N-MFP2 0000357057 XXXXXXXX 2017-06-30 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 16 20 2569572674.99 2338569593.32 2313112567.03 2361610756.75 2506400592.67 0.8100 0.7400 0.7300 0.7500 0.8000 7840.95 3091862778.05 3092238864.56 5383724.45 5390057.20 3092240372.76 3088438121.58 1.0000 0.0094 1.0011 1.0011 1.0011 1.0011 1.0011 C000019444 5000.00 3092240372.76 3088438121.58 1.0011 1.0011 1.0011 1.0011 1.0011 3041913.86 25295298.07 13139343.55 21345724.10 4787699.04 23684247.55 715865.29 18845118.95 1583521.77 25322049.62 22404385.19 104388659.63 0.0045 N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.90% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0090 6000000.00 6000000.00 0.0019 N Y N Massachussetts Dev. Fin Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.93% 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0093 5990000.00 5990000.00 0.0019 N Y N Massachussetts Dev. Fin Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.01% 57583XAQ5 US57583XAQ51 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0101 24840000.00 24840000.00 0.0080 N Y N Massachussetts Dev. Fin Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.95% 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0095 45000000.00 45000000.00 0.0146 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.88% Series 2010 A2, LOC Landesbank Hessen-Thuringen VRDN 57563CAB8 US57563CAB81 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-01-01 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 0.0088 1100000.00 1100000.00 0.0004 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.89% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0089 65950000.00 65950000.00 0.0213 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.90% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 US57563CAC64 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0090 32925000.00 32925000.00 0.0106 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.91% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0091 11365000.00 11365000.00 0.0037 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.14% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0114 700000.00 700000.00 0.0002 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.19% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0119 1080000.00 1080000.00 0.0003 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.92% (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 2017-07-07 2017-07-07 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 0.0092 12700000.00 12700000.00 0.0041 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.88% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0088 35100000.00 35100000.00 0.0114 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.89% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 US57583RWB76 Variable Rate Demand Note Y N/A N/A 2017-07-03 2017-07-03 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 3 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0089 12525000.00 12525000.00 0.0041 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.89% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0089 10900000.00 10900000.00 0.0035 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.89% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0089 1645000.00 1645000.00 0.0005 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.89% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0089 36400000.00 36400000.00 0.0118 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% (Partners HealthCare Sys. Proj.) Series 2014 M1, LOC U.S. Bank NA, Cincinnati VRDN 57583UB49 US57583UB490 Variable Rate Demand Note Y N/A N/A 2017-07-03 2017-07-03 2048-07-01 Y US BANK NA CINCINNATI OHIO 1.0000 3 N N/A N/A Y US BANK NA CINCINNATI OHIO 1.0000 N/A N/A N 0.0090 5000000.00 5000000.00 0.0016 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0090 15885000.00 15885000.00 0.0051 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 US57583UB565 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0090 17000000.00 17000000.00 0.0055 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% (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 2017-07-07 2017-07-07 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 0.0090 8515000.00 8515000.00 0.0028 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% (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 2017-07-07 2017-07-07 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 0.0090 3840000.00 3840000.00 0.0012 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0090 14045000.00 14045000.00 0.0045 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.91% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0091 4035000.00 4035000.00 0.0013 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.91% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0091 12660000.00 12660000.00 0.0041 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.91% Series 2001, LOC TD Banknorth, NA VRDN 57583FWJ6 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0091 3470000.00 3470000.00 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.92% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 US57583R6F74 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0092 11500000.00 11500000.00 0.0037 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.92% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 US57583RUV58 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0092 43710000.00 43710000.00 0.0141 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.92% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0092 6300000.00 6300000.00 0.0020 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.93% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0093 6575000.00 6575000.00 0.0021 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.93% (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 2017-07-07 2017-07-07 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 0.0093 17255000.00 17255000.00 0.0056 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.93% (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 2017-07-07 2017-07-07 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 0.0093 1880000.00 1880000.00 0.0006 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.92% Series 2001 C, (Liquidity Facility Barclays Bank PLC) VRDN 575827X54 US575827X547 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2021-01-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0092 2585000.00 2585000.00 0.0008 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.85% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0085 37450000.00 37450000.00 0.0121 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.89% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 US57586CNH42 Variable Rate Demand Note Y N/A N/A 2017-07-03 2017-07-03 2026-07-01 Y WELLS FARGO BK NATL ASSN 1.0000 3 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0089 7330000.00 7330000.00 0.0024 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.89% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 US57586CGB54 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0089 5075000.00 5075000.00 0.0016 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.89% (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 2017-07-07 2017-07-07 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 0.0089 42175000.00 42175000.00 0.0136 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.89% (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 2017-07-07 2017-07-07 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 0.0089 8190000.00 8190000.00 0.0026 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.89% (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 2017-07-07 2017-07-07 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 0.0089 62100000.00 62100000.00 0.0201 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.89% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0089 13600000.00 13600000.00 0.0044 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.90% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 US575850NF59 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0090 4575000.00 4575000.00 0.0015 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.91% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0091 35000000.00 35000000.00 0.0113 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.92% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2017-07-03 2017-07-03 2044-07-01 Y JPMORGAN CHASE BANK NA 1.0000 3 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0092 9440000.00 9440000.00 0.0031 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.92% (Children's Hosp. Proj.) Series 2010 N4, LOC Wells Fargo Bank NA VRDN 57586EUJ8 US57586EUJ80 Variable Rate Demand Note Y N/A N/A 2017-07-03 2017-07-03 2049-10-01 Y WELLS FARGO BK NATL ASSN 1.0000 3 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0092 47700000.00 47700000.00 0.0154 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.92% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0092 4625000.00 4625000.00 0.0015 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.92% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0092 10950000.00 10950000.00 0.0035 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.92% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0092 64995000.00 64995000.00 0.0210 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.94% (Henry Heywood Memorial Hosp. Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 US57586EGT29 Variable Rate Demand Note Y N/A N/A 2017-07-03 2017-07-03 2038-07-01 Y TD BANK NA WILMINGTON DE 1.0000 3 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0094 1070000.00 1070000.00 0.0003 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.96% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0096 17195000.00 17195000.00 0.0056 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.98% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 US57586CDV46 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0098 35040000.00 35040000.00 0.0113 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.92% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0092 13900000.00 13900000.00 0.0045 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.91% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0091 25580000.00 25580000.00 0.0083 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.94% Series 2009 A, LOC TD Banknorth, NA VRDN 57586NDU2 US57586NDU28 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0094 6590000.00 6590000.00 0.0021 N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 1.28% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note Y N/A N/A 2017-07-05 2017-07-07 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 0.0128 80000.00 80000.00 0.0000 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.91% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0091 5700000.00 5700000.00 0.0018 N Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.92% Series 2010 D, LOC State Street Bank & Trust Co., Boston VRDN 575896JD8 US575896JD87 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0092 78690000.00 78690000.00 0.0254 N Y N Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.94% (Harborside Hyatt Proj.) Series 2001 A, LOC U.S. Bank NA, Cincinnati VRDN 575897AC7 US575897AC78 Variable Rate Demand Note Y N/A N/A 2017-07-05 2017-07-07 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 0.0094 32100000.00 32100000.00 0.0104 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.90% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0090 30230000.00 30230000.00 0.0098 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.90% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0090 34600000.00 34600000.00 0.0112 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.92% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0092 112215000.00 112215000.00 0.0363 N Y N Trimble County Poll. Cont. Rev. Trimble County Poll. Cont. Rev., 0.96% (Louisville Gas and Elec. Co. Proj.) Series 2016 A VRDN 896224AY8 US896224AY84 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2044-09-01 Y LOUISVILLE GAS & ELECTRIC CO 1.0000 7 N N/A N/A N N 0.0096 20200000.00 20200000.00 0.0065 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.12% (Nucor Corp. Proj.) Series 2002 VRDN 096490BX4 US096490BX47 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2033-01-02 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0112 1200000.00 1200000.00 0.0004 N Y N Osceola Solid Waste Disp. Rev. Osceola Solid Waste Disp. Rev., 1.08% (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 2017-07-07 2017-07-07 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 0.0108 12300000.00 12300000.00 0.0040 N Y N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 1.05% Series 2016 C, (Liquidity Facility Bank of America NA) VRDN 20772JZ39 US20772JZ396 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2034-05-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0105 10000000.00 10000000.00 0.0032 N Y N Iowa Fin. Auth. Solid Disp. Waste Rev. Iowa Fin. Auth. Solid Disp. Waste Rev., 0.99% (MidAmerican Energy Proj.) Series 2008 A VRDN 46245EAW7 US46245EAW75 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2038-07-01 Y MIDAMERICAN ENERGY CO 1.0000 7 N N/A N/A N N 0.0099 3700000.00 3700000.00 0.0012 N Y N Iowa Fin. Auth. Solid Disp. Waste Rev. Iowa Fin. Auth. Solid Disp. Waste Rev., 0.99% (MidAmerican Energy Co. Proj.) Series 2016 B VRDN 46245EAY3 US46245EAY32 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2046-12-01 Y MIDAMERICAN ENERGY CO 1.0000 7 N N/A N/A N N 0.0099 5600000.00 5600000.00 0.0018 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.16% (Appalachian Pwr. Co. - Amos Proj.) Series 2008 B VRDN 95648VAL3 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0116 5800000.00 5800000.00 0.0019 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.20% (Appalachian Pwr. Co.- Mountaineer Proj.) Series 2008 A VRDN 95648VAW9 US95648VAW90 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0120 3100000.00 3100000.00 0.0010 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.03% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 B VRDN 246387JR6 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0103 1300000.00 1300000.00 0.0004 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.09% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0109 1200000.00 1200000.00 0.0004 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.18% (Delmarva Pwr. & Lt. Co. Proj.) Series 1987 VRDN 246387BK9 Variable Rate Demand Note Y N/A N/A 2017-07-03 2017-07-03 2017-10-01 Y DELMARVA POWER & LIGHT 1.0000 3 N N/A N/A N N 0.0118 800000.00 800000.00 0.0003 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.18% (Delmarva Pwr. & Lt. Co. Proj.) Series 1994 VRDN 246387FB5 Variable Rate Demand Note Y N/A N/A 2017-07-03 2017-07-03 2029-10-01 Y DELMARVA POWER & LIGHT 1.0000 3 N N/A N/A N N 0.0118 1300000.00 1300000.00 0.0004 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.18% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Y N/A N/A 2017-07-03 2017-07-03 2017-10-01 Y DELMARVA POWER & LIGHT 1.0000 3 N N/A N/A N N 0.0118 2200000.00 2200000.00 0.0007 N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 1.10% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0110 3500000.00 3500000.00 0.0011 N Y N Mobile Indl. Dev. Board Rev. Mobile Indl. Dev. Board Rev., 0.99% (Alabama Pwr. Co. Proj.) Series 2001 B VRDN 607166AB1 US607166AB17 Variable Rate Demand Note Y N/A N/A 2017-07-03 2017-07-03 2031-09-01 Y ALABAMA POWER CO 1.0000 3 N N/A N/A N N 0.0099 2750000.00 2750000.00 0.0009 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 1.10% (PSI Energy Proj.) Series 2003 B VRDN 454912AT3 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0110 800000.00 800000.00 0.0003 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.05% (Indiana Michigan Pwr. Co. Proj.) Series I VRDN 520453AN1 US520453AN10 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0105 800000.00 800000.00 0.0003 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.05% (Indiana Michigan Pwr. Co. Proj.) Series H VRDN 520453AM3 US520453AM37 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0105 1900000.00 1900000.00 0.0006 N Y N Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 1.06% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 US594316AA90 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 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 0.0106 2715000.00 2715000.00 0.0009 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.10% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0110 3400000.00 3400000.00 0.0011 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.05% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0105 2200000.00 2200000.00 0.0007 N Y N Maricopa County Poll. Cont. Rev. Maricopa County Poll. Cont. Rev., 0.98% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 US566854EB75 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2029-05-01 Y ARIZONA PUBLIC SERVICE CO 1.0000 7 N N/A N/A N N 0.0098 1800000.00 1800000.00 0.0006 N Y N Port Arthur Navigation District Jefferson County Rev. Port Arthur Navigation District Jefferson County Rev., 1.05% Series 2000 B, (Total SA Guaranteed) VRDN 735225AF1 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2035-05-01 Y TOTAL SA 1.0000 7 N N/A N/A Y TOTAL SA 1.0000 N/A N/A N 0.0105 1300000.00 1300000.00 0.0004 N Y N Savannah Econ. Dev. Auth. Rev. Savannah Econ. Dev. Auth. Rev., 0.99% (Home Depot, Inc. Proj.) Series 1995 A VRDN 80483CAZ4 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2025-08-01 Y HOME DEPOT INC 1.0000 7 N N/A N/A N N 0.0099 700000.00 700000.00 0.0002 N Y N Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 1.04% Series 1995 VRDN 212490AC0 US212490AC04 Variable Rate Demand Note Y N/A N/A 2017-07-07 2017-07-07 2025-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0104 200000.00 200000.00 0.0001 N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 1.07% 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 41 Y N/A N/A N N 0.0107 3399626.00 3399626.00 0.0011 N N N JPMorgan Chase JPMorgan Chase, 1.00% Participating VRDN Series Putters 16 5005, (Liquidity Facility JPMorgan Chase Bank) 46640KVU5 US46640KVU59 Tender Option Bond Y N/A N/A 2017-07-03 2017-07-03 2018-06-01 Y JPMORGAN CHASE BANK NA 1.0000 3 Y N/A N/A N N 0.0100 18600000.00 18600000.00 0.0060 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.96% Bonds Series Clipper 05 36, tender 07/06/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Tender Option Bond Y N/A N/A 2017-07-06 2017-07-06 2019-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 6 Y N/A N/A N N 0.0096 8105000.00 8105000.00 0.0026 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.11% Bonds Series Clipper 06 11, tender 09/07/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 US18886PPV12 Tender Option Bond Y N/A N/A 2017-09-07 2017-09-07 2021-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 69 Y N/A N/A N N 0.0111 12200000.00 12200000.00 0.0039 N N N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.96% Bonds Series 2016 20, tender 07/06/2017, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2017-07-06 2017-07-06 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 6 Y N/A N/A N N 0.0096 18825000.00 18825000.00 0.0061 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.93% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 8600000.00 8600000.00 0.0028 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.93% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 8135000.00 8135000.00 0.0026 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.93% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2041-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0093 2000000.00 2000000.00 0.0006 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.93% Participating VRDN Series 2016 XM0136, (Liquidity Facility JPMorgan Chase Bank) 88033MRW9 US88033MRW90 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 1875000.00 1875000.00 0.0006 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.93% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2031-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0093 6785000.00 6785000.00 0.0022 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.93% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 2865000.00 2865000.00 0.0009 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0094 7100000.00 7100000.00 0.0023 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 US57583UL556 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2044-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0094 2500000.00 2500000.00 0.0008 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.21% Bonds Series WF 10 56C, tender 08/03/2017, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 US94985NZX29 Tender Option Bond Y N/A N/A 2017-08-03 2017-08-03 2040-10-15 Y WELLS FARGO BK NATL ASSN 1.0000 34 Y N/A N/A N N 0.0121 19805000.00 19805000.00 0.0064 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.93% Participating VRDN Series Floaters XM 04 28, (Liquidity Facility JPMorgan Chase Bank) 88033UPA1 US88033UPA15 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2023-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 7500000.00 7500000.00 0.0024 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.93% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 13455000.00 13455000.00 0.0044 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.93% Participating VRDN Series 16 XM 03 35, (Liquidity Facility JPMorgan Chase Bank) 88033SXY5 US88033SXY52 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2038-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 6700000.00 6700000.00 0.0022 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.93% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 4000000.00 4000000.00 0.0013 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series Floaters 16 ZF2364, (Liquidity Facility Barclays Bank PLC) 88033UGF0 US88033UGF03 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2042-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0094 4400000.00 4400000.00 0.0014 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.95% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0095 2385000.00 2385000.00 0.0008 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.95% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0095 2830000.00 2830000.00 0.0009 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.95% Participating VRDN Series 16 ZF0377, (Liquidity Facility Toronto-Dominion Bank) 88033MM95 US88033MM956 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2046-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0095 4375000.00 4375000.00 0.0014 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.96% Bonds Series Clipper 07 39, tender 07/06/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2017-07-06 2017-07-06 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 6 Y N/A N/A N N 0.0096 72700000.00 72700000.00 0.0235 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.96% Participating VRDN Series 16 XF0374, (Liquidity Facility Bank of America NA) 88033ME94 US88033ME946 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2046-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0096 9000000.00 9000000.00 0.0029 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.11% Bonds Series Clipper 07 41, tender 09/07/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PB79 US18886PB792 Tender Option Bond Y N/A N/A 2017-09-07 2017-09-07 2024-09-01 Y STATE ST BK & TR CO BOSTON 1.0000 69 Y N/A N/A N N 0.0111 42192404.00 42192404.00 0.0136 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.11% Bonds Series Clipper 07 06, tender 09/07/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2017-09-07 2017-09-07 2025-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 69 Y N/A N/A N N 0.0111 36075000.00 36075000.00 0.0117 N N Y Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.93% Participating VRDN Series 16 XM0217, (Liquidity Facility JPMorgan Chase Bank) 88033SFK5 US88033SFK50 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 41800000.00 41800000.00 0.0135 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.93% Participating VRDN Series Floaters XF 00 47, (Liquidity Facility JPMorgan Chase Bank) 88033LDS5 US88033LDS51 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 9600000.00 9600000.00 0.0031 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.95% Participating VRDN Series BA 15 XM0074, (Liquidity Facility Bank of America NA) 88033MDE4 US88033MDE49 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2038-10-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0095 10000000.00 10000000.00 0.0032 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.96% Bonds Series Clipper 07 08, tender 07/06/2017, (Liquidity Facility State Street Bank & Trust 18886PSL0 US18886PSL03 Tender Option Bond Y N/A N/A 2017-07-06 2017-07-06 2023-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 6 Y N/A N/A N N 0.0096 15450000.00 15450000.00 0.0050 N Y N Massachusetts Health and Edl. Facilities Auth. Massachusetts Health and Edl. Facilities Auth., 1.01% Participating VRDN Series XL 00 17, (Liquidity Facility Barclays Bank PLC) 88033SVT8 US88033SVT85 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2034-12-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0101 10785000.00 10785000.00 0.0035 N Y N Massachusetts Health and Edl. Facilities Auth. Rev. Massachusetts Health and Edl. Facilities Auth. Rev., 0.93% Participating VRDN Series 2017, (Liquidity Facility JPMorgan Chase Bank) 88033UL64 US88033UL647 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2036-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 11175000.00 11175000.00 0.0036 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.93% Participating VRDN Series Floaters YX 10 29, (Liquidity Facility Barclays Bank PLC) 88033UHW2 US88033UHW27 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2035-11-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0093 4610000.00 4610000.00 0.0015 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.93% Participating VRDN Series Floaters XM 03 89, (Liquidity Facility JPMorgan Chase Bank) 88033UCS6 US88033UCS69 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2043-05-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 4400000.00 4400000.00 0.0014 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.93% Participating VRDN Series 15 XF2203, (Liquidity Facility Citibank NA) 88033MQC4 US88033MQC46 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0093 3960000.00 3960000.00 0.0013 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.93% Participating VRDN Series Floaters XM 04 30, (Liquidity Facility JPMorgan Chase Bank) 88033UPE3 US88033UPE37 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2030-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 3335000.00 3335000.00 0.0011 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.93% Participating VRDN Series XM 03 54, (Liquidity Facility JPMorgan Chase Bank) 88033SN67 US88033SN670 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2030-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 4250000.00 4250000.00 0.0014 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.93% Participating VRDN Series Putters 3990, (Liquidity Facility JPMorgan Chase Bank) 46636YCF5 US46636YCF51 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2032-10-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 3000000.00 3000000.00 0.0010 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.93% Participating VRDN Series 16 XM0239, (Liquidity Facility JPMorgan Chase Bank) 88033SHZ0 US88033SHZ02 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2037-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 6425000.00 6425000.00 0.0021 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.93% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 US576000MY62 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2024-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0093 6000000.00 6000000.00 0.0019 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0094 64000000.00 64000000.00 0.0207 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2032-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0094 56710000.00 56710000.00 0.0183 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0094 57460000.00 57460000.00 0.0186 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0094 48340000.00 48340000.00 0.0156 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 US576000PR84 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2038-05-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0094 12375000.00 12375000.00 0.0040 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0094 10000000.00 10000000.00 0.0032 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series MS 30911, (Liquidity Facility Morgan Stanley Bank, West Val 576000KH5 US576000KH57 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2037-08-15 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0094 2700000.00 2700000.00 0.0009 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.96% Bonds Series Solar 17 13, tender 07/06/2017, (Liquidity Facility U.S. Bank NA, Cincin 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2017-07-06 2017-07-06 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 6 Y N/A N/A N N 0.0096 3200000.00 3200000.00 0.0010 N Y N Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 0.93% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0093 1300000.00 1300000.00 0.0004 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.93% Participating VRDN Series ROC II R 11968, (Liquidity Facility Citibank NA) 576051DR4 US576051DR45 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2035-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0093 5185000.00 5185000.00 0.0017 N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 1.11% 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 94 Y N/A N/A N N 0.0111 34845000.00 34845000.00 0.0113 N N Y Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.94% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0094 8380000.00 8380000.00 0.0027 N Y N California Health Facilities Fing. Auth. California Health Facilities Fing. Auth., 0.96% 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 2017-07-07 2017-07-07 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0096 6125000.00 6125000.00 0.0020 N Y N Dignity Health Dignity Health, 0.99% Participating VRDN Series 17 04, (Liquidity Facility Barclays Bank PLC) 76252PGP8 US76252PGP80 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2042-03-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0099 2900000.00 2900000.00 0.0009 N Y N South Carolina St. Pub. Svc. Auth. Rev. South Carolina St. Pub. Svc. Auth. Rev., 1.06% Participating VRDN Series XG 0046, (Liquidity Facility Toronto-Dominion Bank) 88033SMK7 US88033SMK77 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2046-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0106 4450000.00 4450000.00 0.0014 N Y N Chicago Transit Auth. Chicago Transit Auth., 1.01% Participating VRDN Series Floaters XM 04 50, (Liquidity Facility Barclays Bank PLC) 88033URP6 US88033URP65 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2036-12-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0101 2635000.00 2635000.00 0.0009 N Y N Omaha Pub. Pwr. District Elec. Rev. Omaha Pub. Pwr. District Elec. Rev., 1.02% Participating VRDN Series 16 XF1053, (Liquidity Facility Deutsche Bank AG New York Branch) 88033MD79 US88033MD799 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2049-02-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0102 2000000.00 2000000.00 0.0006 N Y N Colorado Health Facilities Auth. Rev. Colorado Health Facilities Auth. Rev., 1.11% Participating VRDN Series Floaters XF 22 41, (Liquidity Facility Citibank NA) 19648AMR3 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2041-10-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0111 1165000.00 1165000.00 0.0004 N Y N Denver City & County Arpt. Rev. Denver City & County Arpt. Rev., 1.02% Participating VRDN Series Floaters XF 10 36, (Liquidity Facility Deutsche Bank AG New York Branch) 88033L6M6 US88033L6M69 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2043-11-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0102 400000.00 400000.00 0.0001 N Y N Ohio Higher Edl. Facility Commission Rev. Ohio Higher Edl. Facility Commission Rev., 1.13% Participating VRDN Series 2017, (Liquidity Facility Barclays Bank PLC) 76252PGX1 US76252PGX15 Tender Option Bond Y N/A N/A 2017-08-11 2017-08-11 2046-01-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0113 1500000.00 1500000.00 0.0005 N N Y New Jersey St. Trans. Trust Fund Auth. New Jersey St. Trans. Trust Fund Auth., 1.10% Participating VRDN Series Floaters 16 XF1059, (Liquidity Facility Deutsche Bank AG New York Branch) 88033UFY0 US88033UFY01 Tender Option Bond Y N/A N/A 2017-07-07 2017-07-07 2036-12-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0110 1300000.00 1300000.00 0.0004 N Y 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 3512845.00 3512845.00 0.0011 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 2026260.00 2026260.00 0.0007 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 7139298.12 7139298.12 0.0023 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 1900000.00 1900000.00 0.0006 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 11182846.00 11182846.00 0.0036 N N N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.89% Series 5, LOC TD Banknorth, NA, CP BIE754000 Other Municipal Security Y N/A N/A 2017-07-12 2017-07-12 2017-07-12 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0089 3999840.00 3999840.00 0.0013 N N N Massachusetts Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts Dev. Fin. Agcy. Elec. Util. Rev., 1.10% Bonds Series 07, tender 07/05/2017, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584TAA8 BJC320000 Other Municipal Security Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0110 13300000.00 13300000.00 0.0043 N Y N Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 1.05% Bonds Series 05, tender 07/17/2017, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584GAC2 BID236000 Other Municipal Security Y N/A N/A 2017-07-17 2017-07-17 2017-07-17 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0105 27998600.00 27998600.00 0.0091 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 1500000.00 1500000.00 0.0005 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.34% Bonds Series 2012 D 57582PJ92 US57582PJ925 Other Municipal Security Y N/A N/A 2017-07-06 2018-01-01 2018-01-01 N N N 0.0134 12201708.00 12201708.00 0.0039 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.39% Bonds Series B 57582RGA8 US57582RGA86 Other Municipal Security Y N/A N/A 2017-07-06 2018-02-01 2018-02-01 N N N 0.0139 36710643.00 36710643.00 0.0119 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2007 C, (Pre-Refunded to 8/1/2017 @ 100) 57582PFR6 US57582PFR64 Other Municipal Security Y N/A N/A 2017-08-01 2017-08-01 2026-08-01 N N N 0.0500 40114000.00 40114000.00 0.0130 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 2005700.00 2005700.00 0.0006 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 10529925.00 10529925.00 0.0034 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.87% Bonds Series H2, tender 08/02/2017, CP Mode 57586CW27 BID266000 Other Municipal Security Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0087 10798920.00 10798920.00 0.0035 N N 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 15589844.10 15589844.10 0.0050 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.88% Bonds Series H1, tender 08/03/2017, CP Mode 57586CV93 BIC410000 Other Municipal Security Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0088 9799412.00 9799412.00 0.0032 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.88% Bonds Series 08H1, tender 08/04/2017, CP Mode 57586CV93 BID579000 Other Municipal Security Y N/A N/A 2017-08-04 2017-08-04 2017-08-04 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0088 12159148.80 12159148.80 0.0039 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 14800000.00 14800000.00 0.0048 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 15590000.00 15590000.00 0.0050 N Y 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 3000000.00 3000000.00 0.0010 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 6999580.00 6999580.00 0.0023 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.95% Series 12B, LOC TD Banknorth, NA, CP BIA064000 Other Municipal Security Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0095 30998140.00 30998140.00 0.0100 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.95% Series 12B, LOC TD Banknorth, NA, CP BIA065000 Other Municipal Security Y N/A N/A 2017-09-08 2017-09-08 2017-09-08 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0095 30998140.00 30998140.00 0.0100 N N 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 BIE395000 Other Municipal Security Y N/A N/A 2017-07-10 2017-07-10 2017-07-10 N Y CITIBANK NA 1.0000 N/A N/A N 0.0087 31599052.00 31599052.00 0.0102 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 BIF826000 Other Municipal Security Y N/A N/A 2017-07-11 2017-07-11 2017-07-11 N Y CITIBANK NA 1.0000 N/A N/A N 0.0087 27399452.00 27399452.00 0.0089 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.88% Series C, LOC Barclays Bank PLC, CP BID269000 Other Municipal Security Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0088 13239735.20 13239735.20 0.0043 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.88% Series C, LOC Barclays Bank PLC, CP BIC403000 Other Municipal Security Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0088 31199064.00 31199064.00 0.0101 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.90% Series B, LOC Citibank NA, CP BID610000 Other Municipal Security Y N/A N/A 2017-08-07 2017-08-07 2017-08-07 N Y CITIBANK NA 1.0000 N/A N/A N 0.0090 27198640.00 27198640.00 0.0088 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.92% Series C, LOC Barclays Bank PLC, CP BID581000 Other Municipal Security Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0092 20998950.00 20998950.00 0.0068 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.92% Series C, LOC Barclays Bank PLC, CP BIE823000 Other Municipal Security Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0092 17099145.00 17099145.00 0.0055 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.92% Series C, LOC Barclays Bank PLC, CP BIE424000 Other Municipal Security Y N/A N/A 2017-08-04 2017-08-04 2017-08-04 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0092 7799532.00 7799532.00 0.0025 N N 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 25200000.00 25200000.00 0.0081 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 8346896.40 8346896.40 0.0027 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.90% Series 16, LOC TD Banknorth, NA, CP BJC799000 Other Municipal Security Y N/A N/A 2017-07-10 2017-07-10 2017-07-10 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0090 6599934.00 6599934.00 0.0021 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 12370602.00 12370602.00 0.0040 N N N Revere Gen. Oblig. Revere Gen. Oblig., 2.50% BAN 761440G67 US761440G670 Other Municipal Security Y N/A N/A 2018-04-13 2018-04-13 2018-04-13 N N N 0.0250 3744026.87 3744026.87 0.0012 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 2183683.39 2183683.39 0.0007 N N N Tyngsborough Gen. Oblig. Tyngsborough Gen. Oblig., 1.25% BAN Series 2017 902392HU6 US902392HU67 Other Municipal Security Y N/A N/A 2017-10-20 2017-10-20 2017-10-20 N N N 0.0125 3056833.00 3056833.00 0.0010 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 3906489.56 3906489.56 0.0013 N N N West Boylston Gen. Oblig. Anticipation Notes West Boylston Gen. Oblig. Anticipation Notes, 2.00% BAN Series 2016 951529EN2 US951529EN21 Other Municipal Security Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0200 4684779.45 4684779.45 0.0015 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 9160961.91 9160961.91 0.0030 N N N Woburn Gen. Oblig. Woburn Gen. Oblig., 1.85% BAN Series 2017 977521K69 US977521K695 Other Municipal Security Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0185 5410800.00 5410800.00 0.0017 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.01% Bonds Series 2010 A2, tender 07/06/2017, (Liquidity Facility Royal Bank of Canada) 56036YEM3 US56036YEM30 Other Municipal Security Y N/A N/A 2017-07-06 2017-10-02 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 94 N N/A N/A N N 0.0101 11740000.00 11740000.00 0.0038 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.01% Bonds Series 2010 A1, tender 07/06/2017, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2017-07-06 2017-10-02 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 94 N N/A N/A N N 0.0101 13275000.00 13275000.00 0.0043 N N N New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 1.08% Bonds Series A1, tender 07/06/2017, CP Mode 64468DAA0 BJD211000 Other Municipal Security Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0108 6800000.00 6800000.00 0.0022 N Y N Halifax County Indl. Dev. Auth. Poll. Cont. Rev. Halifax County Indl. Dev. Auth. Poll. Cont. Rev., 1.07% Bonds Series 2017, tender 07/12/2017, CP Mode 405795AA3 BIG258000 Other Municipal Security Y N/A N/A 2017-07-12 2017-07-12 2017-07-12 N N Y VIRGINIA ELECTRIC AND POWER CO OBLIGOR 1.0000 N/A N/A 0.0107 3600000.00 3600000.00 0.0012 N N N Grant County Cmnty. Solid Waste Disp. Rev. Grant County Cmnty. Solid Waste Disp. Rev., 1.10% Bonds Series 96, tender 07/24/2017, CP Mode 388076AA9 BIF788000 Other Municipal Security Y N/A N/A 2017-07-24 2017-07-24 2017-07-24 N N Y VIRGINIA ELECTRIC AND POWER CO OBLIGOR 1.0000 N/A N/A 0.0110 2899855.00 2899855.00 0.0009 N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 0.97% Bonds Series 2001 A, tender 07/05/2017, CP Mode 473044BV6 BIE843000 Other Municipal Security Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0097 2399976.00 2399976.00 0.0008 N Y N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.95% 31635A204 US31635A2042 0001022695 Investment Company Y N/A N/A 2017-07-07 2017-07-07 2040-12-01 N N N 0.0095 361492490.25 361492490.25 0.1169 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2017-07-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer