N-MFP2 0000357057 XXXXXXXX 2017-12-31 0000357057 549300HTRNJ3JC8ANN48 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Y 28 29 2147970519.20 1926403737.54 1867171742.65 1811996798.28 1882182140.93 0.7900 0.7100 0.6900 0.6800 0.7100 14270.83 2598282311.24 2598654093.67 20251352.32 2701948.38 2616217768.44 2612657826.67 1.0000 0.0151 1.0012 1.0013 1.0013 1.0012 1.0012 C000019444 5000.00 2616217768.44 2612657826.67 1.0012 1.0013 1.0013 1.0012 1.0012 2877193.26 19413066.27 8773304.84 23737139.98 4677640.53 14746537.40 3613788.39 34243504.97 3230293.14 19014875.10 22311165.40 94657340.20 0.0101 N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 1.68% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0168 5400000.00 5400000.00 0.0021 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.74% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0174 5990000.00 5990000.00 0.0023 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.78% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 US57583XAQ51 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2037-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0178 24840000.00 24840000.00 0.0095 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.78% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0178 45000000.00 45000000.00 0.0172 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.75% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0175 64450000.00 64450000.00 0.0246 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.91% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0191 1080000.00 1080000.00 0.0004 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.95% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0195 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., 1.77% (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 2018-01-05 2018-01-05 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 0.0177 12200000.00 12200000.00 0.0047 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.53% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0153 35000000.00 35000000.00 0.0134 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.63% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0163 10605000.00 10605000.00 0.0041 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0170 15180000.00 15180000.00 0.0058 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0170 3895000.00 3895000.00 0.0015 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.70% Series 2001, LOC TD Banknorth, NA VRDN 57583FWJ6 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0170 3270000.00 3270000.00 0.0012 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.72% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0172 12660000.00 12660000.00 0.0048 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.72% (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 2018-01-05 2018-01-05 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 0.0172 3695000.00 3695000.00 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.72% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0172 22935000.00 22935000.00 0.0088 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.72% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 US57583UB565 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0172 5350000.00 5350000.00 0.0020 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.72% (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 2018-01-05 2018-01-05 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 0.0172 8215000.00 8215000.00 0.0031 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0173 6575000.00 6575000.00 0.0025 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.74% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 US57583RUV58 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0174 43255000.00 43255000.00 0.0165 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.74% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0174 6140000.00 6140000.00 0.0023 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.75% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0175 28800000.00 28800000.00 0.0110 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.75% (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 2018-01-05 2018-01-05 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 0.0175 1880000.00 1880000.00 0.0007 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.60% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0160 20000000.00 20000000.00 0.0076 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.65% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 US575850NF59 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0165 6375000.00 6375000.00 0.0024 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.67% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0167 22075000.00 22075000.00 0.0084 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.67% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0167 10496000.00 10496000.00 0.0040 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.67% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0167 93275000.00 93275000.00 0.0357 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.68% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0168 5975000.00 5975000.00 0.0023 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.68% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0168 18550000.00 18550000.00 0.0071 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.69% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0169 16060000.00 16060000.00 0.0061 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.70% (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 2018-01-05 2018-01-05 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 0.0170 20905000.00 20905000.00 0.0080 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.71% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 US57586CDV46 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0171 34540000.00 34540000.00 0.0132 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.75% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0175 35000000.00 35000000.00 0.0134 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.75% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0175 13600000.00 13600000.00 0.0052 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.79% (CIL Realty of Massachusetts Proj.) Series 2007, LOC HSBC Bank U.S.A., NA VRDN 57586CXK6 US57586CXK60 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0179 7215000.00 7215000.00 0.0028 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.74% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0174 13700000.00 13700000.00 0.0052 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 1.70% Series 2009 A, LOC TD Banknorth, NA VRDN 57586NDU2 US57586NDU28 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0170 6525000.00 6525000.00 0.0025 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 1.78% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0178 25295000.00 25295000.00 0.0097 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 1.70% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0170 5400000.00 5400000.00 0.0021 N Y N Massachusetts Port Auth. Spl. Proj. Rev. Massachusetts Port Auth. Spl. Proj. Rev., 1.78% (Harborside Hyatt Proj.) Series 2001 A, LOC U.S. Bank NA, Cincinnati VRDN 575897AC7 US575897AC78 Variable Rate Demand Note Y N/A N/A 2018-01-03 2018-01-05 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 0.0177 32100000.00 32100000.00 0.0123 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.74% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0174 119415000.00 119415000.00 0.0456 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.78% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0178 3500000.00 3500000.00 0.0013 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.84% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0184 11000000.00 11000000.00 0.0042 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.92% (Nucor Corp. Proj.) Series 2002 VRDN 096490BX4 US096490BX47 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2033-01-02 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0192 1900000.00 1900000.00 0.0007 N Y N Osceola Solid Waste Disp. Rev. Osceola Solid Waste Disp. Rev., 1.80% (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 2018-01-05 2018-01-05 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 0.0180 12300000.00 12300000.00 0.0047 N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 1.83% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0183 6800000.00 6800000.00 0.0026 N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 1.79% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0179 4800000.00 4800000.00 0.0018 N Y N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 1.73% Series 2016 C, (Liquidity Facility Bank of America NA) VRDN 20772JZ39 US20772JZ396 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2034-05-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0173 10000000.00 10000000.00 0.0038 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.91% (Appalachian Pwr. Co.- Mountaineer Proj.) Series 2008 A VRDN 95648VAW9 US95648VAW90 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0191 3100000.00 3100000.00 0.0012 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.93% (Appalachian Pwr. Co. - Amos Proj.) Series 2008 B VRDN 95648VAL3 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0193 5800000.00 5800000.00 0.0022 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 1.73% (PSI Energy Proj.) Series 2003 A VRDN 454912AS5 US454912AS53 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0173 1200000.00 1200000.00 0.0005 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 1.82% (PSI Energy Proj.) Series 2003 B VRDN 454912AT3 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0182 2000000.00 2000000.00 0.0008 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.87% (Indiana Michigan Pwr. Co. Proj.) Series I VRDN 520453AN1 US520453AN10 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0187 800000.00 800000.00 0.0003 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.87% (Indiana Michigan Pwr. Co. Proj.) Series H VRDN 520453AM3 US520453AM37 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0187 1900000.00 1900000.00 0.0007 N Y N Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 1.86% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 US594316AA90 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 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 0.0186 2500000.00 2500000.00 0.0010 N Y N Iowa Fin. Auth. Solid Waste Facilities Iowa Fin. Auth. Solid Waste Facilities, 1.95% (Mid-American Energy Co. Proj.) Series 2017 VRDN 46246YAA0 US46246YAA01 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2047-12-01 Y MIDAMERICAN ENERGY CO 1.0000 7 N N/A N/A N N 0.0195 6000000.00 6000000.00 0.0023 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.72% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 B VRDN 246387JR6 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0172 2400000.00 2400000.00 0.0009 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.75% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0175 1200000.00 1200000.00 0.0005 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.92% (Delmarva Pwr. & Lt. Co. Proj.) Series 1994 VRDN 246387FB5 Variable Rate Demand Note Y N/A N/A 2018-01-02 2018-01-02 2029-10-01 Y DELMARVA POWER & LIGHT 1.0000 4 N N/A N/A N N 0.0192 1300000.00 1300000.00 0.0005 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.83% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0183 3400000.00 3400000.00 0.0013 N Y N Maricopa County Poll. Cont. Rev. Maricopa County Poll. Cont. Rev., 1.77% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 US566854EB75 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2029-05-01 Y ARIZONA PUBLIC SERVICE CO 1.0000 7 N N/A N/A N N 0.0177 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., 1.92% (Nucor Corp. Proj.) Series 2000 A VRDN 428007AB4 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2033-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0192 1000000.00 1000000.00 0.0004 N Y N Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 1.87% Series 1995 VRDN 212490AC0 US212490AC04 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2025-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0187 200000.00 200000.00 0.0001 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 0.0161 3114725.00 3114725.00 0.0012 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 0.0205 5999100.00 5999100.00 0.0023 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 0.0159 3768862.50 3768862.50 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 0.0149 3179592.00 3179592.00 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 0.0149 3466677.80 3466677.80 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 0.0139 7100903.35 7100903.35 0.0027 N N N Harwich Harwich, 2.00% BAN Series 2017 417884VK6 US417884VK65 Other Municipal Security Y N/A N/A 2018-07-13 2018-07-13 2018-07-13 N N N 0.0141 7774412.50 7774412.50 0.0030 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 0.0143 3786441.79 3786441.79 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 0.0138 1157925.60 1157925.60 0.0004 N N N Massachusetts Bay Trans. Auth. Sales Tax Rev. Massachusetts Bay Trans. Auth. Sales Tax Rev., 5.00% Bonds Series 2006 C, (Pre-Refunded to 7/1/2018 @ 100) 575579SN8 US575579SN88 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2022-07-01 N N N 0.0152 3255936.00 3255936.00 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 0.0204 3706369.81 3706369.81 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts Dev. Fin. Agcy. Elec. Util. Rev., 1.80% Bonds Series 07, tender 01/03/2018, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584TAA8 CGJ317000 Other Municipal Security Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0178 13300000.00 13300000.00 0.0051 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 0.0200 25991160.00 25991160.00 0.0099 N N N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 3.50% Bonds (Partners Healthcare Sys., Inc. Proj.) Series 2011 K-5, tender 01/18/2018 57583R6L4 Other Municipal Security Y N/A N/A 2018-01-18 2018-01-18 2031-07-01 Y PARTNERS HEALTHCARE SYS INC 1.0000 20 N N/A N/A N N 0.0188 3603024.00 3603024.00 0.0014 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 20 N N/A N/A N N 0.0218 3520131.90 3520131.90 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 0.0167 5083400.00 5083400.00 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 0.0149 4572360.00 4572360.00 0.0017 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 0.0139 24065638.00 24065638.00 0.0092 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 0.0142 11851724.50 11851724.50 0.0045 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 0.0143 15191814.00 15191814.00 0.0058 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.14% Bonds Series 2012 D 57582PJ92 US57582PJ925 Other Municipal Security Y N/A N/A 2018-01-01 2018-01-01 2018-01-01 N N N 0.0214 12200000.00 12200000.00 0.0047 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 2.19% Bonds Series B 57582RGA8 US57582RGA86 Other Municipal Security Y N/A N/A 2018-01-04 2018-02-01 2018-02-01 N N N 0.0214 36701101.00 36701101.00 0.0140 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 0.0156 1106446.00 1106446.00 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 0.0152 2958986.00 2958986.00 0.0011 N N 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 0.0206 14497825.00 14497825.00 0.0055 N Y 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 0.0200 14282571.55 14282571.55 0.0055 N Y 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 0.0201 14395968.00 14395968.00 0.0055 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.08% Bonds Series H1, tender 02/05/2018, CP Mode 57586CV93 CFJ455000 Other Municipal Security Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0127 8998200.00 8998200.00 0.0034 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.10% Bonds Series H1, tender 02/02/2018, CP Mode 57586CV93 CGA591000 Other Municipal Security Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0128 11257973.20 11257973.20 0.0043 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.10% Bonds Series H2, tender 02/06/2018, CP Mode 57586CW27 CGA020000 Other Municipal Security Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0128 9933013.00 9933013.00 0.0038 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.10% Bonds Series H1, tender 02/07/2018, CP Mode 57586CV93 CGB103000 Other Municipal Security Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0129 9273052.25 9273052.25 0.0035 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds (CareGroup, Inc. Proj.) Series 2008 E1, (Pre-Refunded to 7/1/2018 @ 100) 57586C3Q6 US57586C3Q61 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2028-07-01 N N N 0.0152 2034960.00 2034960.00 0.0008 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.13% Bonds (CareGroup, Inc. Proj.) Series 2008 E1, (Pre-Refunded to 7/1/2018 @ 100) 57586C3R4 US57586C3R45 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2033-07-01 N N N 0.0152 1776567.05 1776567.05 0.0007 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 0.0157 3462730.00 3462730.00 0.0013 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.38% Bonds (CareGroup, Inc. Proj.) Series 2008 E1, (Pre-Refunded to 7/1/2018 @ 100) 57586C3P8 US57586C3P88 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2021-07-01 N N N 0.0152 5198532.00 5198532.00 0.0020 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 0.0152 1022490.00 1022490.00 0.0004 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 6.00% Bonds (Massachusetts Institute of Technology Proj.) Series 2008 O, (Pre-Refunded to 7/1/2018 57586ECM1 US57586ECM12 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2036-07-01 N N N 0.0149 3988296.00 3988296.00 0.0015 N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 1.21% Bonds (New England Pwr. Co. Proj.) Series 93 B, tender 01/16/2018, CP Mode 575856BG3 CFJ416000 Other Municipal Security Y N/A N/A 2018-01-16 2018-01-16 2018-01-16 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0141 799920.00 799920.00 0.0003 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 0.0201 28888729.00 28888729.00 0.0110 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 0.0131 8996040.00 8996040.00 0.0034 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 0.0134 28887284.00 28887284.00 0.0110 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.40% Series 12B, LOC TD Banknorth, NA, CP CGG983000 Other Municipal Security Y N/A N/A 2018-09-14 2018-09-14 2018-09-14 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0145 26590690.00 26590690.00 0.0102 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.45% Series 12B, LOC TD Banknorth, NA, CP CHA033000 Other Municipal Security Y N/A N/A 2018-09-14 2018-09-14 2018-09-14 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0145 1000000.00 1000000.00 0.0004 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 0.0172 5656432.95 5656432.95 0.0022 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 0.0180 12598866.00 12598866.00 0.0048 N Y 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 0.0207 16297555.00 16297555.00 0.0062 N Y 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 0.0195 21456566.40 21456566.40 0.0082 N Y 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 0.0201 28091289.00 28091289.00 0.0107 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 0.0197 24390728.00 24390728.00 0.0093 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 0.0133 14494345.00 14494345.00 0.0055 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.10% Series C, LOC Barclays Bank PLC, CP CFI394000 Other Municipal Security Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0131 16996600.00 16996600.00 0.0065 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.10% Series C, LOC Barclays Bank PLC, CP CFJ446000 Other Municipal Security Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0129 7198488.00 7198488.00 0.0028 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.12% Series C, LOC Barclays Bank PLC, CP CGA533000 Other Municipal Security Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0130 22995400.00 22995400.00 0.0088 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.13% Series B, LOC Citibank NA, CP CGC625000 Other Municipal Security Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N Y CITIBANK NA 1.0000 N/A N/A N 0.0134 13994260.00 13994260.00 0.0053 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 0.0225 3504200.00 3504200.00 0.0013 N N 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 0.0133 4397932.00 4397932.00 0.0017 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.12% Series 16, LOC TD Banknorth, NA, CP CFJ450000 Other Municipal Security Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0135 15593292.00 15593292.00 0.0060 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.12% Series 16, LOC TD Banknorth, NA, CP CGA014000 Other Municipal Security Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0135 11195184.00 11195184.00 0.0043 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.14% Series 99, LOC State Street Bank & Trust Co., Boston, CP CGB090000 Other Municipal Security Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0133 26786600.00 26786600.00 0.0102 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 5.00% Bonds Series 2006 B, (Pre-Refunded to 8/1/2018 @ 100) 576051JC1 US576051JC12 Other Municipal Security Y N/A N/A 2018-08-01 2018-08-01 2023-08-01 N N N 0.0152 2295765.00 2295765.00 0.0009 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 0.0155 5069905.91 5069905.91 0.0019 N N N Millis Gen. Oblig. Millis Gen. Oblig., 3.00% BAN Series 2017 601090PA5 US601090PA56 Other Municipal Security Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0164 9422388.00 9422388.00 0.0036 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 0.0144 8704692.79 8704692.79 0.0033 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 0.0146 5613720.00 5613720.00 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 0.0139 12308118.00 12308118.00 0.0047 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 0.0144 3717858.08 3717858.08 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 0.0158 1507950.00 1507950.00 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 0.0149 3823750.00 3823750.00 0.0015 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 0.0143 13404160.26 13404160.26 0.0051 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.81% Bonds Series 2010 A2, tender 01/04/2018, (Liquidity Facility Royal Bank of Canada) 56036YEM3 US56036YEM30 Other Municipal Security Y N/A N/A 2018-01-04 2018-04-02 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 94 N N/A N/A N N 0.0180 11640000.00 11640000.00 0.0044 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.81% Bonds Series 2010 A1, tender 01/04/2018, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2018-01-04 2018-04-02 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 94 N N/A N/A N N 0.0180 13775000.00 13775000.00 0.0053 N N N New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 1.80% Bonds Series A1, tender 01/03/2018, CP Mode 64468DAA0 CGJ319000 Other Municipal Security Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0237 6099512.00 6099512.00 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 01/11/2018, CP Mode 405795AA3 CFI324000 Other Municipal Security Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N Y VIRGINIA ELECTRIC AND POWER CO OBLIGOR 1.0000 N/A N/A 0.0207 3698779.00 3698779.00 0.0014 N N N Grant County Cmnty. Solid Waste Disp. Rev. Grant County Cmnty. Solid Waste Disp. Rev., 1.15% Bonds Series 96, tender 01/12/2018, CP Mode 388076AA9 CFI330000 Other Municipal Security Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N Y VIRGINIA ELECTRIC AND POWER CO OBLIGOR 1.0000 N/A N/A 0.0209 2998920.00 2998920.00 0.0011 N N 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 0.0216 1699439.00 1699439.00 0.0006 N N N Billerica Gen. Oblig. Billerica Gen. Oblig., 1.86% 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 41 Y N/A N/A N N 0.0186 3399456.00 3399456.00 0.0013 N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.75% Bonds Series Clipper 05 36, tender 01/04/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Tender Option Bond Y N/A N/A 2018-01-04 2018-01-04 2019-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 6 Y N/A N/A N N 0.0174 8105000.00 8105000.00 0.0031 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.89% Bonds Series Clipper 09 30, tender 03/08/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 US18886PPV12 Tender Option Bond Y N/A N/A 2018-03-08 2018-03-08 2021-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 69 Y N/A N/A N N 0.0188 12200000.00 12200000.00 0.0047 N N N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.68% Participating VRDN Series 2016 20, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2018-01-02 2018-01-02 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 4 Y N/A N/A N N 0.0168 18825000.00 18825000.00 0.0072 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.74% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0174 11800000.00 11800000.00 0.0045 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 2865000.00 2865000.00 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2031-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 6785000.00 6785000.00 0.0026 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series 2016 XM0136, (Liquidity Facility JPMorgan Chase Bank) 88033MRW9 US88033MRW90 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 1875000.00 1875000.00 0.0007 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 8135000.00 8135000.00 0.0031 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.73% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2041-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 750000.00 750000.00 0.0003 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.74% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 US57583UL556 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2044-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0174 2500000.00 2500000.00 0.0010 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.74% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0174 7100000.00 7100000.00 0.0027 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.74% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0174 2500000.00 2500000.00 0.0010 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.99% 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 27 Y N/A N/A N N 0.0197 19795000.00 19795000.00 0.0076 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.65% Participating VRDN Series 16 ZF0377, (Liquidity Facility Toronto-Dominion Bank) 88033MM95 US88033MM956 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2046-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0165 4375000.00 4375000.00 0.0017 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.73% Participating VRDN Series Floaters XM 04 28, (Liquidity Facility JPMorgan Chase Bank) 88033UPA1 US88033UPA15 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2023-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 7500000.00 7500000.00 0.0029 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.73% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 6650000.00 6650000.00 0.0025 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.75% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0175 2830000.00 2830000.00 0.0011 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.75% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0175 2385000.00 2385000.00 0.0009 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.76% Bonds Series Clipper 09 67, tender 01/04/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2018-01-04 2018-01-04 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 6 Y N/A N/A N N 0.0175 85000000.00 85000000.00 0.0325 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.89% Bonds Series Clipper 09 37, tender 03/08/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2018-03-08 2018-03-08 2025-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 69 Y N/A N/A N N 0.0188 36075000.00 36075000.00 0.0138 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.89% Bonds Series Clipper 09 69, tender 03/08/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PB79 US18886PB792 Tender Option Bond Y N/A N/A 2018-03-08 2018-03-08 2024-09-01 Y STATE ST BK & TR CO BOSTON 1.0000 69 Y N/A N/A N N 0.0190 38142263.84 38142263.84 0.0146 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.73% Participating VRDN Series Floaters XF 00 47, (Liquidity Facility JPMorgan Chase Bank) 88033LDS5 US88033LDS51 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 9600000.00 9600000.00 0.0037 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.74% Participating VRDN Series 16 XM0217, (Liquidity Facility JPMorgan Chase Bank) 88033SFK5 US88033SFK50 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0174 41800000.00 41800000.00 0.0160 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.76% Bonds Series Clipper 09 39, tender 01/04/2018, (Liquidity Facility State Street Bank & Trust 18886PSL0 US18886PSL03 Tender Option Bond Y N/A N/A 2018-01-04 2018-01-04 2023-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 6 Y N/A N/A N N 0.0175 15450000.00 15450000.00 0.0059 N Y N Massachusetts Health and Edl. Facilities Auth. Massachusetts Health and Edl. Facilities Auth., 1.74% Participating VRDN Series XL 00 17, (Liquidity Facility Barclays Bank PLC) 88033SVT8 US88033SVT85 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2034-12-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0174 10785000.00 10785000.00 0.0041 N Y N Massachusetts Health and Edl. Facilities Auth. Rev. Massachusetts Health and Edl. Facilities Auth. Rev., 1.74% Participating VRDN Series 2017, (Liquidity Facility JPMorgan Chase Bank) 88033UL64 US88033UL647 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2036-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0174 11175000.00 11175000.00 0.0043 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 48340000.00 48340000.00 0.0185 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 52000000.00 52000000.00 0.0199 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2032-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 56710000.00 56710000.00 0.0217 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 57460000.00 57460000.00 0.0220 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.74% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 US576000PR84 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2038-05-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0174 14875000.00 14875000.00 0.0057 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.75% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0175 10000000.00 10000000.00 0.0038 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.76% Bonds Series Solar 17 13, tender 01/04/2018, (Liquidity Facility U.S. Bank NA, Cincin 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2018-01-04 2018-01-04 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 6 Y N/A N/A N N 0.0175 3200000.00 3200000.00 0.0012 N Y N Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 1.73% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0173 2200000.00 2200000.00 0.0008 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.73% Participating VRDN Series Floaters XF 25 02, (Liquidity Facility Citibank NA) 88033YWH0 US88033YWH07 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2030-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0173 2250000.00 2250000.00 0.0009 N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 1.76% Participating VRDN Series 2016 E74, (Liquidity Facility Royal Bank of Canada) 74926YW98 US74926YW985 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2031-08-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0176 28400000.00 28400000.00 0.0109 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.74% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0174 8380000.00 8380000.00 0.0032 N Y N Ohio Higher Edl. Facility Commission Rev. Ohio Higher Edl. Facility Commission Rev., 1.89% Participating VRDN Series 2017, (Liquidity Facility Barclays Bank PLC) 76252PGX1 US76252PGX15 Tender Option Bond Y N/A N/A 2018-02-09 2018-02-09 2046-01-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0188 1500000.00 1500000.00 0.0006 N N Y New Jersey St. Trans. Trust Fund Auth. New Jersey St. Trans. Trust Fund Auth., 1.88% Participating VRDN Series Floaters 16 XF1059, (Liquidity Facility Deutsche Bank AG New York Branch) 88033UFY0 US88033UFY01 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2036-12-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0188 1400000.00 1400000.00 0.0005 N Y N Colorado Health Facilities Auth. Rev. Colorado Health Facilities Auth. Rev., 1.86% Participating VRDN Series Floaters XF 22 41, (Liquidity Facility Citibank NA) 19648AMR3 Tender Option Bond Y N/A N/A 2018-01-05 2018-01-05 2041-10-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0185 1165000.00 1165000.00 0.0004 N Y N Missoula Mont Wtr. Sys. Rev. Missoula Mont Wtr. Sys. Rev., 1.89% Participating VRDN Series Floaters 011, (Liquidity Facility Barclays Bank PLC) 76252PHX0 US76252PHX06 Tender Option Bond Y N/A N/A 2018-02-09 2018-02-09 2020-06-21 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0188 400000.00 400000.00 0.0002 N N Y Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 1.75% 31635A204 549300BDV45LJNXBZC55 US31635A2042 0001022695 Investment Company Y N/A N/A 2018-01-05 2018-01-05 2040-12-01 N N N 0.0175 220115322.21 220115322.21 0.0841 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2018-01-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer