N-MFP2 0000357057 XXXXXXXX 2018-06-30 0000357057 549300HTRNJ3JC8ANN48 S000007115 1 N N 002-75537 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Single State Y 30 31 1681118312.03 1620643831.50 1616129374.92 1643349522.13 1721297911.21 0.7300 0.7000 0.7000 0.7200 0.7600 31703.86 2236467717.43 2236485256.60 14343708.20 2639657.51 2248221011.15 2244648155.90 1.0000 0.0152 1.0015 1.0016 1.0016 1.0016 1.0016 C000019444 5000.00 2248221011.15 2244648155.90 1.0015 1.0016 1.0016 1.0016 1.0016 4505621.01 10204154.91 11517035.76 14352760.97 6587498.36 24975247.44 2015941.15 14907462.96 846572.48 10659493.27 23410751.74 69063107.53 0.0101 N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.51% (Tammy Brook Apts. Proj.) Series 2009, LOC Freddie Mac VRDN 57583XBN1 US57583XBN12 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2044-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0151 5920000.00 5920000.00 0.0026 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FHLMC Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.58% (Archstone Reading Apts. Proj.) Series 2004 A, LOC Freddie Mac VRDN 57583XAQ5 US57583XAQ51 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2037-12-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0158 24840000.00 24840000.00 0.0110 N Y N Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev. FNMA Massachusetts Dev. Fin. Agcy. Multi-family Hsg. Rev., 1.56% (Avalon Acton Apts. Proj.) Series 2006, LOC Fannie Mae VRDN 57583XBG6 US57583XBG60 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2040-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0156 45000000.00 45000000.00 0.0200 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.46% Series 2010 A1, LOC Citibank NA VRDN 57563CBF8 US57563CBF86 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2037-01-01 Y CITIBANK NA 1.0000 7 N N/A N/A Y CITIBANK NA 1.0000 N/A N/A N 0.0146 49450000.00 49450000.00 0.0220 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.49% Series 2010 A2, LOC Landesbank Hessen-Thuringen VRDN 57563CAB8 US57563CAB81 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0149 4940000.00 4940000.00 0.0022 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.50% Series 2010 A2, LOC Barclays Bank PLC VRDN 57563CCZ3 US57563CCZ32 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0150 18965000.00 18965000.00 0.0084 N Y N Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev., 1.64% Series 2010 A3, LOC Landesbank Hessen-Thuringen VRDN 57563CAC6 US57563CAC64 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0164 34355000.00 34355000.00 0.0153 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.67% (Monkiewicz Realty Trust Proj.) LOC Bank of America NA VRDN 57583EAP9 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0167 720000.00 720000.00 0.0003 N Y N Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev. Massachusetts Dev. Fin. Agcy. Indl. Dev. Rev., 1.71% (Charm Sciences, Inc. Proj.) Series 1999 A, LOC Bank of America NA VRDN 57583EAJ3 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0171 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., 1.50% (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 2018-07-06 2018-07-06 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 0.0150 12200000.00 12200000.00 0.0054 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.42% (Boston Univ. Proj.) Series U3, LOC Northern Trust Co. VRDN 57583RWG6 US57583RWG63 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0142 15950000.00 15950000.00 0.0071 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.50% Series 2001, LOC TD Banknorth, NA VRDN 57583FWJ6 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0150 3270000.00 3270000.00 0.0015 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.50% (Wilber School Apts. Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RD77 US57583RD773 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0150 7640000.00 7640000.00 0.0034 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.50% (Governor Dummer Academy Issues Proj.) Series 2006, LOC TD Banknorth, NA VRDN 57583RGN9 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0150 3895000.00 3895000.00 0.0017 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.50% (Clark Univ. Proj.) LOC TD Banknorth, NA VRDN 57583RUU7 US57583RUU75 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0150 28800000.00 28800000.00 0.0128 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.50% Series 2006, LOC PNC Bank NA VRDN 57583RFL4 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0150 22935000.00 22935000.00 0.0102 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.52% (Briarwood Retirement Cmnty. Proj.) Series 2004 A, LOC Manufacturers & Traders Trust Co. VRDN 57583F5P2 US57583F5P29 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0152 12185000.00 12185000.00 0.0054 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.52% (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 2018-07-06 2018-07-06 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 0.0152 1730000.00 1730000.00 0.0008 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.53% (Partners HealthCare Sys. Proj.) Series 2011 K2, (Liquidity Facility Barclays Bank PLC) VRDN 57583R6F7 US57583R6F74 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0153 3000000.00 3000000.00 0.0013 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.53% (Babson College Proj.) Series 2008 A, LOC Bank of America NA VRDN 57583RL86 US57583RL867 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0153 10605000.00 10605000.00 0.0047 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.53% Series 2010, LOC Manufacturers & Traders Trust Co. VRDN 57583R5Y7 US57583R5Y72 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0153 6450000.00 6450000.00 0.0029 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.55% (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 2018-07-06 2018-07-06 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 0.0155 3695000.00 3695000.00 0.0016 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.55% (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 2018-07-06 2018-07-06 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 0.0155 8215000.00 8215000.00 0.0037 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.55% (Simmons College Proj.) Series G, LOC JPMorgan Chase Bank VRDN 57583RUV5 US57583RUV58 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0155 43255000.00 43255000.00 0.0192 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.40% Series 2001 C, (Liquidity Facility Barclays Bank PLC) VRDN 575827X54 US575827X547 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2021-01-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0140 26075000.00 26075000.00 0.0116 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.40% (Massachusetts Institute of Technology Proj.) Series 2001 J2 VRDN 57585KSV1 US57585KSV16 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0140 93275000.00 93275000.00 0.0415 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.40% (Harvard Univ. Proj.) Series Y VRDN 57585KKV9 US57585KKV97 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2035-07-01 Y PRESIDENT & FELLOWS HARVARD CO 1.0000 7 N N/A N/A N N 0.0140 19375000.00 19375000.00 0.0086 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.40% (Williams College Proj.) Series I VRDN 57586CEA9 US57586CEA99 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2033-07-01 Y WILLIAMS COLLEGE, MA 1.0000 7 N N/A N/A N N 0.0140 10496000.00 10496000.00 0.0047 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.45% (Massachusetts Institute of Technology Proj.) Series 2001 J1 VRDN 57585KSW9 US57585KSW98 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2031-07-01 Y MASSACHUSETTS INST TECH, MA 1.0000 7 N N/A N/A N N 0.0145 2500000.00 2500000.00 0.0011 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.46% (Baystate Health Sys. Proj.) Series 2009 K, LOC Bank of America NA VRDN 57586EKA8 US57586EKA81 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0146 13600000.00 13600000.00 0.0060 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.48% (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 2018-07-06 2018-07-06 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 0.0148 2000000.00 2000000.00 0.0009 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.48% (Baystate Health Sys. Proj.) Series 2009 J1, LOC JPMorgan Chase Bank VRDN 57586EKC4 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0148 25500000.00 25500000.00 0.0113 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.54% (Northeast Hosp. Corp. Proj.) Series 2004 G, LOC JPMorgan Chase Bank VRDN 57586CDV4 US57586CDV46 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0154 34540000.00 34540000.00 0.0154 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.55% (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 2018-07-06 2018-07-06 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 0.0155 7215000.00 7215000.00 0.0032 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.57% Series 2009 O-1, LOC Fed. Home Ln. Bank of Boston VRDN 57586ELD1 US57586ELD12 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0157 15030000.00 15030000.00 0.0067 N Y N Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Massachusetts Hsg. Fin. Agcy. Hsg. Rev., 1.52% (Princeton Westford Proj.) Series 2015 A, LOC Bank of America NA VRDN 57587AJA7 US57587AJA79 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0152 13700000.00 13700000.00 0.0061 N Y N Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Massachusetts Hsg. Fin. Agcy. Multi-Family Rev., 1.54% Series 2013 F, LOC TD Banknorth, NA VRDN 57586NUP4 US57586NUP40 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0154 25000000.00 25000000.00 0.0111 N Y N Massachusetts Indl. Fin. Agcy. Rev. Massachusetts Indl. Fin. Agcy. Rev., 1.50% (Governor Dummer Academy Proj.) Series 1996, LOC TD Banknorth, NA VRDN 5759147M2 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0150 5400000.00 5400000.00 0.0024 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.52% Series 2002 C, LOC Landesbank Hessen-Thuringen VRDN 576049YH7 US576049YH70 Variable Rate Demand Note Y N/A N/A 2018-07-02 2018-07-02 2020-08-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 3 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0152 3900000.00 3900000.00 0.0017 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.52% Series 2008 C2, (Liquidity Facility Barclays Bank PLC) VRDN 576051CE4 US576051CE41 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2026-11-01 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0152 4250000.00 4250000.00 0.0019 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.61% Series 1999 B, LOC Landesbank Hessen-Thuringen VRDN 576049RU6 US576049RU64 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0161 1500000.00 1500000.00 0.0007 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.54% Series 2008 1, (Liquidity Facility Barclays Bank PLC) VRDN 914440HE5 US914440HE56 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0154 99020000.00 99020000.00 0.0440 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.61% (Nucor Steel Louisiana LLC Proj.) Series 2010 B1 VRDN 790103AH8 US790103AH86 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0161 11600000.00 11600000.00 0.0052 N Y N Saint James Parish Gen. Oblig. Saint James Parish Gen. Oblig., 1.63% (Nucor Steel Louisiana LLC Proj.) Series 2010 A1 VRDN 790103AG0 US790103AG04 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2040-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0163 4100000.00 4100000.00 0.0018 N Y N Decatur Indl. Dev. Board Exempt Facilities Rev. Decatur Indl. Dev. Board Exempt Facilities Rev., 1.68% (Nucor Steel Decatur LLC Proj.) Series 2003 A VRDN 242846AA1 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2036-08-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0168 6800000.00 6800000.00 0.0030 N Y N West Jefferson Indl. Dev. West Jefferson Indl. Dev., 1.66% Series 2008 VRDN 953450AD5 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2028-06-01 Y ALABAMA POWER CO 1.0000 7 N N/A N/A N N 0.0166 4800000.00 4800000.00 0.0021 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.65% (Appalachian Pwr. Co.- Mountaineer Proj.) Series 2008 A VRDN 95648VAW9 US95648VAW90 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0165 3100000.00 3100000.00 0.0014 N Y N West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev., 1.65% (Appalachian Pwr. Co. - Amos Proj.) Series 2008 B VRDN 95648VAL3 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2036-02-01 Y APPALACHIAN POWER CO 1.0000 7 N N/A N/A N N 0.0165 5800000.00 5800000.00 0.0026 N Y N Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 1.60% (PSI Energy Proj.) Series 2003 A VRDN 454912AS5 US454912AS53 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2038-12-01 Y DUKE ENERGY IND INC 1.0000 7 N N/A N/A N N 0.0160 3200000.00 3200000.00 0.0014 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.61% (Indiana Michigan Pwr. Co. Proj.) Series H VRDN 520453AM3 US520453AM37 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2021-11-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0161 1900000.00 1900000.00 0.0008 N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 1.61% (Indiana Michigan Pwr. Co. Proj.) Series I VRDN 520453AN1 US520453AN10 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2019-10-01 Y INDIANA MICHIGAN POWER CO 1.0000 7 N N/A N/A N N 0.0161 800000.00 800000.00 0.0004 N Y N Michigan City Ltd. Oblig. Rev. Michigan City Ltd. Oblig. Rev., 1.66% (Palatek Proj.) LOC Comerica Bank VRDN 594316AA9 US594316AA90 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 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 0.0166 2500000.00 2500000.00 0.0011 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.66% (Nucor Corp. Proj.) Series 2002 VRDN 096490BX4 US096490BX47 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2033-01-02 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0166 1900000.00 1900000.00 0.0008 N Y N Blytheville Indl. Dev. Rev. Blytheville Indl. Dev. Rev., 1.68% (Nucor Corp. Proj.) Series 1998 VRDN 096490BV8 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2028-06-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0168 400000.00 400000.00 0.0002 N Y N Osceola Solid Waste Disp. Rev. Osceola Solid Waste Disp. Rev., 1.59% (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 2018-07-06 2018-07-06 2036-04-01 Y NATWEST MARKETS PLC 1.0000 7 N N/A N/A Y NATWEST MARKETS PLC 1.0000 N/A N/A N 0.0159 4500000.00 4500000.00 0.0020 N Y N Iowa Fin. Auth. Solid Waste Facilities Iowa Fin. Auth. Solid Waste Facilities, 1.55% (Mid-American Energy Co. Proj.) Series 2017 VRDN 46246YAA0 US46246YAA01 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2047-12-01 Y MIDAMERICAN ENERGY CO 1.0000 7 N N/A N/A N N 0.0155 6000000.00 6000000.00 0.0027 N Y N Stanton County Indl. Dev. Rev. Stanton County Indl. Dev. Rev., 1.68% (Nucor Corp. Proj.) Series 1996 VRDN 854743AD3 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2026-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0168 3700000.00 3700000.00 0.0016 N Y N Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 1.58% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 B VRDN 246387JR6 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2024-07-01 Y DELMARVA POWER & LIGHT 1.0000 7 N N/A N/A N N 0.0158 2400000.00 2400000.00 0.0011 N Y N Converse County Envir. Impt. Rev. Converse County Envir. Impt. Rev., 1.63% Series 1995 VRDN 212490AC0 US212490AC04 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2025-11-01 Y PACIFICORP 1.0000 7 N N/A N/A N N 0.0163 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., 1.66% (Nucor Corp. Proj.) Series 2000 A VRDN 428007AB4 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2033-11-01 Y NUCOR CORP 1.0000 7 N N/A N/A N N 0.0166 1000000.00 1000000.00 0.0004 N Y N Washoe County Gas Facilities Rev. Washoe County Gas Facilities Rev., 1.61% Series 2016 C VRDN 940865AX6 US940865AX69 Variable Rate Demand Note Y N/A N/A 2018-07-06 2018-07-06 2036-03-01 Y SIERRA PACIFIC POWER CO 1.0000 7 N N/A N/A N N 0.0161 500000.00 500000.00 0.0002 N Y N Billerica Gen. Oblig. Billerica Gen. Oblig., 1.66% Bonds Series Solar 17 0027, tender 08/09/2018, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FZ52 US27884FZ523 Tender Option Bond Y N/A N/A 2018-08-09 2018-08-09 2042-02-01 Y US BANK NA CINCINNATI OHIO 1.0000 41 Y N/A N/A N N 0.0165 3400000.00 3400000.00 0.0015 N N N Boston Gen. Oblig. Boston Gen. Oblig., 1.51% Participating VRDN Series Floaters XF 26 08, (Liquidity Facility Citibank NA) 88034MA30 US88034MA306 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2038-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0151 2400000.00 2400000.00 0.0011 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.56% Bonds Series Clipper 05 36, tender 07/05/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PKV6 Tender Option Bond Y N/A N/A 2018-07-05 2018-07-05 2019-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 6 Y N/A N/A N N 0.0155 6105000.00 6105000.00 0.0027 N Y N Massachusetts Clean Wtr. Trust Massachusetts Clean Wtr. Trust, 1.69% Bonds Series Clipper 09 30, tender 09/06/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PPV1 US18886PPV12 Tender Option Bond Y N/A N/A 2018-09-06 2018-09-06 2021-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 69 Y N/A N/A N N 0.0168 12200000.00 12200000.00 0.0054 N N Y Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.51% Participating VRDN Series Floaters XF 26 06, (Liquidity Facility Citibank NA) 88034MZX7 US88034MZX72 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2047-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0151 2400000.00 2400000.00 0.0011 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.51% Participating VRDN Series Floaters ZF 25 68, (Liquidity Facility Citibank NA) 88034MMN3 US88034MMN38 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0151 4865000.00 4865000.00 0.0022 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.51% Participating VRDN Series Floaters ZF 25 67, (Liquidity Facility Citibank NA) 88034MML7 US88034MML71 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2045-06-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0151 3300000.00 3300000.00 0.0015 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.54% Participating VRDN Series Floaters XF 06 10, (Liquidity Facility JPMorgan Chase Bank) 88034MBM7 US88034MBM73 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2047-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 2900000.00 2900000.00 0.0013 N Y N Massachusetts Commonwealth Trans. Fund Rev. Massachusetts Commonwealth Trans. Fund Rev., 1.61% Participating VRDN Series 2016 20, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FQ78 US27884FQ787 Tender Option Bond Y N/A N/A 2018-07-02 2018-07-02 2044-06-01 Y US BANK NA CINCINNATI OHIO 1.0000 3 Y N/A N/A N N 0.0161 31900000.00 31900000.00 0.0142 N Y N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.54% Participating VRDN Series Floaters XM 03 68, (Liquidity Facility JPMorgan Chase Bank) 88033UAY5 US88033UAY55 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2034-02-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 11800000.00 11800000.00 0.0052 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.51% Participating VRDN Series Floaters XF 26 07, (Liquidity Facility Citibank NA) 88034MZZ2 US88034MZZ21 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2033-07-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0151 3600000.00 3600000.00 0.0016 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.53% Participating VRDN Series ROC II R 11999X, (Liquidity Facility Citibank NA) 57583UNK0 US57583UNK06 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2031-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0153 6785000.00 6785000.00 0.0030 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.53% Participating VRDN Series 2016 XF2207, (Liquidity Facility Citibank NA) 88033MSD0 US88033MSD01 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2041-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0153 750000.00 750000.00 0.0003 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.54% Participating VRDN Series 15 XF0245, (Liquidity Facility JPMorgan Chase Bank) 88033MAG2 US88033MAG24 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2045-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 8135000.00 8135000.00 0.0036 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.54% Participating VRDN Series 2016 XM0136, (Liquidity Facility JPMorgan Chase Bank) 88033MRW9 US88033MRW90 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 3750000.00 3750000.00 0.0017 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.54% Participating VRDN Series 2016 XM0137, (Liquidity Facility JPMorgan Chase Bank) 88033MRY5 US88033MRY56 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 2865000.00 2865000.00 0.0013 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.54% Participating VRDN Series MS 3389X, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UL55 US57583UL556 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2044-07-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0154 2500000.00 2500000.00 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.54% Participating VRDN Series Floaters ZM 05 72, (Liquidity Facility JPMorgan Chase Bank) 88033YW49 US88033YW497 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2032-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 2500000.00 2500000.00 0.0011 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.54% Participating VRDN Series MS 3373, (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) 57583UK49 US57583UK491 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2046-10-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0154 7100000.00 7100000.00 0.0032 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.54% Participating VRDN Series Floaters ZF 06 04, (Liquidity Facility JPMorgan Chase Bank) 88033Y3N9 US88033Y3N98 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2035-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 1500000.00 1500000.00 0.0007 N Y N Massachusetts Dev. Fin. Agcy. Rev. Massachusetts Dev. Fin. Agcy. Rev., 1.79% 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 27 Y N/A N/A N N 0.0178 19785000.00 19785000.00 0.0088 N N Y Massachusetts Edl. Fing. Auth. Rev. Massachusetts Edl. Fing. Auth. Rev., 1.60% Participating VRDN Series Floaters XG 01 39, (Liquidity Facility Citibank NA) 88033YCM1 US88033YCM12 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2046-07-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0160 13055000.00 13055000.00 0.0058 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.51% Participating VRDN Series Floaters XF 25 65, (Liquidity Facility Citibank NA) 88034MMC7 US88034MMC72 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2037-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0151 7850000.00 7850000.00 0.0035 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.51% Participating VRDN Series Floaters XF 25 74, (Liquidity Facility Citibank NA) 88034MNV4 US88034MNV45 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2048-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0151 3700000.00 3700000.00 0.0016 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.52% Participating VRDN Series Floaters XM 06 66, (Liquidity Facility Citibank NA) 88034MJ31 US88034MJ315 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2041-05-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0152 15100000.00 15100000.00 0.0067 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.53% Participating VRDN Series Floaters XG 01 42, (Liquidity Facility Citibank NA) 88033YHQ7 US88033YHQ70 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2042-09-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0153 3000000.00 3000000.00 0.0013 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.53% Participating VRDN Series Floaters G9, (Liquidity Facility Royal Bank of Canada) 74934RBA3 US74934RBA32 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2031-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0153 5700000.00 5700000.00 0.0025 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.53% Participating VRDN Series Floaters G4, (Liquidity Facility Royal Bank of Canada) 74926Y8J3 US74926Y8J33 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2033-07-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0153 14900000.00 14900000.00 0.0066 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.54% Participating VRDN Series 16 XM0221, (Liquidity Facility JPMorgan Chase Bank) 88033SFT6 US88033SFT69 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2030-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 1300000.00 1300000.00 0.0006 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.54% 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 2018-07-06 2018-07-06 2046-01-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0154 2235000.00 2235000.00 0.0010 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.54% Participating VRDN Series Floaters E 116, (Liquidity Facility Royal Bank of Canada) 74926Y7C9 US74926Y7C98 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2021-02-01 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0154 19540000.00 19540000.00 0.0087 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.54% Participating VRDN Series Floaters XM 03 72, (Liquidity Facility JPMorgan Chase Bank) 88033UBG3 US88033UBG31 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2027-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 6650000.00 6650000.00 0.0030 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.54% Participating VRDN Series Floaters XM 04 28, (Liquidity Facility JPMorgan Chase Bank) 88033UPA1 US88033UPA15 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2023-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 7500000.00 7500000.00 0.0033 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.55% Participating VRDN Series Floaters XF 05 30, (Liquidity Facility Toronto-Dominion Bank) 88033UUL1 US88033UUL15 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2035-12-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0155 2830000.00 2830000.00 0.0013 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.55% Participating VRDN Series Floaters XF 05 28, (Liquidity Facility Toronto-Dominion Bank) 88033UTX7 US88033UTX71 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2033-04-01 Y TORONTO DOMINION BANK - NY 1.0000 7 Y N/A N/A N N 0.0155 2385000.00 2385000.00 0.0011 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.56% Bonds Series Clipper 09 67, tender 07/05/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PA39 US18886PA398 Tender Option Bond Y N/A N/A 2018-07-05 2018-07-05 2026-11-01 Y STATE ST BK & TR CO BOSTON 1.0000 6 Y N/A N/A N N 0.0155 77000000.00 77000000.00 0.0342 N Y N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.69% Bonds Series Clipper 09 69, tender 09/06/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PB79 US18886PB792 Tender Option Bond Y N/A N/A 2018-09-06 2018-09-06 2024-09-01 Y STATE ST BK & TR CO BOSTON 1.0000 69 Y N/A N/A N N 0.0168 38156000.00 38156000.00 0.0170 N N Y Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 1.69% Bonds Series Clipper 09 37, tender 09/06/2018, (Liquidity Facility State Street Bank & Trust Co., Boston) 18886PRV9 Tender Option Bond Y N/A N/A 2018-09-06 2018-09-06 2025-08-01 Y STATE ST BK & TR CO BOSTON 1.0000 69 Y N/A N/A N N 0.0168 36075000.00 36075000.00 0.0160 N N Y Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.54% Participating VRDN Series 16 XM0217, (Liquidity Facility JPMorgan Chase Bank) 88033SFK5 US88033SFK50 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2036-11-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 41800000.00 41800000.00 0.0186 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.54% Participating VRDN Series Floaters XF 00 47, (Liquidity Facility JPMorgan Chase Bank) 88033LDS5 US88033LDS51 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2034-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 9600000.00 9600000.00 0.0043 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.56% Bonds Series Clipper 09 39, tender 07/05/2018, (Liquidity Facility State Street Bank & Trust 18886PSL0 US18886PSL03 Tender Option Bond Y N/A N/A 2018-07-05 2018-07-05 2023-07-01 Y STATE ST BK & TR CO BOSTON 1.0000 6 Y N/A N/A N N 0.0155 15450000.00 15450000.00 0.0069 N Y N Massachusetts Health and Edl. Facilities Auth. Massachusetts Health and Edl. Facilities Auth., 1.54% Participating VRDN Series XL 00 17, (Liquidity Facility Barclays Bank PLC) 88033SVT8 US88033SVT85 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2034-12-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N N 0.0154 10785000.00 10785000.00 0.0048 N Y N Massachusetts Health and Edl. Facilities Auth. Rev. Massachusetts Health and Edl. Facilities Auth. Rev., 1.54% Participating VRDN Series 2017, (Liquidity Facility JPMorgan Chase Bank) 88033UL64 US88033UL647 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2036-07-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 11175000.00 11175000.00 0.0050 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.54% Participating VRDN Series 16 ZM0173, (Liquidity Facility Royal Bank of Canada) 88033MZE0 US88033MZE01 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2041-10-15 Y ROYAL BK OF CDA NEW YORK BRH 1.0000 7 Y N/A N/A N N 0.0154 10000000.00 10000000.00 0.0044 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.54% Participating VRDN Series EGL 15 003, (Liquidity Facility Citibank NA) 576000SU8 US576000SU86 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0154 48340000.00 48340000.00 0.0215 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.54% Participating VRDN Series EGL 14 C031A, (Liquidity Facility Citibank NA) 576000PR8 US576000PR84 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2038-05-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0154 14875000.00 14875000.00 0.0066 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.54% Participating VRDN Series EGL 15 0004, (Liquidity Facility Citibank NA) 576000SW4 US576000SW43 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0154 45460000.00 45460000.00 0.0202 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.54% Participating VRDN Series EGL 15 001, (Liquidity Facility Citibank NA) 576000SQ7 US576000SQ74 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2032-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0154 51710000.00 51710000.00 0.0230 N Y N Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev., 1.54% Participating VRDN Series EGL 15 002, (Liquidity Facility Citibank NA) 576000SS3 US576000SS31 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2037-08-15 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0154 52000000.00 52000000.00 0.0231 N Y N Massachusetts Wtr. Resources Auth. Massachusetts Wtr. Resources Auth., 1.54% Participating VRDN Series XM 02 87, (Liquidity Facility JPMorgan Chase Bank) 88033SNK6 US88033SNK68 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2035-08-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0154 2200000.00 2200000.00 0.0010 N Y N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.53% Participating VRDN Series Floaters XF 25 02, (Liquidity Facility Citibank NA) 88033YWH0 US88033YWH07 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2030-08-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0153 3450000.00 3450000.00 0.0015 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.51% Participating VRDN Series Floaters XF 25 88, (Liquidity Facility Citibank NA) 88034MXG6 US88034MXG67 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2043-11-01 Y CITIBANK NA 1.0000 7 Y N/A N/A N N 0.0151 4670000.00 4670000.00 0.0021 N Y N Univ. of Massachusetts Bldg. Auth. Facilities Rev. Univ. of Massachusetts Bldg. Auth. Facilities Rev., 1.54% Participating VRDN Series XL 0042, (Liquidity Facility Morgan Stanley Bank, West Valley City 88033UZU6 US88033UZU68 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2047-11-01 Y MORGAN STANLEY BK NA SALT LAKE 1.0000 7 Y N/A N/A N N 0.0154 8380000.00 8380000.00 0.0037 N Y N California Gen. Oblig. California Gen. Oblig., 1.61% Participating VRDN Series Floaters XF 10 38, (Liquidity Facility Deutsche Bank AG New York Branch) 88033L6V6 US88033L6V68 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2045-06-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0161 400000.00 400000.00 0.0002 N Y N California Health Facilities Fing. Auth. California Health Facilities Fing. Auth., 1.61% Participating VRDN Series 16 XG 00 49, (Liquidity Facility Deutsche Bank AG New York Branch) 88033SRV8 US88033SRV87 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2050-12-31 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0161 1700000.00 1700000.00 0.0008 N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 1.61% Participating VRDN Series Floaters XG 00 48, (Liquidity Facility Deutsche Bank AG New York Branch 88033SRQ9 US88033SRQ92 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2042-08-15 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0161 9000000.00 9000000.00 0.0040 N Y N California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 1.61% Participating VRDN Series DB 15 XF 0234, (Liquidity Facility Deutsche Bank AG New York Branch) 88033L6F1 US88033L6F19 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2044-10-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0161 7400000.00 7400000.00 0.0033 N Y N San Francisco City & County Arpts. Commission Int'l. Arpt. Rev. San Francisco City & County Arpts. Commission Int'l. Arpt. Rev., 1.61% Participating VRDN Series XF 10 32, (Liquidity Facility Deutsche Bank AG New Yo 88033L3W7 US88033L3W78 Tender Option Bond Y N/A N/A 2018-07-06 2018-07-06 2044-05-01 Y DEUTSCHE BANK AG NEW YORK BNCH 1.0000 7 Y N/A N/A N N 0.0161 3335000.00 3335000.00 0.0015 N Y N Chicago Board of Ed. Chicago Board of Ed., 1.76% Participating VRDN Series Floaters 003, (Liquidity Facility Barclays Bank PLC) 76252PKA6 US76252PKA65 Tender Option Bond Y N/A N/A 2018-07-05 2018-08-10 2018-12-14 Y BARCLAYS BANK PLC 1.0000 42 Y N/A N/A N N 0.0175 6395000.00 6395000.00 0.0028 N N Y Avon Gen. Oblig. Avon Gen. Oblig., 2.00% BAN Series 2018 054141JE7 US054141JE77 Other Municipal Security Y N/A N/A 2018-09-28 2018-09-28 2018-09-28 N N N 0.0160 2602496.00 2602496.00 0.0012 N N N Avon Gen. Oblig. Avon Gen. Oblig., 2.25% BAN Series 2017 054141JD9 US054141JD94 Other Municipal Security Y N/A N/A 2018-09-28 2018-09-28 2018-09-28 N N N 0.0161 3104805.00 3104805.00 0.0014 N N N Billerica Gen. Oblig. Billerica Gen. Oblig., 3.00% BAN Series 2018 09005PBV1 US09005PBV13 Other Municipal Security Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0188 2628652.00 2628652.00 0.0012 N N 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 0.0159 2484075.45 2484075.45 0.0011 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 0.0160 4655848.75 4655848.75 0.0021 N N N Chicopee Gen. Oblig. Chicopee Gen. Oblig., 2.25% BAN Series 2018 1685922F9 US1685922F94 Other Municipal Security Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N N N 0.0147 5542283.24 5542283.24 0.0025 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 0.0147 3757650.00 3757650.00 0.0017 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 0.0151 3126013.41 3126013.41 0.0014 N N N Franklin Gen. Oblig. Franklin Gen. Oblig., 3.00% BAN Series 2018 353838YW9 US353838YW96 Other Municipal Security Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0168 3337917.00 3337917.00 0.0015 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 0.0156 6783350.28 6783350.28 0.0030 N N N Gloucester Gen. Oblig. Gloucester Gen. Oblig., 2.75% BAN Series 2018 379713HR4 US379713HR40 Other Municipal Security Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0157 2356251.00 2356251.00 0.0010 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 0.0152 7751395.00 7751395.00 0.0034 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 0.0500 3200000.00 3200000.00 0.0014 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) 575579NK9 US575579NK94 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2031-07-01 N N N 0.0500 1065000.00 1065000.00 0.0005 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 0.0175 3901942.30 3901942.30 0.0017 N N N Massachusetts Dev. Fin. Agcy. Massachusetts Dev. Fin. Agcy., 1.50% Series 5, LOC TD Banknorth, NA, CP DCE440000 Other Municipal Security Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0161 2883163.64 2883163.64 0.0013 N N N Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev. Massachusetts Dev. Fin. Agcy. Electrical Utils. Rev., 1.68% Bonds Series 05, tender 07/02/2018, (Massachusetts Elec. Co. Guaranteed), CP Mode 57584GAC2 DCA922000 Other Municipal Security Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N Y MASS ELECTRIC CO 1.0000 N/A N/A N 0.0168 22000000.00 22000000.00 0.0098 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 0.0190 1603756.55 1603756.55 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 0.0500 5000000.00 5000000.00 0.0022 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 0.0195 1137113.60 1137113.60 0.0005 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 0.0500 905000.00 905000.00 0.0004 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2008 A, (Pre-Refunded to 8/1/2018 @ 100) 57582PLP3 US57582PLP35 Other Municipal Security Y N/A N/A 2018-08-01 2018-08-01 2027-08-01 N N N 0.0183 1779934.50 1779934.50 0.0008 N N N Massachusetts Gen. Oblig. Massachusetts Gen. Oblig., 5.00% Bonds Series 2013 B 57582PQ29 US57582PQ292 Other Municipal Security Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0171 3108959.00 3108959.00 0.0014 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 0.0183 2908062.00 2908062.00 0.0013 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.25% Bonds Series H1, tender 07/03/2018, CP Mode 57586CV93 DCG756000 Other Municipal Security Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0124 7000000.00 7000000.00 0.0031 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.25% Bonds Series H1, tender 07/05/2018, CP Mode 57586CV93 DCH286000 Other Municipal Security Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0154 10099495.00 10099495.00 0.0045 N Y N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.26% Bonds Series H2, tender 07/16/2018, CP Mode 57586CW27 DCG287000 Other Municipal Security Y N/A N/A 2018-07-16 2018-07-16 2018-07-16 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0157 8833674.75 8833674.75 0.0039 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.30% Bonds Series H2, tender 09/04/2018, CP Mode 57586CW27 DCF000000 Other Municipal Security Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0152 7996720.00 7996720.00 0.0036 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.30% Bonds Series H1, tender 09/06/2018, CP Mode 57586CV93 DCF799000 Other Municipal Security Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0152 10995380.00 10995380.00 0.0049 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.40% Bonds Series H2, tender 08/07/2018, CP Mode 57586CW27 DCB476000 Other Municipal Security Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0146 12089153.70 12089153.70 0.0054 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.42% Bonds Series H2, tender 08/06/2018, CP Mode 57586CW27 DCB087000 Other Municipal Security Y N/A N/A 2018-08-06 2018-08-06 2018-08-06 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0141 11700000.00 11700000.00 0.0052 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.54% Bonds Series H1, tender 08/03/2018, CP Mode 57586CV93 DBJ432000 Other Municipal Security Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0148 7300365.00 7300365.00 0.0032 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 1.62% Bonds Series H1, tender 08/02/2018, CP Mode 57586CV93 DBE683000 Other Municipal Security Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N Y PARTNERS HEALTHCARE SYS INC OBLIGOR 1.0000 N/A N/A 0.0145 8501275.00 8501275.00 0.0038 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 0.0500 2000000.00 2000000.00 0.0009 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 0.0513 1745000.00 1745000.00 0.0008 N N N Massachusetts Health & Edl. Facilities Auth. Rev. Massachusetts Health & Edl. Facilities Auth. Rev., 5.25% Bonds Series 2004 D, (Pre-Refunded to 7/1/2018 @ 100) 57586C6E0 Other Municipal Security Y N/A N/A 2018-07-01 2018-07-01 2020-07-01 N N N 0.0525 1000000.00 1000000.00 0.0004 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 0.0525 3400000.00 3400000.00 0.0015 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 0.0538 6975000.00 6975000.00 0.0031 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 0.0183 2206842.00 2206842.00 0.0010 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 0.0600 8815000.00 8815000.00 0.0039 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.24% Series 12A, LOC TD Banknorth, NA, CP DCG898000 Other Municipal Security Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0159 7099716.00 7099716.00 0.0032 N Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.28% Series 12B, LOC TD Banknorth, NA, CP DCG899000 Other Municipal Security Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0163 22899084.00 22899084.00 0.0102 N Y N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.37% Series 12A, LOC TD Banknorth, NA, CP DCB862000 Other Municipal Security Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0146 13098559.00 13098559.00 0.0058 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 0.0163 26586966.00 26586966.00 0.0118 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 0.0158 999720.00 999720.00 0.0004 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.68% Series 12B, LOC TD Banknorth, NA, CP DBG751000 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 0.0158 9001800.00 9001800.00 0.0040 N N N Massachusetts Port Auth. Rev. Massachusetts Port Auth. Rev., 1.75% Series B, LOC TD Banknorth, NA, CP DAE348000 Other Municipal Security Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N Y TD BANK NA WILMINGTON DE 1.0000 N/A N/A N 0.0168 24001680.00 24001680.00 0.0107 N N N Massachusetts State College Bldg. Auth. Rev. Massachusetts State College Bldg. Auth. Rev., 5.50% Bonds Series 2009 A, (Pre-Refunded to 5/1/2019 @ 100) 575832SQ4 US575832SQ47 Other Municipal Security Y N/A N/A 2019-05-01 2019-05-01 2039-05-01 N N N 0.0154 4885380.50 4885380.50 0.0022 N N N Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 1.25% Series 99, LOC State Street Bank & Trust Co., Boston, CP DCE041000 Other Municipal Security Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0141 14997600.00 14997600.00 0.0067 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 DCE042000 Other Municipal Security Y N/A N/A 2018-09-13 2018-09-13 2018-09-13 N Y STATE ST BK & TR CO BOSTON 1.0000 N/A N/A N 0.0145 14995350.00 14995350.00 0.0067 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 0.0179 2256345.00 2256345.00 0.0010 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 0.0183 1438989.30 1438989.30 0.0006 N N N Medford Gen. Oblig. Medford Gen. Oblig., 2.75% BAN Series 2018 584190SP8 US584190SP87 Other Municipal Security Y N/A N/A 2018-09-28 2018-09-28 2018-09-28 N N N 0.0183 419934.37 419934.37 0.0002 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 0.0164 5057476.08 5057476.08 0.0022 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 0.0157 10711178.25 10711178.25 0.0048 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 0.0168 9357939.00 9357939.00 0.0042 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 0.0147 2903770.00 2903770.00 0.0013 N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 2.50% BAN Series 2018 B 630191E34 US630191E343 Other Municipal Security Y N/A N/A 2018-11-16 2018-11-16 2018-11-16 N N N 0.0153 12344895.00 12344895.00 0.0055 N N N Nantucket Gen. Oblig. Nantucket Gen. Oblig., 3.00% BAN Series 2018 A 630191D92 US630191D923 Other Municipal Security Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0169 1905407.99 1905407.99 0.0008 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 0.0161 5428836.00 5428836.00 0.0024 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 0.0155 3584421.60 3584421.60 0.0016 N N N Revere Gen. Oblig. Revere Gen. Oblig., 5.00% Bonds Series 2009, (Pre-Refunded to 4/1/2019 @ 100) 761440XP6 US761440XP66 Other Municipal Security Y N/A N/A 2019-04-01 2019-04-01 2039-04-01 N N N 0.0152 1790404.90 1790404.90 0.0008 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 0.0162 10181305.00 10181305.00 0.0045 N N N Stoughton Gen. Oblig. Stoughton Gen. Oblig., 2.75% BAN Series 2018 862318J29 US862318J290 Other Municipal Security Y N/A N/A 2018-10-26 2018-10-26 2018-10-26 N N N 0.0163 5555742.93 5555742.93 0.0025 N N N Stow Gen. Oblig. Stow Gen. Oblig., 3.00% BAN Series 2018 862378HX7 US862378HX76 Other Municipal Security Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0170 6170628.75 6170628.75 0.0027 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 0.0168 1502580.00 1502580.00 0.0007 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 0.0168 3935295.00 3935295.00 0.0018 N N N Topsfield Gen. Oblig. Topsfield Gen. Oblig., 3.00% BAN Series 2018 890788GM8 US890788GM83 Other Municipal Security Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0168 6636052.16 6636052.16 0.0030 N N N Waltham Gen. Oblig. Waltham Gen. Oblig., 3.00% BAN Series 2018 933254M43 US933254M437 Other Municipal Security Y N/A N/A 2019-06-27 2019-06-27 2019-06-27 N N N 0.0188 3437366.00 3437366.00 0.0015 N N N Westborough Gen. Oblig. Westborough Gen. Oblig., 3.00% BAN Series 2018 957144J58 US957144J585 Other Municipal Security Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0162 18934685.00 18934685.00 0.0084 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 0.0159 3808170.00 3808170.00 0.0017 N N N Westfield Gen. Oblig. Westfield Gen. Oblig., 3.00% BAN Series 2018 A 960096X34 US960096X344 Other Municipal Security Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0177 2731401.00 2731401.00 0.0012 N N N Weston Gen. Oblig. Weston Gen. Oblig., 2.50% BAN Series 2018 9611656H5 US9611656H50 Other Municipal Security Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0152 3218208.00 3218208.00 0.0014 N N N Westport Gen. Oblig. Westport Gen. Oblig., 3.00% BAN Series 2018 961369FZ3 US961369FZ36 Other Municipal Security Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0169 4147806.00 4147806.00 0.0018 N N N Weymouth Gen. Oblig. Weymouth Gen. Oblig., 3.00% BAN Series 2018 962201CH0 US962201CH07 Other Municipal Security Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0176 1815552.00 1815552.00 0.0008 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 0.0158 12362032.80 12362032.80 0.0055 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 0.0163 5456543.40 5456543.40 0.0024 N N N Main Street Natural Gas, Inc. Georgia Gas Proj. Rev. Main Street Natural Gas, Inc. Georgia Gas Proj. Rev., 1.61% Bonds Series 2010 A1, tender 07/05/2018, (Liquidity Facility Royal Bank of Canada) 56036YEL5 US56036YEL56 Other Municipal Security Y N/A N/A 2018-07-05 2018-10-01 2040-08-01 Y ROYAL BANK OF CANADA 1.0000 94 N N/A N/A N N 0.0161 13615000.00 13615000.00 0.0061 N N N Jefferson County Poll. Cont. Rev. Jefferson County Poll. Cont. Rev., 1.70% Bonds Series 01A, tender 07/17/2018, CP Mode 473044BV6 DDB243000 Other Municipal Security Y N/A N/A 2018-07-17 2018-07-17 2018-07-17 N N Y LOUISVILLE GAS & ELECTRIC CO OBLIGOR 1.0000 N/A N/A 0.0169 1500000.00 1500000.00 0.0007 N N N Fidelity Revere Str Trust Fidelity Municipal Cash Central Fund, 1.59% 31635A204 549300BDV45LJNXBZC55 US31635A2042 0001022695 Investment Company Y N/A N/A 2018-07-06 2018-07-06 2036-10-15 N N N 0.0159 134880322.23 134880322.23 0.0600 N Y N Fidelity Massachusetts Municipal Trust: Fidelity Massachusetts Municipal Money Market Fund 2018-07-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer