8 US748508KR81 Other Municipal Security N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0200 2523075.00 2523075.00 2523075.00 0.0042 N N N N Salisbury Gen. Oblig. Salisbury Gen. Oblig., 1.50% BAN 795302GQ5 US795302GQ53 Other Municipal Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0150 701652.00 701652.00 701652.00 0.0012 N N N N Shrewsbury Gen. Oblig. Shrewsbury Gen. Oblig., 2.00% BAN 825502ZC4 US825502ZC42 Other Municipal Security N/A N/A 2016-07-29 2016-07-29 2016-07-29 N N N 0.0200 1703859.00 1703859.00 1703859.00 0.0028 N N N N Somerville Gen. Oblig. Somerville Gen. Oblig., 1.50% BAN Series 2015 B 835240J94 US835240J944 Other Municipal Security N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N N 0.0150 3200864.00 3200864.00 3200864.00 0.0053 N N N N Tyngsborough Gen. Oblig. Tyngsborough Gen. Oblig., 1.50% BAN 902392HS1 US902392HS12 Other Municipal Security N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0150 1893829.73 1893829.73 1893829.73 0.0031 N N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 2.00% BAN Series 2016 A 981306MH3 US981306MH33 Other Municipal Security N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0200 1208952.00 1208952.00 1208952.00 0.0020 N N N N Worcester Gen. Oblig. Worcester Gen. Oblig., 5.00% Bonds Series 2015 C 981306LT8 US981306LT89 Other Municipal Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0500 1893842.50 1893842.50 1893842.50 0.0031 N N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.80% Bonds Series 2001 A, tender 06/10/2016, CP Mode 473044BV6 AEH996000 Other Municipal Security N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR N/A N/A 1.0000 0.0080 200002.00 200002.00 200002.00 0.0003 N N N N Prince William County Indl. Dev. Auth. Poll. Cont. Rev. Prince William County Indl. Dev. Auth. Poll. Cont. Rev., 0.78% Bonds Series 1986, tender 06/14/2016, CP Mode 741754AA3 AEJ614000 Other Municipal Security N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N Y VIRGINIA ELECTRIC AND POWER CO OBLIGOR N/A N/A 1.0000 0.0078 100001.00 100001.00 100001.00 0.0002 N N N N JPMorgan Chase JPMorgan Chase, 0.40% Participating VRDN Series Putters 16 5005, (Liquidity Facility JPMorgan Chase Bank) 46640KVU5 US46640KVU59 Tender Option Bond N/A N/A 2016-06-01 2016-06-01 2018-06-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 1 Y N N 0.0040 11800000.00 11800000.00 11800000.00 0.0195 N Y Y N JPMorgan Chase JPMorgan Chase, 0.40% Participating VRDN Series Putters 16 5004, (Liquidity Facility JPMorgan Chase Bank) 46640KVS0 US46640KVS04 Tender Option Bond N/A N/A 2016-06-01 2016-06-01 2017-09-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 1 Y N N 0.0040 3600000.00 3600000.00 3600000.00 0.0060 N Y Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.43% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2035-07-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 1350000.00 1350000.00 1350000.00 0.0022 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.43% Participating VRDN Series Putters 3840, (Liquidity Facility JPMorgan Chase Bank) 46633VG45 US46633VG452 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2034-02-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 400000.00 400000.00 400000.00 0.0007 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.43% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2045-07-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 400000.00 400000.00 400000.00 0.0007 N N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.44% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE N/A N/A 1.0000 7 Y N N 0.0044 900000.00 900000.00 900000.00 0.0015 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.42% Participating VRDN Series XF 2197, (Liquidity Facility Citibank NA) 88033MNJ2 US88033MNJ26 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2035-07-01 Y CITIBANK NA N/A N/A 1.0000 7 Y N N 0.0042 1350000.00 1350000.00 1350000.00 0.0022 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.43% Participating VRDN Series Putters 3898, (Liquidity Facility JPMorgan Chase Bank) 46633VV55 US46633VV550 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2027-04-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 3500000.00 3500000.00 3500000.00 0.0058 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.43% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2030-08-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 4800000.00 4800000.00 4800000.00 0.0079 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.43% Participating VRDN Series 16 XF0374, (Liquidity Facility Bank of America NA) 88033ME94 US88033ME946 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2046-03-01 Y BANK OF AMERICA NA N/A N/A 1.0000 7 Y N N 0.0043 1000000.00 1000000.00 1000000.00 0.0017 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.43% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2021-09-01 Y STATE ST BK & TR CO BOSTON N/A N/A 1.0000 7 Y N N 0.0043 14400000.00 14400000.00 14400000.00 0.0238 N N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.44% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2025-08-01 Y STATE ST BK & TR CO BOSTON N/A N/A 1.0000 7 Y N N 0.0044 17900000.00 17900000.00 17900000.00 0.0296 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.43% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 US46633VNX37 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2036-11-15 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 3200000.00 3200000.00 3200000.00 0.0053 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.43% Participating VRDN Series 16 XM0217, (Liquidity Facility JPMorgan Chase Bank) 88033SFK5 US88033SFK50 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2036-11-15 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 10000000.00 10000000.00 10000000.00 0.0165 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.43% Participating VRDN (Liquidity Facility JPMorgan Chase Bank) 88033M4B0 US88033M4B05 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2038-10-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 5660000.00 5660000.00 5660000.00 0.0094 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.43% Participating VRDN Series Putters 3530, (Liquidity Facility JPMorgan Chase Bank) 46633VBR9 US46633VBR96 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2036-11-15 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 4495000.00 4495000.00 4495000.00 0.0074 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.45% Participating VRDN Series 16 XG0014, (Liquidity Facility Bank of America NA) 88033MX51 US88033MX516 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2032-07-01 Y BANK OF AMERICA NA N/A N/A 1.0000 7 Y N N 0.0045 5550000.00 5550000.00 5550000.00 0.0092 N N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.50% Participating VRDN Series BC 10 20W, (Liquidity Facility Barclays Bank PLC) 06740GFN1 US06740GFN16 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2034-12-15 Y BARCLAYS BANK PLC N/A N/A 1.0000 7 Y N N 0.0050 2550000.00 2550000.00 2550000.00 0.0042 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.42% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2032-08-15 Y CITIBANK NA N/A N/A 1.0000 7 Y N N 0.0042 5900000.00 5900000.00 5900000.00 0.0098 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.42% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 US576000MY62 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2024-08-15 Y CITIBANK NA N/A N/A 1.0000 7 Y N N 0.0042 1500000.00 1500000.00 1500000.00 0.0025 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.42% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2037-08-15 Y CITIBANK NA N/A N/A 1.0000 7 Y N N 0.0042 5900000.00 5900000.00 5900000.00 0.0098 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.42% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2037-08-15 Y CITIBANK NA N/A N/A 1.0000 7 Y N N 0.0042 5000000.00 5000000.00 5000000.00 0.0083 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.42% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2037-08-15 Y CITIBANK NA N/A N/A 1.0000 7 Y N N 0.0042 6600000.00 6600000.00 6600000.00 0.0109 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.42% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada New Yor 88033MZE0 US88033MZE01 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH N/A N/A 1.0000 7 Y N N 0.0042 1000000.00 1000000.00 1000000.00 0.0017 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.43% Participating VRDN Series Putters 4420, (Liquidity Facility JPMorgan Chase Bank) 46640KJC9 US46640KJC99 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2043-05-15 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 600000.00 600000.00 600000.00 0.0010 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.43% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 US576000GR85 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2035-08-15 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 7985000.00 7985000.00 7985000.00 0.0132 N N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.43% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2037-08-15 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0043 1425000.00 1425000.00 1425000.00 0.0024 N N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.55% Bonds Series RBC E 42, tender 07/01/2016, (Liquidity Facility Royal Bank of Canada) 74926YZA2 US74926YZA27 Tender Option Bond N/A N/A 2016-07-01 2016-07-01 2031-08-01 Y ROYAL BANK OF CANADA N/A N/A 1.0000 31 Y N N 0.0055 2700027.00 2700027.00 2700027.00 0.0045 N N N Y Omaha Pub. Pwr. District Elec. Rev. Omaha Pub. Pwr. District Elec. Rev., 0.58% Participating VRDN Series 16 XF1053, (Liquidity Facility Deutsche Bank AG New York Branch) 88033MD79 US88033MD799 Tender Option Bond N/A N/A 2016-06-07 2016-06-07 2049-02-01 Y DEUTSCHE BANK AG NEW YORK BNCH N/A N/A 1.0000 7 Y N N 0.0058 200000.00 200000.00 200000.00 0.0003 N N Y N Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.38% 31635A501 0001022695 Investment Company N/A N/A 2016-06-07 2016-06-07 2016-12-16 N N N 0.0038 63061688.59 63061688.59 63061688.59 0.1043 N N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts AMT Tax-Free Money Market Fund 2016-06-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer