N-MFP2 0000357057 XXXXXXXX 2016-12-31 0000357057 549300HTRNJ3JC8ANN48 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (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 20 21 3090025796.06 3002279181.03 2905164249.60 2938681813.62 3087323514.09 0.7900 0.7800 0.7600 0.7700 0.8200 58536.11 3701811331.73 3702069564.72 22447126.74 2246956.78 3722328270.79 3716085926.19 1.0000 0.0078 1.0016 1.0016 1.0016 1.0016 1.0016 C000019444 5000.00 3722328270.79 3716085926.19 1.0016 1.0016 1.0016 1.0016 1.0016 5569089.87 32888906.69 4925389.12 43941398.45 4489151.71 38475397.63 18829347.12 33250593.24 3319089.40 61263984.92 33274632.16 188225388.87 0.0030 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 88950000.00 88950000.00 0.0239 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 43565000.00 43565000.00 0.0117 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 76545000.00 76545000.00 0.0206 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.90% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2020-06-01 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 0.0090 1440000.00 1440000.00 0.0004 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 0.90% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2019-09-01 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 0.0090 700000.00 700000.00 0.0002 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 6070000.00 6070000.00 0.0016 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.73% (Salem Heights Apts. Proj.) Series 2003 A, LOC Fed. Home Ln. Bank of Boston VRDN 57583XAE2 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2021-07-01 Y FEDERAL HOME LN BK OF BOSTON 1.0000 7 N N/A N/A Y FEDERAL HOME LN BK OF BOSTON 1.0000 N/A N/A N 0.0073 12700000.00 12700000.00 0.0034 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.77% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0077 45000000.00 45000000.00 0.0121 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.78% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 US57583XAQ51 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2037-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0078 24840000.00 24840000.00 0.0067 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 36400000.00 36400000.00 0.0098 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 22385000.00 22385000.00 0.0060 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 12755000.00 12755000.00 0.0034 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 19700000.00 19700000.00 0.0053 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 13110000.00 13110000.00 0.0035 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.72% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2027-03-01 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 0.0072 6300000.00 6300000.00 0.0017 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 17605000.00 17605000.00 0.0047 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 6695000.00 6695000.00 0.0018 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 43710000.00 43710000.00 0.0117 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 4035000.00 4035000.00 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% Series 2001, LOC TD Banknorth, NA VRDN 57583FWJ6 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2031-09-01 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 0.0075 3470000.00 3470000.00 0.0009 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2038-10-01 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 32100000.00 32100000.00 0.0086 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.76% (Seven Hills Foundation and Affiliates Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RZV0 US57583RZV04 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2038-09-01 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 0.0076 8680000.00 8680000.00 0.0023 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.76% (Seven Hills Foundation and Affiliates Proj.) Series 2008 B, LOC TD Banknorth, NA VRDN 57583RZW8 US57583RZW86 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2038-09-01 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 0.0076 3920000.00 3920000.00 0.0011 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 13550000.00 13550000.00 0.0036 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.77% (Fifteen-O-Five West Housatonic LLC Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57583RKW4 US57583RKW42 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2027-04-01 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 0.0077 2025000.00 2025000.00 0.0005 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.77% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2036-10-01 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0077 14045000.00 14045000.00 0.0038 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 38905000.00 38905000.00 0.0105 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 83950000.00 83950000.00 0.0226 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 5315000.00 5315000.00 0.0014 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.69% (Southcoast Health Sys. Obligated Group Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C6T7 US57586C6T73 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2031-08-01 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 0.0069 42175000.00 42175000.00 0.0113 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 64870000.00 64870000.00 0.0174 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 26661000.00 26661000.00 0.0072 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 4575000.00 4575000.00 0.0012 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 13065000.00 13065000.00 0.0035 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 35000000.00 35000000.00 0.0094 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0070 20950000.00 20950000.00 0.0056 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 13600000.00 13600000.00 0.0037 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0070 4500000.00 4500000.00 0.0012 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 23650000.00 23650000.00 0.0064 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 62100000.00 62100000.00 0.0167 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 8190000.00 8190000.00 0.0022 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.74% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2031-07-01 Y FEDERAL HOME LN BK OF BOSTON 1.0000 7 N N/A N/A Y FEDERAL HOME LN BK OF BOSTON 1.0000 N/A N/A N 0.0074 17195000.00 17195000.00 0.0046 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 35040000.00 35040000.00 0.0094 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 21195000.00 21195000.00 0.0057 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.75% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2034-01-01 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 0.0075 14000000.00 14000000.00 0.0038 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 6660000.00 6660000.00 0.0018 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.78% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2038-12-01 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 0.0078 25860000.00 25860000.00 0.0069 N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 1.00% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2018-06-01 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0100 160000.00 160000.00 0.0000 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 5700000.00 5700000.00 0.0015 N Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.74% Series 2010 D, LOC State Street Bank & Trust Co., Boston VRDN 575896JD8 US575896JD87 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2029-07-01 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 0.0074 78690000.00 78690000.00 0.0211 N Y N Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.76% (Harborside Hyatt Proj.) Series 2001 A, LOC U.S. Bank NA, Cincinnati VRDN 575897AC7 US575897AC78 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2018-03-01 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 0.0076 32100000.00 32100000.00 0.0086 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 42800000.00 42800000.00 0.0115 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 52655000.00 52655000.00 0.0141 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 129575000.00 129575000.00 0.0348 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 B VRDN 735220AR6 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 3000000.00 3000000.00 0.0008 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 1800000.00 1800000.00 0.0005 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 1750000.00 1750000.00 0.0005 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 4300000.00 4300000.00 0.0012 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 13100000.00 13100000.00 0.0035 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 7550000.00 7550000.00 0.0020 N Y N Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.92% (Motiva Enterprises LLC Proj.) Series 2004 VRDN 735220AG0 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2027-12-01 Y MOTIVA ENTERPRISES LLC 1.0000 7 N N/A N/A N N 0.0092 5400000.00 5400000.00 0.0015 N Y N Port Port Arthur Navigation District Jefferson County Rev. Port Port Arthur Navigation District Jefferson County Rev., 0.84% Series 2000 B, (Total SA Guaranteed) VRDN 735225AF1 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2035-05-01 Y TOTAL SA 1.0000 7 N N/A N/A Y TOTAL SA 1.0000 N/A N/A N 0.0084 1300000.00 1300000.00 0.0003 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 10950000.00 10950000.00 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 5600000.00 5600000.00 0.0015 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.00% (Nucor Corp. Proj.) Series 2002 VRDN 096490BX4 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2033-01-02 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0100 1200000.00 1200000.00 0.0003 N Y N Osceola Solid Waste Disp. Rev. Osceola Solid Waste Disp. Rev., 0.93% (Plum Point Energy Associates, LLC Proj.) Series 2006, LOC Royal Bank of Scotland PLC VRDN 688008AA9 US688008AA93 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2036-04-01 Y ROYAL BANK OF SCOTLAND PLC 1.0000 7 N N/A N/A Y ROYAL BANK OF SCOTLAND PLC 1.0000 N/A N/A N 0.0093 12300000.00 12300000.00 0.0033 N Y N Trimble County Poll. Cont. Rev. Trimble County Poll. Cont. Rev., 0.83% (Louisville Gas and Elec. Co. Proj.) Series 2016 A VRDN 896224AY8 US896224AY84 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2044-09-01 Y LOUISVILLE GAS & ELECTRIC CO 1.0000 7 N N/A N/A N N 0.0083 13000000.00 13000000.00 0.0035 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 8700000.00 8700000.00 0.0023 N Y N Valdez Marine Term. Rev. Valdez Marine Term. Rev., 0.78% (ConocoPhillips Proj.) Series 1994 B, (ConocoPhillips Co. Guaranteed) VRDN 919061EV9 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 0.0078 3125000.00 3125000.00 0.0008 N Y N Washoe County Gas Facilities Rev. Washoe County Gas Facilities Rev., 0.78% Series 2016 C VRDN 940865AX6 US940865AX69 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2036-03-01 Y SIERRA PACIFIC POWER CO 1.0000 7 N N/A N/A N N 0.0078 3150000.00 3150000.00 0.0008 N Y N Washoe County Gas Facilities Rev. Washoe County Gas Facilities Rev., 0.79% Series 2016 E VRDN 940865AY4 US940865AY43 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2036-03-01 Y SIERRA PACIFIC POWER CO 1.0000 7 N N/A N/A N N 0.0079 2500000.00 2500000.00 0.0007 N Y N Washoe County Gas Facilities Rev. Washoe County Gas Facilities Rev., 0.80% Series 2016 D VRDN 940865AW8 US940865AW86 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2036-03-01 Y SIERRA PACIFIC POWER CO 1.0000 7 N N/A N/A N N 0.0080 1300000.00 1300000.00 0.0003 N Y N Iowa Fin. Auth. Solid Disp. Waste Rev. Iowa Fin. Auth. Solid Disp. Waste Rev., 0.80% (Midamerican Energy Co. Proj.) Series 2016 B VRDN 46245EAY3 US46245EAY32 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2046-12-01 Y MIDAMERICAN ENERGY CO 1.0000 7 N N/A N/A N N 0.0080 2800000.00 2800000.00 0.0008 N Y N Iowa Fin. Auth. Solid Disp. Waste Rev. Iowa Fin. Auth. Solid Disp. Waste Rev., 0.80% (MidAmerican Energy Proj.) Series 2008 A VRDN 46245EAW7 US46245EAW75 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2038-07-01 Y MIDAMERICAN ENERGY CO 1.0000 7 N N/A N/A N N 0.0080 3200000.00 3200000.00 0.0009 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.00% (Appalachian Pwr. Co. - Amos Proj.) Series 2008 B, LOC Mizuho Bank Ltd. VRDN 95648VAL3 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0100 5200000.00 5200000.00 0.0014 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 1200000.00 1200000.00 0.0003 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.96% (Delmarva Pwr. & Lt. Co. Proj.) Series 1994 VRDN 246387FB5 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2029-10-01 Y DELMARVA POWER & LIGHT 1.0000 4 N N/A N/A N N 0.0096 1300000.00 1300000.00 0.0003 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.96% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2017-10-01 Y DELMARVA POWER & LIGHT 1.0000 4 N N/A N/A N N 0.0096 2200000.00 2200000.00 0.0006 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 0.90% (PSI Energy Proj.) Series 2003 B VRDN 454912AT3 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0090 800000.00 800000.00 0.0002 N Y N Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 0.87% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 US594316AA90 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2037-09-01 Y COMERICA BK DALLAS TEX 1.0000 7 N N/A N/A Y COMERICA BK DALLAS TEX 1.0000 N/A N/A N 0.0087 2715000.00 2715000.00 0.0007 N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 1.00% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0100 3500000.00 3500000.00 0.0009 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.00% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0100 3400000.00 3400000.00 0.0009 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 2200000.00 2200000.00 0.0006 N Y N Maricopa County Poll. Cont. Rev. Maricopa County Poll. Cont. Rev., 0.81% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 US566854EB75 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2029-05-01 Y ARIZONA PUBLIC SERVICE CO 1.0000 7 N N/A N/A N N 0.0081 1800000.00 1800000.00 0.0005 N Y N Illinois Fin. Auth. Multi-family Rev. Illinois Fin. Auth. Multi-family Rev., 0.78% (Villagebrook Apts Proj.) Series 2005, LOC Freddie Mac VRDN 45202LAJ3 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2035-05-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0078 1475000.00 1475000.00 0.0004 N Y N Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 0.86% Series 1995 VRDN 212490AC0 US212490AC04 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2025-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0086 200000.00 200000.00 0.0001 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.75% Participating VRDN Series Putters 3159, (Liquidity Facility JPMorgan Chase Bank) 46632PEK5 US46632PEK57 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2037-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 15490000.00 15490000.00 0.0042 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.76% Participating VRDN Series Clipper 06 11, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 US18886PPV12 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2021-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0076 12200000.00 12200000.00 0.0033 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.76% Participating VRDN Series Clipper 05 36, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2019-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0076 8105000.00 8105000.00 0.0022 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 18875000.00 18875000.00 0.0051 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 8600000.00 8600000.00 0.0023 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 7100000.00 7100000.00 0.0019 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 2865000.00 2865000.00 0.0008 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 US57583UL556 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2044-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0075 2500000.00 2500000.00 0.0007 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 8135000.00 8135000.00 0.0022 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% Participating VRDN Series 2016 XM0136, (Liquidity Facility JPMorgan Chase Bank) 88033MRW9 US88033MRW90 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 1875000.00 1875000.00 0.0005 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.76% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2031-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 6785000.00 6785000.00 0.0018 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 0.0005 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.92% Bonds Series WF 10 56C, tender 02/02/2017, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 US94985NZX29 Tender Option Bond Y N/A N/A 2017-02-02 2017-02-02 2040-10-15 Y WELLS FARGO BK NATL ASSN 1.0000 34 Y N/A N/A N N 0.0092 19820000.00 19820000.00 0.0053 N N Y 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 4000000.00 4000000.00 0.0011 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 10050000.00 10050000.00 0.0027 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.75% Participating VRDN Series Putters 2648, (Liquidity Facility JPMorgan Chase Bank) 57582PHZ6 US57582PHZ62 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2026-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 9250000.00 9250000.00 0.0025 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.75% Participating VRDN Series Floaters XM 04 28, (Liquidity Facility JPMorgan Chase Bank) 88033UPA1 US88033UPA15 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2023-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 7500000.00 7500000.00 0.0020 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 13455000.00 13455000.00 0.0036 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.75% Participating VRDN Series Putters 2022, (Liquidity Facility JPMorgan Chase Bank) 57582PGC8 US57582PGC86 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2027-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 35995000.00 35995000.00 0.0097 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 6700000.00 6700000.00 0.0018 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 42200000.00 42200000.00 0.0113 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 4400000.00 4400000.00 0.0012 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.76% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0076 2385000.00 2385000.00 0.0006 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.76% Participating VRDN Series EGL 07 0149, (Liquidity Facility Citibank NA) 57582PGZ7 US57582PGZ71 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2037-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 45000000.00 45000000.00 0.0121 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 72700000.00 72700000.00 0.0195 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.76% Participating VRDN Series 16 ZF0377, (Liquidity Facility Toronto-Dominion Bank) 88033MM95 US88033MM956 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2046-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0076 4375000.00 4375000.00 0.0012 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 36075000.00 36075000.00 0.0097 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 2830000.00 2830000.00 0.0008 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 9000000.00 9000000.00 0.0024 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 9600000.00 9600000.00 0.0026 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.75% Participating VRDN Series Putters 3548, (Liquidity Facility JPMorgan Chase Bank) 46633VDN6 US46633VDN64 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2036-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 9925000.00 9925000.00 0.0027 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 11800000.00 11800000.00 0.0032 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 41800000.00 41800000.00 0.0112 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.76% Participating VRDN Series BA 15 XM0074, (Liquidity Facility Bank of America NA) 88033MDE4 US88033MDE49 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2038-10-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0076 10000000.00 10000000.00 0.0027 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.76% Participating VRDN Series Clipper 07 08, (Liquidity Facility State Street Bank & Trust Co., B 18886PSL0 US18886PSL03 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2023-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0076 15450000.00 15450000.00 0.0042 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.76% Participating VRDN Series ROC II R 11913, (Liquidity Facility Citibank NA) 57586EXX4 US57586EXX48 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2026-12-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 5110000.00 5110000.00 0.0014 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.76% Participating VRDN Series ROC II R 11824, (Liquidity Facility Citibank NA) 57586EQX2 US57586EQX21 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2038-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 4665000.00 4665000.00 0.0013 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 10785000.00 10785000.00 0.0029 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 2885000.00 2885000.00 0.0008 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 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 US46636YCF51 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2032-10-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 3000000.00 3000000.00 0.0008 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 2700000.00 2700000.00 0.0007 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.75% Participating VRDN Series XM 03 54, (Liquidity Facility JPMorgan Chase Bank) 88033SN67 US88033SN670 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2030-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 3750000.00 3750000.00 0.0010 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 04 30, (Liquidity Facility JPMorgan Chase Bank) 88033UPE3 US88033UPE37 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2030-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 3335000.00 3335000.00 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 5625000.00 5625000.00 0.0015 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 4400000.00 4400000.00 0.0012 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 10000000.00 10000000.00 0.0027 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 64000000.00 64000000.00 0.0172 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 4610000.00 4610000.00 0.0012 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 48340000.00 48340000.00 0.0130 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 56710000.00 56710000.00 0.0152 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 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 US576000PR84 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2038-05-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 12375000.00 12375000.00 0.0033 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.76% Participating VRDN Series 15 XF2203, (Liquidity Facility Citibank NA) 88033MQC4 US88033MQC46 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 6960000.00 6960000.00 0.0019 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 57460000.00 57460000.00 0.0154 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 6000000.00 6000000.00 0.0016 N Y N Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 0.75% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0075 1300000.00 1300000.00 0.0003 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.76% Participating VRDN Series ROC II R 11914, (Liquidity Facility Citibank NA) 576051BT2 US576051BT29 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2026-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 10165000.00 10165000.00 0.0027 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.76% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 US576051DR45 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2035-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0076 5185000.00 5185000.00 0.0014 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 35180000.00 35180000.00 0.0095 N N Y California Health Facilities Fing. Auth. California Health Facilities Fing. Auth., 0.87% Participating VRDN Series 16 XG 00 49, (Liquidity Facility Deutsche Bank AG New York Branch) 88033SRV8 US88033SRV87 Tender Option Bond Y N/A N/A 2017-01-06 2017-01-06 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0087 6125000.00 6125000.00 0.0016 N Y N 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 4600000.00 4600000.00 0.0012 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 2000000.00 2000000.00 0.0005 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 1300000.00 1300000.00 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 1165000.00 1165000.00 0.0003 N Y N Andover Gen. Oblig. Andover Gen. Oblig., 2.00% BAN Series 2016 0342857Q3 US0342857Q32 Other Municipal Security Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0200 1851929.20 1851929.20 0.0005 N N N Billerica Gen. Oblig. Billerica Gen. Oblig., 2.00% BAN Series 2016 09005PAN0 US09005PAN06 Other Municipal Security Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0200 3524745.00 3524745.00 0.0009 N N N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 5.00% Bonds Series 2009 A 101029NY8 Other Municipal Security Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0500 2065980.00 2065980.00 0.0006 N N 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 5087391.16 5087391.16 0.0014 N N N Burlington Gen. Oblig. Burlington Gen. Oblig., 2.00% BAN Series B 121835E57 US121835E572 Other Municipal Security Y N/A N/A 2017-07-21 2017-07-21 2017-07-21 N N N 0.0200 4422396.00 4422396.00 0.0012 N N N Eastham Massachusetts Eastham Massachusetts, 2.25% BAN Series 2016 277281HQ7 US277281HQ72 Other Municipal Security Y N/A N/A 2017-06-16 2017-06-16 2017-06-16 N N N 0.0225 5729754.00 5729754.00 0.0015 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 6723158.40 6723158.40 0.0018 N N N Hingham Gen. Oblig. Hingham Gen. Oblig., 2.00% BAN 433344UZ9 US433344UZ94 Other Municipal Security Y N/A N/A 2017-05-18 2017-05-18 2017-05-18 N N N 0.0200 4554842.26 4554842.26 0.0012 N N N Marlborough Gen. Oblig. Marlborough Gen. Oblig., 4.00% Bonds Series 2016 570884S80 US570884S808 Other Municipal Security Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0400 1514826.36 1514826.36 0.0004 N N N Massachusetts Bay Trans. Auth. Assessment Rev. Massachusetts Bay Trans. Auth. Assessment Rev., 4.00% Bonds Series 2012 A 575577MH1 US575577MH19 Other Municipal Security Y N/A N/A 2017-07-01 2017-07-01 2017-07-01 N N N 0.0400 5076200.00 5076200.00 0.0014 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 11125208.00 11125208.00 0.0030 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 7725845.48 7725845.48 0.0021 N Y N Massachusetts Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts Dev. Fin. Agcy. Elec. Util. Rev., 0.95% Bonds Series 2016, tender 01/03/2017, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584TAA8 BCH742000 Other Municipal Security Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0095 13301463.00 13301463.00 0.0036 N Y N Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 0.95% Bonds Series 05, tender 01/24/2017, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584GAC2 BCF895000 Other Municipal Security Y N/A N/A 2017-01-24 2017-01-24 2017-01-24 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0095 27999720.00 27999720.00 0.0075 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2011 K6 57583R6Z3 Other Municipal Security Y N/A N/A 2017-07-01 2017-07-01 2017-07-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0500 1529415.00 1529415.00 0.0004 N N 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 38100000.00 38100000.00 0.0102 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 27840000.00 27840000.00 0.0075 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 17854821.45 17854821.45 0.0048 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 13448910.00 13448910.00 0.0036 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 20789631.00 20789631.00 0.0056 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 20054937.00 20054937.00 0.0054 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 11989819.80 11989819.80 0.0032 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2007 C, (Pre-Refunded to 8/1/2017 @ 100) 57582PFH8 US57582PFH82 Other Municipal Security Y N/A N/A 2017-08-01 2017-08-01 2019-08-01 N N N 0.0500 2045860.00 2045860.00 0.0005 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 11732535.65 11732535.65 0.0032 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 13358129.60 13358129.60 0.0036 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 16996430.00 16996430.00 0.0046 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 11936656.80 11936656.80 0.0032 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 15000450.00 15000450.00 0.0040 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 10900327.00 10900327.00 0.0029 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 17190515.70 17190515.70 0.0046 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 17402088.00 17402088.00 0.0047 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 17200860.00 17200860.00 0.0046 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 26925360.00 26925360.00 0.0072 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) 57586EN23 US57586EN237 Other Municipal Security Y N/A N/A 2017-10-01 2017-10-01 2025-10-01 N N N 0.0500 5697064.80 5697064.80 0.0015 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) 57586EM65 US57586EM650 Other Municipal Security Y N/A N/A 2017-10-01 2017-10-01 2021-10-01 N N N 0.0500 3134157.60 3134157.60 0.0008 N N 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 4999600.00 4999600.00 0.0013 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 BCF908000 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 999990.00 999990.00 0.0003 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 2999970.00 2999970.00 0.0008 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 7699538.00 7699538.00 0.0021 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.97% Series 12B, LOC TD Banknorth, NA, CP BAC976000 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 0.0097 41402070.00 41402070.00 0.0111 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 28398864.00 28398864.00 0.0076 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 39997600.00 39997600.00 0.0107 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 18399448.00 18399448.00 0.0049 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 21399572.00 21399572.00 0.0057 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 3359865.60 3359865.60 0.0009 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 27500000.00 27500000.00 0.0074 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 14500000.00 14500000.00 0.0039 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 33999660.00 33999660.00 0.0091 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 18698691.00 18698691.00 0.0050 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 8499405.00 8499405.00 0.0023 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 8513511.90 8513511.90 0.0023 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 7048860.00 7048860.00 0.0019 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 9892967.19 9892967.19 0.0027 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 9118928.00 9118928.00 0.0024 N N N North Reading Gen. Oblig. North Reading Gen. Oblig., 2.00% BAN 661802YM4 US661802YM47 Other Municipal Security Y N/A N/A 2017-06-16 2017-06-16 2017-06-16 N N N 0.0200 3696221.97 3696221.97 0.0010 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 3547463.70 3547463.70 0.0010 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 26083646.28 26083646.28 0.0070 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 18011520.00 18011520.00 0.0048 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 7739131.04 7739131.04 0.0021 N N N Scituate Gen. Oblig. Scituate Gen. Oblig., 2.00% BAN Series 2016 809095WX6 US809095WX62 Other Municipal Security Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0200 5724976.40 5724976.40 0.0015 N N N Somerville Gen. Oblig. Somerville Gen. Oblig., 2.00% BAN Series 2016 B 835240M90 US835240M906 Other Municipal Security Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N N N 0.0200 7361141.37 7361141.37 0.0020 N N N Topsfield Gen. Oblig. Topsfield Gen. Oblig., 2.00% BAN Series 2016 890788FF4 US890788FF42 Other Municipal Security Y N/A N/A 2017-10-20 2017-10-20 2017-10-20 N N N 0.0200 2189626.60 2189626.60 0.0006 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 4701501.63 4701501.63 0.0013 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 8583843.33 8583843.33 0.0023 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 11740000.00 11740000.00 0.0032 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 13400000.00 13400000.00 0.0036 N N N Halifax County Indl. Dev. Auth. Poll. Cont. Rev. Halifax County Indl. Dev. Auth. Poll. Cont. Rev., 0.98% Bonds Series 2016, tender 01/25/2017, CP Mode 405795AA3 BCF890000 Other Municipal Security Y N/A N/A 2017-01-25 2017-01-25 2017-01-25 N N Y VIRGINIA ELECTRIC AND POWER CO OBLIGOR 1.0000 N/A N/A 0.0098 3999960.00 3999960.00 0.0011 N N N Grant County Cmnty. Solid Waste Disp. Rev. Grant County Cmnty. Solid Waste Disp. Rev., 0.96% Bonds Series 96, tender 02/02/2017, CP Mode 388076AA9 BCG257000 Other Municipal Security Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N Y VIRGINIA ELECTRIC AND POWER CO OBLIGOR 1.0000 N/A N/A 0.0096 2999970.00 2999970.00 0.0008 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 1999960.00 1999960.00 0.0005 N N N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.79% 31635A204 US31635A2042 0001022695 Investment Company Y N/A N/A 2017-01-06 2017-01-06 2028-10-01 N N N 0.0079 350756400.46 350756400.46 0.0942 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2017-01-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer