N-MFP2 0000357057 XXXXXXXX 2017-10-31 0000357057 549300HTRNJ3JC8ANN48 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Y 23 25 2150031324.97 2071021854.15 2050347772.60 2055332685.84 0.7600 0.7300 0.7200 0.7300 13129.40 2754809674.62 2754886347.61 22695022.11 4536819.03 2773057680.09 2769557924.12 1.0000 0.0096 1.0012 1.0012 1.0012 1.0012 C000019444 5000.00 2773057680.09 2769557924.12 1.0012 1.0012 1.0012 1.0012 3501355.16 21791604.45 2331042.89 13968133.61 1733233.08 14577171.13 3081492.37 17347687.86 14907613.65 77817705.78 0.0048 N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.91% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0091 6000000.00 6000000.00 0.0022 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.92% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0092 5990000.00 5990000.00 0.0022 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.98% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 US57583XAQ51 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2037-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0098 24840000.00 24840000.00 0.0090 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.96% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0096 45000000.00 45000000.00 0.0162 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 2017-11-07 2017-11-07 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 12365000.00 12365000.00 0.0045 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.92% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0092 64000000.00 64000000.00 0.0231 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.18% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0118 1080000.00 1080000.00 0.0004 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.22% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0122 500000.00 500000.00 0.0002 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 0.95% (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 2017-11-07 2017-11-07 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 0.0095 12200000.00 12200000.00 0.0044 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.80% (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 2017-11-01 2017-11-01 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 0.0080 5975000.00 5975000.00 0.0022 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.83% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 US57583RWB76 Variable Rate Demand Note Y N/A N/A 2017-11-01 2017-11-01 2042-10-01 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 0.0083 8920000.00 8920000.00 0.0032 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.85% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0085 42100000.00 42100000.00 0.0152 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0090 10605000.00 10605000.00 0.0038 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 2017-11-07 2017-11-07 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 8215000.00 8215000.00 0.0030 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 2017-11-07 2017-11-07 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 7750000.00 7750000.00 0.0028 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 US57583R6F74 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0090 6300000.00 6300000.00 0.0023 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 US57583RUV58 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0090 43255000.00 43255000.00 0.0156 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 2017-11-07 2017-11-07 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 3695000.00 3695000.00 0.0013 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.90% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0090 1815000.00 1815000.00 0.0007 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.91% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0091 6140000.00 6140000.00 0.0022 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.91% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0091 15180000.00 15180000.00 0.0055 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.92% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0092 12660000.00 12660000.00 0.0046 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.92% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0092 3895000.00 3895000.00 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.92% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0092 22935000.00 22935000.00 0.0083 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.92% Series 2001, LOC TD Banknorth, NA VRDN 57583FWJ6 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0092 3270000.00 3270000.00 0.0012 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.93% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0093 33800000.00 33800000.00 0.0122 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0094 6575000.00 6575000.00 0.0024 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.97% (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 2017-11-07 2017-11-07 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 0.0097 1880000.00 1880000.00 0.0007 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.70% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 US57585KGP75 Variable Rate Demand Note Y N/A N/A 2017-11-01 2017-11-01 2049-11-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 1 N N/A N/A N N 0.0070 28440000.00 28440000.00 0.0103 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.85% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2017-11-01 2017-11-01 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 0.0085 18950000.00 18950000.00 0.0068 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.86% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 US57586CHB46 Variable Rate Demand Note Y N/A N/A 2017-11-01 2017-11-01 2035-11-01 Y AMHERST COLLEGE 1.0000 1 N N/A N/A N N 0.0086 1130000.00 1130000.00 0.0004 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.86% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0086 30000000.00 30000000.00 0.0108 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.87% (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 2017-11-07 2017-11-07 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 0.0087 38405000.00 38405000.00 0.0138 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.88% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC Wells Fargo Bank NA VRDN 57586CNH4 US57586CNH42 Variable Rate Demand Note Y N/A N/A 2017-11-01 2017-11-01 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 0.0088 12075000.00 12075000.00 0.0044 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.88% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 US575850NF59 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0088 6375000.00 6375000.00 0.0023 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.90% (Henry Heywood Memorial Hosp. Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 US57586EGT29 Variable Rate Demand Note Y N/A N/A 2017-11-01 2017-11-01 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 0.0090 8050000.00 8050000.00 0.0029 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.90% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0090 10496000.00 10496000.00 0.0038 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.90% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0090 6500000.00 6500000.00 0.0023 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.90% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0090 93275000.00 93275000.00 0.0336 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.90% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0090 18550000.00 18550000.00 0.0067 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.90% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0090 18675000.00 18675000.00 0.0067 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.90% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 US57586CGB54 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0090 1000000.00 1000000.00 0.0004 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.91% (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 2017-11-07 2017-11-07 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 0.0091 7215000.00 7215000.00 0.0026 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.93% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0093 13600000.00 13600000.00 0.0049 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.94% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0094 35000000.00 35000000.00 0.0126 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.95% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0095 16165000.00 16165000.00 0.0058 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 2017-11-07 2017-11-07 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 34540000.00 34540000.00 0.0125 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 0.95% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0095 13700000.00 13700000.00 0.0049 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.93% Series 2009 A, LOC TD Banknorth, NA VRDN 57586NDU2 US57586NDU28 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0093 6525000.00 6525000.00 0.0024 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.95% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0095 25580000.00 25580000.00 0.0092 N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 1.42% (Boutwell Owens & Co., Inc. Proj.) Series 1998, LOC Wells Fargo Bank NA VRDN 575855V73 Variable Rate Demand Note Y N/A N/A 2017-11-01 2017-11-07 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 0.0142 80000.00 80000.00 0.0000 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.92% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0092 5400000.00 5400000.00 0.0019 N Y N Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 0.95% (Harborside Hyatt Proj.) Series 2001 A, LOC U.S. Bank NA, Cincinnati VRDN 575897AC7 US575897AC78 Variable Rate Demand Note Y N/A N/A 2017-11-01 2017-11-07 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 0.0095 32100000.00 32100000.00 0.0116 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.93% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0093 8480000.00 8480000.00 0.0031 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.90% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0090 112915000.00 112915000.00 0.0407 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.01% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0101 11000000.00 11000000.00 0.0040 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.02% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0102 3500000.00 3500000.00 0.0013 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.14% (Nucor Corp. Proj.) Series 2002 VRDN 096490BX4 US096490BX47 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2033-01-02 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0114 1900000.00 1900000.00 0.0007 N Y N Osceola Solid Waste Disp. Rev. Osceola Solid Waste Disp. Rev., 1.05% (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 2017-11-07 2017-11-07 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 0.0105 12300000.00 12300000.00 0.0044 N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 1.07% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0107 6300000.00 6300000.00 0.0023 N Y N Mobile Indl. Dev. Board Poll. Cont. Rev. Mobile Indl. Dev. Board Poll. Cont. Rev., 1.06% (Alabama Pwr. Co. Barry Plant Proj.) Series 2007 C VRDN 607167DW0 US607167DW00 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2034-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0106 2700000.00 2700000.00 0.0010 N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 1.06% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0106 4800000.00 4800000.00 0.0017 N Y N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 1.02% Series 2016 C, (Liquidity Facility Bank of America NA) VRDN 20772JZ39 US20772JZ396 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2034-05-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0102 10000000.00 10000000.00 0.0036 N Y N Iowa Fin. Auth. Solid Disp. Waste Rev. Iowa Fin. Auth. Solid Disp. Waste Rev., 1.00% (MidAmerican Energy Proj.) Series 2008 A VRDN 46245EAW7 US46245EAW75 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2038-07-01 Y MIDAMERICAN ENERGY CO 1.0000 7 N N/A N/A N N 0.0100 3900000.00 3900000.00 0.0014 N Y N Iowa Fin. Auth. Solid Disp. Waste Rev. Iowa Fin. Auth. Solid Disp. Waste Rev., 1.00% (MidAmerican Energy Co. Proj.) Series 2016 B VRDN 46245EAY3 US46245EAY32 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2046-12-01 Y MIDAMERICAN ENERGY CO 1.0000 7 N N/A N/A N N 0.0100 5600000.00 5600000.00 0.0020 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.12% (Appalachian Pwr. Co. - Amos Proj.) Series 2008 B VRDN 95648VAL3 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0112 5800000.00 5800000.00 0.0021 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.17% (Appalachian Pwr. Co.- Mountaineer Proj.) Series 2008 A VRDN 95648VAW9 US95648VAW90 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0117 3100000.00 3100000.00 0.0011 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 1.12% (PSI Energy Proj.) Series 2003 B VRDN 454912AT3 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0112 2000000.00 2000000.00 0.0007 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 2017-11-07 2017-11-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0105 1900000.00 1900000.00 0.0007 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 2017-11-07 2017-11-07 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 Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 1.07% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 US594316AA90 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 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 0.0107 2500000.00 2500000.00 0.0009 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.05% (Delmarva Pwr. & Lt. Co. Proj.) Series 1994 VRDN 246387FB5 Variable Rate Demand Note Y N/A N/A 2017-11-01 2017-11-01 2029-10-01 Y DELMARVA POWER & LIGHT 1.0000 1 N N/A N/A N N 0.0105 1300000.00 1300000.00 0.0005 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.05% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0105 1200000.00 1200000.00 0.0004 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.05% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 B VRDN 246387JR6 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0105 2400000.00 2400000.00 0.0009 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.07% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0107 3400000.00 3400000.00 0.0012 N Y N Port Arthur Navigation District Jefferson County Rev. Port Arthur Navigation District Jefferson County Rev., 1.00% Series 2000 B, (Total SA Guaranteed) VRDN 735225AF1 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2035-05-01 Y TOTAL SA 1.0000 7 N N/A N/A Y TOTAL SA 1.0000 N/A N/A N 0.0100 2300000.00 2300000.00 0.0008 N Y N Maricopa County Poll. Cont. Rev. Maricopa County Poll. Cont. Rev., 1.02% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 US566854EB75 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2029-05-01 Y ARIZONA PUBLIC SERVICE CO 1.0000 7 N N/A N/A N N 0.0102 1800000.00 1800000.00 0.0006 N Y N Hertford County Indl. Facilities Poll. Cont. Fing. Auth. Hertford County Indl. Facilities Poll. Cont. Fing. Auth., 1.14% (Nucor Corp. Proj.) Series 2000 A VRDN 428007AB4 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2033-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0114 1000000.00 1000000.00 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 2017-11-07 2017-11-07 2025-08-01 Y HOME DEPOT INC 1.0000 7 N N/A N/A N N 0.0099 700000.00 700000.00 0.0003 N Y N Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 1.05% Series 1995 VRDN 212490AC0 US212490AC04 Variable Rate Demand Note Y N/A N/A 2017-11-07 2017-11-07 2025-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0105 200000.00 200000.00 0.0001 N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 1.07% Bonds Series Solar 17 0027, tender 11/09/2017, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FZ52 US27884FZ523 Tender Option Bond Y N/A N/A 2017-11-09 2017-11-09 2042-02-01 Y US BANK NA CINCINNATI OHIO 1.0000 9 Y N/A N/A N N 0.0107 3399830.00 3399830.00 0.0012 N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 0.96% Bonds Series Clipper 05 36, tender 11/02/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Tender Option Bond Y N/A N/A 2017-11-02 2017-11-02 2019-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 2 Y N/A N/A N N 0.0096 8105000.00 8105000.00 0.0029 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.12% Bonds Series Clipper 09 30, tender 12/07/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 US18886PPV12 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2021-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 37 Y N/A N/A N N 0.0112 12200000.00 12200000.00 0.0044 N N Y Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.97% Bonds Series 2016 20, tender 11/02/2017, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2017-11-02 2017-11-02 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 2 Y N/A N/A N N 0.0097 18825000.00 18825000.00 0.0068 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.94% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 8600000.00 8600000.00 0.0031 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2031-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0094 6785000.00 6785000.00 0.0024 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2041-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0094 750000.00 750000.00 0.0003 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series 2016 XM0136, (Liquidity Facility JPMorgan Chase Bank) 88033MRW9 US88033MRW90 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 1875000.00 1875000.00 0.0007 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 8135000.00 8135000.00 0.0029 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 2865000.00 2865000.00 0.0010 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.95% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0095 7100000.00 7100000.00 0.0026 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.95% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 US57583UL556 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2044-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0095 2500000.00 2500000.00 0.0009 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.20% Bonds Series WF 10 56C, tender 01/25/2018, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 US94985NZX29 Tender Option Bond Y N/A N/A 2018-01-25 2018-01-25 2040-10-15 Y WELLS FARGO BK NATL ASSN 1.0000 86 Y N/A N/A N N 0.0120 19795000.00 19795000.00 0.0071 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series 16 XM 03 35, (Liquidity Facility JPMorgan Chase Bank) 88033SXY5 US88033SXY52 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2038-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 6700000.00 6700000.00 0.0024 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 4000000.00 4000000.00 0.0014 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 13455000.00 13455000.00 0.0049 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series 16 XF0374, (Liquidity Facility Bank of America NA) 88033ME94 US88033ME946 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2046-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0094 9000000.00 9000000.00 0.0032 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.94% Participating VRDN Series Floaters XM 04 28, (Liquidity Facility JPMorgan Chase Bank) 88033UPA1 US88033UPA15 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2023-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 7500000.00 7500000.00 0.0027 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.95% Participating VRDN Series Floaters 16 ZF2364, (Liquidity Facility Barclays Bank PLC) 88033UGF0 US88033UGF03 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2042-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0095 4400000.00 4400000.00 0.0016 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.96% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0096 2385000.00 2385000.00 0.0009 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.96% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0096 2830000.00 2830000.00 0.0010 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.96% Participating VRDN Series 16 ZF0377, (Liquidity Facility Toronto-Dominion Bank) 88033MM95 US88033MM956 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2046-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0096 4375000.00 4375000.00 0.0016 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.97% Bonds Series Clipper 09 67, tender 11/02/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2017-11-02 2017-11-02 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 2 Y N/A N/A N N 0.0097 72700000.00 72700000.00 0.0262 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.12% Bonds Series Clipper 09 37, tender 12/07/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2025-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 37 Y N/A N/A N N 0.0112 36075000.00 36075000.00 0.0130 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.12% Bonds Series Clipper 09 69, tender 12/07/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PB79 US18886PB792 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2024-09-01 Y STATE ST BK & TR CO BOSTON 1.0000 37 Y N/A N/A N N 0.0112 38145697.88 38145697.88 0.0138 N N Y Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.94% Participating VRDN Series 16 XM0217, (Liquidity Facility JPMorgan Chase Bank) 88033SFK5 US88033SFK50 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 41800000.00 41800000.00 0.0151 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.94% Participating VRDN Series Floaters XF 00 47, (Liquidity Facility JPMorgan Chase Bank) 88033LDS5 US88033LDS51 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 9600000.00 9600000.00 0.0035 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.97% Bonds Series Clipper 09 39, tender 11/02/2017, (Liquidity Facility State Street Bank & Trust 18886PSL0 US18886PSL03 Tender Option Bond Y N/A N/A 2017-11-02 2017-11-02 2023-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 2 Y N/A N/A N N 0.0097 15450000.00 15450000.00 0.0056 N Y N Massachusetts Health and Edl. Facilities Auth. Massachusetts Health and Edl. Facilities Auth., 0.96% Participating VRDN Series XL 00 17, (Liquidity Facility Barclays Bank PLC) 88033SVT8 US88033SVT85 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2034-12-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0096 10785000.00 10785000.00 0.0039 N Y N Massachusetts Health and Edl. Facilities Auth. Rev. Massachusetts Health and Edl. Facilities Auth. Rev., 0.94% Participating VRDN Series 2017, (Liquidity Facility JPMorgan Chase Bank) 88033UL64 US88033UL647 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2036-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 11175000.00 11175000.00 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 XM 03 54, (Liquidity Facility JPMorgan Chase Bank) 88033SN67 US88033SN670 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2030-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 1750000.00 1750000.00 0.0006 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series Floaters YX 10 29, (Liquidity Facility Barclays Bank PLC) 88033UHW2 US88033UHW27 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2035-11-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0094 3810000.00 3810000.00 0.0014 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series Floaters XM 03 89, (Liquidity Facility JPMorgan Chase Bank) 88033UCS6 US88033UCS69 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2043-05-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 4400000.00 4400000.00 0.0016 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 XM0239, (Liquidity Facility JPMorgan Chase Bank) 88033SHZ0 US88033SHZ02 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2037-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 2210000.00 2210000.00 0.0008 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series Floaters XX 10 08, (Liquidity Facility Barclays Bank PLC) 88033M6J1 US88033M6J13 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2035-10-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0094 4800000.00 4800000.00 0.0017 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.94% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 US576000MY62 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2024-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0094 5000000.00 5000000.00 0.0018 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.95% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0095 64000000.00 64000000.00 0.0231 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.95% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0095 48340000.00 48340000.00 0.0174 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.95% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0095 57460000.00 57460000.00 0.0207 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.95% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 US576000PR84 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2038-05-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0095 14875000.00 14875000.00 0.0054 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.95% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0095 10000000.00 10000000.00 0.0036 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.95% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2032-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0095 56710000.00 56710000.00 0.0205 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.97% Bonds Series Solar 17 13, tender 11/02/2017, (Liquidity Facility U.S. Bank NA, Cincin 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2017-11-02 2017-11-02 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 2 Y N/A N/A N N 0.0097 3200000.00 3200000.00 0.0012 N Y N Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 0.94% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0094 2200000.00 2200000.00 0.0008 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.94% Participating VRDN Series Floaters XF 25 02, (Liquidity Facility Citibank NA) 88033YWH0 US88033YWH07 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2030-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0094 2750000.00 2750000.00 0.0010 N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 0.95% Participating VRDN Series 2016 E74, (Liquidity Facility Royal Bank of Canada) 74926YW98 US74926YW985 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2031-08-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0095 28400000.00 28400000.00 0.0102 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.95% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0095 8380000.00 8380000.00 0.0030 N Y N Omaha Pub. Pwr. District Elec. Rev. Omaha Pub. Pwr. District Elec. Rev., 0.99% Participating VRDN Series 16 XF1053, (Liquidity Facility Deutsche Bank AG New York Branch) 88033MD79 US88033MD799 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2049-02-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0099 2000000.00 2000000.00 0.0007 N Y N Ohio Higher Edl. Facility Commission Rev. Ohio Higher Edl. Facility Commission Rev., 1.10% Participating VRDN Series 2017, (Liquidity Facility Barclays Bank PLC) 76252PGX1 US76252PGX15 Tender Option Bond Y N/A N/A 2017-12-12 2017-12-12 2046-01-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0110 1500000.00 1500000.00 0.0005 N N Y New Jersey St. Trans. Trust Fund Auth. New Jersey St. Trans. Trust Fund Auth., 1.09% Participating VRDN Series Floaters 16 XF1059, (Liquidity Facility Deutsche Bank AG New York Branch) 88033UFY0 US88033UFY01 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2036-12-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0109 1300000.00 1300000.00 0.0005 N Y N Colorado Health Facilities Auth. Rev. Colorado Health Facilities Auth. Rev., 1.12% Participating VRDN Series Floaters XF 22 41, (Liquidity Facility Citibank NA) 19648AMR3 Tender Option Bond Y N/A N/A 2017-11-07 2017-11-07 2041-10-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0112 1165000.00 1165000.00 0.0004 N Y N Avon Gen. Oblig. Avon Gen. Oblig., 2.25% BAN Series 2017 054141JD9 US054141JD94 Other Municipal Security Y N/A N/A 2018-09-28 2018-09-28 2018-09-28 N N N 0.0124 3128055.00 3128055.00 0.0011 N N N Billerica Gen. Oblig. Billerica Gen. Oblig., 2.00% BAN Series 2016 09005PAN0 US09005PAN06 Other Municipal Security Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0111 3503045.00 3503045.00 0.0013 N N N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.96% Series A, LOC State Street Bank & Trust Co., Boston, CP CCH366000 Other Municipal Security Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0101 5999460.00 5999460.00 0.0022 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 0.0000 2000000.00 2000000.00 0.0007 N Y N Chicopee Gen. Oblig. Chicopee Gen. Oblig., 2.25% BAN Series 2017, 1685922E2 US1685922E20 Other Municipal Security Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N N N 0.0122 3785362.50 3785362.50 0.0014 N N N Franklin Gen. Oblig. Franklin Gen. Oblig., 2.00% BAN Series 2017 353838XU4 US353838XU40 Other Municipal Security Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0116 3475777.60 3475777.60 0.0013 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 0.0103 7114103.77 7114103.77 0.0026 N N N Hingham Gen. Oblig. Hingham Gen. Oblig., 2.00% BAN Series 2017 433344VA3 US433344VA35 Other Municipal Security Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0116 3192672.22 3192672.22 0.0012 N N N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.01% Series 5, LOC TD Banknorth, NA, CP CDH227000 Other Municipal Security Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0100 3707074.14 3707074.14 0.0013 N N N Massachusetts Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts Dev. Fin. Agcy. Elec. Util. Rev., 1.09% Bonds Series 2017, tender 11/01/2017, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584TAA8 CEE814000 Other Municipal Security Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0109 13300000.00 13300000.00 0.0048 N Y N Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 1.08% Bonds Series 05, tender 11/27/2017, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584GAC2 CEA739000 Other Municipal Security Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0109 27999720.00 27999720.00 0.0101 N N 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 79 N N/A N/A N N 0.0109 3206362.20 3206362.20 0.0012 N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2013 57563RKQ1 US57563RKQ10 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2018-07-01 N N N 0.0129 5122500.00 5122500.00 0.0018 N N N Massachusetts Fed. Hwy. Massachusetts Fed. Hwy., 5.00% Bonds Series 2014 A 57583PGH6 US57583PGH64 Other Municipal Security Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0106 4609710.00 4609710.00 0.0017 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.35% Bonds Series 2012 D 57582PJ92 US57582PJ925 Other Municipal Security Y N/A N/A 2017-11-02 2018-01-01 2018-01-01 N N N 0.0135 12199878.00 12199878.00 0.0044 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.40% Bonds Series B 57582RGA8 US57582RGA86 Other Municipal Security Y N/A N/A 2017-11-02 2018-02-01 2018-02-01 N N N 0.0138 36701835.00 36701835.00 0.0132 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2017 A 57582RPS9 US57582RPS93 Other Municipal Security Y N/A N/A 2018-04-23 2018-04-23 2018-04-23 N N N 0.0107 7633440.00 7633440.00 0.0028 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series 2017 B 57582RPT7 US57582RPT76 Other Municipal Security Y N/A N/A 2018-05-21 2018-05-21 2018-05-21 N N N 0.0109 9376650.00 9376650.00 0.0034 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.00% RAN Series C 57582RPU4 US57582RPU40 Other Municipal Security Y N/A N/A 2018-06-25 2018-06-25 2018-06-25 N N N 0.0109 10863072.00 10863072.00 0.0039 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.84% Bonds Series H1, tender 11/02/2017, CP Mode 57586CV93 CCB406000 Other Municipal Security Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0084 13000000.00 13000000.00 0.0047 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.85% Bonds Series H1, tender 11/03/2017, CP Mode 57586CV93 CCA426000 Other Municipal Security Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0085 14800000.00 14800000.00 0.0053 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.85% Bonds Series H2, tender 11/06/2017, CP Mode 57586CW27 CCA829000 Other Municipal Security Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0091 14684853.15 14684853.15 0.0053 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.85% Bonds Series H2, tender 11/14/2017, CP Mode 57586CW27 CCB961000 Other Municipal Security Y N/A N/A 2017-11-14 2017-11-14 2017-11-14 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0093 14799556.00 14799556.00 0.0053 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.96% Bonds Series H1, tender 12/04/2017, CP Mode 57586CV93 CDH960000 Other Municipal Security Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0097 9299907.00 9299907.00 0.0034 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.96% Bonds Series H2, tender 12/05/2017, CP Mode 57586CW27 CDH598000 Other Municipal Security Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0097 10234897.65 10234897.65 0.0037 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.96% Bonds Series H1, tender 12/06/2017, CP Mode 57586CV93 CDI437000 Other Municipal Security Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0096 11560000.00 11560000.00 0.0042 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.25% Bonds Series 2008, (Pre-Refunded to 7/1/2018 @ 100) 57586EH87 US57586EH874 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2038-07-01 N N N 0.0113 3667425.30 3667425.30 0.0013 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.91% Series 12B, LOC TD Banknorth, NA, CP CCB435000 Other Municipal Security Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0099 28895376.00 28895376.00 0.0104 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.91% Series 12A, LOC TD Banknorth, NA, CP CCB977000 Other Municipal Security Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0103 8997030.00 8997030.00 0.0032 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.92% Series 12A, LOC TD Banknorth, NA, CP CBA185000 Other Municipal Security Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0099 6799456.00 6799456.00 0.0025 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 0.94% Series 12B, LOC TD Banknorth, NA, CP CCB972000 Other Municipal Security Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0106 28890463.00 28890463.00 0.0104 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 5.00% Bonds Series 2017 A 575896RT4 US575896RT48 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2018-07-01 N N N 0.0130 5700952.95 5700952.95 0.0021 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.85% Series B, LOC Citibank NA, CP CBF386000 Other Municipal Security Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N Y CITIBANK NA 1.0000 N/A N/A N 0.0092 15099396.00 15099396.00 0.0054 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.86% Series C, LOC Barclays Bank PLC, CP CCA415000 Other Municipal Security Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0096 21998020.00 21998020.00 0.0079 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.86% Series C, LOC Barclays Bank PLC, CP CCB403000 Other Municipal Security Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0096 7499250.00 7499250.00 0.0027 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.86% Series C, LOC Barclays Bank PLC, CP CCA815000 Other Municipal Security Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0096 23897610.00 23897610.00 0.0086 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.86% Series B, LOC Citibank NA, CP CCC909000 Other Municipal Security Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N Y CITIBANK NA 1.0000 N/A N/A N 0.0096 16797984.00 16797984.00 0.0061 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.98% Series C, LOC Barclays Bank PLC, CP CDI775000 Other Municipal Security Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0098 12600000.00 12600000.00 0.0045 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.98% Series C, LOC Barclays Bank PLC, CP CDI334000 Other Municipal Security Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0099 16299674.00 16299674.00 0.0059 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.98% Series C, LOC Barclays Bank PLC, CP CDH963000 Other Municipal Security Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0094 21461502.20 21461502.20 0.0077 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.98% Series B, LOC Citibank NA, CP CDJ166000 Other Municipal Security Y N/A N/A 2018-01-09 2018-01-09 2018-01-09 N Y CITIBANK NA 1.0000 N/A N/A N 0.0099 28099438.00 28099438.00 0.0101 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.98% Series B, LOC Citibank NA, CP CDJ906000 Other Municipal Security Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N Y CITIBANK NA 1.0000 N/A N/A N 0.0096 24400976.00 24400976.00 0.0088 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 5.00% Bonds Series B, (Escrowed to Maturity) 576000QH9 US576000QH93 Other Municipal Security Y N/A N/A 2018-01-15 2018-01-15 2018-01-15 N N N 0.0104 3528210.00 3528210.00 0.0013 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.85% Series 16, LOC TD Banknorth, NA, CP CCA498000 Other Municipal Security Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0094 15698587.00 15698587.00 0.0057 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.85% Series 16, LOC TD Banknorth, NA, CP CCA794000 Other Municipal Security Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0095 11198880.00 11198880.00 0.0040 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.87% Series 99, LOC State Street Bank & Trust Co., Boston, CP CCA832000 Other Municipal Security Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0094 22398432.00 22398432.00 0.0081 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.93% Series 99, LOC State Street Bank & Trust Co., Boston, CP CDH621000 Other Municipal Security Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0094 14099859.00 14099859.00 0.0051 N N N Middleborough Gen. Oblig. Middleborough Gen. Oblig., 2.00% BAN Series 2017 596051UM2 US596051UM21 Other Municipal Security Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N N N 0.0119 5090268.61 5090268.61 0.0018 N N 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 0.0104 12331488.00 12331488.00 0.0044 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 0.0122 3727680.64 3727680.64 0.0013 N N N Topsfield Gen. Oblig. Topsfield Gen. Oblig., 2.25% BAN Series 2017 890788GJ5 US890788GJ54 Other Municipal Security Y N/A N/A 2018-10-19 2018-10-19 2018-10-19 N N N 0.0122 1514745.00 1514745.00 0.0005 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 0.0113 4672634.85 4672634.85 0.0017 N N N Westfield Gen. Oblig. Westfield Gen. Oblig., 2.25% BAN Series 2017 960096W92 US960096W924 Other Municipal Security Y N/A N/A 2018-10-31 2018-10-31 2018-10-31 N N N 0.0114 3841952.00 3841952.00 0.0014 N N N Winchester Gen. Oblig. Winchester Gen. Oblig., 2.00% BAN Series 2017 973024P48 US973024P487 Other Municipal Security Y N/A N/A 2018-06-27 2018-06-27 2018-06-27 N N N 0.0107 13447870.35 13447870.35 0.0048 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.02% Bonds Series 2010 A2, tender 11/02/2017, (Liquidity Facility Royal Bank of Canada) 56036YEM3 US56036YEM30 Other Municipal Security Y N/A N/A 2017-11-02 2018-02-01 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 93 N N/A N/A N N 0.0102 11640000.00 11640000.00 0.0042 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.02% Bonds Series 2010 A1, tender 11/02/2017, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2017-11-02 2018-02-01 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 93 N N/A N/A N N 0.0102 13275000.00 13275000.00 0.0048 N N N New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 1.09% Bonds Series A1, tender 11/01/2017, CP Mode 64468DAA0 CEE818000 Other Municipal Security Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0109 6100000.00 6100000.00 0.0022 N Y N Halifax County Indl. Dev. Auth. Poll. Cont. Rev. Halifax County Indl. Dev. Auth. Poll. Cont. Rev., 1.15% Bonds Series 1992, tender 12/01/2017, CP Mode 405795AA3 CEC354000 Other Municipal Security Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N Y VIRGINIA ELECTRIC AND POWER CO OBLIGOR 1.0000 N/A N/A 0.0117 3699926.00 3699926.00 0.0013 N N N Grant County Cmnty. Solid Waste Disp. Rev. Grant County Cmnty. Solid Waste Disp. Rev., 1.10% Bonds Series 96, tender 12/01/2017, CP Mode 388076AA9 CEC974000 Other Municipal Security Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N Y VIRGINIA ELECTRIC AND POWER CO OBLIGOR 1.0000 N/A N/A 0.0113 2999910.00 2999910.00 0.0011 N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 1.15% Bonds Series 01A, tender 11/14/2017, CP Mode 473044BV6 CDH579000 Other Municipal Security Y N/A N/A 2017-11-14 2017-11-14 2017-11-14 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0114 1800000.00 1800000.00 0.0006 N N N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 0.98% 31635A204 US31635A2042 0001022695 Investment Company Y N/A N/A 2017-11-07 2017-11-07 2040-12-01 N N N 0.0098 249220218.61 249220218.61 0.0899 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2017-11-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer