N-MFP2 0000357057 XXXXXXXX 2017-05-31 0000357057 549300QRT0QCVBJTQM03 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Y 12 15 724578982.18 725404567.64 728212333.81 761022586.96 0.8100 0.8100 0.8100 0.8500 7846.53 891246215.08 891279483.17 1704338.15 774749.74 892216918.11 891512642.11 1.0000 0.0082 1.0008 1.0008 1.0008 1.0008 C000019442 25000.00 210996070.04 210765063.47 1.0011 1.0011 1.0011 1.0011 3418610.89 1061292.77 3613281.74 1187383.97 1375217.07 3745704.42 1249112.12 1043925.58 11499973.35 7371003.79 0.0052 N C000047913 1000000.00 681120413.90 680647216.16 1.0007 1.0007 1.0007 1.0007 13198103.70 9281029.45 11538349.55 9925579.52 4719815.63 6554588.07 8436242.36 4638874.23 44422405.94 32844615.21 0.0061 Y Fidelity Investments, Reimbursement Fees, -26487.74; C000047914 1000000.00 100434.17 100362.48 1.0007 1.0007 1.0007 1.0007 37.57 0.00 0.00 0.00 0.00 0.00 0.00 0.00 37.57 0.00 0.0037 Y Fidelity Investments, Reimbursement Fees, -3.17; Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.75% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0075 5805000.00 5805000.00 0.0065 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 2017-06-07 2017-06-07 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 23810000.00 23810000.00 0.0267 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.76% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0076 18850000.00 18850000.00 0.0211 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.78% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0078 12800000.00 12800000.00 0.0143 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.78% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0078 3435000.00 3435000.00 0.0038 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.71% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0071 28620000.00 28620000.00 0.0321 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 2017-06-07 2017-06-07 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 0.0053 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% (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 2017-06-01 2017-06-01 2037-09-01 Y JPMORGAN CHASE BANK NA 1.0000 1 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0075 7895000.00 7895000.00 0.0088 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 3545000.00 3545000.00 0.0040 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0075 22880000.00 22880000.00 0.0256 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.75% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0075 5900000.00 5900000.00 0.0066 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.76% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0076 4455000.00 4455000.00 0.0050 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.78% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 US57583R6F74 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0078 11300000.00 11300000.00 0.0127 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.78% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 US57583UB565 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0078 6100000.00 6100000.00 0.0068 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.78% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0078 3365000.00 3365000.00 0.0038 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.78% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0078 12120000.00 12120000.00 0.0136 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.80% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0080 960000.00 960000.00 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.80% (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 2017-06-07 2017-06-07 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 0.0080 5575000.00 5575000.00 0.0062 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.75% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 US575827R440 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2030-12-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0075 16615000.00 16615000.00 0.0186 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.79% Series 2001 C, (Liquidity Facility Barclays Bank PLC) VRDN 575827X54 US575827X547 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2021-01-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0079 11700000.00 11700000.00 0.0131 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.71% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 US575850NF59 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0071 11500000.00 11500000.00 0.0129 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.74% (Williams College Proj.) Series J VRDN 57586CPY5 US57586CPY56 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2026-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0074 27092000.00 27092000.00 0.0304 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.74% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0074 14790000.00 14790000.00 0.0166 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.74% (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 2017-06-07 2017-06-07 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 0.0074 2900000.00 2900000.00 0.0033 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.74% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0074 4500000.00 4500000.00 0.0050 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.75% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 US57586CGB54 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2040-07-01 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 1000000.00 1000000.00 0.0011 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.75% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0075 13025000.00 13025000.00 0.0146 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.75% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0075 1290000.00 1290000.00 0.0014 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.76% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 US57586CNH42 Variable Rate Demand Note Y N/A N/A 2017-06-01 2017-06-01 2026-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 1 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0076 2420000.00 2420000.00 0.0027 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.76% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0076 10000000.00 10000000.00 0.0112 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.76% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0076 9950000.00 9950000.00 0.0112 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.76% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0076 25500000.00 25500000.00 0.0286 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.78% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2017-06-01 2017-06-01 2044-07-01 Y JPMORGAN CHASE BANK NA 1.0000 1 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0078 5900000.00 5900000.00 0.0066 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.78% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 US57586EUJ80 Variable Rate Demand Note Y N/A N/A 2017-06-01 2017-06-01 2049-10-01 Y WELLS FARGO BK NATL ASSN 1.0000 1 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0078 13490000.00 13490000.00 0.0151 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.79% (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 2017-06-07 2017-06-07 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 0.0079 905000.00 905000.00 0.0010 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.79% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0079 10000000.00 10000000.00 0.0112 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.81% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 US57586C7E95 Variable Rate Demand Note Y N/A N/A 2017-06-01 2017-06-01 2038-07-01 Y TD BANK NA WILMINGTON DE 1.0000 1 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0081 1000000.00 1000000.00 0.0011 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.83% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 US57586CDV46 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0083 8860000.00 8860000.00 0.0099 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.75% Series 2009 A, LOC TD Banknorth, NA VRDN 57586NDU2 US57586NDU28 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0075 2010000.00 2010000.00 0.0023 N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 0.75% LOC TD Banknorth, NA VRDN 575855N23 US575855N234 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0075 2900000.00 2900000.00 0.0033 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.78% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 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 0.0078 800000.00 800000.00 0.0009 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.78% (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 2017-06-07 2017-06-07 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 0.0078 2360000.00 2360000.00 0.0026 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 2017-06-07 2017-06-07 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 10200000.00 10200000.00 0.0114 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.74% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0074 16440000.00 16440000.00 0.0184 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 2017-06-07 2017-06-07 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 41635000.00 41635000.00 0.0467 N Y N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 0.95% Series 2016 C, (Liquidity Facility Bank of America NA) VRDN 20772JZ39 US20772JZ396 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2034-05-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0095 6100000.00 6100000.00 0.0068 N Y N Bucks County Indl. Dev. Auth. Rev. Bucks County Indl. Dev. Auth. Rev., 0.96% (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 2017-06-07 2017-06-07 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 0.0096 1995000.00 1995000.00 0.0022 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 0.86% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0086 1100000.00 1100000.00 0.0012 N Y N Valdez Marine Term. Rev. Valdez Marine Term. Rev., 0.78% (ConocoPhillips Proj.) Series 1994 C, (ConocoPhillips Co. Guaranteed) VRDN 919061EU1 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2031-05-01 Y CONOCOPHILLIPS INC 1.0000 7 N N/A N/A N N 0.0078 700000.00 700000.00 0.0008 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 0.94% (Indiana Michigan Pwr. Co. Proj.) Series I VRDN 520453AN1 US520453AN10 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0094 200000.00 200000.00 0.0002 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 0.94% (Indiana Michigan Pwr. Co. Proj.) Series H VRDN 520453AM3 US520453AM37 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0094 400000.00 400000.00 0.0004 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.85% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0085 200000.00 200000.00 0.0002 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.90% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0090 100000.00 100000.00 0.0001 N Y N Lincoln County Poll. Cont. Rev. Lincoln County Poll. Cont. Rev., 0.87% (PacifiCorp Proj.) Series 1994 VRDN 533485AZ1 US533485AZ11 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2024-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0087 200000.00 200000.00 0.0002 N Y 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 2404176.00 2404176.00 0.0027 N N N Danvers Gen. Oblig. Danvers Gen. Oblig., 1.50% BAN 2364692J0 US2364692J08 Other Municipal Security Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0150 1261801.80 1261801.80 0.0014 N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 2.00% BAN Series 2017 379713GK0 US379713GK06 Other Municipal Security Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0200 1510515.00 1510515.00 0.0017 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 4002040.00 4002040.00 0.0045 N N N Marlborough Gen. Oblig. Marlborough Gen. Oblig., 2.00% BAN Series 2016 570884V45 US570884V455 Other Municipal Security Y N/A N/A 2017-06-16 2017-06-16 2017-06-16 N N N 0.0200 1000470.00 1000470.00 0.0011 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 1991804.10 1991804.10 0.0022 N N N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.94% LOC TD Banknorth, NA, CP BFJ315000 Other Municipal Security Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0094 1026030.78 1026030.78 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 5.00% Bonds Series 2011 K5, tender 01/18/2018 57583R6M2 US57583R6M26 Other Municipal Security Y N/A N/A 2018-01-18 2018-01-18 2031-07-01 Y PARTNERS HEALTHCARE SYS INC 1.0000 232 N N/A N/A N N 0.0500 496916.45 496916.45 0.0006 N N N Massachusetts Fed. Hwy. Massachusetts Fed. Hwy., 4.00% Bonds Series 2013 A 57583PFJ3 US57583PFJ30 Other Municipal Security Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0400 1636471.50 1636471.50 0.0018 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.21% Bonds Series 2012 D 57582PJ92 US57582PJ925 Other Municipal Security Y N/A N/A 2017-06-01 2018-01-01 2018-01-01 N N N 0.0121 2775666.00 2775666.00 0.0031 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.26% Bonds Series B 57582RGA8 US57582RGA86 Other Municipal Security Y N/A N/A 2017-06-01 2018-02-01 2018-02-01 N N N 0.0126 7104331.00 7104331.00 0.0080 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 8717664.80 8717664.80 0.0098 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 2103381.00 2103381.00 0.0024 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 201300.00 201300.00 0.0002 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2007 C, (Pre-Refunded to 8/1/2017 @ 100) 57582PFT2 US57582PFT21 Other Municipal Security Y N/A N/A 2017-08-01 2017-08-01 2027-08-01 N N N 0.0500 9561750.00 9561750.00 0.0107 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.80% Bonds (Partners Healthcare Sys., Inc. Proj.) Series H-2, tender 06/02/2017, CP Mode 57586CW27 BEI768000 Other Municipal Security Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0080 2700000.00 2700000.00 0.0030 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.80% Bonds (Partners Healthcare Sys., Inc. Proj.) Series H-1, tender 06/05/2017, CP Mode 57586CV93 BEJ637000 Other Municipal Security Y N/A N/A 2017-06-05 2017-06-05 2017-06-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0080 3000000.00 3000000.00 0.0034 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.88% Bonds Series H2, tender 07/07/2017, CP Mode 57586CW27 BHD007000 Other Municipal Security Y N/A N/A 2017-07-07 2017-07-07 2017-07-07 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0088 4200378.00 4200378.00 0.0047 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.90% Bonds Series H1, tender 07/05/2017, CP Mode 57586CV93 BHC141000 Other Municipal Security Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0090 2500250.00 2500250.00 0.0028 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.93% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2017 H-1 tender 06/01/2017, CP Mode 57586CV93 BGA633000 Other Municipal Security Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0093 2600000.00 2600000.00 0.0029 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.93% Bonds Series H2, tender 07/03/2017, CP Mode 57586CW27 BHB009000 Other Municipal Security Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0093 4200420.00 4200420.00 0.0047 N N 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 4614122.00 4614122.00 0.0052 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 3192745.50 3192745.50 0.0036 N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 1.00% Bonds (New England Pwr. Co. Proj.) Series 93B, tender 06/15/2017, CP Mode 575856BG3 BHC594000 Other Municipal Security Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0100 8200410.00 8200410.00 0.0092 N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 1.00% Bonds Series 1993 A, tender 07/13/2017, CP Mode 575856BF5 BIB231000 Other Municipal Security Y N/A N/A 2017-07-13 2017-07-13 2017-07-13 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0100 600000.00 600000.00 0.0007 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.89% Series 12A, LOC TD Banknorth, NA, CP BIA063000 Other Municipal Security Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0089 2000060.00 2000060.00 0.0022 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.83% Series B, LOC Citibank NA, CP BFC907000 Other Municipal Security Y N/A N/A 2017-06-05 2017-06-05 2017-06-05 N Y CITIBANK NA 1.0000 N/A N/A N 0.0083 4100000.00 4100000.00 0.0046 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.83% Series B, LOC Citibank NA, CP BFD178000 Other Municipal Security Y N/A N/A 2017-06-06 2017-06-06 2017-06-06 N Y CITIBANK NA 1.0000 N/A N/A N 0.0083 8200000.00 8200000.00 0.0092 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.87% Series B, LOC Citibank NA, CP BFE317000 Other Municipal Security Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N Y CITIBANK NA 1.0000 N/A N/A N 0.0087 6400064.00 6400064.00 0.0072 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.96% LOC Barclays Bank PLC, CP BGA113000 Other Municipal Security Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0096 8100000.00 8100000.00 0.0091 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.96% LOC Citibank NA, CP BFJ694000 Other Municipal Security Y N/A N/A 2017-06-05 2017-06-05 2017-06-05 N Y CITIBANK NA 1.0000 N/A N/A N 0.0096 2800084.00 2800084.00 0.0031 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.96% LOC Barclays Bank PLC, CP BGB661000 Other Municipal Security Y N/A N/A 2017-06-06 2017-06-06 2017-06-06 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0096 2100063.00 2100063.00 0.0024 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.96% LOC Barclays Bank PLC, CP BGA625000 Other Municipal Security Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0096 4500135.00 4500135.00 0.0050 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.96% Series C, LOC Barclays Bank PLC, CP BHA996000 Other Municipal Security Y N/A N/A 2017-07-07 2017-07-07 2017-07-07 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0096 6800748.00 6800748.00 0.0076 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.97% LOC Barclays Bank PLC, CP BFJ710000 Other Municipal Security Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0097 3440034.40 3440034.40 0.0039 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.97% LOC Barclays Bank PLC, CP BFJ350000 Other Municipal Security Y N/A N/A 2017-06-05 2017-06-05 2017-06-05 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0097 7960238.80 7960238.80 0.0089 N Y 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 1512195.00 1512195.00 0.0017 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 1500045.00 1500045.00 0.0017 N Y N Orleans Gen. Oblig. Anticipation Notes Orleans Gen. Oblig. Anticipation Notes, 2.00% BAN Series 2017 686628VC9 US686628VC90 Other Municipal Security Y N/A N/A 2018-02-09 2018-02-09 2018-02-09 N N N 0.0200 2697875.32 2697875.32 0.0030 N N N Salisbury Gen. Oblig. Salisbury Gen. Oblig., 2.00% BAN Series 2016 795302HM3 US795302HM31 Other Municipal Security Y N/A N/A 2017-09-15 2017-09-15 2017-09-15 N N N 0.0200 3299593.87 3299593.87 0.0037 N N N Stoughton Gen. Oblig. Stoughton Gen. Oblig., 2.00% BAN 862318D82 US862318D822 Other Municipal Security Y N/A N/A 2017-06-30 2017-06-30 2017-06-30 N N N 0.0200 700693.00 700693.00 0.0008 N N N Wakefield Gen. Oblig. Wakefield Gen. Oblig., 1.75% BAN Series 2017 931065QM1 US931065QM12 Other Municipal Security Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0175 1002610.00 1002610.00 0.0011 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 1003980.00 1003980.00 0.0011 N N N Westfield Gen. Oblig. Westfield Gen. Oblig., 2.00% BAN 960096U45 US960096U456 Other Municipal Security Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0200 2311454.00 2311454.00 0.0026 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 0.89% Bonds Series 2010 A2, tender 06/01/2017, (Liquidity Facility Royal Bank of Canada) 56036YEM3 US56036YEM30 Other Municipal Security Y N/A N/A 2017-06-01 2017-08-01 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 62 N N/A N/A N N 0.0089 1400000.00 1400000.00 0.0016 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 0.89% Bonds Series 2010 A1, tender 06/01/2017, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2017-06-01 2017-08-01 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 62 N N/A N/A N N 0.0089 1885000.00 1885000.00 0.0021 N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 1.00% Bonds Series 01A, tender 06/07/2017, CP Mode 473044BV6 BHB767000 Other Municipal Security Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0100 700014.00 700014.00 0.0008 N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 0.94% Bonds Series Solar 17 0027, tender 08/10/2017, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FZ52 US27884FZ523 Tender Option Bond Y N/A N/A 2017-08-10 2017-08-10 2042-02-01 Y US BANK NA CINCINNATI OHIO 1.0000 71 Y N/A N/A N N 0.0094 900000.00 900000.00 0.0010 N N N JPMorgan Chase JPMorgan Chase, 0.84% Participating VRDN Series Putters 16 5005, (Liquidity Facility JPMorgan Chase Bank) 46640KVU5 US46640KVU59 Tender Option Bond Y N/A N/A 2017-06-01 2017-06-01 2018-06-01 Y JPMORGAN CHASE BANK NA 1.0000 1 Y N/A N/A N N 0.0084 22000000.00 22000000.00 0.0247 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.84% Bonds Series 2016 20, tender 06/01/2017, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2017-06-01 2017-06-01 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 1 Y N/A N/A N N 0.0084 3200000.00 3200000.00 0.0036 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.80% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 400000.00 400000.00 0.0004 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.80% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2041-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0080 2000000.00 2000000.00 0.0022 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.80% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 1650000.00 1650000.00 0.0018 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.80% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 400000.00 400000.00 0.0004 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.81% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0081 900000.00 900000.00 0.0010 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.80% Participating VRDN Series 16 XM 03 35, (Liquidity Facility JPMorgan Chase Bank) 88033SXY5 US88033SXY52 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2038-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 800000.00 800000.00 0.0009 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.80% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 3500000.00 3500000.00 0.0039 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.80% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 4800000.00 4800000.00 0.0054 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.81% Participating VRDN Series Floaters 16 ZF2364, (Liquidity Facility Barclays Bank PLC) 88033UGF0 US88033UGF03 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2042-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0081 935000.00 935000.00 0.0010 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.81% Participating VRDN Series Clipper 07 06, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2025-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0081 12000000.00 12000000.00 0.0134 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.81% Participating VRDN Series Clipper 07 39, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0081 20700000.00 20700000.00 0.0232 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.81% Participating VRDN Series Clipper 07 41, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PB79 US18886PB792 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2024-09-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0081 6100000.00 6100000.00 0.0068 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.82% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0082 500000.00 500000.00 0.0006 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.83% Participating VRDN Series 16 XF0374, (Liquidity Facility Bank of America NA) 88033ME94 US88033ME946 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2046-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0083 1000000.00 1000000.00 0.0011 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.80% Participating VRDN Series 16 XM0217, (Liquidity Facility JPMorgan Chase Bank) 88033SFK5 US88033SFK50 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 10700000.00 10700000.00 0.0120 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.80% Participating VRDN Series Putters 3650, (Liquidity Facility JPMorgan Chase Bank) 46633VNX3 US46633VNX37 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 3200000.00 3200000.00 0.0036 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.80% Participating VRDN Series Floaters XF 00 47, (Liquidity Facility JPMorgan Chase Bank) 88033LDS5 US88033LDS51 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 1500000.00 1500000.00 0.0017 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.83% Participating VRDN Series 16 XG0014, (Liquidity Facility Bank of America NA) 88033MX51 US88033MX516 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0083 5550000.00 5550000.00 0.0062 N Y N Massachusetts Health and Edl. Facilities Auth. Massachusetts Health and Edl. Facilities Auth., 0.88% Participating VRDN Series XL 00 17, (Liquidity Facility Barclays Bank PLC) 88033SVT8 US88033SVT85 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2034-12-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0088 2550000.00 2550000.00 0.0029 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.80% Participating VRDN Series 15 XF2203, (Liquidity Facility Citibank NA) 88033MQC4 US88033MQC46 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0080 3000000.00 3000000.00 0.0034 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.80% Participating VRDN Series 16 XM0239, (Liquidity Facility JPMorgan Chase Bank) 88033SHZ0 US88033SHZ02 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2037-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 1400000.00 1400000.00 0.0016 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.80% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 US576000MY62 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2024-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0080 1500000.00 1500000.00 0.0017 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.80% Participating VRDN Series Floaters YX 10 29, (Liquidity Facility Barclays Bank PLC) 88033UHW2 US88033UHW27 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2035-11-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0080 800000.00 800000.00 0.0009 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.80% Participating VRDN Series Floaters XM 03 89, (Liquidity Facility JPMorgan Chase Bank) 88033UCS6 US88033UCS69 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2043-05-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0080 600000.00 600000.00 0.0007 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.81% Participating VRDN Series MS 30911, (Liquidity Facility Morgan Stanley Bank, West Val 576000KH5 US576000KH57 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2037-08-15 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0081 1335000.00 1335000.00 0.0015 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.81% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0081 6600000.00 6600000.00 0.0074 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.81% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0081 6000000.00 6000000.00 0.0067 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.81% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0081 5900000.00 5900000.00 0.0066 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.81% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0081 1000000.00 1000000.00 0.0011 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.81% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2032-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0081 5900000.00 5900000.00 0.0066 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.84% Bonds Series Solar 17 13, tender 06/01/2017, (Liquidity Facility U.S. Bank NA, Cincin 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2017-06-01 2017-06-01 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 1 Y N/A N/A N N 0.0084 700000.00 700000.00 0.0008 N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.98% Bonds Series 2016 E74, tender 10/02/2017, (Liquidity Facility Royal Bank of Canada) 74926YW98 US74926YW985 Tender Option Bond Y N/A N/A 2017-10-02 2017-10-02 2031-08-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 124 Y N/A N/A N N 0.0098 5000000.00 5000000.00 0.0056 N N Y Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.81% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0081 1000000.00 1000000.00 0.0011 N Y N Chicago Transit Auth. Chicago Transit Auth., 0.88% Participating VRDN Series Floaters XM 04 50, (Liquidity Facility Barclays Bank PLC) 88033URP6 US88033URP65 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2036-12-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0088 700000.00 700000.00 0.0008 N Y N Dignity Health Dignity Health, 0.86% Participating VRDN Series 17 04, (Liquidity Facility Barclays Bank PLC) 76252PGP8 US76252PGP80 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2042-03-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0086 600000.00 600000.00 0.0007 N Y N South Carolina St. Pub. Svc. Auth. Rev. South Carolina St. Pub. Svc. Auth. Rev., 0.93% Participating VRDN Series XG 0046, (Liquidity Facility Toronto-Dominion Bank) 88033SMK7 US88033SMK77 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2046-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0093 580000.00 580000.00 0.0007 N Y N Ohio Higher Edl. Facility Commission Rev. Ohio Higher Edl. Facility Commission Rev., 1.00% Participating VRDN Series 2017, (Liquidity Facility Barclays Bank PLC) 76252PGX1 US76252PGX15 Tender Option Bond Y N/A N/A 2017-07-12 2017-07-12 2046-01-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0100 400000.00 400000.00 0.0004 N N Y Omaha Pub. Pwr. District Elec. Rev. Omaha Pub. Pwr. District Elec. Rev., 0.93% Participating VRDN Series 16 XF1053, (Liquidity Facility Deutsche Bank AG New York Branch) 88033MD79 US88033MD799 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2049-02-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0093 200000.00 200000.00 0.0002 N Y N Colorado Health Facilities Auth. Rev. Colorado Health Facilities Auth. Rev., 0.98% Participating VRDN Series Floaters XF 22 41, (Liquidity Facility Citibank NA) 19648AMR3 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2041-10-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0098 200000.00 200000.00 0.0002 N Y N New Jersey St. Trans. Trust Fund Auth. New Jersey St. Trans. Trust Fund Auth., 0.97% Participating VRDN Series Floaters 16 XF1059, (Liquidity Facility Deutsche Bank AG New York Branch) 88033UFY0 US88033UFY01 Tender Option Bond Y N/A N/A 2017-06-07 2017-06-07 2036-12-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0097 200000.00 200000.00 0.0002 N Y N Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 0.82% 31635A501 0001022695 Investment Company Y N/A N/A 2017-06-07 2017-06-07 2024-07-01 N N N 0.0082 124431683.76 124431683.76 0.1395 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts AMT Tax-Free Money Market Fund 2017-06-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer