N-MFP2 0000357057 XXXXXXXX 2016-12-31 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 18 18 566162931.08 558012957.62 554462375.62 556827006.48 599237342.85 0.8200 0.8100 0.7900 0.8000 0.8500 274198.81 695734506.04 695778063.01 1321339.02 348613.63 697024987.21 696284544.36 1.0000 0.0076 1.0010 1.0011 1.0010 1.0010 1.0010 C000019442 25000.00 198725913.00 198459016.02 1.0013 1.0013 1.0013 1.0013 1.0013 2258677.34 1041548.21 1275381.21 1345631.30 2163688.04 2890333.34 3000377.96 1560824.33 5397796.99 1278339.05 13299189.97 7653145.44 0.0046 N C000047913 1000000.00 498198741.67 497725292.50 1.0009 1.0009 1.0009 1.0009 1.0009 2435948.92 5649698.83 7867043.16 1738317.28 9908537.31 1883094.41 3907172.68 7849587.76 5820442.46 3909102.95 29091447.68 18211587.81 0.0055 Y Fidelity Investments, Reimbursement Fees, -19151.80; C000047914 1000000.00 100332.54 100235.84 1.0009 1.0010 1.0009 1.0009 1.0009 12.24 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 12.24 0.00 0.0030 Y Fidelity Investments, Reimbursement Fees, -3.21; Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.72% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2024-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 N N/A N/A Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0072 4700000.00 4700000.00 0.0067 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.70% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0070 8650000.00 8650000.00 0.0124 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.70% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2037-01-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0070 7700000.00 7700000.00 0.0110 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.71% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 US57563CAC64 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2039-01-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0071 9300000.00 9300000.00 0.0133 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.72% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0072 3480000.00 3480000.00 0.0050 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.69% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 US57583RWB76 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 4 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0069 10900000.00 10900000.00 0.0156 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.69% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 US57583RUZ62 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2037-09-01 Y JPMORGAN CHASE BANK NA 1.0000 4 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0069 6950000.00 6950000.00 0.0100 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.69% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2040-10-01 Y NORTHERN TRUST CO CHICAGO 1.0000 7 N N/A N/A Y NORTHERN TRUST CO CHICAGO 1.0000 N/A N/A N 0.0069 5900000.00 5900000.00 0.0085 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.70% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2032-02-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0070 12500000.00 12500000.00 0.0179 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.70% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2035-09-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0070 22120000.00 22120000.00 0.0317 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.71% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2026-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0071 3545000.00 3545000.00 0.0051 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.71% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2032-10-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0071 3320000.00 3320000.00 0.0048 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.72% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2035-01-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0072 3485000.00 3485000.00 0.0050 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.74% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 US57583RUV58 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2035-10-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0074 4705000.00 4705000.00 0.0068 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.74% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 US57583R6F74 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0074 2500000.00 2500000.00 0.0036 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.74% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2035-01-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0074 980000.00 980000.00 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.74% (New England Deaconess Assoc. Proj.) Series 2011 B, LOC Manufacturers & Traders Trust Co. VRDN 57583ULM8 US57583ULM89 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2041-06-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0074 5575000.00 5575000.00 0.0080 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2036-08-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0075 4455000.00 4455000.00 0.0064 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.76% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 US57583UB565 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2048-07-01 Y BANK OF NEW YORK MELLON 1.0000 7 N N/A N/A Y BANK OF NEW YORK MELLON 1.0000 N/A N/A N 0.0076 3300000.00 3300000.00 0.0047 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.69% Series 2006 A, (Liquidity Facility Wells Fargo Bank NA) VRDN 57582N4G7 US57582N4G76 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2026-03-01 Y WELLS FARGO BK NATL ASSN 1.0000 4 Y N/A N/A N N 0.0069 2400000.00 2400000.00 0.0034 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.71% Series 2001 C, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 575827X54 US575827X547 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2021-01-01 Y STATE ST BK & TR CO BOSTON 0.9000 7 Y N/A N/A N N 0.0071 5295000.00 5295000.00 0.0076 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.71% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 US575827R440 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2030-12-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0071 9900000.00 9900000.00 0.0142 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.68% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0068 7000000.00 7000000.00 0.0100 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.68% (Wellesley College Proj.) Series B VRDN 575851NQ9 US575851NQ97 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2022-07-01 Y WELLESLEY COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0068 6400000.00 6400000.00 0.0092 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.68% Series 1999 G VRDN 57585J8V6 US57585J8V66 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2039-07-01 Y WELLESLEY COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0068 1035000.00 1035000.00 0.0015 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2039-07-01 Y BANK OF AMERICA NA 1.0000 7 N N/A N/A Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0070 9155000.00 9155000.00 0.0131 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0070 1725000.00 1725000.00 0.0025 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0070 1290000.00 1290000.00 0.0019 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0070 13025000.00 13025000.00 0.0187 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2044-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0070 10000000.00 10000000.00 0.0143 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Williams College Proj.) Series J VRDN 57586CPY5 US57586CPY56 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2026-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0070 431000.00 431000.00 0.0006 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 US575850NF59 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2029-12-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 N N/A N/A Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0070 10300000.00 10300000.00 0.0148 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.71% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2044-07-01 Y JPMORGAN CHASE BANK NA 1.0000 4 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0071 3615000.00 3615000.00 0.0052 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.72% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 US57586EUJ80 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2049-10-01 Y WELLS FARGO BK NATL ASSN 1.0000 4 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0072 14600000.00 14600000.00 0.0209 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.72% (Wellesley College Proj.) Series I VRDN 57586CP25 US57586CP251 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2039-07-01 Y WELLESLEY COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0072 6985000.00 6985000.00 0.0100 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.72% (Children's Hosp. Proj.) Series 2010 N3, LOC U.S. Bank NA, Cincinnati VRDN 57586EUL3 US57586EUL37 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2038-10-01 Y US BANK NA CINCINNATI OHIO 1.0000 7 N N/A N/A Y US BANK NA CINCINNATI OHIO 1.0000 N/A N/A N 0.0072 2900000.00 2900000.00 0.0042 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.73% (Henry Heywood Memorial Hosp. Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 US57586EGT29 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2038-07-01 Y TD BANK NA WILMINGTON DE 1.0000 4 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0073 1560000.00 1560000.00 0.0022 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.73% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 US57586C7E95 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2038-07-01 Y TD BANK NA WILMINGTON DE 1.0000 4 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0073 2185000.00 2185000.00 0.0031 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.73% (CIL Realty of Massachusetts Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57586CXK6 US57586CXK60 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2036-07-01 Y HSBC BANK USA NA 1.0000 7 N N/A N/A Y HSBC BANK USA NA 1.0000 N/A N/A N 0.0073 905000.00 905000.00 0.0013 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.76% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 US57586CDV46 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0076 8860000.00 8860000.00 0.0127 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.83% (Fairview Extended Care Proj.) Series B, LOC Bank of America NA VRDN 57585JRR4 US57585JRR40 Variable Rate Demand Note Y N/A N/A 2017-01-05 2017-01-05 2027-01-01 Y MASSACHUSETTS ST HLTH & ED FAC 1.0000 6 N N/A N/A N N 0.0083 2065000.00 2065000.00 0.0030 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.72% Series 2009 A, LOC TD Banknorth, NA VRDN 57586NDU2 US57586NDU28 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2043-01-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0072 1730000.00 1730000.00 0.0025 N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.71% LOC TD Banknorth, NA VRDN 575855N23 US575855N234 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2024-12-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0071 2900000.00 2900000.00 0.0042 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.72% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2027-08-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0072 2360000.00 2360000.00 0.0034 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.75% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2026-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0075 800000.00 800000.00 0.0011 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.71% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2028-08-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0071 5500000.00 5500000.00 0.0079 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.72% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0072 9965000.00 9965000.00 0.0143 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.75% Series 2002 C, LOC Landesbank Hessen-Thuringen VRDN 576049YH7 US576049YH70 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2020-08-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 4 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0075 3000000.00 3000000.00 0.0043 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.74% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2038-05-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N Y UNIV OF MASSACHUSETTS OBLIGOR 1.0000 N/A N/A 0.0074 22350000.00 22350000.00 0.0321 N Y N Bartow County Dev. Auth. Poll. Cont. Rev. Bartow County Dev. Auth. Poll. Cont. Rev., 0.77% (Georgia Pwr. Co. Plant Bowen Proj.) First Series 2009 VRDN 069643BC7 US069643BC78 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2032-12-01 Y GEORGIA POWER CO 1.0000 7 N N/A N/A N N 0.0077 2000000.00 2000000.00 0.0029 N Y N Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.77% (Georgia Pwr. Co. Plant Vogtle Proj.) Series 2013 VRDN 121342NS4 US121342NS46 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2050-12-31 Y GEORGIA POWER CO 1.0000 7 N N/A N/A N N 0.0077 800000.00 800000.00 0.0011 N Y N Coweta County Dev. Auth. Poll. Cont. Rev. Coweta County Dev. Auth. Poll. Cont. Rev., 0.84% (Georgia Pwr. Co. Plant Yates Proj.) Series 2006 VRDN 223657AQ0 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2032-06-01 Y GEORGIA POWER CO 1.0000 4 N N/A N/A N N 0.0084 700000.00 700000.00 0.0010 N Y N Monroe County Dev. Auth. Poll. Cont. Rev. Monroe County Dev. Auth. Poll. Cont. Rev., 0.84% (Georgia Pwr. Co. Plant Scherer Proj.) Series 1997 VRDN 610530ED5 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2032-04-01 Y GEORGIA POWER CO 1.0000 4 N N/A N/A N N 0.0084 300000.00 300000.00 0.0004 N Y N Monroe County Dev. Auth. Poll. Cont. Rev. Monroe County Dev. Auth. Poll. Cont. Rev., 0.84% (Georgia Pwr. Plant Co. Scherer Proj.) Series 2008 VRDN 610530EU7 US610530EU70 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2048-11-01 Y GEORGIA POWER CO 1.0000 4 N N/A N/A N N 0.0084 500000.00 500000.00 0.0007 N Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.85% (Motiva Enterprises LLC Proj.) Series 2009 A VRDN 735220AQ8 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2039-12-01 Y MOTIVA ENTERPRISES LLC 1.0000 4 N N/A N/A N N 0.0085 300000.00 300000.00 0.0004 N Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.85% (Motiva Enterprises LLC Proj.) Series 2001 A VRDN 735220AT2 US735220AT28 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2040-04-01 Y MOTIVA ENTERPRISES LLC 1.0000 4 N N/A N/A N N 0.0085 200000.00 200000.00 0.0003 N Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.85% (Motiva Enterprises LLC Proj.) Series 2010 C VRDN 735220AV7 US735220AV73 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2040-04-01 Y MOTIVA ENTERPRISES LLC 1.0000 4 N N/A N/A N N 0.0085 150000.00 150000.00 0.0002 N Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.85% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AX3 US735220AX30 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2040-11-01 Y MOTIVA ENTERPRISES LLC 1.0000 4 N N/A N/A N N 0.0085 1300000.00 1300000.00 0.0019 N Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.85% (Motiva Enterprises LLC Proj.) Series 2010 D VRDN 735220AW5 US735220AW56 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2040-11-01 Y MOTIVA ENTERPRISES LLC 1.0000 4 N N/A N/A N N 0.0085 700000.00 700000.00 0.0010 N Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.85% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 US735220AU90 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2040-04-01 Y MOTIVA ENTERPRISES LLC 1.0000 4 N N/A N/A N N 0.0085 400000.00 400000.00 0.0006 N Y N Bucks County Indl. Dev. Auth. Rev. Bucks County Indl. Dev. Auth. Rev., 0.90% (Lutheran Cmnty. at Telford Healthcare Ctr., Inc. Proj.) Series 2007 B, LOC Citizens Bank of Pennsylvania VR 118612LM0 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2037-01-01 Y CITIZENS BANK OF PENNSYLVANIA 1.0000 7 N N/A N/A Y CITIZENS BANK OF PENNSYLVANIA 1.0000 N/A N/A N 0.0090 2050000.00 2050000.00 0.0029 N Y N Valdez Marine Term. Rev. Valdez Marine Term. Rev., 0.76% (ConocoPhillips Proj.) Series 1994 C, (ConocoPhillips Co. Guaranteed) VRDN 919061EU1 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2031-05-01 Y CONOCOPHILLIPS INC 1.0000 7 N N/A N/A N N 0.0076 1500000.00 1500000.00 0.0022 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.95% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0095 1100000.00 1100000.00 0.0016 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.75% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0075 200000.00 200000.00 0.0003 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.95% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0095 100000.00 100000.00 0.0001 N Y N JPMorgan Chase JPMorgan Chase, 0.77% Participating VRDN Series Putters 16 5005, (Liquidity Facility JPMorgan Chase Bank) 46640KVU5 US46640KVU59 Tender Option Bond Y N/A N/A 2017-01-03 2017-01-03 2018-06-01 Y JPMORGAN CHASE BANK NA 1.0000 4 Y N/A N/A N N 0.0077 15400000.00 15400000.00 0.0221 N Y N JPMorgan Chase JPMorgan Chase, 0.77% Participating VRDN Series Putters 16 5004, (Liquidity Facility JPMorgan Chase Bank) 46640KVS0 US46640KVS04 Tender Option Bond Y N/A N/A 2017-01-03 2017-01-03 2017-09-01 Y JPMORGAN CHASE BANK NA 1.0000 4 Y N/A N/A N N 0.0077 6100000.00 6100000.00 0.0088 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.79% Bonds Series 2016 20, tender 01/05/2017, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2017-01-05 2017-01-05 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 6 Y N/A N/A N N 0.0079 3200000.00 3200000.00 0.0046 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.75% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 400000.00 400000.00 0.0006 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 1650000.00 1650000.00 0.0024 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0075 900000.00 900000.00 0.0013 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 400000.00 400000.00 0.0006 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.76% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2041-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 2000000.00 2000000.00 0.0029 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.75% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 3500000.00 3500000.00 0.0050 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.75% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 4800000.00 4800000.00 0.0069 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.75% Participating VRDN Series 16 XM 03 34, (Liquidity Facility JPMorgan Chase Bank) 88033SXW9 US88033SXW96 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2038-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 1200000.00 1200000.00 0.0017 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.75% Participating VRDN Series 16 XM 03 35, (Liquidity Facility JPMorgan Chase Bank) 88033SXY5 US88033SXY52 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2038-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 800000.00 800000.00 0.0011 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.76% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0076 500000.00 500000.00 0.0007 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.76% Participating VRDN Series Floaters 16 ZF2364, (Liquidity Facility Barclays Bank PLC) 88033UGF0 US88033UGF03 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2042-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0076 935000.00 935000.00 0.0013 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.76% Participating VRDN Series Clipper 07 41, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PB79 US18886PB792 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2024-09-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0076 6100000.00 6100000.00 0.0088 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.76% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0076 20700000.00 20700000.00 0.0297 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.76% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2025-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0076 12000000.00 12000000.00 0.0172 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.77% Participating VRDN Series 16 XF0374, (Liquidity Facility Bank of America NA) 88033ME94 US88033ME946 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2046-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0077 1000000.00 1000000.00 0.0014 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.75% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 US46633VNX37 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 3200000.00 3200000.00 0.0046 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.75% Participating VRDN Series 16 XM0217, (Liquidity Facility JPMorgan Chase Bank) 88033SFK5 US88033SFK50 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 10700000.00 10700000.00 0.0154 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.75% Participating VRDN (Liquidity Facility JPMorgan Chase Bank) 88033M4B0 US88033M4B05 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2038-10-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 5660000.00 5660000.00 0.0081 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.75% Participating VRDN Series Floaters XF 00 47, (Liquidity Facility JPMorgan Chase Bank) 88033LDS5 US88033LDS51 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 1500000.00 1500000.00 0.0022 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.79% Participating VRDN Series 16 XG0014, (Liquidity Facility Bank of America NA) 88033MX51 US88033MX516 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0079 5550000.00 5550000.00 0.0080 N Y N Massachusetts Health and Edl. Facilities Auth. Massachusetts Health and Edl. Facilities Auth., 0.82% Participating VRDN Series XL 00 17, (Liquidity Facility Barclays Bank PLC) 88033SVT8 US88033SVT85 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2034-12-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0082 2550000.00 2550000.00 0.0037 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.75% Participating VRDN Series Putters 3691, (Liquidity Facility JPMorgan Chase Bank) 46633VRV3 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2037-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 1425000.00 1425000.00 0.0020 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.75% Participating VRDN Series MS 30911, (Liquidity Facility Morgan Stanley Bank, West Val 576000KH5 US576000KH57 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2037-08-15 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0075 1335000.00 1335000.00 0.0019 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.75% Participating VRDN Series Floaters XM 03 89, (Liquidity Facility JPMorgan Chase Bank) 88033UCS6 US88033UCS69 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2043-05-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 600000.00 600000.00 0.0009 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.75% Participating VRDN Series 16 XM0239, (Liquidity Facility JPMorgan Chase Bank) 88033SHZ0 US88033SHZ02 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2037-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 900000.00 900000.00 0.0013 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.75% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0075 1000000.00 1000000.00 0.0014 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.75% Participating VRDN Series Putters 1920, (Liquidity Facility JPMorgan Chase Bank) 576000GR8 US576000GR85 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2035-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 7985000.00 7985000.00 0.0115 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.76% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 US576000MY62 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2024-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 1500000.00 1500000.00 0.0022 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.76% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2032-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 5900000.00 5900000.00 0.0085 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.76% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 6000000.00 6000000.00 0.0086 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.76% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 6600000.00 6600000.00 0.0095 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.76% Participating VRDN Series Floaters YX 10 29, (Liquidity Facility Barclays Bank PLC) 88033UHW2 US88033UHW27 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2035-11-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0076 800000.00 800000.00 0.0011 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.76% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 5900000.00 5900000.00 0.0085 N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.92% Bonds Series 2016 E74, tender 04/03/2017, (Liquidity Facility Royal Bank of Canada) 74926YW98 US74926YW985 Tender Option Bond Y N/A N/A 2017-04-03 2017-04-03 2031-08-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 94 Y N/A N/A N N 0.0092 4200000.00 4200000.00 0.0060 N N Y South Carolina St. Pub. Svc. Auth. Rev. South Carolina St. Pub. Svc. Auth. Rev., 0.81% Participating VRDN Series XG 0046, (Liquidity Facility Toronto-Dominion Bank) 88033SMK7 US88033SMK77 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2046-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0081 600000.00 600000.00 0.0009 N Y N Omaha Pub. Pwr. District Elec. Rev. Omaha Pub. Pwr. District Elec. Rev., 0.90% Participating VRDN Series 16 XF1053, (Liquidity Facility Deutsche Bank AG New York Branch) 88033MD79 US88033MD799 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2049-02-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0090 200000.00 200000.00 0.0003 N Y N New Jersey St. Trans. Trust Fund Auth. New Jersey St. Trans. Trust Fund Auth., 0.91% Participating VRDN Series Floaters 16 XF1059, (Liquidity Facility Deutsche Bank AG New York Branch) 88033UFY0 US88033UFY01 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2036-12-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0091 200000.00 200000.00 0.0003 N Y N Colorado Health Facilities Auth. Rev. Colorado Health Facilities Auth. Rev., 0.92% Participating VRDN Series Floaters XF 22 41, (Liquidity Facility Citibank NA) 19648AMR3 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2041-10-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0092 200000.00 200000.00 0.0003 N Y N Bourne Gen. Oblig. Bourne Gen. Oblig., 2.25% BAN Series 2016 102061SN9 US102061SN94 Other Municipal Security Y N/A N/A 2017-04-14 2017-04-14 2017-04-14 N N N 0.0225 501725.00 501725.00 0.0007 N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 1.50% BAN Series 2016 379713ER7 US379713ER76 Other Municipal Security Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0150 800376.00 800376.00 0.0011 N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 2.00% BAN 379713EQ9 US379713EQ93 Other Municipal Security Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0200 13136156.25 13136156.25 0.0188 N N N Holden Massachusetts Gen. Oblig. Holden Massachusetts Gen. Oblig., 2.25% BAN Series 2016 434830RU1 US434830RU10 Other Municipal Security Y N/A N/A 2017-06-16 2017-06-16 2017-06-16 N N N 0.0225 4019760.00 4019760.00 0.0058 N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 0.00% Bonds Series 2007 A2, (Pre-Refunded to 7/1/2017 @ 62.473) 575579QN0 US575579QN07 Other Municipal Security Y N/A N/A 2017-07-01 2017-07-01 2027-07-01 N N N 0.0000 1982648.80 1982648.80 0.0028 N N N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.70% Series 5, LOC TD Banknorth, NA, CP BBC354000 Other Municipal Security Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0070 1299974.00 1299974.00 0.0019 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.84% Bonds Series 2014 E 57582RCN4 US57582RCN44 Other Municipal Security Y N/A N/A 2017-01-04 2017-01-04 2017-02-01 N N N 0.0084 6900000.00 6900000.00 0.0099 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.06% Bonds Series 2012 D 57582PJ84 US57582PJ842 Other Municipal Security Y N/A N/A 2017-01-01 2017-01-01 2017-01-01 N N N 0.0106 1900000.00 1900000.00 0.0027 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.08% Bonds Series 2013 A 57582PK41 US57582PK410 Other Municipal Security Y N/A N/A 2017-01-05 2017-02-01 2017-02-01 N N N 0.0108 2224977.75 2224977.75 0.0032 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series A 57582RKR6 US57582RKR65 Other Municipal Security Y N/A N/A 2017-04-24 2017-04-24 2017-04-24 N N N 0.0200 2744982.75 2744982.75 0.0039 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2016 B 57582RKS4 US57582RKS49 Other Municipal Security Y N/A N/A 2017-05-22 2017-05-22 2017-05-22 N N N 0.0200 3314289.00 3314289.00 0.0048 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2016 C 57582RKT2 US57582RKT22 Other Municipal Security Y N/A N/A 2017-06-26 2017-06-26 2017-06-26 N N N 0.0200 3618936.00 3618936.00 0.0052 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 3.00% Bonds Series 2015 A 57582RDQ6 US57582RDQ65 Other Municipal Security Y N/A N/A 2017-07-01 2017-07-01 2017-07-01 N N N 0.0300 2122092.00 2122092.00 0.0030 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.75% Bonds Series H2, tender 03/01/2017, CP Mode 57586CW27 BCA715000 Other Municipal Security Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0075 2099559.00 2099559.00 0.0030 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.75% Bonds Series H1, tender 03/02/2017, CP Mode 57586CV93 BCB484000 Other Municipal Security Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0075 2299678.00 2299678.00 0.0033 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.77% Bonds Series H1, tender 03/03/2017, CP Mode 57586CV93 BCC052000 Other Municipal Security Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0077 2999370.00 2999370.00 0.0043 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.78% Bonds Series H2, tender 03/07/2017, CP Mode 57586CW27 BCC437000 Other Municipal Security Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0078 2099412.00 2099412.00 0.0030 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.91% Bonds Series H1, tender 01/06/2017, CP Mode 57586CV93 BAD494000 Other Municipal Security Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0091 2300069.00 2300069.00 0.0033 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.92% Bonds Series 08H1, tender 01/05/2017, CP Mode 57586CV93 BAC966000 Other Municipal Security Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0092 1600048.00 1600048.00 0.0023 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.94% Bonds Series 08H2, tender 01/04/2017, CP Mode 57586CW27 BAC603000 Other Municipal Security Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0094 2600078.00 2600078.00 0.0037 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.94% Bonds Series H1, tender 02/01/2017, CP Mode 57586CV93 BAE639000 Other Municipal Security Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0094 2600312.00 2600312.00 0.0037 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.97% Bonds Series H2, tender 01/09/2017, CP Mode 57586CW27 BAC171000 Other Municipal Security Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0097 2590129.50 2590129.50 0.0037 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds (Massachusetts Institute of Technology Proj.) Series A, (Pre-Refunded to 7/1/2017 @ 100 57586C8G3 US57586C8G35 Other Municipal Security Y N/A N/A 2017-07-01 2017-07-01 2038-07-01 N N N 0.0500 4691540.00 4691540.00 0.0067 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds (Berklee College Proj.) (Pre-Refunded to 10/1/2017 @ 100) 57586EM81 US57586EM817 Other Municipal Security Y N/A N/A 2017-10-01 2017-10-01 2023-10-01 N N N 0.0500 3242232.00 3242232.00 0.0047 N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.80% Bonds (New England Pwr. Co. Proj.) Series 93B, tender 01/04/2017, CP Mode 575856BG3 BBI620000 Other Municipal Security Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0080 1999980.00 1999980.00 0.0029 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 93B, tender 01/19/2017, CP Mode 575856BG3 BCD197000 Other Municipal Security Y N/A N/A 2017-01-19 2017-01-19 2017-01-19 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0085 1499880.00 1499880.00 0.0022 N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.90% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 01/25/2017, CP Mode 575856BE8 BCF344000 Other Municipal Security Y N/A N/A 2017-01-25 2017-01-25 2017-01-25 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0090 3399966.00 3399966.00 0.0049 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.60% Series 12 A, LOC TD Banknorth, NA, CP BBF135000 Other Municipal Security Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0060 1299922.00 1299922.00 0.0019 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.63% Series B, LOC Citibank NA, CP BBC412000 Other Municipal Security Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N Y CITIBANK NA 1.0000 N/A N/A N 0.0063 4599816.00 4599816.00 0.0066 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.63% Series B, LOC Citibank NA, CP BBD794000 Other Municipal Security Y N/A N/A 2017-01-12 2017-01-12 2017-01-12 N Y CITIBANK NA 1.0000 N/A N/A N 0.0063 6599604.00 6599604.00 0.0095 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.64% Series B, LOC Citibank NA, CP BBB639000 Other Municipal Security Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N Y CITIBANK NA 1.0000 N/A N/A N 0.0064 2599922.00 2599922.00 0.0037 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.65% Series C, LOC Barclays Bank PLC, CP BBE748000 Other Municipal Security Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0065 599976.00 599976.00 0.0009 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.65% Series C, LOC Barclays Bank PLC, CP BBE202000 Other Municipal Security Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0065 3599928.00 3599928.00 0.0052 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.67% Series C, LOC Barclays Bank PLC, CP BBC427000 Other Municipal Security Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0067 4500000.00 4500000.00 0.0065 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.69% Series C, LOC Barclays Bank PLC, CP BCB456000 Other Municipal Security Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0069 2540000.00 2540000.00 0.0036 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.69% Series C, LOC Barclays Bank PLC, CP BCA642000 Other Municipal Security Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0069 5999940.00 5999940.00 0.0086 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.75% Series C, LOC Barclays Bank PLC, CP BCB955000 Other Municipal Security Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0075 3299769.00 3299769.00 0.0047 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.75% Series C, LOC Barclays Bank PLC, CP BCC368000 Other Municipal Security Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0075 1499895.00 1499895.00 0.0022 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series 2007 A, (Pre-Refunded to 8/15/2017 @ 100) 576000SL8 US576000SL87 Other Municipal Security Y N/A N/A 2017-08-15 2017-08-15 2037-08-15 N N N 0.0500 1536735.00 1536735.00 0.0022 N N N Melrose Gen. Oblig. Melrose Gen. Oblig., 2.00% BAN Series 2016 585565UK8 US585565UK82 Other Municipal Security Y N/A N/A 2017-11-10 2017-11-10 2017-11-10 N N N 0.0200 1137887.40 1137887.40 0.0016 N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 2.00% BAN Series 2016 630191ZS6 US630191ZS69 Other Municipal Security Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 N N N 0.0200 1506855.00 1506855.00 0.0022 N N N North Middlesex Reg'l. School District North Middlesex Reg'l. School District, 2.00% BAN 661139LH6 US661139LH68 Other Municipal Security Y N/A N/A 2017-03-17 2017-03-17 2017-03-17 N N N 0.0200 901872.00 901872.00 0.0013 N N N Orleans Gen. Oblig. Anticipation Notes Orleans Gen. Oblig. Anticipation Notes, 0.80% BAN Series 2016 686628UA4 US686628UA44 Other Municipal Security Y N/A N/A 2017-02-10 2017-02-10 2017-02-10 N N N 0.0080 599946.00 599946.00 0.0009 N N N Plymouth Gen. Oblig. Plymouth Gen. Oblig., 2.00% BAN 729654SQ7 US729654SQ78 Other Municipal Security Y N/A N/A 2017-05-04 2017-05-04 2017-05-04 N N N 0.0200 2808792.00 2808792.00 0.0040 N N N Quincy Gen. Oblig. Quincy Gen. Oblig., 2.00% BAN 748508KR8 US748508KR81 Other Municipal Security Y N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0200 2001280.00 2001280.00 0.0029 N N N Salem Gen. Oblig. Salem Gen. Oblig., 1.50% BAN Series 2016 794199H85 US794199H853 Other Municipal Security Y N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0150 900405.00 900405.00 0.0013 N N N West Boylston Gen. Oblig. Anticipation Notes West Boylston Gen. Oblig. Anticipation Notes, 2.00% BAN Series 2016 951529EN2 US951529EN21 Other Municipal Security Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0200 1006530.00 1006530.00 0.0014 N N N Woburn Gen. Oblig. Woburn Gen. Oblig., 2.00% BAN Series 2016 977521G31 US977521G313 Other Municipal Security Y N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0200 1002580.00 1002580.00 0.0014 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 0.83% Bonds Series 2010 A2, tender 01/05/2017, (Liquidity Facility Royal Bank of Canada) 56036YEM3 US56036YEM30 Other Municipal Security Y N/A N/A 2017-01-05 2017-04-03 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 94 N N/A N/A N N 0.0083 1400000.00 1400000.00 0.0020 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 0.83% Bonds Series 2010 A1, tender 01/05/2017, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2017-01-05 2017-04-03 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 94 N N/A N/A N N 0.0083 1900000.00 1900000.00 0.0027 N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.85% Bonds Series 01A, tender 01/23/2017, CP Mode 473044BV6 BCF331000 Other Municipal Security Y N/A N/A 2017-01-23 2017-01-23 2017-01-23 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0085 399992.00 399992.00 0.0006 N N N Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.76% 31635A501 0001022695 Investment Company Y N/A N/A 2017-01-06 2017-01-06 2035-07-01 N N N 0.0076 98213688.59 98213688.59 0.1409 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts AMT Tax-Free Money Market Fund 2017-01-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer