N-MFP2 0000357057 XXXXXXXX 2017-11-30 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 20 21 2028929126.48 2022034725.03 2028144455.87 2010880115.97 0.7300 0.7200 0.7300 0.7300 142153.39 2684793825.73 2684968530.91 15016865.95 11627732.71 2688499817.54 2685004001.48 1.0000 0.0100 1.0012 1.0012 1.0012 1.0013 C000019444 5000.00 2688499817.54 2685004001.48 1.0012 1.0012 1.0012 1.0013 7494466.44 17580120.71 2337414.80 12669828.14 1026094.19 27119870.28 1155756.50 29433725.26 8614296.54 93168219.18 0.0050 N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 0.98% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0098 5400000.00 5400000.00 0.0020 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.00% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0100 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., 1.04% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 US57583XAQ51 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2037-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0104 24840000.00 24840000.00 0.0092 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.02% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0102 45000000.00 45000000.00 0.0167 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.94% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0094 12365000.00 12365000.00 0.0046 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 0.98% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0098 64000000.00 64000000.00 0.0238 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.25% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0125 1080000.00 1080000.00 0.0004 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.29% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0129 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., 1.01% (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 2017-12-07 2017-12-07 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 0.0101 12200000.00 12200000.00 0.0045 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.92% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0092 35000000.00 35000000.00 0.0130 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 US57583R6F74 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0094 11230000.00 11230000.00 0.0042 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.94% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 US57583RUV58 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0094 43255000.00 43255000.00 0.0161 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.95% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0095 1780000.00 1780000.00 0.0007 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.96% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0096 22935000.00 22935000.00 0.0085 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.97% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0097 12660000.00 12660000.00 0.0047 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.97% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0097 6140000.00 6140000.00 0.0023 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.98% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0098 15180000.00 15180000.00 0.0056 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.98% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0098 33800000.00 33800000.00 0.0126 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.98% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0098 3895000.00 3895000.00 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.98% Series 2001, LOC TD Banknorth, NA VRDN 57583FWJ6 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0098 3270000.00 3270000.00 0.0012 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.99% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0099 6575000.00 6575000.00 0.0024 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.00% (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 2017-12-07 2017-12-07 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 0.0100 8215000.00 8215000.00 0.0031 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.00% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0100 10605000.00 10605000.00 0.0039 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.00% (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 2017-12-07 2017-12-07 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 0.0100 3695000.00 3695000.00 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.00% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 US57583UB565 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0100 13050000.00 13050000.00 0.0049 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.02% (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 2017-12-07 2017-12-07 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 0.0102 1880000.00 1880000.00 0.0007 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.87% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2017-12-01 2017-12-01 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 0.0087 18950000.00 18950000.00 0.0070 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.92% (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 2017-12-07 2017-12-07 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 0.0092 38405000.00 38405000.00 0.0143 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.93% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 US575850NF59 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0093 6375000.00 6375000.00 0.0024 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 2017-12-01 2017-12-01 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 0.0094 8050000.00 8050000.00 0.0030 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.95% (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 2017-12-07 2017-12-07 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 0.0095 7215000.00 7215000.00 0.0027 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.95% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0095 25000000.00 25000000.00 0.0093 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.97% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0097 18675000.00 18675000.00 0.0069 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.97% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0097 93275000.00 93275000.00 0.0347 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.97% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0097 10496000.00 10496000.00 0.0039 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.97% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0097 18550000.00 18550000.00 0.0069 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.97% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0097 5975000.00 5975000.00 0.0022 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.98% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0098 13600000.00 13600000.00 0.0051 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.99% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0099 35000000.00 35000000.00 0.0130 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.00% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0100 16060000.00 16060000.00 0.0060 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.05% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 US57586CDV46 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0105 34540000.00 34540000.00 0.0128 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.00% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0100 13700000.00 13700000.00 0.0051 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 0.98% Series 2009 A, LOC TD Banknorth, NA VRDN 57586NDU2 US57586NDU28 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0098 6525000.00 6525000.00 0.0024 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 1.01% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0101 25580000.00 25580000.00 0.0095 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 0.98% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0098 5400000.00 5400000.00 0.0020 N Y N Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 1.00% (Harborside Hyatt Proj.) Series 2001 A, LOC U.S. Bank NA, Cincinnati VRDN 575897AC7 US575897AC78 Variable Rate Demand Note Y N/A N/A 2017-12-06 2017-12-07 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 0.0100 32100000.00 32100000.00 0.0119 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 0.94% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0094 112915000.00 112915000.00 0.0420 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.06% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0106 11000000.00 11000000.00 0.0041 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.08% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0108 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 2017-12-07 2017-12-07 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., 1.10% (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 2017-12-07 2017-12-07 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 0.0110 12300000.00 12300000.00 0.0046 N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 1.13% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0113 6300000.00 6300000.00 0.0023 N Y N Mobile Indl. Dev. Board Poll. Cont. Rev. Mobile Indl. Dev. Board Poll. Cont. Rev., 1.08% (Alabama Pwr. Co. Barry Plant Proj.) Series 2007 C VRDN 607167DW0 US607167DW00 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2034-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0108 2700000.00 2700000.00 0.0010 N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 1.08% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0108 4800000.00 4800000.00 0.0018 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 2017-12-07 2017-12-07 2034-05-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0105 10000000.00 10000000.00 0.0037 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 2017-12-07 2017-12-07 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0116 5800000.00 5800000.00 0.0022 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.25% (Appalachian Pwr. Co.- Mountaineer Proj.) Series 2008 A VRDN 95648VAW9 US95648VAW90 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0125 3100000.00 3100000.00 0.0012 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 1.14% (PSI Energy Proj.) Series 2003 B VRDN 454912AT3 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0114 2000000.00 2000000.00 0.0007 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.11% (Indiana Michigan Pwr. Co. Proj.) Series H VRDN 520453AM3 US520453AM37 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0111 1900000.00 1900000.00 0.0007 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.11% (Indiana Michigan Pwr. Co. Proj.) Series I VRDN 520453AN1 US520453AN10 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0111 800000.00 800000.00 0.0003 N Y N Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 1.12% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 US594316AA90 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 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 0.0112 2500000.00 2500000.00 0.0009 N Y N Iowa Fin. Auth. Solid Disp. Waste Rev. Iowa Fin. Auth. Solid Disp. Waste Rev., 1.02% (MidAmerican Energy Co. Proj.) Series 2016 B VRDN 46245EAY3 US46245EAY32 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2046-12-01 Y MIDAMERICAN ENERGY CO 1.0000 7 N N/A N/A N N 0.0102 5600000.00 5600000.00 0.0021 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.06% (Delmarva Pwr. & Lt. Co. Proj.) Series 1994 VRDN 246387FB5 Variable Rate Demand Note Y N/A N/A 2017-12-01 2017-12-01 2029-10-01 Y DELMARVA POWER & LIGHT 1.0000 1 N N/A N/A N N 0.0106 1300000.00 1300000.00 0.0005 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.07% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0107 1200000.00 1200000.00 0.0004 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.12% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 B VRDN 246387JR6 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0112 2400000.00 2400000.00 0.0009 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.13% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0113 3400000.00 3400000.00 0.0013 N Y N Port Arthur Navigation District Jefferson County Rev. Port Arthur Navigation District Jefferson County Rev., 1.04% Series 2000 B, (Total SA Guaranteed) VRDN 735225AF1 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2035-05-01 Y TOTAL SA 1.0000 7 N N/A N/A Y TOTAL SA 1.0000 N/A N/A N 0.0104 2300000.00 2300000.00 0.0009 N Y N Maricopa County Poll. Cont. Rev. Maricopa County Poll. Cont. Rev., 1.06% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 US566854EB75 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2029-05-01 Y ARIZONA PUBLIC SERVICE CO 1.0000 7 N N/A N/A N N 0.0106 1800000.00 1800000.00 0.0007 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 2017-12-07 2017-12-07 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 Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 1.09% Series 1995 VRDN 212490AC0 US212490AC04 Variable Rate Demand Note Y N/A N/A 2017-12-07 2017-12-07 2025-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0109 200000.00 200000.00 0.0001 N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 1.12% Bonds Series Solar 17 0027, tender 02/08/2018, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FZ52 US27884FZ523 Tender Option Bond Y N/A N/A 2018-02-08 2018-02-08 2042-02-01 Y US BANK NA CINCINNATI OHIO 1.0000 70 Y N/A N/A N N 0.0112 3399932.00 3399932.00 0.0013 N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.01% Bonds Series Clipper 05 36, tender 12/07/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2019-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0101 8105000.00 8105000.00 0.0030 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.15% 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 7 Y N/A N/A N N 0.0114 12200000.00 12200000.00 0.0045 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 0.96% Participating VRDN Series 2016 20, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2017-12-01 2017-12-01 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 1 Y N/A N/A N N 0.0096 18825000.00 18825000.00 0.0070 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 0.99% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 8600000.00 8600000.00 0.0032 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.99% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2041-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0099 750000.00 750000.00 0.0003 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.99% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 8135000.00 8135000.00 0.0030 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.99% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 2865000.00 2865000.00 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.99% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2031-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0099 6785000.00 6785000.00 0.0025 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.99% Participating VRDN Series 2016 XM0136, (Liquidity Facility JPMorgan Chase Bank) 88033MRW9 US88033MRW90 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 1875000.00 1875000.00 0.0007 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.00% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 US57583UL556 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2044-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0100 2500000.00 2500000.00 0.0009 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.00% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0100 7100000.00 7100000.00 0.0026 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.25% 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 56 Y N/A N/A N N 0.0124 19795000.00 19795000.00 0.0074 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.99% Participating VRDN Series Floaters XM 04 28, (Liquidity Facility JPMorgan Chase Bank) 88033UPA1 US88033UPA15 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2023-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 7500000.00 7500000.00 0.0028 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.99% Participating VRDN Series Floaters 16 ZF2364, (Liquidity Facility Barclays Bank PLC) 88033UGF0 US88033UGF03 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2042-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0099 4400000.00 4400000.00 0.0016 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.99% Participating VRDN Series 16 XM 03 35, (Liquidity Facility JPMorgan Chase Bank) 88033SXY5 US88033SXY52 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2038-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 2100000.00 2100000.00 0.0008 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.99% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 4000000.00 4000000.00 0.0015 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.99% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 13455000.00 13455000.00 0.0050 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.99% Participating VRDN Series 16 XF0374, (Liquidity Facility Bank of America NA) 88033ME94 US88033ME946 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2046-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0099 9000000.00 9000000.00 0.0033 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.01% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0101 2385000.00 2385000.00 0.0009 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.01% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0101 2830000.00 2830000.00 0.0011 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.01% Participating VRDN Series 16 ZF0377, (Liquidity Facility Toronto-Dominion Bank) 88033MM95 US88033MM956 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2046-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0101 4375000.00 4375000.00 0.0016 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.02% Bonds Series Clipper 09 67, tender 12/07/2017, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0102 72700000.00 72700000.00 0.0270 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.15% 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 7 Y N/A N/A N N 0.0114 36075000.00 36075000.00 0.0134 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.15% 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 7 Y N/A N/A N N 0.0115 38154092.20 38154092.20 0.0142 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.99% Participating VRDN Series 16 XM0217, (Liquidity Facility JPMorgan Chase Bank) 88033SFK5 US88033SFK50 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 41800000.00 41800000.00 0.0155 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.99% Participating VRDN Series Floaters XF 00 47, (Liquidity Facility JPMorgan Chase Bank) 88033LDS5 US88033LDS51 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 9600000.00 9600000.00 0.0036 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.02% Bonds Series Clipper 09 39, tender 12/07/2017, (Liquidity Facility State Street Bank & Trust 18886PSL0 US18886PSL03 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2023-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 7 Y N/A N/A N N 0.0102 15450000.00 15450000.00 0.0057 N Y N Massachusetts Health and Edl. Facilities Auth. Massachusetts Health and Edl. Facilities Auth., 1.00% Participating VRDN Series XL 00 17, (Liquidity Facility Barclays Bank PLC) 88033SVT8 US88033SVT85 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2034-12-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0100 10785000.00 10785000.00 0.0040 N Y N Massachusetts Health and Edl. Facilities Auth. Rev. Massachusetts Health and Edl. Facilities Auth. Rev., 0.99% Participating VRDN Series 2017, (Liquidity Facility JPMorgan Chase Bank) 88033UL64 US88033UL647 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2036-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 11175000.00 11175000.00 0.0042 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.99% Participating VRDN Series Floaters XX 10 08, (Liquidity Facility Barclays Bank PLC) 88033M6J1 US88033M6J13 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2035-10-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0099 4800000.00 4800000.00 0.0018 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 0.99% Participating VRDN Series 16 XM0239, (Liquidity Facility JPMorgan Chase Bank) 88033SHZ0 US88033SHZ02 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2037-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 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., 0.99% Participating VRDN Series Floaters XM 03 89, (Liquidity Facility JPMorgan Chase Bank) 88033UCS6 US88033UCS69 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2043-05-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 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., 1.00% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0100 57460000.00 57460000.00 0.0214 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.00% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0100 48340000.00 48340000.00 0.0180 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.00% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2032-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0100 56710000.00 56710000.00 0.0211 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.00% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 US576000PR84 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2038-05-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0100 14875000.00 14875000.00 0.0055 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.00% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0100 64000000.00 64000000.00 0.0238 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.00% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0100 10000000.00 10000000.00 0.0037 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.02% Bonds Series Solar 17 13, tender 12/07/2017, (Liquidity Facility U.S. Bank NA, Cincin 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 7 Y N/A N/A N N 0.0102 3200000.00 3200000.00 0.0012 N Y N Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 0.99% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0099 2200000.00 2200000.00 0.0008 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.99% Participating VRDN Series Floaters XF 25 02, (Liquidity Facility Citibank NA) 88033YWH0 US88033YWH07 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2030-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0099 2750000.00 2750000.00 0.0010 N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 1.00% Participating VRDN Series 2016 E74, (Liquidity Facility Royal Bank of Canada) 74926YW98 US74926YW985 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2031-08-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0100 28400000.00 28400000.00 0.0106 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.00% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0100 8380000.00 8380000.00 0.0031 N Y N Omaha Pub. Pwr. District Elec. Rev. Omaha Pub. Pwr. District Elec. Rev., 1.04% Participating VRDN Series 16 XF1053, (Liquidity Facility Deutsche Bank AG New York Branch) 88033MD79 US88033MD799 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2049-02-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0104 2000000.00 2000000.00 0.0007 N Y N Ohio Higher Edl. Facility Commission Rev. Ohio Higher Edl. Facility Commission Rev., 1.15% Participating VRDN Series 2017, (Liquidity Facility Barclays Bank PLC) 76252PGX1 US76252PGX15 Tender Option Bond Y N/A N/A 2018-01-11 2018-01-11 2046-01-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0115 1500000.00 1500000.00 0.0006 N N Y New Jersey St. Trans. Trust Fund Auth. New Jersey St. Trans. Trust Fund Auth., 1.14% Participating VRDN Series Floaters 16 XF1059, (Liquidity Facility Deutsche Bank AG New York Branch) 88033UFY0 US88033UFY01 Tender Option Bond Y N/A N/A 2017-12-07 2017-12-07 2036-12-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0114 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 2017-12-07 2017-12-07 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 Missoula Mont Wtr. Sys. Rev. Missoula Mont Wtr. Sys. Rev., 1.15% Participating VRDN Series Floaters 011, (Liquidity Facility Barclays Bank PLC) 76252PHX0 US76252PHX06 Tender Option Bond Y N/A N/A 2018-01-11 2018-01-11 2020-06-21 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0114 400000.00 400000.00 0.0001 N N Y 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 0.0150 3119065.00 3119065.00 0.0012 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 0.0136 3500490.00 3500490.00 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 0.0110 5999220.00 5999220.00 0.0022 N N 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 0.0148 3774225.00 3774225.00 0.0014 N N N Framingham Gen. Oblig. Framingham Gen. Oblig., 5.00% Bonds Series 2017 3516945H3 US3516945H33 Other Municipal Security Y N/A N/A 2018-12-01 2018-12-01 2018-12-01 N N N 0.0138 3191700.33 3191700.33 0.0012 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 0.0135 3470483.80 3470483.80 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 0.0122 7106368.04 7106368.04 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 0.0128 3790824.55 3790824.55 0.0014 N N N Lexington Gen. Oblig. Lexington Gen. Oblig., 2.00% BAN Series 2017 529284Q20 US529284Q203 Other Municipal Security Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0122 1158874.34 1158874.34 0.0004 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 0.0109 3706703.44 3706703.44 0.0014 N N N Massachusetts Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts Dev. Fin. Agcy. Elec. Util. Rev., 1.17% Bonds Series 07, tender 12/06/2017, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584TAA8 CFH353000 Other Municipal Security Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0116 13300000.00 13300000.00 0.0049 N Y N Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 1.05% Bonds Series 05, tender 01/11/2018, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584GAC2 CFG401000 Other Municipal Security Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0108 25998960.00 25998960.00 0.0097 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 49 N N/A N/A N N 0.0138 3531801.70 3531801.70 0.0013 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 0.0154 5100350.00 5100350.00 0.0019 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 0.0133 4588695.00 4588695.00 0.0017 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.40% Bonds Series 2012 D 57582PJ92 US57582PJ925 Other Municipal Security Y N/A N/A 2017-12-07 2018-01-01 2018-01-01 N N N 0.0128 12201220.00 12201220.00 0.0045 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.45% Bonds Series B 57582RGA8 US57582RGA86 Other Municipal Security Y N/A N/A 2017-12-07 2018-02-01 2018-02-01 N N N 0.0116 36707340.00 36707340.00 0.0137 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 0.0120 10653453.00 10653453.00 0.0040 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 0.0119 11870171.50 11870171.50 0.0044 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 0.0121 2310258.00 2310258.00 0.0009 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2016 A 57582RGC4 US57582RGC43 Other Municipal Security Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0136 1110032.00 1110032.00 0.0004 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2008 A, (Pre-Refunded to 8/1/2018 @ 100) 57582PLG3 US57582PLG36 Other Municipal Security Y N/A N/A 2018-08-01 2018-08-01 2020-08-01 N N N 0.0138 2969658.00 2969658.00 0.0011 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 0.0096 9300000.00 9300000.00 0.0035 N Y 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 0.0096 10235000.00 10235000.00 0.0038 N Y 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 0.0102 11559884.40 11559884.40 0.0043 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.97% Bonds Series H1, tender 01/03/2018, CP Mode 57586CV93 CEI492000 Other Municipal Security Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0105 14498840.00 14498840.00 0.0054 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.97% Bonds Series H2, tender 01/04/2018, CP Mode 57586CW27 CEJ095000 Other Municipal Security Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0106 14283714.35 14283714.35 0.0053 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.99% Bonds Series H2, tender 01/08/2018, CP Mode 57586CW27 CFC175000 Other Municipal Security Y N/A N/A 2018-01-08 2018-01-08 2018-01-08 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0107 14398704.00 14398704.00 0.0054 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 0.0143 3649218.30 3649218.30 0.0014 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.38% Bonds (Caregroup, Inc., MA. Proj.) Series 2008 B-1, (Pre-Refunded to 8/1/2018 @ 100) 57586C5D3 Other Municipal Security Y N/A N/A 2018-08-01 2018-08-01 2026-02-01 N N N 0.0139 1026470.00 1026470.00 0.0004 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 0.0108 28894220.00 28894220.00 0.0107 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 0.0110 8996760.00 8996760.00 0.0033 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 0.0101 6799864.00 6799864.00 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 0.0113 28889596.00 28889596.00 0.0107 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 0.0158 5675687.85 5675687.85 0.0021 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 0.0086 22000000.00 22000000.00 0.0082 N Y 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 0.0095 7499925.00 7499925.00 0.0028 N Y 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 0.0098 23899522.00 23899522.00 0.0089 N Y 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 0.0099 16799328.00 16799328.00 0.0062 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 0.0107 12598992.00 12598992.00 0.0047 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 0.0107 16298533.00 16298533.00 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 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 0.0103 21458927.00 21458927.00 0.0080 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 0.0108 28096909.00 28096909.00 0.0105 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 0.0104 24398048.00 24398048.00 0.0091 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.02% Series B, LOC Citibank NA, CP CFE543000 Other Municipal Security Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N Y CITIBANK NA 1.0000 N/A N/A N 0.0111 14497390.00 14497390.00 0.0054 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 0.0157 3514840.00 3514840.00 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 15699843.00 15699843.00 0.0058 N Y 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 0.0092 11199888.00 11199888.00 0.0042 N Y 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 0.0097 22399552.00 22399552.00 0.0083 N Y 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 0.0098 14099859.00 14099859.00 0.0052 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.08% Series 99, LOC State Street Bank & Trust Co., Boston, CP CFG454000 Other Municipal Security Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0111 4399604.00 4399604.00 0.0016 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 0.0145 5076221.89 5076221.89 0.0019 N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 2.00% BAN Series B 630191D76 US630191D766 Other Municipal Security Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0130 8714679.91 8714679.91 0.0032 N N N North Reading Gen. Oblig. North Reading Gen. Oblig., 2.00% BAN Series 2017 661802ZK7 US661802ZK71 Other Municipal Security Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0136 5619040.00 5619040.00 0.0021 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 0.0123 12317835.00 12317835.00 0.0046 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 0.0142 3721268.18 3721268.18 0.0014 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 0.0148 1510155.00 1510155.00 0.0006 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 0.0139 3829754.00 3829754.00 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 0.0130 13420735.34 13420735.34 0.0050 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.07% Bonds Series 2010 A2, tender 12/07/2017, (Liquidity Facility Royal Bank of Canada) 56036YEM3 US56036YEM30 Other Municipal Security Y N/A N/A 2017-12-07 2018-02-01 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 63 N N/A N/A N N 0.0107 11640000.00 11640000.00 0.0043 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.07% Bonds Series 2010 A1, tender 12/07/2017, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2017-12-07 2018-02-01 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 63 N N/A N/A N N 0.0107 13475000.00 13475000.00 0.0050 N N N New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 1.17% Bonds Series A1, tender 12/06/2017, CP Mode 64468DAA0 CFH355000 Other Municipal Security Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0116 6100000.00 6100000.00 0.0023 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 0.0115 3700000.00 3700000.00 0.0014 N Y 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 0.0110 3000000.00 3000000.00 0.0011 N Y N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 1.16% Bonds Series 01A, tender 01/10/2018, CP Mode 473044BV6 CFG421000 Other Municipal Security Y N/A N/A 2018-01-10 2018-01-10 2018-01-10 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0122 1699881.00 1699881.00 0.0006 N N N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 1.01% 31635A204 US31635A2042 0001022695 Investment Company Y N/A N/A 2017-12-07 2017-12-07 2028-10-01 N N N 0.0101 265205218.61 265205218.61 0.0986 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2017-12-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer