N-MFP2 0000357057 XXXXXXXX 2018-03-31 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 31 31 1940178203.33 1799578515.89 1758054571.12 1723113519.19 1789947432.97 0.7800 0.7300 0.7100 0.7100 0.7400 0.00 2380989897.98 2381357911.86 30352369.25 10424609.96 2401285671.15 2397713612.94 1.0000 0.0146 1.0014 1.0014 1.0014 1.0013 1.0013 C000019444 5000.00 2401285671.15 2397713612.94 1.0014 1.0014 1.0014 1.0013 1.0013 3445761.39 16110680.75 6839104.87 13648994.37 3156500.60 11730475.20 2806870.51 21327784.89 4643388.69 15217168.41 19661105.41 66577042.86 0.0092 N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.61% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0161 5920000.00 5920000.00 0.0025 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.70% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 US57583XAQ51 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2037-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0170 24840000.00 24840000.00 0.0103 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.65% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0165 45000000.00 45000000.00 0.0187 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.60% Series 2010 A2, LOC Landesbank Hessen-Thuringen VRDN 57563CAB8 US57563CAB81 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0160 4940000.00 4940000.00 0.0021 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.60% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0160 15665000.00 15665000.00 0.0065 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.60% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0160 57450000.00 57450000.00 0.0239 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.75% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0175 1080000.00 1080000.00 0.0004 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.86% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0186 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., 1.61% (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 2018-04-06 2018-04-06 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 0.0161 12200000.00 12200000.00 0.0051 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.50% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0150 15950000.00 15950000.00 0.0066 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.55% (Worcester Polytechnic Institute Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 57583RTX3 US57583RTX34 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0155 5180000.00 5180000.00 0.0022 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.57% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 US57583RUV58 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0157 43255000.00 43255000.00 0.0180 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.58% Series 2001, LOC TD Banknorth, NA VRDN 57583FWJ6 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0158 3270000.00 3270000.00 0.0014 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.58% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0158 3895000.00 3895000.00 0.0016 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.59% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0159 12185000.00 12185000.00 0.0051 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.60% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0160 6450000.00 6450000.00 0.0027 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.60% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0160 28800000.00 28800000.00 0.0120 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.62% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 US57583R6F74 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2046-07-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0162 9000000.00 9000000.00 0.0037 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.62% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0162 7640000.00 7640000.00 0.0032 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.62% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0162 22935000.00 22935000.00 0.0096 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 2018-04-06 2018-04-06 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 0.0044 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.63% (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 2018-04-06 2018-04-06 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 0.0163 1880000.00 1880000.00 0.0008 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.65% (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 2018-04-06 2018-04-06 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 0.0165 3695000.00 3695000.00 0.0015 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.65% (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 2018-04-06 2018-04-06 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 0.0165 8215000.00 8215000.00 0.0034 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.57% (Central Artery Proj.) Series 2000 A, (Liquidity Facility Citibank NA) VRDN 575827R44 US575827R440 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2030-12-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0157 5575000.00 5575000.00 0.0023 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.62% Series 2001 C, (Liquidity Facility Barclays Bank PLC) VRDN 575827X54 US575827X547 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2021-01-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0162 5695000.00 5695000.00 0.0024 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 0.56% (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 2018-04-06 2018-04-06 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 0.0156 17305000.00 17305000.00 0.0072 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.56% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0156 93275000.00 93275000.00 0.0388 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.56% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0156 25275000.00 25275000.00 0.0105 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.56% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0156 10496000.00 10496000.00 0.0044 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.58% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0158 10500000.00 10500000.00 0.0044 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.59% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0159 13600000.00 13600000.00 0.0057 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.61% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0161 35000000.00 35000000.00 0.0146 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.61% (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 2018-04-06 2018-04-06 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 0.0161 7215000.00 7215000.00 0.0030 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.62% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0162 15030000.00 15030000.00 0.0063 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.65% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 US57586CDV46 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0165 34540000.00 34540000.00 0.0144 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.70% (Baystate Med. Ctr. Proj.) Series 2005 G, LOC TD Banknorth, NA VRDN 57586CNH4 US57586CNH42 Variable Rate Demand Note Y N/A N/A 2018-04-02 2018-04-02 2026-07-01 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 0.0170 4500000.00 4500000.00 0.0019 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.70% (Henry Heywood Memorial Hosp. Proj.) Series 2009 C, LOC TD Banknorth, NA VRDN 57586EGT2 US57586EGT29 Variable Rate Demand Note Y N/A N/A 2018-04-02 2018-04-02 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 0.0170 2600000.00 2600000.00 0.0011 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.63% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0163 13700000.00 13700000.00 0.0057 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 1.49% Series 2009 A, LOC TD Banknorth, NA VRDN 57586NDU2 US57586NDU28 Variable Rate Demand Note Y N/A N/A 2018-04-02 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 0.0149 6450000.00 6450000.00 0.0027 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 1.63% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0163 25295000.00 25295000.00 0.0105 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 1.58% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0158 5400000.00 5400000.00 0.0022 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.50% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2028-08-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 7 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0150 1500000.00 1500000.00 0.0006 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.62% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0162 2300000.00 2300000.00 0.0010 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.57% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0157 108415000.00 108415000.00 0.0451 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.80% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0180 3500000.00 3500000.00 0.0015 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.80% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0180 10600000.00 10600000.00 0.0044 N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 1.88% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0188 6800000.00 6800000.00 0.0028 N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 1.69% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0169 4800000.00 4800000.00 0.0020 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.73% (Appalachian Pwr. Co. - Amos Proj.) Series 2008 B VRDN 95648VAL3 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0173 5800000.00 5800000.00 0.0024 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.84% (Appalachian Pwr. Co.- Mountaineer Proj.) Series 2008 A VRDN 95648VAW9 US95648VAW90 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0184 3100000.00 3100000.00 0.0013 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 1.68% (PSI Energy Proj.) Series 2003 B VRDN 454912AT3 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0168 2000000.00 2000000.00 0.0008 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 1.68% (PSI Energy Proj.) Series 2003 A VRDN 454912AS5 US454912AS53 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0168 1200000.00 1200000.00 0.0005 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.74% (Indiana Michigan Pwr. Co. Proj.) Series I VRDN 520453AN1 US520453AN10 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0174 800000.00 800000.00 0.0003 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.74% (Indiana Michigan Pwr. Co. Proj.) Series H VRDN 520453AM3 US520453AM37 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0174 1900000.00 1900000.00 0.0008 N Y N Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 1.73% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 US594316AA90 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 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 0.0173 2500000.00 2500000.00 0.0010 N Y N Iowa Fin. Auth. Solid Waste Facilities Iowa Fin. Auth. Solid Waste Facilities, 1.64% (Mid-American Energy Co. Proj.) Series 2017 VRDN 46246YAA0 US46246YAA01 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2047-12-01 Y MIDAMERICAN ENERGY CO 1.0000 7 N N/A N/A N N 0.0164 6000000.00 6000000.00 0.0025 N Y N Connecticut Gen. Oblig. Connecticut Gen. Oblig., 1.70% Series 2016 C, (Liquidity Facility Bank of America NA) VRDN 20772JZ39 US20772JZ396 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2034-05-15 Y BANK OF AMERICA NA 1.0000 7 Y N/A N/A N N 0.0170 6000000.00 6000000.00 0.0025 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.86% (Nucor Corp. Proj.) Series 2002 VRDN 096490BX4 US096490BX47 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2033-01-02 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0186 1900000.00 1900000.00 0.0008 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.88% (Nucor Corp. Proj.) Series 1998 VRDN 096490BV8 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0188 400000.00 400000.00 0.0002 N Y N Osceola Solid Waste Disp. Rev. Osceola Solid Waste Disp. Rev., 1.79% (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 2018-04-06 2018-04-06 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 0.0179 2700000.00 2700000.00 0.0011 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.88% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0188 3400000.00 3400000.00 0.0014 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.65% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 B VRDN 246387JR6 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0165 2400000.00 2400000.00 0.0010 N Y N Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 1.70% Series 1995 VRDN 212490AC0 US212490AC04 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2025-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0170 1000000.00 1000000.00 0.0004 N Y N Hertford County Indl. Facilities Poll. Cont. Fing. Auth. Hertford County Indl. Facilities Poll. Cont. Fing. Auth., 1.86% (Nucor Corp. Proj.) Series 2000 A VRDN 428007AB4 Variable Rate Demand Note Y N/A N/A 2018-04-06 2018-04-06 2033-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0186 1000000.00 1000000.00 0.0004 N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 1.73% 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 0.0173 3399286.00 3399286.00 0.0014 N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.62% Bonds Series Clipper 05 36, tender 04/05/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Tender Option Bond Y N/A N/A 2018-04-05 2018-04-05 2019-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 1 Y N/A N/A N N 0.0161 8105000.00 8105000.00 0.0034 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.76% Bonds Series Clipper 09 30, tender 06/07/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 US18886PPV12 Tender Option Bond Y N/A N/A 2018-06-07 2018-06-07 2021-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 8 Y N/A N/A N N 0.0175 12200000.00 12200000.00 0.0051 N N Y Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.60% Participating VRDN Series 2016 20, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2018-04-02 2018-04-02 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 1 Y N/A N/A N N 0.0160 18825000.00 18825000.00 0.0078 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.61% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 11 Y N/A N/A N N 0.0161 2900000.00 2900000.00 0.0012 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.61% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 11800000.00 11800000.00 0.0049 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.60% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2041-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0160 750000.00 750000.00 0.0003 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.60% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2031-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0160 6785000.00 6785000.00 0.0028 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.61% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 8135000.00 8135000.00 0.0034 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.61% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 2500000.00 2500000.00 0.0010 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.61% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0161 7100000.00 7100000.00 0.0030 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.61% Participating VRDN Series 2016 XM0136, (Liquidity Facility JPMorgan Chase Bank) 88033MRW9 US88033MRW90 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 3750000.00 3750000.00 0.0016 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.61% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 2865000.00 2865000.00 0.0012 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.61% Participating VRDN Series Floaters ZF 06 04, (Liquidity Facility JPMorgan Chase Bank) 88033Y3N9 US88033Y3N98 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 1500000.00 1500000.00 0.0006 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.61% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 US57583UL556 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2044-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0161 2500000.00 2500000.00 0.0010 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.86% Bonds Series WF 10 56C, tender 07/26/2018, (Liquidity Facility Wells Fargo Bank NA) 94985NZX2 US94985NZX29 Tender Option Bond Y N/A N/A 2018-07-26 2018-07-26 2040-10-15 Y WELLS FARGO BK NATL ASSN 1.0000 148 Y N/A N/A N N 0.0185 19795000.00 19795000.00 0.0082 N N Y Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 1.67% Participating VRDN Series Floaters XG 01 39, (Liquidity Facility Citibank NA) 88033YCM1 US88033YCM12 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2046-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0167 13055000.00 13055000.00 0.0054 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.61% 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 2018-04-06 2018-04-06 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0161 2235000.00 2235000.00 0.0009 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.61% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 6650000.00 6650000.00 0.0028 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.61% Participating VRDN Series Floaters XM 04 28, (Liquidity Facility JPMorgan Chase Bank) 88033UPA1 US88033UPA15 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2023-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 7500000.00 7500000.00 0.0031 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.61% Participating VRDN Series Floaters E 116, (Liquidity Facility Royal Bank of Canada) 74926Y7C9 US74926Y7C98 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2021-02-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0161 19540000.00 19540000.00 0.0081 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.62% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0162 2830000.00 2830000.00 0.0012 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.62% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0162 2385000.00 2385000.00 0.0010 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.63% Bonds Series Clipper 09 67, tender 04/05/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2018-04-05 2018-04-05 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 1 Y N/A N/A N N 0.0162 85000000.00 85000000.00 0.0354 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.76% Bonds Series Clipper 09 37, tender 06/07/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2018-06-07 2018-06-07 2025-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 8 Y N/A N/A N N 0.0175 36075000.00 36075000.00 0.0150 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.76% Bonds Series Clipper 09 69, tender 06/07/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PB79 US18886PB792 Tender Option Bond Y N/A N/A 2018-06-07 2018-06-07 2024-09-01 Y STATE ST BK & TR CO BOSTON 1.0000 8 Y N/A N/A N N 0.0176 38150658.16 38150658.16 0.0159 N N Y Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.61% Participating VRDN Series 16 XM0217, (Liquidity Facility JPMorgan Chase Bank) 88033SFK5 US88033SFK50 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 41800000.00 41800000.00 0.0174 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.61% Participating VRDN Series Floaters XF 00 47, (Liquidity Facility JPMorgan Chase Bank) 88033LDS5 US88033LDS51 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 9600000.00 9600000.00 0.0040 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.63% Bonds Series Clipper 09 39, tender 04/05/2018, (Liquidity Facility State Street Bank & Trust 18886PSL0 US18886PSL03 Tender Option Bond Y N/A N/A 2018-04-05 2018-04-05 2023-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 1 Y N/A N/A N N 0.0162 15450000.00 15450000.00 0.0064 N Y N Massachusetts Health and Edl. Facilities Auth. Massachusetts Health and Edl. Facilities Auth., 1.61% Participating VRDN Series XL 00 17, (Liquidity Facility Barclays Bank PLC) 88033SVT8 US88033SVT85 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2034-12-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0161 10785000.00 10785000.00 0.0045 N Y N Massachusetts Health and Edl. Facilities Auth. Rev. Massachusetts Health and Edl. Facilities Auth. Rev., 1.61% Participating VRDN Series 2017, (Liquidity Facility JPMorgan Chase Bank) 88033UL64 US88033UL647 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2036-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 11175000.00 11175000.00 0.0047 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.61% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0161 52000000.00 52000000.00 0.0217 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.61% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2032-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0161 56710000.00 56710000.00 0.0236 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.61% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0161 57460000.00 57460000.00 0.0239 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.61% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 US576000PR84 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2038-05-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0161 14875000.00 14875000.00 0.0062 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.61% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0161 10000000.00 10000000.00 0.0042 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.61% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0161 48340000.00 48340000.00 0.0201 N Y N Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 1.61% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0161 2200000.00 2200000.00 0.0009 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.61% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0161 8380000.00 8380000.00 0.0035 N Y N Chicago Board of Ed. Chicago Board of Ed., 1.83% Participating VRDN Series Floaters 006, (Liquidity Facility Barclays Bank PLC) 76252PKG3 US76252PKG36 Tender Option Bond Y N/A N/A 2018-04-05 2018-05-11 2018-12-14 Y BARCLAYS BANK PLC 1.0000 43 Y N/A N/A N N 0.0182 4100000.00 4100000.00 0.0017 N N Y Chicago Board of Ed. Chicago Board of Ed., 1.83% Participating VRDN Series Floaters 003, (Liquidity Facility Barclays Bank PLC) 76252PKA6 US76252PKA65 Tender Option Bond Y N/A N/A 2018-04-05 2018-05-11 2018-12-14 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0182 12395000.00 12395000.00 0.0052 N N Y New Jersey St. Trans. Trust Fund Auth. New Jersey St. Trans. Trust Fund Auth., 1.75% Participating VRDN Series Floaters 16 XF1059, (Liquidity Facility Deutsche Bank AG New York Branch) 88033UFY0 US88033UFY01 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2036-12-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0175 1400000.00 1400000.00 0.0006 N Y N Colorado Health Facilities Auth. Rev. Colorado Health Facilities Auth. Rev., 1.68% Participating VRDN Series Floaters XF 22 41, (Liquidity Facility Citibank NA) 19648AMR3 Tender Option Bond Y N/A N/A 2018-04-06 2018-04-06 2041-10-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0167 1165000.00 1165000.00 0.0005 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 0.0175 3107657.00 3107657.00 0.0013 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 0.0164 15899364.00 15899364.00 0.0066 N Y N Bourne Gen. Oblig. Bourne Gen. Oblig., 3.00% BAN Series 2018 A 102061UG1 US102061UG16 Other Municipal Security Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0172 2490599.03 2490599.03 0.0010 N N N Brookline Gen. Oblig. Brookline Gen. Oblig., 2.50% BAN Series 2018 1137454T7 US1137454T70 Other Municipal Security Y N/A N/A 2019-03-29 2019-03-29 2019-03-29 N N N 0.0161 4665330.00 4665330.00 0.0019 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 0.0174 3759825.00 3759825.00 0.0016 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 0.0154 3151616.52 3151616.52 0.0013 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 0.0160 3461764.60 3461764.60 0.0014 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 0.0161 6797362.11 6797362.11 0.0028 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 0.0157 7759377.50 7759377.50 0.0032 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 0.0153 3780509.95 3780509.95 0.0016 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 0.0159 3227296.00 3227296.00 0.0013 N N N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 5.25% Bonds Series 2004 A 57604PPC2 549300SYPEROLSQU0261 Other Municipal Security Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0157 3239200.00 3239200.00 0.0013 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 0.0166 3499930.00 3499930.00 0.0015 N Y N Massachusetts Dev. Fin. Agcy. Elec. Util. Rev. Massachusetts Dev. Fin. Agcy. Elec. Util. Rev., 1.70% Bonds Series 7, tender 04/04/2018, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584TAA8 DAB963000 Other Municipal Security Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0169 13300000.00 13300000.00 0.0055 N Y N Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 1.30% Bonds Series 05, tender 04/06/2018, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584GAC2 CJA317000 Other Municipal Security Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0176 22997930.00 22997930.00 0.0096 N Y N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 3.00% Bonds Series 2014 I 57563RLC1 US57563RLC15 Other Municipal Security Y N/A N/A 2019-01-01 2019-01-01 2019-01-01 N N N 0.0210 1605638.65 1605638.65 0.0007 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 0.0205 5036800.00 5036800.00 0.0021 N N N Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 5.00% Bonds Series 2014 I 57563RLN7 US57563RLN79 Other Municipal Security Y N/A N/A 2019-01-01 2019-01-01 2019-01-01 N N N 0.0212 1143912.00 1143912.00 0.0005 N N N Massachusetts Fed. Hwy. Massachusetts Fed. Hwy., 4.00% Bonds (Accelerated Bridge Prog.) Series 2013 A 57583PEX3 US57583PEX33 Other Municipal Security Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0158 904491.00 904491.00 0.0004 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 0.0161 1510470.00 1510470.00 0.0006 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 0.0153 45758723.50 45758723.50 0.0191 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 0.0156 19026599.15 19026599.15 0.0079 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 0.0156 32483748.00 32483748.00 0.0135 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2015 C 57582REM4 US57582REM43 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2018-07-01 N N N 0.0149 912964.00 912964.00 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 0.0162 2932596.00 2932596.00 0.0012 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 0.0168 9998900.00 9998900.00 0.0042 N Y 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 0.0176 9534523.25 9534523.25 0.0040 N Y 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 0.0166 8299336.00 8299336.00 0.0035 N Y 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 0.0163 10459372.40 10459372.40 0.0044 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.26% Bonds Series 2008 H1, tender 05/02/2018, CP Mode 57586CV93 CJE105000 Other Municipal Security Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0161 9996700.00 9996700.00 0.0042 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.28% Bonds Series 2008 H1, tender 05/16/2018, CP Mode 57586CV93 CJE536000 Other Municipal Security Y N/A N/A 2018-05-16 2018-05-16 2018-05-16 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0158 9196320.00 9196320.00 0.0038 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.28% Bonds Series 2008 H2, tender 05/21/2018, CP Mode 57586CW27 CJD622000 Other Municipal Security Y N/A N/A 2018-05-21 2018-05-21 2018-05-21 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0127 12885000.00 12885000.00 0.0054 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.33% Bonds Series 2008 H2, tender 05/22/2018, CP Mode 57586CW27 CJG913000 Other Municipal Security Y N/A N/A 2018-05-22 2018-05-22 2018-05-22 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0158 12895227.00 12895227.00 0.0054 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 0.0164 2016800.00 2016800.00 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 0.0164 1760198.95 1760198.95 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 0.0165 3430634.00 3430634.00 0.0014 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 0.0165 7039937.25 7039937.25 0.0029 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 0.0158 2227786.00 2227786.00 0.0009 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 0.0163 8911524.25 8911524.25 0.0037 N N 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 0.0151 7895339.00 7895339.00 0.0033 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.24% Series 12B, LOC TD Banknorth, NA, CP CIF217000 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 0.0155 24985250.00 24985250.00 0.0104 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.38% Series 12B, LOC TD Banknorth, NA, CP CHE342000 Other Municipal Security Y N/A N/A 2018-05-09 2018-05-09 2018-05-09 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0156 25994540.00 25994540.00 0.0108 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 0.0162 26573666.00 26573666.00 0.0111 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 0.0157 999470.00 999470.00 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 0.0185 5608740.90 5608740.90 0.0023 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 0.0171 16798656.00 16798656.00 0.0070 N Y 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 0.0151 8695824.00 8695824.00 0.0036 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.30% Series 99, LOC State Street Bank & Trust Co., Boston, CP CJF012000 Other Municipal Security Y N/A N/A 2018-05-30 2018-05-30 2018-05-30 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0161 6396608.00 6396608.00 0.0027 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.30% Series 16, LOC TD Banknorth, NA, CP CJE070000 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 0.0161 23586548.00 23586548.00 0.0098 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 0.0157 2275672.50 2275672.50 0.0009 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) 576049Q86 US576049Q863 Other Municipal Security Y N/A N/A 2018-08-01 2018-08-01 2021-08-01 N N N 0.0162 1451129.40 1451129.40 0.0006 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 0.0170 5060406.69 5060406.69 0.0021 N N N Middleborough Gen. Oblig. Middleborough Gen. Oblig., 2.50% BAN Series 2018 596051UN0 US596051UN04 Other Municipal Security Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N N N 0.0162 10732975.65 10732975.65 0.0045 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 0.0175 9383235.00 9383235.00 0.0039 N N N Milton Gen. Oblig. Milton Gen. Oblig., 2.25% BAN Series 2018 602006UE6 US602006UE64 Other Municipal Security Y N/A N/A 2018-08-30 2018-08-30 2018-08-30 N N N 0.0153 2908613.00 2908613.00 0.0012 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 0.0156 8690710.81 8690710.81 0.0036 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 0.0158 5604704.00 5604704.00 0.0023 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 0.0169 5437152.00 5437152.00 0.0023 N N N Peabody Gen. Oblig. Peabody Gen. Oblig., 2.50% BAN Series 2018 7045737R9 US7045737R96 Other Municipal Security Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0163 3590082.00 3590082.00 0.0015 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 0.0168 3707701.92 3707701.92 0.0015 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 0.0169 10209383.00 10209383.00 0.0043 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 0.0159 3298713.00 3298713.00 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 0.0173 1504230.00 1504230.00 0.0006 N N N Topsfield Gen. Oblig. Topsfield Gen. Oblig., 3.00% BAN Series 2018 890788GL0 US890788GL01 Other Municipal Security Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0175 3945279.00 3945279.00 0.0016 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 0.0164 3813300.00 3813300.00 0.0016 N N N Weymouth Gen. Oblig. Weymouth Gen. Oblig., 3.00% BAN Series 2018 962201BS7 US962201BS70 Other Municipal Security Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0165 12396182.40 12396182.40 0.0052 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 0.0155 13381169.02 13381169.02 0.0056 N N N Woburn Gen. Oblig. Woburn Gen. Oblig., 2.50% BAN Series 2018 977521N90 US977521N905 Other Municipal Security Y N/A N/A 2018-09-28 2018-09-28 2018-09-28 N N N 0.0161 5468740.20 5468740.20 0.0023 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.68% Bonds Series 2010 A1, tender 04/05/2018, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2018-04-05 2018-06-01 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 33 N N/A N/A N N 0.0168 13615000.00 13615000.00 0.0057 N N N New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 1.70% Bonds Series A1, tender 04/04/2018, CP Mode 64468DAA0 DAB946000 Other Municipal Security Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N Y NEW ENGLAND POWER CO OBLIGOR 1.0000 N/A N/A 0.0190 5899823.00 5899823.00 0.0025 N Y 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 0.0188 1599824.00 1599824.00 0.0007 N Y N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 1.59% 31635A204 549300BDV45LJNXBZC55 US31635A2042 0001022695 Investment Company Y N/A N/A 2018-04-06 2018-04-06 2042-10-15 N N N 0.0159 232194322.22 232194322.22 0.0967 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2018-04-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer