N-MFP2 0000357057 XXXXXXXX 2018-02-28 0000357057 549300QRT0QCVBJTQM03 S000007113 3 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Y 17 17 1013538533.18 991324487.74 999824917.13 988331994.11 0.7900 0.7700 0.7700 0.7700 44317.07 1278745954.87 1278761012.47 11606896.01 8136076.09 1282276149.46 1281665674.96 1.0000 0.0112 1.0005 1.0005 1.0005 1.0005 C000019442 25000.00 243021593.20 242827222.88 1.0008 1.0008 1.0008 1.0008 5442354.20 5074510.34 4979479.33 4858933.42 4700002.53 2750216.68 2347990.13 2735857.26 15882248.40 14713728.73 0.0078 N C000047913 1000000.00 1039144072.85 1038728015.40 1.0004 1.0004 1.0004 1.0004 28022339.53 7263245.64 33468108.98 17095877.75 19813320.32 18498297.43 8810965.65 13490370.22 76885817.92 54645010.37 0.0091 Y Fidelity Investments, Reimbursement Fees, -56726.19; C000047914 1000000.00 110483.41 110436.67 1.0004 1.0004 1.0004 1.0004 9769.42 0.00 0.00 0.00 0.00 0.00 0.00 0.00 9769.42 0.00 0.0066 Y Fidelity Investments, Reimbursement Fees, -7.52; Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 1.11% Series 1994 A, LOC State Street Bank & Trust Co., Boston VRDN 101029HM1 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0111 7305000.00 7305000.00 0.0057 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.09% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0109 3400000.00 3400000.00 0.0027 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.09% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0109 29325000.00 29325000.00 0.0229 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.09% Series 2010 A2, LOC Landesbank Hessen-Thuringen VRDN 57563CAB8 US57563CAB81 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2037-01-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0109 5100000.00 5100000.00 0.0040 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.11% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 US57563CAC64 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2039-01-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0111 4460000.00 4460000.00 0.0035 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.12% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0112 25550000.00 25550000.00 0.0199 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 0.97% (College of the Holy Cross Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 57583RUZ6 US57583RUZ62 Variable Rate Demand Note Y N/A N/A 2018-03-01 2018-03-01 2037-09-01 Y JPMORGAN CHASE BANK NA 1.0000 1 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0097 10650000.00 10650000.00 0.0083 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.04% (Boston Univ. Proj.) Series U-6C, LOC TD Banknorth, NA VRDN 57583RWB7 US57583RWB76 Variable Rate Demand Note Y N/A N/A 2018-03-01 2018-03-01 2042-10-01 Y TD BANK NA WILMINGTON DE 1.0000 1 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0104 13100000.00 13100000.00 0.0102 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.04% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0104 31400000.00 31400000.00 0.0245 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.07% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0107 32690000.00 32690000.00 0.0255 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.07% (ISO New England, Inc. Proj.) Series 2005, LOC TD Banknorth, NA VRDN 57583RAA3 US57583RAA32 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0107 23550000.00 23550000.00 0.0184 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.07% Series 2006, LOC TD Banknorth, NA VRDN 57583RFX8 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0107 3265000.00 3265000.00 0.0025 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.09% (Partners HealthCare Sys. Proj.) Series 2014 M1, LOC U.S. Bank NA, Cincinnati VRDN 57583UB49 US57583UB490 Variable Rate Demand Note Y N/A N/A 2018-03-01 2018-03-01 2048-07-01 Y US BANK NA CINCINNATI OHIO 1.0000 1 N N/A N/A Y US BANK NA CINCINNATI OHIO 1.0000 N/A N/A N 0.0109 4000000.00 4000000.00 0.0031 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.09% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 US57583RUV58 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0109 4655000.00 4655000.00 0.0036 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.09% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0109 3045000.00 3045000.00 0.0024 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.10% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0110 3240000.00 3240000.00 0.0025 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.10% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0110 11580000.00 11580000.00 0.0090 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.10% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0110 4295000.00 4295000.00 0.0033 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.10% Series 2014 M2, LOC Bank of New York, New York VRDN 57583UB56 US57583UB565 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0110 5925000.00 5925000.00 0.0046 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.10% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0110 5000000.00 5000000.00 0.0039 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.11% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0111 940000.00 940000.00 0.0007 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 0.96% Series 2006 A, (Liquidity Facility Barclays Bank PLC) VRDN 57582N4G7 US57582N4G76 Variable Rate Demand Note Y N/A N/A 2018-03-01 2018-03-01 2026-03-01 Y BARCLAYS BANK PLC 1.0000 1 Y N/A N/A N N 0.0096 4950000.00 4950000.00 0.0039 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.08% (Central Artery Proj.) Series 2000 B, (Liquidity Facility Bank of America NA) VRDN 575827R51 US575827R515 Variable Rate Demand Note Y N/A N/A 2018-03-01 2018-03-01 2030-12-01 Y BANK OF AMERICA NA 1.0000 1 Y N/A N/A N N 0.0108 5690000.00 5690000.00 0.0044 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.10% Series 2001 C, (Liquidity Facility Barclays Bank PLC) VRDN 575827X54 US575827X547 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2021-01-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0110 24155000.00 24155000.00 0.0188 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.82% (Harvard Univ. Proj.) Series R VRDN 57585KGP7 US57585KGP75 Variable Rate Demand Note Y N/A N/A 2018-03-01 2018-03-01 2049-11-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 1 N N/A N/A N N 0.0082 43925000.00 43925000.00 0.0343 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.03% (Williams College Proj.) Series J VRDN 57586CPY5 US57586CPY56 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2026-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0103 24821000.00 24821000.00 0.0194 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.03% (Amherst College Proj.) Series 2005 J1 VRDN 57586CHA6 US57586CHA62 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2035-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0103 28950000.00 28950000.00 0.0226 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.03% (Amherst College Proj.) Series 2005 I VRDN 57586CGZ2 US57586CGZ23 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2028-11-01 Y AMHERST COLLEGE 1.0000 7 N N/A N/A N N 0.0103 21550000.00 21550000.00 0.0168 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.04% (Baystate Health Sys. Proj.) Series 2009 J2, LOC JPMorgan Chase Bank VRDN 57586EKB6 US57586EKB64 Variable Rate Demand Note Y N/A N/A 2018-03-01 2018-03-01 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 0.0104 19845000.00 19845000.00 0.0155 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.04% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0104 9586000.00 9586000.00 0.0075 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.04% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0104 9515000.00 9515000.00 0.0074 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.04% (Boston Univ. Proj.) Series H, LOC State Street Bank & Trust Co., Boston VRDN 575850NF5 US575850NF59 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0104 18475000.00 18475000.00 0.0144 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.04% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0104 18075000.00 18075000.00 0.0141 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.05% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0105 37425000.00 37425000.00 0.0292 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.06% (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 2018-03-07 2018-03-07 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 0.0106 2800000.00 2800000.00 0.0022 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.07% (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 2018-03-07 2018-03-07 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 0.0107 800000.00 800000.00 0.0006 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.07% (Partners HealthCare Sys., Inc. Proj.) Series 2005 F, LOC TD Banknorth, NA VRDN 57586CGB5 US57586CGB54 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2040-07-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0107 2100000.00 2100000.00 0.0016 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.09% (Amherst College Proj.) Series 2005 J2 VRDN 57586CHB4 US57586CHB46 Variable Rate Demand Note Y N/A N/A 2018-03-01 2018-03-01 2035-11-01 Y AMHERST COLLEGE 1.0000 1 N N/A N/A N N 0.0109 6620000.00 6620000.00 0.0052 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.11% (Henry Heywood Memorial Hosp. Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 US57586EGT29 Variable Rate Demand Note Y N/A N/A 2018-03-01 2018-03-01 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 0.0111 5790000.00 5790000.00 0.0045 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.11% (Henry Heywood Memorial Hosp. Proj.) Series 2008 C, LOC TD Banknorth, NA VRDN 57586C7E9 US57586C7E95 Variable Rate Demand Note Y N/A N/A 2018-03-01 2018-03-01 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 0.0111 3680000.00 3680000.00 0.0029 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.12% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0112 9950000.00 9950000.00 0.0078 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.14% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0114 10000000.00 10000000.00 0.0078 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.15% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 US57586CDV46 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0115 8735000.00 8735000.00 0.0068 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 1.09% Series 2009 A, LOC TD Banknorth, NA VRDN 57586NDU2 US57586NDU28 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0109 2830000.00 2830000.00 0.0022 N Y N Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev. Massachusetts Indl. Fin. Agcy. Indl. Dev. Rev., 1.07% LOC TD Banknorth, NA VRDN 575855N23 US575855N234 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2024-12-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0107 2900000.00 2900000.00 0.0023 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 1.09% (Society for the Prevention of Cruelty to Animals Proj.) Series 1997, LOC TD Banknorth, NA VRDN 575925GN6 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2027-08-01 Y TD BANK NA WILMINGTON DE 1.0000 7 N N/A N/A Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0109 1885000.00 1885000.00 0.0015 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 1.10% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0110 700000.00 700000.00 0.0005 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.09% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 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 0.0109 51285000.00 51285000.00 0.0400 N Y N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 1.22% Series 2016 C, (Liquidity Facility Bank of America NA) VRDN 20772JZ39 US20772JZ396 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2034-05-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0122 6100000.00 6100000.00 0.0048 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.33% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0133 3480000.00 3480000.00 0.0027 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.40% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0140 1500000.00 1500000.00 0.0012 N Y N Valdez Marine Term. Rev. Valdez Marine Term. Rev., 1.13% (ConocoPhillips Proj.) Series 1994 C, (ConocoPhillips Co. Guaranteed) VRDN 919061EU1 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2031-05-01 Y CONOCOPHILLIPS INC 1.0000 7 N N/A N/A N N 0.0113 3800000.00 3800000.00 0.0030 N Y N Mobile Indl. Dev. Board Poll. Cont. Rev. Mobile Indl. Dev. Board Poll. Cont. Rev., 1.18% (Alabama Pwr. Co. Barry Plant Proj.) Series 2007 C VRDN 607167DW0 US607167DW00 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2034-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0118 900000.00 900000.00 0.0007 N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 1.18% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0118 1500000.00 1500000.00 0.0012 N Y N Maricopa County Poll. Cont. Rev. Maricopa County Poll. Cont. Rev., 1.17% (Arizona Pub. Svc. Co. Palo Verde Proj.) Series 2009 A VRDN 566854EB7 US566854EB75 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2029-05-01 Y ARIZONA PUBLIC SERVICE CO 1.0000 7 N N/A N/A N N 0.0117 2250000.00 2250000.00 0.0018 N Y N Lincoln County Poll. Cont. Rev. Lincoln County Poll. Cont. Rev., 1.25% (PacifiCorp Proj.) Series 1994 VRDN 533485AZ1 US533485AZ11 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2024-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0125 200000.00 200000.00 0.0002 N Y N Sweetwater County Poll. Cont. Rev. Sweetwater County Poll. Cont. Rev., 1.13% (PacifiCorp Proj.) Series 1992 A VRDN 870487CH6 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2020-12-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0113 500000.00 500000.00 0.0004 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.24% (Indiana Michigan Pwr. Co. Proj.) Series I VRDN 520453AN1 US520453AN10 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0124 300000.00 300000.00 0.0002 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.24% (Indiana Michigan Pwr. Co. Proj.) Series H VRDN 520453AM3 US520453AM37 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0124 400000.00 400000.00 0.0003 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.14% (Delmarva Pwr. & Lt. Co. Proj.) Series 1993 C VRDN 246387DW1 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2028-10-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0114 100000.00 100000.00 0.0001 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.25% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0125 200000.00 200000.00 0.0002 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 0.0148 1104873.00 1104873.00 0.0009 N N N Boston Wtr. & Swr. Commission Rev. Boston Wtr. & Swr. Commission Rev., 1.36% Series 2018 A, LOC State Street Bank & Trust Co., Boston, CP CHB238000 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 0.0116 6801292.00 6801292.00 0.0053 N N N Bourne Gen. Oblig. Bourne Gen. Oblig., 2.25% BAN Series 2017 102061TK4 US102061TK47 Other Municipal Security Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0134 2099526.43 2099526.43 0.0016 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 1305954.00 1305954.00 0.0010 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 0.0137 1129975.00 1129975.00 0.0009 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 0.0131 1201896.00 1201896.00 0.0009 N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 2.50% BAN Series 2018 379713HQ6 US379713HQ66 Other Municipal Security Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0134 3422066.00 3422066.00 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 0.0128 3008250.00 3008250.00 0.0023 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 0.0141 1417136.00 1417136.00 0.0011 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) 575579SS7 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2027-07-01 N N N 0.0141 1012240.00 1012240.00 0.0008 N N N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.43% Series 2018, LOC TD Banknorth, NA, CP CHB597000 Other Municipal Security Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0125 1507241.12 1507241.12 0.0012 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 0.0147 6062880.00 6062880.00 0.0047 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 0.0123 18590798.40 18590798.40 0.0145 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 0.0128 8754071.40 8754071.40 0.0068 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 0.0500 400000.00 400000.00 0.0003 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2008 A, (Pre-Refunded to 8/1/2018 @ 100) 57582PLL2 US57582PLL21 Other Municipal Security Y N/A N/A 2018-08-01 2018-08-01 2024-08-01 N N N 0.0143 507560.00 507560.00 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 0.0143 1116632.00 1116632.00 0.0009 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.12% Bonds Series H1, tender 04/06/2018, CP Mode 57586CV93 CIF125000 Other Municipal Security Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0116 5099745.00 5099745.00 0.0040 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.16% Bonds Series H2, tender 04/02/2018, CP Mode 57586CW27 CIE783000 Other Municipal Security Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0121 4299785.00 4299785.00 0.0034 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.18% Bonds Series H1, tender 04/05/2018, CP Mode 57586CV93 CIE392000 Other Municipal Security Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0117 4200000.00 4200000.00 0.0033 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.20% Bonds Series H1, tender 04/04/2018, CP Mode 57586CV93 CID932000 Other Municipal Security Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0114 5200260.00 5200260.00 0.0041 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.33% Bonds (Partners Healthcare Sys., Inc.) Series 2018 H-1, tender 03/05/2018, CP Mode 57586CV93 CHB201000 Other Municipal Security Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0103 6800272.00 6800272.00 0.0053 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.33% Bonds (Partners Healthcare Sys., Inc.) Series 2018 H-2, tender 03/13/2018, CP Mode 57586CW27 CHC471000 Other Municipal Security Y N/A N/A 2018-03-13 2018-03-13 2018-03-13 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0110 6000480.00 6000480.00 0.0047 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.34% Bonds (Partners Healthcare Sys., Inc.) Series 2018 H-1, tender 03/02/2018, CP Mode 57586CW27 CHB696000 Other Municipal Security Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0115 5900059.00 5900059.00 0.0046 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.34% Bonds (Partners Healthcare Sys., Inc.) Series 2018 H-1, tender 03/06/2018, CP Mode 57586CV93 CHD024000 Other Municipal Security Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0109 5300212.00 5300212.00 0.0041 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.00% Bonds (Massachusetts Institute of Technology Proj.) Series L 57585K3E6 US57585K3E60 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2018-07-01 N N Y MASSACHUSETTS INST TECH, MA OBLIGOR 1.0000 N/A N/A 0.0134 1316224.00 1316224.00 0.0010 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 0.0146 1518105.00 1518105.00 0.0012 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 0.0146 1012490.00 1012490.00 0.0008 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 0.0147 1387673.00 1387673.00 0.0011 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.25% Bonds (CareGroup, Inc. Proj.) Series 2008 D, (Pre-Refunded to 7/1/2018 @ 100) 57586C6G5 US57586C6G52 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2022-07-01 N N N 0.0147 1012900.00 1012900.00 0.0008 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 0.0147 2026620.00 2026620.00 0.0016 N N N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 1.25% Bonds (New England Pwr. Co. Proj.) Series 1993, tender 03/01/2018, CP Mode 575856BF5 CJB464000 Other Municipal Security Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0125 3150000.00 3150000.00 0.0025 N Y N Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 1.45% Bonds (New England Pwr. Co. Proj.) Series 93B, tender 03/01/2018, CP Mode 575856BG3 CHH350000 Other Municipal Security Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0145 160000.00 160000.00 0.0001 N Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.20% Series 12A, LOC TD Banknorth, NA, CP CIF214000 Other Municipal Security Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0125 4099426.00 4099426.00 0.0032 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 0.0112 8500000.00 8500000.00 0.0066 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.17% Series C, LOC Barclays Bank PLC, CP CIF131000 Other Municipal Security Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0110 3400034.00 3400034.00 0.0027 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.19% Series C, LOC Barclays Bank PLC, CP CIE744000 Other Municipal Security Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0114 12600126.00 12600126.00 0.0098 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.22% Series C, LOC Barclays Bank PLC, CP CIC967000 Other Municipal Security Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0114 6300063.00 6300063.00 0.0049 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.34% Series 2018 A, LOC Bank of America NA, CP CHC482000 Other Municipal Security Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N Y BANK OF AMERICA NA 1.0000 N/A N/A N 0.0097 1900019.00 1900019.00 0.0015 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.35% Series 2018, LOC Barclays Bank PLC, CP CHB198000 Other Municipal Security Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0103 13500810.00 13500810.00 0.0105 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.35% Series 2018 C, LOC Barclays Bank PLC, CP CHB634000 Other Municipal Security Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0107 8800528.00 8800528.00 0.0069 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.35% Series B, LOC Citibank NA, CP CHG369000 Other Municipal Security Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N Y CITIBANK NA 1.0000 N/A N/A N 0.0112 15000750.00 15000750.00 0.0117 N N N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.37% Series 2018 B, LOC Citibank NA, CP CHD026000 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 0.0110 11100555.00 11100555.00 0.0087 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.40% LOC Barclays Bank PLC, CP CHA746000 Other Municipal Security Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0109 5100255.00 5100255.00 0.0040 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 0.0107 7365000.00 7365000.00 0.0057 N Y 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 0.0111 5400000.00 5400000.00 0.0042 N Y 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 0.0111 3800000.00 3800000.00 0.0030 N Y 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 0.0118 10399584.00 10399584.00 0.0081 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.25% Series 16, LOC TD Banknorth, NA, CP CID164000 Other Municipal Security Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0125 4300000.00 4300000.00 0.0034 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 1705593.00 1705593.00 0.0013 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 0.0153 3743919.00 3743919.00 0.0029 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 0.0128 3206080.00 3206080.00 0.0025 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 0.0130 2156061.18 2156061.18 0.0017 N N N Orleans Gen. Oblig. Anticipation Notes Orleans Gen. Oblig. Anticipation Notes, 2.50% BAN Series 2018 686628VZ8 US686628VZ85 Other Municipal Security Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0146 2563134.27 2563134.27 0.0020 N N N Scituate Gen. Oblig. Scituate Gen. Oblig., 3.00% BAN Series 2018 809095XA5 US809095XA50 Other Municipal Security Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0147 4906697.61 4906697.61 0.0038 N N N Southborough Southborough, 1.30% BAN Series 2017 841229MP9 US841229MP90 Other Municipal Security Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0129 1690135.20 1690135.20 0.0013 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 1322521.80 1322521.80 0.0010 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 0.0126 4711656.00 4711656.00 0.0037 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.19% Bonds Series 2010 A1, tender 03/01/2018, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2018-03-01 2018-04-02 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 33 N N/A N/A N N 0.0119 595000.00 595000.00 0.0005 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.19% Bonds Series 2010 A2, tender 03/01/2018, (Liquidity Facility Royal Bank of Canada) 56036YEM3 US56036YEM30 Other Municipal Security Y N/A N/A 2018-03-01 2018-04-02 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 33 N N/A N/A N N 0.0119 1700000.00 1700000.00 0.0013 N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 1.32% Bonds Series 2001 A, tender 04/06/2018, CP Mode 473044BV6 CJA327000 Other Municipal Security Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0139 799936.00 799936.00 0.0006 N N N Billerica Gen. Oblig. Billerica Gen. Oblig., 1.24% Bonds Series Solar 17 0027, tender 05/10/2018, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FZ52 US27884FZ523 Tender Option Bond Y N/A N/A 2018-05-10 2018-05-10 2042-02-01 Y US BANK NA CINCINNATI OHIO 1.0000 71 Y N/A N/A N N 0.0124 899946.00 899946.00 0.0007 N N N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.07% Participating VRDN Series 2016 20, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2018-03-01 2018-03-01 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 1 Y N/A N/A N N 0.0107 3190000.00 3190000.00 0.0025 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.12% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0112 1700000.00 1700000.00 0.0013 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.11% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0111 400000.00 400000.00 0.0003 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.11% Participating VRDN Series Floaters YX 10 74, (Liquidity Facility Barclays Bank PLC) 88033YS28 US88033YS289 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2037-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0111 4000000.00 4000000.00 0.0031 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.11% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2041-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0111 3250000.00 3250000.00 0.0025 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.11% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0111 1650000.00 1650000.00 0.0013 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.12% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0112 900000.00 900000.00 0.0007 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.11% Participating VRDN Series Floaters 16 ZF2364, (Liquidity Facility Barclays Bank PLC) 88033UGF0 US88033UGF03 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2042-09-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0111 5335000.00 5335000.00 0.0042 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.11% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0111 4600000.00 4600000.00 0.0036 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.11% Participating VRDN Series Floaters XG 01 42, (Liquidity Facility Citibank NA) 88033YHQ7 US88033YHQ70 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2042-09-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0111 1612500.00 1612500.00 0.0013 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.11% Participating VRDN Series 16 XF0374, (Liquidity Facility Bank of America NA) 88033ME94 US88033ME946 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2046-03-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0111 10000000.00 10000000.00 0.0078 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.12% Participating VRDN Series Floaters ZM 05 79, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 88033Y4E8 US88033Y4E80 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0112 1100000.00 1100000.00 0.0009 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.12% Participating VRDN Series 16 XM 03 35, (Liquidity Facility JPMorgan Chase Bank) 88033SXY5 US88033SXY52 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2038-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0112 7500000.00 7500000.00 0.0058 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.12% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0112 18255000.00 18255000.00 0.0142 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.13% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0113 500000.00 500000.00 0.0004 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.13% Participating VRDN Series 16 ZF0377, (Liquidity Facility Toronto-Dominion Bank) 88033MM95 US88033MM956 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2046-03-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0113 4375000.00 4375000.00 0.0034 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.14% Bonds Series Clipper 09 67, tender 03/01/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2018-03-01 2018-03-01 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 1 Y N/A N/A N N 0.0113 25500000.00 25500000.00 0.0199 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.27% 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 8 Y N/A N/A N N 0.0126 12000000.00 12000000.00 0.0094 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.27% 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 8 Y N/A N/A N N 0.0127 5514889.70 5514889.70 0.0043 N N Y Massachusetts General Obligation Massachusetts General Obligation, 1.12% Participating VRDN Series Floaters E 116, (Liquidity Facility Royal Bank of Canada) 74926Y7C9 US74926Y7C98 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2021-02-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0112 9800000.00 9800000.00 0.0076 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.11% Participating VRDN Series Floaters XF 00 47, (Liquidity Facility JPMorgan Chase Bank) 88033LDS5 US88033LDS51 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0111 1500000.00 1500000.00 0.0012 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.11% Participating VRDN Series 16 XG0014, (Liquidity Facility Bank of America NA) 88033MX51 US88033MX516 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2032-07-01 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0111 5550000.00 5550000.00 0.0043 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.12% Participating VRDN Series 16 XM0217, (Liquidity Facility JPMorgan Chase Bank) 88033SFK5 US88033SFK50 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0112 10700000.00 10700000.00 0.0083 N Y N Massachusetts Health and Edl. Facilities Auth. Massachusetts Health and Edl. Facilities Auth., 1.12% Participating VRDN Series XL 00 17, (Liquidity Facility Barclays Bank PLC) 88033SVT8 US88033SVT85 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2034-12-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0112 2550000.00 2550000.00 0.0020 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.11% Participating VRDN Series Floaters YX 10 29, (Liquidity Facility Barclays Bank PLC) 88033UHW2 US88033UHW27 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2035-11-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0111 4220000.00 4220000.00 0.0033 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.11% Participating VRDN Series Solar 17 13, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FV98 US27884FV985 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2036-08-15 Y US BANK NA CINCINNATI OHIO 1.0000 7 Y N/A N/A N N 0.0111 700000.00 700000.00 0.0005 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.11% Participating VRDN Series 15 XF2203, (Liquidity Facility Citibank NA) 88033MQC4 US88033MQC46 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0111 7460000.00 7460000.00 0.0058 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.11% Participating VRDN Series ROC II R 14021, (Liquidity Facility Citibank NA) 576000MY6 US576000MY62 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2024-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0111 5500000.00 5500000.00 0.0043 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.11% Participating VRDN Series Floaters XX 10 08, (Liquidity Facility Barclays Bank PLC) 88033M6J1 US88033M6J13 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2035-10-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0111 6300000.00 6300000.00 0.0049 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.12% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0112 5900000.00 5900000.00 0.0046 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.12% Participating VRDN Series 16 XM0239, (Liquidity Facility JPMorgan Chase Bank) 88033SHZ0 US88033SHZ02 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2037-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0112 9010000.00 9010000.00 0.0070 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.12% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0112 18600000.00 18600000.00 0.0145 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.12% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2032-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0112 5900000.00 5900000.00 0.0046 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.12% Participating VRDN Series Floaters XM 04 30, (Liquidity Facility JPMorgan Chase Bank) 88033UPE3 US88033UPE37 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2030-08-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0112 3335000.00 3335000.00 0.0026 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.12% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0112 1000000.00 1000000.00 0.0008 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.12% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0112 6000000.00 6000000.00 0.0047 N Y N Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 1.11% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0111 300000.00 300000.00 0.0002 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.11% Participating VRDN Series Floaters XF 25 02, (Liquidity Facility Citibank NA) 88033YWH0 US88033YWH07 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2030-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0111 1750000.00 1750000.00 0.0014 N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 1.12% Participating VRDN Series 2016 E74, (Liquidity Facility Royal Bank of Canada) 74926YW98 US74926YW985 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2031-08-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0112 19105000.00 19105000.00 0.0149 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.12% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0112 1000000.00 1000000.00 0.0008 N Y N Chicago Board of Ed. Chicago Board of Ed., 1.34% Participating VRDN Series Floaters 003, (Liquidity Facility Barclays Bank PLC) 76252PKA6 US76252PKA65 Tender Option Bond Y N/A N/A 2018-03-01 2018-04-11 2018-12-14 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0134 6100000.00 6100000.00 0.0048 N N Y Chicago Transit Auth. Chicago Transit Auth., 1.13% Participating VRDN Series Floaters XM 04 50, (Liquidity Facility Barclays Bank PLC) 88033URP6 US88033URP65 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2036-12-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0113 700000.00 700000.00 0.0005 N Y N Central Florida Expressway Central Florida Expressway, 1.26% Bonds Series RBC E 62, tender 05/01/2018, (Liquidity Facility Royal Bank of Canada) 74926YS69 US74926YS694 Tender Option Bond Y N/A N/A 2018-05-01 2018-05-01 2040-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 62 Y N/A N/A N N 0.0126 3299835.00 3299835.00 0.0026 N N Y Hamilton County HealthCare Facilities Rev. Hamilton County HealthCare Facilities Rev., 1.15% Participating VRDN Series XF 10 50, (Liquidity Facility Deutsche Bank AG New York Branch) 88033MNP8 US88033MNP85 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2042-06-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0115 1000000.00 1000000.00 0.0008 N Y N Middletown Hosp. Facilities Rev. Middletown Hosp. Facilities Rev., 1.27% Participating VRDN Series Floaters 00 31 44, (Liquidity Facility Barclays Bank PLC) 76252PGL7 US76252PGL76 Tender Option Bond Y N/A N/A 2018-04-11 2018-04-11 2045-11-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0127 590000.00 590000.00 0.0005 N N Y Ohio Higher Edl. Facility Commission Rev. Ohio Higher Edl. Facility Commission Rev., 1.27% Participating VRDN Series 2017, (Liquidity Facility Barclays Bank PLC) 76252PGX1 US76252PGX15 Tender Option Bond Y N/A N/A 2018-04-11 2018-04-11 2046-01-15 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0126 400000.00 400000.00 0.0003 N N Y Missoula Mont Wtr. Sys. Rev. Missoula Mont Wtr. Sys. Rev., 1.27% Participating VRDN Series Floaters 011, (Liquidity Facility Barclays Bank PLC) 76252PHX0 US76252PHX06 Tender Option Bond Y N/A N/A 2018-04-11 2018-04-11 2020-06-21 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0126 1500000.00 1500000.00 0.0012 N N Y New Jersey St. Trans. Trust Fund Auth. New Jersey St. Trans. Trust Fund Auth., 1.26% Participating VRDN Series Floaters 16 XF1059, (Liquidity Facility Deutsche Bank AG New York Branch) 88033UFY0 US88033UFY01 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2036-12-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0126 200000.00 200000.00 0.0002 N Y N Union County Impt. Auth. Union County Impt. Auth., 1.14% Participating VRDN Series XF 10 19, (Liquidity Facility Deutsche Bank AG New York Branch) 88033L7L7 US88033L7L77 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2034-05-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0114 400000.00 400000.00 0.0003 N Y N Union County Impt. Auth. Rev. Union County Impt. Auth. Rev., 1.15% Participating VRDN Series XG 00 57, (Liquidity Facility Deutsche Bank AG New York Branch) 88033SSM7 US88033SSM79 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2034-03-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0115 300000.00 300000.00 0.0002 N Y N Colorado Health Facilities Auth. Rev. Colorado Health Facilities Auth. Rev., 1.19% Participating VRDN Series Floaters XF 22 41, (Liquidity Facility Citibank NA) 19648AMR3 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2041-10-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0119 300000.00 300000.00 0.0002 N Y N Denver City & County Arpt. Rev. Denver City & County Arpt. Rev., 1.15% Participating VRDN Series Floaters XF 10 36, (Liquidity Facility Deutsche Bank AG New York Branch) 88033L6M6 US88033L6M69 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2043-11-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0115 300000.00 300000.00 0.0002 N Y N RBC Muni. Products, Inc. Trust RBC Muni. Products, Inc. Trust, 1.26% Bonds Series 2016 E75, tender 04/02/2018, (Liquidity Facility Royal Bank of Canada) 74926YX48 US74926YX488 Tender Option Bond Y N/A N/A 2018-04-02 2018-04-02 2039-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 33 Y N/A N/A N N 0.0126 600000.00 600000.00 0.0005 N N Y Dignity Health Dignity Health, 1.25% Participating VRDN Series 17 04, (Liquidity Facility Barclays Bank PLC) 76252PGP8 US76252PGP80 Tender Option Bond Y N/A N/A 2018-04-11 2018-04-11 2042-03-01 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0125 595000.00 595000.00 0.0005 N N Y Omaha Pub. Pwr. District Elec. Rev. Omaha Pub. Pwr. District Elec. Rev., 1.16% Participating VRDN Series 16 XF1053, (Liquidity Facility Deutsche Bank AG New York Branch) 88033MD79 US88033MD799 Tender Option Bond Y N/A N/A 2018-03-07 2018-03-07 2049-02-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0116 200000.00 200000.00 0.0002 N Y N Fidelity Revere Str Trust Fidelity Tax-Free Cash Central Fund, 1.14% 31635A501 549300BDV45LJNXBZC55 0001022695 Investment Company Y N/A N/A 2018-03-07 2018-03-07 2033-07-01 N N N 0.0114 128561683.76 128561683.76 0.1003 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts AMT Tax-Free Money Market Fund 2018-03-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer